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JavulicraftELEMENTARY
DIFFERENTIAL EQUATIONS WITH
BOUNDARY VALUE PROBLEMS
William F. Trench
Andrew G. Cowles Distinguished Professor Emeritus
Department of Mathematics
Trinity University
San Antonio, Texas, USA
[email protected]
FREE DOWNLOAD: STUDENT SOLUTIONS MANUAL
©2013 William F. Trench, all rights reserved
Free Edition 1 (July 2013)
This book was published previously by Brooks/Cole Thomson Learning, 2001. This free edition is made
available in the hope that it will be useful as a textbook or reference. Reproduction is permitted for
any valid noncommercial educational, mathematical, or scientific purpose. However, charges for profit
beyond reasonable printing costs are prohibited.
CORRECTIONS ARE WELCOME
Except for Chapter 13, I have prepared this free edition by combining LATEX files of individual sections
that I submitted to the publisher in the late 1990’s. The files for Chapter 13 were inexplicably lost, so I
had to redo them completely. Hence, there are undoubtedly mistakes and errors in this edition. I invite
corrections.
The index is not up to professional standards: the hyperlinks lead to labeled items (theorem, example,
figure, etc.) near the index entries, but often not on the same page as the indexed item.
The graphics are my amateurish attempts at imitating the professionally prepared graphics in the com-
mercially published edition.
TO BEVERLY
Contents
Chapter 1 Introduction 1
1.1 Applications Leading to Differential Equations
1.2 First Order Equations 5
1.3 Direction Fields for First Order Equations 16
Chapter 2 First Order Equations 30
2.1 Linear First Order Equations 30
2.2 Separable Equations 45
2.3 Existence and Uniqueness of Solutions of Nonlinear Equations 55
2.4 Transformation of Nonlinear Equations into Separable Equations 63
2.5 Exact Equations 73
2.6 Integrating Factors 83
Chapter 3 Numerical Methods
3.1 Euler’s Method 96
3.2 The Improved Euler Method and Related Methods 109
3.3 The Runge-Kutta Method 119
Chapter 4 Applications of First Order Equations1em 130
4.1 Growth and Decay 130
4.2 Cooling and Mixing 140
4.3 Elementary Mechanics 151
4.4 Autonomous Second Order Equations 162
4.5 Applications to Curves 179
Chapter 5 Linear Second Order Equations
5.1 Homogeneous Linear Equations 194
5.2 Constant Coefficient Homogeneous Equations 210
5.3 Nonhomgeneous Linear Equations 221
5.4 The Method of Undetermined Coefficients I 229
iv
5.5 The Method of Undetermined Coefficients II 238
5.6 Reduction of Order 248
5.7 Variation of Parameters 255
Chapter 6 Applcations of Linear Second Order Equations 268
6.1 Spring Problems I 268
6.2 Spring Problems II 279
6.3 The RLC Circuit 291
6.4 Motion Under a Central Force 297
Chapter 7 Series Solutions of Linear Second Order Equations
7.1 Review of Power Series 307
7.2 Series Solutions Near an Ordinary Point I 320
7.3 Series Solutions Near an Ordinary Point II 335
7.4 Regular Singular Points Euler Equations 343
7.5 The Method of Frobenius I 348
7.6 The Method of Frobenius II 365
7.7 The Method of Frobenius III 379
Chapter 8 Laplace Transforms
8.1 Introduction to the Laplace Transform 394
8.2 The Inverse Laplace Transform 406
8.3 Solution of Initial Value Problems 414
8.4 The Unit Step Function 421
8.5 Constant Coefficient Equations with Piecewise Continuous Forcing
Functions 431
8.6 Convolution 441
8.7 Constant Cofficient Equations with Impulses 453
8.8 A Brief Table of Laplace Transforms
Chapter 9 Linear Higher Order Equations
9.1 Introduction to Linear Higher Order Equations 466
9.2 Higher Order Constant Coefficient Homogeneous Equations 476
9.3 Undetermined Coefficients for Higher Order Equations 488
9.4 Variation of Parameters for Higher Order Equations 498
Chapter 10 Linear Systems of Differential Equations
10.1 Introduction to Systems of Differential Equations 508
10.2 Linear Systems of Differential Equations 516
10.3 Basic Theory of Homogeneous Linear Systems 522
10.4 Constant Coefficient Homogeneous Systems I 530
vi Contents
10.5 Constant Coefficient Homogeneous Systems II 543
10.6 Constant Coefficient Homogeneous Systems II 557
10.7 Variation of Parameters for Nonhomogeneous Linear Systems 570
Chapter 11 Boundary Value Problems and Fourier Expansions 582
11.1 Eigenvalue Problems for y00 C y D 0 582
11.2 Fourier Series I 588
11.3 Fourier Series II 605
Chapter 12 Fourier Solutions of Partial Differential Equations
12.1 The Heat Equation 620
12.2 The Wave Equation 632
12.3 Laplace’s Equation in Rectangular Coordinates 651
12.4 Laplace’s Equation in Polar Coordinates 668
Chapter 13 Boundary Value Problems for Second Order Linear Equations
13.1 Boundary Value Problems 678
13.2 Sturm–Liouville Problems 689
Preface
Elementary Differential Equations with Boundary Value Problems is written for students in science, en-
gineering, and mathematics who have completed calculus through partial differentiation. If your syllabus
includes Chapter 10 (Linear Systems of Differential Equations), your students should have some prepa-
ration in linear algebra.
In writing this book I have been guided by the these principles:
An elementary text should be written so the student can read it with comprehension without too
much pain. I have tried to put myself in the student’s place, and have chosen to err on the side of
too much detail rather than not enough.
An elementary text can’t be better than its exercises. This text includes 2041 numbered exercises,
many with several parts. They range in difficulty from routine to very challenging.
An elementary text should be written in an informal but mathematically accurate way, illustrated
by appropriate graphics. I have tried to formulate mathematical concepts succinctly in language
that students can understand. I have minimized the number of explicitly stated theorems and def-
initions, preferring to deal with concepts in a more conversational way, copiously illustrated by
299 completely worked out examples. Where appropriate, concepts and results are depicted in 188
figures.
Although I believe that the computer is an immensely valuable tool for learning, doing, and writing
mathematics, the selection and treatment of topics in this text reflects my pedagogical orientation along
traditional lines. However, I have incorporated what I believe to be the best use of modern technology,
so you can select the level of technology that you want to include in your course. The text includes 414
exercises – identified by the symbols C and C/G – that call for graphics or computation and graphics.
There are also 79 laboratory exercises – identified by L – that require extensive use of technology. In
addition, several sections include informal advice on the use of technology. If you prefer not to emphasize
technology, simply ignore these exercises and the advice.
There are two schools of thought on whether techniques and applications should be treated together or
separately. I have chosen to separate them; thus, Chapter 2 deals with techniques for solving first order
equations, and Chapter 4 deals with applications. Similarly, Chapter 5 deals with techniques for solving
second order equations, and Chapter 6 deals with applications. However, the exercise sets of the sections
dealing with techniques include some applied problems.
Traditionally oriented elementary differential equations texts are occasionally criticized as being col-
lections of unrelated methods for solving miscellaneous problems. To some extent this is true; after all,
no single method applies to all situations. Nevertheless, I believe that one idea can go a long way toward
unifying some of the techniques for solving diverse problems: variation of parameters. I use variation of
parameters at the earliest opportunity in Section 2.1, to solve the nonhomogeneous linear equation, given
a nontrivial solution of the complementary equation. You may find this annoying, since most of us learned
that one should use integrating factors for this task, while perhaps mentioning the variation of parameters
option in an exercise. However, there’s little difference between the two approaches, since an integrating
factor is nothing more than the reciprocal of a nontrivial solution of the complementary equation. The
advantage of using variation of parameters here is that it introduces the concept in its simplest form and
vii
viii Preface
focuses the student’s attention on the idea of seeking a solution y of a differential equation by writing it
as y D uy1 , where y1 is a known solution of related equation and u is a function to be determined. I use
this idea in nonstandard ways, as follows:
In Section 2.4 to solve nonlinear first order equations, such as Bernoulli equations and nonlinear
homogeneous equations.
In Chapter 3 for numerical solution of semilinear first order equations.
In Section 5.2 to avoid the necessity of introducing complex exponentials in solving a second or-
der constant coefficient homogeneous equation with characteristic polynomials that have complex
zeros.
In Sections 5.4, 5.5, and 9.3 for the method of undetermined coefficients. (If the method of an-
nihilators is your preferred approach to this problem, compare the labor involved in solving, for
example, y 00 C y 0 C y D x 4 e x by the method of annihilators and the method used in Section 5.4.)
Introducing variation of parameters as early as possible (Section 2.1) prepares the student for the con-
cept when it appears again in more complex forms in Section 5.6, where reduction of order is used not
merely to find a second solution of the complementary equation, but also to find the general solution of the
nonhomogeneous equation, and in Sections 5.7, 9.4, and 10.7, that treat the usual variation of parameters
problem for second and higher order linear equations and for linear systems.
Chapter 11 develops the theory of Fourier series. Section 11.1 discusses the five main eigenvalue prob-
lems that arise in connection with the method of separation of variables for the heat and wave equations
and for Laplace’s equation over a rectangular domain:
Problem 1: y 00 C y D 0; y.0/ D 0; y.L/ D 0
Problem 2: y 00 C y D 0; y 0 .0/ D 0; y 0 .L/ D 0
Problem 3: y 00 C y D 0; y.0/ D 0; y 0 .L/ D 0
Problem 4: y 00 C y D 0; y 0 .0/ D 0; y.L/ D 0
Problem 5: y 00 C y D 0; y. L/ D y.L/; y 0 . L/ D y 0 .L/
These problems are handled in a unified way for example, a single theorem shows that the eigenvalues
of all five problems are nonnegative.
Section 11.2 presents the Fourier series expansion of functions defined on on ΠL; L, interpreting it
as an expansion in terms of the eigenfunctions of Problem 5.
Section 11.3 presents the Fourier sine and cosine expansions of functions defined on Œ0; L, interpreting
them as expansions in terms of the eigenfunctions of Problems 1 and 2, respectively. In addition, Sec-
tion 11.2 includes what I call the mixed Fourier sine and cosine expansions, in terms of the eigenfunctions
of Problems 4 and 5, respectively. In all cases, the convergence properties of these series are deduced
from the convergence properties of the Fourier series discussed in Section 11.1.
Chapter 12 consists of four sections devoted to the heat equation, the wave equation, and Laplace’s
equation in rectangular and polar coordinates. For all three, I consider homogeneous boundary conditions
of the four types occurring in Problems 1-4. I present the method of separation of variables as a way of
choosing the appropriate form for the series expansion of the solution of the given problem, stating—
without belaboring the point—that the expansion may fall short of being an actual solution, and giving
an indication of conditions under which the formal solution is an actual solution. In particular, I found it
necessary to devote some detail to this question in connection with the wave equation in Section 12.2.
In Sections 12.1 (The Heat Equation) and 12.2 (The Wave Equation) I devote considerable effort to
devising examples and numerous exercises where the functions defining the initial conditions satisfy
Preface ix
the homogeneous boundary conditions. Similarly, in most of the examples and exercises Section 12.3
(Laplace’s Equation), the functions defining the boundary conditions on a given side of the rectangular
domain satisfy homogeneous boundary conditions at the endpoints of the same type (Dirichlet or Neu-
mann) as the boundary conditions imposed on adjacent sides of the region. Therefore the formal solutions
obtained in many of the examples and exercises are actual solutions.
Section 13.1 deals with two-point value problems for a second order ordinary differential equation.
Conditions for existence and uniqueness of solutions are given, and the construction of Green’s functions
is included.
Section 13.2 presents the elementary aspects of Sturm-Liouville theory.
You may also find the following to be of interest:
Section 2.6 deals with integrating factors of the form D p.x/q.y/, in addition to those of the
form D p.x/ and D q.y/ discussed in most texts.
Section 4.4 makes phase plane analysis of nonlinear second order autonomous equations accessi-
ble to students who have not taken linear algebra, since eigenvalues and eigenvectors do not enter
into the treatment. Phase plane analysis of constant coefficient linear systems is included in Sec-
tions 10.4-6.
Section 4.5 presents an extensive discussion of applications of differential equations to curves.
Section 6.4 studies motion under a central force, which may be useful to students interested in the
mathematics of satellite orbits.
Sections 7.5-7 present the method of Frobenius in more detail than in most texts. The approach
is to systematize the computations in a way that avoids the necessity of substituting the unknown
Frobenius series into each equation. This leads to efficiency in the computation of the coefficients
of the Frobenius solution. It also clarifies the case where the roots of the indicial equation differ by
an integer (Section 7.7).
The free Student Solutions Manual contains solutions of most of the even-numbered exercises.
The free Instructor’s Solutions Manual is available by email to [email protected], subject to
verification of the requestor’s faculty status.
The following observations may be helpful as you choose your syllabus:
Section 2.3 is the only specific prerequisite for Chapter 3. To accomodate institutions that offer a
separate course in numerical analysis, Chapter 3 is not a prerequisite for any other section in the
text.
The sections in Chapter 4 are independent of each other, and are not prerequisites for any of the
later chapters. This is also true of the sections in Chapter 6, except that Section 6.1 is a prerequisite
for Section 6.2.
Chapters 7, 8, and 9 can be covered in any order after the topics selected from Chapter 5. For
example, you can proceed directly from Chapter 5 to Chapter 9.
The second order Euler equation is discussed in Section 7.4, where it sets the stage for the method
of Frobenius. As noted at the beginning of Section 7.4, if you want to include Euler equations in
your syllabus while omitting the method of Frobenius, you can skip the introductory paragraphs
in Section 7.4 and begin with Definition 7.4.2. You can then cover Section 7.4 immediately after
Section 5.2.
Chapters 11, 12, and 13 can be covered at any time after the completion of Chapter 5.
William F. Trench
CHAPTER 1
Introduction
IN THIS CHAPTER we begin our study of differential equations.
SECTION 1.1 presents examples of applications that lead to differential equations.
SECTION 1.2 introduces basic concepts and definitions concerning differential equations.
SECTION 1.3 presents a geometric method for dealing with differential equations that has been known
for a very long time, but has become particularly useful and important with the proliferation of readily
available differential equations software.
1
2 Chapter 1 Introduction
1.1 APPLICATIONS LEADING TO DIFFERENTIAL EQUATIONS
In order to apply mathematical methods to a physical or “real life” problem, we must formulate the prob-
lem in mathematical terms; that is, we must construct a mathematical model for the problem. Many
physical problems concern relationships between changing quantities. Since rates of change are repre-
sented mathematically by derivatives, mathematical models often involve equations relating an unknown
function and one or more of its derivatives. Such equations are differential equations. They are the subject
of this book.
Much of calculus is devoted to learning mathematical techniques that are applied in later courses in
mathematics and the sciences; you wouldn’t have time to learn much calculus if you insisted on seeing
a specific application of every topic covered in the course. Similarly, much of this book is devoted to
methods that can be applied in later courses. Only a relatively small part of the book is devoted to
the derivation of specific differential equations from mathematical models, or relating the differential
equations that we study to specific applications. In this section we mention a few such applications.
The mathematical model for an applied problem is almost always simpler than the actual situation
being studied, since simplifying assumptions are usually required to obtain a mathematical problem that
can be solved. For example, in modeling the motion of a falling object, we might neglect air resistance
and the gravitational pull of celestial bodies other than Earth, or in modeling population growth we might
assume that the population grows continuously rather than in discrete steps.
A good mathematical model has two important properties:
It’s sufficiently simple so that the mathematical problem can be solved.
It represents the actual situation sufficiently well so that the solution to the mathematical problem
predicts the outcome of the real problem to within a useful degree of accuracy. If results predicted
by the model don’t agree with physical observations, the underlying assumptions of the model must
be revised until satisfactory agreement is obtained.
We’ll now give examples of mathematical models involving differential equations. We’ll return to these
problems at the appropriate times, as we learn how to solve the various types of differential equations that
occur in the models.
All the examples in this section deal with functions of time, which we denote by t. If y is a function
of t, y 0 denotes the derivative of y with respect to t; thus,
dy
y0 D :
dt
Population Growth and Decay
Although the number of members of a population (people in a given country, bacteria in a laboratory cul-
ture, wildflowers in a forest, etc.) at any given time t is necessarily an integer, models that use differential
equations to describe the growth and decay of populations usually rest on the simplifying assumption that
the number of members of the population can be regarded as a differentiable function P D P .t/. In most
models it is assumed that the differential equation takes the form
P 0 D a.P /P; (1.1.1)
where a is a continuous function of P that represents the rate of change of population per unit time per
individual. In the Malthusian model, it is assumed that a.P / is a constant, so (1.1.1) becomes
P 0 D aP: (1.1.2)
Section 1.1 Applications Leading to Differential Equations 3
(When you see a name in blue italics, just click on it for information about the person.) This model
assumes that the numbers of births and deaths per unit time are both proportional to the population. The
constants of proportionality are the birth rate (births per unit time per individual) and the death rate
(deaths per unit time per individual); a is the birth rate minus the death rate. You learned in calculus that
if c is any constant then
P D ce at (1.1.3)
satisfies (1.1.2), so (1.1.2) has infinitely many solutions. To select the solution of the specific problem
that we’re considering, we must know the population P0 at an initial time, say t D 0. Setting t D 0 in
(1.1.3) yields c D P .0/ D P0 , so the applicable solution is
P .t/ D P0 e at :
This implies that
1 if a > 0;
lim P .t/ D
t !1 0 if a < 0I
that is, the population approaches infinity if the birth rate exceeds the death rate, or zero if the death rate
exceeds the birth rate.
To see the limitations of the Malthusian model, suppose we’re modeling the population of a country,
starting from a time t D 0 when the birth rate exceeds the death rate (so a > 0), and the country’s
resources in terms of space, food supply, and other necessities of life can support the existing popula-
tion. Then the prediction P D P0 e at may be reasonably accurate as long as it remains within limits
that the country’s resources can support. However, the model must inevitably lose validity when the pre-
diction exceeds these limits. (If nothing else, eventually there won’t be enough space for the predicted
population!)
This flaw in the Malthusian model suggests the need for a model that accounts for limitations of space
and resources that tend to oppose the rate of population growth as the population increases. Perhaps the
most famous model of this kind is the Verhulst model, where (1.1.2) is replaced by
P 0 D aP .1 ˛P /; (1.1.4)
0
where ˛ is a positive constant. As long as P is small compared to 1=˛, the ratio P =P is approximately
equal to a. Therefore the growth is approximately exponential; however, as P increases, the ratio P 0 =P
decreases as opposing factors become significant.
Equation (1.1.4) is the logistic equation. You will learn how to solve it in Section 1.2. (See Exer-
cise 2.2.28.) The solution is
P0
P D ;
˛P0 C .1 ˛P0/e at
where P0 D P .0/ > 0. Therefore limt !1 P .t/ D 1=˛, independent of P0 .
Figure 1.1.1 shows typical graphs of P versus t for various values of P0 .
Newton’s Law of Cooling
According to Newton’s law of cooling, the temperature of a body changes at a rate proportional to the
difference between the temperature of the body and the temperature of the surrounding medium. Thus, if
Tm is the temperature of the medium and T D T .t/ is the temperature of the body at time t, then
T 0 D k.T Tm /; (1.1.5)
where k is a positive constant and the minus sign indicates; that the temperature of the body increases with
time if it’s less than the temperature of the medium, or decreases if it’s greater. We’ll see in Section 4.2
that if Tm is constant then the solution of (1.1.5) is
kt
T D Tm C .T0 Tm /e ; (1.1.6)
4 Chapter 1 Introduction
1/α
Figure 1.1.1 Solutions of the logistic equation
where T0 is the temperature of the body when t D 0. Therefore limt !1 T .t/ D Tm , independent of T0 .
(Common sense suggests this. Why?)
Figure 1.1.2 shows typical graphs of T versus t for various values of T0 .
Assuming that the medium remains at constant temperature seems reasonable if we’re considering a
cup of coffee cooling in a room, but not if we’re cooling a huge cauldron of molten metal in the same
room. The difference between the two situations is that the heat lost by the coffee isn’t likely to raise the
temperature of the room appreciably, but the heat lost by the cooling metal is. In this second situation we
must use a model that accounts for the heat exchanged between the object and the medium. Let T D T .t/
and Tm D Tm .t/ be the temperatures of the object and the medium respectively, and let T0 and Tm0 be
their initial values. Again, we assume that T and Tm are related by (1.1.5). We also assume that the
change in heat of the object as its temperature changes from T0 to T is a.T T0 / and the change in heat
of the medium as its temperature changes from Tm0 to Tm is am .Tm Tm0 /, where a and am are positive
constants depending upon the masses and thermal properties of the object and medium respectively. If
we assume that the total heat of the in the object and the medium remains constant (that is, energy is
conserved), then
a.T T0/ C am .Tm Tm0 / D 0:
Solving this for Tm and substituting the result into (1.1.6) yields the differential equation
a a
T0 D k 1C T C k Tm0 C T0
am am
for the temperature of the object. After learning to solve linear first order equations, you’ll be able to
show (Exercise 4.2.17) that
aT0 C am Tm0 am .T0 Tm0 / k.1Ca=am /t
T D C e :
a C am a C am
Section 1.1 Applications Leading to Differential Equations 5
T
m
Figure 1.1.2 Temperature according to Newton’s Law of Cooling
Glucose Absorption by the Body
Glucose is absorbed by the body at a rate proportional to the amount of glucose present in the bloodstream.
Let denote the (positive) constant of proportionality. Suppose there are G0 units of glucose in the
bloodstream when t D 0, and let G D G.t/ be the number of units in the bloodstream at time t > 0.
Then, since the glucose being absorbed by the body is leaving the bloodstream, G satisfies the equation
G 0 D G: (1.1.7)
From calculus you know that if c is any constant then
t
G D ce (1.1.8)
satisfies (1.1.7), so (1.1.7) has infinitely many solutions. Setting t D 0 in (1.1.8) and requiring that
G.0/ D G0 yields c D G0 , so
G.t/ D G0 e t :
Now let’s complicate matters by injecting glucose intravenously at a constant rate of r units of glucose
per unit of time. Then the rate of change of the amount of glucose in the bloodstream per unit time is
G 0 D G C r; (1.1.9)
where the first term on the right is due to the absorption of the glucose by the body and the second term
is due to the injection. After you’ve studied Section 2.1, you’ll be able to show (Exercise 2.1.43) that the
solution of (1.1.9) that satisfies G.0/ D G0 is
r r t
G D C G0 e :
6 Chapter 1 Introduction
Graphs of this function are similar to those in Figure 1.1.2. (Why?)
Spread of Epidemics
One model for the spread of epidemics assumes that the number of people infected changes at a rate
proportional to the product of the number of people already infected and the number of people who are
susceptible, but not yet infected. Therefore, if S denotes the total population of susceptible people and
I D I.t/ denotes the number of infected people at time t, then S I is the number of people who are
susceptible, but not yet infected. Thus,
I 0 D rI.S I /;
where r is a positive constant. Assuming that I.0/ D I0 , the solution of this equation is
SI0
I D rS t
I0 C .S I0 /e
(Exercise 2.2.29). Graphs of this function are similar to those in Figure 1.1.1. (Why?) Since limt !1 I.t/ D
S , this model predicts that all the susceptible people eventually become infected.
Newton’s Second Law of Motion
According to Newton’s second law of motion, the instantaneous acceleration a of an object with con-
stant mass m is related to the force F acting on the object by the equation F D ma. For simplicity, let’s
assume that m D 1 and the motion of the object is along a vertical line. Let y be the displacement of the
object from some reference point on Earth’s surface, measured positive upward. In many applications,
there are three kinds of forces that may act on the object:
(a) A force such as gravity that depends only on the position y, which we write as p.y/, where
p.y/ > 0 if y 0.
(b) A force such as atmospheric resistance that depends on the position and velocity of the object, which
we write as q.y; y 0 /y 0 , where q is a nonnegative function and we’ve put y 0 “outside” to indicate
that the resistive force is always in the direction opposite to the velocity.
(c) A force f D f .t/, exerted from an external source (such as a towline from a helicopter) that
depends only on t.
In this case, Newton’s second law implies that
y 00 D q.y; y 0 /y 0 p.y/ C f .t/;
which is usually rewritten as
y 00 C q.y; y 0 /y 0 C p.y/ D f .t/:
Since the second (and no higher) order derivative of y occurs in this equation, we say that it is a second
order differential equation.
Interacting Species: Competition
Let P D P .t/ and Q D Q.t/ be the populations of two species at time t, and assume that each population
would grow exponentially if the other didn’t exist; that is, in the absence of competition we would have
P 0 D aP and Q0 D bQ; (1.1.10)
where a and b are positive constants. One way to model the effect of competition is to assume that
the growth rate per individual of each population is reduced by an amount proportional to the other
population, so (1.1.10) is replaced by
P0 D aP ˛Q
Q0 D ˇP C bQ;
Section 1.2 Basic Concepts 7
where ˛ and ˇ are positive constants. (Since negative population doesn’t make sense, this system works
only while P and Q are both positive.) Now suppose P .0/ D P0 > 0 and Q.0/ D Q0 > 0. It can
be shown (Exercise 10.4.42) that there’s a positive constant such that if .P0 ; Q0 / is above the line L
through the origin with slope , then the species with population P becomes extinct in finite time, but if
.P0 ; Q0 / is below L, the species with population Q becomes extinct in finite time. Figure 1.1.3 illustrates
this. The curves shown there are given parametrically by P D P .t/; Q D Q.t/; t > 0. The arrows
indicate direction along the curves with increasing t.
Q
L
Figure 1.1.3 Populations of competing species
1.2 BASIC CONCEPTS
A differential equation is an equation that contains one or more derivatives of an unknown function.
The order of a differential equation is the order of the highest derivative that it contains. A differential
equation is an ordinary differential equation if it involves an unknown function of only one variable, or a
partial differential equation if it involves partial derivatives of a function of more than one variable. For
now we’ll consider only ordinary differential equations, and we’ll just call them differential equations.
Throughout this text, all variables and constants are real unless it’s stated otherwise. We’ll usually use
x for the independent variable unless the independent variable is time; then we’ll use t.
The simplest differential equations are first order equations of the form
dy
D f .x/ or, equivalently, y 0 D f .x/;
dx
where f is a known function of x. We already know from calculus how to find functions that satisfy this
kind of equation. For example, if
y0 D x3;
8 Chapter 1 Introduction
then
x4
Z
yD x 3 dx D C c;
4
where c is an arbitrary constant. If n > 1 we can find functions y that satisfy equations of the form
y .n/ D f .x/ (1.2.1)
by repeated integration. Again, this is a calculus problem.
Except for illustrative purposes in this section, there’s no need to consider differential equations like
(1.2.1).We’ll usually consider differential equations that can be written as
y .n/ D f .x; y; y 0 ; : : : ; y .n 1/
/; (1.2.2)
where at least one of the functions y, y 0 , . . . , y .n 1/ actually appears on the right. Here are some
examples:
dy
x2 D 0 (first order);
dx
dy
C 2xy 2 D 2 (first order);
dx
d 2y dy
C2 C y D 2x (second order);
dx 2 dx
xy 000 C y 2 D sin x (third order);
y .n/ C xy 0 C 3y D x (n-th order):
Although none of these equations is written as in (1.2.2), all of them can be written in this form:
y0 D x2;
y0 D 2 2xy 2 ;
y 00 D 2x 2y 0 y;
sin x y 2
y 000 D ;
x
y .n/ D x xy 0 3y:
Solutions of Differential Equations
A solution of a differential equation is a function that satisfies the differential equation on some open
interval; thus, y is a solution of (1.2.2) if y is n times differentiable and
y .n/ .x/ D f .x; y.x/; y 0 .x/; : : : ; y .n 1/
.x//
for all x in some open interval .a; b/. In this case, we also say that y is a solution of (1.2.2) on .a; b/.
Functions that satisfy a differential equation at isolated points are not interesting. For example, y D x 2
satisfies
xy 0 C x 2 D 3x
if and only if x D 0 or x D 1, but it’s not a solution of this differential equation because it does not
satisfy the equation on an open interval.
The graph of a solution of a differential equation is a solution curve. More generally, a curve C is said
to be an integral curve of a differential equation if every function y D y.x/ whose graph is a segment
of C is a solution of the differential equation. Thus, any solution curve of a differential equation is an
integral curve, but an integral curve need not be a solution curve.
Section 1.2 Basic Concepts 9
Example 1.2.1 If a is any positive constant, the circle
x 2 C y 2 D a2 (1.2.3)
is an integral curve of
x
y0 D : (1.2.4)
y
To see this, note that the only functions whose graphs are segments of (1.2.3) are
p p
y1 D a2 x 2 and y2 D a2 x 2 :
We leave it to you to verify that these functions both satisfy (1.2.4) on the open interval . a; a/. However,
(1.2.3) is not a solution curve of (1.2.4), since it’s not the graph of a function.
Example 1.2.2 Verify that
x2 1
yD C (1.2.5)
3 x
is a solution of
xy 0 C y D x 2 (1.2.6)
on .0; 1/ and on . 1; 0/.
Solution Substituting (1.2.5) and
2x 1
y0 D
3 x2
into (1.2.6) yields
x2
2x 1 1
0
xy .x/ C y.x/ D x C C D x2
3 x2 3 x
for all x ¤ 0. Therefore y is a solution of (1.2.6) on . 1; 0/ and .0; 1/. However, y isn’t a solution of
the differential equation on any open interval that contains x D 0, since y is not defined at x D 0.
Figure 1.2.1 shows the of (1.2.5). The part of the graph of (1.2.5) on .0; 1/ is a solution curve of
(1.2.6), as is the part of the graph on . 1; 0/.
Example 1.2.3 Show that if c1 and c2 are constants then
x
y D .c1 C c2x/e C 2x 4 (1.2.7)
is a solution of
y 00 C 2y 0 C y D 2x (1.2.8)
on . 1; 1/.
Solution Differentiating (1.2.7) twice yields
x x
y 0 D .c1 C c2 x/e C c2 e C2
and
x x
y 00 D .c1 C c2x/e 2c2e ;
10 Chapter 1 Introduction
x
−2.0 −1.5 −1.0 −0.5 0.5 1.0 1.5 2.0
−2
−4
−6
−8
x2 1
Figure 1.2.1 y D C
3 x
so
x x
y 00 C 2y 0 C y D .c1 C c2x/e 2c2e
C2 Π.c1 C c2x/e x C c2 e x C 2
C.c1 C c2 x/e x C 2x 4
D .1 2 C 1/.c1 C c2x/e x C . 2 C 2/c2 e x
C4 C 2x 4 D 2x
for all values of x. Therefore y is a solution of (1.2.8) on . 1; 1/.
Example 1.2.4 Find all solutions of
y .n/ D e 2x : (1.2.9)
Solution Integrating (1.2.9) yields
e 2x
y .n 1/
D
C k1 ;
2
where k1 is a constant. If n 2, integrating again yields
e 2x
y .n 2/
D C k1 x C k2 :
4
If n 3, repeatedly integrating yields
e 2x xn 1 xn 2
yD C k1 C k2 C C kn ; (1.2.10)
2n .n 1/Š .n 2/Š
Section 1.2 Basic Concepts 11
where k1 , k2 , . . . , kn are constants. This shows that every solution of (1.2.9) has the form (1.2.10) for
some choice of the constants k1 , k2 , . . . , kn . On the other hand, differentiating (1.2.10) n times shows
that if k1 , k2 , . . . , kn are arbitrary constants, then the function y in (1.2.10) satisfies (1.2.9).
Since the constants k1 , k2 , . . . , kn in (1.2.10) are arbitrary, so are the constants
k1 k2
; ; ; kn :
.n 1/Š .n 2/Š
Therefore Example 1.2.4 actually shows that all solutions of (1.2.9) can be written as
e 2x
yD C c1 C c2 x C C cn x n 1
;
2n
where we renamed the arbitrary constants in (1.2.10) to obtain a simpler formula. As a general rule,
arbitrary constants appearing in solutions of differential equations should be simplified if possible. You’ll
see examples of this throughout the text.
Initial Value Problems
In Example 1.2.4 we saw that the differential equation y .n/ D e 2x has an infinite family of solutions that
depend upon the n arbitrary constants c1 , c2 , . . . , cn . In the absence of additional conditions, there’s no
reason to prefer one solution of a differential equation over another. However, we’ll often be interested
in finding a solution of a differential equation that satisfies one or more specific conditions. The next
example illustrates this.
Example 1.2.5 Find a solution of
y0 D x3
such that y.1/ D 2.
Solution At the beginning of this section we saw that the solutions of y 0 D x 3 are
x4
yD C c:
4
To determine a value of c such that y.1/ D 2, we set x D 1 and y D 2 here to obtain
1 7
2 D y.1/ D C c; so cD :
4 4
Therefore the required solution is
x4 C 7
yD :
4
Figure 1.2.2 shows the graph of this solution. Note that imposing the condition y.1/ D 2 is equivalent
to requiring the graph of y to pass through the point .1; 2/.
We can rewrite the problem considered in Example 1.2.5 more briefly as
y0 D x3; y.1/ D 2:
We call this an initial value problem. The requirement y.1/ D 2 is an initial condition. Initial value
problems can also be posed for higher order differential equations. For example,
y 00 2y 0 C 3y D e x ; y.0/ D 1; y 0 .0/ D 2 (1.2.11)
12 Chapter 1 Introduction
is an initial value problem for a second order differential equation where y and y 0 are required to have
specified values at x D 0. In general, an initial value problem for an n-th order differential equation
requires y and its first n 1 derivatives to have specified values at some point x0 . These requirements are
the initial conditions.
2
(1,2)
x
−2 −1 0 1 2
x2 C 7
Figure 1.2.2 y D
4
We’ll denote an initial value problem for a differential equation by writing the initial conditions after
the equation, as in (1.2.11). For example, we would write an initial value problem for (1.2.2) as
y .n/ D f .x; y; y 0 ; : : : ; y .n 1/
/; y.x0 / D k0 ; y 0 .x0 / D k1 ; : : : ; y .n 1/
D kn 1: (1.2.12)
Consistent with our earlier definition of a solution of the differential equation in (1.2.12), we say that y
is a solution of the initial value problem (1.2.12) if y is n times differentiable and
y .n/ .x/ D f .x; y.x/; y 0 .x/; : : : ; y .n 1/
.x//
for all x in some open interval .a; b/ that contains x0 , and y satisfies the initial conditions in (1.2.12).
The largest open interval that contains x0 on which y is defined and satisfies the differential equation is
the interval of validity of y.
Example 1.2.6 In Example 1.2.5 we saw that
x4 C 7
yD (1.2.13)
4
is a solution of the initial value problem
y0 D x3; y.1/ D 2:
Since the function in (1.2.13) is defined for all x, the interval of validity of this solution is . 1; 1/.
Section 1.2 Basic Concepts 13
Example 1.2.7 In Example 1.2.2 we verified that
x2 1
yD C (1.2.14)
3 x
is a solution of
xy 0 C y D x 2
on .0; 1/ and on . 1; 0/. By evaluating (1.2.14) at x D ˙1, you can see that (1.2.14) is a solution of
the initial value problems
4
xy 0 C y D x 2; y.1/ D (1.2.15)
3
and
2
xy 0 C y D x 2 ; y. 1/ D : (1.2.16)
3
The interval of validity of (1.2.14) as a solution of (1.2.15) is .0; 1/, since this is the largest interval that
contains x0 D 1 on which (1.2.14) is defined. Similarly, the interval of validity of (1.2.14) as a solution of
(1.2.16) is . 1; 0/, since this is the largest interval that contains x0 D 1 on which (1.2.14) is defined.
Free Fall Under Constant Gravity
The term initial value problem originated in problems of motion where the independent variable is t
(representing elapsed time), and the initial conditions are the position and velocity of an object at the
initial (starting) time of an experiment.
Example 1.2.8 An object falls under the influence of gravity near Earth’s surface, where it can be as-
sumed that the magnitude of the acceleration due to gravity is a constant g.
(a) Construct a mathematical model for the motion of the object in the form of an initial value problem
for a second order differential equation, assuming that the altitude and velocity of the object at time
t D 0 are known. Assume that gravity is the only force acting on the object.
(b) Solve the initial value problem derived in (a) to obtain the altitude as a function of time.
S OLUTION (a) Let y.t/ be the altitude of the object at time t. Since the acceleration of the object has
constant magnitude g and is in the downward (negative) direction, y satisfies the second order equation
y 00 D g;
where the prime now indicates differentiation with respect to t. If y0 and v0 denote the altitude and
velocity when t D 0, then y is a solution of the initial value problem
y 00 D g; y.0/ D y0 ; y 0 .0/ D v0 : (1.2.17)
S OLUTION (b) Integrating (1.2.17) twice yields
y0 D gt C c1 ;
gt 2
y D C c1 t C c2 :
2
Imposing the initial conditions y.0/ D y0 and y 0 .0/ D v0 in these two equations shows that c1 D v0 and
c2 D y0 . Therefore the solution of the initial value problem (1.2.17) is
gt 2
yD C v0 t C y0 :
2
14 Chapter 1 Introduction
1.2 Exercises
1. Find the order of the equation.
d 2y dy d 3 y
(a) C 2 Cx D0 (b) y 00 3y 0 C 2y D x 7
dx 2 dx dx 3
(c) y 0 y 7 D 0 (d) y 00 y .y 0 /2 D 2
2. Verify that the function is a solution of the differential equation on some interval, for any choice
of the arbitrary constants appearing in the function.
(a) y D ce 2x I y 0 D 2y
x2 c
(b) y D C I xy 0 C y D x 2
3 x
1 2
(c) y D C ce x I y 0 C 2xy D x
2
2 2
(d) y D .1 C ce x =2/I .1 ce x =2/ 1 2y 0 C x.y 2 1/ D 0
3
x
(e) y D tan C c I y 0 D x 2 .1 C y 2 /
3
(f) y D .c1 C c2x/e x C sin x C x 2 I y 00 2y 0 C y D 2 cos x C x 2 4x C 2
2
(g) y D c1 e x C c2 x C I .1 x/y 00 C xy 0 y D 4.1 x x 2/x 3
x
(h) y D x 1=2 .c1 sin x C c2cos x/ C 4x C 8;
2 1
2 00
x y C xy C x 0
y D 4x 3 C 8x 2 C 3x 2
4
3. Find all of the equation.
(a) y0 D x (b) y 0 D x sin x
(c) y 0 D x ln x (d) y 00 D x cos x
(e) y 00 D 2xe x (f) y 00 D 2x C sin x C e x
(g) y 000 D cos x (h) y 000 D x 2 C e x
(i) y 000 D 7e 4x
4. Solve the initial value problem.
(a) y 0 D xe x ; y.0/ D 1
r
(b) y 0 D x sin x 2 ; y D1
2
(c) y 0 D tan x; y.=4/ D 3
(d) y 00 D x 4; y.2/ D 1; y 0 .2/ D 1
(e) y 00 D xe 2x ; y.0/ D 7; y 0 .0/ D 1
(f) y 00 D x sin x; y.0/ D 1; y 0 .0/ D 3
(g) y 000 D x 2 e x ; y.0/ D 1; y 0 .0/ D 2; y 00 .0/ D 3
(h) y 000 D 2 C sin 2x; y.0/ D 1; y 0 .0/ D 6; y 00 .0/ D 3
(i) y 000 D 2x C 1; y.2/ D 1; y 0 .2/ D 4; y 00 .2/ D 7
5. Verify that the function is a solution of the initial value problem.
(a) y D x cos xI y 0 D cos x y tan x; y.=4/ D p
4 2
Section 1.2 Basic Concepts 15
1 C 2 ln x 1 0 x 2 2x 2 y C 2 3
(b) y D 2
C I y D 3
; y.1/ D
x
2 2 x 2
x
(c) y D tan I y 0 D x.1 C y 2 /; y.0/ D 0
2
2 y.y C 1/
(d) y D I y0 D ; y.1/ D 2
x 2 x
6. Verify that the function is a solution of the initial value problem.
3xy 0 4y
(a) y D x 2 .1 C ln x/I y 00 D ; y.e/ D 2e 2; y 0 .e/ D 5e
x2
x2 x 2 xy 0 C y C 1 1 5
(b) y D C x 1I y 00 D 2
; y.1/ D ; y 0 .1/ D
3 x 3 3
2 1=2 00 .x 2 1/y x.x 2 C 1/y 0
(c) y D .1 C x / I y D ; y.0/ D 1;
.x 2 C 1/2
y 0 .0/ D 0
x2 2.x C y/.xy 0 y/
(d) y D I y 00 D ; y.1=2/ D 1=2; y 0 .1=2/ D 3
1 x x3
7. Suppose an object is launched from a point 320 feet above the earth with an initial velocity of 128
ft/sec upward, and the only force acting on it thereafter is gravity. Take g D 32 ft/sec2 .
(a) Find the highest altitude attained by the object.
(b) Determine how long it takes for the object to fall to the ground.
8. Let a be a nonzero real number.
(a) Verify that if c is an arbitrary constant then
y D .x c/a .A/
is a solution of
y 0 D ay .a 1/=a
.B/
on .c; 1/.
(b) Suppose a < 0 or a > 1. Can you think of a solution of (B) that isn’t of the form (A)?
9. Verify that
ex
(
1; x 0;
yD
x
1 e ; x < 0;
is a solution of
y 0 D jyj C 1
on . 1; 1/. H INT: Use the definition of derivative at x D 0.
10. (a) Verify that if c is any real number then
y D c 2 C cx C 2c C 1 .A/
satisfies p
0 .x C 2/ C x 2 C 4x C 4y
y D .B/
2
on some open interval. Identify the open interval.
16 Chapter 1 Introduction
(b) Verify that
x.x C 4/
y1 D
4
also satisfies (B) on some open interval, and identify the open interval. (Note that y1 can’t
be obtained by selecting a value of c in (A).)
1.3 DIRECTION FIELDS FOR FIRST ORDER EQUATIONS
It’s impossible to find explicit formulas for solutions of some differential equations. Even if there are
such formulas, they may be so complicated that they’re useless. In this case we may resort to graphical
or numerical methods to get some idea of how the solutions of the given equation behave.
In Section 2.3 we’ll take up the question of existence of solutions of a first order equation
y 0 D f .x; y/: (1.3.1)
In this section we’ll simply assume that (1.3.1) has solutions and discuss a graphical method for ap-
proximating them. In Chapter 3 we discuss numerical methods for obtaining approximate solutions of
(1.3.1).
Recall that a solution of (1.3.1) is a function y D y.x/ such that
y 0 .x/ D f .x; y.x//
for all values of x in some interval, and an integral curve is either the graph of a solution or is made up
of segments that are graphs of solutions. Therefore, not being able to solve (1.3.1) is equivalent to not
knowing the equations of integral curves of (1.3.1). However, it’s easy to calculate the slopes of these
curves. To be specific, the slope of an integral curve of (1.3.1) through a given point .x0 ; y0 / is given by
the number f .x0 ; y0/. This is the basis of the method of direction fields.
If f is defined on a set R, we can construct a direction field for (1.3.1) in R by drawing a short line
segment through each point .x; y/ in R with slope f .x; y/. Of course, as a practical matter, we can’t
actually draw line segments through every point in R; rather, we must select a finite set of points in R.
For example, suppose f is defined on the closed rectangular region
R W fa x b; c y d g:
Let
a D x0 < x1 < < xm D b
be equally spaced points in Œa; b and
c D y0 < y1 < < yn D d
be equally spaced points in Œc; d . We say that the points
.xi ; yj /; 0 i m; 0 j n;
form a rectangular grid (Figure 1.3.1). Through each point in the grid we draw a short line segment with
slope f .xi ; yj /. The result is an approximation to a direction field for (1.3.1) in R. If the grid points are
sufficiently numerous and close together, we can draw approximate integral curves of (1.3.1) by drawing
curves through points in the grid tangent to the line segments associated with the points in the grid.
Section 1.3 Direction Fields for First Order Equations 17
x
a b
Figure 1.3.1 A rectangular grid
Unfortunately, approximating a direction field and graphing integral curves in this way is too tedious
to be done effectively by hand. However, there is software for doing this. As you’ll see, the combina-
tion of direction fields and integral curves gives useful insights into the behavior of the solutions of the
differential equation even if we can’t obtain exact solutions.
We’ll study numerical methods for solving a single first order equation (1.3.1) in Chapter 3. These
methods can be used to plot solution curves of (1.3.1) in a rectangular region R if f is continuous on R.
Figures 1.3.2, 1.3.3, and 1.3.4 show direction fields and solution curves for the differential equations
x2 y2 x y
y0 D ; y 0 D 1 C xy 2 ; and y0 D ;
1 C x2 C y2 1 C x2
which are all of the form (1.3.1) with f continuous for all .x; y/.
y
2
y
4
1.5
1
2
0.5
1
0 0
−1 −0.5
−2
−1
−3
−1.5
−4 x
−4 −3 −2 −1 0 1 2 3 4
−2 x
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2
Figure 1.3.2 A direction field and integral curves
x2 y2 Figure 1.3.3 A direction field and integral curves for
for y D
1 C x2 C y2 y 0 D 1 C xy 2
18 Chapter 1 Introduction
y
1
0.8
0.6
0.4
0.2
−0.2
−0.4
−0.6
−0.8
−1 x
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
x y
Figure 1.3.4 A direction and integral curves for y 0 D
1 C x2
The methods of Chapter 3 won’t work for the equation
y 0 D x=y (1.3.2)
if R contains part of the x-axis, since f .x; y/ D x=y is undefined when y D 0. Similarly, they won’t
work for the equation
x2
y0 D (1.3.3)
1 x2 y2
if R contains any part of the unit circle x 2 C y 2 D 1, because the right side of (1.3.3) is undefined if
x 2 C y 2 D 1. However, (1.3.2) and (1.3.3) can written as
A.x; y/
y0 D (1.3.4)
B.x; y/
where A and B are continuous on any rectangle R. Because of this, some differential equation software
is based on numerically solving pairs of equations of the form
dx dy
D B.x; y/; D A.x; y/ (1.3.5)
dt dt
where x and y are regarded as functions of a parameter t. If x D x.t/ and y D y.t/ satisfy these
equations, then
dy dy dx A.x; y/
y0 D D D ;
dx dt dt B.x; y/
so y D y.x/ satisfies (1.3.4).
Section 1.3 Direction Fields for First Order Equations 19
Eqns. (1.3.2) and (1.3.3) can be reformulated as in (1.3.4) with
dx dy
D y; Dx
dt dt
and
dx dy
D 1 x2 y2 ; D x2;
dt dt
respectively. Even if f is continuous and otherwise “nice” throughout R, your software may require you
to reformulate the equation y 0 D f .x; y/ as
dx dy
D 1; D f .x; y/;
dt dt
which is of the form (1.3.5) with A.x; y/ D f .x; y/ and B.x; y/ D 1.
Figure 1.3.5 shows a direction field and some integral curves for (1.3.2). As we saw in Example 1.2.1
and will verify again in Section 2.2, the integral curves of (1.3.2) are circles centered at the origin.
x
Figure 1.3.5 A direction field and integral curves for y 0 D
y
Figure 1.3.6 shows a direction field and some integral curves for (1.3.3). The integral curves near the
top and bottom are solution curves. However, the integral curves near the middle are more complicated.
For example, Figure 1.3.7 shows the integral curve through the origin. The vertices of the dashed rectangle
are on the circle x 2 C y 2 D 1 (a :846, b :533), where all integral curves of (1.3.3) have infinite
slope. There are three solution curves of (1.3.3) on the integral curve in the figure: the segment above the
level y D b is the graph of a solution on . 1; a/, the segment below the level y D b is the graph of a
solution on . a; 1/, and the segment between these two levels is the graph of a solution on . a; a/.
USING TECHNOLOGY
20 Chapter 1 Introduction
As you study from this book, you’ll often be asked to use computer software and graphics. Exercises
with this intent are marked as C (computer or calculator required), C/G (computer and/or graphics
required), or L (laboratory work requiring software and/or graphics). Often you may not completely
understand how the software does what it does. This is similar to the situation most people are in when
they drive automobiles or watch television, and it doesn’t decrease the value of using modern technology
as an aid to learning. Just be careful that you use the technology as a supplement to thought rather than a
substitute for it.
1
x
(−a,b) (a,b)
x
−2 −1 1 2
(−a,−b) (a,−b)
−1
−2
Figure 1.3.6 A direction field and integral curves for
x2
y0 D
1 x2 y2 Figure 1.3.7
1.3 Exercises
In Exercises 1–11 a direction field is drawn for the given equation. Sketch some integral curves.
Section 1.3 Direction Fields for First Order Equations 21
y
1
0.8
0.6
0.4
0.2
−0.2
−0.4
−0.6
−0.8
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
x
x
1 A direction field for y 0 D
y
22 Chapter 1 Introduction
y
2
1.5
0.5
−0.5
−1
−1.5
−2
0 0.5 1 1.5 2 2.5 3 3.5 4
x
2xy 2
2 A direction field for y 0 D
1 C x2
y
1
0.8
0.6
0.4
0.2
−0.2
−0.4
−0.6
−0.8
−1
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
x
3 A direction field for y 0 D x 2 .1 C y 2 /
Section 1.3 Direction Fields for First Order Equations 23
y
1
0.8
0.6
0.4
0.2
−0.2
−0.4
−0.6
−0.8
−1
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
x
1
4 A direction field for y 0 D
1 C x2 C y2
y
1
0.8
0.6
0.4
0.2
−0.2
−0.4
−0.6
−0.8
−1
0 0.5 1 1.5 2 2.5 3
x
5 A direction field for y 0 D .2xy 2 C y 3 /
24 Chapter 1 Introduction
y
1
0.8
0.6
0.4
0.2
−0.2
−0.4
−0.6
−0.8
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
x
6 A direction field for y 0 D .x 2 C y 2 /1=2
−1
−2
−3
0 1 2 3 4 5 6 7
x
7 A direction field for y 0 D sin xy
Section 1.3 Direction Fields for First Order Equations 25
y
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x
8 A direction field for y 0 D e xy
y
1
0.8
0.6
0.4
0.2
−0.2
−0.4
−0.6
−0.8
−1
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
x
9 A direction field for y 0 D .x y 2 /.x 2 y/
26 Chapter 1 Introduction
y
1
0.8
0.6
0.4
0.2
−0.2
−0.4
−0.6
−0.8
−1
1 1.2 1.4 1.6 1.8 2 2.2 2.4 2.6 2.8 3
x
10 A direction field for y 0 D x 3 y 2 C xy 3
y
4
3.5
2.5
1.5
0.5
0
0 0.5 1 1.5 2 2.5 3 3.5 4
x
11 A direction field for y 0 D sin.x 2y/
Section 1.3 Direction Fields for First Order Equations 27
In Exercises 12-22 construct a direction field and plot some integral curves in the indicated rectangular
region.
12. C/G y 0 D y.y 1/I f 1 x 2; 2 y 2g
13. C/G y 0 D 2 3xyI f 1 x 4; 4 y 4g
0
14. C/G y D xy.y 1/I f 2 x 2; 4 y 4g
15. C/G y 0 D 3x C yI f 2 x 2; 0 y 4g
16. C/G y 0 D y x3I f 2 x 2; 2 y 2g
0 2 2
17. C/G y D 1 x y I f 2 x 2; 2 y 2g
18. C/G y 0 D x.y 2 1/I f 3 x 3; 3 y 2g
x
19. C/G y 0 D I f 2 x 2; 2 y 2g
y.y 2 1/
xy 2
20. C/G y 0 D I f 2 x 2; 1 y 4g
y 1
x.y 2 1/
21. C/G y 0 D I f 1 x 1; 2 y 2g
y
x2 C y2
22. C/G y 0 D I f 2 x 2; 2 y 2g
1 x2 y2
23. L By suitably renaming the constants and dependent variables in the equations
T 0 D k.T Tm / .A/
and
G 0 D G C r .B/
discussed in Section 1.2 in connection with Newton’s law of cooling and absorption of glucose in
the body, we can write both as
y 0 D ay C b; .C/
where a is a positive constant and b is an arbitrary constant. Thus, (A) is of the form (C) with
y D T , a D k, and b D kTm , and (B) is of the form (C) with y D G, a D , and b D r . We’ll
encounter equations of the form (C) in many other applications in Chapter 2.
Choose a positive a and an arbitrary b. Construct a direction field and plot some integral curves
for (C) in a rectangular region of the form
f0 t T; c y d g
of the ty-plane. Vary T , c, and d until you discover a common property of all the solutions of (C).
Repeat this experiment with various choices of a and b until you can state this property precisely
in terms of a and b.
24. L By suitably renaming the constants and dependent variables in the equations
P 0 D aP .1 ˛P / .A/
and
I 0 D rI.S I/ .B/
28 Chapter 1 Introduction
discussed in Section 1.1 in connection with Verhulst’s population model and the spread of an
epidemic, we can write both in the form
y 0 D ay by 2 ; .C/
where a and b are positive constants. Thus, (A) is of the form (C) with y D P , a D a, and
b D a˛, and (B) is of the form (C) with y D I , a D rS , and b D r . In Chapter 2 we’ll encounter
equations of the form (C) in other applications..
(a) Choose positive numbers a and b. Construct a direction field and plot some integral curves
for (C) in a rectangular region of the form
f0 t T; 0 y d g
of the ty-plane. Vary T and d until you discover a common property of all solutions of (C)
with y.0/ > 0. Repeat this experiment with various choices of a and b until you can state
this property precisely in terms of a and b.
(b) Choose positive numbers a and b. Construct a direction field and plot some integral curves
for (C) in a rectangular region of the form
f0 t T; c y 0g
of the ty-plane. Vary a, b, T and c until you discover a common property of all solutions of
(C) with y.0/ < 0.
You can verify your results later by doing Exercise 2.2.27.
CHAPTER 2
First Order Equations
IN THIS CHAPTER we study first order equations for which there are general methods of solution.
SECTION 2.1 deals with linear equations, the simplest kind of first order equations. In this section we
introduce the method of variation of parameters. The idea underlying this method will be a unifying
theme for our approach to solving many different kinds of differential equations throughout the book.
SECTION 2.2 deals with separable equations, the simplest nonlinear equations. In this section we intro-
duce the idea of implicit and constant solutions of differential equations, and we point out some differ-
ences between the properties of linear and nonlinear equations.
SECTION 2.3 discusses existence and uniqueness of solutions of nonlinear equations. Although it may
seem logical to place this section before Section 2.2, we presented Section 2.2 first so we could have
illustrative examples in Section 2.3.
SECTION 2.4 deals with nonlinear equations that are not separable, but can be transformed into separable
equations by a procedure similar to variation of parameters.
SECTION 2.5 covers exact differential equations, which are given this name because the method for
solving them uses the idea of an exact differential from calculus.
SECTION 2.6 deals with equations that are not exact, but can made exact by multiplying them by a
function known called integrating factor.
29
30 Chapter 2 First Order Equations
2.1 LINEAR FIRST ORDER EQUATIONS
A first order differential equation is said to be linear if it can be written as
y 0 C p.x/y D f .x/: (2.1.1)
A first order differential equation that can’t be written like this is nonlinear. We say that (2.1.1) is
homogeneous if f 0; otherwise it’s nonhomogeneous. Since y 0 is obviously a solution of the
homgeneous equation
y 0 C p.x/y D 0;
we call it the trivial solution. Any other solution is nontrivial.
Example 2.1.1 The first order equations
x 2 y 0 C 3y D x2;
xy 0 8x 2 y D sin x;
xy 0 C .ln x/y D 0;
y0 D x2y 2;
are not in the form (2.1.1), but they are linear, since they can be rewritten as
3
y0 C y D 1;
x2
sin x
y0 8xy D ;
x
ln x
y0 C y D 0;
x
y0 x2y D 2:
Example 2.1.2 Here are some nonlinear first order equations:
xy 0 C 3y 2 D 2x (because y is squared);
yy 0 D 3 (because of the product yy 0 );
y 0 C xe y D 12 (because of e y ):
General Solution of a Linear First Order Equation
To motivate a definition that we’ll need, consider the simple linear first order equation
1
y0 D : (2.1.2)
x2
From calculus we know that y satisfies this equation if and only if
1
yD C c; (2.1.3)
x
where c is an arbitrary constant. We call c a parameter and say that (2.1.3) defines a one–parameter
family of functions. For each real number c, the function defined by (2.1.3) is a solution of (2.1.2) on
Section 2.1 Linear First Order Equations 31
. 1; 0/ and .0; 1/; moreover, every solution of (2.1.2) on either of these intervals is of the form (2.1.3)
for some choice of c. We say that (2.1.3) is the general solution of (2.1.2).
We’ll see that a similar situation occurs in connection with any first order linear equation
y 0 C p.x/y D f .x/I (2.1.4)
that is, if p and f are continuous on some open interval .a; b/ then there’s a unique formula y D y.x; c/
analogous to (2.1.3) that involves x and a parameter c and has the these properties:
For each fixed value of c, the resulting function of x is a solution of (2.1.4) on .a; b/.
If y is a solution of (2.1.4) on .a; b/, then y can be obtained from the formula by choosing c
appropriately.
We’ll call y D y.x; c/ the general solution of (2.1.4).
When this has been established, it will follow that an equation of the form
P0 .x/y 0 C P1 .x/y D F .x/ (2.1.5)
has a general solution on any open interval .a; b/ on which P0 , P1 , and F are all continuous and P0 has
no zeros, since in this case we can rewrite (2.1.5) in the form (2.1.4) with p D P1 =P0 and f D F=P0 ,
which are both continuous on .a; b/.
To avoid awkward wording in examples and exercises, we won’t specify the interval .a; b/ when we
ask for the general solution of a specific linear first order equation. Let’s agree that this always means
that we want the general solution on every open interval on which p and f are continuous if the equation
is of the form (2.1.4), or on which P0 , P1 , and F are continuous and P0 has no zeros, if the equation is
of the form (2.1.5). We leave it to you to identify these intervals in specific examples and exercises.
For completeness, we point out that if P0 , P1 , and F are all continuous on an open interval .a; b/, but
P0 does have a zero in .a; b/, then (2.1.5) may fail to have a general solution on .a; b/ in the sense just
defined. Since this isn’t a major point that needs to be developed in depth, we won’t discuss it further;
however, see Exercise 44 for an example.
Homogeneous Linear First Order Equations
We begin with the problem of finding the general solution of a homogeneous linear first order equation.
The next example recalls a familiar result from calculus.
Example 2.1.3 Let a be a constant.
(a) Find the general solution of
y0 ay D 0: (2.1.6)
(b) Solve the initial value problem
y0 ay D 0; y.x0 / D y0 :
S OLUTION (a) You already know from calculus that if c is any constant, then y D ce ax satisfies (2.1.6).
However, let’s pretend you’ve forgotten this, and use this problem to illustrate a general method for
solving a homogeneous linear first order equation.
We know that (2.1.6) has the trivial solution y 0. Now suppose y is a nontrivial solution of (2.1.6).
Then, since a differentiable function must be continuous, there must be some open interval I on which y
has no zeros. We rewrite (2.1.6) as
y0
Da
y
32 Chapter 2 First Order Equations
3.0
2.5
a=2
2.0
a = 1.5
1.5 a=1
1.0
a = −1
0.5
a = −2.5
a = −4
x
0.2 0.4 0.6 0.8 1.0
Figure 2.1.1 Solutions of y 0 ay D 0, y.0/ D 1
for x in I . Integrating this shows that
ln jyj D ax C k; so jyj D e k e ax ;
where k is an arbitrary constant. Since e ax can never equal zero, y has no zeros, so y is either always
positive or always negative. Therefore we can rewrite y as
y D ce ax (2.1.7)
where
ek
if y > 0;
cD
ek if y < 0:
This shows that every nontrivial solution of (2.1.6) is of the form y D ce ax for some nonzero constant c.
Since setting c D 0 yields the trivial solution, all solutions of (2.1.6) are of the form (2.1.7). Conversely,
(2.1.7) is a solution of (2.1.6) for every choice of c, since differentiating (2.1.7) yields y 0 D ace ax D ay.
S OLUTION (b) Imposing the initial condition y.x0 / D y0 yields y0 D ce ax0 , so c D y0 e ax0
and
ax0 ax
y D y0 e e D y0 e a.x x0 /
:
Figure 2.1.1 show the graphs of this function with x0 D 0, y0 D 1, and various values of a.
Example 2.1.4 (a) Find the general solution of
xy 0 C y D 0: (2.1.8)
(b) Solve the initial value problem
xy 0 C y D 0; y.1/ D 3: (2.1.9)
Section 2.1 Linear First Order Equations 33
S OLUTION (a) We rewrite (2.1.8) as
1
y0 C
y D 0; (2.1.10)
x
where x is restricted to either . 1; 0/ or .0; 1/. If y is a nontrivial solution of (2.1.10), there must be
some open interval I on which y has no zeros. We can rewrite (2.1.10) as
y0 1
D
y x
for x in I . Integrating shows that
ek
ln jyj D ln jxj C k; so jyj D :
jxj
Since a function that satisfies the last equation can’t change sign on either . 1; 0/ or .0; 1/, we can
rewrite this result more simply as
c
yD (2.1.11)
x
where
e k if y > 0;
cD
e k if y < 0:
We’ve now shown that every solution of (2.1.10) is given by (2.1.11) for some choice of c. (Even though
we assumed that y was nontrivial to derive (2.1.11), we can get the trivial solution by setting c D 0 in
(2.1.11).) Conversely, any function of the form (2.1.11) is a solution of (2.1.10), since differentiating
(2.1.11) yields
c
y0 D ;
x2
and substituting this and (2.1.11) into (2.1.10) yields
1 c 1c
y0 C y D 2
C
x x xx
c c
D C 2 D 0:
x2 x
Figure 2.1.2 shows the graphs of some solutions corresponding to various values of c
S OLUTION (b) Imposing the initial condition y.1/ D 3 in (2.1.11) yields c D 3. Therefore the solution
of (2.1.9) is
3
yD :
x
The interval of validity of this solution is .0; 1/.
The results in Examples 2.1.3(a) and 2.1.4(b) are special cases of the next theorem.
Theorem 2.1.1 If p is continuous on .a; b/; then the general solution of the homogeneous equation
y 0 C p.x/y D 0 (2.1.12)
on .a; b/ is
P.x/
y D ce ;
where Z
P .x/ D p.x/ dx (2.1.13)
34 Chapter 2 First Order Equations
c<0 c>0
c>0 c<0
Figure 2.1.2 Solutions of xy 0 C y D 0 on .0; 1/ and . 1; 0/
is any antiderivative of p on .a; b/I that is;
P 0 .x/ D p.x/; a < x < b: (2.1.14)
P.x/
Proof If y D ce , differentiating y and using (2.1.14) shows that
P.x/ P.x/
y 0 D P 0 .x/ce D p.x/ce D p.x/y;
so y 0 C p.x/y D 0; that is, y is a solution of (2.1.12), for any choice of c.
Now we’ll show that any solution of (2.1.12) can be written as y D ce P.x/ for some constant c. The
trivial solution can be written this way, with c D 0. Now suppose y is a nontrivial solution. Then there’s
an open subinterval I of .a; b/ on which y has no zeros. We can rewrite (2.1.12) as
y0
D p.x/ (2.1.15)
y
for x in I . Integrating (2.1.15) and recalling (2.1.13) yields
ln jyj D P .x/ C k;
where k is a constant. This implies that
jyj D e k e P.x/
:
Since P is defined for all x in .a; b/ and an exponential can never equal zero, we can take I D .a; b/, so
y has zeros on .a; b/ .a; b/, so we can rewrite the last equation as y D ce P.x/ , where
e k if y > 0 on .a; b/;
cD
e k if y < 0 on .a; b/:
Section 2.1 Linear First Order Equations 35
R EMARK: Rewriting a first order differential equation so that one side depends only on y and y 0 and the
other depends only on x is called separation of variables. We did this in Examples 2.1.3 and 2.1.4, and
in rewriting (2.1.12) as (2.1.15).We’llapply this method to nonlinear equations in Section 2.2.
Linear Nonhomogeneous First Order Equations
We’ll now solve the nonhomogeneous equation
y 0 C p.x/y D f .x/: (2.1.16)
When considering this equation we call
y 0 C p.x/y D 0
the complementary equation.
We’ll find solutions of (2.1.16) in the form y D uy1 , where y1 is a nontrivial solution of the com-
plementary equation and u is to be determined. This method of using a solution of the complementary
equation to obtain solutions of a nonhomogeneous equation is a special case of a method called variation
of parameters, which you’ll encounter several times in this book. (Obviously, u can’t be constant, since
if it were, the left side of (2.1.16) would be zero. Recognizing this, the early users of this method viewed
u as a “parameter” that varies; hence, the name “variation of parameters.”)
If
y D uy1 ; then y 0 D u0 y1 C uy10 :
Substituting these expressions for y and y 0 into (2.1.16) yields
u0 y1 C u.y10 C p.x/y1 / D f .x/;
which reduces to
u0 y1 D f .x/; (2.1.17)
since y1 is a solution of the complementary equation; that is,
y10 C p.x/y1 D 0:
In the proof of Theorem 2.2.1 we saw that y1 has no zeros on an interval where p is continuous. Therefore
we can divide (2.1.17) through by y1 to obtain
u0 D f .x/=y1 .x/:
We can integrate this (introducing a constant of integration), and multiply the result by y1 to get the gen-
eral solution of (2.1.16). Before turning to the formal proof of this claim, let’s consider some examples.
Example 2.1.5 Find the general solution of
y 0 C 2y D x 3e 2x
: (2.1.18)
By applying (a) of Example 2.1.3 with a D 2, we see that y1 D e 2x is a solution of the com-
plementary equation y 0 C 2y D 0. Therefore we seek solutions of (2.1.18) in the form y D ue 2x , so
that
2x 2x 2x 2x 2x 2x
y 0 D u0 e 2ue and y 0 C 2y D u0 e 2ue C 2ue D u0 e : (2.1.19)
Therefore y is a solution of (2.1.18) if and only if
2x
u0 e D x3e 2x
or, equivalently, u0 D x 3 :
36 Chapter 2 First Order Equations
y
2
1.5
0.5
−0.5
−1
−1.5
−2 x
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
Figure 2.1.3 A direction field and integral curves for y 0 C 2y D x 2 e 2x
Therefore
x4
uD C c;
4
and
x4
2x 2x
y D ue De Cc
4
is the general solution of (2.1.18).
Figure 2.1.3 shows a direction field and some integral curves for (2.1.18).
Example 2.1.6
(a) Find the general solution
y 0 C .cot x/y D x csc x: (2.1.20)
(b) Solve the initial value problem
y 0 C .cot x/y D x csc x; y.=2/ D 1: (2.1.21)
S OLUTION (a) Here p.x/ D cot x and f .x/ D x csc x are both continuous except at the points x D r ,
where r is an integer. Therefore we seek solutions of (2.1.20) on the intervals .r ; .r C 1/ /. We need
a nontrival solution y1 of the complementary equation; thus, y1 must satisfy y10 C .cot x/y1 D 0, which
we rewrite as
y10 cos x
D cot x D : (2.1.22)
y1 sin x
Integrating this yields
ln jy1 j D ln j sin xj;
Section 2.1 Linear First Order Equations 37
where we take the constant of integration to be zero since we need only one function that satisfies (2.1.22).
Clearly y1 D 1= sin x is a suitable choice. Therefore we seek solutions of (2.1.20) in the form
u
yD ;
sin x
so that
u0 u cos x
y0 D (2.1.23)
sin x sin2 x
and
u0 u cos x u cot x
y 0 C .cot x/y D 2
C
sin x sin x sin x
u0 u cos x u cos x
D C (2.1.24)
sin x sin2 x sin2 x
0
u
D :
sin x
Therefore y is a solution of (2.1.20) if and only if
u0 = sin x D x csc x D x= sin x or, equivalently, u0 D x:
Integrating this yields
x2 u x2 c
uD C c; and y D D C : (2.1.25)
2 sin x 2 sin x sin x
is the general solution of (2.1.20) on every interval .r ; .r C 1/ / (r Dinteger).
S OLUTION (b) Imposing the initial condition y.=2/ D 1 in (2.1.25) yields
2 2
1D Cc or c D 1 :
8 8
Thus,
x2 .1 2 =8/
yD C
2 sin x sin x
is a solution of (2.1.21). The interval of validity of this solution is .0; /; Figure 2.1.4 shows its graph.
15
10
x
1 2 3
−5
− 10
− 15
Figure 2.1.4 Solution of y 0 C .cot x/y D x csc x; y.=2/ D 1
38 Chapter 2 First Order Equations
R EMARK: It wasn’t necessary to do the computations (2.1.23) and (2.1.24) in Example 2.1.6, since we
showed in the discussion preceding Example 2.1.5 that if y D uy1 where y10 C p.x/y1 D 0, then
y 0 Cp.x/y D u0 y1 . We did these computations so you would see this happen in this specific example. We
recommend that you include these “unnecesary” computations in doing exercises, until you’re confident
that you really understand the method. After that, omit them.
We summarize the method of variation of parameters for solving
y 0 C p.x/y D f .x/ (2.1.26)
as follows:
(a) Find a function y1 such that
y10
D p.x/:
y1
For convenience, take the constant of integration to be zero.
(b) Write
y D uy1 (2.1.27)
to remind yourself of what you’re doing.
(c) Write u0 y1 D f and solve for u0 ; thus, u0 D f =y1 .
(d) Integrate u0 to obtain u, with an arbitrary constant of integration.
(e) Substitute u into (2.1.27) to obtain y.
To solve an equation written as
P0 .x/y 0 C P1 .x/y D F .x/;
we recommend that you divide through by P0 .x/ to obtain an equation of the form (2.1.26) and then
follow this procedure.
Solutions in Integral Form
Sometimes the integrals that arise in solving a linear first order equation can’t be evaluated in terms of
elementary functions. In this case the solution must be left in terms of an integral.
Example 2.1.7
(a) Find the general solution of
y0 2xy D 1:
(b) Solve the initial value problem
y0 2xy D 1; y.0/ D y0 : (2.1.28)
S OLUTION (a) To apply variation of parameters, we need a nontrivial solution y1 of the complementary
equation; thus, y10 2xy1 D 0, which we rewrite as
y10
D 2x:
y1
Section 2.1 Linear First Order Equations 39
Integrating this and taking the constant of integration to be zero yields
2
ln jy1 j D x 2; so jy1 j D e x :
2 2
We choose y1 D e x and seek solutions of (2.1.28) in the form y D ue x , where
2 x2
u0 e x D 1; so u0 D e :
Therefore Z
x2
uDcC e dx;
but we can’t simplify the integral on the right because there’s no elementary function with derivative
2
equal to e x . Therefore the best available form for the general solution of (2.1.28) is
Z
2 2 2
y D ue x D e x c C e x dx : (2.1.29)
S OLUTION (b) Since the initial condition in (2.1.28) is imposed at x0 D 0, it is convenient to rewrite
(2.1.29) as Z x Z 0
x2 t2 2
yDe cC e dt ; since e t dt D 0:
0 0
Setting x D 0 and y D y0 here shows that c D y0 . Therefore the solution of the initial value problem is
Z x
x2 t2
yDe y0 C e dt : (2.1.30)
0
For a given value of y0 and each fixed x, the integral on the right can be evaluated by numerical methods.
An alternate procedure is to apply the numerical integration procedures discussed in Chapter 3 directly to
the initial value problem (2.1.28). Figure 2.1.5 shows graphs of of (2.1.30) for several values of y0 .
Figure 2.1.5 Solutions of y 0 2xy D 1, y.0/ D y0
40 Chapter 2 First Order Equations
An Existence and Uniqueness Theorem
The method of variation of parameters leads to this theorem.
Theorem 2.1.2 Suppose p and f are continuous on an open interval .a; b/; and let y1 be any nontrivial
solution of the complementary equation
y 0 C p.x/y D 0
on .a; b/. ThenW
(a) The general solution of the nonhomogeneous equation
y 0 C p.x/y D f .x/ (2.1.31)
on .a; b/ is Z
y D y1 .x/ c C f .x/=y1 .x/ dx : (2.1.32)
(b) If x0 is an arbitrary point in .a; b/ and y0 is an arbitrary real number; then the initial value problem
y 0 C p.x/y D f .x/; y.x0 / D y0
has the unique solution x
y0 f .t/
Z
y D y1 .x/ C dt
y1 .x0 / x0 y1 .t/
on .a; b/:
Proof (a) To show that (2.1.32) is the general solution of (2.1.31) on .a; b/, we must prove that:
(i) If c is any constant, the function y in (2.1.32) is a solution of (2.1.31) on .a; b/.
(ii) If y is a solution of (2.1.31) on .a; b/ then y is of the form (2.1.32) for some constant c.
To prove (i), we first observe that any function of the form (2.1.32) is defined on .a; b/, since p and f
are continuous on .a; b/. Differentiating (2.1.32) yields
Z
0 0
y D y1 .x/ c C f .x/=y1 .x/ dx C f .x/:
Since y10 D p.x/y1 , this and (2.1.32) imply that
Z
y0 D p.x/y1 .x/ c C f .x/=y1 .x/ dx C f .x/
D p.x/y.x/ C f .x/;
which implies that y is a solution of (2.1.31).
To prove (ii), suppose y is a solution of (2.1.31) on .a; b/. From the proof of Theorem 2.1.1, we know
that y1 has no zeros on .a; b/, so the function u D y=y1 is defined on .a; b/. Moreover, since
y0 D py C f and y10 D py1 ;
y1 y 0 y10 y
u0 D
y12
y1 . py C f / . py1 /y f
D D :
y12 y1
Section 2.1 Linear First Order Equations 41
Integrating u0 D f =y1 yields Z
u D c C f .x/=y1 .x/ dx ;
which implies (2.1.32), since y RD uy1 .
(b) We’ve proved (a), where f .x/=y1 .x/ dx in (2.1.32) is an arbitrary antiderivative of f =y1 . Now
it’s convenient to choose the antiderivative that equals zero when x D x0, and write the general solution
of (2.1.31) as Z x
f .t/
y D y1 .x/ c C dt :
x0 y1 .t/
Since x0
f .t/
Z
y.x0 / D y1 .x0 / c C dt D cy1 .x0 /;
x0 y1 .t/
we see that y.x0 / D y0 if and only if c D y0 =y1 .x0 /.
2.1 Exercises
In Exercises 1–5 find the general solution.
1. y 0 C ay D 0 (a=constant) 2. y 0 C 3x 2 y D 0
3. xy 0 C .ln x/y D 0 4. xy 0 C 3y D 0
5. x 2y 0 C y D 0
In Exercises 6–11 solve the initial value problem.
0 1Cx
6. y C y D 0; y.1/ D 1
x
0 1
7. xy C 1 C y D 0; y.e/ D 1
ln x
8. xy 0 C .1 C x cot x/y D 0; y D2
2
2x
9. y 0 y D 0; y.0/ D 2
1 C x2
k
10. y 0 C y D 0; y.1/ D 3 (k= constant)
x
11. y 0 C .tan kx/y D 0; y.0/ D 2 (k D constant)
In Exercises 12 –15 find the general solution. Also, plot a direction field and some integral curves on the
rectangular region f 2 x 2; 2 y 2}.
1 2
12. C/G y 0 C 3y D 1 13. C/G y 0 C 1 yD
x x
14. C/G y 0 C 2xy D xe x2 2x e x
15. C/G y 0 C 2
yD
1Cx 1 C x2
42 Chapter 2 First Order Equations
In Exercises 16 –24 find the general solution.
1 7 4 1 sin x
16. y0 C y D 2 C3 17. y0 C yD C
x x x 1 .x 1/5 .x 1/4
2
18. xy 0 C .1 C 2x 2/y D x 3 e x2 19. xy 0 C 2y D C1
x2
sin x
20. y 0 C .tan x/y D cos x 21. .1 C x/y 0 C 2y D
1Cx
22. .x 2/.x 1/y 0 .4x 3/y D .x 2/3
23. y 0 C .2 sin x cos x/y D e sin2 x 24. x 2 y 0 C 3xy D e x
In Exercises 25–29 solve the initial value problem and sketch the graph of the solution.
25. C/G y 0 C 7y D e 3x ; y.0/ D 0
2
26. C/G .1 C x 2 /y 0 C 4xy D ; y.0/ D 1
1 C x2
2
27. C/G xy 0 C 3y D ; y. 1/ D 0
x.1 C x 2/
28. C/G y 0 C .cot x/y D cos x; y D1
2
1 2
29. C/G y 0 C y D 2 C 1; y. 1/ D 0
x x
In Exercises 30–37 solve the initial value problem.
1 sin x
30. .x 1/y 0 C 3y D C ; y.0/ D 1
.x 1/3 .x 1/2
31. xy 0 C 2y D 8x 2 ; y.1/ D 3
0 2
32. xy 2y D x ; y.1/ D 1
0
33. y C 2xy D x; y.0/ D 3
1 C .x 1/ sec 2 x
34. .x 1/y 0 C 3y D ; y.0/ D 1
.x 1/3
1 C 2x 2
35. .x C 2/y 0 C 4y D ; y. 1/ D 2
x.x C 2/3
36. .x 2 1/y 0 2xy D x.x 2 1/; y.0/ D 4
2 0 2
37. .x 5/y 2xy D 2x.x 5/; y.2/ D 7
In Exercises 38–42 solve the initial value problem and leave the answer in a form involving a definite
integral. .You can solve these problems numerically by methods discussed in Chapter 3./
38. y 0 C 2xy D x 2 ; y.0/ D 3
1 sin x
39. y 0 C y D 2 ; y.1/ D 2
x x
Section 2.1 Linear First Order Equations 43
x
e tan x
40. y0 C y D ; y.1/ D 0
x
2x ex
41. y0 C y D ; y.0/ D 1
1 C x2 .1 C x 2/2
2
42. xy 0 C .x C 1/y D e x ; y.1/ D 2
43. Experiments indicate that glucose is absorbed by the body at a rate proportional to the amount of
glucose present in the bloodstream. Let denote the (positive) constant of proportionality. Now
suppose glucose is injected into a patient’s bloodstream at a constant rate of r units per unit of
time. Let G D G.t/ be the number of units in the patient’s bloodstream at time t > 0. Then
G0 D G C r;
where the first term on the right is due to the absorption of the glucose by the patient’s body and
the second term is due to the injection. Determine G for t > 0, given that G.0/ D G0 . Also, find
limt !1 G.t/.
44. (a) L Plot a direction field and some integral curves for
xy 0 2y D 1 .A/
on the rectangular region f 1 x 1; :5 y 1:5g. What do all the integral curves
have in common?
(b) Show that the general solution of (A) on . 1; 0/ and .0; 1/ is
1
yD C cx 2 :
2
(c) Show that y is a solution of (A) on . 1; 1/ if and only if
1
8̂
< C c1 x 2 ; x 0;
yD 2
:̂ 1 C c2 x 2 ; x < 0;
2
where c1 and c2 are arbitrary constants.
(d) Conclude from (c) that all solutions of (A) on . 1; 1/ are solutions of the initial value
problem
1
xy 0 2y D 1; y.0/ D :
2
(e) Use (b) to show that if x0 ¤ 0 and y0 is arbitrary, then the initial value problem
xy 0 2y D 1; y.x0 / D y0
has infinitely many solutions on ( 1; 1). Explain why this does’nt contradict Theorem 2.1.1(b).
45. Suppose f is continuous on an open interval .a; b/ and ˛ is a constant.
(a) Derive a formula for the solution of the initial value problem
y 0 C ˛y D f .x/; y.x0 / D y0 ; .A/
where x0 is in .a; b/ and y0 is an arbitrary real number.
44 Chapter 2 First Order Equations
(b) Suppose .a; b/ D .a; 1/, ˛ > 0 and lim f .x/ D L. Show that if y is the solution of (A),
x!1
then lim y.x/ D L=˛.
x!1
46. Assume that all functions in this exercise are defined on a common interval .a; b/.
(a) Prove: If y1 and y2 are solutions of
y 0 C p.x/y D f1 .x/
and
y 0 C p.x/y D f2 .x/
respectively, and c1 and c2 are constants, then y D c1 y1 C c2 y2 is a solution of
y 0 C p.x/y D c1 f1 .x/ C c2 f2 .x/:
(This is theprinciple of superposition.)
(b) Use (a) to show that if y1 and y2 are solutions of the nonhomogeneous equation
y 0 C p.x/y D f .x/; .A/
then y1 y2 is a solution of the homogeneous equation
y 0 C p.x/y D 0: .B/
(c) Use (a) to show that if y1 is a solution of (A) and y2 is a solution of (B), then y1 C y2 is a
solution of (A).
47. Some nonlinear equations can be transformed into linear equations by changing the dependent
variable. Show that if
g0 .y/y 0 C p.x/g.y/ D f .x/
where y is a function of x and g is a function of y, then the new dependent variable ´ D g.y/
satisfies the linear equation
´0 C p.x/´ D f .x/:
48. Solve by the method discussed in Exercise 47.
2 2 1
(a) .sec 2 y/y 0 3 tan y D 1 (b) e y
2yy 0 C D 2
x x
xy 0 y0 1 3
(c) C 2 ln y D 4x 2 (d) D
y .1 C y/2 x.1 C y/ x2
49. We’ve shown that if p and f are continuous on .a; b/ then every solution of
y 0 C p.x/y D f .x/ .A/
on .a; b/ can be written as y D uy1 , where y1 is a nontrivial solution of the complementary
equation for (A) and u0 D f =y1 . Now suppose f , f 0 , . . . , f .m/ and p, p 0 , . . . , p .m 1/ are
continuous on .a; b/, where m is a positive integer, and define
f0 D f;
fj D fj0 1 C pfj 1; 1 j m:
Show that
fj
u.j C1/ D ; 0 j m:
y1
Section 2.2 Separable Equations 45
2.2 SEPARABLE EQUATIONS
A first order differential equation is separable if it can be written as
h.y/y 0 D g.x/; (2.2.1)
where the left side is a product of y 0 and a function of y and the right side is a function of x. Rewriting
a separable differential equation in this form is called separation of variables. In Section 2.1 we used
separation of variables to solve homogeneous linear equations. In this section we’ll apply this method to
nonlinear equations.
To see how to solve (2.2.1), let’s first assume that y is a solution. Let G.x/ and H.y/ be antiderivatives
of g.x/ and h.y/; that is,
H 0 .y/ D h.y/ and G 0 .x/ D g.x/: (2.2.2)
Then, from the chain rule,
d
H.y.x// D H 0 .y.x//y 0 .x/ D h.y/y 0 .x/:
dx
Therefore (2.2.1) is equivalent to
d d
H.y.x// D G.x/:
dx dx
Integrating both sides of this equation and combining the constants of integration yields
H.y.x// D G.x/ C c: (2.2.3)
Although we derived this equation on the assumption that y is a solution of (2.2.1), we can now view it
differently: Any differentiable function y that satisfies (2.2.3) for some constant c is a solution of (2.2.1).
To see this, we differentiate both sides of (2.2.3), using the chain rule on the left, to obtain
H 0 .y.x//y 0 .x/ D G 0 .x/;
which is equivalent to
h.y.x//y 0 .x/ D g.x/
because of (2.2.2).
In conclusion, to solve (2.2.1) it suffices to find functions G D G.x/ and H D H.y/ that satisfy
(2.2.2). Then any differentiable function y D y.x/ that satisfies (2.2.3) is a solution of (2.2.1).
Example 2.2.1 Solve the equation
y 0 D x.1 C y 2 /:
Solution Separating variables yields
y0
D x:
1 C y2
Integrating yields
1 x2
tan yD Cc
2
Therefore
x2
y D tan Cc :
2
46 Chapter 2 First Order Equations
Example 2.2.2
(a) Solve the equation
x
y0 D : (2.2.4)
y
(b) Solve the initial value problem
x
y0 D ; y.1/ D 1: (2.2.5)
y
(c) Solve the initial value problem
x
y0 D ; y.1/ D 2: (2.2.6)
y
S OLUTION (a) Separating variables in (2.2.4) yields
yy 0 D x:
Integrating yields
y2 x2
D C c; or, equivalently, x 2 C y 2 D 2c:
2 2
The last equation shows that c must be positive if y is to be a solution of (2.2.4) on an open interval.
Therefore we let 2c D a2 (with a > 0) and rewrite the last equation as
x 2 C y 2 D a2 : (2.2.7)
This equation has two differentiable solutions for y in terms of x:
p
yD a2 x 2 ; a < x < a; (2.2.8)
and p
yD a2 x2; a < x < a: (2.2.9)
The solution curves defined by (2.2.8) are semicircles above the x-axis and those defined by (2.2.9) are
semicircles below the x-axis (Figure 2.2.1).
S OLUTION (b) The solution of (2.2.5) is positive when x D 1; hence, it is of the form (2.2.8). Substituting
x D 1 and y D 1 into (2.2.7) to satisfy the initial condition yields a2 D 2; hence, the solution of (2.2.5)
is p p p
y D 2 x2; 2 < x < 2:
S OLUTION (c) The solution of (2.2.6) is negative when x D 1 and is therefore of the form (2.2.9).
Substituting x D 1 and y D 2 into (2.2.7) to satisfy the initial condition yields a2 D 5. Hence, the
solution of (2.2.6) is p p p
yD 5 x2; 5 < x < 5:
Section 2.2 Separable Equations 47
(a)
1
x
−2 −1 1 2
−1
−2
(b)
p p p p p p
Figure 2.2.1 (a) y D 2 x2, 2 < x < 2; (b) y D 5 x2, 5<x< 5
Implicit Solutions of Separable Equations
In Examples 2.2.1 and 2.2.2 we were able to solve the equation H.y/ D G.x/ C c to obtain explicit
formulas for solutions of the given separable differential equations. As we’ll see in the next example,
this isn’t always possible. In this situation we must broaden our definition of a solution of a separable
equation. The next theorem provides the basis for this modification. We omit the proof, which requires a
result from advanced calculus called as the implicit function theorem.
Theorem 2.2.1 Suppose g D g.x/ is continous on .a; b/ and h D h.y/ are continuous on .c; d /: Let G
be an antiderivative of g on .a; b/ and let H be an antiderivative of h on .c; d /: Let x0 be an arbitrary
point in .a; b/; let y0 be a point in .c; d / such that h.y0 / ¤ 0; and define
c D H.y0 / G.x0 /: (2.2.10)
Then there’s a function y D y.x/ defined on some open interval .a1 ; b1 /; where a a1 < x0 < b1 b;
such that y.x0 / D y0 and
H.y/ D G.x/ C c (2.2.11)
for a1 < x < b1 . Therefore y is a solution of the initial value problem
h.y/y 0 D g.x/; y.x0 / D x0 : (2.2.12)
It’s convenient to say that (2.2.11) with c arbitrary is an implicit solution of h.y/y 0 D g.x/. Curves
defined by (2.2.11) are integral curves of h.y/y 0 D g.x/. If c satisfies (2.2.10), we’ll say that (2.2.11) is
an implicit solution of the initial value problem (2.2.12). However, keep these points in mind:
For some choices of c there may not be any differentiable functions y that satisfy (2.2.11).
48 Chapter 2 First Order Equations
The function y in (2.2.11) (not (2.2.11) itself) is a solution of h.y/y 0 D g.x/.
Example 2.2.3
(a) Find implicit solutions of
2x C 1
y0 D : (2.2.13)
5y 4 C 1
(b) Find an implicit solution of
2x C 1
y0 D ; y.2/ D 1: (2.2.14)
5y 4 C 1
S OLUTION (a) Separating variables yields
.5y 4 C 1/y 0 D 2x C 1:
Integrating yields the implicit solution
y 5 C y D x 2 C x C c: (2.2.15)
of (2.2.13).
S OLUTION (b) Imposing the initial condition y.2/ D 1 in (2.2.15) yields 1 C 1 D 4 C 2 C c, so c D 4.
Therefore
y5 C y D x2 C x 4
is an implicit solution of the initial value problem (2.2.14). Although more than one differentiable func-
tion y D y.x/ satisfies 2.2.13) near x D 1, it can be shown that there’s only one such function that
satisfies the initial condition y.1/ D 2.
Figure 2.2.2 shows a direction field and some integral curves for (2.2.13).
Constant Solutions of Separable Equations
An equation of the form
y 0 D g.x/p.y/
is separable, since it can be rewritten as
1 0
y D g.x/:
p.y/
However, the division by p.y/ is not legitimate if p.y/ D 0 for some values of y. The next two examples
show how to deal with this problem.
Example 2.2.4 Find all solutions of
y 0 D 2xy 2 : (2.2.16)
Solution Here we must divide by p.y/ D y 2 to separate variables. This isn’t legitimate if y is a solution
of (2.2.16) that equals zero for some value of x. One such solution can be found by inspection: y 0.
Now suppose y is a solution of (2.2.16) that isn’t identically zero. Since y is continuous there must be an
interval on which y is never zero. Since division by y 2 is legitimate for x in this interval, we can separate
variables in (2.2.16) to obtain
y0
D 2x:
y2
Section 2.2 Separable Equations 49
y
2
1.5
0.5
−0.5
−1 x
1 1.5 2 2.5 3 3.5 4
2x C 1
Figure 2.2.2 A direction field and integral curves for y 0 D
5y 4 C 1
Integrating this yields
1
D x 2 C c;
y
which is equivalent to
1
yD : (2.2.17)
x2
Cc
We’ve now shown that if y is a solution of (2.2.16) that is not identically zero, then y must be of the
form (2.2.17). By substituting (2.2.17) into (2.2.16), you can verify that (2.2.17) is a solution of (2.2.16).
Thus, solutions of (2.2.16) are y 0 and the functions of the form (2.2.17). Note that the solution y 0
isn’t of the form (2.2.17) for any value of c.
Figure 2.2.3 shows a direction field and some integral curves for (2.2.16)
Example 2.2.5 Find all solutions of
1
y0 D x.1 y 2 /: (2.2.18)
2
Solution Here we must divide by p.y/ D 1 y 2 to separate variables. This isn’t legitimate if y is a
solution of (2.2.18) that equals ˙1 for some value of x. Two such solutions can be found by inspection:
y 1 and y 1. Now suppose y is a solution of (2.2.18) such that 1 y 2 isn’t identically zero. Since
1 y 2 is continuous there must be an interval on which 1 y 2 is never zero. Since division by 1 y 2 is
legitimate for x in this interval, we can separate variables in (2.2.18) to obtain
2y 0
D x:
y2 1
50 Chapter 2 First Order Equations
y
2
1.5
0.5
−0.5
−1
−1.5
−2 x
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2
Figure 2.2.3 A direction field and integral curves for y 0 D 2xy 2
A partial fraction expansion on the left yields
1 1
y 0 D x;
y 1 yC1
and integrating yields
x2
ˇ ˇ
ˇy 1ˇ
ln ˇ
ˇ ˇD C kI
y C 1ˇ 2
hence, ˇ ˇ
ˇy 1ˇ k x 2 =2
ˇy C 1ˇ D e e :
ˇ ˇ
Since y.x/ ¤ ˙1 for x on the interval under discussion, the quantity .y 1/=.y C 1/ can’t change sign
in this interval. Therefore we can rewrite the last equation as
y 1 x 2 =2
D ce ;
yC1
where c D ˙e k , depending upon the sign of .y 1/=.y C 1/ on the interval. Solving for y yields
x 2 =2
1 C ce
yD : (2.2.19)
1 ce x 2 =2
We’ve now shown that if y is a solution of (2.2.18) that is not identically equal to ˙1, then y must be
as in (2.2.19). By substituting (2.2.19) into (2.2.18) you can verify that (2.2.19) is a solution of (2.2.18).
Thus, the solutions of (2.2.18) are y 1, y 1 and the functions of the form (2.2.19). Note that the
Section 2.2 Separable Equations 51
constant solution y 1 can be obtained from this formula by taking c D 0; however, the other constant
solution, y 1, can’t be obtained in this way.
Figure 2.2.4 shows a direction field and some integrals for (2.2.18).
y
3
−1
−2
−3 x
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2
x.1 y2 /
Figure 2.2.4 A direction field and integral curves for y 0 D
2
Differences Between Linear and Nonlinear Equations
Theorem 2.1.2 states that if p and f are continuous on .a; b/ then every solution of
y 0 C p.x/y D f .x/
on .a; b/ can be obtained by choosing a value for the constant c in the general solution, and if x0 is any
point in .a; b/ and y0 is arbitrary, then the initial value problem
y 0 C p.x/y D f .x/; y.x0 / D y0
has a solution on .a; b/.
The not true for nonlinear equations. First, we saw in Examples 2.2.4 and 2.2.5 that a nonlinear
equation may have solutions that can’t be obtained by choosing a specific value of a constant appearing
in a one-parameter family of solutions. Second, it is in general impossible to determine the interval
of validity of a solution to an initial value problem for a nonlinear equation by simply examining the
equation, since the interval of validity may depend on the initial condition. For instance, in Example 2.2.2
we saw that the solution of
dy x
D ; y.x0 / D y0
dx y
q
is valid on . a; a/, where a D x02 C y02 .
52 Chapter 2 First Order Equations
Example 2.2.6 Solve the initial value problem
y 0 D 2xy 2 ; y.0/ D y0
and determine the interval of validity of the solution.
Solution First suppose y0 ¤ 0. From Example 2.2.4, we know that y must be of the form
1
yD : (2.2.20)
x2 C c
Imposing the initial condition shows that c D 1=y0 . Substituting this into (2.2.20) and rearranging
terms yields the solution
y0
yD :
1 y0 x 2
This is also the solution if y0 D 0. If y0 < 0, the denominator isn’t zero for any value of x, so the the
p p
solution is valid on . 1; 1/. If y0 > 0, the solution is valid only on . 1= y0 ; 1= y0 /.
2.2 Exercises
In Exercises 1–6 find all solutions.
3x 2 C 2x C 1
1. y0 D 2. .sin x/.sin y/ C .cos y/y 0 D 0
y 2
3. xy 0 C y 2 C y D 0 4. y 0 ln jyj C x 2 y D 0
.2x C 1/y
5. .3y 3 C 3y cos y C 1/y 0 C D0
1 C x2
6. x 2yy 0 D .y 2 1/3=2
In Exercises 7–10 find all solutions. Also, plot a direction field and some integral curves on the indicated
rectangular region.
7. C/G y 0 D x 2 .1 C y 2 /I f 1 x 1; 1 y 1g
8. C/G y 0 .1 C x 2 / C xy D 0I f 2 x 2; 1 y 1g
0
9. C/G y D .x 1/.y 1/.y 2/I f 2 x 2; 3 y 3g
10. C/G .y 1/2 y 0 D 2x C 3I f 2 x 2; 2 y 5g
In Exercises 11 and 12 solve the initial value problem.
x 2 C 3x C 2
11. y0 D ; y.1/ D 4
y 2
12. y 0 C x.y 2 C y/ D 0; y.2/ D 1
In Exercises 13-16 solve the initial value problem and graph the solution.
13. C/G .3y 2 C 4y/y 0 C 2x C cos x D 0; y.0/ D 1
Section 2.2 Separable Equations 53
.y C 1/.y 1/.y 2/
14. C/G y 0 C D 0; y.1/ D 0
xC1
15. C/G y 0 C 2x.y C 1/ D 0; y.0/ D 2
16. C/G y 0 D 2xy.1 C y 2 /; y.0/ D 1
In Exercises 17–23 solve the initial value problem and find the interval of validity of the solution.
17. y 0 .x 2 C 2/ C 4x.y 2 C 2y C 1/ D 0; y.1/ D 1
0 2
18. y D 2x.y 3y C 2/; y.0/ D 3
2x
19. y0 D ; y.2/ D 0 20. y 0 D 2y y2 ; y.0/ D 1
1 C 2y
21. x C yy 0 D 0; y.3/ D 4
22. y 0 C x 2 .y C 1/.y 2/2 D 0; y.4/ D 2
0
23. .x C 1/.x 2/y C y D 0; y.1/ D 3
.1 C y2 / tan A C tan B
24. Solve y 0 D 2
explicitly. H INT: Use the identity tan.A C B/ D .
.1 C x / 1 tan A tan B
p p
25. Solve y 0 1 x 2 C 1 y 2 D 0 explicitly. H INT: Use the identity sin.A B/ D sin A cos B
cos A sin B.
cos x
26. Solve y 0 D ; y. / D explicitly. H INT: Use the identity cos.x C =2/ D sin x and
sin y 2
the periodicity of the cosine.
27. Solve the initial value problem
y 0 D ay by 2 ; y.0/ D y0 :
Discuss the behavior of the solution if (a) y0 0; (b) y0 < 0.
28. The population P D P .t/ of a species satisfies the logistic equation
P 0 D aP .1 ˛P /
and P .0/ D P0 > 0. Find P for t > 0, and find limt !1 P .t/.
29. An epidemic spreads through a population at a rate proportional to the product of the number of
people already infected and the number of people susceptible, but not yet infected. Therefore, if
S denotes the total population of susceptible people and I D I.t/ denotes the number of infected
people at time t, then
I 0 D rI.S I /;
where r is a positive constant. Assuming that I.0/ D I0 , find I.t/ for t > 0, and show that
limt !1 I.t/ D S .
30. L The result of Exercise 29 is discouraging: if any susceptible member of the group is initially
infected, then in the long run all susceptible members are infected! On a more hopeful note,
suppose the disease spreads according to the model of Exercise 29, but there’s a medication that
cures the infected population at a rate proportional to the number of infected individuals. Now the
equation for the number of infected individuals becomes
I 0 D rI.S I/ qI .A/
where q is a positive constant.
54 Chapter 2 First Order Equations
(a) Choose r and S positive. By plotting direction fields and solutions of (A) on suitable rectan-
gular grids
R D f0 t T; 0 I d g
in the .t; I /-plane, verify that if I is any solution of (A) such that I.0/ > 0, then limt !1 I.t/ D
S q=r if q < rS and limt !1 I.t/ D 0 if q rS .
(b) To verify the experimental results of (a), use separation of variables to solve (A) with initial
condition I.0/ D I0 > 0, and find limt !1 I.t/. H INT: There are three cases to consider:
(i) q < rS ; (ii) q > rS ; (iii) q D rS .
31. L Consider the differential equation
y 0 D ay by 2 q; .A/
where a, b are positive constants, and q is an arbitrary constant. Suppose y denotes a solution of
this equation that satisfies the initial condition y.0/ D y0 .
(a) Choose a and b positive and q < a2 =4b. By plotting direction fields and solutions of (A) on
suitable rectangular grids
R D f0 t T; c y d g .B/
in the .t; y/-plane, discover that there are numbers y1 and y2 with y1 < y2 such that if
y0 > y1 then limt !1 y.t/ D y2 , and if y0 < y1 then y.t/ D 1 for some finite value of t.
(What happens if y0 D y1 ?)
(b) Choose a and b positive and q D a2 =4b. By plotting direction fields and solutions of (A)
on suitable rectangular grids of the form (B), discover that there’s a number y1 such that if
y0 y1 then limt !1 y.t/ D y1 , while if y0 < y1 then y.t/ D 1 for some finite value
of t.
(c) Choose positive a, b and q > a2 =4b. By plotting direction fields and solutions of (A) on
suitable rectangular grids of the form (B), discover that no matter what y0 is, y.t/ D 1
for some finite value of t.
(d) Verify your results experiments analytically. Start by separating variables in (A) to obtain
y0
D 1:
ay by 2 q
To decide what to do next you’ll have to use the quadratic formula. This should lead you to
see why there are three cases. Take it from there!
Because of its role in the transition between these three cases, q0 D a2 =4b is called a
bifurcation value of q. In general, if q is a parameter in any differential equation, q0 is said
to be a bifurcation value of q if the nature of the solutions of the equation with q < q0 is
qualitatively different from the nature of the solutions with q > q0 .
32. L By plotting direction fields and solutions of
y 0 D qy y3 ;
convince yourself that q0 D 0 is a bifurcation value of q for this equation. Explain what makes
you draw this conclusion.
33. Suppose a disease spreads according to the model of Exercise 29, but there’s a medication that
cures the infected population at a constant rate of q individuals per unit time, where q > 0. Then
the equation for the number of infected individuals becomes
I 0 D rI.S I/ q:
Assuming that I.0/ D I0 > 0, use the results of Exercise 31 to describe what happens as t ! 1.
Section 2.3 Existence and Uniqueness of Solutions of Nonlinear Equations 55
34. Assuming that p 6 0, state conditions under which the linear equation
y 0 C p.x/y D f .x/
is separable. If the equation satisfies these conditions, solve it by separation of variables and by
the method developed in Section 2.1.
Solve the equations in Exercises 35–38 using variation of parameters followed by separation of variables.
2xe x x6
35. y0 C y D 36. xy 0 2y D
1 C ye x y C x2
.x C 1/e 4x xe 2x
37. y0 yD 38. y 0
2y D
.y C e x /2 1 ye 2x
39. Use variation of parameters to show that the solutions of the following equations are of the form
y D uy1 , where u satisfies a separable equation u0 D g.x/p.u/. Find y1 and g for each equation.
y
(a) xy 0 C y D h.x/p.xy/ (b) xy 0 y D h.x/p
x
(c) y 0 C y D h.x/p.e x y/ (d) xy 0 C ry D h.x/p.x r y/
v 0 .x/
(e) y 0 C y D h.x/p .v.x/y/
v.x/
2.3 EXISTENCE AND UNIQUENESS OF SOLUTIONS OF NONLINEAR EQUATIONS
Although there are methods for solving some nonlinear equations, it’s impossible to find useful formulas
for the solutions of most. Whether we’re looking for exact solutions or numerical approximations, it’s
useful to know conditions that imply the existence and uniqueness of solutions of initial value problems
for nonlinear equations. In this section we state such a condition and illustrate it with examples.
x
a b
Figure 2.3.1 An open rectangle
56 Chapter 2 First Order Equations
Some terminology: an open rectangle R is a set of points .x; y/ such that
a<x<b and c <y <d
(Figure 2.3.1). We’ll denote this set by R W fa < x < b; c < y < d g. “Open” means that the boundary
rectangle (indicated by the dashed lines in Figure 2.3.1) isn’t included in R .
The next theorem gives sufficient conditions for existence and uniqueness of solutions of initial value
problems for first order nonlinear differential equations. We omit the proof, which is beyond the scope of
this book.
Theorem 2.3.1
(a) If f is continuous on an open rectangle
R W fa < x < b; c < y < d g
that contains .x0 ; y0 / then the initial value problem
y 0 D f .x; y/; y.x0 / D y0 (2.3.1)
has at least one solution on some open subinterval of .a; b/ that contains x0 :
(b) If both f and fy are continuous on R then (2.3.1) has a unique solution on some open subinterval
of .a; b/ that contains x0 .
It’s important to understand exactly what Theorem 2.3.1 says.
(a) is an existence theorem. It guarantees that a solution exists on some open interval that contains
x0 , but provides no information on how to find the solution, or to determine the open interval on
which it exists. Moreover, (a) provides no information on the number of solutions that (2.3.1) may
have. It leaves open the possibility that (2.3.1) may have two or more solutions that differ for values
of x arbitrarily close to x0 . We will see in Example 2.3.6 that this can happen.
(b) is a uniqueness theorem. It guarantees that (2.3.1) has a unique solution on some open interval
(a,b) that contains x0 . However, if .a; b/ ¤ . 1; 1/, (2.3.1) may have more than one solution
on a larger interval that contains .a; b/. For example, it may happen that b < 1 and all solutions
have the same values on .a; b/, but two solutions y1 and y2 are defined on some interval .a; b1 /
with b1 > b, and have different values for b < x < b1 ; thus, the graphs of the y1 and y2 “branch
off” in different directions at x D b. (See Example 2.3.7 and Figure 2.3.3). In this case, continuity
implies that y1 .b/ D y2 .b/ (call their common value y), and y1 and y2 are both solutions of the
initial value problem
y 0 D f .x; y/; y.b/ D y (2.3.2)
that differ on every open interval that contains b. Therefore f or fy must have a discontinuity
at some point in each open rectangle that contains .b; y/, since if this were not so, (2.3.2) would
have a unique solution on some open interval that contains b. We leave it to you to give a similar
analysis of the case where a > 1.
Example 2.3.1 Consider the initial value problem
x2 y2
y0 D ; y.x0 / D y0 : (2.3.3)
1 C x2 C y2
Since
x2 y2 2y.1 C 2x 2 /
f .x; y/ D and fy .x; y/ D
1 C x2 C y2 .1 C x 2 C y 2 /2
Section 2.3 Existence and Uniqueness of Solutions of Nonlinear Equations 57
are continuous for all .x; y/, Theorem 2.3.1 implies that if .x0 ; y0 / is arbitrary, then (2.3.3) has a unique
solution on some open interval that contains x0 .
Example 2.3.2 Consider the initial value problem
x2 y2
y0 D ; y.x0 / D y0 : (2.3.4)
x2 C y2
Here
x2 y2 4x 2y
f .x; y/ D and fy .x; y/ D
x2 C y2 .x 2 C y 2 /2
are continuous everywhere except at .0; 0/. If .x0 ; y0 / ¤ .0; 0/, there’s an open rectangle R that contains
.x0 ; y0/ that does not contain .0; 0/. Since f and fy are continuous on R, Theorem 2.3.1 implies that if
.x0 ; y0/ ¤ .0; 0/ then (2.3.4) has a unique solution on some open interval that contains x0.
Example 2.3.3 Consider the initial value problem
xCy
y0 D ; y.x0 / D y0 : (2.3.5)
x y
Here
xCy 2x
f .x; y/ D and fy .x; y/ D
x y .x y/2
are continuous everywhere except on the line y D x. If y0 ¤ x0 , there’s an open rectangle R that contains
.x0 ; y0/ that does not intersect the line y D x. Since f and fy are continuous on R, Theorem 2.3.1
implies that if y0 ¤ x0 , (2.3.5) has a unique solution on some open interval that contains x0.
Example 2.3.4 In Example 2.2.4 we saw that the solutions of
y 0 D 2xy 2 (2.3.6)
are
1
y 0 and yD ;
x2 C c
where c is an arbitrary constant. In particular, this implies that no solution of (2.3.6) other than y 0
can equal zero for any value of x. Show that Theorem 2.3.1(b) implies this.
Solution We’ll obtain a contradiction by assuming that (2.3.6) has a solution y1 that equals zero for some
value of x, but isn’t identically zero. If y1 has this property, there’s a point x0 such that y1 .x0 / D 0, but
y1 .x/ ¤ 0 for some value of x in every open interval that contains x0 . This means that the initial value
problem
y 0 D 2xy 2 ; y.x0 / D 0 (2.3.7)
has two solutions y 0 and y D y1 that differ for some value of x on every open interval that contains
x0 . This contradicts Theorem 2.3.1(b), since in (2.3.6) the functions
f .x; y/ D 2xy 2 and fy .x; y/ D 4xy:
are both continuous for all .x; y/, which implies that (2.3.7) has a unique solution on some open interval
that contains x0 .
58 Chapter 2 First Order Equations
Example 2.3.5 Consider the initial value problem
10 2=5
y0 D xy ; y.x0 / D y0 : (2.3.8)
3
(a) For what points .x0 ; y0 / does Theorem 2.3.1(a) imply that (2.3.8) has a solution?
(b) For what points .x0 ; y0 / does Theorem 2.3.1(b) imply that (2.3.8) has a unique solution on some
open interval that contains x0 ?
S OLUTION (a) Since
10 2=5
f .x; y/ D xy
3
is continuous for all .x; y/, Theorem 2.3.1 implies that (2.3.8) has a solution for every .x0 ; y0 /.
S OLUTION (b) Here
4
fy .x; y/ D xy 3=5
3
is continuous for all .x; y/ with y ¤ 0. Therefore, if y0 ¤ 0 there’s an open rectangle on which both
f and fy are continuous, and Theorem 2.3.1 implies that (2.3.8) has a unique solution on some open
interval that contains x0 .
If y D 0 then fy .x; y/ is undefined, and therefore discontinuous; hence, Theorem 2.3.1 does not apply
to (2.3.8) if y0 D 0.
Example 2.3.6 Example 2.3.5 leaves open the possibility that the initial value problem
10 2=5
y0 D xy ; y.0/ D 0 (2.3.9)
3
has more than one solution on every open interval that contains x0 D 0. Show that this is true.
Solution By inspection, y 0 is a solution of the differential equation
10 2=5
y0 D xy : (2.3.10)
3
Since y 0 satisfies the initial condition y.0/ D 0, it’s a solution of (2.3.9).
Now suppose y is a solution of (2.3.10) that isn’t identically zero. Separating variables in (2.3.10)
yields
10
y 2=5 y 0 D x
3
on any open interval where y has no zeros. Integrating this and rewriting the arbitrary constant as 5c=3
yields
5 3=5 5
y D .x 2 C c/:
3 3
Therefore
y D .x 2 C c/5=3 : (2.3.11)
Since we divided by y to separate variables in (2.3.10), our derivation of (2.3.11) is legitimate only on
open intervals where y has no zeros. However, (2.3.11) actually defines y for all x, and differentiating
(2.3.11) shows that
10 10 2=5
y0 D x.x 2 C c/2=3 D xy ; 1 < x < 1:
3 3
Section 2.3 Existence and Uniqueness of Solutions of Nonlinear Equations 59
Figure 2.3.2 Two solutions (y D 0 and y D x 1=2) of (2.3.9) that differ on every interval containing
x0 D 0
p p
Therefore (2.3.11) satisfies (2.3.10) on . 1; 1/ even if c 0, so that y. jcj/ D y. jcj/ D 0. In
particular, taking c D 0 in (2.3.11) yields
y D x 10=3
as a second solution of (2.3.9). Both solutions are defined on . 1; 1/, and they differ on every open
interval that contains x0 D 0 (see Figure 2.3.2.) In fact, there are four distinct solutions of (2.3.9) defined
on . 1; 1/ that differ from each other on every open interval that contains x0 D 0. Can you identify
the other two?
Example 2.3.7 From Example 2.3.5, the initial value problem
10 2=5
y0 D xy ; y.0/ D 1 (2.3.12)
3
has a unique solution on some open interval that contains x0 D 0. Find a solution and determine the
largest open interval .a; b/ on which it’s unique.
Solution Let y be any solution of (2.3.12). Because of the initial condition y.0/ D 1 and the continuity
of y, there’s an open interval I that contains x0 D 0 on which y has no zeros, and is consequently of the
form (2.3.11). Setting x D 0 and y D 1 in (2.3.11) yields c D 1, so
y D .x 2 1/5=3 (2.3.13)
for x in I . Therefore every solution of (2.3.12) differs from zero and is given by (2.3.13) on . 1; 1/;
that is, (2.3.13) is the unique solution of (2.3.12) on . 1; 1/. This is the largest open interval on which
60 Chapter 2 First Order Equations
(2.3.12) has a unique solution. To see this, note that (2.3.13) is a solution of (2.3.12) on . 1; 1/. From
Exercise 2.2.15, there are infinitely many other solutions of (2.3.12) that differ from (2.3.13) on every
open interval larger than . 1; 1/. One such solution is
.x 2 1/5=3 ;
(
1 x 1;
yD
0; jxj > 1:
(Figure 2.3.3).
x
−1 1
(0, −1)
(0,1)
x
Figure 2.3.3 Two solutions of (2.3.12) on . 1; 1/
that coincide on . 1; 1/, but on no larger open
interval Figure 2.3.4 The unique solution of (2.3.14)
Example 2.3.8 From Example 2.3.5, the initial value problem
10 2=5
y0 D xy ; y.0/ D 1 (2.3.14)
3
has a unique solution on some open interval that contains x0 D 0. Find the solution and determine the
largest open interval on which it’s unique.
Solution Let y be any solution of (2.3.14). Because of the initial condition y.0/ D 1 and the continuity
of y, there’s an open interval I that contains x0 D 0 on which y has no zeros, and is consequently of the
form (2.3.11). Setting x D 0 and y D 1 in (2.3.11) yields c D 1, so
y D .x 2 C 1/5=3 (2.3.15)
for x in I . Therefore every solution of (2.3.14) differs from zero and is given by (2.3.15) on . 1; 1/;
that is, (2.3.15) is the unique solution of (2.3.14) on . 1; 1/. Figure 2.3.4 shows the graph of this
solution.
2.3 Exercises
In Exercises 1-13 find all .x0 ; y0 / for which Theorem 2.3.1 implies that the initial value problem y 0 D
f .x; y/; y.x0 / D y0 has (a) a solution (b) a unique solution on some open interval that contains x0 .
Section 2.3 Existence and Uniqueness of Solutions of Nonlinear Equations 61
x2 C y2 ex C y
1. y0 D 2. y0 D
sin x x2 C y2
3. y 0 D tan xy x2 C y2
4. y0 D
ln xy
5. y 0 D .x 2 C y 2 /y 1=3 6. y 0 D 2xy
2x C 3y
7. y 0 D ln.1 C x 2 C y 2 / 8. y0 D
x 4y
9. y 0 D .x 2 C y 2 /1=2 10. y 0 D x.y 2 1/2=3
11. y 0 D .x 2 C y 2 /2 12. y 0 D .x C y/1=2
tan y
13. y0 D
x 1
14. Apply Theorem 2.3.1 to the initial value problem
y 0 C p.x/y D q.x/; y.x0 / D y0
for a linear equation, and compare the conclusions that can be drawn from it to those that follow
from Theorem 2.1.2.
15. (a) Verify that the function
.x 2 1/5=3 ;
(
1 < x < 1;
yD
0; jxj 1;
is a solution of the initial value problem
10 2=5
y0 D xy ; y.0/ D 1
3
on . 1; 1/. H INT: You’ll need the definition
y.x/ y.x/
y 0 .x/ D lim
x!x x x
to verify that y satisfies the differential equation at x D ˙1.
(b) Verify that if i D 0 or 1 for i D 1, 2 and a, b > 1, then the function
1 .x 2 a2 /5=3 ;
8̂
ˆ 1 < x < a;
ˆ
ˆ
0; a x 1;
ˆ
ˆ
ˆ
ˆ
<
yD .x 2 1/5=3 ; 1 < x < 1;
ˆ
ˆ
0; 1 x b;
ˆ
ˆ
ˆ
ˆ
ˆ
2 .x 2 b 2 /5=3 ; b < x < 1;
:̂
is a solution of the initial value problem of (a) on . 1; 1/.
62 Chapter 2 First Order Equations
16. Use the ideas developed in Exercise 15 to find infinitely many solutions of the initial value problem
y 0 D y 2=5 ; y.0/ D 1
on . 1; 1/.
17. Consider the initial value problem
y 0 D 3x.y 1/1=3 ; y.x0 / D y0 : .A/
(a) For what points .x0 ; y0/ does Theorem 2.3.1 imply that (A) has a solution?
(b) For what points .x0 ; y0/ does Theorem 2.3.1 imply that (A) has a unique solution on some
open interval that contains x0?
18. Find nine solutions of the initial value problem
y 0 D 3x.y 1/1=3 ; y.0/ D 1
that are all defined on . 1; 1/ and differ from each other for values of x in every open interval
that contains x0 D 0.
19. From Theorem 2.3.1, the initial value problem
y 0 D 3x.y 1/1=3 ; y.0/ D 9
has a unique solution on an open interval that contains x0 D 0. Find the solution and determine
the largest open interval on which it’s unique.
20. (a) From Theorem 2.3.1, the initial value problem
y 0 D 3x.y 1/1=3 ; y.3/ D 7 .A/
has a unique solution on some open interval that contains x0 D 3. Determine the largest such
open interval, and find the solution on this interval.
(b) Find infinitely many solutions of (A), all defined on . 1; 1/.
21. Prove:
(a) If
f .x; y0 / D 0; a < x < b; .A/
and x0 is in .a; b/, then y y0 is a solution of
y 0 D f .x; y/; y.x0 / D y0
on .a; b/.
(b) If f and fy are continuous on an open rectangle that contains .x0 ; y0/ and (A) holds, no
solution of y 0 D f .x; y/ other than y y0 can equal y0 at any point in .a; b/.
2.4 TRANSFORMATION OF NONLINEAR EQUATIONS INTO SEPARABLE EQUATIONS
In Section 2.1 we found that the solutions of a linear nonhomogeneous equation
y 0 C p.x/y D f .x/
Section 2.4 Transformation of Nonlinear Equations into Separable Equations 63
are of the form y D uy1 , where y1 is a nontrivial solution of the complementary equation
y 0 C p.x/y D 0 (2.4.1)
and u is a solution of
u0 y1 .x/ D f .x/:
Note that this last equation is separable, since it can be rewritten as
f .x/
u0 D :
y1 .x/
In this section we’ll consider nonlinear differential equations that are not separable to begin with, but can
be solved in a similar fashion by writing their solutions in the form y D uy1 , where y1 is a suitably
chosen known function and u satisfies a separable equation. We’llsay in this case that we transformed
the given equation into a separable equation.
Bernoulli Equations
A Bernoulli equation is an equation of the form
y 0 C p.x/y D f .x/y r ; (2.4.2)
where r can be any real number other than 0 or 1. (Note that (2.4.2) is linear if and only if r D 0
or r D 1.) We can transform (2.4.2) into a separable equation by variation of parameters: if y1 is a
nontrivial solution of (2.4.1), substituting y D uy1 into (2.4.2) yields
u0 y1 C u.y10 C p.x/y1 / D f .x/.uy1 /r ;
which is equivalent to the separable equation
u0
u0 y1 .x/ D f .x/ .y1 .x//r ur or D f .x/ .y1 .x// r 1
;
ur
since y10 C p.x/y1 D 0.
Example 2.4.1 Solve the Bernoulli equation
y0 y D xy 2 : (2.4.3)
Solution Since y1 D e x is a solution of y 0 y D 0, we look for solutions of (2.4.3) in the form y D ue x ,
where
u0 e x D xu2 e 2x or, equivalently, u0 D xu2 e x :
Separating variables yields
u0
D xe x ;
u2
and integrating yields
1
D .x 1/e x C c:
u
Hence,
1
uD
.x 1/e x C c
64 Chapter 2 First Order Equations
y
2
1.5
0.5
−0.5
−1
−1.5
−2 x
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2
Figure 2.4.1 A direction field and integral curves for y 0 y D xy 2
and
1
yD :
x 1 C ce x
Figure 2.4.1 shows direction field and some integral curves of (2.4.3).
Other Nonlinear Equations That Can be Transformed Into Separable Equations
We’ve seen that the nonlinear Bernoulli equation can be transformed into a separable equation by the
substitution y D uy1 if y1 is suitably chosen. Now let’s discover a sufficient condition for a nonlinear
first order differential equation
y 0 D f .x; y/ (2.4.4)
to be transformable into a separable equation in the same way. Substituting y D uy1 into (2.4.4) yields
u0 y1 .x/ C uy10 .x/ D f .x; uy1.x//;
which is equivalent to
u0 y1 .x/ D f .x; uy1 .x// uy10 .x/: (2.4.5)
If
f .x; uy1.x// D q.u/y10 .x/
for some function q, then (2.4.5) becomes
u0 y1 .x/ D .q.u/ u/y10 .x/; (2.4.6)
which is separable. After checking for constant solutions u u0 such that q.u0 / D u0 , we can separate
variables to obtain
u0 y 0 .x/
D 1 :
q.u/ u y1 .x/
Section 2.4 Transformation of Nonlinear Equations into Separable Equations 65
Homogeneous Nonlinear Equations
In the text we’ll consider only the most widely studied class of equations for which the method of the
preceding paragraph works. Other types of equations appear in Exercises 44–51.
The differential equation (2.4.4) is said to be homogeneous if x and y occur in f in such a way that
f .x; y/ depends only on the ratio y=x; that is, (2.4.4) can be written as
y 0 D q.y=x/; (2.4.7)
where q D q.u/ is a function of a single variable. For example,
y=x
y C xe y y=x
y0 D D Ce
x x
and
y 2 C xy x2 y 2 y
y0 D D C 1
x2 x x
are of the form (2.4.7), with
u
q.u/ D u C e and q.u/ D u2 C u 1;
respectively. The general method discussed above can be applied to (2.4.7) with y1 D x (and therefore
y10 D 1/. Thus, substituting y D ux in (2.4.7) yields
u0 x C u D q.u/;
and separation of variables (after checking for constant solutions u u0 such that q.u0 / D u0 ) yields
u0 1
D :
q.u/ u x
Before turning to examples, we point out something that you may’ve have already noticed: the defini-
tion of homogeneous equation given here isn’t the same as the definition given in Section 2.1, where we
said that a linear equation of the form
y 0 C p.x/y D 0
is homogeneous. We make no apology for this inconsistency, since we didn’t create it historically, homo-
geneous has been used in these two inconsistent ways. The one having to do with linear equations is the
most important. This is the only section of the book where the meaning defined here will apply.
Since y=x is in general undefined if x D 0, we’ll consider solutions of nonhomogeneous equations
only on open intervals that do not contain the point x D 0.
Example 2.4.2 Solve
y=x
y C xe
y0 D : (2.4.8)
x
Solution Substituting y D ux into (2.4.8) yields
ux=x
ux C xe u
u0 x C u D DuCe :
x
Simplifying and separating variables yields
1
e u u0 D :
x
66 Chapter 2 First Order Equations
Integrating yields e u D ln jxj C c. Therefore u D ln.ln jxj C c/ and y D ux D x ln.ln jxj C c/.
Figure 2.4.2 shows a direction field and integral curves for (2.4.8).
y
2
1.5
0.5
−0.5
−1
−1.5
−2 x
0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
y=x
y C xe
Figure 2.4.2 A direction field and some integral curves for y 0 D
x
Example 2.4.3
(a) Solve
x 2 y 0 D y 2 C xy x2: (2.4.9)
(b) Solve the initial value problem
x 2 y 0 D y 2 C xy x2; y.1/ D 2: (2.4.10)
S OLUTION (a) We first find solutions of (2.4.9) on open intervals that don’t contain x D 0. We can
rewrite (2.4.9) as
y 2 C xy x 2
y0 D
x2
for x in any such interval. Substituting y D ux yields
.ux/2 C x.ux/ x2
u0 x C u D D u2 C u 1;
x2
so
u0 x D u2 1: (2.4.11)
Section 2.4 Transformation of Nonlinear Equations into Separable Equations 67
By inspection this equation has the constant solutions u 1 and u 1. Therefore y D x and y D x
are solutions of (2.4.9). If u is a solution of (2.4.11) that doesn’t assume the values ˙1 on some interval,
separating variables yields
u0 1
D ;
u2 1 x
or, after a partial fraction expansion,
1 1 1 1
u0 D :
2 u 1 uC1 x
Multiplying by 2 and integrating yields
ˇ ˇ
ˇu 1ˇ
ln ˇ
ˇ ˇ D 2 ln jxj C k;
u C 1ˇ
or ˇ ˇ
ˇu 1ˇ k 2
ˇu C 1ˇ D e x ;
ˇ ˇ
which holds if
u 1
D cx 2 (2.4.12)
uC1
where c is an arbitrary constant. Solving for u yields
1 C cx 2
uD :
1 cx 2
y
2
1.5
1 2
0.5
−0.5 x
1
−1
−1.5
−2 x
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2
Figure 2.4.3 A direction field and integral curves for Figure 2.4.4 Solutions of x 2 y 0 D y 2 C xy x2,
x 2 y 0 D y 2 C xy x 2 y.1/ D 2
Therefore
x.1 C cx 2 /
y D ux D (2.4.13)
1 cx 2
is a solution of (2.4.10) for any choice of the constant c. Setting c D 0 in (2.4.13) yields the solution
y D x. However, the solution y D x can’t be obtained from (2.4.13). Thus, the solutions of (2.4.9) on
intervals that don’t contain x D 0 are y D x and functions of the form (2.4.13).
68 Chapter 2 First Order Equations
The situation is more complicated if x D 0 is the open interval. First, note that y D x satisfies (2.4.9)
on . 1; 1/. If c1 and c2 are arbitrary constants, the function
x.1 C c1x 2 /
8̂
ˆ ; a < x < 0;
1 c1 x 2
<
yD 2 (2.4.14)
ˆ x.1 C c2x /
:̂ ; 0 x < b;
1 c2 x 2
is a solution of (2.4.9) on .a; b/, where
8 8
1 1
<
p if c1 > 0; <
p if c2 > 0;
aD c1 and bD c2
1 if c1 0; 1 if c2 0:
: :
We leave it to you to verify this. To do so, note that if y is any function of the form (2.4.13) then y.0/ D 0
and y 0 .0/ D 1.
Figure 2.4.3 shows a direction field and some integral curves for (2.4.9).
S OLUTION (b) We could obtain c by imposing the initial condition y.1/ D 2 in (2.4.13), and then solving
for c. However, it’s easier to use (2.4.12). Since u D y=x, the initial condition y.1/ D 2 implies that
u.1/ D 2. Substituting this into (2.4.12) yields c D 1=3. Hence, the solution of (2.4.10) is
x.1 C x 2=3/
yD :
1 x 2 =3
p p
The interval of validity of this
p solution is . 3; 3/. However, the largest interval on which (2.4.10)
has a unique solution is .0; 3/. To see this, note from (2.4.14) that any function of the form
x.1 C cx 2 /
8̂
ˆ ; a < x 0;
1 cx 2
<
yD 2 p (2.4.15)
ˆ x.1 C x =3/
; 0 x < 3;
1 x 2 =3
:̂
p p
is a solution of (2.4.10) on .a; 3/, where a D 1= c if c > 0 or a D 1 if c 0. (Why doesn’t this
contradict Theorem 2.3.1?)
Figure 2.4.4 pshows several solutions of the initial value problem (2.4.10). Note that these solutions
coincide on .0; 3/.
In the last two examples we were able to solve the given equations explicitly. However, this isn’t always
possible, as you’ll see in the exercises.
2.4 Exercises
In Exercises 1–4 solve the given Bernoulli equation.
x2
1. y0 C y D y2 2. 7xy 0 2y D
y6
1
3. x 2y 0 C 2y D 2e 1=x y 1=2 4. .1 C x 2 /y 0 C 2xy D
.1 C x 2 /y
In Exercises 5 and 6 find all solutions. Also, plot a direction field and some integral curves on the
indicated rectangular region.
Section 2.4 Transformation of Nonlinear Equations into Separable Equations 69
5. C/G y 0 xy D x 3 y 3 I f 3 x 3; 2 y 2g
1Cx
6. C/G y 0 y D y4 I f 2 x 2; 2 y 2g
3x
In Exercises 7–11 solve the initial value problem.
p
7. y 0 2y D xy 3 ; y.0/ D 2 2
8. y0 xy D xy 3=2 ; y.1/ D 4
9. xy 0 C y D x 4y 4 ; y.1/ D 1=2
10. y0 2y D 2y 1=2; y.0/ D 1
48x
11. y0 4y D 2 ; y.0/ D 1
y
In Exercises 12 and 13 solve the initial value problem and graph the solution.
p
12. C/G x 2 y 0 C 2xy D y 3 ; y.1/ D 1= 2
13. C/G y 0 y D xy 1=2 ; y.0/ D 4
14. You may have noticed that the logistic equation
P 0 D aP .1 ˛P /
from Verhulst’s model for population growth can be written in Bernoulli form as
P0 aP D a˛P 2:
This isn’t particularly interesting, since the logistic equation is separable, and therefore solvable
by the method studied in Section 2.2. So let’s consider a more complicated model, where a is
a positive constant and ˛ is a positive continuous function of t on Œ0; 1/. The equation for this
model is
P 0 aP D a˛.t/P 2 ;
a non-separable Bernoulli equation.
(a) Assuming R t that P .0/ D P0 > 0, find P for t > 0. H INT: Express your result in terms of the
integral 0 ˛. /e a d .
(b) Verify that your result reduces to the known results for the Malthusian model where ˛ D 0,
and the Verhulst model where ˛ is a nonzero constant.
(c) Assuming that Z t
at
lim e ˛. /e a d D L
t !1 0
exists (finite or infinite), find limt !1 P .t/.
In Exercises 15–18 solve the equation explicitly.
yCx y 2 C 2xy
15. 0
y D 16. y0 D
x x2
17. xy 3 y 0 D y 4 C x 4 y y
18. y0 D C sec
x x
70 Chapter 2 First Order Equations
In Exercises 19-21 solve the equation explicitly. Also, plot a direction field and some integral curves on
the indicated rectangular region.
19. C/G x 2 y 0 D xy C x 2 C y 2 I f 8 x 8; 8 y 8g
20. C/G xyy 0 D x 2 C 2y 2 I f 4 x 4; 4 y 4g
2 2 .y=x/2
2y C x e
21. C/G y 0 D I f 8 x 8; 8 y 8g
2xy
In Exercises 22–27 solve the initial value problem.
xy C y 2
22. y0 D ; y. 1/ D 2
x2
x3 C y3
23. y0 D ; y.1/ D 3
xy 2
24. xyy 0 C x 2 C y 2 D 0; y.1/ D 2
2 2
y 3xy 5x
25. y0 D ; y.1/ D 1
x2
26. x 2y 0 D 2x 2 C y 2 C 4xy; y.1/ D 1
p
27. xyy 0 D 3x 2 C 4y 2 ; y.1/ D 3
In Exercises 28–34 solve the given homogeneous equation implicitly.
xCy 29. .y 0 x y/.ln jyj ln jxj/ D x
28. y0 D
x y
y 3 C 2xy 2 C x 2 y C x 3 x C 2y
30. y0 D 31. y0 D
x.y C x/2 2x C y
y xy 2 C 2y 3
32. y0 D 33. y0 D
y 2x x 3 C x 2 y C xy 2
x 3 C x 2 y C 3y 3
34. y0 D
x 3 C 3xy 2
35. L
(a) Find a solution of the initial value problem
x 2 y 0 D y 2 C xy 4x 2 ; y. 1/ D 0 .A/
on the interval . 1; 0/. Verify that this solution is actually valid on . 1; 1/.
(b) Use Theorem 2.3.1 to show that (A) has a unique solution on . 1; 0/.
(c) Plot a direction field for the differential equation in (A) on a square
f r x r; r y r g;
where r is any positive number. Graph the solution you obtained in (a) on this field.
(d) Graph other solutions of (A) that are defined on . 1; 1/.
Section 2.4 Transformation of Nonlinear Equations into Separable Equations 71
(e) Graph other solutions of (A) that are defined only on intervals of the form . 1; a/, where is
a finite positive number.
36. L
(a) Solve the equation
xyy 0 D x 2 xy C y 2 .A/
implicitly.
(b) Plot a direction field for (A) on a square
f0 x r; 0 y r g
where r is any positive number.
(c) Let K be a positive integer. (You may have to try several choices for K.) Graph solutions of
the initial value problems
kr
xyy 0 D x 2 xy C y 2 ; y.r=2/ D ;
K
for k D 1, 2, . . . , K. Based on your observations, find conditions on the positive numbers
x0 and y0 such that the initial value problem
xyy 0 D x 2 xy C y 2 ; y.x0 / D y0 ; .B/
has a unique solution (i) on .0; 1/ or (ii) only on an interval .a; 1/, where a > 0?
(d) What can you say about the graph of the solution of (B) as x ! 1? (Again, assume that
x0 > 0 and y0 > 0.)
37. L
(a) Solve the equation
2y 2 xy C 2x 2
y0 D .A/
xy C 2x 2
implicitly.
(b) Plot a direction field for (A) on a square
f r x r; r y r g
where r is any positive number. By graphing solutions of (A), determine necessary and
sufficient conditions on .x0 ; y0/ such that (A) has a solution on (i) . 1; 0/ or (ii) .0; 1/
such that y.x0 / D y0 .
38. L Follow the instructions of Exercise 37 for the equation
xy C x 2 C y 2
y0 D :
xy
39. L Pick any nonlinear homogeneous equation y 0 D q.y=x/ you like, and plot direction fields on
the square f r x r; r y r g, where r > 0. What happens to the direction field as you
vary r ? Why?
72 Chapter 2 First Order Equations
40. Prove: If ad bc ¤ 0, the equation
ax C by C ˛
y0 D
cx C dy C ˇ
can be transformed into the homogeneous nonlinear equation
dY aX C bY
D
dX cX C d Y
by the substitution x D X X0 ; y D Y Y0, where X0 and Y0 are suitably chosen constants.
In Exercises 41-43 use a method suggested by Exercise 40 to solve the given equation implicitly.
6x C y 3 2x C y C 1
41. y0 D 42. y0 D
2x y 1 x C 2y 4
x C 3y 14
43. y0 D
xCy 2
In Exercises 44–51 find a function y1 such that the substitution y D uy1 transforms the given equation
into a separable equation of the form (2.4.6). Then solve the given equation explicitly.
44. 3xy 2 y 0 D y 3 C x 45. xyy 0 D 3x 6 C 6y 2
46. x 3y 0 D 2.y 2 C x 2 y x4/ 47. y0 D y2 e x
C 4y C 2e x
y 2 C y tan x C tan2 x 49. x.ln x/2 y 0 D 4.ln x/2 C y ln x C y 2
48. y0 D
sin2 x
p p
50. 2x.y C 2 x/y 0 D .y C x/2 51.
2 2
.y C e x /y 0 D 2x.y 2 C ye x C e 2x /
2
52. Solve the initial value problem
2 3x 2 y 2 C 6xy C 2
y0 C yD ; y.2/ D 2:
x x 2 .2xy C 3/
53. Solve the initial value problem
3 3x 4 y 2 C 10x 2y C 6
y0 C yD ; y.1/ D 1:
x x 3 .2x 2 y C 5/
54. Prove: If y is a solution of a homogeneous nonlinear equation y 0 D q.y=x/, so is y1 D y.ax/=a,
where a is any nonzero constant.
55. A generalized Riccati equation is of the form
y 0 D P .x/ C Q.x/y C R.x/y 2 : .A/
(If R 1, (A) is a Riccati equation.) Let y1 be a known solution and y an arbitrary solution of
(A). Let ´ D y y1 . Show that ´ is a solution of a Bernoulli equation with n D 2.
Section 2.5 Exact Equations 73
In Exercises 56–59, given that y1 is a solution of the given equation, use the method suggested by Exercise
55 to find other solutions.
56. y0 D 1 C x .1 C 2x/y C xy 2 ; y1 D 1
2x x 2
57. 0
y De C .1 2e /y C y ; y1 D e x
58. xy 0 D 2 x C .2x 2/y xy 2 ; y1 D 1
0 3 2 2
59. xy D x C .1 2x /y C xy ; y1 D x
2.5 EXACT EQUATIONS
In this section it’s convenient to write first order differential equations in the form
M.x; y/ dx C N.x; y/ dy D 0: (2.5.1)
This equation can be interpreted as
dy
M.x; y/ C N.x; y/ D 0; (2.5.2)
dx
where x is the independent variable and y is the dependent variable, or as
dx
M.x; y/ C N.x; y/ D 0; (2.5.3)
dy
where y is the independent variable and x is the dependent variable. Since the solutions of (2.5.2) and
(2.5.3) will often have to be left in implicit, form we’ll say that F .x; y/ D c is an implicit solution of
(2.5.1) if every differentiable function y D y.x/ that satisfies F .x; y/ D c is a solution of (2.5.2) and
every differentiable function x D x.y/ that satisfies F .x; y/ D c is a solution of (2.5.3).
Here are some examples:
Equation (2.5.1) Equation (2.5.2) Equation (2.5.3)
dy dx
3x 2 y 2 dx C 2x 3 y dy D 0 3x 2y 2 C 2x 3 y D0 3x 2 y 2 C 2x 3 y D 0
dx dy
dy dx
.x 2 C y 2 / dx C 2xy dy D 0 .x 2 C y 2 / C 2xy D0 .x 2 C y 2 / C 2xy D 0
dx dy
dy dx
3y sin x dx 2xy cos x dy D 0 3y sin x 2xy cos x D0 3y sin x 2xy cos x D 0
dx dy
Note that a separable equation can be written as (2.5.1) as
M.x/ dx C N.y/ dy D 0:
We’ll develop a method for solving (2.5.1) under appropriate assumptions on M and N . This method
is an extension of the method of separation of variables (Exercise 41). Before stating it we consider an
example.
74 Chapter 2 First Order Equations
Example 2.5.1 Show that
x 4 y 3 C x 2 y 5 C 2xy D c (2.5.4)
is an implicit solution of
.4x 3 y 3 C 2xy 5 C 2y/ dx C .3x 4 y 2 C 5x 2y 4 C 2x/ dy D 0: (2.5.5)
Solution Regarding y as a function of x and differentiating (2.5.4) implicitly with respect to x yields
dy
.4x 3 y 3 C 2xy 5 C 2y/ C .3x 4 y 2 C 5x 2 y 4 C 2x/ D 0:
dx
Similarly, regarding x as a function of y and differentiating (2.5.4) implicitly with respect to y yields
dx
.4x 3 y 3 C 2xy 5 C 2y/ C .3x 4 y 2 C 5x 2 y 4 C 2x/ D 0:
dy
Therefore (2.5.4) is an implicit solution of (2.5.5) in either of its two possible interpretations.
You may think this example is pointless, since concocting a differential equation that has a given
implicit solution isn’t particularly interesting. However, it illustrates the next important theorem, which
we’ll prove by using implicit differentiation, as in Example 2.5.1.
Theorem 2.5.1 If F D F .x; y/ has continuous partial derivatives Fx and Fy , then
F .x; y/ D c (c=constant); (2.5.6)
is an implicit solution of the differential equation
Fx .x; y/ dx C Fy .x; y/ dy D 0: (2.5.7)
Proof Regarding y as a function of x and differentiating (2.5.6) implicitly with respect to x yields
dy
Fx .x; y/ C Fy .x; y/ D 0:
dx
On the other hand, regarding x as a function of y and differentiating (2.5.6) implicitly with respect to y
yields
dx
Fx .x; y/ C Fy .x; y/ D 0:
dy
Thus, (2.5.6) is an implicit solution of (2.5.7) in either of its two possible interpretations.
We’ll say that the equation
M.x; y/ dx C N.x; y/ dy D 0 (2.5.8)
is exact on an an open rectangle R if there’s a function F D F .x; y/ such Fx and Fy are continuous, and
Fx .x; y/ D M.x; y/ and Fy .x; y/ D N.x; y/ (2.5.9)
for all .x; y/ in R. This usage of “exact” is related to its usage in calculus, where the expression
Fx .x; y/ dx C Fy .x; y/ dy
(obtained by substituting (2.5.9) into the left side of (2.5.8)) is the exact differential of F .
Example 2.5.1 shows that it’s easy to solve (2.5.8) if it’s exact and we know a function F that satisfies
(2.5.9). The important questions are:
Section 2.5 Exact Equations 75
Q UESTION 1. Given an equation (2.5.8), how can we determine whether it’s exact?
Q UESTION 2. If (2.5.8) is exact, how do we find a function F satisfying (2.5.9)?
To discover the answer to Question 1, assume that there’s a function F that satisfies (2.5.9) on some
open rectangle R, and in addition that F has continuous mixed partial derivatives Fxy and Fyx . Then a
theorem from calculus implies that
Fxy D Fyx : (2.5.10)
If Fx D M and Fy D N , differentiating the first of these equations with respect to y and the second with
respect to x yields
Fxy D My and Fyx D Nx : (2.5.11)
From (2.5.10) and (2.5.11), we conclude that a necessary condition for exactness is that My D Nx . This
motivates the next theorem, which we state without proof.
Theorem 2.5.2 ŒThe Exactness Condition Suppose M and N are continuous and have continuous par-
tial derivatives My and Nx on an open rectangle R: Then
M.x; y/ dx C N.x; y/ dy D 0
is exact on R if and only if
My .x; y/ D Nx .x; y/ (2.5.12)
for all .x; y/ in R:.
To help you remember the exactness condition, observe that the coefficients of dx and dy are differ-
entiated in (2.5.12) with respect to the “opposite” variables; that is, the coefficient of dx is differentiated
with respect to y, while the coefficient of dy is differentiated with respect to x.
Example 2.5.2 Show that the equation
3x 2 y dx C 4x 3 dy D 0
is not exact on any open rectangle.
Solution Here
M.x; y/ D 3x 2 y and N.x; y/ D 4x 3
so
My .x; y/ D 3x 2 and Nx .x; y/ D 12x 2:
Therefore My D Nx on the line x D 0, but not on any open rectangle, so there’s no function F such that
Fx .x; y/ D M.x; y/ and Fy .x; y/ D N.x; y/ for all .x; y/ on any open rectangle.
The next example illustrates two possible methods for finding a function F that satisfies the condition
Fx D M and Fy D N if M dx C N dy D 0 is exact.
Example 2.5.3 Solve
.4x 3 y 3 C 3x 2 / dx C .3x 4 y 2 C 6y 2 / dy D 0: (2.5.13)
Solution (Method 1) Here
M.x; y/ D 4x 3y 3 C 3x 2 ; N.x; y/ D 3x 4 y 2 C 6y 2 ;
76 Chapter 2 First Order Equations
and
My .x; y/ D Nx .x; y/ D 12x 3 y 2
for all .x; y/. Therefore Theorem 2.5.2 implies that there’s a function F such that
Fx .x; y/ D M.x; y/ D 4x 3 y 3 C 3x 2 (2.5.14)
and
Fy .x; y/ D N.x; y/ D 3x 4 y 2 C 6y 2 (2.5.15)
for all .x; y/. To find F , we integrate (2.5.14) with respect to x to obtain
F .x; y/ D x 4 y 3 C x 3 C .y/; (2.5.16)
where .y/ is the “constant” of integration. (Here is “constant” in that it’s independent of x, the
variable of integration.) If is any differentiable function of y then F satisfies (2.5.14). To determine
so that F also satisfies (2.5.15), assume that is differentiable and differentiate F with respect to y. This
yields
Fy .x; y/ D 3x 4 y 2 C 0 .y/:
Comparing this with (2.5.15) shows that
0 .y/ D 6y 2 :
We integrate this with respect to y and take the constant of integration to be zero because we’re interested
only in finding some F that satisfies (2.5.14) and (2.5.15). This yields
.y/ D 2y 3 :
Substituting this into (2.5.16) yields
F .x; y/ D x 4 y 3 C x 3 C 2y 3 : (2.5.17)
Now Theorem 2.5.1 implies that
x 4 y 3 C x 3 C 2y 3 D c
is an implicit solution of (2.5.13). Solving this for y yields the explicit solution
1=3
c x3
yD :
2 C x4
Solution (Method 2) Instead of first integrating (2.5.14) with respect to x, we could begin by integrating
(2.5.15) with respect to y to obtain
F .x; y/ D x 4 y 3 C 2y 3 C .x/; (2.5.18)
where is an arbitrary function of x. To determine , we assume that is differentiable and differentiate
F with respect to x, which yields
Fx .x; y/ D 4x 3y 3 C 0
.x/:
Comparing this with (2.5.14) shows that
0
.x/ D 3x 2 :
Section 2.5 Exact Equations 77
y
1
0.8
0.6
0.4
0.2
−0.2
−0.4
−0.6
−0.8
−1 x
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
Figure 2.5.1 A direction field and integral curves for .4x 3 y 3 C 3x 2/ dx C .3x 4 y 2 C 6y 2 / dy D 0
Integrating this and again taking the constant of integration to be zero yields
.x/ D x 3 :
Substituting this into (2.5.18) yields (2.5.17).
Figure 2.5.1 shows a direction field and some integral curves of (2.5.13),
Here’s a summary of the procedure used in Method 1 of this example. You should summarize procedure
used in Method 2.
Procedure For Solving An Exact Equation
Step 1. Check that the equation
M.x; y/ dx C N.x; y/ dy D 0 (2.5.19)
satisfies the exactness condition My D Nx . If not, don’t go further with this procedure.
Step 2. Integrate
@F .x; y/
D M.x; y/
@x
with respect to x to obtain
F .x; y/ D G.x; y/ C .y/; (2.5.20)
where G is an antiderivative of M with respect to x, and is an unknown function of y.
Step 3. Differentiate (2.5.20) with respect to y to obtain
@F .x; y/ @G.x; y/
D C 0 .y/:
@y @y
78 Chapter 2 First Order Equations
Step 4. Equate the right side of this equation to N and solve for 0 ; thus,
@G.x; y/ @G.x; y/
C 0 .y/ D N.x; y/; so 0 .y/ D N.x; y/ :
@y @y
Step 5. Integrate 0 with respect to y, taking the constant of integration to be zero, and substitute the
result in (2.5.20) to obtain F .x; y/.
Step 6. Set F .x; y/ D c to obtain an implicit solution of (2.5.19). If possible, solve for y explicitly as
a function of x.
It’s a common mistake to omit Step 6. However, it’s important to include this step, since F isn’t itself
a solution of (2.5.19).
Many equations can be conveniently solved by either of the two methods used in Example 2.5.3. How-
ever, sometimes the integration required in one approach is more difficult than in the other. In such cases
we choose the approach that requires the easier integration.
Example 2.5.4 Solve the equation
.ye xy tan x C e xy sec2 x/ dx C xe xy tan x dy D 0: (2.5.21)
Solution We leave it to you to check that My D Nx on any open rectangle where tan x and sec x are
defined. Here we must find a function F such that
Fx .x; y/ D ye xy tan x C e xy sec2 x (2.5.22)
and
Fy .x; y/ D xe xy tan x: (2.5.23)
It’s difficult to integrate (2.5.22) with respect to x, but easy to integrate (2.5.23) with respect to y. This
yields
F .x; y/ D e xy tan x C .x/: (2.5.24)
Differentiating this with respect to x yields
Fx .x; y/ D ye xy tan x C e xy sec2 x C 0
.x/:
0
Comparing this with (2.5.22) shows that .x/ D 0. Hence, is a constant, which we can take to be
zero in (2.5.24), and
e xy tan x D c
is an implicit solution of (2.5.21).
Attempting to apply our procedure to an equation that isn’t exact will lead to failure in Step 4, since
the function
@G
N
@y
won’t be independent of x if My ¤ Nx (Exercise 31), and therefore can’t be the derivative of a function
of y alone. Here’s an example that illustrates this.
Example 2.5.5 Verify that the equation
3x 2 y 2 dx C 6x 3y dy D 0 (2.5.25)
is not exact, and show that the procedure for solving exact equations fails when applied to (2.5.25).
Section 2.5 Exact Equations 79
Solution Here
My .x; y/ D 6x 2y and Nx .x; y/ D 18x 2 y;
so (2.5.25) isn’t exact. Nevertheless, let’s try to find a function F such that
Fx .x; y/ D 3x 2 y 2 (2.5.26)
and
Fy .x; y/ D 6x 3y: (2.5.27)
Integrating (2.5.26) with respect to x yields
F .x; y/ D x 3 y 2 C .y/;
and differentiating this with respect to y yields
Fy .x; y/ D 2x 3y C 0 .y/:
For this equation to be consistent with (2.5.27),
6x 3 y D 2x 3 y C 0 .y/;
or
0 .y/ D 4x 3 y:
This is a contradiction, since 0 must be independent of x. Therefore the procedure fails.
2.5 Exercises
In Exercises 1–17 determine which equations are exact and solve them.
1. 6x 2y 2 dx C 4x 3y dy D 0
2. .3y cos x C 4xe x C 2x 2e x / dx C .3 sin x C 3/ dy D 0
3. 14x 2y 3 dx C 21x 2 y 2 dy D 0
4. .2x 2y 2 / dx C .12y 2 4xy/ dy D 0
5. .x C y/2 dx C .x C y/2 dy D 0 6. .4x C 7y/ dx C .3x C 4y/ dy D 0
7. . 2y 2 sin x C 3y 3 2x/ dx C .4y cos x C 9xy 2 / dy D 0
8. .2x C y/ dx C .2y C 2x/ dy D 0
9. .3x 2 C 2xy C 4y 2 / dx C .x 2 C 8xy C 18y/ dy D 0
10. .2x 2 C 8xy C y 2 / dx C .2x 2 C xy 3 =3/ dy D 0
1 1
11. C 2x dx C C 2y dy D 0
x y
12. .y sin xy C xy 2 cos xy/ dx C .x sin xy C xy 2 cos xy/ dy D 0
x dx y dy
13. 2 2 3=2
C 2 D0
.x C y / .x C y 2 /3=2
e x .x 2 y 2 C 2xy 2 / C 6x dx C .2x 2 ye x C 2/ dy D 0
14.
2 2
15. x 2 e x Cy .2x 2 C 3/ C 4x dx C .x 3 e x Cy 12y 2 / dy D 0
80 Chapter 2 First Order Equations
e xy .x 4 y C 4x 3 / C 3y dx C .x 5 e xy C 3x/ dy D 0
16.
17. .3x 2 cos xy x 3 y sin xy C 4x/ dx C .8y x 4 sin xy/ dy D 0
In Exercises 18–22 solve the initial value problem.
18. .4x 3 y 2 6x 2y 2x 3/ dx C .2x 4 y 2x 3/ dy D 0; y.1/ D 3
2
19. . 4y cos x C 4 sin x cos x C sec x/ dx C .4y 4 sin x/ dy D 0; y.=4/ D 0
3 x 2 x
20. .y 1/e dx C 3y .e C 1/ dy D 0; y.0/ D 0
21. .sin x y sin x 2 cos x/ dx C cos x dy D 0; y.0/ D 1
22. .2x 1/.y 1/ dx C .x C 2/.x 3/ dy D 0; y.1/ D 1
23. C/G Solve the exact equation
.7x C 4y/ dx C .4x C 3y/ dy D 0:
Plot a direction field and some integral curves for this equation on the rectangle
f 1 x 1; 1 y 1g:
24. C/G Solve the exact equation
e x .x 4 y 2 C 4x 3 y 2 C 1/ dx C .2x 4 ye x C 2y/ dy D 0:
Plot a direction field and some integral curves for this equation on the rectangle
f 2 x 2; 1 y 1g:
25. C/G Plot a direction field and some integral curves for the exact equation
.x 3 y 4 C x/ dx C .x 4 y 3 C y/ dy D 0
on the rectangle f 1 x 1; 1 y 1g. (See Exercise 37(a)).
26. C/G Plot a direction field and some integral curves for the exact equation
.3x 2 C 2y/ dx C .2y C 2x/ dy D 0
on the rectangle f 2 x 2; 2 y 2g. (See Exercise 37(b)).
27. L
(a) Solve the exact equation
.x 3 y 4 C 2x/ dx C .x 4 y 3 C 3y/ dy D 0 .A/
implicitly.
(b) For what choices of .x0 ; y0/ does Theorem 2.3.1 imply that the initial value problem
.x 3 y 4 C 2x/ dx C .x 4 y 3 C 3y/ dy D 0; y.x0 / D y0 ; .B/
has a unique solution on an open interval .a; b/ that contains x0 ?
Section 2.5 Exact Equations 81
(c) Plot a direction field and some integral curves for (A) on a rectangular region centered at the
origin. What is the interval of validity of the solution of (B)?
28. L
(a) Solve the exact equation
.x 2 C y 2 / dx C 2xy dy D 0 .A/
implicitly.
(b) For what choices of .x0 ; y0/ does Theorem 2.3.1 imply that the initial value problem
.x 2 C y 2 / dx C 2xy dy D 0; y.x0 / D y0 ; .B/
has a unique solution y D y.x/ on some open interval .a; b/ that contains x0 ?
(c) Plot a direction field and some integral curves for (A). From the plot determine, the interval
.a; b/ of (b), the monotonicity properties (if any) of the solution of (B), and limx!aC y.x/
and limx!b y.x/. H INT: Your answers will depend upon which quadrant contains .x0 ; y0 /.
29. Find all functions M such that the equation is exact.
(a) M.x; y/ dx C .x 2 y 2 / dy D 0
(b) M.x; y/ dx C 2xy sin x cos y dy D 0
(c) M.x; y/ dx C .e x e y sin x/ dy D 0
30. Find all functions N such that the equation is exact.
(a) .x 3 y 2 C 2xy C 3y 2 / dx C N.x; y/ dy D 0
(b) .ln xy C 2y sin x/ dx C N.x; y/ dy D 0
(c) .x sin x C y sin y/ dx C N.x; y/ dy D 0
31. Suppose M; N; and their partial derivatives are continuous on an open rectangle R, and G is an
antiderivative of M with respect to x; that is,
@G
D M:
@x
Show that if My ¤ Nx in R then the function
@G
N
@y
is not independent of x.
32. Prove: If the equations M1 dx C N1 dy D 0 and M2 dx C N2 dy D 0 are exact on an open
rectangle R, so is the equation
.M1 C M2 / dx C .N1 C N2/ dy D 0:
33. Find conditions on the constants A, B, C , and D such that the equation
.Ax C By/ dx C .Cx C Dy/ dy D 0
is exact.
34. Find conditions on the constants A, B, C , D, E, and F such that the equation
.Ax 2 C Bxy C Cy 2 / dx C .Dx 2 C Exy C F y 2 / dy D 0
is exact.
82 Chapter 2 First Order Equations
35. Suppose M and N are continuous and have continuous partial derivatives My and Nx that satisfy
the exactness condition My D Nx on an open rectangle R. Show that if .x; y/ is in R and
Z x Z y
F .x; y/ D M.s; y0 / ds C N.x; t/ dt;
x0 y0
then Fx D M and Fy D N .
36. Under the assumptions of Exercise 35, show that
Z y Z x
F .x; y/ D N.x0 ; s/ ds C M.t; y/ dt:
y0 x0
37. Use the method suggested by Exercise 35, with .x0 ; y0/ D .0; 0/, to solve the these exact equa-
tions:
(a) .x 3 y 4 C x/ dx C .x 4 y 3 C y/ dy D 0
(b) .x 2 C y 2 / dx C 2xy dy D 0
(c) .3x 2 C 2y/ dx C .2y C 2x/ dy D 0
38. Solve the initial value problem
2 2xy
y0 C yD ; y.1/ D 2:
x x2 C 2x 2 y C 1
39. Solve the initial value problem
3 2x 4.4x 3 3y/
y0 yD ; y.1/ D 1:
x 3x 5 C 3x 3 C 2y
40. Solve the initial value problem
2
!
0 x2 3x C 2ye x
y C 2xy D e ; y.0/ D 1:
2x C 3ye x2
41. Rewrite the separable equation
h.y/y 0 D g.x/ .A/
as an exact equation
M.x; y/ dx C N.x; y/ dy D 0: .B/
Show that applying the method of this section to (B) yields the same solutions that would be
obtained by applying the method of separation of variables to (A)
42. Suppose all second partial derivatives of M D M.x; y/ and N D N.x; y/ are continuous and
M dx C N dy D 0 and N dx C M dy D 0 are exact on an open rectangle R. Show that
Mxx C Myy D Nxx C Nyy D 0 on R.
43. Suppose all second partial derivatives of F D F .x; y/ are continuous and Fxx C Fyy D 0 on an
open rectangle R. (A function with these properties is said to be harmonic; see also Exercise 42.)
Show that Fy dx C Fx dy D 0 is exact on R, and therefore there’s a function G such that
Gx D Fy and Gy D Fx in R. (A function G with this property is said to be a harmonic
conjugate of F .)
Section 2.6 Exact Equations 83
44. Verify that the following functions are harmonic, and find all their harmonic conjugates. (See
Exercise 43.)
(a) x 2 y 2 (b) e x cos y (c) x 3 3xy 2
(d) cos x cosh y (e) sin x cosh y
2.6 INTEGRATING FACTORS
In Section 2.5 we saw that if M , N , My and Nx are continuous and My D Nx on an open rectangle R
then
M.x; y/ dx C N.x; y/ dy D 0 (2.6.1)
is exact on R. Sometimes an equation that isn’t exact can be made exact by multiplying it by an appro-
priate function. For example,
.3x C 2y 2 / dx C 2xy dy D 0 (2.6.2)
is not exact, since My .x; y/ D 4y ¤ Nx .x; y/ D 2y in (2.6.2). However, multiplying (2.6.2) by x yields
.3x 2 C 2xy 2 / dx C 2x 2y dy D 0; (2.6.3)
which is exact, since My .x; y/ D Nx .x; y/ D 4xy in (2.6.3). Solving (2.6.3) by the procedure given in
Section 2.5 yields the implicit solution
x 3 C x 2 y 2 D c:
A function D .x; y/ is an integrating factor for (2.6.1) if
.x; y/M.x; y/ dx C .x; y/N.x; y/ dy D 0 (2.6.4)
is exact. If we know an integrating factor for (2.6.1), we can solve the exact equation (2.6.4) by the
method of Section 2.5. It would be nice if we could say that (2.6.1) and (2.6.4) always have the same
solutions, but this isn’t so. For example, a solution y D y.x/ of (2.6.4) such that .x; y.x// D 0 on
some interval a < x < b could fail to be a solution of (2.6.1) (Exercise 1), while (2.6.1) may have a
solution y D y.x/ such that .x; y.x// isn’t even defined (Exercise 2). Similar comments apply if y is
the independent variable and x is the dependent variable in (2.6.1) and (2.6.4). However, if .x; y/ is
defined and nonzero for all .x; y/, (2.6.1) and (2.6.4) are equivalent; that is, they have the same solutions.
Finding Integrating Factors
By applying Theorem 2.5.2 (with M and N replaced by M and N ), we see that (2.6.4) is exact on an
open rectangle R if M , N , .M /y , and .N /x are continuous and
@ @
.M / D .N / or, equivalently, y M C My D x N C Nx
@y @x
on R. It’s better to rewrite the last equation as
.My Nx / D x N y M; (2.6.5)
which reduces to the known result for exact equations; that is, if My D Nx then (2.6.5) holds with D 1,
so (2.6.1) is exact.
You may think (2.6.5) is of little value, since it involves partial derivatives of the unknown integrating
factor , and we haven’t studied methods for solving such equations. However, we’ll now show that
84 Chapter 2 Integrating Factors
(2.6.5) is useful if we restrict our search to integrating factors that are products of a function of x and a
function of y; that is, .x; y/ D P .x/Q.y/. We’re not saying that every equation M dx C N dy D 0
has an integrating factor of this form; rather, we’re saying that some equations have such integrating
factors.We’llnow develop a way to determine whether a given equation has such an integrating factor,
and a method for finding the integrating factor in this case.
If .x; y/ D P .x/Q.y/, then x .x; y/ D P 0 .x/Q.y/ and y .x; y/ D P .x/Q0 .y/, so (2.6.5) be-
comes
P .x/Q.y/.My Nx / D P 0 .x/Q.y/N P .x/Q0 .y/M; (2.6.6)
or, after dividing through by P .x/Q.y/,
P 0 .x/ Q0 .y/
My Nx D N M: (2.6.7)
P .x/ Q.y/
Now let
P 0 .x/ Q0 .y/
p.x/ D and q.y/ D ;
P .x/ Q.y/
so (2.6.7) becomes
My Nx D p.x/N q.y/M: (2.6.8)
We obtained (2.6.8) by assuming that M dx C N dy D 0 has an integrating factor .x; y/ D
P .x/Q.y/. However, we can now view (2.6.7) differently: If there are functions p D p.x/ and q D q.y/
that satisfy (2.6.8) and we define
R R
p.x/ dx q.y/ dy
P .x/ D ˙e and Q.y/ D ˙e ; (2.6.9)
then reversing the steps that led from (2.6.6) to (2.6.8) shows that .x; y/ D P .x/Q.y/ is an integrating
factor for M dx C N dy D 0. In using this result, we take the constants of integration in (2.6.9) to be
zero and choose the signs conveniently so the integrating factor has the simplest form.
There’s no simple general method for ascertaining whether functions p D p.x/ and q D q.y/ satisfy-
ing (2.6.8) exist. However, the next theorem gives simple sufficient conditions for the given equation to
have an integrating factor that depends on only one of the independent variables x and y, and for finding
an integrating factor in this case.
Theorem 2.6.1 Let M; N; My ; and Nx be continuous on an open rectangle R: ThenW
(a) If .My Nx /=N is independent of y on R and we define
My Nx
p.x/ D
N
then R
p.x/ dx
.x/ D ˙e (2.6.10)
is an integrating factor for
M.x; y/ dx C N.x; y/ dy D 0 (2.6.11)
on R:
(b) If .Nx My /=M is independent of x on R and we define
Nx My
q.y/ D ;
M
then R
q.y/ dy
.y/ D ˙e (2.6.12)
is an integrating factor for (2.6.11) on R:
Section 2.6 Exact Equations 85
Proof (a) If .My Nx /=N is independent of y, then (2.6.8) holds with p D .My Nx /=N and q 0.
Therefore R R
p.x/ dx q.y/ dy
P .x/ D ˙e and Q.y/ D ˙e D ˙e 0 D ˙1;
so (2.6.10) is an integrating factor for (2.6.11) on R.
(b) If .Nx My /=M is independent of x then eqrefeq:2.6.8 holds with p 0 and q D .Nx My /=M ,
and a similar argument shows that (2.6.12) is an integrating factor for (2.6.11) on R.
The next two examples show how to apply Theorem 2.6.1.
Example 2.6.1 Find an integrating factor for the equation
.2xy 3 2x 3y 3 4xy 2 C 2x/ dx C .3x 2 y 2 C 4y/ dy D 0 (2.6.13)
and solve the equation.
Solution In (2.6.13)
M D 2xy 3 2x 3 y 3 4xy 2 C 2x; N D 3x 2y 2 C 4y;
and
My Nx D .6xy 2 6x 3 y 2 8xy/ 6xy 2 D 6x 3 y 2 8xy;
so (2.6.13) isn’t exact. However,
My Nx 6x 3 y 2 C 8xy
D D 2x
N 3x 2y 2 C 4y
is independent of y, so Theorem 2.6.1(a) applies with p.x/ D 2x. Since
Z Z
p.x/ dx D 2x dx D x 2 ;
x2
.x/ D e is an integrating factor. Multiplying (2.6.13) by yields the exact equation
x2 x2
e .2xy 3 2x 3 y 3 4xy 2 C 2x/ dx C e .3x 2 y 2 C 4y/ dy D 0: (2.6.14)
To solve this equation, we must find a function F such that
x2
Fx .x; y/ D e .2xy 3 2x 3 y 3 4xy 2 C 2x/ (2.6.15)
and
x2
Fy .x; y/ D e .3x 2 y 2 C 4y/: (2.6.16)
Integrating (2.6.16) with respect to y yields
x2
F .x; y/ D e .x 2 y 3 C 2y 2 / C .x/: (2.6.17)
Differentiating this with respect to x yields
x2
Fx .x; y/ D e .2xy 3 2x 3y 3 4xy 2 / C 0
.x/:
x2 x2
Comparing this with (2.6.15) shows that 0 .x/ D 2xe ; therefore, we can let .x/ D e in
(2.6.17) and conclude that
2
e x y 2 .x 2 y C 2/
1 Dc
is an implicit solution of (2.6.14). It is also an implicit solution of (2.6.13).
Figure 2.6.1 shows a direction field and some integal curves for (2.6.13)
86 Chapter 2 Integrating Factors
y
4
0 x
−1
−2
−3
−4
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2
Figure 2.6.1 A direction field and integral curves for
.2xy 3 2x 3y 3 4xy 2 C 2x/ dx C .3x 2 y 2 C 4y/ dy D 0
Example 2.6.2 Find an integrating factor for
2xy 3 dx C .3x 2 y 2 C x 2 y 3 C 1/ dy D 0 (2.6.18)
and solve the equation.
Solution In (2.6.18),
M D 2xy 3 ; N D 3x 2y 2 C x 2 y 3 C 1;
and
My Nx D 6xy 2 .6xy 2 C 2xy 3 / D 2xy 3 ;
so (2.6.18) isn’t exact. Moreover,
My Nx 2xy 3
D
N 3x 2 y 2 C x2y2 C 1
is not independent of y, so Theorem 2.6.1(a) does not apply. However, Theorem 2.6.1(b) does apply,
since
Nx My 2xy 3
D D1
M 2xy 3
is independent of x, so we can take q.y/ D 1. Since
Z Z
q.y/ dy D dy D y;
Section 2.6 Exact Equations 87
.y/ D e y is an integrating factor. Multiplying (2.6.18) by yields the exact equation
2xy 3 e y dx C .3x 2 y 2 C x 2 y 3 C 1/e y dy D 0: (2.6.19)
To solve this equation, we must find a function F such that
Fx .x; y/ D 2xy 3 e y (2.6.20)
and
Fy .x; y/ D .3x 2 y 2 C x 2 y 3 C 1/e y : (2.6.21)
Integrating (2.6.20) with respect to x yields
F .x; y/ D x 2 y 3 e y C .y/: (2.6.22)
Differentiating this with respect to y yields
Fy D .3x 2 y 2 C x 2 y 3 /e y C 0 .y/;
and comparing this with (2.6.21) shows that 0 .y/ D e y . Therefore we set .y/ D e y in (2.6.22) and
conclude that
.x 2 y 3 C 1/e y D c
is an implicit solution of (2.6.19). It is also an implicit solution of (2.6.18). Figure 2.6.2 shows a direction
field and some integral curves for (2.6.18).
0 x
−1
−2
−3
−4
−4 −3 −2 −1 0 1 2 3 4
Figure 2.6.2 A direction field and integral curves for 2xy 3 e y dx C .3x 2 y 2 C x 2 y 3 C 1/e y dy D 0
Theorem 2.6.1 does not apply in the next example, but the more general argument that led to Theo-
rem 2.6.1 provides an integrating factor.
88 Chapter 2 Integrating Factors
Example 2.6.3 Find an integrating factor for
.3xy C 6y 2 / dx C .2x 2 C 9xy/ dy D 0 (2.6.23)
and solve the equation.
Solution In (2.6.23)
M D 3xy C 6y 2 ; N D 2x 2 C 9xy;
and
My Nx D .3x C 12y/ .4x C 9y/ D x C 3y:
Therefore
My Nx x C 3y Nx My x 3y
D and D ;
M 3xy C 6y 2 N 2x 2 C 9xy
so Theorem 2.6.1 does not apply. Following the more general argument that led to Theorem 2.6.1, we
look for functions p D p.x/ and q D q.y/ such that
My Nx D p.x/N q.y/M I
that is,
x C 3y D p.x/.2x 2 C 9xy/ q.y/.3xy C 6y 2 /:
Since the left side contains only first degree terms in x and y, we rewrite this equation as
xp.x/.2x C 9y/ yq.y/.3x C 6y/ D x C 3y:
This will be an identity if
xp.x/ D A and yq.y/ D B; (2.6.24)
where A and B are constants such that
x C 3y D A.2x C 9y/ B.3x C 6y/;
or, equivalently,
x C 3y D .2A 3B/x C .9A 6B/y:
Equating the coefficients of x and y on both sides shows that the last equation holds for all .x; y/ if
2A 3B D 1
9A 6B D 3;
which has the solution A D 1, B D 1. Therefore (2.6.24) implies that
1 1
p.x/ D and q.y/ D :
x y
Since Z Z
p.x/ dx D ln jxj and q.y/ dy D ln jyj;
we can let P .x/ D x and Q.y/ D y; hence, .x; y/ D xy is an integrating factor. Multiplying (2.6.23)
by yields the exact equation
.3x 2 y 2 C 6xy 3 / dx C .2x 3 y C 9x 2 y 2 / dy D 0:
Section 2.6 Exact Equations 89
1.5
0.5
0 x
−0.5
−1
−1.5
−2
−4 −3 −2 −1 0 1 2 3 4
Figure 2.6.3 A direction field and integral curves for .3xy C 6y 2 / dx C .2x 2 C 9xy/ dy D 0
We leave it to you to use the method of Section 2.5 to show that this equation has the implicit solution
x 3 y 2 C 3x 2y 3 D c: (2.6.25)
This is also an implicit solution of (2.6.23). Since x 0 and y 0 satisfy (2.6.25), you should check to
see that x 0 and y 0 are also solutions of (2.6.23). (Why is it necesary to check this?)
Figure 2.6.3 shows a direction field and integral curves for (2.6.23).
See Exercise 28 for a general discussion of equations like (2.6.23).
Example 2.6.4 The separable equation
y dx C .x C x 6 / dy D 0 (2.6.26)
can be converted to the exact equation
dx dy
6
C D0 (2.6.27)
xCx y
by multiplying through by the integrating factor
1
.x; y/ D :
y.x C x 6 /
However, to solve (2.6.27) by the method of Section 2.5 we would have to evaluate the nasty integral
dx
Z
:
x C x6
Instead, we solve (2.6.26) explicitly for y by finding an integrating factor of the form .x; y/ D x a y b .
90 Chapter 2 Integrating Factors
0.8
0.6
0.4
0.2
0 x
−0.2
−0.4
−0.6
−0.8
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
Figure 2.6.4 A direction field and integral curves for y dx C .x C x 6 / dy D 0
Solution In (2.6.26)
M D y; N D x C x 6 ;
and
My Nx D 1 .1 C 6x 5/ D 2 6x 5 :
We look for functions p D p.x/ and q D q.y/ such that
My Nx D p.x/N q.y/M I
that is,
2 6x 5 D p.x/.x C x 6 / C q.y/y: (2.6.28)
5
The right side will contain the term 6x if p.x/ D 6=x. Then (2.6.28) becomes
2 6x 5 D 6 6x 5 C q.y/y;
so q.y/ D 4=y. Since Z Z
6 1
p.x/ dx D dx D 6 ln jxj D ln 6 ;
x x
and Z Z
4
q.y/ dy D dy D 4 ln jyj D ln y 4 ;
y
we can take P .x/ D x 6 and Q.y/ D y 4 , which yields the integrating factor .x; y/ D x 6 4
y .
Multiplying (2.6.26) by yields the exact equation
y5
4
y 4
dx C Cy dy D 0:
x6 x5
Section 2.6 Exact Equations 91
We leave it to you to use the method of the Section 2.5 to show that this equation has the implicit solution
y 5
C y 5 D k:
x
Solving for y yields
y D k 1=5 x.1 C x 5 / 1=5 ;
which we rewrite as
y D cx.1 C x 5 / 1=5
by renaming the arbitrary constant. This is also a solution of (2.6.26).
Figure 2.6.4 shows a direction field and some integral curves for (2.6.26).
2.6 Exercises
1. (a) Verify that .x; y/ D y is an integrating factor for
1
y dx C 2x C dy D 0 .A/
y
on any open rectangle that does not intersect the x axis or, equivalently, that
y 2 dx C .2xy C 1/ dy D 0 .B/
is exact on any such rectangle.
(b) Verify that y 0 is a solution of (B), but not of (A).
(c) Show that
y.xy C 1/ D c .C/
is an implicit solution of (B), and explain why every differentiable function y D y.x/ other
than y 0 that satisfies (C) is also a solution of (A).
2. (a) Verify that .x; y/ D 1=.x y/2 is an integrating factor for
y 2 dx C x 2 dy D 0 .A/
on any open rectangle that does not intersect the line y D x or, equivalently, that
y2 x2
2
dx C dy D 0 .B/
.x y/ .x y/2
is exact on any such rectangle.
(b) Use Theorem 2.2.1 to show that
xy
Dc .C/
.x y/
is an implicit solution of (B), and explain why it’s also an implicit solution of (A)
(c) Verify that y D x is a solution of (A), even though it can’t be obtained from (C).
In Exercises 3–16 find an integrating factor; that is a function of only one variable, and solve the given
equation.
3. y dx x dy D 0 4. 3x 2 y dx C 2x 3 dy D 0
5. 2y 3 dx C 3y 2 dy D 0 6. .5xy C 2y C 5/ dx C 2x dy D 0
92 Chapter 2 Integrating Factors
7. .xy C x C 2y C 1/ dx C .x C 1/ dy D 0
8. .27xy 2 C 8y 3 / dx C .18x 2 y C 12xy 2 / dy D 0
9. .6xy 2 C 2y/ dx C .12x 2 y C 6x C 3/ dy D 0
2 2 1
10. y dx C xy C 3xy C dy D 0
y
11. .12x 3y C 24x 2y 2 / dx C .9x 4 C 32x 3y C 4y/ dy D 0
12. .x 2 y C 4xy C 2y/ dx C .x 2 C x/ dy D 0
13. y dx C .x 4 x/ dy D 0
14. cos x cos y dx C .sin x cos y sin x sin y C y/ dy D 0
2 2
15. .2xy C y / dx C .2xy C x 2x 2 y 2 2xy 3 / dy D 0
16. y sin y dx C x.sin y y cos y/ dy D 0
In Exercises 17–23 find an integrating factor of the form .x; y/ D P .x/Q.y/ and solve the given
equation.
17. y.1 C 5 ln jxj/ dx C 4x ln jxj dy D 0
18. .˛y C xy/ dx C .ˇx C ıxy/ dy D 0
19. .3x 2 y 3 y 2 C y/ dx C . xy C 2x/ dy D 0
20. 2y dx C 3.x 2 C x 2 y 3 / dy D 0
21. .a cos xy y sin xy/ dx C .b cos xy x sin xy/ dy D 0
4 4 5 3
22. x y dx C x y dy D 0
23. y.x cos x C 2 sin x/ dx C x.y C 1/ sin x dy D 0
In Exercises 24–27 find an integrating factor and solve the equation. Plot a direction field and some
integral curves for the equation in the indicated rectangular region.
24. C/G .x 4 y 3 C y/ dx C .x 5 y 2 x/ dy D 0I f 1 x 1; 1 y 1g
25. C/G .3xy C 2y 2 C y/ dx C .x 2 C 2xy C x C 2y/ dy D 0I f 2 x 2; 2 y 2g
26. C/G .12xy C 6y 3 / dx C .9x 2 C 10xy 2 / dy D 0I f 2 x 2; 2 y 2g
2 2
27. C/G .3x y C 2y/ dx C 2x dy D 0I f 4 x 4; 4 y 4g
28. Suppose a, b, c, and d are constants such that ad bc ¤ 0, and let m and n be arbitrary real
numbers. Show that
.ax m y C by nC1 / dx C .cx mC1 C dxy n / dy D 0
has an integrating factor .x; y/ D x ˛ y ˇ .
29. Suppose M , N , Mx , and Ny are continuous for all .x; y/, and D .x; y/ is an integrating
factor for
M.x; y/ dx C N.x; y/ dy D 0: .A/
Assume that x and y are continuous for all .x; y/, and suppose y D y.x/ is a differentiable
function such that .x; y.x// D 0 and x .x; y.x// ¤ 0 for all x in some interval I . Show that y
is a solution of (A) on I .
Section 2.6 Exact Equations 93
30. According to Theorem 2.1.2, the general solution of the linear nonhomogeneous equation
y 0 C p.x/y D f .x/ .A/
is Z
y D y1 .x/ c C f .x/=y1 .x/ dx ; .B/
where y1 is any nontrivial solution of the complementary equation y 0 C p.x/y D 0. In this
exercise we obtain this conclusion in a different way. You may find it instructive to apply the
method suggested here to solve some of the exercises in Section 2.1.
(a) Rewrite (A) as
Œp.x/y f .x/ dx C dy D 0; .C/
R
and show that D ˙e p.x/ dx is anRintegrating factor for (C).
(b) Multiply (A) through by D ˙e p.x/ dx and verify that the resulting equation can be
rewritten as
..x/y/0 D .x/f .x/:
Then integrate both sides of this equation and solve for y to show that the general solution
of (A) is
1
Z
yD c C f .x/.x/ dx :
.x/
Why is this form of the general solution equivalent to (B)?
CHAPTER 3
Numerical Methods
In this chapter we study numerical methods for solving a first order differential equation
y 0 D f .x; y/:
SECTION 3.1 deals with Euler’s method, which is really too crude to be of much use in practical appli-
cations. However, its simplicity allows for an introduction to the ideas required to understand the better
methods discussed in the other two sections.
SECTION 3.2 discusses improvements on Euler’s method.
SECTION 3.3 deals with the Runge-Kutta method, perhaps the most widely used method for numerical
solution of differential equations.
95
96 Chapter 3 Numerical Methods
3.1 EULER’S METHOD
If an initial value problem
y 0 D f .x; y/; y.x0 / D y0 (3.1.1)
can’t be solved analytically, it’s necessary to resort to numerical methods to obtain useful approximations
to a solution of (3.1.1). We’ll consider such methods in this chapter.
We’re interested in computing approximate values of the solution of (3.1.1) at equally spaced points
x0 , x1 , . . . , xn D b in an interval Œx0; b. Thus,
xi D x0 C ih; i D 0; 1; : : : ; n;
where
b x0
hD :
n
We’ll denote the approximate values of the solution at these points by y0 , y1 , . . . , yn ; thus, yi is an
approximation to y.xi /. We’ll call
ei D y.xi / yi
the error at the i th step. Because of the initial condition y.x0 / D y0 , we’ll always have e0 D 0. However,
in general ei ¤ 0 if i > 0.
We encounter two sources of error in applying a numerical method to solve an initial value problem:
The formulas defining the method are based on some sort of approximation. Errors due to the
inaccuracy of the approximation are called truncation errors.
Computers do arithmetic with a fixed number of digits, and therefore make errors in evaluating
the formulas defining the numerical methods. Errors due to the computer’s inability to do exact
arithmetic are called roundoff errors.
Since a careful analysis of roundoff error is beyond the scope of this book, we’ll consider only trunca-
tion errors.
Euler’s Method
The simplest numerical method for solving (3.1.1) is Euler’s method. This method is so crude that it is
seldom used in practice; however, its simplicity makes it useful for illustrative purposes.
Euler’s method is based on the assumption that the tangent line to the integral curve of (3.1.1) at
.xi ; y.xi // approximates the integral curve over the interval Œxi ; xi C1 . Since the slope of the integral
curve of (3.1.1) at .xi ; y.xi // is y 0 .xi / D f .xi ; y.xi //, the equation of the tangent line to the integral
curve at .xi ; y.xi // is
y D y.xi / C f .xi ; y.xi //.x xi /: (3.1.2)
Setting x D xi C1 D xi C h in (3.1.2) yields
yi C1 D y.xi / C hf .xi ; y.xi // (3.1.3)
as an approximation to y.xi C1 /. Since y.x0 / D y0 is known, we can use (3.1.3) with i D 0 to compute
y1 D y0 C hf .x0 ; y0 /:
However, setting i D 1 in (3.1.3) yields
y2 D y.x1 / C hf .x1 ; y.x1 //;
Section 3.1 Euler’s Method 97
which isn’t useful, since we don’t know y.x1 /. Therefore we replace y.x1 / by its approximate value y1
and redefine
y2 D y1 C hf .x1 ; y1 /:
Having computed y2 , we can compute
y3 D y2 C hf .x2 ; y2 /:
In general, Euler’s method starts with the known value y.x0 / D y0 and computes y1 , y2 , . . . , yn succes-
sively by with the formula
yi C1 D yi C hf .xi ; yi /; 0i n 1: (3.1.4)
The next example illustrates the computational procedure indicated in Euler’s method.
Example 3.1.1 Use Euler’s method with h D 0:1 to find approximate values for the solution of the initial
value problem
y 0 C 2y D x 3 e 2x ; y.0/ D 1 (3.1.5)
at x D 0:1; 0:2; 0:3.
Solution We rewrite (3.1.5) as
y 0 D 2y C x 3 e 2x
; y.0/ D 1;
which is of the form (3.1.1), with
f .x; y/ D 2y C x 3 e 2x
; x0 D 0; and y0 D 1:
Euler’s method yields
y1 D y0 C hf .x0 ; y0/
D 1 C .:1/f .0; 1/ D 1 C .:1/. 2/ D :8;
y2 D y1 C hf .x1 ; y1/
2.:8/ C .:1/3 e :2
D :8 C .:1/f .:1; :8/ D :8 C .:1/ D :640081873;
y3 D y2 C hf .x2 ; y2/
2.:640081873/ C .:2/3 e :4
D :640081873 C .:1/ D :512601754:
We’ve written the details of these computations to ensure that you understand the procedure. However,
in the rest of the examples as well as the exercises in this chapter, we’ll assume that you can use a
programmable calculator or a computer to carry out the necessary computations.
Examples Illustrating The Error in Euler’s Method
Example 3.1.2 Use Euler’s method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find approxi-
mate values of the solution of the initial value problem
y 0 C 2y D x 3 e 2x
; y.0/ D 1
at x D 0, 0:1, 0:2, 0:3, . . . , 1:0. Compare these approximate values with the values of the exact solution
2x
e
yD .x 4 C 4/; (3.1.6)
4
which can be obtained by the method of Section 2.1. (Verify.)
98 Chapter 3 Numerical Methods
Solution Table 3.1.1 shows the values of the exact solution (3.1.6) at the specified points, and the ap-
proximate values of the solution at these points obtained by Euler’s method with step sizes h D 0:1,
h D 0:05, and h D 0:025. In examining this table, keep in mind that the approximate values in the col-
umn corresponding to h D :05 are actually the results of 20 steps with Euler’s method. We haven’t listed
the estimates of the solution obtained for x D 0:05, 0:15, . . . , since there’s nothing to compare them with
in the column corresponding to h D 0:1. Similarly, the approximate values in the column corresponding
to h D 0:025 are actually the results of 40 steps with Euler’s method.
Table 3.1.1. Numerical solution of y 0 C 2y D x 3 e 2x
; y.0/ D 1, by Euler’s method.
x h D 0:1 h D 0:05 h D 0:025 Exact
0.0 1.000000000 1.000000000 1.000000000 1.000000000
0.1 0.800000000 0.810005655 0.814518349 0.818751221
0.2 0.640081873 0.656266437 0.663635953 0.670588174
0.3 0.512601754 0.532290981 0.541339495 0.549922980
0.4 0.411563195 0.432887056 0.442774766 0.452204669
0.5 0.332126261 0.353785015 0.363915597 0.373627557
0.6 0.270299502 0.291404256 0.301359885 0.310952904
0.7 0.222745397 0.242707257 0.252202935 0.261398947
0.8 0.186654593 0.205105754 0.213956311 0.222570721
0.9 0.159660776 0.176396883 0.184492463 0.192412038
1.0 0.139778910 0.154715925 0.162003293 0.169169104
You can see from Table 3.1.1 that decreasing the step size improves the accuracy of Euler’s method.
For example, 8
< :0293 with h D 0:1;
yexact .1/ yapprox .1/ :0144 with h D 0:05;
:0071 with h D 0:025:
:
Based on this scanty evidence, you might guess that the error in approximating the exact solution at a fixed
value of x by Euler’s method is roughly halved when the step size is halved. You can find more evidence
to support this conjecture by examining Table 3.1.2, which lists the approximate values of yexact yapprox at
x D 0:1, 0:2, . . . , 1:0.
Table 3.1.2. Errors in approximate solutions of y 0 C 2y D x 3 e 2x
; y.0/ D 1, obtained by
Euler’s method.
x h D 0:1 h D 0:05 h D 0:025
0.1 0.0187 0.0087 0.0042
0.2 0.0305 0.0143 0.0069
0.3 0.0373 0.0176 0.0085
0.4 0.0406 0.0193 0.0094
0.5 0.0415 0.0198 0.0097
0.6 0.0406 0.0195 0.0095
0.7 0.0386 0.0186 0.0091
0.8 0.0359 0.0174 0.0086
0.9 0.0327 0.0160 0.0079
1.0 0.0293 0.0144 0.0071
Example 3.1.3 Tables 3.1.3 and 3.1.4 show analogous results for the nonlinear initial value problem
y 0 D 2y 2 C xy C x 2 ; y.0/ D 1; (3.1.7)
Section 3.1 Euler’s Method 99
except in this case we can’t solve (3.1.7) exactly. The results in the “Exact” column were obtained by
using a more accurate numerical method known as the Runge-Kutta method with a small step size. They
are exact to eight decimal places.
Since we think it’s important in evaluating the accuracy of the numerical methods that we’ll be studying
in this chapter, we often include a column listing values of the exact solution of the initial value problem,
even if the directions in the example or exercise don’t specifically call for it. If quotation marks are
included in the heading, the values were obtained by applying the Runge-Kutta method in a way that’s
explained in Section 3.3. If quotation marks are not included, the values were obtained from a known
formula for the solution. In either case, the values are exact to eight places to the right of the decimal
point.
Table 3.1.3. Numerical solution of y 0 D 2y 2 C xy C x 2 ; y.0/ D 1, by Euler’s method.
x h D 0:1 h D 0:05 h D 0:025 “Exact”
0.0 1.000000000 1.000000000 1.000000000 1.000000000
0.1 0.800000000 0.821375000 0.829977007 0.837584494
0.2 0.681000000 0.707795377 0.719226253 0.729641890
0.3 0.605867800 0.633776590 0.646115227 0.657580377
0.4 0.559628676 0.587454526 0.600045701 0.611901791
0.5 0.535376972 0.562906169 0.575556391 0.587575491
0.6 0.529820120 0.557143535 0.569824171 0.581942225
0.7 0.541467455 0.568716935 0.581435423 0.593629526
0.8 0.569732776 0.596951988 0.609684903 0.621907458
0.9 0.614392311 0.641457729 0.654110862 0.666250842
1.0 0.675192037 0.701764495 0.714151626 0.726015790
Table 3.1.4. Errors in approximate solutions of y 0 D 2y 2 C xy C x 2 ; y.0/ D 1, obtained
by Euler’s method.
x h D 0:1 h D 0:05 h D 0:025
0.1 0.0376 0.0162 0.0076
0.2 0.0486 0.0218 0.0104
0.3 0.0517 0.0238 0.0115
0.4 0.0523 0.0244 0.0119
0.5 0.0522 0.0247 0.0121
0.6 0.0521 0.0248 0.0121
0.7 0.0522 0.0249 0.0122
0.8 0.0522 0.0250 0.0122
0.9 0.0519 0.0248 0.0121
1.0 0.0508 0.0243 0.0119
Truncation Error in Euler’s Method
Consistent with the results indicated in Tables 3.1.1–3.1.4, we’ll now show that under reasonable as-
sumptions on f there’s a constant K such that the error in approximating the solution of the initial value
problem
y 0 D f .x; y/; y.x0 / D y0 ;
at a given point b > x0 by Euler’s method with step size h D .b x0 /=n satisfies the inequality
jy.b/ yn j Kh;
100 Chapter 3 Numerical Methods
where K is a constant independent of n.
There are two sources of error (not counting roundoff) in Euler’s method:
1. The error committed in approximating the integral curve by the tangent line (3.1.2) over the interval
Œxi ; xi C1.
2. The error committed in replacing y.xi / by yi in (3.1.2) and using (3.1.4) rather than (3.1.2) to
compute yi C1 .
Euler’s method assumes that yi C1 defined in (3.1.2) is an approximation to y.xi C1 /. We call the error
in this approximation the local truncation error at the i th step, and denote it by Ti ; thus,
Ti D y.xi C1 / y.xi / hf .xi ; y.xi //: (3.1.8)
We’ll now use Taylor’s theorem to estimate Ti , assuming for simplicity that f , fx , and fy are continuous
and bounded for all .x; y/. Then y 00 exists and is bounded on Œx0; b. To see this, we differentiate
y 0 .x/ D f .x; y.x//
to obtain
y 00 .x/ D fx .x; y.x// C fy .x; y.x//y 0 .x/
D fx .x; y.x// C fy .x; y.x//f .x; y.x//:
Since we assumed that f , fx and fy are bounded, there’s a constant M such that
jfx .x; y.x// C fy .x; y.x//f .x; y.x//j M; x0 < x < b;
which implies that
jy 00 .x/j M; x0 < x < b: (3.1.9)
Since xi C1 D xi C h, Taylor’s theorem implies that
h2 00
y.xi C1 / D y.xi / C hy 0 .xi / C y .xQ i /;
2
where xQ i is some number between xi and xi C1 . Since y 0 .xi / D f .xi ; y.xi // this can be written as
h2 00
y.xi C1 / D y.xi / C hf .xi ; y.xi // C y .xQ i /;
2
or, equivalently,
h2 00
y.xi C1 / y.xi / hf .xi ; y.xi // D y .xQ i /:
2
Comparing this with (3.1.8) shows that
h2 00
Ti D y .xQ i /:
2
Recalling (3.1.9), we can establish the bound
M h2
jTi j ; 1 i n: (3.1.10)
2
Although it may be difficult to determine the constant M , what is important is that there’s an M such that
(3.1.10) holds. We say that the local truncation error of Euler’s method is of order h2 , which we write as
O.h2 /.
Section 3.1 Euler’s Method 101
Note that the magnitude of the local truncation error in Euler’s method is determined by the second
derivative y 00 of the solution of the initial value problem. Therefore the local truncation error will be
larger where jy 00 j is large, or smaller where jy 00 j is small.
Since the local truncation error for Euler’s method is O.h2 /, it’s reasonable to expect that halving h
reduces the local truncation error by a factor of 4. This is true, but halving the step size also requires twice
as many steps to approximate the solution at a given point. To analyze the overall effect of truncation
error in Euler’s method, it’s useful to derive an equation relating the errors
ei C1 D y.xi C1 / yi C1 and ei D y.xi / yi :
To this end, recall that
y.xi C1 / D y.xi / C hf .xi ; y.xi // C Ti (3.1.11)
and
yi C1 D yi C hf .xi ; yi /: (3.1.12)
Subtracting (3.1.12) from (3.1.11) yields
ei C1 D ei C h Œf .xi ; y.xi // f .xi ; yi / C Ti : (3.1.13)
The last term on the right is the local truncation error at the i th step. The other terms reflect the way
errors made at previous steps affect ei C1 . Since jTi j M h2 =2, we see from (3.1.13) that
M h2
jei C1j jei j C hjf .xi ; y.xi // f .xi ; yi /j C : (3.1.14)
2
Since we assumed that fy is continuous and bounded, the mean value theorem implies that
f .xi ; y.xi // f .xi ; yi / D fy .xi ; yi /.y.xi / yi / D fy .xi ; yi /ei ;
where yi is between yi and y.xi /. Therefore
jf .xi ; y.xi // f .xi ; yi /j Rjei j
for some constant R. From this and (3.1.14),
M h2
jei C1 j .1 C Rh/jei j C ; 0i n 1: (3.1.15)
2
For convenience, let C D 1 C Rh. Since e0 D y.x0 / y0 D 0, applying (3.1.15) repeatedly yields
M h2
je1 j
2
M h2 M h2
je2 j C je1 j C .1 C C /
2 2
M h2 M h2
je3 j C je2 j C .1 C C C C 2 /
2 2
::
:
M h2 M h2
jen j C jen 1j C .1 C C C C C n 1
/ : (3.1.16)
2 2
Recalling the formula for the sum of a geometric series, we see that
1 Cn .1 C Rh/n 1
1 C C C C Cn 1
D D
1 C Rh
102 Chapter 3 Numerical Methods
(since C D 1 C Rh). From this and (3.1.16),
.1 C Rh/n 1 Mh
jy.b/ yn j D jen j : (3.1.17)
R 2
Since Taylor’s theorem implies that
1 C Rh < e Rh
(verify),
.1 C Rh/n < e nRh D e R.b x0 /
.since nh D b x0 /:
This and (3.1.17) imply that
jy.b/ yn j Kh; (3.1.18)
with
e R.b x0 /
1
K DM :
2R
Because of (3.1.18) we say that the global truncation error of Euler’s method is of order h, which we
write as O.h/.
Semilinear Equations and Variation of Parameters
An equation that can be written in the form
y 0 C p.x/y D h.x; y/ (3.1.19)
with p 6 0 is said to be semilinear. (Of course, (3.1.19) is linear if h is independent of y.) One way to
apply Euler’s method to an initial value problem
y 0 C p.x/y D h.x; y/; y.x0 / D y0 (3.1.20)
for (3.1.19) is to think of it as
y 0 D f .x; y/; y.x0 / D y0 ;
where
f .x; y/ D p.x/y C h.x; y/:
However, we can also start by applying variation of parameters to (3.1.20), as in Sections 2.1 and 2.4;
thus, we write the solution of (3.1.20) as y D uy1 , where y1 is a nontrivial solution of the complementary
equation y 0 C p.x/y D 0. Then y D uy1 is a solution of (3.1.20) if and only if u is a solution of the
initial value problem
u0 D h.x; uy1 .x//=y1 .x/; u.x0 / D y.x0 /=y1 .x0 /: (3.1.21)
We can apply Euler’s method to obtain approximate values u0 , u1 , . . . , un of this initial value problem,
and then take
yi D ui y1 .xi /
as approximate values of the solution of (3.1.20). We’ll call this procedure the Euler semilinear method.
The next two examples show that the Euler and Euler semilinear methods may yield drastically different
results.
Example 3.1.4 In Example 2.1.7 we had to leave the solution of the initial value problem
y0 2xy D 1; y.0/ D 3 (3.1.22)
in the form Z x
x2 t2
yDe 3C e dt (3.1.23)
0
Section 3.1 Euler’s Method 103
because it was impossible to evaluate this integral exactly in terms of elementary functions. Use step
sizes h D 0:2, h D 0:1, and h D 0:05 to find approximate values of the solution of (3.1.22) at x D 0,
0:2, 0:4, 0:6, . . . , 2:0 by (a) Euler’s method; (b) the Euler semilinear method.
S OLUTION (a) Rewriting (3.1.22) as
y 0 D 1 C 2xy; y.0/ D 3 (3.1.24)
and applying Euler’s method with f .x; y/ D 1 C 2xy yields the results shown in Table 3.1.5. Because of
the large differences between the estimates obtained for the three values of h, it would be clear that these
results are useless even if the “exact” values were not included in the table.
Table 3.1.5. Numerical solution of y 0 2xy D 1; y.0/ D 3, with Euler’s method.
x h D 0:2 h D 0:1 h D 0:05 “Exact”
0.0 3.000000000 3.000000000 3.000000000 3.000000000
0.2 3.200000000 3.262000000 3.294348537 3.327851973
0.4 3.656000000 3.802028800 3.881421103 3.966059348
0.6 4.440960000 4.726810214 4.888870783 5.067039535
0.8 5.706790400 6.249191282 6.570796235 6.936700945
1.0 7.732963328 8.771893026 9.419105620 10.184923955
1.2 11.026148659 13.064051391 14.405772067 16.067111677
1.4 16.518700016 20.637273893 23.522935872 27.289392347
1.6 25.969172024 34.570423758 41.033441257 50.000377775
1.8 42.789442120 61.382165543 76.491018246 98.982969504
2.0 73.797840446 115.440048291 152.363866569 211.954462214
It’s easy to see why Euler’s method yields such poor results. Recall that the constant M in (3.1.10) –
which plays an important role in determining the local truncation error in Euler’s method – must be an
upper bound for the values of the second derivative y 00 of the solution of the initial value problem (3.1.22)
on .0; 2/. The problem is that y 00 assumes very large values on this interval. To see this, we differentiate
(3.1.24) to obtain
y 00 .x/ D 2y.x/ C 2xy 0 .x/ D 2y.x/ C 2x.1 C 2xy.x// D 2.1 C 2x 2/y.x/ C 2x;
2
where the second equality follows again from (3.1.24). Since (3.1.23) implies that y.x/ > 3e x if x > 0,
2
y 00 .x/ > 6.1 C 2x 2/e x C 2x; x > 0:
For example, letting x D 2 shows that y 00 .2/ > 2952.
2
S OLUTION (b) Since y1 D e x is a solution of the complementary equation y 0 2xy D 0, we can apply
the Euler semilinear method to (3.1.22), with
2 x2
y D ue x and u0 D e ; u.0/ D 3:
The results listed in Table 3.1.6 are clearly better than those obtained by Euler’s method.
Table 3.1.6. Numerical solution of y 0 2xy D 1; y.0/ D 3, by the Euler semilinear method.
104 Chapter 3 Numerical Methods
x h D 0:2 h D 0:1 h D 0:05 “Exact”
0.0 3.000000000 3.000000000 3.000000000 3.000000000
0.2 3.330594477 3.329558853 3.328788889 3.327851973
0.4 3.980734157 3.974067628 3.970230415 3.966059348
0.6 5.106360231 5.087705244 5.077622723 5.067039535
0.8 7.021003417 6.980190891 6.958779586 6.936700945
1.0 10.350076600 10.269170824 10.227464299 10.184923955
1.2 16.381180092 16.226146390 16.147129067 16.067111677
1.4 27.890003380 27.592026085 27.441292235 27.289392347
1.6 51.183323262 50.594503863 50.298106659 50.000377775
1.8 101.424397595 100.206659076 99.595562766 98.982969504
2.0 217.301032800 214.631041938 213.293582978 211.954462214
We can’t give a general procedure for determining in advance whether Euler’s method or the semilinear
Euler method will produce better results for a given semilinear initial value problem (3.1.19). As a rule of
thumb, the Euler semilinear method will yield better results than Euler’s method if ju00 j is small on Œx0; b,
while Euler’s method yields better results if ju00 j is large on Œx0 ; b. In many cases the results obtained by
the two methods don’t differ appreciably. However, we propose the an intuitive way to decide which is
the better method: Try both methods with multiple step sizes, as we did in Example 3.1.4, and accept the
results obtained by the method for which the approximations change less as the step size decreases.
Example 3.1.5 Applying Euler’s method with step sizes h D 0:1, h D 0:05, and h D 0:025 to the initial
value problem
x
y 0 2y D ; y.1/ D 7 (3.1.25)
1 C y2
on Œ1; 2 yields the results in Table 3.1.7. Applying the Euler semilinear method with
xe 2x
y D ue 2x and u0 D ; u.1/ D 7e 2
1 C u2 e 4x
yields the results in Table 3.1.8. Since the latter are clearly less dependent on step size than the former,
we conclude that the Euler semilinear method is better than Euler’s method for (3.1.25). This conclusion
is supported by comparing the approximate results obtained by the two methods with the “exact” values
of the solution.
Table 3.1.7. Numerical solution of y 0 2y D x=.1 C y 2 /; y.1/ D 7, by Euler’s method.
x h D 0:1 h D 0:05 h D 0:025 “Exact”
1.0 7.000000000 7.000000000 7.000000000 7.000000000
1.1 8.402000000 8.471970569 8.510493955 8.551744786
1.2 10.083936450 10.252570169 10.346014101 10.446546230
1.3 12.101892354 12.406719381 12.576720827 12.760480158
1.4 14.523152445 15.012952416 15.287872104 15.586440425
1.5 17.428443554 18.166277405 18.583079406 19.037865752
1.6 20.914624471 21.981638487 22.588266217 23.253292359
1.7 25.097914310 26.598105180 27.456479695 28.401914416
1.8 30.117766627 32.183941340 33.373738944 34.690375086
1.9 36.141518172 38.942738252 40.566143158 42.371060528
2.0 43.369967155 47.120835251 49.308511126 51.752229656
Section 3.1 Euler’s Method 105
Table 3.1.8. Numerical solution of y 0 2y D x=.1 C y 2 /; y.1/ D 7, by the Euler semilinear
method.
x h D 0:1 h D 0:05 h D 0:025 “Exact”
1.0 7.000000000 7.000000000 7.000000000 7.000000000
1.1 8.552262113 8.551993978 8.551867007 8.551744786
1.2 10.447568674 10.447038547 10.446787646 10.446546230
1.3 12.762019799 12.761221313 12.760843543 12.760480158
1.4 15.588535141 15.587448600 15.586934680 15.586440425
1.5 19.040580614 19.039172241 19.038506211 19.037865752
1.6 23.256721636 23.254942517 23.254101253 23.253292359
1.7 28.406184597 28.403969107 28.402921581 28.401914416
1.8 34.695649222 34.692912768 34.691618979 34.690375086
1.9 42.377544138 42.374180090 42.372589624 42.371060528
2.0 51.760178446 51.756054133 51.754104262 51.752229656
Example 3.1.6 Applying Euler’s method with step sizes h D 0:1, h D 0:05, and h D 0:025 to the initial
value problem
y 0 C 3x 2 y D 1 C y 2 ; y.2/ D 2 (3.1.26)
on Œ2; 3 yields the results in Table 3.1.9. Applying the Euler semilinear method with
x3 3 2x 3
y D ue and u0 D e x .1 C u2 e /; u.2/ D 2e 8
yields the results in Table 3.1.10. Noting the close agreement among the three columns of Table 3.1.9
(at least for larger values of x) and the lack of any such agreement among the columns of Table 3.1.10,
we conclude that Euler’s method is better than the Euler semilinear method for (3.1.26). Comparing the
results with the exact values supports this conclusion.
Table 3.1.9. Numerical solution of y 0 C 3x 2 y D 1 C y 2 ; y.2/ D 2, by Euler’s method.
x h D 0:1 h D 0:05 h D 0:025 “Exact”
2.0 2.000000000 2.000000000 2.000000000 2.000000000
2.1 0.100000000 0.493231250 0.609611171 0.701162906
2.2 0.068700000 0.122879586 0.180113445 0.236986800
2.3 0.069419569 0.070670890 0.083934459 0.103815729
2.4 0.059732621 0.061338956 0.063337561 0.068390786
2.5 0.056871451 0.056002363 0.056249670 0.057281091
2.6 0.050560917 0.051465256 0.051517501 0.051711676
2.7 0.048279018 0.047484716 0.047514202 0.047564141
2.8 0.042925892 0.043967002 0.043989239 0.044014438
2.9 0.042148458 0.040839683 0.040857109 0.040875333
3.0 0.035985548 0.038044692 0.038058536 0.038072838
Table 3.1.10. Numerical solution of y 0 C3x 2y D 1Cy 2 ; y.2/ D 2, by the Euler semilinear
method.
106 Chapter 3 Numerical Methods
x h D 0:1 h D 0:05 h D 0:025 “Exact”
x h D 0:1 h D 0:05 h D 0:025 h D :0125
2.0 2.000000000 2.000000000 2.000000000 2.000000000
2.1 0.708426286 0.702568171 0.701214274 0.701162906
2.2 0.214501852 0.222599468 0.228942240 0.236986800
2.3 0.069861436 0.083620494 0.092852806 0.103815729
2.4 0.032487396 0.047079261 0.056825805 0.068390786
2.5 0.021895559 0.036030018 0.045683801 0.057281091
2.6 0.017332058 0.030750181 0.040189920 0.051711676
2.7 0.014271492 0.026931911 0.036134674 0.047564141
2.8 0.011819555 0.023720670 0.032679767 0.044014438
2.9 0.009776792 0.020925522 0.029636506 0.040875333
3.0 0.008065020 0.018472302 0.026931099 0.038072838
In the next two sections we’ll study other numerical methods for solving initial value problems, called
the improved Euler method, the midpoint method, Heun’s method and the Runge-Kutta method. If the
initial value problem is semilinear as in (3.1.19), we also have the option of using variation of parameters
and then applying the given numerical method to the initial value problem (3.1.21) for u. By analogy
with the terminology used here, we’ll call the resulting procedure the improved Euler semilinear method,
the midpoint semilinear method, Heun’s semilinear method or the Runge-Kutta semilinear method, as the
case may be.
3.1 Exercises
You may want to save the results of these exercises, sincewe’ll revisit in the next two sections. In Exer-
cises 1–5 use Euler’s method to find approximate values of the solution of the given initial value problem
at the points xi D x0 C ih, where x0 is the point wher the initial condition is imposed and i D 1, 2, 3.
The purpose of these exercises is to familiarize you with the computational procedure of Euler’s method.
1. C y 0 D 2x 2 C 3y 2 2; y.2/ D 1I h D 0:05
p
2. C y 0 D y C x 2 C y 2 ; y.0/ D 1I h D 0:1
3. C y 0 C 3y D x 2 3xy C y 2 ; y.0/ D 2I h D 0:05
1Cx
4. C y0 D ; y.2/ D 3I h D 0:1
1 y2
5. C y 0 C x 2 y D sin xy; y.1/ D I h D 0:2
6. C Use Euler’s method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find approximate
values of the solution of the initial value problem
y 0 C 3y D 7e 4x ; y.0/ D 2
at x D 0, 0:1, 0:2, 0:3, . . . , 1:0. Compare these approximate values with the values of the exact
solution y D e 4x C e 3x , which can be obtained by the method of Section 2.1. Present your
results in a table like Table 3.1.1.
7. C Use Euler’s method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find approximate
values of the solution of the initial value problem
2 3
y0 C y D 3 C 1; y.1/ D 1
x x
Section 3.1 Euler’s Method 107
at x D 1:0, 1:1, 1:2, 1:3, . . . , 2:0. Compare these approximate values with the values of the exact
solution
1
yD .9 ln x C x 3 C 2/;
3x 2
which can be obtained by the method of Section 2.1. Present your results in a table like Table 3.1.1.
8. C Use Euler’s method with step sizes h D 0:05, h D 0:025, and h D 0:0125 to find approximate
values of the solution of the initial value problem
y 2 C xy x2
y0 D ; y.1/ D 2
x2
at x D 1:0, 1:05, 1:10, 1:15, . . . , 1:5. Compare these approximate values with the values of the
exact solution
x.1 C x 2 =3/
yD
1 x 2 =3
obtained in Example 2.4.3. Present your results in a table like Table 3.1.1.
9. C In Example 2.2.3 it was shown that
y5 C y D x2 C x 4
is an implicit solution of the initial value problem
2x C 1
y0 D ; y.2/ D 1: .A/
5y 4 C 1
Use Euler’s method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find approximate values
of the solution of (A) at x D 2:0, 2:1, 2:2, 2:3, . . . , 3:0. Present your results in tabular form. To
check the error in these approximate values, construct another table of values of the residual
R.x; y/ D y 5 C y x2 xC4
for each value of .x; y/ appearing in the first table.
10. C You can see from Example 2.5.1 that
x 4 y 3 C x 2y 5 C 2xy D 4
is an implicit solution of the initial value problem
4x 3 y 3 C 2xy 5 C 2y
y0 D ; y.1/ D 1: .A/
3x 4y 2 C 5x 2 y 4 C 2x
Use Euler’s method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find approximate values
of the solution of (A) at x D 1:0, 1:1, 1:2, 1:3, . . . , 2:0. Present your results in tabular form. To
check the error in these approximate values, construct another table of values of the residual
R.x; y/ D x 4 y 3 C x 2 y 5 C 2xy 4
for each value of .x; y/ appearing in the first table.
11. C Use Euler’s method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find approximate
values of the solution of the initial value problem
.3y 2 C 4y/y 0 C 2x C cos x D 0; y.0/ D 1I (Exercise 2.2.13)
at x D 0, 0:1, 0:2, 0:3, . . . , 1:0.
108 Chapter 3 Numerical Methods
12. C Use Euler’s method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find approximate
values of the solution of the initial value problem
.y C 1/.y 1/.y 2/
y0 C D 0; y.1/ D 0 (Exercise 2.2.14)
xC1
at x D 1:0, 1:1, 1:2, 1:3, . . . , 2:0.
13. C Use Euler’s method and the Euler semilinear method with step sizes h D 0:1, h D 0:05, and
h D 0:025 to find approximate values of the solution of the initial value problem
3x
y 0 C 3y D 7e ; y.0/ D 6
at x D 0, 0:1, 0:2, 0:3, . . . , 1:0. Compare these approximate values with the values of the exact
solution y D e 3x .7x C 6/, which can be obtained by the method of Section 2.1. Do you notice
anything special about the results? Explain.
The linear initial value problems in Exercises 14–19 can’t be solved exactly in terms of known elementary
functions. In each exercise, use Euler’s method and the Euler semilinear methods with the indicated step
sizes to find approximate values of the solution of the given initial value problem at 11 equally spaced
points (including the endpoints) in the interval.
1
14. C y0 2y D ; y.2/ D 2; h D 0:1; 0:05; 0:025 on Œ2; 3
1 C x2
15. C y 0 C 2xy D x 2; y.0/ D 3 (Exercise 2.1.38); h D 0:2; 0:1; 0:05 on Œ0; 2
1 sin x
16. C y0 C y D 2 ; y.1/ D 2; (Exercise 2.1.39); h D 0:2; 0:1; 0:05 on Œ1; 3
x x
x
e tan x
17. C y0 C y D ; y.1/ D 0; (Exercise 2.1.40); h D 0:05; 0:025; 0:0125 on Œ1; 1:5
x
2x ex
18. C y0 C y D ; y.0/ D 1; (Exercise 2.1.41); h D 0:2; 0:1; 0:05 on Œ0; 2
1 C x2 .1 C x 2 /2
2
19. C xy 0 C .x C 1/y D e x ; y.1/ D 2; (Exercise 2.1.42); h D 0:05; 0:025; 0:0125 on Œ1; 1:5
In Exercises 20–22, use Euler’s method and the Euler semilinear method with the indicated step sizes
to find approximate values of the solution of the given initial value problem at 11 equally spaced points
(including the endpoints) in the interval.
20. C y 0 C 3y D xy 2 .y C 1/; y.0/ D 1; h D 0:1; 0:05; 0:025 on Œ0; 1
x
21. C y 0 4y D 2 ; y.0/ D 1; h D 0:1; 0:05; 0:025 on Œ0; 1
y .y C 1/
x2
22. C y 0 C 2y D ; y.2/ D 1; h D 0:1; 0:05; 0:025 on Œ2; 3
1 C y2
23. N UMERICAL Q UADRATURE . The fundamental theorem of calculus says that if f is continuous
on a closed interval Œa; b then it has an antiderivative F such that F 0 .x/ D f .x/ on Œa; b and
Z b
f .x/ dx D F .b/ F .a/: .A/
a
This solves the problem of evaluating a definite integral if the integrand f has an antiderivative
that can be found and evaluated easily. However, if f doesn’t have this property, (A) doesn’t
Section 3.2 The Improved Euler Method and Related Methods 109
provide a useful way to evaluate the definite integral. In this case we must resort to approximate
methods. There’s a class of such methods called numerical quadrature, where the approximation
takes the form Z b X n
f .x/ dx ci f .xi /; .B/
a i D0
where a D x0 < x1 < < xn D b are suitably chosen points and c0 , c1 , . . . , cn are suitably
chosen constants. We call (B) a quadrature formula.
(a) Derive the quadrature formula
Z b n
X1
f .x/ dx h f .a C ih/ (where h D .b a/=n/ .C/
a i D0
by applying Euler’s method to the initial value problem
y 0 D f .x/; y.a/ D 0:
(b) The quadrature formula (C) is sometimes called the left rectangle rule. Draw a figure that
justifies this terminology.
(c) L For several choices of a, b, and A, apply (C) to f .x/ D A with n D 10; 20; 40; 80; 160; 320.
Compare your results with the exact answers and explain what you find.
(d) L For several choices of a, b, A, and B, apply (C) to f .x/ D A C Bx with n D 10, 20,
40, 80, 160, 320. Compare your results with the exact answers and explain what you find.
3.2 THE IMPROVED EULER METHOD AND RELATED METHODS
In Section 3.1 we saw that the global truncation error of Euler’s method is O.h/, which would seem to
imply that we can achieve arbitrarily accurate results with Euler’s method by simply choosing the step size
sufficiently small. However, this isn’t a good idea, for two reasons. First, after a certain point decreasing
the step size will increase roundoff errors to the point where the accuracy will deteriorate rather than
improve. The second and more important reason is that in most applications of numerical methods to an
initial value problem
y 0 D f .x; y/; y.x0 / D y0 ; (3.2.1)
the expensive part of the computation is the evaluation of f . Therefore we want methods that give good
results for a given number of such evaluations. This is what motivates us to look for numerical methods
better than Euler’s.
To clarify this point, suppose we want to approximate the value of e by applying Euler’s method to the
initial value problem
y 0 D y; y.0/ D 1; (with solution y D e x )
on Œ0; 1, with h D 1=12, 1=24, and 1=48, respectively. Since each step in Euler’s method requires
one evaluation of f , the number of evaluations of f in each of these attempts is n D 12, 24, and 48,
respectively. In each case we accept yn as an approximation to e. The second column of Table 3.2.1
shows the results. The first column of the table indicates the number of evaluations of f required to
obtain the approximation, and the last column contains the value of e rounded to ten significant figures.
In this section we’ll study the improved Euler method, which requires two evaluations of f at each
step. We’ve used this method with h D 1=6, 1=12, and 1=24. The required number of evaluations of f
110 Chapter 3 Numerical Methods
were 12, 24, and 48, as in the three applications of Euler’s method; however, you can see from the third
column of Table 3.2.1 that the approximation to e obtained by the improved Euler method with only 12
evaluations of f is better than the approximation obtained by Euler’s method with 48 evaluations.
In Section 3.1 we’ll study the Runge-Kutta method, which requires four evaluations of f at each step.
We’ve used this method with h D 1=3, 1=6, and 1=12. The required number of evaluations of f were
again 12, 24, and 48, as in the three applications of Euler’s method and the improved Euler method;
however, you can see from the fourth column of Table 3.2.1 that the approximation to e obtained by
the Runge-Kutta method with only 12 evaluations of f is better than the approximation obtained by the
improved Euler method with 48 evaluations.
Table 3.2.1. Approximations to e obtained by three numerical methods.
n Euler Improved Euler Runge-Kutta Exact
12 2.613035290 2.707188994 2.718069764 2.718281828
24 2.663731258 2.715327371 2.718266612 2.718281828
48 2.690496599 2.717519565 2.718280809 2.718281828
The Improved Euler Method
The improved Euler method for solving the initial value problem (3.2.1) is based on approximating the
integral curve of (3.2.1) at .xi ; y.xi // by the line through .xi ; y.xi // with slope
f .xi ; y.xi // C f .xi C1 ; y.xi C1 //
mi D I
2
that is, mi is the average of the slopes of the tangents to the integral curve at the endpoints of Œxi ; xi C1.
The equation of the approximating line is therefore
f .xi ; y.xi // C f .xi C1 ; y.xi C1 //
y D y.xi / C .x xi /: (3.2.2)
2
Setting x D xi C1 D xi C h in (3.2.2) yields
h
yi C1 D y.xi / C .f .xi ; y.xi // C f .xi C1 ; y.xi C1 /// (3.2.3)
2
as an approximation to y.xi C1 /. As in our derivation of Euler’s method, we replace y.xi / (unknown if
i > 0) by its approximate value yi ; then (3.2.3) becomes
h
yi C1 D yi C .f .xi ; yi / C f .xi C1 ; y.xi C1 // :
2
However, this still won’t work, because we don’t know y.xi C1 /, which appears on the right. We overcome
this by replacing y.xi C1 / by yi C hf .xi ; yi /, the value that the Euler method would assign to yi C1 .
Thus, the improved Euler method starts with the known value y.x0 / D y0 and computes y1 , y2 , . . . , yn
successively with the formula
h
yi C1 D yi C .f .xi ; yi / C f .xi C1 ; yi C hf .xi ; yi /// : (3.2.4)
2
The computation indicated here can be conveniently organized as follows: given yi , compute
k1i D f .xi ; yi /;
k2i D f .xi C h; yi C hk1i / ;
h
yi C1 D yi C .k1i C k2i /:
2
Section 3.2 The Improved Euler Method and Related Methods 111
The improved Euler method requires two evaluations of f .x; y/ per step, while Euler’s method requires
only one. However, we’ll see at the end of this section that if f satisfies appropriate assumptions, the local
truncation error with the improved Euler method is O.h3 /, rather than O.h2 / as with Euler’s method.
Therefore the global truncation error with the improved Euler method is O.h2 /; however, we won’t prove
this.
We note that the magnitude of the local truncation error in the improved Euler method and other
methods discussed in this section is determined by the third derivative y 000 of the solution of the initial
value problem. Therefore the local truncation error will be larger where jy 000 j is large, or smaller where
jy 000 j is small.
The next example, which deals with the initial value problem considered in Example 3.1.1, illustrates
the computational procedure indicated in the improved Euler method.
Example 3.2.1 Use the improved Euler method with h D 0:1 to find approximate values of the solution
of the initial value problem
y 0 C 2y D x 3 e 2x ; y.0/ D 1 (3.2.5)
at x D 0:1; 0:2; 0:3.
Solution As in Example 3.1.1, we rewrite (3.2.5) as
y 0 D 2y C x 3 e 2x
; y.0/ D 1;
which is of the form (3.2.1), with
f .x; y/ D 2y C x 3 e 2x
; x0 D 0; and y0 D 1:
The improved Euler method yields
k10 D f .x0 ; y0 / D f .0; 1/ D 2;
k20 D f .x1 ; y0 C hk10 / D f .:1; 1 C .:1/. 2//
D f .:1; :8/ D 2.:8/ C .:1/3 e :2 D 1:599181269;
h
y1 D y0 C .k10 C k20 /;
2
D 1 C .:05/. 2 1:599181269/ D :820040937;
k11 D f .x1 ; y1 / D f .:1; :820040937/ D 2.:820040937/ C .:1/3 e :2 D 1:639263142;
k21 D f .x2 ; y1 C hk11 / D f .:2; :820040937 C :1. 1:639263142//;
D f .:2; :656114622/ D 2.:656114622/ C .:2/3 e :4 D 1:306866684;
h
y2 D y1 C .k11 C k21 /;
2
D :820040937 C .:05/. 1:639263142 1:306866684/ D :672734445;
k12 D f .x2 ; y2 / D f .:2; :672734445/ D 2.:672734445/ C .:2/3 e :4 D 1:340106330;
k22 D f .x3 ; y2 C hk12 / D f .:3; :672734445 C :1. 1:340106330//;
D f .:3; :538723812/ D 2.:538723812/ C .:3/3 e :6 D 1:062629710;
h
y3 D y2 C .k12 C k22 /
2
D :672734445 C .:05/. 1:340106330 1:062629710/ D :552597643:
Example 3.2.2 Table 3.2.2 shows results of using the improved Euler method with step sizes h D 0:1
and h D 0:05 to find approximate values of the solution of the initial value problem
y 0 C 2y D x 3 e 2x
; y.0/ D 1
112 Chapter 3 Numerical Methods
at x D 0, 0:1, 0:2, 0:3, . . . , 1:0. For comparison, it also shows the corresponding approximate values
obtained with Euler’s method in 3.1.2, and the values of the exact solution
2x
e
yD .x 4 C 4/:
4
The results obtained by the improved Euler method with h D 0:1 are better than those obtained by Euler’s
method with h D 0:05.
Table 3.2.2. Numerical solution of y 0 C 2y D x 3 e 2x
; y.0/ D 1, by Euler’s method and the
improved Euler method.
x h D 0:1 h D 0:05 h D 0:1 h D 0:05 Exact
0.0 1.000000000 1.000000000 1.000000000 1.000000000 1.000000000
0.1 0.800000000 0.810005655 0.820040937 0.819050572 0.818751221
0.2 0.640081873 0.656266437 0.672734445 0.671086455 0.670588174
0.3 0.512601754 0.532290981 0.552597643 0.550543878 0.549922980
0.4 0.411563195 0.432887056 0.455160637 0.452890616 0.452204669
0.5 0.332126261 0.353785015 0.376681251 0.374335747 0.373627557
0.6 0.270299502 0.291404256 0.313970920 0.311652239 0.310952904
0.7 0.222745397 0.242707257 0.264287611 0.262067624 0.261398947
0.8 0.186654593 0.205105754 0.225267702 0.223194281 0.222570721
0.9 0.159660776 0.176396883 0.194879501 0.192981757 0.192412038
1.0 0.139778910 0.154715925 0.171388070 0.169680673 0.169169104
Euler Improved Euler Exact
Example 3.2.3 Table 3.2.3 shows analogous results for the nonlinear initial value problem
y 0 D 2y 2 C xy C x 2 ; y.0/ D 1:
We applied Euler’s method to this problem in Example 3.1.3.
Table 3.2.3. Numerical solution of y 0 D 2y 2 C xy C x 2 ; y.0/ D 1, by Euler’s method
and the improved Euler method.
x h D 0:1 h D 0:05 h D 0:1 h D 0:05 “Exact”
0.0 1.000000000 1.000000000 1.000000000 1.000000000 1.000000000
0.1 0.800000000 0.821375000 0.840500000 0.838288371 0.837584494
0.2 0.681000000 0.707795377 0.733430846 0.730556677 0.729641890
0.3 0.605867800 0.633776590 0.661600806 0.658552190 0.657580377
0.4 0.559628676 0.587454526 0.615961841 0.612884493 0.611901791
0.5 0.535376972 0.562906169 0.591634742 0.588558952 0.587575491
0.6 0.529820120 0.557143535 0.586006935 0.582927224 0.581942225
0.7 0.541467455 0.568716935 0.597712120 0.594618012 0.593629526
0.8 0.569732776 0.596951988 0.626008824 0.622898279 0.621907458
0.9 0.614392311 0.641457729 0.670351225 0.667237617 0.666250842
1.0 0.675192037 0.701764495 0.730069610 0.726985837 0.726015790
Euler Improved Euler “Exact”
Example 3.2.4 Use step sizes h D 0:2, h D 0:1, and h D 0:05 to find approximate values of the solution
of
y 0 2xy D 1; y.0/ D 3 (3.2.6)
Section 3.2 The Improved Euler Method and Related Methods 113
at x D 0, 0:2, 0:4, 0:6, . . . , 2:0 by (a) the improved Euler method; (b) the improved Euler semilinear
method. (We used Euler’s method and the Euler semilinear method on this problem in 3.1.4.)
S OLUTION (a) Rewriting (3.2.6) as
y 0 D 1 C 2xy; y.0/ D 3
and applying the improved Euler method with f .x; y/ D 1 C 2xy yields the results shown in Table 3.2.4.
2
S OLUTION (b) Since y1 D e x is a solution of the complementary equation y 0 2xy D 0, we can apply
the improved Euler semilinear method to (3.2.6), with
2 x2
y D ue x and u0 D e ; u.0/ D 3:
The results listed in Table 3.2.5 are clearly better than those obtained by the improved Euler method.
Table 3.2.4. Numerical solution of y 0 2xy D 1; y.0/ D 3, by the improved Euler method.
x h D 0:2 h D 0:1 h D 0:05 “Exact”
0.0 3.000000000 3.000000000 3.000000000 3.000000000
0.2 3.328000000 3.328182400 3.327973600 3.327851973
0.4 3.964659200 3.966340117 3.966216690 3.966059348
0.6 5.057712497 5.065700515 5.066848381 5.067039535
0.8 6.900088156 6.928648973 6.934862367 6.936700945
1.0 10.065725534 10.154872547 10.177430736 10.184923955
1.2 15.708954420 15.970033261 16.041904862 16.067111677
1.4 26.244894192 26.991620960 27.210001715 27.289392347
1.6 46.958915746 49.096125524 49.754131060 50.000377775
1.8 89.982312641 96.200506218 98.210577385 98.982969504
2.0 184.563776288 203.151922739 209.464744495 211.954462214
Table 3.2.5. Numerical solution of y 0 2xy D 1; y.0/ D 3, by the improved Euler semilin-
ear method.
x h D 0:2 h D 0:1 h D 0:05 “Exact”
0.0 3.000000000 3.000000000 3.000000000 3.000000000
0.2 3.326513400 3.327518315 3.327768620 3.327851973
0.4 3.963383070 3.965392084 3.965892644 3.966059348
0.6 5.063027290 5.066038774 5.066789487 5.067039535
0.8 6.931355329 6.935366847 6.936367564 6.936700945
1.0 10.178248417 10.183256733 10.184507253 10.184923955
1.2 16.059110511 16.065111599 16.066611672 16.067111677
1.4 27.280070674 27.287059732 27.288809058 27.289392347
1.6 49.989741531 49.997712997 49.999711226 50.000377775
1.8 98.971025420 98.979972988 98.982219722 98.982969504
2.0 211.941217796 211.951134436 211.953629228 211.954462214
114 Chapter 3 Numerical Methods
A Family of Methods with O.h3 / Local Truncation Error
We’ll now derive a class of methods with O.h3 / local truncation error for solving (3.2.1). For simplicity,
we assume that f , fx , fy , fxx , fyy , and fxy are continuous and bounded for all .x; y/. This implies that
if y is the solution of (3.2.1 then y 00 and y 000 are bounded (Exercise 31).
We begin by approximating the integral curve of (3.2.1) at .xi ; y.xi // by the line through .xi ; y.xi //
with slope
mi D y 0 .xi / C y 0 .xi C h/;
where , , and are constants that we’ll soon specify; however, we insist at the outset that 0 < 1,
so that
xi < xi C h xi C1 :
The equation of the approximating line is
y D y.xi / C mi .x xi /
(3.2.7)
D y.xi / C Œy 0 .xi / C y 0 .xi C h/ .x xi /:
Setting x D xi C1 D xi C h in (3.2.7) yields
yOi C1 D y.xi / C h y 0 .xi / C y 0 .xi C h/
as an approximation to y.xi C1 /.
To determine , , and so that the error
Ei D y.xi C1 / yOi C1
(3.2.8)
D y.xi C1 / y.xi / h Œy 0 .xi / C y 0 .xi C h/
in this approximation is O.h3 /, we begin by recalling from Taylor’s theorem that
h2 00 h3
y.xi C1 / D y.xi / C hy 0 .xi / C y .xi / C y 000 .xO i /;
2 6
where xO i is in .xi ; xi C1/. Since y 000 is bounded this implies that
h2 00
y.xi C1 / y.xi / hy 0 .xi / y .xi / D O.h3 /:
2
Comparing this with (3.2.8) shows that Ei D O.h3 / if
h 00
y 0 .xi / C y 0 .xi C h/ D y 0 .xi / C y .xi / C O.h2 /: (3.2.9)
2
However, applying Taylor’s theorem to y 0 shows that
.h/2 000
y 0 .xi C h/ D y 0 .xi / C hy 00 .xi / C y .x i /;
2
where x i is in .xi ; xi C h/. Since y 000 is bounded, this implies that
y 0 .xi C h/ D y 0 .xi / C hy 00 .xi / C O.h2 /:
Substituting this into (3.2.9) and noting that the sum of two O.h2 / terms is again O.h2 / shows that
Ei D O.h3 / if
h
. C /y 0 .xi / C hy 00 .xi / D y 0 .xi / C y 00 .xi /;
2
Section 3.2 The Improved Euler Method and Related Methods 115
which is true if
1
C D 1 and D : (3.2.10)
2
Since y 0 D f .x; y/, we can now conclude from (3.2.8) that
y.xi C1 / D y.xi / C h Œf .xi ; yi / C f .xi C h; y.xi C h// C O.h3 / (3.2.11)
if , , and satisfy (3.2.10). However, this formula would not be useful even if we knew y.xi / exactly
(as we would for i D 0), since we still wouldn’t know y.xi C h/ exactly. To overcome this difficulty,
we again use Taylor’s theorem to write
h2 00
y.xi C h/ D y.xi / C hy 0 .xi / C y .xQ i /;
2
where xQ i is in .xi ; xi C h/. Since y 0 .xi / D f .xi ; y.xi // and y 00 is bounded, this implies that
jy.xi C h/ y.xi / hf .xi ; y.xi //j Kh2 (3.2.12)
for some constant K. Since fy is bounded, the mean value theorem implies that
jf .xi C h; u/ f .xi C h; v/j M ju vj
for some constant M . Letting
u D y.xi C h/ and v D y.xi / C hf .xi ; y.xi //
and recalling (3.2.12) shows that
f .xi C h; y.xi C h// D f .xi C h; y.xi / C hf .xi ; y.xi /// C O.h2 /:
Substituting this into (3.2.11) yields
y.xi C1 / D y.xi / C h Œf .xi ; y.xi //C
f .xi C h; y.xi / C hf .xi ; y.xi /// C O.h3 /:
This implies that the formula
yi C1 D yi C h Œf .xi ; yi / C f .xi C h; yi C hf .xi ; yi //
has O.h3 / local truncation error if , , and satisfy (3.2.10). Substituting D 1 and D 1=2
here yields
h h
yi C1 D yi C h .1 /f .xi ; yi / C f xi C ; yi C f .xi ; yi / : (3.2.13)
2 2
The computation indicated here can be conveniently organized as follows: given yi , compute
k1i D f .xi ; yi /;
h h
k2i D f xi C ; yi C k1i ;
2 2
yi C1 D yi C hŒ.1 /k1i C k2i :
116 Chapter 3 Numerical Methods
Consistent with our requirement that 0 < < 1, we require that 1=2. Letting D 1=2 in (3.2.13)
yields the improved Euler method (3.2.4). Letting D 3=4 yields Heun’s method,
1 3 2 2
yi C1 D yi C h f .xi ; yi / C f xi C h; yi C hf .xi ; yi / ;
4 4 3 3
which can be organized as
k1i D f .xi ; yi /;
2h 2h
k2i D f xi C ; yi C k1i ;
3 3
h
yi C1 D yi C .k1i C 3k2i /:
4
Letting D 1 yields the midpoint method,
h h
yi C1 D yi C hf xi C ; yi C f .xi ; yi / ;
2 2
which can be organized as
k1i D f .xi ; yi /;
h h
k2i D f xi C ; yi C k1i ;
2 2
yi C1 D yi C hk2i :
Examples involving the midpoint method and Heun’s method are given in Exercises 23-30.
3.2 Exercises
Most of the following numerical exercises involve initial value problems considered in the exercises in
Section 3.1. You’ll find it instructive to compare the results that you obtain here with the corresponding
results that you obtained in Section 3.1.
In Exercises 1–5 use the improved Euler method to find approximate values of the solution of the given
initial value problem at the points xi D x0 C ih, where x0 is the point where the initial condition is
imposed and i D 1, 2, 3.
1. C y 0 D 2x 2 C 3y 2 2; y.2/ D 1I h D 0:05
p
2. C y 0 D y C x 2 C y 2 ; y.0/ D 1I h D 0:1
3. C y 0 C 3y D x 2 3xy C y 2 ; y.0/ D 2I h D 0:05
1Cx
4. C y0 D ; y.2/ D 3I h D 0:1
1 y2
5. C y 0 C x 2 y D sin xy; y.1/ D I h D 0:2
6. C Use the improved Euler method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of the initial value problem
y 0 C 3y D 7e 4x ; y.0/ D 2
at x D 0, 0:1, 0:2, 0:3, . . . , 1:0. Compare these approximate values with the values of the exact
solution y D e 4x C e 3x , which can be obtained by the method of Section 2.1. Present your
results in a table like Table 3.2.2.
Section 3.2 The Improved Euler Method and Related Methods 117
7. C Use the improved Euler method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of the initial value problem
2 3
y0 C y D 3 C 1; y.1/ D 1
x x
at x D 1:0, 1:1, 1:2, 1:3, . . . , 2:0. Compare these approximate values with the values of the exact
solution
1
yD .9 ln x C x 3 C 2/
3x 2
which can be obtained by the method of Section 2.1. Present your results in a table like Table 3.2.2.
8. C Use the improved Euler method with step sizes h D 0:05, h D 0:025, and h D 0:0125 to find
approximate values of the solution of the initial value problem
y 2 C xy x2
y0 D ; y.1/ D 2;
x2
at x D 1:0, 1:05, 1:10, 1:15, . . . , 1:5. Compare these approximate values with the values of the
exact solution
x.1 C x 2 =3/
yD
1 x 2 =3
obtained in Example 2.4.3. Present your results in a table like Table 3.2.2.
9. C In Example 3.2.2 it was shown that
y5 C y D x2 C x 4
is an implicit solution of the initial value problem
2x C 1
y0 D ; y.2/ D 1: .A/
5y 4 C 1
Use the improved Euler method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of (A) at x D 2:0, 2:1, 2:2, 2:3, . . . , 3:0. Present your results
in tabular form. To check the error in these approximate values, construct another table of values
of the residual
R.x; y/ D y 5 C y x 2 x C 4
for each value of .x; y/ appearing in the first table.
10. C You can see from Example 2.5.1 that
x 4 y 3 C x 2y 5 C 2xy D 4
is an implicit solution of the initial value problem
4x 3 y 3 C 2xy 5 C 2y
y0 D ; y.1/ D 1: .A/
3x 4y 2 C 5x 2 y 4 C 2x
Use the improved Euler method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of (A) at x D 1:0, 1:14, 1:2, 1:3, . . . , 2:0. Present your results
in tabular form. To check the error in these approximate values, construct another table of values
of the residual
R.x; y/ D x 4 y 3 C x 2 y 5 C 2xy 4
for each value of .x; y/ appearing in the first table.
118 Chapter 3 Numerical Methods
11. C Use the improved Euler method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of the initial value problem
.3y 2 C 4y/y 0 C 2x C cos x D 0; y.0/ D 1 (Exercise 2.2.13)
at x D 0, 0:1, 0:2, 0:3, . . . , 1:0.
12. C Use the improved Euler method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of the initial value problem
.y C 1/.y 1/.y 2/
y0 C D 0; y.1/ D 0 (Exercise 2.2.14)
x C1
at x D 1:0, 1:1, 1:2, 1:3, . . . , 2:0.
13. C Use the improved Euler method and the improved Euler semilinear method with step sizes
h D 0:1, h D 0:05, and h D 0:025 to find approximate values of the solution of the initial value
problem
y 0 C 3y D e 3x .1 2x/; y.0/ D 2;
at x D 0, 0:1, 0:2, 0:3, . . . , 1:0. Compare these approximate values with the values of the exact
solution y D e 3x .2 C x x 2 /, which can be obtained by the method of Section 2.1. Do you
notice anything special about the results? Explain.
The linear initial value problems in Exercises 14–19 can’t be solved exactly in terms of known elementary
functions. In each exercise use the improved Euler and improved Euler semilinear methods with the
indicated step sizes to find approximate values of the solution of the given initial value problem at 11
equally spaced points (including the endpoints) in the interval.
1
14. C y0 2y D ; y.2/ D 2; h D 0:1; 0:05; 0:025 on Œ2; 3
1 C x2
15. C y 0 C 2xy D x 2; y.0/ D 3; h D 0:2; 0:1; 0:05 on Œ0; 2 (Exercise 2.1.38)
1 sin x
16. C y 0 C y D 2 ; y.1/ D 2, h D 0:2; 0:1; 0:05 on Œ1; 3 (Exercise 2.1.39)
x x
x
e tan x
17. C y0 C y D ; y.1/ D 0; h D 0:05; 0:025; 0:0125 on Œ1; 1:5 (Exercise 2.1.40),
x
2x ex
18. C y0 C 2
yD ; y.0/ D 1; h D 0:2; 0:1; 0:05 on Œ0; 2 (Exercise 2.1.41)
1Cx .1 C x 2 /2
2
19. C xy 0 C .x C 1/y D e x ; y.1/ D 2; h D 0:05; 0:025; 0:0125 on Œ1; 1:5 (Exercise 2.1.42)
In Exercises 20–22 use the improved Euler method and the improved Euler semilinear method with the
indicated step sizes to find approximate values of the solution of the given initial value problem at 11
equally spaced points (including the endpoints) in the interval.
20. C y 0 C 3y D xy 2 .y C 1/; y.0/ D 1; h D 0:1; 0:05; 0:025 on Œ0; 1
x
21. C y 0 4y D 2 ; y.0/ D 1; h D 0:1; 0:05; 0:025 on Œ0; 1
y .y C 1/
x2
22. C y 0 C 2y D ; y.2/ D 1; h D 0:1; 0:05; 0:025 on Œ2; 3
1 C y2
23. C Do Exercise 7 with “improved Euler method” replaced by “midpoint method.”
Section 3.3 The Runge-Kutta Method 119
24. C Do Exercise 7 with “improved Euler method” replaced by “Heun’s method.”
25. C Do Exercise 8 with “improved Euler method” replaced by “midpoint method.”
26. C Do Exercise 8 with “improved Euler method” replaced by “Heun’s method.”
27. C Do Exercise 11 with “improved Euler method” replaced by “midpoint method.”
28. C Do Exercise 11 with “improved Euler method” replaced by “Heun’s method.”
29. C Do Exercise 12 with “improved Euler method” replaced by “midpoint method.”
30. C Do Exercise 12 with “improved Euler method” replaced by “Heun’s method.”
31. Show that if f , fx , fy , fxx , fyy , and fxy are continuous and bounded for all .x; y/ and y is the
solution of the initial value problem
y 0 D f .x; y/; y.x0 / D y0 ;
then y 00 and y 000 are bounded.
32. N UMERICAL Q UADRATURE (see Exercise 3.1.23).
(a) Derive the quadrature formula
Z b n
X1
f .x/ dx :5h.f .a/ C f .b// C h f .a C ih/ (where h D .b a/=n/ .A/
a i D1
by applying the improved Euler method to the initial value problem
y 0 D f .x/; y.a/ D 0:
(b) The quadrature formula (A) is called the trapezoid rule. Draw a figure that justifies this
terminology.
(c) L For several choices of a, b, A, and B, apply (A) to f .x/ D A C Bx, with n D
10; 20; 40; 80; 160; 320. Compare your results with the exact answers and explain what you
find.
(d) L For several choices of a, b, A, B, and C , apply (A) to f .x/ D A C Bx C Cx 2 , with
n D 10, 20, 40, 80, 160, 320. Compare your results with the exact answers and explain what
you find.
3.3 THE RUNGE-KUTTA METHOD
In general, if k is any positive integer and f satisfies appropriate assumptions, there are numerical meth-
ods with local truncation error O.hkC1 / for solving an initial value problem
y 0 D f .x; y/; y.x0 / D y0 : (3.3.1)
Moreover, it can be shown that a method with local truncation error O.hkC1 / has global truncation error
O.hk /. In Sections 3.1 and 3.2 we studied numerical methods where k D 1 and k D 2. We’ll skip
methods for which k D 3 and proceed to the Runge-Kutta method, the most widely used method, for
which k D 4. The magnitude of the local truncation error is determined by the fifth derivative y .5/ of
the solution of the initial value problem. Therefore the local truncation error will be larger where jy .5/ j
120 Chapter 3 Numerical Methods
is large, or smaller where jy .5/ j is small. The Runge-Kutta method computes approximate values y1 , y2 ,
. . . , yn of the solution of (3.3.1) at x0 , x0 C h, . . . , x0 C nh as follows: Given yi , compute
k1i D f .xi ; yi /;
h h
k2i D f xi C ; yi C k1i ;
2 2
h h
k3i D f xi C ; yi C k2i ;
2 2
k4i D f .xi C h; yi C hk3i /;
and
h
yi C1 D yi C .k1i C 2k2i C 2k3i C k4i /:
6
The next example, which deals with the initial value problem considered in Examples 3.1.1 and 3.2.1,
illustrates the computational procedure indicated in the Runge-Kutta method.
Example 3.3.1 Use the Runge-Kutta method with h D 0:1 to find approximate values for the solution of
the initial value problem
y 0 C 2y D x 3 e 2x ; y.0/ D 1; (3.3.2)
at x D 0:1; 0:2.
Solution Again we rewrite (3.3.2) as
y 0 D 2y C x 3 e 2x
; y.0/ D 1;
which is of the form (3.3.1), with
f .x; y/ D 2y C x 3 e 2x
; x0 D 0; and y0 D 1:
The Runge-Kutta method yields
k10 D f .x0 ; y0/ D f .0; 1/ D 2;
k20 D f .x0 C h=2; y0 C hk10 =2/ D f .:05; 1 C .:05/. 2//
D f .:05; :9/ D 2.:9/ C .:05/3 e :1 D 1:799886895;
k30 D f .x0 C h=2; y0 C hk20 =2/ D f .:05; 1 C .:05/. 1:799886895//
D f .:05; :910005655/ D 2.:910005655/ C .:05/3 e :1 D 1:819898206;
k40 D f .x0 C h; y0 C hk30 / D f .:1; 1 C .:1/. 1:819898206//
D f .:1; :818010179/ D 2.:818010179/ C .:1/3 e :2 D 1:635201628;
h
y1 D y0 C .k10 C 2k20 C 2k30 C k40 /;
6
:1
D 1 C . 2 C 2. 1:799886895/ C 2. 1:819898206/ 1:635201628/ D :818753803;
6
k11 D f .x1 ; y1/ D f .:1; :818753803/ D 2.:818753803// C .:1/3 e :2 D 1:636688875;
k21 D f .x1 C h=2; y1 C hk11 =2/ D f .:15; :818753803 C .:05/. 1:636688875//
D f .:15; :736919359/ D 2.:736919359/ C .:15/3 e :3 D 1:471338457;
k31 D f .x1 C h=2; y1 C hk21 =2/ D f .:15; :818753803 C .:05/. 1:471338457//
D f .:15; :745186880/ D 2.:745186880/ C .:15/3 e :3 D 1:487873498;
k41 D f .x1 C h; y1 C hk31 / D f .:2; :818753803 C .:1/. 1:487873498//
D f .:2; :669966453/ D 2.:669966453/ C .:2/3 e :4 D 1:334570346;
h
y2 D y1 C .k11 C 2k21 C 2k31 C k41 /;
6
:1
D :818753803 C . 1:636688875 C 2. 1:471338457/ C 2. 1:487873498/ 1:334570346/
6
D :670592417:
Section 3.3 The Runge-Kutta Method 121
The Runge-Kutta method is sufficiently accurate for most applications.
Example 3.3.2 Table 3.3.1 shows results of using the Runge-Kutta method with step sizes h D 0:1 and
h D 0:05 to find approximate values of the solution of the initial value problem
y 0 C 2y D x 3 e 2x
; y.0/ D 1
at x D 0, 0:1, 0:2, 0:3, . . . , 1:0. For comparison, it also shows the corresponding approximate values
obtained with the improved Euler method in Example 3.2.2, and the values of the exact solution
2x
e
yD .x 4 C 4/:
4
The results obtained by the Runge-Kutta method are clearly better than those obtained by the improved
Euler method in fact; the results obtained by the Runge-Kutta method with h D 0:1 are better than those
obtained by the improved Euler method with h D 0:05.
Table 3.3.1. Numerical solution of y 0 C 2y D x 3 e 2x
; y.0/ D 1, by the Runge-Kuttta
method and the improved Euler method.
x h D 0:1 h D 0:05 h D 0:1 h D 0:05 Exact
0.0 1.000000000 1.000000000 1.000000000 1.000000000 1.000000000
0.1 0.820040937 0.819050572 0.818753803 0.818751370 0.818751221
0.2 0.672734445 0.671086455 0.670592417 0.670588418 0.670588174
0.3 0.552597643 0.550543878 0.549928221 0.549923281 0.549922980
0.4 0.455160637 0.452890616 0.452210430 0.452205001 0.452204669
0.5 0.376681251 0.374335747 0.373633492 0.373627899 0.373627557
0.6 0.313970920 0.311652239 0.310958768 0.310953242 0.310952904
0.7 0.264287611 0.262067624 0.261404568 0.261399270 0.261398947
0.8 0.225267702 0.223194281 0.222575989 0.222571024 0.222570721
0.9 0.194879501 0.192981757 0.192416882 0.192412317 0.192412038
1.0 0.171388070 0.169680673 0.169173489 0.169169356 0.169169104
Improved Euler Runge-Kutta Exact
Example 3.3.3 Table 3.3.2 shows analogous results for the nonlinear initial value problem
y 0 D 2y 2 C xy C x 2 ; y.0/ D 1:
We applied the improved Euler method to this problem in Example 3.
Table 3.3.2. Numerical solution of y 0 D 2y 2 C xy C x 2 ; y.0/ D 1, by the Runge-Kuttta
method and the improved Euler method.
x h D 0:1 h D 0:05 h D 0:1 h D 0:05 “Exact”
0.0 1.000000000 1.000000000 1.000000000 1.000000000 1.000000000
0.1 0.840500000 0.838288371 0.837587192 0.837584759 0.837584494
0.2 0.733430846 0.730556677 0.729644487 0.729642155 0.729641890
0.3 0.661600806 0.658552190 0.657582449 0.657580598 0.657580377
0.4 0.615961841 0.612884493 0.611903380 0.611901969 0.611901791
0.5 0.591634742 0.588558952 0.587576716 0.587575635 0.587575491
0.6 0.586006935 0.582927224 0.581943210 0.581942342 0.581942225
0.7 0.597712120 0.594618012 0.593630403 0.593629627 0.593629526
0.8 0.626008824 0.622898279 0.621908378 0.621907553 0.621907458
0.9 0.670351225 0.667237617 0.666251988 0.666250942 0.666250842
1.0 0.730069610 0.726985837 0.726017378 0.726015908 0.726015790
Improved Euler Runge-Kutta “Exact”
122 Chapter 3 Numerical Methods
Example 3.3.4 Tables 3.3.3 and 3.3.4 show results obtained by applying the Runge-Kutta and Runge-
Kutta semilinear methods to to the initial value problem
y0 2xy D 1; y.0/ D 3;
which we considered in Examples 3.1.4 and 3.2.4.
Table 3.3.3. Numerical solution of y 0 2xy D 1; y.0/ D 3, by the Runge-Kutta method.
x h D 0:2 h D 0:1 h D 0:05 “Exact”
0.0 3.000000000 3.000000000 3.000000000 3.000000000
0.2 3.327846400 3.327851633 3.327851952 3.327851973
0.4 3.966044973 3.966058535 3.966059300 3.966059348
0.6 5.066996754 5.067037123 5.067039396 5.067039535
0.8 6.936534178 6.936690679 6.936700320 6.936700945
1.0 10.184232252 10.184877733 10.184920997 10.184923955
1.2 16.064344805 16.066915583 16.067098699 16.067111677
1.4 27.278771833 27.288605217 27.289338955 27.289392347
1.6 49.960553660 49.997313966 50.000165744 50.000377775
1.8 98.834337815 98.971146146 98.982136702 98.982969504
2.0 211.393800152 211.908445283 211.951167637 211.954462214
Table 3.3.4. Numerical solution of y 0 2xy D 1; y.0/ D 3, by the Runge-Kutta semilinear
method.
x h D 0:2 h D 0:1 h D 0:05 “Exact”
0.0 3.000000000 3.000000000 3.000000000 3.000000000
0.2 3.327853286 3.327852055 3.327851978 3.327851973
0.4 3.966061755 3.966059497 3.966059357 3.966059348
0.6 5.067042602 5.067039725 5.067039547 5.067039535
0.8 6.936704019 6.936701137 6.936700957 6.936700945
1.0 10.184926171 10.184924093 10.184923963 10.184923955
1.2 16.067111961 16.067111696 16.067111678 16.067111677
1.4 27.289389418 27.289392167 27.289392335 27.289392347
1.6 50.000370152 50.000377302 50.000377745 50.000377775
1.8 98.982955511 98.982968633 98.982969450 98.982969504
2.0 211.954439983 211.954460825 211.954462127 211.954462214
The Case Where x0 Isn’t The Left Endpoint
So far in this chapter we’ve considered numerical methods for solving an initial value problem
y 0 D f .x; y/; y.x0 / D y0 (3.3.3)
on an interval Œx0; b, for which x0 is the left endpoint. We haven’t discussed numerical methods for
solving (3.3.3) on an interval Œa; x0, for which x0 is the right endpoint. To be specific, how can we
obtain approximate values y 1 , y 2 , . . . , y n of the solution of (3.3.3) at x0 h; : : : ; x0 nh, where
h D .x0 a/=n? Here’s the answer to this question:
Consider the initial value problem
´0 D f . x; ´/; ´. x0 / D y0 ; (3.3.4)
on the interval Πx0; a, for which x0 is the left endpoint. Use a numerical method to obtain approxi-
mate values ´1 , ´2 , . . . , ´n of the solution of (3.3.4) at x0 C h, x0 C 2h, . . . , x0 C nh D a. Then
Section 3.3 The Runge-Kutta Method 123
y 1 D ´1 , y 2 D ´2 , : : : , y n D ´n are approximate values of the solution of (3.3.3) at x0 h, x0 2h,
. . . , x0 nh D a.
The justification for this answer is sketched in Exercise 23. Note how easy it is to make the change the
given problem (3.3.3) to the modified problem (3.3.4): first replace f by f and then replace x, x0 , and
y by x, x0 , and ´, respectively.
Example 3.3.5 Use the Runge-Kutta method with step size h D 0:1 to find approximate values of the
solution of
.y 1/2 y 0 D 2x C 3; y.1/ D 4 (3.3.5)
at x D 0, 0:1, 0:2, . . . , 1.
Solution We first rewrite (3.3.5) in the form (3.3.3) as
2x C 3
y0 D ; y.1/ D 4: (3.3.6)
.y 1/2
Since the initial condition y.1/ D 4 is imposed at the right endpoint of the interval Œ0; 1, we apply the
Runge-Kutta method to the initial value problem
2x 3
´0 D ; ´. 1/ D 4 (3.3.7)
.´ 1/2
on the interval Π1; 0. (You should verify that (3.3.7) is related to (3.3.6) as (3.3.4) is related to (3.3.3).)
Table 3.3.5 shows the results. Reversing the order of the rows in Table 3.3.5 and changing the signs of the
values of x yields the first two columns of Table 3.3.6. The last column of Table 3.3.6 shows the exact
values of y, which are given by
y D 1 C .3x 2 C 9x C 15/1=3 :
(Since the differential equation in (3.3.6) is separable, this formula can be obtained by the method of
Section 2.2.)
2x 3
Table 3.3.5. Numerical solution of ´0 D ; ´. 1/ D 4, on Œ 1; 0.
.´ 1/2
x ´
-1.0 4.000000000
-0.9 3.944536474
-0.8 3.889298649
-0.7 3.834355648
-0.6 3.779786399
-0.5 3.725680888
-0.4 3.672141529
-0.3 3.619284615
-0.2 3.567241862
-0.1 3.516161955
0.0 3.466212070
Table 3.3.6. Numerical solution of .y 1/2 y 0 D 2x C 3; y.1/ D 4, on Œ0; 1.
124 Chapter 3 Numerical Methods
x y Exact
0.00 3.466212070 3.466212074
0.10 3.516161955 3.516161958
0.20 3.567241862 3.567241864
0.30 3.619284615 3.619284617
0.40 3.672141529 3.672141530
0.50 3.725680888 3.725680889
0.60 3.779786399 3.779786399
0.70 3.834355648 3.834355648
0.80 3.889298649 3.889298649
0.90 3.944536474 3.944536474
1.00 4.000000000 4.000000000
We leave it to you to develop a procedure for handling the numerical solution of (3.3.3) on an interval
Œa; b such that a < x0 < b (Exercises 26 and 27).
3.3 Exercises
Most of the following numerical exercises involve initial value problems considered in the exercises in
Sections 3.2. You’ll find it instructive to compare the results that you obtain here with the corresponding
results that you obtained in those sections.
In Exercises 1–5 use the Runge-Kutta method to find approximate values of the solution of the given initial
value problem at the points xi D x0 C ih; where x0 is the point where the initial condition is imposed
and i D 1, 2.
1. C y 0 D 2x 2 C 3y 2 2; y.2/ D 1I h D 0:05
p
2. C y 0 D y C x 2 C y 2 ; y.0/ D 1I h D 0:1
3. C y 0 C 3y D x 2 3xy C y 2 ; y.0/ D 2I h D 0:05
1Cx
4. C y0 D ; y.2/ D 3I h D 0:1
1 y2
5. C y 0 C x 2 y D sin xy; y.1/ D I h D 0:2
6. C Use the Runge-Kutta method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of the initial value problem
y 0 C 3y D 7e 4x ; y.0/ D 2;
at x D 0, 0:1, 0:2, 0:3, . . . , 1:0. Compare these approximate values with the values of the exact
solution y D e 4x C e 3x , which can be obtained by the method of Section 2.1. Present your
results in a table like Table 3.3.1.
7. C Use the Runge-Kutta method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of the initial value problem
2 3
y0 C y D 3 C 1; y.1/ D 1
x x
at x D 1:0, 1:1, 1:2, 1:3, . . . , 2:0. Compare these approximate values with the values of the exact
solution
1
yD .9 ln x C x 3 C 2/;
3x 2
Section 3.3 The Runge-Kutta Method 125
which can be obtained by the method of Section 2.1. Present your results in a table like Table 3.3.1.
8. C Use the Runge-Kutta method with step sizes h D 0:05, h D 0:025, and h D 0:0125 to find
approximate values of the solution of the initial value problem
y 2 C xy x2
y0 D ; y.1/ D 2
x2
at x D 1:0, 1:05, 1:10, 1:15 . . . , 1:5. Compare these approximate values with the values of the
exact solution
x.1 C x 2=3/
yD ;
1 x 2 =3
which was obtained in Example 2.2.3. Present your results in a table like Table 3.3.1.
9. C In Example 2.2.3 it was shown that
y5 C y D x2 C x 4
is an implicit solution of the initial value problem
2x C 1
y0 D ; y.2/ D 1: .A/
5y 4 C 1
Use the Runge-Kutta method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find approx-
imate values of the solution of (A) at x D 2:0, 2:1, 2:2, 2:3, . . . , 3:0. Present your results in
tabular form. To check the error in these approximate values, construct another table of values of
the residual
R.x; y/ D y 5 C y x 2 x C 4
for each value of .x; y/ appearing in the first table.
10. C You can see from Example 2.5.1 that
x 4 y 3 C x 2y 5 C 2xy D 4
is an implicit solution of the initial value problem
4x 3 y 3 C 2xy 5 C 2y
y0 D ; y.1/ D 1: .A/
3x 4y 2 C 5x 2 y 4 C 2x
Use the Runge-Kutta method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find approx-
imate values of the solution of (A) at x D 1:0, 1:1, 1:2, 1:3, . . . , 2:0. Present your results in
tabular form. To check the error in these approximate values, construct another table of values of
the residual
R.x; y/ D x 4 y 3 C x 2 y 5 C 2xy 4
for each value of .x; y/ appearing in the first table.
11. C Use the Runge-Kutta method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of the initial value problem
.3y 2 C 4y/y 0 C 2x C cos x D 0; y.0/ D 1 (Exercise 2.2.13);
at x D 0, 0:1, 0:2, 0:3, . . . , 1:0.
126 Chapter 3 Numerical Methods
12. C Use the Runge-Kutta method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of the initial value problem
.y C 1/.y 1/.y 2/
y0 C D 0; y.1/ D 0 (Exercise 2.2.14);
xC1
at x D 1:0, 1:1, 1:2, 1:3, . . . , 2:0.
13. C Use the Runge-Kutta method and the Runge-Kutta semilinear method with step sizes h D 0:1,
h D 0:05, and h D 0:025 to find approximate values of the solution of the initial value problem
3x
y 0 C 3y D e .1 4x C 3x 2 4x 3 /; y.0/ D 3
at x D 0, 0:1, 0:2, 0:3, . . . , 1:0. Compare these approximate values with the values of the exact
solution y D e 3x .3 x C 2x 2 x 3 C x 4 /, which can be obtained by the method of Section 2.1.
Do you notice anything special about the results? Explain.
The linear initial value problems in Exercises 14–19 can’t be solved exactly in terms of known elementary
functions. In each exercise use the Runge-Kutta and the Runge-Kutta semilinear methods with the indi-
cated step sizes to find approximate values of the solution of the given initial value problem at 11 equally
spaced points (including the endpoints) in the interval.
1
14. C y0 2y D ; y.2/ D 2; h D 0:1; 0:05; 0:025 on Œ2; 3
1 C x2
15. C y 0 C 2xy D x 2; y.0/ D 3; h D 0:2; 0:1; 0:05 on Œ0; 2 (Exercise 2.1.38)
1 sin x
16. C y 0 C y D 2 ; y.1/ D 2I h D 0:2; 0:1; 0:05 on Œ1; 3 (Exercise 2.1.39)
x x
x
e tan x
17. C y0 C y D ; y.1/ D 0I h D 0:05; 0:025; 0:0125 on Œ1; 1:5 (Exercise 2.1.40)
x
2x ex
18. C y0 C y D ; y.0/ D 1I h D 0:2; 0:1; 0:05 on Œ0; 2 (Exercise 2.1,41)
1 C x2 .1 C x 2 /2
2
19. C xy 0 C .x C 1/y D e x ; y.1/ D 2; h D 0:05; 0:025; 0:0125 on Œ1; 1:5 (Exercise 2.1.42)
In Exercises 20–22 use the Runge-Kutta method and the Runge-Kutta semilinear method with the indi-
cated step sizes to find approximate values of the solution of the given initial value problem at 11 equally
spaced points (including the endpoints) in the interval.
20. C y 0 C 3y D xy 2 .y C 1/; y.0/ D 1; h D 0:1; 0:05; 0:025 on Œ0; 1
x
21. C y 0 4y D 2 ; y.0/ D 1; h D 0:1; 0:05; 0:025 on Œ0; 1
y .y C 1/
x2
22. C y 0 C 2y D ; y.2/ D 1; h D 0:1; 0:05; 0:025 on Œ2; 3
1 C y2
23. C Suppose a < x0 , so that x0 < a. Use the chain rule to show that if ´ is a solution of
´0 D f . x; ´/; ´. x0 / D y0 ;
on Œ x0 ; a, then y D ´. x/ is a solution of
y 0 D f .x; y/; y.x0 / D y0 ;
on Œa; x0 .
Section 3.3 The Runge-Kutta Method 127
24. C Use the Runge-Kutta method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of
y 2 C xy x2
y0 D ; y.2/ D 1
x2
at x D 1:1, 1:2, 1:3, . . . 2:0. Compare these approximate values with the values of the exact
solution
x.4 3x 2/
yD ;
4 C 3x 2
which can be obtained by referring to Example 2.4.3.
25. C Use the Runge-Kutta method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of
y0 D x2y xy 2 ; y.1/ D 1
at x D 0, 0:1, 0:2, . . . , 1.
26. C Use the Runge-Kutta method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of
1 7 3
y0 C y D 2 C 3; y.1/ D
x x 2
at x D 0:5, 0:6,. . . , 1:5. Compare these approximate values with the values of the exact solution
7 ln x 3x
yD C ;
x 2
which can be obtained by the method discussed in Section 2.1.
27. C Use the Runge-Kutta method with step sizes h D 0:1, h D 0:05, and h D 0:025 to find
approximate values of the solution of
xy 0 C 2y D 8x 2; y.2/ D 5
at x D 1:0, 1:1, 1:2, . . . , 3:0. Compare these approximate values with the values of the exact
solution
12
y D 2x 2 ;
x2
which can be obtained by the method discussed in Section 2.1.
28. N UMERICAL Q UADRATURE (see Exercise 3.1.23).
(a) Derive the quadrature formula
Z b n 1 n
h hX 2h X
f .x/ dx .f .a/ C f .b// C f .a C ih/ C f .a C .2i 1/h=2/ .A/
a 6 3 3
i D1 i D1
(where h D .b a/=n/ by applying the Runge-Kutta method to the initial value problem
y 0 D f .x/; y.a/ D 0:
This quadrature formula is called Simpson’s Rule.
128 Chapter 3 Numerical Methods
(b) L For several choices of a, b, A, B, C , and D apply (A) to f .x/ D A C Bx C Cx C Dx 3,
with n D 10, 20, 40, 80, 160, 320. Compare your results with the exact answers and explain
what you find.
(c) L For several choices of a, b, A, B, C , D, and E apply (A) to f .x/ D A C Bx C Cx 2 C
Dx 3 C Ex 4, with n D 10; 20; 40; 80; 160; 320. Compare your results with the exact answers
and explain what you find.
CHAPTER 4
Applications of First Order Equations
IN THIS CHAPTER we consider applications of first order differential equations.
SECTION 4.1 begins with a discussion of exponential growth and decay, which you have probably al-
ready seen in calculus. We consider applications to radioactive decay, carbon dating, and compound
interest. We also consider more complicated problems where the rate of change of a quantity is in part
proportional to the magnitude of the quantity, but is also influenced by other other factors for example, a
radioactive susbstance is manufactured at a certain rate, but decays at a rate proportional to its mass, or a
saver makes regular deposits in a savings account that draws compound interest.
SECTION 4.2 deals with applications of Newton’s law of cooling and with mixing problems.
SECTION 4.3 discusses applications to elementary mechanics involving Newton’s second law of mo-
tion. The problems considered include motion under the influence of gravity in a resistive medium, and
determining the initial velocity required to launch a satellite.
SECTION 4.4 deals with methods for dealing with a type of second order equation that often arises in
applications of Newton’s second law of motion, by reformulating it as first order equation with a different
independent variable. Although the method doesn’t usually lead to an explicit solution of the given
equation, it does provide valuable insights into the behavior of the solutions.
SECTION 4.5 deals with applications of differential equations to curves.
129
130 Chapter 4 Applications of First Order Equations
4.1 GROWTH AND DECAY
Since the applications in this section deal with functions of time, we’ll denote the independent variable
by t. If Q is a function of t, Q0 will denote the derivative of Q with respect to t; thus,
dQ
Q0 D :
dt
Exponential Growth and Decay
One of the most common mathematical models for a physical process is the exponential model, where
it’s assumed that the rate of change of a quantity Q is proportional to Q; thus
Q0 D aQ; (4.1.1)
where a is the constant of proportionality.
From Example 3, the general solution of (4.1.1) is
Q D ce at
and the solution of the initial value problem
Q0 D aQ; Q.t0 / D Q0
is
Q D Q0 e a.t t0 /
: (4.1.2)
0
Since the solutions of Q D aQ are exponential functions, we say that a quantity Q that satisfies this
equation grows exponentially if a > 0, or decays exponentially if a < 0 (Figure 4.1.1).
Radioactive Decay
Experimental evidence shows that radioactive material decays at a rate proportional to the mass of the
material present. According to this model the mass Q.t/ of a radioactive material present at time t
satisfies (4.1.1), where a is a negative constant whose value for any given material must be determined
by experimental observation. For simplicity, we’ll replace the negative constant a by k, where k is a
positive number that we’ll call the decay constant of the material. Thus, (4.1.1) becomes
Q0 D kQ:
If the mass of the material present at t D t0 is Q0 , the mass present at time t is the solution of
Q0 D kQ; Q.t0 / D Q0 :
From (4.1.2) with a D k, the solution of this initial value problem is
k.t t0/
Q D Q0 e : (4.1.3)
The half–life of a radioactive material is defined to be the time required for half of its mass to decay;
that is, if Q.t0 / D Q0 , then
Q0
Q. C t0 / D : (4.1.4)
2
From (4.1.3) with t D C t0 , (4.1.4) is equivalent to
k Q0
Q0 e D ;
2
Section 4.1 Growth and Decay 131
a>0
Q0
a<0
Figure 4.1.1 Exponential growth and decay
so
k 1
e D :
2
Taking logarithms yields
1
k D ln D ln 2;
2
so the half-life is
1
D ln 2: (4.1.5)
k
(Figure 4.1.2). The half-life is independent of t0 and Q0 , since it’s determined by the properties of
material, not by the amount of the material present at any particular time.
Example 4.1.1 A radioactive substance has a half-life of 1620 years.
(a) If its mass is now 4 g (grams), how much will be left 810 years from now?
(b) Find the time t1 when 1.5 g of the substance remain.
S OLUTION (a) From (4.1.3) with t0 D 0 and Q0 D 4,
kt
Q D 4e ; (4.1.6)
where we determine k from (4.1.5), with = 1620 years:
ln 2 ln 2
kD D :
1620
132 Chapter 4 Applications of First Order Equations
Q
0
.5Q
0
τ t
Figure 4.1.2 Half-life of a radioactive substance
Substituting this in (4.1.6) yields
.t ln 2/=1620
Q D 4e : (4.1.7)
Therefore the mass left after 810 years will be
Q.810/ D 4ep .810 ln 2/=1620 D 4e .ln 2/=2
D 2 2 g:
S OLUTION (b) Setting t D t1 in (4.1.7) and requiring that Q.t1 / D 1:5 yields
3
D 4e . t1 ln 2/=1620
:
2
Dividing by 4 and taking logarithms yields
3 t1 ln 2
ln D :
8 1620
Since ln 3=8 D ln 8=3,
ln 8=3
t1 D 1620 2292:4 years:
ln 2
Interest Compounded Continuously
Suppose we deposit an amount of money Q0 in an interest-bearing account and make no further deposits
or withdrawals for t years, during which the account bears interest at a constant annual rate r . To calculate
the value of the account at the end of t years, we need one more piece of information: how the interest
Section 4.1 Growth and Decay 133
is added to the account, or—as the bankers say—how it is compounded. If the interest is compounded
annually, the value of the account is multiplied by 1 C r at the end of each year. This means that after t
years the value of the account is
Q.t/ D Q0 .1 C r /t :
If interest is compounded semiannually, the value of the account is multiplied by .1 C r=2/ every 6
months. Since this occurs twice annually, the value of the account after t years is
r 2t
Q.t/ D Q0 1 C :
2
In general, if interest is compounded n times per year, the value of the account is multiplied n times per
year by .1 C r=n/; therefore, the value of the account after t years is
r nt
Q.t/ D Q0 1 C : (4.1.8)
n
Thus, increasing the frequency of compounding increases the value of the account after a fixed period of
time. Table 4.1.7 shows the effect of increasing the number of compoundings over t D 5 years on an
initial deposit of Q0 D 100 (dollars), at an annual interest rate of 6%.
Table 4.1.7. Table The effect of compound interest
:06 5n
n $100 1 C
n
(number of compoundings (value in dollars
per year) after 5 years)
1 $133:82
2 $134:39
4 $134:68
8 $134:83
364 $134:98
You can see from Table 4.1.7 that the value of the account after 5 years is an increasing function of
n. Now suppose the maximum allowable rate of interest on savings accounts is restricted by law, but
the time intervals between successive compoundings isn’t ; then competing banks can attract savers by
compounding often. The ultimate step in this direction is to compound continuously, by which we mean
that n ! 1 in (4.1.8). Since we know from calculus that
r n
lim 1 C D er ;
n!1 n
this yields
r nt h r n it
Q.t/ D lim Q0 1 C D Q0 lim 1 C
n!1 n n!1 n
D Q0 e r t :
Observe that Q D Q0 e r t is the solution of the initial value problem
Q0 D rQ; Q.0/ D Q0 I
that is, with continuous compounding the value of the account grows exponentially.
134 Chapter 4 Applications of First Order Equations
Example 4.1.2 If $150 is deposited in a bank that pays 5 21 % annual interest compounded continuously,
the value of the account after t years is
Q.t/ D 150e :055t
dollars. (Note that it’s necessary to write the interest rate as a decimal; thus, r D :055.) Therefore, after
t D 10 years the value of the account is
Q.10/ D 150e :55 $259:99:
Example 4.1.3 We wish to accumulate $10,000 in 10 years by making a single deposit in a savings
account bearing 5 21 % annual interest compounded continuously. How much must we deposit in the
account?
Solution The value of the account at time t is
Q.t/ D Q0 e :055t : (4.1.9)
Since we want Q.10/ to be $10,000, the initial deposit Q0 must satisfy the equation
10000 D Q0 e :55 ; (4.1.10)
obtained by setting t D 10 and Q.10/ D 10000 in (4.1.9). Solving (4.1.10) for Q0 yields
:55
Q0 D 10000e $5769:50:
Mixed Growth and Decay
Example 4.1.4 A radioactive substance with decay constant k is produced at a constant rate of a units of
mass per unit time.
(a) Assuming that Q.0/ D Q0 , find the mass Q.t/ of the substance present at time t.
(b) Find limt !1 Q.t/.
S OLUTION (a) Here
Q0 D rate of increase of Q rate of decrease of Q:
The rate of increase is the constant a. Since Q is radioactive with decay constant k, the rate of decrease
is kQ. Therefore
Q0 D a kQ:
This is a linear first order differential equation. Rewriting it and imposing the initial condition shows that
Q is the solution of the initial value problem
Q0 C kQ D a; Q.0/ D Q0 : (4.1.11)
Since e k t is a solution of the complementary equation, the solutions of (4.1.11) are of the form Q D
ue k t , where u0 e k t D a, so u0 D ae k t . Hence,
a kt
uD e Cc
k
Section 4.1 Growth and Decay 135
a/k
a
Figure 4.1.3 Q.t/ approaches the steady state value as t ! 1
k
and
kt a kt
Q D ue D C ce :
k
Since Q.0/ D Q0 , setting t D 0 here yields
a a
Q0 D Cc or c D Q0 :
k k
Therefore
a a kt
QD C Q0 e : (4.1.12)
k k
kt
S OLUTION (b) Since k > 0, limt !1 e D 0, so from (4.1.12)
a
lim Q.t/ D :
t !1 k
This limit depends only on a and k, and not on Q0 . We say that a= k is the steady state value of Q. From
(4.1.12) we also see that Q approaches its steady state value from above if Q0 > a= k, or from below if
Q0 < a= k. If Q0 D a= k, then Q remains constant (Figure 4.1.3).
Carbon Dating
The fact that Q approaches a steady state value in the situation discussed in Example 4 underlies the
method of carbon dating, devised by the American chemist and Nobel Prize Winner W.S. Libby.
Carbon 12 is stable, but carbon-14, which is produced by cosmic bombardment of nitrogen in the upper
atmosphere, is radioactive with a half-life of about 5570 years. Libby assumed that the quantity of carbon-
12 in the atmosphere has been constant throughout time, and that the quantity of radioactive carbon-14
136 Chapter 4 Applications of First Order Equations
achieved its steady state value long ago as a result of its creation and decomposition over millions of
years. These assumptions led Libby to conclude that the ratio of carbon-14 to carbon-12 has been nearly
constant for a long time. This constant, which we denote by R, has been determined experimentally.
Living cells absorb both carbon-12 and carbon-14 in the proportion in which they are present in the
environment. Therefore the ratio of carbon-14 to carbon-12 in a living cell is always R. However, when
the cell dies it ceases to absorb carbon, and the ratio of carbon-14 to carbon-12 decreases exponentially
as the radioactive carbon-14 decays. This is the basis for the method of carbon dating, as illustrated in
the next example.
Example 4.1.5 An archaeologist investigating the site of an ancient village finds a burial ground where
the amount of carbon-14 present in individual remains is between 42 and 44% of the amount present in
live individuals. Estimate the age of the village and the length of time for which it survived.
Solution Let Q D Q.t/ be the quantity of carbon-14 in an individual set of remains t years after death,
and let Q0 be the quantity that would be present in live individuals. Since carbon-14 decays exponentially
with half-life 5570 years, its decay constant is
ln 2
kD :
5570
Therefore
t .ln 2/=5570
Q D Q0 e
if we choose our time scale so that t0 D 0 is the time of death. If we know the present value of Q we can
solve this equation for t, the number of years since death occurred. This yields
ln Q=Q0
t D 5570 :
ln 2
It is given that Q D :42Q0 in the remains of individuals who died first. Therefore these deaths occurred
about
ln :42
t1 D 5570 6971
ln 2
years ago. For the most recent deaths, Q D :44Q0 ; hence, these deaths occurred about
ln :44
t2 D 5570 6597
ln 2
years ago. Therefore it’s reasonable to conclude that the village was founded about 7000 years ago, and
lasted for about 400 years.
A Savings Program
Example 4.1.6 A person opens a savings account with an initial deposit of $1000 and subsequently
deposits $50 per week. Find the value Q.t/ of the account at time t > 0, assuming that the bank pays 6%
interest compounded continuously.
Solution Observe that Q isn’t continuous, since there are 52 discrete deposits per year of $50 each.
To construct a mathematical model for this problem in the form of a differential equation, we make
the simplifying assumption that the deposits are made continuously at a rate of $2600 per year. This
is essential, since solutions of differential equations are continuous functions. With this assumption, Q
increases continuously at the rate
Q0 D 2600 C :06Q
Section 4.1 Growth and Decay 137
and therefore Q satisfies the differential equation
Q0 :06Q D 2600: (4.1.13)
(Of course, we must recognize that the solution of this equation is an approximation to the true value of
Q at any given time. We’ll discuss this further below.) Since e :06t is a solution of the complementary
equation, the solutions of (4.1.13) are of the form Q D ue :06t , where u0 e :06t D 2600. Hence, u0 D
2600e :06t ,
2600 :06t
uD e Cc
:06
and
2600
Q D ue :06t D C ce :06t : (4.1.14)
:06
Setting t D 0 and Q D 1000 here yields
2600
c D 1000 C ;
:06
and substituting this into (4.1.14) yields
2600 :06t
Q D 1000e :06t C .e 1/; (4.1.15)
:06
where the first term is the value due to the initial deposit and the second is due to the subsequent weekly
deposits.
Mathematical models must be tested for validity by comparing predictions based on them with the
actual outcome of experiments. Example 6 is unusual in that we can compute the exact value of the
account at any specified time and compare it with the approximate value predicted by (4.1.15) (See
Exercise 21.). The follwing table gives a comparison for a ten year period. Each exact answer corresponds
to the time of the year-end deposit, and each year is assumed to have exactly 52 weeks.
Year Approximate Value of Q Exact Value of P Error Percentage Error
(Example 4.1.6) (Exercise 21) Q P .Q P /=P
1 $ 3741.42 $ 3739.87 $ 1.55 :0413%
2 6652.36 6649.17 3.19 :0479
3 9743.30 9738.37 4.93 :0506
4 13,025.38 13,018.60 6.78 :0521
5 16,510.41 16,501.66 8.75 :0530
6 20,210.94 20,200.11 10.83 :0536
7 24,140.30 24,127.25 13.05 :0541
8 28,312.63 28,297.23 15.40 :0544
9 32,742.97 32,725.07 17.90 :0547
10 37,447.27 37,426.72 20.55 :0549
138 Chapter 4 Applications of First Order Equations
4.1 Exercises
1. The half-life of a radioactive substance is 3200 years. Find the quantity Q.t/ of the substance left
at time t > 0 if Q.0/ D 20 g.
2. The half-life of a radioactive substance is 2 days. Find the time required for a given amount of the
material to decay to 1/10 of its original mass.
3. A radioactive material loses 25% of its mass in 10 minutes. What is its half-life?
4. A tree contains a known percentage p0 of a radioactive substance with half-life . When the tree
dies the substance decays and isn’t replaced. If the percentage of the substance in the fossilized
remains of such a tree is found to be p1 , how long has the tree been dead?
5. If tp and tq are the times required for a radioactive material to decay to 1=p and 1=q times its
original mass (respectively), how are tp and tq related?
6. Find the decay constant k for a radioactive substance, given that the mass of the substance is Q1
at time t1 and Q2 at time t2 .
7. A process creates a radioactive substance at the rate of 2 g/hr and the substance decays at a rate
proportional to its mass, with constant of proportionality k D :1.hr/ 1 . If Q.t/ is the mass of the
substance at time t, find limt !1 Q.t/.
8. A bank pays interest continuously at the rate of 6%. How long does it take for a deposit of Q0 to
grow in value to 2Q0 ?
9. At what rate of interest, compounded continuously, will a bank deposit double in value in 8 years?
10. A savings account pays 5% per annum interest compounded continuously. The initial deposit is
Q0 dollars. Assume that there are no subsequent withdrawals or deposits.
(a) How long will it take for the value of the account to triple?
(b) What is Q0 if the value of the account after 10 years is $100,000 dollars?
11. A candymaker makes 500 pounds of candy per week, while his large family eats the candy at a
rate equal to Q.t/=10 pounds per week, where Q.t/ is the amount of candy present at time t.
(a) Find Q.t/ for t > 0 if the candymaker has 250 pounds of candy at t D 0.
(b) Find limt !1 Q.t/.
12. Suppose a substance decays at a yearly rate equal to half the square of the mass of the substance
present. If we start with 50 g of the substance, how long will it be until only 25 g remain?
13. A super bread dough increases in volume at a rate proportional to the volume V present. If V
increases by a factor of 10 in 2 hours and V .0/ D V0 , find V at any time t. How long will it take
for V to increase to 100V0 ?
14. A radioactive substance decays at a rate proportional to the amount present, and half the original
quantity Q0 is left after 1500 years. In how many years would the original amount be reduced to
3Q0 =4? How much will be left after 2000 years?
15. A wizard creates gold continuously at the rate of 1 ounce per hour, but an assistant steals it con-
tinuously at the rate of 5% of however much is there per hour. Let W .t/ be the number of ounces
that the wizard has at time t. Find W .t/ and limt !1 W .t/ if W .0/ D 1.
16. A process creates a radioactive substance at the rate of 1 g/hr, and the substance decays at an hourly
rate equal to 1/10 of the mass present (expressed in grams). Assuming that there are initially 20 g,
find the mass S.t/ of the substance present at time t, and find limt !1 S.t/.
Section 4.1 Growth and Decay 139
17. A tank is empty at t D 0. Water is added to the tank at the rate of 10 gal/min, but it leaks out
at a rate (in gallons per minute) equal to the number of gallons in the tank. What is the smallest
capacity the tank can have if this process is to continue forever?
18. A person deposits $25,000 in a bank that pays 5% per year interest, compounded continuously.
The person continuously withdraws from the account at the rate of $750 per year. Find V .t/, the
value of the account at time t after the initial deposit.
19. A person has a fortune that grows at rate proportional to the square root of its worth. Find the
worth W of the fortune as a function of t if it was $1 million 6 months ago and is $4 million today.
20. Let p D p.t/ be the quantity of a product present at time t. The product is manufactured continu-
ously at a rate proportional to p, with proportionality constant 1/2, and it’s consumed continuously
at a rate proportional to p 2, with proportionality constant 1/8. Find p.t/ if p.0/ D 100.
21. (a) In the situation of Example 4.1.6 find the exact value P .t/ of the person’s account after t
years, where t is an integer. Assume that each year has exactly 52 weeks, and include the
year-end deposit in the computation.
H INT: At time t the initial $1000 has been on deposit for t years. There have been 52t
deposits of $50 each. The first $50 has been on deposit for t 1=52 years, the second for
t 2=52 years in general, the j th $50 has been on deposit for t j=52 years .1
j 52t/. Find the present value of each $50 deposit assuming 6% interest compounded
continuously, and use the formula
1 x nC1
1 C x C x2 C C xn D .x ¤ 1/
1 x
to find their total value.
(b) Let
Q.t/ P .t/
p.t/ D
P .t/
be the relative error after t years. Find
p.1/ D lim p.t/:
t !1
22. A homebuyer borrows P0 dollars at an annual interest rate r , agreeing to repay the loan with equal
monthly payments of M dollars per month over N years.
(a) Derive a differential equation for the loan principal (amount that the homebuyer owes) P .t/
at time t > 0, making the simplifying assumption that the homebuyer repays the loan con-
tinuously rather than in discrete steps. (See Example 4.1.6 .)
(b) Solve the equation derived in (a).
(c) Use the result of (b) to determine an approximate value for M assuming that each year has
exactly 12 months of equal length.
(d) It can be shown that the exact value of M is given by
rP0 1
M D 1 .1 C r=12/ 12N :
12
Compare the value of M obtained from the answer in (c) to the exact value if (i) P0 D
$50; 000, r D 7 21 %, N D 20 (ii) P0 D $150; 000, r D 9:0%, N D 30.
23. Assume that the homebuyer of Exercise 22 elects to repay the loan continuously at the rate of ˛M
dollars per month, where ˛ is a constant greater than 1. (This is called accelerated payment.)
140 Chapter 4 Applications of First Order Equations
(a) Determine the time T .˛/ when the loan will be paid off and the amount S.˛/ that the home-
buyer will save.
(b) Suppose P0 D $50; 000, r D 8%, and N D 15. Compute the savings realized by accelerated
payments with ˛ D 1:05; 1:10, and 1:15.
24. A benefactor wishes to establish a trust fund to pay a researcher’s salary for T years. The salary
is to start at S0 dollars per year and increase at a fractional rate of a per year. Find the amount
of money P0 that the benefactor must deposit in a trust fund paying interest at a rate r per year.
Assume that the researcher’s salary is paid continuously, the interest is compounded continuously,
and the salary increases are granted continuously.
25. L A radioactive substance with decay constant k is produced at the rate of
at
1 C btQ.t/
units of mass per unit time, where a and b are positive constants and Q.t/ is the mass of the
substance present at time t; thus, the rate of production is small at the start and tends to slow when
Q is large.
(a) Set up a differential equation for Q.
(b) Choose your own positive values for a, b, k, and Q0 D Q.0/. Use a numerical method to
discover what happens to Q.t/ as t ! 1. (Be precise, expressing your conclusions in terms
of a, b, k. However, no proof is required.)
26. L Follow the instructions of Exercise 25, assuming that the substance is produced at the rate of
at=.1 C bt.Q.t//2 / units of mass per unit of time.
27. L Follow the instructions of Exercise 25, assuming that the substance is produced at the rate of
at=.1 C bt/ units of mass per unit of time.
4.2 COOLING AND MIXING
Newton’s Law of Cooling
Newton’s law of cooling states that if an object with temperature T .t/ at time t is in a medium with
temperature Tm .t/, the rate of change of T at time t is proportional to T .t/ Tm .t/; thus, T satisfies a
differential equation of the form
T 0 D k.T Tm /: (4.2.1)
Here k > 0, since the temperature of the object must decrease if T > Tm , or increase if T < Tm . We’ll
call k the temperature decay constant of the medium.
For simplicity, in this section we’ll assume that the medium is maintained at a constant temperature Tm .
This is another example of building a simple mathematical model for a physical phenomenon. Like most
mathematical models it has its limitations. For example, it’s reasonable to assume that the temperature of
a room remains approximately constant if the cooling object is a cup of coffee, but perhaps not if it’s a
huge cauldron of molten metal. (For more on this see Exercise 17.)
To solve (4.2.1), we rewrite it as
T 0 C kT D kTm :
kt
Since e is a solution of the complementary equation, the solutions of this equation are of the form
kt
T D ue , where u0 e k t D kTm , so u0 D kTm e k t . Hence,
u D Tm e k t C c;
Section 4.2 Cooling and Mixing 141
so
kt kt
T D ue D Tm C ce :
If T .0/ D T0 , setting t D 0 here yields c D T0 Tm , so
kt
T D Tm C .T0 Tm /e : (4.2.2)
Note that T Tm decays exponentially, with decay constant k.
Example 4.2.1 A ceramic insulator is baked at 400ıC and cooled in a room in which the temperature is
25ı C. After 4 minutes the temperature of the insulator is 200ıC. What is its temperature after 8 minutes?
Solution Here T0 D 400 and Tm D 25, so (4.2.2) becomes
kt
T D 25 C 375e : (4.2.3)
We determine k from the stated condition that T .4/ D 200; that is,
4k
200 D 25 C 375e I
hence,
4k 175 7
e D D :
375 15
Taking logarithms and solving for k yields
1 7 1 15
kD ln D ln :
4 15 4 7
Substituting this into (4.2.3) yields
t 15
ln
T D 25 C 375e 4 7
(Figure 4.2.1). Therefore the temperature of the insulator after 8 minutes is
15
2 ln
T .8/ D 25 C 375e 7
2
7
D 25 C 375 107ıC:
15
Example 4.2.2 An object with temperature 72ı F is placed outside, where the temperature is 20ıF. At
11:05 the temperature of the object is 60ıF and at 11:07 its temperature is 50ı F. At what time was the
object placed outside?
Solution Let T .t/ be the temperature of the object at time t. For convenience, we choose the origin
t0 D 0 of the time scale to be 11:05 so that T0 D 60. We must determine the time when T . / D 72.
Substituting T0 D 60 and Tm D 20 into (4.2.2) yields
T D 20 C 60 . 20/ e k t
or
kt
T D 20 C 80e : (4.2.4)
142 Chapter 4 Applications of First Order Equations
400
350
300
250
200
150
100
50
t
5 10 15 20 25 30
.t =4/ ln 15=7
Figure 4.2.1 T D 25 C 375e
We obtain k from the stated condition that the temperature of the object is 50ı F at 11:07. Since 11:07 is
t D 2 on our time scale, we can determine k by substituting T D 50 and t D 2 into (4.2.4) to obtain
2k
50 D 20 C 80e
(Figure 4.2.2); hence,
2k 70 7
e D D :
80 8
Taking logarithms and solving for k yields
1 7 1 8
kD ln D ln :
2 8 2 7
Substituting this into (4.2.4) yields
t ln 8
T D 20 C 80e 2 7 ;
and the condition T . / D 72 implies that
8
ln
72 D 20 C 80e 2 7 I
hence,
ln 8 92 23
e 2 7 D D :
80 20
Taking logarithms and solving for yields
23
2 ln 20
D 2:09 min:
ln 87
Section 4.2 Cooling and Mixing 143
100
80
T=72
60
40
20
t
−5 5 10 15 20 25 30 35 40
−20
t 8
ln
Figure 4.2.2 T D 20 C 80e 2 7
Therefore the object was placed outside about 2 minutes and 5 seconds before 11:05; that is, at 11:02:55.
Mixing Problems
In the next two examples a saltwater solution with a given concentration (weight of salt per unit volume
of solution) is added at a specified rate to a tank that initially contains saltwater with a different concentra-
tion. The problem is to determine the quantity of salt in the tank as a function of time. This is an example
of a mixing problem. To construct a tractable mathematical model for mixing problems we assume in
our examples (and most exercises) that the mixture is stirred instantly so that the salt is always uniformly
distributed throughout the mixture. Exercises 22 and 23 deal with situations where this isn’t so, but the
distribution of salt becomes approximately uniform as t ! 1.
Example 4.2.3 A tank initially contains 40 pounds of salt dissolved in 600 gallons of water. Starting at
t0 D 0, water that contains 1/2 pound of salt per gallon is poured into the tank at the rate of 4 gal/min and
the mixture is drained from the tank at the same rate (Figure 4.2.3).
(a) Find a differential equation for the quantity Q.t/ of salt in the tank at time t > 0, and solve the
equation to determine Q.t/.
(b) Find limt !1 Q.t/.
S OLUTION (a) To find a differential equation for Q, we must use the given information to derive an
expression for Q0 . But Q0 is the rate of change of the quantity of salt in the tank changes with respect to
time; thus, if rate in denotes the rate at which salt enters the tank and rate out denotes the rate by which
it leaves, then
Q0 D rate in rate out: (4.2.5)
144 Chapter 4 Applications of First Order Equations
4 gal/min; .5 lb/gal
600 gal
4 gal/min
Figure 4.2.3 A mixing problem
The rate in is
1
lb/gal .4 gal/min/ D 2 lb/min:
2
Determining the rate out requires a little more thought. We’re removing 4 gallons of the mixture per
minute, and there are always 600 gallons in the tank; that is, we’re removing 1=150 of the mixture per
minute. Since the salt is evenly distributed in the mixture, we are also removing 1=150 of the salt per
minute. Therefore, if there are Q.t/ pounds of salt in the tank at time t, the rate out at any time t is
Q.t/=150. Alternatively, we can arrive at this conclusion by arguing that
rate out D .concentration/ .rate of flow out/
D .lb/gal/ .gal/min/
Q.t/ Q.t/
D 4 D :
600 150
We can now write (4.2.5) as
Q
Q0 D 2 :
150
This first order equation can be rewritten as
Q
Q0 C D 2:
150
Since e t =150 is a solution of the complementary equation, the solutions of this equation are of the form
Q D ue t =150 , where u0 e t =150 D 2, so u0 D 2e t =150. Hence,
u D 300e t =150 C c;
Section 4.2 Cooling and Mixing 145
300
250
200
150
100
50
t
100 200 300 400 500 600 700 800 900
t =150
Figure 4.2.4 Q D 300 260e
so
t =150 t =150
Q D ue D 300 C ce (4.2.6)
(Figure 4.2.4). Since Q.0/ D 40, c D 260; therefore,
t =150
Q D 300 260e :
S OLUTION (b) From (4.2.6), we see that that limt !1 Q.t/ D 300 for any value of Q.0/. This is
intuitively reasonable, since the incoming solution contains 1/2 pound of salt per gallon and there are
always 600 gallons of water in the tank.
Example 4.2.4 A 500-liter tank initially contains 10 g of salt dissolved in 200 liters of water. Starting
at t0 D 0, water that contains 1/4 g of salt per liter is poured into the tank at the rate of 4 liters/min and
the mixture is drained from the tank at the rate of 2 liters/min (Figure 4.2.5). Find a differential equation
for the quantity Q.t/ of salt in the tank at time t prior to the time when the tank overflows and find the
concentration K.t/ (g/liter ) of salt in the tank at any such time.
Solution We first determine the amount W .t/ of solution in the tank at any time t prior to overflow.
Since W .0/ D 200 and we’re adding 4 liters/min while removing only 2 liters/min, there’s a net gain of
2 liters/min in the tank; therefore,
W .t/ D 2t C 200:
Since W .150/ D 500 liters (capacity of the tank), this formula is valid for 0 t 150.
Now let Q.t/ be the number of grams of salt in the tank at time t, where 0 t 150. As in
Example 4.2.3,
Q0 D rate in rate out: (4.2.7)
146 Chapter 4 Applications of First Order Equations
4 liters/min; .25 g/liter
2t+200 liters
Figure 4.2.5 Another mixing problem
The rate in is
1
g/liter .4 liters/min / D 1 g/min: (4.2.8)
4
To determine the rate out, we observe that since the mixture is being removed from the tank at the constant
rate of 2 liters/min and there are 2t C 200 liters in the tank at time t, the fraction of the mixture being
removed per minute at time t is
2 1
D :
2t C 200 t C 100
We’re removing this same fraction of the salt per minute. Therefore, since there are Q.t/ grams of salt in
the tank at time t,
Q.t/
rate out D : (4.2.9)
t C 100
Alternatively, we can arrive at this conclusion by arguing that
rate out D .concentration/ .rate of flow out/ D .g/liter/ .liters/min/
Q.t/ Q.t/
D 2 D :
2t C 200 t C 100
Substituting (4.2.8) and (4.2.9) into (4.2.7) yields
Q 1
Q0 D 1 ; so Q0 C Q D 1: (4.2.10)
t C 100 t C 100
By separation of variables, 1=.t C 100/ is a solution of the complementary equation, so the solutions of
(4.2.10) are of the form
u u0
QD ; where D 1; so u0 D t C 100:
t C 100 t C 100
Section 4.2 Cooling and Mixing 147
Hence,
.t C 100/2
uD C c: (4.2.11)
2
Since Q.0/ D 10 and u D .t C 100/Q, (4.2.11) implies that
.100/2
.100/.10/ D C c;
2
so
.100/2
c D 100.10/ D 4000
2
and therefore
.t C 100/2
uD 4000:
2
Hence,
u t C 100 4000
QD D :
t C 200 2 t C 100
Now let K.t/ be the concentration of salt at time t. Then
1 2000
K.t/ D
4 .t C 100/2
(Figure 4.2.6).
.25
.20
.15
.10
.05
t
200 400 600 800 1000
1 2000
Figure 4.2.6 K.t/ D
4 .t C 100/2
148 Chapter 4 Applications of First Order Equations
4.2 Exercises
1. A thermometer is moved from a room where the temperature is 70ı F to a freezer where the tem-
perature is 12ıF . After 30 seconds the thermometer reads 40ı F. What does it read after 2 minutes?
2. A fluid initially at 100ı C is placed outside on a day when the temperature is 10ı C, and the
temperature of the fluid drops 20ı C in one minute. Find the temperature T .t/ of the fluid for
t > 0.
3. At 12:00 PM a thermometer reading 10ıF is placed in a room where the temperature is 70ı F. It
reads 56ı when it’s placed outside, where the temperature is 5ı F, at 12:03. What does it read at
12:05 PM ?
4. A thermometer initially reading 212ıF is placed in a room where the temperature is 70ı F. After 2
minutes the thermometer reads 125ıF.
(a) What does the thermometer read after 4 minutes?
(b) When will the thermometer read 72ıF?
(c) When will the thermometer read 69ıF?
5. An object with initial temperature 150ı C is placed outside, where the temperature is 35ıC. Its
temperatures at 12:15 and 12:20 are 120ıC and 90ıC, respectively.
(a) At what time was the object placed outside?
(b) When will its temperature be 40ı C?
6. An object is placed in a room where the temperature is 20ı C. The temperature of the object drops
by 5ı C in 4 minutes and by 7ıC in 8 minutes. What was the temperature of the object when it was
initially placed in the room?
7. A cup of boiling water is placed outside at 1:00 PM . One minute later the temperature of the water
is 152ıF. After another minute its temperature is 112ı F. What is the outside temperature?
8. A tank initially contains 40 gallons of pure water. A solution with 1 gram of salt per gallon of
water is added to the tank at 3 gal/min, and the resulting solution dranes out at the same rate. Find
the quantity Q.t/ of salt in the tank at time t > 0.
9. A tank initially contains a solution of 10 pounds of salt in 60 gallons of water. Water with 1/2
pound of salt per gallon is added to the tank at 6 gal/min, and the resulting solution leaves at the
same rate. Find the quantity Q.t/ of salt in the tank at time t > 0.
10. A tank initially contains 100 liters of a salt solution with a concentration of .1 g/liter. A solution
with a salt concentration of .3 g/liter is added to the tank at 5 liters/min, and the resulting mixture
is drained out at the same rate. Find the concentration K.t/ of salt in the tank as a function of t.
11. A 200 gallon tank initially contains 100 gallons of water with 20 pounds of salt. A salt solution
with 1/4 pound of salt per gallon is added to the tank at 4 gal/min, and the resulting mixture is
drained out at 2 gal/min. Find the quantity of salt in the tank as it’s about to overflow.
12. Suppose water is added to a tank at 10 gal/min, but leaks out at the rate of 1/5 gal/min for each
gallon in the tank. What is the smallest capacity the tank can have if the process is to continue
indefinitely?
13. A chemical reaction in a laboratory with volume V (in ft3 ) produces q1 ft3/min of a noxious gas as
a byproduct. The gas is dangerous at concentrations greater than c, but harmless at concentrations
c. Intake fans at one end of the laboratory pull in fresh air at the rate of q2 ft3 /min and exhaust
fans at the other end exhaust the mixture of gas and air from the laboratory at the same rate.
Section 4.2 Cooling and Mixing 149
Assuming that the gas is always uniformly distributed in the room and its initial concentration c0
is at a safe level, find the smallest value of q2 required to maintain safe conditions in the laboratory
for all time.
14. A 1200-gallon tank initially contains 40 pounds of salt dissolved in 600 gallons of water. Starting
at t0 D 0, water that contains 1/2 pound of salt per gallon is added to the tank at the rate of 6
gal/min and the resulting mixture is drained from the tank at 4 gal/min. Find the quantity Q.t/ of
salt in the tank at any time t > 0 prior to overflow.
15. Tank T1 initially contain 50 gallons of pure water. Starting at t0 D 0, water that contains 1 pound
of salt per gallon is poured into T1 at the rate of 2 gal/min. The mixture is drained from T1 at the
same rate into a second tank T2 , which initially contains 50 gallons of pure water. Also starting at
t0 D 0, a mixture from another source that contains 2 pounds of salt per gallon is poured into T2
at the rate of 2 gal/min. The mixture is drained from T2 at the rate of 4 gal/min.
(a) Find a differential equation for the quantity Q.t/ of salt in tank T2 at time t > 0.
(b) Solve the equation derived in (a) to determine Q.t/.
(c) Find limt !1 Q.t/.
16. Suppose an object with initial temperature T0 is placed in a sealed container, which is in turn placed
in a medium with temperature Tm . Let the initial temperature of the container be S0 . Assume that
the temperature of the object does not affect the temperature of the container, which in turn does
not affect the temperature of the medium. (These assumptions are reasonable, for example, if the
object is a cup of coffee, the container is a house, and the medium is the atmosphere.)
(a) Assuming that the container and the medium have distinct temperature decay constants k
and km respectively, use Newton’s law of cooling to find the temperatures S.t/ and T .t/ of
the container and object at time t.
(b) Assuming that the container and the medium have the same temperature decay constant k,
use Newton’s law of cooling to find the temperatures S.t/ and T .t/ of the container and
object at time t.
(c) Find lim :t !1 S.t/ and limt !1 T .t/ .
17. In our previous examples and exercises concerning Newton’s law of cooling we assumed that the
temperature of the medium remains constant. This model is adequate if the heat lost or gained by
the object is insignificant compared to the heat required to cause an appreciable change in the tem-
perature of the medium. If this isn’t so, we must use a model that accounts for the heat exchanged
between the object and the medium. Let T D T .t/ and Tm D Tm .t/ be the temperatures of the
object and the medium, respectively, and let T0 and Tm0 be their initial values. Again, we assume
that T and Tm are related by Newton’s law of cooling,
T0 D k.T Tm /: .A/
We also assume that the change in heat of the object as its temperature changes from T0 to T is
a.T T0 / and that the change in heat of the medium as its temperature changes from Tm0 to Tm
is am .Tm Tm0 /, where a and am are positive constants depending upon the masses and thermal
properties of the object and medium, respectively. If we assume that the total heat of the system
consisting of the object and the medium remains constant (that is, energy is conserved), then
a.T T0 / C am .Tm Tm0 / D 0: .B/
(a) Equation (A) involves two unknown functions T and Tm . Use (A) and (B) to derive a differ-
ential equation involving only T .
150 Chapter 4 Applications of First Order Equations
(b) Find T .t/ and Tm .t/ for t > 0.
(c) Find limt !1 T .t/ and limt !1 Tm .t/.
18. Control mechanisms allow fluid to flow into a tank at a rate proportional to the volume V of fluid
in the tank, and to flow out at a rate proportional to V 2 . Suppose V .0/ D V0 and the constants of
proportionality are a and b, respectively. Find V .t/ for t > 0 and find limt !1 V .t/.
19. Identical tanks T1 and T2 initially contain W gallons each of pure water. Starting at t0 D 0, a
salt solution with constant concentration c is pumped into T1 at r gal/min and drained from T1
into T2 at the same rate. The resulting mixture in T2 is also drained at the same rate. Find the
concentrations c1 .t/ and c2.t/ in tanks T1 and T2 for t > 0.
20. An infinite sequence of identical tanks T1 , T2 , . . . , Tn , . . . , initially contain W gallons each of
pure water. They are hooked together so that fluid drains from Tn into TnC1 .n D 1; 2; /. A salt
solution is circulated through the tanks so that it enters and leaves each tank at the constant rate of
r gal/min. The solution has a concentration of c pounds of salt per gallon when it enters T1 .
(a) Find the concentration cn .t/ in tank Tn for t > 0.
(b) Find limt !1 cn .t/ for each n.
21. Tanks T1 and T2 have capacities W1 and W2 liters, respectively. Initially they are both full of dye
solutions with concentrations c1 and c2 grams per liter. Starting at t0 D 0, the solution from T1 is
pumped into T2 at a rate of r liters per minute, and the solution from T2 is pumped into T1 at the
same rate.
(a) Find the concentrations c1 .t/ and c2.t/ of the dye in T1 and T2 for t > 0.
(b) Find limt !1 c1 .t/ and limt !1 c2 .t/.
22. L Consider the mixing problem of Example 4.2.3, but without the assumption that the mixture
is stirred instantly so that the salt is always uniformly distributed throughout the mixture. Assume
instead that the distribution approaches uniformity as t ! 1. In this case the differential equation
for Q is of the form
a.t/
Q0 C QD2
150
where limt !1 a.t/ D 1.
(a) Assuming that Q.0/ D Q0 , can you guess the value of limt !1 Q.t/?.
(b) Use numerical methods to confirm your guess in the these cases:
t2
(i) a.t/ D t=.1 C t/ (ii) a.t/ D 1 e (iii) a.t/ D 1 sin.e t /:
23. L Consider the mixing problem of Example 4.2.4 in a tank with infinite capacity, but without
the assumption that the mixture is stirred instantly so that the salt is always uniformly distributed
throughout the mixture. Assume instead that the distribution approaches uniformity as t ! 1. In
this case the differential equation for Q is of the form
a.t/
Q0 C QD1
t C 100
where limt !1 a.t/ D 1.
(a) Let K.t/ be the concentration of salt at time t. Assuming that Q.0/ D Q0 , can you guess
the value of limt !1 K.t/?
(b) Use numerical methods to confirm your guess in the these cases:
t2
(i) a.t/ D t=.1 C t/ (ii) a.t/ D 1 e (iii) a.t/ D 1 C sin.e t /:
Section 4.3 Elementary Mechanics 151
4.3 ELEMENTARY MECHANICS
Newton’s Second Law of Motion
In this section we consider an object with constant mass m moving along a line under a force F . Let
y D y.t/ be the displacement of the object from a reference point on the line at time t, and let v D v.t/
and a D a.t/ be the velocity and acceleration of the object at time t. Thus, v D y 0 and a D v 0 D y 00 ,
where the prime denotes differentiation with respect to t. Newton’s second law of motion asserts that the
force F and the acceleration a are related by the equation
F D ma: (4.3.1)
Units
In applications there are three main sets of units in use for length, mass, force, and time: the cgs, mks, and
British systems. All three use the second as the unit of time. Table 1 shows the other units. Consistent
with (4.3.1), the unit of force in each system is defined to be the force required to impart an acceleration
of (one unit of length)=s 2 to one unit of mass.
Length Force Mass
cgs centimeter (cm) dyne (d) gram (g)
mks meter (m) newton (N) kilogram (kg)
British foot (ft) pound (lb) slug (sl)
Table 1.
If we assume that Earth is a perfect sphere with constant mass density, Newton’s law of gravitation
(discussed later in this section) asserts that the force exerted on an object by Earth’s gravitational field
is proportional to the mass of the object and inversely proportional to the square of its distance from the
center of Earth. However, if the object remains sufficiently close to Earth’s surface, we may assume that
the gravitational force is constant and equal to its value at the surface. The magnitude of this force is
mg, where g is called the acceleration due to gravity. (To be completely accurate, g should be called
the magnitude of the acceleration due to gravity at Earth’s surface.) This quantity has been determined
experimentally. Approximate values of g are
g D 980 cm/s2 (cgs)
g D 9:8 m/s2 (mks)
g D 32 ft/s2 (British):
In general, the force F in (4.3.1) may depend upon t, y, and y 0 . Since a D y 00 , (4.3.1) can be written
in the form
my 00 D F .t; y; y 0 /; (4.3.2)
which is a second order equation. We’ll consider this equation with restrictions on F later; however, since
Chapter 2 dealt only with first order equations, we consider here only problems in which (4.3.2) can be
recast as a first order equation. This is possible if F does not depend on y, so (4.3.2) is of the form
my 00 D F .t; y 0 /:
Letting v D y 0 and v 0 D y 00 yields a first order equation for v:
mv 0 D F .t; v/: (4.3.3)
152 Chapter 4 Applications of First Order Equations
Solving this equation yields v as a function of t. If we know y.t0 / for some time t0 , we can integrate v
to obtain y as a function of t.
Equations of the form (4.3.3) occur in problems involving motion through a resisting medium.
Motion Through a Resisting Medium Under Constant Gravitational Force
Now we consider an object moving vertically in some medium. We assume that the only forces acting on
the object are gravity and resistance from the medium. We also assume that the motion takes place close
to Earth’s surface and take the upward direction to be positive, so the gravitational force can be assumed
to have the constant value mg. We’ll see that, under reasonable assumptions on the resisting force, the
velocity approaches a limit as t ! 1. We call this limit the terminal velocity.
Example 4.3.1 An object with mass m moves under constant gravitational force through a medium that
exerts a resistance with magnitude proportional to the speed of the object. (Recall that the speed of an
object is jvj, the absolute value of its velocity v.) Find the velocity of the object as a function of t, and
find the terminal velocity. Assume that the initial velocity is v0 .
Solution The total force acting on the object is
F D mg C F1 ; (4.3.4)
where mg is the force due to gravity and F1 is the resisting force of the medium, which has magnitude
kjvj, where k is a positive constant. If the object is moving downward (v 0), the resisting force is
upward (Figure 4.3.1(a)), so
F1 D kjvj D k. v/ D kv:
On the other hand, if the object is moving upward (v 0), the resisting force is downward (Fig-
ure 4.3.1(b)), so
F1 D kjvj D kv:
Thus, (4.3.4) can be written as
F D mg kv; (4.3.5)
regardless of the sign of the velocity.
From Newton’s second law of motion,
F D ma D mv 0 ;
so (4.3.5) yields
mv 0 D mg kv;
or
k
v0 C v D g: (4.3.6)
m
Since e k t =m is a solution of the complementary equation, the solutions of (4.3.6) are of the form v D
ue k t =m, where u0 e k t =m D g, so u0 D ge k t =m . Hence,
mg k t =m
uD e C c;
k
so mg
k t =m k t =m
v D ue D C ce : (4.3.7)
k
Since v.0/ D v0 ,
mg
v0 D C c;
k
Section 4.3 Elementary Mechanics 153
F = − kv
1
F1 = − kv
v
(a) (b)
Figure 4.3.1 Resistive forces
so
mg
c D v0 C
k
and (4.3.7) becomes
mg mg k t =m
vD C v0 C e :
k k
Letting t ! 1 here shows that the terminal velocity is
mg
lim v.t/ D ;
t !1 k
which is independent of the initial velocity v0 (Figure 4.3.2).
Example 4.3.2 A 960-lb object is given an initial upward velocity of 60 ft/s near the surface of Earth.
The atmosphere resists the motion with a force of 3 lb for each ft/s of speed. Assuming that the only other
force acting on the object is constant gravity, find its velocity v as a function of t, and find its terminal
velocity.
Solution Since mg D 960 and g D 32, m D 960=32 D 30. The atmospheric resistance is 3v lb if v is
expressed in feet per second. Therefore
30v 0 D 960 3v;
which we rewrite as
1
v0 C v D 32:
10
154 Chapter 4 Applications of First Order Equations
− mg/k
Figure 4.3.2 Solutions of mv 0 D mg kv
t =10
Since e is a solution of the complementary equation, the solutions of this equation are of the form
t =10
v D ue , where u0 e t =10 D 32, so u0 D 32e t =10. Hence,
u D 320e t =10 C c;
so
t =10 t =10
v D ue D 320 C ce : (4.3.8)
The initial velocity is 60 ft/s in the upward (positive) direction; hence, v0 D 60. Substituting t D 0 and
v D 60 in (4.3.8) yields
60 D 320 C c;
so c D 380, and (4.3.8) becomes
t =10
v D 320 C 380e ft/s
The terminal velocity is
lim v.t/ D 320 ft/s.
t !1
Example 4.3.3 A 10 kg mass is given an initial velocity v0 0 near Earth’s surface. The only forces
acting on it are gravity and atmospheric resistance proportional to the square of the speed. Assuming that
the resistance is 8 N if the speed is 2 m/s, find the velocity of the object as a function of t, and find the
terminal velocity.
Solution Since the object is falling, the resistance is in the upward (positive) direction. Hence,
mv 0 D mg C kv 2 ; (4.3.9)
Section 4.3 Elementary Mechanics 155
where k is a constant. Since the magnitude of the resistance is 8 N when v D 2 m/s,
k.22 / D 8;
so k D 2 N-s2 =m2 . Since m D 10 and g D 9:8, (4.3.9) becomes
10v 0 D 98 C 2v 2 D 2.v 2 49/: (4.3.10)
If v0 D 7, then v 7 for all t 0. If v0 ¤ 7, we separate variables to obtain
1
1
v0 D ; (4.3.11)
49 v2 5
which is convenient for the required partial fraction expansion
1 1 1 1 1
D D : (4.3.12)
v 2 49 .v 7/.v C 7/ 14 v 7 vC7
Substituting (4.3.12) into (4.3.11) yields
1 1 1 1
v0 D ;
14 v 7 vC7 5
so
1 1 14
v0 D :
v 7 vC7 5
Integrating this yields
ln jv 7j ln jv C 7j D 14t=5 C k:
Therefore ˇ ˇ
ˇv 7ˇ k 14t =5
ˇv C 7ˇ D e e :
ˇ ˇ
Since Theorem 2.3.1 implies that .v 7/=.v C 7/ can’t change sign (why?), we can rewrite the last
equation as
v 7
D ce 14t =5; (4.3.13)
vC7
which is an implicit solution of (4.3.10). Solving this for v yields
14t =5
cCe
vD 7 14t =5
: (4.3.14)
c e
Since v.0/ D v0 , it (4.3.13) implies that
v0 7
cD
:
v0 C 7
Substituting this into (4.3.14) and simplifying yields
14t =5 14t =5
v0 .1 C e / 7.1 e /
vD 7 14t =5 / 14t =5
:
v0 .1 e 7.1 C e
Since v0 0, v is defined and negative for all t > 0. The terminal velocity is
lim v.t/ D 7 m/s;
t !1
independent of v0 . More generally, it can be shown (Exercise 11) that if v is any solution of (4.3.9) such
that v0 0 then r
mg
lim v.t/ D
t !1 k
(Figure 4.3.3).
156 Chapter 4 Applications of First Order Equations
v = − (mg/k)1/2
Figure 4.3.3 Solutions of mv 0 D mg C kv 2 ; v.0/ D v0 0
Example 4.3.4 A 10-kg mass is launched vertically upward from Earth’s surface with an initial velocity
of v0 m/s. The only forces acting on the mass are gravity and atmospheric resistance proportional to the
square of the speed. Assuming that the atmospheric resistance is 8 N if the speed is 2 m/s, find the time
T required for the mass to reach maximum altitude.
Solution The mass will climb while v > 0 and reach its maximum altitude when v D 0. Therefore
v > 0 for 0 t < T and v.T / D 0. Although the mass of the object and our assumptions concerning the
forces acting on it are the same as those in Example 3, (4.3.10) does not apply here, since the resisting
force is negative if v > 0; therefore, we replace (4.3.10) by
10v 0 D 98 2v 2: (4.3.15)
Separating variables yields
5
v 0 D 1;
v 2 C 49
and integrating this yields
5 v
tan 1 D t C c:
7 7
(Recall that tan 1 u is the number such that =2 < < =2 and tan D u.) Since v.0/ D v0 ,
5 1 v0
cD tan ;
7 7
so v is defined implicitly by
5 1 v 5 1 v0
tan D t C tan ; 0 t T: (4.3.16)
7 7 7 7
Section 4.3 Elementary Mechanics 157
50
40
30
20
10
t
0.2 0.4 0.6 0.8 1
Figure 4.3.4 Solutions of (4.3.15) for various v0 > 0
Solving this for v yields
7t 1 v0
v D 7 tan C tan : (4.3.17)
5 7
Using the identity
tan A tan B
tan.A B/ D
1 C tan A tan B
1 1
with A D tan .v0 =7/ and B D 7t=5, and noting that tan.tan / D , we can simplify (4.3.17) to
v0 7 tan.7t=5/
vD7 :
7 C v0 tan.7t=5/
1
Since v.T / D 0 and tan .0/ D 0, (4.3.16) implies that
5 1 v0
T C tan D 0:
7 7
Therefore
5 1 v0
T D tan :
7 7
1
Since tan .v0 =7/ < =2 for all v0 , the time required for the mass to reach its maximum altitude is less
than
5
1:122 s
14
regardless of the initial velocity. Figure 4.3.4 shows graphs of v over Œ0; T for various values of v0 .
158 Chapter 4 Applications of First Order Equations
y=h
y=0
y=−R
Figure 4.3.5 Escape velocity
Escape Velocity
Suppose a space vehicle is launched vertically and its fuel is exhausted when the vehicle reaches an
altitude h above Earth, where h is sufficiently large so that resistance due to Earth’s atmosphere can be
neglected. Let t D 0 be the time when burnout occurs. Assuming that the gravitational forces of all other
celestial bodies can be neglected, the motion of the vehicle for t > 0 is that of an object with constant
mass m under the influence of Earth’s gravitational force, which we now assume to vary inversely with
the square of the distance from Earth’s center; thus, if we take the upward direction to be positive then
gravitational force on the vehicle at an altitude y above Earth is
K
F D ; (4.3.18)
.y C R/2
where R is Earth’s radius (Figure 4.3.5).
Since F D mg when y D 0, setting y D 0 in (4.3.18) yields
K
mg D I
R2
therefore K D mgR2 and (4.3.18) can be written more specifically as
mgR2
F D : (4.3.19)
.y C R/2
From Newton’s second law of motion,
d 2y
F Dm ;
dt 2
Section 4.3 Elementary Mechanics 159
so (4.3.19) implies that
d 2y gR2
D : (4.3.20)
dt 2 .y C R/2
We’ll show that there’s a number ve , called the escape velocity, with these properties:
1. If v0 ve then v.t/ > 0 for all t > 0, and the vehicle continues to climb for all t > 0; that is,
it “escapes” Earth. (Is it really so obvious that limt !1 y.t/ D 1 in this case? For a proof, see
Exercise 20.)
2. If v0 < ve then v.t/ decreases to zero and becomes negative. Therefore the vehicle attains a
maximum altitude ym and falls back to Earth.
Since (4.3.20) is second order, we can’t solve it by methods discussed so far. However, we’re concerned
with v rather than y, and v is easier to find. Since v D y 0 the chain rule implies that
d 2y dv dv dy dv
D D Dv :
dt 2 dt dy dt dy
Substituting this into (4.3.20) yields the first order separable equation
dv gR2
v D : (4.3.21)
dy .y C R/2
When t D 0, the velocity is v0 and the altitude is h. Therefore we can obtain v as a function of y by
solving the initial value problem
dv gR2
v D ; v.h/ D v0 :
dy .y C R/2
Integrating (4.3.21) with respect to y yields
v2 gR2
D C c: (4.3.22)
2 yCR
Since v.h/ D v0 ,
v02 gR2
cD ;
2 hCR
so (4.3.22) becomes
v2 gR2 v02 gR2
D C : (4.3.23)
2 yCR 2 hCR
If
1=2
2gR2
v0 ;
hCR
the parenthetical expression in (4.3.23) is nonnegative, so v.y/ > 0 for y > h. This proves that there’s
an escape velocity ve . We’ll now prove that
1=2
2gR2
ve D
hCR
160 Chapter 4 Applications of First Order Equations
by showing that the vehicle falls back to Earth if
1=2
2gR2
v0 < : (4.3.24)
hCR
If (4.3.24) holds then the parenthetical expression in (4.3.23) is negative and the vehicle will attain a
maximum altitude ym > h that satisfies the equation
gR2
2
gR2
v0
0D C :
ym C R 2 hCR
The velocity will be zero at the maximum altitude, and the object will then fall to Earth under the influence
of gravity.
4.3 Exercises
Except where directed otherwise, assume that the magnitude of the gravitational force on an object with
mass m is constant and equal to mg. In exercises involving vertical motion take the upward direction to
be positive.
1. A firefighter who weighs 192 lb slides down an infinitely long fire pole that exerts a frictional
resistive force with magnitude proportional to his speed, with k D 2:5 lb-s/ft. Assuming that he
starts from rest, find his velocity as a function of time and find his terminal velocity.
2. A firefighter who weighs 192 lb slides down an infinitely long fire pole that exerts a frictional
resistive force with magnitude proportional to her speed, with constant of proportionality k. Find
k, given that her terminal velocity is -16 ft/s, and then find her velocity v as a function of t. Assume
that she starts from rest.
3. A boat weighs 64,000 lb. Its propellor produces a constant thrust of 50,000 lb and the water exerts
a resistive force with magnitude proportional to the speed, with k D 2000 lb-s/ft. Assuming that
the boat starts from rest, find its velocity as a function of time, and find its terminal velocity.
4. A constant horizontal force of 10 N pushes a 20 kg-mass through a medium that resists its motion
with .5 N for every m/s of speed. The initial velocity of the mass is 7 m/s in the direction opposite
to the direction of the applied force. Find the velocity of the mass for t > 0.
5. A stone weighing 1/2 lb is thrown upward from an initial height of 5 ft with an initial speed of 32
ft/s. Air resistance is proportional to speed, with k D 1=128 lb-s/ft. Find the maximum height
attained by the stone.
6. A 3200-lb car is moving at 64 ft/s down a 30-degree grade when it runs out of fuel. Find its
velocity after that if friction exerts a resistive force with magnitude proportional to the square of
the speed, with k D 1 lb-s2 =ft 2 . Also find its terminal velocity.
7. A 96 lb weight is dropped from rest in a medium that exerts a resistive force with magnitude
proportional to the speed. Find its velocity as a function of time if its terminal velocity is -128 ft/s.
8. An object with mass m moves vertically through a medium that exerts a resistive force with magni-
tude proportional to the speed. Let y D y.t/ be the altitude of the object at time t, with y.0/ D y0 .
Use the results of Example 4.3.1 to show that
m
y.t/ D y0 C .v0 v gt/:
k
Section 4.3 Elementary Mechanics 161
9. An object with mass m is launched vertically upward with initial velocity v0 from Earth’s surface
(y0 D 0) in a medium that exerts a resistive force with magnitude proportional to the speed. Find
the time T when the object attains its maximum altitude ym . Then use the result of Exercise 8 to
find ym .
10. An object weighing 256 lb is dropped from rest in a medium that exerts a resistive force with
magnitude proportional to the square of the speed. The magnitude of the resisting force is 1 lb
when jvj D 4 ft/s. Find v for t > 0, and find its terminal velocity.
11. An object with mass m is given an initial velocity v0 0 in a medium that exerts a resistive force
with magnitude proportional to the square of the speed. Find the velocity of the object for t > 0,
and find its terminal velocity.
12. An object with mass m is launched vertically upward with initial velocity v0 in a medium that
exerts a resistive force with magnitude proportional to the square of the speed.
(a) Find the time T when the object reaches its maximum altitude.
(b) Use the result of Exercise 11 to find the velocity of the object for t > T .
13. L An object with mass m is given an initial velocity v0 0 in a medium that exerts a resistive
force of the form ajvj=.1 C jvj/, where a is positive constant.
(a) Set up a differential equation for the speed of the object.
(b) Use your favorite numerical method to solve the equation you found in (a), to convince your-
self that there’s a unique number a0 such that limt !1 s.t/ D 1 if a a0 and limt !1 s.t/
exists (finite) if a > a0 . (We say that a0 is the bifurcation value of a.) Try to find a0 and
limt !1 s.t/ in the case where a > a0 . H INT: See Exercise 14.
14. An object of mass m falls in a medium that exerts a resistive force f D f .s/, where s D jvj is
the speed of the object. Assume that f .0/ D 0 and f is strictly increasing and differentiable on
.0; 1/.
(a) Write a differential equation for the speed s D s.t/ of the object. Take it as given that all
solutions of this equation with s.0/ 0 are defined for all t > 0 (which makes good sense
on physical grounds).
(b) Show that if lims!1 f .s/ mg then limt !1 s.t/ D 1.
(c) Show that if lims!1 f .s/ > mg then limt !1 s.t/ D sT (terminal speed), where f .sT / D
mg. H INT: Use Theorem 2.3.1.
15. A 100-g mass with initial velocity v0 0 falls in a medium that exerts a resistive force proportional
to the fourth power of the speed. The resistance is :1 N if the speed is 3 m/s.
(a) Set up the initial value problem for the velocity v of the mass for t > 0.
(b) Use Exercise 14(c) to determine the terminal velocity of the object.
(c) C To confirm your answer to (b), use one of the numerical methods studied in Chapter 3
to compute approximate solutions on Œ0; 1 (seconds) of the initial value problem of (a), with
initial values v0 D 0, 2, 4, . . . , 12. Present your results in graphical form similar to
Figure 4.3.3.
16. A 64-lb object with initial velocity v0 0 falls through a dense fluid that exerts a resistive force
proportional to the square root of the speed. The resistance is 64 lb if the speed is 16 ft/s.
(a) Set up the initial value problem for the velocity v of the mass for t > 0.
(b) Use Exercise 14(c) to determine the terminal velocity of the object.
(c) C To confirm your answer to (b), use one of the numerical methods studied in Chapter 3
to compute approximate solutions on Œ0; 4 (seconds) of the initial value problem of (a), with
162 Chapter 4 Applications of First Order Equations
initial values v0 D 0, 5, 10, . . . , 30. Present your results in graphical form similar to
Figure 4.3.3.
In Exercises 17-20, assume that the force due to gravity is given by Newton’s law of gravitation. Take the
upward direction to be positive.
17. A space probe is to be launched from a space station 200 miles above Earth. Determine its escape
velocity in miles/s. Take Earth’s radius to be 3960 miles.
18. A space vehicle is to be launched from the moon, which has a radius of about 1080 miles. The
acceleration due to gravity at the surface of the moon is about 5:31 ft/s2. Find the escape velocity
in miles/s.
19. (a) Show that Eqn. (4.3.23) can be rewritten as
h y 2
v2 D v C v02 :
y CR e
(b) Show that if v0 D ve with 0 < 1, then the maximum altitude ym attained by the space
vehicle is
h C R 2
ym D :
1 2
(c) By requiring that v.ym / D 0, use Eqn. (4.3.22) to deduce that if v0 < ve then
1=2
2 /.ym
.1 y/
jvj D ve ;
yCR
where ym and are as defined in (b) and y h.
(d) Deduce from (c) that if v < ve , the vehicle takes equal times to climb from y D h to y D ym
and to fall back from y D ym to y D h.
20. In the situation considered in the discussion of escape velocity, show that limt !1 y.t/ D 1 if
v.t/ > 0 for all t > 0.
H INT: Use a proof by contradiction. Assume that there’s a number ym such that y.t/ ym for all
t > 0. Deduce from this that there’s positive number ˛ such that y 00 .t/ ˛ for all t 0. Show
that this contradicts the assumption that v.t/ > 0 for all t > 0.
4.4 AUTONOMOUS SECOND ORDER EQUATIONS
A second order differential equation that can be written as
y 00 D F .y; y 0 / (4.4.1)
where F is independent of t, is said to be autonomous. An autonomous second order equation can be
converted into a first order equation relating v D y 0 and y. If we let v D y 0 , (4.4.1) becomes
v 0 D F .y; v/: (4.4.2)
Since
dv dv dy dv
v0 D D Dv ; (4.4.3)
dt dy dt dy
Section 4.4 Autonomous Second Order Equations 163
(4.4.2) can be rewritten as
dv
v D F .y; v/: (4.4.4)
dy
The integral curves of (4.4.4) can be plotted in the .y; v/ plane, which is called the Poincaré phase plane
of (4.4.1). If y is a solution of (4.4.1) then y D y.t/; v D y 0 .t/ is a parametric equation for an integral
curve of (4.4.4). We’ll call these integral curves trajectories of (4.4.1), and we’ll call (4.4.4) the phase
plane equivalent of (4.4.1).
In this section we’ll consider autonomous equations that can be written as
y 00 C q.y; y 0 /y 0 C p.y/ D 0: (4.4.5)
Equations of this form often arise in applications of Newton’s second law of motion. For example,
suppose y is the displacement of a moving object with mass m. It’s reasonable to think of two types
of time-independent forces acting on the object. One type - such as gravity - depends only on position.
We could write such a force as mp.y/. The second type - such as atmospheric resistance or friction -
may depend on position and velocity. (Forces that depend on velocity are called damping forces.) We
write this force as mq.y; y 0 /y 0 , where q.y; y 0 / is usually a positive function and we’ve put the factor
y 0 outside to make it explicit that the force is in the direction opposing the motion. In this case Newton’s,
second law of motion leads to (4.4.5).
The phase plane equivalent of (4.4.5) is
dv
v C q.y; v/v C p.y/ D 0: (4.4.6)
dy
Some statements that we’ll be making about the properties of (4.4.5) and (4.4.6) are intuitively reasonable,
but difficult to prove. Therefore our presentation in this section will be informal: we’ll just say things
without proof, all of which are true if we assume that p D p.y/ is continuously differentiable for all y
and q D q.y; v/ is continuously differentiable for all .y; v/. We begin with the following statements:
Statement 1. If y0 and v0 are arbitrary real numbers then (4.4.5) has a unique solution on . 1; 1/
such that y.0/ D y0 and y 0 .0/ D v0 .
Statement 2.) If y D y.t/ is a solution of (4.4.5) and is any constant then y1 D y.t / is also
a solution of (4.4.5), and y and y1 have the same trajectory.
Statement 3. If two solutions y and y1 of (4.4.5) have the same trajectory then y1 .t/ D y.t /
for some constant .
Statement 4. Distinct trajectories of (4.4.5) can’t intersect; that is, if two trajectories of (4.4.5)
intersect, they are identical.
Statement 5. If the trajectory of a solution of (4.4.5) is a closed curve then .y.t/; v.t// traverses
the trajectory in a finite time T , and the solution is periodic with period T ; that is, y.t C T / D y.t/
for all t in . 1; 1/.
If y is a constant such that p.y/ D 0 then y y is a constant solution of (4.4.5). We say that y is an
equilibrium of (4.4.5) and .y; 0/ is a critical point of the phase plane equivalent equation (4.4.6). We say
that the equilibrium and the critical point are stable if, for any given > 0 no matter how small, there’s a
ı > 0, sufficiently small, such that if
q
.y0 y/2 C v02 < ı
164 Chapter 4 Applications of First Order Equations
then the solution of the initial value problem
y 00 C q.y; y 0 /y 0 C p.y/ D 0; y.0/ D y0 ; y 0 .0/ D v0
satisfies the inequality p
.y.t/ y/2 C .v.t//2 <
for all t > 0. Figure 4.4.1 illustrates the geometrical interpretation of this definition in the Poincaré phase
plane: if .y0 ; v0/ is in the smaller shaded circle (with radius ı), then .y.t/; v.t// must be in in the larger
circle (with radius ) for all t > 0.
y
y
Figure 4.4.1 Stability: if .y0 ; v0 / is in the smaller circle then .y.t/; v.t// is in the larger circle for all
t >0
If an equilibrium and the associated critical point are not stable, we say they are unstable. To see if
you really understand what stable means, try to give a direct definition of unstable (Exercise 22). We’ll
illustrate both definitions in the following examples.
The Undamped Case
We’ll begin with the case where q 0, so (4.4.5) reduces to
y 00 C p.y/ D 0: (4.4.7)
We say that this equation - as well as any physical situation that it may model - is undamped. The phase
plane equivalent of (4.4.7) is the separable equation
dv
v C p.y/ D 0:
dy
Section 4.4 Autonomous Second Order Equations 165
Integrating this yields
v2
C P .y/ D c; (4.4.8)
2
R
where c is a constant of integration and P .y/ D p.y/ dy is an antiderivative of p.
If (4.4.7) is the equation of motion of an object of mass m, then mv 2 =2 is the kinetic energy and mP .y/
is the potential energy of the object; thus, (4.4.8) says that the total energy of the object remains constant,
or is conserved. In particular, if a trajectory passes through a given point .y0 ; v0 / then
v02
cD C P .y0 /:
2
Example 4.4.1 ŒThe Undamped Spring - Mass System Consider an object with mass m suspended from
a spring and moving vertically. Let y be the displacement of the object from the position it occupies when
suspended at rest from the spring (Figure 4.4.2).
(a) (b) (c)
Figure 4.4.2 (a) y > 0 (b) y D 0 (c) y < 0
Assume that if the length of the spring is changed by an amount L (positive or negative), then the
spring exerts an opposing force with magnitude kjLj, where k is a positive constant. In Section 6.1 it
will be shown that if the mass of the spring is negligible compared to m and no other forces act on the
object then Newton’s second law of motion implies that
my 00 D ky; (4.4.9)
which can be written in the form (4.4.7) with p.y/ D ky=m. This equation can be solved easily by a
method that we’ll study in Section 5.2, but that method isn’t available here. Instead, we’ll consider the
phase plane equivalent of (4.4.9).
166 Chapter 4 Applications of First Order Equations
Figure 4.4.3 Trajectories of my 00 C ky D 0
From (4.4.3), we can rewrite (4.4.9) as the separable equation
dv
mv D ky:
dy
Integrating this yields
mv 2 ky 2
D C c;
2 2
which implies that
mv 2 C ky 2 D (4.4.10)
( D 2c). This defines an ellipse in the Poincaré phase plane (Figure 4.4.3).
We can identify by setting t D 0 in (4.4.10); thus, D mv02 C ky02 , where y0 D y.0/ and v0 D v.0/.
To determine the maximum and minimum values of y we set v D 0 in (4.4.10); thus,
r
ymax D R and ymin D R; with R D : (4.4.11)
k
Equation (4.4.9) has exactly one equilibrium, y D 0, and it’s stable. You can see intuitively why this is
so: if the object is displaced in either direction from equilibrium, the spring tries to bring it back.
In this case we can find y explicitly as a function of t. (Don’t expect this to happen in more complicated
problems!) If v > 0 on an interval I , (4.4.10) implies that
r
dy ky 2
DvD
dt m
Section 4.4 Autonomous Second Order Equations 167
y=R
y=−R
Figure 4.4.4 y D R sin.!0 t C /
on I . This is equivalent to
p r
k dy k
p D !0 ; where !0 D : (4.4.12)
ky dt
2 m
Since p s !
k dy k y
Z
1 1
p D sin y C c D sin Cc
ky 2 R
(see (4.4.11)), (4.4.12) implies that that there’s a constant such that
y
sin 1 D !0 t C
R
or
y D R sin.!0 t C /
for all t in I . Although we obtained this function by assuming that v > 0, you can easily verify that y
satisfies (4.4.9) for all values of t. Thus, the displacement varies periodically between R and R, with
period T D 2=!0 (Figure 4.4.4). (If you’ve taken a course in elementary mechanics you may recognize
this as simple harmonic motion.)
Example 4.4.2 ŒThe Undamped Pendulum Now we consider the motion of a pendulum with mass m,
attached to the end of a weightless rod with length L that rotates on a frictionless axle (Figure 4.4.5). We
assume that there’s no air resistance.
168 Chapter 4 Applications of First Order Equations
y L
Figure 4.4.5 The undamped pendulum
(a) Stable equilibrium (b) Unstable equilibrium
Figure 4.4.6 (a) Stable equilibrium (b) Unstable equilibrium
Let y be the angle measured from the rest position (vertically downward) of the pendulum, as shown
in Figure 4.4.5. Newton’s second law of motion says that the product of m and the tangential acceleration
equals the tangential component of the gravitational force; therefore, from Figure 4.4.5,
mLy 00 D mg sin y;
or
g
y 00 D sin y: (4.4.13)
L
Since sin n D 0 if n is any integer, (4.4.13) has infinitely many equilibria y n D n . If n is even, the
mass is directly below the axle (Figure 4.4.6 (a)) and gravity opposes any deviation from the equilibrium.
However, if n is odd, the mass is directly above the axle (Figure 4.4.6 (b)) and gravity increases any
deviation from the equilibrium. Therefore we conclude on physical grounds that y 2m D 2m is stable
and y 2mC1 D .2m C 1/ is unstable.
The phase plane equivalent of (4.4.13) is
dv g
v D sin y;
dy L
where v D y 0 is the angular velocity of the pendulum. Integrating this yields
v2 g
D cos y C c: (4.4.14)
2 L
If v D v0 when y D 0, then
v02 g
cD ;
2 L
Section 4.4 Autonomous Second Order Equations 169
so (4.4.14) becomes
v2 v2 g v02 2g 2 y
D 0 .1 cos y/ D sin ;
2 2 L 2 L 2
which is equivalent to
y
v 2 D v02 vc2 sin2 ; (4.4.15)
2
where r
g
vc D 2 :
L
The curves defined by (4.4.15) are the trajectories of (4.4.13). They are periodic with period 2 in y,
which isn’t surprising, since if y D y.t/ is a solution of (4.4.13) then so is yn D y.t/ C 2n for any
integer n. Figure 4.4.7 shows trajectories over the interval Π; . From (4.4.15), you can see that if
jv0 j > vc then v is nonzero for all t, which means that the object whirls in the same direction forever, as in
Figure 4.4.8. The trajectories associated with this whirling motion are above the upper dashed curve and
below the lower dashed curve in Figure 4.4.7. You can also see from (4.4.15) that if 0 < jv0 j < vc ,then
v D 0 when y D ˙ymax , where
ymax D 2 sin 1 .jv0 j=vc /:
In this case the pendulum oscillates periodically between ymax and ymax , as shown in Figure 4.4.9. The
trajectories associated with this kind of motion are the ovals between the dashed curves in Figure 4.4.7.
It can be shown (see Exercise 21 for a partial proof) that the period of the oscillation is
=2
d
Z
T D8 q : (4.4.16)
0 vc2 v02 sin2
Although this integral can’t be evaluated in terms of familiar elementary functions, you can see that it’s
finite if jv0 j < vc .
The dashed curves in Figure 4.4.7 contain four trajectories. The critical points .; 0/ and . ; 0/ are
the trajectories of the unstable equilibrium solutions y D ˙ . The upper dashed curve connecting (but
not including) them is obtained from initial conditions of the form y.t0 / D 0; v.t0 / D vc . If y is any
solution with this trajectory then
lim y.t/ D and lim y.t/ D :
t !1 t! 1
The lower dashed curve connecting (but not including) them is obtained from initial conditions of the
form y.t0 / D 0; v.t0 / D vc . If y is any solution with this trajectory then
lim y.t/ D and lim y.t/ D :
t !1 t! 1
Consistent with this, the integral (4.4.16) diverges to 1 if v0 D ˙vc . (Exercise 21) .
Since the dashed curves separate trajectories of whirling solutions from trajectories of oscillating solu-
tions, each of these curves is called a separatrix.
In general, if (4.4.7) has both stable and unstable equilibria then the separatrices are the curves given
by (4.4.8) that pass through unstable critical points. Thus, if .y; 0/ is an unstable critical point, then
v2
C P .y/ D P .y/ (4.4.17)
2
defines a separatrix passing through .y; 0/.
170 Chapter 4 Applications of First Order Equations
x
−π π
Figure 4.4.7 Trajectories of the undamped pendulum
− ymax ymax
Figure 4.4.8 The whirling undamped pendulum Figure 4.4.9 The oscillating undamped pendulum
Stability and Instability Conditions for y 00 C p.y/ D 0
It can be shown (Exercise 23) that an equilibrium y of an undamped equation
y 00 C p.y/ D 0 (4.4.18)
is stable if there’s an open interval .a; b/ containing y such that
p.y/ < 0 if a < y < y and p.y/ > 0 if y < y < b: (4.4.19)
If we regard p.y/ as a force acting on a unit mass, (4.4.19) means that the force resists all sufficiently
small displacements from y.
We’ve already seen examples illustrating this principle. The equation (4.4.9) for the undamped spring-
mass system is of the form (4.4.18) with p.y/ D ky=m, which has only the stable equilibrium y D 0. In
this case (4.4.19) holds with a D 1 and b D 1. The equation (4.4.13) for the undamped pendulum is
of the form (4.4.18) with p.y/ D .g=L/ sin y. We’ve seen that y D 2m is a stable equilibrium if m is
an integer. In this case
p.y/ D sin y < 0 if .2m 1/ < y < 2m
and
p.y/ > 0 if 2m < y < .2m C 1/:
Section 4.4 Autonomous Second Order Equations 171
It can also be shown (Exercise 24) that y is unstable if there’s a b > y such that
p.y/ < 0 if y < y < b (4.4.20)
or an a < y such that
p.y/ > 0 if a < y < y: (4.4.21)
If we regard p.y/ as a force acting on a unit mass, (4.4.20) means that the force tends to increase all
sufficiently small positive displacements from y, while (4.4.21) means that the force tends to increase the
magnitude of all sufficiently small negative displacements from y.
The undamped pendulum also illustrates this principle. We’ve seen that y D .2m C 1/ is an unstable
equilibrium if m is an integer. In this case
sin y < 0 if .2m C 1/ < y < .2m C 2/;
so (4.4.20) holds with b D .2m C 2/ , and
sin y > 0 if 2m < y < .2m C 1/;
so (4.4.21) holds with a D 2m .
Example 4.4.3 The equation
y 00 C y.y 1/ D 0 (4.4.22)
is of the form (4.4.18) with p.y/ D y.y 1/. Therefore y D 0 and y D 1 are the equilibria of (4.4.22).
Since
y.y 1/ > 0 if y < 0 or y > 1;
<0 if 0 < y < 1;
y D 0 is unstable and y D 1 is stable.
The phase plane equivalent of (4.4.22) is the separable equation
dv
v C y.y 1/ D 0:
dy
Integrating yields
v2 y3 y2
C D C;
2 3 2
which we rewrite as
1
v 2 C y 2 .2y 3/ D c (4.4.23)
3
after renaming the constant of integration. These are the trajectories of (4.4.22). If y is any solution of
(4.4.22), the point .y.t/; v.t// moves along the trajectory of y in the direction of increasing y in the upper
half plane (v D y 0 > 0), or in the direction of decreasing y in the lower half plane (v D y 0 < 0).
Figure 4.4.10 shows typical trajectories. The dashed curve through the critical point .0; 0/, obtained by
setting c D 0 in (4.4.23), separates the y-v plane into regions that contain different kinds of trajectories;
again, we call this curve a separatrix. Trajectories in the region bounded by the closed loop (b) are closed
curves, so solutions associated with them are periodic. Solutions associated with other trajectories are not
periodic. If y is any such solution with trajectory not on the separatrix, then
lim y.t/ D 1; lim y.t/ D 1;
t !1 t! 1
lim v.t/ D 1; lim v.t/ D 1:
t !1 t! 1
172 Chapter 4 Applications of First Order Equations
(a) (b)
1 y
(c) (b)
Figure 4.4.10 Trajectories of y 00 C y.y 1/ D 0
The separatrix contains four trajectories of (4.4.22). One is the point .0; 0/, the trajectory of the equi-
librium y D 0. Since distinct trajectories can’t intersect, the segments of the separatrix marked (a), (b),
and (c) – which don’t include .0; 0/ – are distinct trajectories, none of which can be traversed in finite
time. Solutions with these trajectories have the following asymptotic behavior:
lim y.t/ D 0; lim y.t/ D 1;
t !1 t! 1
lim v.t/ D 0; lim v.t/ D 1 (on (a))
t !1 t! 1
lim y.t/ D 0; lim y.t/ D 0;
t !1 t! 1
:
lim v.t/ D 0; lim v.t/ D 0 (on (b))
t !1 t! 1
lim y.t/ D 1; lim y.t/ D 0;
t !1 t! 1
lim v.t/ D 1; lim v.t/ D 0 (on (c)):
t !1 t! 1
The Damped Case
The phase plane equivalent of the damped autonomous equation
y 00 C q.y; y 0 /y 0 C p.y/ D 0 (4.4.24)
is
dv
v C q.y; v/v C p.y/ D 0:
dy
This equation isn’t separable, so we can’t solve it for v in terms of y, as we did in the undamped case,
and conservation of energy doesn’t hold. (For example, energy expended in overcoming friction is lost.)
However, we can study the qualitative behavior of its solutions by rewriting it as
dv p.y/
D q.y; v/ (4.4.25)
dy v
Section 4.4 Autonomous Second Order Equations 173
and considering the direction fields for this equation. In the following examples we’ll also be showing
computer generated trajectories of this equation, obtained by numerical methods. The exercises call for
similar computations. The methods discussed in Chapter 3 are not suitable for this task, since p.y/=v in
(4.4.25) is undefined on the y axis of the Poincaré phase plane. Therefore we’re forced to apply numerical
methods briefly discussed in Section 10.1 to the system
y0 D v
v0 D q.y; v/v p.y/;
which is equivalent to (4.4.24) in the sense defined in Section 10.1. Fortunately, most differential equation
software packages enable you to do this painlessly.
In the text we’ll confine ourselves to the case where q is constant, so (4.4.24) and (4.4.25) reduce to
y 00 C cy 0 C p.y/ D 0 (4.4.26)
and
dv p.y/
D c :
dy v
(We’ll consider more general equations in the exercises.) The constant c is called the damping constant.
In situations where (4.4.26) is the equation of motion of an object, c is positive; however, there are
situations where c may be negative.
The Damped Spring-Mass System
Earlier we considered the spring - mass system under the assumption that the only forces acting on the
object were gravity and the spring’s resistance to changes in its length. Now we’ll assume that some
mechanism (for example, friction in the spring or atmospheric resistance) opposes the motion of the
object with a force proportional to its velocity. In Section 6.1 it will be shown that in this case Newton’s
second law of motion implies that
my 00 C cy 0 C ky D 0; (4.4.27)
where c > 0 is the damping constant. Again, this equation can be solved easily by a method that
we’ll study in Section 5.2, but that method isn’t available here. Instead, we’ll consider its phase plane
equivalent, which can be written in the form (4.4.25) as
dv c ky
D : (4.4.28)
dy m mv
(A minor note: the c in (4.4.26) actually corresponds to c=m in this equation.) Figure 4.4.11 shows a
typical direction field for an equation of this form. Recalling that motion along a trajectory must be in the
direction of increasing y in the upper half plane (v > 0) and in the direction of decreasing y in the lower
half plane (v < 0), you can infer that all trajectories approach the origin in clockwise fashion. To confirm
this, Figure 4.4.12 shows the same direction field with some trajectories filled in. All the trajectories
shown there correspond to solutions of the initial value problem
my 00 C cy 0 C ky D 0; y.0/ D y0 ; y 0 .0/ D v0 ;
where
mv02 C ky02 D .a positive constant/I
thus, if there were no damping (c D 0), all the solutions would have the same dashed elliptic trajectory,
shown in Figure 4.4.14.
174 Chapter 4 Applications of First Order Equations
v v
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
−0.2 −0.2
−0.4 −0.4
−0.6 −0.6
−0.8 −0.8
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
y −1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
y
Figure 4.4.11 A typical direction field for Figure 4.4.12 Figure 4.4.11 with some trajectories
my 00 C cy 0 C ky D 0 with 0 < c < c1 added
Solutions corresponding to the trajectories in Figure 4.4.12 cross the y-axis infinitely many times. The
corresponding solutions are said to be oscillatory (Figure 4.4.13) It is shown in Section 6.2 that there’s
a number c1 such that if 0 c < c1 then all solutions of (4.4.27) are oscillatory, while if c c1 , no
solutions of (4.4.27) have this property. (In fact, no solution not identically zero can have more than two
zeros in this case.) Figure 4.4.14 shows a direction field and some integral curves for (4.4.28) in this case.
Figure 4.4.13 An oscillatory solution of my 00 C cy 0 C ky D 0
Example 4.4.4 (The Damped Pendulum) Now we return to the pendulum. If we assume that some
mechanism (for example, friction in the axle or atmospheric resistance) opposes the motion of the pen-
dulum with a force proportional to its angular velocity, Newton’s second law of motion implies that
mLy 00 D cy 0 mg sin y; (4.4.29)
where c > 0 is the damping constant. (Again, a minor note: the c in (4.4.26) actually corresponds to
Section 4.4 Autonomous Second Order Equations 175
c=mL in this equation.) To plot a direction field for (4.4.29) we write its phase plane equivalent as
dv c g
D sin y:
dy mL Lv
Figure 4.4.15 shows trajectories of four solutions of (4.4.29), all satisfying y.0/ D 0. For each m D 0, 1,
2, 3, imparting the initial velocity v.0/ D vm causes the pendulum to make m complete revolutions and
then settle into decaying oscillation about the stable equilibrium y D 2m .
v
1
0.8
0.6
0.4
0.2
−0.2
−0.4
−0.6
−0.8
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
y
Figure 4.4.14 A typical direction field for my 00 C cy 0 C ky D 0 with c > c1
v y = 2π y = 4π y = 6π
v
3
v
2
v1
v
0
Figure 4.4.15 Four trajectories of the damped pendulum
176 Chapter 4 Applications of First Order Equations
4.4 Exercises
In Exercises 1–4 find the equations of the trajectories of the given undamped equation. Identify the
equilibrium solutions, determine whether they are stable or unstable, and plot some trajectories. H INT:
Use Eqn. (4.4.8) to obtain the equations of the trajectories.
1. C/G y 00 C y 3 D 0 2. C/G y 00 C y 2 D 0
y
3. C/G y 00 C yjyj D 0 4. C/G y 00 C ye D0
In Exercises 5–8 find the equations of the trajectories of the given undamped equation. Identify the
equilibrium solutions, determine whether they are stable or unstable, and find the equations of the sepa-
ratrices (that is, the curves through the unstable equilibria). Plot the separatrices and some trajectories
in each of the regions of Poincaré plane determined by them. H INT: Use Eqn. (4.4.17) to determine the
separatrices.
5. C/G y 00 y 3 C 4y D 0 6. C/G y 00 C y 3 4y D 0
7. C/G y 00 C y.y 2 1/.y 2 4/ D 0 8. C/G y 00 C y.y 2/.y 1/.y C 2/ D 0
In Exercises 9–12 plot some trajectories of the given equation for various values (positive, negative, zero)
of the parameter a. Find the equilibria of the equation and classify them as stable or unstable. Explain
why the phase plane plots corresponding to positive and negative values of a differ so markedly. Can you
think of a reason why zero deserves to be called the critical value of a?
9. L y 00 C y 2 aD0 10. L y 00 C y 3 ay D 0
11. L y 00 y 3 C ay D 0 12. L y 00 C y ay 3 D 0
In Exercises 13-18 plot trajectories of the given equation for c D 0 and small nonzero (positive and
negative) values of c to observe the effects of damping.
13. L y 00 C cy 0 C y 3 D 0 14. L y 00 C cy 0 yD0
15. L y 00 C cy 0 C y 3 D 0 16. L y 00 C cy 0 C y 2 D 0
17. L y 00 C cy 0 C yjyj D 0 18. L y 00 C y.y 1/ C cy D 0
19. L The van der Pol equation
y 00 .1 y 2 /y 0 C y D 0; .A/
where is a positive constant and y is electrical current (Section 6.3), arises in the study of an
electrical circuit whose resistive properties depend upon the current. The damping term
.1 y 2 /y 0 works to reduce jyj if jyj < 1 or to increase jyj if jyj > 1. It can be shown that
Section 4.4 Autonomous Second Order Equations 177
van der Pol’s equation has exactly one closed trajectory, which is called a limit cycle. Trajectories
inside the limit cycle spiral outward to it, while trajectories outside the limit cycle spiral inward to it
(Figure 4.4.16). Use your favorite differential equations software to verify this for D :5; 1:1:5; 2.
Use a grid with 4 < y < 4 and 4 < v < 4.
Figure 4.4.16 Trajectories of van der Pol’s equation
20. L Rayleigh’s equation,
y 00 .1 .y 0 /2 =3/y 0 C y D 0
also has a limit cycle. Follow the directions of Exercise 19 for this equation.
21. In connection with Eqn (4.4.15), suppose y.0/ D 0 and y 0 .0/ D v0 , where 0 < v0 < vc .
(a) Let T1 be the time required for y to increase from zero to ymax D 2 sin 1 .v0 =vc /. Show that
dy
q
D v02 vc2 sin2 y=2; 0 t < T1 : .A/
dt
(b) Separate variables in (A) and show that
Z ymax
du
T1 D q .B/
0 v02 vc2 sin2 u=2
(c) Substitute sin u=2 D .v0 =vc / sin in (B) to obtain
=2
d
Z
T1 D 2 q : .C/
0 vc2 v02 sin2
178 Chapter 4 Applications of First Order Equations
(d) Conclude from symmetry that the time required for .y.t/; v.t// to traverse the trajectory
v 2 D v02 vc2 sin2 y=2
is T D 4T1 , and that consequently y.t C T / D y.t/ and v.t C T / D v.t/; that is, the
oscillation is periodic with period T .
(e) Show that if v0 D vc , the integral in (C) is improper and diverges to 1. Conclude from this
that y.t/ < for all t and limt !1 y.t/ D .
22. Give a direct definition of an unstable equilibrium of y 00 C p.y/ D 0.
23. Let p be continuous for all y and p.0/ D 0. Suppose there’s a positive number such that
p.y/ > 0 if 0 < y and p.y/ < 0 if y < 0. For 0 < r let
Z r Z 0 Z r Z 0
˛.r / D min p.x/ dx; jp.x/j dx and ˇ.r / D max p.x/ dx; jp.x/j dx :
0 r 0 r
Let y be the solution of the initial value problem
y 00 C p.y/ D 0; y.0/ D v0 ; y 0 .0/ D v0 ;
Ry
and define c.y0 ; v0 / D v02 C 2 0 0 p.x/ dx.
(a) Show that
0 < c.y0 ; v0/ < v02 C 2ˇ.jy0 j/ if 0 < jy0 j :
(b) Show that Z y
2
v C2 p.x/ dx D c.y0 ; v0 /; t > 0:
0
(c) Conclude from (b) that if c.y0 ; v0 / < 2˛.r / then jyj < r; t > 0.
(d) Given > 0, let ı > 0 be chosen so that
n p o
ı 2 C 2ˇ.ı/ < max 2 =2; 2˛.= 2/ :
q p
Show that if y02 C v02 < ı then y 2 C v 2 < for t > 0, which implies that y D 0 is a
stable equilibrium of y 00 C p.y/ D 0.
(e) Now let p be continuous for all y and p.y/ D 0, where y is not necessarily zero. Suppose
there’s a positive number such that p.y/ > 0 if y < y y C and p.y/ < 0 if
y y < y. Show that y is a stable equilibrium of y 00 C p.y/ D 0.
24. Let p be continuous for all y.
(a) Suppose p.0/ D 0 and there’s a positive number such that p.y/ < 0 if 0 < y . Let be
any number such that 0 < < . Show that if y is the solution of the initial value problem
y 00 C p.y/ D 0; y.0/ D y0 ; y 0 .0/ D 0
with 0 < y0 < , then y.t/ for some t > 0. Conclude that y D 0 is an unstable
equilibrium of y 00 C p.y/ D 0. H INT: Let k D miny0 x . p.x//, which is positive. Show
that if y.t/ < for 0 t < T then kT 2 < 2. y0 /.
(b) Now let p.y/ D 0, where y isn’t necessarily zero. Suppose there’s a positive number such
that p.y/ < 0 if y < y y C . Show that y is an unstable equilibrium of y 00 C p.y/ D 0.
Section 4.5 Applications to Curves 179
(c) Modify your proofs of (a) and (b) to show that if there’s a positive number such that
p.y/ > 0 if y y < y, then y is an unstable equilibrium of y 00 C p.y/ D 0.
4.5 APPLICATIONS TO CURVES
One-Parameter Families of Curves
We begin with two examples of families of curves generated by varying a parameter over a set of real
numbers.
Example 4.5.1 For each value of the parameter c, the equation
y cx 2 D 0 (4.5.1)
defines a curve in the xy-plane. If c ¤ 0, the curve is a parabola through the origin, opening upward if
c > 0 or downward if c < 0. If c D 0, the curve is the x axis (Figure 4.5.1).
Figure 4.5.1 A family of curves defined by y cx 2 D 0
Example 4.5.2 For each value of the parameter c the equation
y DxCc (4.5.2)
defines a line with slope 1(Figure 4.5.2).
180 Chapter 4 Applications of First Order Equations
Figure 4.5.3 A family of circles defined by
Figure 4.5.2 A family of lines defined by y D x C c x2 C y2 c2 D 0
Definition 4.5.1 An equation that can be written in the form
H.x; y; c/ D 0 (4.5.3)
is said to define a one-parameter family of curves if; for each value of c in in some nonempty set of real
numbers; the set of points .x; y/ that satisfy (4.5.3) forms a curve in the xy-plane.
Equations (4.5.1) and (4.5.2) define one–parameter families of curves. (Although (4.5.2) isn’t in the
form (4.5.3), it can be written in this form as y x c D 0.)
Example 4.5.3 If c > 0, the graph of the equation
x2 C y2 c D 0 (4.5.4)
p
is a circle with center at .0; 0/ and radius c. If c D 0, the graph is the single point .0; 0/. (We don’t
regard a single point as a curve.) If c < 0, the equation has no graph. Hence, (4.5.4) defines a one–
parameter family of curves for positive values of c. This family consists of all circles centered at .0; 0/
(Figure 4.5.3).
Example 4.5.4 The equation
x2 C y2 C c2 D 0
does not define a one-parameter family of curves, since no .x; y/ satisfies the equation if c ¤ 0, and only
the single point .0; 0/ satisfies it if c D 0.
Recall from Section 1.2 that the graph of a solution of a differential equation is called an integral curve
of the equation. Solving a first order differential equation usually produces a one–parameter family of
integral curves of the equation. Here we are interested in the converse problem: given a one–parameter
family of curves, is there a first order differential equation for which every member of the family is an
integral curve. This suggests the next definition.
Definition 4.5.2 If every curve in a one-parameter family defined by the equation
H.x; y; c/ D 0 (4.5.5)
Section 4.5 Applications to Curves 181
is an integral curve of the first order differential equation
F .x; y; y 0 / D 0; (4.5.6)
then (4.5.6) is said to be a differential equation for the family.
To find a differential equation for a one–parameter family we differentiate its defining equation (4.5.5)
implicitly with respect to x, to obtain
Hx .x; y; c/ C Hy .x; y; c/y 0 D 0: (4.5.7)
If this equation doesn’t, then it’s a differential equation for the family. If it does contain c, it may be
possible to obtain a differential equation for the family by eliminating c between (4.5.5) and (4.5.7).
Example 4.5.5 Find a differential equation for the family of curves defined by
y D cx 2 : (4.5.8)
Solution Differentiating (4.5.8) with respect to x yields
y 0 D 2cx:
Therefore c D y 0 =2x, and substituting this into (4.5.8) yields
xy 0
yD
2
as a differential equation for the family of curves defined by (4.5.8). The graph of any function of the
form y D cx 2 is an integral curve of this equation.
The next example shows that members of a given family of curves may be obtained by joining integral
curves for more than one differential equation.
Example 4.5.6
(a) Try to find a differential equation for the family of lines tangent to the parabola y D x 2 .
(b) Find two tangent lines to the parabola y D x 2 that pass through .2; 3/, and find the points of
tangency.
S OLUTION (a) The equation of the line through a given point .x0 ; y0 / with slope m is
y D y0 C m.x x0/: (4.5.9)
If .x0 ; y0 / is on the parabola, then y0 D x02 and the slope of the tangent line through (x0 ; x02/ is m D 2x0 ;
hence, (4.5.9) becomes
y D x02 C 2x0.x x0 /;
or, equivalently,
y D x02 C 2x0 x: (4.5.10)
Here x0 plays the role of the constant c in Definition 4.5.1; that is, varying x0 over . 1; 1/ produces
the family of tangent lines to the parabola y D x 2.
Differentiating (4.5.10) with respect to x yields y 0 D 2x0 .. We can express x0 in terms of x and y by
rewriting (4.5.10) as
x02 2x0 x C y D 0
182 Chapter 4 Applications of First Order Equations
and using the quadratic formula to obtain
p
x0 D x ˙ x2 y: (4.5.11)
We must choose the plus sign in (4.5.11) if x < x0 and the minus sign if x > x0 ; thus,
p
x0 D x C x 2 y if x < x0
and p
x0 D x x2 y if x > x0 :
Since y 0 D 2x0 , this implies that
p
y0 D 2 x C x2 y ; if x < x0 (4.5.12)
and p
y0 D 2 x x2 y ; if x > x0 : (4.5.13)
Neither (4.5.12) nor (4.5.13) is a differential equation for the family of tangent lines to the parabola
y D x 2 . However, if each tangent line is regarded as consisting of two tangent half lines joined at the
point of tangency, (4.5.12) is a differential equation for the family of tangent half lines on which x is less
than the abscissa of the point of tangency (Figure 4.5.4(a)), while (4.5.13) is a differential equation for
the family of tangent half lines on which x is greater than this abscissa (Figure 4.5.4(b)). The parabola
y D x 2 is also an integral curve of both (4.5.12) and (4.5.13).
y y
x x
(a) (b)
Figure 4.5.4
S OLUTION (b) From (4.5.10) the point .x; y/ D .2; 3/ is on the tangent line through .x0 ; x02/ if and only
if
3 D x02 C 4x0;
Section 4.5 Applications to Curves 183
which is equivalent to
x02 4x0 C 3 D .x0 3/.x0 1/ D 0:
Letting x0 D 3 in (4.5.10) shows that .2; 3/ is on the line
yD 9 C 6x;
which is tangent to the parabola at .x0 ; x02/ D .3; 9/, as shown in Figure 4.5.5
Letting x0 D 1 in (4.5.10) shows that .2; 3/ is on the line
yD 1 C 2x;
which is tangent to the parabola at .x0 ; x02/ D .1; 1/, as shown in Figure 4.5.5.
11 y = x2
10
x
1 2 3
Figure 4.5.5
Geometric Problems
We now consider some geometric problems that can be solved by means of differential equations.
Example 4.5.7 Find curves y D y.x/ such that every point .x0 ; y.x0 // on the curve is the midpoint
of the line segment with endpoints on the coordinate axes and tangent to the curve at .x0 ; y.x0 // (Fig-
ure 4.5.6).
Solution The equation of the line tangent to the curve at P D .x0 ; y.x0 / is
y D y.x0 / C y 0 .x0 /.x x0/:
If we denote the x and y intercepts of the tangent line by xI and yI (Figure 4.5.6), then
0 D y.x0 / C y 0 .x0 /.xI x0 / (4.5.14)
184 Chapter 4 Applications of First Order Equations
and
yI D y.x0 / y 0 .x0 /x0 : (4.5.15)
From Figure 4.5.6, P is the midpoint of the line segment connecting .xI ; 0/ and .0; yI / if and only if
xI D 2x0 and yI D 2y.x0 /. Substituting the first of these conditions into (4.5.14) or the second into
(4.5.15) yields
y.x0 / C y 0 .x0 /x0 D 0:
Since x0 is arbitrary we drop the subscript and conclude that y D y.x/ satisfies
y C xy 0 D 0;
which can be rewritten as
.xy/0 D 0:
Integrating yields xy D c, or
c
yD
:
x
If c D 0 this curve is the line y D 0, which does not satisfy the geometric requirements imposed by the
problem; thus, c ¤ 0, and the solutions define a family of hyperbolas (Figure 4.5.7).
y y
yI
x
.5 yI
x
.5 xI xI
Figure 4.5.6 Figure 4.5.7
Example 4.5.8 Find curves y D y.x/ such that the tangent line to the curve at any point .x0 ; y.x0 //
intersects the x-axis at .x02 ; 0/. Figure 4.5.8 illustrates the situation in the case where the curve is in the
first quadrant and 0 < x < 1.
Solution The equation of the line tangent to the curve at .x0 ; y.x0 // is
y D y.x0 / C y 0 .x0 /.x x0/:
Since .x02 ; 0/ is on the tangent line,
0 D y.x0 / C y 0 .x0 /.x02 x0 /:
Since x0 is arbitrary we drop the subscript and conclude that y D y.x/ satisfies
y C y 0 .x 2 x/ D 0:
Section 4.5 Applications to Curves 185
y y
x=1
x
2 x
x0 x0
Figure 4.5.8 Figure 4.5.9
Therefor
y0 1 1 1 1
D D D ;
y x2 x x.x 1/x x 1
so ˇ x ˇ
ln jyj D ln jxj ln jx 1j C k D ln ˇ ˇ C k;
ˇ ˇ
x 1
and cx
yD :
x 1
If c D 0, the graph of this function is the x-axis. If c ¤ 0, it’s a hyperbola with vertical asymptote x D 1
and horizontal asymptote y D c. Figure 4.5.9 shows the graphs for c ¤ 0.
Orthogonal Trajectories
Two curves C1 and C2 are said to be orthogonal at a point of intersection .x0 ; y0 / if they have perpen-
dicular tangents at .x0 ; y0 /. (Figure 4.5.10). A curve is said to be an orthogonal trajectory of a given
family of curves if it’s orthogonal to every curve in the family. For example, every line through the origin
is an orthogonal trajectory of the family of circles centered at the origin. Conversely, any such circle is
an orthogonal trajectory of the family of lines through the origin (Figure 4.5.11).
Orthogonal trajectories occur in many physical applications. For example, if u D u.x; y/ is the
temperature at a point .x; y/, the curves defined by
u.x; y/ D c (4.5.16)
are called isothermal curves. The orthogonal trajectories of this family are called heat-flow lines, because
at any given point the direction of maximum heat flow is perpendicular to the isothermal through the
point. If u represents the potential energy of an object moving under a force that depends upon .x; y/,
the curves (4.5.16) are called equipotentials, and the orthogonal trajectories are called lines of force.
From analytic geometry we know that two nonvertical lines L1 and L2 with slopes m1 and m2 , re-
spectively, are perpendicular if and only if m2 D 1=m1 ; therefore, the integral curves of the differential
equation
1
y0 D
f .x; y/
186 Chapter 4 Applications of First Order Equations
Figure 4.5.10 Curves orthogonal at a point of Figure 4.5.11 Orthogonal families of circles and
intersection lines
are orthogonal trajectories of the integral curves of the differential equation
y 0 D f .x; y/;
because at any point .x0 ; y0 / where curves from the two families intersect the slopes of the respective
tangent lines are
1
m1 D f .x0 ; y0 / and m2 D :
f .x0 ; y0/
This suggests a method for finding orthogonal trajectories of a family of integral curves of a first order
equation.
Finding Orthogonal Trajectories
Step 1. Find a differential equation
y 0 D f .x; y/
for the given family.
Step 2. Solve the differential equation
1
y0 D
f .x; y/
to find the orthogonal trajectories.
Example 4.5.9 Find the orthogonal trajectories of the family of circles
x2 C y2 D c2 .c > 0/: (4.5.17)
Solution To find a differential equation for the family of circles we differentiate (4.5.17) implicitly with
respect to x to obtain
2x C 2yy 0 D 0;
Section 4.5 Applications to Curves 187
or
x
y0 D :
y
Therefore the integral curves of
y
y0 D
x
are orthogonal trajectories of the given family. We leave it to you to verify that the general solution of
this equation is
y D kx;
where k is an arbitrary constant. This is the equation of a nonvertical line through .0; 0/. The y axis is
also an orthogonal trajectory of the given family. Therefore every line through the origin is an orthogonal
trajectory of the given family (4.5.17) (Figure 4.5.11). This is consistent with the theorem of plane
geometry which states that a diameter of a circle and a tangent line to the circle at the end of the diameter
are perpendicular.
Example 4.5.10 Find the orthogonal trajectories of the family of hyperbolas
xy D c .c ¤ 0/ (4.5.18)
(Figure 4.5.7).
Solution Differentiating (4.5.18) implicitly with respect to x yields
y C xy 0 D 0;
or y
y0 D I
x
thus, the integral curves of
x
y0 D
y
are orthogonal trajectories of the given family. Separating variables yields
y0 y D x
and integrating yields
y2 x 2 D k;
which is the equation of a hyperbola if k ¤ 0, or of the lines y D x and y D x if k D 0 (Figure 4.5.12).
Example 4.5.11 Find the orthogonal trajectories of the family of circles defined by
.x c/2 C y 2 D c 2 .c ¤ 0/: (4.5.19)
These circles are centered on the x-axis and tangent to the y-axis (Figure 4.5.13(a)).
Solution Multiplying out the left side of (4.5.19) yields
x2 2cx C y 2 D 0; (4.5.20)
188 Chapter 4 Applications of First Order Equations
Figure 4.5.12 Orthogonal trajectories of the hyperbolas xy D c
and differentiating this implicitly with respect to x yields
2.x c/ C 2yy 0 D 0: (4.5.21)
From (4.5.20),
x2 C y2
cD ;
2x
so
x2 C y2 x2 y2
x cDx D :
2x 2x
Substituting this into (4.5.21) and solving for y 0 yields
y2 x2
y0 D : (4.5.22)
2xy
The curves defined by (4.5.19) are integral curves of (4.5.22), and the integral curves of
2xy
y0 D
x2 y2
are orthogonal trajectories of the family (4.5.19). This is a homogeneous nonlinear equation, which we
studied in Section 2.4. Substituting y D ux yields
2x.ux/ 2u
u0 x C u D D ;
x2 .ux/2 1 u2
so
2u u.u2 C 1/
u0 x D uD ;
1 u2 1 u2
Section 4.5 Applications to Curves 189
Separating variables yields
1 u2 0 1
2
u D ;
u.u C 1/ x
or, equivalently,
1 2u 1
2
u0 D :
u u C1 x
Therefore
ln juj ln.u2 C 1/ D ln jxj C k:
By substituting u D y=x, we see that
ln jyj ln jxj ln.x 2 C y 2 / C ln.x 2 / D ln jxj C k;
which, since ln.x 2 / D 2 ln jxj, is equivalent to
ln jyj ln.x 2 C y 2 / D k;
or
jyj D e k .x 2 C y 2 /:
To see what these curves are we rewrite this equation as
x 2 C jyj2 e k
jyj D 0
and complete the square to obtain
x 2 C .jyj e k
=2/2 D .e k
=2/2 :
This can be rewritten as
x 2 C .y h/2 D h2 ;
where 8̂ k
e
< if y 0;
hD 2
k
e
if y 0:
:̂
2
Thus, the orthogonal trajectories are circles centered on the y axis and tangent to the x axis (Fig-
ure 4.5.13(b)). The circles for which h > 0 are above the x-axis, while those for which h < 0 are
below.
y y
x x
(a) (b)
2 2 2 2 2 2
190 Chapter 4 Applications of First Order Equations
4.5 Exercises
In Exercises 1–8 find a first order differential equation for the given family of curves.
1. y.x 2 C y 2 / D c 2. e xy D cy
3. ln jxyj D c.x 2 C y 2 / 4. y D x 1=2 C cx
2 x2 c
5. y D e x C ce 6. y D x3 C
x
7. y D sin x C ce x 8. y D e x C c.1 C x 2 /
9. Show that the family of circles
.x x0 /2 C y 2 D 1; 1 < x0 < 1;
can be obtained by joining integral curves of two first order differential equations. More specifi-
cally, find differential equations for the families of semicircles
.x x0 /2 C y 2 D 1; x0 < x < x0 C 1; 1 < x0 < 1;
.x x0 /2 C y 2 D 1; x0 1 < x < x0 ; 1 < x0 < 1:
10. Suppose f and g are differentiable for all x. Find a differential equation for the family of functions
y D f C cg (c=constant).
In Exercises 11–13 find a first order differential equation for the given family of curves.
11. Lines through a given point .x0 ; y0 /.
12. Circles through . 1; 0/ and .1; 0/.
13. Circles through .0; 0/ and .0; 2/.
14. Use the method Example 4.5.6(a) to find the equations of lines through the given points tangent to
the parabola y D x 2 . Also, find the points of tangency.
(a) .5; 9/ (b) .6; 11/ (c) . 6; 20/ (d) . 3; 5/
15. (a) Show that the equation of the line tangent to the circle
x2 C y2 D 1 .A/
at a point .x0 ; y0 / on the circle is
1 x0 x
yD if x0 ¤ ˙1: .B/
y0
(b) Show that if y 0 is the slope of a nonvertical tangent line to the circle (A) and .x; y/ is a point
on the tangent line then
.y 0 /2 .x 2 1/ 2xyy 0 C y 2 1 D 0: .C/
Section 4.5 Applications to Curves 191
(c) Show that the segment of the tangent line (B) on which .x x0 /=y0 > 0 is an integral curve
of the differential equation p
0 xy x2 C y2 1
y D ; .D/
x2 1
while the segment on which .x x0 /=y0 < 0 is an integral curve of the differential equation
p
0 xy C x 2 C y 2 1
y D : .E/
x2 1
H INT: Use the quadratic formula to solve .C/ for y 0 . Then substitute (B) for y and choose
the ˙ sign in the quadratic formula so that the resulting expression for y 0 reduces to the
known slope y 0 D x0 =y0 .
(d) Show that the upper and lower semicircles of (A) are also integral curves of (D) and (E).
(e) Find the equations of two lines through (5,5) tangent to the circle (A), and find the points of
tangency.
16. (a) Show that the equation of the line tangent to the parabola
x D y2 .A/
at a point .x0 ; y0 / ¤ .0; 0/ on the parabola is
y0 x
yD C : .B/
2 2y0
(b) Show that if y 0 is the slope of a nonvertical tangent line to the parabola (A) and .x; y/ is a
point on the tangent line then
4x 2.y 0 /2 4xyy 0 C x D 0: .C/
(c) Show that the segment of the tangent line defined in (a) on which x > x0 is an integral curve
of the differential equation p
0 y C y2 x
y D ; .D/
2x
while the segment on which x < x0 is an integral curve of the differential equation
p
0 y y2 x
y D ; .E/
2x
H INT: Use the quadratic formula to solve .C/ for y 0 . Then substitute (B) for y and choose
the ˙ sign in the quadratic formula so that the resulting expression for y 0 reduces to the
1
known slope y 0 D .
2y0
p p
(d) Show that the upper and lower halves of the parabola (A), given by y D x and y D x
for x > 0, are also integral curves of (D) and (E).
17. Use the results of Exercise 16 to find the equations of two lines tangent to the parabola x D y 2
and passing through the given point. Also find the points of tangency.
(a) . 5; 2/ (b) . 4; 0/ (c) .7; 4/ (d) .5; 3/
18. Find a curve y D y.x/ through (1,2) such that the tangent to the curve at any point .x0 ; y.x0 //
intersects the x axis at xI D x0=2.
192 Chapter 4 Applications of First Order Equations
19. Find all curves y D y.x/ such that the tangent to the curve at any point .x0 ; y.x0 // intersects the
x axis at xI D x03 .
20. Find all curves y D y.x/ such that the tangent to the curve at any point passes through a given
point .x1 ; y1/.
21. Find a curve y D y.x/ through .1; 1/ such that the tangent to the curve at any point .x0 ; y.x0 //
intersects the y axis at yI D x03 .
22. Find all curves y D y.x/ such that the tangent to the curve at any point .x0 ; y.x0 // intersects the
y axis at yI D x0.
23. Find a curve y D y.x/ through .0; 2/ such that the normal to the curve at any point .x0 ; y.x0 //
intersects the x axis at xI D x0 C 1.
24. Find a curve y D y.x/ through .2; 1/ such that the normal to the curve at any point .x0 ; y.x0 //
intersects the y axis at yI D 2y.x0 /.
In Exercises 25–29 find the orthogonal trajectories of the given family of curves.
25. x 2 C 2y 2 D c 2 26. x 2 C 4xy C y 2 D c
27. y D ce 2x 28.
2
xye x D c
ce x
29. yD
x
30. Find a curve through . 1; 3/ orthogonal to every parabola of the form
y D 1 C cx 2
that it intersects. Which of these parabolas does the desired curve intersect?
31. Show that the orthogonal trajectories of
x 2 C 2axy C y 2 D c
satisfy
jy xjaC1 jy C xja 1
D k:
32. If lines L and L1 intersect at .x0 ; y0 / and ˛ is the smallest angle through which L must be rotated
counterclockwise about .x0 ; y0 / to bring it into coincidence with L1 , we say that ˛ is the angle
from L to L1 ; thus, 0 ˛ < . If L and L1 are tangents to curves C and C1 , respectively, that
intersect at .x0 ; y0 /, we say that C1 intersects C at the angle ˛. Use the identity
tan A C tan B
tan.A C B/ D
1 tan A tan B
to show that if C and C1 are intersecting integral curves of
f .x; y/ C tan ˛
y 0 D f .x; y/ and y0 D ˛¤ ;
1 f .x; y/ tan ˛ 2
respectively, then C1 intersects C at the angle ˛.
33. Use the result of Exercise 32 to find a family of curves that intersect every nonvertical line through
the origin at the angle ˛ D =4.
34. Use the result of Exercise 32 to find a family of curves that intersect every circle centered at the
origin at a given angle ˛ ¤ =2.
CHAPTER 5
Linear Second Order Equations
IN THIS CHAPTER we study a particularly important class of second order equations. Because of
their many applications in science and engineering, second order differential equation have historically
been the most thoroughly studied class of differential equations. Research on the theory of second order
differential equations continues to the present day. This chapter is devoted to second order equations that
can be written in the form
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F .x/:
Such equations are said to be linear. As in the case of first order linear equations, (A) is said to be
homogeneous if F 0, or nonhomogeneous if F 6 0.
SECTION 5.1 is devoted to the theory of homogeneous linear equations.
SECTION 5.2 deals with homogeneous equations of the special form
ay 00 C by 0 C cy D 0;
where a, b, and c are constant (a ¤ 0). When you’ve completed this section you’ll know everything there
is to know about solving such equations.
SECTION 5.3 presents the theory of nonhomogeneous linear equations.
SECTIONS 5.4 AND 5.5 present the method of undetermined coefficients, which can be used to solve
nonhomogeneous equations of the form
ay 00 C by 0 C cy D F .x/;
where a, b, and c are constants and F has a special form that is still sufficiently general to occur in many
applications. In this section we make extensive use of the idea of variation of parameters introduced in
Chapter 2.
SECTION 5.6 deals with reduction of order, a technique based on the idea of variation of parameters,
which enables us to find the general solution of a nonhomogeneous linear second order equation provided
that we know one nontrivial (not identically zero) solution of the associated homogeneous equation.
SECTION 5.6 deals with the method traditionally called variation of parameters, which enables us to
find the general solution of a nonhomogeneous linear second order equation provided that we know two
nontrivial solutions (with nonconstant ratio) of the associated homogeneous equation.
193
194 Chapter 5 Linear Second Order Equations
5.1 HOMOGENEOUS LINEAR EQUATIONS
A second order differential equation is said to be linear if it can be written as
y 00 C p.x/y 0 C q.x/y D f .x/: (5.1.1)
We call the function f on the right a forcing function, since in physical applications it’s often related to
a force acting on some system modeled by the differential equation. We say that (5.1.1) is homogeneous
if f 0 or nonhomogeneous if f 6 0. Since these definitions are like the corresponding definitions in
Section 2.1 for the linear first order equation
y 0 C p.x/y D f .x/; (5.1.2)
it’s natural to expect similarities between methods of solving (5.1.1) and (5.1.2). However, solving (5.1.1)
is more difficult than solving (5.1.2). For example, while Theorem 2.1.1 gives a formula for the general
solution of (5.1.2) in the case where f 0 and Theorem 2.1.2 gives a formula for the case where f 6 0,
there are no formulas for the general solution of (5.1.1) in either case. Therefore we must be content to
solve linear second order equations of special forms.
In Section 2.1 we considered the homogeneous equation y 0 Cp.x/y D 0 first, and then used a nontrivial
solution of this equation to find the general solution of the nonhomogeneous equation y 0 Cp.x/y D f .x/.
Although the progression from the homogeneous to the nonhomogeneous case isn’t that simple for the
linear second order equation, it’s still necessary to solve the homogeneous equation
y 00 C p.x/y 0 C q.x/y D 0 (5.1.3)
in order to solve the nonhomogeneous equation (5.1.1). This section is devoted to (5.1.3).
The next theorem gives sufficient conditions for existence and uniqueness of solutions of initial value
problems for (5.1.3). We omit the proof.
Theorem 5.1.1 Suppose p and q are continuous on an open interval .a; b/; let x0 be any point in .a; b/;
and let k0 and k1 be arbitrary real numbers: Then the initial value problem
y 00 C p.x/y 0 C q.x/y D 0; y.x0 / D k0 ; y 0 .x0 / D k1
has a unique solution on .a; b/:
Since y 0 is obviously a solution of (5.1.3) we call it the trivial solution. Any other solution is
nontrivial. Under the assumptions of Theorem 5.1.1, the only solution of the initial value problem
y 00 C p.x/y 0 C q.x/y D 0; y.x0 / D 0; y 0 .x0 / D 0
on .a; b/ is the trivial solution (Exercise 24).
The next three examples illustrate concepts that we’ll develop later in this section. You shouldn’t be
concerned with how to find the given solutions of the equations in these examples. This will be explained
in later sections.
Example 5.1.1 The coefficients of y 0 and y in
y 00 yD0 (5.1.4)
are the constant functions p 0 and q 1, which are continuous on . 1; 1/. Therefore Theo-
rem 5.1.1 implies that every initial value problem for (5.1.4) has a unique solution on . 1; 1/.
Section 5.1 Homogeneous Linear Equations 195
(a) Verify that y1 D e x and y2 D e x
are solutions of (5.1.4) on . 1; 1/.
(b) Verify that if c1 and c2 are arbitrary constants, y D c1e x C c2 e x
is a solution of (5.1.4) on
. 1; 1/.
(c) Solve the initial value problem
y 00 y D 0; y.0/ D 1; y 0 .0/ D 3: (5.1.5)
S OLUTION (a) If y1 D e x then y10 D e x and y100 D e x D y1 , so y100 y1 D 0. If y2 D e x
, then
y20 D e x and y200 D e x D y2 , so y200 y2 D 0.
S OLUTION (b) If
y D c1 e x C c2 e x
(5.1.6)
then
y 0 D c1 e x c2 e x
(5.1.7)
and
y 00 D c1 e x C c2 e x
;
so
y 00 y D .c1 e x C c2 e x / .c1 e x C c2 e x /
D c1 .e x e x / C c2 .e x e x / D 0
for all x. Therefore y D c1 e x C c2 e x
is a solution of (5.1.4) on . 1; 1/.
S OLUTION (c) We can solve (5.1.5) by choosing c1 and c2 in (5.1.6) so that y.0/ D 1 and y 0 .0/ D 3.
Setting x D 0 in (5.1.6) and (5.1.7) shows that this is equivalent to
c1 C c2 D 1
c1 c2 D 3:
Solving these equations yields c1 D 2 and c2 D 1. Therefore y D 2e x e x
is the unique solution of
(5.1.5) on . 1; 1/.
Example 5.1.2 Let ! be a positive constant. The coefficients of y 0 and y in
y 00 C ! 2 y D 0 (5.1.8)
are the constant functions p 0 and q ! 2 , which are continuous on . 1; 1/. Therefore Theo-
rem 5.1.1 implies that every initial value problem for (5.1.8) has a unique solution on . 1; 1/.
(a) Verify that y1 D cos !x and y2 D sin !x are solutions of (5.1.8) on . 1; 1/.
(b) Verify that if c1 and c2 are arbitrary constants then y D c1 cos !x C c2 sin !x is a solution of (5.1.8)
on . 1; 1/.
(c) Solve the initial value problem
y 00 C ! 2 y D 0; y.0/ D 1; y 0 .0/ D 3: (5.1.9)
196 Chapter 5 Linear Second Order Equations
S OLUTION (a) If y1 D cos !x then y10 D ! sin !x and y100 D ! 2 cos !x D ! 2 y1 , so y100 C ! 2 y1 D
0. If y2 D sin !x then, y20 D ! cos !x and y200 D ! 2 sin !x D ! 2 y2 , so y200 C ! 2 y2 D 0.
S OLUTION (b) If
y D c1 cos !x C c2 sin !x (5.1.10)
then
y 0 D !. c1 sin !x C c2 cos !x/ (5.1.11)
and
y 00 D ! 2 .c1 cos !x C c2 sin !x/;
so
y 00 C ! 2 y D ! 2 .c1 cos !x C c2 sin !x/ C ! 2 .c1 cos !x C c2 sin !x/
D c1! 2 . cos !x C cos !x/ C c2! 2 . sin !x C sin !x/ D 0
for all x. Therefore y D c1 cos !x C c2 sin !x is a solution of (5.1.8) on . 1; 1/.
S OLUTION (c) To solve (5.1.9), we must choosing c1 and c2 in (5.1.10) so that y.0/ D 1 and y 0 .0/ D 3.
Setting x D 0 in (5.1.10) and (5.1.11) shows that c1 D 1 and c2 D 3=!. Therefore
3
y D cos !x C sin !x
!
is the unique solution of (5.1.9) on . 1; 1/.
Theorem 5.1.1 implies that if k0 and k1 are arbitrary real numbers then the initial value problem
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0; y.x0 / D k0 ; y 0 .x0 / D k1 (5.1.12)
has a unique solution on an interval .a; b/ that contains x0 , provided that P0 , P1 , and P2 are continuous
and P0 has no zeros on .a; b/. To see this, we rewrite the differential equation in (5.1.12) as
P1 .x/ 0 P2 .x/
y 00 C y C yD0
P0 .x/ P0 .x/
and apply Theorem 5.1.1 with p D P1 =P0 and q D P2 =P0 .
Example 5.1.3 The equation
x 2 y 00 C xy 0 4y D 0 (5.1.13)
has the form of the differential equation in (5.1.12), with P0 .x/ D x 2 , P1 .x/ D x, and P2 .x/ D 4,
which are are all continuous on . 1; 1/. However, since P .0/ D 0 we must consider solutions of
(5.1.13) on . 1; 0/ and .0; 1/. Since P0 has no zeros on these intervals, Theorem 5.1.1 implies that the
initial value problem
x 2 y 00 C xy 0 4y D 0; y.x0 / D k0 ; y 0 .x0 / D k1
has a unique solution on .0; 1/ if x0 > 0, or on . 1; 0/ if x0 < 0.
(a) Verify that y1 D x 2 is a solution of (5.1.13) on . 1; 1/ and y2 D 1=x 2 is a solution of (5.1.13)
on . 1; 0/ and .0; 1/.
(b) Verify that if c1 and c2 are any constants then y D c1 x 2 Cc2 =x 2 is a solution of (5.1.13) on . 1; 0/
and .0; 1/.
Section 5.1 Homogeneous Linear Equations 197
(c) Solve the initial value problem
x 2 y 00 C xy 0 4y D 0; y.1/ D 2; y 0 .1/ D 0: (5.1.14)
(d) Solve the initial value problem
x 2 y 00 C xy 0 4y D 0; y. 1/ D 2; y 0 . 1/ D 0: (5.1.15)
S OLUTION (a) If y1 D x 2 then y10 D 2x and y100 D 2, so
x 2 y100 C xy10 4y1 D x 2 .2/ C x.2x/ 4x 2 D 0
for x in . 1; 1/. If y2 D 1=x 2, then y20 D 2=x 3 and y200 D 6=x 4, so
6 2 4
x 2 y200 C xy20 4y2 D x 2
x D0
x4 x3 x2
for x in . 1; 0/ or .0; 1/.
S OLUTION (b) If
c2
y D c1 x 2 C (5.1.16)
x2
then
2c2
y 0 D 2c1x (5.1.17)
x3
and
6c2
y 00 D 2c1 C ;
x4
so
6c2 2c2 c2
x 2 y 00 C xy 0 4y D x 2 2c1 C 4 C x 2c1x 4 c 1 x 2
C
x x3 x2
6 2 4
D c1.2x 2 C 2x 2 4x 2/ C c2 2
x x2 x2
D c1 0 C c2 0 D 0
for x in . 1; 0/ or .0; 1/.
S OLUTION (c) To solve (5.1.14), we choose c1 and c2 in (5.1.16) so that y.1/ D 2 and y 0 .1/ D 0. Setting
x D 1 in (5.1.16) and (5.1.17) shows that this is equivalent to
c1 C c2 D 2
2c1 2c2 D 0:
Solving these equations yields c1 D 1 and c2 D 1. Therefore y D x 2 C 1=x 2 is the unique solution of
(5.1.14) on .0; 1/.
S OLUTION (d) We can solve (5.1.15) by choosing c1 and c2 in (5.1.16) so that y. 1/ D 2 and y 0 . 1/ D
0. Setting x D 1 in (5.1.16) and (5.1.17) shows that this is equivalent to
c1 C c2 D 2
2c1 C 2c2 D 0:
198 Chapter 5 Linear Second Order Equations
Solving these equations yields c1 D 1 and c2 D 1. Therefore y D x 2 C 1=x 2 is the unique solution of
(5.1.15) on . 1; 0/.
Although the formulas for the solutions of (5.1.14) and (5.1.15) are both y D x 2 C 1=x 2 , you should
not conclude that these two initial value problems have the same solution. Remember that a solution of
an initial value problem is defined on an interval that contains the initial point; therefore, the solution
of (5.1.14) is y D x 2 C 1=x 2 on the interval .0; 1/, which contains the initial point x0 D 1, while the
solution of (5.1.15) is y D x 2 C 1=x 2 on the interval . 1; 0/, which contains the initial point x0 D 1.
The General Solution of a Homogeneous Linear Second Order Equation
If y1 and y2 are defined on an interval .a; b/ and c1 and c2 are constants, then
y D c1y1 C c2y2
is a linear combination of y1 and y2 . For example, y D 2 cos x C 7 sin x is a linear combination of
y1 D cos x and y2 D sin x, with c1 D 2 and c2 D 7.
The next theorem states a fact that we’ve already verified in Examples 5.1.1, 5.1.2, and 5.1.3.
Theorem 5.1.2 If y1 and y2 are solutions of the homogeneous equation
y 00 C p.x/y 0 C q.x/y D 0 (5.1.18)
on .a; b/; then any linear combination
y D c1y1 C c2y2 (5.1.19)
of y1 and y2 is also a solution of (5.1.18) on .a; b/:
Proof If
y D c1y1 C c2y2
then
y 0 D c1 y10 C c2 y20 and y 00 D c1 y100 C c2 y200 :
Therefore
y 00 C p.x/y 0 C q.x/y D .c1 y100 C c2 y200 / C p.x/.c1 y10 C c2y20 / C q.x/.c1 y1 C c2 y2 /
D c1 y100 C p.x/y10 C q.x/y1 C c2 y200 C p.x/y20 C q.x/y2
D c1 0 C c2 0 D 0;
since y1 and y2 are solutions of (5.1.18).
We say that fy1 ; y2 g is a fundamental set of solutions of (5.1.18) on .a; b/ if every solution of (5.1.18)
on .a; b/ can be written as a linear combination of y1 and y2 as in (5.1.19). In this case we say that
(5.1.19) is general solution of (5.1.18) on .a; b/.
Linear Independence
We need a way to determine whether a given set fy1 ; y2 g of solutions of (5.1.18) is a fundamental set.
The next definition will enable us to state necessary and sufficient conditions for this.
We say that two functions y1 and y2 defined on an interval .a; b/ are linearly independent on .a; b/
if neither is a constant multiple of the other on .a; b/. (In particular, this means that neither can be the
trivial solution of (5.1.18), since, for example, if y1 0 we could write y1 D 0y2 .) We’ll also say that
the set fy1 ; y2 g is linearly independent on .a; b/.
Section 5.1 Homogeneous Linear Equations 199
Theorem 5.1.3 Suppose p and q are continuous on .a; b/: Then a set fy1; y2 g of solutions of
y 00 C p.x/y 0 C q.x/y D 0 (5.1.20)
on .a; b/ is a fundamental set if and only if fy1 ; y2 g is linearly independent on .a; b/:
We’ll present the proof of Theorem 5.1.3 in steps worth regarding as theorems in their own right.
However, let’s first interpret Theorem 5.1.3 in terms of Examples 5.1.1, 5.1.2, and 5.1.3.
Example 5.1.4
(a) Since e x =e x D e 2x is nonconstant, Theorem 5.1.3 implies that y D c1 e x C c2 e x
is the general
solution of y 00 y D 0 on . 1; 1/.
(b) Since cos !x= sin !x D cot !x is nonconstant, Theorem 5.1.3 implies that y D c1 cos !x C
c2 sin !x is the general solution of y 00 C ! 2 y D 0 on . 1; 1/.
(c) Since x 2 =x 2 D x 4 is nonconstant, Theorem 5.1.3 implies that y D c1x 2 C c2 =x 2 is the general
solution of x 2 y 00 C xy 0 4y D 0 on . 1; 0/ and .0; 1/.
The Wronskian and Abel’s Formula
To motivate a result that we need in order to prove Theorem 5.1.3, let’s see what is required to prove that
fy1 ; y2 g is a fundamental set of solutions of (5.1.20) on .a; b/. Let x0 be an arbitrary point in .a; b/, and
suppose y is an arbitrary solution of (5.1.20) on .a; b/. Then y is the unique solution of the initial value
problem
y 00 C p.x/y 0 C q.x/y D 0; y.x0 / D k0 ; y 0 .x0 / D k1 I (5.1.21)
that is, k0 and k1 are the numbers obtained by evaluating y and y 0 at x0 . Moreover, k0 and k1 can
be any real numbers, since Theorem 5.1.1 implies that (5.1.21) has a solution no matter how k0 and k1
are chosen. Therefore fy1 ; y2 g is a fundamental set of solutions of (5.1.20) on .a; b/ if and only if it’s
possible to write the solution of an arbitrary initial value problem (5.1.21) as y D c1 y1 C c2 y2 . This is
equivalent to requiring that the system
c1y1 .x0 / C c2y2 .x0 / D k0
(5.1.22)
c1y10 .x0 / C c2y20 .x0 / D k1
has a solution .c1 ; c2/ for every choice of .k0 ; k1 /. Let’s try to solve (5.1.22).
Multiplying the first equation in (5.1.22) by y20 .x0 / and the second by y2 .x0 / yields
c1 y1 .x0 /y20 .x0 / C c2 y2 .x0 /y20 .x0 / D y20 .x0 /k0
c1 y10 .x0 /y2 .x0 / C c2 y20 .x0 /y2 .x0 / D y2 .x0 /k1 ;
and subtracting the second equation here from the first yields
y1 .x0 /y20 .x0 / y10 .x0 /y2 .x0 / c1 D y20 .x0 /k0
y2 .x0 /k1 : (5.1.23)
Multiplying the first equation in (5.1.22) by y10 .x0 / and the second by y1 .x0 / yields
c1 y1 .x0 /y10 .x0 / C c2 y2 .x0 /y10 .x0 / D y10 .x0 /k0
c1 y10 .x0 /y1 .x0 / C c2 y20 .x0 /y1 .x0 / D y1 .x0 /k1 ;
and subtracting the first equation here from the second yields
y1 .x0 /y20 .x0 / y10 .x0 /y2 .x0 / c2 D y1 .x0 /k1 y10 .x0 /k0 :
(5.1.24)
200 Chapter 5 Linear Second Order Equations
If
y1 .x0 /y20 .x0 / y10 .x0 /y2 .x0 / D 0;
it’s impossible to satisfy (5.1.23) and (5.1.24) (and therefore (5.1.22)) unless k0 and k1 happen to satisfy
y1 .x0 /k1 y10 .x0 /k0 D 0
y20 .x0 /k0 y2 .x0 /k1 D 0:
On the other hand, if
y1 .x0 /y20 .x0 / y10 .x0 /y2 .x0 / ¤ 0 (5.1.25)
we can divide (5.1.23) and (5.1.24) through by the quantity on the left to obtain
y20 .x0 /k0 y2 .x0 /k1
c1 D
y1 .x0 /y20 .x0 / y10 .x0 /y2 .x0 /
(5.1.26)
y1 .x0 /k1 y10 .x0 /k0
c2 D ;
y1 .x0 /y20 .x0 / y10 .x0 /y2 .x0 /
no matter how k0 and k1 are chosen. This motivates us to consider conditions on y1 and y2 that imply
(5.1.25).
Theorem 5.1.4 Suppose p and q are continuous on .a; b/; let y1 and y2 be solutions of
y 00 C p.x/y 0 C q.x/y D 0 (5.1.27)
on .a; b/, and define
W D y1 y20 y10 y2 : (5.1.28)
Let x0 be any point in .a; b/: Then
Rx
p.t / dt
W .x/ D W .x0 /e x0
; a < x < b: (5.1.29)
Therefore either W has no zeros in .a; b/ or W 0 on .a; b/:
Proof Differentiating (5.1.28) yields
W 0 D y10 y20 C y1 y200 y10 y20 y100 y2 D y1 y200 y100 y2 : (5.1.30)
Since y1 and y2 both satisfy (5.1.27),
y100 D py10 qy1 and y200 D py20 qy2 :
Substituting these into (5.1.30) yields
W0 y1 py20 C qy2 C y2 py10 C qy1
D
D p.y1 y20 y2 y10 / q.y1 y2 y2 y1 /
D p.y1 y20 y2 y10 / D pW:
Therefore W 0 C p.x/W D 0; that is, W is the solution of the initial value problem
y 0 C p.x/y D 0; y.x0 / D W .x0 /:
Section 5.1 Homogeneous Linear Equations 201
We leave it to you to verify by separation of variables that this implies (5.1.29). If W .x0 / ¤ 0, (5.1.29)
implies that W has no zeros in .a; b/, since an exponential is never zero. On the other hand, if W .x0 / D 0,
(5.1.29) implies that W .x/ D 0 for all x in .a; b/.
The function W defined in (5.1.28) is the Wronskian of fy1 ; y2g. Formula (5.1.29) is Abel’s formula.
The Wronskian of fy1 ; y2 g is usually written as the determinant
ˇ ˇ
ˇ y1 y2 ˇ
W Dˇ ˇ:
ˇ ˇ
ˇ y0 y0 ˇ
1 2
The expressions in (5.1.26) for c1 and c2 can be written in terms of determinants as
ˇ ˇ ˇ ˇ
1 ˇˇ k0 y2 .x0 / ˇˇ 1 ˇˇ y1 .x0 / k0 ˇ
c1 D ˇ and c2 D ˇ:
ˇ
ˇ ˇ
W .x0 / ˇ k1 y20 .x0 / ˇ W .x0 / ˇ y10 .x0 / k1 ˇ
If you’ve taken linear algebra you may recognize this as Cramer’s rule.
Example 5.1.5 Verify Abel’s formula for the following differential equations and the corresponding so-
lutions, from Examples 5.1.1, 5.1.2, and 5.1.3:
(a) y 00 y D 0I y1 D e x ; y2 D e x
(b) y 00 C ! 2 y D 0I y1 D cos !x; y2 D sin !x
2 00
(c) x y C xy 0
4y D 0I y1 D x 2 ; y2 D 1=x 2
S OLUTION (a) Since p 0, we can verify Abel’s formula by showing that W is constant, which is true,
since ˇ x
e x ˇˇ
ˇ
ˇ e
W .x/ D ˇ ˇ D ex . e x / ex e x D 2
ˇ
ˇ ex e x ˇ
for all x.
S OLUTION (b) Again, since p 0, we can verify Abel’s formula by showing that W is constant, which
is true, since
ˇ ˇ
ˇ cos !x sin !x ˇˇ
W .x/ D ˇ
ˇ
ˇ
ˇ ! sin !x ! cos !x ˇ
D cos !x.! cos !x/ . ! sin !x/ sin !x
D !.cos2 !x C sin2 !x/ D !
for all x.
S OLUTION (c) Computing the Wronskian of y1 D x 2 and y2 D 1=x 2 directly yields
ˇ 2
1=x 2 ˇˇ
ˇ
ˇ x
2
1 4
2
W Dˇ ˇDx 2x D : (5.1.31)
ˇ
ˇ 2x 3 ˇ x 3 x 2 x
2=x
To verify Abel’s formula we rewrite the differential equation as
1 0 4
y 00 C y yD0
x x2
202 Chapter 5 Linear Second Order Equations
to see that p.x/ D 1=x. If x0 and x are either both in . 1; 0/ or both in .0; 1/ then
Z x Z x
dt x
p.t/ dt D D ln ;
x0 x0 t x0
so Abel’s formula becomes
x0
W .x/ D W .x0 /e ln.x=x0 / D W .x0 /
x
4 x0
D from (5.1.31)
x0 x
4
D ;
x
which is consistent with (5.1.31).
The next theorem will enable us to complete the proof of Theorem 5.1.3.
Theorem 5.1.5 Suppose p and q are continuous on an open interval .a; b/; let y1 and y2 be solutions of
y 00 C p.x/y 0 C q.x/y D 0 (5.1.32)
on .a; b/; and let W D y1 y20 y10 y2 : Then y1 and y2 are linearly independent on .a; b/ if and only if W
has no zeros on .a; b/:
Proof We first show that if W .x0 / D 0 for some x0 in .a; b/, then y1 and y2 are linearly dependent on
.a; b/. Let I be a subinterval of .a; b/ on which y1 has no zeros. (If there’s no such subinterval, y1 0
on .a; b/, so y1 and y2 are linearly independent, and we’re finished with this part of the proof.) Then
y2 =y1 is defined on I , and 0
y2 y1 y20 y10 y2 W
D 2
D 2: (5.1.33)
y1 y1 y1
However, if W .x0 / D 0, Theorem 5.1.4 implies that W 0 on .a; b/. Therefore (5.1.33) implies that
.y2 =y1 /0 0, so y2 =y1 D c (constant) on I . This shows that y2 .x/ D cy1.x/ for all x in I . However,
we want to show that y2 D cy1.x/ for all x in .a; b/. Let Y D y2 cy1. Then Y is a solution of (5.1.32)
on .a; b/ such that Y 0 on I , and therefore Y 0 0 on I . Consequently, if x0 is chosen arbitrarily in I
then Y is a solution of the initial value problem
y 00 C p.x/y 0 C q.x/y D 0; y.x0 / D 0; y 0 .x0 / D 0;
which implies that Y 0 on .a; b/, by the paragraph following Theorem 5.1.1. (See also Exercise 24).
Hence, y2 cy1 0 on .a; b/, which implies that y1 and y2 are not linearly independent on .a; b/.
Now suppose W has no zeros on .a; b/. Then y1 can’t be identically zero on .a; b/ (why not?), and
therefore there is a subinterval I of .a; b/ on which y1 has no zeros. Since (5.1.33) implies that y2 =y1 is
nonconstant on I , y2 isn’t a constant multiple of y1 on .a; b/. A similar argument shows that y1 isn’t a
constant multiple of y2 on .a; b/, since
0
y1 y 0 y2 y1 y20 W
D 1 2
D
y2 y2 y22
on any subinterval of .a; b/ where y2 has no zeros.
We can now complete the proof of Theorem 5.1.3. From Theorem 5.1.5, two solutions y1 and y2 of
(5.1.32) are linearly independent on .a; b/ if and only if W has no zeros on .a; b/. From Theorem 5.1.4
and the motivating comments preceding it, fy1 ; y2 g is a fundamental set of solutions of (5.1.32) if and
only if W has no zeros on .a; b/. Therefore fy1 ; y2 g is a fundamental set for (5.1.32) on .a; b/ if and
only if fy1 ; y2 g is linearly independent on .a; b/.
The next theorem summarizes the relationships among the concepts discussed in this section.
Section 5.1 Homogeneous Linear Equations 203
Theorem 5.1.6 Suppose p and q are continuous on an open interval .a; b/ and let y1 and y2 be solutions
of
y 00 C p.x/y 0 C q.x/y D 0 (5.1.34)
on .a; b/: Then the following statements are equivalentI that is; they are either all true or all false:
(a) The general solution of (5.1.34) on .a; b/ is y D c1 y1 C c2 y2 .
(b) fy1 ; y2g is a fundamental set of solutions of (5.1.34) on .a; b/:
(c) fy1 ; y2g is linearly independent on .a; b/:
(d) The Wronskian of fy1 ; y2 g is nonzero at some point in .a; b/:
(e) The Wronskian of fy1 ; y2 g is nonzero at all points in .a; b/:
We can apply this theorem to an equation written as
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0
on an interval .a; b/ where P0 , P1 , and P2 are continuous and P0 has no zeros.
Theorem 5.1.7 Suppose c is in .a; b/ and ˛ and ˇ are real numbers, not both zero. Under the assump-
tions of Theorem 5.1.7, suppose y1 and y2 are solutions of (5.1.34) such that
˛y1 .c/ C ˇy10 .c/ D 0 and ˛y2 .c/ C ˇy20 .c/ D 0: (5.1.35)
Then fy1 ; y2 g isn’t linearly independent on .a; b/:
Proof Since ˛ and ˇ are not both zero, (5.1.35) implies that
ˇ ˇ ˇ ˇ
ˇ y1 .c/ y 0 .c/ ˇ ˇ y1 .c/ y2 .c/ ˇˇ
1
ˇ y2 .c/ y 0 .c/ ˇ D 0; so ˇ y 0 .c/ D0
ˇ ˇ ˇ
2 1 y20 .c/ ˇ
and Theorem 5.1.6 implies the stated conclusion.
5.1 Exercises
1. (a) Verify that y1 D e 2x and y2 D e 5x are solutions of
y 00 7y 0 C 10y D 0 .A/
on . 1; 1/.
(b) Verify that if c1 and c2 are arbitrary constants then y D c1 e 2x C c2e 5x is a solution of (A)
on . 1; 1/.
(c) Solve the initial value problem
y 00 7y 0 C 10y D 0; y.0/ D 1; y 0 .0/ D 1:
(d) Solve the initial value problem
y 00 7y 0 C 10y D 0; y.0/ D k0 ; y 0 .0/ D k1 :
2. (a) Verify that y1 D e x cos x and y2 D e x sin x are solutions of
y 00 2y 0 C 2y D 0 .A/
on . 1; 1/.
204 Chapter 5 Linear Second Order Equations
(b) Verify that if c1 and c2 are arbitrary constants then y D c1e x cos x C c2 e x sin x is a solution
of (A) on . 1; 1/.
(c) Solve the initial value problem
y 00 2y 0 C 2y D 0; y.0/ D 3; y 0 .0/ D 2:
(d) Solve the initial value problem
y 00 2y 0 C 2y D 0; y.0/ D k0 ; y 0 .0/ D k1 :
3. (a) Verify that y1 D e x and y2 D xe x are solutions of
y 00 2y 0 C y D 0 .A/
on . 1; 1/.
(b) Verify that if c1 and c2 are arbitrary constants then y D e x .c1 C c2 x/ is a solution of (A) on
. 1; 1/.
(c) Solve the initial value problem
y 00 2y 0 C y D 0; y.0/ D 7; y 0 .0/ D 4:
(d) Solve the initial value problem
y 00 2y 0 C y D 0; y.0/ D k0 ; y 0 .0/ D k1 :
4. (a) Verify that y1 D 1=.x 1/ and y2 D 1=.x C 1/ are solutions of
.x 2 1/y 00 C 4xy 0 C 2y D 0 .A/
on . 1; 1/, . 1; 1/, and .1; 1/. What is the general solution of (A) on each of these
intervals?
(b) Solve the initial value problem
.x 2 1/y 00 C 4xy 0 C 2y D 0; y.0/ D 5; y 0 .0/ D 1:
What is the interval of validity of the solution?
(c) C/G Graph the solution of the initial value problem.
(d) Verify Abel’s formula for y1 and y2 , with x0 D 0.
5. Compute the Wronskians of the given sets of functions.
(a) f1; e x g (b) fe x ; e x sin xg
(c) fx C 1; x 2 C 2g (d) fx 1=2; x 1=3
g
sin x cos x
(e) f ; g (f) fx ln jxj; x 2 ln jxjg
x px p
(g) fe x cos x; e x sin xg
6. Find the Wronskian of a given set fy1 ; y2 g of solutions of
y 00 C 3.x 2 C 1/y 0 2y D 0;
given that W . / D 0.
Section 5.1 Homogeneous Linear Equations 205
7. Find the Wronskian of a given set fy1 ; y2 g of solutions of
.1 x 2 /y 00 2xy 0 C ˛.˛ C 1/y D 0;
given that W .0/ D 1. (This is Legendre’s equation.)
8. Find the Wronskian of a given set fy1 ; y2 g of solutions of
x 2 y 00 C xy 0 C .x 2 2 /y D 0;
given that W .1/ D 1. (This is Bessel’s equation.)
9. (This exercise shows that if you know one nontrivial solution of y 00 C p.x/y 0 C q.x/y D 0, you
can use Abel’s formula to find another.)
Suppose p and q are continuous and y1 is a solution of
y 00 C p.x/y 0 C q.x/y D 0 .A/
R
that has no zeros on .a; b/. Let P .x/ D p.x/ dx be any antiderivative of p on .a; b/.
(a) Show that if K is an arbitrary nonzero constant and y2 satisfies
P.x/
y1 y20 y10 y2 D Ke .B/
on .a; b/, then y2 also satisfies (A) on .a; b/, and fy1 ; y2 g is a fundamental set of solutions
on (A) on .a; b/.
e P.x/
(b) Conclude from (a) that if y2 D uy1 where u0 D K 2 , then fy1 ; y2g is a fundamental
y1 .x/
set of solutions of (A) on .a; b/.
In Exercises 10–23 use the method suggested by Exercise 9 to find a second solution y2 that isn’t a
constant multiple of the solution y1 . Choose K conveniently to simplify y2 .
10. y 00 2y 0 3y D 0; y1 D e 3x
11. y 00 6y 0 C 9y D 0; y1 D e 3x
12. y 00 2ay 0 C a2 y D 0 (a D constant); y1 D e ax
13. x 2y 00 C xy 0 y D 0; y1 D x
2 00 0
14. x y xy C y D 0; y1 D x
2 00
15. x y .2a 1/xy C a2 y D 0 (a D nonzero constant); x > 0;
0
y1 D x a
16. 4x 2y 00 4xy 0 C .3 16x 2 /y D 0; y1 D x 1=2e 2x
17. .x 1/y 00 xy 0 C y D 0; y1 D e x
18. x 2y 00 2xy 0 C .x 2 C 2/y D 0; y1 D x cos x
19. 4x 2.sin x/y 00 4x.x cos x C sin x/y 0 C .2x cos x C 3 sin x/y D 0; y1 D x 1=2
20. .3x 1/y 00 .3x C 2/y 0 .6x 8/y D 0; y1 D e 2x
1
21. .x 2 4/y 00 C 4xy 0 C 2y D 0; y1 D
x 2
1
22. .2x C 1/xy 00 2.2x 2 1/y 0 4.x C 1/y D 0; y1 D
x
23. .x 2 2x/y 00 C .2 x 2 /y 0 C .2x 2/y D 0; y1 D e x
206 Chapter 5 Linear Second Order Equations
24. Suppose p and q are continuous on an open interval .a; b/ and let x0 be in .a; b/. Use Theo-
rem 5.1.1 to show that the only solution of the initial value problem
y 00 C p.x/y 0 C q.x/y D 0; y.x0 / D 0; y 0 .x0 / D 0
on .a; b/ is the trivial solution y 0.
25. Suppose P0 , P1 , and P2 are continuous on .a; b/ and let x0 be in .a; b/. Show that if either of the
following statements is true then P0 .x/ D 0 for some x in .a; b/.
(a) The initial value problem
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0; y.x0 / D k0 ; y 0 .x0 / D k1
has more than one solution on .a; b/.
(b) The initial value problem
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0; y.x0 / D 0; y 0 .x0 / D 0
has a nontrivial solution on .a; b/.
26. Suppose p and q are continuous on .a; b/ and y1 and y2 are solutions of
y 00 C p.x/y 0 C q.x/y D 0 .A/
on .a; b/. Let
´1 D ˛y1 C ˇy2 and ´2 D y1 C ıy2 ;
where ˛, ˇ, , and ı are constants. Show that if f´1 ; ´2 g is a fundamental set of solutions of (A)
on .a; b/ then so is fy1 ; y2 g.
27. Suppose p and q are continuous on .a; b/ and fy1 ; y2 g is a fundamental set of solutions of
y 00 C p.x/y 0 C q.x/y D 0 .A/
on .a; b/. Let
´1 D ˛y1 C ˇy2 and ´2 D y1 C ıy2 ;
where ˛; ˇ; , and ı are constants. Show that f´1 ; ´2 g is a fundamental set of solutions of (A) on
.a; b/ if and only if ˛ ˇı ¤ 0.
28. Suppose y1 is differentiable on an interval .a; b/ and y2 D ky1 , where k is a constant. Show that
the Wronskian of fy1 ; y2 g is identically zero on .a; b/.
29. Let
x 3 ; x 0;
y1 D x 3 and y2 D
x 3 ; x < 0:
(a) Show that the Wronskian of fy1 ; y2 g is defined and identically zero on . 1; 1/.
(b) Suppose a < 0 < b. Show that fy1 ; y2 g is linearly independent on .a; b/.
(c) Use Exercise 25(b) to show that these results don’t contradict Theorem 5.1.5, because neither
y1 nor y2 can be a solution of an equation
y 00 C p.x/y 0 C q.x/y D 0
on .a; b/ if p and q are continuous on .a; b/.
Section 5.1 Homogeneous Linear Equations 207
30. Suppose p and q are continuous on .a; b/ and fy1 ; y2 g is a set of solutions of
y 00 C p.x/y 0 C q.x/y D 0
on .a; b/ such that either y1 .x0 / D y2 .x0 / D 0 or y10 .x0 / D y20 .x0 / D 0 for some x0 in .a; b/.
Show that fy1 ; y2 g is linearly dependent on .a; b/.
31. Suppose p and q are continuous on .a; b/ and fy1 ; y2 g is a fundamental set of solutions of
y 00 C p.x/y 0 C q.x/y D 0
on .a; b/. Show that if y1 .x1 / D y1 .x2 / D 0, where a < x1 < x2 < b, then y2 .x/ D 0 for
some x in .x1 ; x2/. H INT: Show that if y2 has no zeros in .x1 ; x2 /, then y1 =y2 is either strictly
increasing or strictly decreasing on .x1 ; x2/, and deduce a contradiction.
32. Suppose p and q are continuous on .a; b/ and every solution of
y 00 C p.x/y 0 C q.x/y D 0 .A/
on .a; b/ can be written as a linear combination of the twice differentiable functions fy1 ; y2 g. Use
Theorem 5.1.1 to show that y1 and y2 are themselves solutions of (A) on .a; b/.
33. Suppose p1 , p2 , q1 , and q2 are continuous on .a; b/ and the equations
y 00 C p1 .x/y 0 C q1 .x/y D 0 and y 00 C p2 .x/y 0 C q2 .x/y D 0
have the same solutions on .a; b/. Show that p1 D p2 and q1 D q2 on .a; b/. H INT: Use Abel’s
formula.
34. (For this exercise you have to know about 3 3 determinants.) Show that if y1 and y2 are twice
continuously differentiable on .a; b/ and the Wronskian W of fy1 ; y2 g has no zeros in .a; b/ then
the equation ˇ ˇ
ˇ y y1 y2 ˇ
ˇ ˇ
1 ˇˇ 0 0 0 ˇ
ˇ
y y1 y2 ˇD0
W ˇ ˇ
ˇ
ˇ y 00 y 00 y 00 ˇ
1 2
can be written as
y 00 C p.x/y 0 C q.x/y D 0; .A/
where p and q are continuous on .a; b/ and fy1 ; y2 g is a fundamental set of solutions of (A) on
.a; b/. H INT: Expand the determinant by cofactors of its first column.
35. Use the method suggested by Exercise 34 to find a linear homogeneous equation for which the
given functions form a fundamental set of solutions on some interval.
(a) e x cos 2x; e x sin 2x (b) x; e 2x
(c) x; x ln x (d) cos.ln x/; sin.ln x/
(e) cosh x; sinh x (f) x 2 1; x2 C 1
36. Suppose p and q are continuous on .a; b/ and fy1 ; y2 g is a fundamental set of solutions of
y 00 C p.x/y 0 C q.x/y D 0 .A/
on .a; b/. Show that if y is a solution of (A) on .a; b/, there’s exactly one way to choose c1 and
c2 so that y D c1 y1 C c2 y2 on .a; b/.
208 Chapter 5 Linear Second Order Equations
37. Suppose p and q are continuous on .a; b/ and x0 is in .a; b/. Let y1 and y2 be the solutions of
y 00 C p.x/y 0 C q.x/y D 0 .A/
such that
y1 .x0 / D 1; y10 .x0 / D 0 and y2 .x0 / D 0; y20 .x0 / D 1:
(Theorem 5.1.1 implies that each of these initial value problems has a unique solution on .a; b/.)
(a) Show that fy1 ; y2 g is linearly independent on .a; b/.
(b) Show that an arbitrary solution y of (A) on .a; b/ can be written as y D y.x0 /y1 C y 0 .x0 /y2 .
(c) Express the solution of the initial value problem
y 00 C p.x/y 0 C q.x/y D 0; y.x0 / D k0 ; y 0 .x0 / D k1
as a linear combination of y1 and y2 .
38. Find solutions y1 and y2 of the equation y 00 D 0 that satisfy the initial conditions
y1 .x0 / D 1; y10 .x0 / D 0 and y2 .x0 / D 0; y20 .x0 / D 1:
Then use Exercise 37 (c) to write the solution of the initial value problem
y 00 D 0; y.0/ D k0 ; y 0 .0/ D k1
as a linear combination of y1 and y2 .
39. Let x0 be an arbitrary real number. Given (Example 5.1.1) that e x and e x
are solutions of y 00
y D 0, find solutions y1 and y2 of y 00 y D 0 such that
y1 .x0 / D 1; y10 .x0 / D 0 and y2 .x0 / D 0; y20 .x0 / D 1:
Then use Exercise 37 (c) to write the solution of the initial value problem
y 00 y D 0; y.x0 / D k0 ; y 0 .x0 / D k1
as a linear combination of y1 and y2 .
40. Let x0 be an arbitrary real number. Given (Example 5.1.2) that cos !x and sin !x are solutions of
y 00 C ! 2 y D 0, find solutions of y 00 C ! 2 y D 0 such that
y1 .x0 / D 1; y10 .x0 / D 0 and y2 .x0 / D 0; y20 .x0 / D 1:
Then use Exercise 37 (c) to write the solution of the initial value problem
y 00 C ! 2 y D 0; y.x0 / D k0 ; y 0 .x0 / D k1
as a linear combination of y1 and y2 . Use the identities
cos.A C B/ D cos A cos B sin A sin B
sin.A C B/ D sin A cos B C cos A sin B
to simplify your expressions for y1 , y2 , and y.
Section 5.1 Homogeneous Linear Equations 209
41. Recall from Exercise 4 that 1=.x 1/ and 1=.x C 1/ are solutions of
.x 2 1/y 00 C 4xy 0 C 2y D 0 .A/
on . 1; 1/. Find solutions of (A) such that
y1 .0/ D 1; y10 .0/ D 0 and y2 .0/ D 0; y20 .0/ D 1:
Then use Exercise 37 (c) to write the solution of initial value problem
.x 2 1/y 00 C 4xy 0 C 2y D 0; y.0/ D k0 ; y 0 .0/ D k1
as a linear combination of y1 and y2 .
42. (a) Verify that y1 D x 2 and y2 D x 3 satisfy
x 2 y 00 4xy 0 C 6y D 0 .A/
on . 1; 1/ and that fy1 ; y2 g is a fundamental set of solutions of (A) on . 1; 0/ and
.0; 1/.
(b) Let a1 , a2 , b1 , and b2 be constants. Show that
a1 x 2 C a2 x 3 ; x 0;
yD
b1 x 2 C b2 x 3 ; x < 0
is a solution of (A) on . 1; 1/ if and only if a1 D b1 . From this, justify the statement that
y is a solution of (A) on . 1; 1/ if and only if
c1 x 2 C c2 x 3 ; x 0;
yD
c1 x 2 C c3 x 3 ; x < 0;
where c1, c2 , and c3 are arbitrary constants.
(c) For what values of k0 and k1 does the initial value problem
x 2 y 00 4xy 0 C 6y D 0; y.0/ D k0 ; y 0 .0/ D k1
have a solution? What are the solutions?
(d) Show that if x0 ¤ 0 and k0 ; k1 are arbitrary constants, the initial value problem
x 2 y 00 4xy 0 C 6y D 0; y.x0 / D k0 ; y 0 .x0 / D k1 .B/
has infinitely many solutions on . 1; 1/. On what interval does (B) have a unique solution?
43. (a) Verify that y1 D x and y2 D x 2 satisfy
x 2 y 00 2xy 0 C 2y D 0 .A/
on . 1; 1/ and that fy1 ; y2 g is a fundamental set of solutions of (A) on . 1; 0/ and
.0; 1/.
(b) Let a1 , a2 , b1 , and b2 be constants. Show that
a1 x C a2 x 2 ; x 0;
yD
b1 x C b2 x 2 ; x < 0
is a solution of (A) on . 1; 1/ if and only if a1 D b1 and a2 D b2 . From this, justify the
statement that the general solution of (A) on . 1; 1/ is y D c1 x C c2 x 2 , where c1 and c2
are arbitrary constants.
210 Chapter 5 Linear Second Order Equations
(c) For what values of k0 and k1 does the initial value problem
x 2 y 00 2xy 0 C 2y D 0; y.0/ D k0 ; y 0 .0/ D k1
have a solution? What are the solutions?
(d) Show that if x0 ¤ 0 and k0 ; k1 are arbitrary constants then the initial value problem
x 2 y 00 2xy 0 C 2y D 0; y.x0 / D k0 ; y 0 .x0 / D k1
has a unique solution on . 1; 1/.
44. (a) Verify that y1 D x 3 and y2 D x 4 satisfy
x 2 y 00 6xy 0 C 12y D 0 .A/
on . 1; 1/, and that fy1 ; y2 g is a fundamental set of solutions of (A) on . 1; 0/ and
.0; 1/.
(b) Show that y is a solution of (A) on . 1; 1/ if and only if
a1 x 3 C a2 x 4 ; x 0;
yD
b1 x 3 C b2 x 4 ; x < 0;
where a1 , a2 , b1 , and b2 are arbitrary constants.
(c) For what values of k0 and k1 does the initial value problem
x 2 y 00 6xy 0 C 12y D 0; y.0/ D k0 ; y 0 .0/ D k1
have a solution? What are the solutions?
(d) Show that if x0 ¤ 0 and k0 ; k1 are arbitrary constants then the initial value problem
x 2 y 00 6xy 0 C 12y D 0; y.x0 / D k0 ; y 0 .x0 / D k1 .B/
has infinitely many solutions on . 1; 1/. On what interval does (B) have a unique solution?
5.2 CONSTANT COEFFICIENT HOMOGENEOUS EQUATIONS
If a; b, and c are real constants and a ¤ 0, then
ay 00 C by 0 C cy D F .x/
is said to be a constant coefficient equation. In this section we consider the homogeneous constant coef-
ficient equation
ay 00 C by 0 C cy D 0: (5.2.1)
As we’ll see, all solutions of (5.2.1) are defined on . 1; 1/. This being the case, we’ll omit references
to the interval on which solutions are defined, or on which a given set of solutions is a fundamental set,
etc., since the interval will always be . 1; 1/.
The key to solving (5.2.1) is that if y D e r x where r is a constant then the left side of (5.2.1) is a
multiple of e r x ; thus, if y D e r x then y 0 D r e r x and y 00 D r 2 e r x , so
ay 00 C by 0 C cy D ar 2 e r x C br e r x C ce r x D .ar 2 C br C c/e r x : (5.2.2)
Section 5.2 Constant Coefficient Homogeneous Equations 211
The quadratic polynomial
p.r / D ar 2 C br C c
is the characteristic polynomial of (5.2.1), and p.r / D 0 is the characteristic equation. From (5.2.2) we
can see that y D e r x is a solution of (5.2.1) if and only if p.r / D 0.
The roots of the characteristic equation are given by the quadratic formula
p
b ˙ b 2 4ac
rD : (5.2.3)
2a
We consider three cases:
C ASE 1. b 2 4ac > 0, so the characteristic equation has two distinct real roots.
2
C ASE 2. b 4ac D 0, so the characteristic equation has a repeated real root.
C ASE 3. b 2 4ac < 0, so the characteristic equation has complex roots.
In each case we’ll start with an example.
Case 1: Distinct Real Roots
Example 5.2.1
(a) Find the general solution of
y 00 C 6y 0 C 5y D 0: (5.2.4)
(b) Solve the initial value problem
y 00 C 6y 0 C 5y D 0; y.0/ D 3; y 0 .0/ D 1: (5.2.5)
S OLUTION (a) The characteristic polynomial of (5.2.4) is
p.r / D r 2 C 6r C 5 D .r C 1/.r C 5/:
Since p. 1/ D p. 5/ D 0, y1 D e x and y2 D e 5x are solutions of (5.2.4). Since y2 =y1 D e 4x
is
nonconstant, 5.1.6 implies that the general solution of (5.2.4) is
x 5x
y D c1 e C c2 e : (5.2.6)
S OLUTION (b) We must determine c1 and c2 in (5.2.6) so that y satisfies the initial conditions in (5.2.5).
Differentiating (5.2.6) yields
y 0 D c1 e x 5c2 e 5x : (5.2.7)
Imposing the initial conditions y.0/ D 3; y 0 .0/ D 1 in (5.2.6) and (5.2.7) yields
c1 C c2 D 3
c1 5c2 D 1:
The solution of this system is c1 D 7=2; c2 D 1=2. Therefore the solution of (5.2.5) is
7 x 1 5x
yD e e :
2 2
Figure 5.2.1 is a graph of this solution.
If the characteristic equation has arbitrary distinct real roots r1 and r2 , then y1 D e r1x and y2 D e r2x
are solutions of ay 00 C by 0 C cy D 0. Since y2 =y1 D e .r2 r1 /x is nonconstant, Theorem 5.1.6 implies
that fy1 ; y2 g is a fundamental set of solutions of ay 00 C by 0 C cy D 0.
212 Chapter 5 Linear Second Order Equations
x
1 2 3 4 5
7 x 1 5x
Figure 5.2.1 y D e e
2 2
Case 2: A Repeated Real Root
Example 5.2.2
(a) Find the general solution of
y 00 C 6y 0 C 9y D 0: (5.2.8)
(b) Solve the initial value problem
y 00 C 6y 0 C 9y D 0; y.0/ D 3; y 0 .0/ D 1: (5.2.9)
S OLUTION (a) The characteristic polynomial of (5.2.8) is
p.r / D r 2 C 6r C 9 D .r C 3/2 ;
so the characteristic equation has the repeated real root r1 D 3. Therefore y1 D e 3x is a solution
of (5.2.8). Since the characteristic equation has no other roots, (5.2.8) has no other solutions of the
form e r x . We look for solutions of the form y D uy1 D ue 3x , where u is a function that we’ll now
determine. (This should remind you of the method of variation of parameters used in Section 2.1 to
solve the nonhomogeneous equation y 0 C p.x/y D f .x/, given a solution y1 of the complementary
equation y 0 C p.x/y D 0. It’s also a special case of a method called reduction of order that we’ll study
in Section 5.6. For other ways to obtain a second solution of (5.2.8) that’s not a multiple of e 3x , see
Exercises 5.1.9, 5.1.12, and 33.
Section 5.2 Constant Coefficient Homogeneous Equations 213
3x
If y D ue , then
3x 3x 3x 3x 3x
y 0 D u0 e 3ue and y 00 D u00 e 6u0 e C 9ue ;
so
3x
y 00 C 6y 0 C 9y
00
6u0 C 9u/ C 6.u0 3u/ C 9u
D e .u
D e 3x u00 .6 6/u0 C .9 18 C 9/u D u00 e 3x
:
Therefore y D ue 3x is a solution of (5.2.8) if and only if u00 D 0, which is equivalent to u D c1 C c2x,
where c1 and c2 are constants. Therefore any function of the form
3x
yDe .c1 C c2 x/ (5.2.10)
is a solution of (5.2.8). Letting c1 D 1 and c2 D 0 yields the solution y1 D e 3x that we already knew.
Letting c1 D 0 and c2 D 1 yields the second solution y2 D xe 3x . Since y2 =y1 D x is nonconstant,
5.1.6 implies that fy1 ; y2 g is fundamental set of solutions of (5.2.8), and (5.2.10) is the general solution.
S OLUTION (b) Differentiating (5.2.10) yields
3x 3x
y0 D 3e .c1 C c2 x/ C c2 e : (5.2.11)
Imposing the initial conditions y.0/ D 3; y 0 .0/ D 1 in (5.2.10) and (5.2.11) yields c1 D 3 and
3c1 C c2 D 1, so c2 D 8. Therefore the solution of (5.2.9) is
3x
yDe .3 C 8x/:
Figure 5.2.2 is a graph of this solution.
x
1 2 3
3x
Figure 5.2.2 y D e .3 C 8x/
214 Chapter 5 Linear Second Order Equations
If the characteristic equation of ay 00 C by 0 C cy D 0 has an arbitrary repeated root r1 , the characteristic
polynomial must be
p.r / D a.r r1 /2 D a.r 2 2r1 r C r12/:
Therefore
ar 2 C br C c D ar 2 .2ar1 /r C ar12 ;
which implies that b D 2ar1 and c D ar12 . Therefore ay 00 C by 0 C cy D 0 can be written as
a.y 00 2r1 y 0 C r12 y/ D 0. Since a ¤ 0 this equation has the same solutions as
y 00 2r1 y 0 C r12 y D 0: (5.2.12)
Since p.r1 / D 0, t y1 D e r1x is a solution of ay 00 Cby 0 Ccy D 0, and therefore of (5.2.12). Proceeding
as in Example 5.2.2, we look for other solutions of (5.2.12) of the form y D ue r1x ; then
y 0 D u0 e r1x C r ue r1x and y 00 D u00 e r1x C 2r1 u0 e r1x C r12 ue r1x ;
so
y 00 2r1 y 0 C r12 y D e r x .u00 C 2r1u0 C r12 u/ 2r1 .u0 C r1 u/ C r12 u
D e r1x u00 C .2r1 2r1 /u0 C .r12 2r12 C r12 /u D u00 e r1x :
Therefore y D ue r1x is a solution of (5.2.12) if and only if u00 D 0, which is equivalent to u D c1 C c2x,
where c1 and c2 are constants. Hence, any function of the form
y D e r1x .c1 C c2x/ (5.2.13)
is a solution of (5.2.12). Letting c1 D 1 and c2 D 0 here yields the solution y1 D e r1x that we already
knew. Letting c1 D 0 and c2 D 1 yields the second solution y2 D xe r1x . Since y2 =y1 D x is
nonconstant, 5.1.6 implies that fy1 ; y2 g is a fundamental set of solutions of (5.2.12), and (5.2.13) is the
general solution.
Case 3: Complex Conjugate Roots
Example 5.2.3
(a) Find the general solution of
y 00 C 4y 0 C 13y D 0: (5.2.14)
(b) Solve the initial value problem
y 00 C 4y 0 C 13y D 0; y.0/ D 2; y 0 .0/ D 3: (5.2.15)
S OLUTION (a) The characteristic polynomial of (5.2.14) is
p.r / D r 2 C 4r C 13 D r 2 C 4r C 4 C 9 D .r C 2/2 C 9:
The roots of the characteristic equation are r1 D 2 C 3i and r2 D 2 3i . By analogy with Case 1, it’s
reasonable to expect that e . 2C3i /x and e . 2 3i /x are solutions of (5.2.14). This is true (see Exercise 34);
however, there are difficulties here, since you are probably not familiar with exponential functions with
complex arguments, and even if you are, it’s inconvenient to work with them, since they are complex–
valued. We’ll take a simpler approach, which we motivate as follows: the exponential notation suggests
that
e . 2C3i /x D e 2x e 3ix and e . 2 3i /x D e 2x e 3ix ;
Section 5.2 Constant Coefficient Homogeneous Equations 215
so even though we haven’t defined e 3ix and e 3ix , it’s reasonable to expect that every linear combination
of e . 2C3i /x and e . 2 3i /x can be written as y D ue 2x , where u depends upon x. To determine u, we
note that if y D ue 2x then
2x 2x 2x 2x 2x
y 0 D u0 e 2ue and y 00 D u00 e 4u0 e C 4ue ;
so
2x
y 00 C 4y 0 C 13y .u00 4u0 C 4u/ C 4.u0
D e 2u/ C 13u
2x
u00 4/u0 C .4 8 C 13/u D e 2x .u00 C 9u/:
D e .4
2x
Therefore y D ue is a solution of (5.2.14) if and only if
u00 C 9u D 0:
From Example 5.1.2, the general solution of this equation is
u D c1 cos 3x C c2 sin 3x:
Therefore any function of the form
2x
yDe .c1 cos 3x C c2 sin 3x/ (5.2.16)
is a solution of (5.2.14). Letting c1 D 1 and c2 D 0 yields the solution y1 D e 2x cos 3x. Letting c1 D 0
and c2 D 1 yields the second solution y2 D e 2x sin 3x. Since y2 =y1 D tan 3x is nonconstant, 5.1.6
implies that fy1 ; y2g is a fundamental set of solutions of (5.2.14), and (5.2.16) is the general solution.
S OLUTION (b) Imposing the condition y.0/ D 2 in (5.2.16) shows that c1 D 2. Differentiating (5.2.16)
yields
y 0 D 2e 2x .c1 cos 3x C c2 sin 3x/ C 3e 2x . c1 sin 3x C c2 cos 3x/;
and imposing the initial condition y 0 .0/ D 3 here yields 3 D 2c1 C 3c2 D 4 C 3c2, so c2 D 1=3.
Therefore the solution of (5.2.15) is
2x 1
yDe .2 cos 3x C sin 3x/:
3
Figure 5.2.3 is a graph of this function.
Now suppose the characteristic equation of ay 00 C by 0 C cy D 0 has arbitrary complex roots; thus,
2
b 4ac < 0 and, from (5.2.3), the roots are
p p
b C i 4ac b 2 b i 4ac b 2
r1 D ; r2 D ;
2a 2a
which we rewrite as
r1 D C i !; r2 D i !; (5.2.17)
with p
b 4ac b 2
D ; !D :
2a 2a
Don’t memorize these formulas. Just remember that r1 and r2 are of the form (5.2.17), where is an
arbitrary real number and ! is positive; and ! are the real and imaginary parts, respectively, of r1 .
Similarly, and ! are the real and imaginary parts of r2 . We say that r1 and r2 are complex conjugates,
216 Chapter 5 Linear Second Order Equations
x
1 2
2x 1
Figure 5.2.3 y D e .2 cos 3x C sin 3x/
3
which means that they have the same real part and their imaginary parts have the same absolute values,
but opposite signs.
As in Example 5.2.3, it’s reasonable to to expect that the solutions of ay 00 C by 0 C cy D 0 are linear
combinations of e .Ci !/x and e . i !/x . Again, the exponential notation suggests that
e .Ci !/x D e x e i !x and e . i !/x
D e x e i !x
;
so even though we haven’t defined e i !x and e i !x , it’s reasonable to expect that every linear combination
of e .Ci !/x and e . i !/x can be written as y D ue x , where u depends upon x. To determine u we first
observe that since r1 D C i ! and r2 D i ! are the roots of the characteristic equation, p must be
of the form
p.r / D a.r r1 /.r r2 /
D a.r i !/.r C i !/
D a .r /2 C ! 2
D a.r 2 2r C 2 C ! 2 /:
Therefore ay 00 C by 0 C cy D 0 can be written as
a y 00 2y 0 C .2 C ! 2 /y D 0:
Since a ¤ 0 this equation has the same solutions as
y 00 2y 0 C .2 C ! 2 /y D 0: (5.2.18)
To determine u we note that if y D ue x then
y 0 D u0 e x C ue x and y 00 D u00 e x C 2u0 e x C 2 ue x :
Section 5.2 Constant Coefficient Homogeneous Equations 217
Substituting these expressions into (5.2.18) and dropping the common factor e x yields
.u00 C 2u0 C 2 u/ 2.u0 C u/ C .2 C ! 2 /u D 0;
which simplifies to
u00 C ! 2 u D 0:
From Example 5.1.2, the general solution of this equation is
u D c1 cos !x C c2 sin !x:
Therefore any function of the form
y D e x .c1 cos !x C c2 sin !x/ (5.2.19)
is a solution of (5.2.18). Letting c1 D 1 and c2 D 0 here yields the solution y1 D e x cos !x. Letting
c1 D 0 and c2 D 1 yields a second solution y2 D e x sin !x. Since y2 =y1 D tan !x is nonconstant,
so Theorem 5.1.6 implies that fy1 ; y2g is a fundamental set of solutions of (5.2.18), and (5.2.19) is the
general solution.
Summary
The next theorem summarizes the results of this section.
Theorem 5.2.1 Let p.r / D ar 2 C br C c be the characteristic polynomial of
ay 00 C by 0 C cy D 0: (5.2.20)
ThenW
(a) If p.r / D 0 has distinct real roots r1 and r2 ; then the general solution of (5.2.20) is
y D c1 e r1 x C c2 e r2 x :
(b) If p.r / D 0 has a repeated root r1 ; then the general solution of (5.2.20) is
y D e r1x .c1 C c2x/:
(c) If p.r / D 0 has complex conjugate roots r1 D C i ! and r2 D i ! .where ! > 0/; then the
general solution of (5.2.20) is
y D e x .c1 cos !x C c2 sin !x/:
5.2 Exercises
In Exercises 1–12 find the general solution.
1. y 00 C 5y 0 6y D 0 2. y 00 4y 0 C 5y D 0
3. y 00 C 8y 0 C 7y D 0 4. y 00 4y 0 C 4y D 0
5. y 00 C 2y 0 C 10y D 0 6. y 00 C 6y 0 C 10y D 0
218 Chapter 5 Linear Second Order Equations
7. y 00 8y 0 C 16y D 0 8. y 00 C y 0 D 0
9. y 00 2y 0 C 3y D 0 10. y 00 C 6y 0 C 13y D 0
11. 4y 00 C 4y 0 C 10y D 0 12. 10y 00 3y 0 yD0
In Exercises 13–17 solve the initial value problem.
13. y 00 C 14y 0 C 50y D 0; y.0/ D 2; y 0 .0/ D 17
14. 6y 00 y0 y D 0; y.0/ D 10; y 0 .0/ D 0
15. 6y 00 C y 0 y D 0; 1; y 0 .0/ D 3
y.0/ D
13 23
16. 4y 00 4y 0 3y D 0; y.0/ D ; y 0 .0/ D
12 24
5
17. 4y 00 12y 0 C 9y D 0; y.0/ D 3; y 0 .0/ D
2
In Exercises 18–21 solve the initial value problem and graph the solution.
18. C/G y 00 C 7y 0 C 12y D 0; y.0/ D 1; y 0 .0/ D 0
19. C/G y 00 6y 0 C 9y D 0; y.0/ D 0; y 0 .0/ D 2
5
20. C/G 36y 00 12y 0 C y D 0; y.0/ D 3; y 0 .0/ D
2
21. C/G y 00 C 4y 0 C 10y D 0; y.0/ D 3; y 0 .0/ D 2
22. (a) Suppose y is a solution of the constant coefficient homogeneous equation
ay 00 C by 0 C cy D 0: .A/
Let ´.x/ D y.x x0 /, where x0 is an arbitrary real number. Show that
a´00 C b´0 C c´ D 0:
(b) Let ´1 .x/ D y1 .x x0 / and ´2 .x/ D y2 .x x0 /, where fy1 ; y2 g is a fundamental set of
solutions of (A). Show that f´1 ; ´2 g is also a fundamental set of solutions of (A).
(c) The statement of Theorem 5.2.1 is convenient for solving an initial value problem
ay 00 C by 0 C cy D 0; y.0/ D k0 ; y 0 .0/ D k1 ;
where the initial conditions are imposed at x0 D 0. However, if the initial value problem is
ay 00 C by 0 C cy D 0; y.x0 / D k0 ; y 0 .x0 / D k1 ; .B/
where x0 ¤ 0, then determining the constants in
y D c1 e r1 x C c2 e r2 x ; y D e r1x .c1 C c2x/; or y D e x .c1 cos !x C c2 sin !x/
(whichever is applicable) is more complicated. Use (b) to restate Theorem 5.2.1 in a form
more convenient for solving (B).
In Exercises 23–28 use a method suggested by Exercise 22 to solve the initial value problem.
23. y 00 C 3y 0 C 2y D 0; y.1/ D 1; y 0 .1/ D 4
Section 5.2 Constant Coefficient Homogeneous Equations 219
1
24. y 00 6y 0 7y D 0; y.2/ D; y 0 .2/ D 5
3
25. y 00 14y 0 C 49y D 0; y.1/ D 2; y 0 .1/ D 11
14
26. 9y 00 C 6y 0 C y D 0; y.2/ D 2; y 0 .2/ D
3
27. 9y 00 C 4y D 0; y.=4/ D 2; y 0 .=4/ D 2
28. y 00 C 3y D 0; y.=3/ D 2; y 0 .=3/ D 1
29. Prove: If the characteristic equation of
ay 00 C by 0 C cy D 0 .A/
has a repeated negative root or two roots with negative real parts, then every solution of (A) ap-
proaches zero as x ! 1.
30. Suppose the characteristic polynomial of ay 00 C by 0 C cy D 0 has distinct real roots r1 and r2 .
Use a method suggested by Exercise 22 to find a formula for the solution of
ay 00 C by 0 C cy D 0; y.x0 / D k0 ; y 0 .x0 / D k1 :
31. Suppose the characteristic polynomial of ay 00 C by 0 C cy D 0 has a repeated real root r1 . Use a
method suggested by Exercise 22 to find a formula for the solution of
ay 00 C by 0 C cy D 0; y.x0 / D k0 ; y 0 .x0 / D k1 :
32. Suppose the characteristic polynomial of ay 00 C by 0 C cy D 0 has complex conjugate roots ˙ i !.
Use a method suggested by Exercise 22 to find a formula for the solution of
ay 00 C by 0 C cy D 0; y.x0 / D k0 ; y 0 .x0 / D k1 :
33. Suppose the characteristic equation of
ay 00 C by 0 C cy D 0 .A/
has a repeated real root r1 . Temporarily, think of e r x as a function of two real variables x and r .
(a) Show that
@2 r x @
a .e / C b .e r x / C ce r x D a.r r1 /2 e r x : .B/
@2 x @x
(b) Differentiate (B) with respect to r to obtain
2
@ @ rx @ @ rx
a .e / C b .e / C c.xe r x / D Œ2 C .r r1 /xa.r r1 /e r x : .C/
@r @2 x @r @x
(c) Reverse the orders of the partial differentiations in the first two terms on the left side of (C)
to obtain
@2 @
a 2
.xe r x / C b .xe r x / C c.xe r x / D Œ2 C .r r1 /xa.r r1 /e r x : .D/
@x @x
(d) Set r D r1 in (B) and (D) to see that y1 D e r1x and y2 D xe r1x are solutions of (A)
220 Chapter 5 Linear Second Order Equations
34. In calculus you learned that e u, cos u, and sin u can be represented by the infinite series
1
X un u u2 u3 un
eu D D 1C C C CC C .A/
nD0
nŠ 1Š 2Š 3Š nŠ
1
X u2n u2 u4 u2n
cos u D . 1/n D1 C C C . 1/n C ; .B/
nD0
.2n/Š 2Š 4Š .2n/Š
and
1
X u2nC1 u3 u5 u2nC1
sin u D . 1/n Du C C C . 1/n C .C/
nD0
.2n C 1/Š 3Š 5Š .2n C 1/Š
for all real values of u. Even though you have previously considered (A) only for real values of u,
we can set u D i, where is real, to obtain
1
X .i/n
e i D : .D/
nŠ
nD0
Given the proper background in the theory of infinite series with complex terms, it can be shown
that the series in (D) converges for all real .
(a) Recalling that i 2 D 1; write enough terms of the sequence fi n g to convince yourself that
the sequence is repetitive:
1; i; 1; i; 1; i; 1; i; 1; i; 1; i; 1; i; 1; i; :
Use this to group the terms in (D) as
2 4 3 5
i
e D 1 C C Ci C C
2 4 3Š 5Š
1 1
X 2n X 2nC1
D . 1/n Ci . 1/n :
nD0
.2n/Š nD0
.2n C 1/Š
By comparing this result with (B) and (C), conclude that
e i D cos C i sin : .E/
This is Euler’s identity.
(b) Starting from
e i1 e i2 D .cos 1 C i sin 1 /.cos 2 C i sin 2 /;
collect the real part (the terms not multiplied by i ) and the imaginary part (the terms multi-
plied by i ) on the right, and use the trigonometric identities
cos.1 C 2 / D cos 1 cos 2 sin 1 sin 2
sin.1 C 2 / D sin 1 cos 2 C cos 1 sin 2
to verify that
e i.1 C2 / D e i1 e i2 ;
as you would expect from the use of the exponential notation e i .
Section 5.3 Nonhomogeneous Linear Equations 221
(c) If ˛ and ˇ are real numbers, define
e ˛Ciˇ D e ˛ e iˇ D e ˛ .cos ˇ C i sin ˇ/: .F/
Show that if ´1 D ˛1 C iˇ1 and ´2 D ˛2 C iˇ2 then
e ´1C´2 D e ´1 e ´2 :
(d) Let a, b, and c be real numbers, with a ¤ 0. Let ´ D u C iv where u and v are real-valued
functions of x. Then we say that ´ is a solution of
ay 00 C by 0 C cy D 0 .G/
if u and v are both solutions of (G). Use Theorem 5.2.1(c) to verify that if the characteristic
equation of (G) has complex conjugate roots ˙ i ! then ´1 D e .Ci !/x and ´2 D e . i !/x
are both solutions of (G).
5.3 NONHOMOGENEOUS LINEAR EQUATIONS
We’ll now consider the nonhomogeneous linear second order equation
y 00 C p.x/y 0 C q.x/y D f .x/; (5.3.1)
where the forcing function f isn’t identically zero. The next theorem, an extension of Theorem 5.1.1,
gives sufficient conditions for existence and uniqueness of solutions of initial value problems for (5.3.1).
We omit the proof, which is beyond the scope of this book.
Theorem 5.3.1 Suppose p; ; q and f are continuous on an open interval .a; b/; let x0 be any point in
.a; b/; and let k0 and k1 be arbitrary real numbers: Then the initial value problem
y 00 C p.x/y 0 C q.x/y D f .x/; y.x0 / D k0 ; y 0 .x0 / D k1
has a unique solution on .a; b/:
To find the general solution of (5.3.1) on an interval .a; b/ where p, q, and f are continuous, it’s
necessary to find the general solution of the associated homogeneous equation
y 00 C p.x/y 0 C q.x/y D 0 (5.3.2)
on .a; b/. We call (5.3.2) the complementary equation for (5.3.1).
The next theorem shows how to find the general solution of (5.3.1) if we know one solution yp of
(5.3.1) and a fundamental set of solutions of (5.3.2). We call yp a particular solution of (5.3.1); it can be
any solution that we can find, one way or another.
Theorem 5.3.2 Suppose p; q; and f are continuous on .a; b/: Let yp be a particular solution of
y 00 C p.x/y 0 C q.x/y D f .x/ (5.3.3)
on .a; b/, and let fy1 ; y2 g be a fundamental set of solutions of the complementary equation
y 00 C p.x/y 0 C q.x/y D 0 (5.3.4)
on .a; b/. Then y is a solution of (5.3.3) on .a; b/ if and only if
y D yp C c1 y1 C c2 y2 ; (5.3.5)
where c1 and c2 are constants.
222 Chapter 5 Linear Second Order Equations
Proof We first show that y in (5.3.5) is a solution of (5.3.3) for any choice of the constants c1 and c2 .
Differentiating (5.3.5) twice yields
y 0 D yp0 C c1 y10 C c2 y20 and y 00 D yp00 C c1 y100 C c2y200 ;
so
y 00 C p.x/y 0 C q.x/y D .yp00 C c1y100 C c2 y200 / C p.x/.yp0 C c1y10 C c2y20 /
Cq.x/.yp C c1y1 C c2y2 /
D .yp00 C p.x/yp0 C q.x/yp / C c1 .y100 C p.x/y10 C q.x/y1 /
Cc2.y200 C p.x/y20 C q.x/y2 /
D f C c1 0 C c2 0 D f;
since yp satisfies (5.3.3) and y1 and y2 satisfy (5.3.4).
Now we’ll show that every solution of (5.3.3) has the form (5.3.5) for some choice of the constants c1
and c2 . Suppose y is a solution of (5.3.3). We’ll show that y yp is a solution of (5.3.4), and therefore
of the form y yp D c1 y1 C c2 y2 , which implies (5.3.5). To see this, we compute
.y yp /00 C p.x/.y yp /0 C q.x/.y yp / D .y 00 yp00 / C p.x/.y 0 yp0 /
Cq.x/.y yp /
D .y 00 C p.x/y 0 C q.x/y/
.yp00 C p.x/yp0 C q.x/yp /
D f .x/ f .x/ D 0;
since y and yp both satisfy (5.3.3).
We say that (5.3.5) is the general solution of (5.3.3) on .a; b/.
If P0 , P1 , and F are continuous and P0 has no zeros on .a; b/, then Theorem 5.3.2 implies that the
general solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F .x/ (5.3.6)
on .a; b/ is y D yp C c1 y1 C c2y2 , where yp is a particular solution of (5.3.6) on .a; b/ and fy1 ; y2g is
a fundamental set of solutions of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0
on .a; b/. To see this, we rewrite (5.3.6) as
P1 .x/ 0 P2 .x/ F .x/
y 00 C y C yD
P0 .x/ P0 .x/ P0 .x/
and apply Theorem 5.3.2 with p D P1 =P0 , q D P2 =P0 , and f D F=P0 .
To avoid awkward wording in examples and exercises, we won’t specify the interval .a; b/ when we ask
for the general solution of a specific linear second order equation, or for a fundamental set of solutions of
a homogeneous linear second order equation. Let’s agree that this always means that we want the general
solution (or a fundamental set of solutions, as the case may be) on every open interval on which p, q, and
f are continuous if the equation is of the form (5.3.3), or on which P0 , P1 , P2 , and F are continuous
and P0 has no zeros, if the equation is of the form (5.3.6). We leave it to you to identify these intervals in
specific examples and exercises.
For completeness, we point out that if P0 , P1 , P2 , and F are all continuous on an open interval .a; b/,
but P0 does have a zero in .a; b/, then (5.3.6) may fail to have a general solution on .a; b/ in the sense
just defined. Exercises 42–44 illustrate this point for a homogeneous equation.
In this section we to limit ourselves to applications of Theorem 5.3.2 where we can guess at the form
of the particular solution.
Section 5.3 Nonhomogeneous Linear Equations 223
Example 5.3.1
(a) Find the general solution of
y 00 C y D 1: (5.3.7)
(b) Solve the initial value problem
y 00 C y D 1; y.0/ D 2; y 0 .0/ D 7: (5.3.8)
S OLUTION (a) We can apply Theorem 5.3.2 with .a; b/ D . 1; 1/, since the functions p 0, q 1,
and f 1 in (5.3.7) are continuous on . 1; 1/. By inspection we see that yp 1 is a particu-
lar solution of (5.3.7). Since y1 D cos x and y2 D sin x form a fundamental set of solutions of the
complementary equation y 00 C y D 0, the general solution of (5.3.7) is
y D 1 C c1 cos x C c2 sin x: (5.3.9)
S OLUTION (b) Imposing the initial condition y.0/ D 2 in (5.3.9) yields 2 D 1 C c1, so c1 D 1.
Differentiating (5.3.9) yields
y 0 D c1 sin x C c2 cos x:
Imposing the initial condition y 0 .0/ D 7 here yields c2 D 7, so the solution of (5.3.8) is
y D 1 C cos x C 7 sin x:
Figure 5.3.1 is a graph of this function.
Example 5.3.2
(a) Find the general solution of
y 00 2y 0 C y D 3 x C x2: (5.3.10)
(b) Solve the initial value problem
y 00 2y 0 C y D 3 x C x 2; y.0/ D 2; y 0 .0/ D 1: (5.3.11)
S OLUTION (a) The characteristic polynomial of the complementary equation
y 00 2y 0 C y D 0
is r 2 2r C 1 D .r 1/2 , so y1 D e x and y2 D xe x form a fundamental set of solutions of the
complementary equation. To guess a form for a particular solution of (5.3.10), we note that substituting a
second degree polynomial yp D A C Bx C Cx 2 into the left side of (5.3.10) will produce another second
degree polynomial with coefficients that depend upon A, B, and C . The trick is to choose A, B, and C
so the polynomials on the two sides of (5.3.10) have the same coefficients; thus, if
yp D A C Bx C Cx 2 then yp0 D B C 2Cx and yp00 D 2C;
so
yp00 2yp0 C yp D 2C 2.B C 2Cx/ C .A C Bx C Cx 2 /
D .2C 2B C A/ C . 4C C B/x C Cx 2 D 3 x C x2:
224 Chapter 5 Linear Second Order Equations
x
1 2 3 4 5 6
−2
−4
−6
−8
Figure 5.3.1 y D 1 C cos x C 7 sin x
Equating coefficients of like powers of x on the two sides of the last equality yields
C D 1
B 4C D 1
A 2B C 2C D 3;
so C D 1, B D 1 C 4C D 3, and A D 3 2C C 2B D 1. Therefore yp D 1 C 3x C x 2 is a particular
solution of (5.3.10) and Theorem 5.3.2 implies that
y D 1 C 3x C x 2 C e x .c1 C c2 x/ (5.3.12)
is the general solution of (5.3.10).
S OLUTION (b) Imposing the initial condition y.0/ D 2 in (5.3.12) yields 2 D 1 C c1 , so c1 D 3.
Differentiating (5.3.12) yields
y 0 D 3 C 2x C e x .c1 C c2x/ C c2 e x ;
and imposing the initial condition y 0 .0/ D 1 here yields 1 D 3 C c1 C c2 , so c2 D 1. Therefore the
solution of (5.3.11) is
y D 1 C 3x C x 2 e x .3 x/:
Figure 5.3.2 is a graph of this solution.
Example 5.3.3 Find the general solution of
x 2 y 00 C xy 0 4y D 2x 4 (5.3.13)
on . 1; 0/ and .0; 1/.
Section 5.3 Nonhomogeneous Linear Equations 225
16
14
12
10
x
0.5 1.0 1.5 2.0
Figure 5.3.2 y D 1 C 3x C x 2 e x .3 x/
Solution In Example 5.1.3, we verified that y1 D x 2 and y2 D 1=x 2 form a fundamental set of solutions
of the complementary equation
x 2 y 00 C xy 0 4y D 0
on . 1; 0/ and .0; 1/. To find a particular solution of (5.3.13), we note that if yp D Ax 4 , where A is a
constant then both sides of (5.3.13) will be constant multiples of x 4 and we may be able to choose A so
the two sides are equal. This is true in this example, since if yp D Ax 4 then
x 2 yp00 C xyp0 4yp D x 2 .12Ax 2 / C x.4Ax 3 / 4Ax 4 D 12Ax 4 D 2x 4
if A D 1=6; therefore, yp D x 4 =6 is a particular solution of (5.3.13) on . 1; 1/. Theorem 5.3.2
implies that the general solution of (5.3.13) on . 1; 0/ and .0; 1/ is
x4 c2
yD C c1 x 2 C 2 :
6 x
The Principle of Superposition
The next theorem enables us to break a nonhomogeous equation into simpler parts, find a particular
solution for each part, and then combine their solutions to obtain a particular solution of the original
problem.
Theorem 5.3.3 ŒThe Principle of Superposition Suppose yp1 is a particular solution of
y 00 C p.x/y 0 C q.x/y D f1 .x/
on .a; b/ and yp2 is a particular solution of
y 00 C p.x/y 0 C q.x/y D f2 .x/
226 Chapter 5 Linear Second Order Equations
on .a; b/. Then
yp D yp1 C yp2
is a particular solution of
y 00 C p.x/y 0 C q.x/y D f1 .x/ C f2 .x/
on .a; b/.
Proof If yp D yp1 C yp2 then
yp00 C p.x/yp0 C q.x/yp D .yp1 C yp2 /00 C p.x/.yp1 C yp2 /0 C q.x/.yp1 C yp2 /
D yp001 C p.x/yp0 1 C q.x/yp1 C yp002 C p.x/yp0 2 C q.x/yp2
D f1 .x/ C f2 .x/:
It’s easy to generalize Theorem 5.3.3 to the equation
y 00 C p.x/y 0 C q.x/y D f .x/ (5.3.14)
where
f D f1 C f2 C C fk I
thus, if ypi is a particular solution of
y 00 C p.x/y 0 C q.x/y D fi .x/
on .a; b/ for i D 1, 2, . . . , k, then yp1 C yp2 C C ypk is a particular solution of (5.3.14) on .a; b/.
Moreover, by a proof similar to the proof of Theorem 5.3.3 we can formulate the principle of superposition
in terms of a linear equation written in the form
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F .x/
(Exercise 39); that is, if yp1 is a particular solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F1 .x/
on .a; b/ and yp2 is a particular solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F2 .x/
on .a; b/, then yp1 C yp2 is a solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F1 .x/ C F2 .x/
on .a; b/.
Example 5.3.4 The function yp1 D x 4 =15 is a particular solution of
x 2 y 00 C 4xy 0 C 2y D 2x 4 (5.3.15)
on . 1; 1/ and yp2 D x 2 =3 is a particular solution of
x 2y 00 C 4xy 0 C 2y D 4x 2 (5.3.16)
on . 1; 1/. Use the principle of superposition to find a particular solution of
x 2 y 00 C 4xy 0 C 2y D 2x 4 C 4x 2 (5.3.17)
on . 1; 1/.
Section 5.3 Nonhomogeneous Linear Equations 227
Solution The right side F .x/ D 2x 4 C 4x 2 in (5.3.17) is the sum of the right sides
F1 .x/ D 2x 4 and F2 .x/ D 4x 2:
in (5.3.15) and (5.3.16). Therefore the principle of superposition implies that
x4 x2
yp D yp1 C yp2 D C
15 3
is a particular solution of (5.3.17).
5.3 Exercises
In Exercises 1–6 find a particular solution by the method used in Example 5.3.2. Then find the general
solution and, where indicated, solve the initial value problem and graph the solution.
1. y 00 C 5y 0 6y D 22 C 18x 18x 2
2. y 00 4y 0 C 5y D 1 C 5x
3. y 00 C 8y 0 C 7y D 8 x C 24x 2 C 7x 3
4. y 00 4y 0 C 4y D 2 C 8x 4x 2
5. C/G y 00 C 2y 0 C 10y D 4 C 26x C 6x 2 C 10x 3; y.0/ D 2; y 0 .0/ D 9
6. C/G y 00 C 6y 0 C 10y D 22 C 20x; y.0/ D 2; y 0 .0/ D 2
7. Show that the method used in Example 5.3.2 won’t yield a particular solution of
y 00 C y 0 D 1 C 2x C x 2 I .A/
that is, (A) does’nt have a particular solution of the form yp D A C Bx C Cx 2 , where A, B, and
C are constants.
In Exercises 8–13 find a particular solution by the method used in Example 5.3.3.
9. x 2 y 00 7xy 0 C 7y D 13x 1=2
6
8. x 2y 00 C 7xy 0 C 8y D
x
10. x 2y 00 xy 0 C y D 2x 3 1
11. x 2 y 00 C 5xy 0 C 4y D
x3
12. x 2y 00 C xy 0 C y D 10x 1=3 13. x 2 y 00 3xy 0 C 13y D 2x 4
14. Show that the method suggested for finding a particular solution in Exercises 8-13 won’t yield a
particular solution of
1
x 2 y 00 C 3xy 0 3y D 3 I .A/
x
that is, (A) doesn’t have a particular solution of the form yp D A=x 3.
15. Prove: If a, b, c, ˛, and M are constants and M ¤ 0 then
ax 2 y 00 C bxy 0 C cy D M x ˛
has a particular solution yp D Ax ˛ (A D constant) if and only if a˛.˛ 1/ C b˛ C c ¤ 0.
228 Chapter 5 Linear Second Order Equations
If a, b, c, and ˛ are constants, then
a.e ˛x /00 C b.e ˛x /0 C ce ˛x D .a˛ 2 C b˛ C c/e ˛x :
Use this in Exercises 16–21 to find a particular solution . Then find the general solution and, where
indicated, solve the initial value problem and graph the solution.
16. y 00 C 5y 0 6y D 6e 3x 17. y 00 4y 0 C 5y D e 2x
2x
18. C/G y 00 C 8y 0 C 7y D 10e ; y.0/ D 2; y 0 .0/ D 10
19. C/G y 00 4y 0 C 4y D e x ; y.0/ D 2; y 0 .0/ D 0
3x
20. y 00 C 2y 0 C 10y D e x=2 21. y 00 C 6y 0 C 10y D e
22. Show that the method suggested for finding a particular solution in Exercises 16-21 won’t yield a
particular solution of
y 00 7y 0 C 12y D 5e 4x I .A/
that is, (A) doesn’t have a particular solution of the form yp D Ae 4x .
23. Prove: If ˛ and M are constants and M ¤ 0 then constant coefficient equation
ay 00 C by 0 C cy D Me ˛x
has a particular solution yp D Ae ˛x (A D constant) if and only if e ˛x isn’t a solution of the
complementary equation.
If ! is a constant, differentiating a linear combination of cos !x and sin !x with respect to x yields
another linear combination of cos !x and sin !x. In Exercises 24–29 use this to find a particular solution
of the equation. Then find the general solution and, where indicated, solve the initial value problem and
graph the solution.
24. y 00 8y 0 C 16y D 23 cos x 7 sin x
25. y 00 C y 0 D 8 cos 2x C 6 sin 2x
26. y 00 2y 0 C 3y D 6 cos 3x C 6 sin 3x
27. y 00 C 6y 0 C 13y D 18 cos x C 6 sin x
28. C/G y 00 C 7y 0 C 12y D 2 cos 2x C 36 sin 2x; y.0/ D 3; y 0 .0/ D 3
29. C/G y 00 6y 0 C 9y D 18 cos 3x C 18 sin 3x; y.0/ D 2; y 0 .0/ D 2
30. Find the general solution of
y 00 C !02 y D M cos !x C N sin !x;
where M and N are constants and ! and !0 are distinct positive numbers.
31. Show that the method suggested for finding a particular solution in Exercises 24-29 won’t yield a
particular solution of
y 00 C y D cos x C sin xI .A/
that is, (A) does not have a particular solution of the form yp D A cos x C B sin x.
Section 5.4 The Method of Undetermined Coefficients 229
32. Prove: If M , N are constants (not both zero) and ! > 0, the constant coefficient equation
ay 00 C by 0 C cy D M cos !x C N sin !x .A/
has a particular solution that’s a linear combination of cos !x and sin !x if and only if the left side
of (A) is not of the form a.y 00 C ! 2 y/, so that cos !x and sin !x are solutions of the complemen-
tary equation.
In Exercises 33–38 refer to the cited exercises and use the principal of superposition to find a particular
solution. Then find the general solution.
33. y 00 C 5y 0 6y D 22 C 18x 18x 2 C 6e 3x (See Exercises 1 and 16.)
34. y 00 4y 0 C 5y D 1 C 5x C e 2x (See Exercises 2 and 17.)
35. y C 8y 0 C 7y D
00
8 x C 24x 2 C 7x 3 C 10e 2x
(See Exercises 3 and 18.)
00 0 2 x
36. y 4y C 4y D 2 C 8x 4x C e (See Exercises 4 and 19.)
37. y C 2y C 10y D 4 C 26x C 6x 2 C 10x 3 C e x=2 (See Exercises 5 and 20.)
00 0
3x
38. y 00 C 6y 0 C 10y D 22 C 20x C e (See Exercises 6 and 21.)
39. Prove: If yp1 is a particular solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F1 .x/
on .a; b/ and yp2 is a particular solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F2 .x/
on .a; b/, then yp D yp1 C yp2 is a solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F1 .x/ C F2 .x/
on .a; b/.
40. Suppose p, q, and f are continuous on .a; b/. Let y1 , y2 , and yp be twice differentiable on .a; b/,
such that y D c1 y1 C c2 y2 C yp is a solution of
y 00 C p.x/y 0 C q.x/y D f
on .a; b/ for every choice of the constants c1 ; c2. Show that y1 and y2 are solutions of the com-
plementary equation on .a; b/.
5.4 THE METHOD OF UNDETERMINED COEFFICIENTS I
In this section we consider the constant coefficient equation
ay 00 C by 0 C cy D e ˛x G.x/; (5.4.1)
where ˛ is a constant and G is a polynomial.
From Theorem 5.3.2, the general solution of (5.4.1) is y D yp C c1 y1 C c2 y2 , where yp is a particular
solution of (5.4.1) and fy1 ; y2 g is a fundamental set of solutions of the complementary equation
ay 00 C by 0 C cy D 0:
In Section 5.2 we showed how to find fy1 ; y2 g. In this section we’ll show how to find yp . The procedure
that we’ll use is called the method of undetermined coefficients.
Our first example is similar to Exercises 16–21.
230 Chapter 5 Linear Second Order Equations I
Example 5.4.1 Find a particular solution of
y 00 7y 0 C 12y D 4e 2x : (5.4.2)
Then find the general solution.
Solution Substituting yp D Ae 2x for y in (5.4.2) will produce a constant multiple of Ae 2x on the left
side of (5.4.2), so it may be possible to choose A so that yp is a solution of (5.4.2). Let’s try it; if
yp D Ae 2x then
yp00 7yp0 C 12yp D 4Ae 2x 14Ae 2x C 12Ae 2x D 2Ae 2x D 4e 2x
if A D 2. Therefore yp D 2e 2x is a particular solution of (5.4.2). To find the general solution, we note
that the characteristic polynomial of the complementary equation
y 00 7y 0 C 12y D 0 (5.4.3)
is p.r / D r 2 7r C 12 D .r 3/.r 4/, so fe 3x ; e 4x g is a fundamental set of solutions of (5.4.3).
Therefore the general solution of (5.4.2) is
y D 2e 2x C c1 e 3x C c2 e 4x :
Example 5.4.2 Find a particular solution of
y 00 7y 0 C 12y D 5e 4x : (5.4.4)
Then find the general solution.
Solution Fresh from our success in finding a particular solution of (5.4.2) — where we chose yp D Ae 2x
because the right side of (5.4.2) is a constant multiple of e 2x — it may seem reasonable to try yp D Ae 4x
as a particular solution of (5.4.4). However, this won’t work, since we saw in Example 5.4.1 that e 4x is
a solution of the complementary equation (5.4.3), so substituting yp D Ae 4x into the left side of (5.4.4)
produces zero on the left, no matter how we chooseA. To discover a suitable form for yp , we use the
same approach that we used in Section 5.2 to find a second solution of
ay 00 C by 0 C cy D 0
in the case where the characteristic equation has a repeated real root: we look for solutions of (5.4.4) in
the form y D ue 4x , where u is a function to be determined. Substituting
y D ue 4x ; y 0 D u0 e 4x C 4ue 4x ; and y 00 D u00 e 4x C 8u0 e 4x C 16ue 4x (5.4.5)
into (5.4.4) and canceling the common factor e 4x yields
.u00 C 8u0 C 16u/ 7.u0 C 4u/ C 12u D 5;
or
u00 C u0 D 5:
By inspection we see that up D 5x is a particular solution of this equation, so yp D 5xe 4x is a particular
solution of (5.4.4). Therefore
y D 5xe 4x C c1e 3x C c2e 4x
is the general solution.
Section 5.4 The Method of Undetermined Coefficients 231
Example 5.4.3 Find a particular solution of
y 00 8y 0 C 16y D 2e 4x : (5.4.6)
Solution Since the characteristic polynomial of the complementary equation
y 00 8y 0 C 16y D 0 (5.4.7)
is p.r / D r 2 8r C 16 D .r 4/2 , both y1 D e 4x and y2 D xe 4x are solutions of (5.4.7). Therefore
(5.4.6) does not have a solution of the form yp D Ae 4x or yp D Axe 4x . As in Example 5.4.2, we look
for solutions of (5.4.6) in the form y D ue 4x , where u is a function to be determined. Substituting from
(5.4.5) into (5.4.6) and canceling the common factor e 4x yields
.u00 C 8u0 C 16u/ 8.u0 C 4u/ C 16u D 2;
or
u00 D 2:
Integrating twice and taking the constants of integration to be zero shows that up D x 2 is a particular
solution of this equation, so yp D x 2 e 4x is a particular solution of (5.4.4). Therefore
y D e 4x .x 2 C c1 C c2x/
is the general solution.
The preceding examples illustrate the following facts concerning the form of a particular solution yp
of a constant coefficent equation
ay 00 C by 0 C cy D ke ˛x ;
where k is a nonzero constant:
(a) If e ˛x isn’t a solution of the complementary equation
ay 00 C by 0 C cy D 0; (5.4.8)
then yp D Ae ˛x , where A is a constant. (See Example 5.4.1).
(b) If e ˛x is a solution of (5.4.8) but xe ˛x is not, then yp D Axe ˛x , where A is a constant. (See
Example 5.4.2.)
(c) If both e ˛x and xe ˛x are solutions of (5.4.8), then yp D Ax 2 e ˛x , where A is a constant. (See
Example 5.4.3.)
See Exercise 30 for the proofs of these facts.
In all three cases you can just substitute the appropriate form for yp and its derivatives directly into
ayp00 C byp0 C cyp D ke ˛x ;
and solve for the constant A, as we did in Example 5.4.1. (See Exercises 31–33.) However, if the equation
is
ay 00 C by 0 C cy D ke ˛x G.x/;
where G is a polynomial of degree greater than zero, we recommend that you use the substitution y D
ue ˛x as we did in Examples 5.4.2 and 5.4.3. The equation for u will turn out to be
au00 C p 0 .˛/u0 C p.˛/u D G.x/; (5.4.9)
232 Chapter 5 Linear Second Order Equations I
where p.r / D ar 2 C br C c is the characteristic polynomial of the complementary equation and p 0 .r / D
2ar C b (Exercise 30); however, you shouldn’t memorize this since it’s easy to derive the equation for
u in any particular case. Note, however, that if e ˛x is a solution of the complementary equation then
p.˛/ D 0, so (5.4.9) reduces to
au00 C p 0 .˛/u0 D G.x/;
while if both e ˛x and xe ˛x are solutions of the complementary equation then p.r / D a.r ˛/2 and
p 0 .r / D 2a.r ˛/, so p.˛/ D p 0 .˛/ D 0 and (5.4.9) reduces to
au00 D G.x/:
Example 5.4.4 Find a particular solution of
y 00 3y 0 C 2y D e 3x . 1 C 2x C x 2 /: (5.4.10)
Solution Substituting
y D ue 3x ; y 0 D u0 e 3x C 3ue 3x ; and y 00 D u00 e 3x C 6u0 e 3x C 9ue 3x
into (5.4.10) and canceling e 3x yields
.u00 C 6u0 C 9u/ 3.u0 C 3u/ C 2u D 1 C 2x C x 2 ;
or
u00 C 3u0 C 2u D 1 C 2x C x 2 : (5.4.11)
As in Example 2, in order to guess a form for a particular solution of (5.4.11), we note that substituting a
second degree polynomial up D A C Bx C Cx 2 for u in the left side of (5.4.11) produces another second
degree polynomial with coefficients that depend upon A, B, and C ; thus,
if up D A C Bx C Cx 2 then u0p D B C 2Cx and u00p D 2C:
If up is to satisfy (5.4.11), we must have
u00p C 3u0p C 2up D 2C C 3.B C 2Cx/ C 2.A C Bx C Cx 2 /
D .2C C 3B C 2A/ C .6C C 2B/x C 2Cx 2 D 1 C 2x C x 2 :
Equating coefficients of like powers of x on the two sides of the last equality yields
2C D 1
2B C 6C D 2
2A C 3B C 2C D 1:
Solving these equations for C , B, and A (in that order) yields C D 1=2; B D 1=2; A D 1=4.
Therefore
1
up D .1 C 2x 2x 2 /
4
is a particular solution of (5.4.11), and
e 3x
yp D up e 3x D .1 C 2x 2x 2 /
4
is a particular solution of (5.4.10).
Section 5.4 The Method of Undetermined Coefficients 233
Example 5.4.5 Find a particular solution of
y 00 4y 0 C 3y D e 3x .6 C 8x C 12x 2/: (5.4.12)
Solution Substituting
y D ue 3x ; y 0 D u0 e 3x C 3ue 3x ; and y 00 D u00 e 3x C 6u0 e 3x C 9ue 3x
into (5.4.12) and canceling e 3x yields
.u00 C 6u0 C 9u/ 4.u0 C 3u/ C 3u D 6 C 8x C 12x 2;
or
u00 C 2u0 D 6 C 8x C 12x 2: (5.4.13)
There’s no u term in this equation, since e 3x is a solution of the complementary equation for (5.4.12).
(See Exercise 30.) Therefore (5.4.13) does not have a particular solution of the form up D ACBx CCx 2
that we used successfully in Example 5.4.4, since with this choice of up ,
u00p C 2u0p D 2C C .B C 2Cx/
can’t contain the last term (12x 2) on the right side of (5.4.13). Instead, let’s try up D Ax C Bx 2 C Cx 3
on the grounds that
u0p D A C 2Bx C 3Cx 2 and u00p D 2B C 6Cx
together contain all the powers of x that appear on the right side of (5.4.13).
Substituting these expressions in place of u0 and u00 in (5.4.13) yields
.2B C 6Cx/ C 2.A C 2Bx C 3Cx 2 / D .2B C 2A/ C .6C C 4B/x C 6Cx 2 D 6 C 8x C 12x 2 :
Comparing coefficients of like powers of x on the two sides of the last equality shows that up satisfies
(5.4.13) if
6C D 12
4B C 6C D 8
2A C 2B D 6:
Solving these equations successively yields C D 2, B D 1, and A D 4. Therefore
up D x.4 x C 2x 2 /
is a particular solution of (5.4.13), and
yp D up e 3x D xe 3x .4 x C 2x 2 /
is a particular solution of (5.4.12).
Example 5.4.6 Find a particular solution of
x=2
4y 00 C 4y 0 C y D e . 8 C 48x C 144x 2/: (5.4.14)
Solution Substituting
x=2 x=2 1 x=2 x=2 x=2 1 x=2
y D ue ; y 0 D u0 e ue ; and y 00 D u00 e u0 e C ue
2 4
234 Chapter 5 Linear Second Order Equations I
into (5.4.14) and canceling e x=2 yields
u u
4 u00 u0 C C 4 u0 C u D 4u00 D 8 C 48x C 144x 2;
4 2
or
u00 D 2 C 12x C 36x 2 ; (5.4.15)
0 x=2 x=2
which does not contain u or u because e and xe are both solutions of the complementary
equation. (See Exercise 30.) To obtain a particular solution of (5.4.15) we integrate twice, taking the
constants of integration to be zero; thus,
u0p D 2x C 6x 2 C 12x 3 and up D x 2 C 2x 3 C 3x 4 D x 2 . 1 C 2x C 3x 2/:
Therefore
x=2
yp D up e D x 2e x=2
. 1 C 2x C 3x 2 /
is a particular solution of (5.4.14).
Summary
The preceding examples illustrate the following facts concerning particular solutions of a constant coef-
ficent equation of the form
ay 00 C by 0 C cy D e ˛x G.x/;
where G is a polynomial (see Exercise 30):
(a) If e ˛x isn’t a solution of the complementary equation
ay 00 C by 0 C cy D 0; (5.4.16)
then yp D e ˛x Q.x/, where Q is a polynomial of the same degree as G. (See Example 5.4.4).
(b) If e ˛x is a solution of (5.4.16) but xe ˛x is not, then yp D xe ˛x Q.x/, where Q is a polynomial of
the same degree as G. (See Example 5.4.5.)
(c) If both e ˛x and xe ˛x are solutions of (5.4.16), then yp D x 2 e ˛x Q.x/, where Q is a polynomial of
the same degree as G. (See Example 5.4.6.)
In all three cases, you can just substitute the appropriate form for yp and its derivatives directly into
ayp00 C byp0 C cyp D e ˛x G.x/;
and solve for the coefficients of the polynomial Q. However, if you try this you will see that the compu-
tations are more tedious than those that you encounter by making the substitution y D ue ˛x and finding
a particular solution of the resulting equation for u. (See Exercises 34-36.) In Case (a) the equation for u
will be of the form
au00 C p 0 .˛/u0 C p.˛/u D G.x/;
with a particular solution of the form up D Q.x/, a polynomial of the same degree as G, whose coeffi-
cients can be found by the method used in Example 5.4.4. In Case (b) the equation for u will be of the
form
au00 C p 0 .˛/u0 D G.x/
(no u term on the left), with a particular solution of the form up D xQ.x/, where Q is a polynomial of
the same degree as G whose coefficents can be found by the method used in Example 5.4.5. In Case (c)
the equation for u will be of the form
au00 D G.x/
Section 5.4 The Method of Undetermined Coefficients 235
with a particular solution of the form up D x 2 Q.x/ that can be obtained by integrating G.x/=a twice
and taking the constants of integration to be zero, as in Example 5.4.6.
Using the Principle of Superposition
The next example shows how to combine the method of undetermined coefficients and Theorem 5.3.3,
the principle of superposition.
Example 5.4.7 Find a particular solution of
y 00 7y 0 C 12y D 4e 2x C 5e 4x : (5.4.17)
Solution In Example 5.4.1 we found that yp1 D 2e 2x is a particular solution of
y 00 7y 0 C 12y D 4e 2x ;
and in Example 5.4.2 we found that yp2 D 5xe 4x is a particular solution of
y 00 7y 0 C 12y D 5e 4x :
Therefore the principle of superposition implies that yp D 2e 2x C 5xe 4x is a particular solution of
(5.4.17).
5.4 Exercises
In Exercises 1–14 find a particular solution.
1. y 00 3y 0 C 2y D e 3x .1 C x/ 2. y 00 6y 0 C 5y D e 3x
.35 8x/
3. y 00 2y 0 3y D e x . 8 C 3x/ 4. y 00 C 2y 0 C y D e 2x . 7 15x C 9x 2 /
x
5. y 00 C 4y D e .7 4x C 5x 2/ 6. y 00 y0 2y D e x .9 C 2x 4x 2/
x
7. y 00 4y 0 5y D 6xe 8. y 00 3y 0 C 2y D e x .3 4x/
9. y 00 C y 0 12y D e 3x . 6 C 7x/ 10. 2y 00 3y 0 2y D e 2x . 6 C 10x/
x
11. y 00 C 2y 0 C y D e .2 C 3x/ 12. y 00 2y 0 C y D e x .1 6x/
00 0 2x 2
13. y 4y C 4y D e .1 3x C 6x /
x=3
14. 00
9y C 6y C y D e 0
.2 4x C 4x 2/
In Exercises 15–19 find the general solution.
15. y 00 3y 0 C 2y D e 3x .1 C x/ 16. y 00 6y 0 C 8y D e x .11 6x/
17. y 00 C 6y 0 C 9y D e 2x .3 5x/ 18. y 00 C 2y 0 3y D 16xe x
19. y 00 2y 0 C y D e x .2 12x/
236 Chapter 5 Linear Second Order Equations I
In Exercises 20–23 solve the initial value problem and plot the solution.
20. C/G y 00 4y 0 5y D 9e 2x .1 C x/; y.0/ D 0; y 0 .0/ D 10
21. C/G y 00 C 3y 0 4y D e 2x .7 C 6x/; y.0/ D 2; y 0 .0/ D 8
x
22. C/G y 00 C 4y 0 C 3y D e .2 C 8x/; y.0/ D 1; y 0 .0/ D 2
2x
23. C/G y 00 3y 0 10y D 7e ; y.0/ D 1; y 0 .0/ D 17
In Exercises 24–29 use the principle of superposition to find a particular solution.
24. y 00 C y 0 C y D xe x C e x
.1 C 2x/
25. y 00 7y 0 C 12y D e x .17 42x/ e 3x
4x
26. y 00 0
8y C 16y D 6xe C 2 C 16x C 16x 2
27. y 00 3y 0 C 2y D e 2x .3 C 4x/ ex
28. y 00 2y 0 C 2y D e x .1 C x/ C e x
.2 8x C 5x 2/
x
29. y 00 C y D e .2 4x C 2x 2 / C e 3x .8 12x 10x 2 /
30. (a) Prove that y is a solution of the constant coefficient equation
ay 00 C by 0 C cy D e ˛x G.x/ .A/
if and only if y D ue ˛x , where u satisfies
au00 C p 0 .˛/u0 C p.˛/u D G.x/ .B/
and p.r / D ar 2 C br C c is the characteristic polynomial of the complementary equation
ay 00 C by 0 C cy D 0:
For the rest of this exercise, let G be a polynomial. Give the requested proofs for the case
where
G.x/ D g0 C g1 x C g2 x 2 C g3 x 3 :
(b) Prove that if e ˛x isn’t a solution of the complementary equation then (B) has a particular
solution of the form up D A.x/, where A is a polynomial of the same degree as G, as in
Example 5.4.4. Conclude that (A) has a particular solution of the form yp D e ˛x A.x/.
(c) Show that if e ˛x is a solution of the complementary equation and xe ˛x isn’t , then (B)
has a particular solution of the form up D xA.x/, where A is a polynomial of the same
degree as G, as in Example 5.4.5. Conclude that (A) has a particular solution of the form
yp D xe ˛x A.x/.
(d) Show that if e ˛x and xe ˛x are both solutions of the complementary equation then (B) has a
particular solution of the form up D x 2 A.x/, where A is a polynomial of the same degree as
G, and x 2 A.x/ can be obtained by integrating G=a twice, taking the constants of integration
to be zero, as in Example 5.4.6. Conclude that (A) has a particular solution of the form
yp D x 2 e ˛x A.x/.
Exercises 31–36 treat the equations considered in Examples 5.4.1–5.4.6. Substitute the suggested form
of yp into the equation and equate the resulting coefficients of like functions on the two sides of the
resulting equation to derive a set of simultaneous equations for the coefficients in yp . Then solve for
the coefficients to obtain yp . Compare the work you’ve done with the work required to obtain the same
results in Examples 5.4.1–5.4.6.
Section 5.4 The Method of Undetermined Coefficients 237
31. Compare with Example 5.4.1:
y 00 7y 0 C 12y D 4e 2x I yp D Ae 2x
32. Compare with Example 5.4.2:
y 00 7y 0 C 12y D 5e 4x I yp D Axe 4x
33. Compare with Example 5.4.3.
y 00 8y 0 C 16y D 2e 4x I yp D Ax 2e 4x
34. Compare with Example 5.4.4:
y 00 3y 0 C 2y D e 3x . 1 C 2x C x 2 /; yp D e 3x .A C Bx C Cx 2 /
35. Compare with Example 5.4.5:
y 00 4y 0 C 3y D e 3x .6 C 8x C 12x 2/; yp D e 3x .Ax C Bx 2 C Cx 3 /
36. Compare with Example 5.4.6:
x=2
4y 00 C 4y 0 C y D e . 8 C 48x C 144x 2/; yp D e x=2
.Ax 2 C Bx 3 C Cx 4 /
37. Write y D ue ˛x to find the general solution.
e x
(a) y 00 C 2y 0 C y D p (b) y 00 C 6y 0 C 9y D e 3x ln x
x
e 2x
00 0 00 0 x=2 1
(c) y 4y C 4y D (d) 4y C 4y C y D 4e Cx
1Cx x
Suppose ˛ ¤ 0 and k is a positive integer. In most calculus books integrals like x k e ˛x dx are
R
38.
evaluated by integrating by parts k times. This exercise presents another method. Let
Z
y D e ˛x P .x/ dx
with
P .x/ D p0 C p1 x C C pk x k ; (where pk ¤ 0):
˛x
(a) Show that y D e u, where
u0 C ˛u D P .x/: .A/
(b) Show that (A) has a particular solution of the form
up D A0 C A1 x C C Ak x k ;
where Ak , Ak 1 , . . . , A0 can be computed successively by equating coefficients of x k ; x k 1
;:::;1
on both sides of the equation
u0p C ˛up D P .x/:
(c) Conclude that
Z
e ˛x P .x/ dx D A0 C A1 x C C Ak x k e ˛x C c;
where c is a constant of integration.
238 Chapter 5 Linear Second Order Equations
39. Use the method of Exercise 38 to evaluate the integral.
(a) e x .4 C x/ dx (b) e x . 1 C x 2 / dx
R R
(c) x 3 e 2x dx (d) e x .1 C x/2 dx
R R
(e) e 3x . 14 C 30x C 27x 2/ dx (f) e x .1 C 6x 2 14x 3 C 3x 4/ dx
R R
Use the method suggested in Exercise 38 to evaluate x k e ˛x dx, where k is an arbitrary positive
R
40.
integer and ˛ ¤ 0.
5.5 THE METHOD OF UNDETERMINED COEFFICIENTS II
In this section we consider the constant coefficient equation
ay 00 C by 0 C cy D e x .P .x/ cos !x C Q.x/ sin !x/ (5.5.1)
where and ! are real numbers, ! ¤ 0, and P and Q are polynomials. We want to find a particular
solution of (5.5.1). As in Section 5.4, the procedure that we will use is called the method of undetermined
coefficients.
Forcing Functions Without Exponential Factors
We begin with the case where D 0 in (5.5.1); thus, we we want to find a particular solution of
ay 00 C by 0 C cy D P .x/ cos !x C Q.x/ sin !x; (5.5.2)
where P and Q are polynomials.
Differentiating x r cos !x and x r sin !x yields
d r
x cos !x D !x r sin !x C r x r 1
cos !x
dx
and d r
x sin !x D !x r cos !x C r x r 1
sin !x:
dx
This implies that if
yp D A.x/ cos !x C B.x/ sin !x
where A and B are polynomials, then
ayp00 C byp0 C cyp D F .x/ cos !x C G.x/ sin !x;
where F and G are polynomials with coefficients that can be expressed in terms of the coefficients of A
and B. This suggests that we try to choose A and B so that F D P and G D Q, respectively. Then yp
will be a particular solution of (5.5.2). The next theorem tells us how to choose the proper form for yp .
For the proof see Exercise 37.
Theorem 5.5.1 Suppose ! is a positive number and P and Q are polynomials: Let k be the larger of the
degrees of P and Q: Then the equation
ay 00 C by 0 C cy D P .x/ cos !x C Q.x/ sin !x
has a particular solution
yp D A.x/ cos !x C B.x/ sin !x; (5.5.3)
Section 5.5 The Method of Undetermined Coefficients II 239
where
A.x/ D A0 C A1 x C C Ak x k and B.x/ D B0 C B1 x C C Bk x k ;
provided that cos !x and sin !x are not solutions of the complementary equation: The solutions of
a.y 00 C ! 2 y/ D P .x/ cos !x C Q.x/ sin !x
.for which cos !x and sin !x are solutions of the complementary equation/ are of the form (5.5.3); where
A.x/ D A0 x C A1 x 2 C C Ak x kC1 and B.x/ D B0 x C B1 x 2 C C Bk x kC1 :
For an analog of this theorem that’s applicable to (5.5.1), see Exercise 38.
Example 5.5.1 Find a particular solution of
y 00 2y 0 C y D 5 cos 2x C 10 sin 2x: (5.5.4)
Solution In (5.5.4) the coefficients of cos 2x and sin 2x are both zero degree polynomials (constants).
Therefore Theorem 5.5.1 implies that (5.5.4) has a particular solution
yp D A cos 2x C B sin 2x:
Since
yp0 D 2A sin 2x C 2B cos 2x and yp00 D 4.A cos 2x C B sin 2x/;
replacing y by yp in (5.5.4) yields
yp00 2yp0 C yp D 4.A cos 2x C B sin 2x/ 4. A sin 2x C B cos 2x/
C.A cos 2x C B sin 2x/
D . 3A 4B/ cos 2x C .4A 3B/ sin 2x:
Equating the coefficients of cos 2x and sin 2x here with the corresponding coefficients on the right side
of (5.5.4) shows that yp is a solution of (5.5.4) if
3A 4B D 5
4A 3B D 10:
Solving these equations yields A D 1, B D 2. Therefore
yp D cos 2x 2 sin 2x
is a particular solution of (5.5.4).
Example 5.5.2 Find a particular solution of
y 00 C 4y D 8 cos 2x C 12 sin 2x: (5.5.5)
Solution The procedure used in Example 5.5.1 doesn’t work here; substituting yp D A cos 2x CB sin 2x
for y in (5.5.5) yields
yp00 C 4yp D 4.A cos 2x C B sin 2x/ C 4.A cos 2x C B sin 2x/ D 0
240 Chapter 5 Linear Second Order Equations
for any choice of A and B, since cos 2x and sin 2x are both solutions of the complementary equation
for (5.5.5). We’re dealing with the second case mentioned in Theorem 5.5.1, and should therefore try a
particular solution of the form
yp D x.A cos 2x C B sin 2x/: (5.5.6)
Then
yp0 D A cos 2x C B sin 2x C 2x. A sin 2x C B cos 2x/
and yp00 D 4A sin 2x C 4B cos 2x 4x.A cos 2x C B sin 2x/
D 4A sin 2x C 4B cos 2x 4yp (see (5.5.6));
so
yp00 C 4yp D 4A sin 2x C 4B cos 2x:
Therefore yp is a solution of (5.5.5) if
4A sin 2x C 4B cos 2x D 8 cos 2x C 12 sin 2x;
which holds if A D 3 and B D 2. Therefore
yp D x.3 cos 2x 2 sin 2x/
is a particular solution of (5.5.5).
Example 5.5.3 Find a particular solution of
y 00 C 3y 0 C 2y D .16 C 20x/ cos x C 10 sin x: (5.5.7)
Solution The coefficients of cos x and sin x in (5.5.7) are polynomials of degree one and zero, respec-
tively. Therefore Theorem 5.5.1 tells us to look for a particular solution of (5.5.7) of the form
yp D .A0 C A1 x/ cos x C .B0 C B1 x/ sin x: (5.5.8)
Then
yp0 D .A1 C B0 C B1 x/ cos x C .B1 A0 A1 x/ sin x (5.5.9)
and
yp00 D .2B1 A0 A1 x/ cos x .2A1 C B0 C B1x/ sin x; (5.5.10)
so
yp00 C 3yp0 C 2yp D ŒA0 C 3A1 C 3B0 C 2B1 C .A1 C 3B1 /x cos x
(5.5.11)
C ŒB0 C 3B1 3A0 2A1 C .B1 3A1 /x sin x:
Comparing the coefficients of x cos x, x sin x, cos x, and sin x here with the corresponding coefficients
in (5.5.7) shows that yp is a solution of (5.5.7) if
A1 C 3B1 D 20
3A1 C B1 D 0
A0 C 3B0 C 3A1 C 2B1 D 16
3A0 C B0 2A1 C 3B1 D 10:
Solving the first two equations yields A1 D 2, B1 D 6. Substituting these into the last two equations
yields
A0 C 3B0 D 16 3A1 2B1 D 2
3A0 C B0 D 10 C 2A1 3B1 D 4:
Section 5.5 The Method of Undetermined Coefficients II 241
Solving these equations yields A0 D 1, B0 D 1. Substituting A0 D 1, A1 D 2, B0 D 1, B1 D 6 into
(5.5.8) shows that
yp D .1 C 2x/ cos x .1 6x/ sin x
is a particular solution of (5.5.7).
A Useful Observation
In (5.5.9), (5.5.10), and (5.5.11) the polynomials multiplying sin x can be obtained by replacing A0 ; A1 ; B0,
and B1 by B0 , B1 , A0 , and A1 , respectively, in the polynomials mutiplying cos x. An analogous result
applies in general, as follows (Exercise 36).
Theorem 5.5.2 If
yp D A.x/ cos !x C B.x/ sin !x;
where A.x/ and B.x/ are polynomials with coefficients A0 . . . , Ak and B0 , . . . , Bk ; then the polynomials
multiplying sin !x in
yp0 ; yp00 ; ayp00 C byp0 C cyp and yp00 C ! 2 yp
can be obtained by replacing A0 , . . . ; Ak by B0 ; . . . ; Bk and B0; . . . ; Bk by A0 ; . . . ; Ak in the
corresponding polynomials multiplying cos !x.
We won’t use this theorem in our examples, but we recommend that you use it to check your manipu-
lations when you work the exercises.
Example 5.5.4 Find a particular solution of
y 00 C y D .8 4x/ cos x .8 C 8x/ sin x: (5.5.12)
Solution According to Theorem 5.5.1, we should look for a particular solution of the form
yp D .A0 x C A1 x 2 / cos x C .B0 x C B1 x 2 / sin x; (5.5.13)
since cos x and sin x are solutions of the complementary equation. However, let’s try
yp D .A0 C A1 x/ cos x C .B0 C B1x/ sin x (5.5.14)
first, so you can see why it doesn’t work. From (5.5.10),
yp00 D .2B1 A0 A1 x/ cos x .2A1 C B0 C B1x/ sin x;
which together with (5.5.14) implies that
yp00 C yp D 2B1 cos x 2A1 sin x:
Since the right side of this equation does not contain x cos x or x sin x, (5.5.14) can’t satisfy (5.5.12) no
matter how we choose A0 , A1 , B0 , and B1.
Now let yp be as in (5.5.13). Then
yp0 D A0 C .2A1 C B0 /x C B1 x 2 cos x
C B0 C .2B1 A0 /x A1 x 2 sin x
yp00 D 2A1 C 2B0 .A0 4B1 /x A1 x 2 cos x
and
C 2B1 2A0 .B0 C 4A1 /x B1 x 2 sin x;
242 Chapter 5 Linear Second Order Equations
so
yp00 C yp D .2A1 C 2B0 C 4B1x/ cos x C .2B1 2A0 4A1 x/ sin x:
Comparing the coefficients of cos x and sin x here with the corresponding coefficients in (5.5.12) shows
that yp is a solution of (5.5.12) if
4B1 D 4
4A1 D 8
2B0 C 2A1 D 8
2A0 C 2B1 D 8:
The solution of this system is A1 D 2, B1 D 1, A0 D 3, B0 D 2. Therefore
yp D x Œ.3 C 2x/ cos x C .2 x/ sin x
is a particular solution of (5.5.12).
Forcing Functions with Exponential Factors
To find a particular solution of
ay 00 C by 0 C cy D e x .P .x/ cos !x C Q.x/ sin !x/ (5.5.15)
when ¤ 0, we recall from Section 5.4 that substituting y D ue x into (5.5.15) will produce a constant
coefficient equation for u with the forcing function P .x/ cos !x C Q.x/ sin !x. We can find a particular
solution up of this equation by the procedure that we used in Examples 5.5.1–5.5.4. Then yp D up e x
is a particular solution of (5.5.15).
Example 5.5.5 Find a particular solution of
2x
y 00 3y 0 C 2y D e Œ2 cos 3x .34 150x/ sin 3x : (5.5.16)
2x
Solution Let y D ue . Then
2x
y 00 3y 0 C 2y .u00 4u0 C 4u/ 3.u0
D e 2u/ C 2u
2x
D e .u00 7u0 C 12u/
2x
D e Œ2 cos 3x .34 150x/ sin 3x
if
u00 7u0 C 12u D 2 cos 3x .34 150x/ sin 3x: (5.5.17)
Since cos 3x and sin 3x aren’t solutions of the complementary equation
u00 7u0 C 12u D 0;
Theorem 5.5.1 tells us to look for a particular solution of (5.5.17) of the form
up D .A0 C A1 x/ cos 3x C .B0 C B1 x/ sin 3x: (5.5.18)
Then
u0p D .A1 C 3B0 C 3B1 x/ cos 3x C .B1 3A0 3A1 x/ sin 3x
and u00p D . 9A0 C 6B1 9A1 x/ cos 3x .9B0 C 6A1 C 9B1 x/ sin 3x;
Section 5.5 The Method of Undetermined Coefficients II 243
so
u00p 7u0p C 12up D Œ3A0 21B0 7A1 C 6B1 C .3A1 21B1/x cos 3x
C Œ21A0 C 3B0 6A1 7B1 C .21A1 C 3B1 /x sin 3x:
Comparing the coefficients of x cos 3x, x sin 3x, cos 3x, and sin 3x here with the corresponding coeffi-
cients on the right side of (5.5.17) shows that up is a solution of (5.5.17) if
3A1 21B1 D 0
21A1 C 3B1 D 150
(5.5.19)
3A0 21B0 7A1 C 6B1 D 2
21A0 C 3B0 6A1 7B1 D 34:
Solving the first two equations yields A1 D 7, B1 D 1. Substituting these values into the last two
equations of (5.5.19) yields
3A0 21B0 D 2 C 7A1 6B1 D 45
21A0 C 3B0 D 34 C 6A1 C 7B1 D 15:
Solving this system yields A0 D 1, B0 D 2. Substituting A0 D 1, A1 D 7, B0 D 2, and B1 D 1 into
(5.5.18) shows that
up D .1 C 7x/ cos 3x .2 x/ sin 3x
is a particular solution of (5.5.17). Therefore
2x
yp D e Œ.1 C 7x/ cos 3x .2 x/ sin 3x
is a particular solution of (5.5.16).
Example 5.5.6 Find a particular solution of
x
y 00 C 2y 0 C 5y D e Œ.6 16x/ cos 2x .8 C 8x/ sin 2x : (5.5.20)
x
Solution Let y D ue . Then
x
y 00 C 2y 0 C 5y
00
2u0 C u/ C 2.u0
D e .u u/ C 5u
x 00
D e .u C 4u/
x
D e Œ.6 16x/ cos 2x .8 C 8x/ sin 2x
if
u00 C 4u D .6 16x/ cos 2x .8 C 8x/ sin 2x: (5.5.21)
Since cos 2x and sin 2x are solutions of the complementary equation
u00 C 4u D 0;
Theorem 5.5.1 tells us to look for a particular solution of (5.5.21) of the form
up D .A0 x C A1 x 2 / cos 2x C .B0 x C B1 x 2 / sin 2x:
244 Chapter 5 Linear Second Order Equations
Then
u0p A0 C .2A1 C 2B0 /x C 2B1 x 2 cos 2x
D
C B0 C .2B1 2A0 /x 2A1 x 2 sin 2x
u00p D 2A1 C 4B0 .4A0 8B1 /x 4A1 x 2 cos 2x
and
C 2B1 4A0 .4B0 C 8A1/x 4B1 x 2 sin 2x;
so
u00p C 4up D .2A1 C 4B0 C 8B1 x/ cos 2x C .2B1 4A0 8A1 x/ sin 2x:
Equating the coefficients of x cos 2x, x sin 2x, cos 2x, and sin 2x here with the corresponding coefficients
on the right side of (5.5.21) shows that up is a solution of (5.5.21) if
8B1 D 16
8A1 D 8
(5.5.22)
4B0 C 2A1 D 6
4A0 C 2B1 D 8:
The solution of this system is A1 D 1, B1 D 2, B0 D 1, A0 D 1. Therefore
up D xŒ.1 C x/ cos 2x C .1 2x/ sin 2x
is a particular solution of (5.5.21), and
x
yp D xe Œ.1 C x/ cos 2x C .1 2x/ sin 2x
is a particular solution of (5.5.20).
You can also find a particular solution of (5.5.20) by substituting
x
yp D xe Œ.A0 C A1 x/ cos 2x C .B0 C B1 x/ sin 2x
for y in (5.5.20) and equating the coefficients of xe x cos 2x, xe x
sin 2x, e x
cos 2x, and e x
sin 2x in
the resulting expression for
yp00 C 2yp0 C 5yp
with the corresponding coefficients on the right side of (5.5.20). (See Exercise 38). This leads to the same
system (5.5.22) of equations for A0 , A1 , B0 , and B1 that we obtained in Example 5.5.6. However, if you
try this approach you’ll see that deriving (5.5.22) this way is much more tedious than the way we did it
in Example 5.5.6.
5.5 Exercises
In Exercises 1–17 find a particular solution.
1. y 00 C 3y 0 C 2y D 7 cos x sin x
00 0
2. y C 3y C y D .2 6x/ cos x 9 sin x
00 0 x
3. y C 2y C y D e .6 cos x C 17 sin x/
4. y 00 C 3y 0 2y D e 2x .5 cos 2x C 9 sin 2x/
5. y 00 y 0 C y D e x .2 C x/ sin x
2x
6. y 00 C 3y 0 2y D e Œ.4 C 20x/ cos 3x C .26 32x/ sin 3x
Section 5.5 The Method of Undetermined Coefficients II 245
7. y 00 C 4y D 12 cos 2x 4 sin 2x
00
8. y C y D . 4 C 8x/ cos x C .8 4x/ sin x
00
9. 4y C y D 4 cos x=2 8x sin x=2
00 0 x
10. y C 2y C 2y D e .8 cos x 6 sin x/
00 0 x
11. y 2y C 5y D e Œ.6 C 8x/ cos 2x C .6 8x/ sin 2x
00 0 2
12. y C 2y C y D 8x cos x 4x sin x
13. y C 3y C 2y D .12 C 20x C 10x 2 / cos x C 8x sin x
00 0
14. y 00 C 3y 0 C 2y D .1 x 4x 2/ cos 2x .1 C 7x C 2x 2/ sin 2x
5y 0 C 6y D e x .4 C 6x x 2 / cos x .2 4x C 3x 2 / sin x
15. y 00
2y 0 C y D e x .3 C 4x x 2 / cos x C .3 4x x 2 / sin x
16. y 00
2y 0 C 2y D e x .2 2x 6x 2 / cos x C .2 10x C 6x 2 / sin x
17. y 00
In Exercises 1–17 find a particular solution and graph it.
x
18. C/G y 00 C 2y 0 C y D e Œ.5 2x/ cos x .3 C 3x/ sin x
00
19. C/G y C 9y D 6 cos 3x 12 sin 3x
20. C/G y 00 C 3y 0 C 2y D .1 x 4x 2 / cos 2x .1 C 7x C 2x 2/ sin 2x
C/G y 00 C 4y 0 C 3y D e x .2 C x C x 2 / cos x C .5 C 4x C 2x 2/ sin x
21.
In Exercises 22–26 solve the initial value problem.
22. y 00 7y 0 C 6y D e x .17 cos x 7 sin x/; y.0/ D 4; y 0 .0/ D 2
23. y 00 2y 0 C 2y D e x .6 cos x C 4 sin x/; y.0/ D 1; y 0 .0/ D 4
24. y 00 C 6y 0 C 10y D 40e x sin x; y.0/ D 2; y 0 .0/ D 3
25. y 00 6y 0 C 10y D e 3x .6 cos x C 4 sin x/; y.0/ D 2; y 0 .0/ D 7
26. y 00 3y 0 C 2y D e 3x Œ21 cos x .11 C 10x/ sin x ; y.0/ D 0; y 0 .0/ D 6
In Exercises 27–32 use the principle of superposition to find a particular solution. Where indicated, solve
the initial value problem.
27. y 00 2y 0 3y D 4e 3x C e x .cos x 2 sin x/
00 x x
28. y C y D 4 cos x 2 sin x C xe C e
29. y 00 3y 0 C 2y D xe x C 2e 2x C sin x
30. y 00 2y 0 C 2y D 4xe x cos x C xe x
C 1 C x2
31. y 00 4y 0 C 4y D e 2x .1 C x/ C e 2x .cos x sin x/ C 3e 3x C 1 C x
32. y 00 4y 0 C 4y D 6e 2x C 25 sin x; y.0/ D 5; y 0 .0/ D 3
In Exercises 33–35 solve the initial value problem and graph the solution.
2x
33. C/G y 00 C 4y D e Œ.4 7x/ cos x C .2 4x/ sin x ; y.0/ D 3; y 0 .0/ D 1
x
34. C/G y 00 C 4y 0 C 4y D 2 cos 2x C 3 sin 2x C e ; y.0/ D 1; y 0 .0/ D 2
35. C/G y 00 C 4y D e x .11 C 15x/ C 8 cos 2x 12 sin 2x; y.0/ D 3; y 0 .0/ D 5
246 Chapter 5 Linear Second Order Equations
36. (a) Verify that if
yp D A.x/ cos !x C B.x/ sin !x
where A and B are twice differentiable, then
yp0 D .A0 C !B/ cos !x C .B 0 !A/ sin !x and
2
yp00 00
D .A C 2!B 0
! A/ cos !x C .B 00 2!A0 ! 2 B/ sin !x:
(b) Use the results of (a) to verify that
ayp00 C byp0 C cyp D .c a! 2 /A C b!B C 2a!B 0 C bA0 C aA00 cos !x C
b!A C .c a! 2 /B 2a!A0 C bB 0 C aB 00 sin !x:
(c) Use the results of (a) to verify that
yp00 C ! 2 yp D .A00 C 2!B 0 / cos !x C .B 00 2!A0 / sin !x:
(d) Prove Theorem 5.5.2.
37. Let a, b, c, and ! be constants, with a ¤ 0 and ! > 0, and let
P .x/ D p0 C p1 x C C pk x k and Q.x/ D q0 C q1 x C C qk x k ;
where at least one of the coefficients pk , qk is nonzero, so k is the larger of the degrees of P
and Q.
(a) Show that if cos !x and sin !x are not solutions of the complementary equation
ay 00 C by 0 C cy D 0;
then there are polynomials
A.x/ D A0 C A1 x C C Ak x k and B.x/ D B0 C B1 x C C Bk x k .A/
such that
.c a! 2 /A C b!B C 2a!B 0 C bA0 C aA00 D P
b!A C .c a! 2 /B 2a!A0 C bB 0 C aB 00 D Q;
where .Ak ; Bk /, .Ak 1 ; Bk 1 /, . . . ,.A0 ; B0/ can be computed successively by solving the
systems
.c a! 2 /Ak C b!Bk D pk
2
b!Ak C .c a! /Bk D qk ;
and, if 1 r k,
.c a! 2 /Ak r C b!Bk r D pk r C
2
b!Ak r C .c a! /Bk r D qk r C ;
where the terms indicated by “ ” depend upon the previously computed coefficients with
subscripts greater than k r . Conclude from this and Exercise 36(b) that
yp D A.x/ cos !x C B.x/ sin !x .B/
is a particular solution of
ay 00 C by 0 C cy D P .x/ cos !x C Q.x/ sin !x:
Section 5.5 The Method of Undetermined Coefficients II 247
(b) Conclude from Exercise 36(c) that the equation
a.y 00 C ! 2 y/ D P .x/ cos !x C Q.x/ sin !x .C/
does not have a solution of the form (B) with A and B as in (A). Then show that there are
polynomials
A.x/ D A0 x C A1 x 2 C C Ak x kC1 and B.x/ D B0 x C B1 x 2 C C Bk x kC1
such that
a.A00 C 2!B 0 / D P
00 0
a.B 2!A / D Q;
where the pairs .Ak ; Bk /, .Ak 1 ; Bk 1 /, . . . , .A0 ; B0/ can be computed successively as
follows:
qk
Ak D
2a!.k C 1/
pk
Bk D ;
2a!.k C 1/
and, if k 1,
1 qk j
Ak j D .k j C 2/Bk j C1
2! a.k j C 1/
1 pk j
Bk j D .k j C 2/Ak j C1
2! a.k j C 1/
for 1 j k. Conclude that (B) with this choice of the polynomials A and B is a particular
solution of (C).
38. Show that Theorem 5.5.1 implies the next theorem: Suppose ! is a positive number and P and Q
are polynomials. Let k be the larger of the degrees of P and Q. Then the equation
ay 00 C by 0 C cy D e x .P .x/ cos !x C Q.x/ sin !x/
has a particular solution
yp D e x .A.x/ cos !x C B.x/ sin !x/ ; .A/
where
A.x/ D A0 C A1 x C C Ak x k and B.x/ D B0 C B1 x C C Bk x k ;
provided that e x cos !x and e x sin !x are not solutions of the complementary equation. The
equation
a y 00 2y 0 C .2 C ! 2 /y D e x .P .x/ cos !x C Q.x/ sin !x/
.for which e x cos !x and e x sin !x are solutions of the complementary equation/ has a partic-
ular solution of the form (A), where
A.x/ D A0 x C A1 x 2 C C Ak x kC1 and B.x/ D B0 x C B1 x 2 C C Bk x kC1 :
248 Chapter 5 Linear Second Order Equations
39. This exercise presents a method for evaluating the integral
Z
y D e x .P .x/ cos !x C Q.x/ sin !x/ dx
where ! ¤ 0 and
P .x/ D p0 C p1 x C C pk x k ; Q.x/ D q0 C q1 x C C qk x k :
(a) Show that y D e x u, where
u0 C u D P .x/ cos !x C Q.x/ sin !x: .A/
(b) Show that (A) has a particular solution of the form
up D A.x/ cos !x C B.x/ sin !x;
where
A.x/ D A0 C A1 x C C Ak x k ; B.x/ D B0 C B1 x C C Bk x k ;
and the pairs of coefficients .Ak ; Bk /, .Ak 1 ; Bk 1 /, . . . ,.A0 ; B0 / can be computed succes-
sively as the solutions of pairs of equations obtained by equating the coefficients of x r cos !x
and x r sin !x for r D k, k 1, . . . , 0.
(c) Conclude that
Z
e x .P .x/ cos !x C Q.x/ sin !x/ dx D e x .A.x/ cos !x C B.x/ sin !x/ C c;
where c is a constant of integration.
40. Use the method of Exercise 39 to evaluate the integral.
(a) x 2 cos x dx (b) x 2 e x cos x dx
R R
(c) xe x sin 2x dx (d) x 2 e x sin x dx
R R
(e) x 3 e x sin x dx (f) e x Œx cos x .1 C 3x/ sin x dx
R R
(g) e x .1 C x 2 / cos x C .1 x 2 / sin x dx
R
5.6 REDUCTION OF ORDER
In this section we give a method for finding the general solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F .x/ (5.6.1)
if we know a nontrivial solution y1 of the complementary equation
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0: (5.6.2)
The method is called reduction of order because it reduces the task of solving (5.6.1) to solving a first
order equation. Unlike the method of undetermined coefficients, it does not require P0 , P1 , and P2 to be
constants, or F to be of any special form.
Section 5.6 Reduction of Order 249
By now you shoudn’t be surprised that we look for solutions of (5.6.1) in the form
y D uy1 (5.6.3)
where u is to be determined so that y satisfies (5.6.1). Substituting (5.6.3) and
y0 D u0 y1 C uy10
y 00 D u00 y1 C 2u0 y10 C uy100
into (5.6.1) yields
P0 .x/.u00 y1 C 2u0 y10 C uy100 / C P1 .x/.u0 y1 C uy10 / C P2 .x/uy1 D F .x/:
Collecting the coefficients of u, u0 , and u00 yields
.P0 y1 /u00 C .2P0 y10 C P1 y1 /u0 C .P0 y100 C P1 y10 C P2 y1 /u D F: (5.6.4)
However, the coefficient of u is zero, since y1 satisfies (5.6.2). Therefore (5.6.4) reduces to
Q0 .x/u00 C Q1 .x/u0 D F; (5.6.5)
with
Q0 D P0 y1 and Q1 D 2P0 y10 C P1 y1 :
(It isn’t worthwhile to memorize the formulas for Q0 and Q1 !) Since (5.6.5) is a linear first order equation
in u0 , we can solve it for u0 by variation of parameters as in Section 1.2, integrate the solution to obtain
u, and then obtain y from (5.6.3).
Example 5.6.1
(a) Find the general solution of
xy 00 .2x C 1/y 0 C .x C 1/y D x 2 ; (5.6.6)
given that y1 D e x is a solution of the complementary equation
xy 00 .2x C 1/y 0 C .x C 1/y D 0: (5.6.7)
(b) As a byproduct of (a), find a fundamental set of solutions of (5.6.7).
S OLUTION (a) If y D ue x , then y 0 D u0 e x C ue x and y 00 D u00 e x C 2u0 e x C ue x , so
xy 00 .2x C 1/y 0 C .x C 1/y D x.u00 e x C 2u0 e x C ue x /
.2x C 1/.u0 e x C ue x / C .x C 1/ue x
D .xu00 u0 /e x :
Therefore y D ue x is a solution of (5.6.6) if and only if
.xu00 u0 /e x D x 2 ;
which is a first order equation in u0 . We rewrite it as
u0 x
u00 D xe : (5.6.8)
x
250 Chapter 5 Linear Second Order Equations
To focus on how we apply variation of parameters to this equation, we temporarily write ´ D u0 , so that
(5.6.8) becomes
´
´0 D xe x : (5.6.9)
x
We leave it to you to show (by separation of variables) that ´1 D x is a solution of the complementary
equation
´
´0 D0
x
for (5.6.9). By applying variation of parameters as in Section 1.2, we can now see that every solution of
(5.6.9) is of the form
x x x
´ D vx where v 0 x D xe ; so v0 D e and vD e C C1 :
Since u0 D ´ D vx, u is a solution of (5.6.8) if and only if
x
u0 D vx D xe C C1 x:
Integrating this yields
x C1 2
u D .x C 1/e C x C C2 :
2
Therefore the general solution of (5.6.6) is
C1 2 x
y D ue x D x C 1 C x e C C2 e x : (5.6.10)
2
S OLUTION (b) By letting C1 D C2 D 0 in (5.6.10), we see that yp1 D x C 1 is a solution of (5.6.6).
By letting C1 D 2 and C2 D 0, we see that yp2 D x C 1 C x 2e x is also a solution of (5.6.6). Since
the difference of two solutions of (5.6.6) is a solution of (5.6.7), y2 D yp1 yp2 D x 2 e x is a solution
of (5.6.7). Since y2 =y1 is nonconstant and we already know that y1 D e x is a solution of (5.6.6),
Theorem 5.1.6 implies that fe x ; x 2e x g is a fundamental set of solutions of (5.6.7).
Although (5.6.10) is a correct form for the general solution of (5.6.6), it’s silly to leave the arbitrary
coefficient of x 2 e x as C1 =2 where C1 is an arbitrary constant. Moreover, it’s sensible to make the
subscripts of the coefficients of y1 D e x and y2 D x 2 e x consistent with the subscripts of the functions
themselves. Therefore we rewrite (5.6.10) as
y D x C 1 C c1 e x C c2 x 2 e x
by simply renaming the arbitrary constants. We’ll also do this in the next two examples, and in the
answers to the exercises.
Example 5.6.2
(a) Find the general solution of
x 2 y 00 C xy 0 y D x 2 C 1;
given that y1 D x is a solution of the complementary equation
x 2 y 00 C xy 0 y D 0: (5.6.11)
As a byproduct of this result, find a fundamental set of solutions of (5.6.11).
Section 5.6 Reduction of Order 251
(b) Solve the initial value problem
x 2 y 00 C xy 0 y D x 2 C 1; y.1/ D 2; y 0 .1/ D 3: (5.6.12)
S OLUTION (a) If y D ux, then y 0 D u0 x C u and y 00 D u00 x C 2u0 , so
x 2 y 00 C xy 0 y D x 2 .u00 x C 2u0 / C x.u0 x C u/ ux
D x 3 u00 C 3x 2 u0 :
Therefore y D ux is a solution of (5.6.12) if and only if
x 3 u00 C 3x 2 u0 D x 2 C 1;
which is a first order equation in u0 . We rewrite it as
3 0 1 1
u00 C u D C 3: (5.6.13)
x x x
To focus on how we apply variation of parameters to this equation, we temporarily write ´ D u0 , so that
(5.6.13) becomes
3 1 1
´0 C ´ D C 3 : (5.6.14)
x x x
We leave it to you to show by separation of variables that ´1 D 1=x 3 is a solution of the complementary
equation
3
´0 C ´ D 0
x
for (5.6.14). By variation of parameters, every solution of (5.6.14) is of the form
v v0 1 1 x3
´D where D C 3; so v 0 D x 2 C 1 and vD C x C C1 :
x3 x3 x x 3
Since u0 D ´ D v=x 3, u is a solution of (5.6.14) if and only if
v 1 1 C1
u0 D 3
D C 2 C 3:
x 3 x x
Integrating this yields
x 1 C1
uD C C2 :
3 x 2x 2
Therefore the general solution of (5.6.12) is
x2 C1
y D ux D 1 C C2 x: (5.6.15)
3 2x
Reasoning as in the solution of Example 5.6.1(a), we conclude that y1 D x and y2 D 1=x form a
fundamental set of solutions for (5.6.11).
As we explained above, we rename the constants in (5.6.15) and rewrite it as
x2 c2
yD 1 C c1 x C : (5.6.16)
3 x
252 Chapter 5 Linear Second Order Equations
S OLUTION (b) Differentiating (5.6.16) yields
2x c2
y0 D C c1 : (5.6.17)
3 x2
Setting x D 1 in (5.6.16) and (5.6.17) and imposing the initial conditions y.1/ D 2 and y 0 .1/ D 3
yields
8
c1 C c2 D
3
11
c1 c2 D :
3
Solving these equations yields c1 D 1=2, c2 D 19=6. Therefore the solution of (5.6.12) is
x2 x 19
yD 1 C :
3 2 6x
Using reduction of order to find the general solution of a homogeneous linear second order equation
leads to a homogeneous linear first order equation in u0 that can be solved by separation of variables. The
next example illustrates this.
Example 5.6.3 Find the general solution and a fundamental set of solutions of
x 2 y 00 3xy 0 C 3y D 0; (5.6.18)
given that y1 D x is a solution.
Solution If y D ux then y 0 D u0 x C u and y 00 D u00 x C 2u0 , so
x 2 y 00 3xy 0 C 3y D x 2 .u00 x C 2u0 / 3x.u0 x C u/ C 3ux
D x 3 u00 x 2 u0 :
Therefore y D ux is a solution of (5.6.18) if and only if
x 3 u00 x 2 u0 D 0:
Separating the variables u0 and x yields
u00 1
D ;
u0 x
so
ln ju0 j D ln jxj C k; or, equivalently, u0 D C1 x:
Therefore
C1 2
uD x C C2 ;
2
so the general solution of (5.6.18) is
C1 3
y D ux D x C C2 x;
2
which we rewrite as
y D c1 x C c2 x 3 :
Section 5.6 Reduction of Order 253
Therefore fx; x 3g is a fundamental set of solutions of (5.6.18).
5.6 Exercises
In Exercises 1–17 find the general solution, given that y1 satisfies the complementary equation. As a
byproduct, find a fundamental set of solutions of the complementary equation.
1. .2x C 1/y 00 .2x C 3/y D .2x C 1/2 I
2y 0 y1 D e x
4
2. x 2y 00 C xy 0 y D 2 I y1 D x
x
3. x 2y 00 xy 0 C y D xI y1 D x
1
4. y 00 3y 0 C 2y D I y1 D e 2x
1Ce x
5. y 00 2y 0 C y D 7x 3=2e x I y1 D e x
6. 4x 2y 00 C .4x 8x 2 /y 0 C .4x 2 4x 1/y D 4x 1=2e x .1 C 4x/I y1 D x 1=2 e x
7. y 00 2y 0 C 2y D e x sec xI y1 D e x cos x
x2
8. y 00 C 4xy 0 C .4x 2 C 2/y D 8e x.xC2/
I y1 D e
9. x 2y 00 C xy 0 4y D 6x 4I y1 D x 2
10. x 2y 00 C 2x.x 1/y 0 C .x 2 2x C 2/y D x 3e 2x I y1 D xe x
11. x 2y 00 x.2x 1/y 0 C .x 2 x 1/y D x 2e x I y1 D xe x
12. .1 2x/y 00 C 2y 0 C .2x 3/y D .1 4x C 4x 2 /e x I y1 D e x
13. x 2y 00 3xy 0 C 4y D 4x 4I y1 D x 2
14. 2xy 00 C .4x C 1/y 0 C .2x C 1/y D 3x 1=2e x
I y1 D e x
15. xy 00 .2x C 1/y 0 C .x C 1/y D e x I y1 D e x
16. 4x 2y 00 4x.x C 1/y 0 C .2x C 3/y D 4x 5=2e 2x I y1 D x 1=2
17. x 2y 00 5xy 0 C 8y D 4x 2I y1 D x 2
In Exercises 18–30 find a fundamental set of solutions, given that y1 is a solution.
18. xy 00 C .2 2x/y 0 C .x 2/y D 0I y1 D e x
19. x 2y 00 4xy 0 C 6y D 0I y1 D x 2
20. x 2.ln jxj/2 y 00.2x ln jxj/y 0 C .2 C ln jxj/y D 0I y1 D ln jxj
p
21. 4xy 00 C 2y 0 C y D 0I y1 D sin x
22. xy 00 .2x C 2/y 0 C .x C 2/y D 0I y1 D e x
23. x 2y 00 .2a 1/xy 0 C a2 y D 0I y1 D x a
24. x 2y 00 2xy 0 C .x 2 C 2/y D 0I y1 D x sin x
25. xy 00 0
.4x C 1/y C .4x C 2/y D 0I y1 D e 2x
26. 4x 2.sin x/y 00 4x.x cos x C sin x/y 0 C .2x cos x C 3 sin x/y D 0I y1 D x 1=2
27. 4x 2y 00 4xy 0 C .3 16x 2 /y D 0I y1 D x 1=2 e 2x
28. .2x C 1/xy 00 2.2x 2 1/y 0 4.x C 1/y D 0I y1 D 1=x
2 2
29. .x 00
2x/y C .2 0
x /y C .2x 2/y D 0I y1 D e x
254 Chapter 5 Linear Second Order Equations
30. xy 00 .4x C 1/y 0 C .4x C 2/y D 0I y1 D e 2x
In Exercises 31–33 solve the initial value problem, given that y1 satisfies the complementary equation.
31. x 2y 00 3xy 0 C 4y D 4x 4; y. 1/ D 7; y 0 . 1/ D 8I y1 D x 2
32. .3x 1/y 00 .3x C 2/y 0 .6x 8/y D 0; y.0/ D 2; y 0 .0/ D 3I y1 D e 2x
33. .x C 1/2 y 00 2.x C 1/y 0 .x 2 C 2x 1/y D .x C 1/3 e x ; y.0/ D 1; y 0 .0/ D 1;
x
y1 D .x C 1/e
In Exercises 34 and 35 solve the initial value problem and graph the solution, given that y1 satisfies the
complementary equation.
5 0 3
34. C/G x 2 y 00 C 2xy 0 2y D x 2 ; y.1/ D
; y .1/ D I y1 D x
4 2
1 1
35. C/G .x 2 4/y 00 C 4xy 0 C 2y D x C 2; y.0/ D ; y 0 .0/ D 1I y1 D
3 x 2
36. Suppose p1 and p2 are continuous on .a; b/. Let y1 be a solution of
y 00 C p1 .x/y 0 C p2 .x/y D 0 .A/
that has no zeros on .a; b/, and let x0 be in .a; b/. Use reduction of order to show that y1 and
Z x Z t
1
y2 .x/ D y1 .x/ 2
exp p1 .s/ ds dt
x0 y1 .t/ x0
form a fundamental set of solutions of (A) on .a; b/. (N OTE: This exercise is related to Exercise 9.)
37. The nonlinear first order equation
y 0 C y 2 C p.x/y C q.x/ D 0 .A/
is a Riccati equation. (See Exercise 2.4.55.) Assume that p and q are continuous.
(a) Show that y is a solution of (A) if and only if y D ´0 =´, where
´00 C p.x/´0 C q.x/´ D 0: .B/
(b) Show that the general solution of (A) is
c1 ´01 C c2´02
yD ; .C/
c1 ´1 C c2´2
where f´1 ; ´2 g is a fundamental set of solutions of (B) and c1 and c2 are arbitrary constants.
(c) Does the formula (C) imply that the first order equation (A) has a two–parameter family of
solutions? Explain your answer.
38. Use a method suggested by Exercise 37 to find all solutions. of the equation.
(a) y 0 C y 2 C k 2 D 0 (b) y 0 C y 2 3y C 2 D 0
0 2 0 2
(c) y C y C 5y 6D0 (d) y C y C 8y C 7 D 0
2
0
(e) y C y C 14y C 50 D 0 (f) 6y 0 C 6y 2 y 1D0
0 2
(g) 36y C 36y 12y C 1 D 0
Section 5.7 Variation of Parameters 255
39. Use a method suggested by Exercise 37 and reduction of order to find all solutions of the equation,
given that y1 is a solution.
(a) x 2 .y 0 C y 2 / x.x C 2/y C x C 2 D 0I y1 D 1=x
(b) y 0 C y 2 C 4xy C 4x 2 C 2 D 0I y1 D 2x
(c) .2x C 1/.y 0 C y 2 / 2y .2x C 3/ D 0I y1 D 1
(d) .3x 1/.y 0 C y 2 / .3x C 2/y 6x C 8 D 0I y1 D 2
1 1
(e) x 2 .y 0 C y 2 / C xy C x 2 D 0I y1 D tan x
4 2x
(f) x 2 .y 0 C y 2 / 7xy C 7 D 0I y1 D 1=x
40. The nonlinear first order equation
y 0 C r .x/y 2 C p.x/y C q.x/ D 0 .A/
is the generalized Riccati equation. (See Exercise 2.4.55.) Assume that p and q are continuous
and r is differentiable.
(a) Show that y is a solution of (A) if and only if y D ´0 =r ´, where
r 0 .x/ 0
00
´ C p.x/ ´ C r .x/q.x/´ D 0: .B/
r .x/
(b) Show that the general solution of (A) is
c1 ´01 C c2´02
yD ;
r .c1´1 C c2 ´2 /
where f´1 ; ´2 g is a fundamental set of solutions of (B) and c1 and c2 are arbitrary constants.
5.7 VARIATION OF PARAMETERS
In this section we give a method called variation of parameters for finding a particular solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F .x/ (5.7.1)
if we know a fundamental set fy1 ; y2g of solutions of the complementary equation
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0: (5.7.2)
Having found a particular solution yp by this method, we can write the general solution of (5.7.1) as
y D yp C c1 y1 C c2 y2 :
Since we need only one nontrivial solution of (5.7.2) to find the general solution of (5.7.1) by reduction
of order, it’s natural to ask why we’re interested in variation of parameters, which requires two linearly
independent solutions of (5.7.2) to achieve the same goal. Here’s the answer:
If we already know two linearly independent solutions of (5.7.2) then variation of parameters will
probably be simpler than reduction of order.
256 Chapter 5 Linear Second Order Equations
Variation of parameters generalizes naturally to a method for finding particular solutions of higher
order linear equations (Section 9.4) and linear systems of equations (Section 10.7), while reduction
of order doesn’t.
Variation of parameters is a powerful theoretical tool used by researchers in differential equations.
Although a detailed discussion of this is beyond the scope of this book, you can get an idea of what
it means from Exercises 37–39.
We’ll now derive the method. As usual, we consider solutions of (5.7.1) and (5.7.2) on an interval .a; b/
where P0 , P1 , P2 , and F are continuous and P0 has no zeros. Suppose that fy1 ; y2 g is a fundamental
set of solutions of the complementary equation (5.7.2). We look for a particular solution of (5.7.1) in the
form
yp D u1 y1 C u2 y2 (5.7.3)
where u1 and u2 are functions to be determined so that yp satisfies (5.7.1). You may not think this is a
good idea, since there are now two unknown functions to be determined, rather than one. However, since
u1 and u2 have to satisfy only one condition (that yp is a solution of (5.7.1)), we can impose a second
condition that produces a convenient simplification, as follows.
Differentiating (5.7.3) yields
yp0 D u1 y10 C u2 y20 C u01 y1 C u02 y2 : (5.7.4)
As our second condition on u1 and u2 we require that
u01 y1 C u02 y2 D 0: (5.7.5)
Then (5.7.4) becomes
yp0 D u1 y10 C u2 y20 I (5.7.6)
that is, (5.7.5) permits us to differentiate yp (once!) as if u1 and u2 are constants. Differentiating (5.7.4)
yields
yp00 D u1 y100 C u2 y200 C u01 y10 C u02 y20 : (5.7.7)
(There are no terms involving u001 and u002 here, as there would be if we hadn’t required (5.7.5).) Substitut-
ing (5.7.3), (5.7.6), and (5.7.7) into (5.7.1) and collecting the coefficients of u1 and u2 yields
u1 .P0 y100 C P1 y10 C P2 y1 / C u2 .P0 y200 C P1 y20 C P2 y2 / C P0 .u01 y10 C u02 y20 / D F:
As in the derivation of the method of reduction of order, the coefficients of u1 and u2 here are both zero
because y1 and y2 satisfy the complementary equation. Hence, we can rewrite the last equation as
P0 .u01 y10 C u02 y20 / D F: (5.7.8)
Therefore yp in (5.7.3) satisfies (5.7.1) if
u01 y1 C u02 y2 D 0
F (5.7.9)
u01 y10 C u02 y20 D ;
P0
where the first equation is the same as (5.7.5) and the second is from (5.7.8).
We’ll now show that you can always solve (5.7.9) for u01 and u02 . (The method that we use here will
always work, but simpler methods usually work when you’re dealing with specific equations.) To obtain
u01 , multiply the first equation in (5.7.9) by y20 and the second equation by y2 . This yields
u01 y1 y20 C u02 y2 y20 D 0
F y2
u01 y10 y2 C u02 y20 y2 D :
P0
Section 5.7 Variation of Parameters 257
Subtracting the second equation from the first yields
F y2
u01 .y1 y20 y10 y2 / D : (5.7.10)
P0
Since fy1 ; y2 g is a fundamental set of solutions of (5.7.2) on .a; b/, Theorem 5.1.6 implies that the
Wronskian y1 y20 y10 y2 has no zeros on .a; b/. Therefore we can solve (5.7.10) for u01 , to obtain
F y2
u01 D : (5.7.11)
P0 .y1 y20 y10 y2 /
We leave it to you to start from (5.7.9) and show by a similar argument that
F y1
u02 D : (5.7.12)
P0 .y1 y20 y10 y2 /
We can now obtain u1 and u2 by integrating u01 and u02 . The constants of integration can be taken to
be zero, since any choice of u1 and u2 in (5.7.3) will suffice.
You should not memorize (5.7.11) and (5.7.12). On the other hand, you don’t want to rederive the
whole procedure for every specific problem. We recommend the a compromise:
(a) Write
yp D u1 y1 C u2 y2 (5.7.13)
to remind yourself of what you’re doing.
(b) Write the system
u01 y1 C u02 y2 D 0
F (5.7.14)
u01 y10 C u02 y20 D
P0
for the specific problem you’re trying to solve.
(c) Solve (5.7.14) for u01 and u02 by any convenient method.
(d) Obtain u1 and u2 by integrating u01 and u02 , taking the constants of integration to be zero.
(e) Substitute u1 and u2 into (5.7.13) to obtain yp .
Example 5.7.1 Find a particular solution yp of
x 2 y 00 2xy 0 C 2y D x 9=2; (5.7.15)
given that y1 D x and y2 D x 2 are solutions of the complementary equation
x 2 y 00 2xy 0 C 2y D 0:
Then find the general solution of (5.7.15).
Solution We set
yp D u1 x C u2 x 2 ;
where
u01 x C u02 x 2 D 0
x 9=2
u01 C 2u02 x D D x 5=2:
x2
258 Chapter 5 Linear Second Order Equations
From the first equation, u01 D u02 x. Substituting this into the second equation yields u02 x D x 5=2, so
u02 D x 3=2 and therefore u01 D u02 x D x 5=2. Integrating and taking the constants of integration to be
zero yields
2 7=2 2
u1 D x and u2 D x 5=2 :
7 5
Therefore
2 7=2 2 4 9=2
yp D u1 x C u2 x 2 D x x C x 5=2x 2 D x ;
7 5 35
and the general solution of (5.7.15) is
4 9=2
yD x C c1 x C c2 x 2 :
35
Example 5.7.2 Find a particular solution yp of
.x 1/y 00 xy 0 C y D .x 1/2 ; (5.7.16)
given that y1 D x and y2 D e x are solutions of the complementary equation
.x 1/y 00 xy 0 C y D 0:
Then find the general solution of (5.7.16).
Solution We set
yp D u1 x C u2 e x ;
where
u01 x C u02 e x D 0
.x 1/2
u01 C u02 e x D Dx 1:
x 1
Subtracting the first equation from the second yields u01 .x 1/ D x 1, so u01 D 1. From this and
the first equation, u02 D xe x u01 D xe x . Integrating and taking the constants of integration to be zero
yields
u1 D x and u2 D .x C 1/e x :
Therefore
yp D u1 x C u2 e x D . x/x C . .x C 1/e x
/e x D x2 x 1;
so the general solution of (5.7.16) is
y D yp C c1 x C c2e x D x 2 x 1 C c1 x C c2 e x D x 2 1 C .c1 1/x C c2 e x : (5.7.17)
However, since c1 is an arbitrary constant, so is c1 1; therefore, we improve the appearance of this result
by renaming the constant and writing the general solution as
y D x2 1 C c1 x C c2 e x : (5.7.18)
There’s nothing wrong with leaving the general solution of (5.7.16) in the form (5.7.17); however, we
think you’ll agree that (5.7.18) is preferable. We can also view the transition from (5.7.17) to (5.7.18)
differently. In this example the particular solution yp D x 2 x 1 contained the term x, which
satisfies the complementary equation. We can drop this term and redefine yp D x 2 1, since x 2 x 1
Section 5.7 Variation of Parameters 259
is a solution of (5.7.16) and x is a solution of the complementary equation; hence, x 2 1 D . x 2
x 1/ C x is also a solution of (5.7.16). In general, it’s always legitimate to drop linear combinations
of fy1 ; y2 g from particular solutions obtained by variation of parameters. (See Exercise 36 for a general
discussion of this question.) We’ll do this in the following examples and in the answers to exercises that
ask for a particular solution. Therefore, don’t be concerned if your answer to such an exercise differs
from ours only by a solution of the complementary equation.
Example 5.7.3 Find a particular solution of
1
y 00 C 3y 0 C 2y D : (5.7.19)
1 C ex
Then find the general solution.
Solution
The characteristic polynomial of the complementary equation
y 00 C 3y 0 C 2y D 0 (5.7.20)
is p.r / D r 2 C 3r C 2 D .r C 1/.r C 2/, so y1 D e x and y2 D e 2x form a fundamental set of solutions
of (5.7.20). We look for a particular solution of (5.7.19) in the form
x 2x
yp D u1 e C u2 e ;
where
x 2x
u01 e C u02 e D 0
x 2x 1
u01 e 2u02 e D :
1 C ex
Adding these two equations yields
2x 1 e 2x
u02 e D ; so u02 D :
1 C ex 1 C ex
From the first equation,
ex x
u01 D u02 e : D
1 C ex
Integrating by means of the substitution v D e x and taking the constants of integration to be zero yields
ex
Z Z
dv
u1 D x
dx D D ln.1 C v/ D ln.1 C e x /
1Ce 1Cv
and
e 2x
Z
v 1
Z Z
u2 D dx D dv D 1 dv
1 C ex 1Cv 1Cv
D ln.1 C v/ v D ln.1 C e x / ex :
Therefore
yp D u1 e x C u2 e 2x
D Œln.1 C e x /e x
C Œln.1 C e x / ex e 2x
;
260 Chapter 5 Linear Second Order Equations
so
x 2x
ln.1 C e x / x
yp D e Ce e :
Since the last term on the right satisfies the complementary equation, we drop it and redefine
yp D e x C e 2x ln.1 C e x /:
The general solution of (5.7.19) is
x 2x x 2x
ln.1 C e x / C c1 e x 2x
y D yp C c1 e C c2 e D e Ce C c2 e :
Example 5.7.4 Solve the initial value problem
2
.x 2 1/y 00 C 4xy 0 C 2y D ; y.0/ D 1; y 0 .0/ D 5; (5.7.21)
xC1
given that
1 1
y1 D and y2 D
x 1 xC1
are solutions of the complementary equation
.x 2 1/y 00 C 4xy 0 C 2y D 0:
Solution We first use variation of parameters to find a particular solution of
2
.x 2 1/y 00 C 4xy 0 C 2y D
xC1
on . 1; 1/ in the form
u1 u2
yp D C ;
x 1 xC1
where
u01 u02
C D 0 (5.7.22)
x 1 xC1
0
u1 u02 2
D :
.x 1/2 .x C 1/2 .x C 1/.x 2 1/
Multiplying the first equation by 1=.x 1/ and adding the result to the second equation yields
1 1 2
2 2
u02 D : (5.7.23)
x 1 .x C 1/ .x C 1/.x 2 1/
Since
1 1 .x C 1/ .x 1/ 2
D D ;
x2 1 .x C 1/2 .x C 1/.x 2 1/ .x C 1/.x 2 1/
(5.7.23) implies that u02 D 1. From (5.7.22),
x 1 0 x 1
u01 D u D :
xC1 2 xC1
Section 5.7 Variation of Parameters 261
Integrating and taking the constants of integration to be zero yields
xC1 2
Z Z
x 1
u1 D dx D dx
xC1 xC1
Z
2
D 1 dx D 2 ln.x C 1/ x
xC1
and Z
u2 D dx D x:
Therefore
u1 u2 1 1
yp D C D Œ2 ln.x C 1/ x Cx
x 1 xC1 x 1 xC1
2 ln.x C 1/ 2 ln.x C 1/
1 1 2x
D Cx D :
x 1 xC1 x 1 x 1 .x C 1/.x 1/
However, since
2x 1 1
D C
.x C 1/.x 1/ xC1 x 1
is a solution of the complementary equation, we redefine
2 ln.x C 1/
yp D :
x 1
Therefore the general solution of (5.7.24) is
2 ln.x C 1/ c1 c2
yD C C : (5.7.24)
x 1 x 1 xC1
Differentiating this yields
2 2 ln.x C 1/ c1 c2
y0 D :
x2 1 .x 1/2 .x 1/2 .x C 1/2
Setting x D 0 in the last two equations and imposing the initial conditions y.0/ D 1 and y 0 .0/ D 5
yields the system
c1 C c2 D 1
2 c1 c2 D 5:
The solution of this system is c1 D 2; c2 D 1. Substituting these into (5.7.24) yields
2 ln.x C 1/ 2 1
y D C C
x 1 x 1 xC1
2 ln.x C 1/ 3x C 1
D C 2
x 1 x 1
as the solution of (5.7.21). Figure 5.7.1 is a graph of the solution.
Comparison of Methods
We’ve now considered three methods for solving nonhomogeneous linear equations: undetermined coeffi-
cients, reduction of order, and variation of parameters. It’s natural to ask which method is best for a given
262 Chapter 5 Linear Second Order Equations
50
40
30
20
10
x
−1.0 −0.5 0.5 1.0
−10
−20
−30
−40
−50
2 ln.x C 1/ 3x C 1
Figure 5.7.1 y D C 2
x 1 x 1
problem. The method of undetermined coefficients should be used for constant coefficient equations with
forcing functions that are linear combinations of polynomials multiplied by functions of the form e ˛x ,
e x cos !x, or e x sin !x. Although the other two methods can be used to solve such problems, they will
be more difficult except in the most trivial cases, because of the integrations involved.
If the equation isn’t a constant coefficient equation or the forcing function isn’t of the form just spec-
ified, the method of undetermined coefficients does not apply and the choice is necessarily between the
other two methods. The case could be made that reduction of order is better because it requires only
one solution of the complementary equation while variation of parameters requires two. However, vari-
ation of parameters will probably be easier if you already know a fundamental set of solutions of the
complementary equation.
5.7 Exercises
In Exercises 1–6 use variation of parameters to find a particular solution.
1. y 00 C 9y D tan 3x 2. y 00 C 4y D sin 2x sec2 2x
4 4. y 00 2y 0 C 2y D 3e x sec x
3. y 00 3y 0 C 2y D x
1Ce
4e x
5. y 00 2y 0 C y D 14x 3=2e x 6. y 00 yD
1 e 2x
Section 5.7 Variation of Parameters 263
In Exercises 7–29 use variation of parameters to find a particular solution, given the solutions y1 , y2 of
the complementary equation.
1
7. x 2y 00 C xy 0 y D 2x 2 C 2I y1 D x; y2 D
x
ex
8. xy 00 C .2 2x/y 0 C .x 2/y D e 2x I y1 D e x ; y2 D
x
9. 4x 2y 00 C .4x 8x 2 /y 0 C .4x 2 4x 1/y D 4x 1=2e x ; x > 0;
y1 D x 1=2e x ; y2 D x 1=2 e x
x2 x2
10. y 00 C 4xy 0 C .4x 2 C 2/y D 4e x.xC2/
I y1 D e ; y2 D xe
11. x 2y 00 4xy 0 C 6y D x 5=2 ; x > 0I y1 D x 2 ; y2 D x 3
12. x 2y 00 3xy 0 C 3y D 2x 4 sin xI y1 D x; y2 D x 3
13. .2x C 1/y 00 .2x C 3/y D .2x C 1/2 e x I y1 D e x ;
2y 0 y2 D xe x
p p p
14. 4xy 00 C 2y 0 C y D sin xI y1 D cos x; y2 D sin x
15. xy 00 .2x C 2/y 0 C .x C 2/y D 6x 3 e x I y1 D e x ; y2 D x 3 e x
16. x 2y 00 .2a 1/xy 0 C a2 y D x aC1I y1 D x a ; y2 D x a ln x
17. x 2y 00 2xy 0 C .x 2 C 2/y D x 3 cos xI y1 D x cos x; y2 D x sin x
00 0 3 5 x2 x2
18. xy y 4x y D 8x I y1 D e ; y2 D e
19. 00
.sin x/y C .2 sin x cos x/y D e x I y1 D e x ; y2 D e
cos x/y 0 C .sin x x
cos x
2 00
p p
20. 4x y 4xy 0 C .3 16x 2 /y D 8x 5=2I y1 D xe 2x ; y2 D xe 2x
p p
21. 4x 2y 00 4xy 0 C .4x 2 C 3/y D x 7=2 I y1 D x sin x; y2 D x cos x
22. x 2y 00 2xy 0 .x 2 2/y D 3x 4 I y1 D xe x ; y2 D xe x
23. x 2y 00 2x.x C 1/y 0 C .x 2 C 2x C 2/y D x 3 e x I y1 D xe x ; y2 D x 2 e x
24. x 2y 00 xy 0 3y D x 3=2 I y1 D 1=x; y2 D x 3
25. x 2y 00 x.x C 4/y 0 C 2.x C 3/y D x 4 e x I y1 D x 2 ; y2 D x 2 e x
26. x 2y 00 2x.x C 2/y 0 C .x 2 C 4x C 6/y D 2xe x I y1 D x 2 e x ; y2 D x 3e x
27. x 2y 00 4xy 0 C .x 2 C 6/y D x 4 I y1 D x 2 cos x; y2 D x 2 sin x
28. .x 1/y 00 xy 0 C y D 2.x 1/2 e x I y1 D x; y2 D e x
p p x
29. 4x 2y 00 4x.x C 1/y 0 C .2x C 3/y D x 5=2e x I y1 D x; y2 D xe
In Exercises 30–32 use variation of parameters to solve the initial value problem, given y1 ; y2 are solu-
tions of the complementary equation.
30. .3x 1/y 00 .3x C 2/y 0 .6x 8/y D .3x 1/2 e 2x ; y.0/ D 1; y 0 .0/ D 2;
y1 D e 2x ; y2 D xe x
31. .x 1/2 y 00 2.x 1/y 0 C 2y D .x 1/2 ; y.0/ D 3; y 0 .0/ D 6;
y1 D x 1, y2 D x 2 1
2 00 2
32. .x 1/ y .x 0
1/y C .x C 1/y D .x 1/3 e x ; y.0/ D 4; y 0 .0/ D 6;
y1 D .x 1/e x ; y2 D x 1
264 Chapter 5 Linear Second Order Equations
In Exercises 33–35 use variation of parameters to solve the initial value problem and graph the solution,
given that y1 ; y2 are solutions of the complementary equation.
1 1
33. C/G .x 2 1/y 00 C 4xy 0 C 2y D 2x; y.0/ D 0; y 0 .0/ D 2I y1 D ; y2 D
x 1 xC1
1
34. C/G x 2 y 00 C 2xy 0 2y D 2x 2 ; y.1/ D 1; y 0 .1/ D 1I y1 D x; y2 D
x2
35. C/G .x C 1/.2x C 3/y 00 C 2.x C 2/y 0 2y D .2x C 3/2 ; y.0/ D 0; y 0 .0/ D 0;
1
y1 D x C 2; y2 D
xC1
36. Suppose
yp D y C a1 y1 C a2 y2
is a particular solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F .x/; .A/
where y1 and y2 are solutions of the complementary equation
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0:
Show that y is also a solution of (A).
37. Suppose p, q, and f are continuous on .a; b/ and let x0 be in .a; b/. Let y1 and y2 be the solutions
of
y 00 C p.x/y 0 C q.x/y D 0
such that
y1 .x0 / D 1; y10 .x0 / D 0; y2 .x0 / D 0; y20 .x0 / D 1:
Use variation of parameters to show that the solution of the initial value problem
y 00 C p.x/y 0 C q.x/y D f .x/; y.x0 / D k0 ; y 0 .x0 / D k1 ;
is
y.x/ D k0 y1 .x/ C k1 y2 .x/
Z x Z t
C .y1 .t/y2 .x/ y1 .x/y2 .t// f .t/ exp p.s/ ds dt:
x0 x0
H INT: Use Abel’s formula for the Wronskian of fy1 ; y2g, and integrate u01 and u02 from x0 to x.
Show also that
y 0 .x/ D k0 y10 .x/ C k1 y20 .x/
Z x Z t
y1 .t/y20 .x/ y10 .x/y2 .t/ f .t/ exp
C p.s/ ds dt:
x0 x0
38. Suppose f is continuous on an open interval that contains x0 D 0. Use variation of parameters to
find a formula for the solution of the initial value problem
y 00 y D f .x/; y.0/ D k0 ; y 0 .0/ D k1 :
39. Suppose f is continuous on .a; 1/, where a < 0, so x0 D 0 is in .a; 1/.
Section 5.7 Variation of Parameters 265
(a) Use variation of parameters to find a formula for the solution of the initial value problem
y 00 C y D f .x/; y.0/ D k0 ; y 0 .0/ D k1 :
H INT: You will need the addition formulas for the sine and cosine:
sin.A C B/ D sin A cos B C cos A sin B
cos.A C B/ D cos A cos B sin A sin B:
R1
For the rest of this exercise assume that the improper integral 0 f .t/ dt is absolutely convergent.
(b) Show that if y is a solution of
y 00 C y D f .x/ .A/
on .a; 1/, then
lim .y.x/ A0 cos x A1 sin x/ D 0 .B/
x!1
and
lim y 0 .x/ C A0 sin x
A1 cos x D 0; .C/
x!1
where Z 1 Z 1
A0 D k0 f .t/ sin t dt and A1 D k1 C f .t/ cos t dt:
0 0
R1 R1
H INT: Recall from calculus that if 0 f .t/ dt converges absolutely, then limx!1 x jf .t/j dt D 0.
(c) Show that if A0 and A1 are arbitrary constants, then there’s a unique solution of y 00 C y D
f .x/ on .a; 1/ that satisfies (B) and (C).
CHAPTER 6
Applications of Linear Second Order
Equations
IN THIS CHAPTER we study applications of linear second order equations.
SECTIONS 6.1 AND 6.2 is about spring–mass systems.
SECTION 6.2 is about RLC circuits, the electrical analogs of spring–mass systems.
SECTION 6.3 is about motion of an object under a central force, which is particularly relevant in the
space age, since, for example, a satellite moving in orbit subject only to Earth’s gravity is experiencing
motion under a central force.
267
268 Chapter 6 Applications of Linear Second Order Equations
6.1 SPRING PROBLEMS I
We consider the motion of an object of mass m, suspended from a spring of negligible mass. We say that
the spring–mass system is in equilibrium when the object is at rest and the forces acting on it sum to zero.
The position of the object in this case is the equilibrium position. We define y to be the displacement of
the object from its equilibrium position (Figure 6.1.1), measured positive upward.
(a) (b) (c)
Figure 6.1.1 (a) y > 0 (b) y D 0, (c) y < 0 Figure 6.1.2 A spring – mass system with damping
Our model accounts for the following kinds of forces acting on the object:
The force mg, due to gravity.
A force Fs exerted by the spring resisting change in its length. The natural length of the spring
is its length with no mass attached. We assume that the spring obeys Hooke’s law: If the length
of the spring is changed by an amount L from its natural length, then the spring exerts a force
Fs D kL, where k is a positive number called the spring constant. If the spring is stretched then
L > 0 and Fs > 0, so the spring force is upward, while if the spring is compressed then L < 0
and Fs < 0, so the spring force is downward.
A damping force Fd D cy 0 that resists the motion with a force proportional to the velocity of
the object. It may be due to air resistance or friction in the spring. However, a convenient way to
visualize a damping force is to assume that the object is rigidly attached to a piston with negligible
mass immersed in a cylinder (called a dashpot) filled with a viscous liquid (Figure 6.1.2). As the
piston moves, the liquid exerts a damping force. We say that the motion is undamped if c D 0, or
damped if c > 0.
An external force F , other than the force due to gravity, that may vary with t, but is independent of
displacement and velocity. We say that the motion is free if F 0, or forced if F 6 0.
From Newton’s second law of motion,
my 00 D mg C Fd C Fs C F D mg cy 0 C Fs C F: (6.1.1)
Section 6.1 Spring Problems I 269
(a) (b)
∆L
Figure 6.1.3 (a) Natural length of spring (b) Spring stretched by mass
We must now relate Fs to y. In the absence of external forces the object stretches the spring by an amount
l to assume its equilibrium position (Figure 6.1.3). Since the sum of the forces acting on the object is
then zero, Hooke’s Law implies that mg D kl . If the object is displaced y units from its equilibrium
position, the total change in the length of the spring is L D l y, so Hooke’s law implies that
Fs D kL D kl ky:
Substituting this into (6.1.1) yields
my 00 D mg cy 0 C kL ky C F:
Since mg D kl this can be written as
my 00 C cy 0 C ky D F: (6.1.2)
We call this the equation of motion.
Simple Harmonic Motion
Throughout the rest of this section we’ll consider spring–mass systems without damping; that is, c D 0.
We’ll consider systems with damping in the next section.
We first consider the case where the motion is also free; that is, F =0. We begin with an example.
Example 6.1.1 An object stretches a spring 6 inches in equilibrium.
(a) Set up the equation of motion and find its general solution.
(b) Find the displacement of the object for t > 0 if it’s initially displaced 18 inches above equilibrium
and given a downward velocity of 3 ft/s.
270 Chapter 6 Applications of Linear Second Order Equations
S OLUTION (a) Setting c D 0 and F D 0 in (6.1.2) yields the equation of motion
my 00 C ky D 0;
which we rewrite as
k
y 00 C
y D 0: (6.1.3)
m
Although we would need the weight of the object to obtain k from the equation mg D kl we can obtain
k=m from l alone; thus, k=m D g=l . Consistent with the units used in the problem statement, we
take g D 32 ft/s2. Although l is stated in inches, we must convert it to feet to be consistent with this
choice of g; that is, l D 1=2 ft. Therefore
k 32
D D 64
m 1=2
and (6.1.3) becomes
y 00 C 64y D 0: (6.1.4)
The characteristic equation of (6.1.4) is
r 2 C 64 D 0;
which has the zeros r D ˙8i . Therefore the general solution of (6.1.4) is
y D c1 cos 8t C c2 sin 8t: (6.1.5)
S OLUTION (b) The initial upward displacement of 18 inches is positive and must be expressed in feet.
The initial downward velocity is negative; thus,
3
y.0/ D and y 0 .0/ D 3:
2
Differentiating (6.1.5) yields
y 0 D 8c1 sin 8t C 8c2 cos 8t: (6.1.6)
Setting t D 0 in (6.1.5) and (6.1.6) and imposing the initial conditions shows that c1 D 3=2 and c2 D
3=8. Therefore
3 3
y D cos 8t sin 8t;
2 8
where y is in feet (Figure 6.1.4).
We’ll now consider the equation
my 00 C ky D 0
p
where m and k are arbitrary positive numbers. Dividing through by m and defining !0 D k=m yields
y 00 C !02 y D 0:
The general solution of this equation is
y D c1 cos !0 t C c2 sin !0 t: (6.1.7)
We can rewrite this in a more useful form by defining
q
R D c12 C c22 ; (6.1.8)
Section 6.1 Spring Problems I 271
2.0
1.5
1.0
0.5
x
0.5 1.0 1.5 2.0 2.5 3.0
−0.5
−1.0
−1.5
−2.0
3 3
Figure 6.1.4 y D cos 8t sin 8t
2 8
and
c1 D R cos and c2 D R sin : (6.1.9)
Substituting from (6.1.9) into (6.1.7) and applying the identity
cos !0 t cos C sin !0 t sin D cos.!0 t /
yields
y D R cos.!0 t /: (6.1.10)
From (6.1.8) and (6.1.9) we see that the R and can be interpreted as polar coordinates of the point
with rectangular coordinates .c1 ; c2/ (Figure 6.1.5). Given c1 and c2, we can compute R from (6.1.8).
From (6.1.8) and (6.1.9), we see that is related to c1 and c2 by
c1 c2
cos D q and sin D q :
c12 C c22 c12 C c22
There are infinitely many angles , differing by integer multiples of 2 , that satisfy these equations. We
will always choose so that < .
The motion described by (6.1.7) or (6.1.10) is simple harmonic motion. We see from either of these
equations that the motion is periodic, with period
T D 2=!0 :
This is the time required for the object to complete one full cycle of oscillation (for example, to move from
its highest position to its lowest position and back to its highest position). Since the highest and lowest
positions of the object are y D R and y D R, we say that R is the amplitude of the oscillation. The
272 Chapter 6 Applications of Linear Second Order Equations
c
2
R
θ
c
1
q
Figure 6.1.5 R D c12 C c22 ; c1 D R cos ; c2 D R sin
angle in (6.1.10) is the phase angle. It’s measured in radians. Equation (6.1.10) is the amplitude–phase
form of the displacement. If t is in seconds then !0 is in radians per second (rad/s); it’s the frequency of
the motion. It is also called the natural frequency of the spring–mass system without damping.
Example 6.1.2 We found the displacement of the object in Example 6.1.1 to be
3 3
yD cos 8t sin 8t:
2 8
Find the frequency, period, amplitude, and phase angle of the motion.
Solution The frequency is !0 D 8 rad/s, and the period is T D 2=!0 D =4 s. Since c1 D 3=2 and
c2 D 3=8, the amplitude is
s
2 2
3 3 3p
q
R D c12 C c22 D C D 17:
2 8 8
The phase angle is determined by
3
2 4
cos D 3
p Dp (6.1.11)
8
17 17
and
3
1
sin D 3
p8 D p : (6.1.12)
8
17 17
Section 6.1 Spring Problems I 273
Using a calculator, we see from (6.1.11) that
˙:245 rad:
Since sin < 0 (see (6.1.12)), the minus sign applies here; that is,
:245 rad:
Example 6.1.3 The natural length of a spring is 1 m. An object is attached to it and the length of the
spring increases to 102 cm when the object is in equilibrium. Then the object is initially displaced
downward 1 cm and given an upward velocity of 14 cm/s. Find the displacement for t > 0. Also, find
the natural frequency, period, amplitude, and phase angle of the resulting motion. Express the answers in
cgs units.
Solution In cgs units g D 980 cm/s2 . Since l D 2 cm, !02 D g=l D 490. Therefore
y 00 C 490y D 0; y.0/ D 1; y 0 .0/ D 14:
The general solution of the differential equation is
p p
y D c1 cos 7 10t C c2 sin 7 10t;
so p p p
y 0 D 7 10 c1 sin 7 10t C c2 cos 7 10t :
p
Substituting the initial conditions into the last two equations yields c1 D 1 and c2 D 2= 10. Hence,
p 2 p
yD cos 7 10t C p sin 7 10t:
10
p p
The frequency is 7 10 rad/s, and the period is T D 2=.7 10/ s. The amplitude is
s
2 2
r
7
q
2 2 2
R D c1 C c2 D . 1/ C p D cm:
10 5
The phase angle is determined by
r r
c1 5 c2 2
cos D D and sin D D :
R 7 R 7
Therefore is in the second quadrant and
r !
1 5
D cos 2:58 rad:
7
Undamped Forced Oscillation
In many mechanical problems a device is subjected to periodic external forces. For example, soldiers
marching in cadence on a bridge cause periodic disturbances in the bridge, and the engines of a propeller
driven aircraft cause periodic disturbances in its wings. In the absence of sufficient damping forces, such
disturbances – even if small in magnitude – can cause structural breakdown if they are at certain critical
274 Chapter 6 Applications of Linear Second Order Equations
frequencies. To illustrate, this we’ll consider the motion of an object in a spring–mass system without
damping, subject to an external force
F .t/ D F0 cos !t
where F0 is a constant. In this case the equation of motion (6.1.2) is
my 00 C ky D F0 cos !t;
which we rewrite as
F0
y 00 C !02 y D cos !t (6.1.13)
m
p
with !0 D k=m. We’ll see from the next two examples that the solutions of (6.1.13) with ! ¤ !0
behave very differently from the solutions with ! D !0 .
Example 6.1.4 Solve the initial value problem
F0
y 00 C !02 y D cos !t; y.0/ D 0; y 0 .0/ D 0; (6.1.14)
m
given that ! ¤ !0 .
Solution We first obtain a particular solution of (6.1.13) by the method of undetermined coefficients.
Since ! ¤ !0 , cos !t isn’t a solution of the complementary equation
y 00 C !02 y D 0:
Therefore (6.1.13) has a particular solution of the form
yp D A cos !t C B sin !t:
Since
yp00 D ! 2 .A cos !t C B sin !t/;
F0
yp00 C !02 yp D cos !t
m
if and only if
F0
.!02 ! 2 / .A cos !t C B sin !t/ D cos !t:
m
This holds if and only if
F0
AD and B D 0;
m.!02 !2 /
so
F0
yp D cos !t:
m.!02 !2/
The general solution of (6.1.13) is
F0
yD cos !t C c1 cos !0 t C c2 sin !0 t; (6.1.15)
m.!02 !2 /
so
!F0
y0 D sin !t C !0 . c1 sin !0 t C c2 cos !0 t/:
m.!02 !2 /
Section 6.1 Spring Problems I 275
The initial conditions y.0/ D 0 and y 0 .0/ D 0 in (6.1.14) imply that
F0
c1 D and c2 D 0:
m.!02 !2/
Substituting these into (6.1.15) yields
F0
yD .cos !t cos !0 t/: (6.1.16)
m.!02 !2 /
It is revealing to write this in a different form. We start with the trigonometric identities
cos.˛ ˇ/ D cos ˛ cos ˇ C sin ˛ sin ˇ
cos.˛ C ˇ/ D cos ˛ cos ˇ sin ˛ sin ˇ:
Subtracting the second identity from the first yields
cos.˛ ˇ/ cos.˛ C ˇ/ D 2 sin ˛ sin ˇ (6.1.17)
Now let
˛ ˇ D !t and ˛ C ˇ D !0 t; (6.1.18)
so that
.!0 C !/t .!0 !/t
˛D and ˇD : (6.1.19)
2 2
Substituting (6.1.18) and (6.1.19) into (6.1.17) yields
.!0 !/t .!0 C !/t
cos !t cos !0 t D 2 sin sin ;
2 2
and substituting this into (6.1.16) yields
.!0 C !/t
y D R.t/ sin ; (6.1.20)
2
where
2F0 .!0 !/t
R.t/ D sin : (6.1.21)
m.!02 ! 2 / 2
From (6.1.20) we can regard y as a sinusoidal variation with frequency .!0 C !/=2 and variable
amplitude jR.t/j. In Figure 6.1.6 the dashed curve above the t axis is y D jR.t/j, the dashed curve
below the t axis is y D jR.t/j, and the displacement y appears as an oscillation bounded by them. The
oscillation of y for t on an interval between successive zeros of R.t/ is called a beat.
You can see from (6.1.20) and (6.1.21) that
2jF0 j
jy.t/j I
mj!02 ! 2 j
moreover, if ! C !0 is sufficiently large compared with ! !0 , then jyj assumes values close to (perhaps
equal to) this upper bound during each beat. However, the oscillation remains bounded for all t. (This
assumes that the spring can withstand deflections of this size and continue to obey Hooke’s law.) The
next example shows that this isn’t so if ! D !0 .
276 Chapter 6 Applications of Linear Second Order Equations
Figure 6.1.6 Undamped oscillation with beats
Example 6.1.5 Find the general solution of
F0
y 00 C !02 y D cos !0 t: (6.1.22)
m
Solution We first obtain a particular solution yp of (6.1.22). Since cos !0 t is a solution of the comple-
mentary equation, the form for yp is
yp D t.A cos !0 t C B sin !0 t/: (6.1.23)
Then
yp0 D A cos !0 t C B sin !0 t C !0 t. A sin !0 t C B cos !0 t/
and
yp00 D 2!0 . A sin !0 t C B cos !0 t/ !02 t.A cos !0 t C B sin !0 t/: (6.1.24)
From (6.1.23) and (6.1.24), we see that yp satisfies (6.1.22) if
F0
2A!0 sin !0 t C 2B!0 cos !0 t D cos !0 tI
m
that is, if
F0
A D 0 and BD :
2m!0
Therefore
F0 t
yp D sin !0 t
2m!0
Section 6.1 Spring Problems I 277
y = F t / 2mω
0 0
y = − F t / 2mω
0 0
Figure 6.1.7 Unbounded displacement due to resonance
is a particular solution of (6.1.22). The general solution of (6.1.22) is
F0 t
yD sin !0 t C c1 cos !0 t C c2 sin !0 t:
2m!0
The graph of yp is shown in Figure 6.1.7, where it can be seen that yp oscillates between the dashed lines
F0 t F0 t
yD and yD
2m!0 2m!0
with increasing amplitude that approaches 1 as t ! 1. Of course, this means that the spring must
eventually fail to obey Hooke’s law or break.
This phenomenon of unbounded displacements of a spring–mass system in response to a periodic
forcing function at its natural frequency is called resonance. More complicated mechanical structures
can also exhibit resonance–like phenomena. For example, rhythmic oscillations of a suspension bridge
by wind forces or of an airplane wing by periodic vibrations of reciprocating engines can cause damage
or even failure if the frequencies of the disturbances are close to critical frequencies determined by the
parameters of the mechanical system in question.
6.1 Exercises
In the following exercises assume that there’s no damping.
1. C/G An object stretches a spring 4 inches in equilibrium. Find and graph its displacement for
t > 0 if it’s initially displaced 36 inches above equilibrium and given a downward velocity of 2
ft/s.
278 Chapter 6 Applications of Linear Second Order Equations
2. An object stretches a string 1.2 inches in equilibrium. Find its displacement for t > 0 if it’s
initially displaced 3 inches below equilibrium and given a downward velocity of 2 ft/s.
3. A spring with natural length .5 m has length 50.5 cm with a mass of 2 gm suspended from it.
The mass is initially displaced 1.5 cm below equilibrium and released with zero velocity. Find its
displacement for t > 0.
4. An object stretches a spring 6 inches in equilibrium. Find its displacement for t > 0 if it’s initially
displaced 3 inches above equilibrium and given a downward velocity of 6 inches/s. Find the
frequency, period, amplitude and phase angle of the motion.
5. C/G An object stretches a spring 5 cm in equilibrium. It is initially displaced 10 cm above
equilibrium and given an upward velocity of .25 m/s. Find and graph its displacement for t > 0.
Find the frequency, period, amplitude, and phase angle of the motion.
6. A 10 kg mass stretches a spring 70 cm in equilibrium. Suppose a 2 kg mass is attached to the
spring, initially displaced 25 cm below equilibrium, and given an upward velocity of 2 m/s. Find
its displacement for t > 0. Find the frequency, period, amplitude, and phase angle of the motion.
7. A weight stretches a spring 1.5 inches in equilibrium. The weight is initially displaced 8 inches
above equilibrium and given a downward velocity of 4 ft/s. Find its displacement for t > 0.
8. A weight stretches a spring 6 inches in equilibrium. The weight is initially displaced 6 inches
above equilibrium and given a downward velocity of 3 ft/s. Find its displacement for t > 0.
p
9. A spring–mass system has natural frequency 7 10 rad/s. The natural length of the spring is .7 m.
What is the length of the spring when the mass is in equilibrium?
10. A 64 lb weight is attached to a spring with constant k D 8 lb/ft and subjected to an external force
F .t/ D 2 sin t. The weight is initially displaced 6 inches above equilibrium and given an upward
velocity of 2 ft/s. Find its displacement for t > 0.
11. A unit mass hangs in equilibrium from a spring with constant k D 1=16. Starting at t D 0, a force
F .t/ D 3 sin t is applied to the mass. Find its displacement for t > 0.
12. C/G A 4 lb weight stretches a spring 1 ft in equilibrium. An external force F .t/ D :25 sin 8t
lb is applied to the weight, which is initially displaced 4 inches above equilibrium and given a
downward velocity of 1 ft/s. Find and graph its displacement for t > 0.
13. A 2 lb weight stretches a spring 6 inches in equilibrium. An external force F .t/ D sin 8t lb is ap-
plied to the weight, which is released from rest 2 inches below equilibrium. Find its displacement
for t > 0.
14. A 10 gm mass suspended on a spring moves in simple harmonic motion with period 4 s. Find the
period of the simple harmonic motion of a 20 gm mass suspended from the same spring.
15. A 6 lb weight stretches a spring 6 inches in equilibrium. Suppose an external force F .t/ D
3 3
sin !t C cos !t lb is applied to the weight. For what value of ! will the displacement
16 8
be unbounded? Find the displacement if ! has this value. Assume that the motion starts from
equilibrium with zero initial velocity.
16. C/G A 6 lb weight stretches a spring 4 inches in equilibrium. Suppose an external force F .t/ D
4 sin !t 6 cos !t lb is applied to the weight. For what value of ! will the displacement be
unbounded? Find and graph the displacement if ! has this value. Assume that the motion starts
from equilibrium with zero initial velocity.
17. A mass of one kg is attached to a spring with constant k D 4 N/m. An external force F .t/ D
cos !t 2 sin !t n is applied to the mass. Find the displacement y for t > 0 if ! equals the
Section 6.2 Spring Problems II 279
natural frequency of the spring–mass system. Assume that the mass is initially displaced 3 m
above equilibrium and given an upward velocity of 450 cm/s.
18. An object is in simple harmonic motion with frequency !0 , with y.0/ D y0 and y 0 .0/ D v0 . Find
its displacement for t > 0. Also, find the amplitude of the oscillation and give formulas for the
sine and cosine of the initial phase angle.
19. Two objects suspended from identical springs are set into motion. The period of one object is
twice the period of the other. How are the weights of the two objects related?
20. Two objects suspended from identical springs are set into motion. The weight of one object is
twice the weight of the other. How are the periods of the resulting motions related?
21. Two identical objects suspended from different springs are set into motion. The period of one
motion is 3 times the period of the other. How are the two spring constants related?
6.2 SPRING PROBLEMS II
Free Vibrations With Damping
In this section we consider the motion of an object in a spring–mass system with damping. We start with
unforced motion, so the equation of motion is
my 00 C cy 0 C ky D 0: (6.2.1)
Now suppose the object is displaced from equilibrium and given an initial velocity. Intuition suggests that
if the damping force is sufficiently weak the resulting motion will be oscillatory, as in the undamped case
considered in the previous section, while if it’s sufficiently strong the object may just move slowly toward
the equilibrium position without ever reaching it. We’ll now confirm these intuitive ideas mathematically.
The characteristic equation of (6.2.1) is
mr 2 C c r C k D 0:
The roots of this equation are
p p
c c2 4mk cC c2 4mk
r1 D and r2 D : (6.2.2)
2m 2m
In Section 5.2 we saw that the form of the solution of (6.2.1) depends upon whether c 2 4mk is positive,
negative, or zero. We’ll now consider these three cases.
Underdamped Motion
p
We say the motion is underdamped if c < 4mk. In this case r1 and r2 in (6.2.2) are complex conjugates,
which we write as c c
r1 D i !1 and r2 D C i !1 ;
2m 2m
where p
4mk c 2
!1 D :
2m
The general solution of (6.2.1) in this case is
ct =2m
yDe .c1 cos !1 t C c2 sin !1 t/:
280 Chapter 6 Applications of Linear Second Order Equations
y = Re−ct / 2m
−ct / 2m
y = −− Re
Figure 6.2.1 Underdamped motion
By the method used in Section 6.1 to derive the amplitude–phase form of the displacement of an object
in simple harmonic motion, we can rewrite this equation as
ct =2m
y D Re cos.!1 t /; (6.2.3)
where q
RD c12 C c22 ; R cos D c1 ; and R sin D c2 :
The factor Re ct =2m in (6.2.3) is called the time–varying amplitude of the motion, the quantity !1 is
called the frequency, and T D 2=!1 (which is the period of the cosine function in (6.2.3) is called the
quasi–period. A typical graph of (6.2.3) is shown in Figure 6.2.1. As illustrated in that figure, the graph
of y oscillates between the dashed exponential curves y D ˙Re ct =2m.
Section 6.2 Spring Problems II 281
Overdamped Motion
p
We say the motion is overdamped if c > 4mk. In this case the zeros r1 and r2 of the characteristic
polynomial are real, with r1 < r2 < 0 (see (6.2.2)), and the general solution of (6.2.1) is
y D c1 e r1 t C c2 e r2 t :
Again limt !1 y.t/ D 0 as in the underdamped case, but the motion isn’t oscillatory, since y can’t equal
zero for more than one value of t unless c1 D c2 D 0. (Exercise 23.)
Critically Damped Motion
p
We say the motion is critically damped if c D 4mk. In this case r1 D r2 D c=2m and the general
solution of (6.2.1) is
ct =2m
yDe .c1 C c2 t/:
Again limt !1 y.t/ D 0 and the motion is nonoscillatory, since y can’t equal zero for more than one
value of t unless c1 D c2 D 0. (Exercise 22).
Example 6.2.1 Suppose a 64 lb weight stretches a spring 6 inches in equilibrium and a dashpot provides
a damping force of c lb for each ft/sec of velocity.
(a) Write the equation of motion of the object and determine the value of c for which the motion is
critically damped.
(b) Find the displacement y for t > 0 if the motion is critically damped and the initial conditions are
y.0/ D 1 and y 0 .0/ D 20.
(c) Find the displacement y for t > 0 if the motion is critically damped and the initial conditions are
y.0/ D 1 and y 0 .0/ D 20.
S OLUTION (a) Here m D 2 slugs and k D 64=:5 D 128 lb/ft. Therefore the equation of motion (6.2.1)
is
2y 00 C cy 0 C 128y D 0: (6.2.4)
The characteristic equation is
2r 2 C c r C 128 D 0;
which has roots p
c˙ c2 8 128
rD :
4
Therefore the damping is critical if
p
cD 8 128 D 32 lb–sec/ft:
S OLUTION (b) Setting c D 32 in (6.2.4) and cancelling the common factor 2 yields
y 00 C 16y C 64y D 0:
The characteristic equation is
r 2 C 16r C 64y D .r C 8/2 D 0:
Hence, the general solution is
8t
yDe .c1 C c2 t/: (6.2.5)
282 Chapter 6 Applications of Linear Second Order Equations
2.0
1.5 (a)
1.0
0.5
x
0.2 0.4 0.6 0.8 1.0
(b)
−0.5
8t 8t
Figure 6.2.2 (a) y D e .1 C 28t/ (b) y D e .1 12t/
Differentiating this yields
8t
y0 D 8y C c2 e : (6.2.6)
0
Imposing the initial conditions y.0/ D 1 and y .0/ D 20 in the last two equations shows that 1 D c1 and
20 D 8 C c2. Hence, the solution of the initial value problem is
8t
y De .1 C 28t/:
Therefore the object approaches equilibrium from above as t ! 1. There’s no oscillation.
S OLUTION (c) Imposing the initial conditions y.0/ D 1 and y 0 .0/ D 20 in (6.2.5) and (6.2.6) yields
1 D c1 and 20 D 8 C c2. Hence, the solution of this initial value problem is
8t
yDe .1 12t/:
Therefore the object moves downward through equilibrium just once, and then approaches equilibrium
from below as t ! 1. Again, there’s no oscillation. The solutions of these two initial value problems
are graphed in Figure 6.2.2.
Example 6.2.2 Find the displacement of the object in Example 6.2.1 if the damping constant is c D 4
lb–sec/ft and the initial conditions are y.0/ D 1:5 ft and y 0 .0/ D 3 ft/sec.
Solution With c D 4, the equation of motion (6.2.4) becomes
y 00 C 2y 0 C 64y D 0 (6.2.7)
after cancelling the common factor 2. The characteristic equation
r 2 C 2r C 64 D 0
Section 6.2 Spring Problems II 283
has complex conjugate roots
p
2˙ 4 4 64 p
rD D 1 ˙ 3 7i:
2
Therefore the motion is underdamped and the general solution of (6.2.7) is
p p
y D e t .c1 cos 3 7t C c2 sin 3 7t/:
Differentiating this yields
p p p
y0 D y C 3 7e t . c1 sin 3 7t C c2 cos 3 7t/:
0
p conditions y.0/ D 1:5 and y .0/ D 3 in the last two equations yields 1:5 D c1 and
Imposing the initial
3 D 1:5 C 3 7c2 . Hence, the solution of the initial value problem is
3 p 1 p
y De t cos 3 7t p sin 3 7t : (6.2.8)
2 2 7
The amplitude of the function in parentheses is
s
2
1 2
r r
3 9 1 64 4
RD C p D C D Dp :
2 2 7 4 47 47 7
Therefore we can rewrite (6.2.8) as
4 t
p
yD p e cos.3 7t /;
7
where p
3 3 7 1 1
cos D D and sin D p D :
2R 8 2 7R 8
Therefore Š :125 radians.
Example 6.2.3 Let the damping constant in Example 1 be c D 40 lb–sec/ft. Find the displacement y for
t > 0 if y.0/ D 1 and y 0 .0/ D 1.
Solution With c D 40, the equation of motion (6.2.4) reduces to
y 00 C 20y 0 C 64y D 0 (6.2.9)
after cancelling the common factor 2. The characteristic equation
r 2 C 20r C 64 D .r C 16/.r C 4/ D 0
has the roots r1 D 4 and r2 D 16. Therefore the general solution of (6.2.9) is
4t 16t
y D c1 e C c2 e : (6.2.10)
Differentiating this yields
4t 16t
y 0 D 4e 16c2e :
284 Chapter 6 Applications of Linear Second Order Equations
1.0
0.8
0.6
0.4
0.2
x
0.2 0.4 0.6 0.8 1.0 1.2
17 4t 5 16t
Figure 6.2.3 y D e e
12 12
The last two equations and the initial conditions y.0/ D 1 and y 0 .0/ D 1 imply that
c1 C c2 D1
4c1 16c2 D 1:
The solution of this system is c1 D 17=12, c2 D 5=12. Substituting these into (6.2.10) yields
17 4t 5 16t
yD e e
12 12
as the solution of the given initial value problem (Figure 6.2.3).
Forced Vibrations With Damping
Now we consider the motion of an object in a spring-mass system with damping, under the influence of a
periodic forcing function F .t/ D F0 cos !t, so that the equation of motion is
my 00 C cy 0 C ky D F0 cos !t: (6.2.11)
In Section 6.1 we considered this equation with c D 0 and found that the resulting p displacement y
assumed arbitrarily large values in the case of resonance (that is, when ! D !0 D k=m). Here we’ll
see that in the presence of damping the displacement remains bounded for all t, and the initial conditions
have little effect on the motion as t ! 1. In fact, we’ll see that for large t the displacement is closely
approximated by a function of the form
y D R cos.!t /; (6.2.12)
where the amplitude R depends upon m, c, k, F0 , and !. We’re interested in the following question:
Section 6.2 Spring Problems II 285
Q UESTION :Assuming that m, c, k, and F0 are held constant, what value of ! produces the largest
amplitude R in (6.2.12), and what is this largest amplitude?
To answer this question, we must solve (6.2.11) and determine R in terms of F0 ; !0 ; !, and c. We can
obtain a particular solution of (6.2.11) by the method of undetermined coefficients. Since cos !t does not
satisfy the complementary equation
my 00 C cy 0 C ky D 0;
we can obtain a particular solution of (6.2.11) in the form
yp D A cos !t C B sin !t: (6.2.13)
Differentiating this yields
yp0 D !. A sin !t C B cos !t/
and
yp00 D ! 2 .A cos !t C B sin !t/:
From the last three equations,
myp00 C cyp0 C kyp D . m! 2 A C c!B C kA/ cos !t C . m! 2 B c!A C kB/ sin !t;
so yp satisfies (6.2.11) if
.k m! 2 /A C c!B D F0
c!A C .k m! 2 /B D 0:
Solving for A and B and substituting the results into (6.2.13) yields
F0
m! 2 / cos !t C c! sin !t ;
yp D 2 2 2 2
.k
.k m! / C c !
which can be written in amplitude–phase form as
F0
yp D p cos.!t /; (6.2.14)
.k m! 2 /2 C c 2 ! 2
where
k m! 2 c!
cos D p and sin D p : (6.2.15)
.k m! 2 /2 C c 2!2 .k m! 2 /2 C c 2 ! 2
To compare this with the undamped forced vibration that we considered in Section 6.1 it’s useful to
write
2 k
k m! D m ! D m.!02 ! 2 /;
2
(6.2.16)
m
p
where !0 D k=m is the natural angular frequency of the undamped simple harmonic motion of an
object with mass m on a spring with constant k. Substituting (6.2.16) into (6.2.14) yields
F0
yp D q cos.!t /: (6.2.17)
m2 .!02 ! 2 /2 C c 2 ! 2
286 Chapter 6 Applications of Linear Second Order Equations
The solution of an initial value problem
my 00 C cy 0 C ky D F0 cos !t; y.0/ D y0 ; y 0 .0/ D v0 ;
is of the form y D yc C yp , where yc has one of the three forms
yc D e ct =2m.c1 cos !1 t C c2 sin !1 t/;
yc D e ct =2m.c1 C c2 t/;
yc D c1e r1t C c2 e r2t .r1 ; r2 < 0/:
In all three cases limt !1 yc .t/ D 0 for any choice of c1 and c2 . For this reason we say that yc is the
transient component of the solution y. The behavior of y for large t is determined by yp , which we
call the steady state component of y. Thus, for large t the motion is like simple harmonic motion at the
frequency of the external force.
The amplitude of yp in (6.2.17) is
F0
RDq ; (6.2.18)
m2 .!02 ! 2 /2 C c 2 ! 2
which is finite for all !; that is, the presence of damping precludes the phenomenon of resonance that we
encountered in studying undamped vibrations under a periodic forcing function. We’ll now find the value
!max of ! for which R is maximized. This is the value of ! for which the function
.!/ D m2 .!02 ! 2 /2 C c 2 ! 2
in the denominator of (6.2.18) attains its minimum value. By rewriting this as
.!/ D m2 .!04 C ! 4 / C .c 2 2m2!02 /! 2 ; (6.2.19)
you can see that is a strictly increasing function of ! 2 if
q p
c 2m2 !02 D 2mk:
(Recall that !02 D k=m). Therefore !max D 0 if this inequality holds. From (6.2.15), you can see that
D 0 if ! D 0. In this case, (6.2.14) reduces to
F0 F0
yp D q D ;
m2 !04 k
which is consistent with Hooke’s law: if the mass is subjected to a constant
p force F0 , its displacement
should approach a constant yp such that kyp D F0 . Now suppose c < 2mk. Then, from (6.2.19),
0 .!/ D 2!.2m2 ! 2 C c 2 2m2 !02 /;
and !max is the value of ! for which the expression in parentheses equals zero; that is,
r s
2 c2
2 c k
!max D !0 D 1 :
2m2 m 2km
(To see that .!max / is the minimum value of .!/, note that 0 .!/ < 0 if ! < !max and 0 .!/ > 0 if
! > !max .) Substituting ! D !max in (6.2.18) and simplifying shows that the maximum amplitude Rmax
is
2mF0 p
Rmax D p if c < 2mk:
c 4mk c 2
We summarize our results as follows.
Section 6.2 Spring Problems II 287
Theorem 6.2.1 Suppose we consider the amplitude R of the steady state component of the solution of
my 00 C cy 0 C ky D F0 cos !t
of !.
as a functionp
(a) If c p2mk, the maximum amplitude is Rmax D F0 = k and it’s attained when ! D !max D 0.
(b) If c < 2mk, the maximum amplitude is
2mF0
Rmax D p ; (6.2.20)
c 4mk c 2
and it’s attained when s
c2
k
! D !max D 1 : (6.2.21)
m 2km
p functions of c, for c 0, since (6.2.20) and (6.2.21) reduce to
Note that Rmax and !max are continuous
Rmax D F0 = k and !max D 0 if c D 2km.
288 Chapter 6 Applications of Linear Second Order Equations
6.2 Exercises
1. A 64 lb object stretches a spring 4 ft in equilibrium. It is attached to a dashpot with damping
constant c D 8 lb-sec/ft. The object is initially displaced 18 inches above equilibrium and given a
downward velocity of 4 ft/sec. Find its displacement and time–varying amplitude for t > 0.
2. C/G A 16 lb weight is attached to a spring with natural length 5 ft. With the weight attached,
the spring measures 8.2 ft. The weight is initially displaced 3 ft below equilibrium and given an
upward velocity of 2 ft/sec. Find and graph its displacement for t > 0 if the medium resists the
motion with a force of one lb for each ft/sec of velocity. Also, find its time–varying amplitude.
3. C/G An 8 lb weight stretches a spring 1.5 inches. It is attached to a dashpot with damping
constant c=8 lb-sec/ft. The weight is initially displaced 3 inches above equilibrium and given an
upward velocity of 6 ft/sec. Find and graph its displacement for t > 0.
4. A 96 lb weight stretches a spring 3.2 ft in equilibrium. It is attached to a dashpot with damping
constant c=18 lb-sec/ft. The weight is initially displaced 15 inches below equilibrium and given a
downward velocity of 12 ft/sec. Find its displacement for t > 0.
5. A 16 lb weight stretches a spring 6 inches in equilibrium. It is attached to a damping mechanism
with constant c. Find all values of c such that the free vibration of the weight has infinitely many
oscillations.
6. An 8 lb weight stretches a spring .32 ft. The weight is initially displaced 6 inches above equilibrium
and given an upward velocity of 4 ft/sec. Find its displacement for t > 0 if the medium exerts a
damping force of 1.5 lb for each ft/sec of velocity.
7. A 32 lb weight stretches a spring 2 ft in equilibrium. It is attached to a dashpot with constant c D 8
lb-sec/ft. The weight is initially displaced 8 inches below equilibrium and released from rest. Find
its displacement for t > 0.
8. A mass of 20 gm stretches a spring 5 cm. The spring is attached to a dashpot with damping
constant 400 dyne sec/cm. Determine the displacement for t > 0 if the mass is initially displaced
9 cm above equilibrium and released from rest.
9. A 64 lb weight is suspended from a spring with constant k D 25 lb/ft. It is initially displaced 18
inches above equilibrium and released from rest. Find its displacement for t > 0 if the medium
resists the motion with 6 lb of force for each ft/sec of velocity.
10. A 32 lb weight stretches a spring 1 ft in equilibrium. The weight is initially displaced 6 inches
above equilibrium and given a downward velocity of 3 ft/sec. Find its displacement for t > 0 if
the medium resists the motion with a force equal to 3 times the speed in ft/sec.
11. An 8 lb weight stretches a spring 2 inches. It is attached to a dashpot with damping constant
c=4 lb-sec/ft. The weight is initially displaced 3 inches above equilibrium and given a downward
velocity of 4 ft/sec. Find its displacement for t > 0.
12. C/G A 2 lb weight stretches a spring .32 ft. The weight is initially displaced 4 inches below
equilibrium and given an upward velocity of 5 ft/sec. The medium provides damping with constant
c D 1=8 lb-sec/ft. Find and graph the displacement for t > 0.
13. An 8 lb weight stretches a spring 8 inches in equilibrium. It is attached to a dashpot with damping
constant c D :5 lb-sec/ft and subjected to an external force F .t/ D 4 cos 2t lb. Determine the
steady state component of the displacement for t > 0.
Section 6.2 Spring Problems II 289
14. A 32 lb weight stretches a spring 1 ft in equilibrium. It is attached to a dashpot with constant
c D 12 lb-sec/ft. The weight is initially displaced 8 inches above equilibrium and released from
rest. Find its displacement for t > 0.
15. A mass of one kg stretches a spring 49 cm in equilibrium. A dashpot attached to the spring
supplies a damping force of 4 N for each m/sec of speed. The mass is initially displaced 10 cm
above equilibrium and given a downward velocity of 1 m/sec. Find its displacement for t > 0.
16. A mass of 100 grams stretches a spring 98 cm in equilibrium. A dashpot attached to the spring
supplies a damping force of 600 dynes for each cm/sec of speed. The mass is initially displaced 10
cm above equilibrium and given a downward velocity of 1 m/sec. Find its displacement for t > 0.
17. A 192 lb weight is suspended from a spring with constant k D 6 lb/ft and subjected to an external
force F .t/ D 8 cos 3t lb. Find the steady state component of the displacement for t > 0 if the
medium resists the motion with a force equal to 8 times the speed in ft/sec.
18. A 2 gm mass is attached to a spring with constant 20 dyne/cm. Find the steady state component
of the displacement if the mass is subjected to an external force F .t/ D 3 cos 4t 5 sin 4t dynes
and a dashpot supplies 4 dynes of damping for each cm/sec of velocity.
19. C/G A 96 lb weight is attached to a spring with constant 12 lb/ft. Find and graph the steady state
component of the displacement if the mass is subjected to an external force F .t/ D 18 cos t 9 sin t
lb and a dashpot supplies 24 lb of damping for each ft/sec of velocity.
20. A mass of one kg stretches a spring 49 cm in equilibrium. It is attached to a dashpot that supplies a
damping force of 4 N for each m/sec of speed. Find the steady state component of its displacement
if it’s subjected to an external force F .t/ D 8 sin 2t 6 cos 2t N.
21. A mass m is suspended from a spring with constant k and subjected to an external force F .t/ D
˛ cos !0 t C ˇ sin !0 t, where !0 is the natural frequency of the spring–mass system without damp-
ing. Find the steady state component of the displacement if a dashpot with constant c supplies
damping.
22. Show that if c1 and c2 are not both zero then
y D e r1 t .c1 C c2t/
can’t equal zero for more than one value of t.
23. Show that if c1 and c2 are not both zero then
y D c1 e r1 t C c2 e r2 t
can’t equal zero for more than one value of t.
24. Find the solution of the initial value problem
my 00 C cy 0 C ky D 0; y.0/ D y0 ; y 0 .0/ D v0 ;
given that the motion is underdamped, so the general solution of the equation is
ct =2m
yDe .c1 cos !1 t C c2 sin !1 t/:
25. Find the solution of the initial value problem
my 00 C cy 0 C ky D 0; y.0/ D y0 ; y 0 .0/ D v0 ;
given that the motion is overdamped, so the general solution of the equation is
y D c1 e r1t C c2 e r2t .r1 ; r2 < 0/:
290 Chapter 6 Applications of Linear Second Order Equations
26. Find the solution of the initial value problem
my 00 C cy 0 C ky D 0; y.0/ D y0 ; y 0 .0/ D v0 ;
given that the motion is critically damped, so that the general solution of the equation is of the
form
y D e r1t .c1 C c2t/ .r1 < 0/:
6.3 THE RLC CIRCUIT
In this section we consider the RLC circuit, shown schematically in Figure 6.3.1. As we’ll see, the RLC
circuit is an electrical analog of a spring-mass system with damping.
Nothing happens while the switch is open (dashed line). When the switch is closed (solid line) we say
that the circuit is closed. Differences in electrical potential in a closed circuit cause current to flow in
the circuit. The battery or generator in Figure 6.3.1 creates a difference in electrical potential E D E.t/
between its two terminals, which we’ve marked arbitrarily as positive and negative. (We could just as
well interchange the markings.) We’ll say that E.t/ > 0 if the potential at the positive terminal is greater
than the potential at the negative terminal, E.t/ < 0 if the potential at the positive terminal is less than
the potential at the negative terminal, and E.t/ D 0 if the potential is the same at the two terminals. We
call E the impressed voltage.
Induction Coil
(Inductance L)
+ −−
−−
Resistor + Capacitor
(Resistance R) (Capacitance C)
−−
+
+ −−
Switch
Battery or Generator
(Impressed Voltage E=E(t))
Figure 6.3.1 An RLC circuit
At any time t, the same current flows in all points of the circuit. We denote current by I D I.t/. We
say that I.t/ > 0 if the direction of flow is around the circuit from the positive terminal of the battery or
generator back to the negative terminal, as indicated by the arrows in Figure 6.3.1 I.t/ < 0 if the flow is
in the opposite direction, and I.t/ D 0 if no current flows at time t.
Section 6.3 The RLC Circuit 291
Differences in potential occur at the resistor, induction coil, and capacitor in Figure 6.3.1. Note that the
two sides of each of these components are also identified as positive and negative. The voltage drop across
each component is defined to be the potential on the positive side of the component minus the potential
on the negative side. This terminology is somewhat misleading, since “drop” suggests a decrease even
though changes in potential are signed quantities and therefore may be increases. Nevertheless, we’ll go
along with tradition and call them voltage drops. The voltage drop across the resistor in Figure 6.3.1 is
given by
VR D IR; (6.3.1)
where I is current and R is a positive constant, the resistance of the resistor. The voltage drop across the
induction coil is given by
dI
VI D L D LI 0 ; (6.3.2)
dt
where L is a positive constant, the inductance of the coil.
A capacitor stores electrical charge Q D Q.t/, which is related to the current in the circuit by the
equation Z t
Q.t/ D Q0 C I. / d ; (6.3.3)
0
where Q0 is the charge on the capacitor at t D 0. The voltage drop across a capacitor is given by
Q
VC D ; (6.3.4)
C
where C is a positive constant, the capacitance of the capacitor.
Table 6.3.8 names the units for the quantities that we’ve discussed. The units are defined so that
1 volt D 1 ampere 1 ohm
D 1 henry 1 ampere=second
D 1 coulomb= farad
and
1 ampere D 1 coulomb=second:
Table 6.3.8. Electrical Units
Symbol Name Unit
E Impressed Voltage volt
I Current ampere
Q Charge coulomb
R Resistance ohm
L Inductance henry
C Capacitance farad
According to Kirchoff ’s law, the sum of the voltage drops in a closed RLC circuit equals the impressed
voltage. Therefore, from (6.3.1), (6.3.2), and (6.3.4),
1
LI 0 C RI C Q D E.t/: (6.3.5)
C
292 Chapter 6 Applications of Linear Second Order Equations
This equation contains two unknowns, the current I in the circuit and the charge Q on the capacitor.
However, (6.3.3) implies that Q0 D I , so (6.3.5) can be converted into the second order equation
1
LQ00 C RQ0 C Q D E.t/ (6.3.6)
C
in Q. To find the current flowing in an RLC circuit, we solve (6.3.6) for Q and then differentiate the
solution to obtain I .
In Sections 6.1 and 6.2 we encountered the equation
my 00 C cy 0 C ky D F .t/ (6.3.7)
in connection with spring-mass systems. Except for notation this equation is the same as (6.3.6). The
correspondence between electrical and mechanical quantities connected with (6.3.6) and (6.3.7) is shown
in Table 6.3.9.
Table 6.3.9. Electrical and Mechanical Units
Electrical Mechanical
charge Q displacement y
curent I velocity y0
impressed voltage E.t/ external force F .t/
inductance L Mass m
resistance R damping c
1/capacitance 1=C cpring constant k
The equivalence between (6.3.6) and (6.3.7) is an example of how mathematics unifies fundamental
similarities in diverse physical phenomena. Since we’ve already studied the properties of solutions of
(6.3.7) in Sections 6.1 and 6.2, we can obtain results concerning solutions of (6.3.6) by simpling changing
notation, according to Table 6.3.8.
Free Oscillations
We say that an RLC circuit is in free oscillation if E.t/ D 0 for t > 0, so that (6.3.6) becomes
1
LQ00 C RQ0 C Q D 0: (6.3.8)
C
The characteristic equation of (6.3.8) is
1
Lr 2 C Rr C D 0;
C
with roots p p
R R2 4L=C R C R2 4L=C
r1 D and r2 D : (6.3.9)
2L 2L
There are three cases to consider, all analogous to the cases considered in Section 6.2 for free vibrations
of a damped spring-mass system. p
C ASE 1. The oscillation is underdamped if R < 4L=C . In this case, r1 and r2 in (6.3.9) are complex
conjugates, which we write as
R R
r1 D C i !1 and r2 D i !1 ;
2L 2L
Section 6.3 The RLC Circuit 293
where p
4L=C R2
!1 D :
2L
The general solution of (6.3.8) is
Rt =2L
QDe .c1 cos !1 t C c2 sin !1 t/;
which we can write as
Rt =2L
Q D Ae cos.!1 t /; (6.3.10)
where q
AD c12 C c22 ; A cos D c1 ; and A sin D c2:
In the idealized case where R D 0, the solution (6.3.10) reduces to
t
Q D A cos p ;
LC
which is analogous to the simple harmonic motion of an undamped spring-mass system in free vibration.
Actual RLC circuits are usually underdamped, so the case we’ve just considered is the most important.
However, for completeness we’ll consider the other twop possibilities.
C ASE 2. The oscillation is overdamped if R > 4L=C . In this case, the zeros r1 and r2 of the
characteristic polynomial are real, with r1 < r2 < 0 (see (6.3.9)), and the general solution of (6.3.8) is
Q D c1 e r1 t C c2 e r2 t : (6.3.11)
p
C ASE 3. The oscillation is critically damped if R D 4L=C . In this case, r1 D r2 D R=2L and
the general solution of (6.3.8) is
Q D e Rt =2L .c1 C c2 t/: (6.3.12)
If R ¤ 0, the exponentials in (6.3.10), (6.3.11), and (6.3.12) are negative, so the solution of any
homogeneous initial value problem
1
LQ00 C RQ0 C Q D 0; Q.0/ D Q0 ; Q0 .0/ D I0 ;
C
approaches zero exponentially as t ! 1. Thus, all such solutions are transient, in the sense defined
Section 6.2 in the discussion of forced vibrations of a spring-mass system with damping.
Example 6.3.1 At t D 0 a current of 2 amperes flows in an RLC circuit with resistance R D 40 ohms,
inductance L D :2 henrys, and capacitance C D 10 5 farads. Find the current flowing in the circuit at
t > 0 if the initial charge on the capacitor is 1 coulomb. Assume that E.t/ D 0 for t > 0.
Solution The equation for the charge Q is
1 00
Q C 40Q0 C 10000Q D 0;
5
or
Q00 C 200Q0 C 50000Q D 0: (6.3.13)
Therefore we must solve the initial value problem
Q00 C 200Q0 C 50000Q D 0; Q.0/ D 1; Q0 .0/ D 2: (6.3.14)
294 Chapter 6 Applications of Linear Second Order Equations
The desired current is the derivative of the solution of this initial value problem.
The characteristic equation of (6.3.13) is
r 2 C 200r C 50000 D 0;
which has complex zeros r D 100 ˙ 200i . Therefore the general solution of (6.3.13) is
100t
QDe .c1 cos 200t C c2 sin 200t/: (6.3.15)
Differentiating this and collecting like terms yields
100t
Q0 D e Œ.100c1 200c2/ cos 200t C .100c2 C 200c1/ sin 200t : (6.3.16)
To find the solution of the initial value problem (6.3.14), we set t D 0 in (6.3.15) and (6.3.16) to obtain
c1 D Q.0/ D 1 and 100c1 C 200c2 D Q0 .0/ D 2I
therefore, c1 D 1 and c2 D 51=100, so
100t 51
QDe cos 200t C sin 200t
100
is the solution of (6.3.14). Differentiating this yields
100t
I De .2 cos 200t 251 sin 200t/:
Forced Oscillations With Damping
An initial value problem for (6.3.6) has the form
1
LQ00 C RQ0 C Q D E.t/; Q.0/ D Q0 ; Q0 .0/ D I0 ; (6.3.17)
C
where Q0 is the initial charge on the capacitor and I0 is the initial current in the circuit. We’ve already
seen that if E 0 then all solutions of (6.3.17) are transient. If E 6 0, we know that the solution of
(6.3.17) has the form Q D Qc C Qp , where Qc satisfies the complementary equation, and approaches
zero exponentially as t ! 1 for any initial conditions , while Qp depends only on E and is independent
of the initial conditions. As in the case of forced oscillations of a spring-mass system with damping, we
call Qp the steady state charge on the capacitor of the RLC circuit. Since I D Q0 D Qc0 C Qp0 and Qc0
also tends to zero exponentially as t ! 1, we say that Ic D Qc0 is the transient current and Ip D Qp0 is
the steady state current. In most applications we’re interested only in the steady state charge and current.
Example 6.3.2 Find the amplitude-phase form of the steady state current in the RLC circuit in Fig-
ure 6.3.1 if the impressed voltage, provided by an alternating current generator, is E.t/ D E0 cos !t.
Solution We’ll first find the steady state charge on the capacitor as a particular solution of
1
LQ00 C RQ0 C Q D E0 cos !t:
C
To do, this we’ll simply reinterpret a result obtained in Section 6.2, where we found that the steady state
solution of
my 00 C cy 0 C ky D F0 cos !t
Section 6.3 The RLC Circuit 295
is
F0
yp D p cos.!t /;
.k m! 2 /2 C c 2 ! 2
where
k m! 2 c!
cos D p and sin D p :
.k m! 2 /2 C c 2! 2 .k m! 2 /2 C c 2 ! 2
(See Equations (6.2.14) and (6.2.15).) By making the appropriate changes in the symbols (according to
Table 2) yields the steady state charge
E0
Qp D p cos.!t /;
.1=C L! 2 /2 C R2 ! 2
where
1=C L! 2 R!
cos D p and sin D p :
.1=C L! 2 /2 C R2 ! 2 .1=C L! 2 /2 C R2 ! 2
Therefore the steady state current in the circuit is
!E0
Ip D Qp0 D p sin.!t /:
.1=C L! 2 /2 C R2 ! 2
6.3 Exercises
In Exercises 1-5 find the current in the RLC circuit, assuming that E.t/ D 0 for t > 0.
1. R D 3 ohms; L D :1 henrys; C D :01 farads; Q0 D 0 coulombs; I0 D 2 amperes.
2. R D 2 ohms; L D :05 henrys; C D :01 farads’; Q0 D 2 coulombs; I0 D 2 amperes.
3. R D 2 ohms; L D :1 henrys; C D :01 farads; Q0 D 2 coulombs; I0 D 0 amperes.
4. R D 6 ohms; L D :1 henrys; C D :004 farads’; Q0 D 3 coulombs; I0 D 10 amperes.
5. R D 4 ohms; L D :05 henrys; C D :008 farads; Q0 D 1 coulombs; I0 D 2 amperes.
In Exercises 6-10 find the steady state current in the circuit described by the equation.
1 00
6. Q C 3Q0 C 100Q D 5 cos 10t 5 sin 10t
10
1 00
7. Q C 2Q0 C 100Q D 10 cos 25t 5 sin 25t
20
1 00
8. Q C 2Q0 C 100Q D 3 cos 50t 6 sin 50t
10
1 00
9. Q C 6Q0 C 250Q D 10 cos 100t C 30 sin 100t
10
1 00
10. Q C 4Q0 C 125Q D 15 cos 30t 30 sin 30t
20
296 Chapter 6 Applications of Linear Second Order Equations
11. Show that if E.t/ D U cos !t C V sin !t where U and V are constants then the steady state
current in the RLC circuit shown in Figure 6.3.1 is
! 2 RE.t/ C .1=C L! 2 /E 0 .t/
Ip D ;
where
D .1=C L! 2 /2 C R2 ! 2 :
12. Find the amplitude of the steady state current Ip in the RLC circuit shown in Figure 6.3.1 if
E.t/ D U cos !t CV sin !t, where U and V are constants. Then find the value !0 of ! maximizes
the amplitude, and find the maximum amplitude.
In Exercises 13-17 plot the amplitude of the steady state current against !. Estimate the value of ! that
maximizes the amplitude of the steady state current, and estimate this maximum amplitude. H INT: You
can confirm your results by doing Exercise 12.
1 00
13. L Q C 3Q0 C 100Q D U cos !t C V sin !t
10
1 00
14. L Q C 2Q0 C 100Q D U cos !t C V sin !t
20
1 00
15. L Q C 2Q0 C 100Q D U cos !t C V sin !t
10
1 00
16. L Q C 6Q0 C 250Q D U cos !t C V sin !t
10
1 00
17. L Q C 4Q0 C 125Q D U cos !t C V sin !t
20
6.4 MOTION UNDER A CENTRAL FORCE
We’ll now study the motion of a object moving under the influence of a central force; that is, a force
whose magnitude at any point P other than the origin depends only on the distance from P to the origin,
and whose direction at P is parallel to the line connecting P and the origin, as indicated in Figure 6.4.1
for the case where the direction of the force at every point is toward the origin. Gravitational forces
are central forces; for example, as mentioned in Section 4.3, if we assume that Earth is a perfect sphere
with constant mass density then Newton’s law of gravitation asserts that the force exerted on an object
by Earth’s gravitational field is proportional to the mass of the object and inversely proportional to the
square of its distance from the center of Earth, which we take to be the origin.
If the initial position and velocity vectors of an object moving under a central force are parallel, then
the subsequent motion is along the line from the origin to the initial position. Here we’ll assume that the
initial position and velocity vectors are not parallel; in this case the subsequent motion is in the plane
determined by them. For convenience we take this to be the xy-plane. We’ll consider the problem of
determining the curve traversed by the object. We call this curve the orbit.
We can represent a central force in terms of polar coordinates
x D r cos ; y D r sin
as
F.r; / D f .r /.cos i C sin j/:
Section 6.4 Motion Under a Central Force 297
Figure 6.4.1
We assume that f is continuous for all r > 0. The magnitude of F at .x; y/ D .r cos ; r sin / is jf .r /j,
so it depends only on the distance r from the point to the origin the direction of F is from the point to the
origin if f .r / < 0, or from the origin to the point if f .r / > 0. We’ll show that the orbit of an object with
mass m moving under this force is given by
1
r ./ D ;
u./
where u is solution of the differential equation
d 2u 1
CuD f .1=u/; (6.4.1)
d 2 mh2 u2
and h is a constant defined below.
Newton’s second law of motion (F D ma) says that the polar coordinates r D r .t/ and D .t/ of
the particle satisfy the vector differential equation
m.r cos i C r sin j/00 D f .r /.cos i C sin j/: (6.4.2)
To deal with this equation we introduce the unit vectors
e1 D cos i C sin j and e2 D sin i C cos j:
Note that e1 points in the direction of increasing r and e2 points in the direction of increasing (Fig-
ure 6.4.2); moreover,
d e1 d e2
D e2 ; D e1 ; (6.4.3)
d d
298 Chapter 6 Applications of Linear Second Order Equations
e
2 e
1
Figure 6.4.2
and
e1 e2 D cos . sin / C sin cos D 0;
so e1 and e2 are perpendicular. Recalling that the single prime .0 / stands for differentiation with respect
to t, we see from (6.4.3) and the chain rule that
e01 D 0 e2 and e02 D 0 e1 : (6.4.4)
Now we can write (6.4.2) as
m.r e1 /00 D f .r /e1 : (6.4.5)
But
.r e1 /0 D r 0 e1 C r e01 D r 0 e1 C r 0 e2
(from (6.4.4)), and
.r e1 /00 D .r 0 e1 C r 0 e2 /0
D r 00 e1 C r 0 e01 C .r 00 C r 0 0 /e2 C r 0 e02
D r 00 e1 C r 0 0 e2 C .r 00 C r 0 0 /e2 r . 0 /2 e1 (from (6.4.4))
D r 00 r . 0 /2 e1 C .r 00 C 2r 0 0 /e2 :
Substituting this into (6.4.5) yields
m r 00 r . 0 /2 e1 C m.r 00 C 2r 0 0 /e2 D f .r /e1 :
By equating the coefficients of e1 and e2 on the two sides of this equation we see that
m r 00 r . 0 /2 D f .r /
(6.4.6)
Section 6.4 Motion Under a Central Force 299
and
r 00 C 2r 0 0 D 0:
Multiplying the last equation by r yields
r 2 00 C 2r r 0 0 D .r 2 0 /0 D 0;
so
r 2 0 D h; (6.4.7)
where h is a constant that we can write in terms of the initial conditions as
h D r 2 .0/ 0 .0/:
Since the initial position and velocity vectors are
r .0/e1 .0/ and r 0 .0/e1 .0/ C r .0/ 0 .0/e2 .0/;
our assumption that these two vectors are not parallel implies that 0 .0/ ¤ 0, so h ¤ 0.
Now let u D 1=r . Then u2 D 0 = h (from (6.4.7)) and
u0
0
0 u
r D 2
D h ;
u 0
which implies that
du
r0 D h ; (6.4.8)
d
since
u0
du d du
0
D D :
dt dt d
Differentiating (6.4.8) with respect to t yields
d 2u
d du
r 00 D h D h 2 0;
dt d d
which implies that
d 2u
r 00 D h2 u2 since 0 D hu2 :
d 2
Substituting from these equalities into (6.4.6) and recalling that r D 1=u yields
2
2 2d u 1 2 4
m h u C h u D f .1=u/;
d 2 u
and dividing through by mh2 u2 yields (6.4.1).
Eqn. (6.4.7) has the following geometrical interpretation, which is known as Kepler’s Second Law.
Theorem 6.4.1 The position vector of an object moving under a central force sweeps out equal areas in
equal times; more precisely; if .t1 / .t2 / then the .signed/ area of the sector
f.x; y/ D .r cos ; r sin / W 0 r r ./; .t1 / .t2 /g
(Figure 6.4.3) is given by
h.t2 t1 /
AD ;
2
where h D r 2 0 ; which we have shown to be constant.
300 Chapter 6 Applications of Linear Second Order Equations
θ=θ(t )
2
θ = θ ( t1 )
Figure 6.4.3
Proof Recall from calculus that the area of the shaded sector in Figure 6.4.3 is
Z .t2 /
1
AD r 2 ./ d;
2 .t1 /
where r D r ./ is the polar representation of the orbit. Making the change of variable D .t/ yields
1 t2 2
Z
AD r ..t// 0 .t/ dt: (6.4.9)
2 t1
But (6.4.7) and (6.4.9) imply that
Z t2
1 h.t2 t1 /
AD h dt D ;
2 t1 2
which completes the proof.
Motion Under an Inverse Square Law Force
In the special case where f .r / D mk=r 2 D mku2 , so F can be interpreted as a gravitational force,
(6.4.1) becomes
d 2u k
C u D 2: (6.4.10)
d 2 h
The general solution of the complementary equation
d 2u
CuD0
d 2
Section 6.4 Motion Under a Central Force 301
can be written in amplitude–phase form as
u D A cos. /;
where A 0 and is a phase angle. Since up D k= h2 is a particular solution of (6.4.10), the general
solution of (6.4.10) is
k
u D A cos. / C 2 I
h
hence, the orbit is given by
1
k
r D A cos. / C 2 ;
h
which we rewrite as
rD ; (6.4.11)
1 C e cos. /
where
h2
D and e D A:
k
A curve satisfying (6.4.11) is a conic section with a focus at the origin (Exercise 1). The nonnegative
constant e is the eccentricity of the orbit, which is an ellipse if e < 1 ellipse (a circle if e D 0), a parabola
if e D 1, or a hyperbola if e > 1.
Figure 6.4.4
If the orbit is an ellipse, then the minimum and maximum values of r are
rmin D (the perihelion distance, attained when D )
1Ce
rmax D (the aphelion distance, attained when D C ):
1 e
Figure 6.4.4 shows a typical elliptic orbit. The point P on the orbit where r D rmin is the perigee and the
point A where r D rmax is the apogee.
302 Chapter 6 Applications of Linear Second Order Equations
For example, Earth’s orbit around the Sun is approximately an ellipse with e :017, rmin 91 106
miles, and rmax 95 106 miles. Halley’s comet has a very elongated approximately elliptical orbit
around the sun, with e :967, rmin 55 106 miles, and rmax 33 108 miles. Some comets (the
nonrecurring type) have parabolic or hyperbolic orbits.
6.4 Exercises
1. Find the equation of the curve
rD .A/
1 C e cos. /
in terms of .X; Y / D .r cos. /; r sin. //, which are rectangular coordinates with respect
to the axes shown in Figure 6.4.5. Use your results to verify that (A) is the equation of an ellipse
if 0 < e < 1, a parabola if e D 1, or a hyperbola if e > 1. If e < 1, leave your answer in the form
.X X0 /2 .Y Y0/2
C D 1;
a2 b2
and show that the area of the ellipse is
2
AD :
.1 e 2/3=2
Then use Theorem 6.4.1 to show that the time required for the object to traverse the entire orbit is
2 2
T D :
h.1 e 2 /3=2
(This is Kepler’s third law; T is called the period of the orbit.)
Y X
φ
x
Figure 6.4.5
Section 6.4 Motion Under a Central Force 303
2. Suppose an object with mass m moves in the xy-plane under the central force
mk
F.r; / D .cos i C sin j/;
r2
where k is a positive constant. As we shown, the orbit of the object is given by
rD :
1 C e cos. /
Determine , e, and in terms of the initial conditions
r .0/ D r0 ; r 0 .0/ D r00 ; and .0/ D 0 ; 0 .0/ D 00 :
Assume that the initial position and velocity vectors are not collinear.
3. Suppose we wish to put a satellite with mass m into an elliptical orbit around Earth. Assume that
the only force acting on the object is Earth’s gravity, given by
2
R
F.r; / D mg .cos i C sin j/;
r2
where R is Earth’s radius, g is the acceleration due to gravity at Earth’s surface, and r and are
polar coordinates in the plane of the orbit, with the origin at Earth’s center.
(a) Find the eccentricity required to make the aphelion and perihelion distances equal to R
1
and R
2 , respectively, where 1 <
1 <
2 .
(b) Find the initial conditions
r .0/ D r0 ; r 0 .0/ D r00 ; and .0/ D 0 ; 0 .0/ D 00
required to make the initial point the perigee, and the motion along the orbit in the direction
of increasing . H INT: Use the results of Exercise 2.
4. An object with mass m moves in a spiral orbit r D c 2 under a central force
F.r; / D f .r /.cos i C sin j/:
Find f .
5. An object with mass m moves in the orbit r D r0 e
under a central force
F.r; / D f .r /.cos i C sin j/:
Find f .
6. Suppose an object with mass m moves under the central force
mk
F.r; / D .cos i C sin j/;
r3
with
r .0/ D r0 ; r 0 .0/ D r00 ; and .0/ D 0 ; 0 .0/ D 00 ;
where h D r02 00 ¤ 0.
(a) Set up a second order initial value problem for u D 1=r as a function of .
(b) Determine r D r ./ if (i) h2 < k; (ii) h2 D k; (iii) h2 > k.
CHAPTER 7
Series Solutions of Linear Second
Equations
IN THIS CHAPTER we study a class of second order differential equations that occur in many applica-
tions, but can’t be solved in closed form in terms of elementary functions. Here are some examples:
(1) Bessel’s equation
x 2 y 00 C xy 0 C .x 2 2 /y D 0;
which occurs in problems displaying cylindrical symmetry, such as diffraction of light through a circular
aperture, propagation of electromagnetic radiation through a coaxial cable, and vibrations of a circular
drum head.
(2) Airy’s equation,
y 00 xy D 0;
which occurs in astronomy and quantum physics.
(3) Legendre’s equation
.1 x 2 /y 00 2xy 0 C ˛.˛ C 1/y D 0;
which occurs in problems displaying spherical symmetry, particularly in electromagnetism.
These equations and others considered in this chapter can be written in the form
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0; (A)
where P0 , P1 , and P2 are polynomials with no common factor. For most equations that occur in appli-
cations, these polynomials are of degree two or less. We’ll impose this restriction, although the methods
that we’ll develop can be extended to the case where the coefficient functions are polynomials of arbitrary
degree, or even power series that converge in some circle around the origin in the complex plane.
Since (A) does not in general have closed form solutions, we seek series representations for solutions.
We’ll see that if P0 .0/ ¤ 0 then solutions of (A) can be written as power series
1
X
yD an x n
nD0
that converge in an open interval centered at x D 0.
305
306 Chapter 6 Applications of Linear Second Order Equations
SECTION 7.1 reviews the properties of power series.
SECTIONS 7.2 AND 7.3 are devoted to finding power series solutions of (A) in the case where P0 .0/ ¤ 0.
The situation is more complicated if P0 .0/ D 0; however, if P1 and P2 satisfy assumptions that apply to
most equations of interest, then we’re able to use a modified series method to obtain solutions of (A).
SECTION 7.4 introduces the appropriate assumptions on P1 and P2 in the case where P0 .0/ D 0, and
deals with Euler’s equation
ax 2 y 00 C bxy 0 C cy D 0;
where a, b, and c are constants. This is the simplest equation that satisfies these assumptions.
SECTIONS 7.5 –7.7 deal with three distinct cases satisfying the assumptions introduced in Section 7.4.
In all three cases, (A) has at least one solution of the form
1
X
r
y1 D x an x n ;
nD0
where r need not be an integer. The problem is that there are three possibilities – each requiring a
different approach – for the form of a second solution y2 such that fy1 ; y2 g is a fundamental pair of
solutions of (A).
Section 7.1 Review of Power Series 307
7.1 REVIEW OF POWER SERIES
Many applications give rise to differential equations with solutions that can’t be expressed in terms of
elementary functions such as polynomials, rational functions, exponential and logarithmic functions, and
trigonometric functions. The solutions of some of the most important of these equations can be expressed
in terms of power series. We’ll study such equations in this chapter. In this section we review relevant
properties of power series. We’ll omit proofs, which can be found in any standard calculus text.
Definition 7.1.1 An infinite series of the form
1
X
an .x x0 /n ; (7.1.1)
nD0
where x0 and a0 , a1 ; . . . , an ; . . . are constants; is called a power series in x x0 : We say that the power
series (7.1.1) converges for a given x if the limit
N
X
lim an .x x0 /n
N !1
nD0
existsI otherwise, we say that the power series diverges for the given x:
A power series in x x0 must converge if x D x0 , since the positive powers of x x0 are all zero
in this case. This may be the only value of x for which the power series converges. However, the next
theorem shows that if the power series converges for some x ¤ x0 then the set of all values of x for
which it converges forms an interval.
Theorem 7.1.2 For any power series
1
X
an .x x0 /n ;
nD0
exactly one of the these statements is trueW
(i) The power series converges only for x D x0 :
(ii) The power series converges for all values of x:
(iii) There’s a positive number R such that the power series converges if jx x0 j < R and diverges if
jx x0 j > R:
In case (iii) we say that R is the radius of convergence of the power series. For convenience, we include
P by defining RnD 0 in case (i) and R D 1 in case (ii). We define the
the other two cases in this definition
open interval of convergence of 1 nD0 an .x x0 / to be
.x0 R; x0 C R/ if 0 < R < 1; or . 1; 1/ if R D 1:
If R is finite, no general statement can be made concerning convergence at the endpoints x D x0 ˙ R of
the open interval of convergence; the series may converge
P1 at one or both points, or diverge at both.
Recall from calculus that a series of constants nD0 ˛ n is said to convergePabsolutely if the series of
absolute values 1 1
x0 /n with a
P
nD0 j˛n j converges. It can be shown that a power series nD0 an .x
positive radius of convergence R converges absolutely in its open interval of convergence; that is, the
series
X1
jan jjx x0jn
nD0
308 Chapter 7 Series Solutions of Linear Second Equations
of absolute values converges if jx x0 j < R. However, if R < 1, the series may fail to converge
absolutely at an endpoint x0 ˙ R, even if it converges there.
The next theorem provides a useful method for determining the radius of convergence of a power
series. It’s derived in calculus by applying the ratio test to the corresponding series of absolute values.
For related theorems see Exercises 2 and 4.
Theorem 7.1.3 Suppose there’s an integer N such that an ¤ 0 if n N and
ˇ ˇ
ˇ anC1 ˇ
lim ˇ ˇ D L;
n!1 ˇ an ˇ
where 0 L 1: Then the radius of convergence of 1 x0 /n is R D 1=L; which should be
P
nD0 an .x
interpreted to mean that R D 0 if L D 1; or R D 1 if L D 0:
Example 7.1.1 Find the radius of convergence of the series:
1 1 1
X X xn X
(a) nŠx n (b) . 1/n (c) 2n n2 .x 1/n :
nŠ
nD0 nD10 nD0
S OLUTION (a) Here an D nŠ, so
ˇ ˇ
ˇ D lim .n C 1/Š D lim .n C 1/ D 1:
ˇ anC1 ˇ
lim ˇˇ
n!1 an ˇ n!1 nŠ n!1
Hence, R D 0.
S OLUTION (b) Here an D .1/n =nŠ for n N D 10, so
ˇ ˇ
ˇ anC1 ˇ nŠ 1
lim ˇˇ ˇ D lim D lim D 0:
n!1 an ˇ n!1 .n C 1/Š n!1 n C 1
Hence, R D 1.
S OLUTION (c) Here an D 2n n2 , so
nC1
.n C 1/2 1 2
ˇ ˇ
ˇ anC1 ˇ
lim ˇˇ ˇ D lim 2 D 2 lim 1 C D 2:
n!1 an ˇ n!1 2n n2 n!1 n
Hence, R D 1=2.
Taylor Series
If a function f has derivatives of all orders at a point x D x0 , then the Taylor series of f about x0 is
defined by
1
X f .n/ .x0 /
.x x0 /n :
nD0
nŠ
In the special case where x0 D 0, this series is also called the Maclaurin series of f .
Section 7.1 Review of Power Series 309
Taylor series for most of the common elementary functions converge to the functions on their open
intervals of convergence. For example, you are probably familiar with the following Maclaurin series:
1
X xn
ex D ; 1 < x < 1; (7.1.2)
nD0
nŠ
1
X x 2nC1
sin x D . 1/n ; 1 < x < 1; (7.1.3)
nD0
.2n C 1/Š
1
X x 2n
cos x D . 1/n ; 1 < x < 1; (7.1.4)
nD0
.2n/Š
1
1 X
D x n; 1 < x < 1: (7.1.5)
1 x nD0
Differentiation of Power Series
A power series with a positive radius of convergence defines a function
1
X
f .x/ D an .x x0 /n
nD0
on its open interval of convergence. We say that the series represents f on the open interval of con-
vergence. A function f represented by a power series may be a familiar elementary function as in
(7.1.2)–(7.1.5); however, it often happens that f isn’t a familiar function, so the series actually defines f .
The next theorem shows that a function represented by a power series has derivatives of all orders on
the open interval of convergence of the power series, and provides power series representations of the
derivatives.
Theorem 7.1.4 A power series
1
X
f .x/ D an .x x0 /n
nD0
with positive radius of convergence R has derivatives of all orders in its open interval of convergence;
and successive derivatives can be obtained by repeatedly differentiating term by termI that is,
1
X
f 0 .x/ D nan .x x0 /n 1
; (7.1.6)
nD1
1
X
f 00 .x/ D n.n 1/an .x x0 /n 2
; (7.1.7)
nD2
::
:
1
X
f .k/ .x/ D n.n 1/ .n k C 1/an .x x0 /n k
: (7.1.8)
nDk
Moreover; all of these series have the same radius of convergence R:
310 Chapter 7 Series Solutions of Linear Second Equations
Example 7.1.2 Let f .x/ D sin x. From (7.1.3),
1
X x 2nC1
f .x/ D . 1/n :
.2n C 1/Š
nD0
From (7.1.6),
1 1
x 2nC1 x 2n
X
X d
f 0 .x/ D . 1/n D . 1/n ;
nD0
dx .2n C 1/Š nD0
.2n/Š
which is the series (7.1.4) for cos x.
Uniqueness of Power Series
The next theorem shows that if f is defined by a power series in x x0 with a positive radius of conver-
gence, then the power series is the Taylor series of f about x0.
Theorem 7.1.5 If the power series
1
X
f .x/ D an .x x0 /n
nD0
has a positive radius of convergence, then
f .n/ .x0 /
an D I (7.1.9)
nŠ
P1
that is, nD0 an .x x0 /n is the Taylor series of f about x0 .
This result can be obtained by setting x D x0 in (7.1.8), which yields
f .k/ .x0 / D k.k 1/ 1 ak D kŠak :
This implies that
f .k/ .x0 /
ak D :
kŠ
Except for notation, this is the same as (7.1.9).
The next theorem lists two important properties of power series that follow from Theorem 7.1.5.
Theorem 7.1.6
(a) If
1
X 1
X
an .x x0 /n D bn .x x0/n
nD0 nD0
for all x in an open interval that contains x0 ; then an D bn for n D 0, 1, 2, . . . .
(b) If
1
X
an .x x0 /n D 0
nD0
for all x in an open interval that contains x0 ; then an D 0 for n D 0, 1, 2, . . . .
Section 7.1 Review of Power Series 311
To obtain (a) we observe that the two series represent the same function f on the open interval; hence,
Theorem 7.1.5 implies that
f .n/ .x0 /
an D bn D ; n D 0; 1; 2; : : : :
nŠ
(b) can be obtained from (a) by taking bn D 0 for n D 0, 1, 2, . . . .
Taylor Polynomials
If f has N derivatives at a point x0, we say that
N
X f .n/ .x0 /
TN .x/ D .x x0 /n
nD0
nŠ
is the N -th Taylor polynomial of f about x0 . This definition and Theorem 7.1.5 imply that if
1
X
f .x/ D an .x x0 /n ;
nD0
where the power series has a positive radius of convergence; then the Taylor polynomials of f about x0
are given by
XN
TN .x/ D an .x x0/n :
nD0
In numerical applications, we use the Taylor polynomials to approximate f on subintervals of the open
interval of convergence of the power series. For example, (7.1.2) implies that the Taylor polynomial TN
of f .x/ D e x is
N
X xn
TN .x/ D :
nD0
nŠ
The solid curve in Figure 7.1.1 is the graph of y D e x on the interval Œ0; 5. The dotted curves in
Figure 7.1.1 are the graphs of the Taylor polynomials T1 , . . . , T6 of y D e x about x0 D 0. From this
figure, we conclude that the accuracy of the approximation of y D e x by its Taylor polynomial TN
improves as N increases.
Shifting the Summation Index
In Definition 7.1.1 of a power series in x x0 , the n-th term is a constant multiple of .x x0 /n . This
isn’t true in (7.1.6), (7.1.7), and (7.1.8), where the general terms are constant multiples of .x x0 /n 1 ,
.x x0 /n 2 , and .x x0 /n k , respectively. However, these series can all be rewritten so that their n-th
terms are constant multiples of .x x0 /n . For example, letting n D k C 1 in the series in (7.1.6) yields
1
X
f 0 .x/ D .k C 1/akC1 .x x0/k ; (7.1.10)
kD0
where we start the new summation index k from zero so that the first term in (7.1.10) (obtained by setting
k D 0) is the same as the first term in (7.1.6) (obtained by setting n D 1). However, the sum of a series
is independent of the symbol used to denote the summation index, just as the value of a definite integral
is independent of the symbol used to denote the variable of integration. Therefore we can replace k by n
in (7.1.10) to obtain
X1
f 0 .x/ D .n C 1/anC1 .x x0 /n ; (7.1.11)
nD0
312 Chapter 7 Series Solutions of Linear Second Equations
y
N=6
N=5
N=4
N=3
N=2
N=1
x
1 2 3 4 5
Figure 7.1.1 Approximation of y D e x by Taylor polynomials about x D 0
where the general term is a constant multiple of .x x0 /n .
It isn’t really necessary to introduce the intermediate summation index k. We can obtain (7.1.11)
directly from (7.1.6) by replacing n by n C 1 in the general term of (7.1.6) and subtracting 1 from the
lower limit of (7.1.6). More generally, we use the following procedure for shifting indices.
Shifting the Summation Index in a Power Series
For any integer k, the power series
1
X
bn .x x0/n k
nDn0
can be rewritten as
1
X
bnCk .x x0/n I
nDn0 k
that is, replacing n by n C k in the general term and subtracting k from the lower limit of summation
leaves the series unchanged.
Example 7.1.3 Rewrite the following power series from (7.1.7) and (7.1.8) so that the general term in
Section 7.1 Review of Power Series 313
each is a constant multiple of .x x0 /n :
1
X 1
X
(a) n.n 1/an .x x0 /n 2
(b) n.n 1/ .n k C 1/an .x x0 /n k
:
nD2 nDk
S OLUTION (a) Replacing n by n C 2 in the general term and subtracting 2 from the lower limit of
summation yields
1
X 1
X
n.n 1/an .x x0 /n 2
D .n C 2/.n C 1/anC2 .x x0 /n :
nD2 nD0
S OLUTION (b) Replacing n by n C k in the general term and subtracting k from the lower limit of
summation yields
1
X 1
X
n.n 1/ .n k C 1/an .x x0 /n k
D .n C k/.n C k 1/ .n C 1/anCk .x x0 /n :
nDk nD0
Example 7.1.4 Given that
1
X
f .x/ D an x n ;
nD0
write the function xf as a power series in which the general term is a constant multiple of x n .
00
Solution From Theorem 7.1.4 with x0 D 0,
1
X
f 00 .x/ D n.n 1/an x n 2
:
nD2
Therefore
1
X
xf 00 .x/ D n.n 1/an x n 1
:
nD2
Replacing n by n C 1 in the general term and subtracting 1 from the lower limit of summation yields
1
X
xf 00 .x/ D .n C 1/nanC1 x n :
nD1
We can also write this as
1
X
xf 00 .x/ D .n C 1/nanC1 x n ;
nD0
since the first term in this last series is zero. (We’ll see later that sometimes it’s useful to include zero
terms at the beginning of a series.)
Linear Combinations of Power Series
If a power series is multiplied by a constant, then the constant can be placed inside the summation; that
is,
1
X 1
X
c an .x x0/n D can .x x0 /n :
nD0 nD0
314 Chapter 7 Series Solutions of Linear Second Equations
Two power series
1
X 1
X
f .x/ D an .x x0 /n and g.x/ D bn .x x0/n
nD0 nD0
with positive radii of convergence can be added term by term at points common to their open intervals of
convergence; thus, if the first series converges for jx x0j < R1 and the second converges for jx x0 j <
R2 , then
X1
f .x/ C g.x/ D .an C bn /.x x0 /n
nD0
for jx x0 j < R, where R is the smaller of R1 and R2 . More generally, linear combinations of power
series can be formed term by term; for example,
1
X
c1 f .x/ C c2 f .x/ D .c1 an C c2 bn /.x x0/n :
nD0
Example 7.1.5 Find the Maclaurin series for cosh x as a linear combination of the Maclaurin series for
e x and e x .
Solution By definition,
1 x 1 x
cosh x D e C e :
2 2
Since
1 1
X xn X xn
ex D and e x
D . 1/n ;
nD0
nŠ nD0
nŠ
it follows that
1
X 1 xn
cosh x D Œ1 C . 1/n : (7.1.12)
nD0
2 nŠ
Since
1 1 if n D 2m; an even integer;
Œ1 C . 1/n D
2 0 if n D 2m C 1; an odd integer;
we can rewrite (7.1.12) more simply as
1
X x 2m
cosh x D :
mD0
.2m/Š
This result is valid on . 1; 1/, since this is the open interval of convergence of the Maclaurin series for
e x and e x .
Example 7.1.6 Suppose
1
X
yD an x n
nD0
on an open interval I that contains the origin.
(a) Express
.2 x/y 00 C 2y
as a power series in x on I .
Section 7.1 Review of Power Series 315
(b) Use the result of (a) to find necessary and sufficient conditions on the coefficients fan g for y to be
a solution of the homogeneous equation
.2 x/y 00 C 2y D 0 (7.1.13)
on I .
S OLUTION (a) From (7.1.7) with x0 D 0,
1
X
y 00 D n.n 1/an x n 2
:
nD2
Therefore
.2 x/y 00 C 2y D 2y 00 xy 0 C 2y
1 1 1
X X X (7.1.14)
D 2n.n 1/an x n 2
n.n 1/an x n 1
C 2an x n :
nD2 nD2 nD0
To combine the three series we shift indices in the first two to make their general terms constant multiples
of x n ; thus,
X1 X1
2n.n 1/an x n 2 D 2.n C 2/.n C 1/anC2 x n (7.1.15)
nD2 nD0
and
1
X 1
X 1
X
n.n 1/an x n 1
D .n C 1/nanC1 x n D .n C 1/nanC1 x n ; (7.1.16)
nD2 nD1 nD0
where we added a zero term in the last series so that when we substitute from (7.1.15) and (7.1.16) into
(7.1.14) all three series will start with n D 0; thus,
1
X
.2 x/y 00 C 2y D Œ2.n C 2/.n C 1/anC2 .n C 1/nanC1 C 2an x n : (7.1.17)
nD0
S OLUTION (b) From (7.1.17) we see that y satisfies (7.1.13) on I if
2.n C 2/.n C 1/anC2 .n C 1/nanC1 C 2an D 0; n D 0; 1; 2; : : : : (7.1.18)
P1
Conversely, Theorem 7.1.6 (b) implies that if y D nD0 an x n satisfies (7.1.13) on I , then (7.1.18) holds.
Example 7.1.7 Suppose
1
X
yD an .x 1/n
nD0
on an open interval I that contains x0 D 1. Express the function
.1 C x/y 00 C 2.x 1/2 y 0 C 3y (7.1.19)
as a power series in x 1 on I .
316 Chapter 7 Series Solutions of Linear Second Equations
Solution Since we want a power series in x 1, we rewrite the coefficient of y 00 in (7.1.19) as 1 C x D
2 C .x 1/, so (7.1.19) becomes
2y 00 C .x 1/y 00 C 2.x 1/2 y 0 C 3y:
From (7.1.6) and (7.1.7) with x0 D 1,
1
X 1
X
y0 D nan .x 1/n 1
and y 00 D n.n 1/an .x 1/n 2
:
nD1 nD2
Therefore
1
X
2y 00 D 2n.n 1/an .x 1/n 2
;
nD2
X1
.x 1/y 00 D n.n 1/an .x 1/n 1
;
nD2
X1
2.x 1/2 y 0 D 2nan .x 1/nC1 ;
nD1
X1
3y D 3an .x 1/n :
nD0
Before adding these four series we shift indices in the first three so that their general terms become
constant multiples of .x 1/n . This yields
1
X
2y 00
D 2.n C 2/.n C 1/anC2 .x 1/n ; (7.1.20)
nD0
X1
.x 1/y 00 D .n C 1/nanC1 .x 1/n ; (7.1.21)
nD0
X1
2.x 1/2 y 0 D 2.n 1/an 1 .x 1/n ; (7.1.22)
nD1
X1
3y D 3an .x 1/n ; (7.1.23)
nD0
where we added initial zero terms to the series in (7.1.21) and (7.1.22). Adding (7.1.20)–(7.1.23) yields
.1 C x/y 00 C 2.x 1/2 y 0 C 3y D 2y 00 C .x 1/y 00 C 2.x 1/2 y 0 C 3y
1
X
D bn .x 1/n ;
nD0
where
b0 D 4a2 C 3a0 ; (7.1.24)
bn D 2.n C 2/.n C 1/anC2 C .n C 1/nanC1 C 2.n 1/an 1 C 3an ; n 1: (7.1.25)
The formula (7.1.24) for b0 can’t be obtained by setting n D 0 in (7.1.25), since the summation in (7.1.22)
begins with n D 1, while those in (7.1.20), (7.1.21), and (7.1.23) begin with n D 0.
Section 7.1 Review of Power Series 317
7.1 Exercises
1. For each power series use Theorem 7.1.3 to find the radius of convergence R. If R > 0, find the
open interval of convergence.
1 1
X . 1/n n
X
(a) .x 1/ (b) 2n n.x 2/n
2n n
nD0 nD0
1 1
X nŠ n X n.n C 1/
(c) n
x (d) n
.x 2/n
nD0
9 nD0
16
1 n 1
X
n7 n
X 3n
(e) . 1/ x (f) nC1 2
.x C 7/n
nD0
nŠ nD0
4 .n C 1/
2. Suppose there’s an integer M such that bm ¤ 0 for m M , and
ˇ ˇ
ˇ bmC1 ˇ
lim ˇˇ ˇ D L;
m!1 bm ˇ
where 0 L 1. Show that the radius of convergence of
1
X
bm .x x0 /2m
mD0
p
is R D 1= L, which is interpretedPto mean that R D 0 if L D 1 or R D 1 if L D 0. H INT:
Apply Theorem 7.1.3 to the series 1
mD0 b m ´m
and then let ´ D .x x0 /2 .
3. For each power series, use the result of Exercise 2 to find the radius of convergence R. If R > 0,
find the open interval of convergence.
1 1
X X m.2m C 1/
(a) . 1/m .3m C 1/.x 1/2mC1 (b) . 1/m m
.x C 2/2m
mD0 mD0
2
1 1
X mŠ 2m
X mŠ
(c) .x 1/ (d) . 1/m m .x C 8/2m
.2m/Š 9
mD0 mD0
1 1
m .2m 1/ 2mC1
X X
(e) . 1/ m
x (f) .x 1/2m
mD0
3 mD0
4. Suppose there’s an integer M such that bm ¤ 0 for m M , and
ˇ ˇ
ˇ bmC1 ˇ
lim ˇˇ ˇ D L;
m!1 bm ˇ
where 0 L 1. Let k be a positive integer. Show that the radius of convergence of
1
X
bm .x x0 /km
mD0
p
k
is R D 1= L, which is interpretedP to mean that R D 0 if L D 1 or R D 1 if L D 0. H INT:
Apply Theorem 7.1.3 to the series 1
mD0 b m ´m
and then let ´ D .x x0 /k .
318 Chapter 7 Series Solutions of Linear Second Equations
5. For each power series use the result of Exercise 4 to find the radius of convergence R. If R > 0,
find the open interval of convergence.
1 1
X . 1/m 3mC2
X x 7mC6
(a) m
.x 3/ (b)
.27/ m
mD0 mD0
1 m 1
X 9 .m C 1/ X 2m
(c) .x 3/4mC2 (d) . 1/m x 4mC3
.m C 2/ mŠ
mD0 mD0
1 1
X mŠ X . 1/m
(e) m
.x C 1/4mC3 (f) m
.x 1/3mC1
mD0
.26/ mD0
8 m.m C 1/
6. L Graph y D sin x and the Taylor polynomial
M
X . 1/n x 2nC1
T2M C1 .x/ D
nD0
.2n C 1/Š
on the interval . 2; 2 / for M D 1, 2, 3, . . . , until you find a value of M for which there’s no
perceptible difference between the two graphs.
7. L Graph y D cos x and the Taylor polynomial
M
X . 1/n x 2n
T2M .x/ D
nD0
.2n/Š
on the interval . 2; 2 / for M D 1, 2, 3, . . . , until you find a value of M for which there’s no
perceptible difference between the two graphs.
8. L Graph y D 1=.1 x/ and the Taylor polynomial
N
X
TN .x/ D xn
nD0
on the interval Œ0; :95 for N D 1, 2, 3, . . . , until you find a value of N for which there’s no
perceptible difference between the two graphs. Choose the scale on the y-axis so that 0 y 20.
9. L Graph y D cosh x and the Taylor polynomial
M
X x 2n
T2M .x/ D
nD0
.2n/Š
on the interval . 5; 5/ for M D 1, 2, 3, . . . , until you find a value of M for which there’s no
perceptible difference between the two graphs. Choose the scale on the y-axis so that 0 y 75.
10. L Graph y D sinh x and the Taylor polynomial
M
X x 2nC1
T2M C1 .x/ D
nD0
.2n C 1/Š
on the interval . 5; 5/ for M D 0, 1, 2, . . . , until you find a value of M for which there’s no per-
ceptible difference between the two graphs. Choose the scale on the y-axis so that 75 y 75.
Section 7.1 Review of Power Series 319
P1
In Exercises 11–15 find a power series solution y.x/ D nD0 an x n .
11. .2 C x/y 00 C xy 0 C 3y 12. .1 C 3x 2 /y 00 C 3x 2y 0 2y
13. .1 C 2x 2 /y 00 C .2 3x/y 0 C 4y 14. .1 C x 2 /y 00 C .2 x/y 0 C 3y
15. .1 C 3x 2 /y 00 2xy 0 C 4y
Suppose y.x/ D 1 n
P
16. nD0 an .x C 1/ on an open interval that contains x0 D 1. Find a power
series in x C 1 for
xy 00 C .4 C 2x/y 0 C .2 C x/y:
Suppose y.x/ D 1 2/n on an open interval that contains x0 D 2. Find a power series
P
17. nD0 an .x
in x 2 for
x 2 y 00 C 2xy 0 3xy:
18. L Do the following experiment for various choices of real numbers a0 and a1 .
(a) Use differential equations software to solve the initial value problem
.2 x/y 00 C 2y D 0; y.0/ D a0 ; y 0 .0/ D a1 ;
numerically on . 1:95; 1:95/. Choose the most accurate method your software package
provides. (See Section 10.1 for a brief discussion of one such method.)
(b) For N D 2, 3, 4, . . . , compute a2 , . . . , aN from Eqn.(7.1.18) and graph
N
X
TN .x/ D an x n
nD0
and the solution obtained in (a) on the same axes. Continue increasing N until it’s obvious
that there’s no point in continuing. (This sounds vague, but you’ll know when to stop.)
19. L Follow the directions of Exercise 18 for the initial value problem
.1 C x/y 00 C 2.x 1/2 y 0 C 3y D 0; y.1/ D a0 ; y 0 .1/ D a1 ;
on the interval .0; 2/. Use Eqns. (7.1.24) and (7.1.25) to compute fan g.
Suppose the series 1 n
P
20. nD0 an x converges on an open interval . R; R/, let r be an arbitrary real
number, and define
X1 X1
y.x/ D x r an x n D an x nCr
nD0 nD0
on .0; R/. Use Theorem 7.1.4 and the rule for differentiating the product of two functions to show
that
1
X
0
y .x/ D .n C r /an x nCr 1
;
nD0
1
X
00
y .x/ D .n C r /.n C r 1/an x nCr 2
;
nD0
::
:
1
X
y .k/ .x/ D .n C r /.n C r 1/ .n C r k/an x nCr k
nD0
on .0; R/
320 Chapter 7 Series Solutions of Linear Second Order Equations
Exercises 21–26 let y be as defined in Exercise 20, and write the given expression in the form
In P
xr 1 n
nD0 bn x .
21. x 2.1 x/y 00 C x.4 C x/y 0 C .2 x/y
2 00 0
22. x .1 C x/y C x.1 C 2x/y .4 C 6x/y
2
23. x .1 C x/y 00
x.1 6x x /y 0 C .1 C 6x C x 2 /y
2
24. x 2.1 C 3x/y 00 C x.2 C 12x C x 2 /y 0 C 2x.3 C x/y
25. x 2.1 C 2x 2/y 00 C x.4 C 2x 2 /y 0 C 2.1 x 2 /y
26. x 2.2 C x 2 /y 00 C 2x.5 C x 2 /y 0 C 2.3 x 2 /y
7.2 SERIES SOLUTIONS NEAR AN ORDINARY POINT I
Many physical applications give rise to second order homogeneous linear differential equations of the
form
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0; (7.2.1)
where P0 , P1 , and P2 are polynomials. Usually the solutions of these equations can’t be expressed in
terms of familiar elementary functions. Therefore we’ll consider the problem of representing solutions of
(7.2.1) with series.
We assume throughout that P0 , P1 and P2 have no common factors. Then we say that x0 is an ordinary
point of (7.2.1) if P0 .x0 / ¤ 0, or a singular point if P0 .x0 / D 0. For Legendre’s equation,
.1 x 2 /y 00 2xy 0 C ˛.˛ C 1/y D 0; (7.2.2)
x0 D 1 and x0 D 1 are singular points and all other points are ordinary points. For Bessel’s equation,
x 2 y 00 C xy 0 C .x 2 2 /y D 0;
x0 D 0 is a singular point and all other points are ordinary points. If P0 is a nonzero constant as in Airy’s
equation,
y 00 xy D 0; (7.2.3)
then every point is an ordinary point.
Since polynomials are continuous everywhere, P1 =P0 and P2 =P0 are continuous at any point x0 that
isn’t a zero of P0 . Therefore, if x0 is an ordinary point of (7.2.1) and a0 and a1 are arbitrary real numbers,
then the initial value problem
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0; y.x0 / D a0 ; y 0 .x0 / D a1 (7.2.4)
has a unique solution on the largest open interval that contains x0 and does not contain any zeros of P0 .
To see this, we rewrite the differential equation in (7.2.4) as
P1 .x/ 0 P2 .x/
y 00 C y C yD0
P0 .x/ P0 .x/
and apply Theorem 5.1.1 with p D P1 =P0 and q D P2 =P0 . In this section and the next we consider
the problem of representing solutions of (7.2.1) by power series that converge for values of x near an
ordinary point x0 .
We state the next theorem without proof.
Section 7.2 Series Solutions Near an Ordinary Point I 321
Theorem 7.2.1 Suppose P0 , P1 , and P2 are polynomials with no common factor and P0 isn’t identically
zero: Let x0 be a point such that P0 .x0 / ¤ 0; and let be the distance from x0 to the nearest zero of P0
in the complex plane. .If P0 is constant, then D 1./ Then every solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0 (7.2.5)
can be represented by a power series
1
X
yD an .x x0 /n (7.2.6)
nD0
that converges at least on the open interval .x0 ; x0 C/. . If P0 is nonconstant; so that is necessarily
finite; then the open interval of convergence of (7.2.6) may be larger than .x0 ; x0 C/: If P0 is constant
then D 1 and .x0 ; x0 C / D . 1; 1/./
We call (7.2.6) a power series solution in x x0 of (7.2.5). We’ll now develop a method for finding
power series solutions of (7.2.5). For this purpose we write (7.2.5) as Ly D 0, where
Ly D P0 y 00 C P1 y 0 C P2 y: (7.2.7)
Theorem 7.2.1 implies that every solution of Ly D 0 on .x0 ; x0 C / can be written as
1
X
yD an .x x0 /n :
nD0
Setting x D x0 in this series and in the series
1
X
y0 D nan .x x0 /n 1
nD1
0
shows that y.x0 / D a0 and y .x0 / D a1 . Since every initial value problem (7.2.4) has a unique solution,
this means that a0 and a1 can be chosen arbitrarily, and a2 , a3 , . . . are uniquely determined by them.
To find a2 , a3 , . . . , we write P0 , P1 , and P2 in powers of x x0 , substitute
1
X
yD an .x x0/n ;
nD0
1
X
y0 D nan .x x0 /n 1
;
nD1
1
X
y 00 D n.n 1/an .x x0 /n 2
nD2
into (7.2.7), and collect the coefficients of like powers of x x0. This yields
1
X
Ly D bn .x x0 /n ; (7.2.8)
nD0
where fb0 ; b1; : : : ; bn ; : : : g are expressed in terms of fa0 ; a1 ; : : : ; an ; : : : g and the coefficients of P0 , P1 ,
and P2 , written in powers of x x0. Since (7.2.8) and (a) of Theorem 7.1.6 imply that Ly D 0 if and
only if bn D 0 for n 0, all power series solutions in x x0 of Ly D 0 can be obtained by choosing
a0 and a1 arbitrarily and computing a2 , a3 , . . . , successively so that bn D 0 for n 0. For simplicity,
we call the power series obtained this way the power series in x x0 for the general solution of Ly D 0,
without explicitly identifying the open interval of convergence of the series.
322 Chapter 7 Series Solutions of Linear Second Order Equations
Example 7.2.1 Let x0 be an arbitrary real number. Find the power series in x x0 for the general solution
of
y 00 C y D 0: (7.2.9)
Solution Here
Ly D y 00 C y:
If
1
X
yD an .x x0/n ;
nD0
then
1
X
y 00 D n.n 1/an .x x0/n 2
;
nD2
so
1
X 1
X
Ly D n.n 1/an .x x0 /n 2
C an .x x0/n :
nD2 nD0
To collect coefficients of like powers of x x0 , we shift the summation index in the first sum. This yields
1
X 1
X 1
X
Ly D .n C 2/.n C 1/anC2 .x x0 /n C an .x x0 /n D bn .x x0/n ;
nD0 nD0 nD0
with
bn D .n C 2/.n C 1/anC2 C an :
Therefore Ly D 0 if and only if
an
anC2 D ; n 0; (7.2.10)
.n C 2/.n C 1/
where a0 and a1 are arbitrary. Since the indices on the left and right sides of (7.2.10) differ by two, we
write (7.2.10) separately for n even .n D 2m/ and n odd .n D 2m C 1/. This yields
a2m
a2mC2 D ; m 0; (7.2.11)
.2m C 2/.2m C 1/
and
a2mC1
a2mC3 D ; m 0: (7.2.12)
.2m C 3/.2m C 2/
Computing the coefficients of the even powers of x x0 from (7.2.11) yields
a0
a2 D
21
a2 1 a0 a0
a4 D D D ;
43 43 21 4321
a4 1 a0 a0
a6 D D D ;
65 65 4321 654321
and, in general,
a0
a2m D . 1/m ; m 0: (7.2.13)
.2m/Š
Section 7.2 Series Solutions Near an Ordinary Point I 323
Computing the coefficients of the odd powers of x x0 from (7.2.12) yields
a1
a3 D
32
a3 1 a1 a1
a5 D D D ;
54 54 32 5432
a5 1 a1 a1
a7 D D D ;
76 76 5432 765432
and, in general,
. 1/m a1
a2mC1 D m 0: (7.2.14)
.2m C 1/Š
Thus, the general solution of (7.2.9) can be written as
1
X 1
X
yD a2m .x x0/2m C a2mC1 .x x0 /2mC1 ;
mD0 mD0
or, from (7.2.13) and (7.2.14), as
1 1
X .x x0/2m X .x x0 /2mC1
y D a0 . 1/m C a1 . 1/m : (7.2.15)
.2m/Š .2m C 1/Š
mD0 mD0
If we recall from calculus that
1 1
X .x x0 /2m X .x x0 /2mC1
. 1/m D cos.x x0 / and . 1/m D sin.x x0 /;
.2m/Š .2m C 1/Š
mD0 mD0
then (7.2.15) becomes
y D a0 cos.x x0 / C a1 sin.x x0 /;
which should look familiar.
Equations like (7.2.10), (7.2.11), and (7.2.12), which define a given coefficient in the sequence fan g
in terms of one or more coefficients with lesser indices are called recurrence relations. When we use a
recurrence relation to compute terms of a sequence we’re computing recursively.
In the remainder of this section we consider the problem of finding power series solutions in x x0 for
equations of the form
1 C ˛.x x0 /2 y 00 C ˇ.x x0 /y 0 C y D 0:
(7.2.16)
Many important equations that arise in applications are of this form with x0 D 0, including Legendre’s
equation (7.2.2), Airy’s equation (7.2.3), Chebyshev’s equation,
.1 x 2 /y 00 xy 0 C ˛ 2 y D 0;
and Hermite’s equation,
y 00 2xy 0 C 2˛y D 0:
Since
P0 .x/ D 1 C ˛.x x0/2
in (7.2.16), the point x0 is an ordinary point of (7.2.16), and Theorem 7.2.1 implies p
that the solutions
p of
(7.2.16) can be written as power series in x x0 that converge on the interval .x0 1= j˛j; x0 C1= j˛j/
324 Chapter 7 Series Solutions of Linear Second Order Equations
if ˛ ¤ 0, or on . 1; 1/ if ˛ D 0. We’ll see that the coefficients in these power series can be obtained
by methods similar to the one used in Example 7.2.1.
To simplify finding the coefficients, we introduce some notation for products:
s
Y
bj D br br C1 bs if s r:
j Dr
Thus,
7
Y
bj D b2 b3 b4 b5 b6 b7 ;
j D2
4
Y
.2j C 1/ D .1/.3/.5/.7/.9/ D 945;
j D0
and
2
Y
j 2 D 22 D 4:
j D2
We define
s
Y
bj D 1 if s < r;
j Dr
no matter what the form of bj .
Example 7.2.2 Find the power series in x for the general solution of
.1 C 2x 2 /y 00 C 6xy 0 C 2y D 0: (7.2.17)
Solution Here
Ly D .1 C 2x 2 /y 00 C 6xy 0 C 2y:
If
1
X
yD an x n
nD0
then
1
X 1
X
y0 D nan x n 1
and y 00 D n.n 1/an x n 2
;
nD1 nD2
so
1
X 1
X 1
X
Ly D .1 C 2x 2/ n.n 1/an x n 2
C 6x nan x n 1
C2 an x n
nD2 nD1 nD0
1
X 1
X
D n.n 1/an x n 2
C Œ2n.n 1/ C 6n C 2 an x n
nD2 nD0
1
X 1
X
D n.n 1/an x n 2
C2 .n C 1/2 an x n :
nD2 nD0
Section 7.2 Series Solutions Near an Ordinary Point I 325
To collect coefficients of x n , we shift the summation index in the first sum. This yields
1
X 1
X 1
X
Ly D .n C 2/.n C 1/anC2 x n C 2 .n C 1/2 an x n D bn x n ;
nD0 nD0 nD0
with
bn D .n C 2/.n C 1/anC2 C 2.n C 1/2 an ; n 0:
To obtain solutions of (7.2.17), we set bn D 0 for n 0. This is equivalent to the recurrence relation
nC1
anC2 D 2 an ; n 0: (7.2.18)
nC2
Since the indices on the left and right differ by two, we write (7.2.18) separately for n D 2m and
n D 2m C 1, as in Example 7.2.1. This yields
2m C 1 2m C 1
a2mC2 D 2 a2m D a2m ; m 0; (7.2.19)
2m C 2 mC1
and
2m C 2 mC1
a2mC3 D 2 a2mC1 D 4 a2mC1 ; m 0: (7.2.20)
2m C 3 2m C 3
Computing the coefficients of even powers of x from (7.2.19) yields
1
a2 D a0 ;
1
3 3 1 13
a4 D a2 D a0 D a0 ;
2 2 1 12
5 5 13 135
a6 D a4 D a0 D a0 ;
3 3 12 123
7 7 135 1357
a8 D a6 D a0 D a0 :
4 4 123 1234
In general, Qm
m j D1 .2j 1/
a2m D . 1/ a0 ; m 0: (7.2.21)
mŠ
Q0
(Note that (7.2.21) is correct for m D 0 because we defined j D1 bj D 1 for any bj .)
Computing the coefficients of odd powers of x from (7.2.20) yields
1
a3 D 4 a1 ;
3
12
2 2 1
a5 D 4 a3 D 4 4 a1 D 42 a1 ;
5 5 3 35
3 3 21 2 123
a7 D 4 a5 D 4 4 a1 D 43 a1 ;
7 7 35 357
4 4 31 2 3 1234
a9 D 4 a7 D 4 4 a1 D 44 a1 :
9 9 357 3579
326 Chapter 7 Series Solutions of Linear Second Order Equations
In general,
. 1/m 4m mŠ
a2mC1 D Qm a1 ; m 0: (7.2.22)
j D1 .2j C 1/
From (7.2.21) and (7.2.22),
1 Qm 1
X
m j D1 .2j 1/ X 4m mŠ
y D a0 . 1/ x 2m C a1 . 1/m Qm x 2mC1 :
mD0
mŠ mD0 j D1 .2j C 1/
is the power series in x for the general solution of (7.2.17). Since P0 .x/ D 1 C 2x 2 has no real ze-
ros, Theorem
p 5.1.1 implies that every solution of (7.2.17) is defined on . 1; 1/. However,
p p since
P0 .˙i= 2/ D 0, Theorem 7.2.1 implies only that the power series converges in . 1= 2; 1= 2/ for
any choice of a0 and a1 .
The results in Examples 7.2.1 and 7.2.2 are consequences of the following general theorem.
Theorem 7.2.2 The coefficients fan g in any solution y D 1 x0 /n of
P
nD0 an .x
1 C ˛.x x0 /2 y 00 C ˇ.x x0/y 0 C y D 0
(7.2.23)
satisfy the recurrence relation
p.n/
anC2 D an ; n 0; (7.2.24)
.n C 2/.n C 1/
where
p.n/ D ˛ n.n 1/ C ˇn C : (7.2.25)
Moreover; the coefficients of the even and odd powers of x x0 can be computed separately as
p.2m/
a2mC2 D a2m ; m0 (7.2.26)
.2m C 2/.2m C 1/
and
p.2m C 1/
a2mC3 D a2mC1 ; m 0; (7.2.27)
.2m C 3/.2m C 2/
where a0 and a1 are arbitrary.
Proof Here
Ly D .1 C ˛.x x0 /2 /y 00 C ˇ.x x0 /y 0 C
y:
If
1
X
yD an .x x0/n ;
nD0
then
1
X 1
X
n 1
0
y D nan .x x0 / and 00
y D n.n 1/an .x x0 /n 2
:
nD1 nD2
Hence,
1
X 1
X
n 2
Ly D n.n 1/an .x x0 / C Œ˛ n.n 1/ C ˇn C
an .x x0 /n
nD2 nD0
X1 X1
n 2
D n.n 1/an .x x0 / C p.n/an .x x0 /n ;
nD2 nD0
Section 7.2 Series Solutions Near an Ordinary Point I 327
from (7.2.25). To collect coefficients of powers of x x0 , we shift the summation index in the first sum.
This yields
X1
Ly D Œ.n C 2/.n C 1/anC2 C p.n/an .x x0 /n :
nD0
Thus, Ly D 0 if and only if
.n C 2/.n C 1/anC2 C p.n/an D 0; n 0;
which is equivalent to (7.2.24). Writing (7.2.24) separately for the cases where n D 2m and n D 2m C 1
yields (7.2.26) and (7.2.27).
Example 7.2.3 Find the power series in x 1 for the general solution of
.2 C 4x 2x 2 /y 00 12.x 1/y 0 12y D 0: (7.2.28)
Solution We must first write the coefficient P0 .x/ D 2 C 4x x 2 in powers of x 1. To do this, we
write x D .x 1/ C 1 in P0 .x/ and then expand the terms, collecting powers of x 1; thus,
2 C 4x 2x 2 D 2 C 4Œ.x 1/ C 1 2Œ.x 1/ C 12
D 4 2.x 1/2 :
Therefore we can rewrite (7.2.28) as
1/2 y 00 1/y 0
4 2.x 12.x 12y D 0;
or, equivalently,
1 2
1 .x 1/ y 00 3.x 1/y 0 3y D 0:
2
This is of the form (7.2.23) with ˛ D 1=2, ˇ D 3, and
D 3. Therefore, from (7.2.25)
n.n 1/ .n C 2/.n C 3/
p.n/ D 3n 3D :
2 2
Hence, Theorem 7.2.2 implies that
p.2m/
a2mC2 D a2m
.2m C 2/.2m C 1/
.2m C 2/.2m C 3/ 2m C 3
D a2m D a2m ; m0
2.2m C 2/.2m C 1/ 2.2m C 1/
and
p.2m C 1/
a2mC3 D a2mC1
.2m C 3/.2m C 2/
.2m C 3/.2m C 4/ mC2
D a2mC1 D a2mC1 ; m 0:
2.2m C 3/.2m C 2/ 2.m C 1/
We leave it to you to show that
2m C 1 mC1
a2m D a0 and a2mC1 D a1 ; m 0;
2m 2m
328 Chapter 7 Series Solutions of Linear Second Order Equations
which implies that the power series in x 1 for the general solution of (7.2.28) is
1 1
X 2m C 1 X mC1
y D a0 .x 1/2m C a1 .x 1/2mC1 :
2m 2m
mD0 mD0
In the examples considered so far we were able to obtain closed formulas for coefficients in the power
series solutions. In some cases this is impossible, and we must settle for computing a finite number of
terms in the series. The next example illustrates this with an initial value problem.
P1 n
Example 7.2.4 Compute a0 , a1 , . . . , a7 in the series solution y D nD0 an x of the initial value
problem
.1 C 2x 2 /y 00 C 10xy 0 C 8y D 0; y.0/ D 2; y 0 .0/ D 3: (7.2.29)
Solution Since ˛ D 2, ˇ D 10, and D 8 in (7.2.29),
p.n/ D 2n.n 1/ C 10n C 8 D 2.n C 2/2 :
Therefore
.n C 2/2 nC2
anC2 D 2 an D 2 an ; n 0:
.n C 2/.n C 1/ nC1
Writing this equation separately for n D 2m and n D 2m C 1 yields
.2m C 2/ mC1
a2mC2 D 2 a2m D 4 a2m ; m0 (7.2.30)
2m C 1 2m C 1
and
2m C 3 2m C 3
a2mC3 D 2 a2mC1 D a2mC1 ; m 0: (7.2.31)
2m C 2 mC1
Starting with a0 D y.0/ D 2, we compute a2 ; a4, and a6 from (7.2.30):
1
a2 D 4 2 D 8;
1
2 64
a4 D 4 . 8/ D ;
3 3
3 64 256
a6 D 4 D :
5 3 5
Starting with a1 D y 0 .0/ D 3, we compute a3 ; a5 and a7 from (7.2.31):
3
a3 D . 3/ D 9;
1
5 45
a5 D 9D ;
2 2
7 45 105
a7 D D :
3 2 2
Therefore the solution of (7.2.29) is
64 4 45 5 256 6 105 7
yD2 3x 8x 2 C 9x 3 C x x x C x C :
3 2 5 2
Section 7.2 Series Solutions Near an Ordinary Point I 329
USING TECHNOLOGY
Computing coefficients recursively as in Example 7.2.4 is tedious. We recommend that you do this
kind of computation by writing a short program to implement the appropriate recurrence relation on a
calculator or computer. You may wish to do this in verifying examples and doing exercises (identified by
the symbol C ) in this chapter that call for numerical computation of the coefficients in series solutions.
We obtained the answers to these exercises by using software that can produce answers in the form of
rational numbers. However, it’s perfectly acceptable - and more practical - to get your answers in decimal
form. You can always check them by converting our fractions to decimals.
If you’re interested in actually using series to compute numerical approximations to solutions of a
differential equation, then whether or not there’s a simple closed form for the coefficents is essentially
irrelevant. For computational purposes it’s usually more efficient to start with the given coefficients
a0 D y.x0 / and a1 D y 0 .x0 /, compute a2 , . . . , aN recursively, and then compute approximate values of
the solution from the Taylor polynomial
N
X
TN .x/ D an .x x0/n :
nD0
The trick is to decide how to choose N so the approximation y.x/ TN .x/ is sufficiently accurate on
the subinterval of the interval of convergence that you’re interested in. In the computational exercises
in this and the next two sections, you will often be asked to obtain the solution of a given problem by
numerical integration with software of your choice (see Section 10.1 for a brief discussion of one such
method), and to compare the solution obtained in this way with the approximations obtained with TN for
various values of N . This is a typical textbook kind of exercise, designed to give you insight into how
the accuracy of the approximation y.x/ TN .x/ behaves as a function of N and the interval that you’re
working on. In real life, you would choose one or the other of the two methods (numerical integration or
series solution). If you choose the method of series solution, then a practical procedure for determining
a suitable value of N is to continue increasing N until the maximum of jTN TN 1 j on the interval of
interest is within the margin of error that you’re willing to accept.
In doing computational problems that call for numerical solution of differential equations you should
choose the most accurate numerical integration procedure your software supports, and experiment with
the step size until you’re confident that the numerical results are sufficiently accurate for the problem at
hand.
7.2 Exercises
In Exercises 1 –8 find the power series in x for the general solution.
1. .1 C x 2 /y 00 C 6xy 0 C 6y D 0 2. .1 C x 2 /y 00 C 2xy 0 2y D 0
3. .1 C x 2 /y 00 8xy 0 C 20y D 0 4. .1 x 2 /y 00 8xy 0 12y D 0
5. .1 C 2x 2 /y 00 C 7xy 0 C 2y D 0 1
6. .1 C x 2 /y 00 C 2xy 0 C y D 0
4
7. .1 x 2 /y 00 5xy 0 4y D 0 8. .1 C x 2 /y 00 10xy 0 C 28y D 0
330 Chapter 7 Series Solutions of Linear Second Order Equations
9. L
(a) Find the power series in x for the general solution of y 00 C xy 0 C 2y D 0.
(b) For several choices of a0 and a1 , use differential equations software to solve the initial value
problem
y 00 C xy 0 C 2y D 0; y.0/ D a0 ; y 0 .0/ D a1 ; .A/
numerically on . 5; 5/.
(c) For fixed r in f1; 2; 3; 4; 5g graph
N
X
TN .x/ D an x n
nD0
and the solution obtained in (a) on . r; r /. Continue increasing N until there’s no perceptible
difference between the two graphs.
10. L Follow the directions of Exercise 9 for the differential equation
y 00 C 2xy 0 C 3y D 0:
P1
In Exercises 11 –13 find a0 , . . . , aN for N at least 7 in the power series solution y D nD0 an x n of the
initial value problem.
11. C .1 C x 2 /y 00 C xy 0 C y D 0; y.0/ D 2; y 0 .0/ D 1
12. C .1 C 2x 2 /y 00 9xy 0 6y D 0; y.0/ D 1; y 0 .0/ D 1
13. C .1 C 8x 2 /y 00 C 2y D 0; y.0/ D 2; y 0 .0/ D 1
p
14. L Do the next experiment for various choices of real numbers a0 , a1 , and r , with 0 < r < 1= 2.
(a) Use differential equations software to solve the initial value problem
.1 2x 2/y 00 xy 0 C 3y D 0; y.0/ D a0 ; y 0 .0/ D a1 ; .A/
numerically on . r; r /.
(b) For N D 2, 3, 4, . . . , compute a2 , . . . , aN in the power series solution y D 1 n
P
nD0 an x of
(A), and graph
N
X
TN .x/ D an x n
nD0
and the solution obtained in (a) on . r; r /. Continue increasing N until there’s no perceptible
difference between the two graphs.
15. L Do (a) and (b) for several values of r in .0; 1/:
(a) Use differential equations software to solve the initial value problem
.1 C x 2 /y 00 C 10xy 0 C 14y D 0; y.0/ D 5; y 0 .0/ D 1; .A/
numerically on . r; r /.
(b) For N D 2, 3, 4, . . . , compute a2 , . . . , aN in the power series solution y D 1 n
P
nD0 an x of
(A) , and graph
N
X
TN .x/ D an x n
nD0
and the solution obtained in (a) on . r; r /. Continue increasing N until there’s no percepti-
ble difference between the two graphs. What happens to the required N as r ! 1?
(c) Try (a) and (b) with r D 1:2. Explain your results.
Section 7.2 Series Solutions Near an Ordinary Point I 331
In Exercises 16 –20 find the power series in x x0 for the general solution.
16. y 00 y D 0I x0 D 3 17. y 00 .x 3/y 0 y D 0I x0 D 3
2 00 0
18. .1 4x C 2x /y C 10.x 1/y C 6y D 0I x0 D 1
2 00 0
19. .11 8x C 2x /y 16.x 2/y C 36y D 0I x0 D 2
2 00 0
20. .5 C 6x C 3x /y C 9.x C 1/y C 3y D 0I x0 D 1
In Exercises 21 –26 find a0 , . . . , aN for N at least 7 in the power series y D 1 x0 /n for the
P
nD0 an .x
solution of the initial value problem. Take x0 to be the point where the initial conditions are imposed.
21. C .x 2 4/y 00 xy 0 3y D 0; y.0/ D 1; y 0 .0/ D 2
22. C y 00 C .x 3/y 0 C 3y D 0; y.3/ D 2; y 0 .3/ D 3
23. C .5 6x C 3x 2 /y 00 C .x 1/y 0 C 12y D 0; y.1/ D 1; y 0 .1/ D 1
24. C .4x 2 24x C 37/y 00 C y D 0; y.3/ D 4; y 0 .3/ D 6
25. C .x 2 8x C 14/y 00 8.x 4/y 0 C 20y D 0; y.4/ D 3; y 0 .4/ D 4
26. C .2x 2 C 4x C 5/y 00 20.x C 1/y 0 C 60y D 0; y. 1/ D 3; y 0 . 1/ D 3
27. (a) Find a power series in x for the general solution of
.1 C x 2 /y 00 C 4xy 0 C 2y D 0: .A/
(b) Use (a) and the formula
1
D 1 C r C r2 C C rn C . 1 < r < 1/
1 r
for the sum of a geometric series to find a closed form expression for the general solution of
(A) on . 1; 1/.
(c) Show that the expression obtained in (b) is actually the general solution of of (A) on . 1; 1/.
28. Use Theorem 7.2.2 to show that the power series in x for the general solution of
.1 C ˛x 2/y 00 C ˇxy 0 C y D 0
is
2 3 2 3
1 m
Y1 2m 1 mY1
X x X x 2mC1
y D a0 . 1/m 4 p.2j /5 C a1 . 1/m 4 p.2j C 1/5 :
.2m/Š .2m C 1/Š
mD0 j D0 mD0 j D0
29. Use Exercise 28 to show that all solutions of
.1 C ˛x 2/y 00 C ˇxy 0 C y D 0
are polynomials if and only if
˛ n.n 1/ C ˇn C D ˛.n 2r /.n 2s 1/;
where r and s are nonnegative integers.
332 Chapter 7 Series Solutions of Linear Second Order Equations
30. (a) Use Exercise 28 to show that the power series in x for the general solution of
.1 x 2/y 00 2bxy 0 C ˛.˛ C 2b 1/y D 0
is y D a0 y1 C a1 y2 , where
2 3
1 m
Y1
X x 2m
y1 D 4 .2j ˛/.2j C ˛ C 2b 1/5
mD0
.2m/Š
j D0
and
2 3
1 m
Y1
X x 2mC1
y2 D 4 .2j C 1 ˛/.2j C ˛ C 2b/5 :
.2m C 1/Š
mD0 j D0
(b) Suppose 2b isn’t a negative odd integer and k is a nonnegative integer. Show that y1 is a
polynomial of degree 2k such that y1 . x/ D y1 .x/ if ˛ D 2k, while y2 is a polynomial of
degree 2k C 1 such that y2 . x/ D y2 . x/ if ˛ D 2k C 1. Conclude that if n is a non-
negative integer, then there’s a polynomial Pn of degree n such that Pn . x/ D . 1/n Pn .x/
and
.1 x 2/Pn00 2bxPn0 C n.n C 2b 1/Pn D 0: .A/
(c) Show that (A) implies that
Œ.1 x 2 /b Pn0 0 D n.n C 2b 1/.1 x 2/b 1
Pn ;
and use this to show that if m and n are nonnegative integers, then
Œ.1 x 2 /b Pn0 0 Pm Œ.1 x 2 /b Pm0 0 Pn D
.B/
Œm.m C 2b 1/ n.n C 2b 1/ .1 x 2 /b 1
Pm Pn :
(d) Now suppose b > 0. Use (B) and integration by parts to show that if m ¤ n, then
Z 1
.1 x 2 /b 1 Pm .x/Pn .x/ dx D 0:
1
(We say that Pm and Pn are orthogonal on . 1; 1/ with respect to the weighting function
.1 x 2 /b 1 .)
31. (a) Use Exercise 28 to show that the power series in x for the general solution of Hermite’s
equation
y 00 2xy 0 C 2˛y D 0
is y D a0 y1 C a1 y1 , where
2 3
1 m
Y1 m 2m
X 2 x
y1 D 4 .2j ˛/5
.2m/Š
mD0 j D0
and
2 3
1 m
Y1
X 2m x 2mC1
y2 D 4 .2j C 1 ˛/5 :
mD0
.2m C 1/Š
j D0
Section 7.2 Series Solutions Near an Ordinary Point I 333
(b) Suppose k is a nonnegative integer. Show that y1 is a polynomial of degree 2k such that
y1 . x/ D y1 .x/ if ˛ D 2k, while y2 is a polynomial of degree 2k C 1 such that y2 . x/ D
y2 . x/ if ˛ D 2k C1. Conclude that if n is a nonnegative integer then there’s a polynomial
Pn of degree n such that Pn . x/ D . 1/n Pn .x/ and
Pn00 2xPn0 C 2nPn D 0: .A/
(c) Show that (A) implies that
x2 x2
Œe Pn0 0 D 2ne Pn ;
and use this to show that if m and n are nonnegative integers, then
x2 x2 x2
Œe Pn0 0 Pm Œe Pm0 0 Pn D 2.m n/e Pm Pn : .B/
(d) Use (B) and integration by parts to show that if m ¤ n, then
Z 1
2
e x Pm .x/Pn .x/ dx D 0:
1
(We say that Pm and Pn are orthogonal on . 1; 1/ with respect to the weighting function
2
e x .)
32. Consider the equation
1 C ˛x 3 y 00 C ˇx 2y 0 C
xy D 0;
.A/
and let p.n/ D ˛ n.n 1/ C ˇn C
. (The special case y 00 xy D 0 of (A) is Airy’s equation.)
(a) Modify the argument used to prove Theorem 7.2.2 to show that
1
X
yD an x n
nD0
is a solution of (A) if and only if a2 D 0 and
p.n/
anC3 D an ; n 0:
.n C 3/.n C 2/
(b) Show from (a) that an D 0 unless n D 3m or n D 3m C 1 for some nonnegative integer m,
and that
p.3m/
a3mC3 D a3m ; m 0;
.3m C 3/.3m C 2/
and
p.3m C 1/
a3mC4 D a3mC1 ; m 0;
.3m C 4/.3m C 3/
where a0 and a1 may be specified arbitrarily.
(c) Conclude from (b) that the power series in x for the general solution of (A) is
2 3
1 mY1 p.3j / 3m
5 x
X
y D a0 . 1/m 4 m
mD0
3j C 2 3 mŠ
j D0
2 3
X1 m
Y1 p.3j C 1/ x 3mC1
Ca1 . 1/m 4 5 :
mD0
3j C 4 3m mŠ
j D0
334 Chapter 7 Series Solutions of Linear Second Order Equations
In Exercises 33 –37 use the method of Exercise 32 to find the power series in x for the general solution.
33. y 00 xy D 0 34. .1 2x 3 /y 00 10x 2y 0 8xy D 0
3 2 0
35. 00
.1 C x /y C 7x y C 9xy D 0 36. .1 2x /y 00 C 6x 2 y 0 C 24xy D 0
3
37. .1 x 3 /y 00 C 15x 2y 0 63xy D 0
38. Consider the equation
1 C ˛x kC2 y 00 C ˇx kC1 y 0 C x k y D 0; .A/
where k is a positive integer, and let p.n/ D ˛ n.n 1/ C ˇn C .
(a) Modify the argument used to prove Theorem 7.2.2 to show that
1
X
yD an x n
nD0
is a solution of (A) if and only if an D 0 for 2 n k C 1 and
p.n/
anCkC2 D an ; n 0:
.n C k C 2/.n C k C 1/
(b) Show from (a) that an D 0 unless n D .k C 2/m or n D .k C 2/m C 1 for some nonnegative
integer m, and that
p ..k C 2/m/
a.kC2/.mC1/ D a.kC2/m ; m 0;
.k C 2/.m C 1/Œ.k C 2/.m C 1/ 1
and
p ..k C 2/m C 1/
a.kC2/.mC1/C1 D a.kC2/mC1 ; m 0;
Œ.k C 2/.m C 1/ C 1.k C 2/.m C 1/
where a0 and a1 may be specified arbitrarily.
(c) Conclude from (b) that the power series in x for the general solution of (A) is
2 3
1 m
Y1
X p ..k C 2/j / x .kC2/m
y D a0 . 1/m 4 5
mD0
.k C 2/.j C 1/ 1 .k C 2/m mŠ
j D0
2 3
1 m
Y1 p ..k C 2/j C 1/ .kC2/mC1
5 x
X
Ca1 . 1/m 4 :
.k C 2/.j C 1/ C 1 .k C 2/m mŠ
mD0 j D0
In Exercises 39 –44 use the method of Exercise 38 to find the power series in x for the general solution.
39. .1 C 2x 5 /y 00 C 14x 4y 0 C 10x 3y D 0
40. y 00 C x 2 y D 0 41. y 00 C x 6 y 0 C 7x 5 y D 0
42. .1 C x 8 /y 00 16x 7y 0 C 72x 6y D 0
43. .1 x 6 /y 00 12x 5 y 0 30x 4 y D 0
44. y 00 C x 5 y 0 C 6x 4 y D 0
Section 7.3 Series Solutions Near an Ordinary Point II 335
7.3 SERIES SOLUTIONS NEAR AN ORDINARY POINT II
In this section we continue to find series solutions
1
X
yD an .x x0 /n
nD0
of initial value problems
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0; y.x0 / D a0 ; y 0 .x0 / D a1 ; (7.3.1)
where P0 ; P1, and P2 are polynomials and P0 .x0 / ¤ 0, so x0 is an ordinary point of (7.3.1). However,
here we consider cases where the differential equation in (7.3.1) is not of the form
1 C ˛.x x0/2 y 00 C ˇ.x x0 /y 0 C y D 0;
so Theorem 7.2.2 does not apply, and the computation of the coefficients fan g is more complicated. For
the equations considered here it’s difficult or impossible to obtain an explicit formula for an in terms of n.
Nevertheless, we can calculate as many coefficients as we wish. The next three examples illustrate this.
Example 7.3.1 Find the coefficients a0 , . . . , a7 in the series solution y D 1 n
P
nD0 an x of the initial value
problem
.1 C x C 2x 2/y 00 C .1 C 7x/y 0 C 2y D 0; y.0/ D 1; y 0 .0/ D 2: (7.3.2)
Solution Here
Ly D .1 C x C 2x 2 /y 00 C .1 C 7x/y 0 C 2y:
p p
The zeros . 1 ˙ i 7/=4 of P0 .x/ D 1 C x C 2x 2 have absolute value p 1=p 2, so Theorem 7.2.2 implies
that the series solution converges to the solution of (7.3.2) on . 1= 2; 1= 2/. Since
1
X 1
X 1
X
yD an x n ; y0 D nan x n 1
and y 00 D n.n 1/an x n 2
;
nD0 nD1 nD2
1
X 1
X 1
X
Ly D n.n 1/an x n 2
C n.n 1/an x n 1
C2 n.n 1/an x n
nD2 nD2 nD2
1
X 1
X 1
X
C nan x n 1
C7 nan x n C 2 an x n :
nD1 nD1 nD0
Shifting indices so the general term in each series is a constant multiple of x n yields
1
X 1
X 1
X
Ly D .n C 2/.n C 1/anC2 x n C .n C 1/nanC1 x n C 2 n.n 1/an x n
nD0 nD0 nD0
1
X 1
X 1
X 1
X
C .n C 1/anC1 x n C 7 nan x n C 2 an x n D bn x n ;
nD0 nD0 nD0 nD0
where
bn D .n C 2/.n C 1/anC2 C .n C 1/2 anC1 C .n C 2/.2n C 1/an :
336 Chapter 7 Series Solutions of Linear Second Order Equations
P1
Therefore y D nD0 an x n is a solution of Ly D 0 if and only if
nC1 2n C 1
anC2 D anC1 an ; n 0: (7.3.3)
nC2 nC1
From the initial conditions in (7.3.2), a0 D y.0/ D 1 and a1 D y 0 .0/ D 2. Setting n D 0 in (7.3.3)
yields
1 1
a2 D a1 a0 D . 2/ . 1/ D 2:
2 2
Setting n D 1 in (7.3.3) yields
2 3 2 3 5
a3 D a2 a1 D .2/ . 2/ D :
3 2 3 2 3
We leave it to you to compute a4 ; a5 ; a6; a7 from (7.3.3) and show that
5 55 4 3 5 61 6 443 7
yD 1 2x C 2x 2 C x 3 x C x C x x C :
3 12 4 8 56
We also leave it to you (Exercise 13) to verify numerically
PN n
p pthat the Taylor polynomials TN .x/ D
nD0 na x converge to the solution of (7.3.2) on . 1= 2; 1= 2/.
Example 7.3.2 Find the coefficients a0 , . . . , a5 in the series solution
1
X
yD an .x C 1/n
nD0
of the initial value problem
.3 C x/y 00 C .1 C 2x/y 0 .2 x/y D 0; y. 1/ D 2; y 0 . 1/ D 3: (7.3.4)
Solution Since the desired series is in powers of x C 1 we rewrite the differential equation in (7.3.4) as
Ly D 0, with
Ly D .2 C .x C 1// y 00 .1 2.x C 1// y 0 .3 .x C 1// y:
Since
1
X 1
X 1
X
yD an .x C 1/n ; y0 D nan .x C 1/n 1
and y 00 D n.n 1/an .x C 1/n 2
;
nD0 nD1 nD2
1
X 1
X
n 2
Ly D 2 n.n 1/an .x C 1/ C n.n 1/an .x C 1/n 1
nD2 nD2
1
X 1
X
nan .x C 1/n 1
C2 nan .x C 1/n
nD1 nD1
1
X 1
X
3 an .x C 1/n C an .x C 1/nC1 :
nD0 nD0
Section 7.3 Series Solutions Near an Ordinary Point II 337
Shifting indices so that the general term in each series is a constant multiple of .x C 1/n yields
1
X 1
X
Ly D 2 .n C 2/.n C 1/anC2 .x C 1/n C .n C 1/nanC1 .x C 1/n
nD0 nD0
1
X 1
X 1
X
.n C 1/anC1 .x C 1/n C .2n 3/an .x C 1/n C an 1 .x C 1/n
nD0 nD0 nD1
1
X
D bn .x C 1/n ;
nD0
where
b0 D 4a2 a1 3a0
and
bn D 2.n C 2/.n C 1/anC2 C .n2 1/anC1 C .2n 3/an C an 1; n 1:
Therefore y D 1 n
P
nD0 an .x C 1/ is a solution of Ly D 0 if and only if
1
a2 D .a1 C 3a0 / (7.3.5)
4
and
1 2
anC2 D .n 1/anC1 C .2n 3/an C an 1 ; n 1: (7.3.6)
2.n C 2/.n C 1/
From the initial conditions in (7.3.4), a0 D y. 1/ D 2 and a1 D y 0 . 1/ D 3. We leave it to you to
compute a2 , . . . , a5 with (7.3.5) and (7.3.6) and show that the solution of (7.3.4) is
3 5 7 1
yD 2 3.x C 1/ C .x C 1/2 .x C 1/3 C .x C 1/4 .x C 1/5 C :
4 12 48 60
We also leave it to you (Exercise 14) to verify numerically that the Taylor polynomials TN .x/ D
PN n
nD0 an x converge to the solution of (7.3.4) on the interval of convergence of the power series so-
lution.
Example 7.3.3 Find the coefficients a0 , . . . , a5 in the series solution y D 1 n
P
nD0 an x of the initial value
problem
y 00 C 3xy 0 C .4 C 2x 2 /y D 0; y.0/ D 2; y 0 .0/ D 3: (7.3.7)
Solution Here
Ly D y 00 C 3xy 0 C .4 C 2x 2 /y:
Since
1
X 1
X 1
X
yD an x n ; y0 D nan x n 1
; and y 00 D n.n 1/an x n 2
;
nD0 nD1 nD2
1
X 1
X 1
X 1
X
Ly D n.n 1/an x n 2
C3 nan x n C 4 an x n C 2 an x nC2 :
nD2 nD1 nD0 nD0
338 Chapter 7 Series Solutions of Linear Second Order Equations
Shifting indices so that the general term in each series is a constant multiple of x n yields
1
X 1
X 1
X 1
X
Ly D .n C 2/.n C 1/anC2 x n C .3n C 4/an x n C 2 an 2x
n
D bn x n
nD0 nD0 nD2 nD0
where
b0 D 2a2 C 4a0; b1 D 6a3 C 7a1 ;
and
bn D .n C 2/.n C 1/anC2 C .3n C 4/an C 2an 2; n 2:
P1 n
Therefore y D nD0 an x is a solution of Ly D 0 if and only if
7
a2 D 2a0; a3 D a1 ; (7.3.8)
6
and
1
anC2 D Œ.3n C 4/an C 2an 2 ; n 2: (7.3.9)
.n C 2/.n C 1/
From the initial conditions in (7.3.7), a0 D y.0/ D 2 and a1 D y 0 .0/ D 3. We leave it to you to
compute a2 , . . . , a5 with (7.3.8) and (7.3.9) and show that the solution of (7.3.7) is
7 79 5
yD2 3x 4x 2 C x 3 C 3x 4 x C :
2 40
We also leave it to you (Exercise 15) to verify numerically that the Taylor polynomials TN .x/ D
PN n
nD0 an x converge to the solution of (7.3.9) on the interval of convergence of the power series so-
lution.
7.3 Exercises
P1
In Exercises 1–12 find the coefficients a0 ,. . . , aN for N at least 7 in the series solution y D nD0 an x n
of the initial value problem.
1. C .1 C 3x/y 00 C xy 0 C 2y D 0; y.0/ D 2; y 0 .0/ D 3
2. C .1 C x C 2x 2 /y 00 C .2 C 8x/y 0 C 4y D 0; y.0/ D 1; y 0 .0/ D 2
3. C .1 2x 2/y 00 C .2 6x/y 0 2y D 0; y.0/ D 1; y 0 .0/ D 0
4. C .1 C x C 3x 2 /y 00 C .2 C 15x/y 0 C 12y D 0; y.0/ D 0; y 0 .0/ D 1
5. C .2 C x/y 00 C .1 C x/y 0 C 3y D 0; y.0/ D 4; y 0 .0/ D 3
6. C .3 C 3x C x 2 /y 00 C .6 C 4x/y 0 C 2y D 0; y.0/ D 7; y 0 .0/ D 3
7. C .4 C x/y 00 C .2 C x/y 0 C 2y D 0; y.0/ D 2; y 0 .0/ D 5
8. C .2 3x C 2x 2 /y 00 .4 6x/y 0 C 2y D 0; y.1/ D 1; y 0 .1/ D 1
9. C .3x C 2x 2 /y 00 C 10.1 C x/y 0 C 8y D 0; y. 1/ D 1; y 0 . 1/ D 1
10. C .1 x C x 2 /y 00 .1 4x/y 0 C 2y D 0; y.1/ D 2; y 0 .1/ D 1
11. C .2 C x/y 00 C .2 C x/y 0 C y D 0; y. 1/ D 2; y 0 . 1/ D 3
Section 7.3 Series Solutions Near an Ordinary Point II 339
12. C x 2 y 00 .6 7x/y 0 C 8y D 0; y.1/ D 1; y 0 .1/ D 2
13. L Do the following experiment for various choices of real numbers a0 , a1 , and r , with 0 < r <
p
1= 2.
(a) Use differential equations software to solve the initial value problem
.1 C x C 2x 2/y 00 C .1 C 7x/y 0 C 2y D 0; y.0/ D a0 ; y 0 .0/ D a1 ; .A/
numerically on . r; r /. (See Example 7.3.1.)
(b) For N D 2, 3, 4, . . . , compute a2 , . . . , aN in the power series solution y D 1 n
P
nD0 an x of
(A), and graph
N
X
TN .x/ D an x n
nD0
and the solution obtained in (a) on . r; r /. Continue increasing N until there’s no perceptible
difference between the two graphs.
14. L Do the following experiment for various choices of real numbers a0 , a1 , and r , with 0 < r < 2.
(a) Use differential equations software to solve the initial value problem
.3 C x/y 00 C .1 C 2x/y 0 .2 x/y D 0; y. 1/ D a0 ; y 0 . 1/ D a1 ; .A/
numerically on . 1 r; 1 C r /. (See Example 7.3.2. Why this interval?)
(b) For N D 2, 3, 4, . . . , compute a2 ; : : : ; aN in the power series solution
1
X
yD an .x C 1/n
nD0
of (A), and graph
N
X
TN .x/ D an .x C 1/n
nD0
and the solution obtained in (a) on . 1 r; 1 C r /. Continue increasing N until there’s no
perceptible difference between the two graphs.
15. L Do the following experiment for several choices of a0 , a1 , and r , with r > 0.
(a) Use differential equations software to solve the initial value problem
y 00 C 3xy 0 C .4 C 2x 2/y D 0; y.0/ D a0 ; y 0 .0/ D a1 ; .A/
numerically on . r; r /. (See Example 7.3.3.)
(b) Find the coefficients a0 , a1 , . . . , aN in the power series solution y D 1 n
P
nD0 an x of (A),
and graph
N
X
TN .x/ D an x n
nD0
and the solution obtained in (a) on . r; r /. Continue increasing N until there’s no perceptible
difference between the two graphs.
340 Chapter 7 Series Solutions of Linear Second Order Equations
16. L Do the following experiment for several choices of a0 and a1 .
(a) Use differential equations software to solve the initial value problem
.1 x/y 00 .2 x/y 0 C y D 0; y.0/ D a0 ; y 0 .0/ D a1 ; .A/
numerically on . r; r /.
(b) Find the coefficients a0 , a1 , . . . , aN in the power series solution y D N n
P
nD0 an x of (A),
and graph
N
X
TN .x/ D an x n
nD0
and the solution obtained in (a) on . r; r /. Continue increasing N until there’s no perceptible
difference between the two graphs. What happens as you let r ! 1?
17. L Follow the directions of Exercise 16 for the initial value problem
.1 C x/y 00 C 3y 0 C 32y D 0; y.0/ D a0 ; y 0 .0/ D a1 :
18. L Follow the directions of Exercise 16 for the initial value problem
.1 C x 2 /y 00 C y 0 C 2y D 0; y.0/ D a0 ; y 0 .0/ D a1 :
In Exercises 19–28 find the coefficients a0 , . . . , aN for N at least 7 in the series solution
1
X
yD an .x x0 /n
nD0
of the initial value problem. Take x0 to be the point where the initial conditions are imposed.
19. C .2 C 4x/y 00 4y 0 .6 C 4x/y D 0; y.0/ D 2; y 0 .0/ D 7
20. C .1 C 2x/y 00 .1 2x/y 0 .3 2x/y D 0; y.1/ D 1; y 0 .1/ D 2
21. C .5 C 2x/y 00 y 0 C .5 C x/y D 0; y. 2/ D 2; y 0 . 2/ D 1
22. C .4 C x/y 00 .4 C 2x/y 0 C .6 C x/y D 0; y. 3/ D 2; y 0 . 3/ D 2
23. C .2 C 3x/y 00 xy 0 C 2xy D 0; y.0/ D 1; y 0 .0/ D 2
24. C .3 C 2x/y 00 C 3y 0 xy D 0; y. 1/ D 2; y 0 . 1/ D 3
25. C .3 C 2x/y 00 3y 0 .2 C x/y D 0; y. 2/ D 2; y 0 . 2/ D 3
26. C .10 2x/y 00 C .1 C x/y D 0; y.2/ D 2; y 0 .2/ D 4
27. C .7 C x/y 00 C .8 C 2x/y 0 C .5 C x/y D 0; y. 4/ D 1; y 0 . 4/ D 2
28. C .6 C 4x/y 00 C .1 C 2x/y D 0; y. 1/ D 1; y 0 . 1/ D 2
29. Show that the coefficients in the power series in x for the general solution of
.1 C ˛x C ˇx 2 /y 00 C . C ıx/y 0 C y D 0
satisfy the recurrrence relation
C ˛n ˇn.n 1/ C ın C
anC2 D anC1 an :
nC2 .n C 2/.n C 1/
Section 7.3 Series Solutions Near an Ordinary Point II 341
P1
30. (a) Let ˛ and ˇ be constants, with ˇ ¤ 0. Show that y D nD0 an x n is a solution of
.1 C ˛x C ˇx 2 /y 00 C .2˛ C 4ˇx/y 0 C 2ˇy D 0 .A/
if and only if
anC2 C ˛anC1 C ˇan D 0; n 0: .B/
An equation of this form is called a second order homogeneous linear difference equation.
The polynomial p.r / D r 2 C ˛r C ˇ is called the characteristic polynomial of (B). If r1 and
r2 are the zeros of p, then 1=r1 and 1=r2 are the zeros of
P0 .x/ D 1 C ˛x C ˇx 2:
(b) Suppose p.r / D .r r1 /.r r2 / where r1 and r2 are real and distinct, and let be the
smaller of the two numbers f1=jr1j; 1=jr2jg. Show that if c1 and c2 are constants then the
sequence
an D c1 r1n C c2 r2n ; n 0
satisfies (B). Conclude from this that any function of the form
1
X
yD .c1 r1n C c2r2n /x n
nD0
is a solution of (A) on . ; /.
(c) Use (b) and the formula for the sum of a geometric series to show that the functions
1 1
y1 D and y2 D
1 r1 x 1 r2 x
form a fundamental set of solutions of (A) on . ; /.
(d) Show that fy1 ; y2g is a fundamental set of solutions of (A) on any interval that does’nt contain
either 1=r1 or 1=r2 .
(e) Suppose p.r / D .r r1/2 , and let D 1=jr1 j. Show that if c1 and c2 are constants then the
sequence
an D .c1 C c2n/r1n ; n 0
satisfies (B). Conclude from this that any function of the form
1
X
yD .c1 C c2n/r1n x n
nD0
is a solution of (A) on . ; /.
(f) Use (e) and the formula for the sum of a geometric series to show that the functions
1 x
y1 D and y2 D
1 r1 x .1 r1 x/2
form a fundamental set of solutions of (A) on . ; /.
(g) Show that fy1 ; y2 g is a fundamental set of solutions of (A) on any interval that does not
contain 1=r1 .
342 Chapter 7 Series Solutions of Linear Second Order Equations
31. Use the results of Exercise 30 to find the general solution of the given equation on any interval on
which polynomial multiplying y 00 has no zeros.
(a) .1 C 3x C 2x 2 /y 00 C .6 C 8x/y 0 C 4y D 0
(b) .1 5x C 6x 2 /y 00 .10 24x/y 0 C 12y D 0
(c) .1 4x C 4x 2 /y 00 .8 16x/y 0 C 8y D 0
(d) .4 C 4x C x 2/y 00 C .8 C 4x/y 0 C 2y D 0
(e) .4 C 8x C 3x 2 /y 00 C .16 C 12x/y 0 C 6y D 0
P1
In Exercises 32–38 find the coefficients a0 , . . . , aN for N at least 7 in the series solution y D nD0 an x n
of the initial value problem.
32. C y 00 C 2xy 0 C .3 C 2x 2/y D 0; y.0/ D 1; y 0 .0/ D 2
33. C y 00 3xy 0 C .5 C 2x 2 /y D 0; y.0/ D 1; y 0 .0/ D 2
34. C y 00 C 5xy 0 .3 x 2 /y D 0; y.0/ D 6; y 0 .0/ D 2
00 0 2 0
35. C y 2xy .2 C 3x /y D 0; y.0/ D 2; y .0/ D 5
36. C y 00 3xy 0 C .2 C 4x 2/y D 0; y.0/ D 3; y 0 .0/ D 6
37. C 2y 00 C 5xy 0 C .4 C 2x 2 /y D 0; y.0/ D 3; y 0 .0/ D 2
38. C 3y 00 C 2xy 0 C .4 x 2 /y D 0; y.0/ D 2; y 0 .0/ D 3
39. Find power series in x for the solutions y1 and y2 of
y 00 C 4xy 0 C .2 C 4x 2/y D 0
such that y1 .0/ D 1, y10 .0/ D 0, y2 .0/ D 0, y20 .0/ D 1, and identify y1 and y2 in terms of
familiar elementary functions.
In Exercises 40–49 find the coefficients a0 , . . . , aN for N at least 7 in the series solution
1
X
yD an .x x0 /n
nD0
of the initial value problem. Take x0 to be the point where the initial conditions are imposed.
40. C .1 C x/y 00 C x 2y 0 C .1 C 2x/y D 0; y.0/ 2; y 0 .0/ D 3
41. C y 00 C .1 C 2x C x 2 /y 0 C 2y D 0; y.0/ D 2; y 0 .0/ D 3
42. C .1 C x 2 /y 00 C .2 C x 2 /y 0 C xy D 0; y.0/ D 3; y 0 .0/ D 5
43. C .1 C x/y 00 C .1 3x C 2x 2 /y 0 .x 4/y D 0; y.1/ D 2; y 0 .1/ D 3
44. C y 00 C .13 C 12x C 3x 2 /y 0 C .5 C 2x/; y. 2/ D 2; y 0 . 2/ D 3
45. C .1 C 2x C 3x 2 /y 00 C .2 x 2 /y 0 C .1 C x/y D 0; y.0/ D 1; y 0 .0/ D 2
46. C .3 C 4x C x 2 /y 00 .5 C 4x x 2 /y 0 .2 C x/y D 0; y. 2/ D 2; y 0 . 2/ D 1
47. C .1 C 2x C x 2 /y 00 C .1 x/y D 0; y.0/ D 2; y 0 .0/ D 1
48. C .x 2x 2/y 00 C .1 C 3x x 2 /y 0 C .2 C x/y D 0; y.1/ D 1; y 0 .1/ D 0
49. C .16 11x C 2x 2/y 00 C .10 6x C x 2 /y 0 .2 x/y; y.3/ D 1; y 0 .3/ D 2
Section 7.4 Regular Singular Points: Euler Equations 343
7.4 REGULAR SINGULAR POINTS EULER EQUATIONS
This section sets the stage for Sections 1.5, 1.6, and 1.7. If you’re not interested in those sections, but wish
to learn about Euler equations, omit the introductory paragraphs and start reading at Definition 7.4.2.
In the next three sections we’ll continue to study equations of the form
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0 (7.4.1)
where P0 , P1 , and P2 are polynomials, but the emphasis will be different from that of Sections 7.2 and
7.3, where we obtained solutions of (7.4.1) near an ordinary point x0 in the form of power series in
x x0 . If x0 is a singular point of (7.4.1) (that is, if P .x0 / D 0), the solutions can’t in general be
represented by power series in x x0 . Nevertheless, it’s often necessary in physical applications to study
the behavior of solutions of (7.4.1) near a singular point. Although this can be difficult in the absence of
some sort of assumption on the nature of the singular point, equations that satisfy the requirements of the
next definition can be solved by series methods discussed in the next three sections. Fortunately, many
equations arising in applications satisfy these requirements.
Definition 7.4.1 Let P0 , P1 , and P2 be polynomials with no common factor and suppose P0 .x0 / D 0.
Then x0 is a regular singular point of the equation
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0 (7.4.2)
if (7.4.2) can be written as
.x x0 /2 A.x/y 00 C .x x0 /B.x/y 0 C C.x/y D 0 (7.4.3)
where A, B, and C are polynomials and A.x0 / ¤ 0; otherwise, x0 is an irregular singular point of
(7.4.2).
Example 7.4.1 Bessel’s equation,
x 2 y 00 C xy 0 C .x 2 2 /y D 0; (7.4.4)
has the singular point x0 D 0. Since this equation is of the form (7.4.3) with x0 D 0, A.x/ D 1,
B.x/ D 1, and C.x/ D x 2 2 , it follows that x0 D 0 is a regular singular point of (7.4.4).
Example 7.4.2 Legendre’s equation,
.1 x 2 /y 00 2xy 0 C ˛.˛ C 1/y D 0; (7.4.5)
has the singular points x0 D ˙1. Mutiplying through by 1 x yields
.x 1/2 .x C 1/y 00 C 2x.x 1/y 0 ˛.˛ C 1/.x 1/y D 0;
which is of the form (7.4.3) with x0 D 1, A.x/ D x C 1, B.x/ D 2x, and C.x/ D ˛.˛ C 1/.x 1/.
Therefore x0 D 1 is a regular singular point of (7.4.5). We leave it to you to show that x0 D 1 is also a
regular singular point of (7.4.5).
344 Chapter 7 Series Solutions of Linear Second Order Equations
Example 7.4.3 The equation
x 3 y 00 C xy 0 C y D 0
has an irregular singular point at x0 D 0. (Verify.)
For convenience we restrict our attention to the case where x0 D 0 is a regular singular point of (7.4.2).
This isn’t really a restriction, since if x0 ¤ 0 is a regular singular point of (7.4.2) then introducing the
new independent variable t D x x0 and the new unknown Y .t/ D y.t C x0 / leads to a differential
equation with polynomial coefficients that has a regular singular point at t0 D 0. This is illustrated in
Exercise 22 for Legendre’s equation, and in Exercise 23 for the general case.
Euler Equations
The simplest kind of equation with a regular singular point at x0 D 0 is the Euler equation, defined as
follows.
Definition 7.4.2 An Euler equation is an equation that can be written in the form
ax 2 y 00 C bxy 0 C cy D 0; (7.4.6)
where a; b, and c are real constants and a ¤ 0.
Theorem 5.1.1 implies that (7.4.6) has solutions defined on .0; 1/ and . 1; 0/, since (7.4.6) can be
rewritten as
b c
ay 00 C y 0 C 2 y D 0:
x x
For convenience we’ll restrict our attention to the interval .0; 1/. (Exercise 19 deals with solutions of
(7.4.6) on . 1; 0/.) The key to finding solutions on .0; 1/ is that if x > 0 then x r is defined as a
real-valued function on .0; 1/ for all values of r , and substituting y D x r into (7.4.6) produces
ax 2 .x r /00 C bx.x r /0 C cx r D ax 2 r .r 1/x r 2 C bxr x r 1
C cx r
(7.4.7)
D Œar .r 1/ C br C cx r :
The polynomial
p.r / D ar .r 1/ C br C c
is called the indicial polynomial of (7.4.6), and p.r / D 0 is its indicial equation. From (7.4.7) we can see
that y D x r is a solution of (7.4.6) on .0; 1/ if and only if p.r / D 0. Therefore, if the indicial equation
has distinct real roots r1 and r2 then y1 D x r1 and y2 D x r2 form a fundamental set of solutions of
(7.4.6) on .0; 1/, since y2 =y1 D x r2 r1 is nonconstant. In this case
y D c1 x r1 C c2 x r2
is the general solution of (7.4.6) on .0; 1/.
Example 7.4.4 Find the general solution of
x 2 y 00 xy 0 8y D 0 (7.4.8)
on .0; 1/.
Solution The indicial polynomial of (7.4.8) is
p.r / D r .r 1/ r 8 D .r 4/.r C 2/:
Therefore y1 D x 4 and y2 D x 2
are solutions of (7.4.8) on .0; 1/, and its general solution on .0; 1/ is
c2
y D c1 x 4 C 2 :
x
Section 7.4 Regular Singular Points: Euler Equations 345
Example 7.4.5 Find the general solution of
6x 2y 00 C 5xy 0 yD0 (7.4.9)
on .0; 1/.
Solution The indicial polynomial of (7.4.9) is
p.r / D 6r .r 1/ C 5r 1 D .2r 1/.3r C 1/:
Therefore the general solution of (7.4.9) on .0; 1/ is
y D c1x 1=2 C c2 x 1=3
:
If the indicial equation has a repeated root r1 , then y1 D x r1 is a solution of
ax 2 y 00 C bxy 0 C cy D 0; (7.4.10)
on .0; 1/, but (7.4.10) has no other solution of the form y D x r . If the indicial equation has complex
conjugate zeros then (7.4.10) has no real–valued solutions of the form y D x r . Fortunately we can use
the results of Section 5.2 for constant coefficient equations to solve (7.4.10) in any case.
Theorem 7.4.3 Suppose the roots of the indicial equation
ar .r 1/ C br C c D 0 (7.4.11)
are r1 and r2 . Then the general solution of the Euler equation
ax 2 y 00 C bxy 0 C cy D 0 (7.4.12)
on .0; 1/ is
y D c1x r1 C c2 x r2 if r1 and r2 are distinct real numbers I
y D x r1 .c1 C c2 ln x/ if r1 D r2 I
y D x Œc1 cos .! ln x/ C c2 sin .! ln x/ if r1 ; r2 D ˙ i ! with ! > 0:
Proof We first show that y D y.x/ satisfies (7.4.12) on .0; 1/ if and only if Y .t/ D y.e t / satisfies the
constant coefficient equation
d 2Y dY
a 2 C .b a/ C cY D 0 (7.4.13)
dt dt
on . 1; 1/. To do this, it’s convenient to write x D e t , or, equivalently, t D ln x; thus, Y .t/ D y.x/,
where x D e t . From the chain rule,
dY dy dx
D
dt dx dt
and, since
dx
D e t D x;
dt
it follows that
dY dy
Dx : (7.4.14)
dt dx
346 Chapter 7 Series Solutions of Linear Second Order Equations
Differentiating this with respect to t and using the chain rule again yields
d 2Y
d dY d dy
D D x
dt 2 dt dt dt dx
dx dy d 2 y dx
D Cx 2
dt dx dx dt
2
dy 2d y dx
D x Cx since Dx :
dx dx 2 dt
From this and (7.4.14),
d 2y d 2Y dY
x2 2
D 2
:
dx dt dt
Substituting this and (7.4.14) into (7.4.12) yields (7.4.13). Since (7.4.11) is the characteristic equation of
(7.4.13), Theorem 5.2.1 implies that the general solution of (7.4.13) on . 1; 1/ is
Y .t/ D c1 e r1t C c2e r2 t if r1 and r2 are distinct real numbers;
Y .t/ D e r1t .c1 C c2 t/ if r1 D r2 ;
Y .t/ D e t .c1 cos !t C c2 sin !t/ if r1 ; r2 D ˙ i ! with ! ¤ 0:
Since Y .t/ D y.e t /, substituting t D ln x in the last three equations shows that the general solution of
(7.4.12) on .0; 1/ has the form stated in the theorem.
Example 7.4.6 Find the general solution of
x 2 y 00 5xy 0 C 9y D 0 (7.4.15)
on .0; 1/.
Solution The indicial polynomial of (7.4.15) is
p.r / D r .r 1/ 5r C 9 D .r 3/2 :
Therefore the general solution of (7.4.15) on .0; 1/ is
y D x 3 .c1 C c2 ln x/:
Example 7.4.7 Find the general solution of
x 2 y 00 C 3xy 0 C 2y D 0 (7.4.16)
on .0; 1/.
Solution The indicial polynomial of (7.4.16) is
p.r / D r .r 1/ C 3r C 2 D .r C 1/2 C 1:
The roots of the indicial equation are r D 1 ˙ i and the general solution of (7.4.16) on .0; 1/ is
1
yD Œc1 cos.ln x/ C c2 sin.ln x/ :
x
Section 7.4 Regular Singular Points: Euler Equations 347
7.4 Exercises
In Exercises 1–18 find the general solution of the given Euler equation on .0; 1/.
1. x 2y 00 C 7xy 0 C 8y D 0 2. x 2 y 00 7xy 0 C 7y D 0
3. x 2y 00 xy 0 C y D 0 4. x 2 y 00 C 5xy 0 C 4y D 0
5. x 2y 00 C xy 0 C y D 0 6. x 2 y 00 3xy 0 C 13y D 0
7. x 2y 00 C 3xy 0 3y D 0 8. 12x 2y 00 5xy 00 C 6y D 0
9. 4x 2y 00 C 8xy 0 C y D 0 10. 3x 2 y 00 xy 0 C y D 0
11. 2x 2y 00 3xy 0 C 2y D 0 12. x 2 y 00 C 3xy 0 C 5y D 0
13. 9x 2y 00 C 15xy 0 C y D 0 14. x 2 y 00 xy 0 C 10y D 0
15. x 2y 00 6y D 0 16. 2x 2 y 00 C 3xy 0 y D0
17. x 2y 00 3xy 0 C 4y D 0 18. 2x 2 y 00 C 10xy 0 C 9y D 0
19. (a) Adapt the proof of Theorem 7.4.3 to show that y D y.x/ satisfies the Euler equation
ax 2 y 00 C bxy 0 C cy D 0 (7.4.1)
on . 1; 0/ if and only if Y .t/ D y. e t /
d 2Y dY
a C .b a/ C cY D 0:
dt 2 dt
on . 1; 1/.
(b) Use (a) to show that the general solution of (7.4.1) on . 1; 0/ is
y D c1 jxjr1 C c2jxjr2 if r1 and r2 are distinct real numbers;
y D jxjr1 .c1 C c2 ln jxj/ if r1 D r2 ;
y D jxj Œc1 cos .! ln jxj/ C c2 sin .! ln jxj/ if r1 ; r2 D ˙ i ! with ! > 0:
20. Use reduction of order to show that if
ar .r 1/ C br C c D 0
has a repeated root r1 then y D x r1 .c1 C c2 ln x/ is the general solution of
ax 2 y 00 C bxy 0 C cy D 0
on .0; 1/.
348 Chapter 7 Series Solutions of Linear Second Order Equations
21. A nontrivial solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0
is said to be oscillatory on an interval .a; b/ if it has infinitely many zeros on .a; b/. Otherwise y
is said to be nonoscillatory on .a; b/. Show that the equation
x 2 y 00 C ky D 0 .k D constant/
has oscillatory solutions on .0; 1/ if and only if k > 1=4.
22. In Example 7.4.2 we saw that x0 D 1 and x0 D 1 are regular singular points of Legendre’s
equation
.1 x 2 /y 00 2xy 0 C ˛.˛ C 1/y D 0: .A/
(a) Introduce the new variables t D x 1 and Y .t/ D y.t C 1/, and show that y is a solution of
(A) if and only if Y is a solution of
d 2Y dY
t.2 C t/ 2
C 2.1 C t/ ˛.˛ C 1/Y D 0;
dt dt
which has a regular singular point at t0 D 0.
(b) Introduce the new variables t D x C 1 and Y .t/ D y.t 1/, and show that y is a solution of
(A) if and only if Y is a solution of
d 2Y dY
t.2 t/ C 2.1 t/ C ˛.˛ C 1/Y D 0;
dt 2 dt
which has a regular singular point at t0 D 0.
23. Let P0 ; P1 , and P2 be polynomials with no common factor, and suppose x0 ¤ 0 is a singular point
of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0: .A/
Let t D x x0 and Y .t/ D y.t C x0 /.
(a) Show that y is a solution of (A) if and only if Y is a solution of
d 2Y dY
R0 .t/ 2
C R1 .t/ C R2 .t/Y D 0: .B/
dt dt
where
Ri .t/ D Pi .t C x0 /; i D 0; 1; 2:
(b) Show that R0 , R1 , and R2 are polynomials in t with no common factors, and R0 .0/ D 0;
thus, t0 D 0 is a singular point of (B).
7.5 THE METHOD OF FROBENIUS I
In this section we begin to study series solutions of a homogeneous linear second order differential equa-
tion with a regular singular point at x0 D 0, so it can be written as
x 2 A.x/y 00 C xB.x/y 0 C C.x/y D 0; (7.5.1)
where A, B, C are polynomials and A.0/ ¤ 0.
Section 7.5 The Method of Frobenius I 349
We’ll see that (7.5.1) always has at least one solution of the form
1
X
r
y Dx an x n
nD0
where a0 ¤ 0 and r is a suitably chosen number. The method we will use to find solutions of this form
and other forms that we’ll encounter in the next two sections is called the method of Frobenius, and we’ll
call them Frobenius solutions.
It can be shown that the power series 1 n
P
nD0 an x in a Frobenius solution of (7.5.1) converges on some
open interval . ; /, where 0 < 1. However, since x r may be complex for negative x or undefined
if x D 0, we’ll consider solutions defined for positive values of x. Easy modifications of our results yield
solutions defined for negative values of x. (Exercise 54).
We’ll restrict our attention to the case where A, B, and C are polynomials of degree not greater than
two, so (7.5.1) becomes
x 2 .˛0 C ˛1 x C ˛2 x 2 /y 00 C x.ˇ0 C ˇ1 x C ˇ2 x 2 /y 0 C . 0 C 1 x C 2 x 2 /y D 0; (7.5.2)
where ˛i , ˇi , and
i are real constants and ˛0 ¤ 0. Most equations that arise in applications can be
written this way. Some examples are
˛x 2y 00 C ˇxy 0 C y D 0 (Euler’s equation);
2 00 0 2 2
x y C xy C .x /y D 0 (Bessel’s equation);
and
xy 00 C .1 x/y 0 C y D 0; (Laguerre’s equation);
where we would multiply the last equation through by x to put it in the form (7.5.2). However, the
method of Frobenius can be extended to the case where A, B, and C are functions that can be represented
by power series in x on some interval that contains zero, and A0 .0/ ¤ 0 (Exercises 57 and 58).
The next two theorems will enable us to develop systematic methods for finding Frobenius solutions
of (7.5.2).
Theorem 7.5.1 Let
Ly D x 2 .˛0 C ˛1 x C ˛2 x 2 /y 00 C x.ˇ0 C ˇ1 x C ˇ2 x 2 /y 0 C . 0 C 1 x C 2 x 2 /y;
and define
p0 .r / D ˛0 r .r 1/ C ˇ0 r C
0 ;
p1 .r / D ˛1 r .r 1/ C ˇ1 r C
1 ;
p2 .r / D ˛2 r .r 1/ C ˇ2 r C
2 :
Suppose the series
1
X
yD an x nCr (7.5.3)
nD0
converges on .0; /. Then
1
X
Ly D bn x nCr (7.5.4)
nD0
350 Chapter 7 Series Solutions of Linear Second Order Equations
on .0; /; where
b0 D p0 .r /a0 ;
b1 D p0 .r C 1/a1 C p1 .r /a0 ; (7.5.5)
bn D p0 .n C r /an C p1 .n C r 1/an 1 C p2 .n C r 2/an 2; n 2:
Proof We begin by showing that if y is given by (7.5.3) and ˛, ˇ, and
are constants, then
1
X
˛x 2y 00 C ˇxy 0 C
y D p.n C r /an x nCr ; (7.5.6)
nD0
where
p.r / D ˛r .r 1/ C ˇr C
:
Differentiating (3) twice yields
1
X
y0 D .n C r /an x nCr 1
(7.5.7)
nD0
and
1
X
y 00 D .n C r /.n C r 1/an x nCr 2
: (7.5.8)
nD0
Multiplying (7.5.7) by x and (7.5.8) by x 2 yields
1
X
xy 0 D .n C r /an x nCr
nD0
and
1
X
x 2 y 00 D .n C r /.n C r 1/an x nCr :
nD0
Therefore
1
X
˛x 2y 00 C ˇxy 0 C
y D Œ˛.n C r /.n C r 1/ C ˇ.n C r / C
an x nCr
nD0
1
X
D p.n C r /an x nCr ;
nD0
which proves (7.5.6).
Multiplying (7.5.6) by x yields
1
X 1
X
x.˛x 2y 00 C ˇxy 0 C y/ D p.n C r /an x nCr C1 D p.n C r 1/an 1x
nCr
: (7.5.9)
nD0 nD1
Multiplying (7.5.6) by x 2 yields
1
X 1
X
x 2 .˛x 2 y 00 C ˇxy 0 C y/ D p.n C r /an x nCr C2 D p.n C r 2/an 2x
nCr
: (7.5.10)
nD0 nD2
Section 7.5 The Method of Frobenius I 351
To use these results, we rewrite
Ly D x 2 .˛0 C ˛1x C ˛2 x 2 /y 00 C x.ˇ0 C ˇ1 x C ˇ2 x 2 /y 0 C . 0 C 1 x C 2 x 2 /y
as
˛0x 2 y 00 C ˇ0 xy 0 C
0 y C x ˛1 x 2 y 00 C ˇ1 xy 0 C
1 y
Ly D
(7.5.11)
C x 2 ˛2x 2 y 00 C ˇ2 xy 0 C
2 y :
From (7.5.6) with p D p0 ,
1
X
˛0 x 2 y 00 C ˇ0 xy 0 C 0 y D p0 .n C r /an x nCr :
nD0
From (7.5.9) with p D p1 ,
1
X
x ˛1 x 2 y 00 C ˇ1 xy 0 C 1 y D p1 .n C r 1/an 1x
nCr
:
nD1
From (7.5.10) with p D p2 ,
1
X
x 2 ˛2 x 2 y 00 C ˇ2 xy 0 C 2 y D p2 .n C r 2/an 2x
nCr
:
nD2
Therefore we can rewrite (7.5.11) as
1
X 1
X
Ly D p0 .n C r /an x nCr C p1 .n C r 1/an 1x
nCr
nD0 nD1
1
X
nCr
C p2 .n C r 2/an 2x ;
nD2
or
Ly D p0 .r /a0 x r C Œp0 .r C 1/a1 C p1 .r /a2 x r C1
1
X
nCr
C Œp0 .n C r /an C p1 .n C r 1/an 1 C p2 .n C r 2/an 2 x ;
nD2
which implies (7.5.4) with fbn g defined as in (7.5.5).
Theorem 7.5.2 Let
Ly D x 2 .˛0 C ˛1 x C ˛2 x 2 /y 00 C x.ˇ0 C ˇ1 x C ˇ2 x 2 /y 0 C . 0 C 1 x C 2 x 2 /y;
where ˛0 ¤ 0; and define
p0 .r / D ˛0 r .r 1/ C ˇ0 r C
0 ;
p1 .r / D ˛1 r .r 1/ C ˇ1 r C
1 ;
p2 .r / D ˛2 r .r 1/ C ˇ2 r C
2 :
352 Chapter 7 Series Solutions of Linear Second Order Equations
Suppose r is a real number such that p0 .n C r / is nonzero for all positive integers n: Define
a0 .r / D 1;
p1 .r /
a1 .r / D ;
p0 .r C 1/ (7.5.12)
p1 .n C r 1/an 1 .r / C p2 .n C r 2/an 2 .r /
an .r / D ; n 2:
p0 .n C r /
Then the Frobenius series
1
X
y.x; r / D x r an .r /x n (7.5.13)
nD0
converges and satisfies
Ly.x; r / D p0 .r /x r (7.5.14)
on the interval .0; /; where is the distance from the origin to the nearest zero of A.x/ D ˛0 C ˛1 x C
˛2 x 2 in the complex plane: .If A is constant, then D 1./
If fan .r /g is determined by the recurrence relation (7.5.12) then substituting an D an .r / into (7.5.5)
yields b0 D p0 .r / and bn D 0 for n 1, so (7.5.4) reduces to (7.5.14). We omit the proof that the series
(7.5.13) converges on .0; /.
If ˛i D ˇi D
i D 0 for i D 1, 2; then Ly D 0 reduces to the Euler equation
˛0 x 2 y 00 C ˇ0 xy 0 C 0 y D 0:
Theorem 7.4.3 shows that the solutions of this equation are determined by the zeros of the indicial poly-
nomial
p0 .r / D ˛0 r .r 1/ C ˇ0 r C
0 :
Since (7.5.14) implies that this is also true for the solutions of Ly D 0, we’ll also say that p0 is the
indicial polynomial of (7.5.2), and that p0 .r / D 0 is the indicial equation of Ly D 0. We’ll consider
only cases where the indicial equation has real roots r1 and r2 , with r1 r2 .
Theorem 7.5.3 Let L and fan .r /g be as in Theorem 7.5.2; and suppose the indicial equation p0 .r / D 0
of Ly D 0 has real roots r1 and r2 ; where r1 r2 : Then
1
X
y1 .x/ D y.x; r1 / D x r1 an .r1 /x n
nD0
is a Frobenius solution of Ly D 0. Moreover; if r1 r2 isn’t an integer then
1
X
y2 .x/ D y.x; r2 / D x r2 an .r2 /x n
nD0
is also a Frobenius solution of Ly D 0; and fy1 ; y2 g is a fundamental set of solutions.
Proof Since r1 and r2 are roots of p0 .r / D 0, the indicial polynomial can be factored as
p0 .r / D ˛0.r r1 /.r r2 /: (7.5.15)
Therefore
p0 .n C r1 / D n˛0 .n C r1 r2 /;
Section 7.5 The Method of Frobenius I 353
which is nonzero if n > 0, since r1 r2 0. Therefore the assumptions of Theorem 7.5.2 hold with
r D r1 , and (7.5.14) implies that Ly1 D p0 .r1 /x r1 D 0.
Now suppose r1 r2 isn’t an integer. From (7.5.15),
p0 .n C r2 / D n˛0 .n r1 C r2 / ¤ 0 if n D 1; 2; :
Hence, the assumptions of Theorem 7.5.2 hold with r D r2, and (7.5.14) implies that Ly2 D p0 .r2 /x r2 D
0. We leave the proof that fy1 ; y2g is a fundamental set of solutions as an exercise (Exercise 52).
It isn’t always possible to obtain explicit formulas for the coefficients in Frobenius solutions. However,
we can always set up the recurrence relations and use them to compute as many coefficients as we want.
The next example illustrates this.
Example 7.5.1 Find a fundamental set of Frobenius solutions of
2x 2 .1 C x C x 2 /y 00 C x.9 C 11x C 11x 2 /y 0 C .6 C 10x C 7x 2/y D 0: (7.5.16)
Compute just the first six coefficients a0 ,. . . , a5 in each solution.
Solution For the given equation, the polynomials defined in Theorem 7.5.2 are
p0 .r / D 2r .r 1/ C 9r C 6 D .2r C 3/.r C 2/;
p1 .r / D 2r .r 1/ C 11r C 10 D .2r C 5/.r C 2/;
p2 .r / D 2r .r 1/ C 11r C 7 D .2r C 7/.r C 1/:
The zeros of the indicial polynomial p0 are r1 D 3=2 and r2 D 2, so r1 r2 D 1=2. Therefore
Theorem 7.5.3 implies that
1
X 1
X
3=2
y1 D x an . 3=2/x n and y2 D x 2
an . 2/x n (7.5.17)
nD0 nD0
form a fundamental set of Frobenius solutions of (7.5.16). To find the coefficients in these series, we use
the recurrence relation of Theorem 7.5.2; thus,
a0 .r / D 1;
p1 .r / .2r C 5/.r C 2/ r C2
a1 .r / D D D ;
p0 .r C 1/ .2r C 5/.r C 3/ r C3
p1 .n C r 1/an 1 C p2 .n C r 2/an 2
an .r / D
p0 .n C r /
.n C r C 1/.2n C 2r C 3/an 1 .r / C .n C r 1/.2n C 2r C 3/an 2 .r /
D
.n C r C 2/.2n C 2r C 3/
.n C r C 1/an C .n C r
1 .r / 1/an 2 .r /
D ; n 2:
nCr C2
Setting r D 3=2 in these equations yields
a0 . 3=2/ D 1;
a1 . 3=2/ D 1=3;
(7.5.18)
.2n 1/an 1. 3=2/ C .2n 5/an 2. 3=2/
an . 3=2/ D ; n 2;
2n C 1
354 Chapter 7 Series Solutions of Linear Second Order Equations
and setting r D 2 yields
a0 . 2/ D 1;
a1 . 2/ D 0;
(7.5.19)
.n 1/an 1. 2/ C .n 3/an 2. 2/
an . 2/ D ; n 2:
n
Calculating with (7.5.18) and (7.5.19) and substituting the results into (7.5.17) yields the fundamental set
of Frobenius solutions
3=2 1 2 2 5 3 7 4 76 5
y1 D x 1 xC x x C x C x C ;
3 5 21 135 1155
1 1 3 1 4 1
y2 D x 2 1 C x 2 x C x C x5 C :
2 3 8 30
Special Cases With Two Term Recurrence Relations
For n 2, the recurrence relation (7.5.12) of Theorem 7.5.2 involves the three coefficients an .r /,
an 1 .r /, and an 2 .r /. We’ll now consider some special cases where (7.5.12) reduces to a two term
recurrence relation; that is, a relation involving only an .r / and an 1 .r / or only an .r / and an 2 .r /. This
simplification often makes it possible to obtain explicit formulas for the coefficents of Frobenius solu-
tions.
We first consider equations of the form
x 2.˛0 C ˛1 x/y 00 C x.ˇ0 C ˇ1 x/y 0 C . 0 C 1 x/y D 0
with ˛0 ¤ 0. For this equation, ˛2 D ˇ2 D 2 D 0, so p2 0 and the recurrence relations in
Theorem 7.5.2 simplify to
a0 .r / D 1;
p1 .n C r 1/ (7.5.20)
an .r / D an 1 .r /; n 1:
p0 .n C r /
Example 7.5.2 Find a fundamental set of Frobenius solutions of
x 2 .3 C x/y 00 C 5x.1 C x/y 0 .1 4x/y D 0: (7.5.21)
Give explicit formulas for the coefficients in the solutions.
Solution For this equation, the polynomials defined in Theorem 7.5.2 are
p0 .r / D 3r .r 1/ C 5r 1 D .3r 1/.r C 1/;
p1 .r / D r .r 1/ C 5r C 4 D .r C 2/2 ;
p2 .r / D 0:
The zeros of the indicial polynomial p0 are r1 D 1=3 and r2 D 1, so r1 r2 D 4=3. Therefore
Theorem 7.5.3 implies that
1
X 1
X
y1 D x 1=3 an .1=3/x n and y2 D x 1
an . 1/x n
nD0 nD0
Section 7.5 The Method of Frobenius I 355
form a fundamental set of Frobenius solutions of (7.5.21). To find the coefficients in these series, we use
the recurrence relationss (7.5.20); thus,
a0 .r / D 1;
p1 .n C r 1/
an .r / D an 1 .r /
p0 .n C r /
.n C r C 1/2 (7.5.22)
D an 1 .r /
.3n C 3r 1/.n C r C 1/
nCr C1
D an 1 .r /; n 1:
3n C 3r 1
Setting r D 1=3 in (7.5.22) yields
a0 .1=3/ D 1;
3n C 4
an .1=3/ D an 1 .1=3/; n 1:
9n
By using the product notation introduced in Section 7.2 and proceeding as we did in the examples in that
section yields
. 1/n njD1 .3j C 4/
Q
an .1=3/ D ; n 0:
9n nŠ
Therefore
1
. 1/n njD1 .3j C 4/ n
Q
X
1=3
y1 D x x
nD0
9n nŠ
is a Frobenius solution of (7.5.21).
Setting r D 1 in (7.5.22) yields
a0 . 1/ D 1;
n
an . 1/ D an 1. 1/; n 1;
3n 4
so
. 1/n nŠ
an . 1/ D Qn :
j D1 .3j 4/
Therefore
1
1
X . 1/n nŠ
y2 D x Qn xn
nD0 j D1 .3j 4/
is a Frobenius solution of (7.5.21), and fy1 ; y2 g is a fundamental set of solutions.
We now consider equations of the form
x 2 .˛0 C ˛2 x 2 /y 00 C x.ˇ0 C ˇ2 x 2 /y 0 C . 0 C 2x 2 /y D 0 (7.5.23)
with ˛0 ¤ 0. For this equation, ˛1 D ˇ1 D 1 D 0, so p1 0 and the recurrence relations in
Theorem 7.5.2 simplify to
a0 .r / D 1;
a1 .r / D 0;
p2 .n C r 2/
an .r / D an 2 .r /; n 2:
p0 .n C r /
356 Chapter 7 Series Solutions of Linear Second Order Equations
Since a1 .r / D 0, the last equation implies that an .r / D 0 if n is odd, so the Frobenius solutions are of
the form
X1
y.x; r / D x r a2m .r /x 2m ;
mD0
where
a0 .r / D 1;
p2 .2m C r 2/ (7.5.24)
a2m .r / D a2m 2 .r /; m 1:
p0 .2m C r /
Example 7.5.3 Find a fundamental set of Frobenius solutions of
x 2 .2 x 2/y 00 x.3 C 4x 2 /y 0 C .2 2x 2/y D 0: (7.5.25)
Give explicit formulas for the coefficients in the solutions.
Solution For this equation, the polynomials defined in Theorem 7.5.2 are
p0 .r / D 2r .r 1/ 3r C 2 D .r 2/.2r 1/;
p1 .r / D 0
p2 .r / D Œr .r 1/ C 4r C 2 D .r C 1/.r C 2/:
The zeros of the indicial polynomial p0 are r1 D 2 and r2 D 1=2, so r1 r2 D 3=2. Therefore
Theorem 7.5.3 implies that
1
X 1
X
y1 D x 2 a2m .1=3/x 2m and y2 D x 1=2 a2m .1=2/x 2m
mD0 mD0
form a fundamental set of Frobenius solutions of (7.5.25). To find the coefficients in these series, we use
the recurrence relation (7.5.24); thus,
a0 .r / D 1;
p2 .2m C r 2/
a2m .r / D a2m 2 .r /
p0 .2m C r / (7.5.26)
.2m C r /.2m C r 1/
D a2m 2 .r /; m 1:
.2m C r 2/.4m C 2r 1/
Setting r D 2 in (7.5.26) yields
a0 .2/ D 1;
.m C 1/.2m C 1/
a2m .2/ D a2m 2 .2/; m 1;
m.4m C 3/
so
m
Y 2j C 1
a2m .2/ D .m C 1/ :
4j C 3
j D1
Therefore 0 1
1 m
X Y 2j C 1
y1 D x 2 .m C 1/ @ A x 2m
mD0
4j C 3
j D1
is a Frobenius solution of (7.5.25).
Section 7.5 The Method of Frobenius I 357
Setting r D 1=2 in (7.5.26) yields
a0 .1=2/ D 1;
.4m 1/.4m C 1/
a2m .1=2/ D a2m 2 .1=2/; m 1;
8m.4m 3/
so
m
1 Y .4j 1/.4j C 1/
a2m .1=2/ D m :
8 mŠ 4j 3
j D1
Therefore 0 1
1 m
X 1 Y .4j 1/.4j C 1/
y2 D x 1=2 m mŠ
@ A x 2m
mD0
8 4j 3
j D1
is a Frobenius solution of (7.5.25) and fy1 ; y2 g is a fundamental set of solutions.
R EMARK: Thus far, we considered only the case where the indicial equation has real roots that don’t
differ by an integer, which allows us to apply Theorem 7.5.3. However, for equations of the form (7.5.23),
the sequence fa2m .r /g in (7.5.24) is defined for r D r2 if r1 r2 isn’t an even integer. It can be shown
(Exercise 56) that in this case
1
X 1
X
y1 D x r1 a2m .r1 /x 2m and y2 D x r2 a2m .r2 /x 2m
mD0 mD0
form a fundamental set Frobenius solutions of (7.5.23).
USING TECHNOLOGY
As we said at the end of Section 7.2, if you’re interested in actually using series to compute numerical
approximations to solutions of a differential equation, then whether or not there’s a simple closed form
for the coefficents is essentially irrelevant; recursive computation is usually more efficient. Since it’s also
laborious, we encourage you to write short programs to implement recurrence relations on a calculator or
computer, even in exercises where this is not specifically required.
In practical use of the method of Frobenius when x0 D 0 is a regular singular point, we’re interested
in how well the functions
N
X
yN .x; ri / D x ri an .ri /x n ; i D 1; 2;
nD0
approximate solutions to a given equation when ri is a zero of the indicial polynomial. In dealing with
the corresponding problem for the case where x0 D 0 is an ordinary point, we used numerical integration
to solve the differential equation subject to initial conditions y.0/ D a0 ; y 0 .0/ D a1 , and compared
the result with values of the Taylor polynomial
N
X
TN .x/ D an x n :
nD0
We can’t do that here, since in general we can’t prescribe arbitrary initial values for solutions of a dif-
ferential equation at a singular point. Therefore, motivated by Theorem 7.5.2 (specifically, (7.5.14)), we
suggest the following procedure.
358 Chapter 7 Series Solutions of Linear Second Order Equations
Verification Procedure
Let L and Yn .xI ri / be defined by
Ly D x 2 .˛0 C ˛1x C ˛2 x 2 /y 00 C x.ˇ0 C ˇ1 x C ˇ2 x 2 /y 0 C . 0 C 1 x C 2 x 2 /y
and
N
X
yN .xI ri / D x ri an .ri /x n ;
nD0
where the coefficients fan .ri /gN
nD0 are computed as in (7.5.12), Theorem 7.5.2. Compute the error
ri
EN .xI ri / D x LyN .xI ri /=˛0 (7.5.27)
for various values of N and various values of x in the interval .0; /, with as defined in Theorem 7.5.2.
The multiplier x ri =˛0 on the right of (7.5.27) eliminates the effects of small or large values of x ri
near x D 0, and of multiplication by an arbitrary constant. In some exercises you will be asked to
estimate the maximum value of EN .xI ri / on an interval .0; ı by computing EN .xm I ri / at the M points
xm D mı=M; m D 1, 2, . . . , M , and finding the maximum of the absolute values:
N .ı/ D maxfjEN .xm I ri /j; m D 1; 2; : : : ; M g: (7.5.28)
(For simplicity, this notation ignores the dependence of the right side of the equation on i and M .)
To implement this procedure, you’ll have to write a computer program to calculate fan .ri /g from the
applicable recurrence relation, and to evaluate EN .xI ri /.
The next exercise set contains five exercises specifically identified by L that ask you to implement the
verification procedure. These particular exercises were chosen arbitrarily you can just as well formulate
such laboratory problems for any of the equations in any of the Exercises 1–10, 14-25, and 28–51
7.5 Exercises
This set contains exercises specifically identified by L that ask you to implement the verification pro-
cedure. These particular exercises were chosen arbitrarily you can just as well formulate such laboratory
problems for any of the equations in Exercises 1–10, 14-25, and 28–51.
In Exercises 1–10 find a fundamental set of Frobenius solutions. Compute a0 , a1 . . . , aN for N at least
7 in each solution.
1. C 2x 2.1 C x C x 2 /y 00 C x.3 C 3x C 5x 2 /y 0 yD0
2. C 3x 2y 00 C 2x.1 C x 2x 2/y 0 C .2x 8x 2/y D 0
3. C x 2 .3 C 3x C x 2 /y 00 C x.5 C 8x C 7x 2 /y 0 .1 2x 9x 2/y D 0
4. C 4x 2y 00 C x.7 C 2x C 4x 2 /y 0 .1 4x 7x 2 /y D 0
5. C 12x 2.1 C x/y 00 C x.11 C 35x C 3x 2 /y 0 .1 10x 5x 2/y D 0
6. C x 2 .5 C x C 10x 2/y 00 C x.4 C 3x C 48x 2/y 0 C .x C 36x 2 /y D 0
7. C 8x 2y 00 2x.3 4x x 2 /y 0 C .3 C 6x C x 2 /y D 0
8. C 18x 2.1 C x/y 00 C 3x.5 C 11x C x 2 /y 0 .1 2x 5x 2 /y D 0
9. C x.3 C x C x 2 /y 00 C .4 C x x 2 /y 0 C xy D 0
Section 7.5 The Method of Frobenius I 359
10. C 10x 2.1 C x C 2x 2/y 00 C x.13 C 13x C 66x 2/y 0 .1 C 4x C 10x 2/y D 0
11. L The Frobenius solutions of
2x 2 .1 C x C x 2 /y 00 C x.9 C 11x C 11x 2/y 0 C .6 C 10x C 7x 2 /y D 0
obtained in Example 7.5.1 are defined on .0; /, where is defined in Theorem 7.5.2. Find .
Then do the following experiments for each Frobenius solution, with M D 20 and ı D :5, :7,
and :9 in the verification procedure described at the end of this section.
(a) Compute N .ı/ (see Eqn. (7.5.28)) for N D 5, 10, 15,. . . , 50.
(b) Find N such that N .ı/ < 10 5 .
(c) Find N such that N .ı/ < 10 10 .
12. L By Theorem 7.5.2 the Frobenius solutions of the equation in Exercise 4 are defined on .0; 1/.
Do experiments (a), (b), and (c) of Exercise 11 for each Frobenius solution, with M D 20 and
ı D 1, 2, and 3 in the verification procedure described at the end of this section.
13. L The Frobenius solutions of the equation in Exercise 6 are defined on .0; /, where is defined
in Theorem 7.5.2. Find and do experiments (a), (b), and (c) of Exercise 11 for each Frobenius
solution, with M D 20 and ı D :3, :4, and :5, in the verification procedure described at the
end of this section.
In Exercises 14–25 find a fundamental set of Frobenius solutions. Give explicit formulas for the coeffi-
cients in each solution.
14. 2x 2y 00 C x.3 C 2x/y 0 .1 x/y D 0
15. x 2.3 C x/y 00 C x.5 C 4x/y 0 .1 2x/y D 0
16. 2x 2y 00 C x.5 C x/y 0 .2 3x/y D 0
17. 3x 2y 00 C x.1 C x/y 0 y D0
18. 2x 2y 00 xy 0 C .1 2x/y D 0
2 00 0
19. 9x y C 9xy .1 C 3x/y D 0
2 00
20. 3x y C x.1 C x/y 0 .1 C 3x/y D 0
2
21. 2x .3 C x/y C x.1 C 5x/y 0 C .1 C x/y D 0
00
22. x 2.4 C x/y 00 x.1 3x/y 0 C y D 0
23. 2x 2y 00 C 5xy 0 C .1 C x/y D 0
24. x 2.3 C 4x/y 00 C x.5 C 18x/y 0 .1 12x/y D 0
2 00 0
25. 6x y C x.10 x/y .2 C x/y D 0
26. L By Theorem 7.5.2 the Frobenius solutions of the equation in Exercise 17 are defined on .0; 1/.
Do experiments (a), (b), and (c) of Exercise 11 for each Frobenius solution, with M D 20 and
ı D 3, 6, 9, and 12 in the verification procedure described at the end of this section.
27. L The Frobenius solutions of the equation in Exercise 22 are defined on .0; /, where is defined
in Theorem 7.5.2. Find and do experiments (a), (b), and (c) of Exercise 11 for each Frobenius
solution, with M D 20 and ı D :25, :5, and :75 in the verification procedure described at the
end of this section.
360 Chapter 7 Series Solutions of Linear Second Order Equations
In Exercises 28–32 find a fundamental set of Frobenius solutions. Compute coefficients a0 , . . . , aN for N
at least 7 in each solution.
28. C x 2 .8 C x/y 00 C x.2 C 3x/y 0 C .1 C x/y D 0
29. C x 2 .3 C 4x/y 00 C x.11 C 4x/y 0 .3 C 4x/y D 0
30. C 2x 2.2 C 3x/y 00 C x.4 C 11x/y 0 .1 x/y D 0
31. C x 2 .2 C x/y 00 C 5x.1 x/y 0 .2 8x/y
2 00 0
32. C x .6 C x/y C x.11 C 4x/y C .1 C 2x/y D 0
In Exercises 33–46 find a fundamental set of Frobenius solutions. Give explicit formulas for the coeffi-
cients in each solution.
33. 8x 2y 00 C x.2 C x 2 /y 0 C y D 0
34. 8x 2.1 x 2 /y 00 C 2x.1 13x 2/y 0 C .1 9x 2/y D 0
35. x 2.1 C x 2 /y 00 2x.2 x 2 /y 0 C 4y D 0
36. x.3 C x 2/y 00 C .2 x 2 /y 0 8xy D 0
2 2 2
37. 4x .1 00
x /y C x.7 19x /y 0 .1 C 14x 2/y D 0
38. 3x 2.2 x 2 /y 00 C x.1 11x 2/y 0 C .1 5x 2 /y D 0
39. 2x 2.2 C x 2/y 00 x.12 7x 2/y 0 C .7 C 3x 2/y D 0
40. 2x 2.2 C x 2/y 00 C x.4 C 7x 2 /y 0 .1 3x 2/y D 0
41. 2x 2.1 C 2x 2/y 00 C 5x.1 C 6x 2/y 0 .2 40x 2 /y D 0
42. 3x 2.1 C x 2/y 00 C 5x.1 C x 2 /y 0 .1 C 5x 2 /y D 0
43. x.1 C x 2/y 00 C .4 C 7x 2 /y 0 C 8xy D 0
44. x 2.2 C x 2 /y 00 C x.3 C x 2 /y 0 yD0
2 2 2
45. 00
2x .1 C x /y C x.3 C 8x /y 0
.3 4x 2/y D 0
46. 9x 2y 00 C 3x.3 C x 2 /y 0 .1 5x 2 /y D 0
In Exercises 47–51 find a fundamental set of Frobenius solutions. Compute the coefficients a0 , . . . , a2M
for M at least 7 in each solution.
47. C 6x 2y 00 C x.1 C 6x 2/y 0 C .1 C 9x 2/y D 0
48. C x 2 .8 C x 2 /y 00 C 7x.2 C x 2 /y 0 .2 9x 2 /y D 0
49. C 9x 2.1 C x 2 /y 00 C 3x.3 C 13x 2/y 0 .1 25x 2 /y D 0
50. C 4x 2.1 C x 2 /y 00 C 4x.1 C 6x 2/y 0 .1 25x 2 /y D 0
51. C 8x 2.1 C 2x 2/y 00 C 2x.5 C 34x 2/y 0 .1 30x 2/y D 0
52. Suppose r1 > r2 , a0 D b0 D 1, and the Frobenius series
1
X 1
X
y1 D x r1 an x n and y2 D x r2 bn x n
nD0 nD0
both converge on an interval .0; /.
Section 7.5 The Method of Frobenius I 361
(a) Show that y1 and y2 are linearly independent on .0; /. H INT: Show that if c1 and c2 are
constants such that c1 y1 C c2 y2 0 on .0; /, then
1
X 1
X
c1 x r1 r2
an x n C c2 bn x n D 0; 0 < x < :
nD0 nD0
Then let x ! 0C to conclude that c2 D 0.
(b) Use the result of (b) to complete the proof of Theorem 7.5.3.
53. The equation
x 2 y 00 C xy 0 C .x 2 2 /y D 0 (7.5.1)
is Bessel’s equation of order . (Here is a parameter, and this use of “order” should not be con-
fused with its usual use as in “the order of the equation.”) The solutions of (7.5.1) are Bessel functions of order
.
(a) Assuming that isn’t an integer, find a fundamental set of Frobenius solutions of (7.5.1).
(b) If D 1=2, the solutions of (7.5.1) reduce to familiar elementary functions. Identify these
functions.
54. (a) Verify that
d d2
.jxjr x n / D .n C r /jxjr x n 1
and .jxjr x n / D .n C r /.n C r 1/jxjr x n 2
dx dx 2
if x ¤ 0.
(b) Let
Ly D x 2 .˛0 C ˛1x C ˛2 x 2 /y 00 C x.ˇ0 C ˇ1 x C ˇ2 x 2 /y 0 C . 0 C 1 x C 2 x 2/y D 0:
Show that if x r 1
P n r
P1 n
nD0 an x is a solution of Ly D 0 on .0; / then jxj nD0 an x is a
solution on . ; 0/ and .0; /.
55. (a) Deduce from Eqn. (7.5.20) that
n
Y p1 .j C r 1/
an .r / D . 1/n :
p0 .j C r /
j D1
(b) Conclude that if p0 .r / D ˛0 .r r1 /.r r2 / where r1 r2 is not an integer, then
1
X 1
X
y1 D x r1 an .r1 /x n and y2 D x r2 an .r2 /x n
nD0 nD0
form a fundamental set of Frobenius solutions of
x 2 .˛0 C ˛1 x/y 00 C x.ˇ0 C ˇ1 x/y 0 C . 0 C 1 x/y D 0:
(c) Show that if p0 satisfies the hypotheses of (b) then
1 n
. 1/n
X 1
y1 D x r1 Qn xn
nD0
nŠ j D1 .j C r1 r2 / ˛0
362 Chapter 7 Series Solutions of Linear Second Order Equations
and
1 n
. 1/n
r2
X
1
y2 D x Qn xn
nŠ j D1 .j C r2 r1 / ˛0
nD0
form a fundamental set of Frobenius solutions of
˛0 x 2 y 00 C ˇ0 xy 0 C . 0 C 1 x/y D 0:
56. Let
Ly D x 2.˛0 C ˛2 x 2 /y 00 C x.ˇ0 C ˇ2 x 2 /y 0 C .
0 C
2 x 2 /y D 0
and define
p0 .r / D ˛0 r .r 1/ C ˇ0 r C 0 and p2 .r / D ˛2 r .r 1/ C ˇ2 r C 2 :
(a) Use Theorem 7.5.2 to show that if
a0 .r / D 1;
(7.5.1)
p0 .2m C r /a2m .r / C p2 .2m C r 2/a2m 2 .r / D 0; m 1;
then the Frobenius series y.x; r / D x r 1 2m
satisfies Ly.x; r / D p0 .r /x r .
P
mD0 a2m x
(b) Deduce from (7.5.1) that if p0 .2m C r / is nonzero for every positive integer m then
m
Y p2 .2j C r 2/
a2m .r / D . 1/m :
p0 .2j C r /
j D1
(c) Conclude that if p0 .r / D ˛0 .r r1 /.r r2 / where r1 r2 is not an even integer, then
1
X 1
X
y1 D x r1 a2m .r1 /x 2m and y2 D x r2 a2m .r2 /x 2m
mD0 mD0
form a fundamental set of Frobenius solutions of Ly D 0.
(d) Show that if p0 satisfies the hypotheses of (c) then
1 m
. 1/m
r1
X 2
y1 D x m x 2m
2m mŠ j D1 .2j C r1
Q
mD0
r2 / ˛0
and
1 m
. 1/m
r2
X
2
y2 D x m x 2m
2m mŠ j D1 .2j C r2
Q
mD0
r1 / ˛0
form a fundamental set of Frobenius solutions of
˛0 x 2 y 00 C ˇ0 xy 0 C . 0 C 2 x 2 /y D 0:
57. Let
Ly D x 2 q0 .x/y 00 C xq1 .x/y 0 C q2 .x/y;
where
1
X 1
X 1
X
q0 .x/ D ˛j x j ; q1 .x/ D ˇj x j ; q2 .x/ D
j x j ;
j D0 j D0 j D0
Section 7.5 The Method of Frobenius I 363
and define
pj .r / D ˛j r .r 1/ C ˇj r C
j ; j D 0; 1; : : : :
r
P1
Let y D x nD0 an x n . Show that
1
X
Ly D x r bn x n ;
nD0
where
n
X
bn D pj .n C r j /an j:
j D0
58. (a) Let L be as in Exercise 57. Show that if
1
X
y.x; r / D x r an .r /x n
nD0
where
a0 .r / D 1;
n
1 X
an .r / D pj .n C r j /an j .r /; n 1;
p0 .n C r /
j D1
then
Ly.x; r / D p0 .r /x r :
(b) Conclude that if
p0 .r / D ˛0 .r r1 /.r r2 /
where r1 r2 isn’t an integer then y1 D y.x; r1 / and y2 D y.x; r2 / are solutions of Ly D 0.
59. Let
Ly D x 2.˛0 C ˛q x q /y 00 C x.ˇ0 C ˇq x q /y 0 C .
0 C
q x q /y
where q is a positive integer, and define
p0 .r / D ˛0 r .r 1/ C ˇ0 r C 0 and pq .r / D ˛q r .r 1/ C ˇq r C q :
(a) Show that if
1
X
y.x; r / D x r aq m .r /x q m
mD0
where
a0 .r / D 1;
pq .q.m 1/ C r / (7.5.1)
aq m .r / D aq.m 1/ .r /; m 1;
p0 .qm C r /
then
Ly.x; r / D p0 .r /x r :
(b) Deduce from (7.5.1) that
m
Y pq .q.j 1/ C r /
aq m .r / D . 1/m :
p0 .qj C r /
j D1
364 Chapter 7 Series Solutions of Linear Second Order Equations
(c) Conclude that if p0 .r / D ˛0.r r1 /.r r2 / where r1 r2 is not an integer multiple of q,
then
X1 1
X
y1 D x r1 aq m .r1 /x q m and y2 D x r2 aq m .r2 /x q m
mD0 mD0
form a fundamental set of Frobenius solutions of Ly D 0.
(d) Show that if p0 satisfies the hypotheses of (c) then
1 m
. 1/m
r1
X q
y1 D x xq m
q m mŠ m
Q
mD0 j D1 .qj C r1 r2 / ˛0
and m
1
. 1/m
r2
X
q
y2 D x xq m
q m mŠ m
Q
mD0 j D1 .qj C r2 r1 / ˛0
form a fundamental set of Frobenius solutions of
˛0 x 2y 00 C ˇ0 xy 0 C . 0 C q x q /y D 0:
60. (a) Suppose ˛0 ; ˛1, and ˛2 are real numbers with ˛0 ¤ 0, and fan g1
nD0 is defined by
˛0 a1 C ˛1a0 D 0
and
˛0an C ˛1 an 1 C ˛2 an 2 D 0; n 2:
Show that
1
X
.˛0 C ˛1 x C ˛2x 2 / an x n D ˛0 a0 ;
nD0
and infer that
1
X ˛0 a0
an x n D :
˛0 C ˛1 x C ˛2 x 2
nD0
(b) With ˛0; ˛1 , and ˛2 as in (a), consider the equation
x 2 .˛0 C ˛1x C ˛2 x 2 /y 00 C x.ˇ0 C ˇ1 x C ˇ2 x 2 /y 0 C . 0 C 1 x C 2x 2 /y D 0; (7.5.1)
and define
pj .r / D ˛j r .r 1/ C ˇj r C
j ; j D 0; 1; 2:
Suppose
p1 .r 1/ ˛1 p2 .r 2/ ˛2
D ; D ;
p0 .r / ˛0 p0 .r / ˛0
and
p0 .r / D ˛0 .r r1/.r r2/;
where r1 > r2 . Show that
x r1 x r2
y1 D and y2 D
˛0 C ˛1 x C ˛2 x 2 ˛0 C ˛1 x C ˛2 x 2
form a fundamental set of Frobenius solutions of (7.5.1) on any interval .0; / on which
˛0 C ˛1 x C ˛2x 2 has no zeros.
Section 7.6 The Method of Frobenius II 365
In Exercises 61–68 use the method suggested by Exercise 60 to find the general solution on some interval
.0; /.
61. 2x 2.1 C x/y 00 x.1 3x/y 0 C y D 0
62. 6x 2.1 C 2x 2/y 00 C x.1 C 50x 2/y 0 C .1 C 30x 2/y D 0
63. 28x 2.1 3x/y 00 7x.5 C 9x/y 0 C 7.2 C 9x/y D 0
2
64. 9x .5 C x/y C 9x.5 C 3x/y 0
00
.5 8x/y D 0
2 2 2
65. 8x .2 00
x /y C 2x.10 21x /y 0
.2 C 35x 2 /y D 0
66. 4x 2.1 C 3x C x 2 /y 00 4x.1 3x 3x 2 /y 0 C 3.1 x C x 2 /y D 0
67. 3x 2.1 C x/2 y 00 x.1 10x 11x 2/y 0 C .1 C 5x 2 /y D 0
68. 4x 2.3 C 2x C x 2 /y 00 x.3 14x 15x 2/y 0 C .3 C 7x 2/y D 0
7.6 THE METHOD OF FROBENIUS II
In this section we discuss a method for finding two linearly independent Frobenius solutions of a homo-
geneous linear second order equation near a regular singular point in the case where the indicial equation
has a repeated real root. As in the preceding section, we consider equations that can be written as
x 2 .˛0 C ˛1x C ˛2 x 2 /y 00 C x.ˇ0 C ˇ1 x C ˇ2 x 2 /y 0 C .
0 C
1 x C
2 x 2/y D 0 (7.6.1)
where ˛0 ¤ 0. We assume that the indicial equation p0 .r / D 0 has a repeated real root r1 . In this case
Theorem 7.5.3 implies that (7.6.1) has one solution of the form
1
X
y1 D x r1 an x n ;
nD0
but does not provide a second solution y2 such that fy1 ; y2g is a fundamental set of solutions. The
following extension of Theorem 7.5.2 provides a way to find a second solution.
Theorem 7.6.1 Let
Ly D x 2 .˛0 C ˛1 x C ˛2x 2 /y 00 C x.ˇ0 C ˇ1 x C ˇ2 x 2 /y 0 C .
0 C
1 x C
2 x 2 /y; (7.6.2)
where ˛0 ¤ 0 and define
p0 .r / D ˛0 r .r 1/ C ˇ0 r C
0 ;
p1 .r / D ˛1 r .r 1/ C ˇ1 r C
1 ;
p2 .r / D ˛2 r .r 1/ C ˇ2 r C
2 :
Suppose r is a real number such that p0 .n C r / is nonzero for all positive integers n, and define
a0 .r / D 1;
p1 .r /
a1 .r / D ;
p0 .r C 1/
p1 .n C r 1/an 1 .r / Cp2 .n C r 2/an 2 .r /
an .r / D ; n 2:
p0 .n C r /
366 Chapter 7 Series Solutions of Linear Second Order Equations
Then the Frobenius series
1
X
y.x; r / D x r an .r /x n (7.6.3)
nD0
satisfies
Ly.x; r / D p0 .r /x r : (7.6.4)
Moreover;
1
@y X
.x; r / D y.x; r / ln x C x r an0 .r /x n ; (7.6.5)
@r
nD1
and
@y
L .x; r / D p00 .r /x r C x r p0 .r / ln x: (7.6.6)
@r
Proof Theorem 7.5.2 implies (7.6.4). Differentiating formally with respect to r in (7.6.3) yields
1 1
@y @ r X X
.x; r / D .x / an .r /x n C x r an0 .r /x n
@r @r
nD0 nD1
1
X 1
X
D x r ln x an .r /x n C x r an0 .r /x n
nD0 nD1
1
X
D y.x; r / ln x C x r an0 .r /x n ;
nD1
which proves (7.6.5).
To prove that @y.x; r /=@r satisfies (7.6.6), we view y in (7.6.2) as a function y D y.x; r / of two
variables, where the prime indicates partial differentiation with respect to x; thus,
@y @2 y
y 0 D y 0 .x; r / D .x; r / and y 00 D y 00 .x; r / D .x; r /:
@x @x 2
With this notation we can use (7.6.2) to rewrite (7.6.4) as
@2 y @y
x 2 q0 .x/ .x; r / C xq1 .x/ .x; r / C q2 .x/y.x; r / D p0 .r /x r ; (7.6.7)
@x 2 @x
where
q0 .x/ D ˛0 C ˛1 x C ˛2 x 2 ;
q1 .x/ D ˇ0 C ˇ1 x C ˇ2 x 2 ;
q2 .x/ D
0 C
1 x C
2 x 2 :
Differentiating both sides of (7.6.7) with respect to r yields
@3 y @2 y @y
x 2 q0 .x/ 2
.x; r / C xq1 .x/ .x; r / C q2 .x/ .x; r / D p00 .r /x r C p0 .r /x r ln x:
@r @x @r @x @r
Section 7.6 The Method of Frobenius II 367
By changing the order of differentiation in the first two terms on the left we can rewrite this as
@3 y @2 y @y
x 2 q0 .x/ 2
.x; r / C xq1.x/ .x; r / C q2 .x/ .x; r / D p00 .r /x r C p0 .r /x r ln x;
@x @r @x@r @r
or
@2
@y @ @y @y
x 2 q0 .x/ .x; r / C xq1 .x/ .x; r / C q2 .x/ .x; r / D p00 .r /x r C p0 .r /x r ln x;
@x 2 @r @r @x @r
which is equivalent to (7.6.6).
Theorem 7.6.2 Let L be as in Theorem 7.6.1 and suppose the indicial equation p0 .r / D 0 has a repeated
real root r1 : Then
1
X
y1 .x/ D y.x; r1 / D x r1 an .r1 /x n
nD0
and
1
@y X
y2 .x/ D .x; r1/ D y1 .x/ ln x C x r1 an0 .r1 /x n (7.6.8)
@r
nD1
form a fundamental set of solutions of Ly D 0:
Proof Since r1 is a repeated root of p0 .r / D 0, the indicial polynomial can be factored as
p0 .r / D ˛0 .r r1 /2 ;
so
p0 .n C r1 / D ˛0 n2 ;
which is nonzero if n > 0. Therefore the assumptions of Theorem 7.6.1 hold with r D r1 , and (7.6.4)
implies that Ly1 D p0 .r1 /x r1 D 0. Since
p00 .r / D 2˛.r r1 /
it follows that p00 .r1 / D 0, so (7.6.6) implies that
Ly2 D p00 .r1 /x r1 C x r1 p0 .r1 / ln x D 0:
This proves that y1 and y2 are both solutions of Ly D 0. We leave the proof that fy1 ; y2 g is a fundamental
set as an exercise (Exercise 53).
Example 7.6.1 Find a fundamental set of solutions of
x 2 .1 2x C x 2 /y 00 x.3 C x/y 0 C .4 C x/y D 0: (7.6.9)
Compute just the terms involving x nCr1 , where 0 n 4 and r1 is the root of the indicial equation.
Solution For the given equation, the polynomials defined in Theorem 7.6.1 are
p0 .r / D r .r 1/ 3r C 4 D .r 2/2 ;
p1 .r / D 2r .r 1/ r C1 D .r 1/.2r C 1/;
p2 .r / D r .r 1/:
368 Chapter 7 Series Solutions of Linear Second Order Equations
Since r1 D 2 is a repeated root of the indicial polynomial p0 , Theorem 7.6.2 implies that
1
X 1
X
y1 D x 2 an .2/x n and y2 D y1 ln x C x 2 an0 .2/x n (7.6.10)
nD0 nD1
form a fundamental set of Frobenius solutions of (7.6.9). To find the coefficients in these series, we use
the recurrence formulas from Theorem 7.6.1:
a0 .r / D 1;
p1 .r / .r 1/.2r C 1/ 2r C 1
a1 .r / D D D ;
p0 .r C 1/ .r 1/2 r 1
p1 .n C r 1/an 1 .r / C p2 .n C r 2/an 2 .r /
an .r / D
p0 .n C r / (7.6.11)
.n C r 2/ Œ.2n C 2r 1/an 1 .r / .n C r 3/an 2 .r /
D
.n C r 2/2
.2n C 2r 1/ .n C r 3/
D an 1 .r / an 2 .r /; n 2:
.n C r 2/ .n C r 2/
Differentiating yields
3
a10 .r / D ;
.r 1/2
2n C 2r 1 0 nCr 3 0
an0 .r / D a .r / a .r / (7.6.12)
nCr 2 n 1 nCr 2 n 2
3 1
2
an 1 .r / an 2 .r /; n 2:
.n C r 2/ .n C r 2/2
Setting r D 2 in (7.6.11) and (7.6.12) yields
a0 .2/ D 1;
a1 .2/ D 5;
(7.6.13)
.2n C 3/ .n 1/
an .2/ D an 1 .2/ an 2 .2/; n2
n n
and
a10 .2/ D 3;
2n C 3 0 n 1 3 1 (7.6.14)
an0 .2/ D an 1 .2/ an0 2 .2/ an 1 .2/ an 2 .2/; n 2:
n n n2 n2
Computing recursively with (7.6.13) and (7.6.14) yields
143 355
a0 .2/ D 1; a1 .2/ D 5; a2 .2/ D 17; a3 .2/ D ; a4 .2/ D ;
3 3
and
29 0 859 0 4693
a10 .2/ D 3; a20 .2/ D ; a3 .2/ D ; a4 .2/ D :
2 18 36
Substituting these coefficients into (7.6.10) yields
2 2 143 3 355 4
y1 D x 1 C 5x C 17x C x C x C
3 3
Section 7.6 The Method of Frobenius II 369
and
29 859 2 4693 3
y2 D y1 ln x x3 3 C x C x C x C :
2 18 36
Since the recurrence formula (7.6.11) involves three terms, it’s not possible to obtain a simple explicit
formula for the coefficients in the Frobenius solutions of (7.6.9). However, as we saw in the preceding
sections, the recurrrence formula for fan .r /g involves only two terms if either ˛1 D ˇ1 D
1 D 0 or
˛2 D ˇ2 D
2 D 0 in (7.6.1). In this case, it’s often possible to find explicit formulas for the coefficients.
The next two examples illustrate this.
Example 7.6.2 Find a fundamental set of Frobenius solutions of
2x 2.2 C x/y 00 C 5x 2 y 0 C .1 C x/y D 0: (7.6.15)
Give explicit formulas for the coefficients in the solutions.
Solution For the given equation, the polynomials defined in Theorem 7.6.1 are
p0 .r / D 4r .r 1/ C 1 D .2r 1/2 ;
p1 .r / D 2r .r 1/ C 5r C 1 D .r C 1/.2r C 1/;
p2 .r / D 0:
Since r1 D 1=2 is a repeated zero of the indicial polynomial p0 , Theorem 7.6.2 implies that
1
X
y1 D x 1=2 an .1=2/x n (7.6.16)
nD0
and
1
X
y2 D y1 ln x C x 1=2 an0 .1=2/x n (7.6.17)
nD1
form a fundamental set of Frobenius solutions of (7.6.15). Since p2 0, the recurrence formulas in
Theorem 7.6.1 reduce to
a0 .r / D 1;
p1 .n C r 1/
an .r / D an 1 .r /;
p0 .n C r /
.n C r /.2n C 2r 1/
D an 1 .r /;
.2n C 2r 1/2
nCr
D an 1 .r /; n 0:
2n C 2r 1
We leave it to you to show that
n
n
Y j Cr
an .r / D . 1/ ; n 0: (7.6.18)
2j C 2r 1
j D1
Setting r D 1=2 yields
n n
Y j C 1=2 Y 2j C 1
an .1=2/ D . 1/n D . 1/n ;
2j 4j
jQ
D1 j D1 (7.6.19)
. 1/n njD1 .2j C 1/
D ; n 0:
4n nŠ
370 Chapter 7 Series Solutions of Linear Second Order Equations
Substituting this into (7.6.16) yields
Qn
1=2
1
X . 1/n j D1 .2j C 1/
y1 D x xn:
4n nŠ
nD0
To obtain y2 in (7.6.17), we must compute an0 .1=2/ for n D 1, 2,. . . . We’ll do this by logarithmic
differentiation. From (7.6.18),
n
Y jj C r j
jan .r /j D ; n 1:
j2j C 2r 1j
j D1
Therefore
n
X
ln jan .r /j D .ln jj C r j ln j2j C 2r 1j/ :
j D1
Differentiating with respect to r yields
n
an0 .r /
X 1 2
D :
an .r / j Cr 2j C 2r 1
j D1
Therefore
n
X 1 2
an0 .r / D an .r / :
j Cr 2j C 2r 1
j D1
Setting r D 1=2 here and recalling (7.6.19) yields
Qn 0 1
n n
. 1/n j D1 .2j C 1/ X 1 X 1
an0 .1=2/ D @ A: (7.6.20)
4n nŠ j C 1=2 j
j D1 j D1
Since
1 1 j j 1=2 1
D D ;
j C 1=2 j j.j C 1=2/ j.2j C 1/
(7.6.20) can be rewritten as
Qn n
. 1/n j D1 .2j C 1/ X 1
an0 .1=2/ D :
4n nŠ j.2j C 1/
j D1
Therefore, from (7.6.17),
Qn 0 1
n
1=2
1
X . 1/n j D1 .2j C 1/
X 1
y2 D y1 ln x x @ A x n:
nD1
4n nŠ j.2j C 1/
j D1
Example 7.6.3 Find a fundamental set of Frobenius solutions of
x 2 .2 x 2/y 00 2x.1 C 2x 2 /y 0 C .2 2x 2 /y D 0: (7.6.21)
Give explicit formulas for the coefficients in the solutions.
Section 7.6 The Method of Frobenius II 371
Solution For (7.6.21), the polynomials defined in Theorem 7.6.1 are
p0 .r / D 2r .r 1/ 2r C 2 D 2.r 1/2 ;
p1 .r / D 0;
p2 .r / D r .r 1/ 4r 2 D .r C 1/.r C 2/:
As in Section 7.5, since p1 0, the recurrence formulas of Theorem 7.6.1 imply that an .r / D 0 if n is
odd, and
a0 .r / D 1;
p2 .2m C r 2/
a2m .r / D a2m 2 .r /
p0 .2m C r /
.2m C r 1/.2m C r /
D a2m 2 .r /
2.2m C r 1/2
2m C r
D a2m 2 .r /; m 1:
2.2m C r 1/
Since r1 D 1 is a repeated root of the indicial polynomial p0 , Theorem 7.6.2 implies that
1
X
y1 D x a2m .1/x 2m (7.6.22)
mD0
and
1
X
y2 D y1 ln x C x 0
a2m .1/x 2m (7.6.23)
mD1
form a fundamental set of Frobenius solutions of (7.6.21). We leave it to you to show that
m
1 Y 2j C r
a2m .r / D : (7.6.24)
2m 2j C r 1
j D1
Setting r D 1 yields Qm
m
1 Y 2j C 1 j D1 .2j C 1/
a2m .1/ D m D ; (7.6.25)
2 2j 4m mŠ
j D1
and substituting this into (7.6.22) yields
1 Qm
j D1 .2j C 1/
X
y1 D x x 2m :
mD0
4m mŠ
0
To obtain y2 in (7.6.23), we must compute a2m .1/ for m D 1, 2, . . . . Again we use logarithmic
differentiation. From (7.6.24),
m
1 Y j2j C r j
ja2m .r /j D :
2m j2j C r 1j
j D1
Taking logarithms yields
m
X
ln ja2m .r /j D m ln 2 C .ln j2j C r j ln j2j C r 1j/ :
j D1
372 Chapter 7 Series Solutions of Linear Second Order Equations
Differentiating with respect to r yields
0 m
a2m .r / X 1 1
D :
a2m .r / 2j C r 2j C r 1
j D1
Therefore
m
0
X 1 1
a2m .r / D a2m .r / :
2j C r 2j C r 1
j D1
Setting r D 1 and recalling (7.6.25) yields
Qm m
j D1 .2j C 1/ X
0 1 1
a2m .1/ D : (7.6.26)
4m mŠ 2j C 1 2j
j D1
Since
1 1 1
D ;
2j C 1 2j 2j.2j C 1/
(7.6.26) can be rewritten as
Qm m
0 j D1 .2j C 1/ X 1
a2m .1/ D :
2 4m mŠ j.2j C 1/
j D1
Substituting this into (7.6.23) yields
Qm 0 1
1 m
x X j D1 .2j C 1/ 1
X
y2 D y1 ln x @ A x 2m :
2 mD1 4m mŠ j.2j C 1/
j D1
If the solution y1 D y.x; r1 / of Ly D 0 reduces to a finite sum, then there’s a difficulty in using
logarithmic differentiation to obtain the coefficients fan0 .r1 /g in the second solution. The next example
illustrates this difficulty and shows how to overcome it.
Example 7.6.4 Find a fundamental set of Frobenius solutions of
x 2 y 00 x.5 x/y 0 C .9 4x/y D 0: (7.6.27)
Give explicit formulas for the coefficients in the solutions.
Solution For (7.6.27) the polynomials defined in Theorem 7.6.1 are
p0 .r / D r .r 1/ 5r C 9 D .r 3/2 ;
p1 .r / D r 4;
p2 .r / D 0:
Since r1 D 3 is a repeated zero of the indicial polynomial p0 , Theorem 7.6.2 implies that
1
X
y1 D x 3 an .3/x n (7.6.28)
nD0
Section 7.6 The Method of Frobenius II 373
and
1
X
y2 D y1 ln x C x 3 an0 .3/x n (7.6.29)
nD1
are linearly independent Frobenius solutions of (7.6.27). To find the coefficients in (7.6.28) we use the
recurrence formulas
a0 .r / D 1;
p1 .n C r 1/
an .r / D an 1 .r /
p0 .n C r /
nCr 5
D an 1 .r /; n 1:
.n C r 3/2
We leave it to you to show that
n
Y j Cr 5
an .r / D . 1/n : (7.6.30)
.j C r 3/2
j D1
Setting r D 3 here yields
n
n
Y j 2
an .3/ D . 1/ ;
j2
j D1
so a1 .3/ D 1 and an .3/ D 0 if n 2. Substituting these coefficients into (7.6.28) yields
y1 D x 3 .1 C x/:
To obtain y2 in (7.6.29) we must compute an0 .3/ for n D 1, 2, . . . . Let’s first try logarithmic differen-
tiation. From (7.6.30),
n
Y jj C r 5j
jan .r /j D ; n 1;
jj C r 3j2
j D1
so
n
X
ln jan .r /j D .ln jj C r 5j 2 ln jj C r 3j/ :
j D1
Differentiating with respect to r yields
n
an0 .r /
X 1 2
D :
an .r / j Cr 5 j Cr 3
j D1
Therefore
n
X 1 2
an0 .r / D an .r / : (7.6.31)
j Cr 5 j Cr 3
j D1
However, we can’t simply set r D 3 here if n 2, since the bracketed expression in the sum correspond-
ing to j D 2 contains the term 1=.r 3/. In fact, since an .3/ D 0 for n 2, the formula (7.6.31) for
an0 .r / is actually an indeterminate form at r D 3.
We overcome this difficulty as follows. From (7.6.30) with n D 1,
r 4
a1 .r / D :
.r 2/2
374 Chapter 7 Series Solutions of Linear Second Order Equations
Therefore
r 6
a10 .r / D ;
.r 2/3
so
a10 .3/ D 3: (7.6.32)
From (7.6.30) with n 2,
Qn
n j D3 .j Cr 5/
an .r / D . 1/ .r 4/.r 3/ Qn D .r 3/cn .r /;
j D1 .j Cr 3/2
where Qn
n j D3 .j Cr 5/
cn .r / D . 1/ .r 4/ Qn ; n 2:
j D1 .j C r 3/2
Therefore
an0 .r / D cn .r / C .r 3/cn0 .r /; n 2;
which implies that an0 .3/ D cn .3/ if n 3. We leave it to you to verify that
. 1/nC1
an0 .3/ D cn .3/ D ; n 2:
n.n 1/nŠ
Substituting this and (7.6.32) into (7.6.29) yields
1
X . 1/n
y2 D x 3.1 C x/ ln x 3x 4 x3 x n:
nD2
n.n 1/nŠ
7.6 Exercises
In Exercises 1–11 find a fundamental set of Frobenius solutions. Compute the terms involving x nCr1 ,
where 0 n N (N at least 7) and r1 is the root of the indicial equation. Optionally, write a computer
program to implement the applicable recurrence formulas and take N > 7.
1. C x 2 y 00 x.1 x/y 0 C .1 x 2 /y D 0
2. C x 2 .1 C x C 2x 2 /y 0 C x.3 C 6x C 7x 2 /y 0 C .1 C 6x 3x 2 /y D 0
3. C x 2 .1 C 2x C x 2 /y 00 C x.1 C 3x C 4x 2/y 0 x.1 2x/y D 0
4. C 4x 2.1 C x C x 2/y 00 C 12x 2.1 C x/y 0 C .1 C 3x C 3x 2/y D 0
5. C x 2 .1 C x C x 2 /y 00 x.1 4x 2x 2 /y 0 C y D 0
6. C 9x 2y 00 C 3x.5 C 3x 2x 2 /y 0 C .1 C 12x 14x 2/y D 0
7. C x 2 y 00 C x.1 C x C x 2 /y 0 C x.2 x/y D 0
8. C x 2 .1 C 2x/y 00 C x.5 C 14x C 3x 2 /y 0 C .4 C 18x C 12x 2/y D 0
9. C 4x 2y 00 C 2x.4 C x C x 2 /y 0 C .1 C 5x C 3x 2 /y D 0
10. C 16x 2y 00 C 4x.6 C x C 2x 2/y 0 C .1 C 5x C 18x 2 /y D 0
Section 7.6 The Method of Frobenius II 375
11. C 9x 2.1 C x/y 00 C 3x.5 C 11x x 2 /y 0 C .1 C 16x 7x 2/y D 0
In Exercises 12–22 find a fundamental set of Frobenius solutions. Give explicit formulas for the coeffi-
cients.
12. 4x 2y 00 C .1 C 4x/y D 0
13. 36x 2.1 2x/y 00 C 24x.1 9x/y 0 C .1 70x/y D 0
2 00 0
14. x .1 C x/y x.3 x/y C 4y D 0
2 00
15. x .1 2x/y x.5 4x/y 0 C .9 4x/y D 0
2 00 0
16. 25x y C x.15 C x/y C .1 C x/y D 0
17. 2x 2.2 C x/y 00 C x 2 y 0 C .1 x/y D 0
2 00 0
18. x .9 C 4x/y C 3xy C .1 C x/y D 0
19. x 2y 00 x.3 2x/y 0 C .4 C 3x/y D 0
20. x 2.1 4x/y 00 C 3x.1 6x/y 0 C .1 12x/y D 0
2 00 0
21. x .1 C 2x/y C x.3 C 5x/y C .1 2x/y D 0
2 00 0
22. 2x .1 C x/y x.6 x/y C .8 x/y D 0
In Exercises 23–27 find a fundamental set of Frobenius solutions. Compute the terms involving x nCr1 ,
where 0 n N (N at least 7) and r1 is the root of the indicial equation. Optionally, write a computer
program to implement the applicable recurrence formulas and take N > 7.
23. C x 2 .1 C 2x/y 00 C x.5 C 9x/y 0 C .4 C 3x/y D 0
24. C x 2 .1 2x/y 00 x.5 C 4x/y 0 C .9 C 4x/y D 0
25. C x 2 .1 C 4x/y 00 x.1 4x/y 0 C .1 C x/y D 0
26. C x 2 .1 C x/y 00 C x.1 C 2x/y 0 C xy D 0
27. C x 2 .1 x/y 00 C x.7 C x/y 0 C .9 x/y D 0
In Exercises 28–38 find a fundamental set of Frobenius solutions. Give explicit formulas for the coeffi-
cients.
28. x 2y 00 x.1 x 2 /y 0 C .1 C x 2 /y D 0
29. x 2.1 C x 2 /y 00 3x.1 x 2 /y 0 C 4y D 0
30. 4x 2y 00 C 2x 3 y 0 C .1 C 3x 2/y D 0
31. x 2.1 C x 2 /y 00 x.1 2x 2 /y 0 C y D 0
32. 2x 2.2 C x 2/y 00 C 7x 3 y 0 C .1 C 3x 2/y D 0
33. x 2.1 C x 2 /y 00 x.1 4x 2/y 0 C .1 C 2x 2/y D 0
34. 4x 2.4 C x 2 /y 00 C 3x.8 C 3x 2/y 0 C .1 9x 2 /y D 0
35. 3x 2.3 C x 2/y 00 C x.3 C 11x 2/y 0 C .1 C 5x 2/y D 0
36. 4x 2.1 C 4x 2 /y 00 C 32x 3 y 0 C y D 0
37. 9x 2y 00 3x.7 2x 2/y 0 C .25 C 2x 2/y D 0
38. x 2.1 C 2x 2/y 00 C x.3 C 7x 2 /y 0 C .1 3x 2 /y D 0
376 Chapter 7 Series Solutions of Linear Second Order Equations
In Exercises 39–43 find a fundamental set of Frobenius solutions. Compute the terms involving x 2mCr1 ,
where 0 m M (M at least 3) and r1 is the root of the indicial equation. Optionally, write a computer
program to implement the applicable recurrence formulas and take M > 3.
39. C x 2 .1 C x 2 /y 00 C x.3 C 8x 2/y 0 C .1 C 12x 2/y
40. C x 2 y 00 x.1 x 2 /y 0 C .1 C x 2 /y D 0
41. C x 2 .1 2x 2 /y 00 C x.5 9x 2 /y 0 C .4 3x 2 /y D 0
42. C x 2 .2 C x 2 /y 00 C x.14 x 2 /y 0 C 2.9 C x 2 /y D 0
43. C x 2 .1 C x 2 /y 00 C x.3 C 7x 2/y 0 C .1 C 8x 2/y D 0
In Exercises 44–52 find a fundamental set of Frobenius solutions. Give explicit formulas for the coeffi-
cients.
44. x 2.1 2x/y 00 C 3xy 0 C .1 C 4x/y D 0
45. x.1 C x/y 00 C .1 x/y 0 C y D 0
46. x 2.1 x/y 00 C x.3 2x/y 0 C .1 C 2x/y D 0
47. 4x 2.1 C x/y 00 4x 2 y 0 C .1 5x/y D 0
48. x 2.1 x/y 00 x.3 5x/y 0 C .4 5x/y D 0
49. x 2.1 C x 2 /y 00 x.1 C 9x 2/y 0 C .1 C 25x 2/y D 0
50. 9x 2y 00 C 3x.1 x 2 /y 0 C .1 C 7x 2/y D 0
51. x.1 C x 2/y 00 C .1 x 2 /y 0 8xy D 0
52. 4x 2y 00 C 2x.4 x 2 /y 0 C .1 C 7x 2 /y D 0
53. Under the assumptions of Theorem 7.6.2, suppose the power series
1
X 1
X
an .r1 /x n and an0 .r1 /x n
nD0 nD1
converge on . ; /.
(a) Show that
1
X 1
X
y1 D x r1 an .r1 /x n and y2 D y1 ln x C x r1 an0 .r1 /x n
nD0 nD1
are linearly independent on .0; /. H INT: Show that if c1 and c2 are constants such that
c1 y1 C c2 y2 0 on .0; /, then
1
X 1
X
.c1 C c2 ln x/ an .r1 /x n C c2 an0 .r1 /x n D 0; 0 < x < :
nD0 nD1
Then let x ! 0C to conclude that c2 D 0.
(b) Use the result of (a) to complete the proof of Theorem 7.6.2.
Section 7.6 The Method of Frobenius II 377
54. Let
Ly D x 2 .˛0 C ˛1 x/y 00 C x.ˇ0 C ˇ1 x/y 0 C .
0 C
1 x/y
and define
p0 .r / D ˛0 r .r 1/ C ˇ0 r C 0 and p1 .r / D ˛1 r .r 1/ C ˇ1 r C 1 :
Theorem 7.6.1 and Exercise 7.5.55(a) imply that if
1
X
r
y.x; r / D x an .r /x n
nD0
where
n
Y
np1 .j C r 1/
an .r / D . 1/ ;
p0 .j C r /
j D1
then
Ly.x; r / D p0 .r /x r :
Now suppose p0 .r / D ˛0 .r r1 /2 and p1 .k C r1 / ¤ 0 if k is a nonnegative integer.
(a) Show that Ly D 0 has the solution
1
X
y1 D x r1 an .r1 /x n ;
nD0
where
n
. 1/n Y
an .r1 / D p1 .j C r1 1/:
˛0n .nŠ/2
j D1
(b) Show that Ly D 0 has the second solution
1
X
y2 D y1 ln x C x r1 an .r1 /Jn x n ;
nD1
where
n n
X p10 .j C r1 1/ X 1
Jn D 2 :
p1 .j C r1 1/ j
j D1 j D1
(c) Conclude from (a) and (b) that if 1 ¤ 0 then
. 1/n
1 n n
X1
y1 D x r1 x
nD0
.nŠ/2 ˛0
and 0 1
1 n n Xn
X . 1/
1 1
y2 D y1 ln x 2x r1 @ A xn
.nŠ/2 ˛0 j
nD1 j D1
are solutions of
˛0 x 2 y 00 C ˇ0 xy 0 C .
0 C
1 x/y D 0:
(The conclusion is also valid if
1 D 0. Why?)
378 Chapter 7 Series Solutions of Linear Second Order Equations
55. Let
Ly D x 2.˛0 C ˛q x q /y 00 C x.ˇ0 C ˇq x q /y 0 C .
0 C
q x q /y
where q is a positive integer, and define
p0 .r / D ˛0 r .r 1/ C ˇ0 r C 0 and pq .r / D ˛q r .r 1/ C ˇq r C q :
Suppose
p0 .r / D ˛0 .r r1/2 and pq .r / 6 0:
(a) Recall from Exercise 7.5.59 that Ly D 0 has the solution
1
X
y1 D x r1 aq m .r1 /x q m ;
mD0
where
m
. 1/m Y
aq m .r1 / D pq .q.j 1/ C r1 / :
.q 2 ˛0 /m .mŠ/2
j D1
(b) Show that Ly D 0 has the second solution
1
X
y2 D y1 ln x C x r1 aq0 m .r1 /Jm x q m ;
mD1
where
m m
X pq0 .q.j 1/ C r1 / 2X1
Jm D :
pq .q.j 1/ C r1 / q j
j D1 j D1
(c) Conclude from (a) and (b) that if q ¤ 0 then
1
. 1/m q m q m
X
y1 D x r1 x
mD0
.mŠ/2 q 2 ˛0
and 0 1
1 m m Xm
2 r1 X . 1/
q 1
y2 D y1 ln x x @ A xq m
q .mŠ/ 2 q 2˛ j
mD1 0
j D1
are solutions of
˛0 x 2y 00 C ˇ0 xy 0 C .
0 C
q x q /y D 0:
56. The equation
xy 00 C y 0 C xy D 0
is Bessel’s equation of order zero. (See Exercise 53.) Find two linearly independent Frobenius
solutions of this equation.
57. Suppose the assumptions of Exercise 7.5.53 hold, except that
p0 .r / D ˛0 .r r1/2 :
Show that
x r1 x r1 ln x
y1 D and y2 D
˛0 C ˛1 x C ˛2 x 2 ˛0 C ˛1 x C ˛2 x 2
Section 7.7 The Method of Frobenius III 379
are linearly independent Frobenius solutions of
x 2 .˛0 C ˛1 x C ˛2 x 2/y 00 C x.ˇ0 C ˇ1 x C ˇ2 x 2 /y 0 C . 0 C 1 x C 2 x 2 /y D 0
on any interval .0; / on which ˛0 C ˛1 x C ˛2 x 2 has no zeros.
In Exercises 58–65 use the method suggested by Exercise 57 to find the general solution on some interval
.0; /.
58. 4x 2.1 C x/y 00 C 8x 2y 0 C .1 C x/y D 0
59. 9x 2.3 C x/y 00 C 3x.3 C 7x/y 0 C .3 C 4x/y D 0
60. x 2.2 x 2 /y 00 x.2 C 3x 2 /y 0 C .2 x 2 /y D 0
61. 16x 2.1 C x 2 /y 00 C 8x.1 C 9x 2/y 0 C .1 C 49x 2/y D 0
62. x 2.4 C 3x/y 00 x.4 3x/y 0 C 4y D 0
63. 4x 2.1 C 3x C x 2 /y 00 C 8x 2.3 C 2x/y 0 C .1 C 3x C 9x 2 /y D 0
64. x 2.1 x/2 y 00 x.1 C 2x 3x 2 /y 0 C .1 C x 2 /y D 0
65. 9x 2.1 C x C x 2/y 00 C 3x.1 C 7x C 13x 2 /y 0 C .1 C 4x C 25x 2/y D 0
66. (a) Let L and y.x; r / be as in Exercises 57 and 58. Extend Theorem 7.6.1 by showing that
@y
L .x; r / D p00 .r /x r C x r p0 .r / ln x:
@r
(b) Show that if
p0 .r / D ˛0 .r r1 /2
then
@y
y1 D y.x; r1 / and y2 D .x; r1 /
@r
are solutions of Ly D 0.
7.7 THE METHOD OF FROBENIUS III
In Sections 7.5 and 7.6 we discussed methods for finding Frobenius solutions of a homogeneous linear
second order equation near a regular singular point in the case where the indicial equation has a repeated
root or distinct real roots that don’t differ by an integer. In this section we consider the case where the
indicial equation has distinct real roots that differ by an integer. We’ll limit our discussion to equations
that can be written as
x 2.˛0 C ˛1 x/y 00 C x.ˇ0 C ˇ1 x/y 0 C . 0 C 1 x/y D 0 (7.7.1)
or
x 2 .˛0 C ˛2 x 2 /y 00 C x.ˇ0 C ˇ2 x 2 /y 0 C .
0 C
2 x 2 /y D 0;
where the roots of the indicial equation differ by a positive integer.
We begin with a theorem that provides a fundamental set of solutions of equations of the form (7.7.1).
380 Chapter 7 Series Solutions of Linear Second Order Equations
Theorem 7.7.1 Let
Ly D x 2 .˛0 C ˛1 x/y 00 C x.ˇ0 C ˇ1 x/y 0 C . 0 C 1 x/y;
where ˛0 ¤ 0; and define
p0 .r / D ˛0 r .r 1/ C ˇ0 r C
0 ;
p1 .r / D ˛1 r .r 1/ C ˇ1 r C
1 :
Suppose r is a real number such that p0 .n C r / is nonzero for all positive integers n; and define
a0 .r / D 1;
p1 .n C r 1/ (7.7.2)
an .r / D an 1 .r /; n 1:
p0 .n C r /
Let r1 and r2 be the roots of the indicial equation p0 .r / D 0; and suppose r1 D r2 C k; where k is a
positive integer: Then
X1
y1 D x r1 an .r1 /x n
nD0
is a Frobenius solution of Ly D 0. Moreover; if we define
a0 .r2 / D 1;
p1 .n C r2 1/ (7.7.3)
an .r2 / D an 1 .r2 /; 1nk 1;
p0 .n C r2 /
and
p1 .r1 1/
C D ak 1 .r2 /; (7.7.4)
k˛0
then
k 1 1
!
X X
r2 n r1
y2 D x an .r2 /x C C y1 ln x C x an0 .r1 /x n (7.7.5)
nD0 nD1
is also a solution of Ly D 0; and fy1 ; y2 g is a fundamental set of solutions.
Proof Theorem 7.5.3 implies that Ly1 D 0. We’ll now show that Ly2 D 0. Since L is a linear operator,
this is equivalent to showing that
k 1
! 1
!
X X
L x r2 an .r2 /x n C CL y1 ln x C x r1 an0 .r1 /x n D 0: (7.7.6)
nD0 nD1
To verify this, we’ll show that
k 1
!
X
r2 n r1
L x an .r2 /x D p1 .r1 1/ak 1 .r2 /x (7.7.7)
nD0
and !
1
X
r1
L y1 ln x C x an0 .r1 /x n D k˛0 x r1 : (7.7.8)
nD1
Section 7.7 The Method of Frobenius III 381
This will imply that Ly2 D 0, since substituting (7.7.7) and (7.7.8) into (7.7.6) and using (7.7.4) yields
Ly2 D Œp1 .r1 1/ak 1 .r2 / C C k˛0 x r1
r1
D Œp1 .r1 1/ak 1 .r2 / p1 .r1 1/ak 1 .r2 / x D 0:
We’ll prove (7.7.8) first. From Theorem 7.6.1,
1
!
X
L y.x; r / ln x C x r an0 .r /x n D p00 .r /x r C x r p0 .r / ln x:
nD1
Setting r D r1 and recalling that p0 .r1 / D 0 and y1 D y.x; r1 / yields
1
!
X
r1 n
L y1 ln x C x 0
an .r1 /x D p00 .r1 /x r1 : (7.7.9)
nD1
Since r1 and r2 are the roots of the indicial equation, the indicial polynomial can be written as
p0 .r / D ˛0 .r r1 /.r r2/ D ˛0 r 2 .r1 C r2 /r C r1 r2 :
Differentiating this yields
p00 .r / D ˛0.2r r1 r2 /:
Therefore p00 .r1 /
D ˛0 .r1 r2 / D k˛0 , so (7.7.9) implies (7.7.8).
Before proving (7.7.7), we first note an .r2 / is well defined by (7.7.3) for 1 n k 1, since
p0 .n C r2 / ¤ 0 for these values of n. However, we can’t define an .r2 / for n k with (7.7.3), since
p0 .k C r2 / D p0 .r1 / D 0. For convenience, we define an .r2 / D 0 for n k. Then, from Theorem 7.5.1,
k 1
! 1
! 1
X X X
r2 n r2 n
L x an .r2 /x DL x an .r2 /x D x r2 bn x n ; (7.7.10)
nD0 nD0 nD0
where b0 D p0 .r2 / D 0 and
bn D p0 .n C r2 /an .r2 / C p1 .n C r2 1/an 1 .r2 /; n 1:
If 1 n k 1, then (7.7.3) implies that bn D 0. If n k C 1, then bn D 0 because an 1 .r2 / D
an .r2 / D 0. Therefore (7.7.10) reduces to
k 1
!
X
r2 n kCr2
L x an .r2 /x D Œp0 .k C r2 /ak .r2 / C p1 .k C r2 1/ak 1 .r2 / x :
nD0
Since ak .r2 / D 0 and k C r2 D r1 , this implies (7.7.7).
We leave the proof that fy1 ; y2 g is a fundamental set as an exercise (Exercise 41).
Example 7.7.1 Find a fundamental set of Frobenius solutions of
2x 2 .2 C x/y 00 x.4 7x/y 0 .5 3x/y D 0:
Give explicit formulas for the coefficients in the solutions.
382 Chapter 7 Series Solutions of Linear Second Order Equations
Solution For the given equation, the polynomials defined in Theorem 7.7.1 are
p0 .r / D 4r .r 1/ 4r 5 D .2r C 1/.2r 5/;
p1 .r / D 2r .r 1/ C 7r C 3 D .r C 1/.2r C 3/:
The roots of the indicial equation are r1 D 5=2 and r2 D 1=2, so k D r1 r2 D 3. Therefore
Theorem 7.7.1 implies that
1
X
y1 D x 5=2 an .5=2/x n (7.7.11)
nD0
and
2 1
!
X X
1=2 5=2
y2 D x an . 1=2/ C C y1 ln x C x an0 .5=2/x n (7.7.12)
nD0 nD1
(with C as in (7.7.4)) form a fundamental set of solutions of Ly D 0. The recurrence formula (7.7.2) is
a0 .r / D 1;
p1 .n C r 1/
an .r / D an 1 .r /
p0 .n C r /
.n C r /.2n C 2r C 1/ (7.7.13)
D an 1 .r /;
.2n C 2r C 1/.2n C 2r 5/
nCr
D an 1 .r /; n 1;
2n C 2r 5
which implies that
n
Y j Cr
an .r / D . 1/n ; n 0: (7.7.14)
2j C 2r 5
j D1
Therefore Qn
. 1/n j D1 .2j C 5/
an .5=2/ D : (7.7.15)
4n nŠ
Substituting this into (7.7.11) yields
Qn
5=2
1
X . 1/n j D1 .2j C 5/
y1 D x xn:
nD0
4n nŠ
To compute the coefficients a0 . 1=2/; a1 . 1=2/ and a2 . 1=2/ in y2 , we set r D 1=2 in (7.7.13)
and apply the resulting recurrence formula for n D 1, 2; thus,
a0 . 1=2/ D 1;
2n 1
an . 1=2/ D an 1. 1=2/; n D 1; 2:
4.n 3/
The last formula yields
a1 . 1=2/ D 1=8 and a2 . 1=2/ D 3=32:
Substituting r1 D 5=2; r2 D 1=2; k D 3, and ˛0 D 4 into (7.7.4) yields C D 15=128. Therefore,
from (7.7.12),
1
!
1=2 1 3 15 X
y2 D x 1 C x C x2 y1 ln x C x 5=2 0 n
an .5=2/x : (7.7.16)
8 32 128
nD1
Section 7.7 The Method of Frobenius III 383
We use logarithmic differentiation to obtain obtain an0 .r /. From (7.7.14),
n
Y jj C r j
jan .r /j D ; n 1:
j2j C 2r 5j
j D1
Therefore
n
X
ln jan .r /j D .ln jj C r j ln j2j C 2r 5j/ :
j D1
Differentiating with respect to r yields
n
an0 .r /
X 1 2
D :
an .r / j Cr 2j C 2r 5
j D1
Therefore
n
X 1 2
an0 .r / D an .r / :
j Cr 2j C 2r 5
j D1
Setting r D 5=2 here and recalling (7.7.15) yields
. 1/n njD1 .2j C 5/ X
n
Q
0 1 1
an .5=2/ D : (7.7.17)
4n nŠ j C 5=2 j
j D1
Since
1 1 5
D ;
j C 5=2 j j.2j C 5/
we can rewrite (7.7.17) as
Qn 0 1
n
. 1/n j D1 .2j C 5/
X 1
an0 .5=2/ D 5 @ A:
4n nŠ j.2j C 5/
j D1
Substituting this into (7.7.16) yields
1 3 15
y2 D x 1=2 1 C x C x 2 y1 ln x
8 32 128
Qn 0 1
1 n n
75 5=2 X . 1/ j D1 .2j C 5/ 1
X
C x @ A xn:
128 4n nŠ j.2j C 5/
nD1 j D1
If C D 0 in (7.7.4), there’s no need to compute
1
X
y1 ln x C x r1 an0 .r1 /x n
nD1
in the formula (7.7.5) for y2 . Therefore it’s best to compute C before computing fan0 .r1 /g1
nD1 . This is
illustrated in the next example. (See also Exercises 44 and 45.)
384 Chapter 7 Series Solutions of Linear Second Order Equations
Example 7.7.2 Find a fundamental set of Frobenius solutions of
x 2.1 2x/y 00 C x.8 9x/y 0 C .6 3x/y D 0:
Give explicit formulas for the coefficients in the solutions.
Solution For the given equation, the polynomials defined in Theorem 7.7.1 are
p0 .r / D r .r 1/ C 8r C 6 D .r C 1/.r C 6/
p1 .r / D 2r .r 1/ 9r 3 D .r C 3/.2r C 1/:
The roots of the indicial equation are r1 D 1 and r2 D 6, so k D r1 r2 D 5. Therefore Theorem 7.7.1
implies that
1
X
y1 D x 1 an . 1/x n (7.7.18)
nD0
and
4 1
!
X X
6 1 n
y2 D x an . 6/ C C y1 ln x C x an0 . 1/x (7.7.19)
nD0 nD1
(with C as in (7.7.4)) form a fundamental set of solutions of Ly D 0. The recurrence formula (7.7.2) is
a0 .r / D 1;
p1 .n C r 1/
an .r / D an 1 .r /
p0 .n C r / (7.7.20)
.n C r C 2/.2n C 2r 1/
D an 1 .r /; n 1;
.n C r C 1/.n C r C 6/
which implies that
n
Y .j C r C 2/.2j C 2r 1/
an .r / D
.j C r C 1/.j C r C 6/
j
0D1
n
10
n
1 (7.7.21)
Y j Cr C2 Y 2j C 2r 1
D @ A@ A:
j Cr C1 j Cr C6
j D1 j D1
Since
n
Y j Cr C2 .r C 3/.r C 4/ .n C r C 2/ nCr C2
D D
j Cr C1 .r C 2/.r C 3/ .n C r C 1/ r C2
j D1
because of cancellations, (7.7.21) simplifies to
n
n C r C 2 Y 2j C 2r 1
an .r / D :
r C2 j Cr C6
j D1
Therefore
n
Y 2j 3
an . 1/ D .n C 1/ :
j C5
j D1
Section 7.7 The Method of Frobenius III 385
Substituting this into (7.7.18) yields
0 1
1 n
X Y 2j 3
y1 D x 1 .n C 1/ @ A x n:
nD0
j C 5
j D1
To compute the coefficients a0 . 6/; : : : ; a4 . 6/ in y2 , we set r D 6 in (7.7.20) and apply the
resulting recurrence formula for n D 1, 2, 3, 4; thus,
a0 . 6/ D 1;
.n 4/.2n 13/
an . 6/ D an 1. 6/; n D 1; 2; 3; 4:
n.n 5/
The last formula yields
33 99 231
a1 . 6/ D ; a2 . 6/ D ; a3 . 6/ D ; a4 . 6/ D 0:
4 4 8
Since a4 . 6/ D 0, (7.7.4) implies that the constant C in (7.7.19) is zero. Therefore (7.7.19) reduces to
6 33 99 2 231 3
y2 D x 1 xC x x :
4 4 8
We now consider equations of the form
x 2 .˛0 C ˛2 x 2 /y 00 C x.ˇ0 C ˇ2 x 2 /y 0 C . 0 C 2 x 2 /y D 0;
where the roots of the indicial equation are real and differ by an even integer. The case where the roots
are real and differ by an odd integer can be handled by the method discussed in 56.
The proof of the next theorem is similar to the proof of Theorem 7.7.1 (Exercise 43).
Theorem 7.7.2 Let
Ly D x 2 .˛0 C ˛2x 2 /y 00 C x.ˇ0 C ˇ2 x 2/y 0 C . 0 C 2 x 2 /y;
where ˛0 ¤ 0; and define
p0 .r / D ˛0 r .r 1/ C ˇ0 r C 0 ;
p2 .r / D ˛2 r .r 1/ C ˇ2 r C 2 :
Suppose r is a real number such that p0 .2m C r / is nonzero for all positive integers m; and define
a0 .r / D 1;
p2 .2m C r 2/ (7.7.22)
a2m .r / D a2m 2 .r /; m 1:
p0 .2m C r /
Let r1 and r2 be the roots of the indicial equation p0 .r / D 0; and suppose r1 D r2 C 2k; where k is a
positive integer: Then
X1
y1 D x r1 a2m .r1 /x 2m
mD0
is a Frobenius solution of Ly D 0. Moreover; if we define
a0 .r2 / D 1;
p2 .2m C r2 2/
a2m .r2 / D a2m 2 .r2 /; 1mk 1
p0 .2m C r2 /
386 Chapter 7 Series Solutions of Linear Second Order Equations
and
p2 .r1 2/
C D a2k 2 .r2 /; (7.7.23)
2k˛0
then
k
X1 1
!
X
r2 2m r1
y2 D x a2m .r2 /x CC y1 ln x C x 0
a2m .r1 /x 2m (7.7.24)
mD0 mD1
is also a solution of Ly D 0; and fy1 ; y2 g is a fundamental set of solutions.
Example 7.7.3 Find a fundamental set of Frobenius solutions of
x 2 .1 C x 2 /y 00 C x.3 C 10x 2 /y 0 .15 14x 2 /y D 0:
Give explicit formulas for the coefficients in the solutions.
Solution For the given equation, the polynomials defined in Theorem 7.7.2 are
p0 .r / D r .r 1/ C 3r 15 D .r 3/.r C 5/
p2 .r / D r .r 1/ C 10r C 14 D .r C 2/.r C 7/:
The roots of the indicial equation are r1 D 3 and r2 D 5, so k D .r1 r2 /=2 D 4. Therefore
Theorem 7.7.2 implies that
1
X
y1 D x 3 a2m .3/x 2m (7.7.25)
mD0
and
3 1
!
X X
5
y2 D x a2m . 5/x 2m C C y1 ln x C x 3 0
a2m .3/x 2m
mD0 mD1
(with C as in (7.7.23)) form a fundamental set of solutions of Ly D 0. The recurrence formula (7.7.22)
is
a0 .r / D 1;
p2 .2m C r 2/
a2m .r / D a2m 2 .r /
p0 .2m C r /
.2m C r /.2m C r C 5/ (7.7.26)
D a2m 2 .r /
.2m C r 3/.2m C r C 5/
2m C r
D a2m 2 .r /; m 1;
2m C r 3
which implies that
m
Y 2j C r
a2m .r / D . 1/m ; m 0: (7.7.27)
2j C r 3
j D1
Therefore Qm
. 1/m j D1 .2j C 3/
a2m .3/ D : (7.7.28)
2mmŠ
Substituting this into (7.7.25) yields
Qm
3
1
X . 1/m j D1 .2j C 3/
y1 D x x 2m :
2m mŠ
mD0
Section 7.7 The Method of Frobenius III 387
To compute the coefficients a2 . 5/, a4 . 5/, and a6 . 5/ in y2 , we set r D 5 in (7.7.26) and apply
the resulting recurrence formula for m D 1, 2, 3; thus,
2m 5
a2m . 5/ D a2m 2. 5/; m D 1; 2; 3:
2.m 4/
This yields
1 1 1
a2 . 5/ D ; a4 . 5/ D ; a6 . 5/ D :
2 8 16
Substituting r1 D 3, r2 D 5, k D 4, and ˛0 D 1 into (7.7.23) yields C D 3=16. Therefore, from
(7.7.24),
1
!
5 1 2 1 4 1 6 3 X
y2 D x 1 x C x C x y1 ln x C x 3 0
a2m .3/x 2m : (7.7.29)
2 8 16 16 mD1
0
To obtain a2m .r / we use logarithmic differentiation. From (7.7.27),
m
Y j2j C r j
ja2m .r /j D ; m 1:
j2j C r 3j
j D1
Therefore
n
X
ln ja2m .r /j D .ln j2j C r j ln j2j C r 3j/ :
j D1
Differentiating with respect to r yields
0 m
a2m .r / X 1 1
D :
a2m .r / 2j C r 2j C r 3
j D1
Therefore
n
0
X 1 1
a2m .r / D a2m .r / :
2j C r 2j C r 3
j D1
Setting r D 3 here and recalling (7.7.28) yields
. 1/m m m
Q
j D1 .2j C 3/
0
X 1 1
a2m .3/ D : (7.7.30)
2m mŠ 2j C 3 2j
j D1
Since
1 1 3
D ;
2j C 3 2j 2j.2j C 3/
we can rewrite (7.7.30) as
Qm 0 1
n
0 3 . 1/n j D1 .2j C 3/
X 1
a2m .3/ D @ A:
2 2m mŠ j.2j C 3/
j D1
Substituting this into (7.7.29) yields
1 2 1 4 1 3
y2 D x 5 1 x C x C x6 y1 ln x
2 8 16 16
Qm 0 1
m
9 3 X . 1/m j D1 .2j C 3/ X
1
1
C x @ A x 2m :
32 mD1 2m mŠ j.2j C 3/
j D1
388 Chapter 7 Series Solutions of Linear Second Order Equations
Example 7.7.4 Find a fundamental set of Frobenius solutions of
x 2 .1 2x 2/y 00 C x.7 13x 2 /y 0 14x 2y D 0:
Give explicit formulas for the coefficients in the solutions.
Solution For the given equation, the polynomials defined in Theorem 7.7.2 are
p0 .r / D r .r 1/ C 7r D r .r C 6/;
p2 .r / D 2r .r 1/ 13r 14 D .r C 2/.2r C 7/:
The roots of the indicial equation are r1 D 0 and r2 D 6, so k D .r1 r2 /=2 D 3. Therefore
Theorem 7.7.2 implies that
1
X
y1 D a2m .0/x 2m ; (7.7.31)
mD0
and
2 1
!
X X
6 2m
y2 D x a2m . 6/x CC y1 ln x C 0
a2m .0/x 2m (7.7.32)
mD0 mD1
(with C as in (7.7.23)) form a fundamental set of solutions of Ly D 0. The recurrence formulas (7.7.22)
are
a0 .r / D 1;
p2 .2m C r 2/
a2m .r / D a2m 2 .r /
p0 .2m C r /
.2m C r /.4m C 2r C 3/ (7.7.33)
D a2m 2 .r /
.2m C r /.2m C r C 6/
4m C 2r C 3
D a2m 2 .r /; m 1;
2m C r C 6
which implies that
m
Y 4j C 2r C 3
a2m .r / D :
2j C r C 6
j D1
Setting r D 0 yields Qm
j D1 .4j C 3/
a2m .0/ D 6 :
2m .m C 3/Š
Substituting this into (7.7.31) yields
1 Qm
X j D1 .4j C 3/
y1 D 6 x 2m :
mD0
2m .m C 3/Š
To compute the coefficients a0 . 6/, a2 . 6/, and a4 . 6/ in y2 , we set r D 6 in (7.7.33) and apply
the resulting recurrence formula for m D 1, 2; thus,
a0 . 6/ D 1;
4m 9
a2m . 6/ D a2m 2. 6/; m D 1; 2:
2m
Section 7.7 The Method of Frobenius III 389
The last formula yields
5 5
and a4 . 6/ D : a2 . 6/ D
2 8
Since p2 . 2/ D 0, the constant C in (7.7.23) is zero. Therefore (7.7.32) reduces to
5 2 5 4
y2 D x 6 1 x C x :
2 8
7.7 Exercises
In Exercises 1–40 find a fundamental set of Frobenius solutions. Give explicit formulas for the coeffi-
cients.
1. x 2y 00 3xy 0 C .3 C 4x/y D 0
2. xy 00 C y D 0
3. 4x 2.1 C x/y 00 C 4x.1 C 2x/y 0 .1 C 3x/y D 0
00 0
4. xy C xy C y D 0
5. 2x 2.2 C 3x/y 00 C x.4 C 21x/y 0 .1 9x/y D 0
2 00 0
6. x y C x.2 C x/y .2 3x/y D 0
2 00 0
7. 4x y C 4xy .9 x/y D 0
2 00 0
8. x y C 10xy C .14 C x/y D 0
9. 4x 2.1 C x/y 00 C 4x.3 C 8x/y 0 .5 49x/y D 0
2 00 0
10. x .1 C x/y x.3 C 10x/y C 30xy D 0
2 00
11. x y C x.1 C x/y 0 3.3 C x/y D 0
2 00 0
12. x y C x.1 2x/y .4 C x/y D 0
00 0
13. x.1 C x/y 4y 2y D 0
2
14. x .1 C 2x/y C x.9 C 13x/y 0 C .7 C 5x/y D 0
00
15. 4x 2y 00 2x.4 x/y 0 .7 C 5x/y D 0
2 00
16. 3x .3 C x/y x.15 C x/y 0 20y D 0
2 00 0
17. x .1 C x/y C x.1 10x/y .9 10x/y D 0
18. x 2.1 C x/y 00 C 3x 2 y 0 .6 x/y D 0
19. x 2.1 C 2x/y 00 2x.3 C 14x/y 0 C .6 C 100x/y D 0
2 00
20. x .1 C x/y x.6 C 11x/y 0 C .6 C 32x/y D 0
21. 4x 2.1 C x/y 00 C 4x.1 C 4x/y 0 .49 C 27x/y D 0
2 00 0
22. x .1 C 2x/y x.9 C 8x/y 12xy D 0
2 2 00 2 0
23. x .1 C x /y x.7 2x /y C 12y D 0
2 00 2 0
24. x y x.7 x /y C 12y D 0
00 0
25. xy 5y C xy D 0
26. x y C x.1 C 2x 2/y 0
2 00
.1 10x 2 /y D 0
27. x 2y 00 xy 0 .3 x 2/y D 0
390 Chapter 7 Series Solutions of Linear Second Order Equations
28. 4x 2y 00 C 2x.8 C x 2 /y 0 C .5 C 3x 2 /y D 0
29. x 2y 00 C x.1 C x 2/y 0 .1 3x 2 /y D 0
30. x 2y 00 C x.1 2x 2 /y 0 4.1 C 2x 2/y D 0
31. 4x 2y 00 C 8xy 0 .35 x 2 /y D 0
32. 9x 2y 00 3x.11 C 2x 2 /y 0 C .13 C 10x 2/y D 0
33. x 2y 00 C x.1 2x 2 /y 0 4.1 x 2 /y D 0
34. x 2y 00 C x.1 3x 2 /y 0 4.1 3x 2 /y D 0
35. x 2.1 C x 2 /y 00 C x.5 C 11x 2 /y 0 C 24x 2y D 0
36. 4x 2.1 C x 2 /y 00 C 8xy 0 .35 x 2 /y D 0
37. x 2.1 C x 2 /y 00 x.5 x 2 /y 0 .7 C 25x 2/y D 0
38. x 2.1 C x 2 /y 00 C x.5 C 2x 2 /y 0 21y D 0
2 2 2
39. x .1 C 2x /y 00
x.3 C x /y 0
2x 2y D 0
40. 4x 2.1 C x 2 /y 00 C 4x.2 C x 2 /y 0 .15 C x 2 /y D 0
41. (a) Under the assumptions of Theorem 7.7.1, show that
1
X
r1
y1 D x an .r1 /x n
nD0
and
k 1 1
!
X X
r2 n r1
y2 D x an .r2 /x C C y1 ln x C x an0 .r1 /x n
nD0 nD1
are linearly independent. H INT: Show that if c1 and c2 are constants such that c1y1 Cc2y2
0 on an interval .0; /, then
r2
x .c1 y1 .x/ C c2 y2 .x// D 0; 0 < x < :
Then let x ! 0C to conclude that c2 =0.
(b) Use the result of (a) to complete the proof of Theorem 7.7.1.
42. Find a fundamental set of Frobenius solutions of Bessel’s equation
x 2 y 00 C xy 0 C .x 2 2 /y D 0
in the case where is a positive integer.
43. Prove Theorem 7.7.2.
44. Under the assumptions of Theorem 7.7.1, show that C D 0 if and only if p1 .r2 C ł/ D 0 for some
integer ł in f0; 1; : : : ; k 1g.
45. Under the assumptions of Theorem 7.7.2, show that C D 0 if and only if p2 .r2 C 2ł/ D 0 for
some integer ` in f0; 1; : : : ; k 1g.
46. Let
Ly D ˛0 x 2 y 00 C ˇ0 xy 0 C . 0 C 1 x/y
and define
p0 .r / D ˛0r .r 1/ C ˇ0 r C 0 :
Section 7.7 The Method of Frobenius III 391
Show that if
p0 .r / D ˛0 .r r1 /.r r2 /
where r1 r2 D k, a positive integer, then Ly D 0 has the solutions
1 n
. 1/n
X
1
y1 D x r1 Qn xn
nD0
nŠ j D1 .j C k/ ˛0
and
k 1 n
. 1/n
X
1
y2 D x r2 Qn xn
nŠ j D1 .j k/ ˛0
nD0
0 0 1 1
k 1 n n n
1
1 X . 1/
1 X 2j C k A n A
@y1 ln x x r1 Qn @ x :
kŠ.k 1/Š ˛0 nD1
nŠ j D1 .j C k/ ˛0 j.j C k/
j D1
47. Let
Ly D ˛0x 2 y 00 C ˇ0 xy 0 C .
0 C
2 x 2 /y
and define
p0 .r / D ˛0r .r 1/ C ˇ0 r C
0 :
Show that if
p0 .r / D ˛0 .r r1 /.r r2 /
where r1 r2 D 2k, an even positive integer, then Ly D 0 has the solutions
1 m
. 1/m
r1
X
2
y1 D x x 2m
4m mŠ m
Q
j D1 .j C k/ ˛0
mD0
and
k 1 m
. 1/m
r2
X
2
y2 D x x 2m
4m mŠ m
Q
mD0 j D1 .j k/ ˛0
0 0 1 1
k 1 m X m
x r1 X . 1/m
2
2 @y1 ln x
2 2j C k A x 2m A :
2 mD1 4m mŠ m
@
4k kŠ.k
Q
1/Š ˛0 j D1 .j C k/ ˛0 j.j C k/
j D1
48. Let L be as in Exercises 7.5.57 and 7.5.58, and suppose the indicial polynomial of Ly D 0 is
p0 .r / D ˛0.r r1 /.r r2 /;
with k D r1 r2 , where k is a positive integer. Define a0 .r / D 1 for all r . If r is a real number
such that p0 .n C r / is nonzero for all positive integers n, define
n
1 X
an .r / D pj .n C r j /an j .r /; n 1;
p0 .n C r /
j D1
392 Chapter 7 Series Solutions of Linear Second Order Equations
and let
1
X
y1 D x r1 an .r1 /x n :
nD0
Define
n
1 X
an .r2 / D pj .n C r2 j /an j .r2 / if n 1 and n ¤ k;
p0 .n C r2 /
j D1
and let ak .r2 / be arbitrary.
(a) Conclude from Exercise 7.6..66 that
1
!
X
L y1 ln x C x r1 an0 .r1 /x n D k˛0 x r1 :
nD1
(b) Conclude from Exercise 7.5..57 that
1
!
X
r2 n
L x an .r2 /x D Ax r1 ;
nD0
where
k
X
AD pj .r1 j /ak j .r2 /:
j D1
(c) Show that y1 and
1 1
!
r2
X
n A r1
X
y2 D x an .r2 /x y1 ln x C x an0 .r1 /x n
nD0
k˛0 nD1
form a fundamental set of Frobenius solutions of Ly D 0.
(d) Show that choosing the arbitrary quantity ak .r2 / to be nonzero merely adds a multiple of y1
to y2 . Conclude that we may as well take ak .r2 / D 0.
CHAPTER 8
Laplace Transforms
IN THIS CHAPTER we study the method of Laplace transforms, which illustrates one of the basic prob-
lem solving techniques in mathematics: transform a difficult problem into an easier one, solve the lat-
ter, and then use its solution to obtain a solution of the original problem. The method discussed here
transforms an initial value problem for a constant coefficient equation into an algebraic equation whose
solution can then be used to solve the initial value problem. In some cases this method is merely an
alternative procedure for solving problems that can be solved equally well by methods that we considered
previously; however, in other cases the method of Laplace transforms is more efficient than the methods
previously discussed. This is especially true in physical problems dealing with discontinuous forcing
functions.
SECTION 8.1 defines the Laplace transform and developes its properties.
SECTION 8.2 deals with the problem of finding a function that has a given Laplace transform.
SECTION 8.3 applies the Laplace transform to solve initial value problems for constant coefficient second
order differential equations on .0; 1/.
SECTION 8.4 introduces the unit step function.
SECTION 8.5 uses the unit step function to solve constant coefficient equations with piecewise continu-
ous forcing functions.
SECTION 8.6 deals with the convolution theorem, an important theoretical property of the Laplace trans-
form.
SECTION 8.7 introduces the idea of impulsive force, and treats constant coefficient equations with im-
pulsive forcing functions.
SECTION 8.8 is a brief table of Laplace transforms.
393
394 Chapter 8 Laplace Transforms
8.1 INTRODUCTION TO THE LAPLACE TRANSFORM
Definition of the Laplace Transform
To define the Laplace transform, we first recall the definition of an improper integral. If g is integrable
over the interval Œa; T for every T > a, then the improper integral of g over Œa; 1/ is defined as
Z 1 Z T
g.t/ dt D lim g.t/ dt: (8.1.1)
a T !1 a
We say that the improper integral converges if the limit in (8.1.1) exists; otherwise, we say that the
improper integral diverges or does not exist. Here’s the definition of the Laplace transform of a function
f.
Definition 8.1.1 Let f be defined for t 0 and let s be a real number: Then the Laplace transform of f
is the function F defined by Z 1
st
F .s/ D e f .t/ dt; (8.1.2)
0
for those values of s for which the improper integral converges:
It is important to keep in mind that the variable of integration in (8.1.2) is t, while s is a parameter in-
dependent of t. We use t as the independent variable for f because in applications the Laplace transform
is usually applied to functions of time.
The Laplace transform can be viewed as an operator L that transforms the function f D f .t/ into the
function F D F .s/. Thus, (8.1.2) can be expressed as
F D L.f /:
The functions f and F form a transform pair, which we’ll sometimes denote by
f .t/ $ F .s/:
It can be shown that if F .s/ is defined for s D s0 then it’s defined for all s > s0 (Exercise 14(b)).
Computation of Some Simple Laplace Transforms
Example 8.1.1 Find the Laplace transform of f .t/ D 1.
Solution From (8.1.2) with f .t/ D 1,
Z 1 Z T
st st
F .s/ D e dt D lim e dt:
0 T !1 0
If s ¤ 0 then
T sT
1 ˇT 1 e
Z
st st ˇ
e dt D e ˇ D : (8.1.3)
0 s 0 s
Therefore
Z T
( 1
st ; s > 0;
lim e dt D s (8.1.4)
T !1 0 1; s < 0:
Section 8.1 Introduction to the Laplace Transform 395
If s D 0 the integrand reduces to the constant 1, and
Z T Z T
lim 1 dt D lim 1 dt D lim T D 1:
T !1 0 T !1 0 T !1
Therefore F .0/ is undefined, and
Z 1
st 1
F .s/ D e dt D ; s > 0:
0 s
This result can be written in operator notation as
1
L.1/ D ; s > 0;
s
or as the transform pair
1
1$; s > 0:
s
R EMARK: It is convenient to combine the steps of integrating from 0 to T and letting T ! 1. Therefore,
instead of writing (8.1.3) and (8.1.4) as separate steps we write
Z 1 ( 1
st 1 st ˇˇ1 ; s > 0;
e dt D e ˇ D s
0 s 0 1; s < 0:
We’ll follow this practice throughout this chapter.
Example 8.1.2 Find the Laplace transform of f .t/ D t.
Solution From (8.1.2) with f .t/ D t,
Z 1
st
F .s/ D e t dt: (8.1.5)
0
If s ¤ 0, integrating by parts yields
st ˇ1
Z 1 ˇ Z 1 ˇ1
te 1 t 1
e st t dt D st st ˇ
ˇ
ˇ C e dt D C 2 e
0 s 0 ˇ s 0 s s ˇ
0
( 1
; s > 0;
D s2
1; s < 0:
If s D 0, the integral in (8.1.5) becomes
1
t 2 ˇˇ1
Z ˇ
t dt D D 1:
0 2 ˇ0
Therefore F .0/ is undefined and
1
F .s/ D ; s > 0:
s2
This result can also be written as
1
L.t/ D ; s > 0;
s2
or as the transform pair
1
t$ ; s > 0:
s2
396 Chapter 8 Laplace Transforms
Example 8.1.3 Find the Laplace transform of f .t/ D e at , where a is a constant.
Solution From (8.1.2) with f .t/ D e at ,
Z 1
st at
F .s/ D e e dt:
0
Combining the exponentials yields
Z 1
.s a/t
F .s/ D e dt:
0
However, we know from Example 8.1.1 that
Z 1
st 1
e dt D ; s > 0:
0 s
Replacing s by s a here shows that
1
F .s/ D ; s > a:
s a
This can also be written as
1 1
L.e at / D ; s > a; or e at $ ; s > a:
s a s a
Example 8.1.4 Find the Laplace transforms of f .t/ D sin !t and g.t/ D cos !t, where ! is a constant.
Solution Define Z 1
st
F .s/ D e sin !t dt (8.1.6)
0
and Z 1
st
G.s/ D e cos !t dt: (8.1.7)
0
If s > 0, integrating (8.1.6) by parts yields
st ˇ1 ! Z 1
e st
F .s/ D sin !t ˇ C e cos !t dt;
ˇ
s 0 s 0
so
!
F .s/ D G.s/: (8.1.8)
s
If s > 0, integrating (8.1.7) by parts yields
st 1
cos !t ˇˇ1
Z
e ! st
G.s/ D e sin !t dt;
s s
ˇ
0 0
so
1 !
G.s/ D F .s/:
s s
Now substitute from (8.1.8) into this to obtain
1 !2
G.s/ D G.s/:
s s2
Section 8.1 Introduction to the Laplace Transform 397
Solving this for G.s/ yields
s
G.s/ D ; s > 0:
s2 C !2
This and (8.1.8) imply that
!
F .s/ D ; s > 0:
s2 C !2
Tables of Laplace transforms
Extensive tables of Laplace transforms have been compiled and are commonly used in applications. The
brief table of Laplace transforms in the Appendix will be adequate for our purposes.
Example 8.1.5 Use the table of Laplace transforms to find L.t 3 e 4t /.
Solution The table includes the transform pair
nŠ
t n e at $ :
.s a/nC1
Setting n D 3 and a D 4 here yields
3Š 6
L.t 3 e 4t / D 4
D :
.s 4/ .s 4/4
We’ll sometimes write Laplace transforms of specific functions without explicitly stating how they are
obtained. In such cases you should refer to the table of Laplace transforms.
Linearity of the Laplace Transform
The next theorem presents an important property of the Laplace transform.
Theorem 8.1.2 ŒLinearity Property Suppose L.fi / is defined for s > si ; 1 i n/: Let s0 be the
largest of the numbers s1 , s2 ; . . . ,sn ; and let c1 , c2 ,. . . , cn be constants: Then
L.c1 f1 C c2 f2 C C cn fn / D c1L.f1 / C c2L.f2 / C C cn L.fn / for s > s0 :
Proof We give the proof for the case where n D 2. If s > s0 then
Z 1
L.c1 f1 C c2 f2 / D e st .c1 f1 .t/ C c2 f2 .t/// dt
0
Z 1 Z 1
st
D c1 e f1 .t/ dt C c2 e st f2 .t/ dt
0 0
D c1 L.f1 / C c2 L.f2 /:
Example 8.1.6 Use Theorem 8.1.2 and the known Laplace transform
1
L.e at / D
s a
to find L.cosh bt/ .b ¤ 0/.
398 Chapter 8 Laplace Transforms
Solution By definition,
e bt C e bt
cosh bt D :
2
Therefore
1 bt 1
L.cosh bt/ D L e C e bt
2 2
1 1
D L.e / C L.e bt /
bt
(linearity property) (8.1.9)
2 2
1 1 1 1
D C ;
2s b 2 sCb
where the first transform on the right is defined for s > b and the second for s > b; hence, both are
defined for s > jbj. Simplifying the last expression in (8.1.9) yields
s
L.cosh bt/ D ; s > jbj:
s2 b2
The First Shifting Theorem
The next theorem enables us to start with known transform pairs and derive others. (For other results of
this kind, see Exercises 6 and 13.)
Theorem 8.1.3 ŒFirst Shifting Theorem If
Z 1
st
F .s/ D e f .t/ dt (8.1.10)
0
is the Laplace transform of f .t/ for s > s0 , then F .s a/ is the Laplace transform of e at f .t/ for
s > s0 C a.
P ROOF. Replacing s by s a in (8.1.10) yields
Z 1
.s a/t
F .s a/ D e f .t/ dt (8.1.11)
0
if s a > s0; that is, if s > s0 C a. However, (8.1.11) can be rewritten as
Z 1
e st e at f .t/ dt;
F .s a/ D
0
which implies the conclusion.
Example 8.1.7 Use Theorem 8.1.3 and the known Laplace transforms of 1, t, cos !t, and sin !t to find
L.e at /; L.te at /; L.e t sin !t/; and L.e t cos !t/:
Solution In the following table the known transform pairs are listed on the left and the required transform
pairs listed on the right are obtained by applying Theorem 8.1.3.
Section 8.1 Introduction to the Laplace Transform 399
f .t/ $ F .s/ e at f .t/ $ F .s a/
1 1
1$ ; s>0 e at $ ; s>a
s .s a/
1 1
t $ 2; s > 0 te at $ ; s>a
s a/2 .s
! !
sin !t $ 2 ; s>0 e t sin !t $ ;s>
s C !2 .s /2 C ! 2
s s
cos !t $ 2 ; s>0 e t sin !t $ ;s>
s C !2 .s /2 C ! 2
Existence of Laplace Transforms
Not every function has a Laplace transform. For example, it can be shown (Exercise 3) that
Z 1
2
e st e t dt D 1
0
2
for every real number s. Hence, the function f .t/ D e t does not have a Laplace transform.
Our next objective is to establish conditions that ensure the existence of the Laplace transform of a
function. We first review some relevant definitions from calculus.
Recall that a limit
lim f .t/
t !t0
exists if and only if the one-sided limits
lim f .t/ and lim f .t/
t !t0 t !t0 C
both exist and are equal; in this case,
lim f .t/ D lim f .t/ D lim f .t/:
t !t0 t !t0 t !t0 C
Recall also that f is continuous at a point t0 in an open interval .a; b/ if and only if
lim f .t/ D f .t0 /;
t !t0
which is equivalent to
lim f .t/ D lim f .t/ D f .t0 /: (8.1.12)
t !t0 C t !t0
For simplicity, we define
f .t0 C/ D lim f .t/ and f .t0 / D lim f .t/;
t !t0 C t !t0
so (8.1.12) can be expressed as
f .t0 C/ D f .t0 / D f .t0 /:
If f .t0 C/ and f .t0 / have finite but distinct values, we say that f has a jump discontinuity at t0 , and
f .t0 C/ f .t0 /
400 Chapter 8 Laplace Transforms
f (t +)
0
f (t0−)
x
t
0
Figure 8.1.1 A jump discontinuity
is called the jump in f at t0 (Figure 8.1.1).
If f .t0 C/ and f .t0 / are finite and equal, but either f isn’t defined at t0 or it’s defined but
f .t0 / ¤ f .t0 C/ D f .t0 /;
we say that f has a removable discontinuity at t0 (Figure 8.1.2). This terminolgy is appropriate since a
function f with a removable discontinuity at t0 can be made continuous at t0 by defining (or redefining)
f .t0 / D f .t0 C/ D f .t0 /:
R EMARK: We know from calculus that a definite integral isn’t affected by changing the values of its
integrand at isolated points. Therefore, redefining a function f to make it continuous at removable
discontinuities does not change L.f /.
Definition 8.1.4
(i) A function f is said to be piecewise continuous on a finite closed interval Œ0; T if f .0C/ and
f .T / are finite and f is continuous on the open interval .0; T / except possibly at finitely many
points, where f may have jump discontinuities or removable discontinuities.
(ii) A function f is said to be piecewise continuous on the infinite interval Œ0; 1/ if it’s piecewise
continuous on Œ0; T for every T > 0.
Figure 8.1.3 shows the graph of a typical piecewise continuous function.
It is shown in calculus that if a function is piecewise continuous on a finite closed interval then it’s
integrable on that interval. But if f is piecewise continuous on Œ0; 1/, then so is e st f .t/, and therefore
Z T
e st f .t/ dt
0
Section 8.1 Introduction to the Laplace Transform 401
f(t0)
f(t −) = f(t +)
0 0
x
a b
x
t0
Figure 8.1.3 A piecewise continuous function on
Figure 8.1.2 Œa; b
exists for every T > 0. However, piecewise continuity alone does not guarantee that the improper integral
Z 1 Z T
st st
e f .t/ dt D lim e f .t/ dt (8.1.13)
0 T !1 0
converges for s in some interval .s0 ; 1/. For example, we noted earlier that (8.1.13) diverges for all s
2 2
if f .t/ D e t . Stated informally, this occurs because e t increases too rapidly as t ! 1. The next
definition provides a constraint on the growth of a function that guarantees convergence of its Laplace
transform for s in some interval .s0 ; 1/ .
Definition 8.1.5 A function f is said to be of exponential order s0 if there are constants M and t0 such
that
jf .t/j Me s0 t ; t t0 : (8.1.14)
In situations where the specific value of s0 is irrelevant we say simply that f is of exponential order.
The next theorem gives useful sufficient conditions for a function f to have a Laplace transform. The
proof is sketched in Exercise 10.
Theorem 8.1.6 If f is piecewise continuous on Œ0; 1/ and of exponential order s0 ; then L.f / is defined
for s > s0 .
R EMARK: We emphasize that the conditions of Theorem 8.1.6 are sufficient, but not necessary, for f to
have a Laplace transform. For example, Exercise 14(c) shows that f may have a Laplace transform even
though f isn’t of exponential order.
Example 8.1.8 If f is bounded on some interval Œt0 ; 1/, say
jf .t/j M; t t0 ;
then (8.1.14) holds with s0 D 0, so f is of exponential order zero. Thus, for example, sin !t and cos !t
are of exponential order zero, and Theorem 8.1.6 implies that L.sin !t/ and L.cos !t/ exist for s > 0.
This is consistent with the conclusion of Example 8.1.4.
402 Chapter 8 Laplace Transforms
Example 8.1.9 It can be shown that if limt !1 e s0 t f .t/ exists and is finite then f is of exponential
order s0 (Exercise 9). If ˛ is any real number and s0 > 0 then f .t/ D t ˛ is of exponential order s0 , since
s0 t ˛
lim e t D 0;
t !1
by L’Hôpital’s rule. If ˛ 0, f is also continuous on Œ0; 1/. Therefore Exercise 9 and Theorem 8.1.6
imply that L.t ˛ / exists for s s0 . However, since s0 is an arbitrary positive number, this really implies
that L.t ˛ / exists for all s > 0. This is consistent with the results of Example 8.1.2 and Exercises 6 and 8.
Example 8.1.10 Find the Laplace transform of the piecewise continuous function
1; 0 t < 1;
f .t/ D
3e t ; t 1:
Solution Since f is defined by different formulas on Œ0; 1/ and Œ1; 1/, we write
Z 1 Z 1 Z 1
st st
F .s/ D e f .t/ dt D e .1/ dt C e st . 3e t / dt:
0 0 1
Since 8 s
Z 1 < 1 e
st ; s ¤ 0;
e dt D s
0 :
1; s D 0;
and
1 1
3e .sC1/
Z Z
st t .sC1/t
e . 3e / dt D 3 e dt D ; s> 1;
1 1 sC1
it follows that
s
e .sC1/
8̂
< 1 e
3 ; s > 1; s ¤ 0;
F .s/ D s sC1
3
:̂ 1 ; s D 0:
e
This is consistent with Theorem 8.1.6, since
jf .t/j 3e t ; t 1;
and therefore f is of exponential order s0 D 1.
R EMARK: In Section 8.4 we’ll develop a more efficient method for finding Laplace transforms of piece-
wise continuous functions.
Example 8.1.11 We stated earlier that
Z 1
st t 2
e e dt D 1
0
2
for all s, so Theorem 8.1.6 implies that f .t/ D e t is not of exponential order, since
2
et 1 t2 s0 t
lim D lim e D 1;
t !1 Me s0 t t !1 M
so
2
e t > Me s0 t
for sufficiently large values of t, for any choice of M and s0 (Exercise 3).
Section 8.1 Introduction to the Laplace Transform 403
8.1 Exercises
R1 st
1. Find the Laplace transforms of the following functions by evaluating the integral F .s/ D 0 e f .t/ dt.
t
(a) t (b) te (c) sinh bt
(d) e 2t 3e t (e) t 2
2. Use the table of Laplace transforms to find the Laplace transforms of the following functions.
(a) cosh t sin t (b) sin2 t (c) cos2 2t
2
(d) cosh
t (e) t sinh 2t (f) sin t cos t
(g) sin t C (h) cos 2t cos 3t (i) sin 2t C cos 4t
4
3. Show that Z 1
st t 2
e e dt D 1
0
for every real number s.
4. Graph the following piecewise continuous functions and evaluate f .tC/, f .t /, and f .t/ at each
point of discontinuity.
8 8 2
< t; 0 t < 2; < t C 2; 0 t < 1;
(a) f .t/ D t 4; 2 t < 3; (b) f .t/ D 4; t D 1;
1; t 3: t; t > 1:
: :
8̂
8 ˆ t; 0 t < 1;
< sin t; 0 t < =2; < 2; t D 1;
ˆ
ˆ
(c) f .t/ D 2 sin t; =2 t < ; (d) f .t/ D 2 t; 1 t < 2;
cos t; t : ˆ 3; t D 2;
: ˆ
ˆ
6; t > 2:
:̂
5. Find the Laplace transform:
e t ; 0 t < 1;
1; 0 t < 4;
(a) f .t/ D 2t (b) f .t/ D
e ; t 1: t; t t 4:
t; 0 t < 1; te ; 0 t < 1;
(c) f .t/ D (d) f .t/ D
1; t 1: e t ; t 1:
k k .k/
6. Prove that if f .t/ $ F .s/
R 1thenstt f .t/ $ . 1/ F .s/. H INT: Assume that it’s permissible to
differentiate the integral 0 e f .t/ dt with respect to s under the integral sign.
7. Use the known Laplace transforms
! s
L.e t sin !t/ D and L.e t cos !t/ D
.s /2 C ! 2 .s /2 C ! 2
and the result of Exercise 6 to find L.te t cos !t/ and L.te t sin !t/.
8. Use the known Laplace transform L.1/ D 1=s and the result of Exercise 6 to show that
nŠ
L.t n / D ; n D integer:
s nC1
9. (a) Show that if limt !1 e s0 t f .t/ exists and is finite then f is of exponential order s0.
(b) Show that if f is of exponential order s0 then limt !1 e st f .t/ D 0 for all s > s0 .
404 Chapter 8 Laplace Transforms
(c) Show that if f is of exponential order s0 and g.t/ D f .t C / where > 0, then g is also
of exponential order s0 .
10. Recall the next theorem from calculus.
T HEOREM A. Let g be integrable on Œ0; T for every T > 0: Suppose there’sR 1a function w defined
on some
R1 interval Π; 1/ (with 0) such that jg.t/j w.t/ for t and w.t/ dt converges.
Then 0 g.t/ dt converges.
Use Theorem A to show that if f is piecewise continuous on Œ0; 1/ and of exponential order s0 ,
then f has a Laplace transform F .s/ defined for s > s0.
11. Prove: If f is piecewise continuous and of exponential order then lims!1 F .s/ D 0.
12. Prove: If f is continuous on Œ0; 1/ and of exponential order s0 > 0, then
Z t
1
L f . / d D L.f /; s > s0:
0 s
H INT: Use integration by parts to evaluate the transform on the left.
13. Suppose f is piecewise continuous and of exponential order, and that limt !0C f .t/=t exists.
Show that Z 1
f .t/
L D F .r / dr:
t s
H INT: Use the results of Exercises 6 and 11.
14. Suppose f is piecewise continuous on Œ0; 1/.
Rt
(a) Prove: If the integral g.t/ D 0 e s0 f . / d satisfies the inequality jg.t/j M .t 0/,
then f has a Laplace transform F .s/ defined for s > s0. H INT: Use integration by parts to
show that
Z T Z T
st .s s0 /T
e f .t/ dt D e g.T / C .s s0 / e .s s0 /t g.t/ dt:
0 0
(b) Show that if L.f / exists for s D s0 then it exists for s > s0. Show that the function
2 2
f .t/ D te t cos.e t /
has a Laplace transform defined for s > 0, even though f isn’t of exponential order.
(c) Show that the function
2 2
f .t/ D te t cos.e t /
has a Laplace transform defined for s > 0, even though f isn’t of exponential order.
15. Use the table of Laplace transforms and the result of Exercise 13 to find the Laplace transforms of
the following functions.
sin !t cos !t 1 e at e bt
(a) .! > 0/ (b) .! > 0/ (c)
t t t
cosh t 1 sinh2 t
(d) (e)
t t
16. The gamma function is defined by
Z 1
.˛/ D x˛ 1
e x
dx;
0
which can be shown to converge if ˛ > 0.
Section 8.2 The Inverse Laplace Transform 405
(a) Use integration by parts to show that
.˛ C 1/ D ˛.˛/; ˛ > 0:
(b) Show that .n C 1/ D nŠ if n D 1, 2, 3,. . . .
(c) From (b) and the table of Laplace transforms,
.˛ C 1/
L.t ˛ / D ; s > 0;
s ˛C1
if ˛ is a nonnegative integer. Show that this formula is valid for any ˛ > 1. H INT: Change
the variable of integration in the integral for .˛ C 1/.
17. Suppose f is continuous on Œ0; T and f .t C T / D f .t/ for all t 0. (We say in this case that f
is periodic with period T .)
(a) Conclude from Theorem 8.1.6 that the Laplace transform of f is defined for s > 0. H INT:
Since f is continuous on Œ0; T and periodic with period T , it’s bounded on Œ0; 1/.
(b) (b) Show that
Z T
1
F .s/ D e st f .t/ dt; s > 0:
1 e sT 0
H INT: Write
X1 Z .nC1/T
F .s/ D e st f .t/ dt:
nD0 nT
Then show that Z .nC1/T Z T
st nsT st
e f .t/ dt D e e f .t/ dt;
nT 0
and recall the formula for the sum of a geometric series.
18. Use the formula given in Exercise 17(b) to find the Laplace transforms of the given periodic
functions:
t; 0 t < 1;
(a) f .t/ D f .t C 2/ D f .t/; t 0
2 t; 1 t < 2;
1; 0 t < 12 ;
(b) f .t/ D f .t C 1/ D f .t/; t 0
1; 12 t < 1;
(c) f .t/ D j sin tj
sin t; 0 t < ;
(d) f .t/ D f .t C 2 / D f .t/
0; t < 2;
8.2 THE INVERSE LAPLACE TRANSFORM
Definition of the Inverse Laplace Transform
In Section 8.1 we defined the Laplace transform of f by
Z 1
st
F .s/ D L.f / D e f .t/ dt:
0
We’ll also say that f is an inverse Laplace Transform of F , and write
1
f DL .F /:
406 Chapter 8 Laplace Transforms
To solve differential equations with the Laplace transform, we must be able to obtain f from its transform
F . There’s a formula for doing this, but we can’t use it because it requires the theory of functions of a
complex variable. Fortunately, we can use the table of Laplace transforms to find inverse transforms that
we’ll need.
Example 8.2.1 Use the table of Laplace transforms to find
1 1 1 s
(a) L and (b) L :
s2 1 s2 C 9
S OLUTION (a) Setting b D 1 in the transform pair
b
sinh bt $
s2 b2
shows that
1 1
L D sinh t:
s2 1
S OLUTION (b) Setting ! D 3 in the transform pair
s
cos !t $
s2 C !2
shows that
s 1
L D cos 3t:
s2 C 9
The next theorem enables us to find inverse transforms of linear combinations of transforms in the
table. We omit the proof.
Theorem 8.2.1 ŒLinearity Property If F1 ; F2 ; . . . ; Fn are Laplace transforms and c1 ; c2; . . . , cn are
constants; then
1 1 1 1
L .c1 F1 C c2F2 C C cn Fn / D c1 L .F1 / C c2 L .F2 / C C cn L Fn :
Example 8.2.2 Find
1 8 7
L C 2 :
sC5 s C3
Solution From the table of Laplace transforms in Section 8.8„
1 !
e at $
and sin !t $ 2 :
s a s C !2
p
Theorem 8.2.1 with a D 5 and ! D 3 yields
8 7 1 1
L 1 C 2 D 8L 1 C 7L 1 2
sC5 s C3 sC5 s C3
p !
1 1 7 1 3
D 8L Cp L
sC5 3 s2 C 3
5t 7 p
D 8e C p sin 3t:
3
Section 8.2 The Inverse Laplace Transform 407
Example 8.2.3 Find
1 3s C 8
L :
s 2 C 2s C 5
Solution Completing the square in the denominator yields
3s C 8 3s C 8
D :
s2 C 2s C 5 .s C 1/2 C 4
Because of the form of the denominator, we consider the transform pairs
t sC1 t 2
e cos 2t $ and e sin 2t $ ;
.s C 1/2 C 4 .s C 1/2 C 4
and write
1 3s C 8 1 3s C 3 1 5
L D L CL
.s C 1/2 C 4 .s C 1/2 C 4 .s C 1/2 C 4
1 s C1 5 1 2
D 3L C L
.s C 1/2 C 4 2 .s C 1/2 C 4
5
D e t .3 cos 2t C sin 2t/:
2
R EMARK: We’ll often write inverse Laplace transforms of specific functions without explicitly stating
how they are obtained. In such cases you should refer to the table of Laplace transforms in Section 8.8.
Inverse Laplace Transforms of Rational Functions
Using the Laplace transform to solve differential equations often requires finding the inverse transform
of a rational function
P .s/
F .s/ D ;
Q.s/
where P and Q are polynomials in s with no common factors. Since it can be shown that lims!1 F .s/ D
0 if F is a Laplace transform, we need only consider the case where degree.P / < degree.Q/. To obtain
L 1 .F /, we find the partial fraction expansion of F , obtain inverse transforms of the individual terms in
the expansion from the table of Laplace transforms, and use the linearity property of the inverse transform.
The next two examples illustrate this.
Example 8.2.4 Find the inverse Laplace transform of
3s C 2
F .s/ D : (8.2.1)
s2 3s C 2
Solution (M ETHOD 1) Factoring the denominator in (8.2.1) yields
3s C 2
F .s/ D : (8.2.2)
.s 1/.s 2/
The form for the partial fraction expansion is
3s C 2 A B
D C : (8.2.3)
.s 1/.s 2/ s 1 s 2
408 Chapter 8 Laplace Transforms
Multiplying this by .s 1/.s 2/ yields
3s C 2 D .s 2/A C .s 1/B:
Setting s D 2 yields B D 8 and setting s D 1 yields A D 5. Therefore
5 8
F .s/ D C
s 1 s 2
and
1 1 1 1 1
L .F / D 5L C 8L D 5e t C 8e 2t :
s 1 s 2
Solution (M ETHOD 2) We don’t really have to multiply (8.2.3) by .s 1/.s 2/ to compute A and B.
We can obtain A by simply ignoring the factor s 1 in the denominator of (8.2.2) and setting s D 1
elsewhere; thus, ˇ
3s C 2 ˇˇ 31C2
AD D D 5: (8.2.4)
s 2 sD1ˇ 1 2
Similarly, we can obtain B by ignoring the factor s 2 in the denominator of (8.2.2) and setting s D 2
elsewhere; thus, ˇ
3s C 2 ˇˇ 32C2
BD D D 8: (8.2.5)
s 1 sD2ˇ 2 1
To justify this, we observe that multiplying (8.2.3) by s 1 yields
3s C 2 B
D A C .s 1/ ;
s 2 s 2
and setting s D 1 leads to (8.2.4). Similarly, multiplying (8.2.3) by s 2 yields
3s C 2 A
D .s 2/ CB
s 1 s 2
and setting s D 2 leads to (8.2.5). (It isn’t necesary to write the last two equations. We wrote them only
to justify the shortcut procedure indicated in (8.2.4) and (8.2.5).)
The shortcut employed in the second solution of Example 8.2.4 is Heaviside’s method. The next theo-
rem states this method formally. For a proof and an extension of this theorem, see Exercise 10.
Theorem 8.2.2 Suppose
P .s/
F .s/ D ; (8.2.6)
.s s1 /.s s2 / .s sn /
where s1, s2 ; . . . ; sn are distinct and P is a polynomial of degree less than n: Then
A1 A2 An
F .s/ D C CC ;
s s1 s s2 s sn
where Ai can be computed from (8.2.6) by ignoring the factor s si and setting s D si elsewhere.
Example 8.2.5 Find the inverse Laplace transform of
6 C .s C 1/.s 2 5s C 11/
F .s/ D : (8.2.7)
s.s 1/.s 2/.s C 1/
Section 8.2 The Inverse Laplace Transform 409
Solution The partial fraction expansion of (8.2.7) is of the form
A B C D
F .s/ D C C C : (8.2.8)
s s 1 s 2 sC1
To find A, we ignore the factor s in the denominator of (8.2.7) and set s D 0 elsewhere. This yields
6 C .1/.11/ 17
AD D :
. 1/. 2/.1/ 2
Similarly, the other coefficients are given by
6 C .2/.7/
BD D 10;
.1/. 1/.2/
6 C 3.5/ 7
C D D ;
2.1/.3/ 2
and
6
DD D 1:
. 1/. 2/. 3/
Therefore
17 1 10 7 1 1
F .s/ D C
2 s s 1 2 s 2 sC1
and
1 17 1 1 1 1 7 1 1 1 1
L .F / D L 10L C L L
2 s s 1 2 s 2 sC1
17 7
D 10e t C e 2t e t:
2 2
R EMARK: We didn’t “multiply out” the numerator in (8.2.7) before computing the coefficients in (8.2.8),
since it wouldn’t simplify the computations.
Example 8.2.6 Find the inverse Laplace transform of
8 .s C 2/.4s C 10/
F .s/ D : (8.2.9)
.s C 1/.s C 2/2
Solution The form for the partial fraction expansion is
A B C
F .s/ D C C : (8.2.10)
sC1 sC2 .s C 2/2
Because of the repeated factor .s C 2/2 in (8.2.9), Heaviside’s method doesn’t work. Instead, we find a
common denominator in (8.2.10). This yields
A.s C 2/2 C B.s C 1/.s C 2/ C C.s C 1/
F .s/ D : (8.2.11)
.s C 1/.s C 2/2
If (8.2.9) and (8.2.11) are to be equivalent, then
A.s C 2/2 C B.s C 1/.s C 2/ C C.s C 1/ D 8 .s C 2/.4s C 10/: (8.2.12)
410 Chapter 8 Laplace Transforms
The two sides of this equation are polynomials of degree two. From a theorem of algebra, they will be
equal for all s if they are equal for any three distinct values of s. We may determine A, B and C by
choosing convenient values of s.
The left side of (8.2.12) suggests that we take s D 2 to obtain C D 8, and s D 1 to obtain A D 2.
We can now choose any third value of s to determine B. Taking s D 0 yields 4A C 2B C C D 12.
Since A D 2 and C D 8 this implies that B D 6. Therefore
2 6 8
F .s/ D
sC1 sC2 .s C 2/2
and
1 1 1 1 1 1 1
L .F / D 2L 6L 8L
sC1 sC2 .s C 2/2
t 2t 2t
D 2e 6e 8te :
Example 8.2.7 Find the inverse Laplace transform of
s 2 5s C 7
F .s/ D :
.s C 2/3
Solution The form for the partial fraction expansion is
A B C
F .s/ D C 2
C :
s C 2 .s C 2/ .s C 2/3
The easiest way to obtain A, B, and C is to expand the numerator in powers of s C 2. This yields
s2 5s C 7 D Œ.s C 2/ 22 5Œ.s C 2/ 2 C 7 D .s C 2/2 9.s C 2/ C 21:
Therefore
.s C 2/2 9.s C 2/ C 21
F .s/ D
.s C 2/3
1 9 21
D C
s C2 .s C 2/2 .s C 2/3
and
1 1 1 1 1 21 1 2
L .F / D L 9L C L
sC2 .s C 2/2 2 .s C 2/3
2t 21 2
D e 1 9t C t :
2
Example 8.2.8 Find the inverse Laplace transform of
1 s.5 C 3s/
F .s/ D : (8.2.13)
s Œ.s C 1/2 C 1
Section 8.2 The Inverse Laplace Transform 411
Solution One form for the partial fraction expansion of F is
A Bs C C
F .s/ D C : (8.2.14)
s .s C 1/2 C 1
However, we see from the table of Laplace transforms that the inverse transform of the second fraction
on the right of (8.2.14) will be a linear combination of the inverse transforms
t t
e cos t and e sin t
of
sC1 1
and
.s C 1/2 C 1 .s C 1/2 C 1
respectively. Therefore, instead of (8.2.14) we write
A B.s C 1/ C C
F .s/ D C : (8.2.15)
s .s C 1/2 C 1
Finding a common denominator yields
A .s C 1/2 C 1 C B.s C 1/s C C s
F .s/ D : (8.2.16)
s Œ.s C 1/2 C 1
If (8.2.13) and (8.2.16) are to be equivalent, then
A .s C 1/2 C 1 C B.s C 1/s C C s D 1
s.5 C 3s/:
This is true for all s if it’s true for three distinct values of s. Choosing s D 0, 1, and 1 yields the system
2A D 1
A C D 3
5A C 2B C C D 7:
Solving this system yields
1 7 5
AD ; BD ; C D :
2 2 2
Hence, from (8.2.15),
1 7 sC1 5 1
F .s/ D :
2s 2 .s C 1/2 C 1 2 .s C 1/2 C 1
Therefore
1 1 1 1 7 1 sC1 5 1 1
L .F / D L L L
2 s 2 .s C 1/2 C 1 2 .s C 1/2 C 1
1 7 t 5 t
D e cos t e sin t:
2 2 2
Example 8.2.9 Find the inverse Laplace transform of
8 C 3s
F .s/ D : (8.2.17)
.s 2 C 1/.s 2 C 4/
412 Chapter 8 Laplace Transforms
Solution The form for the partial fraction expansion is
A C Bs C C Ds
F .s/ D 2
C 2 :
s C1 s C4
The coefficients A, B, C and D can be obtained by finding a common denominator and equating the
resulting numerator to the numerator in (8.2.17). However, since there’s no first power of s in the denom-
inator of (8.2.17), there’s an easier way: the expansion of
1
F1 .s/ D
.s 2 C 1/.s 2 C 4/
can be obtained quickly by using Heaviside’s method to expand
1 1 1 1
D
.x C 1/.x C 4/ 3 xC1 xC4
and then setting x D s 2 to obtain
1 1 1 1
D :
.s 2 C 1/.s 2 C 4/ 3 s2 C 1 s2 C 4
Multiplying this by 8 C 3s yields
8 C 3s 1 8 C 3s 8 C 3s
F .s/ D D :
.s 2 C 1/.s 2 C 4/ 3 s2 C 1 s2 C 4
Therefore
1 8 4
L .F / D sin t C cos t sin 2t cos 2t:
3 3
USING TECHNOLOGY
Some software packages that do symbolic algebra can find partial fraction expansions very easily. We
recommend that you use such a package if one is available to you, but only after you’ve done enough
partial fraction expansions on your own to master the technique.
8.2 Exercises
1. Use the table of Laplace transforms to find the inverse Laplace transform.
3 2s 4 1
(a) (b) 2 (c) 2
.s 7/4 s 4s C 13 s C 4s C 20
2 s2 1 1
(d) 2 (e) 2 (f)
s C9 .s C 1/2 .s 2/2 4
12s 24 2 s 2 4s C 3
(g) 2 (h) (i)
.s 4s C 85/2 .s 3/2 9 .s 2 4s C 5/2
2. Use Theorem 8.2.1 and the table of Laplace transforms to find the inverse Laplace transform.
Section 8.2 The Inverse Laplace Transform 413
2s C 3 s2 1 sC5
(a) (b) (c) 2
.s 7/4 .s 2/6 s C 6s C 18
2s C 1 s sC1
(d) 2 (e) 2 (f) 2
s C9 s C 2s C 1 s 9
3 2
s C 2s s 3 2s C 3 1 s
(g) (h) (i)
.s C 1/4 .s 1/2 C 4 s s2 C 1
3s C 4 3 4s C 1 3 2s C 6
(j) 2 (k) C 2 (l)
s 1 s 1 s C9 .s C 2/2 s2 C 4
3. Use Heaviside’s method to find the inverse Laplace transform.
3 .s C 1/.s 2/ 7 C .s C 4/.18 3s/
(a) (b)
.s C 1/.s C 2/.s 2/ .s 3/.s 1/.s C 4/
2 C .s 2/.3 2s/ 3 .s 1/.s C 1/
(c) (d)
.s 2/.s C 2/.s 3/ .s C 4/.s 2/.s 1/
3 C .s 2/.10 2s s 2/ 3 C .s 3/.2s 2 C s 21/
(e) (f)
.s 2/.s C 2/.s 1/.s C 3/ .s 3/.s 1/.s C 4/.s 2/
4. Find the inverse Laplace transform.
2 C 3s 3s 2 C 2s C 1
(a) (b)
.s 2 C 1/.s C 2/.s C 1/ .s 2 C 1/.s 2 C 2s C 2/
3s C 2 3s 2 C 2s C 1
(c) 2
(d)
.s 2/.s C 2s C 5/ .s 1/2 .s C 2/.s C 3/
2s 2 C s C 3 3s C 2
(e) (f) 2
.s 1/2 .s C 2/2 .s C 1/.s 1/2
5. Use the method of Example 8.2.9 to find the inverse Laplace transform.
3s C 2 4s C 1 5s C 3
(a) 2 2
(b) 2 2
(c) 2
.s C 4/.s C 9/ .s C 1/.s C 16/ .s C 1/.s 2 C 4/
sC1 17s 34 2s 1
(d) (e) 2 (f)
.4s 2 C 1/.s 2 C 1/ .s C 16/.16s 2 C 1/ .4s 2 C 1/.9s 2 C 1/
6. Find the inverse Laplace transform.
17s 15 8s C 56
(a) 2 2
(b) 2
.s 2s C 5/.s C 2s C 10/ .s 6s C 13/.s 2 C 2s C 5/
s C9 3s 2
(c) 2 2
(d) 2
.s C 4s C 5/.s 4s C 13/ .s 4s C 5/.s 2 6s C 13/
3s 1 20s C 40
(e) 2 2
(f) 2
.s 2s C 2/.s C 2s C 5/ .4s 4s C 5/.4s 2 C 4s C 5/
7. Find the inverse Laplace transform.
1 1
(a) (b)
s.s 2 C 1/ .s 1/.s 2 2s C 17/
3s C 2 34 17s
(c) 2
(d)
.s 2/.s C 2s C 10/ .2s 1/.s 2 2s C 5/
sC2 2s 2
(e) 2
(f)
.s 3/.s C 2s C 5/ .s 2/.s 2 C 2s C 10/
8. Find the inverse Laplace transform.
414 Chapter 8 Laplace Transforms
2s C 1 sC2
(a) (b)
.s 2
C 1/.s 1/.s 3/ .s 2
C 2s C 2/.s 2 1/
2s 1 s 6
(c) 2 (d) 2
.s 2s C 2/.s C 1/.s 2/ .s 1/.s 2 C 4/
2s 3 5s 15
(e) (f) 2
s.s 2/.s 2 2s C 5/ .s 4s C 13/.s 2/.s 1/
9. Given that f .t/ $ F .s/, find the inverse Laplace transform of F .as b/, where a > 0.
10. (a) If s1 , s2 , . . . , sn are distinct and P is a polynomial of degree less than n, then
P .s/ A1 A2 An
D C CC :
.s s1 /.s s2 / .s sn / s s1 s s2 s sn
Multiply through by s si to show that Ai can be obtained by ignoring the factor s si on
the left and setting s D si elsewhere.
(b) Suppose P and Q1 are polynomials such that degree.P / degree.Q1 / and Q1 .s1 / ¤ 0.
Show that the coefficient of 1=.s s1 / in the partial fraction expansion of
P .s/
F .s/ D
.s s1 /Q1 .s/
is P .s1 /=Q1 .s1 /.
(c) Explain how the results of (a) and (b) are related.
8.3 SOLUTION OF INITIAL VALUE PROBLEMS
Laplace Transforms of Derivatives
In the rest of this chapter we’ll use the Laplace transform to solve initial value problems for constant
coefficient second order equations. To do this, we must know how the Laplace transform of f 0 is related
to the Laplace transform of f . The next theorem answers this question.
Theorem 8.3.1 Suppose f is continuous on Œ0; 1/ and of exponential order s0 , and f 0 is piecewise
continuous on Œ0; 1/: Then f and f 0 have Laplace transforms for s > s0 ; and
L.f 0 / D sL.f / f .0/: (8.3.1)
Proof
We know from Theorem 8.1.6 that L.f / is defined for s > s0 . We first consider the case where f 0 is
continuous on Œ0; 1/. Integration by parts yields
Z T ˇT Z T
st 0 st
e f .t/ dt D e f .t/ˇ C s e st f .t/ dt
ˇ
0 0 0 Z T (8.3.2)
D e sT f .T / f .0/ C s e st f .t/ dt
0
sT
for any T > 0. Since f is of exponential order s0 , limT !1 e f .T / D 0 and the last integral in (8.3.2)
converges as T ! 1 if s > s0 . Therefore
Z 1 Z 1
e st f 0 .t/ dt D f .0/ C s e st f .t/ dt
0 0
D f .0/ C sL.f /;
Section 8.3 Solution of Initial Value Problems 415
which proves (8.3.1). Now suppose T > 0 and f 0 is only piecewise continuous on Œ0; T , with dis-
continuities at t1 < t2 < < tn 1 . For convenience, let t0 D 0 and tn D T . Integrating by parts
yields
Z ti ˇ ti Z ti
st 0 st
e f .t/ dt D e f .t/ˇ Cs e st f .t/ dt
ˇ
ti ti 1 ti
1 1
Z ti
sti sti st
D e f .ti / e 1 f .ti 1/ C s e f .t/ dt:
ti 1
Summing both sides of this equation from i D 1 to n and noting that
e st1 f .t1 / e st0 f .t0 / C e st2 f .t2 / e st1 f .t1 / C C e stN stN
f .tN / e 1
f .tN 1/
stN st0 sT
De f .tN / e f .t0 / D e f .T / f .0/
yields (8.3.2), so (8.3.1) follows as before.
Example 8.3.1 In Example 8.1.4 we saw that
s
L.cos !t/ D :
s 2 C !2
Applying (8.3.1) with f .t/ D cos !t shows that
s !2
L. ! sin !t/ D s 1D :
s C !2
2 s 2 C !2
Therefore
!
L.sin !t/ D ;
C !2 s2
which agrees with the corresponding result obtained in 8.1.4.
In Section 2.1 we showed that the solution of the initial value problem
y 0 D ay; y.0/ D y0 ; (8.3.3)
is y D y0 e at . We’ll now obtain this result by using the Laplace transform.
Let Y .s/ D L.y/ be the Laplace transform of the unknown solution of (8.3.3). Taking Laplace trans-
forms of both sides of (8.3.3) yields
L.y 0 / D L.ay/;
which, by Theorem 8.3.1, can be rewritten as
sL.y/ y.0/ D aL.y/;
or
sY .s/ y0 D aY .s/:
Solving for Y .s/ yields
y0
Y .s/ D ;
s a
so y
1 1 0
1 1
y DL .Y .s// D L D y0 L D y0 e at ;
s a s a
which agrees with the known result.
We need the next theorem to solve second order differential equations using the Laplace transform.
416 Chapter 8 Laplace Transforms
Theorem 8.3.2 Suppose f and f 0 are continuous on Œ0; 1/ and of exponential order s0 ; and that f 00 is
piecewise continuous on Œ0; 1/: Then f , f 0 , and f 00 have Laplace transforms for s > s0 ,
L.f 0 / D sL.f / f .0/; (8.3.4)
and
L.f 00 / D s 2L.f / f 0 .0/ sf .0/: (8.3.5)
Proof Theorem 8.3.1 implies that L.f 0 / exists and satisfies (8.3.4) for s > s0 . To prove that L.f 00 /
exists and satisfies (8.3.5) for s > s0 , we first apply Theorem 8.3.1 to g D f 0 . Since g satisfies the
hypotheses of Theorem 8.3.1, we conclude that L.g0 / is defined and satisfies
L.g0 / D sL.g/ g.0/
for s > s0 . However, since g0 D f 00 , this can be rewritten as
L.f 00 / D sL.f 0 / f 0 .0/:
Substituting (8.3.4) into this yields (8.3.5).
Solving Second Order Equations with the Laplace Transform
We’ll now use the Laplace transform to solve initial value problems for second order equations.
Example 8.3.2 Use the Laplace transform to solve the initial value problem
y 00 6y 0 C 5y D 3e 2t ; y.0/ D 2; y 0 .0/ D 3: (8.3.6)
Solution Taking Laplace transforms of both sides of the differential equation in (8.3.6) yields
3
L.y 00 6y 0 C 5y/ D L 3e 2t D
;
s 2
which we rewrite as
3
L.y 00 / 6L.y 0 / C 5L.y/ D
: (8.3.7)
s 2
Now denote L.y/ D Y .s/. Theorem 8.3.2 and the initial conditions in (8.3.6) imply that
L.y 0 / D sY .s/ y.0/ D sY .s/ 2
and
L.y 00 / D s 2 Y .s/ y 0 .0/ sy.0/ D s 2 Y .s/ 3 2s:
Substituting from the last two equations into (8.3.7) yields
3
s 2 Y .s/
3 2s 6 .sY .s/ 2/ C 5Y .s/ D :
s 2
Therefore
3
.s 2 6s C 5/Y .s/ D C .3 C 2s/ C 6. 2/; (8.3.8)
s 2
so
3 C .s 2/.2s 9/
.s 5/.s 1/Y .s/ D ;
s 2
Section 8.3 Solution of Initial Value Problems 417
and
3 C .s 2/.2s 9/
Y .s/ D :
.s 2/.s 5/.s 1/
Heaviside’s method yields the partial fraction expansion
1 1 1 5 1
Y .s/ D C C ;
s 2 2s 5 2s 1
and taking the inverse transform of this yields
1 5
yD e 2t C e 5t C e t
2 2
as the solution of (8.3.6).
It isn’t necessary to write all the steps that we used to obtain (8.3.8). To see how to avoid this, let’s
apply the method of Example 8.3.2 to the general initial value problem
ay 00 C by 0 C cy D f .t/; y.0/ D k0 ; y 0 .0/ D k1 : (8.3.9)
Taking Laplace transforms of both sides of the differential equation in (8.3.9) yields
aL.y 00 / C bL.y 0 / C cL.y/ D F .s/: (8.3.10)
Now let Y .s/ D L.y/. Theorem 8.3.2 and the initial conditions in (8.3.9) imply that
L.y 0 / D sY .s/ k0 and L.y 00 / D s 2Y .s/ k1 k0 s:
Substituting these into (8.3.10) yields
a s 2Y .s/
k1 k0 s C b .sY .s/ k0 / C cY .s/ D F .s/: (8.3.11)
The coefficient of Y .s/ on the left is the characteristic polynomial
p.s/ D as 2 C bs C c
of the complementary equation for (8.3.9). Using this and moving the terms involving k0 and k1 to the
right side of (8.3.11) yields
p.s/Y .s/ D F .s/ C a.k1 C k0 s/ C bk0 : (8.3.12)
This equation corresponds to (8.3.8) of Example 8.3.2. Having established the form of this equation in
the general case, it is preferable to go directly from the initial value problem to this equation. You may
find it easier to remember (8.3.12) rewritten as
p.s/Y .s/ D F .s/ C a y 0 .0/ C sy.0/ C by.0/:
(8.3.13)
Example 8.3.3 Use the Laplace transform to solve the initial value problem
2t
2y 00 C 3y 0 C y D 8e ; y.0/ D 4; y 0 .0/ D 2: (8.3.14)
Solution The characteristic polynomial is
p.s/ D 2s 2 C 3s C 1 D .2s C 1/.s C 1/
418 Chapter 8 Laplace Transforms
and
2t 8
F .s/ D L.8e /D ;
sC2
so (8.3.13) becomes
8
.2s C 1/.s C 1/Y .s/ D C 2.2 4s/ C 3. 4/:
sC2
Solving for Y .s/ yields
4 .1 .s C 2/.s C 1//
Y .s/ D :
.s C 1=2/.s C 1/.s C 2/
Heaviside’s method yields the partial fraction expansion
4 1 8 8 1
Y .s/ D C ;
3 s C 1=2 sC1 3sC2
so the solution of (8.3.14) is
1 4 t =2 t 8 2t
yDL .Y .s// D e 8e C e
3 3
(Figure 8.3.1).
y y
.5
t t
1 2 3 4 5 6 7 1 2 3 4 5 6 7
−1 −1
−2 −2
−3 −3
−4 −4
4 t =2 t 8 2t 1 7 t 5 t
Figure 8.3.1 y D e 8e C e Figure 8.3.2 y D e cos t e sin t
3 3 2 2 2
Example 8.3.4 Solve the initial value problem
y 00 C 2y 0 C 2y D 1; y.0/ D 3; y 0 .0/ D 1: (8.3.15)
Solution The characteristic polynomial is
p.s/ D s 2 C 2s C 2 D .s C 1/2 C 1
and
1
F .s/ D L.1/ D ;
s
Section 8.3 Solution of Initial Value Problems 419
so (8.3.13) becomes
1
.s C 1/2 C 1 Y .s/ D C 1 .1
3s/ C 2. 3/:
s
Solving for Y .s/ yields
1 s.5 C 3s/
Y .s/ D :
s Œ.s C 1/2 C 1
In Example 8.2.8 we found the inverse transform of this function to be
1 7 t 5 t
yD e cos t e sin t
2 2 2
(Figure 8.3.2), which is therefore the solution of (8.3.15).
R EMARK: In our examples we applied Theorems 8.3.1 and 8.3.2 without verifying that the unknown
function y satisfies their hypotheses. This is characteristic of the formal manipulative way in which the
Laplace transform is used to solve differential equations. Any doubts about the validity of the method for
solving a given equation can be resolved by verifying that the resulting function y is the solution of the
given problem.
8.3 Exercises
In Exercises 1–31 use the Laplace transform to solve the initial value problem.
1. y 00 C 3y 0 C 2y D e t ; y.0/ D 1; y 0 .0/ D 6
00 0 0
2. y y 6y D 2; y.0/ D 1; y .0/ D 0
00 0 3t
3. y Cy 2y D 2e ; y.0/ D 1; y 0 .0/ D 4
4. y 00 4y D 2e 3t ; y.0/ D 1; y 0 .0/ D 1
5. y 00 C y 0 2y D e 3t ; y.0/ D 1; y 0 .0/ D 1
00 0 t 0
6. y C 3y C 2y D 6e ; y.0/ D 1; y .0/ D 1
00 0
7. y C y D sin 2t; y.0/ D 0; y .0/ D 1
00 0 3t
8. y 3y C 2y D 2e ; y.0/ D 1; y 0 .0/ D 1
9. y 00 3y 0 C 2y D e 4t ; y.0/ D 1; y 0 .0/ D 2
00 0 3t 0
10. y 3y C 2y D e ; y.0/ D 1; y .0/ D 4
00 0 t
11. y C 3y C 2y D 2e ; y.0/ D 0; y 0 .0/ D 1
12. y 00 C y 0 2y D 4; y.0/ D 2; y 0 .0/ D 3
13. y 00 C 4y D 4; y.0/ D 0; y 0 .0/ D 1
14. y 00 y0 6y D 2; y.0/ D 1; y 0 .0/ D 0
15. y 00 C 3y 0 C 2y D e t ; y.0/ D 0; y 0 .0/ D 1
16. y 00 y D 1; y.0/ D 1; y 0 .0/ D 0
17. y 00 C 4y D 3 sin t; y.0/ D 1; y 0 .0/ D 1
18. y 00 C y 0 D 2e 3t ; y.0/ D 1; y 0 .0/ D 4
19. y 00 C y D 1; y.0/ D 2; y 0 .0/ D 0
20. y 00 C y D t; y.0/ D 0; y 0 .0/ D 2
420 Chapter 8 Laplace Transforms
21. y 00 C y D t 3 sin 2t; y.0/ D 1; y 0 .0/ D 3
22. y 00 C 5y 0 C 6y D 2e t ; y.0/ D 1; y 0 .0/ D 3
23. y 00 C 2y 0 C y D 6 sin t 4 cos t; y.0/ D 1; y 0 .0/ D 1
24. y 00 2y 0 3y D 10 cos t; y.0/ D 2; y 0 .0/ D 7
25. y 00 C y D 4 sin t C 6 cos t; y.0/ D 6; y 0 .0/ D 2
26. y 00 C 4y D 8 sin 2t C 9 cos t; y.0/ D 1; y 0 .0/ D 0
27. y 00 5y 0 C 6y D 10e t cos t; y.0/ D 2; y 0 .0/ D 1
28. y 00 C 2y 0 C 2y D 2t; y.0/ D 2; y 0 .0/ D 7
29. y 00 2y 0 C 2y D 5 sin t C 10 cos t; y.0/ D 1; y 0 .0/ D 2
t
30. y 00 C 4y 0 C 13y D 10e 36e t ; y.0/ D 0; y 0 .0/ D 16
00 0 t 0
31. y C 4y C 5y D e .cos t C 3 sin t/; y.0/ D 0; y .0/ D 4
00 0 t 0
32. 2y 3y 2y D 4e ; y.0/ D 1; y .0/ D 2
00 0 2t 0
33. 6y y y D 3e ; y.0/ D 0; y .0/ D 0
00 0
34. 2y C 2y C y D 2t; y.0/ D 1; y 0 .0/ D 1
35. 4y 00 4y 0 C 5y D 4 sin t 4 cos t; y.0/ D 0; y 0 .0/ D 11=17
36. 4y 00 C 4y 0 C y D 3 sin t C cos t; y.0/ D 2; y 0 .0/ D 1
37. 9y 00 C 6y 0 C y D 3e 3t ; y.0/ D 0; y 0 .0/ D 3
38. Suppose a; b, and c are constants and a ¤ 0. Let
1 as C b 1 a
y1 D L and y2 D L :
as 2 C bs C c 2
as C bs C c
Show that
y1 .0/ D 1; y10 .0/ D 0 and y2 .0/ D 0; y20 .0/ D 1:
H INT: Use the Laplace transform to solve the initial value problems
ay 00 C by 0 C cy D 0; y.0/ D 1; y 0 .0/ D 0
ay 00 C by 0 C cy D 0; y.0/ D 0; y 0 .0/ D 1:
8.4 THE UNIT STEP FUNCTION
In the next section we’ll consider initial value problems
ay 00 C by 0 C cy D f .t/; y.0/ D k0 ; y 0 .0/ D k1 ;
where a, b, and c are constants and f is piecewise continuous. In this section we’ll develop procedures
for using the table of Laplace transforms to find Laplace transforms of piecewise continuous functions,
and to find the piecewise continuous inverses of Laplace transforms.
Section 8.4 The Unit Step Function 421
Example 8.4.1 Use the table of Laplace transforms to find the Laplace transform of
(
2t C 1; 0 t < 2;
f .t/ D (8.4.1)
3t; t 2
(Figure 8.4.1).
Solution Since the formula for f changes at t D 2, we write
Z 1
L.f / D e st f .t/ dt
0
Z 2 Z 1 (8.4.2)
st st
D e .2t C 1/ dt C e .3t/ dt:
0 2
To relate the first term to a Laplace transform, we add and subtract
Z 1
e st .2t C 1/ dt
2
in (8.4.2) to obtain
Z 1 Z 1
st st
L.f / D e .2t C 1/ dt C e .3t 2t 1/ dt
Z0 1 Z2 1
st st
D .2t C 1/ dt C
e e .t 1/ dt (8.4.3)
0 Z 1 2
D L.2t C 1/ C e st .t 1/ dt:
2
To relate the last integral to a Laplace transform, we make the change of variable x D t 2 and rewrite
the integral as
Z 1 Z 1
st
e .t 1/ dt D e s.xC2/ .x C 1/ dx
2 0
Z 1
2s sx
D e e .x C 1/ dx:
0
Since the symbol used for the variable of integration has no effect on the value of a definite integral, we
can now replace x by the more standard t and write
Z 1 Z 1
e st .t 1/ dt D e 2s e st .t C 1/ dt D e 2s L.t C 1/:
2 0
This and (8.4.3) imply that
2s
L.f / D L.2t C 1/ C e L.t C 1/:
Now we can use the table of Laplace transforms to find that
2 1 1 1
L.f / D 2 C C e 2s C :
s s s2 s
422 Chapter 8 Laplace Transforms
y
12
11
10
9
8
1
7
6
5
4
3
2
1
t
1 2 3 4 t
τ
Figure 8.4.1 The piecewise continuous function
(8.4.1) Figure 8.4.2 y D u.t /
Laplace Transforms of Piecewise Continuous Functions
We’ll now develop the method of Example 8.4.1 into a systematic way to find the Laplace transform of a
piecewise continuous function. It is convenient to introduce the unit step function, defined as
0; t < 0
u.t/ D (8.4.4)
1; t 0:
Thus, u.t/ “steps” from the constant value 0 to the constant value 1 at t D 0. If we replace t by t in
(8.4.4), then
0; t < ;
u.t / D I
1; t
that is, the step now occurs at t D (Figure 8.4.2).
The step function enables us to represent piecewise continuous functions conveniently. For example,
consider the function (
f0 .t/; 0 t < t1 ;
f .t/ D (8.4.5)
f1 .t/; t t1 ;
where we assume that f0 and f1 are defined on Œ0; 1/, even though they equal f only on the indicated
intervals. This assumption enables us to rewrite (8.4.5) as
f .t/ D f0 .t/ C u.t t1 / .f1 .t/ f0 .t// : (8.4.6)
To verify this, note that if t < t1 then u.t t1 / D 0 and (8.4.6) becomes
f .t/ D f0 .t/ C .0/ .f1 .t/ f0 .t// D f0 .t/:
If t t1 then u.t t1 / D 1 and (8.4.6) becomes
f .t/ D f0 .t/ C .1/ .f1 .t/ f0 .t// D f1 .t/:
We need the next theorem to show how (8.4.6) can be used to find L.f /.
Section 8.4 The Unit Step Function 423
Theorem 8.4.1 Let g be defined on Œ0; 1/: Suppose 0 and L .g.t C // exists for s > s0: Then
L .u.t /g.t// exists for s > s0 , and
s
L.u.t /g.t// D e L .g.t C // :
Proof By definition, Z 1
st
L .u.t /g.t// D e u.t /g.t/ dt:
0
From this and the definition of u.t /,
Z Z 1
st st
L .u.t /g.t// D e .0/ dt C e g.t/ dt:
0
The first integral on the right equals zero. Introducing the new variable of integration x D t in the
second integral yields
Z 1 Z 1
s.xC / s
L .u.t /g.t// D e g.x C / dx D e e sx g.x C / dx:
0 0
Changing the name of the variable of integration in the last integral from x to t yields
Z 1
L .u.t /g.t// D e s e st g.t C / dt D e s L.g.t C //:
0
Example 8.4.2 Find
1/.t 2 C 1/ :
L u.t
Solution Here D 1 and g.t/ D t 2 C 1, so
g.t C 1/ D .t C 1/2 C 1 D t 2 C 2t C 2:
Since
2 2 2
L .g.t C 1// D C 2C ;
s3 s s
Theorem 8.4.1 implies that
2 2 2
1/.t 2 C 1/ D e s
L u.t C C :
s3 s2 s
Example 8.4.3 Use Theorem 8.4.1 to find the Laplace transform of the function
(
2t C 1; 0 t < 2;
f .t/ D
3t; t 2;
from Example 8.4.1.
Solution We first write f in the form (8.4.6) as
f .t/ D 2t C 1 C u.t 2/.t 1/:
424 Chapter 8 Laplace Transforms
Therefore
L.f / D L.2t C 1/ C L .u.t 2/.t 1//
D L.2t C 1/ C e 2s L.t C 1/ (from Theorem 8.4.1/
2 1 2s 1 1
D C C e C ;
s2 s s2 s
which is the result obtained in Example 8.4.1.
Formula (8.4.6) can be extended to more general piecewise continuous functions. For example, we can
write 8̂
< f0 .t/; 0 t < t1 ;
f .t/ D f1 .t/; t1 t < t2 ;
f2 .t/; t t2 ;
:̂
as
f .t/ D f0 .t/ C u.t t1 / .f1 .t/ f0 .t// C u.t t2 / .f2 .t/ f1 .t//
if f0 , f1 , and f2 are all defined on Œ0; 1/.
Example 8.4.4 Find the Laplace transform of
8̂
1; 0 t < 2;
ˆ
< 2t C 1;
ˆ
2 t < 3;
f .t/ D (8.4.7)
ˆ
ˆ 3t; 3 t < 5;
:̂
t 1; t 5
(Figure 8.4.3).
Solution In terms of step functions,
f .t/ D 1 C u.t 2/. 2t C 1 1/ C u.t 3/.3t C 2t 1/
Cu.t 5/.t 1 3t/;
or
f .t/ D 1 2u.t 2/t C u.t 3/.5t 1/ u.t 5/.2t C 1/:
Now Theorem 8.4.1 implies that
2s 3s 5s
L.f / D L.1/ 2e L.t C 2/ C e L .5.t C 3/ 1/ e L .2.t C 5/ C 1/
2s 3s
D L.1/ 2e L.t C 2/ C e L.5t C 14/ e 5s L.2t C 11/
1 2s 1 2 3s 5 14 5s 2 11
D 2e C Ce C e C :
s s2 s s2 s s2 s
The trigonometric identities
sin.A C B/ D sin A cos B C cos A sin B (8.4.8)
cos.A C B/ D cos A cos B sin A sin B (8.4.9)
are useful in problems that involve shifting the arguments of trigonometric functions. We’ll use these
identities in the next example.
Section 8.4 The Unit Step Function 425
16
14
12
10
t
1 2 3 4 5 6
−2
−4
−6
Figure 8.4.3 The piecewise contnuous function (8.4.7)
Example 8.4.5 Find the Laplace transform of
8̂
sin t; 0t < ;
2
ˆ
ˆ
<
f .t/ D (8.4.10)
cos t 3 sin t; t < ;
ˆ
ˆ 2
3 cos t; t
:̂
(Figure 8.4.4).
Solution In terms of step functions,
f .t/ D sin t C u.t =2/.cos t 4 sin t/ C u.t /.2 cos t C 3 sin t/:
Now Theorem 8.4.1 implies that
L.sin t/ C e 2 s L cos t C 2 4 sin t C 2
L.f / D
(8.4.11)
Ce s L .2 cos.t C / C 3 sin.t C // :
Since
cos t C 4 sin t C D sin t 4 cos t
2 2
and
2 cos.t C / C 3 sin.t C / D 2 cos t 3 sin t;
we see from (8.4.11) that
s=2
L.f / D L.sin t/ e L.sin t C 4 cos t/ e s L.2 cos t C 3 sin t/
1
s 1 C 4s s 3 C 2s
D e 2 e :
s2 C1 s2 C 1 s2 C 1
426 Chapter 8 Laplace Transforms
t
1 2 3 4 5 6
−1
−2
−3
Figure 8.4.4 The piecewise continuous function (8.4.10)
The Second Shifting Theorem
Replacing g.t/ by g.t / in Theorem 8.4.1 yields the next theorem.
Theorem 8.4.2 ŒSecond Shifting Theorem If 0 and L.g/ exists for s > s0 then L .u.t /g.t //
exists for s > s0 and
L.u.t /g.t // D e s L.g.t//;
or, equivalently,
s
if g.t/ $ G.s/; then u.t /g.t / $ e G.s/: (8.4.12)
R EMARK: Recall that the First Shifting Theorem (Theorem 8.1.3 states that multiplying a function by
e at corresponds to shifting the argument of its transform by a units. Theorem 8.4.2 states that multiplying
a Laplace transform by the exponential e s corresponds to shifting the argument of the inverse transform
by units.
Example 8.4.6 Use (8.4.12) to find 2s
1 e
L :
s2
Solution To apply (8.4.12) we let D 2 and G.s/ D 1=s 2. Then g.t/ D t and (8.4.12) implies that
2s
e
L 1 D u.t 2/.t 2/:
s2
Section 8.4 The Unit Step Function 427
Example 8.4.7 Find the inverse Laplace transform h of
1 1 2 4 1
H.s/ D 2 e s 2 C Ce 4s
C ;
s s s s3 s
and find distinct formulas for h on appropriate intervals.
Solution Let
1 1 2 4 1
G0 .s/ D ; G1 .s/ D C ; G2.s/ D C :
s2 s2 s s3 s
Then
g0 .t/ D t; g1 .t/ D t C 2; g2 .t/ D 2t 2 C 1:
1
Hence, (8.4.12) and the linearity of L imply that
1 1 s 1 4s
h.t/ D L .G0 .s// L .e G1 .s// C L e G2 .s/
4/2 C 1
D t u.t 1/ Œ.t 1/ C 2 C u.t 4/ 2.t
D t u.t 1/.t C 1/ C u.t 4/.2t 2 16t C 33/;
which can also be written as
8̂
< t; 0 t < 1;
h.t/ D 1; 1 t < 4;
2t 2 16t C 32; t 4:
:̂
Example 8.4.8 Find the inverse transform of
2s 3s C 1 sC1
H.s/ D e 2s Ce s
:
s2 C 4 s2 C 9 s 2 C 6s C 10
Solution Let
2s .3s C 1/
G0.s/ D ; G1 .s/ D ;
s2 C4 s2 C 9
and
sC1 .s C 3/ 2
G2 .s/ D D :
s2 C 6s C 10 .s C 3/2 C 1
Then
1
g0 .t/ D 2 cos 2t; g1 .t/ D 3 cos 3t sin 3t;
3
and
3t
g2 .t/ D e .cos t 2 sin t/:
1
Therefore (8.4.12) and the linearity of L imply that
1
h.t/ D 2 cos 2t u.t =2/ 3 cos 3.t =2/ C sin 3 t
3 2
3.t /
Cu.t /e Œcos.t / 2 sin.t / :
428 Chapter 8 Laplace Transforms
Using the trigonometric identities (8.4.8) and (8.4.9), we can rewrite this as
1
h.t/ D 2 cos 2t C u.t =2/ 3 sin 3t 3
cos 3t
(8.4.13)
3.t /
u.t /e .cos t 2 sin t/
(Figure 8.4.5).
5
4
3
2
1
t
1 2 3 4 5 6
−1
−2
−3
−4
−5
−6
−7
Figure 8.4.5 The piecewise continouous function (8.4.13)
8.4 Exercises
In Exercises 1–6 find the Laplace transform by the method of Example 8.4.1. Then express the given
function f in terms of unit step functions as in Eqn. (8.4.6), and use Theorem 8.4.1 to find L.f /. Where
indicated by C/G , graph f .
(
( t; 0 t < 1;
1; 0 t < 4; 2. f .t/ D
1. f .t/ D 1; t 1:
t; t 4:
( (
2t 1; 0 t < 2; 1; 0 t < 1;
3. C/G f .t/ D 4. C/G f .t/ D
t; t 2: t C 2; t 1:
t 2;
( (
t 1; 0 t < 2; 0 t < 1;
5. f .t/ D 6. f .t/ D
4; t 2: 0; t 1:
Section 8.4 The Unit Step Function 429
In Exercises 7–18 express the given function f in terms of unit step functions and use Theorem 8.4.1 to
find L.f /. Where indicated by C/G , graph f .
t 2 C 2; 0 t < 1;
(
(
0; 0 t < 2; 8. f .t/ D
7. f .t/ D t; t 1:
t 2 C 3t; t 2:
te t ; 0 t < 1; t
( (
e ; 0 t < 1;
9. f .t/ D 10. f .t/ D
t 2t
e; t 1: e ; t 1:
8̂ 8̂
ˆ t; 0 t < 2; ˆ 0; 0 t < 1;
< <
11. f .t/ D t 4; 2 t < 3; 12. f .t/ D t; 1 t < 2;
ˆ ˆ
1; t 3: 0; t 2:
:̂ :̂
8̂ 8̂
ˆ t; 0 t < 1; ˆ t; 0 t < 1;
< <
13. f .t/ D t 2 ; 1 t < 2; 14. f .t/ D 2 t; 1 t < 2;
ˆ ˆ
0; t 2: 6; t > 2:
:̂ :̂
8̂
sin t; 0 t < ;
2
ˆ
ˆ
<
15. C/G f .t/ D
2 sin t; t < ;
ˆ
ˆ 2
cos t; t :
:̂
8̂
ˆ 2; 0 t < 1;
<
16. C/G f .t/ D 2t C 2; 1 t < 3;
ˆ
3t; t 3:
:̂
8̂
ˆ 3; 0 t < 2;
<
17. C/G f .t/ D 3t C 2; 2 t < 4;
ˆ
4t; t 4:
:̂
.t C 1/2 ; 0 t < 1;
(
18. C/G f .t/ D
.t C 2/2 ; t 1:
In Exercises 19–28 use Theorem 8.4.2 to express the inverse transforms in terms of step functions, and
then find distinct formulas the for inverse transforms on the appropriate intervals, as in Example 8.4.7.
Where indicated by C/G , graph the inverse transform.
e s
e 2s 20. H.s/ D
19. H.s/ D s.s C 1/
s 2
e s e 2s
21. C/G H.s/ D C
s3 s2
2 1 s 3 1 3s 1 1
22. C/G H.s/ D C 2 Ce Ce C 2
s s s s2 s s
430 Chapter 8 Laplace Transforms
3e 6s
5 1 3s 6 7
23. H.s/ D C e C C
s s2 s s2 s3
s
e .1 2s/
24. H.s/ D 2
s C 4s C 5
1 s
s 3s 1
25. C/G H.s/ D Ce 2
s s2 C 1 s2 C 1
2s 3.s 3/ sC1
26. H.s/ D e
.s C 1/.s 2/ .s 1/.s 2/
1 1 s 3 2 3s 4 3
27. H.s/ D C 2 C e C 2 Ce C 2
s s s s s s
4s
1 2 3 1 e
28. H.s/ D C e 2s C 2
s s3 s s3 s
29. Find L .u.t //.
30. Let ftm g1
mD0 be a sequence of points such that t0 D 0, tmC1 > tm , and limm!1 tm D 1. For
each nonnegative integer m, let fm be continuous on Œtm ; 1/, and let f be defined on Œ0; 1/ by
f .t/ D fm .t/; tm t < tmC1 .m D 0; 1; : : : /:
Show that f is piecewise continuous on Œ0; 1/ and that it has the step function representation
1
X
f .t/ D f0 .t/ C u.t tm / .fm .t/ fm 1 .t// ; 0 t < 1:
mD1
How do we know that the series on the right converges for all t in Œ0; 1/?
31. In addition to the assumptions of Exercise 30, assume that
jfm .t/j Me s0 t ; t tm ; m D 0; 1; : : : ; .A/
and that the series
1
X
tm
e .B/
mD0
converges for some > 0. Using the steps listed below, show that L.f / is defined for s > s0 and
1
X
stm
L.f / D L.f0 / C e L.gm / .C/
mD1
for s > s0 C , where
gm .t/ D fm .t C tm / fm 1 .t C tm /:
(a) Use (A) and Theorem 8.1.6 to show that
1 Z
X tmC1
st
L.f / D e fm .t/ dt .D/
mD0 tm
is defined for s > s0 .
Section 8.5 Constant Coeefficient Equations with Piecewise Continuous Forcing Functions 431
(b) Show that (D) can be rewritten as
1
!
X Z 1 Z 1
st st
L.f / D e fm .t/ dt e fm .t/ dt : .E/
mD0 tm tmC1
(c) Use (A), the assumed convergence of (B), and the comparison test to show that the series
1 Z
X 1 1 Z
X 1
st st
e fm .t/ dt and e fm .t/ dt
mD0 tm mD0 tmC1
both converge (absolutely) if s > s0 C .
(d) Show that (E) can be rewritten as
1 Z
X 1
st
L.f / D L.f0 / C e .fm .t/ fm 1 .t// dt
mD1 tm
if s > s0 C .
(e) Complete the proof of (C).
32. Suppose ftm g1 1
mD0 and ffm gmD0 satisfy the assumptions of Exercises 30 and 31, and there’s a
positive constant K such that tm Km for m sufficiently large. Show that the series (B) of
Exercise 31 converges for any > 0, and conclude from this that (C) of Exercise 31 holds for
s > s0 .
In Exercises 33–36 find the step function representation of f and use the result of Exercise 32 to find
L.f /. H INT: You will need formulas related to the formula for the sum of a geometric series.
33. f .t/ D m C 1; m t < m C 1 .m D 0; 1; 2; : : : /
34. f .t/ D . 1/m ; m t < m C 1 .m D 0; 1; 2; : : : /
35. f .t/ D .m C 1/2 ; m t < m C 1 .m D 0; 1; 2; : : : /
36. f .t/ D . 1/m m; m t < m C 1 .m D 0; 1; 2; : : : /
8.5 CONSTANT COEEFFICIENT EQUATIONS WITH PIECEWISE CONTINUOUS FORCING FUNC-
TIONS
We’ll now consider initial value problems of the form
ay 00 C by 0 C cy D f .t/; y.0/ D k0 ; y 0 .0/ D k1 ; (8.5.1)
where a, b, and c are constants (a ¤ 0) and f is piecewise continuous on Œ0; 1/. Problems of this
kind occur in situations where the input to a physical system undergoes instantaneous changes, as when
a switch is turned on or off or the forces acting on the system change abruptly.
It can be shown (Exercises 23 and 24) that the differential equation in (8.5.1) has no solutions on an
open interval that contains a jump discontinuity of f . Therefore we must define what we mean by a
solution of (8.5.1) on Œ0; 1/ in the case where f has jump discontinuities. The next theorem motivates
our definition. We omit the proof.
432 Chapter 8 Laplace Transforms
Theorem 8.5.1 Suppose a; b, and c are constants .a ¤ 0/; and f is piecewise continuous on Œ0; 1/:
with jump discontinuities at t1 ; . . . , tn ; where
0 < t1 < < tn :
Let k0 and k1 be arbitrary real numbers. Then there is a unique function y defined on Œ0; 1/ with these
properties:
(a) y.0/ D k0 and y 0 .0/ D k1 .
(b) y and y 0 are continuous on Œ0; 1/.
(c) y 00 is defined on every open subinterval of Œ0; 1/ that does not contain any of the points t1 ; . . . , tn ,
and
ay 00 C by 0 C cy D f .t/
on every such subinterval.
(d) y 00 has limits from the right and left at t1 ; . . . ; tn .
We define the function y of Theorem 8.5.1 to be the solution of the initial value problem (8.5.1).
We begin by considering initial value problems of the form
(
00 0 f0 .t/; 0 t < t1 ;
ay C by C cy D y.0/ D k0 ; y 0 .0/ D k1 ; (8.5.2)
f1 .t/; t t1 ;
where the forcing function has a single jump discontinuity at t1 .
We can solve (8.5.2) by the these steps:
Step 1. Find the solution y0 of the initial value problem
ay 00 C by 0 C cy D f0 .t/; y.0/ D k0 ; y 0 .0/ D k1 :
Step 2. Compute c0 D y0 .t1 / and c1 D y00 .t1 /.
Step 3. Find the solution y1 of the initial value problem
ay 00 C by 0 C cy D f1 .t/; y.t1 / D c0 ; y 0 .t1 / D c1 :
Step 4. Obtain the solution y of (8.5.2) as
(
y0 .t/; 0 t < t1
yD
y1 .t/; t t1 :
It is shown in Exercise 23 that y 0 exists and is continuous at t1 . The next example illustrates this
procedure.
Example 8.5.1 Solve the initial value problem
y 00 C y D f .t/; y.0/ D 2; y 0 .0/ D 1; (8.5.3)
where 8
< 1; 0 t < ;
f .t/ D 2
: 1; t :
2
Section 8.5 Constant Coeefficient Equations with Piecewise Continuous Forcing Functions 433
t
1 2 3 4 5 6
−1
−2
Figure 8.5.1 Graph of (8.5.4)
Solution The initial value problem in Step 1 is
y 00 C y D 1; y.0/ D 2; y 0 .0/ D 1:
We leave it to you to verify that its solution is
y0 D 1 C cos t sin t:
Doing Step 2 yields y0 .=2/ D 0 and y00 .=2/ D 1, so the second initial value problem is
y 00 C y D 1; y D 0; y 0 D 1:
2 2
We leave it to you to verify that the solution of this problem is
y1 D 1 C cos t C sin t:
Hence, the solution of (8.5.3) is
8
< 1 C cos t sin t; 0 t < ;
yD 2 (8.5.4)
: 1 C cos t C sin t; t
2
(Figure:8.5.1).
If f0 and f1 are defined on Œ0; 1/, we can rewrite (8.5.2) as
ay 00 C by 0 C cy D f0 .t/ C u.t t1 / .f1 .t/ f0 .t// ; y.0/ D k0 ; y 0 .0/ D k1 ;
and apply the method of Laplace transforms. We’ll now solve the problem considered in Example 8.5.1
by this method.
434 Chapter 8 Laplace Transforms
Example 8.5.2 Use the Laplace transform to solve the initial value problem
y 00 C y D f .t/; y.0/ D 2; y 0 .0/ D 1; (8.5.5)
where 8
< 1; 0 t < ;
f .t/ D 2
: 1; t :
2
Solution Here
f .t/ D 1 2u t ;
2
so Theorem 8.4.1 (with g.t/ D 1) implies that
s=2
1 2e
L.f / D :
s
Therefore, transforming (8.5.5) yields
s=2
1 2e
.s 2 C 1/Y .s/ D 1 C 2s;
s
so
s=2 2s 1
Y .s/ D .1 2e /G.s/ C ; (8.5.6)
s2 C 1
with
1
G.s/ D :
s.s 2C 1/
The form for the partial fraction expansion of G is
1 A Bs C C
D C 2 : (8.5.7)
s.s 2 C 1/ s s C1
Multiplying through by s.s 2 C 1/ yields
A.s 2 C 1/ C .Bs C C /s D 1;
or
.A C B/s 2 C C s C A D 1:
Equating coefficients of like powers of s on the two sides of this equation shows that A D 1, B D A D
1 and C D 0. Hence, from (8.5.7),
1 s
G.s/ D 2
:
s s C1
Therefore
g.t/ D 1 cos t:
From this, (8.5.6), and Theorem 8.4.2,
yD1 cos t 2u t 1 cos t C 2 cos t sin t:
2 2
Simplifying this (recalling that cos.t =2/ D sin t/ yields
y D 1 C cos t sin t 2u t .1 sin t/;
2
Section 8.5 Constant Coeefficient Equations with Piecewise Continuous Forcing Functions 435
or 8
< 1 C cos t
0t < ; sin t;
yD 2
: 1 C cos t C sin t; t ;
2
which is the result obtained in Example 8.5.1.
R EMARK: It isn’t obvious that using the Laplace transform to solve (8.5.2) as we did in Example 8.5.2
yields a function y with the properties stated in Theorem 8.5.1; that is, such that y and y 0 are continuous
on Œ0; 1/ and y 00 has limits from the right and left at t1 . However, this is true if f0 and f1 are continuous
and of exponential order on Œ0; 1/. A proof is sketched in Exercises 8.6.11–8.6.13.
Example 8.5.3 Solve the initial value problem
y 00 y D f .t/; y.0/ D 1; y 0 .0/ D 2; (8.5.8)
where
t; 0 t < 1;
f .t/ D
1; t 1:
Solution Here
f .t/ D t u.t 1/.t 1/;
so
L.f / D L.t/ L .u.t 1/.t 1//
s
D L.t/ e L.t/ (from Theorem 8.4.1)
s
1 e
D :
s2 s2
Since transforming (8.5.8) yields
.s 2 1/Y .s/ D L.f / C 2 s;
we see that
2 s
Y .s/ D .1 e s /H.s/ C ; (8.5.9)
s2 1
where
1 1 1
H.s/ D D 2 I
s 2 .s 2 1/ s 1 s2
therefore
h.t/ D sinh t t: (8.5.10)
Since
1 2 s
L D 2 sinh t cosh t;
s2 1
we conclude from (8.5.9), (8.5.10), and Theorem 8.4.1 that
y D sinh t t u.t 1/ .sinh.t 1/ t C 1/ C 2 sinh t cosh t;
or
y D 3 sinh t cosh t t u.t 1/ .sinh.t 1/ t C 1/ (8.5.11)
0 00
We leave it to you to verify that y and y are continuous and y has limits from the right and left at t1 D 1.
436 Chapter 8 Laplace Transforms
Example 8.5.4 Solve the initial value problem
y 00 C y D f .t/; y.0/ D 0; y 0 .0/ D 0; (8.5.12)
where 8̂
0t < ;
0;
4
ˆ
ˆ
<
f .t/ D
cos 2t; t < ;
ˆ
ˆ 4
0; t :
:̂
Solution Here
f .t/ D u.t =4/ cos 2t u.t / cos 2t;
so
L.f / D L .u.t =4/ cos 2t/ L .u.t / cos 2t/
s=4 s
D e L .cos 2.t C =4// e L .cos 2.t C //
s=4 s
D e L.sin 2t/ e L.cos 2t/
s=4 s
2e se
D :
s2 C 4 s2 C 4
Since transforming (8.5.12) yields
.s 2 C 1/Y .s/ D L.f /;
we see that
s=4 s
Y .s/ D e H1 .s/ C e H2 .s/; (8.5.13)
where
2 s
H1 .s/ D and H2 .s/ D : (8.5.14)
.s 2 C 1/.s 2 C 4/ .s 2 C 1/.s 2 C 4/
To simplify the required partial fraction expansions, we first write
1 1 1 1
D :
.x C 1/.x C 4/ 3 xC1 xC4
Setting x D s 2 and substituting the result in (8.5.14) yields
2 1 1 1 s s
H1 .s/ D and H2 .s/ D :
3 s2 C 1 s2 C 4 3 s2 C 1 s2 C 4
The inverse transforms are
2 1 1 1
h1 .t/ D sin t C sin 2t and h2 .t/ D cos t C cos 2t:
3 3 3 3
From (8.5.13) and Theorem 8.4.2,
yDu t h1 t C u.t /h2 .t /: (8.5.15)
4 4
Since
2 1
h1 t D sin t C sin 2 t
4 3 4 3 4
p
2 1
D .sin t cos t/ cos 2t
3 3
Section 8.5 Constant Coeefficient Equations with Piecewise Continuous Forcing Functions 437
1.0
0.5
t
1 2 3 4 5 6
−0.5
−1.0
Figure 8.5.2 Graph of (8.5.16)
and
1 1
h2 .t / D cos.t / C cos 2.t /
3 3
1 1
D cos t C cos 2t;
3 3
(8.5.15) can be rewritten as
1 p 1
yD u t 2.sin t cos t/ C cos 2t C u.t /.cos t C cos 2t/
3 4 3
or 8̂
0; 0t < ;
ˆ
ˆ
ˆ
ˆ p 4
<2 1
yD .sin t cos t/ cos 2t; t < ; (8.5.16)
3p
ˆ
ˆ p3 4
2 1C 2
ˆ
ˆ
:̂ sin t C cos t; t :
3 3
We leave it to you to verify that y and y 0 are continuous and y 00 has limits from the right and left at
t1 D =4 and t2 D (Figure 8.5.2).
8.5 Exercises
In Exercises 1–20 use the Laplace transform to solve the initial value problem. Where indicated by
C/G , graph the solution.
438 Chapter 8 Laplace Transforms
(
3; 0 t < ;
00
1. y Cy D y.0/ D 0; y 0 .0/ D 0
0; t ;
3; 0 t < 4;
2. y 00 C y D y.0/ D 1; y 0 .0/ D 0
I 2t 5; t > 4;
(
4; 0 t < 1;
3. y 00 2y 0 D y.0/ D 6; y 0 .0/ D 1
6; t 1;
e 2t ; 0 t < 2;
(
00
4. y yD y.0/ D 3; y 0 .0/ D 1
1; t 2;
8̂
ˆ 0; 0 t < 1;
<
00 0
5. y 3y C 2y D 1; 1 t < 2; y.0/ D 3; y 0 .0/ D 1
ˆ
1; t 2;
:̂
(
j sin tj; 0 t < 2;
6. C/G y 00 C 4y D y.0/ D 3; y 0 .0/ D 1
0; t 2;
8̂
ˆ 1; 0 t < 1
<
00 0
7. y 5y C 4y D 1; 1 t < 2; y.0/ D 3; y 0 .0/ D 5
ˆ
0; t 2;
:̂
3
8̂
< cos t; 0 t < ;
8. y 00 C 9y D 2 y.0/ D 0; y 0 .0/ D 0
:̂ sin t; t 3 ;
2
8
< t; 0 t < ;
9. 00
C/G y C 4y D 2 y.0/ D 0; y 0 .0/ D 0
: ; t ;
2
(
t; 0 t < ;
10. y 00 C y D y.0/ D 0; y 0 .0/ D 0
t; t ;
0; 0 t < 2;
11. y 00 3y 0 C 2y D ; y.0/ D 0; y 0 .0/ D 0
2t 4; t 2;
t; 0 t < 2;
12. y 00 C y D y.0/ D 1; y 0 .0/ D 2
2t; t 2;
1; 0 t < 2;
13. C/G y 00 C 3y 0 C 2y D y.0/ D 0; y 0 .0/ D 0
1; t 2;
00 0 1; 0 t < 1;
14. y 4y C 3y D y.0/ D 0; y 0 .0/ D 0
1; t 1;
et ;
00 0 0 t < 1;
15. y C 2y C y D t y.0/ D 3; y 0 .0/ D 1
e 1; t 1;
4e t ; 0 t < 1;
00 0
16. y C 2y C y D y.0/ D 0; y 0 .0/ D 0
0; t 1;
e t ; 0 t < 1;
00 0
17. y C 3y C 2y D y.0/ D 1; y 0 .0/ D 1
0; t 1;
Section 8.5 Constant Coeefficient Equations with Piecewise Continuous Forcing Functions 439
e 2t ; 0 t < 2;
18. y 00 4y 0 C 4y D y.0/ D 0; y 0 .0/ D 1
e 2t ; t 2;
< t 2;
8
0 t < 1;
00
19. C/G y D t; 1 t < 2; y.0/ D 1; y 0 .0/ D 0
t C 1; t 2;
:
8
< 1; 0 t < 2;
20. y 00 C 2y 0 C 2y D t; 2 t < 3; y.0/ D 2; y 0 .0/ D 1
1; t 3;
:
21. Solve the initial value problem
y 00 D f .t/; y.0/ D 0; y 0 .0/ D 0;
where
f .t/ D m C 1; m t < m C 1; m D 0; 1; 2; : : : :
22. Solve the given initial value problem and find a formula that does not involve step functions and
represents y on each interval of continuity of f .
(a) y 00 C y D f .t/; y.0/ D 0; y 0 .0/ D 0;
f .t/ D m C 1; m t < .m C 1/; m D 0; 1; 2; : : : .
(b) y 00 C y D f .t/; y.0/ D 0; y 0 .0/ D 0;
f .t/ D .m C 1/t; 2m t < 2.m C 1/; m D 0; 1; 2; : : : H INT: You’ll need the
formula
m.m C 1/
1C2CCm D :
2
(c) y 00 C y D f .t/; y.0/ D 0; y 0 .0/ D 0;
f .t/ D . 1/m ; m t < .m C 1/; m D 0; 1; 2; : : : :
(d) y 00 y D f .t/; y.0/ D 0; y 0 .0/ D 0;
f .t/ D m C 1; m t < .m C 1/; m D 0; 1; 2; : : : :
H INT: You will need the formula
1 r mC1
1 C r C C rm D .r ¤ 1/:
1 r
(e) y 00 C 2y 0 C 2y D f .t/; y.0/ D 0; y 0 .0/ D 0;
f .t/ D .m C 1/.sin t C 2 cos t/; 2m t < 2.m C 1/; m D 0; 1; 2; : : : :
(See the hint in (d).)
(f) y 00 3y 0 C 2y D f .t/; y.0/ D 0; y 0 .0/ D 0;
f .t/ D m C 1; m t < m C 1; m D 0; 1; 2; : : : :
(See the hints in (b) and (d).)
23. (a) Let g be continuous on .˛; ˇ/ and differentiable on the .˛; t0 / and .t0 ; ˇ/. Suppose A D
limt !t0 g0 .t/ and B D limt !t0 C g0 .t/ both exist. Use the mean value theorem to show that
g.t/ g.t0 / g.t/ g.t0 /
lim DA and lim D B:
t !t0 t t0 t !t0 C t t0
(b) Conclude from (a) that g0 .t0 / exists and g0 is continuous at t0 if A D B.
440 Chapter 8 Laplace Transforms
(c) Conclude from (a) that if g is differentiable on .˛; ˇ/ then g0 can’t have a jump discontinuity
on .˛; ˇ/.
24. (a) Let a, b, and c be constants, with a ¤ 0. Let f be piecewise continuous on an interval .˛; ˇ/,
with a single jump discontinuity at a point t0 in .˛; ˇ/. Suppose y and y 0 are continuous on
.˛; ˇ/ and y 00 on .˛; t0/ and .t0 ; ˇ/. Suppose also that
ay 00 C by 0 C cy D f .t/ .A/
on .˛; t0 / and .t0 ; ˇ/. Show that
f .t0 C/ f .t0 /
y 00 .t0 C/ y 00 .t0 / D ¤ 0:
a
(b) Use (a) and Exercise 23(c) to show that (A) does not have solutions on any interval .˛; ˇ/
that contains a jump discontinuity of f .
25. Suppose P0 ; P1 , and P2 are continuous and P0 has no zeros on an open interval .a; b/, and that F
has a jump discontinuity at a point t0 in .a; b/. Show that the differential equation
P0 .t/y 00 C P1 .t/y 0 C P2 .t/y D F .t/
has no solutions on .a; b/.H INT: Generalize the result of Exercise 24 and use Exercise 23.c/.
26. Let 0 D t0 < t1 < < tn . Suppose fm is continuous on Œtm ; 1/ for m D 1; : : : ; n. Let
fm .t/; tm t < tmC1 ; m D 1; : : : ; n 1;
f .t/ D
fn .t/; t tn :
Show that the solution of
ay 00 C by 0 C cy D f .t/; y.0/ D k0 ; y 0 .0/ D k1 ;
as defined following Theorem 8.5.1, is given by
8̂
ˆ ´0 .t/; 0 t < t1 ;
ˆ
´0 .t/ C ´1 .t/; t1 t < t2 ;
ˆ
ˆ
ˆ
<
yD ::
ˆ :
ˆ ´0 C C ´n 1 .t/; tn 1 t < tn ;
ˆ
ˆ
ˆ
´0 C C ´n .t/; t tn ;
:̂
where ´0 is the solution of
a´00 C b´0 C c´ D f0 .t/; ´.0/ D k0 ; ´0 .0/ D k1
and ´m is the solution of
a´00 C b´0 C c´ D fm .t/ fm 1 .t/; ´.tm / D 0; ´0 .tm / D 0
for m D 1; : : : ; n.
8.6 CONVOLUTION
Section 8.6 Convolution 441
In this section we consider the problem of finding the inverse Laplace transform of a product H.s/ D
F .s/G.s/, where F and G are the Laplace transforms of known functions f and g. To motivate our
interest in this problem, consider the initial value problem
ay 00 C by 0 C cy D f .t/; y.0/ D 0; y 0 .0/ D 0:
Taking Laplace transforms yields
.as 2 C bs C c/Y .s/ D F .s/;
so
Y .s/ D F .s/G.s/; (8.6.1)
where
1
G.s/ D :
C bs C c as 2
Until now wen’t been interested in the factorization indicated in (8.6.1), since we dealt only with differ-
ential equations with specific forcing functions. Hence, we could simply do the indicated multiplication
in (8.6.1) and use the table of Laplace transforms to find y D L 1 .Y /. However, this isn’t possible if we
want a formula for y in terms of f , which may be unspecified.
To motivate the formula for L 1 .F G/, consider the initial value problem
y0 ay D f .t/; y.0/ D 0; (8.6.2)
which we first solve without using the Laplace transform. The solution of the differential equation in
(8.6.2) is of the form y D ue at where
u0 D e at f .t/:
Integrating this from 0 to t and imposing the initial condition u.0/ D y.0/ D 0 yields
Z t
uD e a f . / d :
0
Therefore Z t Z t
y.t/ D e at e a
f . / d D e a.t /
f . / d : (8.6.3)
0 0
Now we’ll use the Laplace transform to solve (8.6.2) and compare the result to (8.6.3). Taking Laplace
transforms in (8.6.2) yields
.s a/Y .s/ D F .s/;
so
1
Y .s/ D F .s/ ;
s a
which implies that
1 1
y.t/ D L F .s/ : (8.6.4)
s a
If we now let g.t/ D e at , so that
1
G.s/ D ;
s a
then (8.6.3) and (8.6.4) can be written as
Z t
y.t/ D f . /g.t / d
0
442 Chapter 8 Laplace Transforms
and
1
yDL .F G/;
respectively. Therefore Z t
1
L .F G/ D f . /g.t / d (8.6.5)
0
in this case.
This motivates the next definition.
Definition 8.6.1 The convolution f g of two functions f and g is defined by
Z t
.f g/.t/ D f . /g.t / d :
0
It can be shown (Exercise 6) that f g D g f ; that is,
Z t Z t
f .t /g. / d D f . /g.t / d :
0 0
Eqn. (8.6.5) shows that L 1 .F G/ D f g in the special case where g.t/ D e at . This next theorem
states that this is true in general.
Theorem 8.6.2 ŒThe Convolution Theorem If L.f / D F and L.g/ D G; then
L.f g/ D F G:
A complete proof of the convolution theorem is beyond the scope of this book. However, we’ll assume
that f g has a Laplace transform and verify the conclusion of the theorem in a purely computational
way. By the definition of the Laplace transform,
Z 1 Z 1 Z t
L.f g/ D e st .f g/.t/ dt D e st f . /g.t / d dt:
0 0 0
This iterated integral equals a double integral over the region shown in Figure 8.6.1. Reversing the order
of integration yields Z 1 Z 1
st
L.f g/ D f . / e g.t / dt d : (8.6.6)
0
However, the substitution x D t shows that
Z 1 Z 1
e st g.t / dt D e s.xC /
g.x/ dx
0
Z 1
s sx s
D e e g.x/ dx D e G.s/:
0
Substituting this into (8.6.6) and noting that G.s/ is independent of yields
Z 1
L.f g/ D e s f . /G.s/ d
0
Z 1
D G.s/ e st f . / d D F .s/G.s/:
0
Section 8.6 Convolution 443
t=τ
Figure 8.6.1
Example 8.6.1 Let
f .t/ D e at and g.t/ D e bt .a ¤ b/:
Verify that L.f g/ D L.f /L.g/, as implied by the convolution theorem.
Solution We first compute
Z t Z t
a b.t / bt
.f g/.t/ D e e d D e e .a b/ d
0 0
.a b/ ˇt e bt e .a b/t 1
ˇ
bt e
D e ˇ D
a b ˇ0 a b
e at e bt
D :
a b
Since
1 1
e at $ and e bt $ ;
s a s b
it follows that
1 1 1
L.f g/ D
a b s a s b
1
D
.s a/.s b/
D L.e at /L.e bt / D L.f /L.g/:
444 Chapter 8 Laplace Transforms
A Formula for the Solution of an Initial Value Problem
The convolution theorem provides a formula for the solution of an initial value problem for a linear
constant coefficient second order equation with an unspecified. The next three examples illustrate this.
Example 8.6.2 Find a formula for the solution of the initial value problem
y 00 2y 0 C y D f .t/; y.0/ D k0 ; y 0 .0/ D k1 : (8.6.7)
Solution Taking Laplace transforms in (8.6.7) yields
.s 2 2s C 1/Y .s/ D F .s/ C .k1 C k0 s/ 2k0 :
Therefore
1 k1 C k0 s 2k0
Y .s/ D F .s/ C
.s 1/2 .s 1/2
1 k0 k1 k0
D F .s/ C C :
.s 1/2 s 1 .s 1/2
From the table of Laplace transforms,
k0 k1 k0
L 1 C D e t .k0 C .k1 k0 /t/ :
s 1 .s 1/2
Since
1
$ te t and F .s/ $ f .t/;
.s 1/2
the convolution theorem implies that
Z t
1 1
L F .s/ D e f .t / d :
.s 1/2 0
Therefore the solution of (8.6.7) is
Z t
t
y.t/ D e .k0 C .k1 k0 /t/ C e f .t / d :
0
Example 8.6.3 Find a formula for the solution of the initial value problem
y 00 C 4y D f .t/; y.0/ D k0 ; y 0 .0/ D k1 : (8.6.8)
Solution Taking Laplace transforms in (8.6.8) yields
.s 2 C 4/Y .s/ D F .s/ C k1 C k0 s:
Therefore
1 k1 C k0 s
Y .s/ D F .s/ C 2 :
.s 2 C 4/ s C4
From the table of Laplace transforms,
1 k1 C k0 s k1
L 2
D k0 cos 2t C sin 2t:
s C4 2
Section 8.6 Convolution 445
Since
1 1
$ sin 2t and F .s/ $ f .t/;
.s 2 C 4/ 2
the convolution theorem implies that
1 t
1
Z
1
L F .s/ D f .t / sin 2 d :
.s 2 C 4/ 2 0
Therefore the solution of (8.6.8) is
Z t
k1 1
y.t/ D k0 cos 2t C sin 2t C f .t / sin 2 d :
2 2 0
Example 8.6.4 Find a formula for the solution of the initial value problem
y 00 C 2y 0 C 2y D f .t/; y.0/ D k0 ; y 0 .0/ D k1 : (8.6.9)
Solution Taking Laplace transforms in (8.6.9) yields
.s 2 C 2s C 2/Y .s/ D F .s/ C k1 C k0 s C 2k0 :
Therefore
1 k1 C k0 s C 2k0
Y .s/ D 2
F .s/ C
.s C 1/ C 1 .s C 1/2 C 1
1 .k1 C k0 / C k0 .s C 1/
D 2
F .s/ C :
.s C 1/ C 1 .s C 1/2 C 1
From the table of Laplace transforms,
1 .k1 C k0 / C k0 .s C 1/ t
L De ..k1 C k0 / sin t C k0 cos t/ :
.s C 1/2 C 1
Since
1 t
$e sin t and F .s/ $ f .t/;
.s C 1/2 C 1
the convolution theorem implies that
Z t
1
L 1 F .s/ D f .t /e
sin d :
.s C 1/2 C 1 0
Therefore the solution of (8.6.9) is
Z t
t
y.t/ D e ..k1 C k0 / sin t C k0 cos t/ C f .t /e sin d : (8.6.10)
0
Evaluating Convolution Integrals
Rt
We’ll say that an integral of the form 0 u. /v.t / d is a convolution integral. The convolution
theorem provides a convenient way to evaluate convolution integrals.
446 Chapter 8 Laplace Transforms
Example 8.6.5 Evaluate the convolution integral
Z t
h.t/ D .t /5 7 d :
0
Solution We could evaluate this integral by expanding .t /5 in powers of and then integrating.
However, the convolution theorem provides an easier way. The integral is the convolution of f .t/ D t 5
and g.t/ D t 7 . Since
5Š 7Š
t 5 $ 6 and t 7 $ 8 ;
s s
the convolution theorem implies that
5Š7Š 5Š7Š 13Š
h.t/ $ 14
D ;
s 13Š s 14
where we have written the second equality because
13Š
$ t 13 :
s 14
Hence,
5Š7Š 13
h.t/ D t :
13Š
Example 8.6.6 Use the convolution theorem and a partial fraction expansion to evaluate the convolution
integral Z t
h.t/ D sin a.t / cos b d .jaj ¤ jbj/:
0
Solution Since
a s
sin at $ and cos bt $ ;
s2 C a2 s2 C b2
the convolution theorem implies that
a s
H.s/ D :
s 2 C a2 s 2 C b 2
Expanding this in a partial fraction expansion yields
a s s
H.s/ D 2 :
b a s C a2
2 2 s2 C b2
Therefore
a
h.t/ D .cos at cos bt/ :
b2 a2
Volterra Integral Equations
An equation of the form Z t
y.t/ D f .t/ C k.t /y. / d (8.6.11)
0
Section 8.6 Convolution 447
is a Volterra integral equation. Here f and k are given functions and y is unknown. Since the integral
on the right is a convolution integral, the convolution theorem provides a convenient formula for solving
(8.6.11). Taking Laplace transforms in (8.6.11) yields
Y .s/ D F .s/ C K.s/Y .s/;
and solving this for Y .s/ yields
F .s/
Y .s/ D :
1 K.s/
1
We then obtain the solution of (8.6.11) as y D L .Y /.
Example 8.6.7 Solve the integral equation
Z t
2.t /
y.t/ D 1 C 2 e y. / d : (8.6.12)
0
Solution Taking Laplace transforms in (8.6.12) yields
1 2
Y .s/ D C Y .s/;
s sC2
and solving this for Y .s/ yields
1 2
Y .s/ D C 2:
s s
Hence,
y.t/ D 1 C 2t:
Transfer Functions
The next theorem presents a formula for the solution of the general initial value problem
ay 00 C by 0 C cy D f .t/; y.0/ D k0 ; y 0 .0/ D k1 ;
where we assume for simplicity that f is continuous on Œ0; 1/ and that L.f / exists. In Exercises 11–14
it’s shown that the formula is valid under much weaker conditions on f .
Theorem 8.6.3 Suppose f is continuous on Œ0; 1/ and has a Laplace transform: Then the solution of
the initial value problem
ay 00 C by 0 C cy D f .t/; y.0/ D k0 ; y 0 .0/ D k1 ; (8.6.13)
is Z t
y.t/ D k0 y1 .t/ C k1 y2 .t/ C w. /f .t / d ; (8.6.14)
0
where y1 and y2 satisfy
ay100 C by10 C cy1 D 0; y1 .0/ D 1; y10 .0/ D 0; (8.6.15)
and
ay200 C by20 C cy2 D 0; y2 .0/ D 0; y20 .0/ D 1; (8.6.16)
and
1
w.t/ D y2 .t/: (8.6.17)
a
448 Chapter 8 Laplace Transforms
Proof Taking Laplace transforms in (8.6.13) yields
p.s/Y .s/ D F .s/ C a.k1 C k0 s/ C bk0 ;
where
p.s/ D as 2 C bs C c:
Hence,
Y .s/ D W .s/F .s/ C V .s/ (8.6.18)
with
1
W .s/ D (8.6.19)
p.s/
and
a.k1 C k0 s/ C bk0
V .s/ D : (8.6.20)
p.s/
Taking Laplace transforms in (8.6.15) and (8.6.16) shows that
p.s/Y1 .s/ D as C b and p.s/Y2 .s/ D a:
Therefore
as C b
Y1.s/ D
p.s/
and
a
Y2 .s/ D : (8.6.21)
p.s/
Hence, (8.6.20) can be rewritten as
V .s/ D k0 Y1 .s/ C k1 Y2 .s/:
Substituting this into (8.6.18) yields
1
Y .s/ D k0 Y1 .s/ C k1 Y2 .s/ C Y2.s/F .s/:
a
Taking inverse transforms and invoking the convolution theorem yields (8.6.14). Finally, (8.6.19) and
(8.6.21) imply (8.6.17).
It is useful to note from (8.6.14) that y is of the form
y D v C h;
where
v.t/ D k0 y1 .t/ C k1 y2 .t/
depends on the initial conditions and is independent of the forcing function, while
Z t
h.t/ D w. /f .t / d
0
depends on the forcing function and is independent of the initial conditions. If the zeros of the character-
istic polynomial
p.s/ D as 2 C bs C c
Section 8.6 Convolution 449
of the complementary equation have negative real parts, then y1 and y2 both approach zero as t ! 1,
so limt !1 v.t/ D 0 for any choice of initial conditions. Moreover, the value of h.t/ is essentially
independent of the values of f .t / for large , since lim !1 w. / D 0. In this case we say that v and
h are transient and steady state components, respectively, of the solution y of (8.6.13). These definitions
apply to the initial value problem of Example 8.6.4, where the zeros of
p.s/ D s 2 C 2s C 2 D .s C 1/2 C 1
are 1 ˙ i . From (8.6.10), we see that the solution of the general initial value problem of Example 8.6.4
is y D v C h, where
v.t/ D e t ..k1 C k0 / sin t C k0 cos t/
is the transient component of the solution and
Z t
h.t/ D f .t /e sin d
0
is the steady state component. The definitions don’t apply to the initial value problems considered in
Examples 8.6.2 and 8.6.3, since the zeros of the characteristic polynomials in these two examples don’t
have negative real parts.
In physical applications where the input f and the output y of a device are related by (8.6.13), the
zeros of the characteristic polynomial usually do have negative real parts. Then W D L.w/ is called the
transfer function of the device. Since
H.s/ D W .s/F .s/;
we see that
H.s/
W .s/ D
F .s/
is the ratio of the transform of the steady state output to the transform of the input.
Because of the form of Z t
h.t/ D w. /f .t / d ;
0
w is sometimes called the weighting function of the device, since it assigns weights to past values of the
input f . It is also called the impulse response of the device, for reasons discussed in the next section.
Formula (8.6.14) is given in more detail in Exercises 8–10 for the three possible cases where the zeros
of p.s/ are real and distinct, real and repeated, or complex conjugates, respectively.
8.6 Exercises
1. Express the inverse transform as an integral.
1 s
(a) (b)
s 2 .s 2
C 4/ .s C 2/.s 2 C 9/
s s
(c) 2 (d) 2
.s C 4/.s 2 C 9/ .s C 1/2
1 1
(e) (f) 2
s.s a/ .s C 1/.s C 2s C 2/
1 1
(g) 2 2
(h)
.s C 1/ .s C 4s C 5/ .s 1/ .s C 2/2
3
450 Chapter 8 Laplace Transforms
s 1 s.s C 3/
(i) (j)
s 2 .s 2 2s C 2/ .s 2 C 4/.s 2 C 6s C 10/
1 1
(k) (l)
.s 3/5 s 6 .s 1/3 .s 2 C 4/
1 1
(m) 2 (n) 7
s .s 2/3 s .s 2/6
2. Find the Laplace transform.
Z t Z t
(a) sin a cos b.t / d (b) e sin a.t / d
0 0
Z t Z t
(c) sinh a cosh a.t / d (d) .t / sin ! cos !.t / d
0 0
Z t Z t
t t
(e) e sin ! cos !.t / d (f) e 2 .t /e d
0 0
Z t Z t
t
(g) e e cos !.t / d (h) e t e 2 sinh.t / d
0 0
Z t Z t
(i) e 2 sin 2.t / d (j) .t /3 e d
0 0
Z t Z t
(k) 6e .t /
sin 3.t / d (l) 2 .t /3 d
0 0
Z t Z t
7
(m) .t / e sin 2 d (n) .t /4 sin 2 d
0 0
3. Find a formula for the solution of the initial value problem.
(a) y 00 C 3y 0 C y D f .t/; y.0/ D 0; y 0 .0/ D 0
(b) y 00 C 4y D f .t/; y.0/ D 0; y 0 .0/ D 0
(c) y 00 C 2y 0 C y D f .t/; y.0/ D 0; y 0 .0/ D 0
(d) y 00 C k 2 y D f .t/; y.0/ D 1; y 0 .0/ D 1
(e) y 00 C 6y 0 C 9y D f .t/; y.0/ D 0; y 0 .0/ D 2
(f) y 00 4y D f .t/; y.0/ D 0; y 0 .0/ D 3
(g) y 00 5y 0 C 6y D f .t/; y.0/ D 1; y 0 .0/ D 3
(h) y 00 C ! 2 y D f .t/; y.0/ D k0 ; y 0 .0/ D k1
4. Solve the integral equation.
Z t
(a) y.t/ D t .t /y. / d
0
Z t
(b) y.t/ D sin t 2 cos.t /y. / d
0
Z t Z t
.t /
(c) y.t/ D 1 C 2 y. / cos.t / d (d) y.t/ D t C y. /e d
0 0
Z t
(e) y 0 .t/ D t C y. / cos.t / d ; y.0/ D 4
0
Section 8.6 Convolution 451
Z t
(f) y.t/ D cos t sin t C y. / sin.t / d
0
5. Use the convolution theorem to evaluate the integral.
Z t Z t
(a) .t /7 8 d (b) .t /13 7 d
0 0
Z t Z t
(c) .t /6 7 d (d) e
sin.t / d
0 0
Z t
(e) sin cos 2.t / d
0
6. Show that Z t Z t
f .t /g. / d D f . /g.t / d
0 0
by introducing the new variable of integration x D t in the first integral.
7. Use the convolution theorem to show that if f .t/ $ F .s/ then
Z t
F .s/
f . / d $ :
0 s
8. Show that if p.s/ D as 2 C bs C c has distinct real zeros r1 and r2 then the solution of
ay 00 C by 0 C cy D f .t/; y.0/ D k0 ; y 0 .0/ D k1
is
r2 e r 1 t r1 e r 2 t e r2 t e r1 t
y.t/ D k0 C k1
r2 r1 r2 r1
Z t
1
C .e r2 e r1 /f .t / d :
a.r2 r1 / 0
9. Show that if p.s/ D as 2 C bs C c has a repeated real zero r1 then the solution of
ay 00 C by 0 C cy D f .t/; y.0/ D k0 ; y 0 .0/ D k1
is
t
1
Z
y.t/ D k0 .1 r1 t/e r1 t C k1 te r1t C e r1 f .t / d :
a 0
10. Show that if p.s/ D as 2 C bs C c has complex conjugate zeros ˙ i ! then the solution of
ay 00 C by 0 C cy D f .t/; y.0/ D k0 ; y 0 .0/ D k1
is
t k1
y.t/ D e k0 .cos !t sin !t/ C sin !t
! !
Z t
1
C e t f .t / sin ! d :
a! 0
452 Chapter 8 Laplace Transforms
11. Let
1 1
wDL ;
as 2 C bs C c
where a; b, and c are constants and a ¤ 0.
(a) Show that w is the solution of
1
aw 00 C bw 0 C cw D 0; w.0/ D 0; w 0 .0/ D :
a
(b) Let f be continuous on Œ0; 1/ and define
Z t
h.t/ D w.t /f . / d :
0
Use Leibniz’s rule for differentiating an integral with respect to a parameter to show that h is
the solution of
ah00 C bh0 C ch D f; h.0/ D 0; h0 .0/ D 0:
(c) Show that the function y in Eqn. (8.6.14) is the solution of Eqn. (8.6.13) provided that f is
continuous on Œ0; 1/; thus, it’s not necessary to assume that f has a Laplace transform.
12. Consider the initial value problem
ay 00 C by 0 C cy D f .t/; y.0/ D 0; y 0 .0/ D 0; .A/
where a; b, and c are constants, a ¤ 0, and
(
f0 .t/; 0 t < t1 ;
f .t/ D
f1 .t/; t t1 :
Assume that f0 is continuous and of exponential order on Œ0; 1/ and f1 is continuous and of
exponential order on Œt1 ; 1/. Let
p.s/ D as 2 C bs C c:
(a) Show that the Laplace transform of the solution of (A) is
F0 .s/ C e st1 G.s/
Y .s/ D
p.s/
where g.t/ D f1 .t C t1 / f0 .t C t1 /.
(b) Let w be as in Exercise 11. Use Theorem 8.4.2 and the convolution theorem to show that the
solution of (A) is
Z t Z t t1
y.t/ D w.t /f0 . / d C u.t t1 / w.t t1 /g. / d
0 0
for t > 0.
(c) Henceforth, assume only that f0 is continuous on Œ0; 1/ and f1 is continuous on Œt1 ; 1/.
Use Exercise 11 (a) and (b) to show that
Z t Z t t1
y 0 .t/ D w 0 .t /f0 . / d C u.t t1 / w 0 .t t1 /g. / d
0 0
Section 8.7 Constant Coefficient Equations with Impulses 453
for t > 0, and
t t t1
f .t/
Z Z
00 00
y .t/ D C w .t /f0 . / d C u.t t1 / w 00 .t t1 /g. / d
a 0 0
for 0 < t < t1 and t > t1 . Also, show y satisfies the differential equation in (A) on.0; t1/
and .t1 ; 1/.
(d) Show that y and y 0 are continuous on Œ0; 1/.
13. Suppose
f0 .t/; 0 t < t1 ;
8̂
ˆ
ˆ
f1 .t/; t1 t < t2 ;
ˆ
ˆ
ˆ
<
f .t/ D ::
ˆ :
ˆ fk 1 .t/; tk t < tk ;
ˆ
1
ˆ
ˆ
:̂
fk .t/; t tk ;
where fm is continuous on Œtm ; 1/ for m D 0; : : : ; k (let t0 D 0), and define
gm .t/ D fm .t C tm / fm 1 .t C tm /; m D 1; : : : ; k:
Extend the results of Exercise 12 to show that the solution of
ay 00 C by 0 C cy D f .t/; y.0/ D 0; y 0 .0/ D 0
is
Z t k
X Z t tm
y.t/ D w.t /f0 . / d C u.t tm / w.t tm /gm . / d :
0 mD1 0
14. Let ftm g1
mD0 be a sequence of points such that t0 D 0, tmC1 > tm , and limm!1 tm D 1. For
each nonegative integer m let fm be continuous on Œtm ; 1/, and let f be defined on Œ0; 1/ by
f .t/ D fm .t/; tm t < tmC1 m D 0; 1; 2 : : : :
Let
gm .t/ D fm .t C tm / fm 1 .t C tm /; m D 1; : : : ; k:
Extend the results of Exercise 13 to show that the solution of
ay 00 C by 0 C cy D f .t/; y.0/ D 0; y 0 .0/ D 0
is Z t 1
X Z t tm
y.t/ D w.t /f0 . / d C u.t tm / w.t tm /gm . / d :
0 mD1 0
H INT: See Exercise30.
8.7 CONSTANT COEFFICIENT EQUATIONS WITH IMPULSES
So far in this chapter, we’ve considered initial value problems for the constant coefficient equation
ay 00 C by 0 C cy D f .t/;
454 Chapter 8 Laplace Transforms
where f is continuous or piecewise continuous on Œ0; 1/. In this section we consider initial value prob-
lems where f represents a force that’s very large for a short time and zero otherwise. We say that such
forces are impulsive. Impulsive forces occur, for example, when two objects collide. Since it isn’t feasible
to represent such forces as continuous or piecewise continuous functions, we must construct a different
mathematical model to deal with them. R t Ch
If f is an integrable function and f .t/ D 0 for t outside of the interval Œt0 ; t0 C h, then t00 f .t/ dt
is called the total impulse of f . We’re interested in the idealized situation where h is so small that the
total impulse can be assumed to be applied instantaneously at t D t0 . We say in this case that f is an
impulse function. In particular, we denote by ı.t t0 / the impulse function with total impulse equal to
one, applied at t D t0 . (The impulse function ı.t/ obtained by setting t0 D 0 is the Dirac ı function.) It
must be understood, however, that ı.t t0 / isn’t a function in the standard sense, since our “definition”
implies that ı.t t0 / D 0 if t ¤ t0 , while
Z t0
ı.t t0 / dt D 1:
t0
From calculus we know that no function can have these properties; nevertheless, there’s a branch of
mathematics known as the theory of distributions where the definition can be made rigorous. Since the
theory of distributions is beyond the scope of this book, we’ll take an intuitive approach to impulse
functions.
Our first task is to define what we mean by the solution of the initial value problem
ay 00 C by 0 C cy D ı.t t0 /; y.0/ D 0; y 0 .0/ D 0;
where t0 is a fixed nonnegative number. The next theorem will motivate our definition.
Theorem 8.7.1 Suppose t0 0: For each positive number h; let yh be the solution of the initial value
problem
ayh00 C byh0 C cyh D fh .t/; yh .0/ D 0; yh0 .0/ D 0; (8.7.1)
where 8̂
ˆ 0; 0 t < t0 ;
<
fh .t/ D 1= h; t0 t < t0 C h; (8.7.2)
ˆ
0; t t0 C h;
:̂
so fh has unit total impulse equal to the area of the shaded rectangle in Figure 8.7.1. Then
lim yh .t/ D u.t t0 /w.t t0 /; (8.7.3)
h!0C
where
1 1
wDL 2
:
as C bs C c
Proof Taking Laplace transforms in (8.7.1) yields
.as 2 C bs C c/Yh .s/ D Fh .s/;
so
Fh .s/
Yh .s/ D :
as 2 C bs C c
The convolution theorem implies that
Z t
yh .t/ D w.t /fh . / d :
0
Section 8.7 Constant Coefficient Equations with Impulses 455
1/h
t
t t +h
0 0
Figure 8.7.1 y D fh .t/
Therefore, (8.7.2) implies that
0; 0 t < t0 ;
8̂
ˆ
ˆ
t
1
ˆ
ˆ Z
<
yh .t/ D w.t / d ; t0 t t0 C h; (8.7.4)
h t0
t0 Ch
ˆ
ˆ 1
ˆ
ˆ Z
:̂ w.t / d ; t > t0 C h:
h t0
Since yh .t/ D 0 for all h if 0 t t0 , it follows that
lim yh .t/ D 0 if 0 t t0 : (8.7.5)
h!0C
We’ll now show that
lim yh .t/ D w.t t0 / if t > t0 : (8.7.6)
h!0C
Suppose t is fixed and t > t0 . From (8.7.4),
1 t0 Ch
Z
yh .t/ D w.t /d if h<t t0 : (8.7.7)
h t0
Since
t0 Ch
1
Z
d D 1; (8.7.8)
h t0
we can write Z t0 Ch Z t0 Ch
1 1
w.t t0 / D w.t t0 / d D w.t t0 / d :
h t0 h t0
456 Chapter 8 Laplace Transforms
From this and (8.7.7),
t0 Ch
1
Z
yh .t/ w.t t0 / D .w.t / w.t t0 // d :
h t0
Therefore
t0 Ch
1
Z
jyh .t/ w.t t0 /j jw.t / w.t t0 /j d : (8.7.9)
h t0
Now let Mh be the maximum value of jw.t / w.t t0 /j as varies over the interval Œt0 ; t0 C h.
(Remember that t and t0 are fixed.) Then (8.7.8) and (8.7.9) imply that
Z t0 Ch
1
jyh .t/ w.t t0 /j Mh d D Mh : (8.7.10)
h t0
But limh!0C Mh D 0, since w is continuous. Therefore (8.7.10) implies (8.7.6). This and (8.7.5) imply
(8.7.3).
Theorem 8.7.1 motivates the next definition.
Definition 8.7.2 If t0 > 0, then the solution of the initial value problem
ay 00 C by 0 C cy D ı.t t0 /; y.0/ D 0; y 0 .0/ D 0; (8.7.11)
is defined to be
y D u.t t0 /w.t t0 /;
where
1 1
wDL 2
:
as C bs C c
In physical applications where the input f and the output y of a device are related by the differential
equation
ay 00 C by 0 C cy D f .t/;
w is called the impulse response of the device. Note that w is the solution of the initial value problem
aw 00 C bw 0 C cw D 0; w.0/ D 0; w 0 .0/ D 1=a; (8.7.12)
as can be seen by using the Laplace transform to solve this problem. (Verify.) On the other hand, we can
solve (8.7.12) by the methods of Section 5.2 and show that w is defined on . 1; 1/ by
e r2 t e r1 t 1 r1 t 1 t
wD ; wD te ; or wD e sin !t; (8.7.13)
a.r2 r1 / a a!
depending upon whether the polynomial p.r / D ar 2 C br C c has distinct real zeros r1 and r2 , a repeated
zero r1 , or complex conjugate zeros ˙ i !. (In most physical applications, the zeros of the characteristic
polynomial have negative real parts, so limt !1 w.t/ D 0.) This means that y D u.t t0 /w.t t0 / is
defined on . 1; 1/ and has the following properties:
y.t/ D 0; t < t0 ;
ay 00 C by 0 C cy D 0 on . 1; t0 / and .t0 ; 1/;
and
y 0 .t0 / D 0; 0
yC .t0 / D 1=a (8.7.14)
Section 8.7 Constant Coefficient Equations with Impulses 457
t
t
0
Figure 8.7.2 An illustration of Theorem 8.7.1
(remember that y 0 .t0 / and yC0
.t0 / are derivatives from the right and left, respectively) and y 0 .t0 / does not
exist. Thus, even though we defined y D u.t t0 /w.t t0 / to be the solution of (8.7.11), this function
doesn’t satisfy the differential equation in (8.7.11) at t0 , since it isn’t differentiable there; in fact (8.7.14)
indicates that an impulse causes a jump discontinuity in velocity. (To see that this is reasonable, think of
what happens when you hit a ball with a bat.) This means that the initial value problem (8.7.11) doesn’t
make sense if t0 D 0, since y 0 .0/ doesn’t exist in this case. However y D u.t/w.t/ can be defined to be
the solution of the modified initial value problem
ay 00 C by 0 C cy D ı.t/; y.0/ D 0; y 0 .0/ D 0;
where the condition on the derivative at t D 0 has been replaced by a condition on the derivative from the
left.
Figure 8.7.2 illustrates Theorem 8.7.1 for the case where the impulse response w is the first expression
in (8.7.13) and r1 and r2 are distinct and both negative. The solid curve in the figure is the graph of w.
The dashed curves are solutions of (8.7.1) for various values of h. As h decreases the graph of yh moves
to the left toward the graph of w.
Example 8.7.1 Find the solution of the initial value problem
y 00 2y 0 C y D ı.t t0 /; y.0/ D 0; y 0 .0/ D 0; (8.7.15)
where t0 > 0. Then interpret the solution for the case where t0 D 0.
Solution Here
1 1 1 1
wDL DL D te t ;
s2 2s C 1 .s 1/2
458 Chapter 8 Laplace Transforms
0.4
0.3
0.2
0.1
t
t t +1 t +2 t +3 t +4 t +5 t +6 t +7
0 0 0 0 0 0 0 0
.t t0 /
Figure 8.7.3 y D u.t t0 /.t t0 /e
so Definition 8.7.2 yields
.t t0 /
y D u.t t0 /.t t0 /e
as the solution of (8.7.15) if t0 > 0. If t0 D 0, then (8.7.15) doesn’t have a solution; however, y D
u.t/te t (which we would usually write simply as y D te t ) is the solution of the modified initial value
problem
y 00 2y 0 C y D ı.t/; y.0/ D 0; y 0 .0/ D 0:
The graph of y D u.t t0 /.t t0 /e .t t0/ is shown in Figure 8.7.3
Definition 8.7.2 and the principle of superposition motivate the next definition.
Definition 8.7.3 Suppose ˛ is a nonzero constant and f is piecewise continuous on Œ0; 1/. If t0 > 0,
then the solution of the initial value problem
ay 00 C by 0 C cy D f .t/ C ˛ı.t t0 /; y.0/ D k0 ; y 0 .0/ D k1
is defined to be
y.t/ D y.t/
O C ˛u.t t0 /w.t t0 /;
where yO is the solution of
ay 00 C by 0 C cy D f .t/; y.0/ D k0 ; y 0 .0/ D k1 :
This definition also applies if t0 D 0, provided that the initial condition y 0 .0/ D k1 is replaced by
y 0 .0/ D k1 .
Example 8.7.2 Solve the initial value problem
2t
y 00 C 6y 0 C 5y D 3e C 2ı.t 1/; y.0/ D 3; y 0 .0/ D 2: (8.7.16)
Section 8.7 Constant Coefficient Equations with Impulses 459
Solution We leave it to you to show that the solution of
2t
y 00 C 6y 0 C 5y D 3e ; y.0/ D 3; y 0 .0/ D 2
is
2t 1 5t 5 t
yO D e C e e :
2 2
Since
11 1 1
w.t/ D L 2
D L
s C 6s C 5 t
.s C 1/.s C 5/
1 1 1 1 e e 5t
D L D ;
4 sC1 sC5 4
the solution of (8.7.16) is
.t 1/ 5.t 1/
2t 1 5t 5 t e e
yD e C e e C u.t 1/ (8.7.17)
2 2 2
(Figure 8.7.4) .
y
y
t5
1 2 3 4
t=π t = 2π
4
3
−1
2
t=1
1
−2 t
1 2 3 4 5 6 7 8 9 10 11 12 13
−1
−2
−3
−3
Figure 8.7.4 Graph of (8.7.17) Figure 8.7.5 Graph of (8.7.19)
Definition 8.7.3 can be extended in the obvious way to cover the case where the forcing function
contains more than one impulse.
Example 8.7.3 Solve the initial value problem
y 00 C y D 1 C 2ı.t / 3ı.t 2 /; y.0/ D 1; y 0 .0/ D 2: (8.7.18)
Solution We leave it to you to show that
yO D 1 2 cos t C 2 sin t
is the solution of
y 00 C y D 1; y.0/ D 1; y 0 .0/ D 2:
Since
1 1
wDL 2
D sin t;
s C1
460 Chapter 8 Laplace Transforms
the solution of (8.7.18) is
y D 1 2 cos t C 2 sin t C 2u.t / sin.t / 3u.t 2 / sin.t 2 /
D 1 2 cos t C 2 sin t 2u.t / sin t 3u.t 2 / sin t;
or
1 2 cos t C 2 sin t; 0 t < ;
8̂
<
yD 1 2 cos t; t < 2; (8.7.19)
:̂
1 2 cos t 3 sin t; t 2
(Figure 8.7.5).
Section 8.7 Constant Coefficient Equations with Impulses 461
8.7 Exercises
In Exercises 1–20 solve the initial value problem. Where indicated by C/G , graph the solution.
1. y 00 C 3y 0 C 2y D 6e 2t C 2ı.t 1/; y.0/ D 2; y 0 .0/ D 6
t
2. C/G y 00 C y 0 2y D 10e C 5ı.t 1/; y.0/ D 7; y 0 .0/ D 9
00 t 0
3. y 4y D 2e C 5ı.t 1/; y.0/ D 1; y .0/ D 2
4. C/G y 00 C y D sin 3t C 2ı.t =2/; y.0/ D 1; y 0 .0/ D 1
00 0
5. y C 4y D 4 C ı.t 3 /; y.0/ D 0; y .0/ D 1
00
6. y y D 8 C 2ı.t 2/; y.0/ D 1; y 0 .0/ D 1
7. y 00 C y 0 D e t C 3ı.t 6/; y.0/ D 1; y 0 .0/ D 4
00 2t
8. y C 4y D 8e C ı.t =2/; y.0/ D 8; y 0 .0/ D 0
9. C/G y 00 C 3y 0 C 2y D 1 C ı.t 1/; y.0/ D 1; y 0 .0/ D 1
10. y 00 C 2y 0 C y D e t C 2ı.t 2/; y.0/ D 1; y 0 .0/ D 2
11. C/G y 00 C 4y D sin t C ı.t =2/; y.0/ D 0; y 0 .0/ D 2
12. y 00 C 2y 0 C 2y D ı.t / 3ı.t 2 /; y.0/ D 1; y 0 .0/ D 2
13. y 00 C 4y 0 C 13y D ı.t =6/ C 2ı.t =3/; y.0/ D 1; y 0 .0/ D 2
14. 2y 00 3y 0 2y D 1 C ı.t 2/; y.0/ D 1; y 0 .0/ D 2
15. 4y 00 4y 0 C 5y D 4 sin t 4 cos t C ı.t =2/ ı.t /; y.0/ D 1; y 0 .0/ D 1
16. y 00 C y D cos 2t C 2ı.t =2/ 3ı.t /; y.0/ D 0; y 0 .0/ D 1
00 t 0
17. C/G y y D 4e 5ı.t 1/ C 3ı.t 2/; y.0/ D 0; y .0/ D 0
00 0 t 0
18. y C 2y C y D e ı.t 1/ C 2ı.t 2/; y.0/ D 0; y .0/ D 1
00 0
19. y C y D f .t/ C ı.t 2 /; y.0/ D 0; y .0/ D 1, and
(
sin 2t; 0 t < ;
f .t/ D
0; t :
20. y 00 C 4y D f .t/ C ı.t / 3ı.t 3=2/; y.0/ D 1; y 0 .0/ D 1, and
(
1; 0 t < =2;
f .t/ D
2; t =2
21. y 00 C y D ı.t/; y.0/ D 1; y 0 .0/ D 2
00 0
22. y 4y D 3ı.t/; y.0/ D 1; y .0/ D 7
00 0
23. y C 3y C 2y D 5ı.t/; y.0/ D 0; y 0 .0/ D 0
24. y 00 C 4y 0 C 4y D ı.t/; y.0/ D 1; y 0 .0/ D 5
25. 4y 00 C 4y 0 C y D 3ı.t/; y.0/ D 1; y 0 .0/ D 6
In Exercises 26-28, solve the initial value problem
8̂
ˆ 0; 0 t < t0 ;
<
ayh00 C byh0 C cyh D 1= h; t0 t < t0 C h; yh .0/ D 0; yh0 .0/ D 0;
ˆ
0; t t0 C h;
:̂
462 Chapter 8 Laplace Transforms
where t0 > 0 and h > 0. Then find
1 1
wDL 2
as C bs C c
and verify Theorem 8.7.1 by graphing w and yh on the same axes, for small positive values of h.
26. L y 00 C 2y 0 C 2y D fh .t/; y.0/ D 0; y 0 .0/ D 0
27. L y 00 C 2y 0 C y D fh .t/; y.0/ D 0; y 0 .0/ D 0
28. L y 00 C 3y 0 C 2y D fh .t/; y.0/ D 0; y 0 .0/ D 0
29. Recall from Section 6.2 that the displacement of an object of mass m in a spring–mass system in
free damped oscillation is
my 00 C cy 0 C ky D 0; y.0/ D y0 ; y 0 .0/ D v0 ;
and that y can be written as
ct =2m
y D Re cos.!1 t /
if the motion is underdamped. Suppose y. / D 0. Find the impulse that would have to be applied
to the object at t D to put it in equilibrium.
30. Solve the initial value problem. Find a formula that does not involve step functions and represents
y on each subinterval of Œ0; 1/ on which the forcing function is zero.
X1
(a) y 00 y D ı.t k/; y.0/ D 0; y 0 .0/ D 1
kD1
1
X
(b) y 00 C y D ı.t 2k /; y.0/ D 0; y 0 .0/ D 1
kD1
1
X
(c) y 00 3y 0 C 2y D ı.t k/; y.0/ D 0; y 0 .0/ D 1
kD1
1
X
(d) y 00 C y D ı.t k /; y.0/ D 0; y 0 .0/ D 0
kD1
Section 8.8 A Brief Table of Laplace Transforms 463
8.8 A BRIEF TABLE OF LAPLACE TRANSFORMS
f .t/ F .s/
1
1 .s > 0/
s
nŠ
tn .s > 0/
s nC1
(n D integer > 0)
.p C 1/
tp; p > 1 .s > 0/
s .pC1/
1
e at .s > a/
s a
nŠ
t n e at .s > 0/
.s a/nC1
(n D integer > 0)
s
cos !t .s > 0/
s2 C !2
!
sin !t .s > 0/
s 2 C !2
s
e t cos !t .s > /
.s /2 C ! 2
!
e t sin !t .s > /
.s /2 C ! 2
s
cosh bt .s > jbj/
s2 b2
b
sinh bt .s > jbj/
s2 b2
s 2 !2
t cos !t .s > 0/
.s 2 C ! 2 /2
464 Chapter 8 Laplace Transforms
2!s
t sin !t .s > 0/
.s 2 C ! 2 /2
2! 3
sin !t !t cos !t .s > 0/
.s 2 C ! 2 /2
!3
!t sin !t .s > 0/
s 2.s 2 C ! 2 /2
1 !
sin !t arctan .s > 0/
t s
e at f .t/ F .s a/
t k f .t/ . 1/k F .k/ .s/
1 s
f .!t/ F ; ! >0
! !
s
e
u.t / .s > 0/
s
s
u.t /f .t / . > 0/ e F .s/
Z t
f . /g.t / d F .s/ G.s/
o
as
ı.t a/ e .s > 0/
CHAPTER 9
Linear Higher Order Equations
IN THIS CHAPTER we extend the results obtained in Chapter 5 for linear second order equations to
linear higher order equations.
SECTION 9.1 presents a theoretical introduction to linear higher order equations.
SECTION 9.2 discusses higher order constant coefficient homogeneous equations.
SECTION 9.3 presents the method of undetermined coefficients for higher order equations.
SECTION 9.4 extends the method of variation of parameters to higher order equations.
465
466 Chapter 9 Linear Higher Order Equations
9.1 INTRODUCTION TO LINEAR HIGHER ORDER EQUATIONS
An nth order differential equation is said to be linear if it can be written in the form
y .n/ C p1 .x/y .n 1/
C C pn .x/y D f .x/: (9.1.1)
We considered equations of this form with n D 1 in Section 2.1 and with n D 2 in Chapter 5. In this
chapter n is an arbitrary positive integer.
In this section we sketch the general theory of linear nth order equations. Since this theory has already
been discussed for n D 2 in Sections 5.1 and 5.3, we’ll omit proofs.
For convenience, we consider linear differential equations written as
P0 .x/y .n/ C P1 .x/y .n 1/
C C Pn .x/y D F .x/; (9.1.2)
which can be rewritten as (9.1.1) on any interval on which P0 has no zeros, with p1 D P1 =P0 , . . . ,
pn D Pn =P0 and f D F=P0 . For simplicity, throughout this chapter we’ll abbreviate the left side of
(9.1.2) by Ly; that is,
Ly D P0 y .n/ C P1 y .n 1/ C C Pn y:
We say that the equation Ly D F is normal on .a; b/ if P0 , P1 , . . . , Pn and F are continuous on .a; b/
and P0 has no zeros on .a; b/. If this is so then Ly D F can be written as (9.1.1) with p1 , . . . , pn and f
continuous on .a; b/.
The next theorem is analogous to Theorem 5.3.1.
Theorem 9.1.1 Suppose Ly D F is normal on .a; b/, let x0 be a point in .a; b/; and let k0 , k1 , . . . , kn 1
be arbitrary real numbers: Then the initial value problem
Ly D F; y.x0 / D k0 ; y 0 .x0 / D k1 ; : : : ; y .n 1/
.x0 / D kn 1
has a unique solution on .a; b/:
Homogeneous Equations
Eqn. (9.1.2) is said to be homogeneous if F 0 and nonhomogeneous otherwise. Since y 0 is
obviously a solution of Ly D 0, we call it the trivial solution. Any other solution is nontrivial.
If y1 , y2 , . . . , yn are defined on .a; b/ and c1 , c2 , . . . , cn are constants, then
y D c1y1 C c2y2 C C cn yn (9.1.3)
is a linear combination of fy1 ; y2 : : : ; yn g. It’s easy to show that if y1 , y2 , . . . , yn are solutions of Ly D 0
on .a; b/, then so is any linear combination of fy1 ; y2 ; : : : ; yn g. (See the proof of Theorem 5.1.2.) We say
that fy1 ; y2; : : : ; yn g is a fundamental set of solutions of Ly D 0 on .a; b/ if every solution of Ly D 0
on .a; b/ can be written as a linear combination of fy1 ; y2 ; : : : ; yn g, as in (9.1.3). In this case we say that
(9.1.3) is the general solution of Ly D 0 on .a; b/.
It can be shown (Exercises 14 and 15) that if the equation Ly D 0 is normal on .a; b/ then it has
infinitely many fundamental sets of solutions on .a; b/. The next definition will help to identify funda-
mental sets of solutions of Ly D 0.
We say that fy1 ; y2 ; : : : ; yn g is linearly independent on .a; b/ if the only constants c1 , c2, . . . , cn such
that
c1 y1 .x/ C c2y2 .x/ C C cn yn .x/ D 0; a < x < b; (9.1.4)
are c1 D c2 D D cn D 0. If (9.1.4) holds for some set of constants c1 , c2 , . . . , cn that are not all zero,
then fy1 ; y2 ; : : : ; yn g is linearly dependent on .a; b/
The next theorem is analogous to Theorem 5.1.3.
Section 9.1 Introduction to Linear Higher Order Equations 467
Theorem 9.1.2 If Ly D 0 is normal on .a; b/, then a set fy1 ; y2; : : : ; yn g of n solutions of Ly D 0 on
.a; b/ is a fundamental set if and only if it’s linearly independent on .a; b/.
Example 9.1.1 The equation
x 3 y 000 x 2 y 00 2xy 0 C 6y D 0 (9.1.5)
2 3
is normal and has the solutions y1 D x , y2 D x , and y3 D 1=x on . 1; 0/ and .0; 1/. Show that
fy1 ; y2 ; y3 g is linearly independent on . 1; 0/ and .0; 1/. Then find the general solution of (9.1.5) on
. 1; 0/ and .0; 1/.
Solution Suppose
c3
c1 x 2 C c2 x 3 C
D0 (9.1.6)
x
on .0; 1/. We must show that c1 D c2 D c3 D 0. Differentiating (9.1.6) twice yields the system
c3
c1 x 2 C c2 x 3 C D 0
x
c3
2c1x C 3c2 x 2 D 0 (9.1.7)
x2
2c3
2c1 C 6c2 x C 3 D 0:
x
If (9.1.7) holds for all x in .0; 1/, then it certainly holds at x D 1; therefore,
c1 C c2 C c3 D 0
2c1 C 3c2 c3 D 0 (9.1.8)
2c1 C 6c2 C 2c3 D 0:
By solving this system directly, you can verify that it has only the trivial solution c1 D c2 D c3 D
0; however, for our purposes it’s more useful to recall from linear algebra that a homogeneous linear
system of n equations in n unknowns has only the trivial solution if its determinant is nonzero. Since the
determinant of (9.1.8) is ˇ ˇ ˇ ˇ
ˇ 1 1 1 ˇˇ ˇˇ 1 0 0 ˇˇ
ˇ
ˇ 2 3
ˇ 1 ˇˇ D ˇˇ 2 1 3 ˇˇ D 12;
ˇ 2 6 2 ˇ ˇ 2 4 0 ˇ
it follows that (9.1.8) has only the trivial solution, so fy1 ; y2 ; y3 g is linearly independent on .0; 1/. Now
Theorem 9.1.2 implies that
c3
y D c1 x 2 C c2 x 3 C
x
is the general solution of (9.1.5) on .0; 1/. To see that this is also true on . 1; 0/, assume that (9.1.6)
holds on . 1; 0/. Setting x D 1 in (9.1.7) yields
c1 c2 c3 D 0
2c1 C 3c2 c3 D 0
2c1 6c2 2c3 D 0:
Since the determinant of this system is
ˇ ˇ ˇ ˇ
ˇ 1 1 1 ˇ ˇ 1 0 0 ˇ
ˇ ˇ ˇ ˇ
ˇ 2 3 1 ˇDˇ 2 1 3 ˇD 12;
ˇ ˇ ˇ ˇ
ˇ 2 6 2 ˇ ˇ 2 4 0 ˇ
it follows that c1 D c2 D c3 D 0; that is, fy1 ; y2 ; y3 g is linearly independent on . 1; 0/.
468 Chapter 9 Linear Higher Order Equations
Example 9.1.2 The equation
y .4/ C y 000 7y 00 y 0 C 6y D 0 (9.1.9)
is normal and has the solutions y1 D e x , y2 D e x , y3 D e 2x , and y4 D e 3x on . 1; 1/. (Verify.)
Show that fy1 ; y2 ; y3 ; y4g is linearly independent on . 1; 1/. Then find the general solution of (9.1.9).
Solution Suppose c1 , c2 , c3, and c4 are constants such that
c1 e x C c2 e x
C c3e 2x C c4e 3x
D0 (9.1.10)
for all x. We must show that c1 D c2 D c3 D c4 D 0. Differentiating (9.1.10) three times yields the
system
c1 e x C c2 e x C c3 e 2x C c4 e 3x D 0
c1 e x c2 e x C 2c3e 2x 3c4e 3x D 0
(9.1.11)
c1 e C c2e C 4c3e C 9c4e 3x D 0
x x 2x
c1e x c2 e x C 8c3e 2x 27c4e 3x D 0:
If (9.1.11) holds for all x, then it certainly holds for x D 0. Therefore
c1 C c2 C c3 C c4 D 0
c1 c2 C 2c3 3c4 D 0
c1 C c2 C 4c3 C 9c4 D 0
c1 c2 C 8c3 27c4 D 0:
The determinant of this system is
ˇ ˇ ˇ ˇ
ˇ 1 1 1 1 ˇˇ ˇ 1 1 1 1 ˇˇ ˇˇ ˇ
ˇ
ˇ 1
ˇ 2 1 4 ˇˇ
1 2 3 ˇ D ˇ 0
ˇ ˇ 2 1 4 ˇˇ ˇˇ
ˇ
ˇ 1 D 0 3 8 ˇˇ
1 4 9 ˇ ˇ 0 0 3 8 ˇˇ ˇˇ
ˇ
ˇ 1
ˇ ˇ 2 7 28 ˇ
1 8 27 ˇ ˇ 0 2 7 28 ˇ (9.1.12)
ˇ ˇ
ˇ 2 1 4 ˇˇ ˇ ˇ
ˇ ˇ 3 8 ˇˇ
D ˇˇ 0 3 8 ˇ D 2ˇ
ˇ ˇ D 240;
ˇ 0 6 24 ˇ
6 24 ˇ
so the system has only the trivial solution c1 D c2 D c3 D c4 D 0. Now Theorem 9.1.2 implies that
y D c1 e x C c2 e x
C c3e 2x C c4e 3x
is the general solution of (9.1.9).
The Wronskian
We can use the method used in Examples 9.1.1 and 9.1.2 to test n solutions fy1 ; y2 ; : : : ; yn g of any nth
order equation Ly D 0 for linear independence on an interval .a; b/ on which the equation is normal.
Thus, if c1 , c2 ,. . . , cn are constants such that
c1y1 C c2y2 C C cn yn D 0; a < x < b;
then differentiating n 1 times leads to the n n system of equations
c1 y1 .x/ C c2y2 .x/C Ccn yn .x/ D 0
c1 y10 .x/ C c2y20 .x/C Ccn yn0 .x/ D 0
:: (9.1.13)
:
c1 y1.n 1/
.x/ C c2 y2.n 1/
.x/C Ccn yn.n 1/
.x/ D 0
Section 9.1 Introduction to Linear Higher Order Equations 469
for c1 , c2, . . . , cn . For a fixed x, the determinant of this system is
ˇ ˇ
ˇ y1 .x/ y2 .x/ yn .x/ ˇ
ˇ ˇ
0 0
yn0 .x/
ˇ ˇ
ˇ y1 .x/
ˇ y2 .x/ ˇ
ˇ
W .x/ D ˇˇ :: :: :: ::
ˇ:
ˇ
ˇ : : : : ˇ
ˇ ˇ
ˇ .n 1/ .n 1/ .n 1/
ˇ
ˇ y
1 .x/ y2 .x/ yn .x/ ˇ
We call this determinant the Wronskian of fy1 ; y2 ; : : : ; yn g. If W .x/ ¤ 0 for some x in .a; b/ then the
system (9.1.13) has only the trivial solution c1 D c2 D D cn D 0, and Theorem 9.1.2 implies that
y D c1y1 C c2y2 C C cn yn
is the general solution of Ly D 0 on .a; b/.
The next theorem generalizes Theorem 5.1.4. The proof is sketched in (Exercises 17–20).
Theorem 9.1.3 Suppose the homogeneous linear nth order equation
P0 .x/y .n/ C P1 .x/y n 1
C C Pn .x/y D 0 (9.1.14)
is normal on .a; b/; let y1 ; y2 ; . . . , yn be solutions of (9.1.14) on .a; b/; and let x0 be in .a; b/. Then the
Wronskian of fy1 ; y2 ; : : : ; yn g is given by
Z x
P1 .t/
W .x/ D W .x0 / exp dt ; a < x < b: (9.1.15)
x0 P0 .t/
Therefore; either W has no zeros in .a; b/ or W 0 on .a; b/:
Formula (9.1.15) is Abel’s formula.
The next theorem is analogous to Theorem 5.1.6..
Theorem 9.1.4 Suppose Ly D 0 is normal on .a; b/ and let y1 , y2 , . . . , yn be n solutions of Ly D 0 on
.a; b/. Then the following statements are equivalentI that is; they are either all true or all falseW
(a) The general solution of Ly D 0 on .a; b/ is y D c1y1 C c2y2 C C cn yn :
(b) fy1 ; y2; : : : ; yn g is a fundamental set of solutions of Ly D 0 on .a; b/:
(c) fy1 ; y2; : : : ; yn g is linearly independent on .a; b/:
(d) The Wronskian of fy1 ; y2 ; : : : ; yn g is nonzero at some point in .a; b/:
(e) The Wronskian of fy1 ; y2 ; : : : ; yn g is nonzero at all points in .a; b/:
Example 9.1.3 In Example 9.1.1 we saw that the solutions y1 D x 2 , y2 D x 3 , and y3 D 1=x of
x 3 y 000 x 2 y 00 2xy 0 C 6y D 0
are linearly independent on . 1; 0/ and .0; 1/. Calculate the Wronskian of fy1 ; y2 ; y3g.
Solution If x ¤ 0, then
1 1
ˇ ˇ ˇ ˇ
ˇ 2
x3
ˇ ˇ ˇ
ˇ x ˇ ˇ 1 x ˇ
ˇ x ˇ ˇ x3 ˇ
1 1
ˇ ˇ ˇ ˇ
3ˇ
W .x/ D ˇ 2x 3x 2 ˇ D 2x ˇ 2 3x ˇ;
ˇ ˇ ˇ
ˇ x2 ˇ ˇ x3 ˇ
ˇ 2 ˇ ˇ 1 ˇ
ˇ 2 6x ˇ 1 3x
ˇ ˇ ˇ ˇ
x3 x3
ˇ ˇ
470 Chapter 9 Linear Higher Order Equations
where we factored x 2 , x, and 2 out of the first, second, and third rows of W .x/, respectively. Adding the
second row of the last determinant to the first and third rows yields
ˇ ˇ
ˇ 3 4x 0 ˇˇ
ˇ ˇ ˇ
ˇ
3ˇ 1
ˇ
3 1 ˇˇ 3 4x ˇˇ
W .x/ D 2x ˇ 2 3x ˇ D 2x D 12x:
ˇ
ˇ x 3 ˇˇ x 3 ˇ 3 6x ˇ
ˇ
ˇ 3 6x 0 ˇ
Therefore W .x/ ¤ 0 on . 1; 0/ and .0; 1/.
Example 9.1.4 In Example 9.1.2 we saw that the solutions y1 D e x , y2 D e x
, y3 D e 2x , and y4 D
e 3x of
y .4/ C y 000 7y 00 y 0 C 6y D 0
are linearly independent on every open interval. Calculate the Wronskian of fy1 ; y2; y3 ; y4 g.
Solution For all x,
ex x
e 2x 3x
ˇ ˇ
ˇ e e ˇ
ex x
2e 2x 3x
ˇ ˇ
ˇ e 3e ˇ
W .x/ D ˇˇ ˇ:
ex e x
4e 2x 9e 3x ˇ
ex x
8e 2x 3x
ˇ ˇ
ˇ e 27e ˇ
Factoring the exponential common factor from each row yields
ˇ ˇ
ˇ 1 1 1 1 ˇˇ
ˇ
ˇ 1 1 2 3 ˇˇ
W .x/ D e x ˇˇ D 240e x
;
ˇ 1 1 4 9 ˇˇ
ˇ 1 1 8 27 ˇ
from (9.1.12).
R EMARK: Under the assumptions of Theorem 9.1.4, it isn’t necessary to obtain a formula for W .x/. Just
evaluate W .x/ at a convenient point in .a; b/, as we did in Examples 9.1.1 and 9.1.2.
Theorem 9.1.5 Suppose c is in .a; b/ and ˛1 ; ˛2 ; . . . ; are real numbers, not all zero. Under the assump-
tions of Theorem 10.3.3, suppose y1 and y2 are solutions of (5.1.35) such that
˛yi .c/ C yi0 .c/ C C yi.n 1/
.c/ D 0; 1 i n: (9.1.16)
Then fy1 ; y2 ; : : : yn g isn’t linearly independent on .a; b/:
Proof Since ˛1 , ˛2 , . . . , ˛n are not all zero, (9.1.14) implies that
ˇ ˇ
ˇ y .c/ y 0 .c/ y .n 1/ .c/ ˇ
ˇ 1 1 1 ˇ
ˇ y2 .c/ y20 .c/ y2.n 1/ .c/ ˇ
ˇ ˇ
:: :: :: ˇ D 0;
::
ˇ
: : : :
ˇ ˇ
ˇ ˇ
ˇ yn .c/ y 0 .c/ yn.n 1/ .c/ ˇ
ˇ ˇ
n
so ˇ ˇ
ˇ y1 .c/ y2 .c/ yn .c/ ˇ
ˇ y10 .c/ y20 .c/ yn0 .c/
ˇ ˇ
ˇ
:: :: :: ˇD0
ˇ ˇ
ˇ ::
:
ˇ .n :1/ : :
ˇ ˇ
.n 1/ .n 1/
ˇ
ˇ y
1 .c/ y2 .c/.c/ yn .c/.c/ ˇ
and Theorem 9.1.4 implies the stated conclusion.
Section 9.1 Introduction to Linear Higher Order Equations 471
General Solution of a Nonhomogeneous Equation
The next theorem is analogous to Theorem 5.3.2. It shows how to find the general solution of Ly D F
if we know a particular solution of Ly D F and a fundamental set of solutions of the complementary
equation Ly D 0.
Theorem 9.1.6 Suppose Ly D F is normal on .a; b/: Let yp be a particular solution of Ly D F on
.a; b/; and let fy1 ; y2 ; : : : ; yn g be a fundamental set of solutions of the complementary equation Ly D 0
on .a; b/. Then y is a solution of Ly D F on .a; b/ if and only if
y D yp C c1y1 C c2 y2 C C cn yn ;
where c1; c2 ; : : : ; cn are constants.
The next theorem is analogous to Theorem 5.3.2.
Theorem 9.1.7 ŒThe Principle of Superposition Suppose for each i D 1; 2; . . . , r , the function ypi is a
particular solution of Ly D Fi on .a; b/: Then
yp D yp1 C yp2 C C ypr
is a particular solution of
Ly D F1 .x/ C F2 .x/ C C Fr .x/
on .a; b/:
We’ll apply Theorems 9.1.6 and 9.1.7 throughout the rest of this chapter.
9.1 Exercises
1. Verify that the given function is the solution of the initial value problem.
24
(a) x 3 y 000 3x 2 y 00 C 6xy 0 6y D ; y. 1/ D 0, y 0 . 1/ D 0; y 00 . 1/ D 0;
x
1
y D 6x 8x 2 3x 3 C
x
1 00 1 x2 4 3 1
(b) y 000 y y0 C y D 4
; y.1/ D ; y 0 .1/ D , y 00 .1/ D 1;
x x x 2 2
1
yDxC
2x
(c) xy 000 y 00 xy 0 C y D x 2 ; y.1/ D 2; y 0 .1/ D 5; y 00 .1/ D 1;
yD x2 2 C 2e .x 1/
e .x 1/
C 4x
17
(d) 4x 3y 000 C 4x 2y 00 5xy 0 C 2y D 30x 2 ; y.1/ D 5; y 0 .1/ D ;
2
63
y 00 .1/ D I y D 2x 2 ln x x 1=2 C 2x 1=2 C 4x 2
4
(e) x 4 y .4/ 4x 3y 000 C 12x 2 y 00 24xy 0 C 24y D 6x 4 ; y.1/ D 2,
y 0 .1/ D 9; y 00 .1/ D 27; y 000 .1/ D 52;
4 2 3
y D x ln x C x 2x C 3x 4x 4
(f) xy .4/ y 000 4xy 00 C 4y 0 D 96x 2; y.1/ D 5; y 0 .1/ D 24
y 00 .1/ D 36I y 000 .1/ D 48I yD9 12x C 6x 2 8x 3
472 Chapter 9 Linear Higher Order Equations
2. Solve the initial value problem
x 3 y 000 x 2 y 00 2xy 0 C 6y D 0; y. 1/ D 4; y 0 . 1/ D 14; y 00 . 1/ D 20:
H INT: See Example 9.1.1.
3. Solve the initial value problem
y .4/ C y 000 7y 00 y 0 C 6y D 0; y.0/ D 5; y 0 .0/ D 6; y 00 .0/ D 10; y 000 .0/ 36:
H INT: See Example 9.1.2.
4. Find solutions y1 , y2 , . . . , yn of the equation y .n/ D 0 that satisfy the initial conditions
(
.j / 0; j ¤ i 1;
yi .x0 / D 1 i n:
1; j D i 1;
5. (a) Verify that the function
c3
y D c1 x 3 C c2 x 2 C
x
satisfies
x 3 y 000 x 2 y 00 2xy 0 C 6y D 0 .A/
if c1, c2 , and c3 are constants.
(b) Use (a) to find solutions y1 , y2 , and y3 of (A) such that
y1 .1/ D 1; y10 .1/ D 0; y100 .1/ D 0
y2 .1/ D 0; y20 .1/ D 1; y200 .1/ D 0
y3 .1/ D 0; y30 .1/ D 0; y300 .1/ D 1:
(c) Use (b) to find the solution of (A) such that
y.1/ D k0 ; y 0 .1/ D k1 ; y 00 .1/ D k2 :
6. Verify that the given functions are solutions of the given equation, and show that they form a
fundamental set of solutions of the equation on any interval on which the equation is normal.
(a) y 000 C y 00 y0 y D 0I fe x ; e x
; xe x
g
(b) y 000 00
3y C 7y 0
5y D 0I fe ; e cos 2x; e x sin 2xg.
x x
(c) xy 000 y 00 xy 0 C y D 0I fe x ; e x
; xg
2 000 00 2 x x
(d) x y C 2xy .x C 2/y D 0I fe =x; e =x; 1g
2 2 00
(e) .x 2x C 2/y 000
x y C 2xy 0
2y D 0I fx; x 2; e x g
(f) .2x 1/y .4/ 4xy 000 C .5 2x/y 00 C 4xy 0 4y D 0I fx; e x ; e x
; e 2x g
(g) xy .4/ y 000 4xy 0 C 4y 0 D 0I f1; x 2; e 2x ; e 2x
g
7. Find the Wronskian W of a set of three solutions of
y 000 C 2xy 00 C e x y 0 y D 0;
given that W .0/ D 2.
Section 9.1 Introduction to Linear Higher Order Equations 473
8. Find the Wronskian W of a set of four solutions of
y .4/ C .tan x/y 000 C x 2 y 00 C 2xy D 0;
given that W .=4/ D K.
9. (a) Evaluate the Wronskian W fe x ; xe x ; x 2e x g. Evaluate W .0/.
(b) Verify that y1 , y2 , and y3 satisfy
y 000 3y 00 C 3y 0 y D 0: .A/
(c) Use W .0/ from (a) and Abel’s formula to calculate W .x/.
(d) What is the general solution of (A)?
10. Compute the Wronskian of the given set of functions.
(a) f1; e x ; e x
g (b) fe x ; e x sin x; e x cos xg
(c) f2; x C 1; x 2 C 2g (d) x; x ln x; 1=xg
2 3 n
x x x
(e) f1; x; ; ; ; g (f) fe x ; e x
; xg
2Š 3Š nŠ
(g) fe x =x; e x =x; 1g (h) fx; x 2 ; e x g
(i) fx; x 3 ; 1=x; 1=x 2 g (j) fe x ; e x
; x; e 2x g
(k) fe 2x ; e 2x
; 1; x 2 g
11. Suppose Ly D 0 is normal on .a; b/ and x0 is in .a; b/. Use Theorem 9.1.1 to show that y 0 is
the only solution of the initial value problem
Ly D 0; y.x0 / D 0; y 0 .x0 / D 0; : : : ; y .n 1/
.x0 / D 0;
on .a; b/.
12. Prove: If y1 , y2 , . . . , yn are solutions of Ly D 0 and the functions
n
X
´i D aij yj ; 1 i n;
j D1
form a fundamental set of solutions of Ly D 0, then so do y1 , y2 , . . . , yn .
13. Prove: If
y D c1 y1 C c2 y2 C C ck yk C yp
is a solution of a linear equation Ly D F for every choice of the constants c1 , c2 ,. . . , ck , then
Lyi D 0 for 1 i k.
14. Suppose Ly D 0 is normal on .a; b/ and let x0 be in .a; b/. For 1 i n, let yi be the solution
of the initial value problem
(
.j / 0; j ¤ i 1;
Lyi D 0; yi .x0 / D 1 i n;
1; j D i 1;
where x0 is an arbitrary point in .a; b/. Show that any solution of Ly D 0 on .a; b/, can be written
as
y D c1 y1 C c2 y2 C C cn yn ;
with cj D y .j 1/
.x0 /.
474 Chapter 9 Linear Higher Order Equations
15. Suppose fy1 ; y2; : : : ; yn g is a fundamental set of solutions of
P0 .x/y .n/ C P1 .x/y .n 1/
C C Pn .x/y D 0
on .a; b/, and let
´1 D a11 y1 C a12 y2 C C a1n yn
´2 D a21 y1 C a22 y2 C C a2n yn
:: :: :: ::
: : : :
´n D an1 y1 C an2 y2 C C ann yn ;
where the faij g are constants. Show that f´1 ; ´2 ; : : : ; ´n g is a fundamental set of solutions of (A)
if and only if the determinant ˇ ˇ
ˇ a11 a12 a1n ˇ
ˇ ˇ
ˇ a21 a22 a2n ˇ
ˇ ˇ
ˇ :: :: :: :: ˇ
ˇ :
ˇ : : : ˇˇ
ˇ an1 an2 ann ˇ
is nonzero.H INT: The determinant of a product of n n matrices equals the product of the deter-
minants.
16. Show that fy1 ; y2 ; : : : ; yn g is linearly dependent on .a; b/ if and only if at least one of the functions
y1 , y2 , . . . , yn can be written as a linear combination of the others on .a; b/.
Take the following as a hint in Exercises 17–19:
By the definition of determinant,
ˇ ˇ
ˇ a11 a12 a1n ˇ
ˇ ˇ
ˇ ˇ
ˇ a21 a22 a2n ˇ
ˇ ˇ X
ˇ ˇD ˙a1i1 a2i2 ; : : : ; anin ;
ˇ :: :: :: :: ˇ
ˇ :
ˇ : : : ˇ
ˇ
ˇ ˇ
ˇ an1 an2 ann ˇ
where the sum is over all permutations .i1 ; i2; : : : ; in / of .1; 2; : : : ; n/ and the choice of C or in each
term depends only on the permutation associated with that term.
17. Prove: If ˇ ˇ
ˇ a11
ˇ a12 a1n ˇ
ˇ
ˇ ˇ
ˇ a21
ˇ a22 a2n ˇ
ˇ
ˇ ˇ
A.u1 ; u2 ; : : : ; un / D ˇ :: :: :: ::
ˇ;
ˇ ˇ
ˇ : : : : ˇ
ˇ ˇ
ˇ an 1;1
ˇ an 1;2 an 1;n
ˇ
ˇ
ˇ ˇ
ˇ u1 u2 un ˇ
then
A.u1 C v1 ; u2 C v2 ; : : : ; un C vn / D A.u1 ; u2 ; : : : ; un / C A.v1 ; v2; : : : ; vn /:
Section 9.1 Introduction to Linear Higher Order Equations 475
18. Let ˇ ˇ
ˇ f11
ˇ f12 f1n ˇˇ
ˇ ˇ
ˇ f21
ˇ f22 f2n ˇˇ
F D ˇˇ : :: :: ˇ ;
ˇ
ˇ :: ::
ˇ : : : ˇˇ
ˇ ˇ
ˇ fn1 fn2 fnn ˇ
where fij .1 i; j n/ is differentiable. Show that
F 0 D F1 C F2 C C Fn ;
where Fi is the determinant obtained by differentiating the i th row of F .
19. Use Exercise 18 to show that if W is the Wronskian of the n-times differentiable functions y1 , y2 ,
. . . , yn , then
ˇ y1 y2 yn ˇ
ˇ ˇ
ˇ ˇ
ˇ y10 y20 yn0
ˇ ˇ
ˇ
ˇ ˇ
0
ˇ :: :: :: :: ˇ
W Dˇ : ˇ:
ˇ ˇ
: : :
ˇ ˇ
ˇ .n 2/ .n 2/ .n 2/ ˇ
ˇ
ˇ y
ˇ 1 y 2 yn ˇ
ˇ ˇ
ˇ y .n/ y2.n/
yn .n/ ˇ
1
20. Use Exercises 17 and 19 to show that if W is the Wronskian of solutions fy1 ; y2 ; : : : ; yn g of the
normal equation
P0 .x/y .n/ C P1 .x/y .n 1/ C C Pn .x/y D 0; .A/
then W 0 D P1 W=P0 . Derive Abel’s formula (Eqn. (9.1.15)) from this. H INT: Use (A) to write
y .n/ in terms of y; y 0 ; : : : ; y .n 1/ .
21. Prove Theorem 9.1.6.
22. Prove Theorem 9.1.7.
23. Show that if the Wronskian of the n-times continuously differentiable functions fy1 ; y2 ; : : : ; yn g
has no zeros in .a; b/, then the differential equation obtained by expanding the determinant
ˇ ˇ
ˇ y
ˇ y1 y2 yn ˇˇ
ˇ y0 y10 y20 yn0 ˇˇ
ˇ ˇ
ˇ
ˇ :: :: :: :: ˇ D 0;
ˇ ˇ
::
ˇ : : : : : ˇ
ˇ ˇ
ˇ y .n/ y .n/ y .n/ y .n/ ˇ
ˇ ˇ
1 2 n
in cofactors of its first column is normal and has fy1 ; y2; : : : ; yn g as a fundamental set of solutions
on .a; b/.
24. Use the method suggested by Exercise 23 to find a linear homogeneous equation such that the
given set of functions is a fundamental set of solutions on intervals on which the Wronskian of the
set has no zeros.
(a) fx; x 2 1; x 2 C 1g (b) fe x ; e x
; xg
x x
(c) fe ; xe ; 1g (d) fx; x ; e x g
2
476 Chapter 9 Linear Higher Order Equations
(e) fx; x 2 ; 1=xg (f) fx C 1; e x ; e 3x g
(g) fx; x 3 ; 1=x; 1=x 2 g (h) fx; x ln x; 1=x; x 2 g
(i) fe x ; e x
; x; e 2x g (j) fe 2x ; e 2x
; 1; x 2 g
9.2 HIGHER ORDER CONSTANT COEFFICIENT HOMOGENEOUS EQUATIONS
If a0 , a1 , . . . , an are constants and a0 ¤ 0, then
a0 y .n/ C a1 y .n 1/
C C an y D F .x/
is said to be a constant coefficient equation. In this section we consider the homogeneous constant coef-
ficient equation
a0 y .n/ C a1 y .n 1/ C C an y D 0: (9.2.1)
Since (9.2.1) is normal on . 1; 1/, the theorems in Section 9.1 all apply with .a; b/ D . 1; 1/.
As in Section 5.2, we call
p.r / D a0 r n C a1 r n 1 C C an (9.2.2)
the characteristic polynomial of (9.2.1). We saw in Section 5.2 that when n D 2 the solutions of (9.2.1)
are determined by the zeros of the characteristic polynomial. This is also true when n > 2, but the
situation is more complicated in this case. Consequently, we take a different approach here than in
Section 5.2.
If k is a positive integer, let D k stand for the k-th derivative operator; that is
D k y D y .k/ :
If
q.r / D b0 r m C b1 r m 1
C C bm
is an arbitrary polynomial, define the operator
q.D/ D b0 D m C b1 D m 1
C C bm
such that
q.D/y D .b0 D m C b1 D m 1
C C bm /y D b0 y .m/ C b1 y .m 1/
C C bm y
whenever y is a function with m derivatives. We call q.D/ a polynomial operator.
With p as in (9.2.2),
p.D/ D a0 D n C a1 D n 1 C C an ;
so (9.2.1) can be written as p.D/y D 0. If r is a constant then
p.D/e r x a0 D n e r x C a1 D n 1 rx
C C an e r x
D e
D .a0 r n C a1 r n 1
C C an /e r x I
that is
p.D/.e r x / D p.r /e r x :
This shows that y D e r x is a solution of (9.2.1) if p.r / D 0. In the simplest case, where p has n distinct
real zeros r1 , r2,. . . , rn , this argument yields n solutions
y1 D e r1x ; y2 D e r2x ; : : : ; yn D e rnx :
It can be shown (Exercise 39) that the Wronskian of fe r1x ; e r2x ; : : : ; e rnx g is nonzero if r1 , r2 , . . . , rn are
distinct; hence, fe r1x ; e r2x ; : : : ; e rnx g is a fundamental set of solutions of p.D/y D 0 in this case.
Section 9.2 Higher Order Constant Coefficient Homogeneous Equations 477
Example 9.2.1
(a) Find the general solution of
y 000 6y 00 C 11y 0 6y D 0: (9.2.3)
(b) Solve the initial value problem
y 000 6y 00 C 11y 0 6y D 0; y.0/ D 4; y 0 .0/ D 5; y 00 .0/ D 9: (9.2.4)
Solution The characteristic polynomial of (9.2.3) is
p.r / D r 3 6r 2 C 11r 6 D .r 1/.r 2/.r 3/:
Therefore fe x ; e 2x ; e 3x g is a set of solutions of (9.2.3). It is a fundamental set, since its Wronskian is
ˇ x
e 2x e 3x ˇˇ
ˇ ˇ ˇ
ˇ e ˇ 1 1 1 ˇ
2e 2x 3e 3x ˇˇ D e 6x ˇˇ 1 2 3 ˇˇ D 2e 6x ¤ 0:
ˇ x ˇ ˇ
W .x/ D ˇˇ e
ˇ e x 4e 2x 9e 3x ˇ ˇ 1 4 9 ˇ
Therefore the general solution of (9.2.3) is
y D c1e x C c2e 2x C c3e 3x : (9.2.5)
S OLUTION (b) We must determine c1, c2 and c3 in (9.2.5) so that y satisfies the initial conditions in
(9.2.4). Differentiating (9.2.5) twice yields
y0 D c1 e x C 2c2e 2x C 3c3e 3x
(9.2.6)
y 00 D c1 e x C 4c2e 2x C 9c3e 3x :
Setting x D 0 in (9.2.5) and (9.2.6) and imposing the initial conditions yields
c1 C c2 C c3 D 4
c1 C 2c2 C 3c3 D 5
c1 C 4c2 C 9c3 D 9:
The solution of this system is c1 D 4, c2 D 1, c3 D 1. Therefore the solution of (9.2.4) is
y D 4e x e 2x C e 3x
(Figure 9.2.1).
Now we consider the case where the characteristic polynomial (9.2.2) does not have n distinct real
zeros. For this purpose it is useful to define what we mean by a factorization of a polynomial operator.
We begin with an example.
Example 9.2.2 Consider the polynomial
p.r / D r 3 r2 C r 1
and the associated polynomial operator
p.D/ D D 3 D2 C D 1:
478 Chapter 9 Linear Higher Order Equations
700
600
500
400
300
200
100
x
0.5 1.0 1.5 2.0
Figure 9.2.1 y D 4e x e 2x C e 3x
Since p.r / can be factored as
p.r / D .r 1/.r 2 C 1/ D .r 2 C 1/.r 1/;
it’s reasonable to expect that p(D) can be factored as
p.D/ D .D 1/.D 2 C 1/ D .D 2 C 1/.D 1/: (9.2.7)
However, before we can make this assertion we must define what we mean by saying that two operators
are equal, and what we mean by the products of operators in (9.2.7). We say that two operators are equal
if they apply to the same functions and always produce the same result. The definitions of the products in
(9.2.7) is this: if y is any three-times differentiable function then
(a) .D 1/.D 2 C 1/y is the function obtained by first applying D 2 C 1 to y and then applying D 1
to the resulting function
(b) .D 2 C 1/.D 1/y is the function obtained by first applying D 1 to y and then applying D 2 C 1
to the resulting function.
From (a),
.D 1/.D 2 C 1/y D .D 1/Œ.D 2 C 1/y
D .D 1/.y 00 C y/ D D.y 00 C y/ .y 00 C y/
(9.2.8)
D .y 000 C y 0 / .y 00 C y/
000 00 0 3 2
D y y C y y D .D D C D 1/y:
This implies that
.D 1/.D 2 C 1/ D .D 3 D2 C D 1/:
Section 9.2 Higher Order Constant Coefficient Homogeneous Equations 479
From (b),
.D 2 C 1/.D 1/y D .D 2 C 1/Œ.D 1/y
D .D 2 C 1/.y 0 y/ D D 2 .y 0 y/ C .y 0 y/
(9.2.9)
D .y 000 y 00 / C .y 0 y/
D y 000 y 00 C y 0 y D .D 3 D 2 C D 1/y;
.D 2 C 1/.D 1/ D .D 3 D2 C D 1/;
which completes the justification of (9.2.7).
Example 9.2.3 Use the result of Example 9.2.2 to find the general solution of
y 000 y 00 C y 0 y D 0: (9.2.10)
Solution From (9.2.8), we can rewrite (9.2.10) as
.D 1/.D 2 C 1/y D 0;
which implies that any solution of .D 2 C 1/y D 0 is a solution of (9.2.10). Therefore y1 D cos x and
y2 D sin x are solutions of (9.2.10).
From (9.2.9), we can rewrite (9.2.10) as
.D 2 C 1/.D 1/y D 0;
which implies that any solution of .D 1/y D 0 is a solution of (9.2.10). Therefore y3 D e x is solution
of (9.2.10).
The Wronskian of fe x ; cos x; sin xg is
sin x e x ˇˇ
ˇ ˇ
ˇ cos x
cos x e x ˇˇ :
ˇ
W .x/ D ˇˇ sin x
ˇ cos x sin x e x ˇ
Since ˇ ˇ
ˇ
ˇ 1 0 1 ˇˇ
W .0/ D ˇˇ 0 1 1 ˇˇ D 2;
ˇ 1 0 1 ˇ
fcos x; sin x; e x g is linearly independent and
y D c1 cos x C c2 sin x C c3e x
is the general solution of (9.2.10).
Example 9.2.4 Find the general solution of
y .4/ 16y D 0: (9.2.11)
Solution The characteristic polynomial of (9.2.11) is
p.r / D r 4 16 D .r 2 4/.r 2 C 4/ D .r 2/.r C 2/.r 2 C 4/:
By arguments similar to those used in Examples 9.2.2 and 9.2.3, it can be shown that (9.2.11) can be
written as
.D 2 C 4/.D C 2/.D 2/y D 0
480 Chapter 9 Linear Higher Order Equations
or
.D 2 C 4/.D 2/.D C 2/y D 0
or
.D 2/.D C 2/.D 2 C 4/y D 0:
Therefore y is a solution of (9.2.11) if it’s a solution of any of the three equations
.D 2/y D 0; .D C 2/y D 0; .D 2 C 4/y D 0:
Hence, fe 2x ; e 2x
; cos 2x; sin 2xg is a set of solutions of (9.2.11). The Wronskian of this set is
ˇ e 2x e 2x
ˇ ˇ
cos 2x sin 2x ˇˇ
ˇ 2e 2x 2e 2x
ˇ
2 sin 2x 2 cos 2x ˇˇ
W .x/ D ˇˇ 2x 2x :
4e 4e 4 cos 2x 4 sin 2x ˇˇ
ˇ 8e 2x 8e 2x
ˇ
8 sin 2x 8 cos 2x ˇ
Since ˇ ˇ
ˇ
ˇ 1 1 1 0 ˇ
ˇ
ˇ 2 2 0 2 ˇ
W .0/ D ˇˇ ˇ D 512;
ˇ 4 4 4 0 ˇ
ˇ
ˇ 8 8 0 8 ˇ
fe 2x ; e 2x
; cos 2x; sin 2xg is linearly independent, and
y1 D c1 e 2x C c2 e 2x
C c3 cos 2x C c4 sin 2x
is the general solution of (9.2.11).
It is known from algebra that every polynomial
p.r / D a0 r n C a1 r n 1
C C an
with real coefficients can be factored as
p.r / D a0 p1 .r /p2 .r / pk .r /;
where no pair of the polynomials p1 , p2 , . . . , pk has a commom factor and each is either of the form
pj .r / D .r rj /mj ; (9.2.12)
where rj is real and mj is a positive integer, or
mj
j /2 C !j2
pj .r / D .r ; (9.2.13)
where j and !j are real, !j ¤ 0, and mj is a positive integer. If (9.2.12) holds then rj is a real zero of
p, while if (9.2.13) holds then C i ! and i ! are complex conjugate zeros of p. In either case, mj
is the multiplicity of the zero(s).
By arguments similar to those used in our examples, it can be shown that
p.D/ D a0 p1 .D/p2 .D/ pk .D/ (9.2.14)
and that the order of the factors on the right can be chosen arbitrarily. Therefore, if pj .D/y D 0 for some
j then p.D/y D 0. To see this, we simply rewrite (9.2.14) so that pj .D/ is applied first. Therefore the
Section 9.2 Higher Order Constant Coefficient Homogeneous Equations 481
problem of finding solutions of p.D/y D 0 with p as in (9.2.14) reduces to finding solutions of each of
these equations
pj .D/y D 0; 1 j k;
where pj is a power of a first degree term or of an irreducible quadratic. To find a fundamental set of
solutions fy1 ; y2; : : : ; yn g of p.D/y D 0, we find fundamental set of solutions of each of the equations
and take fy1 ; y2 ; : : : ; yn g to be the set of all functions in these separate fundamental sets. In Exercise 40
we sketch the proof that fy1 ; y2; : : : ; yn g is linearly independent, and therefore a fundamental set of
solutions of p.D/y D 0.
To apply this procedure to general homogeneous constant coefficient equations, we must be able to
find fundamental sets of solutions of equations of the form
.D a/m y D 0
and m
/2 C ! 2
.D y D 0;
where m is an arbitrary positive integer. The next two theorems show how to do this.
Theorem 9.2.1 If m is a positive integer, then
fe ax ; xe ax ; : : : ; x m 1 ax
e g (9.2.15)
is a fundamental set of solutions of
.D a/m y D 0: (9.2.16)
Proof We’ll show that if
f .x/ D c1 C c2x C C cm x m 1
is an arbitrary polynomial of degree m 1, then y D e ax f is a solution of (9.2.16). First note that if
g is any differentiable function then
.D a/e ax g D De ax g ae ax g D ae ax g C e ax g0 ae ax g;
so
.D a/e ax g D e ax g0 : (9.2.17)
Therefore
.D a/e ax f D e ax f 0 (from (9.2.17) with g D f )
.D a/2 e ax f D .D a/e ax f 0 D e ax f 00 (from (9.2.17) with g D f 0 )
.D a/3 e ax f D .D a/e ax f 00 D e ax f 000 (from (9.2.17) with g D f 00 )
::
:
.D a/m e ax f D .D a/e ax f .m 1/
D e ax f .m/ (from (9.2.17) with g D f .m 1/
):
Since f .m/ D 0, the last equation implies that y D e ax f is a solution of (9.2.16) if f is any polynomial
of degree m 1. In particular, each function in (9.2.15) is a solution of (9.2.16). To see that (9.2.15) is
linearly independent (and therefore a fundamental set of solutions of (9.2.16)), note that if
c1e ax C c2xe ax C c C cm 1x
m 1 ax
e D0
for all x in some interval .a; b/, then
m 1
c1 C c2 x C c C cm 1x D0
for all x in .a; b/. However, we know from algebra that if this polynomial has more than m 1 zeros
then c1 D c2 D D cn D 0.
482 Chapter 9 Linear Higher Order Equations
Example 9.2.5 Find the general solution of
y 000 C 3y 00 C 3y 0 C y D 0: (9.2.18)
Solution The characteristic polynomial of (9.2.18) is
p.r / D r 3 C 3r 2 C 3r C 1 D .r C 1/3 :
Therefore (9.2.18) can be written as
.D C 1/3 y D 0;
so Theorem 9.2.1 implies that the general solution of (9.2.18) is
x
yDe .c1 C c2 x C c3x 2 /:
The proof of the next theorem is sketched in Exercise 41.
Theorem 9.2.2 If ! ¤ 0 and m is a positive integer, then
fe x cos !x; xe x cos !x; : : : ; xm 1 x
e cos !x;
e x sin !x; xe x sin !x; : : : ; xm 1 x
e sin !xg
is a fundamental set of solutions of
Œ.D /2 C ! 2 m y D 0:
Example 9.2.6 Find the general solution of
.D 2 C 4D C 13/3 y D 0: (9.2.19)
Solution The characteristic polynomial of (9.2.19) is
3
p.r / D .r 2 C 4r C 13/3 D .r C 2/2 C 9 :
Therefore (9.2.19) can be be written as
Œ.D C 2/2 C 93y D 0;
so Theorem 9.2.2 implies that the general solution of (9.2.19) is
y D .a1 C a2 x C a3 x 2 /e 2x
cos 3x C .b1 C b2 x C b3 x 2 /e 2x
sin 3x:
Example 9.2.7 Find the general solution of
y .4/ C 4y 000 C 6y 00 C 4y 0 D 0: (9.2.20)
Solution The characteristic polynomial of (9.2.20) is
p.r / D r 4 C 4r 3 C 6r 2 C 4r
D r .r 3 C 4r 2 C 6r C 4/
D r .r C 2/.r 2 C 2r C 2/
D r .r C 2/Œ.r C 1/2 C 1:
Section 9.2 Higher Order Constant Coefficient Homogeneous Equations 483
Therefore (9.2.20) can be written as
Œ.D C 1/2 C 1.D C 2/Dy D 0:
Fundamental sets of solutions of
.D C 1/2 C 1 y D 0;
.D C 2/y D 0; and Dy D 0:
are given by
x x 2x
fe cos x; e sin xg; fe g; and f1g;
respectively. Therefore the general solution of (9.2.20) is
x 2x
y De .c1 cos x C c2 sin x/ C c3e C c4 :
Example 9.2.8 Find a fundamental set of solutions of
Œ.D C 1/2 C 12.D 1/3 .D C 1/D 2 y D 0: (9.2.21)
Solution A fundamental set of solutions of (9.2.21) can be obtained by combining fundamental sets of
solutions of 2
.D C 1/2 C 1 y D 0; .D 1/3 y D 0;
.D C 1/y D 0; and D 2 y D 0:
Fundamental sets of solutions of these equations are given by
x x
fe cos x; xe cos x; e x sin x; xe x sin xg; fe x ; xe x ; x 2e x g;
fe x g; and f1; xg;
respectively. These ten functions form a fundamental set of solutions of (9.2.21).
9.2 Exercises
In Exercises 1–14 find the general solution.
1. y 000 3y 00 C 3y 0 yD0 2. y .4/ C 8y 00 9y D 0
3. y 000 y 00 C 16y 0 16y D 0 4. 2y 000 C 3y 00 2y 0 3y D 0
5. y 000 C 5y 00 C 9y 0 C 5y D 0 6. 4y 000 8y 00 C 5y 0 yD0
7. 27y 000 C 27y 00 C 9y 0 C y D 0 8. y .4/ C y 00 D 0
9. y .4/ 16y D 0 10. y .4/ C 12y 00 C 36y D 0
11. 16y .4/ 72y 00 C 81y D 0 12. 6y .4/ C 5y 000 C 7y 00 C 5y 0 C y D 0
13. 4y .4/ C 12y 000 C 3y 00 13y 0 6y D 0
.4/ 000 00 0
14. y 4y C 7y 6y C 2y D 0
484 Chapter 9 Linear Higher Order Equations
In Exercises 15–27 solve the initial value problem. Where indicated by C/G , graph the solution.
15. y 000 2y 00 C 4y 0 8y D 0; y.0/ D 2; y 0 .0/ D 2; y 00 .0/ D 0
16. y 000 C 3y 00 y0 3y D 0; y.0/ D 0; y 0 .0/ D 14; y 00 .0/ D 40
000 00 0 0 00
17. C/G y y y C y D 0; y.0/ D 2; y .0/ D 9; y .0/ D 4
18. C/G y 000 2y 0 4y D 0; y.0/ D 6; y 0 .0/ D 3; y 00 .0/ D 22
19. C/G
14
3y 000 y 00 7y 0 C 5y D 0; y.0/ D ; y 0 .0/ D 0; y 00 .0/ D 10
5
20. y 000 6y 00 C 12y 0 8y D 0; y.0/ D 1; y 0 .0/ D 1; y 00 .0/ D 4
21. 2y 000 11y 00 C 12y 0 C 9y D 0; y.0/ D 6; y 0 .0/ D 3; y 00 .0/ D 13
22. 8y 000 4y 00 2y 0 C y D 0; y.0/ D 4; y 0 .0/ D 3; y 00 .0/ D 1
23. y .4/ 16y D 0; y.0/ D 2; y 0 .0/ D 2; y 00 .0/ D 2; y 000 .0/ D 0
24. y .4/ 6y 000 C 7y 00 C 6y 0 8y D 0; y.0/ D 2; y 0 .0/ D 8; y 00 .0/ D 14,
y 000 .0/ D 62
.4/
25. 4y 13y 00 C 9y D 0; y.0/ D 1; y 0 .0/ D 3; y 00 .0/ D 1; y 000 .0/ D 3
26. y .4/ C 2y 000 2y 00 8y 0 8y D 0; y.0/ D 5; y 0 .0/ D 2; y 00 .0/ D 6; y 000 .0/ D 8
7
27. C/G 4y .4/ C 8y 000 C 19y 00 C 32y 0 C 12y D 0; y.0/ D 3; y 0 .0/ D 3; y 00 .0/ D ,
2
31
y 000 .0/ D
4
28. Find a fundamental set of solutions of the given equation, and verify that it’s a fundamental set by
evaluating its Wronskian at x D 0.
(a) .D 1/2 .D 2/y D 0 (b) .D 2 C 4/.D 3/y D 0
2 3
(c) .D C 2D C 2/.D 1/y D 0 (d) D .D 1/y D 0
2 2 2
(e) .D 1/.D C 1/y D 0 (f) .D 2D C 2/.D 2 C 1/y D 0
In Exercises 29–38 find a fundamental set of solutions.
29. .D 2 C 6D C 13/.D 2/2 D 3 y D 0
30. .D 1/2 .2D 1/3 .D 2 C 1/y D 0
31. .D 2 C 9/3 D 2 y D 0 32. .D 2/3 .D C 1/2 Dy D 0
33. .D 2 C 1/.D 2 C 9/2 .D 2/y D 0 34. .D 4 16/2 y D 0
35. .4D 2 C 4D C 9/3 y D 0 36. D 3 .D 2/2 .D 2 C 4/2 y D 0
.4D 2 C 1/2 .9D 2 C 4/3 y D 0 1/4
37. 38. .D 16 y D 0
Section 9.2 Higher Order Constant Coefficient Homogeneous Equations 485
39. It can be shown that
ˇ ˇ
ˇ 1
ˇ 1 1 ˇ
ˇ
ˇ ˇ
ˇ a1
ˇ a2 an ˇ
ˇ
ˇ a2 a22 an2
ˇ ˇ
Y
ˇD .aj ai /; .A/
ˇ
ˇ 1
ˇ ˇ
ˇ :: :: :: :: ˇ 1i <j n
ˇ :
ˇ : : : ˇ
ˇ
ˇ n 1
a2n 1
ˇ
ˇ a
1 ann 1 ˇ
where the left side is the Vandermonde determinant and the right side is the product of all factors
of the form .aj ai / with i and j between 1 and n and i < j .
(a) Verify (A) for n D 2 and n D 3.
(b) Find the Wronskian of fe a1x ; e a2x ; : : : ; e anx g.
40. A theorem from algebra says that if P1 and P2 are polynomials with no common factors then there
are polynomials Q1 and Q2 such that
Q1 P1 C Q2 P2 D 1:
This implies that
Q1 .D/P1 .D/y C Q2 .D/P2 .D/y D y
for every function y with enough derivatives for the left side to be defined.
(a) Use this to show that if P1 and P2 have no common factors and
P1 .D/y D P2 .D/y D 0
then y D 0.
(b) Suppose P1 and P2 are polynomials with no common factors. Let u1 , . . . , ur be linearly
independent solutions of P1 .D/y D 0 and let v1 , . . . , vs be linearly independent solutions
of P2 .D/y D 0. Use (a) to show that fu1 ; : : : ; ur ; v1; : : : ; vs g is a linearly independent set.
(c) Suppose the characteristic polynomial of the constant coefficient equation
a0 y .n/ C a1 y .n 1/
C C an y D 0 .A/
has the factorization
p.r / D a0 p1 .r /p2 .r / pk .r /;
where each pj is of the form
pj .r / D .r rj /nj or pj .r / D Œ.r j /2 C wj2 mj .!j > 0/
and no two of the polynomials p1 , p2 , . . . , pk have a common factor. Show that we can
find a fundamental set of solutions fy1 ; y2 ; : : : ; yn g of (A) by finding a fundamental set of
solutions of each of the equations
pj .D/y D 0; 1 j k;
and taking fy1 ; y2 ; : : : ; yn g to be the set of all functions in these separate fundamental sets.
486 Chapter 9 Linear Higher Order Equations
41. (a) Show that if
´ D p.x/ cos !x C q.x/ sin !x; .A/
where p and q are polynomials of degree k, then
.D 2 C ! 2 /´ D p1 .x/ cos !x C q1 .x/ sin !x;
where p1 and q1 are polynomials of degree k 1.
(b) Apply (a) m times to show that if ´ is of the form (A) where p and q are polynomial of
degree m 1, then
.D 2 C ! 2 /m ´ D 0: .B/
(c) Use Eqn. (9.2.17) to show that if y D e x ´ then
Œ.D /2 C ! 2 m y D e x .D 2 C ! 2 /m ´:
(d) Conclude from (b) and (c) that if p and q are arbitrary polynomials of degree m 1 then
y D e x .p.x/ cos !x C q.x/ sin !x/
is a solution of
Œ.D /2 C ! 2 m y D 0: .C/
(e) Conclude from (d) that the functions
e x cos !x; xe x cos !x; : : : ; x m 1e x cos !x;
.D/
e x sin !x; xe x sin !x; : : : ; x m 1e x sin !x
are all solutions of (C).
(f) Complete the proof of Theorem 9.2.2 by showing that the functions in (D) are linearly inde-
pendent.
42. (a) Use the trigonometric identities
cos.A C B/ D cos A cos B sin A sin B
sin.A C B/ D cos A sin B C sin A cos B
to show that
.cos A C i sin A/.cos B C i sin B/ D cos.A C B/ C i sin.A C B/:
(b) Apply (a) repeatedly to show that if n is a positive integer then
n
Y
.cos Ak C i sin Ak / D cos.A1 C A2 C C An / C i sin.A1 C A2 C C An /:
kD1
(c) Infer from (b) that if n is a positive integer then
.cos C i sin /n D cos n C i sin n: .A/
(d) Show that (A) also holds if n D 0 or a negative integer. H INT: Verify by direct calculation
that
.cos C i sin / 1 D .cos i sin /:
Then replace by in (A).
Section 9.2 Higher Order Constant Coefficient Homogeneous Equations 487
(e) Now suppose n is a positive integer. Infer from (A) that if
2k 2k
´k D cos C i sin ; k D 0; 1; : : : ; n 1;
n n
and
.2k C 1/ .2k C 1/
k D cos C i sin ; k D 0; 1; : : : ; n 1;
n n
then
´nk D 1 and kn D 1; k D 0; 1; : : : ; n 1:
(Why don’t we also consider other integer values for k?)
(f) Let be a positive number. Use (e) to show that
´n D .´ 1=n ´0 /.´ 1=n ´1 / .´ 1=n´n 1/
and
´n C D .´ 1=n0 /.´ 1=n 1 / .´ 1=n n 1 /:
43. Use (e) of Exercise 42 to find a fundamental set of solutions of the given equation.
(a) y 000 y D0 (b) y 000 C y D 0
(c) y .4/ C 64y D 0 (d) y .6/ yD0
(e) y .6/ C 64y D 0 1/6
(f) .D 1 yD0
(g) y .5/ C y .4/ C y 000 C y 00 C y 0 C y D 0
44. An equation of the form
a0 x n y .n/ C a1 x n 1 .n 1/
y C C an 1 xy
0
C an y D 0; x > 0; .A/
where a0 , a1 , . . . , an are constants, is an Euler or equidimensional equation.
Show that if
x D et and Y .t/ D y.x.t//; .B/
then
dy dY
x D
dx dt
d 2y d 2Y dY
x2 D
dx 2 dt 2 dt
d 3y d 3Y d 2Y dY
x3 D 3 C2 :
dx 3 dt 3 dt 2 dt
In general, it can be shown that if r is any integer 2 then
dry drY d r 1Y dY
xr r
D r
C A1r r 1 C C Ar 1;r
dx dt dt dt
where A1r , . . . , Ar 1;r are integers. Use these results to show that the substitution (B) transforms
(A) into a constant coefficient equation for Y as a function of t.
488 Chapter 9 Linear Higher Order Equations
45. Use Exercise 44 to show that a function y D y.x/ satisfies the equation
a0 x 3 y 000 C a1 x 2 y 00 C a2 xy 0 C a3 y D 0; .A/
on .0; 1/ if and only if the function Y .t/ D y.e t / satisfies
d 3Y d 2Y dY
a0 C .a1 3a0 / C .a2 a1 C 2a0 / C a3 Y D 0:
dt 3 dt 2 dt
Assuming that a0 , a1 , a2 , a3 are real and a0 ¤ 0, find the possible forms for the general solution
of (A).
9.3 UNDETERMINED COEFFICIENTS FOR HIGHER ORDER EQUATIONS
In this section we consider the constant coefficient equation
a0 y .n/ C a1 y .n 1/
C C an y D F .x/; (9.3.1)
where n 3 and F is a linear combination of functions of the form
e ˛x p0 C p1 x C C pk x k
or h i
e x p0 C p1 x C C pk x k cos !x C q0 C q1 x C C qk x k sin !x :
From Theorem 9.1.5, the general solution of (9.3.1) is y D yp C yc , where yp is a particular solution
of (9.3.1) and yc is the general solution of the complementary equation
a0 y .n/ C a1 y .n 1/
C C an y D 0:
In Section 9.2 we learned how to find yc . Here we will learn how to find yp when the forcing function
has the form stated above. The procedure that we use is a generalization of the method that we used in
Sections 5.4 and 5.5, and is again called method of undetermined coefficients. Since the underlying ideas
are the same as those in Sections 5.4 and 5.5, we’ll give an informal presentation based on examples.
Forcing Functions of the Form e ˛x p0 C p1 x C C pk x k
We first consider equations of the form
a0 y .n/ C a1 y .n 1/
C C an y D e ˛x p0 C p1 x C C pk x k :
Example 9.3.1 Find a particular solution of
y 000 C 3y 00 C 2y 0 y D e x .21 C 24x C 28x 2 C 5x 3 /: (9.3.2)
Solution Substituting
y D ue x ;
y0 D e x .u0 C u/;
y 00 D e x .u00 C 2u0 C u/;
y 000 D e x .u000 C 3u00 C 3u0 C u/
Section 9.3 Undetermined Coefficients for Higher Order Equations 489
into (9.3.2) and canceling e x yields
.u000 C 3u00 C 3u0 C u/ C 3.u00 C 2u0 C u/ C 2.u0 C u/ u D 21 C 24x C 28x 2 C 5x 3;
or
u000 C 6u00 C 11u0 C 5u D 21 C 24x C 28x 2 C 5x 3: (9.3.3)
Since the unknown u appears on the left, we can see that (9.3.3) has a particular solution of the form
up D A C Bx C Cx 2 C Dx 3 :
Then
u0p D B C 2Cx C 3Dx 2
u00p D 2C C 6Dx
u000
p D 6D:
Substituting from the last four equations into the left side of (9.3.3) yields
u000 00 0
p C 6up C 11up C 5up D 6D C 6.2C C 6Dx/ C 11.B C 2Cx C 3Dx 2/
C5.A C Bx C Cx 2 C Dx 3 /
D .5A C 11B C 12C C 6D/ C .5B C 22C C 36D/x
C.5C C 33D/x 2 C 5Dx 3 :
Comparing coefficients of like powers of x on the right sides of this equation and (9.3.3) shows that up
satisfies (9.3.3) if
5D D 5
5C C 33D D 28
5B C 22C C 36D D 24
5A C 11B C 12C C 6D D 21:
Solving these equations successively yields D D 1, C D 1, B D 2, A D 1. Therefore
up D 1 C 2x x2 C x3
is a particular solution of (9.3.3), so
yp D e x up D e x .1 C 2x x2 C x3/
is a particular solution of (9.3.2) (Figure 9.3.1).
Example 9.3.2 Find a particular solution of
y .4/ y 000 6y 00 C 4y 0 C 8y D e 2x .4 C 19x C 6x 2 /: (9.3.4)
Solution Substituting
y D ue 2x ;
y0 D e 2x .u0 C 2u/;
y 00 D e 2x .u00 C 4u0 C 4u/;
y 000 D e 2x .u000 C 6u00 C 12u0 C 8u/;
y .4/ D e 2x .u.4/ C 8u000 C 24u00 C 32u0 C 16u/
490 Chapter 9 Linear Higher Order Equations
50
40
30
20
10
x
1 2
Figure 9.3.1 yp D e x .1 C 2x x2 C x3/
into (9.3.4) and canceling e 2x yields
.u.4/ C 8u000 C 24u00 C 32u0 C 16u/ .u000 C 6u00 C 12u0 C 8u/
6.u00 C 4u0 C 4u/ C 4.u0 C 2u/ C 8u D 4 C 19x C 6x 2 ;
or
u.4/ C 7u000 C 12u00 D 4 C 19x C 6x 2 : (9.3.5)
Since neither u nor u0 appear on the left, we can see that (9.3.5) has a particular solution of the form
up D Ax 2 C Bx 3 C Cx 4 : (9.3.6)
Then
u0p D 2Ax C 3Bx 2 C 4Cx 3
u00p D 2A C 6Bx C 12Cx 2
u000
p D 6B C 24Cx
u.4/
p D 24C:
.4/
Substituting u00p , u000
p , and up into the left side of (9.3.5) yields
u.4/ 000 00
p C 7up C 12up D 24C C 7.6B C 24Cx/ C 12.2A C 6Bx C 12Cx 2 /
D .24A C 42B C 24C / C .72B C 168C /x C 144Cx 2 :
Section 9.3 Undetermined Coefficients for Higher Order Equations 491
.30
.25
.20
.15
.10
.05
x
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
x 2 e 2x
Figure 9.3.2 yp D . 4 C 4x C x 2 /
24
Comparing coefficients of like powers of x on the right sides of this equation and (9.3.5) shows that up
satisfies (9.3.5) if
144C D 6
72B C 168C D 19
24A C 42B C 24C D 4:
Solving these equations successively yields C D 1=24, B D 1=6, A D 1=6. Substituting these into
(9.3.6) shows that
x2
up D . 4 C 4x C x 2 /
24
is a particular solution of (9.3.5), so
x 2 e 2x
yp D e 2x up D . 4 C 4x C x 2 /
24
is a particular solution of (9.3.4). (Figure 9.3.2).
Forcing Functions of the Form e x .P .x/ cos !x C Q.x/ sin !x/
We now consider equations of the form
a0 y .n/ C a1 y .n 1/
C C an y D e x .P .x/ cos !x C Q.x/ sin !x/ ;
where P and Q are polynomials.
Example 9.3.3 Find a particular solution of
y 000 C y 00 4y 0 4y D e x Œ.5 5x/ cos x C .2 C 5x/ sin x: (9.3.7)
492 Chapter 9 Linear Higher Order Equations
Solution Substituting
y D ue x ;
y0 D e x .u0 C u/;
y 00 D e x .u00 C 2u0 C u/;
y 000 D e x .u000 C 3u00 C 3u0 C u/
into (9.3.7) and canceling e x yields
.u000 C 3u00 C 3u0 C u/ C .u00 C 2u0 C u/ 4.u0 C u/ 4u D .5 5x/ cos x C .2 C 5x/ sin x;
or
u000 C 4u00 C u0 6u D .5 5x/ cos x C .2 C 5x/ sin x: (9.3.8)
Since cos x and sin x are not solutions of the complementary equation
u000 C 4u00 C u0 6u D 0;
a theorem analogous to Theorem 5.5.1 implies that (9.3.8) has a particular solution of the form
up D .A0 C A1 x/ cos x C .B0 C B1 x/ sin x: (9.3.9)
Then
u0p D .A1 C B0 C B1 x/ cos x C .B1 A0 A1 x/ sin x;
u00p D .2B1 A0 A1 x/ cos x .2A1 C B0 C B1 x/ sin x;
u000
p D .3A1 C B0 C B1 x/ cos x .3B1 A0 A1 x/ sin x;
so
u000 00 0
p C 4up C up 6up D Œ10A0 C 2A1 8B1 C 10A1x cos x
Œ10B0 C 2B1 C 8A1 C 10B1x sin x:
Comparing the coefficients of x cos x, x sin x, cos x, and sin x here with the corresponding coefficients
in (9.3.8) shows that up is a solution of (9.3.8) if
10A1 D 5
10B1 D 5
10A0 2A1 C 8B1 D 5
10B0 2B1 8A1 D 2:
Solving the first two equations yields A1 D 1=2, B1 D 1=2. Substituting these into the last two
equations yields
10A0 D 5 C 2A1 8B1 D 10
10B0 D 2 C 2B1 C 8A1 D 5;
so A0 D 1, B0 D 1=2. Substituting A0 D 1, A1 D 1=2, B0 D 1=2, B1 D 1=2 into (9.3.9)
shows that
1
up D Œ.2 x/ cos x C .1 C x/ sin x
2
is a particular solution of (9.3.8), so
ex
yp D e x up D Œ.2 x/ cos x C .1 C x/ sin x
2
is a particular solution of (9.3.7) (Figure 9.3.3).
Section 9.3 Undetermined Coefficients for Higher Order Equations 493
100
80
60
40
20
x
1 2 3 4
−20
ex
Figure 9.3.3 yp D e x up D Œ.2 x/ cos x C .1 C x/ sin x
2
Example 9.3.4 Find a particular solution of
x
y 000 C 4y 00 C 6y 0 C 4y D e Œ.1 6x/ cos x .3 C 2x/ sin x : (9.3.10)
Solution Substituting
y D ue x ;
y0 D e x .u0 u/;
00 x 00
y D e .u 2u0 C u/;
x
y 000 D e .u000
3u00 C 3u0 u/
x
into (9.3.10) and canceling e yields
.u000 3u00 C 3u0 u/ C 4.u00 2u0 C u/ C 6.u0 u/ C 4u D .1 6x/ cos x .3 C 2x/ sin x;
or
u000 C u00 C u0 C u D .1 6x/ cos x .3 C 2x/ sin x: (9.3.11)
Since cos x and sin x are solutions of the complementary equation
u000 C u00 C u0 C u D 0;
a theorem analogous to Theorem 5.5.1 implies that (9.3.11) has a particular solution of the form
up D .A0 x C A1 x 2/ cos x C .B0 x C B1 x 2 / sin x: (9.3.12)
494 Chapter 9 Linear Higher Order Equations
Then
u0p D ŒA0 C .2A1 C B0 /x C B1 x 2 cos x C ŒB0 C .2B1 A0 /x A1 x 2 sin x;
u00p D Œ2A1 C 2B0 .A0 4B1/x A1 x 2 cos x
CŒ2B1 2A0 .B0 C 4A1 /x B1 x 2 sin x;
u000
p D Œ3A0 6B1 C .6A1 C B0 /x C B1 x 2 cos x
Œ3B0 C 6A1 C .6B1 A0 /x A1 x 2 sin x;
so
u000 00 0
p C up C up C up D Œ2A0 2B0 2A1 6B1 C .4A1 4B1/x cos x
Œ2B0 C 2A0 2B1 C 6A1 C .4B1 C 4A1 /x sin x:
Comparing the coefficients of x cos x, x sin x, cos x, and sin x here with the corresponding coefficients
in (9.3.11) shows that up is a solution of (9.3.11) if
4A1 C 4B1 D 6
4A1 4B1 D 2
2A0 C 2B0 C 2A1 C 6B1 D 1
2A0 2B0 6A1 C 2B1 D 3:
Solving the first two equations yields A1 D 1, B1 D 1=2. Substituting these into the last two equations
yields
2A0 C 2B0 D 1 2A1 6B1 D 2
2A0 2B0 D 3 C 6A1 2B1 D 4;
0.2
0.1
x
1 2 3 4 5 6 7 8 9
−0.1
−0.2
−0.3
−0.4
−0.5
x
xe
Figure 9.3.4 yp D Œ.3 2x/ cos x C .1 C x/ sin x
2
Section 9.3 Undetermined Coefficients for Higher Order Equations 495
so A0 D 3=2 and B0 D 1=2. Substituting A0 D 3=2, A1 D 1, B0 D 1=2, B1 D 1=2 into
(9.3.12) shows that
x
up D Œ.3 2x/ cos x C .1 C x/ sin x
2
is a particular solution of (9.3.11), so
x
x xe
yp D e up D Œ.3 2x/ cos x C .1 C x/ sin x
2
(Figure 9.3.4) is a particular solution of (9.3.10).
9.3 Exercises
In Exercises 1–59 find a particular solution.
x
1. y 000 6y 00 C 11y 0 6y D e .4 C 76x 24x 2 /
3x
2. y 000 2y 00 5y 0 C 6y D e .32 23x C 6x 2 /
3. 4y 000 C 8y 00 y0 2y D e x .4 C 45x C 9x 2/
2x
4. y 000 C 3y 00 y0 3y D e .2 17x C 3x 2/
5. y 000 C 3y 00 y0 3y D e x . 1 C 2x C 24x 2 C 16x 3/
6. y 000 C y 00 2y D e x .14 C 34x C 15x 2 /
2x
7. 4y 000 C 8y 00 y0 2y D e .1 15x/
000 00 0 x
8. y y y C y D e .7 C 6x/
9. 2y 000
7y C 4y 0 C 4y D e 2x .17 C 30x/
00
10. y 000 5y 00 C 3y 0 C 9y D 2e 3x .11 24x 2/
11. y 000 7y 00 C 8y 0 C 16y D 2e 4x .13 C 15x/
12. 8y 000 12y 00 C 6y 0 y D e x=2 .1 C 4x/
13. y .4/ C 3y 000 3y 00 7y 0 C 6y D e x
.12 C 8x 8x 2/
14. y .4/ C 3y 000 C y 00 3y 0 2y D 3e 2x .11 C 12x/
15. y .4/ C 8y 000 C 24y 00 C 32y 0 D 16e 2x
.1 C x C x 2 x3/
16. 4y .4/ 11y 00 9y 0 2y D e x .1 6x/
.4/
17. y 2y C 3y 000 0
y D e .3 C 4x C x 2/
x
18. y .4/ 4y 000 C 6y 00 4y 0 C 2y D e 2x .24 C x C x 4 /
19. 2y .4/ C 5y 000 5y 0 2y D 18e x .5 C 2x/
20. y .4/ C y 000 2y 00 6y 0 4y D e 2x .4 C 28x C 15x 2/
21. 2y .4/ C y 000 2y 0 y D 3e x=2
.1 6x/
.4/ 00 x 2
22. y 5y C 4y D e .3 C x 3x /
.4/
23. y 2y 000
3y C 4y C 4y D e 2x .13 C 33x C 18x 2/
00 0
24. y .4/ 3y 000 C 4y 0 D e 2x .15 C 26x C 12x 2 /
25. y .4/ 2y 000 C 2y 0 y D e x .1 C x/
26. 2y .4/ 5y 000 C 3y 00 C y 0 y D e x .11 C 12x/
496 Chapter 9 Linear Higher Order Equations
27. y .4/ C 3y 000 C 3y 00 C y 0 D e x
.5 24x C 10x 2/
28. y .4/ 7y 000 C 18y 00 20y 0 C 8y D e 2x .3 8x 5x 2 /
x
29. y 000 y 00 4y 0 C 4y D e Œ.16 C 10x/ cos x C .30 10x/ sin x
000 00 0 x
30. y Cy 4y 4y D e Œ.1 22x/ cos 2x .1 C 6x/ sin 2x
2x
31. y 000 00
y C 2y 0
2y D e Œ.27 C 5x x / cos x C .2 C 13x C 9x 2/ sin x
2
32. y 000 2y 00 C y 0 2y D e x Œ.9 5x C 4x 2/ cos 2x .6 5x 3x 2/ sin 2x
33. y 000 C 3y 00 C 4y 0 C 12y D 8 cos 2x 16 sin 2x
000 00 x
34. y y C 2y D e Œ.20 C 4x/ cos x .12 C 12x/ sin x
000 00 0 2x
35. y 7y C 20y 24y D e Œ.13 8x/ cos 2x .8 4x/ sin 2x
000 00 0 3x
36. y 6y C 18y D e Œ.2 3x/ cos 3x .3 C 3x/ sin 3x
.4/ 000 00 0 x
37. y C 2y 2y 8y 8y D e .8 cos x C 16 sin x/
.4/
38. y 000
3y C 2y C 2y 00 0
4y D e x .2 cos 2x sin 2x/
.4/ 000 00 0 2x
39. y 8y C 24y 32y C 15y D e .15x cos 2x C 32 sin 2x/
.4/ x
40. y C 6y C 13y C 12y 0 C 4y D e
000 00
Œ.4 x/ cos x .5 C x/ sin x
.4/ 000 00 0 x
41. y C 3y C 2y 2y 4y D e .cos x sin x/
.4/ 000 00 0 x
42. y 5y C 13y 19y C 10y D e .cos 2x C sin 2x/
.4/ 2x
43. y C 8y C 32y C 64y 0 C 39y D e
000 00
Œ.4 15x/ cos 3x .4 C 15x/ sin 3x
.4/ 000 00 0 x
44. y 5y C 13y 19y C 10y D e Œ.7 C 8x/ cos 2x C .8 4x/ sin 2x
.4/ 000 00 0 x
45. y C 4y C 8y C 8y C 4y D 2e .cos x 2 sin x/
.4/ 000 00 0 2x
46. y 8y C 32y 64y C 64y D e .cos 2x sin 2x/
.4/ 000 00 0 2x
47. y 8y C 26y 40y C 25y D e Œ3 cos x .1 C 3x/ sin x
000 00 0 2x x
48. y 4y C 5y 2y D e 4e 2 cos x C 4 sin x
000 00 0 2x x
49. y y Cy y D 5e C 2e 4 cos x C 4 sin x
x x
50. y 000 0
y D 2.1 C x/ C 4e 6e C 96e 3x
51. y 000 4y 00 C 9y 0 10y D 10e 2x C 20e x sin 2x 10
000 00 0 x
52. y C 3y C 3y C y D 12e C 9 cos 2x 13 sin 2x
000 00 0 x
53. y Cy y y D 4e .1 6x/ 2x cos x C 2.1 C x/ sin x
.4/ 00 x x
54. y 5y C 4y D 12e C 6e C 10 cos x
.4/
55. y 000
4y C 11y 00 0
14y C 10y D e x .sin x C 2 cos 2x/
56. y .4/ C 2y 000 3y 00 4y 0 C 4y D 2e x .1 C x/ C e 2x
57. y .4/ C 4y D sinh x cos x cosh x sin x
.4/ 000 00 0 x 2x
58. y C 5y C 9y C 7y C 2y D e .30 C 24x/ e
59. y .4/ 4y 000 C 7y 00 6y 0 C 2y D e x .12x 2 cos x C 2 sin x/
In Exercises 60–68 find the general solution.
60. y 000 y 00 y 0 C y D e 2x .10 C 3x/
61. y 000 C y 00 2y D e 3x .9 C 67x C 17x 2/
Section 9.3 Undetermined Coefficients for Higher Order Equations 497
62. y 000 6y 00 C 11y 0 6y D e 2x .5 4x 3x 2/
x
63. y 000 C 2y 00 C y 0 D 2e .7 18x C 6x 2 /
64. y 000 3y 00 C 3y 0 y D e x .1 C x/
65. y .4/ 2y 00 C y D e x
.4 9x C 3x 2/
2x
66. y 000 C 2y 00 y0 2y D e Œ.23 2x/ cos x C .8 9x/ sin x
.4/ 000 00 0 x
67. y 3y C 4y 2y D e Œ.28 C 6x/ cos 2x C .11 12x/ sin 2x
.4/ 000 00 0 x
68. y 4y C 14y 20y C 25y D e Œ.2 C 6x/ cos 2x C 3 sin 2x
In Exercises 69–74 solve the initial value problem and graph the solution.
69. C/G y 000 2y 00 5y 0 C 6y D 2e x .1 6x/; y.0/ D 2; y 0 .0/ D 7; y 00 .0/ D 9
x
70. C/G y 000 y 00 y0 C y D e .4 8x/; y.0/ D 2; y 0 .0/ D 0; y 00 .0/ D 0
x=2
71. C/G 4y 000 3y 0 yDe .2 3x/; y.0/ D 1; y 0 .0/ D 15; y 00 .0/ D 17
.4/ 000 00 0 x 0
72. C/G y C 2y C 2y C 2y C y D e .20 12x/; y.0/ D 3; y .0/ D 4; y 00 .0/ D
7; y 000 .0/ D 22
73. C/G y 000 C 2y 00 C y 0 C 2y D 30 cos x 10 sin x; y.0/ D 3; y 0 .0/ D 4; y 00 .0/ D 16
74. C/G y .4/ 3y 000 C 5y 00 2y 0 D 2e x .cos x sin x/; y.0/ D 2; y 0 .0/ D 0; y 00 .0/ D 1;
y 000 .0/ D 5
75. Prove: A function y is a solution of the constant coefficient nonhomogeneous equation
a0 y .n/ C a1 y .n 1/
C C an y D e ˛x G.x/ .A/
if and only if y D ue ˛x , where u satisfies the differential equation
p .n 1/
.˛/ .n p .n 2/
.˛/ .n
a0 u.n/ C u 1/
C u 2/
C C p.˛/u D G.x/ .B/
.n 1/Š .n 2/Š
and
p.r / D a0 r n C a1 r n 1
C C an
is the characteristic polynomial of the complementary equation
a0 y .n/ C a1 y .n 1/
C C an y D 0:
76. Prove:
(a) The equation
p .n 1/ .˛/ .n 1/ p .n 2/ .˛/ .n 2/
a0 u.n/ C u C u C C p.˛/u
.n 1/Š .n 2/Š .A/
D p0 C p1 x C C pk x k cos
!x
k
C q0 C q1 x C C qk x sin !x
has a particular solution of the form
up D x m u0 C u1 x C C uk x k cos !x C v0 C v1 x C C vk x k sin !x:
498 Chapter 9 Linear Higher Order Equations
(b) If C i ! is a zero of p with multiplicity m 1, then (A) can be written as
a.u00 C ! 2 u/ D p0 C p1 x C C pk x k cos !x C q0 C q1 x C C qk x k sin !x;
which has a particular solution of the form
up D U.x/ cos !x C V .x/ sin !x;
where
U.x/ D u0 x C u1 x 2 C C uk x kC1 ; V .x/ D v0 x C v1 x 2 C C vk x kC1
and
a.U 00 .x/ C 2!V 0 .x// D p0 C p1 x C C pk x k
a.V 00 .x/ 2!U 0 .x// D q0 C q1 x C C qk x k :
9.4 VARIATION OF PARAMETERS FOR HIGHER ORDER EQUATIONS
Derivation of the method
We assume throughout this section that the nonhomogeneous linear equation
P0 .x/y .n/ C P1 .x/y .n 1/
C C Pn .x/y D F .x/ (9.4.1)
is normal on an interval .a; b/. We’ll abbreviate this equation as Ly D F , where
Ly D P0 .x/y .n/ C P1 .x/y .n 1/
C C Pn .x/y:
When we speak of solutions of this equation and its complementary equation Ly D 0, we mean solutions
on .a; b/. We’ll show how to use the method of variation of parameters to find a particular solution of
Ly D F , provided that we know a fundamental set of solutions fy1 ; y2 ; : : : ; yn g of Ly D 0.
We seek a particular solution of Ly D F in the form
yp D u1 y1 C u2 y2 C C un yn (9.4.2)
where fy1 ; y2 ; : : : ; yn g is a known fundamental set of solutions of the complementary equation
P0 .x/y .n/ C P1 .x/y .n 1/
C C Pn .x/y D 0
and u1 , u2 , . . . , un are functions to be determined. We begin by imposing the following n 1 conditions
on u1 ; u2; : : : ; un :
u01 y1 C u02 y2 C Cu0n yn D 0
u01 y10 C u02 y20 C Cu0n yn0 D 0
:: (9.4.3)
:
.n 2/ .n 2/ .n 2/
u01 y1 C u02 y2 C Cu0n yn D 0:
These conditions lead to simple formulas for the first n 1 derivatives of yp :
yp.r / D u1 y1.r / C u2 y2.r / C un yn.r /; 0 r n 1: (9.4.4)
Section 9.4 Variation of Parameters for Higher Order Equations 499
These formulas are easy to remember, since they look as though we obtained them by differentiating
(9.4.2) n 1 times while treating u1 , u2 , . . . , un as constants. To see that (9.4.3) implies (9.4.4), we first
differentiate (9.4.2) to obtain
yp0 D u1 y10 C u2 y20 C C un yn0 C u01 y1 C u02 y2 C C u0n yn ;
which reduces to
yp0 D u1 y10 C u2 y20 C C un yn0
because of the first equation in (9.4.3). Differentiating this yields
yp00 D u1 y100 C u2 y200 C C un yn00 C u01 y10 C u02 y20 C C u0n yn0 ;
which reduces to
yp00 D u1 y100 C u2 y200 C C un yn00
because of the second equation in (9.4.3). Continuing in this way yields (9.4.4).
The last equation in (9.4.4) is
yp.n 1/
D u1 y1.n 1/
C u2 y2.n 1/
C C un yn.n 1/
:
Differentiating this yields
.n/ .n/ .n 1/ .n 1/
yp.n/ D u1 y1 C u2 y2 C C un yn.n/ C u01 y1 C u02 y2 C C u0n yn.n 1/
:
Substituting this and (9.4.4) into (9.4.1) yields
.n 1/ .n 1/
u1 Ly1 C u2 Ly2 C C un Lyn C P0 .x/ u01 y1 C u02 y2 C C u0n yn.n 1/
D F .x/:
Since Lyi D 0 .1 i n/, this reduces to
F .x/
u01 y1.n 1/
C u02 y2.n 1/
C C u0n yn.n 1/
D :
P0 .x/
Combining this equation with (9.4.3) shows that
yp D u1 y1 C u2 y2 C C un yn
is a solution of (9.4.1) if
u01 y1 C u02 y2 C Cu0n yn D 0
u01 y10 C u02 y20 C Cu0n yn0 D 0
::
:
.n 2/ .n 2/ .n 2/
u01 y1 C u02 y2 C Cu0n yn D0
.n 1/ .n 1/ .n 1/
u01 y1 C u02 y2 C Cu0n yn D F=P0 ;
which can be written in matrix form as
y1 y2 yn
2 3
u01
2 3 2 3
6 y1
6 0
y20 yn0
7
7 0
6 7 6 u0 7 6 0 7
2
6 :: :: :: :: 76
7 6 ::
7 6
::
7
: 7D6 7: (9.4.5)
6 7 6 7
6 : : : 76 : :
6 76 0 7 6 7
6 .n 2/ 74 u 0
y2 2/
.n
yn.n 2/ 5 4 5
6 y 7 n 1
4 1 5 u0n F=P0
y1.n 1/
y2.n 1/
yn.n 1/
500 Chapter 9 Linear Higher Order Equations
The determinant of this system is the Wronskian W of the fundamental set of solutions fy1 ; y2 ; : : : ; yn g,
which has no zeros on .a; b/, by Theorem 9.1.4. Solving (9.4.5) by Cramer’s rule yields
F Wj
u0j D . 1/n j
; 1 j n; (9.4.6)
P0 W
where Wj is the Wronskian of the set of functions obtained by deleting yj from fy1 ; y2 ; : : : ; yn g and
keeping the remaining functions in the same order. Equivalently, Wj is the determinant obtained by
deleting the last row and j -th column of W .
Having obtained u01 , u02 ; : : : ;u0n , we can integrate to obtain u1 ; u2 ; : : : ; un . As in Section 5.7, we take
the constants of integration to be zero, and we drop any linear combination of fy1 ; y2 ; : : : ; yn g that may
appear in yp .
R EMARK: For efficiency, it’s best to compute W1 , W2 , . . . , Wn first, and then compute W by expanding
in cofactors of the last row; thus,
n
yj.n 1/
X
W D . 1/n j
Wj :
j D1
Third Order Equations
If n D 3, then ˇ ˇ
ˇ y1 y2 y3 ˇˇ
ˇ
ˇ ˇ
W D ˇˇ y10 y20 y30 ˇˇ :
ˇ 00 ˇ
ˇ y
1 y200 y 00 ˇ
3
Therefore ˇ ˇ ˇ ˇ ˇ ˇ
ˇ y2 y3 ˇˇ ˇ y1 y3 ˇˇ ˇ y1 y2 ˇˇ
W1 D ˇ ˇ; W2 D ˇ ˇ; W3 D ˇ ˇ;
ˇ ˇ ˇ
ˇ y0 y30 ˇ ˇ y0 y30 ˇ ˇ y0 y20 ˇ
2 1 1
and (9.4.6) becomes
F W1 F W2 F W3
u01 D ; u02 D ; u03 D : (9.4.7)
P0 W P0 W P0 W
Example 9.4.1 Find a particular solution of
xy 000 y 00 xy 0 C y D 8x 2e x ; (9.4.8)
given that y1 D x, y2 D e x , and y3 D e x form a fundamental set of solutions of the complementary
equation. Then find the general solution of (9.4.8).
Solution We seek a particular solution of (9.4.8) of the form
yp D u1 x C u2 e x C u3 e x
:
The Wronskian of fy1 ; y2 ; y3g is
ex x
ˇ ˇ
ˇ x e ˇ
ex x
ˇ ˇ
W .x/ D ˇˇ 1 e ˇ;
ex x
ˇ
ˇ 0 e ˇ
Section 9.4 Variation of Parameters for Higher Order Equations 501
so
ˇ x x
ˇ
ˇ e e ˇ
W1 D ˇ x
ˇ e x
ˇ D 2;
e ˇ
x
ˇ ˇ
ˇ x e ˇ x
W2 D ˇ x
ˇD e .x C 1/;
ˇ 1 e ˇ
ex
ˇ ˇ
ˇ x ˇ D e x .x
ˇ
W3 D 1/:
ex
ˇ
ˇ 1 ˇ
Expanding W by cofactors of the last row yields
W D 0W1 e x W2 C e x
W3 D 0. 2/ ex . e x
.x C 1// C e x x
e .x 1/ D 2x:
Since F .x/ D 8x 2 e x and P0 .x/ D x,
F 8x 2 e x
D D 4e x :
P0 W x 2x
Therefore, from (9.4.7)
u01 D 4e x W1 D 4e x . 2/ D 8e x ;
u02 D 4e x W2 D 4e x . e x .x C 1// D 4.x C 1/;
u03 D 4e x W3 D 4e x .e x .x 1// D 4e 2x .x 1/:
Integrating and taking the constants of integration to be zero yields
u1 D 8e x ; u2 D 2.x C 1/2 ; u3 D e 2x .2x 3/:
Hence,
yp D u1 y1 C u2 y2 C u3 y3
D . 8e x /x C e x .2.x C 1/2 / C e x
e 2x .2x
3/
D e x .2x 2 2x 1/:
Since e x is a solution of the complementary equation, we redefine
yp D 2xe x .x 1/:
Therefore the general solution of (9.4.8) is
y D 2xe x .x 1/ C c1x C c2 e x C c3 e x
:
Fourth Order Equations
If n D 4, then ˇ ˇ
ˇ
ˇ y1 y2 y3 y4 ˇˇ
ˇ ˇ
ˇ y10 y20 y30 y40 ˇˇ
W Dˇ ˇ;
ˇ
ˇ
ˇ y100 y200 y300 y400 ˇˇ
ˇ ˇ
ˇ y1000 y2000 y3000 y 000 ˇ
4
502 Chapter 9 Linear Higher Order Equations
Therefore ˇ ˇ ˇ ˇ
ˇ y2 y3 y4 ˇˇ ˇ y1 y3 y4 ˇˇ
ˇ ˇ
ˇ ˇ ˇ ˇ
W1 D ˇˇ y20 y30 y40 ˇˇ ; W2 D ˇˇ y10 y30 y40 ˇˇ ;
ˇ 00 ˇ ˇ 00 ˇ
ˇ y
2 y300 y400 ˇ ˇ y
1 y300 y400 ˇ
ˇ ˇ ˇ ˇ
ˇ y1 y2 y4 ˇˇ ˇ y1 y2 y3 ˇˇ
ˇ ˇ
ˇ ˇ ˇ ˇ
W3 D ˇˇ y10 y20 y40 ˇˇ ; W4 D ˇˇ y10 y20 y30 ˇˇ ;
ˇ 00 ˇ ˇ 00 ˇ
ˇ y
1 y200 y 00 ˇ
4
ˇ y
1 y200 y 00 ˇ
3
and (9.4.6) becomes
F W1 F W2 F W3 F W4
u01 D ; u02 D ; u03 D ; u04 D : (9.4.9)
P0 W P0 W P0 W P0 W
Example 9.4.2 Find a particular solution of
x 4 y .4/ C 6x 3y 000 C 2x 2 y 00 4xy 0 C 4y D 12x 2; (9.4.10)
given that y1 D x, y2 D x 2 , y3 D 1=x and y4 D 1=x 2 form a fundamental set of solutions of the
complementary equation. Then find the general solution of (9.4.10) on . 1; 0/ and .0; 1/.
Solution We seek a particular solution of (9.4.10) of the form
u3 u4
yp D u1 x C u2 x 2 C C 2:
x x
The Wronskian of fy1 ; y2 ; y3; y4 g is
ˇ x x2 1=x 2
ˇ ˇ
1=x ˇ
ˇ ˇ
ˇ 1 2x 1=x 2 2=x 3
ˇ ˇ
ˇ
W .x/ D ˇˇ ˇ;
ˇ 0 2 2=x 3 6=x 4 ˇ
ˇ
ˇ ˇ
ˇ 0 0 6=x 4 24=x 5 ˇ
so
ˇ 2
ˇ x 1=x 1=x 2 ˇ
ˇ
ˇ ˇ 12
W1 D ˇ 2x 1=x 2 2=x 3 ˇ D ;
ˇ ˇ
ˇ ˇ x4
ˇ 2 2=x 3 6=x 4 ˇ
ˇ x 1=x 1=x 2 ˇ
ˇ ˇ
ˇ ˇ 6
W2 D ˇ 1 1=x 2 2=x 3 ˇ D ;
ˇ ˇ
ˇ ˇ x5
ˇ 0 2=x 3 6=x 4 ˇ
x x2 1=x 2 ˇ
ˇ ˇ
ˇ
ˇ ˇ 12
W3 D ˇ 1 2x 2=x 3 ˇ D ;
ˇ ˇ
ˇ ˇ x2
ˇ 0 2 6=x 4 ˇ
x x2 1=x ˇ
ˇ ˇ
ˇ
ˇ ˇ 6
W4 D ˇ 1 2x 1=x 2 ˇ D :
ˇ ˇ
ˇ ˇ x
ˇ 0 2 2=x 3 ˇ
Section 9.4 Variation of Parameters for Higher Order Equations 503
Expanding W by cofactors of the last row yields
6 24
W D 0W1 C 0W2 W3 C W4
x4 x5
6 12 24 6 72
D D :
x4 x2 x5 x x6
Since F .x/ D 12x 2 and P0 .x/ D x 4 ,
12x 2 x6 x4
F
D D :
P0 W x4 72 6
Therefore, from (9.4.9),
x4 x4
12
u01 D W1 D D 2;
6 6 x4
x4 x4
6 1
u02 D W2 D 5
D ;
6 6 x x
4
x x 4 12
u03 D W3 D D 2x 2 ;
6 6 x2
x4 x4 6
u04 D W4 D D x3:
6 6 x
Integrating these and taking the constants of integration to be zero yields
2x 3 x4
u1 D 2x; u2 D ln jxj; u3 D ; u4 D :
3 4
Hence,
yp D u1 y1 C u2 y2 C u3 y3 C u4 y4
2x 3 1 x4
2 1
D . 2x/x C .ln jxj/x C C
3 x 4 x2
19x 2
D x 2 ln jxj :
12
Since 19x 2=12 is a solution of the complementary equation, we redefine
yp D x 2 ln jxj:
Therefore
c3 c4
y D x 2 ln jxj C c1 x C c2 x 2 C C 2
x x
is the general solution of (9.4.10) on . 1; 0/ and .0; 1/.
9.4 Exercises
In Exercises 1–21 find a particular solution, given the fundamental set of solutions of the complementary
equation.
1. x 3y 000 x 2.x C 3/y 00 C 2x.x C 3/y 0 2.x C 3/y D 4x 4; fx; x 2 ; xe x g
504 Chapter 9 Linear Higher Order Equations
x2 x2 x2 x2
2. y 000 C 6xy 00 C .6 C 12x 2/y 0 C .12x C 8x 3 /y D x 1=2 e ; fe ; xe ; x2e g
3 000 2 00 0 2 3
3. x y 3x y C 6xy 6y D 2x; fx; x ; x g
2 000
4. x y C 2xy 00
.x C 2/y D 2x ; f1; e x =x; e
2 0 2 x
=xg
3 000 2 2
5. x y 3x .x C 1/y C 3x.x C 2x C 2/y 00 0
.x C 3x 2 C 6x C 6/y D x 4 e
3 3x
;
x 2 x 3 x
fxe ; x e ; x e g
6. x.x 2 2/y 000 C .x 2 6/y 00 C x.2 x 2/y 0 C .6 x 2 /y D 2.x 2 2/2 ; fe x ; e x
; 1=xg
000 00 0 x x x x
7. xy .x 3/y .x C 2/y C .x 1/y D 4e ; fe ; e =x; e =xg
3 000 2 00
p p
8. 4x y C 4x y 5xy C 2y D 30x ; f x; 1= x; x 2 g
0 2
9. x.x 2 1/y 000 C .5x 2 C 1/y 00 C 2xy 0 2y D 12x 2 ; fx; 1=.x 1/; 1=.x C 1/g
2 2
10. x.1 x/y C .x000
3x C 3/y C xy 00 0
y D 2.x 1/ ; fx; 1=x; e x =xg
11. x 3y 000 C x 2 y 00 2xy 0 C 2y D x 2 ; fx; x 2 ; 1=xg
12. xy 000 y 00 xy 0 C y D x 2 ; fx; e x ; e x
g
.4/ 000 2
13. xy C 4y D 6 ln jxj; f1; x; x ; 1=xg
4 .4/
p p
14. 16x y C 96x y C 72x 2y 00
3 000
24xy 0 C 9y D 96x 5=2; f x; 1= x; x 3=2 ; x 3=2
g
2 .4/ 2 000 2 00 2 0 2 2
15. x.x 6/y C 2.x 12/y C x.6 x /y C 2.12 x /y D 2.x 6/ ;
x x
f1; 1=x; e ; e g
4 .4/
16. x y 4x y C 12x 2y 00
3 000
24xy 0 C 24y D x 4 ; fx; x 2 ; x 3 ; x 4 g
17. x 4y .4/ 4x 3y 000 C 2x 2.6 x 2 /y 00 C 4x.x 2 6/y 0 C .x 4 4x 2 C 24/y D 4x 5 e x ;
fxe x ; x 2e x ; xe x
; x2e x
g
4 .4/ 3 000 2 00
18. x y C 6x y C 2x y 4xy 0 C 4y D 12x 2 ; fx; x 2; 1=x; 1=x 2g
19. xy .4/ C 4y 000 2xy 00 4y 0 C xy D 4e x ; fe x ; e x
; e x =x; e x
=xg
.4/
20. xy C.4 6x/y C.13x 18/y C.26 12x/y C.4x 12/y D 3e x ;
000 00 0
fe x ; e 2x ; e x =x; e 2x =xg
21. x 4y .4/ 4x 3y 000 C x 2 .12 x 2 /y 00 C 2x.x 2 12/y 0 C 2.12 x 2 /y D 2x 5; fx; x 2 ; xe x ; xe x
g
In Exercises 22–33 solve the initial value problem, given the fundamental set of solutions of the comple-
mentary equation. Where indicated by C/G , graph the solution.
22. C/G x 3 y 000 2x 2 y 00 C3xy 0 3y D 4x; y.1/ D 4; y 0 .1/ D 4; y 00 .1/ D 2; fx; x 3 ; x ln xg
23. x 3y 000 5x 2y 00 C 14xy 0 18y D x 3 ; y.1/ D 0; y 0 .1/ D 1; y 00 .1/ D 7; fx 2; x 3 ; x 3 ln xg
24. .5 4/y 00 C .6x 23/y 0 C .22 12x/y D .6x 5/2 e x
6x/y 000 C .12x
3
y.0/ D 4; y 0 .0/ D ; y 00 .0/ D 19; fe x ; e 2x ; xe x g
2
25. x 3y 000 6x 2y 00 C 16xy 0 16y D 9x 4; y.1/ D 2; y 0 .1/ D 1; y 00 .1/ D 5;
fx; x 4; x 4 ln jxjg
26. C/G .x 2 2x C 2/y 000 x 2 y 00 C 2xy 0 2y D .x 2 2x C 2/2 ; y.0/ D 0; y 0 .0/ D 5,
y 00 .0/ D 0; fx; x 2 ; e x g
43 5
27. x 3y 000 C x 2 y 00 2xy 0 C 2y D x.x C 1/; y. 1/ D 6; y 0 . 1/ D ; y 00 . 1/ D ;
6 2
fx; x 2; 1=xg
Section 9.4 Variation of Parameters for Higher Order Equations 505
3
28. .3x 1/y 000 .12x 1/y 00 C 9.x C 1/y 0 9y D 2e x .3x 1/2 ; y.0/ D ,
4
5 1
y 0 .0/ D ; y 00 .0/ D ; fx C 1; e x ; e 3x g
4 4
29. C/G .x 2 2/y 000 2xy 00 C .2 x 2 /y 0 C 2xy D 2.x 2 2/2 ; y.0/ D 1; y 0 .0/ D 5,
y 00 .0/ D 5; fx 2; e x ; e x
g
30. C/G x 4 y .4/ C3x 3 y 000 x 2 y 00 C2xy 0 2y D 9x 2; y.1/ D 7; y 0 .1/ D 11; y 00 .1/ D 5,
y 000 .1/ D 6I fx; x 2 ; 1=x; x ln xg
55
31. .2x 1/y .4/ 4xy 000 C .5 2x/y 00 C 4xy 0 4y D 6.2x 1/2 ; y.0/ D ; y 0 .0/ D 0,
4
y 00 .0/ D 13; y 000 .0/ D 1; fx; e x ; e x
; e 2x g
32. 4x 4y .4/ C24x 3y 000 C23x 2 y 00 xy 0 Cy D 6x, y.1/ D 2; y 0 .1/ D 0; y 00 .1/ D 4; y 000 .1/ D
37 p p
; fx; x; 1=x; 1= xg
4
33. x 4y .4/ C 5x 3 y 000 3x 2 y 00 6xy 0 C 6y D 40x 3; y. 1/ D 1; y 0 . 1/ D 7,
y 00 . 1/ D 1; y 000 . 1/ D 31; fx; x 3 ; 1=x; 1=x 2g
34. Suppose the equation
P0 .x/y .n/ C P1 .x/y .n 1/
C C Pn .x/y D F .x/ .A/
is normal on an interval .a; b/. Let fy1 ; y2; : : : ; yn g be a fundamental set of solutions of its com-
plementary equation on .a; b/, let W be the Wronskian of fy1 ; y2 ; : : : ; yn g, and let Wj be the
determinant obtained by deleting the last row and the j -th column of W . Suppose x0 is in .a; b/,
let Z x
F .t/Wj .t/
uj .x/ D . 1/.n j / dt; 1 j n;
x0 P0 .t/W .t/
and define
yp D u1 y1 C u2 y2 C C un yn :
(a) Show that yp is a solution of (A) and that
yp.r / D u1 y1.r / C u2 y2.r / C un yn.r /; 1r n 1;
and
F
yp.n/ D u1 y1.n/ C u2 y2.n/ C C un yn.n/ C :
P0
H INT: See the derivation of the method of variation of parameters at the beginning of the
section.
(b) Show that yp is the solution of the initial value problem
P0 .x/y .n/ C P1 .x/y .n 1/
C C Pn .x/y D F .x/;
y.x0 / D 0; y 0 .x0 / D 0; : : : ; y .n 1/
.x0 / D 0:
(c) Show that yp can be written as
Z x
yp .x/ D G.x; t/F .t/ dt;
x0
506 Chapter 9 Linear Higher Order Equations
where
ˇ y1 .t/ y2 .t/ yn .t/
ˇ ˇ
ˇ
ˇ ˇ
ˇ y10 .t/ y20 .t/ 0
yn .t/ ˇ
ˇ ˇ
ˇ ˇ
1 ˇ :: :: :: :: ˇ
G.x; t/ D ˇ : : : : ˇ;
P0 .t/W .t/ ˇˇ ˇ
ˇ
ˇ .n 2/ .n 2/ .n 2/
ˇ y1 .t/ y2 .t/ yn .t/ ˇ
ˇ
ˇ ˇ
ˇ y .x/
1 y2 .x/ yn .x/ ˇ
which is called the Green’s function for (A).
(d) Show that
ˇ ˇ
ˇ y1 .t/
ˇ y2 .t/ yn .t/ ˇ
ˇ
0
y20 .t/ yn0 .t/ ˇˇ
ˇ ˇ
ˇ y1 .t/
ˇ
@j G.x; t/ 1 ˇ :: :: :: :: ˇ
D : ˇ; 0 j n:
ˇ ˇ
: : :
@x j P0 .t/W .t/ ˇ
ˇ
ˇ
ˇ .n 2/ .n 2/ .n 2/ ˇ
ˇ y1
ˇ .t/ y2 .t/ yn .t/ ˇˇ
ˇ .j / .j /
yn.j / .x/ ˇ
ˇ
ˇ y .x/
1 y2 .x/
(e) Show that if a < t < b then
8̂
0; 1j n 2;
@j G.x; t/ ˇˇ
ˇ <
D 1
@x j ˇ xDt ; j Dn 1:
P0 .t/
:̂
(f) Show that
x
@j G.x; t/
8̂ Z
ˆ F .t/ dt ; 1j n 1;
@x j
ˆ
<
x0
yp.j / .x/ D Z x .n/
ˆ F .x/
ˆ @ G.x; t/
C F .t/ dt ; j D n:
@x n
:̂
P0 .x/ x0
In Exercises
Rx 35–42 use the method suggested by Exercise 34 to find a particular solution in the form
yp D x0 G.x; t/F .t/ dt, given the indicated fundamental set of solutions. Assume that x and x0 are in
an interval on which the equation is normal.
35. y 000 C 2y 0 y0 2y D F .x/I fe x ; e x
;e 2x
g
3 000 2 00 0 2
36. x y Cx y 2xy C 2y D F .x/I fx; x ; 1=xg
3 000 2
37. x y 00
x .x C 3/y C 2x.x C 3/y 0
2.x C 3/y D F .x/I fx; x 2; xe x g
38. x.1 x/y 000 C .x 2 3x C 3/y 00 C xy 0 y D F .x/I fx; 1=x; e x =xg
39. y .4/ 5y 00 C 4y D F .x/I fe x ; e x
; e 2x ; e 2x
g
.4/ 000 2
40. xy C 4y D F .x/I f1; x; x ; 1=xg
4 .4/ 3 000 2 00
41. x y C 6x y C 2x y 4xy 0 C 4y D F .x/; fx; x 2; 1=x; 1=x 2g
42. xy .4/ y 000 4xy 0 C 4y 0 D F .x/I f1; x 2; e 2x ; e 2x
g
CHAPTER 10
Linear Systems of Differential
Equations
IN THIS CHAPTER we consider systems of differential equations involving more than one unknown
function. Such systems arise in many physical applications.
SECTION 10.1 presents examples of physical situations that lead to systems of differential equations.
SECTION 10.2 discusses linear systems of differential equations.
SECTION 10.3 deals with the basic theory of homogeneous linear systems.
SECTIONS 10.4, 10.5, AND 10.6 present the theory of constant coefficient homogeneous systems.
SECTION 10.7 presents the method of variation of parameters for nonhomogeneous linear systems.
507
508 Chapter 10 Linear Systems of Differential Equations
10.1 INTRODUCTION TO SYSTEMS OF DIFFERENTIAL EQUATIONS
Many physical situations are modelled by systems of n differential equations in n unknown functions,
where n 2. The next three examples illustrate physical problems that lead to systems of differential
equations. In these examples and throughout this chapter we’ll denote the independent variable by t.
Example 10.1.1 Tanks T1 and T2 contain 100 gallons and 300 gallons of salt solutions, respectively. Salt
solutions are simultaneously added to both tanks from external sources, pumped from each tank to the
other, and drained from both tanks (Figure 10.1.1). A solution with 1 pound of salt per gallon is pumped
into T1 from an external source at 5 gal/min, and a solution with 2 pounds of salt per gallon is pumped
into T2 from an external source at 4 gal/min. The solution from T1 is pumped into T2 at 2 gal/min, and the
solution from T2 is pumped into T1 at 3 gal/min. T1 is drained at 6 gal/min and T2 is drained at 3 gal/min.
Let Q1 .t/ and Q2 .t/ be the number of pounds of salt in T1 and T2 , respectively, at time t > 0. Derive a
system of differential equations for Q1 and Q2 . Assume that both mixtures are well stirred.
5 gal/min; 1 lb/gal 4 gal/min; 2 lb/gal
T1 2 gal/min T
2
300 gal
3 gal/min
100 gal
6 gal/min 3 gal/min
Figure 10.1.1
Solution As in Section 4.2, let rate in and rate out denote the rates (lb/min) at which salt enters and
leaves a tank; thus,
Q10 D .rate in/1 .rate out/1 ;
Q20 D .rate in/2 .rate out/2 :
Note that the volumes of the solutions in T1 and T2 remain constant at 100 gallons and 300 gallons,
respectively.
Section 10.1 Introduction to Systems of Differential Equations 509
T1 receives salt from the external source at the rate of
(1 lb/gal) (5 gal/min) D 5 lb/min;
and from T2 at the rate of
1 1
(lb/gal in T2 / (3 gal/min) D Q2 3 D Q2 lb/min:
300 100
Therefore
1
(rate in)1 D 5 C Q2 : (10.1.1)
100
Solution leaves T1 at the rate of 8 gal/min, since 6 gal/min are drained and 2 gal/min are pumped to T2 ;
hence,
1 2
.rate out/1 D . lb/gal in T1 / (8 gal/min) D Q1 8 D Q1 : (10.1.2)
100 25
Eqns. (10.1.1) and (10.1.2) imply that
1 2
Q10 D 5 C Q2 Q1 : (10.1.3)
100 25
T2 receives salt from the external source at the rate of
(2 lb/gal) (4 gal/min) D 8 lb/min;
and from T1 at the rate of
1 1
(lb/gal in T1 / (2 gal/min) D Q1 2 D Q1 lb/min:
100 50
Therefore
1
(rate in)2 D 8 C Q1 : (10.1.4)
50
Solution leaves T2 at the rate of 6 gal/min, since 3 gal/min are drained and 3 gal/min are pumped to T1 ;
hence,
1 1
.rate out/2 D . lb/gal in T2 / (6 gal/min) D Q2 6 D Q2 : (10.1.5)
300 50
Eqns. (10.1.4) and (10.1.5) imply that
1 1
Q20 D 8 C Q1 Q2 : (10.1.6)
50 50
We say that (10.1.3) and (10.1.6) form a system of two first order equations in two unknowns, and write
them together as
2 1
Q10 D 5 Q1 C Q2
25 100
1 1
Q20 D 8 C Q1 Q2 :
50 50
Example 10.1.2 A mass m1 is suspended from a rigid support on a spring S1 and a second mass m2
is suspended from the first on a spring S2 (Figure 10.1.2). The springs obey Hooke’s law, with spring
constants k1 and k2 . Internal friction causes the springs to exert damping forces proportional to the rates
of change of their lengths, with damping constants c1 and c2 . Let y1 D y1 .t/ and y2 D y2 .t/ be the
displacements of the two masses from their equilibrium positions at time t, measured positive upward.
Derive a system of differential equations for y1 and y2 , assuming that the masses of the springs are
negligible and that vertical external forces F1 and F2 also act on the objects.
510 Chapter 10 Linear Systems of Differential Equations
Spring S
2
y
1
Mass m
1
Spring S
1
y
2
Mass m
2
Figure 10.1.2
Solution In equilibrium, S1 supports both m1 and m2 and S2 supports only m2 . Therefore, if `1 and
`2 are the elongations of the springs in equilibrium then
.m1 C m2 /g D k1 `1 and m2 g D k2 `2 : (10.1.7)
Let H1 be the Hooke’s law force acting on m1 , and let D1 be the damping force on m1 . Similarly, let
H2 and D2 be the Hooke’s law and damping forces acting on m2 . According to Newton’s second law of
motion,
m1 y100 D m1 g C H1 C D1 C F1 ;
(10.1.8)
m2 y200 D m2 g C H2 C D2 C F2 :
When the displacements are y1 and y2 , the change in length of S1 is y1 C `1 and the change in length
of S2 is y2 C y1 C `2 . Both springs exert Hooke’s law forces on m1 , while only S2 exerts a Hooke’s
law force on m2 . These forces are in directions that tend to restore the springs to their natural lengths.
Therefore
H1 D k1 . y1 C `1 / k2 . y2 C y1 C `2 / and H2 D k2 . y2 C y1 C `2 /: (10.1.9)
When the velocities are y10 and y20 , S1 and S2 are changing length at the rates y10 and y20 C y10 ,
respectively. Both springs exert damping forces on m1 , while only S2 exerts a damping force on m2 .
Since the force due to damping exerted by a spring is proportional to the rate of change of length of the
spring and in a direction that opposes the change, it follows that
D1 D c1 y10 C c2 .y20 y10 / and D2 D c2 .y20 y10 /: (10.1.10)
Section 10.1 Introduction to Systems of Differential Equations 511
From (10.1.8), (10.1.9), and (10.1.10),
m1 y100 D m1 g C k1 . y1 C `1 / k2 . y2 C y1 C `2 /
c1 y10 C c2 .y20 y10 / C F1
(10.1.11)
D .m1 g k1 `1 C k2 `2 / k1 y1 C k2 .y2 y1 /
c1 y10 C c2 .y20 y10 / C F1
and
m2 y200 D m2 g C k2 . y2 C y1 C `2 / c2 .y20 y10 / C F2
(10.1.12)
D .m2 g k2 `2 / k2 .y2 y1 / c2.y20 y10 / C F2 :
From (10.1.7),
m1 g k1 `1 C k2 `2 D m2 g C k2 `2 D 0:
Therefore we can rewrite (10.1.11) and (10.1.12) as
m1 y100 D .c1 C c2 /y10 C c2 y20 .k1 C k2 /y1 C k2 y2 C F1
m2 y200 D c2 y10 c2 y20 C k2 y1 k2 y2 C F2 :
Example 10.1.3 Let X D X.t/ D x.t/ i C y.t/ j C ´.t/ k be the position vector at time t of an object
with mass m, relative to a rectangular coordinate system with origin at Earth’s center (Figure 10.1.3).
According to Newton’s law of gravitation, Earth’s gravitational force F D F.x; y; ´/ on the object is
inversely proportional to the square of the distance of the object from Earth’s center, and directed toward
the center; thus,
K X x i C y j C ´k
FD D K ; (10.1.13)
kXk2 kXk .x 2 C y 2 C ´2 /
3=2
where K is a constant. To determine K, we observe that the magnitude of F is
kXk K K
kFk D K D D 2 :
kXk3 kXk2 .x C y 2 C ´2 /
Let R be Earth’s radius. Since kFk D mg when the object is at Earth’s surface,
K
mg D ; so K D mgR2 :
R2
Therefore we can rewrite (10.1.13) as
x iC y j C ´k
FD mgR2 :
.x 2 C y 2 C ´2 /3=2
Now suppose F is the only force acting on the object. According to Newton’s second law of motion,
F D mX00 ; that is,
xi C y j C´k
m.x 00 i C y 00 j C ´00 k/ D mgR2 3=2
:
.x 2 C y 2 C ´2 /
Cancelling the common factor m and equating components on the two sides of this equation yields the
system
gR2 x
x 00 D
.x C y 2 C ´2 /3=2
2
gR2 y
y 00 D (10.1.14)
.x 2 C y 2 C ´2 /3=2
gR2 ´
´00 D :
.x 2 C y 2 C ´2 /3=2
512 Chapter 10 Linear Systems of Differential Equations
y X(t)
Figure 10.1.3
Rewriting Higher Order Systems as First Order Systems
A system of the form
y10 D g1 .t; y1 ; y2 ; : : : ; yn /
y20 D g2 .t; y1 ; y2 ; : : : ; yn /
:: (10.1.15)
:
yn0 D gn .t; y1 ; y2 ; : : : ; yn /
is called a first order system, since the only derivatives occurring in it are first derivatives. The derivative
of each of the unknowns may depend upon the independent variable and all the unknowns, but not on
the derivatives of other unknowns. When we wish to emphasize the number of unknown functions in
(10.1.15) we will say that (10.1.15) is an n n system.
Systems involving higher order derivatives can often be reformulated as first order systems by intro-
ducing additional unknowns. The next two examples illustrate this.
Example 10.1.4 Rewrite the system
m1 y100 D .c1 C c2 /y10 C c2 y20 .k1 C k2 /y1 C k2 y2 C F1
(10.1.16)
m2 y200 D c2 y10 c2 y20 C k2 y1 k2 y2 C F2 :
derived in Example 10.1.2 as a system of first order equations.
Solution If we define v1 D y10 and v2 D y20 , then v10 D y100 and v20 D y200 , so (10.1.16) becomes
m1 v10 D .c1 C c2 /v1 C c2v2 .k1 C k2 /y1 C k2 y2 C F1
m2 v20 D c2v1 c2 v2 C k2 y1 k2 y2 C F2 :
Section 10.1 Introduction to Systems of Differential Equations 513
Therefore fy1 ; y2 ; v1 ; v2g satisfies the 4 4 first order system
y10 D v1
y20 D v2
1 (10.1.17)
v10 D Π.c1 C c2 /v1 C c2 v2 .k1 C k2 /y1 C k2 y2 C F1
m1
1
v20 D Œc2 v1 c2 v2 C k2 y1 k2 y2 C F2 :
m2
R EMARK: The difference in form between (10.1.15) and (10.1.17), due to the way in which the unknowns
are denoted in the two systems, isn’t important; (10.1.17) is a first order system, in that each equation in
(10.1.17) expresses the first derivative of one of the unknown functions in a way that does not involve
derivatives of any of the other unknowns.
Example 10.1.5 Rewrite the system
x 00 D f .t; x; x 0; y; y 0 ; y 00 /
y 000 D g.t; x; x 0 ; y; y 0 y 00 /
as a first order system.
Solution We regard x, x 0 , y, y 0 , and y 00 as unknown functions, and rename them
x D x1 ; x 0 D x2 ; y D y1 ; y 0 D y2 ; y 00 D y3 :
These unknowns satisfy the system
x10 D x2
x20 D f .t; x1 ; x2; y1 ; y2; y3 /
y10 D y2
y20 D y3
y30 D g.t; x1 ; x2 ; y1 ; y2; y3 /:
Rewriting Scalar Differential Equations as Systems
In this chapter we’ll refer to differential equations involving only one unknown function as scalar differ-
ential equations. Scalar differential equations can be rewritten as systems of first order equations by the
method illustrated in the next two examples.
Example 10.1.6 Rewrite the equation
y .4/ C 4y 000 C 6y 00 C 4y 0 C y D 0 (10.1.18)
as a 4 4 first order system.
Solution We regard y, y 0 , y 00 , and y 000 as unknowns and rename them
y D y1 ; y 0 D y2 ; y 00 D y3 ; and y 000 D y4 :
Then y .4/ D y40 , so (10.1.18) can be written as
y40 C 4y4 C 6y3 C 4y2 C y1 D 0:
514 Chapter 10 Linear Systems of Differential Equations
Therefore fy1 ; y2 ; y3 ; y4 g satisfies the system
y10 D y2
y20 D y3
y30 D y4
y40 D 4y4 6y3 4y2 y1 :
Example 10.1.7 Rewrite
x 000 D f .t; x; x 0; x 00 /
as a system of first order equations.
Solution We regard x, x 0 , and x 00 as unknowns and rename them
x D y1 ; x 0 D y2 ; and x 00 D y3 :
Then
y10 D x 0 D y2 ; y20 D x 00 D y3 ; and y30 D x 000 :
Therefore fy1 ; y2 ; y3 g satisfies the first order system
y10 D y2
y20 D y3
y30 D f .t; y1 ; y2 ; y3/:
Since systems of differential equations involving higher derivatives can be rewritten as first order sys-
tems by the method used in Examples 10.1.5 –10.1.7 , we’ll consider only first order systems.
Numerical Solution of Systems
The numerical methods that we studied in Chapter 3 can be extended to systems, and most differential
equation software packages include programs to solve systems of equations. We won’t go into detail on
numerical methods for systems; however, for illustrative purposes we’ll describe the Runge-Kutta method
for the numerical solution of the initial value problem
y10 D g1 .t; y1 ; y2 /; y1 .t0 / D y10 ;
y20 D g2 .t; y1 ; y2 /; y2 .t0 / D y20
at equally spaced points t0 , t1 , . . . , tn D b in an interval Œt0 ; b. Thus,
ti D t0 C ih; i D 0; 1; : : : ; n;
where
t0 b
:hD
n
We’ll denote the approximate values of y1 and y2 at these points by y10 ; y11 ; : : : ; y1n and y20 ; y21 ; : : : ; y2n .
Section 10.1 Introduction to Systems of Differential Equations 515
The Runge-Kutta method computes these approximate values as follows: given y1i and y2i , compute
I1i D g1 .ti ; y1i ; y2i /;
J1i D g2 .ti ; y1i ; y2i /;
h h h
I2i D g1 ti C ; y1i C I1i ; y2i C J1i ;
2 2 2
h h h
J2i D g2 ti C ; y1i C I1i ; y2i C J1i ;
2 2 2
h h h
I3i D g1 ti C ; y1i C I2i ; y2i C J2i ;
2 2 2
h h h
J3i D g2 ti C ; y1i C I2i ; y2i C J2i ;
2 2 2
I4i D g1 .ti C h; y1i C hI3i ; y2i C hJ3i /;
J4i D g2 .ti C h; y1i C hI3i ; y2i C hJ3i /;
and
h
y1;i C1 D y1i C .I1i C 2I2i C 2I3i C I4i /;
6
h
y2;i C1 D y2i C .J1i C 2J2i C 2J3i C J4i /
6
for i D 0, . . . , n 1. Under appropriate conditions on g1 and g2 , it can be shown that the global truncation
error for the Runge-Kutta method is O.h4 /, as in the scalar case considered in Section 3.3.
10.1 Exercises
1. Tanks T1 and T2 contain 50 gallons and 100 gallons of salt solutions, respectively. A solution with
2 pounds of salt per gallon is pumped into T1 from an external source at 1 gal/min, and a solution
with 3 pounds of salt per gallon is pumped into T2 from an external source at 2 gal/min. The
solution from T1 is pumped into T2 at 3 gal/min, and the solution from T2 is pumped into T1 at
4 gal/min. T1 is drained at 2 gal/min and T2 is drained at 1 gal/min. Let Q1 .t/ and Q2 .t/ be the
number of pounds of salt in T1 and T2 , respectively, at time t > 0. Derive a system of differential
equations for Q1 and Q2 . Assume that both mixtures are well stirred.
2. Two 500 gallon tanks T1 and T2 initially contain 100 gallons each of salt solution. A solution
with 2 pounds of salt per gallon is pumped into T1 from an external source at 6 gal/min, and a
solution with 1 pound of salt per gallon is pumped into T2 from an external source at 5 gal/min.
The solution from T1 is pumped into T2 at 2 gal/min, and the solution from T2 is pumped into T1
at 1 gal/min. Both tanks are drained at 3 gal/min. Let Q1 .t/ and Q2 .t/ be the number of pounds
of salt in T1 and T2 , respectively, at time t > 0. Derive a system of differential equations for Q1
and Q2 that’s valid until a tank is about to overflow. Assume that both mixtures are well stirred.
3. A mass m1 is suspended from a rigid support on a spring S1 with spring constant k1 and damping
constant c1 . A second mass m2 is suspended from the first on a spring S2 with spring constant k2
and damping constant c2, and a third mass m3 is suspended from the second on a spring S3 with
spring constant k3 and damping constant c3. Let y1 D y1 .t/, y2 D y2 .t/, and y3 D y3 .t/ be the
displacements of the three masses from their equilibrium positions at time t, measured positive
upward. Derive a system of differential equations for y1 , y2 and y3 , assuming that the masses of
the springs are negligible and that vertical external forces F1 , F2 , and F3 also act on the masses.
516 Chapter 10 Linear Systems of Differential Equations
4. Let X D x i C y j C ´ k be the position vector of an object with mass m, expressed in terms
of a rectangular coordinate system with origin at Earth’s center (Figure 10.1.3). Derive a system
of differential equations for x, y, and ´, assuming that the object moves under Earth’s gravita-
tional force (given by Newton’s law of gravitation, as in Example 10.1.3 ) and a resistive force
proportional to the speed of the object. Let ˛ be the constant of proportionality.
5. Rewrite the given system as a first order system.
u0 D f .t; u; v; v 0; w 0 /
x 000 D f .t; x; y; y 0/
.a/ 00 (b) v 00 D g.t; u; v; v 0 ; w/
y D g.t; y; y 0 /
w 00 D h.t; u; v; v 0; w; w 0/
(c) y 000 D f .t; y; y 0 ; y 00 / (d) y .4/ D f .t; y/
x 00 D f .t; x; y/
(e)
y 00 D g.t; x; y/
6. Rewrite the system (10.1.14) of differential equations derived in Example 10.1.3 as a first order
system.
7. Formulate a version of Euler’s method (Section 3.1) for the numerical solution of the initial value
problem
y10 D g1 .t; y1 ; y2/; y1 .t0 / D y10 ;
y20 D g2 .t; y1 ; y2/; y2 .t0 / D y20 ;
on an interval Œt0 ; b.
8. Formulate a version of the improved Euler method (Section 3.2) for the numerical solution of the
initial value problem
y10 D g1 .t; y1 ; y2/; y1 .t0 / D y10 ;
y20 D g2 .t; y1 ; y2/; y2 .t0 / D y20 ;
on an interval Œt0 ; b.
10.2 LINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS
A first order system of differential equations that can be written in the form
y10 D a11 .t/y1 C a12 .t/y2 C C a1n .t/yn C f1 .t/
y20 D a21 .t/y1 C a22 .t/y2 C C a2n .t/yn C f2 .t/
:: (10.2.1)
:
yn0 D an1 .t/y1 C an2 .t/y2 C C ann .t/yn C fn .t/
is called a linear system.
The linear system (10.2.1) can be written in matrix form as
2 0 3 2 32 3 2 3
y1 a11 .t/ a12 .t/ a1n .t/ y1 f1 .t/
6 y 0 7 6 a21 .t/ a22 .t/ a2n .t/ 7 6 y2 7 6 f2 .t/ 7
6 2 7 6
6 :: 7 D 6 7C6 7;
76 7 6 7
:: :: :: :: 76 :: ::
4 : 5 4 : : : : 54 : 5 4 : 5
yn0 an1 .t/ an2 .t/ ann .t/ yn fn .t/
Section 10.2 Linear Systems of Differential Equations 517
or more briefly as
y0 D A.t/y C f.t/; (10.2.2)
where
2 3 2 3 2 3
y1 a11 .t/ a12 .t/ a1n .t/ f1 .t/
6 y2 7 6 a21 .t/ a22 .t/ a2n .t/ 7 6 f2 .t/ 7
yD6 7; A.t/ D 6 7; and f.t/ D 6 7:
6 7 6 7 6 7
:: :: :: :: :: ::
4 : 5 4 : : : : 5 4 : 5
yn an1 .t/ an2 .t/ ann .t/ fn .t/
We call A the coefficient matrix of (10.2.2) and f the forcing function. We’ll say that A and f are con-
tinuous if their entries are continuous. If f D 0, then (10.2.2) is homogeneous; otherwise, (10.2.2) is
nonhomogeneous.
An initial value problem for (10.2.2) consists of finding a solution of (10.2.2) that equals a given
constant vector 2 3
k1
6 k2 7
k D 6 : 7:
6 7
4 :: 5
kn
at some initial point t0 . We write this initial value problem as
y0 D A.t/y C f.t/; y.t0 / D k:
The next theorem gives sufficient conditions for the existence of solutions of initial value problems for
(10.2.2). We omit the proof.
Theorem 10.2.1 Suppose the coefficient matrix A and the forcing function f are continuous on .a; b/, let
t0 be in .a; b/, and let k be an arbitrary constant n-vector. Then the initial value problem
y0 D A.t/y C f.t/; y.t0 / D k
has a unique solution on .a; b/.
Example 10.2.1
(a) Write the system
y10 D y1 C 2y2 C 2e 4t
(10.2.3)
y20 D 2y1 C y2 C e 4t
in matrix form and conclude from Theorem 10.2.1 that every initial value problem for (10.2.3) has
a unique solution on . 1; 1/.
(b) Verify that
1 8 1 1
yD e 4t C c1 e 3t C c2 e t
(10.2.4)
5 7 1 1
is a solution of (10.2.3) for all values of the constants c1 and c2 .
(c) Find the solution of the initial value problem
1 2 2 1 3
0
y D yC e 4t ; y.0/ D : (10.2.5)
2 1 1 5 22
518 Chapter 10 Linear Systems of Differential Equations
S OLUTION (a) The system (10.2.3) can be written in matrix form as
1 2 2
y0 D yC e 4t :
2 1 1
An initial value problem for (10.2.3) can be written as
1 2 2 k1
0
y D yC e 4t ; y.t0 / D :
2 1 1 k2
Since the coefficient matrix and the forcing function are both continuous on . 1; 1/, Theorem 10.2.1
implies that this problem has a unique solution on . 1; 1/.
S OLUTION (b) If y is given by (10.2.4), then
1 1 2 8 1 2 1
Ay C f D e 4t C c1 e 3t
5 2 1 7 2 1 1
1 2 1 t 2
Cc2 e C e 4t
2 1 1 1
1 22 3 1 2
D e 4t C c1 e 3t C c2 e tC e 4t
5 23 3 1 1
1 32 4t 1 3t 1
D e C 3c1 e c2 e t D y0 :
5 28 1 1
S OLUTION (c) We must choose c1 and c2 in (10.2.4) so that
1 8 1 1 1 3
C c1 C c2 D ;
5 7 1 1 5 22
which is equivalent to
1 1 c1 1
D :
1 1 c2 3
Solving this system yields c1 D 1, c2 D 2, so
1 8 4t 1 1
yD e C e 3t 2 e t
5 7 1 1
is the solution of (10.2.5).
R EMARK: The theory of n n linear systems of differential equations is analogous to the theory of the
scalar n-th order equation
P0 .t/y .n/ C P1 .t/y .n 1/
C C Pn .t/y D F .t/; (10.2.6)
as developed in Sections 9.1. For example, by rewriting (10.2.6) as an equivalent linear system it can be
shown that Theorem 10.2.1 implies Theorem 9.1.1 (Exercise 12).
Section 10.2 Linear Systems of Differential Equations 519
10.2 Exercises
1. Rewrite the system in matrix form and verify that the given vector function satisfies the system for
any choice of the constants c1 and c2 .
y10 D 2y1 C 4y2
1 6t 1
(a) y D c1 e C c2 e 2t
y20 D 4y1 C 2y2 I 1 1
y10 D
2y1 2y2 1 4t 2
(b) y D c 1 e C c 2 e 3t
y20 D 5y1 C y2 I 1 5
y10 D 4y1 10y2 5 2t 2
(c) y D c1 e C c2 et
y20 D 3y1 C 7y2 I 3 1
y10 D 2y1 C y2
1 3t 1
(d) y D c1 e C c2 et
y20 D y1 C 2y2 I 1 1
2. Rewrite the system in matrix form and verify that the given vector function satisfies the system for
any choice of the constants c1 , c2 , and c3 .
y10 D y1 C 2y2 C 3y3
(a) y20 D y2 C 6y3
y30 D 2y3 I
2 3 2 3 2 3
1 1 1
y D c1 4 1 5 e t C c2 4 0 5 e t C c3 4 2 5 e 2t
0 0 1
y10 D 2y2 C 2y3
(b) y20 D 2y1 C 2y3
y30 D 2y1 C 2y2 I
2 3 2 3 2 3
1 0 1
y D c1 4 0 5 e 2t C c2 4 1 5 e 2t C c3 4 1 5 e 4t
1 1 1
y10 D y1 C 2y2 C 2y3
(c) y20 D 2y1 y2 C 2y3
y30 D 2y1 C 2y2 y3 I
2 3 2 3 2 3
1 0 1
y D c1 4 0 5 e 3t C c2 4 1 5 e 3t C c3 4 1 5 e 3t
1 1 1
y10 D 3y1 y2 y3
(d) y20 D 2y1 C 3y2 C 2y3
y30 D 4y1 y2 2y3 I
2 3 2 3 2 3
1 1 1
y D c1 4 0 5 e 2t C c2 4 1 5 e 3t C c3 4 3 5 e t
1 1 7
3. Rewrite the initial value problem in matrix form and verify that the given vector function is a
solution.
y10 D
y1 C y2 y1 .0/ D 1 1 2t 1
(a) y D 2 e e 3t
y20 D 2y1 C 4y2 ; y2 .0/ D 0I 1 2
y10 D 5y1 C 3y2 y1 .0/ D 12 1 2t 3
(b) yD3 e C3 e 4t
y20 D y1 C y2 ; y2 .0/ D 6I 1 1
520 Chapter 10 Linear Systems of Differential Equations
4. Rewrite the initial value problem in matrix form and verify that the given vector function is a
solution.
y10 D 6y1 C 4y2 C 4y3 y1 .0/ D 3
(a) y20 D 7y1 2y2 y3 ; ; y2 .0/ D 6
y30 D 7y1 C 4y2 C 3y3 y3 .0/ D 4
2 3 2 3 2 3
1 1 0
y D 4 1 5 e 6t C 2 4 2 5 e 2t C 4 1 5 e t
1 1 1
0
y1 D 8y1 C 7y2 C 7y3 y1 .0/ D 2
(b) y20 D 5y1 6y2 9y3 ; y2 .0/ D 4
y30 D 5y1 C 7y2 C 10y3 ; y3 .0/ D 3
2 3 2 3 2 3
1 0 1
y D 4 1 5 e 8t C 4 1 5 e 3t C 4 2 5 e t
1 1 1
5. Rewrite the system in matrix form and verify that the given vector function satisfies the system for
any choice of the constants c1 and c2 .
y10 D 3y1 C 2y2 C 3 2t
(a)
y20 D 5y1 C 3y2 C 6 3t
2 cos t 2 sin t 1
y D c1 C c2 C
3 cos t sin t 3 sin t C cos t t
y10 D 3y1 C y2 5e t
(b)
y20 D y1 C y2 C e t
1 1Ct 1
y D c1 e 2t C c2 e 2t C et
1 t 3
y10 D y1 4y2 C 4e t C 8te t
(c)
y20 D y1 y2 C e 3t C .4t C 2/e t
3t
2 3t 2 t e
y D c1 e C c2 e C
1 1 2te t
y10 D 6y1 3y2 C 14e 2t C 12e t
(d) 0
y2 D y1 2y2 C 7e 2t 12e t
2t
e C 3e t
3 1
y D c1 e 5t C c2 e 3t C
1 1 2e 2t 3e t
6. Convert the linear scalar equation
P0 .t/y .n/ C P1 .t/y .n 1/
C C Pn .t/y.t/ D F .t/ .A/
into an equivalent n n system
y0 D A.t/y C f.t/;
and show that A and f are continuous on an interval .a; b/ if and only if (A) is normal on .a; b/.
7. A matrix function 2 3
q11 .t/ q12 .t/ q1s .t/
6 q21 .t/ q22 .t/ q2s .t/ 7
Q.t/ D 6
6 7
:: :: :: :: 7
4 : : : : 5
qr1.t/ qr 2 .t/ qr s .t/
Section 10.2 Linear Systems of Differential Equations 521
is said to be differentiable if its entries fqij g are differentiable. Then the derivative Q0 is defined
by 2 0 0 0
3
q11 .t/ q12 .t/ q1s .t/
6 q 0 .t/ q 0 .t/ q 0 .t/ 7
6 21 22 2s
Q0 .t/ D 6 7:
7
:: :: :: ::
4 : : : : 5
0 0 0
qr1 .t/ qr 2.t/ qr s .t/
(a) Prove: If P and Q are differentiable matrices such that P C Q is defined and if c1 and c2
are constants, then
.c1 P C c2 Q/0 D c1P 0 C c2 Q0 :
(b) Prove: If P and Q are differentiable matrices such that PQ is defined, then
.PQ/0 D P 0 Q C PQ0 :
8. Verify that Y 0 D AY .
6t
e 2t
e 2 4
(a) Y D ; AD
e 6t e 2t 4 2
4t 3t
e 2e 2 2
(b) Y D ; AD
e 4t 5e 3t 5 1
2t t
5e 2e 4 10
(c) Y D ; A D
3e 2t et 3 7
3t t
e e 2 1
(d) Y D ; AD
e 3t et 1 2
2 t
e e t e 2t
3 2 3
1 2 3
(e) Y D 4 e t 0 2e 2t 5 ; A D 4 0 1 6 5
0 0 e 2t 0 0 2
2t 2t 4t
2 3 2 3
e e e 0 2 2
(f) Y D 4 0 e 2t e 4t 5 ; A D 4 2 0 2 5
e 2t 0 e 4t 2 2 0
2 3t 3t
3 2 3
e e 0 9 6 6
(g) Y D 4 e 3t 0 e 3t 5 ; A D 4 6 3 6 5
e 3t e 3t e 3t 6 6 3
2 2t
e 3t e t
3 2 3
e 3 1 1
(h) Y D 4 0 e 3t 3e t 5 ; A D 4 2 3 2 5
e 2t e 3t 7e t 4 1 2
9. Suppose
y11 y12
y1 D and y2 D
y21 y22
are solutions of the homogeneous system
y0 D A.t/y; .A/
and define
y11 y12
Y D :
y21 y22
(a) Show that Y 0 D AY .
(b) Show that if c is a constant vector then y D Y c is a solution of (A).
(c) State generalizations of (a) and (b) for n n systems.
522 Chapter 10 Linear Systems of Differential Equations
10. Suppose Y is a differentiable square matrix.
(a) Find a formula for the derivative of Y 2 .
(b) Find a formula for the derivative of Y n , where n is any positive integer.
(c) State how the results obtained in (a) and (b) are analogous to results from calculus concerning
scalar functions.
1
11. It can be shown that if Y is a differentiable and invertible square matrix function, then Y is
differentiable.
(a) Show that (Y 1 /0 D Y 1 Y 0 Y 1 . (Hint: Differentiate the identity Y 1 Y D I .)
n
(b) Find the derivative of Y n D Y 1 , where n is a positive integer.
(c) State how the results obtained in (a) and (b) are analogous to results from calculus concerning
scalar functions.
12. Show that Theorem 10.2.1 implies Theorem 9.1.1. H INT: Write the scalar equation
P0 .x/y .n/ C P1 .x/y .n 1/
C C Pn .x/y D F .x/
as an n n system of linear equations.
13. Suppose y is a solution of the n n system y0 D A.t/y on .a; b/, and that the n n matrix P is
invertible and differentiable on .a; b/. Find a matrix B such that the function x D P y is a solution
of x0 D Bx on .a; b/.
10.3 BASIC THEORY OF HOMOGENEOUS LINEAR SYSTEMS
In this section we consider homogeneous linear systems y0 D A.t/y, where A D A.t/ is a continuous
n n matrix function on an interval .a; b/. The theory of linear homogeneous systems has much in
common with the theory of linear homogeneous scalar equations, which we considered in Sections 2.1,
5.1, and 9.1.
Whenever we refer to solutions of y0 D A.t/y we’ll mean solutions on .a; b/. Since y 0 is obviously
a solution of y0 D A.t/y, we call it the trivial solution. Any other solution is nontrivial.
If y1 , y2 , . . . , yn are vector functions defined on an interval .a; b/ and c1, c2 , . . . , cn are constants, then
y D c 1 y1 C c 2 y2 C C c n yn (10.3.1)
is a linear combination of y1 , y2 , . . . ,yn . It’s easy show that if y1 , y2 , . . . ,yn are solutions of y0 D A.t/y
on .a; b/, then so is any linear combination of y1 , y2 , . . . , yn (Exercise 1). We say that fy1 ; y2; : : : ; yn g
is a fundamental set of solutions of y0 D A.t/y on .a; b/ on if every solution of y0 D A.t/y on .a; b/ can
be written as a linear combination of y1 , y2, . . . , yn , as in (10.3.1). In this case we say that (10.3.1) is the
general solution of y0 D A.t/y on .a; b/.
It can be shown that if A is continuous on .a; b/ then y0 D A.t/y has infinitely many fundamental sets
of solutions on .a; b/ (Exercises 15 and 16). The next definition will help to characterize fundamental
sets of solutions of y0 D A.t/y.
We say that a set fy1 ; y2; : : : ; yn g of n-vector functions is linearly independent on .a; b/ if the only
constants c1 , c2, . . . , cn such that
c1y1 .t/ C c2 y2 .t/ C C cn yn .t/ D 0; a < t < b; (10.3.2)
are c1 D c2 D D cn D 0. If (10.3.2) holds for some set of constants c1, c2 , . . . , cn that are not all
zero, then fy1 ; y2; : : : ; yn g is linearly dependent on .a; b/
The next theorem is analogous to Theorems 5.1.3 and 9.1.2.
Section 10.3 Basic Theory of Homogeneous Linear System 523
Theorem 10.3.1 Suppose the n n matrix A D A.t/ is continuous on .a; b/. Then a set fy1 ; y2; : : : ; yn g
of n solutions of y0 D A.t/y on .a; b/ is a fundamental set if and only if it’s linearly independent on
.a; b/.
Example 10.3.1 Show that the vector functions
2 t 3
e 2t
2 3 2 3
e 0
y1 D 4 0 5 ; y2 D 4 e 3t 5 ; and y3 D 4 e 3t 5
e t 1 0
are linearly independent on every interval .a; b/.
Solution Suppose
et
2 3 2 3 2 2t 3 2 3
0 e 0
c1 4 0 5 C c2 4 e 3t 5 C c3 4 e 3t 5 D 4 0 5 ; a < t < b:
e t 1 0 0
We must show that c1 D c2 D c3 D 0. Rewriting this equation in matrix form yields
2 t
0 e 2t
32 3 2 3
e c1 0
4 0 e 3t e 3t 5 4 c2 5 D 4 0 5 ; a < t < b:
e t 1 0 c3 0
Expanding the determinant of this system in cofactors of the entries of the first row yields
ˇ t
0 e 2t ˇˇ
ˇ
ˇ e ˇ 3t
e 3t ˇˇ ˇ 0 e 3t ˇ e 3t
ˇ ˇ ˇ ˇ ˇ
ˇ 0 e 3t e 3t ˇ D e t ˇ e 2t ˇ 0
ˇ ˇ ˇ ˇ
0ˇˇ t
ˇ Ce ˇ t
ˇ
ˇ e t 1
ˇ ˇ ˇ 1 0 ˇ e 0 ˇ e 1 ˇ
0 ˇ
D e t . e 3t / C e 2t . e 2t / D 2e 4t :
Since this determinant is never zero, c1 D c2 D c3 D 0.
We can use the method in Example 10.3.1 to test n solutions fy1 ; y2; : : : ; yn g of any n n system
y0 D A.t/y for linear independence on an interval .a; b/ on which A is continuous. To explain this (and
for other purposes later), it’s useful to write a linear combination of y1 , y2 , . . . , yn in a different way. We
first write the vector functions in terms of their components as
2 3 2 3 2 3
y11 y12 y1n
6 y21 7 6 y22 7 6 y2n 7
y1 D 6 : 7 ; y2 D 6 : 7 ; : : : ; yn D 6 : 7 :
6 7 6 7 6 7
4 : 5: 4 : 5: 4 : 5 :
yn1 yn2 ynn
If
y D c 1 y1 C c 2 y2 C C c n yn
then
2 3 2 3 2 3
y11 y12 y1n
6 y21 7 6 y22 7 6 y2n 7
y D c1 6 7 C c2 6 7 C C cn 6
6 7 6 7 6 7
:: :: :: 7
4 : 5 4 : 5 4 : 5
yn1 yn2 ynn
2 32 3
y11 y12 y1n c1
6 y21 y22 y2n 76 c2 7
D 6 : 7:
6 76 7
:: :: :: ::
4 ::
76
: : : 54 : 5
yn1 yn2 ynn cn
524 Chapter 10 Linear Systems of Differential Equations
This shows that
c1 y1 C c2 y2 C C cn yn D Y c; (10.3.3)
where 2 3
c1
6 c2 7
cD6
6 7
:: 7
4 : 5
cn
and 2 3
y11 y12 y1n
6 y21 y22 y2n 7
Y D Œy1 y2 yn D 6 :: :: :: 7I (10.3.4)
6 7
::
4 : : : : 5
yn1 yn2 ynn
that is, the columns of Y are the vector functions y1; y2 ; : : : ; yn .
For reference below, note that
Y0 D Œy01 y02 y0n
D ŒAy1 Ay2 Ayn
D AŒy1 y2 yn D AY I
that is, Y satisfies the matrix differential equation
Y 0 D AY:
The determinant of Y , ˇ ˇ
ˇ y11
ˇ y12 y1n ˇ
ˇ
ˇ y21 y22 y2n ˇ
W Dˇ : (10.3.5)
ˇ ˇ
:: :: ::
ˇ ::
ˇ
ˇ : : : ˇ
ˇ
ˇ yn1 yn2 ynn ˇ
is called the Wronskian of fy1; y2 ; : : : ; yn g. It can be shown (Exercises 2 and 3) that this definition is
analogous to definitions of the Wronskian of scalar functions given in Sections 5.1 and 9.1. The next
theorem is analogous to Theorems 5.1.4 and 9.1.3. The proof is sketched in Exercise 4 for n D 2 and in
Exercise 5 for general n.
Theorem 10.3.2 ŒAbel’s Formula Suppose the n n matrix A D A.t/ is continuous on .a; b/; let y1 , y2 ,
. . . , yn be solutions of y0 D A.t/y on .a; b/; and let t0 be in .a; b/. Then the Wronskian of fy1 ; y2; : : : ; yn g
is given by
Z t
W .t/ D W .t0 / exp a11 .s/ C a22 .s/ C C ann .s/ ds ; a < t < b: (10.3.6)
t0
Therefore; either W has no zeros in .a; b/ or W 0 on .a; b/:
R EMARK: The sum of the diagonal entries of a square matrix A is called the trace of A, denoted by
tr.A/. Thus, for an n n matrix A,
tr.A/ D a11 C a22 C C ann ;
Section 10.3 Basic Theory of Homogeneous Linear System 525
and (10.3.6) can be written as
Z t
W .t/ D W .t0 / exp tr.A.s// ds ; a < t < b:
t0
The next theorem is analogous to Theorems 5.1.6 and 9.1.4.
Theorem 10.3.3 Suppose the n n matrix A D A.t/ is continuous on .a; b/ and let y1 , y2 , . . . ;yn be
solutions of y0 D A.t/y on .a; b/. Then the following statements are equivalent; that is, they are either
all true or all false:
(a) The general solution of y0 D A.t/y on .a; b/ is y D c1 y1 C c2y2 C C cn yn , where c1 , c2 , . . . , cn
are arbitrary constants.
(b) fy1; y2 ; : : : ; yn g is a fundamental set of solutions of y0 D A.t/y on .a; b/.
(c) fy1; y2 ; : : : ; yn g is linearly independent on .a; b/.
(d) The Wronskian of fy1 ; y2; : : : ; yn g is nonzero at some point in .a; b/.
(e) The Wronskian of fy1 ; y2; : : : ; yn g is nonzero at all points in .a; b/.
We say that Y in (10.3.4) is a fundamental matrix for y0 D A.t/y if any (and therefore all) of the
statements (a)-(e) of Theorem 10.3.2 are true for the columns of Y . In this case, (10.3.3) implies that the
general solution of y0 D A.t/y can be written as y D Y c, where c is an arbitrary constant n-vector.
Example 10.3.2 The vector functions
e 2t t
e
y1 D and y2 D
2e 2t e t
are solutions of the constant coefficient system
4 3
y0 D y (10.3.7)
6 5
on . 1; 1/. (Verify.)
(a) Compute the Wronskian of fy1; y2 g directly from the definition (10.3.5)
(b) Verify Abel’s formula (10.3.6) for the Wronskian of fy1; y2 g.
(c) Find the general solution of (10.3.7).
(d) Solve the initial value problem
4 3 4
y0 D y; y.0/ D : (10.3.8)
6 5 5
S OLUTION (a) From (10.3.5)
ˇ e 2t t
ˇ ˇ
e ˇ D e 2t e t 1 1
D et :
ˇ
W .t/ D ˇˇ (10.3.9)
2e 2t e t ˇ 2 1
S OLUTION (b) Here
4 3
AD ;
6 5
526 Chapter 10 Linear Systems of Differential Equations
so tr.A/ D 4 C 5 D 1. If t0 is an arbitrary real number then (10.3.6) implies that
Z t
ˇ e 2t0 e t0 ˇˇ .t t0 /
ˇ ˇ
W .t/ D W .t0 / exp 1 ds D ˇˇ 2t0 t0 ˇ e D e t0 e t t0
D et ;
t0 2e e
which is consistent with (10.3.9).
S OLUTION (c) Since W .t/ ¤ 0, Theorem 10.3.3 implies that fy1 ; y2g is a fundamental set of solutions
of (10.3.7) and
e 2t e t
Y D
2e 2t e t
is a fundamental matrix for (10.3.7). Therefore the general solution of (10.3.7) is
e 2t e t e 2t e t
c1
y D c 1 y1 C c 2 y2 D c 1 C c2 D : (10.3.10)
2e 2t e t 2e 2t e t c2
S OLUTION (d) Setting t D 0 in (10.3.10) and imposing the initial condition in (10.3.8) yields
1 1 4
c1 C c2 D :
2 1 5
Thus,
c1 c2 D 4
2c1 C c2 D 5:
The solution of this system is c1 D 1, c2 D 3. Substituting these values into (10.3.10) yields
e 2t e t e 2t C 3e t
yD 3 D
2e 2t e t 2e 2t 3e t
as the solution of (10.3.8).
10.3 Exercises
1. Prove: If y1 , y2 , . . . , yn are solutions of y0 D A.t/y on .a; b/, then any linear combination of y1 ,
y2, . . . , yn is also a solution of y0 D A.t/y on .a; b/.
2. In Section 5.1 the Wronskian of two solutions y1 and y2 of the scalar second order equation
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D 0 .A/
was defined to be ˇ ˇ
ˇ y y2 ˇˇ
W D ˇˇ 10 :
y1 y20 ˇ
(a) Rewrite (A) as a system of first order equations and show that W is the Wronskian (as defined
in this section) of two solutions of this system.
(b) Apply Eqn. (10.3.6) to the system derived in (a), and show that
Z x
P1 .s/
W .x/ D W .x0 / exp ds ;
x0 P0 .s/
which is the form of Abel’s formula given in Theorem 9.1.3.
Section 10.3 Basic Theory of Homogeneous Linear System 527
3. In Section 9.1 the Wronskian of n solutions y1 , y2 , . . . , yn of the n th order equation
P0 .x/y .n/ C P1 .x/y .n 1/
C C Pn .x/y D 0 .A/
was defined to be ˇ ˇ
ˇ y1
ˇ y2 yn ˇ
ˇ
ˇ y10 y20 yn0
ˇ ˇ
ˇ ˇ
ˇ
W D ˇˇ :: :: :: ::
ˇ:
ˇ
ˇ : : : : ˇ
ˇ ˇ
ˇ .n 1/ .n 1/ .n 1/
ˇ
ˇ y
1 y2 yn ˇ
(a) Rewrite (A) as a system of first order equations and show that W is the Wronskian (as defined
in this section) of n solutions of this system.
(b) Apply Eqn. (10.3.6) to the system derived in (a), and show that
Z x
P1 .s/
W .x/ D W .x0 / exp ds ;
x0 P0 .s/
which is the form of Abel’s formula given in Theorem 9.1.3.
4. Suppose
y11 y12
y1 D and y2 D
y21 y22
are solutions of the 2 2 system y0 D Ay on .a; b/, and let
ˇ ˇ
y11 y12 ˇ y y12 ˇˇ
Y D and W D ˇˇ 11 I
y21 y22 y21 y22 ˇ
thus, W is the Wronskian of fy1 ; y2g.
(a) Deduce from the definition of determinant that
ˇ 0 0
ˇ ˇ ˇ
ˇ y y12 ˇ ˇ y11 y12 ˇˇ
0
W Dˇ 11 ˇCˇ 0
ˇ:
ˇ 0
y21 y22 ˇ ˇ y21 y22
(b) Use the equation Y 0 D A.t/Y and the definition of matrix multiplication to show that
0 0
Œy11 y12 D a11 Œy11 y12 C a12 Œy21 y22
and
0 0
Œy21 y22 D a21 Œy11 y12 C a22 Œy21 y22 :
(c) Use properties of determinants to deduce from (a) and (a) that
ˇ 0 0
ˇ ˇ ˇ
ˇ y
ˇ 11 y12 ˇ D a11 W and ˇ y11 y12
ˇ ˇ ˇ
ˇ D a22 W:
ˇ y21 y22 ˇ ˇ y0 0
y22 ˇ
21
(d) Conclude from (c) that
W 0 D .a11 C a22 /W;
and use this to show that if a < t0 < b then
Z t
W .t/ D W .t0 / exp Œa11 .s/ C a22 .s/ ds a < t < b:
t0
528 Chapter 10 Linear Systems of Differential Equations
5. Suppose the n n matrix A D A.t/ is continuous on .a; b/. Let
2 3
y11 y12 y1n
6 y21 y22 y2n 7
Y D6 : :: 7 ;
6 7
: :: : :
4 : : : : 5
yn1 yn2 ynn
where the columns of Y are solutions of y0 D A.t/y. Let
ri D Œyi1 yi 2 : : : yi n
be the i th row of Y , and let W be the determinant of Y .
(a) Deduce from the definition of determinant that
W 0 D W1 C W2 C C Wn ;
0
where, for 1 m n, the i th row of Wm is ri if i ¤ m, and rm if i D m.
0
(b) Use the equation Y D AY and the definition of matrix multiplication to show that
0
rm D am1 r1 C am2 r2 C C amn rn :
(c) Use properties of determinants to deduce from (b) that
det.Wm / D amm W:
(d) Conclude from (a) and (c) that
W 0 D .a11 C a22 C C ann /W;
and use this to show that if a < t0 < b then
Z t
W .t/ D W .t0 / exp a11 .s/ C a22 .s/ C C ann .s/ ds ; a < t < b:
t0
6. Suppose the n n matrix A is continuous on .a; b/ and t0 is a point in .a; b/. Let Y be a funda-
mental matrix for y0 D A.t/y on .a; b/.
(a) Show that Y .t0 / is invertible.
(b) Show that if k is an arbitrary n-vector then the solution of the initial value problem
y0 D A.t/y; y.t0 / D k
is
1
y D Y .t/Y .t0 /k:
7. Let
e 6t 2t
2 4 e 3
AD ; y1 D ; y2 D ; kD :
4 2 e 6t e 2t
9
(a) Verify that fy1; y2 g is a fundamental set of solutions for y0 D Ay.
(b) Solve the initial value problem
y0 D Ay; y.0/ D k: .A/
Section 10.3 Basic Theory of Homogeneous Linear System 529
(c) Use the result of Exercise 6(b) to find a formula for the solution of (A) for an arbitrary initial
vector k.
8. Repeat Exercise 7 with
4t
2e 3t
2 2 e 10
AD ; y1 D 4t ; y2 D ; kD :
5 1 e 5e 3t 4
9. Repeat Exercise 7 with
5e 2t 2e t
4 10 19
AD ; y1 D ; y2 D ; kD :
3 7 3e 2t et 11
10. Repeat Exercise 7 with
e 3t et
2 1 2
AD ; y1 D ; y2 D ; kD :
1 2 e 3t et 8
11. Let
2 3
3 1 1
A D 4 2 3 2 5;
4 1 2
e 2t e 3t e t
2 3 2 3 2 3 23
2
y1 D 4 0 5; y2 D 4 e 3t 5 ; y3 D 4 3e t 5 ; k D 4 7 5:
e 2t e 3t 7e t 20
(a) Verify that fy1; y2 ; y3g is a fundamental set of solutions for y0 D Ay.
(b) Solve the initial value problem
y0 D Ay; y.0/ D k: .A/
(c) Use the result of Exercise 6(b) to find a formula for the solution of (A) for an arbitrary initial
vector k.
12. Repeat Exercise 11 with
2 3
0 2 2
A D 4 2 0 2 5;
2 2 0
e 2t e 2t e 4t
2 3 2 3 2
3 3 2
0
y1 D 4 0 5; y2 D 4 e 2t 5 ; y3 D 4 e 4t 5 ; k D 4 9 5:
e 2t 0 e 4t 12
13. Repeat Exercise 11 with
2 3
1 2 3
A D 4 0 1 6 5;
0 0 2
2 t 3
e t e 2t
2 3 2 3 2 3
e 5
y1 D 4 e t 5 ; y2 D 4 0 5 ; y3 D 4 2e 2t 5 ; kD4 5 5:
0 0 e 2t 1
530 Chapter 10 Linear Systems of Differential Equations
14. Suppose Y and Z are fundamental matrices for the n n system y0 D A.t/y. Then some of the
four matrices Y Z 1 , Y 1 Z, Z 1 Y , Z Y 1 are necessarily constant. Identify them and prove that
they are constant.
15. Suppose the columns of an n n matrix Y are solutions of the n n system y0 D Ay and C is an
n n constant matrix.
(a) Show that the matrix Z D Y C satisfies the differential equation Z 0 D AZ.
(b) Show that Z is a fundamental matrix for y0 D A.t/y if and only if C is invertible and Y is a
fundamental matrix for y0 D A.t/y.
16. Suppose the n n matrix A D A.t/ is continuous on .a; b/ and t0 is in .a; b/. For i D 1, 2, . . . ,
n, let yi be the solution of the initial value problem y0i D A.t/yi ; yi .t0 / D ei , where
2 3 2 3 2 3
1 0 0
6 0 7 6 1 7 6 0 7
e1 D 6 : 7 ; e2 D 6 : 7 ; en D 6 : 7 I
6 7 6 7 6 7
4 :: 5 4 :: 5 4 :: 5
0 0 1
that is, the j th component of ei is 1 if j D i , or 0 if j ¤ i .
(a) Show thatfy1; y2; : : : ; yn g is a fundamental set of solutions of y0 D A.t/y on .a; b/.
(b) Conclude from (a) and Exercise 15 that y0 D A.t/y has infinitely many fundamental sets of
solutions on .a; b/.
17. Show that Y is a fundamental matrix for the system y0 D A.t/y if and only if Y 1 is a fundamental
matrix for y0 D AT .t/y, where AT denotes the transpose of A. H INT: See Exercise 11.
18. Let Z be the fundamental matrix for the constant coefficient system y0 D Ay such that Z.0/ D I .
(a) Show that Z.t/Z.s/ D Z.t C s/ for all s and t. H INT: For fixed s let 1 .t/ D Z.t/Z.s/
and 2 .t/ D Z.t C s/. Show that 1 and 2 are both solutions of the matrix initial value
problem 0 D A; .0/ D Z.s/. Then conclude from Theorem 10.2.1 that 1 D 2 .
(b) Show that .Z.t// 1 D Z. t/.
(c) The matrix Z defined above is sometimes denoted by e tA . Discuss the motivation for this
notation.
10.4 CONSTANT COEFFICIENT HOMOGENEOUS SYSTEMS I
We’ll now begin our study of the homogeneous system
y0 D Ay; (10.4.1)
where A is an n n constant matrix. Since A is continuous on . 1; 1/, Theorem 10.2.1 implies that all
solutions of (10.4.1) are defined on . 1; 1/. Therefore, when we speak of solutions of y0 D Ay, we’ll
mean solutions on . 1; 1/.
In this section we assume that all the eigenvalues of A are real and that A has a set of n linearly
independent eigenvectors. In the next two sections we consider the cases where some of the eigenvalues
of A are complex, or where A does not have n linearly independent eigenvectors.
In Example 10.3.2 we showed that the vector functions
e 2t e t
y1 D and y2 D
2e 2t e t
form a fundamental set of solutions of the system
0 4 3
y D y; (10.4.2)
6 5
Section 10.4 Constant Coefficient Homogeneous Systems I 531
but we did not show how we obtained y1 and y2 in the first place. To see how these solutions can be
obtained we write (10.4.2) as
y10 D 4y1 3y2
(10.4.3)
y20 D 6y1 C 5y2
and look for solutions of the form
y1 D x1 e t and y2 D x2 e t ; (10.4.4)
where x1 , x2 , and are constants to be determined. Differentiating (10.4.4) yields
y10 D x1 e t and y20 D x2 e t :
Substituting this and (10.4.4) into (10.4.3) and canceling the common factor e t yields
4x1 3x2 D x1
6x1 C 5x2 D x2 :
For a given , this is a homogeneous algebraic system, since it can be rewritten as
. 4 /x1 3x2 D 0
(10.4.5)
6x1 C .5 /x2 D 0:
The trivial solution x1 D x2 D 0 of this system isn’t useful, since it corresponds to the trivial solution
y1 y2 0 of (10.4.3), which can’t be part of a fundamental set of solutions of (10.4.2). Therefore we
consider only those values of for which (10.4.5) has nontrivial solutions. These are the values of for
which the determinant of (10.4.5) is zero; that is,
ˇ ˇ
ˇ 4 3 ˇˇ
ˇ D . 4 /.5 / C 18
ˇ 6 5 ˇ
D 2 2
D . 2/. C 1/ D 0;
which has the solutions 1 D 2 and 2 D 1.
Taking D 2 in (10.4.5) yields
6x1 3x2 D 0
6x1 C 3x2 D 0;
which implies that x1 D x2 =2, where x2 can be chosen arbitrarily. Choosing x2 D 2 yields the solution
y1 D e 2t , y2 D 2e 2t of (10.4.3). We can write this solution in vector form as
1
y1 D e 2t : (10.4.6)
2
Taking D 1 in (10.4.5) yields the system
3x1 3x2 D 0
6x1 C 6x2 D 0;
so x1 D x2 . Taking x2 D 1 here yields the solution y1 D e t , y2 D e t
of (10.4.3). We can write
this solution in vector form as
1
y2 D e t: (10.4.7)
1
In (10.4.6) and (10.4.7) the constant coefficients in the arguments of the exponential functions are the
eigenvalues of the coefficient matrix in (10.4.2), and the vector coefficients of the exponential functions
are associated eigenvectors. This illustrates the next theorem.
532 Chapter 10 Linear Systems of Differential Equations
Theorem 10.4.1 Suppose the n n constant matrix A has n real eigenvalues 1 ; 2 ; : : : ; n (which need
not be distinct) with associated linearly independent eigenvectors x1 ; x2; : : : ; xn . Then the functions
y1 D x1 e 1 t ; y2 D x2 e 2 t ; : : : ; yn D xn e nt
form a fundamental set of solutions of y0 D AyI that is; the general solution of this system is
y D c1 x1 e 1 t C c2 x2 e 2 t C C cn xn e n t :
Proof Differentiating yi D xi e i t and recalling that Axi D i xi yields
y0i D i xi e i t D Axi e i t D Ayi :
This shows that yi is a solution of y0 D Ay.
The Wronskian of fy1 ; y2; : : : ; yn g is
ˇ ˇ
ˇ x11 x12 x1n ˇ
ˇ x11 e 1 t 2 t n t
ˇ ˇ
x12 e x1n e ˇ ˇ
ˇ x21 x22 x2n
ˇ
ˇ
ˇ x21 e 1 t x22 e 2 t x2n e nt
ˇ ˇ
ˇ ˇ ˇ
1 t 2 t n t ˇ : :: ::
ˇ ˇ
ˇ
:: :: :: ::
ˇ
D e e e ˇ :: :: ˇ:
ˇ
ˇ : : : :
ˇ
ˇ ˇ : : : ˇ
ˇ
ˇ ˇ
ˇ x e 1 t xn2 e 2 t xnn e xnt
ˇ ˇ
ˇ xn1 xn2 xnn
ˇ
n1 ˇ
ˇ ˇ
Since the columns of the determinant on the right are x1 , x2 , . . . , xn , which are assumed to be linearly
independent, the determinant is nonzero. Therefore Theorem 10.3.3 implies that fy1 ; y2; : : : ; yn g is a
fundamental set of solutions of y0 D Ay.
Example 10.4.1
(a) Find the general solution of
2 4
y0 D y: (10.4.8)
4 2
(b) Solve the initial value problem
0 2 4 5
y D y; y.0/ D : (10.4.9)
4 2 1
S OLUTION (a) The characteristic polynomial of the coefficient matrix A in (10.4.8) is
ˇ ˇ
ˇ 2 4 ˇˇ
ˇ
ˇ 4 D . 2/2 16
2 ˇ
D . 2 4/. 2 C 4/
D . 6/. C 2/:
Hence, 1 D 6 and 2 D 2 are eigenvalues of A. To obtain the eigenvectors, we must solve the system
2 4 x1 0
D (10.4.10)
4 2 x2 0
with D 6 and D 2. Setting D 6 in (10.4.10) yields
4 4 x1 0
D ;
4 4 x2 0
Section 10.4 Constant Coefficient Homogeneous Systems I 533
which implies that x1 D x2 . Taking x2 D 1 yields the eigenvector
1
x1 D ;
1
so
1
y1 D e 6t
1
is a solution of (10.4.8). Setting D 2 in (10.4.10) yields
4 4 x1 0
D ;
4 4 x2 0
which implies that x1 D x2 . Taking x2 D 1 yields the eigenvector
1
x2 D ;
1
so
1 2t
y2 D e
1
is a solution of (10.4.8). From Theorem 10.4.1, the general solution of (10.4.8) is
1 6t 1
y D c 1 y1 C c 2 y2 D c 1 e C c2 e 2t : (10.4.11)
1 1
S OLUTION (b) To satisfy the initial condition in (10.4.9), we must choose c1 and c2 in (10.4.11) so that
1 1 5
c1 C c2 D :
1 1 1
This is equivalent to the system
c1 c2 D 5
c1 C c2 D 1;
so c1 D 2; c2 D 3. Therefore the solution of (10.4.9) is
1 1
yD2 e 6t 3 e 2t
;
1 1
or, in terms of components,
y1 D 2e 6t C 3e 2t
; y2 D 2e 6t 3e 2t
:
Example 10.4.2
(a) Find the general solution of 2 3
3 1 1
y0 D 4 2 3 2 5 y: (10.4.12)
4 1 2
534 Chapter 10 Linear Systems of Differential Equations
(b) Solve the initial value problem
2 3 2 3
3 1 1 2
y0 D 4 2 3 2 5 y; y.0/ D 4 1 5: (10.4.13)
4 1 2 8
S OLUTION (a) The characteristic polynomial of the coefficient matrix A in (10.4.12) is
ˇ ˇ
ˇ 3 1 1 ˇˇ
ˇ
ˇ
ˇ 2 3 2 ˇ D . 2/. 3/. C 1/:
ˇ
ˇ 4 1 2 ˇ
Hence, the eigenvalues of A are 1 D 2, 2 D 3, and 3 D 1. To find the eigenvectors, we must solve
the system 2 32 3 2 3
3 1 1 x1 0
4 2 3 2 5 4 x2 5 D 4 0 5 (10.4.14)
4 1 2 x3 0
with D 2, 3, 1. With D 2, the augmented matrix of (10.4.14) is
::
2 3
6 1 1 1 : 0 7
:
2 :: 0 7 ;
6 7
6 2 1
4 5
:
4 1 4 :: 0
which is row equivalent to
:
2 3
6 1 0 1 :: 0 7
:
0 :: :
6 7
6 0 1 0 7
4 5
:
0 0 0 :: 0
Hence, x1 D x3 and x2 D 0. Taking x3 D 1 yields
2 3
1
y1 D 4 0 5 e 2t
1
as a solution of (10.4.12). With D 3, the augmented matrix of (10.4.14) is
::
2 3
0 1 1 : 0
::
6 7
;
6 7
6 2 0 2 : 0 7
4 5
::
4 1 5 : 0
which is row equivalent to
:
2 3
6 1 0 1 :: 0 7
:
1 :: :
6 7
6 0 1 0 7
4 5
:
0 0 0 :: 0
Section 10.4 Constant Coefficient Homogeneous Systems I 535
Hence, x1 D x3 and x2 D x3 . Taking x3 D 1 yields
2 3
1
y2 D 4 1 5 e 3t
1
as a solution of (10.4.12). With D 1, the augmented matrix of (10.4.14) is
::
2 3
6 4 1 1 : 0 7
6 :: 7
;
6 2 4 2 : 0 7
4 5
:
4 1 1 :: 0
which is row equivalent to
::
2 3
1
6 1 0 7
: 0 7
6 3
:: 7
:
6 0 1 : 0 7
4 7 5
:
0 0 0 :: 0
Hence, x1 D x3=7 and x2 D 3x3 =7. Taking x3 D 7 yields
2 3
1
y3 D 4 3 5 e t
7
as a solution of (10.4.12). By Theorem 10.4.1, the general solution of (10.4.12) is
2 3 2 3 2 3
1 1 1
y D c1 4 0 5 e 2t C c2 4 1 5 e 3t C c3 4 3 5 e t ;
1 1 7
which can also be written as
e 2t e 3t e t
2 32 3
c1
yD4 0 e 3t 3e t 5 4 c2 5 : (10.4.15)
e 2t e 3t 7e t
c3
S OLUTION (b) To satisfy the initial condition in (10.4.13) we must choose c1 , c2, c3 in (10.4.15) so that
2 32 3 2 3
1 1 1 c1 2
4 0 1 3 5 4 c2 5 D 4 1 5 :
1 1 7 c3 8
Solving this system yields c1 D 3, c2 D 2, c3 D 1. Hence, the solution of (10.4.13) is
2 2t
e 3t e t
32 3
e 3
y D 4 0 e 3t 3e t 5 4 2 5
2t 3t
e e 7e t 1
2 3 2 3 2 3
1 1 1
D 3 4 0 5 e 2t 2 4 1 5 e 3t C 4 3 5 e t :
1 1 7
536 Chapter 10 Linear Systems of Differential Equations
Example 10.4.3 Find the general solution of
2 3
3 2 2
y0 D 4 2 3 2 5 y: (10.4.16)
2 2 3
Solution The characteristic polynomial of the coefficient matrix A in (10.4.16) is
ˇ ˇ
ˇ 3 2 2 ˇ
ˇ D . 1/. C 5/2 :
ˇ ˇ
ˇ
ˇ 2 3 2 ˇ
ˇ 2 2 3 ˇ
Hence, 1 D 1 is an eigenvalue of multiplicity 1, while 2 D 5 is an eigenvalue of multiplicity 2.
Eigenvectors associated with 1 D 1 are solutions of the system with augmented matrix
::
2 3
4 2 2 : 0
::
6 7
;
6 7
6 2 4 2 : 0 7
4 5
::
2 2 4 : 0
which is row equivalent to
:
2 3
6 1 0 1 :: 0 7
:
1 :: :
6 7
6 0 1 0 7
4 5
:
0 0 0 :: 0
Hence, x1 D x2 D x3 , and we choose x3 D 1 to obtain the solution
2 3
1
y1 D 4 1 5 e t (10.4.17)
1
of (10.4.16). Eigenvectors associated with 2 D 5 are solutions of the system with augmented matrix
::
2 3
6 2 2 2 : 0 7
:
2 2 :: 0 7 :
6 7
6 2
4 5
:
2 2 2 :: 0
Hence, the components of these eigenvectors need only satisfy the single condition
x1 C x2 C x3 D 0:
Since there’s only one equation here, we can choose x2 and x3 arbitrarily. We obtain one eigenvector by
choosing x2 D 0 and x3 D 1, and another by choosing x2 D 1 and x3 D 0. In both cases x1 D 1.
Therefore 2 3 2 3
1 1
4 0 5 and 4 1 5
1 0
Section 10.4 Constant Coefficient Homogeneous Systems I 537
are linearly independent eigenvectors associated with 2 D 5, and the corresponding solutions of
(10.4.16) are 2 3 2 3
1 1
y2 D 4 0 5 e 5t and y3 D 4 1 5 e 5t :
1 0
Because of this and (10.4.17), Theorem 10.4.1 implies that the general solution of (10.4.16) is
2 3 2 3 2 3
1 1 1
y D c1 4 1 5 e t C c2 4 0 5 e 5t C c3 4 1 5 e 5t :
1 1 0
Geometric Properties of Solutions when n D 2
We’ll now consider the geometric properties of solutions of a 2 2 constant coefficient system
0
y1 a11 a12 y1
D : (10.4.18)
y20 a21 a22 y2
It is convenient
to think of a “y1 -y2 plane," where a point is identified by rectangular coordinates .y1 ; y2 /.
y1
If y D is a non-constant solution of (10.4.18), then the point .y1 .t/; y2 .t// moves along a curve
y2
C in the y1 -y2 plane as t varies from 1 to 1. We call C the trajectory of y. (We also say that C
is a trajectory of the system (10.4.18).) I’s important to note that C is the trajectory of infinitely many
solutions of (10.4.18), since if is any real number, then y.t / is a solution of (10.4.18) (Exercise 28(b)),
and .y1 .t /; y2 .t // also moves along C as t varies from 1 to 1. Moreover, Exercise 28(c)
implies that distinct trajectories of (10.4.18) can’t intersect, and that two solutions y1 and y2 of (10.4.18)
have the same trajectory if and only if y2 .t/ D y1 .t / for some .
From Exercise 28(a), a trajectory of a nontrivial solution of (10.4.18) can’t contain .0; 0/, which we
k1
define to be the trajectory of the trivial solution y 0. More generally, if y D ¤ 0 is a constant
k2
solution of (10.4.18) (which could occur if zero is an eigenvalue of the matrix of (10.4.18)), we define the
trajectory of y to be the single point .k1 ; k2 /.
To be specific, this is the question: What do the trajectories look like, and how are they traversed? In
this section we’ll answer this question, assuming that the matrix
a11 a12
AD
a21 a22
of (10.4.18) has real eigenvalues 1 and 2 with associated linearly independent eigenvectors x1 and x2 .
Then the general solution of (10.4.18) is
y D c1 x1 e 1 t C c2x2 e 2 t : (10.4.19)
We’ll consider other situations in the next two sections.
We leave it to you (Exercise 35) to classify the trajectories of (10.4.18) if zero is an eigenvalue of A.
We’ll confine our attention here to the case where both eigenvalues are nonzero. In this case the simplest
situation is where 1 D 2 ¤ 0, so (10.4.19) becomes
y D .c1 x1 C c2x2 /e 1 t :
Since x1 and x2 are linearly independent, an arbitrary vector x can be written as x D c1 x1 C c2x2 .
Therefore the general solution of (10.4.18) can be written as y D xe 1 t where x is an arbitrary 2-vector,
538 Chapter 10 Linear Systems of Differential Equations
and the trajectories of nontrivial solutions of (10.4.18) are half-lines through (but not including) the
origin. The direction of motion is away from the origin if 1 > 0 (Figure 10.4.1), toward it if 1 < 0
(Figure 10.4.2). (In these and the next figures an arrow through a point indicates the direction of motion
along the trajectory through the point.)
y2 y2
y1 y1
Figure 10.4.1 Trajectories of a 2 2 system with a Figure 10.4.2 Trajectories of a 2 2 system with a
repeated positive eigenvalue repeated negative eigenvalue
Now suppose 2 > 1 , and let L1 and L2 denote lines through the origin parallel to x1 and x2 ,
respectively. By a half-line of L1 (or L2 ), we mean either of the rays obtained by removing the origin
from L1 (or L2 ).
Letting c2 D 0 in (10.4.19) yields y D c1x1 e 1 t . If c1 ¤ 0, the trajectory defined by this solution is a
half-line of L1 . The direction of motion is away from the origin if 1 > 0, toward the origin if 1 < 0.
Similarly, the trajectory of y D c2 x2 e 2 t with c2 ¤ 0 is a half-line of L2 .
Henceforth, we assume that c1 and c2 in (10.4.19) are both nonzero. In this case, the trajectory of
(10.4.19) can’t intersect L1 or L2 , since every point on these lines is on the trajectory of a solution for
which either c1 D 0 or c2 D 0. (Remember: distinct trajectories can’t intersect!). Therefore the trajectory
of (10.4.19) must lie entirely in one of the four open sectors bounded by L1 and L2 , but do not any point
on L1 or L2 . Since the initial point .y1 .0/; y2 .0// defined by
y.0/ D c1 x1 C c2 x2
is on the trajectory, we can determine which sector contains the trajectory from the signs of c1 and c2, as
shown in Figure 10.4.3.
The direction of y.t/ in (10.4.19) is the same as that of
2 t .2 1 /t
e y.t/ D c1 x1 e C c 2 x2 (10.4.20)
and of
1 t
e y.t/ D c1 x1 C c2 x2 e .2 1 /t
: (10.4.21)
Since the right side of (10.4.20) approaches c2x2 as t ! 1, the trajectory is asymptotically parallel to L2
as t ! 1. Since the right side of (10.4.21) approaches c1 x1 as t ! 1, the trajectory is asymptotically
parallel to L1 as t ! 1.
The shape and direction of traversal of the trajectory of (10.4.19) depend upon whether 1 and 2 are
both positive, both negative, or of opposite signs. We’ll now analyze these three cases.
Section 10.4 Constant Coefficient Homogeneous Systems I 539
y2
L2
L1
c1 > 0, c2 < 0
x1
y1
c < 0, c < 0 c > 0, c > 0
1 2 1 2
x2
c1 < 0, c2 > 0
L2
L1
Figure 10.4.3 Four open sectors bounded by L1 Figure 10.4.4 Two positive eigenvalues; motion
and L2 away from origin
Henceforth kuk denote the length of the vector u.
Case 1: 2 > 1 > 0
Figure 10.4.4 shows some typical trajectories. In this case, limt ! 1 ky.t/k D 0, so the trajectory is not
only asymptotically parallel to L1 as t ! 1, but is actually asymptotically tangent to L1 at the origin.
On the other hand, limt !1 ky.t/k D 1 and
lim y.t/ c2 x2 e 2 t D lim kc1x1 e 1 t k D 1;
t !1 t !1
so, although the trajectory is asymptotically parallel to L2 as t ! 1, it’s not asymptotically tangent to
L2 . The direction of motion along each trajectory is away from the origin.
Case 2: 0 > 2 > 1
Figure 10.4.5 shows some typical trajectories. In this case, limt !1 ky.t/k D 0, so the trajectory is
asymptotically tangent to L2 at the origin as t ! 1. On the other hand, limt ! 1 ky.t/k D 1 and
lim
y.t/ c1 x1e 1 t
D lim kc2x2 e 2 t k D 1;
t! 1 t! 1
so, although the trajectory is asymptotically parallel to L1 as t ! 1, it’s not asymptotically tangent to
it. The direction of motion along each trajectory is toward the origin.
Case 3: 2 > 0 > 1
Figure 10.4.6 shows some typical trajectories. In this case,
lim ky.t/k D 1 and lim
y.t/ c2 x2 e 2 t
D lim kc1 x1e 1 t k D 0;
t !1 t !1 t !1
so the trajectory is asymptotically tangent to L2 as t ! 1. Similarly,
lim ky.t/k D 1 and lim y.t/ c1 x1e 1 t D lim kc2x2 e 2 t k D 0;
t! 1 t! 1 t! 1
so the trajectory is asymptotically tangent to L1 as t ! 1. The direction of motion is toward the origin
on L1 and away from the origin on L2 . The direction of motion along any other trajectory is away from
L1 , toward L2 .
540 Chapter 10 Linear Systems of Differential Equations
y2
L2
y2
L2
y1
y1
L1
L1
Figure 10.4.5 Two negative eigenvalues; motion
toward the origin Figure 10.4.6 Eigenvalues of different signs
10.4 Exercises
In Exercises 1–15 find the general solution.
1 5 3
1 2
2. y0 D y
1. y0 D y 4 3 5
2 1
1 4 3 1 4
3. y0 D y 4. y0 D y
5 2 11 1 1
0 2 4 0 4 3
5. y D y 6. y D y
1 1 2 1
2 3
0 6 3 1 1 2
7. y D y
1 2 8. y0 D 4 1 2 3 5y
4 1 1
2 3 2 3
6 4 8 3 5 8
9. y0 D 4 4 0 4 5y 10. y0 D 4 1 1 2 5y
8 4 6 1 1 1
2 3 2 3
1 1 2 4 1 4
11. y0 D 4 12 4 10 5 y 12. y0 D 4 4 3 2 5y
6 1 7 1 1 1
2 3 2 3
2 2 6 3 2 2
13. y0 D 4 2 6 2 5y 14. y0 D 4 2 7 2 5y
2 2 2 10 10 5
Section 10.4 Constant Coefficient Homogeneous Systems I 541
2 3
3 1 1
15. y0 D 4 3 5 1 5y
6 2 4
In Exercises 16–27 solve the initial value problem.
7 4 2
16. y0 D y; y.0/ D
6 7 4
1 7 2 0
17. y0 D y; y.0/ D
6 2 2 3
21 12 5
18. y0 D y; y.0/ D
24 15 3
0 7 4 1
19. y D y; y.0/ D
6 7 7
2 3 2 3
1 2 0 4
1
20. y0 D 4 4 1 0 5 y; y.0/ D 4 7 5
6 0 0 3 1
2 3 2 3
2 2 3 1
1
21. y0 D 4 4 4 3 5 y; y.0/ D 4 1 5
3 2 1 0 5
2 3 2 3
6 3 8 0
22. y0 D 4 2 1 2 5 y; y.0/ D 4 1 5
3 3 5 1
2 3 2 3
2 4 7 4
1
23. y0 D 4 1 5 5 5 y; y.0/ D 4 1 5
3 4 4 1 3
2 3 2 3
3 0 1 2
24. y0 D 4 11 2 7 5 y; y.0/ D 4 7 5
1 0 3 6
2 3 2 3
2 5 1 8
25. y0 D 4 4 1 1 5 y; y.0/ D 4 10 5
4 5 3 4
2 3 2 3
3 1 0 7
26. y0 D 4 4 2 0 5 y; y.0/ D 4 10 5
4 4 2 2
2 3 2 3
2 2 6 6
27. y0 D 4 2 6 2 5 y; y.0/ D 4 10 5
2 2 2 7
28. Let A be an n n constant matrix. Then Theorem 10.2.1 implies that the solutions of
y0 D Ay .A/
are all defined on . 1; 1/.
(a) Use Theorem 10.2.1 to show that the only solution of (A) that can ever equal the zero vector
is y 0.
542 Chapter 10 Linear Systems of Differential Equations
(b) Suppose y1 is a solution of (A) and y2 is defined by y2.t/ D y1 .t /, where is an arbitrary
real number. Show that y2 is also a solution of (A).
(c) Suppose y1 and y2 are solutions of (A) and there are real numbers t1 and t2 such that y1 .t1 / D
y2 .t2 /. Show that y2 .t/ D y1 .t / for all t, where D t2 t1 . H INT: Show that y1 .t /
and y2 .t/ are solutions of the same initial value problem for (A), and apply the uniqueness
assertion of Theorem 10.2.1.
In Exercises 29- 34 describe and graph trajectories of the given system.
0 4 3
1 1
30. C/G y D y
29. C/G y0 D y 2 11
1 1
0 9 3 0 1 10
31. C/G y D y 32. C/G y D y
1 11 5 4
0 5 4 0 7 1
33. C/G y D y 34. C/G y D y
1 10 3 5
35. Suppose the eigenvalues of the 2 2 matrix A are D 0 and ¤ 0, with corresponding eigen-
vectors x1 and x2 . Let L1 be the line through the origin parallel to x1 .
(a) Show that every point on L1 is the trajectory of a constant solution of y0 D Ay.
(b) Show that the trajectories of nonconstant solutions of y0 D Ay are half-lines parallel to x2
and on either side of L1 , and that the direction of motion along these trajectories is away
from L1 if > 0, or toward L1 if < 0.
The matrices of the systems in Exercises 36-41 are singular. Describe and graph the trajectories of
nonconstant solutions of the given systems.
0 1 3
1 1
37. C/G y D y
36. C/G y0 D y 2 6
1 1
0 1 3 0 1 2
38. C/G y D y 39. C/G y D y
1 3 1 2
0 4 4 0 3 1
40. C/G y D y 41. C/G y D y
1 1 3 1
42. L Let P D P .t/ and Q D Q.t/ be the populations of two species at time t, and assume
that each population would grow exponentially if the other didn’t exist; that is, in the absence of
competition,
P 0 D aP and Q0 D bQ; .A/
where a and b are positive constants. One way to model the effect of competition is to assume
that the growth rate per individual of each population is reduced by an amount proportional to the
other population, so (A) is replaced by
P0 D aP ˛Q
Q0 D ˇP C bQ;
Section 10.5 Constant Coefficient Homogeneous Systems II 543
where ˛ and ˇ are positive constants. (Since negative population doesn’t make sense, this system
holds only while P and Q are both positive.) Now suppose P .0/ D P0 > 0 and Q.0/ D Q0 > 0.
(a) For several choices of a, b, ˛, and ˇ, verify experimentally (by graphing trajectories of (A)
in the P -Q plane) that there’s a constant > 0 (depending upon a, b, ˛, and ˇ) with the
following properties:
(i) If Q0 > P0 , then P decreases monotonically to zero in finite time, during which
Q remains positive.
(ii) If Q0 < P0 , then Q decreases monotonically to zero in finite time, during which
P remains positive.
(b) Conclude from (a) that exactly one of the species becomes extinct in finite time if Q0 ¤ P0 .
Determine experimentally what happens if Q0 D P0 .
(c) Confirm your experimental results and determine
by expressing the eigenvalues and asso-
ciated eigenvectors of
a ˛
AD
ˇ b
in terms of a, b, ˛, and ˇ, and applying the geometric arguments developed at the end of this
section.
10.5 CONSTANT COEFFICIENT HOMOGENEOUS SYSTEMS II
We saw in Section 10.4 that if an n n constant matrix A has n real eigenvalues 1 , 2 , . . . , n (which
need not be distinct) with associated linearly independent eigenvectors x1 , x2 , . . . , xn , then the general
solution of y0 D Ay is
y D c1 x1 e 1 t C c2 x2 e 2 t C C cn xn e n t :
In this section we consider the case where A has n real eigenvalues, but does not have n linearly indepen-
dent eigenvectors. It is shown in linear algebra that this occurs if and only if A has at least one eigenvalue
of multiplicity r > 1 such that the associated eigenspace has dimension less than r . In this case A is
said to be defective. Since it’s beyond the scope of this book to give a complete analysis of systems with
defective coefficient matrices, we will restrict our attention to some commonly occurring special cases.
Example 10.5.1 Show that the system
0 11 25
y D y (10.5.1)
4 9
does not have a fundamental set of solutions of the form fx1 e 1 t ; x2e 2 t g, where 1 and 2 are eigenval-
ues of the coefficient matrix A of (10.5.1) and x1 , and x2 are associated linearly independent eigenvectors.
Solution The characteristic polynomial of A is
ˇ ˇ
ˇ 11 25 ˇˇ
ˇ D . 11/. C 9/ C 100
ˇ 4 9 ˇ
D 2 2 C 1 D . 1/2 :
Hence, D 1 is the only eigenvalue of A. The augmented matrix of the system .A I /x D 0 is
::
2 3
4 10 25 : 0 5
;
:
4 10 :: 0
544 Chapter 10 Linear Systems of Differential Equations
which is row equivalent to 2 3
5 ::
6 1 2
: 0 7
6 7:
:
4 5
0 0 :: 0
x1 D 5x2 =2 where x2 is arbitrary. Therefore all eigenvectors of A are scalar multiples of x1 D
Hence,
5
, so A does not have a set of two linearly independent eigenvectors.
2
5
From Example 10.5.1, we know that all scalar multiples of y1 D e t are solutions of (10.5.1);
2
however, to find the general solution we must find a second solution y2 such that fy1 ; y2g is linearly
independent. Based on your recollection of the procedure for solving a constant coefficient scalar equation
ay 00 C by 0 C cy D 0
in the case where the characteristic polynomial has a repeated root, you might expect to obtain
a second
5
solution of (10.5.1) by multiplying the first solution by t. However, this yields y2 D te t , which
2
doesn’t work, since
5 t t 11 25 5
0
y2 D .te C e /; while y2 D te t :
2 4 9 2
The next theorem shows what to do in this situation.
Theorem 10.5.1 Suppose the n n matrix A has an eigenvalue 1 of multiplicity 2 and the associated
eigenspace has dimension 1I that is; all 1 -eigenvectors of A are scalar multiples of an eigenvector x:
Then there are infinitely many vectors u such that
.A 1 I /u D x: (10.5.2)
Moreover; if u is any such vector then
y1 D xe 1 t and y2 D ue 1 t C xte 1 t (10.5.3)
are linearly independent solutions of y0 D Ay:
A complete proof of this theorem is beyond the scope of this book. The difficulty is in proving that
there’s a vector u satisfying (10.5.2), since det.A 1 I / D 0. We’ll take this without proof and verify
the other assertions of the theorem.
We already know that y1 in (10.5.3) is a solution of y0 D Ay. To see that y2 is also a solution, we
compute
y02 Ay2 D 1 ue 1 t C xe 1 t C 1 xte 1 t Aue 1 t Axte 1 t
D .1 u C x Au/e 1 t C .1 x Ax/te 1 t :
Since Ax D 1 x, this can be written as
y02 Ay2 D ..A 1 I /u x/ e 1 t ;
and now (10.5.2) implies that y02 D Ay2 .
Section 10.5 Constant Coefficient Homogeneous Systems II 545
To see that y1 and y2 are linearly independent, suppose c1 and c2 are constants such that
c1 y1 C c2y2 D c1 xe 1 t C c2.ue 1 t C xte 1 t / D 0: (10.5.4)
1 t
We must show that c1 D c2 D 0. Multiplying (10.5.4) by e shows that
c1 x C c2 .u C xt/ D 0: (10.5.5)
By differentiating this with respect to t, we see that c2x D 0, which implies c2 D 0, because x ¤ 0.
Substituting c2 D 0 into (10.5.5) yields c1 x D 0, which implies that c1 D 0, again because x ¤ 0
Example 10.5.2 Use Theorem 10.5.1 to find the general solution of the system
0 11 25
y D y (10.5.6)
4 9
considered in Example 10.5.1.
Solution In Example 10.5.1 we saw that 1 D 1 is an eigenvalue of multiplicity 2 of the coefficient
matrix A in (10.5.6), and that all of the eigenvectors of A are multiples of
5
xD :
2
Therefore
5
y1 D et
2
is a solution of (10.5.6). From Theorem 10.5.1, a second solution is given by y2 D ue t C xte t , where
.A I /u D x. The augmented matrix of this system is
::
2 3
4 10 25 : 5 5
;
::
4 10 : 2
which is row equivalent to
::
2 3
5 1
4 1 2
: 2 5:
:
0 0 :: 0
Therefore the components of u must satisfy
5 1
u1 u2 D ;
2 2
where u2 is arbitrary. We choose u2 D 0, so that u1 D 1=2 and
1
uD 2 :
0
Thus,
et
1 5
y2 D C te t :
0 2 2
546 Chapter 10 Linear Systems of Differential Equations
Since y1 and y2 are linearly independent by Theorem 10.5.1, they form a fundamental set of solutions of
(10.5.6). Therefore the general solution of (10.5.6) is
1 et
5 t 5
y D c1 e C c2 C te t :
2 0 2 2
Note that choosing the arbitrary constant u2 to be nonzero is equivalent to adding a scalar multiple of
y1 to the second solution y2 (Exercise 33).
Example 10.5.3 Find the general solution of
2 3
3 4 10
y0 D 4 2 1 2 5 y: (10.5.7)
2 2 5
Solution The characteristic polynomial of the coefficient matrix A in (10.5.7) is
ˇ ˇ
ˇ 3 4 10 ˇˇ
2 ˇˇ D . 1/. C 1/2 :
ˇ
ˇ 2 1
ˇ
ˇ 2 2 5 ˇ
Hence, the eigenvalues are 1 D 1 with multiplicity 1 and 2 D 1 with multiplicity 2.
Eigenvectors associated with 1 D 1 must satisfy .A I /x D 0. The augmented matrix of this system
is
::
2 3
6 2 4 10 : 0 7
:
2 :: 0 7 ;
6 7
6 2 0
4 5
::
2 2 6 : 0
which is row equivalent to
:
2 3
6 1 0 1 :: 0 7
:
2 :: :
6 7
6 0 1 0 7
4 5
:
0 0 0 :: 0
Hence, x1 D x3 and x2 D 2x3, where x3 is arbitrary. Choosing x3 D 1 yields the eigenvector
2 3
1
x1 D 4 2 5 :
1
Therefore 2 3
1
y1 D 4 2 5 e t
1
is a solution of (10.5.7).
Eigenvectors associated with 2 D 1 satisfy .A C I /x D 0. The augmented matrix of this system is
::
2 3
6 4 4 10 : 0 7
6 :: 7
;
6 2 2 2 : 0 7
4 5
::
2 2 4 : 0
Section 10.5 Constant Coefficient Homogeneous Systems II 547
which is row equivalent to
:
2 3
6 1 1 0 :: 0 7
:
1 :: :
6 7
6 0 0 0 7
4 5
:
0 0 0 :: 0
Hence, x3 D 0 and x1 D x2 , where x2 is arbitrary. Choosing x2 D 1 yields the eigenvector
2 3
1
x2 D 4 1 5 ;
0
so 2 3
1
t
y2 D 4 1 5e
0
is a solution of (10.5.7).
Since all the eigenvectors of A associated with 2 D 1 are multiples of x2 , we must now use Theo-
rem 10.5.1 to find a third solution of (10.5.7) in the form
2 3
1
y3 D ue t C 4 1 5 te t ; (10.5.8)
0
where u is a solution of .A C I /u D x2 . The augmented matrix of this system is
::
2 3
6 4 4 10 : 1 7
6 :: 7
;
6 2 2 2 : 1 7
4 5
::
2 2 4 : 0
which is row equivalent to
:
2 3
6 1 1 0 :: 1 7
:
1 :: 1 7:
6 7
6 0 0
4 2 5
:
0 0 0 :: 0
Hence, u3 D 1=2 and u1 D 1 u2 , where u2 is arbitrary. Choosing u2 D 0 yields
2 3
1
u D 4 0 5;
1
2
and substituting this into (10.5.8) yields the solution
2 3 2 3
2 t 1
e t
y3 D 4 0 5 C4 1 5 te
1 2 0
of (10.5.7).
548 Chapter 10 Linear Systems of Differential Equations
Since the Wronskian of fy1 ; y2; y3g at t D 0 is
ˇ ˇ
ˇ 1 1 1 ˇ
ˇ D 1;
ˇ ˇ
ˇ 2 1 0
ˇ
ˇ 1 1
ˇ 2
0 2
ˇ
fy1 ; y2; y3 g is a fundamental set of solutions of (10.5.7). Therefore the general solution of (10.5.7) is
2 3 2 3 02 3 2 3 1
1 1 2 t 1
e
y D c1 4 2 5 e t C c2 4 1 5 e t C c3 @4 0 5 C 4 1 5 te t A :
1 0 1 2 0
Theorem 10.5.2 Suppose the n n matrix A has an eigenvalue 1 of multiplicity 3 and the associated
eigenspace is one–dimensionalI that is; all eigenvectors associated with 1 are scalar multiples of the
eigenvector x: Then there are infinitely many vectors u such that
.A 1 I /u D x; (10.5.9)
and, if u is any such vector; there are infinitely many vectors v such that
.A 1 I /v D u: (10.5.10)
If u satisfies (10.5.9) and v satisfies (10.5.10), then
y1 D xe 1 t ;
y2 D ue 1 t C xte 1 t ; and
t 2 e 1 t
y3 D ve 1 t C ute 1 t C x
2
are linearly independent solutions of y0 D Ay.
Again, it’s beyond the scope of this book to prove that there are vectors u and v that satisfy (10.5.9)
and (10.5.10). Theorem 10.5.1 implies that y1 and y2 are solutions of y0 D Ay. We leave the rest of the
proof to you (Exercise 34).
Example 10.5.4 Use Theorem 10.5.2 to find the general solution of
2 3
1 1 1
y0 D 4 1 3 1 5 y: (10.5.11)
0 2 2
Solution The characteristic polynomial of the coefficient matrix A in (10.5.11) is
ˇ ˇ
ˇ 1 1 1 ˇˇ
1 ˇˇ D . 2/3 :
ˇ
ˇ 1 3
ˇ
ˇ 0 2 2 ˇ
Hence, 1 D 2 is an eigenvalue of multiplicity 3. The associated eigenvectors satisfy .A 2I /x D 0.
The augmented matrix of this system is
:
2 3
6 1 1 1 :: 0 7
:
1 :: ;
6 7
6 1 1 0 7
4 5
:
0 2 0 :: 0
Section 10.5 Constant Coefficient Homogeneous Systems II 549
which is row equivalent to
:
2 3
6 1 0 1 :: 0 7
:
0 :: :
6 7
6 0 1 0 7
4 5
:
0 0 0 :: 0
Hence, x1 D x3 and x2 D 0, so the eigenvectors are all scalar multiples of
2 3
1
x1 D 4 0 5 :
1
Therefore 2 3
1
y1 D 4 0 5 e 2t
1
is a solution of (10.5.11).
We now find a second solution of (10.5.11) in the form
2 3
1
y2 D ue 2t C 4 0 5 te 2t ;
1
where u satisfies .A 2I /u D x1 . The augmented matrix of this system is
::
2 3
6 1 1 1 : 1 7
6 :: 7
;
6 1 1 1 : 0 7
4 5
:
0 2 0 :: 1
which is row equivalent to
:
2 3
6 1 0 1 :: 1
2 7
:
0 :: 1 7:
6 7
6 0 1
4 2 5
:
0 0 0 :: 0
Letting u3 D 0 yields u1 D 1=2 and u2 D 1=2; hence,
2 3
1
1
uD 4 1 5
2 0
and 2 3 2 3
1 2t 1
e
y2 D 4 1 5 C 4 0 5 te 2t
0 2 1
is a solution of (10.5.11).
We now find a third solution of (10.5.11) in the form
2 3 2 3
1 2t 1
te t 2 e 2t
y3 D ve 2t C 4 1 5 C4 0 5
0 2 1 2
550 Chapter 10 Linear Systems of Differential Equations
where v satisfies .A 2I /v D u. The augmented matrix of this system is
::
2 3
1
6 1 1 1 : 2 7
6 :: 1 7;
7
6 1 1 1 :
4 2 5
:
0 2 0 :: 0
which is row equivalent to
:
2 3
6 1 0 1 :: 1
2
:
7
0 :: :
6 7
6 0 1 0 7
4 5
:
0 0 0 :: 0
Letting v3 D 0 yields v1 D 1=2 and v2 D 0; hence,
2 3
1
1
v D 4 0 5:
2 0
Therefore 2 3 2 3 2 3
1 1 1
e 2t te 2t t 2 e 2t
y3 D 4 0 5 C4 1 5 C4 0 5
0 2 0 2 1 2
is a solution of (10.5.11). Since y1 , y2, and y3 are linearly independent by Theorem 10.5.2, they form a
fundamental set of solutions of (10.5.11). Therefore the general solution of (10.5.11) is
2 3 02 3 2 3 1
1 1 2t 1
e
y D c1 4 0 5 e 2t C c2 @4 1 5 C 4 0 5 te 2t A
1 0 2 1
02 3 2 3 2 3 1
1 1 1
e 2t te 2t t 2 e 2t
Cc3 @4 0 5 C4 1 5 C4 0 5 A:
0 2 0 2 1 2
Theorem 10.5.3 Suppose the n n matrix A has an eigenvalue 1 of multiplicity 3 and the associated
eigenspace is two–dimensional; that is, all eigenvectors of A associated with 1 are linear combinations
of two linearly independent eigenvectors x1 and x2 : Then there are constants ˛ and ˇ .not both zero/
such that if
x3 D ˛x1 C ˇx2 ; (10.5.12)
then there are infinitely many vectors u such that
.A 1 I /u D x3 : (10.5.13)
If u satisfies (10.5.13), then
y1 D x1 e 1 t ;
y2 D x2 e 1 t ; and
y3 D ue 1 t C x3te 1 t ; (10.5.14)
are linearly independent solutions of y0 D Ay:
We omit the proof of this theorem.
Section 10.5 Constant Coefficient Homogeneous Systems II 551
Example 10.5.5 Use Theorem 10.5.3 to find the general solution of
2 3
0 0 1
y0 D 4 1 1 1 5 y: (10.5.15)
1 0 2
Solution The characteristic polynomial of the coefficient matrix A in (10.5.15) is
ˇ ˇ
ˇ 0 1 ˇˇ
1 ˇˇ D . 1/3 :
ˇ
ˇ 1 1
ˇ
ˇ 1 0 2 ˇ
Hence, 1 D 1 is an eigenvalue of multiplicity 3. The associated eigenvectors satisfy .A I /x D 0. The
augmented matrix of this system is
::
2 3
6 1 0 1 : 0 7
:
6 1 0 1 :: 0 7 ;
6 7
4 5
::
1 0 1 : 0
which is row equivalent to
:
2 3
6 1 0 1 :: 0 7
:
0 :: :
6 7
6 0 0 0 7
4 5
:
0 0 0 :: 0
Hence, x1 D x3 and x2 is arbitrary, so the eigenvectors are of the form
2 3 2 3 2 3
x3 1 0
x1 D 4 x2 5 D x3 4 0 5 C x2 4 1 5 :
x3 1 0
Therefore the vectors 2
3 2 3
1 0
x1 D 4 0 5 and x2 D 4 1 5 (10.5.16)
1 0
form a basis for the eigenspace, and
23 2 3
1 0
y1 D 4 0 5 e t and y2 D 4 1 5 e t
1 0
are linearly independent solutions of (10.5.15).
To find a third linearly independent solution of (10.5.15), we must find constants ˛ and ˇ (not both
zero) such that the system
.A I /u D ˛x1 C ˇx2 (10.5.17)
has a solution u. The augmented matrix of this system is
::
2 3
6 1 0 1 : ˛ 7
:
6 1 0 1 :: ˇ 7 ;
6 7
4 5
:
1 0 1 :: ˛
552 Chapter 10 Linear Systems of Differential Equations
which is row equivalent to
::
2 3
6 1 0 1 : ˛ 7
6 :: 7
: (10.5.18)
6 0 0 0 : ˇ ˛ 7
4 5
::
0 0 0 : 0
Therefore (10.5.17) has a solution if and only if ˇ D ˛, where ˛ is arbitrary. If ˛ D ˇ D 1 then (10.5.12)
and (10.5.16) yield 2 3 2 3 2 3
1 0 1
x3 D x1 C x2 D 4 0 5 C 4 1 5 D 4 1 5 ;
1 0 1
and the augmented matrix (10.5.18) becomes
:
2 3
6 1 0 1 :: 1 7
:
0 :: :
6 7
6 0 0 0 7
4 5
:
0 0 0 :: 0
This implies that u1 D 1 C u3 , while u2 and u3 are arbitrary. Choosing u2 D u3 D 0 yields
2 3
1
u D 4 0 5:
0
Therefore (10.5.14) implies that
2 3 2 3
1 1
y3 D ue t C x3 te t D 4 0 5 e t C 4 1 5 te t
0 1
is a solution of (10.5.15). Since y1 , y2, and y3 are linearly independent by Theorem 10.5.3, they form a
fundamental set of solutions for (10.5.15). Therefore the general solution of (10.5.15) is
2 3 2 3 02 3 2 3 1
1 0 1 1
y D c1 4 0 5 e t C c2 4 1 5 e t C c3 @4 0 5 e t C 4 1 5 te t A :
1 0 0 1
Geometric Properties of Solutions when n D 2
We’ll now consider the geometric properties of solutions of a 2 2 constant coefficient system
0
y1 a11 a12 y1
D (10.5.19)
y20 a21 a22 y2
under the assumptions of this section; that is, when the matrix
a11 a12
AD
a21 a22
has a repeated eigenvalue 1 and the associated eigenspace is one-dimensional. In this case we know
from Theorem 10.5.1 that the general solution of (10.5.19) is
y D c1 xe 1 t C c2 .ue 1 t C xte 1 t /; (10.5.20)
Section 10.5 Constant Coefficient Homogeneous Systems II 553
where x is an eigenvector of A and u is any one of the infinitely many solutions of
.A 1 I /u D x: (10.5.21)
We assume that 1 ¤ 0.
Negative Half−Plane
c <0 c >0
2 2
Positive Half−Plane
Figure 10.5.1 Positive and negative half-planes
Let L denote the line through the origin parallel to x. By a half-line of L we mean either of the rays
obtained by removing the origin from L. Eqn. (10.5.20) is a parametric equation of the half-line of L in
the direction of x if c1 > 0, or of the half-line of L in the direction of x if c1 < 0. The origin is the
trajectory of the trivial solution y 0.
Henceforth, we assume that c2 ¤ 0. In this case, the trajectory of (10.5.20) can’t intersect L, since
every point of L is on a trajectory obtained by setting c2 D 0. Therefore the trajectory of (10.5.20) must
lie entirely in one of the open half-planes bounded by L, but does not contain any point on L. Since the
initial point .y1 .0/; y2 .0// defined by y.0/ D c1 x1 C c2 u is on the trajectory, we can determine which
half-plane contains the trajectory from the sign of c2, as shown in Figure 553. For convenience we’ll
call the half-plane where c2 > 0 the positive half-plane. Similarly, the-half plane where c2 < 0 is the
negative half-plane. You should convince yourself (Exercise 35) that even though there are infinitely
many vectors u that satisfy (10.5.21), they all define the same positive and negative half-planes. In the
figures simply regard u as an arrow pointing to the positive half-plane, since wen’t attempted to give u
its proper length or direction in comparison with x. For our purposes here, only the relative orientation
of x and u is important; that is, whether the positive half-plane is to the right of an observer facing the
direction of x (as in Figures 10.5.2 and 10.5.5), or to the left of the observer (as in Figures 10.5.3 and
10.5.4).
Multiplying (10.5.20) by e 1 t yields
1 t
e y.t/ D c1 x C c2u C c2tx:
Since the last term on the right is dominant when jtj is large, this provides the following information on
the direction of y.t/:
(a) Along trajectories in the positive half-plane (c2 > 0), the direction of y.t/ approaches the direction
of x as t ! 1 and the direction of x as t ! 1.
554 Chapter 10 Linear Systems of Differential Equations
(b) Along trajectories in the negative half-plane (c2 < 0), the direction of y.t/ approaches the direction
of x as t ! 1 and the direction of x as t ! 1.
Since
lim ky.t/k D 1 and lim y.t/ D 0 if 1 > 0;
t !1 t! 1
or
lim ky.t/k D 1 and lim y.t/ D 0 if 1 < 0;
t !1 t !1
there are four possible patterns for the trajectories of (10.5.19), depending upon the signs of c2 and 1 .
Figures 10.5.2-10.5.5 illustrate these patterns, and reveal the following principle:
If 1 and c2 have the same sign then the direction of the traectory approaches the direction of x as
kyk ! 0 and the direction of x as kyk ! 1. If 1 and c2 have opposite signs then the direction of the
trajectory approaches the direction of x as kyk ! 0 and the direction of x as kyk ! 1.
y2 y2
L L
x x
y1 y1
Figure 10.5.2 Positive eigenvalue; motion away Figure 10.5.3 Positive eigenvalue; motion away
from the origin from the origin
y2 y2
L L
x x
y1 y1
Figure 10.5.4 Negative eigenvalue; motion toward Figure 10.5.5 Negative eigenvalue; motion toward
the origin the origin
Section 10.5 Constant Coefficient Homogeneous Systems II 555
10.5 Exercises
In Exercises 1–12 find the general solution.
0 1
3 4
2. y0 D y
1. y0 D y 1 2
1 7
0 7 4 0 3 1
3. y D y 4. y D y
1 11 1 1
0 4 12 0 10 9
5. y D y 6. y D y
3 8 4 2
2 3
0 13 16 0 2 1
7. y D y
9 11 8. y0 D 4 4 6 1 5y
0 4 2
2 3 2 3
1 1 3 1 1 1
1
9. y0 D 4 4 4 3 5y 10. y0 D 4 2 0 2 5y
3 2 1 0 1 3 1
2 3 2 3
4 2 2 6 5 3
11. y0 D 4 2 3 1 5y 12. y0 D 4 2 1 3 5y
2 1 3 2 1 1
In Exercises 13–23 solve the initial value problem.
0 11 8 6
13. y D y; y.0/ D
2 3 2
0 15 9 5
14. y D y; y.0/ D
16 9 8
0 3 4 2
15. y D y; y.0/ D
1 7 3
0 7 24 3
16. y D y; y.0/ D
6 17 1
0 7 3 0
17. y D y; y.0/ D
3 1 2
2 3 2 3
1 1 0 6
18. y0 D 4 1 1 2 5 y; y.0/ D 4 5 5
1 1 1 7
2 3 2 3
2 2 1 6
19. y0 D 4 2 2 1 5 y; y.0/ D 4 2 5
3 3 2 0
2 3 2 3
7 4 4 6
20. y0 D 4 1 0 1 5 y; y.0/ D 4 9 5
9 5 6 1
556 Chapter 10 Linear Systems of Differential Equations
2 3 2 3
1 4 1 2
21. y0 D 4 3 6 1 5 y; y.0/ D 4 1 5
3 2 3 3
2 3 2 3
4 8 4 4
22. y0 D 4 3 1 3 5 y; y.0/ D 4 1 5
1 1 9 3
2 3 2 3
5 1 11 0
23. y0 D 4 7 1 13 5 y; y.0/ D 4 2 5
4 0 8 2
The coefficient matrices in Exercises 24–32 have eigenvalues of multiplicity 3. Find the general solution.
2 3
2 3 1 10 12
5 1 1 25. y0 D 4 2 2 3 5y
24. y0 D 4 1 9 3 5y 2 1 6
2 2 4
2 3 2 3
6 4 4 0 2 2
26. y0 D 4 2 1 1 5y 27. y0 D 4 1 5 3 5y
2 3 1 1 1 1
2 3 2 3
2 12 10 1 12 8
28. y0 D 4 2 24 11 5 y 29. y0 D 4 1 9 4 5y
2 24 8 1 6 1
2 3 2 3
4 0 1 3 3 4
30. y0 D 4 1 3 1 5y 31. y0 D 4 4 5 8 5y
1 0 2 2 3 5
2 3
3 1 0
32. y0 D 4 1 1 0 5y
1 1 2
33. Under the assumptions of Theorem 10.5.1, suppose u and uO are vectors such that
.A 1 I /u D x and .A 1 I /uO D x;
and let
y2 D ue 1 t C xte 1 t and O 1 t C xte 1 t :
yO 2 D ue
Show that y2 yO 2 is a scalar multiple of y1 D xe 1 t .
34. Under the assumptions of Theorem 10.5.2, let
y1 D xe 1 t ;
y2 D ue 1 t C xte 1 t ; and
t 2 e 1 t
y3 D ve 1 t C ute 1 t C x :
2
Complete the proof of Theorem 10.5.2 by showing that y3 is a solution of y0 D Ay and that
fy1; y2 ; y3g is linearly independent.
Section 10.6 Constant Coefficient Homogeneous Systems III 557
35. Suppose the matrix
a11 a12
AD
a21 a22
has a repeated eigenvalue 1 and the associated eigenspace is one-dimensional. Let x be a 1 -
eigenvector of A. Show that if .A 1 I /u1 D x and .A 1 I /u2 D x, then u2 u1 is parallel
to x. Conclude from this that all vectors u such that .A 1 I /u D x define the same positive and
negative half-planes with respect to the line L through the origin parallel to x.
In Exercises 36- 45 plot trajectories of the given system.
0 2 1
3 1
37. C/G y D y
36. C/G y0 D y 1 0
4 1
0 1 3 0 5 3
38. C/G y D y 39. C/G y D y
3 5 3 1
0 2 3 0 4 3
40. C/G y D y 41. C/G y D y
3 4 3 2
0 0 1 0 0 1
42. C/G y D y 43. C/G y D y
1 2 1 2
2 1 0 4
44. C/G y0 D y 45. C/G y0 D y
1 0 1 4
10.6 CONSTANT COEFFICIENT HOMOGENEOUS SYSTEMS III
We now consider the system y0 D Ay, where A has a complex eigenvalue D ˛ C iˇ with ˇ ¤ 0.
We continue to assume that A has real entries, so the characteristic polynomial of A has real coefficients.
This implies that D ˛ iˇ is also an eigenvalue of A.
An eigenvector x of A associated with D ˛ C iˇ will have complex entries, so we’ll write
x D u C iv
where u and v have real entries; that is, u and v are the real and imaginary parts of x. Since Ax D x,
A.u C i v/ D .˛ C iˇ/.u C i v/: (10.6.1)
Taking complex conjugates here and recalling that A has real entries yields
A.u i v/ D .˛ iˇ/.u i v/;
which shows that x D u i v is an eigenvector associated with D ˛ iˇ. The complex conjugate
eigenvalues and can be separately associated with linearly independent solutions y0 D Ay; however,
we won’t pursue this approach, since solutions obtained in this way turn out to be complex–valued.
Instead, we’ll obtain solutions of y0 D Ay in the form
y D f1 u C f2 v (10.6.2)
where f1 and f2 are real–valued scalar functions. The next theorem shows how to do this.
558 Chapter 10 Linear Systems of Differential Equations
Theorem 10.6.1 Let A be an n n matrix with real entries: Let D ˛ C iˇ (ˇ ¤ 0) be a complex
eigenvalue of A and let x D u C i v be an associated eigenvector; where u and v have real components:
Then u and v are both nonzero and
y1 D e ˛t .u cos ˇt v sin ˇt/ and y2 D e ˛t .u sin ˇt C v cos ˇt/;
which are the real and imaginary parts of
e ˛t .cos ˇt C i sin ˇt/.u C i v/; (10.6.3)
are linearly independent solutions of y0 D Ay.
Proof A function of the form (10.6.2) is a solution of y0 D Ay if and only if
f10 u C f20 v D f1 Au C f2 Av: (10.6.4)
Carrying out the multiplication indicated on the right side of (10.6.1) and collecting the real and imaginary
parts of the result yields
A.u C i v/ D .˛u ˇv/ C i.˛v C ˇu/:
Equating real and imaginary parts on the two sides of this equation yields
Au D ˛u ˇv
Av D ˛v C ˇu:
We leave it to you (Exercise 25) to show from this that u and v are both nonzero. Substituting from these
equations into (10.6.4) yields
f10 u C f20 v D f1 .˛u ˇv/ C f2 .˛v C ˇu/
D .˛f1 C ˇf2 /u C . ˇf1 C ˛f2 /v:
This is true if
f10 D ˛f1 C ˇf2 f10 ˛f1 D ˇf2
or, equivalently,
f20 D ˇf1 C ˛f2 ; f20 ˛f2 D ˇf1 :
If we let f1 D g1 e ˛t and f2 D g2 e ˛t , where g1 and g2 are to be determined, then the last two equations
become
g10 D ˇg2
g20 D ˇg1 ;
which implies that
g100 D ˇg20 D ˇ 2 g1 ;
so
g100 C ˇ 2 g1 D 0:
The general solution of this equation is
g1 D c1 cos ˇt C c2 sin ˇt:
Moreover, since g2 D g10 =ˇ,
g2 D c1 sin ˇt C c2 cos ˇt:
Section 10.6 Constant Coefficient Homogeneous Systems III 559
Multiplying g1 and g2 by e ˛t shows that
f1 D e ˛t . c1 cos ˇt C c2 sin ˇt/;
f2 D e ˛t . c1 sin ˇt C c2 cos ˇt/:
Substituting these into (10.6.2) shows that
y D e ˛t Œ.c1 cos ˇt C c2 sin ˇt/u C . c1 sin ˇt C c2 cos ˇt/v
(10.6.5)
D c1e ˛t .u cos ˇt v sin ˇt/ C c2 e ˛t .u sin ˇt C v cos ˇt/
is a solution of y0 D Ay for any choice of the constants c1 and c2. In particular, by first taking c1 D 1
and c2 D 0 and then taking c1 D 0 and c2 D 1, we see that y1 and y2 are solutions of y0 D Ay. We leave
it to you to verify that they are, respectively, the real and imaginary parts of (10.6.3) (Exercise 26), and
that they are linearly independent (Exercise 27).
Example 10.6.1 Find the general solution of
0 4 5
y D y: (10.6.6)
5 2
Solution The characteristic polynomial of the coefficient matrix A in (10.6.6) is
ˇ ˇ
ˇ 4 5 ˇˇ
ˇ
ˇ 5 D . 1/2 C 16:
2 ˇ
Hence, D 1 C 4i is an eigenvalue of A. The associated eigenvectors satisfy .A .1 C 4i / I / x D 0.
The augmented matrix of this system is
::
2 3
4 3 4i 5 : 0 5
;
::
5 3 4i : 0
which is row equivalent to
::
2 3
3C4i
4 1 5
: 0 5
:
::
0 0 : 0
Therefore x1 D .3 C 4i /x2 =5. Taking x2 D 5 yields x1 D 3 C 4i , so
3 C 4i
xD
5
is an eigenvector. The real and imaginary parts of
3 C 4i
e t .cos 4t C i sin 4t/
5
are
t 3 cos 4t 4 sin 4t t 3 sin 4t C 4 cos 4t
y1 D e and y2 D e ;
5 cos 4t 5 sin 4t
which are linearly independent solutions of (10.6.6). The general solution of (10.6.6) is
t 3 cos 4t 4 sin 4t t 3 sin 4t C 4 cos 4t
y D c1 e C c2 e :
5 cos 4t 5 sin 4t
560 Chapter 10 Linear Systems of Differential Equations
Example 10.6.2 Find the general solution of
14 39
y0 D y: (10.6.7)
6 16
Solution The characteristic polynomial of the coefficient matrix A in (10.6.7) is
ˇ ˇ
ˇ 14 39 ˇˇ
ˇ D . 1/2 C 9:
ˇ 6 16 ˇ
Hence, D 1 C 3i is an eigenvalue of A. The associated eigenvectors satisfy .A .1 C 3i /I / x D 0.
The augmented augmented matrix of this system is
::
2 3
4 15 3i 39 : 0 5
;
::
6 15 3i : 0
which is row equivalent to
::
2 3
5Ci
4 1 2
: 0 5
:
::
0 0 : 0
Therefore x1 D .5 i /=2. Taking x2 D 2 yields x1 D 5 i , so
5 i
xD
2
is an eigenvector. The real and imaginary parts of
5 i
e t .cos 3t C i sin 3t/
2
are
sin 3t C 5 cos 3t cos 3t C 5 sin 3t
y1 D e t and y2 D e t ;
2 cos 3t 2 sin 3t
which are linearly independent solutions of (10.6.7). The general solution of (10.6.7) is
sin 3t C 5 cos 3t cos 3t C 5 sin 3t
y D c1 e t C c2 e t :
2 cos 3t 2 sin 3t
Example 10.6.3 Find the general solution of
2 3
5 5 4
y0 D 4 8 7 6 5 y: (10.6.8)
1 0 0
Solution The characteristic polynomial of the coefficient matrix A in (10.6.8) is
ˇ ˇ
ˇ 5 5 4 ˇˇ
7 6 ˇˇ D . 2/.2 C 1/:
ˇ
ˇ
ˇ 8
ˇ 1 0 ˇ
Section 10.6 Constant Coefficient Homogeneous Systems III 561
Hence, the eigenvalues of A are 1 D 2, 2 D i , and 3 D i . The augmented matrix of .A 2I /x D 0
is
::
2 3
6 7 5 4 : 0 7
6 :: 7
;
6 8 5 6 : 0 7
4 5
::
1 0 2 : 0
which is row equivalent to
:
2 3
6 1 0 2 :: 0 7
:
2 :: :
6 7
6 0 1 0 7
4 5
:
0 0 0 :: 0
Therefore x1 D x2 D 2x3. Taking x3 D 1 yields
2 3
2
x1 D 4 2 5 ;
1
so 2 3
2
y1 D 4 2 5 e 2t
1
is a solution of (10.6.8).
The augmented matrix of .A iI /x D 0 is
:
2 3
6 5 i 5 4 :: 0 7
:
6 :: ;
6 7
6
4 8 7 i 0 7
5
:
1 0 i :: 0
which is row equivalent to
::
2 3
6 1 0 i : 0 7
6 :: 7
:
6 0 1 1 i : 0 7
4 5
::
0 0 0 : 0
Therefore x1 D ix3 and x2 D .1 i /x3 . Taking x3 D 1 yields the eigenvector
2 3
i
x2 D 4 1 C i 5 :
1
The real and imaginary parts of 2 3
i
.cos t C i sin t/ 4 1Ci 5
1
are 2 3 2 3
sin t cos t
y2 D 4 cos t sin t 5 and y3 D 4 cos t sin t 5 ;
cos t sin t
562 Chapter 10 Linear Systems of Differential Equations
which are solutions of (10.6.8). Since the Wronskian of fy1 ; y2; y3 g at t D 0 is
ˇ ˇ
ˇ 2 0 1 ˇˇ
ˇ
ˇ 2
ˇ 1 1 ˇˇ D 1;
ˇ 1 1 0 ˇ
fy1 ; y2; y3 g is a fundamental set of solutions of (10.6.8). The general solution of (10.6.8) is
2 3 2 3 2 3
2 sin t cos t
y D c1 4 2 5 e 2t C c2 4 cos t sin t 5 C c3 4 cos t sin t 5 :
1 cos t sin t
Example 10.6.4 Find the general solution of
2 3
1 1 2
y0 D 4 1 3 2 5 y: (10.6.9)
1 1 2
Solution The characteristic polynomial of the coefficient matrix A in (10.6.9) is
ˇ ˇ
ˇ 1 1 2 ˇˇ
2 ˇˇ D . 2/ . 2/2 C 4 :
ˇ
ˇ 1 3
ˇ
ˇ 1 1 2 ˇ
Hence, the eigenvalues of A are 1 D 2, 2 D 2 C 2i , and 3 D 2 2i . The augmented matrix of
.A 2I /x D 0 is
::
2 3
6 1 1 2 : 0 7
::
7;
6 7
6 1 1 2 : 0
4 5
::
1 1 0 : 0
which is row equivalent to
:
2 3
6 1 0 1 :: 0 7
:
1 :: :
6 7
6 0 1 0 7
4 5
:
0 0 0 :: 0
Therefore x1 D x2 D x3. Taking x3 D 1 yields
2 3
1
x1 D 4 1 5;
1
so 2 3
1
y1 D 4 1 5 e 2t
1
is a solution of (10.6.9).
The augmented matrix of .A .2 C 2i /I / x D 0 is
:
2 3
6 1 2i 1 2 :: 0 7
:
2 :: ;
6 7
6
4 1 1 2i 0 7
5
:
1 1 2i :: 0
Section 10.6 Constant Coefficient Homogeneous Systems III 563
which is row equivalent to
:
2 3
6 1 0 i :: 0 7
:
i :: :
6 7
6 0 1 0 7
4 5
:
0 0 0 :: 0
Therefore x1 D ix3 and x2 D ix3 . Taking x3 D 1 yields the eigenvector
2 3
i
x2 D 4 i 5
1
The real and imaginary parts of 2 3
i
e 2t .cos 2t C i sin 2t/ 4 i 5
1
are 2 3 2 3
sin 2t cos 2t
y2 D e 2t 4 sin 2t 5 and y2 D e 2t 4 cos 2t 5 ;
cos 2t sin 2t
which are solutions of (10.6.9). Since the Wronskian of fy1 ; y2; y3 g at t D 0 is
ˇ ˇ
ˇ 1 0 1 ˇˇ
ˇ
ˇ 1 0
ˇ 1 ˇˇ D 2;
ˇ 1 1 0 ˇ
fy1 ; y2; y3 g is a fundamental set of solutions of (10.6.9). The general solution of (10.6.9) is
2 3 2 3 2 3
1 sin 2t cos 2t
y D c1 4 1 5 e 2t C c2 e 2t 4 sin 2t 5 C c3 e 2t 4 cos 2t 5 :
1 cos 2t sin 2t
Geometric Properties of Solutions when n D 2
We’ll now consider the geometric properties of solutions of a 2 2 constant coefficient system
0
y1 a11 a12 y1
D (10.6.10)
y20 a21 a22 y2
under the assumptions of this section; that is, when the matrix
a11 a12
AD
a21 a22
has a complex eigenvalue D ˛ C iˇ (ˇ ¤ 0) and x D u C i v is an associated eigenvector, where
u and v have real components. To describe the trajectories accurately it’s necessary to introduce a new
rectangular coordinate system in the y1 -y2 plane. This raises a point that hasn’t come up before: It is
always possible to choose x so that .u; v/ D 0. A special effort is required to do this, since not every
eigenvector has this property. However, if we know an eigenvector that doesn’t, we can multiply it by a
suitable complex constant to obtain one that does. To see this, note that if x is a -eigenvector of A and k
is an arbitrary real number, then
x1 D .1 C i k/x D .1 C i k/.u C i v/ D .u kv/ C i.v C ku/
564 Chapter 10 Linear Systems of Differential Equations
is also a -eigenvector of A, since
Ax1 D A..1 C i k/x/ D .1 C i k/Ax D .1 C i k/x D ..1 C i k/x/ D x1 :
The real and imaginary parts of x1 are
u1 D u kv and v1 D v C ku; (10.6.11)
so
.u; v/k 2 C .kvk2 kuk2/k
.u1 ; v1/ D .u kv; v C ku/ D .u; v/ :
Therefore .u1 ; v1/ D 0 if
.u; v/k 2 C .kvk2 kuk2/k .u; v/ D 0: (10.6.12)
If .u; v/ ¤ 0 we can use the quadratic formula to find two real values of k such that .u1 ; v1/ D 0
(Exercise 28).
Example 10.6.5 In Example 10.6.1 we found the eigenvector
3 C 4i 3 4
xD D Ci
5 5 0
3 4
for the matrix of the system (10.6.6). Here u D and v D are not orthogonal, since
5 0
.u; v/ D 12. Since kvk2 kuk2 D 18, (10.6.12) is equivalent to
2k 2 3k 2 D 0:
The zeros of this equation are k1 D 2 and k2 D 1=2. Letting k D 2 in (10.6.11) yields
5 10
u1 D u 2v D and v1 D v C 2u D ;
5 10
and .u1 ; v1 / D 0. Letting k D 1=2 in (10.6.11) yields
v 5 u 1 5
u1 D u C D and v1 D v D ;
2 5 2 2 5
and again .u1 ; v1 / D 0.
(The numbers don’t always work out as nicely as in this example. You’ll need a calculator or computer
to do Exercises 29-40.)
Henceforth, we’ll assume that .u; v/ D 0. Let U and V be unit vectors in the directions of u and v,
respectively; that is, U D u=kuk and V D v=kvk. The new rectangular coordinate system will have the
same origin as the y1 -y2 system. The coordinates of a point in this system will be denoted by .´1 ; ´2 /,
where ´1 and ´2 are the displacements in the directions of U and V, respectively.
From (10.6.5), the solutions of (10.6.10) are given by
y D e ˛t Œ.c1 cos ˇt C c2 sin ˇt/u C . c1 sin ˇt C c2 cos ˇt/v : (10.6.13)
For convenience, let’s call the curve traversed by e ˛t y.t/ a shadow trajectory of (10.6.10). Multiplying
(10.6.13) by e ˛t yields
e ˛t y.t/ D ´1 .t/U C ´2 .t/V;
Section 10.6 Constant Coefficient Homogeneous Systems III 565
where
´1 .t/ D kuk.c1 cos ˇt C c2 sin ˇt/
´2 .t/ D kvk. c1 sin ˇt C c2 cos ˇt/:
Therefore
.´1 .t//2 .´2 .t//2
C D c12 C c22
kuk2 kvk2
(verify!), which means that the shadow trajectories of (10.6.10) are ellipses centered at the origin, with
axes of symmetry parallel to U and V. Since
ˇkuk ˇkvk
´01 D ´2 and ´02 D ´1 ;
kvk kuk
the vector from the origin to a point on the shadow ellipse rotates in the same direction that V would have
to be rotated by =2 radians to bring it into coincidence with U (Figures 10.6.1 and 10.6.2).
y y
2 2
U U
y1 y1
Figure 10.6.1 Shadow trajectories traversed Figure 10.6.2 Shadow trajectories traversed
clockwise counterclockwise
If ˛ D 0, then any trajectory of (10.6.10) is a shadow trajectory of (10.6.10); therefore, if is
purely imaginary, then the trajectories of (10.6.10) are ellipses traversed periodically as indicated in Fig-
ures 10.6.1 and 10.6.2.
If ˛ > 0, then
lim ky.t/k D 1 and lim y.t/ D 0;
t !1 t! 1
so the trajectory spirals away from the origin as t varies from 1 to 1. The direction of the spiral
depends upon the relative orientation of U and V, as shown in Figures 10.6.3 and 10.6.4.
If ˛ < 0, then
lim ky.t/k D 1 and lim y.t/ D 0;
t! 1 t !1
so the trajectory spirals toward the origin as t varies from 1 to 1. Again, the direction of the spiral
depends upon the relative orientation of U and V, as shown in Figures 10.6.5 and 10.6.6.
566 Chapter 10 Linear Systems of Differential Equations
y2 y2
U U
y1 y1
Figure 10.6.3 ˛ > 0; shadow trajectory spiraling Figure 10.6.4 ˛ > 0; shadow trajectory spiraling
outward outward
y2 y2
U U
y1 y1
Figure 10.6.5 ˛ < 0; shadow trajectory spiraling Figure 10.6.6 ˛ < 0; shadow trajectory spiraling
inward inward
10.6 Exercises
In Exercises 1–16 find the general solution.
11 4
1 2
2. y0 D y
1. y0 D y 26 9
5 5
1 2 5 6
3. y0 D y 4. y0 D y
4 5 3 1
Section 10.6 Constant Coefficient Homogeneous Systems III 567
2 3 2 3
3 3 1 3 3 1
5. y0 D 4 0 2 2 5y 6. y0 D 4 1 5 3 5y
5 1 1 3 7 3
2 3 2 3
2 1 1 3 1 3
7. y0 D 4 0 1 1 5y 8. y0 D 4 4 1 2 5y
1 0 1 4 2 3
5 4 1 7 5
9. y0 D y 10. y0 D y
10 1 3 2 5
0 3 2 0 34 52
11. y D y 12. y D y
5 1 20 30
2 3 2 3
1 1 2 3 4 2
13. y0 D 4 1 0 1 5y 14. y0 D 4 5 7 8 5y
1 2 1 10 13 8
2 3 2 3
6 0 3 1 2 2
15. y0 D 4 3 3 3 5 y0 16. y0 D 4 0 2 1 5 y0
1 2 6 1 0 0
In Exercises 17–24 solve the initial value problem.
4 6 5
17. y0 D y; y.0/ D
3 2 2
7 15 5
18. y0 D y; y.0/ D
3 1 1
0 7 15 17
19. y D y; y.0/ D
3 5 7
0 1 4 2 1
20. y D y; y.0/ D
6 5 2 1
2 3 2 3
5 2 1 4
21. y0 D 4 3 2 2 5 y; y.0/ D 4 0 5
1 3 2 6
2 3 2 3
4 4 0 8
22. y0 D 4 8 10 20 5 y; y.0/ D 4 6 5
2 3 2 5
2 3 2 3
1 15 15 15
23. y0 D 4 6 18 22 5 y; y.0/ D 4 17 5
3 11 15 10
2 3 2 3
4 4 4 16
24. y0 D 4 10 3 15 5 y; y.0/ D 4 14 5
2 3 1 6
568 Chapter 10 Linear Systems of Differential Equations
25. Suppose an n n matrix A with real entries has a complex eigenvalue D ˛ C iˇ (ˇ ¤ 0) with
associated eigenvector x D u C i v, where u and v have real components. Show that u and v are
both nonzero.
26. Verify that
y1 D e ˛t .u cos ˇt v sin ˇt/ and y2 D e ˛t .u sin ˇt C v cos ˇt/;
are the real and imaginary parts of
e ˛t .cos ˇt C i sin ˇt/.u C i v/:
27. Show that if the vectors u and v are not both 0 and ˇ ¤ 0 then the vector functions
y1 D e ˛t .u cos ˇt v sin ˇt/ and y2 D e ˛t .u sin ˇt C v cos ˇt/
are linearly independent on every interval. H INT: There are two cases to consider: (i) fu; vg
linearly independent, and (ii) fu; vg linearly dependent. In either case, exploit the the linear
independence of fcos ˇt; sin ˇtg on every interval.
u1 v1
28. Suppose u D and v D are not orthogonal; that is, .u; v/ ¤ 0.
u2 v2
(a) Show that the quadratic equation
.u; v/k 2 C .kvk2 kuk2/k .u; v/ D 0
has a positive root k1 and a negative root k2 D 1= k1 .
.1/ .1/ .2/ .2/
(b) Let u1 D u k1 v, v1 D v C k1 u, u1 D u k2 v, and v1 D v C k2 u, so that
.1/ .1/ .2/ .2/
.u1 ; v1 / D .u1 ; v1 / D 0, from the discussion given above. Show that
.1/ .1/
v1 u1
u.2/
1 D and v.2/
1 D :
k1 k1
.1/ .1/ .2/ .2/
(c) Let U1 , V1 , U2 , and V2 be unit vectors in the directions of u1 , v1 , u1 , and v1 , respec-
tively. Conclude from (a) that U2 D V1 and V2 D U1 , and that therefore the counterclock-
wise angles from U1 to V1 and from U2 to V2 are both =2 or both =2.
In Exercises 29-32 find vectors U and V parallel to the axes of symmetry of the trajectories, and plot
some typical trajectories.
15 10
3 5
30. C/G y0 D y
29. C/G y0 D y 25 15
5 3
4 8 3 15
31. C/G y0 D y 32. C/G y0 D y
4 4 3 3
In Exercises 33-40 find vectors U and V parallel to the axes of symmetry of the shadow trajectories, and
plot a typical trajectory.
5 12
5 6
34. C/G y0 D y
33. C/G y0 D y 6 7
12 7
Section 10.6 Constant Coefficient Homogeneous Systems III 569
0 4 5 0 4 9
35. C/G y D y 36. C/G y D y
9 2 5 2
1 10 1 5
37. C/G y0 D y 38. C/G y0 D y
10 1 20 1
7 10 7 6
39. C/G y0 D y 40. C/G y0 D y
10 9 12 5
570 Chapter 10 Linear Systems of Differential Equations
10.7 VARIATION OF PARAMETERS FOR NONHOMOGENEOUS LINEAR SYSTEMS
We now consider the nonhomogeneous linear system
y0 D A.t/y C f.t/;
where A is an n n matrix function and f is an n-vector forcing function. Associated with this system is
the complementary system y0 D A.t/y.
The next theorem is analogous to Theorems 5.3.2 and 9.1.5. It shows how to find the general solution
of y0 D A.t/y C f.t/ if we know a particular solution of y0 D A.t/y C f.t/ and a fundamental set of
solutions of the complementary system. We leave the proof as an exercise (Exercise 21).
Theorem 10.7.1 Suppose the n n matrix function A and the n-vector function f are continuous on
.a; b/: Let yp be a particular solution of y0 D A.t/y C f.t/ on .a; b/, and let fy1 ; y2; : : : ; yn g be a
fundamental set of solutions of the complementary equation y0 D A.t/y on .a; b/. Then y is a solution of
y0 D A.t/y C f.t/ on .a; b/ if and only if
y D yp C c 1 y1 C c 2 y2 C C c n yn ;
where c1; c2 ; . . . , cn are constants.
Finding a Particular Solution of a Nonhomogeneous System
We now discuss an extension of the method of variation of parameters to linear nonhomogeneous systems.
This method will produce a particular solution of a nonhomogenous system y0 D A.t/y C f.t/ provided
that we know a fundamental matrix for the complementary system. To derive the method, suppose Y is a
fundamental matrix for the complementary system; that is,
2 3
y11 y12 y1n
6 y21 y22 y2n 7
Y D6 : :: :: 7 ;
6 7
4 :: ::
: : : 5
yn1 yn2 ynn
where 2 3 2 3 2 3
y11 y12 y1n
6 y21 7 6 y22 7 6 y2n 7
y1 D 6 7; y2 D 6 7; ; yn D 6
6 7 6 7 6 7
:: :: :: 7
4 : 5 4 : 5 4 : 5
yn1 yn2 ynn
is a fundamental set of solutions of the complementary system. In Section 10.3 we saw that Y 0 D A.t/Y .
We seek a particular solution of
y0 D A.t/y C f.t/ (10.7.1)
of the form
yp D Y u; (10.7.2)
where u is to be determined. Differentiating (10.7.2) yields
y0p D Y 0 u C Y u0
D AY u C Y u0 (since Y 0 D AY )
D Ayp C Y u0 (since Y u D yp ):
Section 10.7 Variation of Parameters for Nonhomogeneous Linear Systems 571
Comparing this with (10.7.1) shows that yp D Y u is a solution of (10.7.1) if and only if
Y u0 D f:
Thus, we can find a particular solution yp by solving this equation for u0 , integrating to obtain u, and
computing Y u. We can take all constants of integration to be zero, since any particular solution will
suffice.
Exercise 22 sketches a proof that this method is analogous to the method of variation of parameters
discussed in Sections 5.7 and 9.4 for scalar linear equations.
Example 10.7.1
(a) Find a particular solution of the system
2e 4t
0 1 2
y D yC ; (10.7.3)
2 1 e 4t
which we considered in Example 10.2.1.
(b) Find the general solution of (10.7.3).
S OLUTION (a) The complementary system is
1 2
y0 D y: (10.7.4)
2 1
The characteristic polynomial of the coefficient matrix is
ˇ ˇ
ˇ 1 2 ˇˇ
ˇ
ˇ 2 D . C 1/. 3/:
1 ˇ
Using the method of Section 10.4, we find that
3t t
e e
y1 D and y2 D
e 3t e t
are linearly independent solutions of (10.7.4). Therefore
3t t
e e
Y D
e 3t e t
is a fundamental matrix for (10.7.4). We seek a particular solution yp D Y u of (10.7.3), where Y u0 D f;
that is, 3t
e t 2e 4t
0
e u1
D :
e 3t e t u02 e 4t
The determinant of Y is the Wronskian
ˇ 3t t
ˇ
ˇ e e ˇ D 2e 2t :
ˇ
ˇ 3t t
ˇ e e ˇ
By Cramer’s rule,
1 ˇˇ 2e 4t e t ˇˇ 3e 3t
ˇ ˇ
3 t
u01 D D D e;
2e 2t ˇ e 4t e t ˇ 2e 2t 2
1 ˇˇ e 3t 2e 4t ˇˇ e 7t
ˇ ˇ
1 5t
u02 D D D e :
2e 2t ˇ e 3t e 4t ˇ 2e 2t 2
572 Chapter 10 Linear Systems of Differential Equations
Therefore
3e t
1
u0 D :
2 e 5t
Integrating and taking the constants of integration to be zero yields
15e t
1
uD ;
10 e 5t
so
e 3t t
" #
1 e 15e t
1
8e 4t
yp D Y u D D
10 e 3t e t e 5t 5 7e 4t
is a particular solution of (10.7.3).
S OLUTION (b) From Theorem 10.7.1, the general solution of (10.7.3) is
1 8e 4t
3t t
e e
y D yp C c 1 y1 C c 2 y2 D C c1 C c2 ; (10.7.5)
5 7e 4t e 3t e t
which can also be written as
8e 4t e 3t t
1 e
yD C c;
5 7e 4t e 3t e t
where c is an arbitrary constant vector.
Writing (10.7.5) in terms of coordinates yields
8 4t
y1 D e C c1 e 3t C c2 e t
5
7 4t
y2 D e C c1 e 3t c2 e t ;
5
so our result is consistent with Example 10.2.1. .
If A isn’t a constant matrix, it’s usually difficult to find a fundamental set of solutions for the system
y0 D A.t/y. It is beyond the scope of this text to discuss methods for doing this. Therefore, in the
following examples and in the exercises involving systems with variable coefficient matrices we’ll provide
fundamental matrices for the complementary systems without explaining how they were obtained.
Example 10.7.2 Find a particular solution of
2e 2t
0 2 1
y D yC ; (10.7.6)
2e 2t 4 1
given that
e 4t
1
Y D
e 6t e 2t
is a fundamental matrix for the complementary system.
Solution We seek a particular solution yp D Y u of (10.7.6) where Y u0 D f; that is,
4t 0
e 1 u1 1
D :
e 6t e 2t u02 1
Section 10.7 Variation of Parameters for Nonhomogeneous Linear Systems 573
The determinant of Y is the Wronskian
ˇ 4t ˇ
ˇ e 1 ˇˇ
ˇ 6t D 2e 6t :
ˇ e e 2t ˇ
By Cramer’s rule,
e 2t C 1 4t 6t
ˇ ˇ
1 ˇˇ 1 1 ˇˇ e Ce
u01 D D D
2e 6t ˇ 1 e 2t ˇ 2e 6t 2
1 ˇˇ e 4t 1 ˇˇ e 4t e 6t 2t
ˇ ˇ
e 1
u02 D D D :
2e 6t ˇ e 6t 1 ˇ 2e 6t 2
Therefore
4t 6t
1 e Ce
u0 D 2t :
2 e 1
Integrating and taking the constants of integration to be zero yields
3e 4t C 2e 6t
1
uD ;
24 6e 2t C 12t
so
e 4t 3e 4t C 2e 6t 4e 2t C 12t 3
1 1 1
yp D Y u D D
24 e 6t e 2t 6e 2t C 12t 24 3e 2t .4t C 1/ 8
is a particular solution of (10.7.6).
Example 10.7.3 Find a particular solution of
3t 2
2 t 1
y0 D y C t2 ; (10.7.7)
t2 1 2t 1
given that
3t 2
2t
Y D
1 2t
is a fundamental matrix for the complementary system on . 1; 0/ and .0; 1/.
Solution We seek a particular solution yp D Y u of (10.7.7) where Y u0 D f; that is,
2t 3t 2
0 2
u1 t
D :
1 2t u02 t2
The determinant of Y is the Wronskian
3t 2 ˇˇ
ˇ ˇ
ˇ 2t
ˇ
ˇ 1 D t 2:
2t ˇ
By Cramer’s rule,
1 ˇˇ t 2 3t 2 ˇˇ 2t 3 3t 4
ˇ ˇ
u01 D D D 2t 3t 2 ;
t 2 ˇ t 2 2t ˇ t2
1 ˇˇ 2t t 2 ˇˇ 2t 3 t 2
ˇ ˇ
u02 D D D 2t 1:
t2 ˇ 1 t2 ˇ t2
574 Chapter 10 Linear Systems of Differential Equations
Therefore
2t 3t 2
u0 D :
2t 1
Integrating and taking the constants of integration to be zero yields
2
t3
t
uD ;
t2 t
so
3t 2 t2 t3 t 3 .t
2t 1/
yp D Y u D D
1 2t t2 t t 2 .t 1/
is a particular solution of (10.7.7).
Example 10.7.4
(a) Find a particular solution of
2 3 2 t 3
2 1 1 e
y0 D 4 1 0 1 5y C 4 0 5: (10.7.8)
1 1 0 e t
(b) Find the general solution of (10.7.8).
S OLUTION (a) The complementary system for (10.7.8) is
2 3
2 1 1
y0 D 4 1 0 1 5 y: (10.7.9)
1 1 0
The characteristic polynomial of the coefficient matrix is
ˇ ˇ
ˇ 2 1 1 ˇˇ
1/2 :
ˇ
ˇ 1
ˇ 1 ˇˇ D .
ˇ 1 1 ˇ
Using the method of Section 10.4, we find that
2 t 3
et
2 3 23
1 e
y1 D 4 1 5 ; y2 D 4 e t 5 ; and y3 D 4 0 5
1 0 et
are linearly independent solutions of (10.7.9). Therefore
1 et et
2 3
Y D 4 1 et 0 5
1 0 et
is a fundamental matrix for (10.7.9). We seek a particular solution yp D Y u of (10.7.8), where Y u0 D f;
that is,
1 et et
2 32 0 3 2 t 3
u1 e
4 1 e t 0 5 4 u0 5 D 4 0 5 :
2
1 0 et u03 e t
Section 10.7 Variation of Parameters for Nonhomogeneous Linear Systems 575
The determinant of Y is the Wronskian
ˇ 1 et et
ˇ ˇ
ˇ
ˇ 1 et ˇ D e 2t :
ˇ ˇ
0
et
ˇ ˇ
ˇ 1 0 ˇ
Thus, by Cramer’s rule,
et et et
ˇ ˇ
e 3t e t
ˇ ˇ
1 ˇˇ
et t
et
ˇ
u01 D 0 0 ˇ D D e
e 2t ˇˇ e t 0 et
ˇ
ˇ e 2t
1 et et
ˇ ˇ
e 2t
ˇ ˇ
1 ˇˇ ˇ 1 2t
u02 D 1 0 0 ˇ D D 1 e
e 2t ˇˇ 1 e t et
ˇ
ˇ e 2t
1 et et
ˇ ˇ
e 2t
ˇ ˇ
1 ˇˇ
1 et
ˇ
u03 D 0 ˇ D D 1:
e 2t ˇˇ 1 0 e t
ˇ
ˇ e 2t
Therefore
t
et
2 3
e
2t
u0 D 4 1 e 5:
1
Integrating and taking the constants of integration to be zero yields
et e t
2 3
6 e 2t
uD4 Ct 5;
7
2
t
so
t
3 2 et e t 3
2 e 3
e t .2t 1/
1 et et
2
6 e 2t
6 2 7
yp D Y u D 1 et 0 54 D 6 t e t
7 6 7
4 Ct 5
4 e .t 1/
7
1 0 et 2 2
5
t
e t .t 1/ e t
is a particular solution of (10.7.8).
S OLUTION (a) From Theorem 10.7.1 the general solution of (10.7.8) is
2 e t 3
e t .2t 1/ 2 3 2 t 3 2 t 3
6 2 7 1 e e
y D yp C c 1 y1 C c 2 y2 C c 3 y3 D 6 t e t 7 C c1 4 1 5 C c2 4 e t 5 C c3 4 0 5 ;
6 7
4 e .t 1/
2 1 0 et
5
t t
e .t 1/ e
which can be written as
t
2 e 3
e t .2t 1/
1 et et
2 3
6 2 7
t
y D yp C Y c D 6 t e 7 C 1 et 0 5c
6 7 4
4 e .t 1/
2 1 0 et
5
t
e t .t 1/ e
where c is an arbitrary constant vector.
576 Chapter 10 Linear Systems of Differential Equations
Example 10.7.5 Find a particular solution of
e t e 2t
2 3 2 3
3 1
1
0
y D 4 0 6 0 5 y C 4 et 5 ; (10.7.10)
2 e 2t e 3t 1 e t
given that
et e 2t
2 3
0
Y D 4 0 e 3t e 3t 5
e t 1 0
is a fundamental matrix for the complementary system.
Solution We seek a particular solution of (10.7.10) in the form yp D Y u, where Y u0 D f; that is,
2 t
0 e 2t
32 0 3 2 3
e u1 1
4 0 e 3t e 3t 5 4 u02 5 D 4 e t 5 :
e t 1 0 u03 e t
The determinant of Y is the Wronskian
ˇ t
e 2t
ˇ
ˇ e 0 ˇ
e 3t e 3t ˇ D 2e 4t :
ˇ ˇ
ˇ 0
ˇ e t
ˇ ˇ
1 0 ˇ
By Cramer’s rule,
e 2t
ˇ ˇ
1 0
e 4t
ˇ ˇ
1 1
et e 3t e 3t
ˇ ˇ
u01 D ˇ ˇ D D
2e 4t ˇ
ˇ e t 1 0
ˇ
ˇ 2e 4t 2
et e 2t ˇˇ
ˇ ˇ
1
e 3t
ˇ
1 ˇˇ 1 t
u02 D 0 et e 3t ˇˇ D D e
2e 4t ˇˇ e t e t 0 ˇ 2e 4t 2
et
ˇ ˇ
0 1 ˇˇ
e 3t 2e 2t 2t t
ˇ
1 ˇˇ 2e e
u03 D 0 e 3t e t ˇˇ D D :
2e 4t ˇˇ e t 1 e t ˇ 2e 4t 2
Therefore 2 3
1
1
u0 D 4 e t 5:
2 2e 2t e t
Integrating and taking the constants of integration to be zero yields
2 3
t
1
uD 4 e t 5;
2 e t
e 2t
so
et e 2t e t .t C 1/ 1
2 32 3 2 3
0 t
1 5D 14
yp D Y u D 4 0 e 3t e 3t 5 4 e t
et 5
2 e t 1 0 e t
e 2t 2 e t .t 1/
Section 10.7 Variation of Parameters for Nonhomogeneous Linear Systems 577
is a particular solution of (10.7.10).
10.7 Exercises
In Exercises 1–10 find a particular solution.
21e 4t 50e 3t
0 1 4 0 1 4 3
1. y D yC 2. y D yC
1 1 8e 3t 5 2 11 10e 3t
1 2 1 4 3 2
3. y0 D yC 4. y0 D yC
2 1 t 6 5 2e t
3t
6 3 4e 0 1 1
5. y0 D yC 5t 6. y0 D yC
1 2 4e 1 0 t
2 3 2 3 2 3 2 3
3 1 1 3 3 1 1 1
7. y0 D 4 3 5 1 5 y C 4 6 5 8. y0 D 4 2 3 2 5 y C 4 et 5
6 2 4 3 4 1 2 et
2 3 2 t 3
3 2 2 e
9. y0 D 4 2 3 2 5 y C 4 e 5t 5
2 2 3 et
2 3 2 t 3
1 1 3 e
1
10. y0 D 4 4 4 3 5 y C 4 et 5
3 2 1 0 et
In Exercises 11–20 find a particular solution, given that Y is a fundamental matrix for the complementary
system.
0 1 1 t cos t cos t sin t
11. y D yCt I Y Dt
t t 1 sin t sin t cos t
t
e t
0 1 1 t t e
12. y D yC I Y Dt
t t 1 t2 et e t
1 t 1 1 t 1
13. y0 D 2 yCt I Y D
t 1 1 t 1 1 t
t
2t
2 e t
1 1 2e e
14. y0 D y C I Y D
3 2e t 1 e 2t et 2
3 6
2
3 4
1 3t t 1 t 1 t t
15. y0 D 4 yC I Y D 2
2t 1 3t 3 t 1 t 1 t
e t
2 3
1 2
t e t
0
6 t 1 t 1 7 t 1
16. y D 4 6
5 y C t 2 1 I Y D et
7
et 1 t
t C1 t C1
2 2
t3
2 3 2 3 3
1 1 0 1 t 1
1
17. y0 D 4 0 2 1 5 y C 4 2 5 Y D 4 t 2 2t 3 1 5
t 2 2 2 1 0 2t 3 2
578 Chapter 10 Linear Systems of Differential Equations
et e 2t
2 3t 3
e 5t e 2t
2 3 2 3
3 e 0
18. y0 D 4 e t 2 et 5 y C 4 0 5 I Y D 4 e 4t 0 et 5
e 2t e t 1 0 e 3t 1 1
2 3 2 3 2 3
1 t 0 t 1 cos t sin t
1
19. y0 D 4 0 1 t 5y C 4 t 5I Y D t 4 0 sin t cos t 5
t 0 t 1 t 0 cos t sin t
t t
2 3 2 t 3 2 t t
3
e t 1 e e e e t
1 1 1
20. y0 D 4 e t 1 t e t 5y C 4 0 5I Y D 4 et e t
e t 5
t e t t 1 e t t et t et e t
0
21. Prove Theorem 10.7.1.
22. (a) Convert the scalar equation
P0 .t/y .n/ C P1 .t/y .n 1/
C C Pn .t/y D F .t/ .A/
into an equivalent n n system
y0 D A.t/y C f.t/: .B/
(b) Suppose (A) is normal on an interval .a; b/ and fy1 ; y2 ; : : : ; yn g is a fundamental set of
solutions of
P0 .t/y .n/ C P1 .t/y .n 1/ C C Pn .t/y D 0 .C/
on .a; b/. Find a corresponding fundamental matrix Y for
y0 D A.t/y .D/
on .a; b/ such that
y D c1 y1 C c2 y2 C C cn yn
is a solution of (C) if and only if y D Y c with
2 3
c1
6 c2 7
cD6
6 7
:: 7
4 : 5
cn
is a solution of (D).
(c) Let yp D u1 y1 C u1 y2 C C un yn be a particular solution of (A), obtained by the method
of variation of parameters for scalar equations as given in Section 9.4, and define
2 3
u1
6 u2 7
u D 6 : 7:
6 7
:
4 : 5
un
Show that yp D Y u is a solution of (B).
(d) Let yp D Y u be a particular solution of (B), obtained by the method of variation of param-
eters for systems as given in this section. Show that yp D u1 y1 C u1 y2 C C un yn is a
solution of (A).
Section 10.7 Variation of Parameters for Nonhomogeneous Linear Systems 579
23. Suppose the n n matrix function A and the n–vector function f are continuous on .a; b/. Let
t0 be in .a; b/, let k be an arbitrary constant vector, and let Y be a fundamental matrix for the
homogeneous system y0 D A.t/y. Use variation of parameters to show that the solution of the
initial value problem
y0 D A.t/y C f.t/; y.t0 / D k
is Z t
1 1
y.t/ D Y .t/ Y .t0 /k C Y .s/f.s/ ds :
t0
CHAPTER 11
Boundary Value Problems and Fourier
Expansions
IN THIS CHAPTER we develop series representations of functions that will be used to solve partial
differential equations in Chapter 12.
SECTION 11.1 deals with five boundary value problems for the differential equation
y 00 C y D 0:
They are related to problems in partial differential equations that will be discussed in Chapter 12. We
define what is meant by eigenvalues and eigenfunctions of the boundary value problems, and show that
the eigenfunctions have a property called orthogonality.
SECTION 11.2 introduces Fourier series, which are expansions of given functions in term of sines and
cosines.
SECTION 11.3 deals with expansions of functions in terms of the eigenfunctions of four of the eigenvalue
problems discussed in Section 11.1. They are all related to the Fourier series discussed in Section 11.2.
581
582 Chapter 11 Boundary Value Problems and Fourier Expansions
11.1 EIGENVALUE PROBLEMS FOR y 00 C y D 0
In Chapter 12 we’ll study partial differential equations that arise in problems of heat conduction, wave
propagation, and potential theory. The purpose of this chapter is to develop tools required to solve these
equations. In this section we consider the following problems, where is a real number and L > 0:
Problem 1: y 00 C y D 0; y.0/ D 0; y.L/ D 0
Problem 2: y 00 C y D 0; y 0 .0/ D 0; y 0 .L/ D 0
Problem 3: y 00 C y D 0; y.0/ D 0; y 0 .L/ D 0
Problem 4: y 00 C y D 0; y 0 .0/ D 0; y.L/ D 0
Problem 5: y 00 C y D 0; y. L/ D y.L/; y 0 . L/ D y 0 .L/
In each problem the conditions following the differential equation are called boundary conditions. Note
that the boundary conditions in Problem 5, unlike those in Problems 1-4, don’t require that y or y 0 be
zero at the boundary points, but only that y have the same value at x D ˙L , and that y 0 have the same
value at x D ˙L. We say that the boundary conditions in Problem 5 are periodic.
Obviously, y 0 (the trivial solution) is a solution of Problems 1-5 for any value of . For most values
of , there are no other solutions. The interesting question is this:
For what values of does the problem have nontrivial solutions, and what are they?
A value of for which the problem has a nontrivial solution is an eigenvalue of the problem, and
the nontrivial solutions are -eigenfunctions, or eigenfunctions associated with . Note that a nonzero
constant multiple of a -eigenfunction is again a -eigenfunction.
Problems 1-5 are called eigenvalue problems. Solving an eigenvalue problem means finding all its
eigenvalues and associated eigenfunctions. We’ll take it as given here that all the eigenvalues of Prob-
lems 1-5 are real numbers. This is proved in a more general setting in Section 13.2.
Theorem 11.1.1 Problems 1–5 have no negative eigenvalues. Moreover; D 0 is an eigenvalue of
Problems 2 and 5; with associated eigenfunction y0 D 1; but D 0 isn’t an eigenvalue of Problems 1; 3;
or 4.
Proof We consider Problems 1-4, and leave Problem 5 to you (Exercise 1). If y 00 C y D 0, then
y.y 00 C y/ D 0, so
Z L
y.x/.y 00 .x/ C y.x// dx D 0I
0
therefore, Z L Z L
y 2 .x/ dx D y.x/y 00 .x/ dx: (11.1.1)
0 0
Integration by parts yields
Z L
ˇL Z L
.y 0 .x//2 dx
ˇ
y.x/y 00 .x/ dx D y.x/y 0 .x/ ˇˇ
0 0 0 Z L (11.1.2)
D y.L/y .L/0 0
y.0/y .0/ .y 0 .x//2 dx:
0
However, if y satisfies any of the boundary conditions of Problems 1-4, then
y.L/y 0 .L/ y.0/y 0 .0/ D 0I
Section 11.1 Eigenvalue Problems for y 00 C y D 0 583
hence, (11.1.1) and (11.1.2) imply that
Z L Z L
y 2 .x/ dx D .y 0 .x//2 dx:
0 0
RL
If y 6 0, then 0 y 2 .x/ dx > 0. Therefore 0 and, if D 0, then y 0 .x/ D 0 for all x in .0; L/
(why?), and y is constant on .0; L/. Any constant function satisfies the boundary conditions of Problem 2,
so D 0 is an eigenvalue of Problem 2 and any nonzero constant function is an associated eigenfunction.
However, the only constant function that satisfies the boundary conditions of Problems 1, 3, or 4 is y 0.
Therefore D 0 isn’t an eigenvalue of any of these problems.
Example 11.1.1 (Problem 1) Solve the eigenvalue problem
y 00 C y D 0; y.0/ D 0; y.L/ D 0: (11.1.3)
Solution From Theorem 11.1.1, any eigenvalues of (11.1.3) must be positive. If y satisfies (11.1.3) with
> 0, then p p
y D c1 cos x C c2 sin x;
where c1 and p c2 are constants. The boundary condition y.0/ D 0 implies that
p c1 D 0. Therefore
y D p c2 sin x. Now the boundary conditionpy.L/ D 0 implies that c2 sin L D 0. To make
c2 sin L D 0 with c2 ¤ 0, we must choose D n=L, where n is a positive integer. Therefore
n D n2 2 =L2 is an eigenvalue and
n x
yn D sin
L
is an associated eigenfunction.
For future reference, we state the result of Example 11.1.1 as a theorem.
Theorem 11.1.2 The eigenvalue problem
y 00 C y D 0; y.0/ D 0; y.L/ D 0
has infinitely many positive eigenvalues n D n2 2 =L2 , with associated eigenfunctions
n x
yn D sin ; n D 1; 2; 3; : : : :
L
There are no other eigenvalues.
We leave it to you to prove the next theorem about Problem 2 by an argument like that of Exam-
ple 11.1.1 (Exercise 17).
Theorem 11.1.3 The eigenvalue problem
y 00 C y D 0; y 0 .0/ D 0; y 0 .L/ D 0
has the eigenvalue 0 D 0, with associated eigenfunction y0 D 1, and infinitely many positive eigenval-
ues n D n2 2=L2 , with associated eigenfunctions
n x
yn D cos ; n D 1; 2; 3 : : : :
L
There are no other eigenvalues.
584 Chapter 11 Boundary Value Problems and Fourier Expansions
Example 11.1.2 (Problem 3) Solve the eigenvalue problem
y 00 C y D 0; y.0/ D 0; y 0 .L/ D 0: (11.1.4)
Solution From Theorem 11.1.1, any eigenvalues of (11.1.4) must be positive. If y satisfies (11.1.4) with
> 0, then p p
y D c1 cos x C c2 sin x;
where c1 and p condition y.0/ D 0 implies that c1 D 0. Therefore
p c2 are constants. Thepboundary
0
y D cp2 sin x. Hence, y D c
p2 cos x and the boundary condition y 0 .L/ D 0 implies that
c2 cos L D 0. To make c2 cos L D 0 with c2 ¤ 0 we must choose
p .2n 1/
D ;
2L
where n is a positive integer. Then n D .2n 1/2 2=4L2 is an eigenvalue and
.2n 1/ x
yn D sin
2L
is an associated eigenfunction.
For future reference, we state the result of Example 11.1.2 as a theorem.
Theorem 11.1.4 The eigenvalue problem
y 00 C y D 0; y.0/ D 0; y 0 .L/ D 0
has infinitely many positive eigenvalues n D .2n 1/2 2=4L2 ; with associated eigenfunctions
.2n 1/ x
yn D sin ; n D 1; 2; 3; : : : :
2L
There are no other eigenvalues.
We leave it to you to prove the next theorem about Problem 4 by an argument like that of Exam-
ple 11.1.2 (Exercise 18).
Theorem 11.1.5 The eigenvalue problem
y 00 C y D 0; y 0 .0/ D 0; y.L/ D 0
has infinitely many positive eigenvalues n D .2n 1/2 2=4L2 ; with associated eigenfunctions
.2n 1/ x
yn D cos ; n D 1; 2; 3; : : : :
2L
There are no other eigenvalues.
Example 11.1.3 (Problem 5) Solve the eigenvalue problem
y 00 C y D 0; y. L/ D y.L/; y 0 . L/ D y 0 .L/: (11.1.5)
Section 11.1 Eigenvalue Problems for y 00 C y D 0 585
Solution From Theorem 11.1.1, D 0 is an eigenvalue of (11.1.5) with associated eigenfunction y0 D 1,
and any other eigenvalues must be positive. If y satisfies (11.1.5) with > 0, then
p p
y D c1 cos x C c2 sin x; (11.1.6)
where c1 and c2 are constants. The boundary condition y. L/ D y.L/ implies that
p p p p
c1 cos. L/ C c2 sin. L/ D c1 cos L C c2 sin L: (11.1.7)
Since p p p p
cos. L/ D cos L and sin. L/ D sin L; (11.1.8)
(11.1.7) implies that p
c2 sin L D 0: (11.1.9)
Differentiating (11.1.6) yields
p p p
y0 D c1 sin x C c2 cos x :
The boundary condition y 0 . L/ D y 0 .L/ implies that
p p p p
c1 sin. L/ C c2 cos. L/ D c1 sin L C c2 cos L;
and (11.1.8) implies that p
c1 sin L D 0: (11.1.10)
p
Eqns. (11.1.9) and (11.1.10) imply that c1 D c2 D 0 unless D n=L, where n is a positive integer.
In this case (11.1.9) and (11.1.10) both hold for arbitrary c1 and c2. The eigenvalue determined in this
way is n D n2 2=L2 , and each such eigenvalue has the linearly independent associated eigenfunctions
n x n x
cos and sin :
L L
For future reference we state the result of Example 11.1.3 as a theorem.
Theorem 11.1.6 The eigenvalue problem
y 00 C y D 0; y. L/ D y.L/; y 0 . L/ D y 0 .L/;
has the eigenvalue 0 D 0, with associated eigenfunction y0 D 1 and infinitely many positive eigenvalues
n D n2 2 =L2 ; with associated eigenfunctions
n x n x
y1n D cos and y2n D sin ; n D 1; 2; 3; : : : :
L L
There are no other eigenvalues.
Orthogonality
We say that two integrable functions f and g are orthogonal on an interval Œa; b if
Z b
f .x/g.x/ dx D 0:
a
More generally, we say that the functions 1 , 2 , . . . , n , . . . (finitely or infinitely many) are orthogonal
on Œa; b if
Z b
i .x/ j .x/ dx D 0 whenever i ¤ j:
a
The importance of orthogonality will become clear when we study Fourier series in the next two sections.
586 Chapter 11 Boundary Value Problems and Fourier Expansions
Example 11.1.4 Show that the eigenfunctions
x x 2 x 2 x n x n x
1; cos ; sin ; cos ; sin ; : : : ; cos ; sin ;::: (11.1.11)
L L L L L L
of Problem 5 are orthogonal on ΠL; L.
Solution We must show that Z L
f .x/g.x/ dx D 0 (11.1.12)
L
whenever f and g are distinct functions from (11.1.11). If r is any nonzero integer, then
L
r x ˇˇL
ˇ
rx L
Z
cos dx D sin D 0: (11.1.13)
L L r L ˇ L
and
L
r x ˇˇL
Z ˇ
rx L
sin dx D cos D 0:
L L r L ˇ L
Therefore (11.1.12) holds if f 1 and g is any other function in (11.1.11).
If f .x/ D cos m x=L and g.x/ D cos n x=L where m and n are distinct positive integers, then
L L
m x n x
Z Z
f .x/g.x/ dx D cos cos dx: (11.1.14)
L L L L
To evaluate this integral, we use the identity
1
cos A cos B D Œcos.A B/ C cos.A C B/
2
with A D m x=L and B D n x=L. Then (11.1.14) becomes
Z L "Z #
L L
.m C n/ x
Z
1 .m n/ x
f .x/g.x/ dx D cos dx C cos dx :
L 2 L L L L
Since m n and m C n are both nonzero integers, (11.1.13) implies that the integrals on the right are both
zero. Therefore (11.1.12) is true in this case.
If f .x/ D sin m x=L and g.x/ D sin n x=L where m and n are distinct positive integers, then
L L
m x n x
Z Z
f .x/g.x/ dx D sin sin dx: (11.1.15)
L L L L
To evaluate this integral, we use the identity
1
sin A sin B D Œcos.A B/ cos.A C B/
2
with A D m x=L and B D n x=L. Then (11.1.15) becomes
Z L "Z #
L L
1 .m n/ x .m C n/ x
Z
f .x/g.x/ dx D cos dx cos dx D 0:
L 2 L L L L
Section 11.1 Eigenvalue Problems for y 00 C y D 0 587
If f .x/ D sin m x=L and g.x/ D cos n x=L where m and n are positive integers (not necessarily
distinct), then
Z L Z L
m x n x
f .x/g.x/ dx D sin cos dx D 0
L L L L
because the integrand is an odd function and the limits are symmetric about x D 0.
Exercises 19-22 ask you to verify that the eigenfunctions of Problems 1-4 are orthogonal on Œ0; L.
However, this also follows from a general theorem that we’ll prove in Chapter 13.
11.1 Exercises
1. Prove that D 0 is an eigenvalue of Problem 5 with associated eigenfunction y0 D 1, and that
any other eigenvalues must be positive. H INT: See the proof of Theorem 11.1.1.
In Exercises 2-16 solve the eigenvalue problem.
2. y 00 C y D 0; y.0/ D 0; y. / D 0
00 0
3. y C y D 0; y .0/ D 0; y 0 . / D 0
4. y 00 C y D 0, y.0/ D 0, y 0 . / D 0
5. y 00 C y D 0, y 0 .0/ D 0, y. / D 0
00
6. y C y D 0; y. / D y. /; y 0 . / D y 0 . /
7. y 00 C y D 0; y 0 .0/ D 0; y 0 .1/ D 0
8. y 00 C y D 0, y 0 .0/ D 0, y.1/ D 0
00
9. y C y D 0; y.0/ D 0; y.1/ D 0
00
10. y C y D 0; y. 1/ D y.1/; y 0 . 1/ D y 0 .1/
11. y 00 C y D 0, y.0/ D 0, y 0 .1/ D 0
12. y 00 C y D 0; y. 2/ D y.2/; y 0 . 2/ D y 0 .2/
13. y 00 C y D 0; y.0/ D 0; y.2/ D 0
00 0
14. y C y D 0, y .0/ D 0, y.3/ D 0
15. y C y D 0, y.0/ D 0, y 0 .1=2/ D 0
00
16. y 00 C y D 0; y 0 .0/ D 0; y 0 .5/ D 0
17. Prove Theorem 11.1.3.
18. Prove Theorem 11.1.5.
19. Verify that the eigenfunctions
x 2 x n x
sin ; sin ; : : : ; sin ;:::
L L L
of Problem 1 are orthogonal on Œ0; L.
20. Verify that the eigenfunctions
x 2 x n x
1; cos ; cos ; : : : ; cos ;:::
L L L
of Problem 2 are orthogonal on Œ0; L.
588 Chapter 11 Boundary Value Problems and Fourier Expansions
21. Verify that the eigenfunctions
x 3 x .2n 1/ x
sin; sin ; : : : ; sin ;:::
2L 2L 2L
of Problem 3 are orthogonal on Œ0; L.
22. Verify that the eigenfunctions
x 3 x .2n 1/ x
cos ; cos ; : : : ; cos ;:::
2L 2L 2L
of Problem 4 are orthogonal on Œ0; L.
In Exercises 23-26 solve the eigenvalue problem.
Z L
00
23. y C y D 0; y.0/ D 0; y.x/ dx D 0
0
Z L
24. y 00 C y D 0; y 0 .0/ D 0; y.x/ dx D 0
0
Z L
25. y 00 C y D 0; y.L/ D 0; y.x/ dx D 0
0
Z L
26. y 00 C y D 0; y 0 .L/ D 0; y.x/ dx D 0
0
11.2 FOURIER EXPANSIONS I
In Example 11.1.4 and Exercises 11.1.4–11.1.22 we saw that the eigenfunctions of Problem 5 are orthog-
onal on Œ L; L and the eigenfunctions of Problems 1–4 are orthogonal on Œ0; L. In this section and the
next we introduce some series expansions in terms of these eigenfunctions. We’ll use these expansions to
solve partial differential equations in Chapter 12.
Theorem 11.2.1 Suppose the functions 1 ; 2 ; 3 ; . . . ; are orthogonal on Œa; b and
Z b
n2 .x/ dx ¤ 0; n D 1; 2; 3; : : : : (11.2.1)
a
PN
Let c1; c2 ; c3;. . . be constants such that the partial sums fN .x/ D mD1 cm m .x/ satisfy the inequalities
jfN .x/j M; a x b; N D 1; 2; 3; : : :
for some constant M < 1: Suppose also that the series
1
X
f .x/ D cm m .x/ (11.2.2)
mD1
converges and is integrable on Œa; b. Then
Z b
f .x/ n .x/ dx
cn D a Z b ; n D 1; 2; 3; : : : : (11.2.3)
2
n .x/ dx
a
Section 11.2 Fourier Expansions I 589
Proof Multiplying (11.2.2) by n and integrating yields
1
!
Z b Z b X
f .x/ n .x/ dx D n .x/ cm m .x/ dx: (11.2.4)
a a mD1
It can be shown that the boundedness of the partial sums ffN g1
N D1 and the integrability of f allow us to
interchange the operations of integration and summation on the right of (11.2.4), and rewrite (11.2.4) as
Z b 1
X Z b
f .x/ n .x/ dx D cm n .x/ m .x/ dx: (11.2.5)
a mD1 a
(This isn’t easy to prove.) Since
Z b
n .x/ m .x/ dx D 0 if m ¤ n;
a
(11.2.5) reduces to
Z b Z b
f .x/ n .x/ dx D cn n2 .x/ dx:
a a
Now (11.2.1) implies (11.2.3).
Theorem 11.2.1 motivates the next definition.
Rb
Definition 11.2.2 Suppose 1 ; 2 , . . . , n ,. . . are orthogonal on Œa; b and a n2 .x/ dx ¤ 0, n D 1, 2, 3,
. . . . Let f be integrable on Œa; b; and define
Z b
f .x/ n .x/ dx
a
cn D Z b
; n D 1; 2; 3; : : : : (11.2.6)
n2 .x/ dx
a
P1
Then the infinite series nD1 cn n .x/ is called the Fourier expansion of f in terms of the orthogonal
set f n g1 1
nD1 , and c1 , c2 , . . . , cn , . . . are called the Fourier coefficients of f with respect to f n gnD1 . We
indicate the relationship between f and its Fourier expansion by
1
X
f .x/ cn n .x/; a x b: (11.2.7)
nD1
You may wonder why we don’t write
1
X
f .x/ D cn n .x/; a x b;
nD1
rather than (11.2.7). Unfortunately, this isn’t always true. The series on the right may diverge for some or
all values of x in Œa; b, or it may converge to f .x/ for some values of x and not for others. So, for now,
we’ll just think of the series as being associated with f because of the definition of the coefficients fcng,
and we’ll indicate this association informally as in (11.2.7).
590 Chapter 11 Boundary Value Problems and Fourier Expansions
Fourier Series
We’ll now study Fourier expansions in terms of the eigenfunctions
x x 2 x 2 x n x n x
1; cos ; sin ; cos ; sin ; : : : ; cos ; sin ;::::
L L L L L L
of Problem 5. If f is integrable on ΠL; L, its Fourier expansion in terms of these functions is called the
Fourier series of f on ΠL; L. Since
Z L
12 dx D 2L;
L
Z L Z L ˇL
n x 1 2n x 1 L 2n x
cos2
ˇ
dx D 1 C cos dx D xC sin ˇ D L;
L L 2 L L 2 2n L ˇ
L
and
L L ˇL
n x 1 2n x 1 L 2n x
Z Z
sin2
ˇ
dx D 1 cos dx D x sin ; ˇˇ D L;
L L 2 L L 2 2n L L
we see from (11.2.6) that the Fourier series of f on ΠL; L is
1
X n x n x
a0 C an cos C bn sin ;
nD1
L L
where Z L
1
a0 D f .x/ dx;
2L L
1 L n x 1 L n x
Z Z
an D f .x/ cos dx; and bn D f .x/ sin dx; n 1:
L L L L L L
Note that a0 is the average value of f on ΠL; L, while an and bn (for n 1) are twice the average
values of n x n x
f .x/ cos and f .x/ sin
L L
on ΠL; L, respectively.
Convergence of Fourier Series
The question of convergence of Fourier series for arbitrary integrable functions is beyond the scope of
this book. However, we can state a theorem that settles this question for most functions that arise in
applications.
Definition 11.2.3 A function f is said to be piecewise smooth on Œa; b if:
(a) f has at most finitely many points of discontinuity in .a; b/;
(b) f 0 exists and is continuous except possibly at finitely many points in .a; b/;
(c) f .x0 C/ D limx!x0 C f .x/ and f 0 .x0 C/ D limx!x0 C f 0 .x/ exist if a x0 < b;
(d) f .x0 / D limx!x0 f .x/ and f 0 .x0 / D limx!x0 f 0 .x/ exist if a < x0 b.
Since f and f 0 are required to be continuous at all but finitely many points in Œa; b, f .x0 C/ D
f .x0 / and f 0 .x0 C/ D f 0 .x0 / for all but finitely many values of x0 in .a; b/. Recall from Section 8.1
that f is said to have a jump discontinuity at x0 if f .x0 C/ ¤ f .x0 /.
The next theorem gives sufficient conditions for convergence of a Fourier series. The proof is beyond
the scope of this book.
Section 11.2 Fourier Expansions I 591
Theorem 11.2.4 If f is piecewise smooth on ΠL; L, then the Fourier series
1
X n x n x
F .x/ D a0 C an cos C bn sin (11.2.8)
nD1
L L
of f on ΠL; L converges for all x in ΠL; LI moreover;
8̂
f .x/ if L < x < L and f is continuous at x
ˆ
ˆ
< f .x / C f .xC/
ˆ
F .x/ D if L < x < L and f is discontinuous at x
ˆ 2
ˆ f . LC/ C f .L /
ˆ
:̂ if x D L or x D L.
2
Since f .xC/ D f .x / if f is continuous at x, we can also say that
8̂
f .xC/ C f .x /
< if L < x < L;
F .x/ D 2
f .L / C f . LC/
:̂ if x D ˙L:
2
Note that F is itself piecewise smooth on ΠL; L, and F .x/ D f .x/ at all points in the open interval
. L; L/ where f is continuous. Since the series in (11.2.8) converges to F .x/ for all x in ΠL; L, you
may be tempted to infer that the error
ˇ ˇ
N
ˇ X n x n x ˇˇ
EN .x/ D ˇF .x/ a0 an cos C bn sin
ˇ
ˇ
ˇ
nD1
L L ˇ
can be made as small as we please for all x in ΠL; L by choosing N sufficiently large. However, this
isn’t true if f has a discontinuity somewhere in . L; L/, or if f . LC/ ¤ f .L /. Here’s the situation
in this case.
If f has a jump discontinuity at a point ˛ in . L; L/, there will be sequences of points fuN g and fvN g
in . L; ˛/ and .˛; L/, respectively, such that
lim uN D lim vN D ˛
N !1 N !1
and
EN .uN / :09jf .˛ / f .˛C/j and EN .vN / :09jf .˛ / f .˛C/j:
Thus, the maximum value of the error EN .x/ near ˛ does not approach zero as N ! 1, but just occurs
closer and closer to .and on both sides of / ˛, and is essentially independent of N .
If f . LC/ ¤ f .L /, then there will be sequences of points fuN g and fvN g in . L; L/ such that
lim uN D L; lim vN D L;
N !1 N !1
EN .uN / :09jf . LC/ f .L /j and EN .vN / :09jf . LC/ f .L /j:
This is the Gibbs phenomenon. Having been alerted to it, you may see it in Figures 11.2.2–11.2.4,
below; however, we’ll give a specific example at the end of this section.
Example 11.2.1 Find the Fourier series of the piecewise smooth function
x; 2 < x < 0;
f .x/ D 1
2 ; 0<x<2
on Π2; 2 (Figure 11.2.1). Determine the sum of the Fourier series for 2 x 2.
592 Chapter 11 Boundary Value Problems and Fourier Expansions
x
−2 −1 1 2
Figure 11.2.1
Solution Note that wen’t bothered to define f . 2/, f .0/, and f .2/. No matter how they may be defined,
f is piecewise smooth on Π2; 2, and the coefficients in the Fourier series
1
X n x n x
F .x/ D a0 C an cos C bn sin
2 2
nD1
are not affected by them. In any case, Theorem 11.2.4 implies that F .x/ D f .x/ in . 2; 0/ and .0; 2/,
where f is continuous, while
f . 2C/ C f .2 / 1 1 5
F . 2/ D F .2/ D D 2C D
2 2 2 4
and
f .0 / C f .0C/ 1 1 1
F .0/ D D 0C D :
2 2 2 4
To summarize,
5
8̂
ˆ 4
; xD 2
ˆ
ˆ
x; 2 < x < 0;
ˆ
ˆ
ˆ
ˆ
<
1
F .x/ D 4
; x D 0;
ˆ
1
ˆ
; 0 < x < 2;
ˆ
ˆ
ˆ
ˆ
ˆ 2
5
4; x D 2:
:̂
We compute the Fourier coefficients as follows:
1 2 0 2
Z
1 1 3
Z Z
a0 D f .x/ dx D . x/ dx C dx D :
4 2 4 2 0 2 4
Section 11.2 Fourier Expansions I 593
If n 1, then
2 Z 0 2
1 n x 1 n x 1 n x
Z Z
an D f .x/ cos dx D . x/ cos dx C cos dx
2 2 2 2 2 2 0 2 2
2
D .cos n 1/;
n 2
2
and
2 Z 0 2
1 n x 1 n x 1 n x
Z Z
bn D f .x/ sin dx D . x/ sin dx C sin dx
2 2 2 2 2 2 0 2 2
1
D .1 C 3 cos n /:
2n
Therefore
1 1
3 2 X cos n 1 n x 1 X 1 C 3 cos n n x
F .x/ D C 2 cos C sin :
4 nD1 n2 2 2 nD1 n 2
Figure 11.2.2 shows how the partial sum
m m
3 2 X cos n 1 n x 1 X 1 C 3 cos n n x
Fm .x/ D C 2 cos C sin
4 nD1 n2 2 2 nD1 n 2
approximates f .x/ for m D 5 (dotted curve), m D 10 (dashed curve), and m D 15 (solid curve).
x
−2 −1 1 2
Figure 11.2.2
594 Chapter 11 Boundary Value Problems and Fourier Expansions
Even and Odd Functions
Computing the Fourier coefficients of a function f can be tedious; however, the computation can often be
simplified by exploiting symmetries in f or some of its terms. To focus on this, we recall some concepts
that you studied in calculus. Let u and v be defined on ΠL; L and suppose that
u. x/ D u.x/ and v. x/ D v.x/; L x L:
Then we say that u is an even function and v is an odd function. Note that:
The product of two even functions is even.
The product of two odd functions is even.
The product of an even function and an odd function is odd.
Example 11.2.2 The functions u.x/ D cos !x and u.x/ D x 2 are even, while v.x/ D sin !x and
v.x/ D x 3 are odd. The function w.x/ D e x is neither even nor odd.
You learned parts (a) and (b) of the next theorem in calculus, and the other parts follow from them
(Exercise 1).
Theorem 11.2.5 Suppose u is even and v is odd on ΠL; L: ThenW
Z L Z L Z L
(a) u.x/ dx D 2 u.x/ dx; (b) v.x/ dx D 0;
L 0 L
L L
n x n x
Z Z
(c) u.x/ cos dx D 2 u.x/ cos dx;
L L 0 L
L L
n x n x
Z Z
(d) v.x/ sin dx D 2 v.x/ sin dx;
L L 0 L
Z L Z L
n x n x
(e) u.x/ sin dx D 0 and (f) v.x/ cos dx D 0:
L L L L
Example 11.2.3 Find the Fourier series of f .x/ D x 2 x on Π2; 2, and determine its sum for 2
x 2.
Solution Since L D 2,
1
X n x n x
F .x/ D a0 C an cos C bn sin
nD1
2 2
where Z 2
1
a0 D .x 2 x/ dx; (11.2.9)
4 2
Z 2
1 n x
an D .x 2 x/ cos dx; n D 1; 2; 3; : : : ; (11.2.10)
2 2 2
and
2
1 n x
Z
bn D .x 2 x/ sin dx; n D 1; 2; 3; : : : : (11.2.11)
2 2 2
Section 11.2 Fourier Expansions I 595
We simplify the evaluation of these integrals by using Theorem 11.2.5 with u.x/ D x 2 and v.x/ D x;
thus, from (11.2.9),
1 2 2 x 3 ˇˇ2
ˇ
4
Z
a0 D x dx D D :
2 6 0
ˇ 3 0
From (11.2.10),
" #
2
n x ˇˇ2
ˇ Z 2
n x 2 n x
Z
2 2
an D x cos dx D x sin 2 x sin dx
0 2 n 2 ˇ0 0 2
" #
n x ˇˇ2
ˇ Z 2
8 n x
D x cos cos dx
n2 2 2 ˇ0 0 2
" ˇ #
8 2 n x ˇˇ2 16
D 2 cos n sin D . 1/n 2 2 :
n2 2 n 2 ˇ0 n
From (11.2.11),
" #
2
n x ˇˇ2
Z ˇ Z 2
n x 2 n x
bn D x sin dx D x cos cos dx
0 2 n 2 ˇ0 0 2
" ˇ #
2 2 n x ˇˇ2 4
D 2 cos n sin D . 1/n :
n n 2 0 ˇ n
Therefore
1 1
4 16 X . 1/n n x 4 X . 1/n n x
F .x/ D C 2 2
cos C sin :
3 nD1 n 2 nD1 n 2
Theorem 11.2.4 implies that 8
< 4; x D 2;
F .x/ D x2 x; 2 < x < 2;
4; x D 2:
:
Figure 11.2.3 shows how the partial sum
m m
4 16 X . 1/n n x 4 X . 1/n n x
Fm .x/ D C 2 cos C sin
3 nD1 n2 2 nD1 n 2
approximates f .x/ for m D 5 (dotted curve), m D 10 (dashed curve), and m D 15 (solid curve).
Theorem 11.2.5 ilmplies the next theorem follows.
Theorem 11.2.6 Suppose f is integrable on ΠL; L:
(a) If f is even; the Fourier series of f on ΠL; L is
1
X n x
F .x/ D a0 C an cos ;
nD1
L
where Z L Z L
1 2 n x
a0 D f .x/ dx and an D f .x/ cos dx; n 1:
L 0 L 0 L
596 Chapter 11 Boundary Value Problems and Fourier Expansions
x
−2 −1 1 2
Figure 11.2.3 Approximation of f .x/ D x 2 x by partial sums of its Fourier series on Π2; 2
(b) If f is odd; the Fourier series of f on ΠL; L is
1
X n x
F .x/ D bn sin ;
nD1
L
where
L
2 n x
Z
bn D f .x/ sin dx:
L 0 L
Example 11.2.4 Find the Fourier series of f .x/ D x on Π; , and determine its sum for x .
Solution Since f is odd and L D ,
1
X
F .x/ D bn sin nx
nD1
where
ˇ Z
2 2
Z
ˇ
bn D x sin nx dx D x cos nx ˇˇ cos nx dx
0 n 0 0
ˇ
2 2 2
cos n C 2 sin nx ˇˇ D . 1/nC1 :
ˇ
D
n n 0 n
Therefore
1
X . 1/n
F .x/ D 2 sin nx:
n
nD1
Section 11.2 Fourier Expansions I 597
x
−3 −2 −1 1 2 3
−1
−2
−3
Figure 11.2.4 Approximation of f .x/ D x by partial sums of its Fourier series on Π;
Theorem 11.2.4 implies that 8
< 0; x D ;
F .x/ D x; < x < ;
0; x D :
:
Figure 11.2.4 shows how the partial sum
m
X . 1/n
Fm .x/ D 2 sin nx
nD1
n
approximates f .x/ for m D 5 (dotted curve), m D 10 (dashed curve), and m D 15 (solid curve).
Example 11.2.5 Find the Fourier series of f .x/ D jxj on Π; and determine its sum for
x .
Solution Since f is even and L D ,
1
X
F .x/ D a0 C an cos nx:
nD1
Since f .x/ D x if x 0,
x 2 ˇˇ
Z ˇ
1
a0 D x dx D D
0 2 ˇ0 2
598 Chapter 11 Boundary Value Problems and Fourier Expansions
and, if n 1,
ˇ Z
2
Z
2 ˇ
an D x cos nx dx D x sin nx ˇˇ sin nx dx
0 n 0 0
ˇ
2 2 2
cos nx ˇˇ D 2 .cos n 1/ D 2 Œ. 1/n 1:
ˇ
D
n2 0 n n
Therefore
2 X . 1/n 1
F .x/ D C cos nx: (11.2.12)
2 n2
nD0
However, since
n 0 if n D 2m;
. 1/ 1D
2 if n D 2m C 1;
the terms in (11.2.12) for which n D 2m are all zeros. Therefore we only to include the terms for which
n D 2m C 1; that is, we can rewrite (11.2.12) as
1
4 X 1
F .x/ D cos.2m C 1/x:
2 .2m C 1/2
mD0
However, since the name of the index of summation doesn’t matter, we prefer to replace m by n, and
write
1
4 X 1
F .x/ D cos.2n C 1/x:
2 nD0 .2n C 1/2
Since jxj is continuous for all x and j j D j j, Theorem 11.2.4 implies that F .x/ D jxj for all x in
Π; .
Example 11.2.6 Find the Fourier series of f .x/ D x.x 2 L2 / on ΠL; L, and determine its sum for
L x L.
Solution Since f is odd,
1
X n x
F .x/ D bn sin ;
nD1
L
where
L
2 n x
Z
bn D x.x 2 L2 / sin dx
L 0 L
" #
n x ˇˇL
Z L ˇ
2 2 n x
D x.x L2 / cos .3x 2 2
L / cos dx
n 0 L ˇ
0 L
" #
n x ˇˇL
ˇ Z L
2L 2 2 n x
D .3x L / sin 6 x sin dx
n2 2 L ˇ0 0 L
" #
n x ˇˇL
Z L
12L2 12L3
ˇ
n x
D 3 3
x cos cos dx D . 1/n 3 3 :
n L 0 ˇ
0 L n
Therefore
1
12L3 X . 1/n n x
F .x/ D sin :
3 nD1 n3 L
Theorem 11.2.4 implies that F .x/ D x.x 2 L2 / for all x in ΠL; L.
Section 11.2 Fourier Expansions I 599
Example 11.2.7 (Gibbs Phenomenon) The Fourier series of
1 < x < 12 ;
8̂
< 0; 1
f .x/ D 1; 2
< x < 12 ;
1
0; <x<1
:̂
2
on Π1; 1 is
1
1 2 X . 1/n 1
F .x/ D C cos.2n 1/ x:
2 nD1 2n 1
(Verify.) According to Theorem 11.2.4,
1 x < 12 ;
8̂
0;
< 2 ; x D 12 ;
1
ˆ
ˆ
ˆ
1
F .x/ D 1; 2
< x < 12 ;
ˆ 2 ; x D 12 ;
1
ˆ
ˆ
0; 12 < x 1I
:̂
thus, F (as well as f ) has unit jump discontinuities at x D ˙ 21 . Figures 11.2.6-11.2.7 show the graphs
of y D f .x/ and
N
1 2 X . 1/n 1
y D F2N 1 .x/ D C cos.2n 1/ x
2 nD1 2n 1
for N D 10, 20, and 30. You can see that although F2N 1 approximates F (and therefore f ) well on
larger intervals as N increases, the maximum absolute values of the errors remain approximately equal
to :09, but occur closer to the discontinuities x D ˙ 12 as N increases.
y = 1.09
y = 1.00
y = 1.09
y = 1.00
x
−1 1 y = − 0.09
x
−1 1 y = − 0.09
Figure 11.2.6 The Gibbs Phenomenon:
Figure 11.2.5 The Gibbs Phenomenon: Example 11.2.7, N D 20
Example 11.2.7, N D 10
600 Chapter 11 Boundary Value Problems and Fourier Expansions
y = 1.09
y = 1.00
x
−1 1 y = − .09
Figure 11.2.7 The Gibbs Phenomenon: Example 11.2.7, N D 30
USING TECHNOLOGY
The computation of Fourier coefficients will be tedious in many of the exercises in this chapter and
the next. To learn the technique, we recommend that you do some exercises in each section “by hand,”
perhaps using the table of integrals at the front of the book. However, we encourage you to use your
favorite symbolic computation software in the more difficult problems.
11.2 Exercises
1. Prove Theorem 11.1.5.
In Exercises 2-16 find the Fourier series of f on ΠL; L and determine its sum for L x L. Where
indicated by C , graph f and
m
X n x n x
Fm .x/ D a0 C an cos C bn sin
L L
nD1
on the same axes for various values of m.
2. C L D 1; f .x/ D 2 x
3. L D ; f .x/ D 2x 3x 2
4. L D 1; f .x/ D 1 3x 2
5. L D ; f .x/ D j sin xj
Section 11.2 Fourier Expansions I 601
6. C L D ; f .x/ D x cos x
7. L D ; f .x/ D jxj cos x
8. C L D ; f .x/ D x sin x
9. L D ; f .x/ D jxj sin x
1 < x < 12 ;
8̂
ˆ 0;
<
1
10. L D 1; f .x/ D cos x; 2
< x < 12 ;
ˆ
1
0; <x<1
:̂
2
1 < x < 12 ;
8̂
ˆ 0;
<
1 1
11. L D 1; f .x/ D x cos x; 2 < x < 2;
ˆ
1
0; <x <1
:̂
2
1 < x < 12 ;
8̂
ˆ 0;
<
1
12. L D 1; f .x/ D sin x; 2
< x < 12 ;
ˆ
1
0; 2 < x < 1
:̂
1 < x < 12 ;
8̂
ˆ 0;
<
1
13. L D 1; f .x/ D j sin xj; 2
< x < 12 ;
ˆ
1
0; <x<1
:̂
2
1 < x < 12 ;
8̂
ˆ 0;
<
1
14. L D 1; f .x/ D x sin x; 2
< x < 12 ;
ˆ
1
0; <x<1
:̂
2
0; 4 < x < 0;
15. C L D 4; f .x/ D
x; 0<x<4
x2;
1 < x < 0;
16. C L D 1; f .x/ D
1 x2; 0<x<1
8
< 2; 2 < x < 1;
17. L Verify the Gibbs phenomenon for f .x/ D 1; 1 < x < 1;
1; 1 < x < 2:
:
8
< 2; 3 < x < 2;
18. L Verify the Gibbs phenomenon for f .x/ D 3; 2 < x < 2;
1; 2 < x < 3:
:
19. Deduce from Example 11.2.5 that
1
X 1 2
D :
nD0
.2n C 1/2 8
20. (a) Find the Fourier series of f .x/ D e x on Π; .
(b) Deduce from (a) that
1
X 1 coth 1
2
D :
nD0
n C1 2
602 Chapter 11 Boundary Value Problems and Fourier Expansions
21. Find the Fourier series of f .x/ D .x / cos x on Π; .
22. Find the Fourier series of f .x/ D .x / sin x on Π; .
23. Find the Fourier series of f .x/ D sin kx (k ¤ integer) on Œ ; .
24. Find the Fourier series of f .x/ D cos kx (k ¤ integer) on Œ ; .
25. (a) Suppose g0 is continuous on Œa; b and ! ¤ 0. Use integration by parts to show that there’s
a constant M such that
ˇZ ˇ ˇZ ˇ
ˇ b ˇ M ˇ b ˇ M
g.x/ cos !x dx ˇ and g.x/ sin !x dx ˇ ; ! > 0:
ˇ ˇ ˇ ˇ
ˇ ˇ
ˇ a ˇ ! ˇ a ˇ !
(b) Show that the conclusion of (a) also holds if g is piecewise smooth on Œa; b. (This is a
special case of Riemann’s Lemma.
k
(c) We say that a sequence f˛n g1
nD1 is of order n and write ˛n D O.1=nk / if there’s a constant
M such that
M
j˛n j < k ; n D 1; 2; 3; : : : :
n
1 1
Let fan gnD1 and fbn gnD1 be the Fourier coefficients of a piecewise smooth function. Con-
clude from (b) that an D O.1=n/ and bn D O.1=n/.
26. (a) Suppose f . L/ D f .L/, f 0 . L/ D f 0 .L/, f 0 is continuous, and f 00 is piecewise contin-
uous on ΠL; L. Use Theorem 11.2.4 and integration by parts to show that
1
X n x n x
f .x/ D a0 C an cos C bn sin ; L x L;
L L
nD1
with Z L
1
a0 D f .x/ dx;
2L L
L L
L n x L n x
Z Z
00
an D f .x/ cos dx; and bn D f 00 .x/ sin dx; n 1:
n 2
2
L L n 2
2
L L
00
(b) Show that if, in addition to the assumptions in (a), f is continuous and f 000 is piecewise
continuous on ΠL; L, then
L
L2 n x
Z
an D f 000 .x/ sin dx:
n3 3 L L
27. Show that if f is integrable on ΠL; L and
f .x C L/ D f .x/; L<x<0
(Figure 11.2.8), then the Fourier series of f on ΠL; L has the form
1
X 2n 2n
A0 C An cos C Bn sin
nD1
L L
where
L
1
Z
A0 D f .x/ dx;
L 0
Section 11.2 Fourier Expansions I 603
and
L L
2 2n x 2 2n x
Z Z
An D f .x/ cos dx; Bn D f .x/ sin dx; n D 1; 2; 3; : : : :
L 0 L L 0 L
y y
x
−L L
x
−L L
Figure 11.2.8 y D f .x/, where f .x C L/ D f .x/, Figure 11.2.9 y D f .x/, where
L<x<0 f .x C L/ D f .x/, L < x < 0
28. Show that if f is integrable on ΠL; L and
f .x C L/ D f .x/; L<x<0
(Figure 11.2.9), then the Fourier series of f on ΠL; L has the form
1
X .2n 1/ x .2n 1/ x
An cos C Bn sin ;
L L
nD1
where
L L
2 .2n 1/ x 2 .2n 1/ x
Z Z
An D f .x/ cos dx and Bn D f .x/ sin dx; n D 1; 2; 3; : : : :
L 0 L L 0 L
29. Suppose 1 , 2 , . . . , m are orthogonal on Œa; b and
Z b
n2 .x/ dx ¤ 0; n D 1; 2; : : : ; m:
a
If a1 , a2 , . . . , am are arbitrary real numbers, define
Pm D a1 1 C a2 2 C C am m :
Let
Fm D c1 1 C c2 2 C C cm m ;
where Rb
a f .x/ n .x/ dx
cn D Rb I
2
a n .x/ dx
that is, c1, c2 , . . . , cm are Fourier coefficients of f .
604 Chapter 11 Boundary Value Problems and Fourier Expansions
(a) Show that
Z b
.f .x/ Fm .x// n .x/ dx D 0; n D 1; 2; : : : ; m:
a
(b) Show that
Z b Z b
.f .x/ Fm .x//2 dx .f .x/ Pm .x//2 dx;
a a
with equality if and only if an D cn , n D 1; 2; : : : ; m.
(c) Show that
Z b Z b m
X Z b
.f .x/ Fm .x//2 dx D f 2 .x/ dx cn2 n2 dx:
a a nD1 a
(d) Conclude from (c) that
m
X Z b Z b
cn2 n2 .x/ dx f 2 .x/ dx:
nD1 a a
30. If A0 , A1 , . . . , Am and B1 , B2 , . . . , Bm are arbitrary constants we say that
m
X n x n x
Pm .x/ D A0 C An cos C Bn sin
nD1
L L
is a trigonometric polynomial of degree m.
Now let
1
X n x n x
a0 C an cos C bn sin
nD1
L L
be the Fourier series of an integrable function f on ΠL; L, and let
m
X n x n x
Fm .x/ D a0 C an cos C bn sin :
nD1
L L
(a) Conclude from Exercise 29(b) that
Z L Z L
.f .x/ Fm .x//2 dx .f .x/ Pm .x//2 dx;
L L
with equality if and only if An D an , n D 0, 1, . . . , m, and Bn D bn , n D 1, 2, . . . , m.
(b) Conclude from Exercise 29(d) that
m Z L
X 1
2a02 C .an2 C bn2 / f 2 .x/ dx
L L
nD1
for every m 0.
(c) Conclude from (b) that limn!1 an D limn!1 bn D 0.
Section 11.3 Fourier Expansions II 605
11.3 FOURIER EXPANSIONS II
In this section we discuss Fourier expansions in terms of the eigenfunctions of Problems 1-4 for Sec-
tion 11.1.
Fourier Cosine Series
From Exercise 11.1.20, the eigenfunctions
x 2 x n x
1; cos ; cos ; : : : ; cos ;:::
L L L
of the boundary value problem
y 00 C y D 0; y 0 .0/ D 0; y 0 .L/ D 0 (11.3.1)
(Problem 2) are orthogonal on Œ0; L. If f is integrable on Œ0; L then the Fourier expansion of f in terms
of these functions is called the Fourier cosine series of f on Œ0; L. This series is
1
X n x
a0 C an cos ;
nD1
L
where Z L
f .x/ dx Z L
0 1
a0 D L
D f .x/ dx
L
Z
0
dx
0
and Z L
n x
f .x/ cos
dx
2 L
Z
L n x
an D 0Z L D f .x/ cos dx; n D 1; 2; 3; : : : :
2 n x L 0 L
cos dx
0 L
Comparing this definition with Theorem 6(a) shows that the Fourier cosine series of f on Œ0; L is the
Fourier series of the function
f . x/; L < x < 0;
f1 .x/ D
f .x/; 0 x L;
obtained by extending f over ΠL; L as an even function (Figure 11.3.1).
Applying Theorem 11.2.4 to f1 yields the next theorem.
Theorem 11.3.1 If f is piecewise smooth on Œ0; L, then the Fourier cosine series
1
X n x
C.x/ D a0 C an cos
L
nD1
of f on Œ0; L, with
Z L Z L
1 2 n x
a0 D f .x/ dx and an D f .x/ cos dx; n D 1; 2; 3; : : : ;
L 0 L 0 L
606 Chapter 11 Boundary Value Problems and Fourier Expansions
y = f(−x) y = f(x)
x
−L L
Figure 11.3.1
converges for all x in Œ0; LI moreover;
8̂
ˆ f .0C/ if x D 0
f .x/ if 0 < x < L and f is continuous at x
ˆ
ˆ
ˆ
<
C.x/ D f .x / C f .xC/
ˆ if 0 < x < L and f is discontinuous at x
2
ˆ
ˆ
ˆ
f .L / if x D L:
:̂
Example 11.3.1 Find the Fourier cosine series of f .x/ D x on Œ0; L.
Solution The coefficients are
L
1 x 2 ˇˇL
ˇ
1 L
Z
a0 D x dx D D
L 0 L 2 0 ˇ 2
and, if n 1
" #
L
n x ˇˇL
Z ˇ Z L
2 n x 2 n x
an D x cos dx D x sin sin dx
L 0 L n L ˇ0 0 L
n x ˇˇL
Z L ˇ
2 n x 2L 2L
D sin dx D 2 2 cos D 2 2 Œ. 1/n 1
n 0 L n L 0 ˇ n
8
4L
if n D 2m 1;
<
D .2m 1/2 2
: 0 if n D 2m:
Section 11.3 Fourier Expansions II 607
Therefore
1
L 4L X 1 .2n 1/ x
C.x/ D 2 2
cos :
2 .2n 1/ L
nD1
Theorem 11.3.1 implies that
C.x/ D x; 0 x L:
Fourier Sine Series
From Exercise 11.1.19, the eigenfunctions
x 2 x n x
sin ; sin ; : : : ; sin ;:::
L L L
of the boundary value problem
y 00 C y D 0; y.0/ D 0; y.L/ D 0
(Problem 1) are orthogonal on Œ0; L. If f is integrable on Œ0; L then the Fourier expansion of f in terms
of these functions is called the Fourier sine series of f on Œ0; L. This series is
1
X n x
bn sin ;
nD1
L
where Z L
n x
f .x/ sin dx
2 L n x
Z
0 L
bn D Z L D f .x/ sin dx; n D 1; 2; 3; : : : :
2 n x
L 0 L
sin dx
0 L
Comparing this definition with Theorem 6(b) shows that the Fourier sine series of f on Œ0; L is the
Fourier series of the function
f . x/; L < x < 0;
f2 .x/ D
f .x/; 0 x L;
obtained by extending f over ΠL; L as an odd function (Figure 11.3.2).
Applying Theorem 11.2.4 to f2 yields the next theorem.
Theorem 11.3.2 If f is piecewise smooth on Œ0; L, then the Fourier sine series
1
X n x
S.x/ D bn sin
nD1
L
of f on Œ0; L, with
L
2 n x
Z
bn D f .x/ sin dx;
L 0 L
converges for all x in Œ0; LI moreover;
8̂
ˆ 0 if x D 0
f .x/ if 0 < x < L and f is continuous at x
ˆ
ˆ
ˆ
<
S.x/ D f .x / C f .xC/
ˆ if 0 < x < L and f is discontinuous at x
2
ˆ
ˆ
ˆ
0 if x D L:
:̂
608 Chapter 11 Boundary Value Problems and Fourier Expansions
y = f(x)
x
−L L
y = − f(−x)
Figure 11.3.2
Example 11.3.2 Find the Fourier sine series of f .x/ D x on Œ0; L.
Solution The coefficients are
" #
2 L n x ˇˇL
Z ˇ Z L
n x 2 n x
bn D x sin dx D x cos cos dx
L 0 L n L ˇ0 0 L
n x ˇˇL
ˇ
2L 2L 2L
D . 1/nC1 C 2 2 sin D . 1/nC1 :
n n L ˇ0 n
Therefore
1
2L X . 1/n n x
S.x/ D sin :
n L
nD1
Theorem 11.3.2 implies that
x; 0 x < L;
S.x/ D
0; x D L:
Mixed Fourier Cosine Series
From Exercise 11.1.22, the eigenfunctions
x 3 x .2n 1/ x
cos ; cos ; : : : ; cos ;:::
2L 2L 2L
of the boundary value problem
y 00 C y D 0; y 0 .0/ D 0; y.L/ D 0 (11.3.2)
Section 11.3 Fourier Expansions II 609
(Problem 4) are orthogonal on Œ0; L. If f is integrable on Œ0; L then the Fourier expansion of f in terms
of these functions is
1
X .2n 1/ x
cn cos ;
nD1
2L
where
L
.2n
1/ x
Z
f .x/ cos dx
2 L .2n 1/ x
Z
2L
cn D 0Z L D f .x/ cos dx:
2 .2n 1/ x L 0 2L
cos dx
0 L
We’ll call this expansion the mixed Fourier cosine series of f on Œ0; L, because the boundary condi-
tions of (11.3.2) are “mixed” in that they require y to be zero at one boundary point and y 0 to be zero at the
other. By contrast, the “ordinary” Fourier cosine series is associated with (11.3.1), where the boundary
conditions require that y 0 be zero at both endpoints.
It can be shown (Exercise 57) that the mixed Fourier cosine series of f on Œ0; L is simply the restriction
to Œ0; L of the Fourier cosine series of
f .x/; 0 x L;
f3 .x/ D
f .2L x/; L < x 2L
on Œ0; 2L (Figure 11.3.3).
y = f(x)
L 2L x
y = − f(2L−x)
Figure 11.3.3
Applying Theorem 11.3.1 with f replaced by f3 and L replaced by 2L yields the next theorem.
610 Chapter 11 Boundary Value Problems and Fourier Expansions
Theorem 11.3.3 If f is piecewise smooth on Œ0; L, then the mixed Fourier cosine series
1
X .2n 1/ x
CM .x/ D cn cos
2L
nD1
of f on Œ0; L, with
L
2 .2n 1/ x
Z
cn D f .x/ cos dx;
L 0 2L
converges for all x in Œ0; LI moreover;
8̂
ˆ f .0C/ if x D 0
f .x/ if 0 < x < L and f is continuous at x
ˆ
ˆ
ˆ
<
CM .x/ D f .x / C f .xC/
ˆ if 0 < x < L and f is discontinuous at x
2
ˆ
ˆ
ˆ
0 if x D L.
:̂
Example 11.3.3 Find the mixed Fourier cosine series of f .x/ D x L on Œ0; L.
Solution The coefficients are
2 L
Z
.2n 1/ x
cn D .x L/ cos dx
L 0 2L
" ˇL #
L
4 1/ x .2n .2n 1/ x
Z
ˇ
D .x L/ sin ˇ sin dx
.2n 1/ 2L ˇ
0 0 2L
.2n 1/ x ˇˇL
ˇ
8L 8L
D cos ˇ D :
.2n 1/2 2 2L 0 .2n 1/2 2
Therefore
1
8L X 1 .2n 1/ x
CM .x/ D 2 2
cos :
nD1 .2n 1/ 2L
Theorem 11.3.3 implies that
CM .x/ D x L; 0 x L:
Mixed Fourier Sine Series
From Exercise 11.1.21, the eigenfunctions
x 3 x .2n 1/ x
sin ; sin ; : : : ; sin ;:::
2L 2L 2L
of the boundary value problem
y 00 C y D 0; y.0/ D 0; y 0 .L/ D 0
(Problem 3) are orthogonal on Œ0; L. If f is integrable on Œ0; L, then the Fourier expansion of f in
terms of these functions is
1
X .2n 1/ x
dn sin ;
2L
nD1
Section 11.3 Fourier Expansions II 611
where
L
1/ x .2n
Z
f .x/ sin dx
2 L
Z
0 2L .2n 1/ x
dn D Z L D f .x/ sin dx:
.2n 1/ x L 0 2L
sin2 dx
0 2L
We’ll call this expansion the mixed Fourier sine series of f on Œ0; L.
It can be shown (Exercise 58) that the mixed Fourier sine series of f on Œ0; L is simply the restriction
to Œ0; L of the Fourier sine series of
f .x/; 0 x L;
f4 .x/ D
f .2L x/; L < x 2L;
on Œ0; 2L (Figure 11.3.4).
y = f(x) y = f(2L−x)
x
L 2L
Figure 11.3.4
Applying Theorem 11.3.2 with f replaced by f4 and L replaced by 2L yields the next theorem.
Theorem 11.3.4 If f is piecewise smooth on Œ0; L, then the mixed Fourier sine series
1
X .2n 1/ x
SM .x/ D dn sin
nD1
2L
of f on Œ0; L, with
Z L
2 .2n 1/ x
dn D f .x/ sin dx;
L 0 2L
612 Chapter 11 Boundary Value Problems and Fourier Expansions
converges for all x in Œ0; LI moreover;
8̂
ˆ 0 if x D 0
f .x/ if 0 < x < L and f is continuous at x
ˆ
ˆ
ˆ
<
SM .x/ D f .x / C f .xC/
ˆ if 0 < x < L and f is discontinuous at x
2
ˆ
ˆ
ˆ
f .L / if x D L.
:̂
Example 11.3.4 Find the mixed Fourier sine series of f .x/ D x on Œ0; L.
Solution The coefficients are
2 L .2n 1/ x
Z
dn D x sin dx
L 0 2L
" #
.2n 1/ x ˇˇL
ˇ Z L
4 .2n 1/ x
D x cos cos dx
.2n 1/ 2L ˇ
0 0 2L
Z L
4 .2n 1/ x
D cos dx
.2n 1/ 0 2L
.2n 1/ x ˇˇL
ˇ
8L 8L
D 2 2
sin D . 1/nC1 :
.2n 1/ 2L ˇ .2n 1/2 2
0
Therefore
1
8L X . 1/n .2n 1/ x
SM .x/ D 2 2
sin :
nD1 .2n 1/ 2L
Theorem 11.3.4 implies that
SM .x/ D x; 0 x L:
A Useful Observation
In applications involving expansions in terms of the eigenfunctions of Problems 1-4, the functions being
expanded are often polynomials that satisfy the boundary conditions of the problem under consideration.
In this case the next theorem presents an efficient way to obtain the coefficients in the expansion.
Theorem 11.3.5
(a) If f 0 .0/ D f 0 .L/ D 0, f 00 is continuous; and f 000 is piecewise continuous on Œ0; L; then
1
X n x
f .x/ D a0 C an cos ; 0 x L; (11.3.3)
nD1
L
with
L L
2L2
Z Z
1 n x
a0 D f .x/ dx and an D 3 3 f 000 .x/ sin dx; n 1: (11.3.4)
L 0 n 0 L
Now suppose f 0 is continuous and f 00 is piecewise continuous on Œ0; L:
(b) If f .0/ D f .L/ D 0, then
1
X n x
f .x/ D bn sin ; 0 x L;
L
nD1
Section 11.3 Fourier Expansions II 613
with
L
2L n x
Z
bn D f 00 .x/ sin dx: (11.3.5)
n2 2 0 L
(c) If f 0 .0/ D f .L/ D 0, then
1
X .2n 1/ x
f .x/ D cn cos ; 0 x L;
nD1
2L
with
L
8L .2n 1/ x
Z
cn D f 00 .x/ cos dx: (11.3.6)
.2n 1/2 2 0 2L
(d) If f .0/ D f 0 .L/ D 0, then
1
X .2n 1/ x
f .x/ D dn sin ; 0 x L;
nD1
2L
with
L
8L .2n 1/ x
Z
dn D f 00 .x/ sin dx: (11.3.7)
.2n 1/2 2 0 2L
Proof We’ll prove (a) and leave the rest to you (Exercises 35, 42, and 50). Since f is continuous on
Œ0; L, Theorem 11.3.1 implies (11.3.3) with a0 , a1 , a2 ,... as defined in Theorem 11.3.1. We already
know that a0 is as in (11.3.4). If n 1, integrating twice by parts yields
L
2 n x
Z
an D f .x/ cos dx
L 0 L
" #
n x ˇˇL
ˇ Z L
2 0 n x
D f .x/ sin f .x/ sin dx
n L ˇ0 0 L
Z L
2 n x
D f 0 .x/ sin dx (since sin 0 D sin n D 0)
n 0 L
" #
n x ˇˇL
ˇ Z L
2L 0 00 n x
D f .x/ cos f .x/ cos dx
n2 2 L ˇ0 0 L
Z L
2L n x
D f 00 .x/ cos dx (since f 0 .0/ D f 0 .L/ D 0)
n2 2 0 L
" #
n x ˇˇL
Z L
2L2
ˇ
00 000 n x
D f .x/ sin f .x/ sin dx
n3 3 L ˇ0 0 L
Z L
2L2 n x
D f 000 .x/ sin dx (since sin 0 D sin n D 0).
n3 3 0 L
(By an argument similar to one used in the proof of Theorem 8.3.1, the last integration by parts is le-
gitimate in the case where f 000 is undefined at finitely many points in Œ0; L, so long as it’s piecewise
continuous on Œ0; L.) This completes the proof.
Example 11.3.5 Find the Fourier cosine expansion of f .x/ D x 2 .3L 2x/ on Œ0; L.
614 Chapter 11 Boundary Value Problems and Fourier Expansions
Solution Here ˇL
L
x4 3
1 1 ˇ DL
Z
2 3
Lx 3
ˇ
a0 D .3Lx 2x / dx D
L 0 L 2 ˇ
0 2
and
L
2 n x
Z
an D .3Lx 2 2x 3/ cos dx; n 1:
L 0 L
Evaluating this integral directly is laborious. However, since f 0 .x/ D 6Lx 6x 2 , we see that f 0 .0/ D
f 0 .L/ D 0. Since f 000 .x/ D 12, we see from (11.3.4) that if n 1 then
24L2 L 24L3 n x ˇˇL 24L3
Z ˇ
n x
an D sin dx D cos D Œ. 1/n 1
n3 3 0 L n4 4 L ˇ0 n4 4
48L3
8
if n D 2m 1;
<
D 4 4
: .2m 1/
0 if n D 2m.
Therefore
1
L3 48L3 X 1 .2n 1/ x
C.x/ D cos :
2 4 nD1 .2n 1/4 L
Example 11.3.6 Find the Fourier sine expansion of f .x/ D x.x 2 3Lx C 2L2 / on Œ0; L.
Solution Since f .0/ D f .L/ D 0 and f 00 .x/ D 6.x L/, we see from (11.3.5) that
12L L n x
Z
bn D .x L/ sin dx
n2 2 0 L
" #
n x ˇˇL
Z L
12L2
ˇ
n x
D .x L/ cos cos dx
n3 3 L ˇ0 0 L
" ˇ #
12L2 L n x ˇˇL 12L3
D L sin D :
n3 3 n L 0 ˇ n3 3
Therefore
1
12L3 X 1 n x
S.x/ D 3 3
sin :
nD1 n L
Example 11.3.7 Find the mixed Fourier cosine expansion of f .x/ D 3x 3 4Lx 2 C L3 on Œ0; L.
Solution Since f 0 .0/ D f .L/ D 0 and f 00 .x/ D 2.9x 4L/, we see from (11.3.6) that
Z L
16L .2n 1/ x
cn D 2 2
.9x 4L/ cos dx
.2n 1/ 0 2L
" #
.2n 1/ x ˇˇL
Z L
32L2
ˇ
.2n 1/ x
D .9x 4L/ sin 9 sin dx
.2n 1/3 3 2L ˇ
0 0 2L
" ˇ #
32L2 nC1 18L .2n 1/ x ˇˇL
D . 1/ 5L C cos
.2n 1/3 3 .2n 1/ 2L ˇ
0
32L3
18
D . 1/n 5 C :
.2n 1/3 3 .2n 1/
Section 11.3 Fourier Expansions II 615
Therefore
1
32L3 X
1 n 18 .2n 1/ x
CM .x/ D 3 3
. 1/ 5 C cos :
.2n 1/ .2n 1/ 2L
nD1
Example 11.3.8 Find the mixed Fourier sine expansion of
f .x/ D x.2x 2 9Lx C 12L2 /
on Œ0; L.
Solution Since f .0/ D f 0 .L/ D 0, and f 00 .x/ D 6.2x 3L/, we see from (11.3.7) that
Z L
48L .2n 1/ x
dn D .2x 3L/ sin dx
.2n 1/2 2 0 2L
" #
.2n 1/ x ˇˇL
Z L
96L2
ˇ
.2n 1/ x
D .2x 3L/ cos 2 cos dx
.2n 1/3 3 2L ˇ
0 0 2L
" ˇ #
96L2 4L .2n 1/ x ˇˇL
D 3L sin
.2n 1/3 3 .2n 1/ 2L ˇ
0
3
96L 4
D 3 C . 1/n :
.2n 1/3 3 .2n 1/
Therefore
1
96L3 X
1 n 4 .2n 1/ x
SM .x/ D 3 3
3 C . 1/ sin :
nD1 .2n 1/ .2n 1/ 2L
11.3 Exercises
In exercises marked by C graph f and some partial sums of the required series. If the interval is Œ0; L,
choose a specific value of L for the graph.
In Exercises 1-10 find the Fourier cosine series.
1. f .x/ D x 2 ; Œ0; L
2. C f .x/ D 1 x; Œ0; 1
3. C f .x/ D x 2 2Lx; Œ0; L
4. f .x/ D sin kx (k ¤ integer); Œ0;
1; 0 x L2
5. C f .x/ D Œ0; L
0; L2 < x < LI
6. f .x/ D x 2 L2 ; Œ0; L
2
7. f .x/ D .x 1/ ; Œ0; 1
x
8. f .x/ D e ; Œ0;
9. C f .x/ D x.L x/; Œ0; L
10. C f .x/ D x.x 2L/; Œ0; L
616 Chapter 11 Boundary Value Problems and Fourier Expansions
In Exercises 11-17 find the Fourier sine series.
11. C f .x/ D 1; Œ0; L
12. C f .x/ D 1 x; Œ0; 1
13. f .x/ D cos kx (k ¤ integer); Œ0;
1; 0 x L2
14. C f .x/ D Œ0; L
0; L2 < x < LI
0 x L2 ;
x;
15. C f .x/ D Œ0; L.
L x; L2 x LI
16. C f .x/ D x sin x; Œ0;
x
17. f .x/ D e ; Œ0;
In Exercises 18-24 find the mixed Fourier cosine series.
18. C f .x/ D 1; Œ0; L
2
19. f .x/ D x ; Œ0; L
20. C f .x/ D x; Œ0; 1
1; 0 x L2
21. C f .x/ D Œ0; L
0; L2 < x < LI
22. f .x/ D cos x; Œ0;
23. f .x/ D sin x; Œ0;
24. C f .x/ D x.L x/; Œ0; L
In Exercises 25-30 find the mixed Fourier sine series.
25. C f .x/ D 1; Œ0; L
2
26. f .x/ D x ; Œ0; L
1; 0 x L2
27. C f .x/ D Œ0; L
0; L2 < x < LI
28. f .x/ D cos x; Œ0;
29. f .x/ D sin x; Œ0;
30. C f .x/ D x.L x/; Œ0; L.
In Exercises 31-34 use Theorem 11.3.5(a) to find the Fourier cosine series of f on Œ0; L.
31. f .x/ D 3x 2.x 2 2L2 /
32. f .x/ D x 3 .3x 4L/
2 2
33. f .x/ D x .3x 8Lx C 6L2 /
34. f .x/ D x 2 .x L/2
35. (a) Prove Theorem 11.3.5(b).
Section 11.3 Fourier Expansions II 617
(b) In addition to the assumptions of Theorem 11.3.5(b), suppose f 00 .0/ D f 00 .L/ D 0, f 000 is
continuous, and f .4/ is piecewise continuous on Œ0; L. Show that
L
2L3 n x
Z
bn D f .4/ .x/ sin dx; n 1:
n4 4 0 L
In Exercises 36-41 use Theorem 11.3.5(b) or, where applicable, Exercise 11:1:35(b), to find the Fourier
sine series of f on Œ0; L.
36. C f .x/ D x.L x/
37. C f .x/ D x 2.L x/
2 2
38. f .x/ D x.L x /
3
39. f .x/ D x.x 2Lx 2 C L3 /
40. f .x/ D x.3x 4 10L2 x 2 C 7L4 /
41. f .x/ D x.3x 4 5Lx 3 C 2L4 /
42. (a) Prove Theorem 11.3.5(c).
(b) In addition to the assumptions of Theorem 11.3.5(c), suppose f 00 .L/ D 0, f 00 is continuous,
and f 000 is piecewise continuous on Œ0; L. Show that
L
16L2 .2n 1/ x
Z
cn D f 000 .x/ sin dx; n 1:
.2n 1/3 3 0 2L
In Exercises 43-49 use Theorem 11.3.5(c) or, where applicable, Exercise 11:1.42(b), to find the mixed
Fourier cosine series of f on Œ0; L.
43. C f .x/ D x 2 .L x/
2 2
44. f .x/ D L x
3
45. f .x/ D L x3
46. f .x/ D 2x 3 C 3Lx 2 5L3
47. f .x/ D 4x 3 C 3Lx 2 7L3
48. f .x/ D x 4 2Lx 3 C L4
49. f .x/ D x 4 4Lx 3 C 6L2 x 2 3L4
50. (a) Prove Theorem 11.3.5(d).
(b) In addition to the assumptions of Theorem 11.3.5(d), suppose f 00 .0/ D 0, f 00 is continuous,
and f 000 is piecewise continuous on Œ0; L. Show that
L
16L2 .2n 1/ x
Z
dn D f 000 .x/ cos dx; n 1:
.2n 1/3 3 0 2L
In Exercises 51-56 use Theorem 11.3.5(d) or, where applicable, Exercise 50(b), to find the mixed Fourier
sine series of the f on Œ0; L.
51. f .x/ D x.2L x/
2
52. f .x/ D x .3L 2x/
618 Chapter 11 Boundary Value Problems and Fourier Expansions
53. f .x/ D .x L/3 C L3
54. f .x/ D x.x 2 3L2 /
55. f .x/ D x 3 .3x 4L/
3
56. f .x/ D x.x 2Lx 2 C 2L3 /
57. Show that the mixed Fourier cosine series of f on Œ0; L is the restriction to Œ0; L of the Fourier
cosine series of
f .x/; 0 x L;
f3 .x/ D
f .2L x/; L < x 2L
on Œ0; 2L. Use this to prove Theorem 11.3.3.
58. Show that the mixed Fourier sine series of f on Œ0; L is the restriction to Œ0; L of the Fourier sine
series of
f .x/; 0 x L;
f4 .x/ D
f .2L x/; L < x 2L
on Œ0; 2L. Use this to prove Theorem 11.3.4.
59. Show that the Fourier sine series of f on Œ0; L is the restriction to Œ0; L of the Fourier sine series
of
f .x/; 0 x L;
f3 .x/ D
f .2L x/; L < x 2L
on Œ0; 2L.
60. Show that the Fourier cosine series of f on Œ0; L is the restriction to Œ0; L of the Fourier cosine
series of
f .x/; 0 x L;
f4 .x/ D
f .2L x/; L < x 2L
on Œ0; 2L.
CHAPTER 12
Fourier Solutions of Partial Differential
IN THIS CHAPTER we use the series discussed in Chapter 11 to solve partial differential equations that
arise in problems of mathematical physics.
SECTION 12.1 deals with the partial differential equation
ut D a2 uxx ;
which arises in problems of conduction of heat.
SECTION 12.2 deals with the partial differential equation
ut t D a2 uxx ;
which arises in the problem of the vibrating string.
SECTION 12.3 deals with the partial differential equation
uxx C uyy D 0;
which arises in steady state problems of heat conduction and potential theory.
SECTION 12.4 deals with the partial differential equation
1 1
ur r C ur C 2 u D 0;
r r
which is the equivalent to the equation studied in Section 1.3 when the independent variables are polar
coordinates.
619
620 Chapter 12 Fourier Solutions of Partial Differential
12.1 THE HEAT EQUATION
We begin the study of partial differential equations with the problem of heat flow in a uniform bar of
length L, situated on the x axis with one end at the origin and the other at x D L (Figure 12.1.1).
We assume that the bar is perfectly insulated except possibly at its endpoints, and that the temperature
is constant on each cross section and therefore depends only on x and t. We also assume that the thermal
properties of the bar are independent of x and t. In this case, it can be shown that the temperature
u D u.x; t/ at time t at a point x units from the origin satisfies the partial differential equation
ut D a2 uxx ; 0 < x < L; t > 0;
where a is a positive constant determined by the thermal properties. This is the heat equation.
x=0 x=L
Figure 12.1.1 A uniform bar of length L
To determine u, we must specify the temperature at every point in the bar when t D 0, say
u.x; 0/ D f .x/; 0 x L:
We call this the initial condition. We must also specify boundary conditions that u must satisfy at the
ends of the bar for all t > 0. We’ll call this problem an initial-boundary value problem.
We begin with the boundary conditions u.0; t/ D u.L; t/ D 0, and write the initial-boundary value
problem as
ut D a2 uxx ; 0 < x < L; t > 0;
u.0; t/ D 0; u.L; t/ D 0; t > 0; (12.1.1)
u.x; 0/ D f .x/; 0 x L:
Our method of solving this problem is called separation of variables (not to be confused with method
of separation of variables used in Section 2.2 for solving ordinary differential equations). We begin by
looking for functions of the form
v.x; t/ D X.x/T .t/
that are not identically zero and satisfy
vt D a2 vxx ; v.0; t/ D 0; v.L; t/ D 0
Section 12.1 The Heat Equation 621
for all .x; t/. Since
vt D XT 0 and vxx D X 00 T;
vt D a2 vxx if and only if
XT 0 D a2 X 00 T;
which we rewrite as
T0 X 00
D :
a2 T X
Since the expression on the left is independent of x while the one on the right is independent of t, this
equation can hold for all .x; t/ only if the two sides equal the same constant, which we call a separation
constant, and write it as ; thus,
X 00 T0
D 2 D :
X a T
This is equivalent to
X 00 C X D 0
and
T 0 D a2 T: (12.1.2)
Since v.0; t/ D X.0/T .t/ D 0 and v.L; t/ D X.L/T .t/ D 0 and we don’t want T to be identically zero,
X.0/ D 0 and X.L/ D 0. Therefore must be an eigenvalue of the boundary value problem
X 00 C X D 0; X.0/ D 0; X.L/ D 0; (12.1.3)
and X must be a -eigenfunction. From Theorem 11.1.2, the eigenvalues of (12.1.3) are n D n2 2=L2 ,
with associated eigenfunctions
n x
Xn D sin ; n D 1; 2; 3; : : : :
L
Substituting D n2 2=L2 into (12.1.2) yields
T 0 D .n2 2a2 =L2 /T;
which has the solution
n2 2 a 2 t =L2
Tn D e :
Now let
n2 2 a 2 t =L2 n x
vn .x; t/ D Xn .x/Tn .t/ D e sin ; n D 1; 2; 3; : : :
L
Since n x
vn .x; 0/ D sin ;
L
vn satisfies (12.1.1) with f .x/ D sin n x=L. More generally, if ˛1 ; : : : ; ˛m are constants and
m
X
n2 2 a 2 t =L2 n x
um .x; t/ D ˛n e sin ;
L
nD1
then um satisfies (12.1.1) with
m
X n x
f .x/ D ˛n sin :
nD1
L
This motivates the next definition.
622 Chapter 12 Fourier Solutions of Partial Differential
Definition 12.1.1 The formal solution of the initial-boundary value problem
ut D a2 uxx ; 0 < x < L; t > 0;
u.0; t/ D 0; u.L; t/ D 0; t > 0; (12.1.4)
u.x; 0/ D f .x/; 0 x L
is
1
X
n2 2 a 2 t =L2 n x
u.x; t/ D ˛n e sin ; (12.1.5)
nD1
L
where
1
X n x
S.x/ D ˛n sin
nD1
L
is the Fourier sine series of f on Œ0; L; that is,
2 L
Z
n x
˛n D f .x/ sin dx:
L 0 L
We use the term “formal solution” in this definition because it’s not in general true that the infinite
series in (12.1.5) actually satisfies all the requirements of the initial-boundary value problem (12.1.4)
when it does, we say that it’s an actual solution of (12.1.4).
Because of the negative exponentials in (12.1.5), u converges for all .x; t/ with t > 0 (Exercise 54).
Since each term in (12.1.5) satisfies the heat equation and the boundary conditions in (12.1.4), u also has
these properties if ut and uxx can be obtained by differentiating the series in (12.1.5) term by term once
with respect to t and twice with respect to x, for t > 0. However, it’s not always legitimate to differentiate
an infinite series term by term. The next theorem gives a useful sufficient condition for legitimacy of term
by term differentiation of an infinite series. We omit the proof.
Theorem 12.1.2 A convergent infinite series
1
X
W .´/ D wn .´/
nD1
can be differentiated term by term on a closed interval Œ´1 ; ´2 to obtain
1
X
W 0 .´/ D wn0 .´/
nD1
.where the derivatives at ´ D ´1 and ´ D ´2 are one-sided/ provided that wn0 is continuous on Œ´1 ; ´2
and
jwn0 .´/j Mn ; ´1 ´ ´2 ; n D 1; 2; 3; : : : ;
where M1 ; M2 ; . . . , Mn ; . . . , are constants such that the series 1
P
nD1 Mn converges.
Theorem 12.1.2, applied twice with ´ D x and once with ´ D t, shows that uxx and ut can be obtained
by differentiating u term by term if t > 0 (Exercise 54). Therefore u satisfies the heat equation and the
boundary conditions in (12.1.4) for t > 0. Therefore, since u.x; 0/ D S.x/ for 0 x L, u is an actual
solution of (12.1.4) if and only if S.x/ D f .x/ for 0 x L. From Theorem 11.3.2, this is true if f is
continuous and piecewise smooth on Œ0; L, and f .0/ D f .L/ D 0.
In this chapter we’ll define formal solutions of several kinds of problems. When we ask you to solve
such problems, we always mean that you should find a formal solution.
Section 12.1 The Heat Equation 623
Example 12.1.1 Solve (12.1.4) with f .x/ D x.x 2 3Lx C 2L2 /.
Solution From Example 11.3.6, the Fourier sine series of f on Œ0; L is
1
12L3 X 1 n x
S.x/ D sin :
3 nD1 n3 L
Therefore
1
12L3 X 1 n2 2 a 2 t =L2 n x
u.x; t/ D e sin :
3 n3 L
nD1
If both ends of bar are insulated so that no heat can pass through them, then the boundary conditions
are
ux .0; t/ D 0; ux .L; t/ D 0; t > 0:
We leave it to you (Exercise 1) to use the method of separation of variables and Theorem 11.1.3 to
motivate the next definition.
Definition 12.1.3 The formal solution of the initial-boundary value problem
ut D a2 uxx ; 0 < x < L; t > 0;
ux .0; t/ D 0; ux .L; t/ D 0; t > 0; (12.1.6)
u.x; 0/ D f .x/; 0 x L
is
1
X
n2 2 a 2 t =L2 n x
u.x; t/ D ˛0 C ˛n e cos ;
L
nD1
where
1
X n x
C.x/ D ˛0 C ˛n cos
L
nD1
is the Fourier cosine series of f on Œ0; LI that is;
1 L 2 L
Z Z
n x
˛0 D f .x/ dx and ˛n D f .x/ cos dx; n D 1; 2; 3; : : : :
L 0 L 0 L
Example 12.1.2 Solve (12.1.6) with f .x/ D x.
Solution From Example 11.3.1, the Fourier cosine series of f on Œ0; L is
1
L 4L X 1 .2n 1/ x
C.x/ D cos :
2 2 nD1 .2n 1/2 L
Therefore
1
L 4L X 1 .2n 1/2 2 a 2 t =L2 .2n 1/ x
u.x; t/ D e cos :
2 2 nD1 .2n 1/2 L
We leave it to you (Exercise 2) to use the method of separation of variables and Theorem 11.1.4 to
motivate the next definition.
624 Chapter 12 Fourier Solutions of Partial Differential
Definition 12.1.4 The formal solution of the initial-boundary value problem
ut D a2 uxx ; 0 < x < L; t > 0;
u.0; t/ D 0; ux .L; t/ D 0; t > 0; (12.1.7)
u.x; 0/ D f .x/; 0 x L
is
1
X
.2n 1/2 2 a 2 t =4L2 .2n 1/ x
u.x; t/ D ˛n e sin ;
nD1
2L
where
1
X .2n 1/ x
SM .x/ D ˛n sin
nD1
2L
is the mixed Fourier sine series of f on Œ0; LI that is;
2 L .2n 1/ x
Z
˛n D f .x/ sin dx:
L 0 2L
Example 12.1.3 Solve (12.1.7) with f .x/ D x.
Solution From Example 11.3.4, the mixed Fourier sine series of f on Œ0; L is
1
8L X . 1/n .2n 1/ x
SM .x/ D 2 2
sin :
nD1 .2n 1/ 2L
Therefore
1
8L X . 1/n .2n 1/2 2 a 2 t =4L2 .2n 1/ x
u.x; t/ D e sin :
2 nD1 .2n 1/2 2L
Figure 12.1.2 shows a graph of u D u.x; t/ plotted with respect to x for various values of t. The line
y D x corresponds to t D 0. The other curves correspond to positive values of t. As t increases, the
graphs approach the line u D 0.
We leave it to you (Exercise 3) to use the method of separation of variables and Theorem 11.1.5 to
motivate the next definition.
Definition 12.1.5 The formal solution of the initial-boundary value problem
ut D a2 uxx ; 0 < x < L; t > 0;
ux .0; t/ D 0; u.L; t/ D 0; t > 0; (12.1.8)
u.x; 0/ D f .x/; 0 x L
is
1
X
.2n 1/2 2 a 2 t =4L2 .2n 1/ x
u.x; t/ D ˛n e cos ;
nD1
2L
where
1
X .2n 1/ x
CM .x/ D ˛n cos
nD1
2L
is the mixed Fourier cosine series of f on Œ0; L; that is,
2 L .2n 1/ x
Z
˛n D f .x/ cos dx:
L 0 2L
Section 12.1 The Heat Equation 625
y=x
x
L
Figure 12.1.2
Example 12.1.4 Solve (12.1.8) with f .x/ D x L.
Solution From Example 11.3.3, the mixed Fourier cosine series of f on Œ0; L is
1
8L X 1 .2n 1/ x
CM .x/ D 2 2
cos :
.2n 1/ 2L
nD1
Therefore
1
8L X 1 .2n 1/2 2 a 2 t =4L2 .2n 1/ x
u.x; t/ D e cos :
nD1 .2n 1/2
2 2L
Nonhomogeneous Problems
A problem of the form
ut D a2 uxx C h.x/; 0 < x < L; t > 0;
u.0; t/ D u0 ; u.L; t/ D uL ; t > 0; (12.1.9)
u.x; 0/ D f .x/; 0 x L
can be transformed to a problem that can be solved by separation of variables. We write
u.x; t/ D v.x; t/ C q.x/; (12.1.10)
where q is to be determined. Then
ut D vt and uxx D vxx C q 00
626 Chapter 12 Fourier Solutions of Partial Differential
so u satisfies (12.1.9) if v satisfies
vt D a2 vxx C a2 q 00 .x/ C h.x/; 0 < x < L; t > 0;
v.0; t/ D u0 q.0/; v.L; t/ D uL q.L/; t > 0;
v.x; 0/ D f .x/ q.x/; 0 x L:
This reduces to
vt D a2 vxx ; 0 < x < L; t > 0;
v.0; t/ D 0; v.L; t/ D 0; t > 0; (12.1.11)
v.x; 0/ D f .x/ q.x/; 0 x L
if
a2 q 00 C h.x/ D 0; q.0/ D u0 ; q.L/ D uL :
We can obtain q by integrating q 00 D h=a2 twice and choosing the constants of integration so that
q.0/ D u0 and q.L/ D uL . Then we can solve (12.1.11) for v by separation of variables, and (12.1.10)
is the solution of (12.1.9).
Example 12.1.5 Solve
ut D uxx 2; 0 < x < 1; t > 0;
u.0; t/ D 1; u.1; t/ D 1; t > 0;
u.x; 0/ D x 3 2x 2 C 3x 1; 0 x 1:
Solution We leave it to you to show that
q.x/ D x 2 C x 1
satisfies
q 00 2 D 0; q.0/ D 1; q.1/ D 1:
Therefore
u.x; t/ D v.x; t/ C x 2 C x 1;
where
vt D vxx ; 0 < x < 1; t > 0;
v.0; t/ D 0; v.1; t/ D 0; t > 0;
and
v.x; 0/ D x 3 2x 2 C 3x 1 x2 x C 1 D x.x 2 3x C 2/:
From Example 12.1.1 with a D 1 and L D 1,
1
12 X 1 n2 2 t
v.x; t/ D e sin n x:
3 nD1 n3
Therefore
1
12 X 1 n2 2 t
u.x; t/ D x 2 C x 1C e sin n x:
3 nD1 n3
Section 12.1 The Heat Equation 627
A similar procedure works if the boundary conditions in (12.1.11) are replaced by mixed boundary
conditions
ux .0; t/ D u0 ; u.L; t/ D uL ; t > 0
or
u.0; t/ D u0 ; ux .L; t/ D uL ; t > 0I
however, this isn’t true in general for the boundary conditions
ux .0; t/ D u0 ; ux .L; t/ D uL ; t > 0:
(See Exercise 47.)
USING TECHNOLOGY
Numerical experiments can enhance your understanding of the solutions of initial-boundary value prob-
lems. To be specific, consider the formal solution
1
X
n2 2 a 2 t =L2 n x
u.x; t/ D ˛n e sin ;
L
nD1
of (12.1.4), where
1
X n x
S.x/ D ˛n sin
nD1
L
is the Fourier sine series of f on Œ0; L. Consider the m-th partial sum
m
X
n2 2 a 2 t =L2 n x
um .x; t/ D ˛n e sin : (12.1.12)
L
nD1
For several fixed values of t (including t D 0), graph um .x; t/ versus t. In some cases it may be useful to
graph the curves corresponding to the various values of t on the same axes in other cases you may want
to graph the various curves sucessively (for increasing values of t), and create a primitive motion picture
on your monitor. Repeat this experiment for several values of m, to compare how the results depend upon
m for small and large values of t. However, keep in mind that the meanings of “small” and “large” in this
case depend upon the constants a2 and L2 . A good way to handle this is to rewrite (12.1.12) as
m
X
n2 n x
um .x; t/ D ˛n e sin ;
nD1
L
where
2 a2 t
D ; (12.1.13)
L2
and graph um versus x for selected values of .
These comments also apply to the situations considered in Definitions 12.1.3-12.1.5, except that (12.1.13)
should be replaced by
2 a2 t
D ;
4L2
in Definitions 12.1.4 and 12.1.5.
In some of the exercises we say “perform numerical experiments.” This means that you should perform
the computations just described with the formal solution obtained in the exercise.
628 Chapter 12 Fourier Solutions of Partial Differential
12.1 Exercises
1. Explain Definition 12.1.3.
2. Explain Definition 12.1.4.
3. Explain Definition 12.1.5.
4. C Perform numerical experiments with the formal solution obtained in Example 12.1.1.
5. C Perform numerical experiments with the formal solution obtained in Example 12.1.2.
6. C Perform numerical experiments with the formal solution obtained in Example 12.1.3.
7. C Perform numerical experiments with the formal solution obtained in Example 12.1.4.
In Exercises 8-42 solve the initial-boundary value problem. Where indicated by C , perform numerical
experiments. To simplify the computation of coefficients in some of these problems, check first to see if
u.x; 0/ is a polynomial that satisfies the boundary conditions. If it does, apply Theorem 11.3.5; also, see
Exercises 11:3:35(b), 11:3:42(b), and 11:3:50(b).
8. ut D uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x.1 x/; 0 x 1
9. ut D 9uxx ; 0 < x < 4; t > 0,
u.0; t/ D 0; u.4; t/ D 0; t > 0,
u.x; 0/ D 1; 0 x 4
10. ut D 3uxx ; 0 < x < ; t > 0,
u.0; t/ D 0; u.; t/ D 0; t > 0,
u.x; 0/ D x sin x; 0 x
11. C ut D 9uxx ; 0 < x < 2; t > 0,
u.0; t/ D 0; u.2; t/ D 0; t > 0,
u.x; 0/ D x 2 .2 x/; 0 x 2
12. ut D 4uxx ; 0 < x < 3; t > 0,
u.0; t/ D 0; u.3; t/ D 0; t > 0,
u.x; 0/ D x.9 x 2 /; 0 x 3
13. ut D 4uxx ; 0 < x < 2; t > 0,
u.0; t/ D 0;
u.2; t/ D 0; t > 0,
x; 0 x 1;
u.x; 0/ D
2 x; 1 x 2:
14. ut D 7uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x.3x 4 10x 2 C 7/; 0 x 1
15. ut D 5uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x.x 3 2x 2 C 1/; 0 x 1
16. ut D 2uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x.3x 4 5x 3 C 2/; 0 x 1
Section 12.1 The Heat Equation 629
17. C ut D 9uxx ; 0 < x < 4; t > 0,
ux .0; t/ D 0; ux .4; t/ D 0; t > 0,
u.x; 0/ D x 2 ; 0 x 4
18. ut D 4uxx ; 0 < x < 2; t > 0,
ux .0; t/ D 0; ux .2; t/ D 0; t > 0,
u.x; 0/ D x.x 4/; 0 x 2
19. C ut D 9uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D x.1 x/; 0 x 1
20. ut D 3uxx ; 0 < x < 2; t > 0,
ux .0; t/ D 0; ux .2; t/ D 0; t > 0,
u.x; 0/ D 2x 2.3 x/; 0 x 2
p
21. ut D 5uxx ; 0 < xp< 2; t > 0,
ux .0; t/ D 0; ux . 2; t/ D 0; t p
> 0,
u.x; 0/ D 3x 2.x 2 4/; 0 x 2
22. C ut D 3uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D x 3 .3x 4/; 0 x 1
23. ut D uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D x 2 .3x 2 8x C 6/; 0 x 1
24. ut D uxx ; 0 < x < ; t > 0,
ux .0; t/ D 0; ux .; t/ D 0; t > 0,
u.x; 0/ D x 2 .x /2 ; 0 x
25. ut D uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D sin x; 0 x 1
26. C ut D 3uxx ; 0 < x < ; t > 0,
u.0; t/ D 0; ux .; t/ D 0; t > 0,
u.x; 0/ D x. x/; 0 x
27. ut D 5uxx ; 0 < x < 2; t > 0,
u.0; t/ D 0; ux .2; t/ D 0; t > 0,
u.x; 0/ D x.4 x/; 0 x 2
28. ut D uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D x 2 .3 2x/; 0 x 1
29. ut D uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D .x 1/3 C 1; 0 x 1
30. C ut D uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D x.x 2 3/; 0 x 1
31. ut D uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D x 3 .3x 4/; 0 x 1
630 Chapter 12 Fourier Solutions of Partial Differential
32. ut D uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D x.x 3 2x 2 C 2/; 0 x 1
33. ut D 3uxx ; 0 < x < ; t > 0,
ux .0; t/ D 0; u.; t/ D 0; t > 0,
u.x; 0/ D x 2 . x/; 0 x
34. ut D 16uxx ; 0 < x < 2; t > 0,
ux .0; t/ D 0; u.2; t/ D 0; t > 0,
u.x; 0/ D 4; 0 x 2
35. ut D 9uxx ; 0 < x < 4; t > 0,
ux .0; t/ D 0; u.4; t/ D 0; t > 0,
u.x; 0/ D x 2 ; 0 x 4
36. C ut D 3uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 1 x; 0 x 1
37. ut D uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 1 x 3 ; 0 x 1
38. ut D 7uxx ; 0 < x < ; t > 0,
ux .0; t/ D 0; u.; t/ D 0; t > 0,
u.x; 0/ D 2 x 2 ; 0 x
39. ut D uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 4x 3 C 3x 2 7; 0 x 1
40. ut D uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 2x 3 C 3x 2 5; 0 x 1
41. C ut D uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x 4 4x 3 C 6x 2 3; 0 x 1
42. ut D uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x 4 2x 3 C 1; 0 x 1
In Exercises 43-46 solve the initial-boundary value problem. Perform numerical experiments for specific
values of L and a.
43. C ut D a2 uxx ; 0 < x < L; t > 0,
ux .0; t/ D0; ux .L; t/ D 0; t > 0,
1; 0 x L2 ;
u.x; 0/ D
0; L2 < x < L
44. C ut D a2 uxx ; 0 < x < L; t > 0,
u.0; t/ D 0;
u.L; t/ D 0;L t > 0,
1; 0 x 2 ;
u.x; 0/ D
0; L2 < x < L
Section 12.1 The Heat Equation 631
45. C ut D a2 uxx ; 0 < x < L; t > 0,
ux .0; t/ D0; u.L; t/ D 0; t > 0,
1; 0 x L2 ;
u.x; 0/ D
0; L2 < x < L
46. C ut D a2 uxx ; 0 < x < L; t > 0,
u.0; t/ D 0;
ux .L; t/ D 0; t > 0,
1; 0 x L2 ;
u.x; 0/ D
0; L2 < x < L
47. Let h be continuous on Œ0; L and let u0 , uL , and a be constants, with a > 0. Show that it’s always
possible to find a function q that satisfies (a), (b), or (c), but that this isn’t so for (d).
(a) a2 q 00 C h D 0; q.0/ D u0 ; q.L/ D uL
(b) a2 q 00 C h D 0; q 0 .0/ D u0 ; q.L/ D uL
(c) a2 q 00 C h D 0; q.0/ D u0 ; q 0 .L/ D uL
(d) a2 q 00 C h D 0; q 0 .0/ D u0 ; q 0 .L/ D uL
In Exercises 48-53 solve the nonhomogeneous initial-boundary value problem
48. ut D 9uxx 54x; 0 < x < 4; t > 0,
u.0; t/ D 1; u.4; t/ D 61; t > 0,
u.x; 0/ D 2 x C x 3 ; 0 x 4
49. ut D uxx 2; 0 < x < 1; t > 0,
u.0; t/ D 1; u.1; t/ D 3; t > 0,
u.x; 0/ D 2x 2 C 1; 0 x 1
50. ut D 3uxx 18x; 0 < x < 1; t > 0,
ux .0; t/ D 1; u.1; t/ D 1; t > 0,
u.x; 0/ D x 3 2x; 0 x 1
51. ut D 9uxx 18; 0 < x < 4; t > 0,
ux .0; t/ D 1; u.4; t/ D 10; t > 0,
u.x; 0/ D 2x 2 x 2; 0 x 4
52. ut D uxx C 2 sin x; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D ; t > 0,
u.x; 0/ D 2 sin x; 0 x 1
53. ut D uxx 6x; 0 < x < L; t > 0;
u.0; t/ D 3; ux .1; t/ D 2; t > 0,
u.x; 0/ D x 3 x 2 C x C 3; 0 x 1
q n2
In this exercise take it as given that the infinite series 1 p
P
54. nD1 n e converges for all p if q > 0,
and, where appropriate, use the comparison test for absolute convergence of an infinite series.
Let
1
X
n2 2 a 2 t =L2 n x
u.x; t/ D ˛n e sin
L
nD1
where
L
2 n x
Z
˛n D f .x/ sin dx
L 0 L
and f is piecewise smooth on Œ0; L.
632 Chapter 12 Fourier Solutions of Partial Differential Equations
(a) Show that u is defined for .x; t/ such that t > 0.
(b) For fixed t > 0, use Theorem 12.1.2 with ´ D x to show that
1
X n2 2 a 2 t =L2 n x
ux .x; t/ D n˛n e cos ; 1 < x < 1:
L nD1 L
(c) Starting from the result of (a), use Theorem 12.1.2 with ´ D x to show that, for a fixed t > 0,
1
2 X 2 n2 2 a 2 t =L2 n x
uxx .x; t/ D n ˛n e sin ; 1 < x < 1:
L2 L
nD1
(d) For fixed but arbitrary x, use Theorem 12.1.2 with ´ D t to show that
1
2a2 X 2 n2 2 a 2 t =L2 n x
ut .x; t/ D n ˛n e sin ;
L2 nD1 L
if t > t0 > 0, where t0 is an arbitrary positive number. Then argue that since t0 is arbitrary,
the conclusion holds for all t > 0.
(e) Conclude from (c) and (d) that
ut D a2 uxx ; 1 < x < 1; t > 0:
By repeatedly applying the arguments in (a) and (c), it can be shown that u can be differentiated
term by term any number of times with respect to x and/or t if t > 0.
12.2 THE WAVE EQUATION
In this section we consider initial-boundary value problems of the form
ut t D a2 uxx ; 0 < x < L; t > 0;
u.0; t/ D 0; u.L; t/ D 0; t > 0; (12.2.1)
u.x; 0/ D f .x/; ut .x; 0/ D g.x/; 0 x L;
where a is a constant and f and g are given functions of x.
The partial differential equation ut t D a2 uxx is called the wave equation. It is necessary to specify
both f and g because the wave equation is a second order equation in t for each fixed x.
This equation and its generalizations
ut t D a2 .uxx C uyy / and ut t D a2 .uxx C uyy C u´´ /
to two and three space dimensions have important applications to the the propagation of electromagnetic,
sonic, and water waves.
The Vibrating String
We motivate the study of the wave equation by considering its application to the vibrations of a string –
such as a violin string – tightly stretched in equilibrium along the x-axis in the xu-plane and tied to the
points .0; 0/ and .L; 0/ (Figure 12.2.1).
If the string is plucked in the vertical direction and released at time t D 0, it will oscillate in the xu-
plane. Let u.x; t/ denote the displacement of the point on the string above (or below) the abscissa x at
time t.
We’ll show that it’s reasonable to assume that u satisfies the wave equation under the following as-
sumptions:
Section 12.2 The Wave Equation 633
x
L
Figure 12.2.1 A stretched string
1. The mass density (mass per unit length) of the string is constant throughout the string.
2. The tension T induced by tightly stretching the string along the x-axis is so great that all other
forces, such as gravity and air resistance, can be neglected.
3. The tension at any point on the string acts along the tangent to the string at that point, and the
magnitude of its horizontal component is always equal to T , the tension in the string in equilibrium.
4. The slope of the string at every point remains sufficiently small so that we can make the approxima-
tion q
1 C u2x 1: (12.2.2)
Figure 12.2.2 shows a segment of the displaced string at a time t > 0. (Don’t think that the figure is
necessarily inconsistent with Assumption 4; we exaggerated the slope for clarity.)
The vectors T1 and T2 are the forces due to tension, acting along the tangents to the segment at its
endpoints. From Newton’s second law of motion, T1 T2 is equal to the mass times the acceleration of
the center of mass of the segment. The horizontal and vertical components of T1 T2 are
jT2 j cos 2 jT1 j cos 1 and jT2 j sin 2 jT1j sin 1 ;
respectively. Since
jT2 j cos 2 D jT1j cos 1 D T (12.2.3)
by assumption, the net horizontal force is zero, so there’s no horizontal acceleration. Since the initial
horizontal velocity is zero, there’s no horizontal motion.
Applying Newton’s second law of motion in the vertical direction yields
jT2 j sin 2 jT1 j sin 1 D s ut t .x; t/; (12.2.4)
634 Chapter 12 Fourier Solutions of Partial Differential Equations
T
2 θ
2
θ1
T
1
Figure 12.2.2 A segment of the displaced string
where s is the length of the segment and x is the abscissa of the center of mass; hence,
x < x < x C x:
From calculus, we know that Z xCx q
s D 1 C u2x .; t/ dI
x
however, because of (12.2.2), we make the approximation
Z xCx
s 1 d D x;
x
so (12.2.4) becomes
jT2 j sin 2 jT1 j sin 1 D x ut t .x; t/:
Therefore
jT2 j sin 2 jT1 j sin 1
D ut t .x; t/:
x
Recalling (12.2.3), we divide by T to obtain
tan 2 tan 1
D ut t .x; t/: (12.2.5)
x T
Since tan 1 D ux .x; t/ and tan 2 D ux .x C x; t/, (12.2.5) is equivalent to
ux .x C x/ ux .x; t/
D ut t .x; t/:
x T
Section 12.2 The Wave Equation 635
Letting x ! 0 yields
uxx .x; t/ D ut t .x; t/;
T
which we rewrite as ut t D a2 uxx , with a2 D T =.
The Formal Solution
As in Section 12.1, we use separation of variables to obtain a suitable definition for the formal solution of
(12.2.1). We begin by looking for functions of the form v.x; t/ D X.x/T .t/ that are not identically zero
and satisfy
vt t D a2 vxx ; v.0; t/ D 0; v.L; t/ D 0
for all .x; t/. Since
vt t D XT 00 and vxx D X 00 T;
vt t D a2 vxx if and only if
XT 00 D a2 X 00 T;
which we rewrite as
T 00 X 00
D :
a2 T X
For this to hold for all .x; t/, the two sides must equal the same constant; thus,
X 00 T 00
D 2 D ;
X a T
which is equivalent to
X 00 C X D 0
and
T 00 C a2 T D 0: (12.2.6)
Since v.0; t/ D X.0/T .t/ D 0 and v.L; t/ D X.L/T .t/ D 0 and we don’t want T to be identically zero,
X.0/ D 0 and X.L/ D 0. Therefore must be an eigenvalue of
X 00 C X D 0; X.0/ D 0; X.L/ D 0; (12.2.7)
and X must be a -eigenfunction. From Theorem 11.1.2, the eigenvalues of (12.2.7) are n D n2 2=L2 ,
with associated eigenfunctions
n x
Xn D sin ; n D 1; 2; 3; : : : :
L
Substituting D n2 2=L2 into (12.2.6) yields
T 00 C .n2 2a2 =L2 /T D 0;
which has the general solution
n at ˇn L n at
Tn D ˛n cos C sin ;
L n a L
where ˛n and ˇn are constants. Now let
n at ˇn L n at n x
vn .x; t/ D Xn .x/Tn .t/ D ˛n cos C sin sin :
L n a L L
636 Chapter 12 Fourier Solutions of Partial Differential Equations
Then
@vn n a n at n at n x
.x; t/ D ˛n sin C ˇn cos sin ;
@t L L L L
so
n x @vn n x
vn .x; 0/ D ˛n sin and .x; 0/ D ˇn sin :
L @t L
Therefore vn satisfies (12.2.1) with f .x/ D ˛n sin n x=L and g.x/ D ˇn cos n x=L. More generally,
if ˛1 , ˛2, . . . , ˛m and ˇ1 , ˇ2 ,. . . , ˇm are constants and
m
X n at ˇn L n at n x
um .x; t/ D ˛n cos C sin sin ;
nD1
L n a L L
then um satisfies (12.2.1) with
m m
X n x X n x
f .x/ D ˛n sin and g.x/ D ˇn sin :
L L
nD1 nD1
This motivates the next definition.
Definition 12.2.1 If f and g are piecewise smooth of Œ0; L, then the formal solution of (12.2.1) is
1
X n at ˇn L n at n x
u.x; t/ D ˛n cos C sin sin ; (12.2.8)
nD1
L n a L L
where
1 1
X n x X n x
Sf .x/ D ˛n sin and Sg .x/ D ˇn sin
nD1
L nD1
L
are the Fourier sine series of f and g on Œ0; L; that is,
2 L n x 2 L n x
Z Z
˛n D f .x/ sin dx and ˇn D g.x/ sin dx:
L 0 L L 0 L
Since there are no convergence-producing factors in (12.2.8) like the negative exponentials in t that
appear in formal solutions of initial-boundary value problems for the heat equation, it isn’t obvious that
(12.2.8) even converges for any values of x and t, let alone that it can be differentiated term by term to
show that ut t D a2 uxx . However, the next theorem guarantees that the series converges not only for
0 x L and t 0, but for 1 < x < 1 and 1 < t < 1.
Theorem 12.2.2 If f and g are pieceswise smooth on Œ0; L, then u in (12.2.1) converges for all .x; t/;
and can be written as
Z xCat
1 1
u.x; t/ D ŒSf .x C at/ C Sf .x at/ C Sg . / d : (12.2.9)
2 2a x at
Proof Setting A D n x=L and B D n at=L in the identities
1
sin A cos B D Œsin.A C B/ C sin.A B/
2
and
1
sin A sin B D Œcos.A C B/ cos.A B/
2
Section 12.2 The Wave Equation 637
yields
n.x C at/
n at n x 1 n.x at/
cos sin D sin C sin (12.2.10)
L L 2 L L
and
n at n x 1 n.x C at/ n.x at/
sin sin D cos cos
L L 2Z L L
xCat (12.2.11)
n n
D sin d :
2L x at L
From (12.2.10),
1 1
X n at n x 1X n.x C at/ n.x at/
˛n cos sin D ˛n sin C sin
nD1
L L 2 nD1 L L (12.2.12)
1
D ŒSf .x C at/ C Sf .x at/:
2
Since it can be shown that a Fourier sine series can be integrated term by term between any two limits,
(12.2.11) implies that
1 1 Z xCat
X ˇn L n at n x 1 X n
sin sin D ˇn sin d
nD1
n a L L 2a nD1 x at L
Z xCat X 1
!
1 n
D ˇn sin d
2a x at nD1
L
Z xCat
1
D Sg . / d :
2a x at
This and (12.2.12) imply (12.2.9), which completes the proof.
As we’ll see below, if Sg is differentiable and Sf is twice differentiable on . 1; 1/, then (12.2.9)
satisfies ut t D a2 uxx for all .x; t/. We need the next theorem to formulate conditions on f and g such
that Sf and Sg to have these properties.
Theorem 12.2.3 Suppose h is differentiable on Œ0; L; that is, h0 .x/ exists for 0 < x < L; and the
one-sided derivatives
h.x/ h.0/ h.x/ h.L/
h0C .0/ D lim and h0 .L/ D lim
x!0C x x!L x L
both exist.
(a) Let p be the odd periodic extension of h to . 1; 1/I that is;
h.x/; 0 x L;
p.x/ D and p.x C 2L/ D p.x/; 1 < x < 1:
h. x/; L < x < 0;
Then p is differentiable on . 1; 1/ if and only if
h.0/ D h.L/ D 0: (12.2.13)
(b) Let q be the even periodic extension of h to . 1; 1/I that is;
h.x/; 0 x L;
q.x/ D and q.x C 2L/ D q.x/; 1 < x < 1:
h. x/; L < x < 0;
Then q is differentiable on . 1; 1/ if and only if
h0C .0/ D h0 .L/ D 0: (12.2.14)
638 Chapter 12 Fourier Solutions of Partial Differential Equations
Proof Throughout this proof, k denotes an integer. Since f is differentiable on the open interval .0; L/,
both p and q are differentiable on every open interval ..k 1/L; kL/. Thus, we need only to determine
whether p and q are differentiable at x D kL for every k.
(a) From Figure 12.2.3, p is discontinuous at x D 2kL if h.0/ ¤ 0 and discontinuous at x D .2k 1/L
if h.L/ ¤ 0. Therefore p is not differentiable on . 1; 1/ unless h.0/ D h.L/ D 0. From Figure 12.2.4,
if h.0/ D h.L/ D 0, then
p 0 .2kL/ D h0C .0/ and p 0 ..2k 1/L/ D h0 .L/
for every k; therefore, p is differentiable on . 1; 1/.
y y
x x
x = − 3L x = − 2L x=−L x=0 x=L x = 2L x = 3L x = − 3L x = − 2L x=−L x=0 x=L x = 2L x = 3L
Figure 12.2.3 The odd extension of a function that Figure 12.2.4 The odd extension of a function that
does not satisfy (12.2.13) satisfies (12.2.13)
(b) From Figure 12.2.5,
q 0 .2kL/ D h0C .0/ and 0
qC .2kL/ D h0C .0/;
so q is differentiable at x D 2kL if and only if h0C .0/ D 0. Also,
q 0 ..2k 1/L/ D h0 .L/ and 0
qC ..2k 1/L/ D h0 .L/;
so q is differentiable at x D .2k 1/L if and only if h0 .L/ D 0. Therefore q is differentiable on
. 1; 1/ if and only if h0C .0/ D h0 .L/ D 0, as in Figure 12.2.6. This completes the proof.
y y
x x
x = − 3L x = − 2L x=−L x=0 x=L x = 2L x = 3L x = − 3L x = − 2L x=−L x=0 x=L x = 2L x = 3L
Figure 12.2.5 The even extension of a function that Figure 12.2.6 The even extension of a function that
doesn’t satisfy (12.2.14) satisfies (12.2.14)
Section 12.2 The Wave Equation 639
Theorem 12.2.4 The formal solution of (12.2.1) is an actual solution if g is differentiable on Œ0; L and
g.0/ D g.L/ D 0; (12.2.15)
while f is twice differentiable on Œ0; L and
f .0/ D f .L/ D 0 (12.2.16)
and
fC00 .0/ D f 00 .L/ D 0: (12.2.17)
Proof We first show that Sg is differentiable and Sf is twice differentiable on . 1; 1/. We’ll then
differentiate (12.2.9) twice with respect to x and t and verify that (12.2.9) is an actual solution of (12.2.1).
Since f and g are continuous on .0; L/, Theorem 11.3.2 implies that Sf .x/ D f .x/ and Sg .x/ D
g.x/ on Œ0; L. Therefore Sf and Sg are the odd periodic extensions of f and g. Since f and g are dif-
ferentiable on Œ0; L, (12.2.15), (12.2.16), and Theorem 12.2.3(a) imply that Sf and Sg are differentiable
on . 1; 1/.
Since Sf0 .x/ D f 0 .x/ on Œ0; L (one-sided derivatives at the endpoints), and Sf0 is even (the derivative
of an odd function is even), Sf0 is the even periodic extension of f 0 . By assumption, f 0 is differentiable
on Œ0; L. Because of (12.2.17), Theorem 12.2.3(b) with h D f 0 and q D Sf0 implies that Sf00 exists on
. 1; 1/.
Now we can differentiate (12.2.9) twice with respect to x and t:
1 0 1
ux .x; t/ D ŒS .x C at/ C Sf0 .x at/ C ŒSg .x C at/ Sg .x at/;
2 f 2a
1 1 0
uxx .x; t/ D ŒSf00 .x C at/ C Sf00 .x at/ C ŒS .x C at/ Sg0 .x at/; (12.2.18)
2 2a g
a 0 1
ut .x; t/ D ŒSf .x C at/ Sf0 .x at/ C ŒSg .x C at/ C Sg .x at/; (12.2.19)
2 2
and
a2 00 a 0
ut t .x; t/ D ŒS .x C at/ Sf00 .x at/ C ŒS .x C at/ Sg0 .x at/: (12.2.20)
2 f 2 g
Comparing (12.2.18) and (12.2.20) shows that ut t .x; t/ D a2 uxx .x; t/ for all .x; t/.
From (12.2.8), u.0; t/ D u.L; t/ D 0 for all t. From (12.2.9), u.x; 0/ D Sf .x/ for all x, and therefore,
in particular,
u.x; 0/ D f .x/; 0 x < L:
From (12.2.19), ut .x; 0/ D Sg .x/ for all x, and therefore, in particular,
ut .x; 0/ D g.x/; 0 x < L:
Therefore u is an actual solution of (12.2.1). This completes the proof.
Eqn (12.2.9) is called d’Alembert’s solution of (12.2.1). Although d’Alembert’s solution was useful
for proving Theorem 12.2.4 and is very useful in a slightly different context (Exercises 63-68), (12.2.8)
is preferable for computational purposes.
Example 12.2.1 Solve (12.2.1) with
f .x/ D x.x 3 2Lx 2 C L2 / and g.x/ D x.L x/:
640 Chapter 12 Fourier Solutions of Partial Differential Equations
Solution We leave it to you to verify that f and g satisfy the assumptions of Theorem 12.2.4.
From Exercise 11.3.39,
1
96L4 X 1 .2n 1/ x
Sf .x/ D sin :
5 nD1 .2n 1/5 L
From Exercise 11.3.36,
1
8L2 X 1 .2n 1/ x
Sg .x/ D 3 3
sin :
nD1 .2n 1/ L
From (12.2.8),
1
96L4 X 1 .2n 1/ at .2n 1/ x
u.x; t/ D cos sin
5 nD1 .2n 1/5 L L
1
8L3 X 1 .2n 1/ at .2n 1/ x
C 4 4
sin sin :
a nD1 .2n 1/ L L
Theorem 12.1.2 implies that uxx and ut t can be obtained by term by term differentiation, for all .x; t/,
so ut t D a2 uxx for all .x; t/ (Exercise 62). Moreover, Theorem 11.3.2 implies that Sf .x/ D f .x/ and
Sg .x/ D g.x/ if 0 x L. Therefore u.x; 0/ D f .x/ and ut .x; 0/ D g.x/ if 0 x L. Hence, u is
an actual solution of the initial-boundary value problem.
R EMARK: In solving a specific initial-boundary value problem (12.2.1), it’s convenient to solve the prob-
lem with g 0, then with f 0, and add the solutions to obtain the solution of the given problem.
Because of this, either f 0 or g 0 in all the specific initial-boundary value problems in the exercises.
The Plucked String
If f and g don’t satisfy the assumptions of Theorem 12.2.4, then (12.2.8) isn’t an actual solution of
(12.2.1) in fact, it can be shown that (12.2.1) doesn’t have an actual solution in this case. Nevertheless, u
is defined for all .x; t/, and we can see from (12.2.18) and (12.2.20) that ut t .x; t/ D a2 uxx .x; t/ for all
.x; t/ such that Sf00 .x ˙ at/ and Sg0 .x ˙ at/ exist. Moreover, u may still provide a useful approximation
to the vibration of the string; a laboratory experiment can confirm or deny this.
We’ll now consider the initial-boundary value problem (12.2.1) with
0 x L2 ;
x;
f .x/ D (12.2.21)
L x; L2 x L
and g 0. Since f isn’t differentiable at x D L=2, it does’nt satisfy the assumptions of Theorem 12.2.4,
so the formal solution of (12.2.1) can’t be an actual solution. Nevertheless, it’s instructive to investigate
the properties of the formal solution.
The graph of f is shown in Figure 12.2.7. Intuitively, we are plucking the string by half its length at the
middle. You’re right if you think this is an extraordinarily large displacement; however, we could remove
this objection by multiplying the function in Figure 12.2.7 by a small constant. Since this would just
multiply the formal solution by the same constant, we’ll leave f as we’ve defined it. Similar comments
apply to the exercises.
From Exercise 11.3.15, the Fourier sine series of f on Œ0; L is
1
4L X . 1/nC1 .2n 1/ x
Sf .x/ D 2 2
sin ;
.2n 1/ L
nD1
Section 12.2 The Wave Equation 641
.5 L
x
.5 L L
Figure 12.2.7 Graph of (12.2.21)
which converges to f for all x in Œ0; L, by Theorem 11.3.2. Therefore
1
4L X . 1/nC1 .2n 1/ at .2n 1/ x
u.x; t/ D 2 2
cos sin : (12.2.22)
.2n 1/ L L
nD1
This series converges absolutely for all .x; t/ by the comparison test, since the series
1
X 1
nD1
.2n 1/2
converges. Moreover, (12.2.22) satisfies the boundary conditions
u.0; t/ D u.L; t/ D 0; t > 0;
and the initial condition
u.x; 0/ D f .x/; 0 x L:
However, we can’t justify differentiating (12.2.22) term by term even once, and formally differentiating it
twice term by term produces a series that diverges for all .x; t/. (Verify.). Therefore we use d’Alembert’s
form
1
u.x; t/ D ŒSf .x C at/ C Sf .x at/ (12.2.23)
2
for u to study its derivatives. Figure 12.2.8 shows the graph of Sf , which is the odd periodic extension
of f . You can see from the graph that Sf is differentiable at x (and Sf0 .x/ D ˙1) if and only if x isn’t
an odd multiple of L=2.
642 Chapter 12 Fourier Solutions of Partial Differential Equations
y y
.5L .5L
x x
− .5L − .5L
x = − 3L x = − 2L x=−L x=0 x=L x = 2L x = 3L x = − 3L x = − 2L x=−L x=0 x=L x = 2L x = 3L
Figure 12.2.8 The odd periodic extension of Figure 12.2.9 Graphs of y D Sf .x at/ (dashed)
(12.2.21) and y D Sf .x at/ (solid), with f as in (12.2.21)
In Figure 12.2.9 the dashed and solid curves are the graphs of y D Sf .x at/ and y D Sf .x C at/
respectively, for a fixed value of t. As t increases the dashed curve moves to the right and the solid curve
moves to the left. For this reason, we say that the functions u1 .x; t/ D Sf .x C at/ and u2 .x; t/ D
Sf .x at/ are traveling waves. Note that u1 satisfies the wave equation at .x; t/ if x C at isn’t an
odd multiple of L=2 and u2 satisfies the wave equation at .x; t/ if x at isn’t an odd multiple of L=2.
Therefore (12.2.23) (or, equivalently, (12.2.22)) satisfies ut t .x; t/ D a2 uxx .x; t/ D 0 for all .x; t/ such
that neither x at nor x C at is an odd multiple of L=2.
We conclude by finding an explicit formula for u.x; t/ under the assumption that
0xL and 0 t L=2a: (12.2.24)
To see how this formula can be used to compute u.x; t/ for 0 x L and arbitrary t, we refer you to
Exercise 16.
From Figure 12.2.10,
0 x L2 C at;
(
x at;
Sf .x at/ D
L x C at; L2 C at x L
and
L
(
x C at; 0x 2
at;
Sf .x C at/ D
L
L x at; 2 at x L
if .x; t/ satisfies (12.2.24).
Therefore, from (12.2.23),
L
8̂
ˆ x; 0x 2
at;
<
L L L
u.x; t/ D 2 at; 2 at x 2 C at;
ˆ
L
L x; at x L
:̂
2
if .x; t/ satisfies (12.2.24). Figure 12.2.11 is the graph of this function on Œ0; L for a fixed t in .0; L=2a/.
Section 12.2 The Wave Equation 643
y y
.5L
.5L
y = .5L − at
x
at .5L L
x
L
x =.5L − at x =.5L + at x = .5L − at x =.5L + at
Figure 12.2.10 The part of the graph from Figure 12.2.11 The graph of (12.2.23) on Œ0; L for
Figure 12.2.9 on Œ0; L a fixed t in .0; L=2a/
USING TECHNOLOGY
Although the formal solution
1
X n at ˇn L n at n x
u.x; t/ D ˛n cos C sin sin
L n a L L
nD1
of (12.2.1) is defined for all .x; t/, we’re mainly interested in its behavior for 0 x L and t 0. In
fact, it’s sufficient to consider only values of t in the interval 0 t < 2L=a, since
u.x; t C 2kL=a/ D u.x; t/
for all .x; t/ if k is an integer. (Verify.)
You can create an animation of the motion of the string by performing the following numerical experi-
ment.
Let m and k be positive integers. Let
2Lj
tj D ; j D 0; 1; : : : kI
ka
thus, t0 , t1 , . . . tk are equally spaced points in Œ0; 2L=a. For each j D 0, 1 ,2, . . . k, graph the partial sum
m
X n atj ˇn L n atj n x
um .x; tj / D ˛n cos C sin sin
nD1
L n a L L
on Œ0; L as a function of x. Write your program so that each graph remains displayed on the monitor for
a short time, and is then deleted and replaced by the next. Repeat this procedure for various values of m
and k.
We suggest that you perform experiments of this kind in the exercises marked C , without other
specific instructions. (These exercises were chosen arbitrarily; the experiment is worthwhile in all the
exercises dealing with specific initial-boundary value problems.) In some of the exercises the formal
solutions have other forms, defined in Exercises 17, 34, and 49; however, the idea of the experiment is
the same.
644 Chapter 12 Fourier Solutions of Partial Differential Equations
12.2 Exercises
In Exercises 1-15 solve the initial-boundary value problem. In some of these exercises, Theorem 11.3.5(b)
or Exercise 11:3.35 will simplify the computation of the coefficients in the Fourier sine series.
1. ut t D 9uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
x; 0 x 21 ;
u.x; 0/ D 0; ut .x; 0/ D ; 0x1
1 x; 21 x 1
2. ut t D 9uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x.1 x/; ut .x; 0/ D 0; 0x1
3. ut t D 7uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x 2 .1 x/; ut .x; 0/ D 0; 0x 1
4. C ut t D 9uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x.1 x/; 0 x 1
5. ut t D 7uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 0 ut .x; 0/ D x 2 .1 x/; 0x1
6. ut t D 64uxx ; 0 < x < 3; t > 0,
u.0; t/ D 0; u.3; t/ D 0; t > 0,
u.x; 0/ D x.x 2 9/; ut .x; 0/ D 0; 0x 3
7. ut t D 4uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x.x 3 2x 2 C 1/; ut .x; 0/ D 0; 0x1
8. C ut t D 64uxx ; 0 < x < 3; t > 0,
u.0; t/ D 0; u.3; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x.x 2 9/; 0 x 3
9. ut t D 4uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x.x 3 2x 2 C 1/; 0x1
10. ut t D 5uxx ; 0 < x < ; t > 0,
u.0; t/ D 0; u.; t/ D 0; t > 0,
u.x; 0/ D x sin x; ut .x; 0/ D 0; 0 x
11. ut t D uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x.3x 4 5x 3 C 2/; ut .x; 0/ D 0; 0x1
12. C ut t D 5uxx ; 0 < x < ; t > 0,
u.0; t/ D 0; u.; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x sin x; 0 x
13. ut t D uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x.3x 4 5x 3 C 2/; 0x1
Section 12.2 The Wave Equation 645
14. ut t D 9uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x.3x 4 10x 2 C 7/; ut .x; 0/ D 0; 0x1
15. C ut t D 9uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 0 ut .x; 0/ D x.3x 4 10x 2 C 7/; 0x1
16. We saw that the displacement of the plucked string is, on the one hand,
1
4L X . 1/nC1 .2n 1/ at .2n 1/ x
u.x; t/ D cos sin ; 0 x L; t 0; .A/
2 nD1 .2n 1/2 L L
and, on the other hand,
L
8̂
ˆ x; 0x 2 a ;
<
L L L
u.x; / D 2
a ; 2
a x 2
C a ; .B/
ˆ
L
L x; a x L:
:̂
2
if 0 L=2a. The first objective of this exercise is to show that (B) can be used to compute
u.x; t/ for 0 x L and all t > 0.
(a) Show that if t > 0, there’s a nonnegative integer m such that either
mL .m C 1/L
(i) t D C or (ii) t D ;
a a
where 0 L=2a.
(b) Use (A) to show that u.x; t/ D . 1/m u.x; / if (i) holds, while u.x; t/ D . 1/mC1 u.x; /
if (ii) holds.
(c) L Perform the following experiment for specific values of L and a and various values of
m and k: Let
Lj
tj D ; j D 0; 1; : : : kI
2ka
thus, t0 , t1 , . . . , tk are equally spaced points in Œ0; L=2a. For each j D 0, 1 , 2,. . . , k,
graph the mth partial sum of (A) and u.x; tj / computed from (B) on the same axis. Create
an animation, as described in the remarks on using technology at the end of the section.
17. If a string vibrates with the end at x D 0 free to move in a frictionless vertical track and the end at
x D L fixed, then the initial-boundary value problem for its displacement takes the form
ut t D a2 uxx ; 0 < x < L; t > 0;
ux .0; t/ D 0; u.L; t/ D 0; t > 0; .A/
u.x; 0/ D f .x/; ut .x; 0/ D g.x/; 0 x L:
Justify defining the formal solution of (A) to be
1
X .2n 1/ at 2Lˇn .2n 1/ at .2n 1/ x
u.x; t/ D ˛n cos C sin cos ;
nD1
2L .2n 1/ a 2L 2L
where
1 1
X .2n 1/ x X .2n 1/ x
CMf .x/ D ˛n cos and CMg .x/ D ˇn cos
2L 2L
nD1 nD1
646 Chapter 12 Fourier Solutions of Partial Differential Equations
are the mixed Fourier cosine series of f and g on Œ0; L; that is,
L L
2 .2n 1/ x 2 .2n 1/ x
Z Z
˛n D f .x/ cos dx and ˇn D g.x/ cos dx:
L 0 2L L 0 2L
In Exercises 18-31, use Exercise 17 to solve the initial-boundary value problem. In some of these exercises
Theorem 11.3.5(c) or Exercise 11:3.42(b) will simplify the computation of the coefficients in the mixed
Fourier cosine series.
18. ut t D 9uxx ; 0 < x < 2; t > 0,
ux .0; t/ D 0; u.2; t/ D 0; t > 0,
u.x; 0/ D 4 x 2 ; ut .x; 0/ D 0; 0 x 2
19. ut t D 4uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x 2 .1 x/; ut .x; 0/ D 0; 0x 1
20. ut t D 9uxx ; 0 < x < 2; t > 0,
ux .0; t/ D 0; u.2; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D 4 x 2; 0 x 2
21. ut t D 4uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x 2 .1 x/; 0x 1
22. C ut t D 5uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 2x 3 C 3x 2 5; ut .x; 0/ D 0; 0x1
23. ut t D 3uxx ; 0 < x < ; t > 0,
ux .0; t/ D 0; u.; t/ D 0; t > 0,
u.x; 0/ D 3 x 3 ; ut .x; 0/ D 0; 0 x
24. ut t D 5uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D 2x 3 C 3x 2 5; 0x1
25. C ut t D 3uxx ; 0 < x < ; t > 0,
ux .0; t/ D 0; u.; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D 3 x 3 ; 0 x
26. ut t D 9uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x 4 2x 3 C 1; ut .x; 0/ D 0; 0x 1
27. ut t D 7uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 4x 3 C 3x 2 7; ut .x; 0/ D 0; 0x 1
28. ut t D 9uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x 4 2x 3 C 1; 0x 1
29. C ut t D 7uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D 4x 3 C 3x 2 7; 0x 1
Section 12.2 The Wave Equation 647
30. ut t D uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D x 4 4x 3 C 6x 2 3; ut .x; 0/ D 0; 0x 1
31. ut t D uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; u.1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x 4 4x 3 C 6x 2 3; 0x 1
32. Adapt the proof of Theorem 12.2.2 to find d’Alembert’s solution of the initial-boundary value
problem in Exercise 17.
33. Use the result of Exercise 32 to show that the formal solution of the initial-boundary value problem
in Exercise 17 is an actual solution if g is differentiable and f is twice differentiable on Œ0; L and
0
gC .0/ D g.L/ D fC0 .0/ D f .L/ D f 00 .L/ D 0:
H INT: See Exercise 11:3.57, and apply Theorem 12.2.3 with L replaced by 2L.
34. Justify defining the formal solution of the initial-boundary value problem
ut t D a2 uxx ; 0 < x < L; t > 0;
u.0; t/ D 0; ux .L; t/ D 0; t > 0;
u.x; 0/ D f .x/; ut .x; 0/ D g.x/; 0 x L
to be
1
X .2n 1/ at 2Lˇn .2n 1/ at .2n 1/ x
u.x; t/ D ˛n cos C sin sin ;
nD1
2L .2n 1/ a 2L 2L
where
1 1
X .2n 1/ x X .2n 1/ x
SMf .x/ D ˛n sin and SMg .x/ D ˇn sin
nD1
2L nD1
2L
are the mixed Fourier sine series of f and g on Œ0; L; that is,
L L
2 .2n 1/ x 2 .2n 1/ x
Z Z
˛n D f .x/ sin dx and ˇn D g.x/ sin dx:
L 0 2L L 0 2L
In Exercises 35-46 use Exercise 34 to solve the initial-boundary value problem. In some of these exercises
Theorem 11.3.5(d) or Exercise 11:3.50(b) will simplify the computation of the coefficients in the mixed
Fourier sine series.
35. ut t D 64uxx ; 0 < x < ; t > 0,
u.0; t/ D 0; ux .; t/ D 0; t > 0,
u.x; 0/ D x.2 x/; ut .x; 0/ D 0; 0x
36. ut t D 9uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D x 2 .3 2x/; ut .x; 0/ D 0; 0x1
37. ut t D 64uxx ; 0 < x < ; t > 0,
u.0; t/ D 0; ux .; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x.2 x/; 0x
648 Chapter 12 Fourier Solutions of Partial Differential Equations
38. C ut t D 9uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x 2 .3 2x/; 0 x 1
39. ut t D 9uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D .x 1/3 C 1; ut .x; 0/ D 0; 0x1
40. ut t D 3uxx ; 0 < x < ; t > 0,
u.0; t/ D 0; ux .; t/ D 0; t > 0,
u.x; 0/ D x.x 2 3 2/; ut .x; 0/ D 0; 0x
41. ut t D 9uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D .x 1/3 C 1; 0x1
42. ut t D 3uxx ; 0 < x < ; t > 0,
u.0; t/ D 0; ux .; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x.x 2 3 2/; 0x
43. ut t D 5uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D x 3 .3x 4/; ut .x; 0/ D 0; 0x1
44. C ut t D 16uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D x.x 3 2x 2 C 2/; ut .x; 0/ D 0; 0x1
45. ut t D 5uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x 3 .3x 4/; 0x1
46. C ut t D 16uxx ; 0 < x < 1; t > 0,
u.0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x.x 3 2x 2 C 2/; 0x1
47. Adapt the proof of Theorem 12.2.2 to find d’Alembert’s solution of the initial-boundary value
problem in Exercise 34.
48. Use the result of Exercise 47 to show that the formal solution of the initial-boundary value problem
in Exercise 34 is an actual solution if g is differentiable and f is twice differentiable on Œ0; L and
f .0/ D f 0 .L/ D g.0/ D g0 .L/ D fC00 .0/ D 0:
H INT: See Exercise 11:3.58 and apply Theorem 12.2.3 with L replaced by 2L.
49. Justify defining the formal solution of the initial-boundary value problem
ut t D a2 uxx ; 0 < x < L; t > 0;
ux .0; t/ D 0; ux .L; t/ D 0; t > 0;
u.x; 0/ D f .x/; ut .x; 0/ D g.x/; 0 x L:
to be
1
X n at Lˇn n at n x
u.x; t/ D ˛0 C ˇ0 t C ˛n cos C sin cos ;
nD1
L n a L L
where
1 1
X n x X n x
Cf .x/ D ˛0 C ˛n cos and Cg .x/ D ˇ0 C ˇn cos
L L
nD1 nD1
Section 12.2 The Wave Equation 649
are the Fourier cosine series of f and g on Œ0; L; that is,
1 L 1 L
Z Z
˛0 D f .x/ dx; ˇ0 D g.x/ dx;
L 0 L 0
2 L 2 L
Z Z
n x n x
˛n D f .x/ cos dx; and ˇn D g.x/ cos dx; n D 1; 2; 3; : : : :
L 0 L L 0 L
In Exercises 50-59 use Exercise 49 to solve the initial-boundary value problem. In some of these exercises
Theorem 11.3.5(a) will simplify the computation of the coefficients in the Fourier cosine series.
50. ut t D 5uxx ; 0 < x < 2; t > 0,
ux .0; t/ D 0; ux .2; t/ D 0; t > 0,
u.x; 0/ D 2x 2.3 x/; ut .x; 0/ D 0; 0x2
51. ut t D 5uxx ; 0 < x < 2; t > 0,
ux .0; t/ D 0; ux .2; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D 2x 2 .3 x/; 0x2
52. ut t D 4uxx ; 0 < x < ; t > 0,
ux .0; t/ D 0; ux .; t/ D 0; t > 0,
u.x; 0/ D x 3 .3x 4 /; ut .x; 0/ D 0; 0x
53. ut t D 7uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D 3x 2.x 2 2/; ut .x; 0/ D 0; 0x 1
54. C ut t D 4uxx ; 0 < x < ; t > 0,
ux .0; t/ D 0; ux .; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x 3 .3x 4 /; 0x
55. ut t D 7uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D 3x 2 .x 2 2/; 0x 1
56. ut t D 16uxx ; 0 < x < ; t > 0,
ux .0; t/ D 0; ux .; t/ D 0; t > 0,
u.x; 0/ D x 2 .x /2 ; ut .x; 0/ D 0; 0x
57. C ut t D uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D x 2 .3x 2 8x C 6/; ut .x; 0/ D 0; 0x1
58. ut t D 16uxx ; 0 < x < ; t > 0,
ux .0; t/ D 0; ux .; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x 2 .x /2 ; 0x
59. C ut t D uxx ; 0 < x < 1; t > 0,
ux .0; t/ D 0; ux .1; t/ D 0; t > 0,
u.x; 0/ D 0; ut .x; 0/ D x 2 .3x 2 8x C 6/; 0x1
60. Adapt the proof of Theorem 12.2.2 to find d’Alembert’s solution of the initial-boundary value
problem in Exercise 49.
61. Use the result of Exercise 60 to show that the formal solution of the initial-boundary value problem
in Exercise 49 is an actual solution if g is differentiable and f is twice differentiable on Œ0; L and
fC0 .0/ D f 0 .L/ D gC
0
.0/ D g0 .L/ D 0:
650 Chapter 12 Fourier Solutions of Partial Differential Equations
62. Suppose and are constants and either pn .x/ D cos nx or pn .x/ D sin nx, while either
qn .t/ D cos nt or qn .t/ D sin nt for n D 1, 2, 3, . . . . Let
1
X
u.x; t/ D kn pn .x/qn .t/; .A/
nD1
where fkn g1
nD1 are constants.
(a) Show that if 1
P
nD1 jkn j converges then u.x; t/ converges for all .x; t/.
(b) Use Theorem 12.1.2 to show that if 1
P
nD1 njkn j converges then (A) can be differentiated
term by term with respect to x and t for all .x; t/; that is,
1
X
ux .x; t/ D kn pn0 .x/qn .t/
nD1
and
1
X
ut .x; t/ D kn pn .x/qn0 .t/:
nD1
P1 2
(c) Suppose nD1 n jkn j converges. Show that
1
X
uxx .x; y/ D kn pn00 .x/qn .t/
nD1
and
1
X
ut t .x; y/ D kn pn .x/qn00 .t/
nD1
P1 2
P1
(d) Suppose nD1 n j˛n j and njˇn j both converge. Show that the formal solution
nD1
1
X n at ˇn L n at n x
u.x; t/ D ˛n cos C sin sin
L n a L L
nD1
of Equation 12.2.1 satisfies ut t D a2 uxx for all .x; t/.
This conclusion also applies to the formal solutions defined in Exercises 17, 34, and 49.
63. Suppose g is differentiable and f is twice differentiable on . 1; 1/, and let
Z xCat
f .x C at/ C f .x at/ 1
u0 .x; t/ D and u1 .x; t/ D g.u/ du:
2 2a x at
(a) Show that
@2 u0 2
2 @ u0
D a ; 1 < x < 1; t > 0;
@t 2 @x 2
and
@u0
u0 .x; 0/ D f .x/; .x; 0/ D 0; 1 < x < 1:
@t
(b) Show that
@2 u1 2
2 @ u1
D a ; 1 < x < 1; t > 0;
@t 2 @x 2
and
@u1
u1 .x; 0/ D 0; .x; 0/ D g.x/; 1 < x < 1:
@t
Section 12.3 Laplace’s Equation in Rectangular Coordinates 651
(c) Solve
ut t D a2 uxx ; 1 < t < 1; t > 0;
u.x; 0/ D f .x/; ut .x; 0/ D g.x/; 1 < x < 1:
In Exercises 64-68 use the result of Exercise 63 to find a solution of
ut t D a2 uxx ; 1<x<1
that satisfies the given initial conditions.
64. u.x; 0/ D x, ut .x; 0/ D 4ax, 1<x<1
65. u.x; 0/ D x 2 , ut .x; 0/ D 1, 1<x<1
66. u.x; 0/ D sin x, ut .x; 0/ D a cos x, 1<x <1
3 2
67. u.x; 0/ D x , ut .x; 0/ D 6x , 1<x<1
68. u.x; 0/ D x sin x, ut .x; 0/ D sin x, 1<x<1
12.3 LAPLACE’S EQUATION IN RECTANGULAR COORDINATES
The temperature u D u.x; y; t/ in a two-dimensional plate satisfies the two-dimensional heat equation
ut D a2 .uxx C uyy /; (12.3.1)
where .x; y/ varies over the interior of the plate and t > 0. To find a solution of (12.3.1), it’s necessary to
specify the initial temperature u.x; y; 0/ and conditions that must be satisfied on the boundary. However,
as t ! 1, the influence of the initial condition decays, so
lim ut .x; y; t/ D 0
t !1
and the temperature approaches a steady state distribution u D u.x; y/ that satisfies
uxx C uyy D 0: (12.3.2)
This is Laplace’s equation. This equation also arises in applications to fluid mechanics and potential
theory; in fact, it is also called the potential equation. We seek solutions of (12.3.2) in a region R that
satisfy specified conditions – called boundary conditions – on the boundary of R. For example, we may
require u to assume prescribed values on the boundary. This is called a Dirichlet condition, and the
problem is called a Dirichlet problem. Or, we may require the normal derivative of u at each point .x; y/
on the boundary to assume prescribed values. This is called a Neumann condition, and the problem is
called a Neumann problem. In some problems we impose Dirichlet conditions on part of the boundary
and Neumann conditions on the rest. Then we say that the boundary conditions and the problem are
mixed.
Solving boundary value problems for (12.3.2) over general regions is beyond the scope of this book,
so we consider only very simple regions. We begin by considering the rectangular region shown in
Figure 12.3.1.
The possible boundary conditions for this region can be written as
.1 ˛/u.x; 0/ C ˛uy .x; 0/ D f0 .x/; 0 x a;
.1 ˇ/u.x; b/ C ˇuy .x; b/ D f1 .x/; 0 x a;
.1
/u.0; y/ C
ux .0; y/ D g0 .y/; 0 y b;
.1 ı/u.a; y/ C ıux .a; y/ D g1 .y/; 0 y b;
652 Chapter 12 Fourier Solutions of Partial Differential Equations
a x
Figure 12.3.1 A rectangular region and its boundary
where ˛, ˇ,
, and ı can each be either 0 or 1; thus, there are 16 possibilities. Let BVP.˛; ˇ;
; ı/.f0; f1; g0 ; g1 /
denote the problem of finding a solution of (12.3.2) that satisfies these conditions. This is a Dirichlet
problem if
˛DˇD
DıD0
(Figure 12.3.2), or a Neumann problem if
˛DˇD DıD1
(Figure 12.3.3). The other 14 problems are mixed.
y y
u(x,b) = f (x) u (x,b) = f (x)
1 y 1
b b
u(0,y) = g0(y) u
xx
+ uyy = 0 u(a,y) = g1(y) ux(0,y) = g0(y) u
xx
+ uyy = 0 ux(a,y) = g1(y)
a x a x
u(x,0) = f0(x) uy(x,0) = f0(x)
Figure 12.3.2 A Dirichlet problem Figure 12.3.3 A Neumann problem
For given .˛; ˇ; ; ı/, the sum of solutions of
BVP.˛; ˇ; ; ı/.f0; 0; 0; 0/; BVP.˛; ˇ; ; ı/.0; f1; 0; 0/;
Section 12.3 Laplace’s Equation in Rectangular Coordinates 653
BVP.˛; ˇ; ; ı/.0; 0; g0; 0/; and BVP.˛; ˇ; ; ı/.0; 0; 0; g1/
is a solution of
BVP.˛; ˇ; ; ı/.f0; f1 ; g0 ; g1 /:
Therefore we concentrate on problems where only one of the functions f0 , f1 , g0 , g2 isn’t identically
zero. There are 64 (count them!) problems of this form. Each has homogeneous boundary conditions on
three sides of the rectangle, and a nonhomogeneous boundary condition on the fourth. We use separation
of variables to find infinitely many functions that satisfy Laplace’s equation and the three homogeneous
boundary conditions in the open rectangle. We then use these solutions as building blocks to construct a
formal solution of Laplace’s equation that also satisfies the nonhomogeneous boundary condition. Since
it’s not feasible to consider all 64 cases, we’ll restrict our attention in the text to just four. Others are
discussed in the exercises.
If v.x; y/ D X.x/Y .y/ then
vxx C vyy D X 00 Y C XY 00 D 0
for all .x; y/ if and only if
X 00 Y 00
D Dk
X Y
for all .x; y/, where k is a separation constant. This equation is equivalent to
X 00 kX D 0; Y 00 C kY D 0: (12.3.3)
From here, the strategy depends upon the boundary conditions. We illustrate this by examples.
Example 12.3.1 Define the formal solution of
uxx C uyy D 0; 0 < x < a; 0 < y < b;
u.x; 0/ D f .x/; u.x; b/ D 0; 0 x a; (12.3.4)
u.0; y/ D 0; u.a; y/ D 0; 0 y b
(Figure 12.3.4).
Solution The boundary conditions in (12.3.4) require products v.x; y/ D X.x/Y .y/ such that X.0/ D
X.a/ D Y .b/ D 0; hence, we let k D in (12.3.3). Thus, X and Y must satisfy
X 00 C X D 0; X.0/ D 0; X.a/ D 0 (12.3.5)
and
Y 00 Y D 0; Y .b/ D 0: (12.3.6)
From Theorem 11.1.2, the eigenvalues of (12.3.5) are n D n2 2=a2 , with associated eigenfunctions
n x
Xn D sin ; n D 1; 2; 3; : : : :
a
Substituting D n2 2=a2 into (12.3.6) yields
Y 00 .n2 2=a2 /Y D 0; Y .b/ D 0;
so we could take
n.b y/
Yn D sinh I (12.3.7)
a
654 Chapter 12 Fourier Solutions of Partial Differential Equations
u(x,b) = 0
b
u(0,y) = 0 uxx + uyy = 0 u(a,y) = 0
a x
u(x,0) = f(x)
Figure 12.3.4 The boundary value problem (12.3.4)
however, because of the nonhomogeneous Dirichlet condition at y D 0, it’s better to require that Yn .0/ D
1, which can be achieved by dividing the right side of (12.3.7) by its value at y D 0; thus, we take
sinh n.b y/=a
Yn D :
sinh n b=a
Then
sinh n.b y/=a n x
vn .x; y/ D Xn .x/Yn .y/ D sin ;
sinh n b=a a
so vn .x; 0/ D sin n x=a and vn satisfies (12.3.4) with f .x/ D sin n x=a. More generally, if ˛1 , . . . ,
˛m are arbitrary constants then
m
X sinh n.b y/=a n x
um .x; y/ D ˛n sin
sinh n b=a a
nD1
satisfies (12.3.4) with
m
X n x
f .x/ D ˛n sin :
L
nD1
Therefore, if f is an arbitrary piecewise smooth function on Œ0; a, we define the formal solution of
(12.3.4) to be
1
X sinh n.b y/=a n x
u.x; y/ D ˛n sin ; (12.3.8)
nD1
sinh n b=a a
where
1
X n x
S.x/ D ˛n sin
a
nD1
Section 12.3 Laplace’s Equation in Rectangular Coordinates 655
is the Fourier sine series of f on Œ0; a; that is,
2 a
Z
n x
˛n D f .x/ sin dx; n D 1; 2; 3; : : : :
a 0 a
If y < b then
sinh n.b y/=a ny=a
e (12.3.9)
sinh n b=a
for large n, so the series in (12.3.8) converges if 0 < y < b; moreover, since also
cosh n.b y/=a ny=a
e
sinh n b=a
for large n, Theorem 12.1.2 applied twice with ´ D x and twice with ´ D t, shows that uxx and uyy can
be obtained by differentiating u term by term if 0 < y < b. (Exercise 37). Therefore u satisfies Laplace’s
equation in the interior of the rectangle in Figure 12.3.4. Moreover, the series in (12.3.8) also converges
on the boundary of the rectangle, and satisfies the three homogeneous boundary conditions conditions in
(12.3.4). Therefore, since u.x; 0/ D S.x/ for 0 x L, u is an actual solution of (12.3.5) if and only if
S.x/ D f .x/ for 0 x a. From Theorem 11.3.2, this is true if f is continuous and piecewise smooth
on Œ0; L, and f .0/ D f .L/ D 0.
Example 12.3.2 Solve (12.3.4) with f .x/ D x.x 2 3ax C 2a2/.
Solution From Example 11.3.6,
1
12a3 X 1 n x
S.x/ D sin :
3 nD1 n3 a
Therefore
1
12a3 X sinh n.b y/=a n x
u.x; y/ D sin : (12.3.10)
3 n3 sinh n b=a a
nD1
To compute approximate values of u.x; y/, we must use partial sums of the form
m
12a3 X sinh n.b y/=a n x
um .x; y/ D 3 3
sin :
nD1 n sinh n b=a a
Because of (12.3.9), small values of m provide sufficient accuracy for most applications if 0 < y < b.
Moreover, the n3 in the denominator in (12.3.10) ensures that this is also true for y D 0. For graphing
purposes, we chose a D 2, b D 1, and m D 10. Figure 12.3.5 shows the surface
u D u.x; y/; 0 x 2; 0 y 1;
while Figure 12.3.6 shows the curves
u D u.x; 0:1k/; 0 x 2; k D 0; 1; : : : ; 10:
656 Chapter 12 Fourier Solutions of Partial Differential Equations
3
3
2.5
2
1.5
0.5
1
0
1
0.8 2
1.8
0.6 1.6
1.4
0.4 1.2
1
0.6
0.8 x
0.2
0.4 1 2
0.2
0 0
Figure 12.3.5 Figure 12.3.6
Example 12.3.3 Define the formal solution of
uxx C uyy D 0; 0 < x < a; 0 < y < b;
u.x; 0/ D 0; uy .x; b/ D f .x/; 0 x a; (12.3.11)
ux .0; y/ D 0; ux .a; y/ D 0; 0 y b
(Figure 12.3.7).
u (x,b) = f(x)
y
b
ux(0,y) = 0 uxx + uyy = 0 u (a,y) = 0
x
a x
u(x,0) = 0
Figure 12.3.7 The boundary value problem (12.3.11)
Solution The boundary conditions in (12.3.11) require products v.x; y/ D X.x/Y .y/ such that X 0 .0/ D
Section 12.3 Laplace’s Equation in Rectangular Coordinates 657
X 0 .a/ D Y .0/ D 0; hence, we let k D in (12.3.3). Thus, X and Y must satisfy
X 00 C X D 0; X 0 .0/ D 0; X 0 .a/ D 0 (12.3.12)
and
Y 00 Y D 0; Y .0/ D 0: (12.3.13)
From Theorem 11.1.3, the eigenvalues of (12.3.12) are D 0, with associated eigenfunction X0 D 1,
and n D n2 2=a2 , with associated eigenfunctions
n x
Xn D cos ; n D 1; 2; 3; : : : :
a
Since Y0 D y satisfies (12.3.13) with D 0, we take v0 .x; y/ D X0 .x/Y0 .y/ D y. Substituting
D n2 2=a2 into (12.3.13) yields
Y 00 .n2 2=a2 /Y D 0; Y .0/ D 0;
so we could take
ny
Yn D sinh : (12.3.14)
a
However, because of the nonhomogeneous Neumann condition at y D b, it’s better to require that
Yn0 .b/ D 1, which can be achieved by dividing the right side of (12.3.14) by the value of its derivative at
y D b; thus,
a sinh ny=a
Yn D :
n cosh n b=a
Then
a sinh ny=a n x
vn .x; y/ D Xn .x/Yn .y/ D cos ;
n cosh n b=a a
so
@vn n x
.x; b/ D cos :
@y a
Therefore vn satisfies (12.3.11) with f .x/ D cos n x=a. More generally, if ˛0 , . . . , ˛m are arbitrary
constants then
m
a X sinh ny=a n x
um .x; y/ D ˛0 y C ˛n cos
n cosh n b=a a
nD1
satisfies (12.3.11) with
m
X n x
f .x/ D ˛0 C ˛n cos :
L
nD1
Therefore, if f is an arbitrary piecewise smooth function on Œ0; a we define the formal solution of
(12.3.11) to be
1
a X sinh ny=a n x
u.x; y/ D ˛0 y C ˛n cos ;
nD1 n cosh n b=a a
where
1
X n x
C.x/ D ˛0 C ˛n cos
a
nD1
is the Fourier cosine series of f on Œ0; a; that is,
1 a 2 a n x
Z Z
˛0 D f .x/ dx and ˛n D f .x/ cos dx; n D 1; 2; 3; : : : :
a 0 a 0 a
658 Chapter 12 Fourier Solutions of Partial Differential Equations
Example 12.3.4 Solve (12.3.11) with f .x/ D x.
Solution From Example 11.3.1,
1
a 4a X 1 .2n 1/ x
C.x/ D 2 2
cos :
2 nD1 .2n 1/ a
Therefore
1
ay 4a2 X sinh.2n 1/y=a .2n 1/ x
u.x; y/ D 3 3
cos : (12.3.15)
2 nD1 .2n 1/ cosh.2n 1/ b=a a
For graphing purposes, we chose a D 2, b D 1, and retained the terms through n D 10 in (12.3.15).
Figure 12.3.8 shows the surface
u D u.x; y/; 0 x 2; 0 y 1;
while Figure 12.3.9 shows the curves
u D u.x; :1k/; 0 x 2; k D 0; 1; : : : ; 10:
1.5
1
1
0.5
0
1
0.8 2
1.8
0.6 1.6
1.4
0.4 1.2
1
0.8 x
0.2
0.4
0.6 1 2
0.2
0 0
Figure 12.3.8 Figure 12.3.9
Example 12.3.5 Define the formal solution of
uxx C uyy D 0; 0 < x < a; 0 < y < b;
u.x; 0/ D 0; uy .x; b/ D 0; 0 x a; (12.3.16)
u.0; y/ D g.y/; ux .a; y/ D 0; 0 y b
(Figure 12.3.10).
Solution The boundary conditions in (12.3.16) require products v.x; y/ D X.x/Y .y/ such that Y .0/ D
Y 0 .b/ D X 0 .a/ D 0; hence, we let k D in (12.3.3). Thus, X and Y must satisfy
X 00 X D 0; X 0 .a/ D 0 (12.3.17)
Section 12.3 Laplace’s Equation in Rectangular Coordinates 659
uy(x,b) = 0
b
u(0,y) = g(y) uxx + uyy = 0 ux(a,y) = 0
a x
u(x,0) = 0
Figure 12.3.10 The boundary value problem (12.3.16)
and
Y 00 C Y D 0; Y .0/ D 0; Y 0 .b/ D 0: (12.3.18)
From Theorem 11.1.4, the eigenvalues of (12.3.18) are n D .2n 1/2 2 =4b 2, with associated eigen-
functions
.2n 1/y
Yn D sin ; n D 1; 2; 3; : : : :
2b
Substituting D .2n 1/2 2=4b 2 into (12.3.17) yields
X 00 ..2n 1/2 2=4b 2/X D 0; X 0 .a/ D 0;
so we could take
.2n 1/.x a/
Xn D cosh : (12.3.19)
2b
However, because of the nonhomogeneous Dirichlet condition at x D 0, it’s better to require that Xn .0/ D
1, which can be achieved by dividing the right side of (12.3.19) by its value at x D 0; thus,
cosh.2n 1/.x a/=2b
Xn D :
cosh.2n 1/ a=2b
Then
cosh.2n 1/.x a/=2b .2n 1/y
vn .x; y/ D Xn .x/Yn .y/ D sin ;
cosh.2n 1/ a=2b 2b
so
.2n 1/y
vn .0; y/ D sin :
2b
660 Chapter 12 Fourier Solutions of Partial Differential Equations
Therefore vn satisfies (12.3.16) with g.y/ D sin.2n 1/y=2b. More generally, if ˛1, . . . , ˛m are
arbitrary constants then
m
X cosh.2n 1/.x a/=2b .2n 1/y
um .x; y/ D ˛n sin
nD1
cosh.2n 1/ a=2b 2b
satisfies (12.3.16) with
m
X .2n 1/y
g.y/ D ˛n sin :
nD1
2b
Thus, if g is an arbitrary piecewise smooth function on Œ0; b, we define the formal solution of (12.3.16)
to be
1
X cosh.2n 1/.x a/=2b .2n 1/y
u.x; y/ D ˛n sin ;
nD1
cosh.2n 1/ a=2b 2b
where
1
X .2n 1/y
SM .x/ D ˛n sin
nD1
2b
is the mixed Fourier sine series of g on Œ0; b; that is,
2 b
Z
.2n 1/y
˛n D g.y/ sin dy:
b 0 2b
Example 12.3.6 Solve (12.3.16) with g.y/ D y.2y 2 9by C 12b 2/.
Solution From Example 11.3.8,
1
96b 3 X
1 n 4 .2n 1/y
SM .y/ D 3 C . 1/ sin :
3 nD1 .2n 1/3 .2n 1/ 2b
Therefore
1
96b 3 X cosh.2n 1/.x a/=2b
n 4 .2n 1/y
u.x; y/ D 3 C . 1/ sin :
3 .2n 1/3 cosh.2n 1/ a=2b .2n 1/ 2b
nD1
Example 12.3.7 Define the formal solution of
uxx C uyy D 0; 0 < x < a; 0 < y < b;
uy .x; 0/ D 0; u.x; b/ D 0; 0 x a; (12.3.20)
ux .0; y/ D 0; ux .a; y/ D g.y/; 0 y b
(Figure 12.3.11).
Solution The boundary conditions in (12.3.20) require products v.x; y/ D X.x/Y .y/ such that Y 0 .0/ D
Y .b/ D X 0 .0/ D 0; hence, we let k D in (12.3.3). Thus, X and Y must satisfy
X 00 X D 0; X 0 .0/ D 0 (12.3.21)
and
Y 00 C Y D 0; Y 0 .0/ D 0; Y .b/ D 0: (12.3.22)
Section 12.3 Laplace’s Equation in Rectangular Coordinates 661
u(x,b) = 0
b
u (0,y) = 0 uxx + uyy = 0 u (a,y) = g(y)
x x
a x
u (x,0) = 0
y
Figure 12.3.11 The boundary value problem (12.3.20)
From Theorem 11.1.4, the eigenvalues of (12.3.22) are n D .2n 1/2 2 =4b 2, with associated eigen-
functions
.2n 1/y
Yn D cos ; n D 1; 2; 3; : : : :
2b
Substituting D .2n 1/2 2=4b 2 into (12.3.21) yields
X 00 ..2n 1/2 2=4b 2/X D 0; X 0 .0/ D 0;
so we could take
.2n
1/ x
Xn D cosh : (12.3.23)
2b
However, because of the nonhomogeneous Neumann condition at x D a, it’s better to require that
Xn0 .a/ D 1, which can be achieved by dividing the right side of (12.3.23) by the value of its deriva-
tive at x D a; thus,
2b cosh.2n 1/ x=2b
Xn D :
.2n 1/ sinh.2n 1/ a=2b
Then
2b cosh.2n 1/ x=2b .2n 1/y
vn .x; y/ D Xn .x/Yn .y/ D cos ;
.2n 1/ sinh.2n 1/ a=2b 2b
so
@vn .2n 1/y
.a; y/ D cos :
@x 2b
Therefore vn satisfies (12.3.20) with g.y/ D cos.2n 1/y=2b. More generally, if ˛1 , . . . , ˛m are
arbitrary constants then
m
2b X cosh.2n 1/ x=2b .2n 1/y
um .x; y/ D ˛n cos
.2n 1/ sinh.2n 1/ a=2b 2b
nD1
662 Chapter 12 Fourier Solutions of Partial Differential Equations
satisfies (12.3.20) with
1
X .2n 1/y
g.y/ D ˛n cos :
2b
nD1
Therefore, if g is an arbitrary piecewise smooth function on Œ0; b, we define the formal solution of
(12.3.20) to be
1
2b X cosh.2n 1/ x=2b .2n 1/y
u.x; y/ D ˛n cos ;
.2n 1/ sinh.2n 1/ a=2b 2b
nD1
where
1
X .2n 1/y
CM .y/ D ˛n cos
nD1
2b
is the mixed Fourier cosine series of g on Œ0; b; that is,
Z b
2 .2n 1/y
˛n D g.y/ cos dy:
b 0 2b
Example 12.3.8 Solve (12.3.20) with g.y/ D y b.
Solution From Example 11.3.3,
1
8b X 1 .2n 1/y
CM .y/ D 2 2
cos :
nD1 .2n 1/ 2b
Therefore
1
16b 2 X cosh.2n 1/ x=2b .2n 1/y
u.x; y/ D 3 3
cos :
nD1 .2n 1/ sinh.2n 1/ a=2b 2b
Laplace’s Equation for a Semi-Infinite Strip
We now seek solutions of Laplace’s equation on the semi-infinite strip
S W f0 < x < a; y > 0g
(Figure 12.3.12) that satisfy homogeneous boundary conditions at x D 0 and x D a, and a nonhomoge-
neous Dirichlet or Neumann condition at y D 0. An example of such a problem is
uxx C uyy D 0; 0 < x < a; y > 0;
u.x; 0/ D f .x/; 0 x a; (12.3.24)
u.0; y/ D 0; u.a; y/ D 0; y > 0;
The boundary conditions in this problem are not sufficient to determine u, for if u0 D u0 .x; y/ is a
solution and K is a constant then
x y
u1 .x; y/ D u0 .x; y/ C K sin sinh :
a a
is also a solution. (Verify.) However, if we also require — on physical grounds — that the solution remain
bounded for all .x; y/ in S then K D 0 and this difficulty is eliminated.
Section 12.3 Laplace’s Equation in Rectangular Coordinates 663
u(0,y) = 0 uxx + uyy = 0 u(a,y) = 0
a x
u(x,0) = f(x)
Figure 12.3.12 A boundary value problem on a semi-infinite strip
Example 12.3.9 Define the bounded formal solution of (12.3.24).
Solution Proceeding as in the solution of Example 12.3.1, we find that the building block functions are
of the form
n x
vn .x; y/ D Yn .y/ sin ;
a
where
Yn00 .n2 2 =a2 /Yn D 0:
Therefore
Yn D c1 e ny=a C c2e ny=a
where c1 and c2 are constants. Although the boundary conditions in (12.3.24) don’t restrict c1 , and c2 ,
we must set c1 D 0 to ensure that Yn is bounded. Letting c2 D 1 yields
ny=a n x
vn .x; y/ D e sin ;
a
and we define the bounded formal solution of (12.3.24) to be
1
X
ny=a n x
u.x; y/ D bn e sin ;
nD1
a
where
1
X n x
S.x/ D bn sin
a
nD1
664 Chapter 12 Fourier Solutions of Partial Differential Equations
is the Fourier sine series of f on Œ0; a.
See Exercises 29-34 for other boundary value problems on a semi-infinite strip.
12.3 Exercises
In Exercises 1-16 apply the definition developed in Example 1 to solve the boundary value problem. (Use
Theorem 11.3.5 where it applies.) Where indicated by C , graph the surface u D u.x; y/, 0 x a,
0 y b.
1. uxx C uyy D 0; 0 < x < 1; 0 < y < 1;
u.x; 0/ D x.1 x/; u.x; 1/ D 0; 0 x 1;
u.0; y/ D 0; u.1; y/ D 0; 0 y 1
2. uxx C uyy D 0; 0 < x < 2; 0 < y < 3;
u.x; 0/ D x 2 .2 x/; u.x; 3/ D 0; 0 x 2;
u.0; y/ D 0; u.2; y/ D 0; 0 y 3
3. C uxx C uyy D 0; 0 < x < 2; 0 < y < 2;
x; 0 x 1;
u.x; 0/ D u.x; 2/ D 0; 0 x 2;
2 x; 1 x 2;
u.0; y/ D 0; u.2; y/ D 0; 0 y 2
4. uxx C uyy D 0; 0 < x < ; 0 < y < 1;
u.x; 0/ D x sin x; u.x; / D 0; 0 x ;
u.0; y/ D 0; u.; y/ D 0; 0 y 1
5. uxx C uyy D 0; 0 < x < 3; 0 < y < 2;
u.x; 0/ D 0; uy .x; 2/ D x 2; 0 x 3;
ux .0; y/ D 0; ux .3; y/ D 0; 0y2
6. uxx C uyy D 0; 0 < x < 1; 0 < y < 2;
u.x; 0/ D 0; uy .x; 2/ D 1 x; 0 x 1;
ux .0; y/ D 0; ux .1; y/ D 0; 0 y 2
7. uxx C uyy D 0; 0 < x < 2; 0 < y < 2;
u.x; 0/ D 0; uy .x; 2/ D x 2 4; 0 x 2;
ux .0; y/ D 0; ux .2; y/ D 0; 0 y 2
8. uxx C uyy D 0; 0 < x < 1; 0 < y < 1;
u.x; 0/ D 0; uy .x; 1/ D .x 1/2 ; 0 x 1;
ux .0; y/ D 0; ux .1; y/ D 0; 0 y 1
9. C uxx C uyy D 0; 0 < x < 3; 0 < y < 2;
u.x; 0/ D 0; uy .x; 2/ D 0; 0 x 3;
u.0; y/ D y.4 y/; ux .3; y/ D 0; 0 y 2
10. uxx C uyy D 0; 0 < x < 2; 0 < y < 1;
u.x; 0/ D 0; uy .x; 1/ D 0; 0 x 2;
u.0; y/ D y 2 .3 2y/; ux .2; y/ D 0; 0 y 1
11. uxx C uyy D 0; 0 < x < 2; 0 < y < 2;
u.x; 0/ D 0; uy .x; 2/ D 0; 0 x 2;
u.0; y/ D .y 2/3 C 8; ux .2; y/ D 0; 0 y 2
12. uxx C uyy D 0; 0 < x < 3; 0 < y < 1;
u.x; 0/ D 0; uy .x; 1/ D 0; 0 x 3;
u.0; y/ D y.2y 2 9y C 12/; ux .3; y/ D 0; 0y1
Section 12.3 Laplace’s Equation in Rectangular Coordinates 665
13. C uxx C uyy D 0; 0 < x < 1; 0 < y < ;
uy .x; 0/ D 0; u.x; / D 0; 0 x 1;
ux .0; y/ D 0; ux .1; y/ D sin y; 0 y
14. uxx C uyy D 0; 0 < x < 2; 0 < y < 3;
uy .x; 0/ D 0; u.x; 3/ D 0; 0 x 2;
ux .0; y/ D 0; ux .2; y/ D y.3 y/; 0 y 3
15. uxx C uyy D 0; 0 < x < 1; 0 < y < ;
uy .x; 0/ D 0; u.x; / D 0; 0 x 1;
ux .0; y/ D 0; ux .1; y/ D 2 y 2 ; 0 y
16. uxx C uyy D 0; 0 < x < 1; 0 < y < 1;
uy .x; 0/ D 0; u.x; 1/ D 0; 0 x 1;
ux .0; y/ D 0; ux .1; y/ D 1 y 3 ; 0 y 1
In Exercises 17-28 define the formal solution of
uxx C uyy D 0; 0 < x < a; 0<y <b
that satisfies the given boundary conditions for general a, b, and f or g. Then solve the boundary value
problem for the specified a, b, and f or g. (Use Theorem 11.3.5 where it applies.) Where indicated by
C , graph the surface u D u.x; y/, 0 x a, 0 y b.
17. C u.x; 0/ D 0; u.x; b/ D f .x/; 0 < x < a;
u.0; y/ D 0; u.a; y/ D 0; 0 < y < b
a D 3, b D 2, f .x/ D x.3 x/
18. u.x; 0/ D f .x/; u.x; b/ D 0; 0 < x < a;
ux .0; y/ D 0; ux .a; y/ D 0; 0 < y < b
a D 2, b D 1, f .x/ D x 2 .x 2/2
19. u.x; 0/ D f .x/; u.x; b/ D 0; 0 < x < a;
ux .0; y/ D 0; u.a; y/ D 0; 0 < y < b
a D 1, b D 2, f .x/ D 3x 3 4x 2 C 1
20. u.x; 0/ D f .x/; u.x; b/ D 0; 0 < x < a;
u.0; y/ D 0; ux .a; y/ D 0; 0 < y < b
a D 3, b D 2, f .x/ D x.6 x/
21. u.x; 0/ D f .x/; uy .x; b/ D 0; 0 < x < a;
u.0; y/ D 0; u.a; y/ D 0; 0 < y < b
a D , b D 2, f .x/ D x. 2 x 2 /
22. uy .x; 0/ D 0; u.x; b/ D f .x/; 0 < x < a;
ux .0; y/ D 0; ux .a; y/ D 0; 0 < y < b
a D , b D 1, f .x/ D x 2 .x /2
23. C uy .x; 0/ D f .x/; u.x; b/ D 0; 0 < x < a;
u.0; y/ D 0; u.a; y/ D 0; 0 < y < b
x; 0 x 2 ;
a D , b D 1, f .x/ D
x; 2 x
24. u.x; 0/ D 0; u.x; b/ D 0; 0 < x < a;
ux .0; y/ D 0; u.a; y/ D g.y/; 0 < y < b
a D 1, b D 1, g.y/ D y.y 3 2y 2 C 1/
666 Chapter 12 Fourier Solutions of Partial Differential Equations
25. C uy .x; 0/ D 0; u.x; b/ D 0; 0 < x < a;
ux .0; y/ D 0; u.a; y/ D g.y/; 0 < y < b
a D 2, b D 2, g.y/ D 4 y 2
26. u.x; 0/ D 0; u.x; b/ D 0; 0 < x < a;
ux .0; y/ D 0; ux .a;
y/ D g.y/; 0 < y < b
y; 0 y 2;
a D 1, b D 4, g.y/ D
4 y; 2 y 4
27. u.x; 0/ D 0; uy .x; b/ D 0; 0 < x < a;
ux .0; y/ D g.y/; ux .a; y/ D 0; 0 < y < b
a D 1, b D , g.y/ D y 2 .3 2y/
28. uy .x; 0/ D 0; uy .x; b/ D 0; 0 < x < a;
ux .0; y/ D g.y/; u.a; y/ D 0; 0 < y < b
a D 2, b D , g.y/ D y
In Exercises 29-34 define the bounded formal solution of
uxx C uyy D 0; 0 < x < a; y>0
that satisfies the given boundary conditions for general a and f . Then solve the boundary value problem
for the specified a and f .
29. u.x; 0/ D f .x/; 0 < x < a,
ux .0; y/ D 0; ux .a; y/ D 0; y >0
a D f .x/ D x 2 .3 2x/
30. u.x; 0/ D f .x/; 0 < x < a,
ux .0; y/ D 0; u.a; y/ D 0; y > 0
a D 3, f .x/ D 9 x 2
31. u.x; 0/ D f .x/; 0 < x < a,
u.0; y/ D 0; ux .a; y/ D 0; y > 0
a D , f .x/ D x.2 x/
32. uy .x; 0/ D f .x/; 0 < x < a,
u.0; y/ D 0; u.a; y/ D 0; y > 0
a D , f .x/ D x 2 . x/
33. uy .x; 0/ D f .x/; 0 < x < a,
ux .0; y/ D 0; u.a; y/ D 0; y > 0
a D 7, f .x/ D x.7 x/
34. uy .x; 0/ D f .x/; 0 < x < a,
u.0; y/ D 0; ux .a; y/ D 0; y > 0
a D 5, f .x/ D x.5 x/
35. Define the formal solution of the Dirichlet problem
uxx C uyy D 0; 0 < x < a; 0 < y < b;
u.x; 0/ D f0 .x/; u.x; b/ D f1 .x/; 0 x a;
u.0; y/ D g0 .y/; u.a; y/ D g1 .y/; 0 y b
36. Show that the Neumann Problem
uxx C uyy D 0; 0 < x < a; 0 < y < b;
uy .x; 0/ D f0 .x/; uy .x; b/ D f1 .x/; 0 x a;
ux .0; y/ D g0 .y/; ux .a; y/ D g1 .y/; 0 y b
Section 12.3 Laplace’s Equation in Rectangular Coordinates 667
has no solution unless
Z a Z a Z b Z b
f0 .x/ dx D f1 .x/ dx D g0 .y/ dy D g1 .y/ dy D 0:
0 0 0 0
In this case it has infinitely many formal solutions. Find them.
In this exercise take it as given that the infinite series 1 p qn
P
37. nD1 n e converges for all p if q > 0,
and, where appropriate, use the comparison test for absolute convergence of an infinite series.
Let
1
X sinh n.b y/=a n x
u.x; y/ D ˛n sin ;
sinh n b=a a
nD1
where Z a
2 n x
˛n D f .x/ sin dx
a 0 a
and f is piecewise smooth on Œ0; a.
(a) Verify the approximations
sinh n.b y/=a ny=a
e ; y < b; .A/
sinh n b=a
and
cosh n.b y/=a ny=a
e ; y<b .B/
sinh n b=a
for large n.
(b) Use (A) to show that u is defined for .x; y/ such that 0 < y < b.
(c) For fixed y in .0; b/, use (A) and Theorem 12.1.2 with ´ D x to show that
1
X sinh n.b y/=a n x
ux .x; y/ D n˛n cos ; 1 < x < 1:
a sinh n b=a a
nD1
(d) Starting from the result of (b), use (A) and Theorem 12.1.2 with ´ D x to show that, for a
fixed y in .0; b/,
1
2 X 2 sinh n.b y/=a n x
uxx .x; y/ D 2
n ˛n sin ; 1 < x < 1:
a nD1 sinh n b=a a
(e) For fixed but arbitrary x, use (B) and Theorem 12.1.2 with ´ D y to show that
1
X cosh n.b y/=a n x
uy .x; y/ D n˛n sin
a nD1 sinh n b=a a
if 0 < y0 < y < b, where y0 is an arbitrary number in .0; b/. Then argue that since y0 can
be chosen arbitrarily small, the conclusion holds for all y in .0; b/.
(f) Starting from the result of (e), use (A) and Theorem 12.1.2 to show that
1
2 X 2 sinh n.b y/=a n x
uyy .x; y/ D 2
n ˛n sin ; 0 < y < b:
a nD1 sinh n b=a a
668 Chapter 12 Fourier Solutions of Partial Differential Equations
(g) Conclude that u satisfies Laplace’s equation for all .x; y/ such that 0 < y < b.
By repeatedly applying the arguments in (c)–(f), it can be shown that u can be differentiated term
by term any number of times with respect to x and/or y if 0 < y < b.
12.4 LAPLACE’S EQUATION IN POLAR COORDINATES
In Section 12.3 we solved boundary value problems for Laplace’s equation over a rectangle with sides
parallel to the x; y-axes. Now we’ll consider boundary value problems for Laplace’s equation over re-
gions with boundaries best described in terms of polar coordinates. In this case it’s appropriate to regard
u as function of .r; / and write Laplace’s equation in polar form as
1 1
ur r C ur C 2 u D 0; (12.4.1)
r r
where p x 1 x
rD x2 C y2 and D cos D sin 1 :
r r
We begin with the case where the region is a circular disk with radius , centered at the origin; that is,
we want to define a formal solution of the boundary value problem
1 1
ur r C ur C 2 u D 0; 0 < r < ; < ;
r r (12.4.2)
u.; / D f ./; <
(Figure 12.4.1). Note that (12.4.2) imposes no restriction on u.r; / when r D 0. We’ll address this
question at the appropriate time.
u(ρ,θ) = f(θ)
x
−1 −2
u +r u +r u =0
rr r θθ
Figure 12.4.1 The boundary value problem (12.4.2)
Section 12.4 Laplace’s Equation in Polar Coordinates 669
We first look for products v.r; / D R.r /‚./ that satisfy (12.4.1). For this function,
1 1 1 1
vr r C vr C 2 v D R00 ‚ C R0 ‚ C 2 R‚00 D 0
r r r r
for all .r; / with r ¤ 0 if
r 2R00 C rR0 ‚00
D D ;
R ‚
where is a separation constant. (Verify.) This equation is equivalent to
‚00 C ‚ D 0
and
r 2R00 C rR0 R D 0: (12.4.3)
Since .r; / and .r; / are the polar coordinates of the same point, we impose periodic boundary con-
ditions on ‚; that is,
‚00 C ‚ D 0; ‚. / D ‚. /; ‚0 . / D ‚0 . /: (12.4.4)
Since we don’t want R‚ to be identically zero, must be an eigenvalue of (12.4.4) and ‚ must be an
associated eigenfunction. From Theorem 11.1.6, the eigenvalues of (12.4.4) are 0 D 0 with associated
eigenfunctions ‚0 D 1 and, for n D 1; 2; 3; : : : ; n D n2 , with associated eigenfunction cos n and
sin n therefore,
‚n D ˛n cos n C ˇn sin n
where ˛n and ˇn are constants.
Substituting D 0 into (12.4.3) yields the
r 2R00 C rR0 D 0;
so
R000 1
D ;
R00 r
c1
R00 D ;
r
and
R0 D c2 C c1 ln r: (12.4.5)
If c1 ¤ 0 then
lim jR0 .r /j D 1;
r !0C
which doesn’t make sense if we interpret u0 .r; / D R0 .r /‚0 ./ D R0 .r / as the steady state temperature
distribution in a disk whose boundary is maintained at the constant temperature R0 ./. Therefore we now
require R0 to be bounded as r ! 0C. This implies that c1 D 0, and we take c2 D 1. Thus, R0 D 1 and
v0 .r; / D R0 .r /‚0 ./ D 1. Note that v0 satisfies (12.4.2) with f ./ D 1.
Substituting D n2 into (12.4.3) yields the Euler equation
r 2Rn00 C rRn0 n2 Rn D 0 (12.4.6)
for Rn . The indicial polynomial of this equation is
s.s 1/ C s n2 D .s n/.s C n/;
670 Chapter 12 Fourier Solutions of Partial Differential Equations
so the general solution of (12.4.6) is
Rn D c1 r n C c2 r n
; (12.4.7)
by Theorem 7.4.3. Consistent with our previous assumption on R0 , we now require Rn to be bounded as
r ! 0C. This implies that c2 D 0, and we choose c1 D n . Then Rn .r / D r n = n , so
rn
vn .r; / D Rn .r /‚n ./ D .˛n cos n C sin n/:
n
Now vn satisfies (12.4.2) with
f ./ D ˛n cos n C ˇn sin n:
More generally, if ˛0 , ˛1 ,. . . , ˛m and ˇ1 , ˇ2 , . . . , ˇm are arbitrary constants then
m
X rn
um .r; / D ˛0 C .˛n cos n C ˇn sin n/
nD1
n
satisfies (12.4.2) with
m
X
f ./ D ˛0 C .˛n cos n C ˇn sin n/:
nD1
This motivates the next definition.
Definition 12.4.1 The bounded formal solution of the boundary value problem (12.4.2) is
1
X rn
u.r; / D ˛0 C .˛n cos n C ˇn sin n/; (12.4.8)
n
nD1
where
1
X
F ./ D ˛0 C .˛n cos n C ˇn sin n/
nD1
is the Fourier series of f on Π; ; that is,
Z
1
˛0 D f ./ d;
2
and Z Z
1 1
˛n D f ./ cos n d and ˇn D f ./ sin n d; n D 1; 2; 3; : : : :
Since 1 k n
P
nD0 n .r=/ converges for every k if 0 < r < , Theorem 12.1.2 can be used to show that if
0 < r < then (12.4.8) can be differentiated term by term any number of times with respect to both r and
. Since the terms in (12.4.8) satisfy Laplace’s equation if r > 0, (12.4.8) satisfies Laplace’s equation if
0 < r < . Therefore, since u.; / D F ./, u is an actual solution of (12.4.2) if and only if
F ./ D f ./; < :
From Theorem 11.2.4, this is true if f is continuous and piecewise smooth on Π; and f . / D
f . /.
Example 12.4.1 Find the bounded formal solution of (12.4.2) with f ./ D . 2 2 /.
Section 12.4 Laplace’s Equation in Polar Coordinates 671
Solution From Example 11.2.6,
1
X . 1/n
. 2 2 / D 12 sin n; ;
n3
nD1
so
1
X r n . 1/n
u.r; / D 12 sin n; 0 r ; :
nD1
n n3
Example 12.4.2 Define the formal solution of
1 1
ur r C ur C 2 u D 0; 0 < r < ; < ;
r r (12.4.9)
u.0 ; / D 0; u.; / D f ./; < ;
where 0 < 0 < (Figure 12.4.2).
u(ρ,θ) = f(θ)
u(ρ ,θ) = 0
0
−1 −2
u +r u +r u =0
rr r θθ
Figure 12.4.2 The boundary value problem (12.4.9)
Solution We use separation of variables exactly as before, except that now we choose the constants in
(12.4.5) and (12.4.7) so that Rn .0 / D 0 for n D 0, 1, 2,. . . . In view of the nonhomogeneous Dirichlet
condition on the boundary r D , it’s also convenient to require that Rn ./ D 1 for n D 0, 1, 2,. . . . We
leave it to you to verify that
ln r=0 0 n r n 0n r n
R0 .r / D and Rn D ; n D 1; 2; 3; : : :
ln =0 0 n n 0n n
672 Chapter 12 Fourier Solutions of Partial Differential Equations
satisfy these requirements. Therefore
ln r=0
v0 .; / D
ln =0
and
0 n r n 0n r n
vn .r; / D .˛n cos n C ˇn sin n/; n D 1; 2; 3; : : : ;
0 n n 0n n
where ˛n and ˇn are arbitrary constants.
If ˛0 , ˛1 ,. . . , ˛m and ˇ1 , ˇ2 , . . . , ˇm are arbitrary constants then
m
X nr n
ln r=0 0 0n r n
um .r; / D ˛0 C .˛n cos n C ˇn sin n/
ln =0 nD1 0 n n 0n n
satisfies (12.4.9), with
m
X
f ./ D ˛0 C .˛n cos n C ˇn sin n/:
nD1
This motivates us to define the formal solution of (12.4.9) for general f to be
1
X nr n
ln r=0 0 0nr n
u.r; / D ˛0 C .˛n cos n C ˇn sin n/;
ln =0 nD1 0 n n 0n n
where
1
X
F ./ D ˛0 C .˛n cos n C ˇn sin n/
nD1
is the Fourier series of f on Π; .
Example 12.4.3 Define the bounded formal solution of
1 1
ur r C ur C 2 u D 0; 0 < r < ; 0 < < ;
r r
u.; / D f ./; 0 ; (12.4.10)
u.r; 0/ D 0; u.r; / D 0; 0 < r < ;
where 0 < < 2 (Figure 12.4.3).
Solution Now v.r; / D R.r /‚./, where
r 2 R00 C rR0 R D 0 (12.4.11)
and
‚00 C ‚ D 0; ‚.0/ D 0; ‚.
/ D 0: (12.4.12)
From Theorem 11.1.2, the eigenvalues of (12.4.12) are n D n2 2 =
2 , with associated eigenfunction
‚n D sin n =
, n D 1, 2, 3,. . . . Substituting D n2 2=
2 into (12.4.11) yields the Euler equation
n2 2
r 2 R00 C rRn0 R D 0:
2
Section 12.4 Laplace’s Equation in Polar Coordinates 673
u(r,γ) = 0 u(ρ,θ) = f(θ)
−1 −2
u +r u +r u =0
rr r θθ
γ
x
Figure 12.4.3 The boundary value problem (12.4.10)
The indicial polynomial of this equation is
n2 2
n n
s.s 1/ C s D s sC ;
2
so
Rn D c1 r n=
C c2 r n=
;
by Theorem 7.4.3. To obtain a solution that remains bounded as r ! 0C we let c2 D 0. Because of the
Dirichlet condition at r D , it’s convenient to have r ./ D 1; therefore we take c1 D n=
, so
r n=
Rn .r / D :
n=
Now
r n=
n
vn .r; / D Rn .r /‚n ./ D sin
n=
satisfies (12.4.10) with
n
f ./ D sin :
More generally, if ˛1 , ˛2 , . . . , ˛m and are arbitrary constants then
m
X r n=
n
um .r; / D ˛n n=
sin
nD1
674 Chapter 12 Fourier Solutions of Partial Differential Equations
satisfies (12.4.10) with
m
X n
f ./ D ˛n sin :
nD1
This motivates us to define the bounded formal solution of (12.4.10) to be
1
X r n= n
um .r; / D ˛n sin ;
nD1
n=
where
1
X n
S./ D ˛n sin
nD1
is the Fourier sine expansion of f on Œ0;
; that is,
2
Z
n
˛n D f ./ sin d:
0
12.4 Exercises
1. Define the formal solution of
1 1
ur r C ur C 2 u D 0; 0 < r < ; < ;
r r
u.0 ; / D f ./; u.; / D 0; < ;
where 0 < 0 < .
2. Define the formal solution of
1 1
ur r C ur C 2 u D 0; 0 < r < ; 0 < < ;
r r
u.0 ; / D 0; u.; / D f ./; 0 ;
u.r; 0/ D 0; u.r; / D 0; 0 < r < ;
where 0 < < 2 and 0 < 0 < .
3. Define the formal solution of
1 1
ur r C ur C 2 u D 0; 0 < r < ; 0 < < ;
r r
u.0 ; / D 0; ur .; / D g./; 0 ;
u .r; 0/ D 0; u .r; / D 0; 0 < r < ;
where 0 < < 2 and 0 < 0 < .
4. Define the bounded formal solution of
1 1
ur r C ur C 2 u D 0; 0 < r < ; 0 < < ;
r r
u.; / D f ./; 0 ;
u .r; 0/ D 0; u.r; / D 0; 0 < r < ;
where 0 < < 2 .
Section 12.4 Laplace’s Equation in Polar Coordinates 675
5. Define the formal solution of
1 1
ur r C ur C 2 u D 0; 0 < r < ; 0 < < ;
r r
ur .0 ; / D g./; ur .; / D 0; 0 ;
u.r; 0/ D 0; u .r; / D 0; 0 < r < ;
where 0 < < 2 and 0 < 0 < .
6. Define the bounded formal solution of
1 1
ur r C ur C 2 u D 0; 0 < r < ; 0 < < ;
r r
u.; / D f ./; 0 ;
u .r; 0/ D 0; u .r; / D 0; 0 < r < ;
where 0 < < 2 .
7. Show that the Neumann problem
1 1
ur r C ur C 2 u D 0; 0 < r < ; < ;
r r
ur .; / D f ./; <
R
has no bounded formal solution unless f ./ d D 0. In this case it has infinitely many
solutions. Find those solutions.
CHAPTER 13
Boundary Value Problems for Second
Order Ordinary Differential Equations
IN THIS CHAPTER we discuss boundary value problems and eigenvalue problems for linear second
order ordinary differential equations.
Section 13.1 discusses point two-point boundary value problems for linear second order ordinary differ-
ential equations.
Section 13.2 deals with generalizations of the eigenvalue problems considered in Section 11.1
677
678 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
13.1 TWO-POINT BOUNDARY VALUE PROBLEMS
In Section 5.3 we considered initial value problems for the linear second order equation
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F .x/: (13.1.1)
Suppose P0 , P1 , P2 , and F are continuous and P0 has no zeros on an open interval .a; b/. From Theo-
rem 5.3.1, if x0 is in .a; b/ and k1 and k2 are arbitrary real numbers then (13.1.1) has a unique solution
on .a; b/ such that y.x0 / D k1 and y 0 .x0 / D k2 . Now we consider a different problem for (13.1.1).
PROBLEM Suppose P0 , P1 , P2 , and F are continous and P0 has no zeros on a closed interval
Œa; b. Let ˛, ˇ, , and ı be real numbers such that
˛ 2 C ˇ 2 ¤ 0 and 2 C ı 2 ¤ 0; (13.1.2)
and let k1 and k2 be arbitrary real numbers. Find a solution of
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y D F .x/ (13.1.3)
on the closed interval Œa; b such that
˛y.a/ C ˇy 0 .a/ D k1 (13.1.4)
and
y.b/ C ıy 0 .b/ D k2 : (13.1.5)
The assumptions stated in this problem apply throughout this section and won’t be repeated. Note
that we imposed conditions on P0 , P1 , P2 , and F on the closed interval Œa; b, and we are interested in
solutions of (13.1.3) on the closed interval. This is different from the situation considered in Chapter 5,
where we imposed conditions on P0 , P1 , P2 , and F on the open interval .a; b/ and we were interested
in solutions on the open interval. There is really no problem here; we can always extend P0 , P1 , P2 , and
F to an open interval .c; d / (for example, by defining them to be constant on .c; d and Œb; d /) so that
they are continuous and P0 has no zeros on Œc; d . Then we can apply the theorems from Chapter 5 to the
equation
P1 .x/ 0 P2 .x/ F .x/
y 00 C y C yD
P0 .x/ P0 .x/ P0 .x/
on .c; d / to draw conclusions about solutions of (13.1.3) on Œa; b.
We call a and b boundary points. The conditions (13.1.4) and (13.1.5) are boundary conditions, and the
problem is a two-point boundary value problem or, for simplicity, a boundary value problem. (We used
similar terminology in Chapter 12 with a different meaning; both meanings are in common usage.) We
require (13.1.2) to insure that we’re imposing a sensible condition at each boundary point. For example,
if ˛ 2 C ˇ 2 D 0 then ˛ D ˇ D 0, so ˛y.a/ C ˇy 0 .a/ D 0 for all choices of y.a/ and y 0 .a/. Therefore
(13.1.4) is an impossible condition if k1 ¤ 0, or no condition at all if k1 D 0.
We abbreviate (13.1.1) as Ly D F , where
Ly D P0 .x/y 00 C P1 .x/y 0 C P0 .x/y;
and we denote
B1 .y/ D ˛y.a/ C ˇy 0 .a/ and B2 .y/ D y.b/ C ıy 0 .b/:
We combine (13.1.3), (13.1.4), and (13.1.5) as
Ly D F; B1 .y/ D k1 ; B2 .y/ D k2 : (13.1.6)
Section 13.1 Two-Point Boundary Value Problems 679
This boundary value problem is homogeneous if F D 0 and k1 D k2 D 0; otherwise it’s nonhomoge-
neous.
We leave it to you (Exercise 1) to verify that B1 and B2 are linear operators; that is, if c1 and c2 are
constants then
Bi .c1 y1 C c2y2 / D c1Bi .y1 / C c2 Bi .y2 /; i D 1; 2: (13.1.7)
The next three examples show that the question of existence and uniqueness for solutions of boundary
value problems is more complicated than for initial value problems.
Example 13.1.1 Consider the boundary value problem
y 00 C y D 1; y.0/ D 0; y.=2/ D 0:
The general solution of y 00 C y D 1 is
y D 1 C c1 sin x C c2 cos x;
so y.0/ D 0 if and only if c2 D 1 and y.=2/ D 0 if and only if c1 D 1. Therefore
yD1 sin x cos x
is the unique solution of the boundary value problem.
Example 13.1.2 Consider the boundary value problem
y 00 C y D 1; y.0/ D 0; y. / D 0:
Again, the general solution of y 00 C y D 1 is
y D 1 C c1 sin x C c2 cos x;
so y.0/ D 0 if and only if c2 D 1, but y. / D 0 if and only if c2 D 1. Therefore the boundary value
problem has no solution.
Example 13.1.3 Consider the boundary value problem
y 00 C y D sin 2x; y.0/ D 0; y. / D 0:
You can use the method of undetermined coefficients (Section 5.5) to find that the general solution of
y 00 C y D sin 2x is
sin 2x
yD C c1 sin x C c2 cos x:
3
The boundary conditions y.0/ D 0 and y. / D 0 both require that c2 D 0, but they don’t restrict c1 .
Therefore the boundary value problem has infinitely many solutions
sin 2x
yD C c1 sin x;
3
where c1 is arbitrary.
Theorem 13.1.1 If ´1 and ´2 are solutions of Ly D 0 such that either B1 .´1 / D B1 .´2 / D 0 or
B2 .´1 / D B2 .´2 / D 0; then f´1 ; ´2 g is linearly dependent. Equivalently; if f´1 ; ´2 g is linearly indepen-
dent, then
B12 .´1 / C B12 .´2 / ¤ 0 and B22 .´1 / C B22 .´2 / ¤ 0:
680 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
Proof Recall that B1 .´/ D ˛´.a/ C ˇ´0 .a/ and ˛ 2 C ˇ 2 ¤ 0. Therefore, if B1 .´1 / D B1 .´2 / D 0
then .˛; ˇ/ is a nontrivial solution of the system
˛´1 .a/ C ˇ´01 .a/ D 0
˛´2 .a/ C ˇ´0 .a/ D 0:
This implies that
´1 .a/´02 .a/ ´01 .a/´2 .a/ D 0;
so f´1 ; ´2 g is linearly dependent, by Theorem 5.1.6. We leave it to you to show that f´1 ; ´2 g is linearly
dependent if B2 .´1 / D B2 .´2 / D 0.
Theorem 13.1.2 The following statements are equivalentI that is; they are either all true or all false:
(a) There’s a fundamental set f´1 ; ´2 g of solutions of Ly D 0 such that
B1.´1 /B2 .´2 / B1 .´2 /B2 .´1 / ¤ 0: (13.1.8)
(b) If fy1 ; y2 g is a fundamental set of solutions of Ly D 0 then
B1 .y1 /B2 .y2 / B1 .y2 /B2 .y1 / ¤ 0: (13.1.9)
(c) For each continuous F and pair of constants .k1 ; k2 /; the boundary value problem
Ly D F; B1 .y/ D k1 ; B2 .y/ D k2
has a unique solution:
(d) The homogeneous boundary value problem
Ly D 0; B1 .y/ D 0; B2 .y/ D 0 (13.1.10)
has only the trivial solution y D 0.
(e) The homogeneous equation Ly D 0 has linearly independent solutions ´1 and ´2 such that B1 .´1 / D
0 and B2 .´2 / D 0:
Proof We’ll show that
.a/ H) .b/ H) .c/ H) .d/ H) .e/ H) .a/:
(a) H) (b): Since f´1 ; ´2 g is a fundamental set of solutions for Ly D 0, there are constants a1 , a2 ,
b1 , and b2 such that
y1 D a1 ´1 C a2 ´2
(13.1.11)
y2 D b1 ´1 C b2 ´2 :
Moreover, ˇ ˇ
ˇ a1 a2 ˇˇ
ˇ
ˇ b1 ¤ 0: (13.1.12)
b2 ˇ
because if this determinant were zero, its rows would be linearly dependent and therefore fy1 ; y2g would
be linearly dependent, contrary to our assumption that fy1 ; y2 g is a fundamental set of solutions of Ly D
0. From (13.1.7) and (13.1.11),
B1 .y1 / B2 .y1 / a1 a2 B1 .´1 / B2 .´1 /
D :
B1 .y2 / B2 .y2 / b1 b2 B1 .´2 / B2 .´2 /
Section 13.1 Two-Point Boundary Value Problems 681
Since the determinant of a product of matrices is the product of the determinants of the matrices, (13.1.8)
and (13.1.12) imply (13.1.9).
(b) H) (c): Since fy1 ; y2 g is a fundamental set of solutions of Ly D 0, the general solution of
Ly D F is
y D yp C c1 y1 C c2 y2 ;
where c1 and c2 are arbitrary constants and yp is a particular solution of Ly D F . To satisfy the boundary
conditions, we must choose c1 and c2 so that
k1 D B1 .yp / C c1B1 .y1 / C c2B1 .y2 /
k2 D B2 .yp / C c1B2 .y1 / C c2B2 .y2 /;
(recall (13.1.7)), which is equivalent to
c1 B1 .y1 / C c2 B1.y2 / D k1 B1 .yp /
c1 B2 .y1 / C c2 B2 .22 / D k2 B2 .yp /:
From (13.1.9), this system always has a unique solution .c1 ; c2/.
(c) H) (d): Obviously, y D 0 is a solution of (13.1.10). From (c) with F D 0 and k1 D k2 D 0, it’s
the only solution.
(d) H) (e): Let fy1 ; y2g be a fundamental system for Ly D 0 and let
´1 D B1 .y2 /y1 B1 .y1 /y2 and ´2 D B2 .y2 /y1 B2.y1 /y2 :
Then B1 .´1 / D 0 and B2 .´2 / D 0. To see that ´1 and ´2 are linearly independent, note that
a1 ´1 C a2 ´2 D a1 ŒB1.y2 /y1 B1 .y1 /y2 C a2 ŒB2.y2 /y1 B2 .y1 /y2
D ŒB1 .y2 /a1 C B2.y2 /a2 y1 ŒB1 .y1 /a1 C B2.y1 /a2 y2 :
Therefore, since y1 and y2 are linearly independent, a1 ´1 C a2 ´2 D 0 if and only if
B1.y1 / B2 .y1 / a1 0
D :
B1.y2 / B2 .y2 / a2 0
If this system has a nontrivial solution then so does the system
B1 .y1 / B1 .y2 / c1 0
D :
B2 .y1 / B2 .y2 / c2 0
This and (13.1.7) imply that y D c1 ´1 C c2 ´2 is a nontrivial solution of (13.1.10), which contradicts (d).
(e) H) (a). Theorem 13.1.1 implies that if B1.´1 / D 0 and B2 .´2 / D 0 then B1 .´2 / ¤ 0 and
B2 .´1 / ¤ 0. This implies (13.1.8), which completes the proof.
Example 13.1.4 Solve the boundary value problem
x 2 y 00 2xy 0 C 2y 2x 3 D 0; y.1/ D 4; y 0 .2/ D 3; (13.1.13)
given that fx; x 2g is a fundamental set of solutions of the complementary equation
Solution Using variation of parameters (Section 5.7), you can show that yp D x 3 is a solution of the
complementary equation
x 2 y 00 2xy 0 C 2y D 2x 3 D 0:
682 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
Therefore the solution of (13.1.13) can be written as
y D x 3 C c1 x C c2 x 2 :
Then
y 0 D 3x 2 C c1 C 2c2x;
and imposing the boundary conditions yields the system
c1 C c2 D 3
c1 C 4c2 D 9;
so c1 D 7 and c2 D 4. Therefore
y D x 3 C 7x 4x 2
is the unique solution of (13.1.13)
Example 13.1.5 Solve the boundary value problem
y 00 7y 0 C 12y D 4e 2x ; y.0/ D 3; y.1/ D 5e 2:
Solution From Example 5.4.1, yp D 2e 2x is a particular solution of
y 00 7y 0 C 12y D 4e 2x : (13.1.14)
Since fe 3x ; e 4x g is a fundamental set for the complementary equation, we could write the solution of
(13.1.13) as
y D 2e 2x C c1 e 3x C c2e 4x
and determine c1 and c2 by imposing the boundary conditions. However, this would lead to some tedious
algebra, and the form of the solution would be very unappealing. (Try it!) In this case it’s convenient to
use the fundamental system f´1 ; ´2 g mentioned in Theorem 13.1.2(e); that is, we choose f´1 ; ´2 g so that
B1 .´1 / D ´1 .0/ D 0 and B2 .´2 / D ´2 .1/ D 0. It is easy to see that
´1 D e 3x e 4x and ´2 D e 3.x 1/
e 4.x 1/
satisfy these requirements. Now we write the solution of (13.1.14) as
y D 2e 2x C c1 e 3x e 4x C c2 e 3.x 1/ e 4.x 1/
:
Imposing the boundary conditions y.0/ D 3 and y.1/ D 5e 2 yields
4
3 D 2 C c2 e .e 1/ and 5e 2 D 2e 2 C c1 e 3.1 e/:
Therefore
3 e4
c1 D ; c2 D ;
e.1 e/ e 1
and
3 e4
y D 2e 2x C .e 3x e 4x / C .e 3.x 1/
e 4.x 1/
/:
e.1 e/ e 1
Sometimes it’s useful to have a formula for the solution of a general boundary problem. Our next
theorem addresses this question.
Section 13.1 Two-Point Boundary Value Problems 683
Theorem 13.1.3 Suppose the homogeneous boundary value problem
Ly D 0; B1.y/ D 0; B2 .y/ D 0 (13.1.15)
has only the trivial solution: Let y1 and y2 be linearly independent solutions of Ly D 0 such that
B1 .y1 / D 0 and B2 .y2 / D 0; and let
W D y1 y20 y10 y2 :
Then the unique solution of
Ly D F; B1 .y/ D 0; B2 .y/ D 0 (13.1.16)
is
b x
F .t/y2 .t/ F .t/y1 .t/
Z Z
y.x/ D y1 .x/ dt C y2 .x/ dt: (13.1.17)
x P0 .t/W .t/ a P0 .t/W .t/
Proof In Section 5.7 we saw that if
y D u1 y1 C u2 y2 (13.1.18)
where
u01 y1 C u02 y2 D 0
u01 y10 C u02 y20 D F;
then Ly D F . Solving for u01 and u02 yields
F y2 F y1
u01 D and u02 D ;
P0 W P0 W
which hold if
b Z x
F .t/y2 .t/ F .t/y1 .t/
Z
u1 .x/ D dt and u2 .x/ D dt:
x P0 .t/W .t/ a P0 .t/W .t/
This and (13.1.18) show that (13.1.17) is a solution of Ly D F . Differentiating (13.1.17) yields
Z b Z x
0 0 F .t/y2 .t/ 0 F .t/y1 .t/
y .x/ D y1 .x/ dt C y2 .x/ dt: (13.1.19)
x P 0 .t/W .t/ a P0 .t/W .t/
(Verify.) From (13.1.17) and (13.1.19),
b
F .t/y2 .t/
Z
B1 .y/ D B1 .y1 / dt D 0
a P0 .t/W .t/
because B1 .y1 / D 0, and
Z b
F .t/y1 .t/
B2 .y/ D B2 .y2 / dt D 0
a P0 .t/W .t/
because B2 .y2 / D 0. Hence, y satisfies (13.1.16). This completes the proof.
We can rewrite (13.1.17) as
Z b
yD G.x; t/F .t/ dt; (13.1.20)
a
where
y1 .t/y2 .x/
8̂
ˆ ; a t x;
P0 .t/W .t/
<
G.x; t/ D :
ˆ y1 .x/y2 .t/
:̂ ; x t b:
P0 .t/W .t/
684 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
This is the Green’s function for the boundary value problem (13.1.16). The Green’s function is related
to the boundary value problem (13.1.16) in much the same way that the inverse of a square matrix A is
related to the linear algebraic system y D Ax; just as we substitute the given vector y into the formula
x D A 1 y to solve y D Ax, we substitute the given function F into the formula (13.1.20) to obtain the
solution of (13.1.16). The analogy goes further: just as A 1 exists if and only if Ax D 0 has only the
trivial solution, the boundary value problem (13.1.16) has a Green’s function if and only the homogeneous
boundary value problem (13.1.15) has only the trivial solution.
We leave it to you (Exercise 32) to show that the assumptions of Theorem 13.1.3 imply that the unique
solution of the boundary value problem
Ly D F; B1 .y/ D k1 ; B2 .y/ D k2
is
b
k2 k1
Z
y.x/ D G.x; t/F .t/ dt C y1 C y2 :
a B2 .y1 / B1 .y2 /
Example 13.1.6 Solve the boundary value problem
y 00 C y D F .x/: y.0/ C y 0 .0/ D 0; y. / y 0 . / D 0; (13.1.21)
and find the Green’s function for this problem.
Solution Here
B1 .y/ D y.0/ C y 0 .0/ and B2 .y/ D y. / y 0 . /:
Let f´1 ; ´2 g D fcos x; sin xg, which is a fundamental set of solutions of y 00 C y D 0. Then
ˇ
B1 .´1 / D .cos x sin x/ˇxD0 D 1
ˇ
B2 .´1 / D .cos x C sin x/ˇ D 1 xD
and
ˇ
B1 .´2 / D .sin x C cos x/ˇxD0 D 1
ˇ
B2 .´2 / D .sin x cos x/ˇxD D 1:
Therefore
B1 .´1 /B2 .´2 / B1 .´2 /B2 .´1 / D 2;
so Theorem 13.1.2 implies that (13.1.21) has a unique solution. Let
y1 D B1.´2 /´1 B1 .´1 /´2 D cos x sin x
and
y2 D B2 .´2 /´1 B2 .´1 /´2 D cos x C sin x:
Then B1 .y1 / D 0, B2 .y2 / D 0, and the Wronskian of fy1 ; y2 g is
ˇ ˇ
ˇ cos x sin x cos x C sin x ˇ
W .x/ D ˇˇ ˇ D 2:
sin x cos x sin x C cos x ˇ
Since P0 D 1, (13.1.17) yields the solution
cos x sin x
Z
y.x/ D F .t/.cos t C sin t/ dt
2 x
cos x C sin x x
Z
C F .t/.cos t sin t/ dt:
2 0
Section 13.1 Two-Point Boundary Value Problems 685
The Green’s function is
8̂
.cos tsin t/.cos x C sin x/
ˆ
< ; 0 t x;
G.x; t/ D 2
ˆ .cos x sin x/.cos t C sin t/
:̂ ; x t :
2
We’ll now consider the situation not covered by Theorem 13.1.3.
Theorem 13.1.4 Suppose the homogeneous boundary value problem
Ly D 0; B1.y/ D 0; B2 .y/ D 0 (13.1.22)
has a nontrivial solution y1 ; and let y2 be any solution of Ly D 0 that isn’t a constant multiple of y1 :
Let W D y1 y20 y10 y2 : If
Z b
F .t/y1 .t/
dt D 0; (13.1.23)
a P0 .t/W .t/
then the homogeneous boundary value problem
Ly D F; B1 .y/ D 0; B2 .y/ D 0 (13.1.24)
has infinitely many solutions; all of the form y D yp C c1 y1 ; where
Z b Z x
F .t/y2 .t/ F .t/y1 .t/
yp D y1 .x/ dt C y2 .x/ dt
x P0 .t/W .t/ a P0 .t/W .t/
and c1 is a constant: If
Z b
F .t/y1 .t/
dt ¤ 0;
a P0 .t/W .t/
then (13.1.24) has no solution:
Proof From the proof of Theorem 13.1.3, yp is a particular solution of Ly D F , and
Z b Z x
F .t/y2 .t/ F .t/y1 .t/
yp0 .x/ D y10 .x/ dt C y20 .x/ dt:
x P0 .t/W .t/ a P0 .t/W .t/
Therefore the general solution of (13.1.22) is of the form
y D yp C c1 y1 C c2 y2 ;
where c1 and c2 are constants. Then
B1 .y/ D B1 .yp C c1 y1 C c2 y2 / D B1.yp / C c1 B1 .y1 / C c2 B1 y2
Z b
F .t/y2 .t/
D B1 .y1 / dt C c1 B1 .y1 / C c2 B1 .y2 /
a P0 .t/W .t/
D c2 B1 .y2 /
Since B1.y1 / D 0, Theorem 13.1.1 implies that B1.y2 / ¤ 0; hence, B1 .y/ D 0 if and only if c2 D 0.
Therefore y D yp C c1y1 and
Z b
F .t/y1 .t/
B2 .y/ D B2 .yp C c1y1 / D B2.y2 / dt C c1 B2.y1 /
a P0 .t/W .t/
Z b
F .t/y1 .t/
D B2 .y2 / dt;
a P0 .t/W .t/
since B2 .y1 / D 0. From Theorem 13.1.1, B2 .y2 / ¤ 0 (since B2 .y1 D 0). Therefore Ly D 0 if and only
if (13.1.23) holds. This completes the proof.
686 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
Example 13.1.7 Applying Theorem 13.1.4 to the boundary value problem
y 00 C y D F .x/; y.0/ D 0; y. / D 0 (13.1.25)
explains the Examples 13.1.2 and 13.1.3. The complementary equation y 00 C y D 0 has the linear
independent solutions y1 D sin x and y2 D cos x, and y1 satisfies both boundary conditions. Since
P0 D 1 and ˇ ˇ
ˇ sin x cos x ˇˇ
W D ˇˇ D 1;
cos x sin x ˇ
(13.1.23) reduces to Z
F .x/ sin x dx D 0:
0
From Example 13.1.2, F .x/ D 1 and
Z Z
F .x/ sin x dx D sin x dx D 2;
0 0
so Theorem 13.1.3 implies that (13.1.25) has no solution. In Example 13.1.3,
F .x/ D sin 2x D 2 sin x cos x
and
2 3 ˇˇ
Z Z ˇ
2
F .x/ sin x dx D 2 sin x cos x dx D sin x ˇ D 0;
0 0 3 0
so Theorem 13.1.3 implies that (13.1.25) has infinitely many solutions, differing by constant multiples of
y1 .x/ D sin x.
13.1 Exercises
1. Verify that B1 and B2 are linear operators; that is, if c1 and c2 are constants then
Bi .c1 y1 C c2y2 / D c1 Bi .y1 / C c2 Bi .y2 /; i D 1; 2:
In Exercises 2–7 solve the boundary value problem.
2. y 00 y D x, y.0/ D 2, y.1/ D 1
00
3. y D2 3x, y.0/ D 0, y.1/ y 0 .1/ D 0
4. y 00 y D x, y.0/ C y 0 .0/ D 3, y.1/ y 0 .1/ D 2
5. y 00 C 4y D 1, y.0/ D 3, y.=2/ C y 0 .=2/ D 7
6. y 00 2y 0 C y D 2e x , y.0/ 2y 0 .0/ D 3, y.1/ C y 0 .1/ D 6e
7. y 00 7y 0 C 12y D 4e 2x , y.0/ C y 0 .0/ D 8, y.1/ D 7e 2 (see Example 13.1.5)
8. State a condition on F such that the boundary value problem
y 00 D F .x/; y.0/ D 0; y.1/ y 0 .1/ D 0
has a solution, and find all solutions.
Section 13.1 Two-Point Boundary Value Problems 687
9. (a) State a condition on a and b such that the boundary value problem
y 00 C y D F .x/; y.a/ D 0; y.b/ D 0 (A)
has a unique solution for every continuous F , and find the solution by the method used to
prove Theorem 13.1.3
(b) In the case where a and b don’t satisfy the condition you gave for (a), state necessary and
sufficient on F such that (A) has a solution, and find all solutions by the method used to
prove Theorem 13.1.4.
10. Follow the instructions in Exercise 9 for the boundary value problem
y 00 C y D F .x/; y.a/ D 0; y 0 .b/ D 0:
11. Follow the instructions in Exercise 9 for the boundary value problem
y 00 C y D F .x/; y 0 .a/ D 0; y 0 .b/ D 0:
In Exercises 12–15 find a formula for the solution of the boundary problem by the method used to prove
Theorem 13.1.3. Assume that a < b.
12. y 00 y D F .x/, y.a/ D 0, y.b/ D 0
00
13. y y D F .x/, y.a/ D 0, y 0 .b/ D 0
14. y 00 y D F .x/, y 0 .a/ D 0, y 0 .b/ D 0
15. y 00 y D F .x/, y.a/ y 0 .a/ D 0, y.b/ C y 0 .b/ D 0
In Exercises 16–19 find all values of ! such that boundary problem has a unique solution, and find the
solution by the method used to prove Theorem 13.1.3. For other values of !, find conditions on F such
that the problem has a solution, and find all solutions by the method used to prove Theorem 13.1.4.
16. y 00 C ! 2 y D F .x/, y.0/ D 0, y. / D 0
00 2
17. y C ! y D F .x/, y.0/ D 0, y 0 . / D 0
18. y 00 C ! 2 y D F .x/, y 0 .0/ D 0, y. / D 0
19. y 00 C ! 2 y D F .x/, y 0 .0/ D 0, y 0 . / D 0
20. Let f´1 ; ´2 g be a fundamental set of solutions of Ly D 0. Given that the homogeneous boundary
value problem
Ly D 0; B1.y/ D 0; B2.y/ D 0
has a nontrivial solution, express it explicity in terms of ´1 and ´2 .
21. If the boundary value problem has a solution for every continuous F , then find the Green’s function
for the problem and use it to write an explicit formula for the solution. Otherwise, if the boundary
value problem does not have a solution for every continuous F , find a necessary and sufficient
condition on F for the problem to have a solution, and find all solutions. Assume that a < b.
(a) y 00 D F .x/, y.a/ D 0, y.b/ D 0
(b) y 00 D F .x/, y.a/ D 0, y 0 .b/ D 0
(c) y 00 D F .x/, y 0 .a/ D 0, y.b/ D 0
(d) y 00 D F .x/, y 0 .a/ D 0, y 0 .b/ D 0
688 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
22. Find the Green’s function for the boundary value problem
y 00 D F .x/; y.0/ 2y 0 .0/ D 0; y.1/ C 2y 0 .1/ D 0: (A)
Then use the Green’s function to solve (A) with (a) F .x/ D 1, (b) F .x/ D x, and (c) F .x/ D x 2 .
23. Find the Green’s function for the boundary value problem
x 2 y 00 C xy 0 C .x 2 1=4/y D F .x/; y.=2/ D 0; y. / D 0; (A)
given that
cos x sin x
y1 .x/ D p and y2 .x/ D p
x x
are solutions of the complementary equation. Then use the Green’s function to solve (A) with (a)
F .x/ D x 3=2 and (b) F .x/ D x 5=2.
24. Find the Green’s function for the boundary value problem
x 2 y 00 2xy 0 C 2y D F .x/; y.1/ D 0; y.2/ D 0; (A)
given that fx; x 2g is a fundamental set of solutions of the complementary equation. Then use the
Green’s function to solve (A) with (a) F .x/ D 2x 3 and (b) F .x/ D 6x 4 .
25. Find the Green’s function for the boundary value problem
x 2y 00 C xy 0 y D F .x/; y.1/ 2y 0 .1/ D 0; y 0 .2/ D 0; (A)
given that fx; 1=xg is a fundamental set of solutions of the complementary equation. Then use the
Green’s function to solve (A) with (a) F .x/ D 1, (b) F .x/ D x 2 , and (c) F .x/ D x 3 .
In Exercises 26–30 find necessary and sufficient conditions on ˛, ˇ, , and ı for the boundary value
problem to have a unique solution for every continuous F , and find the Green’s function.
26. y 00 D F .x/, ˛y.0/ C ˇy 0 .0/ D 0, y.1/ C ıy 0 .1/ D 0
27. y 00 C y D F .x/, ˛y.0/ C ˇy 0 .0/ D 0, y. / C ıy 0 . / D 0
28. y 00 C y D F .x/, ˛y.0/ C ˇy 0 .0/ D 0, y.=2/ C ıy 0 .=2/ D 0
29. y 00 2y 0 C 2y D F .x/, ˛y.0/ C ˇy 0 .0/ D 0, y. / C ıy 0 . / D 0
30. y 00 2y 0 C 2y D F .x/, ˛y.0/ C ˇy 0 .0/ D 0, y.=2/ C ıy 0 .=2/ D 0
31. Find necessary and sufficient conditions on ˛, ˇ, , and ı for the boundary value problem
y 00 y D F .x/; ˛y.a/ C ˇy 0 .a/ D 0; y.b/ C ıy 0 .b/ D 0 (A)
to have a unique solution for every continuous F , and find the Green’s function for (A). Assume
that a < b.
32. Show that the assumptions of Theorem 13.1.3 imply that the unique solution of
Ly D F; B1 .y/ D k1 ; B2 .y/ D f2
is Z b
k2 k1
yD G.x; t/F .t/ dt C .y1 /y1 C y2 :
a B2 B1.y2 /
Section 13.2 Sturm-Liouville Problems 689
13.2 STURM-LIOUVILLE PROBLEMS
In this section we consider eigenvalue problems of the form
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y C R.x/y D 0; B1.y/ D 0; B2.y/ D 0; (13.2.1)
where
B1.y/ D ˛y.a/ C ˇy 0 .a/ and B2.y/ D y.b/ C ıy 0 .b/:
As in Section 13.1, ˛, ˇ, , and ı are real numbers, with
˛ 2 C ˇ 2 > 0 and 2 C ı 2 > 0;
P0 , P1 , P2 , and R are continuous, and P0 and R are positive on Œa; b.
We say that is an eigenvalue of (13.2.1) if (13.2.1) has a nontrivial solution y. In this case, y is an
eigenfunction associated with , or a -eigenfunction. Solving the eigenvalue problem means finding all
eigenvalues and associated eigenfunctions of (13.2.1).
Example 13.2.1 Solve the eigenvalue problem
y 0 C 3y 0 C 2y C y D 0; y.0/ D 0; y.1/ D 0: (13.2.2)
Solution The characteristic equation of (13.2.2) is
r 2 C 3r C 2 C D 0;
with zeros p p
3C 1 4 3 1 4
r1 D and r2 D :
2 2
If < 1=4 then r1 and r2 are real and distinct, so the general solution of the differential equation in
(13.2.2) is
y D c1 e r1 t C c2 e r2 t :
The boundary conditions require that
c1 C c2 D 0
c1 e C c2 e r2
r1
D 0:
Since the determinant of this system is e r2 e r1 ¤ 0, the system has only the trivial solution. Therefore
isn’t an eigenvalue of (13.2.2).
If D 1=4 then r1 D r2 D 3=2, so the general solution of (13.2.2) is
3x=2
yDe .c1 C c2 x/:
The boundary condition y.0/ D 0 requires that c1 D 0, so y D c2 xe 3x=2 and the boundary condition
y.0/ requires that c2 D 0. Therefore D 1=4 isn’t an eigenvalue of (13.2.2).
If > 1=4 then
3 3
r1 D C i ! and r2 D i !;
2 2
with p
4 1 1 C 4! 2
!D or, equivalently, D : (13.2.3)
2 4
690 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
In this case the general solution of the differential equation in (13.2.2) is
3x=2
yDe .c1 cos !x C c2 sin !x/:
The boundary condition y.0/ D 0 requires that c1 D 0, so y D c2 e 3x=2 sin !x, which holds with
c2 ¤ 0 if and only if ! D n , where n is an integer. We may assume that n is a positive integer. (Why?).
From (13.2.3), the eigenvalues are n D .1 C 4n2 2/=4, with associated eigenfunctions
3x=2
yn D e sin n x; n D 1; 2; 3; : : : :
Example 13.2.2 Solve the eigenvalue problem
x 2 y 00 C xy 0 C y D 0; y.1/ D 0; y.2/ D 0: (13.2.4)
Solution If D 0, the differential equation in (13.2.4) reduces to x.xy 0 /0 D 0, so xy 0 D c1 ,
c1
y 0 D ; and y D c1 ln x C c2 :
x
The boundary condition y.1/ D 0 requires that c2 D 0, so y D c1 ln x. The boundary condition y.2/ D 0
requires that c1 ln 2 D 0, so c1 D 0. Therefore zero isn’t an eigenvalue of (13.2.4).
If < 0, we write D k 2 with k > 0, so (13.2.4) becomes
x 2 y 00 C xy 0 k 2 y D 0;
an Euler equation (Section 7.4) with indicial equation
r2 k 2 D .r k/.r C k/ D 0:
Therefore
y D c1 x k C c2 x k
:
The boundary conditions require that
c1 C c2 D 0
k k
2 c1 C 2 c2 D 0:
Since the determinant of this system is 2 k 2k ¤ 0, c1 D c2 D 0. Therefore (13.2.4) has no negative
eigenvalues.
If > 0 we write D k 2 with k > 0. Then (13.2.4) becomes
x 2 y 00 C xy 0 C k 2 y D 0;
an Euler equation with indicial equation
r 2 C k 2 D .r i k/.r C i k/ D 0;
so
y D c1 cos.k ln x/ C c2 sin.k ln x/:
The boundary condition y.1/ D 0 requires that c1 D 0. Therefore y D c2 sin.k ln x/. This holds with
c2 ¤ 0 if and only if k D n= ln 2, where n is a positive integer. Hence, the eigenvalues of (13.2.4) are
n D .n= ln 2/2 , with associated eigenfunctions
n
yn D sin ln x ; n D 1; 2; 3; : : : :
ln 2
For theoretical purposes, it’s useful to rewrite the differential equation in (13.2.1) in a different form,
provided by the next theorem.
Section 13.2 Sturm-Liouville Problems 691
Theorem 13.2.1 If P0 ; P1 ; P2 ; and R are continuous and P0 and R are positive on a closed interval
Œa; b; then the equation
P0 .x/y 00 C P1 .x/y 0 C P2 .x/y C R.x/y D 0 (13.2.5)
can be rewritten as
.p.x/y 0 /0 C q.x/y C r .x/y D 0; (13.2.6)
0
where p, p , q and r are continuous and p and r are positive on Œa; b:
Proof We begin by rewriting (13.2.5) as
y 00 C u.x/y 0 C v.x/y C R1 .x/y D 0; (13.2.7)
with u D P1 =P0 , v D P2 =P0 , and R1 D R=P0 . (Note that R1 is positive on Œa; b.) Now let p.x/ D
e U.x/ , where U is any antiderivative of u. Then p is positive on Œa; b and, since U 0 D u,
p 0 .x/ D p.x/u.x/ (13.2.8)
is continuous on Œa; b. Multiplying (13.2.7) by p.x/ yields
p.x/y 00 C p.x/u.x/y 0 C p.x/v.x/y C p.x/R1 .x/y D 0: (13.2.9)
Since p is positive on Œa; b, this equation has the same solutions as (13.2.5). From (13.2.8),
.p.x/y 0 /0 D p.x/y 00 C p 0 .x/y 0 D p.x/y 00 C p.x/u.x/y 0 ;
so (13.2.9) can be rewritten as in (13.2.6), with q.x/ D p.x/v.x/ and r .x/ D p.x/R1 .x/. This com-
pletes the proof.
It is to be understood throughout the rest of this section that p, q, and r have the properties stated in
Theorem 13.2.1. Moreover, whenever we write Ly in a general statement, we mean
Ly D .p.x/y 0 /0 C q.x/y:
The differential equation (13.2.6) is called a Sturm–Liouville equation, and the eigenvalue problem
.p.x/y 0 /0 C q.x/y C r .x/y D 0; B1.y/ D 0; B2.y/ D 0; (13.2.10)
which is equivalent to (13.2.1), is called a Sturm-Liouville problem.
Example 13.2.3 Rewrite the eigenvalue problem
y 00 C 3y 0 C .2 C /y D 0; y.0/ D 0; y.1/ D 0 (13.2.11)
of Example 13.2.1 as a Sturm-Liouville problem.
Solution Comparing (13.2.11) to (13.2.7) shows that u.x/ D 3, so we take U.x/ D 3x and p.x/ D e 3x .
Multiplying the differential equation in (13.2.11) by e 3x yields
e 3x .y 00 C 3y 0 / C 2e 3x y C e 3x y D 0:
Since
e 3x .y 00 C 3y 0 / D .e 3x y 0 /0 ;
(13.2.11) is equivalent to the Sturm–Liouville problem
.e 3x y 0 /0 C 2e 3x y C e 3x y D 0; y.0/ D 0; y.1/ D 0: (13.2.12)
692 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
Example 13.2.4 Rewrite the eigenvalue problem
x 2 y 00 C xy 0 C y D 0; y.1/ D 0; y.2/ D 0 (13.2.13)
of Example 13.2.2 as a Sturm-Liouville problem.
Solution Dividing the differential equation in (13.2.13) by x 2 yields
1 0
y 00 C y C 2 y D 0:
x x
Comparing this to (13.2.7) shows that u.x/ D 1=x, so we take U.x/ D ln x and p.x/ D e ln x D x.
Multiplying the differntial equation by x yields
xy 00 C y 0 C y D 0:
x
Since
xy 00 C y 0 D .xy 0 /0 ;
(13.2.13) is equivalent to the Sturm–Liouville problem
.xy 0 /0 C y D 0; y.1/ D 0; y.2/ D 0: (13.2.14)
x
Problems 1–4 of Section 11.1 are Sturm–Liouville problems. (Problem 5 isn’t , although some authors
use a definition of Sturm-Liouville problem that does include it.) We were able to find the eigenvalues
of Problems 1-4 explicitly because in each problem the coefficients in the boundary conditions satisfy
˛ˇ D 0 and ı D 0; that is, each boundary condition involves either y or y 0 , but not both. If this isn’t
true then the eigenvalues can’t in general be expressed exactly by simple formulas; rather, approximate
values must be obtained by numerical solution of equations derived by requiring the determinants of
certain 2 2 systems of homogeneous equations to be zero. To apply the numerical methods effectively,
graphical methods must be used to determine approximate locations of the zeros of these determinants.
Then the zeros can be computed accurately by numerical methods.
Example 13.2.5 Solve the Sturm–Liouville problem
y 00 C y D 0; y.0/ C y 0 .0/ D 0; y.1/ C 3y 0 .1/ D 0: (13.2.15)
Solution If D 0, the differential equation in (13.2.15) reduces to y 00 D 0, with general solution
y D c1 C c2x. The boundary conditions require that
c1 C c2 D 0
c1 C 4c2 D 0;
so c1 D c2 D 0. Therefore zero isn’t an eigenvalue of (13.2.15).
If < 0, we write D k 2 where k > 0, and the differential equation in (13.2.15) becomes y 00
2
k y D 0, with general solution
y D c1 cosh kx C c2 sinh kx; (13.2.16)
so
y 0 D k.c1 sinh kx C c2 cosh kx/:
Section 13.2 Sturm-Liouville Problems 693
k
1 2 3 4
Figure 13.2.1 u D tanh k and u D 2k=.1 3k 2 /
The boundary conditions require that
c1 C kc2 D 0
(13.2.17)
.cosh k C 3k sinh k/c1 C .sinh k C 3k cosh k/c2 D 0:
The determinant of this system is
ˇ ˇ
ˇ 1 k ˇ
DN .k/ D ˇˇ ˇ
cosh k C 3k sinh k sinh k C 3k cosh k ˇ
D .1 3k 2 / sinh k C 2k cosh k:
Therefore the system (13.2.17) has a nontrivial solution if and only if DN .k/ D 0 or, equivalently,
2k
tanh k D : (13.2.18)
1 3k 2
p
p(Figure 13.2.1) has a vertical asymptote atpk D 1= 3. Since the two sides have
The graph of the right side
different signs if k < 1= 3, this equation has no solution in .0; 1= 3/. Figure 13.2.1 shows the graphs
of the two sides of (13.2.18) on an interval to the right of the vertical asymptote, which is indicated by
the dashed line. You can see that the two curves intersect near k0 D 1:2, Given this estmate, you can use
Newton’s to compute k0 more accurately. We computed k0 1:1219395. Therefore k02 1:2587483
is an eigenvalue of (13.2.15). From (13.2.16) and the first equation in (13.2.17),
y0 D k0 cosh k0 x sinh k0 x:
If > 0 we write D k 2 where k > 0, and differential equation in (13.2.15) becomes y 00 C k 2 y D 0,
with general solution
y D cos kx C c2 sin kx; (13.2.19)
694 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
so
y 0 D k. c1 sin kx C c2 cos kx/:
The boundary conditions require that
c1 C kc2 D 0
(13.2.20)
.cos k 3k sin k/c1 C .sin k C 3k cos k/c2 D 0:
The determinant of this system is
ˇ ˇ
ˇ 1 k ˇ
DP .k/ D ˇˇ ˇ
cos k 3k sin k sin k C 3k cos k ˇ
D .1 C 3k 2 / sin k C 2k cos k:
The system (13.2.20) has a nontrivial solution if and only if DP .k/ D 0 or, equivalently,
2k
tan k D :
1 C 3k 2
Figure 13.2.2 shows the graphs of the two sides of this equation. You can see from the figure that the
graphs intersect at infinitely many points kn n (n D 1, 2, 3,. . . ), where the error in this approximation
approaches zero as n ! 1. Given this estimate, you can use Newton’s method to compute kn more
accurately. We computed
k1 2:9256856;
k2 6:1765914;
k3 9:3538959;
k4 12:5132570:
The estimates of the corresponding eigenvalues n D kn2 are
1 8:5596361;
2 38:1502809;
3 87:4953676;
4 156:5815998:
From (13.2.19) and the first equation in (13.2.20),
yn D kn cos kn x sin kn x
is an eigenfunction associated with n
Since the differential equations in (13.2.12) and (13.2.14) are more complicated than those in (13.2.11)
and (13.2.13) respectively, what is the point of Theorem 13.2.1? The point is this: to solve a specific
problem, it may be better to deal with it directly, as we did in Examples 13.2.1 and 13.2.2; however, we’ll
see that transforming the general eigenvalue problem (13.2.1) to the Sturm–Liouville problem (13.2.10)
leads to results applicable to all eigenvalue problems of the form (13.2.1).
Theorem 13.2.2 If
Ly D .p.x/y 0 /0 C q.x/y
and u and v are twice continuously functions on Œa; b that satisfy the boundary conditions B1 .y/ D 0
and B2 .y/ D 0; then
Z b
Œu.x/Lv.x/ v.x/Lu.x/ dx D 0: (13.2.21)
a
Section 13.2 Sturm-Liouville Problems 695
−1
k=π k = 2π k = 3π k = 4π
Figure 13.2.2 u D tan k and u D 2k=.1 C k/
Proof Integration by parts yields
Z b Z b
Œu.x/Lv.x/ v.x/Lu.x/ dx D Œu.x/.p.x/v 0 .x//0 v.x/.p.x/u0 .x//0 dx
a a
ˇb
ˇ
D p.x/Œu.x/v 0 .x/ u0 .x/v.x/ˇˇ
a
Z b
p.x/Œu0 .x/v 0 .x/ u0 .x/v 0 .x/ dx:
a
Since the last integral equals zero,
Z b
ˇb
0 0 0
ˇ
Œu.x/Lv.x/ v.x/Lu.x/ dx D p.x/Œu.x/v .x/ u .x/v .x/ˇˇ : (13.2.22)
a a
By assumption, B1 .u/ D B1.v/ D 0 and B2 .u/ D B2 .v/ D 0. Therefore
˛u.a/ C ˇu0 .a/ D 0 u.b/ C ıu0 .b/ D 0
and
˛v.a/ C ˇv 0 .a/ D 0 v.b/ C ıv 0.b/ D 0:
Since ˛ 2 C ˇ 2 > 0 and 2 C ı 2 > 0, the determinants of these two systems must both be zero; that is,
u.a/v 0 .a/ u0 .a/v.a/ D u.b/v 0 .b/ u0 .b/v.b/ D 0:
This and (13.2.22) imply (13.2.21), which completes the proof.
The next theorem shows that a Sturm–Liouville problem has no complex eigenvalues.
696 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
Theorem 13.2.3 If D p C qi with q ¤ 0 then the boundary value problem
Ly C r .x/y D 0; B1.y/ D 0; B2.y/ D 0
has only the trivial solution.
Proof For this theorem to make sense, we must consider complex-valued solutions of
Ly C .p C i q/r .x; y/y D 0: (13.2.23)
If y D u C iv where u and v are real-valued and twice differentiable, we define y 0 D u0 C iv 0 and
y 00 D u00 C iv 00 . We say that y is a solution of (13.2.23) if the real and imaginary parts of the left side of
(13.2.23) are both zero. Since Ly D .p.x/0 y/0 C q.x/y and p, q, and r are real-valued,
Ly C r .x/y D L.u C iv/ C .p C i q/r .x/.u C iv/
D Lu C r .x/.pu qv/ C i ŒLv C r .x/.pu C qv/;
so Ly C r .x/y D 0 if and only if
Lu C r .x/.pu qv/ D 0
Lv C r .x/.qu C pv/ D 0:
Multiplying the first equation by v and the second by u yields
vLu C r .x/.puv qv 2/ D 0
uLv C r .x/.qu2 C puv/ D 0:
Subtracting the first equation from the second yields
uLv vLu C qr .x/.u2 C v 2 / D 0;
so Z b Z b
Œu.x/Lv.x/ v.x/Lu.x/ dx C r .x/Œu2 .x/ C v 2 .x/ dx D 0: (13.2.24)
a a
Since
B1 .y/ D B1 .u C iv/ D B1.u/ C iB1.v/
and
B2 .y/ D B2 .u C iv/ D B2 .u/ C iB2.v/;
B1 .y/ D 0 and B2 .y/ D 0 implies that
B1.u/ D B2 .u/ D B1 .v/ D B2 .v/ D 0:
Therefore Theorem 13.2.2 implies that first integral in (13.2.24) equals zero, so (13.2.24) reduces to
Z b
q r .x/Œu2 .x/ C v 2.x/ dx D 0:
a
Since r is positive on Œa; b and q ¤ 0 by assumption, this implies that u 0 and v 0 on Œa; b.
Therefore y 0 on Œa; b, which completes the proof.
Section 13.2 Sturm-Liouville Problems 697
Theorem 13.2.4 If 1 and 2 are distinct eigenvalues of the Sturm–Liouville problem
Ly C r .x/y D 0; B1.y/ D 0; B2.y/ D 0 (13.2.25)
with associated eigenfunctions u and v respectively; then
Z b
r .x/u.x/v.x/ dx D 0: (13.2.26)
a
Proof Since u and v satisfy the boundary conditions in (13.2.25), Theorem 13.2.2 implies that
Z b
Œu.x/Lv.x/ v.x/Lu.x/ dx D 0:
a
Since Lu D 1 r u and Lv D 2 r v, this implies that
Z b
.1 2 / r .x/u.x/v.x/ dx D 0:
a
Since 1 ¤ 2 , this implies (13.2.26), which completes the proof.
If u and v are any integrable functions on Œa; b and
Z b
r .x/u.x/v.x/ dx D 0;
a
we say that u and v orthogonal on Œa; b with respect to r D r .x/.
Theorem 13.1.1 implies the next theorem.
Theorem 13.2.5 If u ¥ 0 and v both satisfy
Ly C r .x/y D 0; B1 .y/ D 0; B2 .y/ D 0;
then v D cu for some constant c:
We’ve now proved parts of the next theorem. A complete proof is beyond the scope of this book.
Theorem 13.2.6 The set of all eigenvalues of the Sturm–Liouville problem
Ly C r .x/y D 0; B1.y/ D 0; B2.y/ D 0
can be ordered as
1 < 2 < < n < ;
and
lim n D 1:
n!1
For each n; if yn is an arbitrary n -eigenfunction; then every n -eigenfunction is a constant multiple of
yn : If m ¤ n; ym and yn are orthogonal Œa; b with respect to r D r .x/I that is;
Z b
r .x/ym .x/yn .x/ dx D 0: (13.2.27)
a
You may want to verify (13.2.27) for the eigenfunctions obtained in Examples 13.2.1 and 13.2.2.
In conclusion, we mention the next theorem. The proof is beyond the scope of this book.
698 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
Theorem 13.2.7 Let 1 < 2 < < n < be the eigenvalues of the Sturm–Liouville problem
Ly C r .x/y D 0; B1 .y/ D 0; B2 .y/ D 0;
with associated eigenvectors y1 ; y2 ; . . . , yn ; . . . : Suppose f is piecewise smooth .Definition 11.2.3/ on
Œa; b: For each n; let
Z b
r .x/f .x/yn .x/ dx
cn D a Z b :
2
r .x/yn .x/ dx
a
Then
1
f .x / C f .xC/ X
D cn yn .x/
2 nD1
for all x in the open interval .a; b/:
13.2 Exercises
In Exercises 1–7 rewrite the equation in Sturm–Liouville form .with D 0/. Assume that b; c; ˛; and
are contants:
1. y 00 C by 0 C cy D 0
2. x 2y 00 C xy 0 C .x 2 2 /y D 0 (Bessel’s equation)
3. .1 x 2 /y 00 xy 0 C ˛ 2y D 0 (Chebyshev’s equation)
4. x 2y 00 C bxy 0 C cy D 0 (Euler’s equation)
5. y 00 2xy 0 C 2˛y D 0 (Hermite’s equation)
00 0
6. xy C .1 x/y C ˛y D 0 (Laguerre’s equation)
7. .1 x 2 /y 00 2xy 0 C ˛.˛ C 1/y D 0 (Legendre’s equation)
8. In Example 13.2.4 we found that the eigenvalue problem
x 2 y 00 C xy 0 C y D 0; y.1/ D 0; y.2/ D 0 (A)
is equivalent to the Sturm-Liouville problem
.xy 0 /0 C y D 0; y.1/ D 0; y.2/ D 0: (B)
x
Multiply the differential equation in (B) by y and integrate to show that
2 2
y 2 .x/
Z Z
dx D x.y 0 .x//2 dx:
1 x 1
Conclude from this that the eigenvalues of (A) are all positive.
9. Solve the eigenvalue problem
y 00 C 2y 0 C y C y D 0; y.0/ D 0; y.1/ D 0:
Section 13.2 Sturm-Liouville Problems 699
10. Solve the eigenvalue problem
y 00 C 2y 0 C y C y D 0; y 0 .0/ D 0; y 0 .1/ D 0:
In Exercises 11–20 W (a) Determine whether D 0 is an eigenvalue. If it is, find an associated eigenfunc-
tion.
(b) Compute the negative eigenvalues with errors not greater than 5 10 8. State the form of the
associated eigenfunctions.
(c) Compute the first four positive eigenvalues with errors not greater than 5 10 8: State the form of
the associated eigenfunctions.
11. C y 00 C y D 0, y.0/ C 2y 0 .0/ D 0, y.2/ D 0
12. C y 00 C y D 0, y 0 .0/ D 0, y.1/ 2y 0 .1/ D 0
13. C y 00 C y D 0, y.0/ y 0 .0/ D 0, y 0 . / D 0
14. C y 00 C y D 0, y.0/ C 2y 0 .0/ D 0, y. / D 0
15. C y 00 C y D 0, y 0 .0/ D 0, y.2/ y 0 .2/ D 0
16. C y 00 C y D 0, y.0/ C y 0 .0/ D 0, y.2/ C 2y 0 .2/ D 0
17. C y 00 C y D 0, y.0/ C 2y 0 .0/ D 0, y.3/ 2y 0 .3/ D 0
18. C y 00 C y D 0, 3y.0/ C y 0 .0/ D 0, 3y.2/ 2y 0 .2/ D 0
19. C y 00 C y D 0, y.0/ C 2y 0 .0/ D 0, y.3/ y 0 .3/ D 0
20. C y 00 C y D 0, 5y.0/ C 2y 0 .0/ D 0, 5y.1/ 2y 0 .1/ D 0
21. Find the first five eigenvalues of the boundary value problem
y 00 C 2y 0 C y C y D 0; y.0/ D 0; y 0 .1/ D 0
with errors not greater than 5 10 8. State the form of the associated eigenfunctions.
In Exercises 22–24 take it as given that fxe kx ; xe kx g and fx cos kx; x sin kxg are fundamental sets of
solutions of
x 2 y 00 2xy 0 C 2y k 2 x 2 y D 0
and
x 2 y 00 2xy 0 C 2y C k 2 x 2 y D 0;
respectively.
22. Solve the eigenvalue problem for
x 2 y 00 2xy 0 C 2y C x 2 y D 0; y.1/ D 0; y.2/ D 0:
23. C Find the first five eigenvalues of
x 2 y 00 2xy 0 C 2y C x 2 y D 0; y 0 .1/ D 0; y.2/ D 0
8
with errors no greater than 5 10 . State the form of the associated eienfunctions.
700 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
24. C Find the first five eigenvalues of
x 2 y 00 2xy 0 C 2y C x 2 y D 0; y.1/ D 0; y 0 .2/ D 0
8
with errors no greater than 5 10 . State the form of the associated eienfunctions.
25. Consider the Sturm-Liouville problem
y 00 C y D 0; y.0/ D 0; y.L/ C ıy 0 .L/ D 0: (A)
(a) Show that (A) can’t have more than one negative eigenvalue, and find the values of ı for which
it has one.
(b) Find all values of ı such that D 0 is an eigenvalue of (A).
(c) Show that D k 2 with k > 0 is an eigenvalue of (A) if and only if
tan kL D ık: (B)
(d) For n D 1, 2, . . . , let yn be an eigenfunction associated with n D kn2 . From Theorem 13.2.4,
ym and yn are orthogonal over Œ0; L if m ¤ n. Verify this directly. H INT: Integrate by parts twice
and use (B).
26. Solve the Sturm-Liouville problem
y 00 C y D 0; y.0/ C ˛y 0 .0/ D 0; y. / C ˛y 0 . / D 0;
where ˛ ¤ 0.
27. L Consider the Sturm-Liouville problem
y 00 C y D 0; y.0/ C ˛y 0 .0/ D 0; y.1/ C .˛ 1/y 0 .1/ D 0; (A)
where 0 < ˛ < 1.
(a) Show that D 0 is an eigenvalue of (A), and find an associated eigenfunction.
(b) Show that (A) has a negative eigenvalue, and find the form of an associated eigenfunction.
(c) Give a graphical argument to show that (A) has infinitely many positive eigenvalues 1 < 2 <
< n < , and state the form of the associated eigenfunctions.
Exercises 28–30 deal with the Sturm–Liouville problem
y 00 C y D 0; ˛y.0/ C ˇy 0 .0/; y.L/ C ıy 0 .L/ D 0; (SL)
where ˛ 2 C ˇ 2 > 0 and 2 C ı 2 > 0.
28. Show that D 0 is an eigenvalue of (SL) if and only if
˛.L C ı/ ˇ D 0:
29. L The point of this exercise is that (SL) can’t have more than two negative eigenvalues.
(a) Show that is a negative eigenvalue of (SL) if and only if D k 2 , where k is a positive
solution of
.˛ ˇık 2/ sinh kL C k.˛ı ˇ/ cosh kL:
Section 13.2 Sturm-Liouville Problems 701
(b) Suppose ˛ı ˇ D 0. Show that (SL) has a negative eigenvalue if and only if ˛ and ˇı are
both nonzero. Find the negative eigenvalue and an associated eigenfunction. H INT: Show that in
this case D p˛ and s D qˇ, where q ¤ 0.
(c) Suppose ˇ ˛ı ¤ 0. We know from Section 11.1 that (SL) has no negative eigenvalues if
˛ D 0 and ˇı D 0. Assume that either ˛ ¤ 0 or ˇı ¤ 0. Then we can rewrite (A) as
k.ˇ ˛ı/
tanh kL D :
˛ ˇık 2
By graphing both sides of this equation on the same axes (there are several possibilities for the right
side), show that it has at most two positive solutions, so (SL) has at most two negative eigenvalues.
30. L The point of this exercise is that (SL) has infinitely many positive eigenvalues 1 < 2 <
< n < , and that limn!1 n D 1.
(a) Show that is a positive eigenvalue of (SL) if and only if D k 2 , where k is a positive solution
of
.˛ C ˇık 2/ sin kL C k.˛ı ˇ/ cos kL D 0: (A)
(b) Suppose ˛ı ˇ D 0. Show that the positive eigenvalues of (SL) are n D .n=L/2 , n D 1,
2, 3, . . . . H INT: Recall the hint in Exercise 29(b).
Now suppose ˛ı ˇ ¤ 0. From Section 11.1, if ˛ D 0 and ˇı D 0, then (SL) has the
eigenvalues
n D Œ.2n 1/=2L2; n D 1; 2; 3; : : :
(why?), so let’s suppose in addition that at least one of the products ˛ and ˇı is nonzero. Then
we can rewrite (A) as
k.ˇ ˛ı/
tan kL D : (B)
˛ ˇık 2
By graphing both sides of this equation on the same axes (there are several possibilities for the
right side), convince yourself of the following:
(c) If ˇı D 0, there’s a positive integer N such that (B) has one solution kn in each of the intervals
..2n 1/=L; .2n C 1/=L// ; n D N; N C 1; N C 2; : : : ; (C)
and either
.2n 1/ .2n C 1/
lim kn D 0 or lim kn D 0:
n!1 2L n!1 2L
(d) If ˇı ¤ 0, there’s a positive integer N such that (B) has one solution kn in each of the intervals
(C) and n
lim kn D 0:
n!1 N
31. The following Sturm–Liouville problems are genera1izations of Problems 1–4 of Section 11.1.
Problem 1: .p.x/y 0 /0 C r .x/y D 0, y.a/ D 0, y.b/ D 0
0 0 0
Problem 2: .p.x/y / C r .x/y D 0, y .a/ D 0, y 0 .b/ D 0
Problem 3: .p.x/y 0 /0 C r .x/y D 0, y.a/ D 0, y 0 .b/ D 0
0 0 0
Problem 4: .p.x/y / C r .x/y D 0, y .a/ D 0, y.b/ D 0
Prove: Problems 1–4 have no negative eigenvalues. Moreover, D 0 is an eigenvalue of Problem 2
with associated eigenfunction y0 D 1, but D 0 isn’t an eigenvalue of Problems 1, 3, and 4.
H INT: See the proof of Theorem 11.1.1.
702 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
32. Show that the eigenvalues of the Sturm–Liouville problem
.p.x/y 0 /0 C r .x/y D 0; ˛y.a/ C ˇy 0 .a/ D 0; y.b/ C ıy 0 .b/
are all positive if ˛ˇ 0, ı 0, and .˛ˇ/2 C .ı/2 > 0.
Section 13.2 Sturm-Liouville Problems 703
A BRIEF TABLE OF INTEGRALS
u˛C1
Z
u˛ du D C c, ˛ ¤ 1
˛C1
du
Z
D ln juj C c
u
Z
cos u du D sin u C c
Z
sin u du D cos u C c
Z
tan u du D ln j cos uj C c
Z
cot u du D ln j sin uj C c
Z
sec2 u du D tan u C c
Z
csc2 u du D cot u C c
Z
sec u du D ln j sec u C tan uj C c
u 1
Z
cos2 u du D C sin 2u C c
2 4
Z
u 1
sin2 u du D sin 2u C c
2 4
du
Z
1
du D tan uCc
1 C u2
du
Z
p du D sin 1 u C c
1 u2
Z ˇ ˇ
1 1 ˇˇ u 1 ˇˇ
du D ln ˇ Cc
u2 1 2 u C 1ˇ
Z
cosh u du D sinh u C c
Z
sinh u du D cosh u C c
Z Z
u dv D uv v du
Z
u cos u du D u sin u C cos u C c
704 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
Z
u sin u du D u cos u C sin u C c
Z
ue u du D ue u eu C c
e u . cos !u C ! sin !u/
Z
e u cos !u du D Cc
2 C ! 2
e u . sin !u ! cos !u/
Z
e u sin !u du D Cc
2 C ! 2
Z
ln juj du D u ln juj uCc
u2 ln juj u2
Z
u ln juj du D Cc
2 4
sin.!1 C !2 /u sin.!1 !2 /u
Z
cos !1 u cos !2 u du D C Cc .!1 ¤ ˙!2 /
2.!1 C !2 / 2.!1 !2 /
sin.!1 C !2 /u sin.!1
Z
!2 /u
sin !1 u sin !2 u du D C Cc .!1 ¤ ˙!2 /
2.!1 C !2 / 2.!1 !2 /
cos.!1 C !2 /u cos.!1 !2 /u
Z
sin !1 u cos !2 u du D Cc .!1 ¤ ˙!2 /
2.!1 C !2 / 2.!1 !2 /
Answers to Selected
Exercises
Section 1.2 Answers, pp. 14–15
1:2:1 (p. 14) (a) 3 (b) 2 (c) 1 (d) 2
x2
1:2:3 (p. 14) (a) y D C c (b) y D x cos x sin x C c
2
x2 x2
(c) y D ln x C c (d) y D x cos x C 2 sin x C c1 C c2 x
2 4
x3
(e) y D .2x 4/e x C c1 C c2 x (f) y D sin x C e x C c1 C c2 x
3
x5
(g) y D sin x C c1 C c2 x C c3x 2 (h) y D C e x C c1 C c2 x C c3 x 2
60
7 4x
(i) y D e C c1 C c2 x C c3 x 2
64
1 p
1:2:4 (p. 14) (a) y D .x 1/e x (b) y D 1 cos x 2 (c) y D 3 ln. 2 cos x/
2
47 37 x5 1 1 2x 29
(d) y D .x 2/ C (e) y D xe 2x e C
15 5 30 4 4 4
x2
(f) y D x sin x C 2 cos x 3x 1 (g) y D .x 2 6x C 12/e x C 8x 11
2
x3 cos 2x 7 7 x4 x3 1 26 5
(h) y D C C x2 6x C (i) y D C C .x 2/2 .x 2/
3 6 4 8 12 6 2 3 3
1:2:7 (p. 15) (a) 576 ft (b) 10 s 1:2:8 (p. 15) (b) y D 0 1:2:10 (p. 15) (a) . 2c 2; 1/ . 1; 1/
705
706 Answers to Selected Exercises
Section 2.1 Answers, pp. 41–44
ax x3 .ln x/2 =2
2:1:1 (p. 41) y D e 2:1:2 (p. 41) y D ce 2:1:3 (p. 41) y D ce
c 1=x e .x 1/
e
2:1:4 (p. 41) y D 2:1:5 (p. 41) y D ce 2:1:6 (p. 41) y D 2:1:7 (p. 41) y D
x3 x x ln x
2:1:8 (p. 41) y D 2:1:9 (p. 41) y D 2.1 C x 2 / 2:1:10 (p. 41) y D 3x k
x sin x
1 3x 2 c
2:1:11 (p. 41) y D c.cos kx/1= k 2:1:12 (p. 41) y D C ce 2:1:13 (p. 41) y D C ex
3 x x
x2 e x Cc
x2 7 ln jxj 3 c
2:1:14 (p. 41) y D e Cc 2:1:15 (p. 41) y D 2
2:1:16 (p. 42) y D C xC
2 1Cx x 2 x
3
2 x c
2:1:17 (p. 42) y D .x 1/ 4
.ln jx 1j cos x C c/ 2:1:18 (p. 42) y D e x C
4 x
2 ln jxj 1 c c cos x
2:1:19 (p. 42) y D C C 2 2:1:20 (p. 42) y D .x C c/ cos x 2:1:21 (p. 42) y D
x2 2 x .1 C x/2
1 .x 2/3 .x 2/5 sin2 x
2:1:22 (p. 42) y D Cc 2:1:23 (p. 42) y D .x C c/e
2 .x 1/ .x 1/
ex ex c e 3x e 7x 2x C 1
2:1:24 (p. 42) y D C . y D 2:1:26 (p. 42)
x2 x 3 x 2 10 .1 C x 2 /2
1 C x2
1 2 ln jxj x 1 1
2:1:27 (p. 42) y D 2 ln 2:1:29 (p. 42) y D C 2:1:28 (p. 42) y D .sin x C csc x/
x 2 x 2 2x 2
2 ln jxj x 1 3
2:1:29 (p. 42) y D C 2:1:30 (p. 42) y D .x 1/ Œln.1 x/ cos x
x 2 2x
1 1 5 x2
2:1:31 (p. 42) y D 2x 2 C .0; 1/ 2:1:32 (p. 42) y D x 2 .1 ln x/ 2:1:33 (p. 42) y D C e
x2 2 2
ln jx1j C tan x C 1 ln jxj C x 2 C 1
2:1:34 (p. 42) y D 3
2:1:35 (p. 42) y D
.x 1/ .x C 2/4
2 1 2
2:1:36 (p. 42) y D .x 1/ ln jx 1j 4
2
Z x
2 2 x2 2 t2
2:1:37 (p. 42) y D .x 5/ 7 C ln jx 5j 2:1:38 (p. 42) y D e 3C t e dt
0
Z x Z x
1 sin t x tan t
2:1:39 (p. 42) y D 2C dt 2:1:40 (p. 43) y D e dt
x 1 t 1 t
Z x x
et
Z
1 1 2
2:1:41 (p. 43) y D 1 C dt 2:1:42 (p. 43) y D 2e .x 1/
Ce x
e t e t dt
1 C x2 0 1Ct
2 x 1
Answers to Selected Exercises 707
x
r r t r
Z
a.x x0 / ax
2:1:43 (p. 43) G D C G0 e limt !1 G.t/ D 2:1:45 (p. 43) (a) y D y0 e Ce e at f .t/ dt
x0
1=2
1 1 3x 1 c
2:1:48 (p. 44) (a) y D tan C ce (b) y D ˙ ln C 2
3 x x
c x
(c) y D exp x 2 C 2 (d) y D 1 C
x c C 3 ln jxj
Section 2.2 Answers, pp. 52–55
p
2:2:1 (p. 52) y D 2 ˙ 2.x 3 C x 2 C x C c/
2:2:2 (p. 52) ln.j sin yj/ D cos x C c; y k , k D integer
c .ln y/2 x3
2:2:3 (p. 52) y D y 1 2:2:4 (p. 52) D Cc
x c 2 3
2:2:5 (p. 52) y 3 C 3 sin y C ln jyj C ln.1 C x 2 / C tan 1
x D c; y 0
2 !1=2
x
2:2:6 (p. 52) y D ˙ 1 C ; y ˙1
1 C cx
3 1/2 =2
ce .x
x c 2
2:2:7 (p. 52) y D tan C c 2:2:8 (p. 52) y D p 2:2:9 (p. 52) y D I y1
3 1Cx 2 1 ce .x 1/2 =2
2:2:10 (p. 52) y D 1 C 3x 2 C 9x C c/1=3
r 2
2 3 11 e .x 4/=2
2:2:11 (p. 52) y D 2 C x C 3x 2 C 4x 2:2:12 (p. 52) y D 2
3 3 2 e .x 4/=2
3
2:2:13 (p. 52) y 3 C 2y 2 C x 2 C sin x D 3 2:2:14 (p. 53) .y C 1/.y 1/ .y 2/2 D 256.x C 1/ 6
x2 1
2:2:15 (p. 53) y D 1C3e 2:2:16 (p. 53) y D p 2:2:17 (p. 53) y 1I . 1; 1/
2e 2x 2 1
p p !
x2
4 e 1C 4x 2 15 15
2:2:18 (p. 53) y D I . 1; 1/ 2:2:19 (p. 53) y D I ;1
2 e x2 2 2
2 p
2:2:20 (p. 53) y D 2x
. 1; 1/ 2:2:21 (p. 53) y D 25 x2; . 5; 5/
1Ce
1=3
xC1
2:2:22 (p. 53) y 2; . 1; 1/ 2:2:23 (p. 53) y D 3 ; . 1; 2/
2x 4
x Cc p
2:2:24 (p. 53) y D 2:2:25 (p. 53) y D x cos c C 1 x 2 sin cI y 1I y 1
1 cx
708 Answers to Selected Exercises
P0
2:2:26 (p. 53) y D x C 3=2 2:2:28 (p. 53) P D at
; limt !1 P .t/ D 1=˛
˛P0 C .1 ˛P0 /e
SI0
2:2:29 (p. 53) I D rS t
I0 C .S I0 /e
I0
2:2:30 (p. 53) If q D rS then I D and limt !1 I.t/ D 0. If q ¤ Rs, then I D
1 C rI0 t
˛I0 q
r ˛t
. If q < r s, then limt !1 I.t/ D ˛ D S
I0 C .˛ I0 /e r
if q > rS , then limt !1 I.t/ D 0 2:2:34 (p. 55) f D ap; where a=constant
x
p p
2:2:35 (p. 55) y D e 1˙ 2x 2 C c 2:2:36 (p. 55) y D x 2 1 C x 2 C c
2:2:37 (p. 55) y D e x 1 C .3xe x C c/1=3
p
2:2:38 (p. 55) y D e 2x .1 ˙ c x 2 / 2:2:39 (p. 55) (a) y1 D 1=x; g.x/ D h.x/
(b) y1 D x; g.x/ D h.x/=x 2 (c) y1 D e x
; g.x/ D e x h.x/
r
(d) y1 D x ; g.x/ D x r 1
h.x/ (e) y1 D 1=v.x/; g.x/ D v.x/h.x/
Section 2.3 Answers, pp. 61–62
2:3:1 (p. 61) (a), (b) x0 ¤ k (k D integer) 2:3:2 (p. 61) (a), (b) .x0 ; y0 / ¤ .0; 0/
2:3:3 (p. 61) (a), (b) x0y0 ¤ .2k C 1/ 2 (k= integer) 2:3:4 (p. 61) (a), (b) x0 y0 > 0 and x0 y0 ¤ 1
2:3:5 (p. 61) (a) all .x0 ; y0 / (b) .x0 ; y0 / with y0 ¤ 0 2:3:6 (p. 61) (a), (b) all .x0 ; y0/
2:3:7 (p. 61) (a), (b) all .x0 ; y0 / 2:3:8 (p. 61) (a), (b) .x0 ; y0/ such that x0 ¤ 4y0
2:3:9 (p. 61) (a) all .x0 ; y0 / (b) all .x0 ; y0 / ¤ .0; 0/ 2:3:10 (p. 61) (a) all .x0 ; y0 /
(b) all .x0 ; y0 / with y0 ¤ ˙1 2:3:11 (p. 61) (a), (b) all .x0 ; y0 /
2:3:12 (p. 61) (a), (b) all .x0 ; y0/ such that x0 C y0 > 0
Answers to Selected Exercises 709
2:3:13 (p. 61) (a), (b) all .x0 ; y0/ with x0 ¤ 1; y0 ¤ .2k C 1/ (k D integer)
2
5=3
3
2:3:16 (p. 62) y D xC1 ; 1 < x < 1; is a solution.
5
Also,
5
(
0; 1<x 3
yD 5=3
3 5
5
x C1 ; 3
<x <1
5
is a solution, For every a , the following function is also a solution:
3
8̂ 5=3
3
< 5 .x C a/
ˆ ; 1 < x < a;
yD 0; a x 53
ˆ 5=3
:̂ 3 5
5
xC1 ; 3
< x < 1:
2:3:17 (p. 62) (a) all .x0 ; y0 / (b) all .x0 ; y0 / with y0 ¤ 1
2:3:18 (p. 62) y1 1; y2 D 1 C jxj3; y3 D 1 jxj3 ; y4 D 1 C x 3 ; y5 D 1 x3
1 C x 3 ; x 0; x 3 ; x 0;
1
y6 D ; y7 D ;
1; x <0 1; x<0
1; x 0; 1; x 0;
y8 D ; y9 D
1 C x3; x < 0 1 x3; x < 0
2:3:19 (p. 62) y D 1 C .x 2 C 4/3=2 ; 1<x<1
2:3:20 (p. 62) (a) The solution is unique on .0; 1/. It is given by
p
1; 0 < x 5;
p
yD
1 .x 2 5/3=2 ; 5<x <1
(b)
p
1; p1 < x 5;
yD
1 .x 2 5/3=2 ; 5<x<1
is a solution of (A) on . 1; 1/. If ˛ 0, then
< 1 C .x 2 ˛ 2 /3=2 ;
8
1 < x <p ˛;
yD 1; p x 5;
˛
1 .x 2 5/3=2 ; 5 < x < 1;
:
710 Answers to Selected Exercises
and
.x 2 ˛ 2/3=2 ;
8
< 1 1 < x <p ˛;
yD 1; p x 5;
˛
1 .x 2 5/3=2 ; 5 < x < 1;
:
are also solutions of (A) on . 1; 1/.
Section 2.4 Answers, pp. 68–73
1
2:4:1 (p. 68) y D 2:4:2 (p. 68) y D x 2=7 .c ln jxj/1=7 2:4:3 (p. 68) y D e 2=x .c 1=x/2
1 ce x
p
2x C c 2
2:4:4 (p. 68) y D ˙ 2:4:5 (p. 69) y D ˙.1 x 2 C ce x / 1=2
1 C x2
1=3 p 2
x 2 2 3 .x 2 1/=4
2:4:6 (p. 69) y D 2:4:7 (p. 69) y D p 2:4:8 (p. 69) y D 1 e
3.1 x/ C ce x 1 4x 2
1
2:4:9 (p. 69) y D 2:4:10 (p. 69) y D .2e x 1/2
x.11 3x/1=3
1=2
5x
2:4:11 (p. 69) y D .2e 12x 1 12x/1=3 2:4:12 (p. 69) y D
2.1 C 4x 5/
2:4:13 (p. 69) y D .4e x=2 x 2/2
8
at 1 if L D 0;
P0 e <
2:4:14 (p. 69) P D Rt ; limt !1 P .t/ D 0 if L D 1;
1 C aP0 0 ˛. /e a d :
1=aL if 0 < L < 1:
cx 2
2:4:15 (p. 69) y D x.ln jxj C c/ 2:4:16 (p. 69) y D yD x
1 cx
1
2:4:17 (p. 69) y D ˙x.4 ln jxj C c/1=4 2:4:18 (p. 69) y D x sin .ln jxj C c/
p
2:4:19 (p. 70) y D x tan.ln jxj C c/ 2:4:20 (p. 70) y D ˙x cx 2 1
2x
2:4:21 (p. 70) y D ˙x ln.ln jxj C c/ 2:4:22 (p. 70) y D
2 ln jxj C 1
1=2
1 9 x4
2:4:23 (p. 70) y D x.3 ln x C 27/1=3 2:4:24 (p. 70) y D 2:4:25 (p. 70) y D x
x 2
x.4x 3/ p 1 y 1
2:4:26 (p. 70) y D 2:4:27 (p. 70) y D x 4x 6 1 2:4:28 (p. 70) tan ln.x 2 C y 2 / D c
.2x 3/ x 2
2:4:29 (p. 70) .x C y/ ln jxj C y.1 ln jyj/ C cx D 0 2:4:30 (p. 70) .y C x/3 D 3x 3 .ln jxj C c/
Answers to Selected Exercises 711
2:4:31 (p. 70) .y C x/ D c.y x/3 I y D xI yD x
2:4:32 (p. 70) y 2 .y 3x/ D cI y 0I y D 3x
y y3
2:4:33 (p. 70) .x y/3 .xCy/ D cy 2 x 4 I y D 0I y D xI y D x 2:4:34 (p. 70) C 3 D ln jxjCc
x x
2:4:40 (p. 72) Choose X0 and Y0 so that
aX0 C bY0 D ˛
cX0 C d Y0 D ˇ:
2:4:41 (p. 72) .y C 2x C 1/4 .2y 6x 3/ D cI y D 3x C 3=2I y D 2x 1
2:4:42 (p. 72) .y C x 1/.y x 5/3 D cI y D x C 5I y D xC1
2.x C 2/
2:4:43 (p. 72) ln jy x 6j D cI y D x C 6 2:4:44 (p. 72) .y1 D x 1=3/ y D
y x 6
x 1=3 .ln jxj C c/1=3
p x 2 .1 C cx 4 /
2:4:45 (p. 72) y1 D x 3 ; y D ˙x 3 cx 6 1 2:4:46 (p. 72) y1 D x 2; y D y D x2
1 cx 4
e x .1 2ce x /
2:4:47 (p. 72) y1 D e x ; y D I y D 2e x
1 ce x
2:4:48 (p. 72) y1 D tan x; y D tan x tan.ln j tan xj C c/
2 ln x 1 C c.ln x/4
2:4:49 (p. 72) y1 D ln x; y D I y D 2 ln x
1 c.ln x/4
p
2:4:50 (p. 72) y1 D x 1=2; y D x 1=2. 2 ˙ ln jxj C c/
p
x2
p x2 3C 1 C 60x
2:4:51 (p. 72) y1 D e ; y D e . 1 ˙ 2x 2 C c/ 2:4:52 (p. 72) y D
2x
p
5C 1 C 48x 1
2:4:53 (p. 72) y D 2:4:56 (p. 73) y D 1 C
2x 2 x C 1 C ce x
1 1 2x
2:4:57 (p. 73) y D e x x
2:4:58 (p. 73) y D 1 2:4:59 (p. 73) y D x
1 C ce x.1 cx/ x2 C c
712 Answers to Selected Exercises
Section 2.5 Answers, pp. 79–83
2:5:1 (p. 79) 2x 3 y 2 D c 2:5:2 (p. 79) 3y sin x C 2x 2 e x C 3y D c 2:5:3 (p. 79) Not exact
2:5:4 (p. 79) x 2 2xy 2 C 4y 3 D c 2:5:5 (p. 79) x C y D c 2:5:6 (p. 79) Not exact
2:5:7 (p. 79) 2y 2 cos x C 3xy 3 x 2 D c 2:5:8 (p. 79) Not exact
2:5:9 (p. 79) x 3 Cx 2 y C4xy 2 C9y 2 D c 2:5:10 (p. 79) Not exact 2:5:11 (p. 79) ln jxyjCx 2 Cy 2 D c
2:5:12 (p. 79) Not exact 2:5:13 (p. 79) x 2 C y 2 D c 2:5:14 (p. 79) x 2 y 2 e x C 2y C 3x 2 D c
2 Cy
2:5:15 (p. 79) x 3 e x 4y 3 C 2x 2 D c 2:5:16 (p. 80) x 4 e xy C 3xy D c
p
3 2 2 2x 2 C 3x
xC 1
2:5:17 (p. 80) x cos xy C 4y C 2x D c 2:5:18 (p. 80) y D
x2
1 1=3
r x
tan x e
2:5:19 (p. 80) y D sin x 1 2:5:20 (p. 80) y D
2 ex C 1
x2 x C 6
2:5:21 (p. 80) y D 1 C 2 tan x 2:5:22 (p. 80) y D
.x C 2/.x 3/
7x 2 3y 2
2:5:23 (p. 80) C 4xy C D c 2:5:24 (p. 80) .x 4 y 2 C 1/e x C y 2 D c
2 2
2:5:29 (p. 81) (a) M.x; y/ D 2xy C f .x/ (b) M.x; y/ D 2.sin x C x cos x/.y sin y C cos y/ C f .x/
(c) M.x; y/ D ye x e y cos x C f .x/
x4y x
2:5:30 (p. 81) (a) N.x; y/ D C x 2 C 6xy C g.y/ (b) N.x; y/ D C 2y sin x C g.y/
2 y
(c) N.x; y/ D x.sin y C y cos y/ C g.y/
2:5:33 (p. 81) B D C 2:5:34 (p. 81) B D 2D; E D 2C
2:5:37 (p. 82) (a) 2x 2 C x 4 y 4 C y 2 D c (b) x 3 C 3xy 2 D c (c) x 3 C y 2 C 2xy D c
p !
1 3.x 2 C 1/ C 9x 4 C 34x 2 C 21
2:5:38 (p. 82) y D 1 2:5:39 (p. 82) y D x 3
x2 2
Answers to Selected Exercises 713
p !
x2 2x C 9 5x 2
2:5:40 (p. 82) y D e .
3
2:5:44 (p. 83) (a) G.x; y/ D 2xy C c (b) G.x; y/ D e x sin y C c
(c) G.x; y/ D 3x 2y y 3 C c (d) G.x; y/ D sin x sinh y C c
(e) G.x; y/ D cos x sinh y C c
Section 2.6 Answers, pp. 91–93
2:6:3 (p. 91) .x/ D 1=x 2; y D cx and .y/ D 1=y 2 ; x D cy
3=2
2:6:4 (p. 91) .x/ D x ; x 3=2y D c 2:6:5 (p. 91) .y/ D 1=y 3 ; y 3 e 2x D c
2:6:6 (p. 91) .x/ D e 5x=2; e 5x=2.xy C 1/ D c 2:6:7 (p. 92) .x/ D e x ; e x .xy C y C x/ D c
2:6:8 (p. 92) .x/ D x; x 2 y 2 .9x C 4y/ D c 2:6:9 (p. 92) .y/ D y 2 ; y 3 .3x 2 y C 2x C 1/ D c
2:6:10 (p. 92) .y/ D ye y ; e y .xy 3 C 1/ D c 2:6:11 (p. 92) .y/ D y 2 ; y 3 .3x 4 C 8x 3 y C y/ D c
2:6:12 (p. 92) .x/ D xe x ; x 2 y.x C 1/e x D c
2:6:13 (p. 92) .x/ D .x 3 1/ 4=3
; xy.x 3 1/ 1=3
D c and x 1
y2 y2
2:6:14 (p. 92) .y/ D e y ; e y .sin x cos yCy 1/ D c 2:6:15 (p. 92) .y/ D e ; xye .xCy/ D c
xy
2:6:16 (p. 92) D c and y D k (k D integer) 2:6:17 (p. 92) .x; y/ D x 4y 3 I x 5 y 4 ln x D c
sin y
2:6:18 (p. 92) .x; y/ D 1=xyI jxj˛ jyjˇ e x e ıy D c and x 0, y 0
2 3
2:6:19 (p. 92) .x; y/ D x y I 3x 2y 2 C y D 1 C cxy 2 and x 0, y 0
2 1 2
2:6:20 (p. 92) .x; y/ D x y I C y 3 C 3 ln jyj D c and x 0, y 0
x
2:6:21 (p. 92) .x; y/ D e ax e by I e ax e by cos xy D c
714 Answers to Selected Exercises
4 3
2:6:22 (p. 92) .x; y/ D x y (and others) xy D c 2:6:23 (p. 92) .x; y/ D xe y ; x 2 ye y sin x D c
x3y3 y
2:6:24 (p. 92) .x/ D 1=x 2; D c 2:6:25 (p. 92) .x/ D x C 1; y.x C 1/2 .x C y/ D c
3 x
2:6:26 (p. 92) .x; y/ D x 2 y 2 I x 3 y 3 .3x C 2y 2 / D c
2 2
2:6:27 (p. 92) .x; y/ D x y ; 3x 2y D cxy C 2 and x 0, y 0
Section 3.1 Answers, pp. 106–108
3:1:1 (p. 106) y1 D 1:450000000; y2 D 2:085625000; y3 D 3:079099746
3:1:2 (p. 106) y1 D 1:200000000; y2 D 1:440415946; y3 D 1:729880994
3:1:3 (p. 106) y1 D 1:900000000; y2 D 1:781375000; y3 D 1:646612970
3:1:4 (p. 106) y1 D 2:962500000; y2 D 2:922635828; y3 D 2:880205639
3:1:5 (p. 106) y1 D 2:513274123; y2 D 1:814517822; y3 D 1:216364496
x h D 0:1 h D 0:05 h D 0:025 Exact
3:1:6 (p. 106)
1.0 48.298147362 51.492825643 53.076673685 54.647937102
x h D 0:1 h D 0:05 h D 0:025 Exact
3:1:7 (p. 106)
2.0 1.390242009 1.370996758 1.361921132 1.353193719
x h D 0:05 h D 0:025 h D 0:0125 Exact
3:1:8 (p. 107)
1.50 7.886170437 8.852463793 9.548039907 10.500000000
x h D 0:1 h D 0:05 h D 0:025 h D 0:1 h D 0:05 h D 0:025
3:1:9 (p. 107) 3.0 1.469458241 1.462514486 1.459217010 0.3210 0.1537 0.0753
Approximate Solutions Residuals
x h D 0:1 h D 0:05 h D 0:025 h D 0:1 h D 0:05 h D 0:025
3:1:10 (p. 107) 2.0 0.473456737 0.483227470 0.487986391 -0.3129 -0.1563 -0.0781
Approximate Solutions Residuals
x h D 0:1 h D 0:05 h D 0:025 “Exact”
3:1:11 (p. 107)
1.0 0.691066797 0.676269516 0.668327471 0.659957689
Answers to Selected Exercises 715
x h D 0:1 h D 0:05 h D 0:025 “Exact”
3:1:12 (p. 108)
2.0 -0.772381768 -0.761510960 -0.756179726 -0.750912371
Euler’s method
3:1:13 (p. 108) x h D 0:1 h D 0:05 h D 0:025 Exact
1.0 0.538871178 0.593002325 0.620131525 0.647231889
Euler semilinear method
x h D 0:1 h D 0:05 h D 0:025 Exact
1.0 0.647231889 0.647231889 0.647231889 0.647231889
Applying variation of parameters to the given initial value problem yields
3x
y D ue , where (A) u0 D 7; u.0/ D 6. Since u00 D 0, Euler’s method yields the exact
solution of (A). Therefore the Euler semilinear method produces the exact solution of the
given problem
Euler’s method
3:1:14 (p. 108) x h D 0:1 h D 0:05 h D 0:025 “Exact”
3.0 12.804226135 13.912944662 14.559623055 15.282004826
Euler semilinear method
x h D 0:1 h D 0:05 h D 0:025 “Exact”
3.0 15.354122287 15.317257705 15.299429421 15.282004826
Euler’s method
3:1:15 (p. 108) x h D 0:2 h D 0:1 h D 0:05 “Exact”
2.0 0.867565004 0.885719263 0.895024772 0.904276722
Euler semilinear method
x h D 0:2 h D 0:1 h D 0:05 “Exact”
2.0 0.569670789 0.720861858 0.808438261 0.904276722
Euler’s method
3:1:16 (p. 108) x h D 0:2 h D 0:1 h D 0:05 “Exact”
3.0 0.922094379 0.945604800 0.956752868 0.967523153
Euler semilinear method
x h D 0:2 h D 0:1 h D 0:05 “Exact”
3.0 0.993954754 0.980751307 0.974140320 0.967523153
716 Answers to Selected Exercises
Euler’s method
3:1:17 (p. 108) x h D 0:0500 h D 0:0250 h D 0:0125 “Exact”
1.50 0.319892131 0.330797109 0.337020123 0.343780513
Euler semilinear method
x h D 0:0500 h D 0:0250 h D 0:0125 “Exact”
1.50 0.305596953 0.323340268 0.333204519 0.343780513
Euler’s method
3:1:18 (p. 108) x h D 0:2 h D 0:1 h D 0:05 “Exact”
2.0 0.754572560 0.743869878 0.738303914 0.732638628
Euler semilinear method
x h D 0:2 h D 0:1 h D 0:05 “Exact”
2.0 0.722610454 0.727742966 0.730220211 0.732638628
Euler’s method
3:1:19 (p. 108) x h D 0:0500 h D 0:0250 h D 0:0125 “Exact”
1.50 2.175959970 2.210259554 2.227207500 2.244023982
Euler semilinear method
x h D 0:0500 h D 0:0250 h D 0:0125 “Exact”
1.50 2.117953342 2.179844585 2.211647904 2.244023982
Euler’s method
3:1:20 (p. 108) x h D 0:1 h D 0:05 h D 0:025 “Exact”
1.0 0.032105117 0.043997045 0.050159310 0.056415515
Euler semilinear method
x h D 0:1 h D 0:05 h D 0:025 “Exact”
1.0 0.056020154 0.056243980 0.056336491 0.056415515
Euler’s method
3:1:21 (p. 108) x h D 0:1 h D 0:05 h D 0:025 “Exact”
1.0 28.987816656 38.426957516 45.367269688 54.729594761
Euler semilinear method
x h D 0:1 h D 0:05 h D 0:025 “Exact”
1.0 54.709134946 54.724150485 54.728228015 54.729594761
Euler’s method
3:1:22 (p. 108) x h D 0:1 h D 0:05 h D 0:025 “Exact”
3.0 1.361427907 1.361320824 1.361332589 1.361383810
Euler semilinear method
x h D 0:1 h D 0:05 h D 0:025 “Exact”
3.0 1.291345518 1.326535737 1.344004102 1.361383810
Section 3.2 Answers, pp. 116–108
Answers to Selected Exercises 717
3:2:1 (p. 116) y1 D 1:542812500; y2 D 2:421622101; y3 D 4:208020541
3:2:2 (p. 116) y1 D 1:220207973; y2 D 1:489578775 y3 D 1:819337186
3:2:3 (p. 116) y1 D 1:890687500; y2 D 1:763784003; y3 D 1:622698378
3:2:4 (p. 116) y1 D 2:961317914 y2 D 2:920132727 y3 D 2:876213748.
3:2:5 (p. 116) y1 D 2:478055238; y2 D 1:844042564; y3 D 1:313882333
x h D 0:1 h D 0:05 h D 0:025 Exact
3:2:6 (p. 116)
1.0 56.134480009 55.003390448 54.734674836 54.647937102
x h D 0:1 h D 0:05 h D 0:025 Exact
3:2:7 (p. 117)
2.0 1.353501839 1.353288493 1.353219485 1.353193719
x h D 0:05 h D 0:025 h D 0:0125 Exact
3:2:8 (p. 117)
1.50 10.141969585 10.396770409 10.472502111 10.500000000
x h D 0:1 h D 0:05 h D 0:025 h D 0:1 h D 0:05 h D 0:025
3:2:9 (p. 117) 3.0 1.455674816 1.455935127 1.456001289 -0.00818 -0.00207 -0.000518
Approximate Solutions Residuals
x h D 0:1 h D 0:05 h D 0:025 h D 0:1 h D 0:05 h D 0:025
3:2:10 (p. 117) 2.0 0.492862999 0.492709931 0.492674855 0.00335 0.000777 0.000187
Approximate Solutions Residuals
x h D 0:1 h D 0:05 h D 0:025 “Exact"
3:2:11 (p. 118)
1.0 0.660268159 0.660028505 0.659974464 0.659957689
x h D 0:1 h D 0:05 h D 0:025 “Exact"
3:2:12 (p. 118)
2.0 -0.749751364 -0.750637632 -0.750845571 -0.750912371
3:2:13 (p. 118) Applying variation of parameters to the given initial value problem
y D ue 3x , where (A) u0 D 1 2x; u.0/ D 2. Since u000 D 0, the improved Euler method yields
the exact solution of (A). Therefore the improved Euler semilinear method produces the exact solution
of the given problem.
Improved Euler method
x h D 0:1 h D 0:05 h D 0:025 Exact
1.0 0.105660401 0.100924399 0.099893685 0.099574137
Improved Euler semilinear method
x h D 0:1 h D 0:05 h D 0:025 Exact
1.0 0.099574137 0.099574137 0.099574137 0.099574137
Improved Euler method
3:2:14 (p. 118) x h D 0:1 h D 0:05 h D 0:025 “Exact"
3.0 15.107600968 15.234856000 15.269755072 15.282004826
Improved Euler semilinear method
x h D 0:1 h D 0:05 h D 0:025 “Exact"
3.0 15.285231726 15.282812424 15.282206780 15.282004826
718 Answers to Selected Exercises
Improved Euler method
3:2:15 (p. 118) x h D 0:2 h D 0:1 h D 0:05 “Exact"
2.0 0.924335375 0.907866081 0.905058201 0.904276722
Improved Euler semilinear method
x h D 0:2 h D 0:1 h D 0:05 “Exact"
2.0 0.969670789 0.920861858 0.908438261 0.904276722
Improved Euler method
3:2:16 (p. 118) x h D 0:2 h D 0:1 h D 0:05 “Exact"
3.0 0.967473721 0.967510790 0.967520062 0.967523153
Improved Euler semilinear method
x h D 0:2 h D 0:1 h D 0:05 “Exact"
3.0 0.967473721 0.967510790 0.967520062 0.967523153
Improved Euler method
3:2:17 (p. 118) x h D 0:0500 h D 0:0250 h D 0:0125 “Exact"
1.50 0.349176060 0.345171664 0.344131282 0.343780513
Improved Euler semilinear method
x h D 0:0500 h D 0:0250 h D 0:0125 “Exact"
1.50 0.349350206 0.345216894 0.344142832 0.343780513
Improved Euler method
3:2:18 (p. 118) x h D 0:2 h D 0:1 h D 0:05 “Exact"
2.0 0.732679223 0.732721613 0.732667905 0.732638628
Improved Euler semilinear method
x h D 0:2 h D 0:1 h D 0:05 “Exact"
2.0 0.732166678 0.732521078 0.732609267 0.732638628
Improved Euler method
3:2:19 (p. 118) x h D 0:0500 h D 0:0250 h D 0:0125 “Exact"
1.50 2.247880315 2.244975181 2.244260143 2.244023982
Improved Euler semilinear method
x h D 0:0500 h D 0:0250 h D 0:0125 “Exact"
1.50 2.248603585 2.245169707 2.244310465 2.244023982
Improved Euler method
3:2:20 (p. 118) x h D 0:1 h D 0:05 h D 0:025 “Exact"
1.0 0.059071894 0.056999028 0.056553023 0.056415515
Improved Euler semilinear method
x h D 0:1 h D 0:05 h D 0:025 “Exact"
1.0 0.056295914 0.056385765 0.056408124 0.056415515
Answers to Selected Exercises 719
Improved Euler method
3:2:21 (p. 118) x h D 0:1 h D 0:05 h D 0:025 “Exact"
1.0 50.534556346 53.483947013 54.391544440 54.729594761
Improved Euler semilinear method
x h D 0:1 h D 0:05 h D 0:025 “Exact"
1.0 54.709041434 54.724083572 54.728191366 54.729594761
Improved Euler method
3:2:22 (p. 118) x h D 0:1 h D 0:05 h D 0:025 “Exact"
3.0 1.361395309 1.361379259 1.361382239 1.361383810
Improved Euler semilinear method
x h D 0:1 h D 0:05 h D 0:025 “Exact"
3.0 1.375699933 1.364730937 1.362193997 1.361383810
x h D 0:1 h D 0:05 h D 0:025 Exact
3:2:23 (p. 118)
2.0 1.349489056 1.352345900 1.352990822 1.353193719
x h D 0:1 h D 0:05 h D 0:025 Exact
3:2:24 (p. 119)
2.0 1.350890736 1.352667599 1.353067951 1.353193719
x h D 0:05 h D 0:025 h D 0:0125 Exact
3:2:25 (p. 119)
1.50 10.133021311 10.391655098 10.470731411 10.500000000
x h D 0:05 h D 0:025 h D 0:0125 Exact
3:2:26 (p. 119)
1.50 10.136329642 10.393419681 10.470731411 10.500000000
x h D 0:1 h D 0:05 h D 0:025 “Exact"
3:2:27 (p. 119)
1.0 0.660846835 0.660189749 0.660016904 0.659957689
x h D 0:1 h D 0:05 h D 0:025 “Exact"
3:2:28 (p. 119)
1.0 0.660658411 0.660136630 0.660002840 0.659957689
x h D 0:1 h D 0:05 h D 0:025 “Exact"
3:2:29 (p. 119)
2.0 -0.750626284 -0.750844513 -0.750895864 -0.751331499
x h D 0:1 h D 0:05 h D 0:025 “Exact"
3:2:30 (p. 119)
2.0 -0.750335016 -0.750775571 -0.750879100 -0.751331499
Section 3.3 Answers, pp. 124–127
3:3:1 (p. 124) y1 D 1:550598190; y2 D 2:469649729 3:3:2 (p. 124) y1 D 1:221551366; y2 D 1:492920208
3:3:3 (p. 124) y1 D 1:890339767; y2 D 1:763094323 3:3:4 (p. 124) y1 D 2:961316248 y2 D 2:920128958.
3:3:5 (p. 124) y1 D 2:475605264; y2 D 1:825992433
x h D 0:1 h D 0:05 h D 0:025 Exact
3:3:6 (p. 124)
1.0 54.654509699 54.648344019 54.647962328 54.647937102
720 Answers to Selected Exercises
x h D 0:1 h D 0:05 h D 0:025 Exact
3:3:7 (p. 124)
2.0 1.353191745 1.353193606 1.353193712 1.353193719
x h D 0:05 h D 0:025 h D 0:0125 Exact
3:3:8 (p. 125)
1.50 10.498658198 10.499906266 10.499993820 10.500000000
x h D 0:1 h D 0:05 h D 0:025 h D 0:1 h D 0:05 h D 0:025
3:3:9 (p. 125) 3.0 1.456023907 1.456023403 1.456023379 0.0000124 0.000000611 0.0000000333
Approximate Solutions Residuals
x h D 0:1 h D 0:05 h D 0:025 h D 0:1 h D 0:05 h D 0:025
3:3:10 (p. 125) 2.0 0.492663789 0.492663738 0.492663736 0.000000902 0.0000000508 0.00000000302
Approximate Solutions Residuals
x h D 0:1 h D 0:05 h D 0:025 “Exact"
3:3:11 (p. 125)
1.0 0.659957046 0.659957646 0.659957686 0.659957689
x h D 0:1 h D 0:05 h D 0:025 “Exact"
3:3:12 (p. 126)
2.0 -0.750911103 -0.750912294 -0.750912367 -0.750912371
3:3:13 (p. 126) Applying variation of parameters to the given initial value problem yields
y D ue 3x , where (A) u0 D 1 4x C 3x 2 4x 3; u.0/ D 3. Since u.5/ D 0, the Runge-Kutta
method yields the exact solution of (A). Therefore the Euler semilinear method produces the exact
solution of the given problem.
Runge-Kutta method
x h D 0:1 h D 0:05 h D 0:025 Exact
0.0 -3.000000000 -3.000000000 -3.000000000 -3.000000000
0.1 -2.162598011 -2.162526572 -2.162522707 -2.162522468
0.2 -1.577172164 -1.577070939 -1.577065457 -1.577065117
0.3 -1.163350794 -1.163242678 -1.163236817 -1.163236453
0.4 -0.868030294 -0.867927182 -0.867921588 -0.867921241
0.5 -0.655542739 -0.655450183 -0.655445157 -0.655444845
0.6 -0.501535352 -0.501455325 -0.501450977 -0.501450707
0.7 -0.389127673 -0.389060213 -0.389056546 -0.389056318
0.8 -0.306468018 -0.306412184 -0.306409148 -0.306408959
0.9 -0.245153433 -0.245107859 -0.245105379 -0.245105226
1.0 -0.199187198 -0.199150401 -0.199148398 -0.199148273
Runge-Kutta semilinear method
x h D 0:1 h D 0:05 h D 0:025 Exact
0.0 -3.000000000 -3.000000000 -3.000000000 -3.000000000
0.1 -2.162522468 -2.162522468 -2.162522468 -2.162522468
0.2 -1.577065117 -1.577065117 -1.577065117 -1.577065117
0.3 -1.163236453 -1.163236453 -1.163236453 -1.163236453
0.4 -0.867921241 -0.867921241 -0.867921241 -0.867921241
0.5 -0.655444845 -0.655444845 -0.655444845 -0.655444845
0.6 -0.501450707 -0.501450707 -0.501450707 -0.501450707
0.7 -0.389056318 -0.389056318 -0.389056318 -0.389056318
0.8 -0.306408959 -0.306408959 -0.306408959 -0.306408959
0.9 -0.245105226 -0.245105226 -0.245105226 -0.245105226
1.0 -0.199148273 -0.199148273 -0.199148273 -0.199148273
Answers to Selected Exercises 721
Runge-Kutta method
3:3:14 (p. 126) x h D 0:1 h D 0:05 h D 0:025 “Exact"
3.0 15.281660036 15.281981407 15.282003300 15.282004826
Runge-Kutta semilinear method
x h D 0:1 h D 0:05 h D 0:025 “Exact"
3.0 15.282005990 15.282004899 15.282004831 15.282004826
Runge-Kutta method
3:3:15 (p. 126) x h D 0:2 h D 0:1 h D 0:05 “Exact"
2.0 0.904678156 0.904295772 0.904277759 0.904276722
Runge-Kutta semilinear method
x h D 0:2 h D 0:1 h D 0:05 “Exact"
2.0 0.904592215 0.904297062 0.904278004 0.904276722
Runge-Kutta method
3:3:16 (p. 126) x h D 0:2 h D 0:1 h D 0:05 “Exact"
3.0 0.967523147 0.967523152 0.967523153 0.967523153
Runge-Kutta semilinear method
x h D 0:2 h D 0:1 h D 0:05 “Exact"
3.0 0.967523147 0.967523152 0.967523153 0.967523153
Runge-Kutta method
3:3:17 (p. 126) x h D 0:0500 h D 0:0250 h D 0:0125 “Exact"
1.50 0.343839158 0.343784814 0.343780796 0.343780513
Runge-Kutta semilinear method
x h D 0:0500 h D 0:0250 h D 0:0125 “Exact"
1.00 0.000000000 0.000000000 0.000000000 0.000000000
1.05 0.028121022 0.028121010 0.028121010 0.028121010
1.10 0.055393494 0.055393466 0.055393465 0.055393464
1.15 0.082164048 0.082163994 0.082163990 0.082163990
1.20 0.108862698 0.108862597 0.108862591 0.108862590
1.25 0.136058715 0.136058528 0.136058517 0.136058516
1.30 0.164564862 0.164564496 0.164564473 0.164564471
1.35 0.195651074 0.195650271 0.195650219 0.195650216
1.40 0.231542288 0.231540164 0.231540027 0.231540017
1.45 0.276818775 0.276811011 0.276810491 0.276810456
1.50 0.343839124 0.343784811 0.343780796 0.343780513
Runge-Kutta method
3:3:18 (p. 126) x h D 0:2 h D 0:1 h D 0:05 “Exact"
2.0 0.732633229 0.732638318 0.732638609 0.732638628
Runge-Kutta semilinear method
x h D 0:2 h D 0:1 h D 0:05 “Exact"
2.0 0.732639212 0.732638663 0.732638630 0.732638628
722 Answers to Selected Exercises
Runge-Kutta method
3:3:19 (p. 126) x h D 0:0500 h D 0:0250 h D 0:0125 “Exact"
1.50 2.244025683 2.244024088 2.244023989 2.244023982
Runge-Kutta semilinear method
x h D 0:0500 h D 0:0250 h D 0:0125 “Exact"
1.50 2.244025081 2.244024051 2.244023987 2.244023982
Runge-Kutta method
3:3:20 (p. 126) x h D 0:1 h D 0:05 h D 0:025 “Exact"
1.0 0.056426886 0.056416137 0.056415552 0.056415515
Runge-Kutta semilinear method
x h D 0:1 h D 0:05 h D 0:025 “Exact"
1.0 0.056415185 0.056415495 0.056415514 0.056415515
Runge-Kutta method
3:3:21 (p. 126) x h D 0:1 h D 0:05 h D 0:025 “Exact"
1.0 54.695901186 54.727111858 54.729426250 54.729594761
Runge-Kutta semilinear method
x h D 0:1 h D 0:05 h D 0:025 “Exact"
1.0 54.729099966 54.729561720 54.729592658 54.729594761
Runge-Kutta method
3:3:22 (p. 126) x h D 0:1 h D 0:05 h D 0:025 “Exact"
3.0 1.361384082 1.361383812 1.361383809 1.361383810
Runge-Kutta semilinear method
x h D 0:1 h D 0:05 h D 0:025 “Exact"
3.0 1.361456502 1.361388196 1.361384079 1.361383810
x h D :1 h D :05 h D :025 Exact
3:3:24 (p. 127)
2.00 -1.000000000 -1.000000000 -1.000000000 -1.000000000
x h D :1 h D :05 h D :025 “Exact"
3:3:25 (p. 127)
1.00 1.000000000 1.000000000 1.000000000 1.000000000
x h D :1 h D :05 h D :025 Exact
3:3:26 (p. 127)
1.50 4.142171279 4.142170553 4.142170508 4.142170505
x h D :1 h D :05 h D :025 Exact
3:3:27 (p. 127)
3.0 16.666666988 16.666666687 16.666666668 16.666666667
Section 4.1 Answers, pp. 138–140
.t ln 2/=3200 2 ln 10 ln 2
4:1:1 (p. 138) Q D 20e g 4:1:2 (p. 138) ln 2 days 4:1:3 (p. 138) D 10 minutes
ln 4=3
Answers to Selected Exercises 723
ln.p0 =p1 / tp ln p 1 Q1
4:1:4 (p. 138) 4:1:5 (p. 138) D 4:1:6 (p. 138) k D ln 4:1:7 (p. 138) 20 g
ln 2 tq ln q t2 t1 Q 2
50 ln 2 25
4:1:8 (p. 138) yrs 4:1:9 (p. 138) ln 2%
3 2
4:1:10 (p. 138) (a) D 20 ln 3 yr (b). Q0 D 100000e :5 4:1:11 (p. 138) (a) Q.t / D 5000 4750e t =10 (b) 5000
lbs
1
4:1:12 (p. 138) yrs; 4:1:13 (p. 138) V D V0 et ln 10=2 4 hours
25
1500 ln 34
4:1:14 (p. 138) yrsI 2 4=3 Q0 4:1:15 (p. 138) W .t / D 20 19e t =20; limt !1 W .t / D 20 ounces
ln 2
4:1:16 (p. 138) S.t / D 10.1 C e t =10 /I limt !1 S.t / D 10 g 4:1:17 (p. 139) 10 gallons
4:1:18 (p. 139) V .t / D 15000 C 10000et =20 4:1:19 (p. 139) W .t / D 4 106.t C 1/2 dollars t years from now
100 e:06t 1
4:1:20 (p. 139) p D 4:1:21 (p. 139) (a) P.t / D 1000e:06t C 50 (b) 5:64 10 4
25 24e t =2 e:06=52 1
12M rP0
4:1:22 (p. 139) (a) P 0 D rP 12M (b) P D .1 er t / C P0 er t (c) M
r 12.1 e rN /
(d) For (i) approximate M D $402:25, exact M D $402:80
for (ii) approximate M D $1206:05, exact M D $1206:93.
1
4:1:23 (p. 139) (a) T .˛/ D ln 1 1 e rN /=˛ years
P0 h r i
rN
S.˛/ D rN C ˛ ln 1 .1 e /=˛
.1 e rN /
(b) T .1:05/ D 13:69 yrs, S.1:05/ D $3579:94 T .1:10/ D 12:61 yrs,
S.1:10/ D $6476:63 T .1:15/ D 11:70 yrs, S.1:15/ D $8874:98.
< S0 .1 e.a r /T /
8
if a ¤ r;
4:1:24 (p. 140) P0 D r a
:
S0 T if a D r:
Section 4.2 Answers, pp. 148–150
11
4:2:1 (p. 148) 15:15ıF 4:2:2 (p. 148) T D 10 C 110e t ln 9 4:2:3 (p. 148) 24:33ıF
4:2:4 (p. 148) (a) 91:30ıF (b) 8.99 minutes after being placed outside (c) never
3t =40
4:2:5 (p. 148) (a) 12:11:32 (b) 12:47:33 4:2:6 (p. 148) .85=3/ıC 4:2:7 (p. 148) 32ıF 4:2:8 (p. 148) Q.t / D 40.1 e /
t =10 t =20
4:2:9 (p. 148) Q.t / D 30 20e 4:2:10 (p. 148) K.t / D :3 :2e 4:2:11 (p. 148) Q.50/ D 47:5
(pounds)
234 105
4:2:12 (p. 148) 50 gallons 4:2:13 (p. 148) min q2 D q1 =c 4:2:14 (p. 149) Q D t C 300 ; 0 t 300
.t C 300/2
2 t =25
4:2:15 (p. 149) (a) Q 0 C QD6 2e 50e t =25 25e 2t =25 (c) 75
(b) Q D 75
25
k.S0 Tm / km t
4:2:16 (p. 149) (a) T D Tm C .T0 Tm /e k t C e e kt
.k km /
(b) T D Tm C k.S0 Tm /t e k t C .T0 Tm /e k t (c) limt !1 T .t / D limt !1 S.t / D Tm
a a aT0 C am Tm0 am .T0 Tm0 / k.1Ca=am/t
4:2:17 (p. 149) (a) T 0 D k 1 C T C k Tm0 C T0 (b) T D C e ,
am am a C am a C am
aT0 C am Tm0 a.Tm0 T0 / k.1Ca=am /t aT0 C am Tm0
Tm D C e ; (c) limt !1 T .t / D limt !1 Tm .t / D
a C am a C am a C am
a V0
4:2:18 (p. 150) V D , limt !1 V .t / D a=b
b V0 .V0 a=b/ e at
r
4:2:19 (p. 150) c1 D c 1 e r t =W , c2 D c 1 e r t =W t e r t =W .
W
724 Answers to Selected Exercises
0 1
n
X1 j
r t =W 1 rt
4:2:20 (p. 150) (a) cn D c @1 e A (b) c (c) 0
jŠ W
j D0
c 1 W1 C c 2 W2 c2 W22 c1 W12 W1 C W2
4:2:21 (p. 150) Let c1 D ,˛D , and ˇ D . Then:
W1 C W2 W1 C W2 W1 W2
˛ ˛
(a) c1 .t / D c1 C e rˇ t , c2 .t / D c1 e rˇ t
W1 W2
(b) limt !1 c1 .t / D limt !1 c2 .t / D c1
Section 4.3 Answers, pp. 160–162
384 384
4:3:1 (p. 160) v D 1 e 5t =12 I ft/s 4:3:2 (p. 160) k D 12I v D 16.1 e 2t /
5 5
4:3:3 (p. 160) v D 25.1 e t /I25 ft/s 4:3:4 (p. 160) v D 20 27e t =40 4:3:5 (p. 160) 17:10 ft
40.13 C 3e 4t =5 /
4:3:6 (p. 160) v D ; -40 ft/s 4:3:7 (p. 160) v D 128.1 e t =4 /
13 3e 4t =5
m v0 k m mg v0 k
4:3:9 (p. 161) T D ln 1 C I ym D y0 C v0 ln 1 C
k mg k k mg
64.1 e / t
4:3:10 (p. 161) v D ; -64 ft/s
1Ce t
v0 .1 C e ˇ t / ˛.1 e ˇ t /
r r
mg kg
4:3:11 (p. 161) v D ˛ I ˛, where ˛ D and ˇ D 2 .
˛.1 C e ˇ t / v0 .1 e ˇ t / k m
q
2 gk
s
m .t T /
! r
m k mg 1 e
r
1
4:3:12 (p. 161) T D tan v0 vD I q
kg mg k gk
1 C e 2 m .t T /
as
4:3:13 (p. 161) s 0 D mg ; a0 D mg. 4:3:14 (p. 161) (a) ms 0 D mg f .s/
sC1
4:3:15 (p. 161) (a) v0 D 9:8 C v4 =81 (b) vT 5:308 m/s
p
4:3:16 (p. 161) (a) v0 D 32 C 8 jvj; vT D 16 ft/s (b) From Exercise 4.3.14(c), vT is the negative
p
number such that 32 C 8 jvT j D 0; thus, vT D 16 ft/s.
gR2
4:3:17 (p. 162) 6:76 miles/s 4:3:18 (p. 162) 1:47 miles/s 4:3:20 (p. 162) ˛ D
.ym C R/2
Section 4.4 Answers, pp. 176–177
y4
4:4:1 (p. 176) y D 0 is a stable equilibrium; trajectories are v2 C Dc
4
2y 3
4:4:2 (p. 176) y D 0 is an unstable equilibrium; trajectories are v2 C Dc
3
2jyj3
4:4:3 (p. 176) y D 0 is a stable equilibrium; trajectories are v2 C Dc
3
4:4:4 (p. 176) y D 0 is a stable equilibrium; trajectories are v2 e y .y C 1/ D c
4:4:5 (p. 176) equilibria: 0 (stable) and 2; 2 (unstable); trajectories: 2v2 y 4 C 8y 2 D c;
separatrix: 2v2 y 4 C 8y 2 D 16
4:4:6 (p. 176) equilibria: 0 (unstable) and 2; 2 (stable); trajectories: 2v2 C y 4 8y 2 D c;
separatrix: 2v2 C y 4 8y 2 D 0
4:4:7 (p. 176) equilibria: 0; 2; 2 (stable), 1; 1 (unstable); trajectories:
6v2 C y 2 .2y 4 15y 2 C 24/ D c; separatrix: 6v2 C y 2 .2y 4 15y 2 C 24/ D 11
4:4:8 (p. 176) equilibria: 0; 2 (stable) and 2; 1 (unstable);
trajectories: 30v2 C y 2 .12y 3 15y 2 80y C 120/ D c;
separatrices: 30v2 C y 2 .12y 3 15y 2 80y C 120/ D 496 and
Answers to Selected Exercises 725
30v2 C y 2 .12y 3 15y 2 80y C 120/ D 37
p
4:4:9 (p. 176) No equilibria if a < 0; 0 is unstable if a D 0; a is stable and
p
a is unstable if a > 0. p p
* 4:4:10 (p. 176) 0 is a stable equilibrium if a 0; a and a are stable and 0 is unstable if a > 0.
p p
4:4:11 (p. 176) 0 is unstable if a 0; a and a are unstable and 0 is stable if a > 0.
p p
4:4:12 (p. 176) 0 is stable if a 0; 0 is stable and a and a are unstable if a 0.
4:4:22 (p. 178) An equilibrium solution y of y 00 C p.y/ D 0p is unstable if there’s an > 0 p
such that, for every ı > 0, there’s a solution of (A) with .y.0/ y/2 C v2 .0/ < ı, but .y.t / y/2 C v2 .t /
for some t > 0.
Section 4.5 Answers, pp. 190–192
2xy y2 y.x 2 C y 2 2x 2 ln jxyj/
4:5:1 (p. 190) y 0 D 4:5:2 (p. 190) y 0 D 4:5:3 (p. 190) y 0 D .
x2 C 3y 2 .xy 1/ x.x 2 C y 2 2y 2 ln jxyj/
x 1=2 2
4:5:4 (p. 190) xy 0 yD 4:5:5 (p. 190) y 0 C 2xy D 4xex 4:5:6 (p. 190) xy 0 C y D 4x 3
2
4:5:7 (p. 190) y 0 y D cos x sin x 4:5:8 (p. 190) .1 C x 2 /y 0 2xy D .1 x/2 ex
4:5:10 (p. 190) y 0 g yg0 D f 0 g fg0 . 4:5:11 (p. 190) .x x0 /y 0 D y y0 4:5:12 (p. 190) y 0 .y 2 x 2 C 1/ C
2xy D 0 4:5:13 (p. 190) 2x.y 1/y 0 y 2 C x 2 C 2y D 0
4:5:14 (p. 190) (a) y D 81 C 18x; .9; 81/ y D 1 C 2x; .1; 1/
(b) y D 121 C 22x; .11; 121/ y D 1 C 2x; .1; 1/
(c) y D 100 20x; . 10; 100/ y D 4 4x; . 2; 4/
(d) y D 25 10x; . 5; 25/ y D 1 2x; . 1; 1/
5 C 3x 5 4x
4:5:15 (p. 190) (e) y D , . 3=5; 4=5/ y D , .4=5; 3=5/
4 3
1 5 x
4:5:17 (p. 191) (a) y D .1 C x/; .1; 1/I y D C ; .25; 5/
2 2 10
1 1
(b) y D .4 C x/; .4; 2/ y D .4 C x/; .4; 2/;
4 4
1 7 x
(c) y D .1 C x/; .1; 1/ y D C ; .49; 7/
2 2 14
1 5 x
(d) y D .1 C x/; .1; 1/ y D ; .25; 5/
2 2 10
cx
4:5:18 (p. 191) y D 2x 2 4:5:19 (p. 192) y D p 4:5:20 (p. 192) y D y1 C c.x x1 /
jx 2 1j
x3 x p
4:5:21 (p. 192) y D 4:5:22 (p. 192) y D x ln jxj C cx 4:5:23 (p. 192) y D 2x C 4
p2 2
4:5:24 (p. 192) y D x 2 3 4:5:25 (p. 192) y D kx 2 4:5:26 (p. 192) .y x/3 .y C x/ D k
1
4:5:27 (p. 192) y 2 D x C k 4:5:28 (p. 192) y 2 D ln.1 C 2x 2 / C k
2 s
9 x2
4:5:29 (p. 192) y 2 D 2x ln.x 1/2 C k 4:5:30 (p. 192) y D 1 C I those with c > 0
2
y 1
1 1 y
4:5:33 (p. 192) tan ln.x 2 C y 2 / D k 4:5:34 (p. 192) ln.x 2 C y 2 / C .tan ˛/ tan 1
Dk
x 2 2 x
Section 5.1 Answers, pp. 203–210
e2x e5x
5:1:1 (p. 203) (c) y D 2e2x C e5x (d) y D .5k0 k1 / C .k1 2k0 / .
3 3
5:1:2 (p. 203) (c) y D ex .3 cos x 5 sin x/ (d) y D ex .k0 cos x C .k1 k0 / sin x/
726 Answers to Selected Exercises
5:1:3 (p. 204) (c) y D ex .7 3x/ (d) y D ex .k0 C .k1 k0 /x/
c1 c2 2 3
5:1:4 (p. 204) (a) y D C (b) y D I . 1; 1/
x 1 x C1 x 1 xC1
5 5=6 1 2x
5:1:5 (p. 204) (a) ex (b) e2x cos x (c) x 2 C 2x 2 (d) x (e) (f) .x ln jxj/ 2 (g) ep
6 x2 2 x
2 1 1
5:1:6 (p. 204) 0 5:1:7 (p. 205) W .x/ D .1 x / 5:1:8 (p. 205) W .x/ D 5:1:10 (p. 205) y2 D e x
x
1
5:1:11 (p. 205) y2 D xe3x 5:1:12 (p. 205) y2 D xeax 5:1:13 (p. 205) y2 D 5:1:14 (p. 205) y2 D x ln x
x
5:1:15 (p. 205) y2 D x a ln x 5:1:16 (p. 205) y2 D x 1=2 e 2x 5:1:17 (p. 205) y2 D x 5:1:18 (p. 205) y2 D
1
x sin x 5:1:19 (p. 205) y2 D x 1=2 cos x 5:1:20 (p. 205) y2 D xe x 5:1:21 (p. 205) y2 D 2 5:1:22
x 4
(p. 205) y2 D e 2x
5:1:23 (p. 205) y2 D x 2 5:1:35 (p. 207) (a) y 00 2y 0 C5y D 0 (b) .2x 1/y 00 4xy 0 C4y D 0 (c) x 2 y 00 xy 0 Cy D
0
(d) x 2 y 00 C xy 0 C y D 0 (e) y 00 y D 0 (f) xy 00 y 0 D 0
5:1:37 (p. 208) (c) y D k0 y1 C k1 y2 5:1:38 (p. 208) y1 D 1, y2 D x x0 ; y D k0 C k1 .x x0 /
5:1:39 (p. 208) y1 D cosh.x x0 /, y2 D sinh.x x0 /; y D k0 cosh.x x0 / C k1 sinh.x x0 /
1 k1
5:1:40 (p. 208) y1 D cos !.x x0 /, y2 D sin !.x x0 / y D k0 cos !.x x0 / C sin !.x x0 /
! !
1 x k0 C k1 x
5:1:41 (p. 209) y1 D 2
, y2 D 2
yD
1 x 1 x 1 x2
c1 x 2 C c2 x 3 ; x 0;
5:1:42 (p. 209) (c) k0 D k1 D 0; y D
c1 x 2 C c3 x 3 ; x < 0
(d) .0; 1/ if x0 > 0, . 1; 0/ if x0 < 0
5:1:43 (p. 209) (c) k0 D 0, k1 arbitrary y D k1 x C c2 x 2
a1 x 3 C a2 x 4 ; x 0;
5:1:44 (p. 210) (c) k0 D k1 D 0 y D
b1 x 3 C b2 x 4 ; x < 0
(d) .0; 1/ if x0 > 0, . 1; 0/ if x0 < 0
Section 5.2 Answers, pp. 217–220
5:2:1 (p. 217) y D c1 e 6x C c2 ex 5:2:2 (p. 217) y D e2x .c1 cos x C c2 sin x/ 5:2:3 (p. 217) y D c1 e 7x C
c2 e x
5:2:4 (p. 217) y D e2x .c1 C c2 x/ 5:2:5 (p. 217) y D e x .c1 cos 3x C c2 sin 3x/
5:2:6 (p. 217) y D e 3x .c1 cos x C c2 sin x/ 5:2:7 (p. 218) y D e4x .c1 C c2 x/ 5:2:8 (p. 218) y D c1 C c2e x
p p
5:2:9 (p. 218) y D ex .c1 cos 2x C c2 sin 2x/ 5:2:10 (p. 218) y D e 3x .c1 cos 2x C c2 sin 2x/
x=2 3x 3x
5:2:11 (p. 218) y D e c1 cos C c2 sin 5:2:12 (p. 218) y D c1 e x=5 C c2ex=2
2 2
5:2:13 (p. 218) y D e 7x .2 cos x 3 sin x/ 5:2:14 (p. 218) y D 4ex=2 C 6e x=3 5:2:15 (p. 218) y D 3ex=3
4e x=2
e x=2 3e3x=2
5:2:16 (p. 218) y D C 5:2:17 (p. 218) y D e3x=2 .3 2x/ 5:2:18 (p. 218) y D 3e 4x 4e 3x
3 4
p !
2x
p 2 6 p
5:2:19 (p. 218) y D 2xe3x 5:2:20 (p. 218) y D ex=6 .3C2x/ 5:2:21 (p. 218) y D e 3 cos 6x C sin 6x
3
.x 1/ 2.x 1/ 1 .x 2/ 2 7.x 2/
5:2:23 (p. 218) y D 2e 3e 5:2:24 (p. 219) y D e e
3 3
5:2:25 (p. 219) y D e7.x .2 1/ 3.x 1// 5:2:26 (p. 219) y D e .x 2/=3 .2 4.x 2//
2 2 p 1 p
5:2:27 (p. 219) y D 2 cos x 3 sin x 5:2:28 (p. 219) y D 2 cos 3 x p sin 3 x
3 4 3 4 3 3 3
Answers to Selected Exercises 727
k0 k1
5:2:30 (p. 219) y D r2 er1 .x x0 /
r1 er2 .x x0 /
C er2 .x x0 /
er1 .x x0 /
r2 r1 r2 r1
5:2:31 (p. 219) y D e r 1 .x x0 / Œk C .k1 r1 k0 /.x x0 /
0
k1 k0
5:2:32 (p. 219) y D e.x x0 /
k0 cos !.x x0 / C sin !.x x0 /
!
Section 5.3 Answers, pp. 227–229
5:3:1 (p. 227) yp D 1 C 2x C 3x 2 ; y D 1 C 2x C 3x 2 C c1 e 6x C c2 ex
5:3:2 (p. 227) yp D 1 C x; y D 1 C x C e2x .c1 cos x C c2 sin x/
5:3:3 (p. 227) yp D x C x 3 ; y D x C x 3 C c1 e 7x C c2 e x
5:3:4 (p. 227) yp D 1 x 2 ; y D 1 x 2 C e2x .c1 C c2 x/
5:3:5 (p. 227) yp D 2x C x 3 ; y D 2x C x 3 C e x .c1 cos 3x C c2 sin 3x/;
y D 2x C x 3 C e x .2 cos 3x C 3 sin 3x/
5:3:6 (p. 227) yp D 1 C 2x; y D 1 C 2x C e 3x .c1 cos x C c2 sin x/; y D 1 C 2x C e 3x .cos x sin x/
2 1x3
5:3:8 (p. 227) yp D 5:3:9 (p. 227) yp D 4x 1=2 5:3:10 (p. 227) yp D 5:3:11 (p. 227) yp D 3
x 2 x
2x 4 e3x e3x
5:3:12 (p. 227) yp D 9x 1=3 5:3:13 (p. 227) yp D 5:3:16 (p. 228) yp D ;y D C c1 e 6x C c2 ex
13 3 3
5:3:17 (p. 228) yp D e2x ; y D e2x .1 C c1 cos x C c2 sin x/
5:3:18 (p. 228) y D 2e 2x ; y D 2e 2x C c1 e 7x C c2 e x ; y D 2e 2x e 7x C e x
5:3:19 (p. 228) yp D ex ; y D ex C e2x .c1 C c2 x/; y D ex C e2x .1 3x/
4 x=2 4 x=2
5:3:20 (p. 228) yp D e ;yD e C e x .c1 cos 3x C c2 sin 3x/
45 45
5:3:21 (p. 228) yp D e 3x ; y D e 3x .1 C c1 cos x C c2 sin x/
5:3:24 (p. 228) yp D cos x sin x; y D cos x sin x C e4x .c1 C c2 x/
5:3:25 (p. 228) yp D cos 2x 2 sin 2x; y D cos 2x 2 sin 2x C c1 C c2 e x
p p
5:3:26 (p. 228) yp D cos 3x; y D cos 3x C ex .c1 cos 2x C c2 sin 2x/
5:3:27 (p. 228) yp D cos x C sin x; y D cos x C sin x C e 3x .c1 cos 2x C c2 sin 2x/
5:3:28 (p. 228) yp D 2 cos 2x C sin 2x; y D 2 cos 2x C sin 2x C c1 e 4x C c2 e 3x
y D 2 cos 2x C sin 2x C 2e 4x 3e 3x
5:3:29 (p. 228) yp D cos 3x sin 3x; y D cos 3x sin 3x C e3x .c1 C c2 x/
y D cos 3x sin 3x C e3x .1 C 2x/
1
5:3:30 (p. 228) y D 2 .M cos !x C N sin !x/ C c1 cos !0 x C c2 sin !0 x
!0 ! 2
e3x e3x
5:3:33 (p. 229) yp D 1 C 2x C 3x 2 C ; y D 1 C 2x C 3x 2 C C c1 e 6x C c2 ex
3 3
5:3:34 (p. 229) yp D 1 C x C e2x ; y D 1 C x C e2x .1 C c1 cos x C c2 sin x/
5:3:35 (p. 229) yp D x C x 3 2e 2x ; y D x C x 3 2e 2x C c1 e 7x C c2 e x
5:3:36 (p. 229) yp D 1 x 2 C ex ; y D 1 x 2 C ex C e2x .c1 C c2x/
4 4
5:3:37 (p. 229) yp D 2x C x 3 C ex=2 ; y D 2x C x 3 C ex=2 C e x .c1 cos 3x C c2 sin 3x/
45 45
5:3:38 (p. 229) yp D 1 C 2x C e 3x ; y D 1 C 2x C e 3x .1 C c1 cos x C c2 sin x/
Section 5.4 Answers, pp. 235–238
1 x x 3x
5:4:1 (p. 235) yp D e3x C 5:4:2 (p. 235) yp D e 3x
1 5:4:3 (p. 235) yp D ex 2
4 2 4 4
5:4:4 (p. 235) yp D e2x .1 3x C x 2 / 5:4:5 (p. 235) yp D e x .1 C x 2 / 5:4:6 (p. 235) y D e x . 2 C x C 2x 2 /
p
728 Answers to Selected Exercises
x 1 x x
5:4:7 (p. 235) yp D xe C 5:4:8 (p. 235) yp D xex .1 C 2x/ 5:4:9 (p. 235) yp D xe3x
1C
6 2 2
2x 2 x
x 2 x 1
5:4:10 (p. 235) yp D xe . 2Cx/ 5:4:11 (p. 235) yp D x e 1C 5:4:12 (p. 235) yp D x e x
2 2
x 2 e2x x 2 e x=3
5:4:13 (p. 235) yp D .1 x C x 2 / 5:4:14 (p. 235) yp D .3 2x C x 2 /
2 27
e3x
5:4:15 (p. 235) y D . 1 C 2x/ C c1 ex C c2e2x 5:4:16 (p. 235) y D ex .1 2x/ C c1e2x C c2 e4x
4
e2x
5:4:17 (p. 235) y D .1 x/ C e 3x .c1 C c2 x/ 5:4:18 (p. 235) y D xex .1 2x/ C c1 ex C c2 e 3x
5
5:4:19 (p. 235) y D ex x 2 .1 2x/ C c1 C c2 x 5:4:20 (p. 236) y D e2x .1 C x/ C 2e x e5x
5:4:21 (p. 236) y D xe2x C 3ex e 4x 5:4:22 (p. 236) y D e x .2 C x 2x 2 / e 3x
ex
5:4:23 (p. 236) y D e 2x .3 x/ .1 x/ C e x .3 C 2x/
2e5x 5:4:24 (p. 236) yp D
3
5:4:25 (p. 236) yp D ex .3 C 7x/ C xe3x 5:4:26 (p. 236) yp D x 3 e4x C 1 C 2x C x 2
5:4:27 (p. 236) yp D xe2x .1 2x/ C xex 5:4:28 (p. 236) yp D ex .1 C x/ C x 2 e x
5:4:29 (p. 236) yp D x 2 e x C e3x .1 x 2 / 5:4:31 (p. 237) yp D 2e2x 5:4:32 (p. 237) yp D 5xe4x
e3x
5:4:33 (p. 237) yp D x 2 e4x 5:4:34 (p. 237) yp D .1C2x 2x 2 / 5:4:35 (p. 237) yp D xe3x .4 x C2x 2 /
4
5:4:36 (p. 237) yp D x 2 e x=2 . 1 C 2x C 3x 2 /
" #
x2
x 4 3=2 3x
5:4:37 (p. 237) (a) y D e x C c1x C c2 (b) y D e .2 ln x 3/ C c1 x C c2
3 4
!
x3
(c) y D e2x Œ.x C 1/ ln jx C 1j C c1 x C c2 (d) y D e x=2
x ln jxj C C c1 x C c2
6
e 2x
5:4:39 (p. 238) (a) ex .3 C x/ C c (b) e x .1 C .3 C 6x C 6x 2 C 4x 3 / C c
x/2 C c (c)
8
(d) ex .1 C x 2 / C c (e) e3x . 6 C 4x C 9x 2 / C c (f) e x .1 2x 3 C 3x 4 / C c
k
. 1/k kŠe˛x X . ˛x/r
5:4:40 (p. 238) Cc
˛kC1 r D0
rŠ
Section 5.5 Answers, pp. 244–248
5:5:1 (p. 244) yp D cos x C 2 sin x 5:5:2 (p. 244) yp D cos x C .2 2x/ sin x
5:5:3 (p. 244) yp D ex . 2 cos x C 3 sin x/
e2x
5:5:4 (p. 244) yp D .cos 2x sin 2x/ 5:5:5 (p. 244) yp D ex .x cos x sin x/
2
5:5:6 (p. 244) yp D e 2x .1 2x/.cos 3x sin 3x/ 5:5:7 (p. 245) yp D x.cos 2x 3 sin 2x/
h x x i
5:5:8 (p. 245) yp D x Œ.2 x/ cos x C .3 2x/ sin x 5:5:9 (p. 245) yp D x x cos 3 sin
2 2
5:5:10 (p. 245) yp D xe x .3 cos x C 4 sin x/ 5:5:11 (p. 245) yp D xex Œ. 1 C x/ cos 2x C .1 C x/ sin 2x
5:5:12 (p. 245) yp D .14 10x/ cos x .2 C 8x 4x 2 / sin x.
x2
5:5:13 (p. 245) yp D .1 C 2x C x 2 / cos x C .1 C 3x 2 / sin x 5:5:14 (p. 245) yp D .cos 2x sin 2x/
2
5:5:15 (p. 245) yp x 2 x 2
D e .x cos x C 2 sin x/ 5:5:16 (p. 245) yp D e .1 x /.cos x C sin x/
5:5:17 (p. 245) yp D ex .x 2 x 3 /.cos x C sin x/ 5:5:18 (p. 245) yp D e x Œ.1 C 2x/ cos x .1 3x/ sin x
5:5:19 (p. 245) yp D x.2 cos 3x sin 3x/ 5:5:20 (p. 245) yp D x 3 cos x C .x C 2x 2 / sin x
D e x .x C x 2 / cos x .1 C 2x/ sin x
5:5:21 (p. 245) yp
Answers to Selected Exercises 729
5:5:22 (p. 245) y D ex .2 cos x C 3 sin x/ C 3ex e6x 5:5:23 (p. 245) y D ex Œ.1 C 2x/ cos x C .1 3x/ sin x
5:5:24 (p. 245) y D ex .cos x 2 sin x/Ce 3x .cos xCsin x/ 5:5:25 (p. 245) y D e3x Œ.2 C 2x/ cos x .1 C 3x/ sin x
ex
5:5:26 (p. 245) y D e3x Œ.2 C 3x/ cos x C .4 x/ sin xC3ex 5e2x 5:5:27 (p. 245) yp D xe3x .cos x 2 sin x/
5
e x e x
5:5:28 (p. 245) yp D x.cos x C 2 sin x/ .1 x/ C
2 2
xex 2x 1
5:5:29 (p. 245) yp D .2 C x/ C 2xe C .3 cos x C sin x/
2 10
e x x2
5:5:30 (p. 245) yp D xex .cos x C x sin x/ C .4 C 5x/ C 1 C x C
25 2
x 2 e2x 1
5:5:31 (p. 245) yp D .3 C x/ e2x .cos x sin x/ C 3e3x C .2 C x/
6 4
5:5:32 (p. 245) y D .1 2x C 3x 2 /e2x C 4 cos x C 3 sin x 5:5:33 (p. 245) y D xe 2x cos x C 3 cos 2x
3 1 13 2x 3
5:5:34 (p. 245) y D cos 2x C sin 2x C e x e xe 2x
8 4 8 4
ex h i
5:5:40 (p. 248) (a) 2x cos x .2 x 2 / sin x C c (b) .1 x 2 / cos x .1 x/2 sin x C c
2
e x
(c) Œ.4 C 10x/ cos 2x .3 5x/ sin 2x C c
25
e x h i
(d) .1 C x/2 cos x .1 x 2 / sin x C c
2
ex h i
(e) x.3 3x C x 2 / cos x .3 3x C x 3 / sin x C c
2
(f) ex Œ.1 2x/ cos x C .1 C x/ sin x C c (g) e x Œx cos x C x.1 C x/ sin x C c
Section 5.6 Answers, pp. 253–255
x 4 c2
5:6:1 (p. 253) y D 1 2x C c1 e C c2 xex ; fe x ; xe x g 5:6:2 (p. 253) y D C c1 x C ; fx; 1=xg
3x 2 x
x.ln jxj/2
5:6:3 (p. 253) y D C c1 x C c2 x ln jxj; fx; x ln jxjg
2
5:6:4 (p. 253) y D .e2x C ex / ln.1 C e x / C c1 e2x C c2 ex ; fe2x ; ex g
x 4 7=2
5:6:5 (p. 253) y D e x C c1 C c2 x ; fex ; xex g
5
5:6:6 (p. 253) y D ex .2x 3=2 C x 1=2 ln x C c1 x 1=2 C c2x 1=2 /; fx 1=2 ex ; x 1=2 e x g
5:6:7 (p. 253) y D ex .x sin x C cos x ln j cos xj C c1 cos x C c2 sin x/; fex cos x; ex sin xg
5:6:8 (p. 253) y D e x 2 .2e 2xC c1 C c2 x/; fe x ; xe x g
2 2
c2
5:6:9 (p. 253) y D 2x C 1 C c1 x 2 C 2 ; fx 2 ; 1=x 2 g
x
xe2x
5:6:10 (p. 253) y D C xe x .c1 C c2 x/; fxe x ; x 2 e x g
9
x c2
5:6:11 (p. 253) y D xex C c1 C 2 ; fxex ; ex =xg
3 x
.2x 1/2 ex
5:6:12 (p. 253) y D C c1 ex C c2xe x ; fex ; xe x g
8
5:6:13 (p. 253) y D x 4 C c1 x 2 C c2 x 2 ln jxj; fx 2 ; x 2 ln jxjg
5:6:14 (p. 253) y D e x .x 3=2 C c1 C c2 x 1=2 /; fe x ; x 1=2 e x g
!
e2x x
5:6:15 (p. 253) y D ex .xCc 1 Cc2 x 2 /; fex ; x 2 ex g 5:6:16 (p. 253) y D x 1=2 C c1 C c2 e ; fx 1=2 ; x 1=2 ex g
2
5:6:17 (p. 253) y D 2x 2 ln x C c1x 2 C c2x 4 ; fx 2 ; x 4 g 5:6:18 (p. 253) fex ; ex =xg 5:6:19 (p. 253) fx 2 ; x 3 g
p p
5:6:20 (p. 253) fln jxj; x ln jxjg 5:6:21 (p. 253) fsin x; cos xg 5:6:22 (p. 253) fex ; x 3 ex g 5:6:23 (p. 253)
730 Answers to Selected Exercises
fx a ; x a ln xg
5:6:24 (p. 253) fx sin x; x cos xg 5:6:25 (p. 253) fe2x ; x 2 e2x g 5:6:26 (p. 253) fx 1=2 ; x 1=2 cos xg
5:6:27 (p. 253) fx 1=2 e2x ; x 1=2 e 2x g 5:6:28 (p. 253) f1=x; e2x g 5:6:29 (p. 253) fex ; x 2 g 5:6:30 (p. 254)
fe2x ; x 2 e2x g 5:6:31 (p. 254) y D x 4 C 6x 2 8x 2 ln jxj
.x C 1/ x
5:6:32 (p. 254) y D 2e2x xe x 5:6:33 (p. 254) y D e .3 2x/ C 7e x
4
x2 .x C 2/2 2x
5:6:34 (p. 254) y D C x 5:6:35 (p. 254) y D C 2
4 6.x 2/ x 4
kc1 sin kx C kc2 cos kx c1 C 2c2 ex
5:6:38 (p. 254) (a) y D (b) y D
c1 cos kx C c2 sin kx c1 C c2 e x
6c1 C c2 e7x 7c1 C c2e6x
(c) y D 7x
(d) y D
c1 C c2 e c1 C c2 e6x
.7c1 c2 / cos x C .c1 C 7c2/ sin x
(e) y D
c1 cos x C c2 sin x
2c1 C 3c2e5x=6 c1 C c2 .x C 6/
(f) y D (g) y D
6.c1 C c2 e 5x=6 / 6.c1 C c2 x/
x
c1 C c2 e .1 C x/ 2c1 x C c2 .1 2x 2 /
5:6:39 (p. 255) (a) y D x
(b) y D
x.c1 C c2 e / c1 C c2 x
c1 C c2e2x .x C 1/ 2c1 C c2 e 3x .1 x/
(c) y D (d) y D
c1 C c2 xe2x c1 C c2 xe 3x
.2c2 x c1 / cos x .2c1 x C c2 / sin x c1 C 7c2x 6
(e) y D (f) y D
2x.c1 cos x C c2 sin x/ x.c1 C c2 x 6 /
Section 5.7 Answers, pp. 262–264
cos 3x ln j sec 3x C tan 3xj sin 2x ln j cos 2xj x cos 2x
5:7:1 (p. 262) yp D 5:7:2 (p. 262) yp D C
9 4 2
5:7:3 (p. 262) yp D 4ex .1 C ex / ln.1 C e x / 5:7:4 (p. 262) yp D 3ex .cos x ln j cos xj C x sin x/
8
5:7:5 (p. 262) yp D x 7=2 ex 5:7:6 (p. 262) yp D ex ln.1 e 2x / e x ln.e2x 1/ 5:7:7 (p. 263) yp D
5
2.x 2 3/
3
e2x
5:7:8 (p. 263) yp D 5:7:9 (p. 263) yp D x 1=2 ex ln x 5:7:10 (p. 263) yp D e x.xC2/
x
xe x .x C 1/
5:7:11 (p. 263) yp D 4x 5=2 5:7:12 (p. 263) yp D 2x 2 sin x 2x cos x 5:7:13 (p. 263) yp D
2
p p
x cos x 3x 4 ex
5:7:14 (p. 263) yp D 5:7:15 (p. 263) yp D 5:7:16 (p. 263) yp D x aC1
2 2
x 2 sin x
5:7:17 (p. 263) yp D 5:7:18 (p. 263) yp D 2x 2 5:7:19 (p. 263) yp D e x sin x
2
p
x x 3=2
5:7:20 (p. 263) yp D 5:7:21 (p. 263) yp D 5:7:22 (p. 263) yp D 3x 2
2 4
x 3 ex 4x 3=2
5:7:23 (p. 263) yp D 5:7:24 (p. 263) yp D 5:7:25 (p. 263) yp D x 3 ex 5:7:26 (p. 263)
2 15
yp D xex
p
5:7:27 (p. 263) yp D x 2 5:7:28 (p. 263) yp D xex .x 2/ 5:7:29 (p. 263) yp D xex .x 1/=4
e2x .3x 2 2x C 6/ xe x
5:7:30 (p. 263) y D C 5:7:31 (p. 263) y D .x 1/2 ln.1 x/ C 2x 2 5x C 3
6 3
Answers to Selected Exercises 731
x.x 2 C 6/ x2 1
5:7:32 (p. 263) y D .x 2 1/ex 5.x 1/ 5:7:33 (p. 264) y D 5:7:34 (p. 264) y D Cx C 2
3.x 2 1/ 2 2x
x 2 .4x C 9/
5:7:35 (p. 264) y D
6.x C 1/
Z x
5:7:38 (p. 264) (a) y D k0 cosh x C k1 sinh x C sinh.x t /f .t / dt
Z x 0
(b) y 0 D k0 sinh x C k1 cosh x C cosh.x t /f .t / dt
0
Z x
5:7:39 (p. 264) (a) y.x/ D k0 cos x C k1 sin x C sin.x t /f .t / dt
Rx 0
0
(b) y .x/ D k0 sin x C k1 cos x C 0 cos.x t /f .t / dt
Section 6.1 Answers, pp. 277–279
p 1 p 1 p 1 p
6:1:1 (p. 277) y D 3 cos 4 6t p sin 4 6t ft 6:1:2 (p. 278) y D cos 8 5t p sin 8 5t ft
2 6 4 4 5
p
6:1:3 (p. 278) y D 1:5 cos 14 10t cm
p
1 1 17
6:1:4 (p. 278) y D cos 8t sin 8t ft; R D ft; !0 D 8 rad/s; T D =4 s;
4 16 16
:245 rad 14:04ı ;
25 5p
6:1:5 (p. 278) y D 10 cos 14t C sin 14t cm; R D 809 cm; !0 D 14 rad/s; T D =7 s;
14 14
:177 rad 10:12ı
r
1 p 2 p 1 67 p
6:1:6 (p. 278) y D cos 70 t C p sin 70 t m; R D m !0 D 70 rad/s;
p 4 70 4 35
T D 2= 70 s; 2:38 rad 136:28ı
2 1 1 3
6:1:7 (p. 278) y D cos 16t sin 16t ft 6:1:8 (p. 278) y D cos 8t sin 8t ft 6:1:9 (p. 278) :72 m
3 4 2 8
1 1 5 16 t
6:1:10 (p. 278) y D sin t C cos 2t C sin 2t ft 6:1:11 (p. 278) y D 4 sin sin t
3 2 6 5 4
1 1 p 1 p
6:1:12 (p. 278) y D sin 8t C cos 4 2t p sin 4 2t
16 3 8 2
1 1 p
6:1:13 (p. 278) y D t cos 8t cos 8t C sin 8t ft 6:1:14 (p. 278) T D 4 2 s
6 8
t 1
6:1:15 (p. 278) ! D 8 rad/s y D . cos 8t C 2 sin 8t / C sin 8t ft
16 128
p p p p
t 8 1
6:1:16 (p. 278) ! D 4 6 rad/sI y D p cos 4 6t C 4 sin 4 6t C sin 4 6t ft
6 3 9
t t
6:1:17 (p. 278) y D cos 2t sin 2t C 3 cos 2t C 2 sin 2t m
2 4
v0 1
q
6:1:18 (p. 279) y D y0 cos !0 t C sin !0 t I R D .!0 y0/2 C .v0 /2 ;
!0 !0
y0 !0 v0
cos D p ; sin D p
.!0 y0 /2 C .v0 /2 .!0 y0 /2 C .v0 /2
6:1:19 (p. 279) The object with the longer period weighs four times as much as the other.
p
6:1:20 (p. 279) T2 D 2T1 , where T1 is the period of the smaller object.
6:1:21 (p. 279) k1 D 9k2, where k1 is the spring constant of the system with the shorter period.
Section 6.2 Answers, pp. 288–290
2t
r
e 5 2t
6:2:1 (p. 288) y D .3 cos 2t sin 2t / ftI e ft
2 2
732 Answers to Selected Exercises
p
t 1 82 t
6:2:2 (p. 288) y D e 3 cos 3t C sin 3t ft e ft
3 3
e 3t
1
6:2:3 (p. 288) y D e 16t C 10t ft 6:2:4 (p. 288) y D .5 cos t C 63 sin t / ft
4 4
p p
1 11
6:2:5 (p. 288) 0 c < 8 lb-sec/ft 6:2:6 (p. 288) y D e 3t cos 91t C p sin 91t ft
2 91
e 4t p p
45
6:2:7 (p. 288) y D .2 C 8t / ft 6:2:8 (p. 288) y D e 10t 9 cos 4 6t C p sin 4 6t cm
3 2 6
p p !
3 41 9 41
6:2:9 (p. 288) y D e 3t =2 cos t C p sin t ft
2 2 2 41 2
p p !
3
t 1 119 9 119
6:2:10 (p. 288) y D e 2 cos t p sin t ft
2 2 2 119 2
p p
1 1
6:2:11 (p. 288) y D e 8t cos 8 2t p sin 8 2t ft
4 4 2
t
1 p 14 p
6:2:12 (p. 288) y D e cos 3 11t C p sin 3 11t ft
3 9 11
22 2 2
6:2:13 (p. 288) yp D cos 2t C sin 2t ft 6:2:14 (p. 289) y D .e 8t 2e 4t /
61 61 3
1 1
6:2:15 (p. 289) y D e 2t cos 4t sin 4t m 6:2:16 (p. 289) y D e 3t .10 cos t 70 sin t / cm
10 5
2 1
6:2:17 (p. 289) yp D cos 3t C sin 3t ft
15 15
11 27 42 39
6:2:18 (p. 289) yp D cos 4t C sin 4t cm 6:2:19 (p. 289) yp D cos t C sin t ft
100 100 73 73
1 1 1
6:2:20 (p. 289) y D cos 2t C sin 2t m 6:2:21 (p. 289) yp D . ˇ cos !0 t C ˛ sin !0 t /
2 4 c!0
1 cy0
6:2:24 (p. 289) y D e ct =2m y0 cos !1 t C .v0 C / sin !1 t
!1 2m
r2 y0 v0 r1 t v0 r1 y0 r2 t
6:2:25 (p. 289) y D e C e 6:2:26 (p. 290) y D er1 t .y0 C .v0 r1 y0 /t /
r2 r1 r2 r1
Section 6.3 Answers, pp. 295–296
p p
6
6:3:1 (p. 295) I D e 15t 2 cos 5 15t p sin 5 31t
31
200 10t
6:3:2 (p. 295) I D e 20t .2 cos 40t 101 sin 40t / 6:3:3 (p. 295) I D e sin 30t
3
6:3:4 (p. 295) I D 10e 30t .cos 40t C 18 sin 40t / 6:3:5 (p. 295) I D e 40t .2 cos 30t 86 sin 30t /
1 20
6:3:6 (p. 295) Ip D .cos 10t C 2 sin 10t / 6:3:7 (p. 295) Ip D .cos 25t 6 sin 25t /
3 37
3 20
6:3:8 (p. 295) Ip D .8 cos 50t sin 50t / 6:3:9 (p. 295) Ip D .17 sin 100t 11 cos 100t /
13 123
45
6:3:10 (p. 295) Ip D .cos 30t C 8 sin 30t /
52 p
p
6:3:12 (p. 296) !0 D 1= LC maximum amplitude D U 2 C V 2 =R
Section 6.4 Answers, pp. 302–303
e 2 Y2 2
6:4:1 (p. 302) If e D 1, then Y 2 D . 2X /; if e ¤ 1 X C 2
C 2
D if ;
e 1 e 1 e .1 e2 /2
e < 1 let X0 D ,aD ,b D p .
1 e2 1 e2 1 e2
Answers to Selected Exercises 733
" 2 2 #1=2
h2 r00
6:4:2 (p. 303) Let h D r02 00 ; then D , eD 1 C . If e D 0, then
k r0 h
1
0 is undefined, but also irrelevant if e ¤ 0 then D 0 ˛, where ˛ < , cos ˛ D 1
e r0
r00
and sin ˛ D .
eh
" #1=2
2
1 0 0 2g
2
6:4:3 (p. 303) (a) e D (b) r0 D R
1 , r0 D 0, 0 arbitrary, 0 D
1 C
2 R
13.
1 C
2 /
6c 1
2
mh .
C 1/ 2
6:4:4 (p. 303) f .r/ D mh2 4 C 3 6:4:5 (p. 303) f .r/ D
r r r3
d u2
k
1 du.0/ r00
6:4:6 (p. 303) (a) 2
C 1 2
u D 0; u.0 / D ; D . (b) with
D
d h r0 d h
ˇ1=2 1 1
r0 r00 r0 r00
ˇ
ˇ k ˇˇ
ˇ1
2
: (i) r D r0 cosh
. 0 / sinh
. 0 / (ii) r D r0 1 . 0 / ;
ˇ h ˇ
h h
1
r0 r00
(iii) r D r0 cos
. 0 / sin
. 0 /
h
Section 7.1 Answers, pp. 317–320
7:1:1 (p. 317) (a) R D 2; I D . 1; 3/; (b) R D 1=2; I D .3=2; 5=2/ (c) R D 0; (d) R D 16;
I D . 14; 18/ (e) R D 1; I D . 1; 1/ (f) R D 4=3; I D . 25=3; 17=3/
p p p
7:1:3 (p. 317) (a) R D 1; I D .0; 2/ (b)pR D 2; I p D .p2 2; 2 C 2/; (c) R D 1;
I D . 1; 1/ (d) R D 0 (e) R D 3; I D . 3; 3/ (f) R D 1 I D .0; 2/
p
7:1:5 (p. 318) (a)pR D 3; I D
p .0; 6/ (b) R D 1; I D . 1; 1/ (c) R D 1= 3
I D .3 1= 3; 3 C 1= 3/ (d) R D 1; I D . 1; 1/ (e) R D 0 (f) R D 2;
I D . 1; 3/
7:1:11 (p. 319) bn D 2.n C 2/.n C 1/anC2 C .n C 1/nanC1 C .n C 3/an
7:1:12 (p. 319) b0 D 2a2 2a0 bn D .n C 2/.n C 1/anC2 C Œ3n.n 1/ 2an C 3.n 1/an 1; n1
7:1:13 (p. 319) bn D .n C 2/.n C 1/anC2 C 2.n C 1/anC1 C .2n2 5n C 4/an
7:1:14 (p. 319) bn D .n C 2/.n C 1/anC2 C 2.n C 1/anC1 C .n2 2n C 3/an
7:1:15 (p. 319) bn D .n C 2/.n C 1/anC2 C .3n2 5n C 4/an
7:1:16 (p. 319) b0 D 2a2 C 2a1 C a0 ,
bn D .n C 2/.n C 1/anC2 C .n C 1/.n C 2/anC1 C .2n C 1/an C an 1 , n 2
7:1:17 (p. 319) b0 D 8a2 C 4a1 6a0 ,
bn D 4.n C 2/.n C 1/anC2 C 4.n C 1/2 anC1 C .n2 C n 6/an 3an 1 , n 1
7:1:21 (p. 320) b0 D .r C 1/.r C 2/a0 ,
bn D .n C r C 1/.n C r C 2/an .n C r 2/2an 1 , n 1.
7:1:22 (p. 320) b0 D .r 2/.r C 2/a0,
bn D .n C r 2/.n C r C 2/an C .n C r C 2/.n C r 3/an 1 , n 14
7:1:23 (p. 320) b0 D .r 1/2a0 , b1 D r 2 a1 C .r C 2/.r C 3/a0 ,
bn D .n C r 1/2 an C .n C r C 1/.n C r C 2/an 1 C .n C r 1/an 2 , n 2
7:1:24 (p. 320) b0 D r.r C 1/a0 , b1 D .r C 1/.r C 2/a1 C 3.r C 1/.r C 2/a0,
bn D .n C r/.n C r C 1/an C 3.n C r/.n C r C 1/an 1 C .n C r/an 2 , n 2
7:1:25 (p. 320) b0 D .r C 2/.r C 1/a0 b1 D .r C 3/.r C 2/a1 ,
bn D .n C r C 2/.n C r C 1/an C 2.n C r 1/.n C r 3/an 2 , n 2
7:1:26 (p. 320) b0 D 2.r C 1/.r C 3/a0 , b1 D 2.r C 2/.r C 4/a1 ,
bn D 2.n C r C 1/.n C r C 3/an C .n C r 3/.n C r/an 2 , n 2
Section 7.2 Answers, pp. 329–334
734 Answers to Selected Exercises
1
X 1
X
7:2:1 (p. 329) y D a0 . 1/m .2m C 1/x 2m C a1 . 1/m.m C 1/x 2mC1
mD0 mD0
1
x 2m
. 1/mC1
X
7:2:2 (p. 329) y D a0 C a1 x
2m 1
mD0
1
7:2:3 (p. 329) y D a0 .1 10x 2 C 5x 4 / C a1 x 2x 3 C x 5
5
1 1
a1
.m C 1/.2m C 1/x 2m C .m C 1/.2m C 3/x 2mC1
X X
7:2:4 (p. 329) y D a0
3
mD0 mD0
2 3 2 3
1 m Y1 4j C 1 1 mY1
X
m4 2m
X
m x 2mC1
7:2:5 (p. 329) y D a0 . 1/ 5x C a1 . 1/ 4 .4j C 3/5 m
2j C 1 2 mŠ
mD0 j D0 mD0 j D0
2 3 2 3
1 m Y1 .4j C 1/2 x 2m 1 m
Y1 .4j C 3/2 x 2mC1
m4 m
X X
7:2:6 (p. 329) y D a0 . 1/ 5 C a1 . 1/ 4 5
2j C 1 8m mŠ 2j C 3 8m mŠ
mD0 j D0 mD0 j D0
1 1 Qm 1
X 2m mŠ 2m
X j D0 .2j C 3/ 2mC1
7:2:7 (p. 329) y D a0 Qm 1 x C a 1 x
j D0 .2j C 1/ 2m mŠ
mD0 mD0
2 35 4 3 3 5 1 7
7:2:8 (p. 329) y D a0 1 14x C x C a1 x 3x C x C x
3 5 35
1 2m 1
x x 2mC1
. 1/m Qm 1 . 1/m m
X X
7:2:9 (p. 330) (a) y D a0 C a1
j D0 .2j C 1/
2 mŠ
mD0 mD0
2 3 2 3
1 mY1 4j C 3 x 2m 1 mY1 4j C 5 x 2mC1
m4 m
X X
7:2:10 (p. 330) (a) y D a0 . 1/ 5 C a1 . 1/ 4 5
2j C 1 2m mŠ 2j C 3 2m mŠ
mD0 j D0 mD0 j D0
1 5 1 5 17 6 13 7
7:2:11 (p. 330) y D 2 x x2 C x3 C x4 x x C x C
3 12 6 72 126
5 3 21 5 11 7
7:2:12 (p. 330) y D 1 x C 3x 2 x C 5x 4 x C 3x 6 x C
2 8 16
1 5 5 49 6 45 7
7:2:13 (p. 330) y D 2 x 2x 2 C x 3 C 3x 4 x x C x C
3 6 5 14
1 1
X .x 3/2m X .x 3/2mC1
7:2:16 (p. 331) y D a0 C a1
.2m/Š .2m C 1/Š
mD0 mD0
1 1
X .x3/2m X .x 3/2mC1
7:2:17 (p. 331) y D a0 C a 1
2m mŠ m 1
Q
mD0 mD0 j D0 .2j C 3/
2 3
1 mY1 1
.x 1/2m 4m.m C 1/Š
.x 1/2mC1
X X
7:2:18 (p. 331) y D a0 4 .2j C 3/5 C a1 Qm 1
mŠ j D0 .2j C 3/
mD0 j D0 mD0
4 8 10
7:2:19 (p. 331) y D a0 1 6.x 2/2 C .x 2/4 C .x 2/6 C a1 .x 2/ .x 2/3
3 135 9
2 3
1 mY1 1
3m 3m mŠ
. 1/m 4 .2j C 1/5 m .x C 1/2m C a1 . 1/m Qm 1 .x C 1/2mC1
X X
7:2:20 (p. 331) y D a0
4 mŠ j D0 .2j C 3/
mD0 j D0 mD0
3 1 3 3 4 1 6
7:2:21 (p. 331) y D 1 C 2x C x 2 x x x C
8 3 128 1024
5 3 7 4
7:2:22 (p. 331) y D 2 C 3.x 3/ C 3.x 3/2 2.x 3/3 .x 3/4 C .x 3/5 C .x 3/6 .x 3/7 C
4 5 24 35
Answers to Selected Exercises 735
5 27 21 27 81
7:2:23 (p. 331) y D 1 C .x 1/ C 3.x 1/2 .x 1/3 .x 1/4 C .x 1/5 C .x 1/6 .x 1/7 C
2 4 4 2 8
3 5 49 135
7:2:24 (p. 331) y D 4 6.x 3/ 2.x 3/2 C .x
3/3 C .x 3/4 .x 3/5 .x 3/6 C .x 3/7 C
2 4 20 56
15 1
7:2:25 (p. 331) y D 3 4.x 4/ C 15.x 4/2 4.x 4/3 C .x 4/4 .x 4/5
4 5
20 4 8
7:2:26 (p. 331) y D 3 3.x C 1/ 30.x C 1/2 C .x C 1/3 C 20.x C 1/4 .x C 1/5 .x C 1/6
3 3 9
1 1
a0 C a1 x
. 1/m x 2m C a1 . 1/m x 2mC1 (b)y D
X X
7:2:27 (p. 331) (a)y D a0
1 C x2
mD0 mD0
1 1
X x 3m X x 3mC1
7:2:33 (p. 334) y D a0 C a1
3mmŠ j D01 .3j C 2/
Qm
3m mŠ jmD01 .3j C 4/
Q
mD0 mD0
2 3
1
X 2 m Y m 1 1
x 3m 6mmŠ
x 3mC1
X
7:2:34 (p. 334) y D a0 4 .3j C 2/5 C a1 Qm 1
3 mŠ j D0 .3j C 4/
mD0 j D0 mD0
2 3
1 1 mY1
X
m 3m mŠ 3m
X
m4 x 3mC1
7:2:35 (p. 334) y D a0 . 1/ Qm 1 x C a1 . 1/ .3j C 4/5 m
j D0 .3j C 2/
3 mŠ
mD0 mD0 j D0
2 3
1 mY1 3j 5
D a0 .1 4x 3 C 4x 6 / C a1 2m 4 5 x 3mC1
X
7:2:36 (p. 334) y
3j C 4
mD0 j D0
21 3 42 6 7 9 10
7:2:37 (p. 334) y D a0 1 C x C x C x C a1 x C 4x 4 C x 7
2 5 20 7
2 3 2 3
1 m 1 1 m m Y1 x 5mC1
Y 5j C 1
X
m4 5m
X 2
7:2:39 (p. 334) y D a0 . 2/ 5 x C a1 4 .5j C 2/5
5j C 4 5 mŠ
mD0 j D0 mD0 j D0
1 1
x 4m x 4mC1
. 1/m . 1/m
X X
7:2:40 (p. 334) y D a0 Qm 1
C a1
4m mŠ 4m mŠ jmD01 .4j C 5/
Q
mD0 j D0 .4j C 3/ mD0
1 1
x 7m x 7mC1
. 1/m Qm . 1/m
X X
7:2:41 (p. 334) y D a0 1
C a1
j D0 .7j C 6/ 7m mŠ
mD0 mD0
9 8 7 9
7:2:42 (p. 334) y D a0 1 x C a1 x x
7 9
1 1
x 6m C a1 x 6mC1
X X
7:2:43 (p. 334) y D a0
mD0 mD0
1 1
x 6m x 6mC1
. 1/m Qm . 1/m
X X
7:2:44 (p. 334) y D a0 C a1
1
j D0 .6j C 5/ 6m mŠ
mD0 mD0
Section 7.3 Answers, pp. 338–342
7 3 55 4 59 5 83 6 9547 7
7:3:1 (p. 338) y D 2 3x 2x 2 C
x x C x x C x C
2 12 8 6 336
7:3:2 (p. 338) y D 1 C 2x 4x 3 C 4x 4 C 4x 5 12x 6 C 4x 7 C
2 3 11 4 9 5 329 6 1301 7
7:3:3 (p. 338) y D 1 C x2 x C x x C x x C
3 6 5 90 315
7 3 15 4 45 5 261 6 207 7
7:3:4 (p. 338) y D x x2 x C x C x x C x C
2 2 8 8 16
15 2 1 3 11 4 5 5 1 1 7
7:3:5 (p. 338) y D 4 C 3x x C x C x x C x6 C x C
4 4 16 16 20 120
736 Answers to Selected Exercises
16 2 13 3 23 4 10 5 7 6 1 7
7:3:6 (p. 338) y D 7 C 3x x C x x C x x x C
3 3 9 9 27 9
7 2 3 3 37 4 7 5 1 6 19 7
7:3:7 (p. 338) y D 2 C 5x x x C x x x C x C
4 16 192 192 1920 11520
4 4 4 136 104
7:3:8 (p. 338) y D 1 .x 1/ C .x 1/3 .x 1/4 .x 1/5 C .x 1/6 .x 1/7 C
3 3 5 45 63
13 77 278 1942 23332
7:3:9 (p. 338) y D 1 .x C 1/ C 4.x C 1/2 .x C 1/3 C .x C 1/4 .x C 1/5 C .x C 1/6 .x C 1/7 C
3 6 15 45 315
1 5 19 7 59 1091
7:3:10 (p. 338) y D 2 .x 1/ .x 1/2 C .x 1/3 .x 1/4 C .x 1/5 C .x 1/6 .x 1/7 C
2 3 12 30 45 630
1 2 5 11 29 101
7:3:11 (p. 338) y D 2 C 3.x C 1/ .x C 1/2 .x C 1/3 C .x C 1/4 .x C 1/5 C .x C 1/6 .x C 1/7 C
2 3 8 30 144 840
42 604
7:3:12 (p. 339) y D 1 2.x 1/ 3.x 1/2 C 8.x 1/3 4.x 1/4 .x 1/5 C 19.x 1/6 .x 1/7 C
5 35
17 3 3 4 9 5
7:3:19 (p. 340) y D 2 7x 4x 2 x x x C
6 4 40
1 1 5 73
7:3:20 (p. 340) y D 1 2.x 1/ C .x 1/2 .x 1/3 C .x 1/4 .x 1/5 C
2 6 36 1080
7 4 1 1
7:3:21 (p. 340) y D 2 .x C 2/ .x C 2/2 C .x C 2/3 .x C 2/4 C .x C 2/5 C
2 3 24 60
11 67
7:3:22 (p. 340) y D 2 2.x C 3/ .x C 3/2 C .x C 3/3 .x C 3/4 C .x C 3/5 C
12 60
1 3 5 4 2 5
7:3:23 (p. 340) y D 1 C 2x C x x C x C
3 12 5
7 2 197 287
7:3:24 (p. 340) y D 2 3.x C 1/ C .x C 1/ 5.x C 1/3 C .x C 1/4 .x C 1/5 C
2 24 20
9 11 5 7
7:3:25 (p. 340) y D 2 C 3.x C 2/ .x C 2/2 C .x C 2/3 C .x C 2/4 C .x C 2/5 C
2 6 24 20
1 2 2 3 49 4 23
7:3:26 (p. 340) y D 2 4.x 2/ .x 2/ C .x 2/ C .x 2/ C .x 2/5 C
2 9 432 1080
1 10 19 13
7:3:27 (p. 340) y D 1 C 2.x C 4/ .x C 4/2 .x C 4/3 C .x C 4/4 C .x C 4/5 C
6 27 648 324
1 1 65 67
7:3:28 (p. 340) y D 1 C 2.x C 1/ .x C 1/2 C .x C 1/3 .x C 1/4 C .x C 1/5 C
4 2 96 80
c1 c2 c1 c2 c1 c2 x
7:3:31 (p. 342) (a) y D C (b) y D C (c) y D C
1Cx 1 C 2x 1 2x 1 3x 1 2x .1 2x/2
c1 c2 x c1 c2
(d) y D C (e) y D C
2Cx .2 C x/2 2Cx 2 C 3x
3 2 5 3 17 4 11 5
7:3:32 (p. 342) y D 1 2x x C x C x x C
2 3 24 20
5 2 2 3 3 4 1 5
7:3:33 (p. 342) y D 1 2x x C x x C x C
2 3 8 3
2 2 3 23 4 3 5
7:3:34 (p. 342) y D 6 2x C 9x C x x x C
3 4 10
10 3 3 4 25 5
7:3:35 (p. 342) y D 2 5x C 2x 2 x C x x C
3 2 12
17 5
7:3:36 (p. 342) y D 3 C 6x 3x 2 C x 3 2x 4 x C
20
3 3 49 5
7:3:37 (p. 342) y D 3 2x 3x 2 C x 3 C x 4 x C
2 2 80
4 19 4 13 5
7:3:38 (p. 342) y D 2 C 3x C x 2 x 3 x C x C
3 54 60
Answers to Selected Exercises 737
1 1
X . 1/m x 2m x2
X . 1/mx 2mC1 x2
7:3:39 (p. 342) y1 D De ; y2 D D xe
mŠ mŠ
mD0 mD0
1 3 3 4 31 5
7:3:40 (p. 342) y D 2 C 3x C x 2 x x C x C
6 4 120
7 2 5 3 41 4 41 5
7:3:41 (p. 342) y D 2 C 3x x x C x C x C
2 6 24 120
23 23 4 11 5
7:3:42 (p. 342) y D 3 C 5x 5x 2 C x 3 x C x C
6 12 30
3 2 17 1 1
7:3:43 (p. 342) y D 2 C 3.x 1/ C .x 1/ .x 1/3 .x 1/4 C .x 1/5 C
2 12 12 8
1 2 1 3 31 4 53
7:3:44 (p. 342) y D 2 3.x C 2/ C .x C 2/ .x C 2/ C .x C 2/ .x C 2/5 C
2 3 24 120
3 11 3 15 4 71 5
7:3:45 (p. 342) y D 1 2x C x 2 x C x x C
2 6 8 60
7 43 203 167
7:3:46 (p. 342) y D 2 .x C 2/ .x C 2/2 .x C 2/3 .x C 2/4 .x C 2/5 C
2 6 24 30
7 89 5
7:3:47 (p. 342) y D 2 x x 2 C x 3 x 4 C x C
6 120
3 1 1
7:3:48 (p. 342) y D 1 C .x 1/2 C .x 1/3 .x 1/5 C
2 6 8
1 1 1 1
7:3:49 (p. 342) y D 1 2.x 3/ C .x 3/2 .x 3/3 C .x 3/4 .x 3/5 C
2 6 4 6
Section 7.4 Answers, pp. 347–348
7:4:1 (p. 347) y D c1 x 4 C c2 x 2 7:4:2 (p. 347) y D c1 x C c2 x 7
7:4:3 (p. 347) y D x.c1 C c2 ln x/ 7:4:4 (p. 347) y D x 2 .c1 C c2 ln x/
7:4:5 (p. 347) y D c1 cos.ln x/ C c2 sin.ln x/ 7:4:6 (p. 347) y D x 2 Œc1 cos.3 ln x/ C c2 sin.3 ln x/
c2
7:4:7 (p. 347) y D c1 x C 3 7:4:8 (p. 347) y D c1 x 2=3 C c2 x 3=4 7:4:9 (p. 347) y D x 1=2 .c1 C c2 ln x/
x
1
7:4:10 (p. 347) y D c1 xCc2 x 1=3 7:4:11 (p. 347) y D c1 x 2 Cc2 x 1=2 7:4:12 (p. 347) y D Œc1 cos.2 ln x/ C c2 sin.2 ln x
x
7:4:13 (p. 347) y D x 1=3 .c1 C c2 ln x/ 7:4:14 (p. 347) y D x Œc1 cos.3 ln x/ C c2 sin.3 ln x/
c2 c1
7:4:15 (p. 347) y D c1 x 3 C 2 7:4:16 (p. 347) y D C c2 x 1=2 7:4:17 (p. 347) y D x 2 .c1 C c2 ln x/
x x
1 1 1
7:4:18 (p. 347) y D 2 c1 cos p ln x C c2 sin p ln x
x 2 2
Section 7.5 Answers, pp. 358–365
1 2 2 31 3 1 1 3
7:5:1 (p. 358) y1 D x 1=2 1 x x C x C y2 D x 1 1 C x C x 2 x C ;
5 35 315 2 6
2 8 40 6 4
7:5:2 (p. 358) y1 D x 1=3 1 x C x2 x 3 C ; y2 D 1 x C x 2 x3 C
3 9 81 5 5
4 7 2 970 3 2
7:5:3 (p. 358) y1 D x 1=3 1 x x C x C ; y2 D x 1 1 x 2 C x 3 C
7 45 2457 3
1 19 1571 11 2 1 3
7:5:4 (p. 358) y1 D x 1=4 1 x x2 C x 3 C ; y2 D x 1 1 C 2x x x C
2 104 10608 6 7
1=3 28 2 1111 3 1=4 7 2 19 3
7:5:5 (p. 358) y1 D x 1 xC x x C ; y2 D x 1 xC x x C ;
31 1333 8 24
1=5 6 1217 2 41972 3 1 2 35 3 11 4
7:5:6 (p. 358) y1 D x 1 x x C x C ; y2 D x x x C x C
25 625 46875 4 18 12
738 Answers to Selected Exercises
11 2 109 3 131 2 39 3
7:5:7 (p. 358) y1 D x 3=2 1 xCx x C ; y2 D x 1=4 1 C 4x x C x C
26 1326 24 14
1 2 2 5 3 1 2 1 3
7:5:8 (p. 358) y1 D x 1=3 1 xC x x C ; y2 D x 1=6
1 x C x C
3 15 63 12 18
1 2 1 3 1 71 719
7:5:9 (p. 358) y1 D 1 x C x C ; y2 D x 1=3 1 x x2 C x3 C
14 105 18 405 34992
1=5 3 7 2 547 3 1=2 14 2 556 3
7:5:10 (p. 359) y1 D x 1C x x x C ; y2 D x 1CxC x x C
17 153 5661 13 897
1 1
. 2/n . 1/n n
7:5:14 (p. 359) y1 D x 1=2 x n ; y2 D x 1
X X
Qn x
j D1 .2j C 3/ nŠ
nD0 nD0
1
. 1/n njD1 .3j C 1/ n
Q
X
7:5:15 (p. 359) y1 D x 1=3 x ;x 1
9n nŠ
nD0
1 1
. 1/n n 1 X . 1/n
7:5:16 (p. 359) y1 D x 1=2 xn
X
n
x ; y 2 D 2
Qn
2 nŠ x j D1 .2j 5/
nD0 nD0
1 1
X . 1/n X . 1/n n
7:5:17 (p. 359) y1 D x Qn x n ; y2 D x 1=3
x
j D1 .3j C 4/ 3n nŠ
nD0 nD0
1 1
2n 2n
x n ; y2 D x 1=2 xn
X X
7:5:18 (p. 359) y1 D x Qn Qn
nŠ j D1 .2j C 1/ nŠ j D1 .2j 1/
nD0 nD0
1 1
X 1 X 1
7:5:19 (p. 359) y1 D x 1=3 x n ; y2 D x 1=3
xn
nŠ njD1 .3j C 2/
Q Qn
nŠ j D1 .3j 2/
nD0 nD0
0 1
1 n
. 1/n @ Y 3j
2 1 2 1=3
X 13 A n
7:5:20 (p. 359) y1 D x 1 C x C x ; y2 D x x
7 70 3n nŠ 3j 4
nD0 j D1
0 1 0 1
1 n 1 n
2j C 1 A n . 1/n
7:5:21 (p. 359) y1 D x 1=2 . 1/n @ I x y2 D x 1=3 .3j C 1/A x n
X Y X Y
@
6j C 1 9n nŠ
nD0 j D1 nD0 j D1
1 1 n
. 1/n .n C 2/Š . 1/n Y
I x n y2 D x 1=4 .4j C 5/x n
X X
7:5:22 (p. 359) y1 D x Qn n
2 j D1 .4j C 3/ 16 nŠ
nD0 nD0 j D1
1 1
1=2
X . 1/n X . 1/n
7:5:23 (p. 359) y1 D x Qn x n ; y2 D x 1
Qn xn
nŠ j D1 .2j
C 1/ nŠ j D1 .2j 1/
nD0 nD0
0 1 0 1
1
X . 1/n 2 n Y
n 1 n
1=3
X Y 2j 1A n
7:5:24 (p. 359) y1 D x @ .6j C 5/A x n ; y2 D x 1
. 1/ 2n n@
x
nŠ 9 3j 4
nD0 j D1 nD0 j D1
1
1=3 1
xn ; x
X
7:5:25 (p. 359) y1 D 4x 1
6n nŠ.3n C 4/
nD0
1=2 9 5 2 245 3 1=4 25 675 2 38025 3
7:5:28 (p. 360) y1 D x 1 xC x x C ; y2 D x 1 xC x x C
40 128 39936 96 14336 5046272
32 28 2 4480 3 32 48
7:5:29 (p. 360) y1 D x 1=3 1 C x x C x C ; y2 D x 3 1 C x C x 2
117 1053 540189 7 7
5 55 935 1 5 55 3
7:5:30 (p. 360) y1 D x 1=2 1 x C x2 x 3 C ; y2 D x 1=2 1 C x x2 x C .
8 96 1536 4 32 384
1=2 3 5 2 5 3 2
2
7:5:31 (p. 360) y1 D x 1 xC x C x C ; y2 D x 1 C 8x C 60x 160x 3 C
4 96 4224
Answers to Selected Exercises 739
1=3 10 200 2 17600 3 3 9 2 105 3
7:5:32 (p. 360) y1 D x 1 xC x x I C ; y2 D x 1=2 1 xC x x C
63 7371 3781323 20 352 23936
0 1 0 1
1 m 1 m
. 1/m Y 4j 3 . 1/m Y 8j 7
7:5:33 (p. 360) y1 D x 1=2 A x 2m ; y2 D x 1=4 A x 2m
X X
@ @
8m mŠ 8j C 1 16mmŠ 8j 1
mD0 j D1 mD0 j D1
0 1 0 1
1 m 1 m
8j 3 1
7:5:34 (p. 360) y1 D x 1=2 A x 2m ; y2 D x 1=4 .2j 1/A x 2m
X Y X Y
@ @
8j C 1 2m mŠ
mD0 j D1 mD0 j D1
1 1
7:5:35 (p. 360) y1 D x 4 . 1/m .m C 1/x 2m ; y2 D x . 1/m .2m 1/x 2m
X X
mD0 mD0
0 1
1 m
1=3 . 1/m @ Y 4 8
.6j 17/A x 2m ; y2 D 1 C x 2 C x 4
X
7:5:36 (p. 360) y1 Dx
18mmŠ 5 55
mD0 j D1
0 1
1 m 1 Qm
j D1 .2j 1/ 2m
X Y 8j C 1
1=4 A x 2m ; y2 D x 1
X
7:5:37 (p. 360) y1 Dx @
m
x
8j C 5 2 mŠ
mD0 j D1 mD0
0 1 0 1
1 m 1 m
1=2
X 1 @Y 2m 1=3
X
m
Y 3j 1 A x 2m
7:5:38 (p. 360) y1 Dx .4j 1/A x ; y2 D x 2 @
8mmŠ 12j 1
mD0 j D1 mD0 j D1
Qm 0 1
1 1
X . 1/m Y m
7=2 m j D1
.4j C 5/ 2m 1=2 4j 1 A x 2m
X
7:5:39 (p. 360) y1 Dx . 1/ x ; y2 D x @
8mmŠ 4m 2j 3
mD0 mD0 j D1
0 1 0 1
1
X . 1/m Y 4j 1 m 1
X . 1/m Y m
1=2 2m 1=2
7:5:40 (p. 360) y1 Dx @ A x ; y2 D x @ .4j 3/A x 2m
4m 2j C 1 8m mŠ
mD0 j D1 mD0 j D1
0 1 0 1
1
X . 1/m Y m 1 m
1 Y 4j 3
D x 1=2 .2j C 1/A x 2m ; y2 D 2 . 2/m @ A x 2m
X
7:5:41 (p. 360) y1 @
mŠ x 4j 5
mD0 j D1 mD0 j D1
0 1
1 m
Y 3j 4
D x 1=3 . 1/m @ A x 2m ; y2 D x 1 .1 C x 2 /
X
7:5:42 (p. 360) y1
3j C 2
mD0 j D1
1 1 Qm
m
2 .m C 1/Š 2m 1 X j D1 .2j 1/ 2m
. 1/m Qm . 1/m
X
7:5:43 (p. 360) y1 D x ; y2 D 3 m
x
j D1 .2j C 3/ x 2 mŠ
mD0 mD0
0 1 0 1
1 m m 2 1 m m 2
. 1/ .4j 3/ . 1/ .2j 3/
D x 1=2 A x 2m ; y2 D x 1 A x 2m
X Y X Y
7:5:44 (p. 360) y1 @ @
8m mŠ 4j C 3 2m mŠ 4j 3
mD0 j D1 mD0 j D1
0 1 0 1
1 m
Y 2j C 1 1
X . 1/ m m
. 2/m @ A x 2m ; y2 D x 3=2 .4j 3/A x 2m
X Y
7:5:45 (p. 360) y1 Dx @
4j C 5 4m mŠ
mD0 j D1 mD0 j D1
1 1
. 1/m . 1/m
7:5:46 (p. 360) y1 D x 1=3 x 2m ; y2 D x 1=3
x 2m
X X
Qm
2m j D1 .3j C 1/ 6m mŠ
mD0 mD0
1=2 6 2 36 4 216 6 1 2 1 4 1 6
7:5:47 (p. 360) y1 D x 1 x C x x C ; y2 D x 1=3 1 x C x x C
13 325 12025 2 8 48
13 2 273 4 2639 6 1 2 2 4 2 6
7:5:48 (p. 360) y1 D x 1=4 1 x C x x C ; y2 D x 1
1 x C x x C
64 8192 524288 3 33 209
3 2 9 4 81 6 2 5 40
7:5:49 (p. 360) y1 D x 1=3 1 x C x x C ; y2 D x 1=3 1 x2 C x4 x6 C
4 14 140 3 9 81
740 Answers to Selected Exercises
3 2 15 4 35 6 8 16 6
7:5:50 (p. 360) y1 D x 1=2 1 x C x x C ; y2 D x 1=2 1 2x 2 C x 4 x C
2 8 16 3 5
3 4 5 6 2 2 36 4 408 6
7:5:51 (p. 360) y1 D x 1=4 1 2
x C x x C ; y2 D x 1=2
1 x C x x C
2 2 5 65 455
1 m 1 m
. 1/ . 1/
7:5:53 (p. 361) (a) y1 D x x 2m ; y2 D x x 2m
X X
4m mŠ m 4m mŠ m
Q Q
j D1 .j C / j D1 .j /
mD0 mD0
sin x cos x
y1 D p ; y2 D p
x x
x 1=2 x x 1=3 x 1=2
7:5:61 (p. 365) y1 D ; y2 D 7:5:62 (p. 365) y1 D 2
; y2 D
1Cx 1Cx 1 C 2x 1 C 2x 2
x 1=4 x 2 x 1=3 x 1=3
7:5:63 (p. 365) y1 D ; y2 D 7:5:64 (p. 365) y1 D ; y2 D
1 3x 1 3x 5Cx 5Cx
x 1=4 x 1=2 x 1=2 x 3=2
7:5:65 (p. 365) y1 D 2
; y2 D 2
7:5:66 (p. 365) y1 D 2
; y2 D
2 x 2 x 1 C 3x C x 1 C 3x C x 2
x x 1=3 x x 1=4
7:5:67 (p. 365) y1 D 2
; y2 D 2
7:5:68 (p. 365) y1 D 2
; y2 D
.1 C x/ .1 C x/ 3 C 2x C x 3 C 2x C x 2
Section 7.6 Answers, pp. 374–379
3 13 3 65 2
7:6:1 (p. 374) y1 D x 1 x C x 2 x C ; y2 D y1 ln x C x 2 1 x C x C
4 36 108
1 9 2 20 3 15 133 2
7:6:2 (p. 374) y1 D x 1 2x C x x C ; y2 D y1 ln x C 1 xC x C
2 3 4 18
1 1 31 2
7:6:3 (p. 374) y1 D 1 C x x 2 C x 3 C ; y2 D y1 ln x x 3 x x C
3 2 18
5 9 17
7:6:4 (p. 374) y1 D x 1=2 1 2x C x 2 2x 3 C ; y2 D y1 ln x C x 3=2 1 x C x2 C
2 4 6
19 2 49 3 43 208
7:6:5 (p. 374) y1 D x 1 4x C x x C ; y2 D y1 ln x C x 2 3 xC x2 C
2 3 4 9
5 1 11 25
7:6:6 (p. 374) y1 D x 1=3 1 x C x 2 x 3 C ; y2 D y1 ln x C x 2=3 1 x C x2 C
6 2 12 36
7 2 7 3 15 239 2
7:6:7 (p. 374) y1 D 1 2x C x x C ; y2 D y1 ln x C x 3 xC x C
4 9 4 108
5 3 13
7:6:8 (p. 374) y1 D x 2 1 2x C x 2 3x 3 C ; y2 D y1 ln x C x C
2 4 6
1 1 3 13 1
7:6:9 (p. 374) y1 D x 1=2 1 x C x 2 C x 3 C ; y2 D y1 ln x C x 1=2 x C x2 C
4 18 2 16 54
1 7 23 1 5 157 2
7:6:10 (p. 374) y1 D x 1=4 1 x x2 C x 3 C ; y2 D y1 ln x C x 3=4 C x x C
4 32 384 4 64 2304
1=3 7 2 23 3 5=3 1 13
7:6:11 (p. 375) y1 D x 1 xC x x C ; y2 D y1 ln x x x
6 18 12 108
0 1
1 1 n
. 1/n n . 1/n X 1
7:6:12 (p. 375) y1 D x 1=2 1=2 A xn ;
X X
x ; y 2 D y 1 ln x 2x @
.nŠ/2 .nŠ/2 j
nD0 nD1 j D1
1 n Qn
2 j D1 .3j C 1/
7:6:13 (p. 375) y1 D x 1=6 xn ;
X
3 nŠ
nD0 0 1
1 n Qn n
2 j D1 .3j C 1/ 1
y2 D y1 ln x x 1=6 A xn
X X
@
3 nŠ j.3j C 1/
nD1 j D1
Answers to Selected Exercises 741
1
X 1
X
7:6:14 (p. 375) y1 D x 2 . 1/n .n C 1/2 x n ; y2 D y1 ln x 2x 2 . 1/n n.n C 1/x n
nD0 nD1
1 1
7:6:15 (p. 375) y1 D x 3 2n .n C 1/x n ; y2 D y1 ln x x3 2n nx n
X X
nD0 nD1
Qn
1=5
1
. 1/n j D1 .5j C 1/
xn ;
X
7:6:16 (p. 375) y1 D x
125n.nŠ/2
nD0 0 1
Qn n
1=5
X1
. 1/n j D1 .5j C 1/ X 5j C 2 A n
y2 D y1 ln x x @ x
125n .nŠ/2 j.5j C 1/
nD1 j D1
1
1/n njD1 .2j
Q
. 3/
7:6:17 (p. 375) y1 D x 1=2 xn ;
X
4n nŠ
nD0 0 1
Qn n
1=2
1
X . 1/n j D1 .2j 3/ X 1
y2 D y1 ln x C 3x @ A xn
4n nŠ j.2j 3/
nD1 j D1
1
1/n njD1 .6j 7/2
Q
.
7:6:18 (p. 375) y1 D x 1=3 xn ;
X
81n .nŠ/2
nD0 0 1
Qn n
1=3
1
. 1/n j D1 .6j 7/2 1
/A x n
X X
y2 D y1 ln x C 14x @
81n .nŠ/2 j.6j 7/
nD1 j D1
1
1/n njD1 .2j
Q
. C 5/
7:6:19 (p. 375) y1 D x 2 xn ;
X
.nŠ/2
nD0 0 1
1
. 1/ n Qn .2j C 5/ n
j D1 .j C 5/
y2 D y1 ln x 2x 2 A xn
X X
@
.nŠ/2 j.2j C 5/
nD1 j D1
1 n n
Q
1 X 2 j D1 .2j 1/
7:6:20 (p. 375) y1 D xn ;
x nŠ
nD0 0 1
1 n Qn n
1 X 2 j D1 .2j 1/ 1
A xn
X
y2 D y1 ln x C @
x nŠ j.2j 1/
nD1 j D1
1 n n
Q
1 X . 1/ j D1 .2j 5/
7:6:21 (p. 375) y1 D xn ;
x nŠ
nD0 0 1
1 n Qn n
5 X . 1/ j D1 .2j 5/ 1
A xn
X
y2 D y1 ln x C @
x nŠ j.2j 5/
nD1 j D1
1 n n
Q
. 1/ j D1 .2j C 3/
7:6:22 (p. 375) y1 D x 2 xn ;
X
2n nŠ
nD0 0 1
1
. 1/n njD1 .2j C 3/ X n
Q
2
X 1 A xn
y2 D y1 ln x 3x @
2n nŠ j.2j C 3/
nD0 j D1
3 1 5 1 2
7:6:23 (p. 375) y1 D x 2 1 C 3x C x 2 x 3 C ; y2 D y1 ln x 5x
1C x x C 1
2 2 4 4
6968 2
7:6:24 (p. 375) y1 D x 3 .1 C 20x C 180x 2 C 1120x 3 C ; y2 D y1 ln x x 4 26 C 324x C x C
3
85 3145 3 39 4499 2
7:6:25 (p. 375) y1 D x 1 5x C x 2 x C ; y2 D y1 ln x C x 2 2 xC x C
4 36 4 108
742 Answers to Selected Exercises
3 7 3 3 5
7:6:26 (p. 375) y1 D 1 x C x2 x C x2 C
x C ; y2 D y1 ln x C x 1
4 12 4 9
3 2 3 2 280 2
7:6:27 (p. 375) y1 D x .1 C 16x C 36x C 16x C /; y2 D y1 ln x x 40 C 150x C x C
3
0 1
1
X . 1/ m 1 m m
x X . 1/ @ X 1 A 2m
7:6:28 (p. 375) y1 D x x 2m ; y2 D y1 ln x x
2m mŠ 2 2m mŠ j
mD0 mD1 j D1
1 1
2 x2 X
. 1/m .m C 1/x 2m ; y2 D y1 ln x . 1/m mx 2m
X
7:6:29 (p. 375) y1 D x
2
mD0 mD1
0 1
1 m 1=2 1 m m
. 1/ x . 1/ 1
7:6:30 (p. 375) y1 D x 1=2 x 2m ; y2 D y1 ln x A x 2m
X X X
@
4m mŠ 2 4m mŠ j
mD0 mD1 j D1
1
. 1/m m
Q
j D1 .2j 1/ 2m
X
7:6:31 (p. 375) y1 D x x ;
2m mŠ
mD0 0 1
1 m Qm .2j m
x X . 1/ j D1 1/ X 1
y2 D y1 ln x C @ A x 2m
2 2m mŠ j.2j 1/
mD1 j D1
1 m m .4j
Q
X . 1/ j D1 1/
7:6:32 (p. 375) y1 D x 1=2 x 2m ;
8m mŠ
mD0 0 1
1 m Qm .4j m
x 1=2 X . 1/ j D1 1/ 1
A x 2m
X
y2 D y1 ln x C @
2 8mmŠ j.4j 1/
mD1 j D1
1
. 1/m m
Q
j D1 .2j C 1/
x 2m ;
X
7:6:33 (p. 375) y1 D x
2m mŠ
mD0 0 1
1 m
Qm m
x X . 1/ j D1 .2j C 1/ @
X 1 A x 2m
y2 D y1 ln x
2 2m mŠ j.2j C 1/
mD1 j D1
1
. 1/ m Qm .8j 13/
j D1
7:6:34 (p. 375) y1 D x 1=4 x 2m ;
X
.32/mmŠ
mD0 0 1
1 m m .8j m
Q
13 1=4 X . 1/ j D1 13/ X 1 A x 2m
y2 D y1 ln x C x @
2 .32/mmŠ j.8j 13/
mD1 j D1
1 m Qm
. 1/ j D1 .3j 1/ 2m
7:6:35 (p. 375) y1 D x 1=3
X
x ;
9m mŠ
mD0 0 1
1 m m .3j m
x 1=3 X . 1/
Q
j D1 1/ X 1
y2 D y1 ln x C @ A x 2m
2 9mmŠ j.3j 1/
mD1 j D1
1 m Qm
. 1/ j D1 .4j 3/.4j 1/ 2m
7:6:36 (p. 375) y1 D x 1=2
X
x ;
4m .mŠ/2
mD0 0 1
1
. 1/ m Qm .4j 3/.4j 1/ m
j D1 8j 3
y2 D y1 ln x C x 1=2 A x 2m
X X
@
4m .mŠ/2 j.4j 3/.4j 1/
mD1 j D1
0 1
1 1 m
5=3 . 1/m 2m x 5=3 X . 1/m X 1
A x 2m
X
7:6:37 (p. 375) y1 D x x ; y2 D y2 1 ln x @
3m mŠ 2 3mmŠ j
mD0 mD1 j D1
Answers to Selected Exercises 743
1 m m .4j
Q
1 X . 1/ j D1 7/ 2m
7:6:38 (p. 375) y1 D x ;
x 2m mŠ
mD0 0 1
1 m m .4j m
Q
7 X . 1/ j D1 7/ X 1 A x 2m
y2 D y1 ln x C @
2x 2m mŠ j.4j 7/
mD1 j D1
3 2 15 4 35 6
7:6:39 (p. 376) y1 D x 1 1 x C x x C
2 8 16
1 13 2 101 4
; y2 D y1 ln x C x x C x C
4 32 192
1 2 1 4 1 6 1 3 2 11 4
7:6:40 (p. 376) y1 D x 1 x C x x C ; y2 D y1 ln x C x 3 x C x C
2 8 48 4 32 576
2 3 2 9 4 25 6 1 21 2 215 4
7:6:41 (p. 376) y1 D x 1 x x x C ; y2 D y1 ln x C x x C
4 64 256 2 128 1536
17 2 85 4 85 6 25 471 2 1583 4
7:6:42 (p. 376) y1 D x 3 1 x C x x C ; y2 D y1 ln x C x 1 x C x C
8 256 18432 8 512 110592
1 3 2 45 4 175 6 1 33 2 395 4
7:6:43 (p. 376) y1 D x 1 x C x x C ; y2 D y1 ln x x x C x C
4 64 256 4 128 1536
1 8 2
7:6:44 (p. 376) y1 D ; y2 D y1 ln x 6 C 6x x
x 3
7:6:45 (p. 376) y1 D 1 x; y2 D y1 ln x C 4x
1
.x 1/2 1
xn
X
7:6:46 (p. 376) y1 D ; y2 D y1 ln x C 3 3x C 2 2
x n.n 1/
nD2
1
!
1=2 2 3=2
X . 1/n n
7:6:47 (p. 376) y1 D x .x C 1/ ; y2 D y1 ln x x 3 C 3x C 2 x
n.n2 1/
nD2
1
!
2 3 3 11 2 X 1 n
7:6:48 (p. 376) y1 D x .1 x/ ; y2 D y1 ln x C x 4 7x C x 6 x
3 n.n 2/.n2 1/
nD3
3 5 3 5
7:6:49 (p. 376) y1 D x 4x C x ; y2 D y1 ln x C 6x 3x
1
!
1 1 1 X 1
7:6:50 (p. 376) y1 D x 1=3 1 x 2 ; y2 D y1 ln x C x 7=3 m
x 2m
6 4 12 6 m.m C 1/.m C 1/Š
mD1
1
3 2 3 4 . 1/m
7:6:51 (p. 376) y1 D .1 C x 2 /2 ; y2 D y1 ln x x 2m
X
x x C
2 2 m.m 1/.m 2/
mD3
1
!
1=2 1 2 1 4 5
9 2 1
x C x ; y2 D y1 ln x C x 3=2 2m
X
7:6:52 (p. 376) y1 D x 1 x C x .
2 32 1288 4mC1 .m 1/m.m C 1/.m C 1/Š
mD2
0
1
1 1 m
X . 1/m 2m X . 1/m @ X 1 A 2m
7:6:56 (p. 378) y1 D x ; y2 D y1 ln x x
4m .mŠ/2 4m .mŠ/2 j
mD0 mD1 j D1
x 1=2 x 1=2 ln x x 1=3 x 1=3 ln x
7:6:58 (p. 379) ; 7:6:59 (p. 379) ;
1Cx 1Cx 3Cx 3Cx
x x ln x x 1=4 x 1=4 ln x
7:6:60 (p. 379) ; 7:6:61 (p. 379) ;
2 x2 2 x2 1 C x2 1 C x2
x x ln x x 1=2 x 1=2 ln x
7:6:62 (p. 379) ; 7:6:63 (p. 379) 2
;
4 C 3x 4 C 3x 1 C 3x C x 1 C 3x C x 2
x x ln x x 1=3 x 1=3 ln x
7:6:64 (p. 379) 2
; 2
7:6:65 (p. 379) 2
;
.1 x/ .1 x/ 1CxCx 1 C x C x2
744 Answers to Selected Exercises
Section 7.7 Answers, pp. 389–391
0 0 1 1
1 1 n
. 4/n . 4/ n j C 1
7:7:1 (p. 389) y1 D 2x 3 x n ; y2 D x C 4x 2 A xnA
X X X
8 @y1 ln x 4 @
nŠ.n C 2/Š nŠ.n C 2/Š j.j C 2/
nD0 nD1 j D1
0 1
1 1 n
. 1/n . 1/ n 2j C 1
x n ; y2 D 1 A xn
X X X
7:7:2 (p. 389) y1 D x y1 ln x C x @
nŠ.n C 1/Š nŠ.n C 1/Š j.j C 1/
nD0 nD1 j D1
1
1=2 . 1/n
C y1 ln x C x 1=2 xn
X
7:7:3 (p. 389) y1 D x 1=2 ; y2 D x
n
nD1
0 1
1 1 n
X . 1/n n x
X . 1/n @ X 1 A n
7:7:4 (p. 389) y1 D x x D xe ; y2 D 1 y1 ln x C x x
nŠ nŠ j
nD0 nD1 j D1
1 Qn
1=2
X 3 n j D1 .2j C 1/ n
7:7:5 (p. 389) y1 D x x ;
4 nŠ
0 nD0 0 1 1
1 n Qn n
3 3 j D1 .2j C 1/ 1
y2 D x 1=2 @y1 ln x x 1=2 A xn A
X X
@
4 4 nŠ j.2j C 1/
nD1 j D1
0 0 1 1
1 1 n
. 1/n n n
1 1 1 . 1/ 1
x D xe x ; y2 D x 2 1 C x C x 2 A xn A
X X X
7:7:6 (p. 389) y1 D x @y1 ln x x @
nŠ 2 2 2 nŠ j
nD0 nD1 j D1
1
. 1/n
7:7:7 (p. 389) y1 D 6x 3=2 xn ;
X
4n nŠ.n C 3/Š
nD0 0 0 1 1
1 n
. 1/n
1 1 1 X X 2j C 3
y2 D x 3=2 1 C x C x 2 @y1 ln x 6x 3=2 @ A xn A
8 64 768 4n nŠ.n C 3/Š j.j C 3/
nD1 j D1
1
120 . 1/n
xn ;
X
7:7:8 (p. 389) y1 D
x2 nŠ.n C 5/Š
nD0 0 0 1 1
1 n
120 X . 1/n
7 1 1 1 3 1 4 1 2j C 5
1 C x C x2 C A xn A
X
y2 D x x C x @y1 ln x @
4 24 144 576 2880 x2 nŠ.n C 5/Š j.j C 5/
nD1 j D1
1
x 1=2 X
7:7:9 (p. 389) y1 D . 1/n .n C 1/.n C 2/.n C 3/x n ;
6
nD0 0 1
1 n
1 3 1
y2 D x 5=2 1 C x C x 2 3y1 ln x C x 1=2 . 1/n .n C 1/.n C 2/.n C 3/ @ A xn
X X
2 2 j.j C 3/
nD1 j D1
4 2 2 3 27 5 1 6
7:7:10 (p. 389) y1 D x 1 x y2 D 1 C 10x C 50x C 200x 300 y1 ln x C x x
5 25 30
1
!
. 1/n 6Š n
6 3 1 3 1 4 1 5 1
7:7:11 (p. 389) y1 D x 3 ; y2 D x 3 1 x C x2 y1 ln x C x 3
X
x C x x x
5 4 3 8 20 120 n.n C 6/Š
nD1
0 1
1 n
1 @ Y 2j C 3 A n
7:7:12 (p. 389) y1 D x 2
X
x ;
nŠ j C4
nD0 j D1
0 10 1
1 n n
x 2 X 1 Y 2j C 3 .j 2 C 3j C 6/
2 1 2 1 3 1
A xn
X
y2 D x 1Cx C x x y1 ln x C @ A@
4 12 16 8 nŠ j C4 j.j C 4/.2j C 3/
nD1 j D1 j D1
Answers to Selected Exercises 745
1
X x x2
7:7:13 (p. 389) y1 D x 5 . 1/n .n C 1/.n C 2/x n ; y2 D 1 C
2 6
nD0
0 1
1 n
1 X . 1/n @ Y .j C 3/.2j
3/ A 26 143 2
7:7:14 (p. 389) y1 D x n ; y2 D x 7
1C xC x
x nŠ j C6 5 20
nD0 j D1
1
. 1/n
7=2
X
n 1=2 1 1 2 1 3
7:7:15 (p. 389) y1 D x x ; y 2 D x 1 x C x x
2n .n C 4/Š 2 8 48
nD0
0 1
1 n
. 1/n .n C 1/ Y 3j C 7
4 1 2
y1 D x 10=3 A x n ; y2 D x 2=3 1 C x
X
7:7:16 (p. 389) @ x
9n j C4 27 243
nD0 j D1
0 1
7 n
j 8A n 52 234 2 572 3
y1 D x 3 . 1/n .n C 1/ @ x ; y2 D x 3 1 C x C x C 143x 4
X Y
7:7:17 (p. 389) x C
j C6 5 5 5
nD0 j D1
0 1
1 n
. 1/n @ Y .j C 3/2 A n
1
y1 D x 3 x ; y2 D x 2 1 C x
X
7:7:18 (p. 389)
nŠ j C5 4
nD0 j D1
0 1
4 n
j 5A n
y1 D x 6 . 1/n 2n @
X Y
7:7:19 (p. 389) x ; y2 D x.1 C 18x C 144x 2 C 672x 3 C 2016x 4/
j C5
nD0 j D1
2 1 2 21 21 35
7:7:20 (p. 389) 6
y1 D x 1 C x C x ; y2 D x 1 C x C x 2 C x 3
3 7 4 2 4
1
5 2 1 3 1 4 1 5
y1 D x 7=2 . 1/n .n C 1/x n ; y2 D x 7=2 1 x C x2
X
7:7:21 (p. 389) x C x x
6 3 2 3 6
nD0
1
x 10 X
7:7:22 (p. 389) y1 D . 1/n 2n .n C 1/.n C 2/.n C 3/x n ;
6
nD0
4 5 2 40 3 40 4 32 5 16 6
y2 D 1 xC x x C x x C x
3 3 21 21 21 21
1 m
Q m
X . 1/ j D1 .2j C 5/ 2m
7:7:23 (p. 389) y1 D x 6 x ;
2m mŠ
mD0 0 1
1 m m .2j C 5/ m
Q
75 6 X . 1/
2 3 2 15 j D1
X 1 A x 2m
y2 D x 1 C x y1 ln x C x @
2 2 2 2mC1 mŠ j.2j C 5/
mD1 j D1
1
. 1/m x 2 =2
7:7:24 (p. 389) y1 D x 6 x 2m D x 6 e
X
;
2m mŠ
mD0 0 1
1 m
x 6 X . 1/m @ X 1 A 2m
2 1 2 1
y2 D x 1 C x y1 ln x C x
2 2 4 2m mŠ j
mD1 j D1
1
. 1/m
7:7:25 (p. 389) y1 D 6x 6 x 2m ;
X
4m mŠ.m C 3/Š
mD0 0 0 1 1
1 m m
1 1 1 @ . 1/ 2j C 3
y2 D 1 C x 2 C x 4 y1 ln x 3x 6 A x 2m A
X X
@
8 64 384 4m mŠ.m C 3/Š j.j C 3/
mD1 j D1
1
x X . 1/m .m C 2/ 2m
7:7:26 (p. 389) y1 D x ;
2 mŠ
mD0
746 Answers to Selected Exercises
0 1
1 m
1 . 1/m .m C 2/ X j 2 C 4j C 2
A x 2m
X
y2 D x 4y1 ln x C x @
mŠ j.j C 1/.j C 2/
mD1 j D1
1
. 1/m
7:7:27 (p. 389) y1 D 2x 3 x 2m ;
X
4m mŠ.m C 2/Š
mD0 0 0 1 1
1 m m
1 1 . 1/ j C 1
y2 D x 1 1 C x 2 @y1 ln x 2x 3 A x 2m A
X X
@
4 16 4m mŠ.m C 2/Š j.j C 2/
mD1 j D1
1
. 1/m m
Q
1=2
X j D1 .2j 1/ 2m
7:7:28 (p. 390) y1 D x x ;
8m mŠ.m C 1/Š
mD0 0 1
1 m m .2j m 2
Q
1 X . 1/ j D1 1/ X 2j 2j 1
y2 D x 5=2 C y1 ln x x 1=2 @ A x 2m
4 8mC1 mŠ.m C 1/Š j.j C 1/.2j 1/
mD1 j D1
0 1
1 m 1 m m
X . 1/ 2m 2 x X . 1/ X 1
7:7:29 (p. 390) y1 D x x D xe x =2; y2 D x 1 y1 ln x C @ A x 2m
2m mŠ 2 2m mŠ j
mD0 mD1 j D1
0 1
1 1 m
X 1 2 X 1 X 1
7:7:30 (p. 390) y1 D x 2 x 2m D x 2 ex ; y2 D x 2 .1 x 2 / 2y1 ln x C x 2 @ A x 2m
mŠ mŠ j
mD0 mD1 j D1
1
. 1/m
7:7:31 (p. 390) y1 D 6x 5=2 x 2m ;
X
16m mŠ.m C 3/Š
mD0 0 0 1 1
1 m m
1 1 1 . 1/ 2j C 3
y2 D x 7=2 1 C x 2 C x4 @y1 ln x 3x 5=2 A x 2m A
X X
@
32 1024 24576 16m mŠ.m C 3/Š j.j C 3/
mD1 j D1
1 Qm
j D1 .3j C 1/
7:7:32 (p. 390) y1 D 2x 13=3 x 2m ;
X
9m mŠ.m C 2/Š
mD0 0 0 1 1
1 Qm m 2 C 2j C 2
.3j C 1/
2 2 j D1 3j
y2 D x 1=3 1 C x 2 C @y1 ln x x 13=3 A x 2m A
X X
@
9 81 9m mŠ.m C 2/Š j.j C 2/.3j C 1/
mD0 j D1
1
!
2 2 2 2
X 1 2m
7:7:33 (p. 390) y1 D x ; y2 D x .1 C 2x / 2 y1 ln x C x x
m.m C 2/Š
mD1
0 m 1
1 3
1 2 9 27 B 7 4 2
7:7:34 (p. 390) y1 D x 2 1 x ; y2 D x 2 1 C x 2 x2 x 2m A
X
@y1 ln x C x
C
2 2 2 12 m.m 1/.m C 2/Š
mD2
1
. 1/m .m C 1/x 2m ; y2 D x 4
X
7:7:35 (p. 390) y1 D
mD0
1
. 1/m
7:7:36 (p. 390) y1 D x 5=2 x 2m ; y2 D x 7=2
.1 C x 2 /2
X
.m C 1/.m C 2/.m C 3/
mD0
1
x7 X
7:7:37 (p. 390) y1 D . 1/m .m C 5/x 2m ; y2 D x 1 1 2x 2 C 3x 4 4x 6
5
mD0
0 1
1 m
3 mmC1 @ 2j C 1 21 35 35
A x 2m ; y2 D x 7 1 C x 2 C x 4 C x 6
X Y
7:7:38 (p. 390) y1 D x . 1/
2m j C5 8 16 64
mD0 j D1
Answers to Selected Exercises 747
1 Qm
j D1 .4j C 5/ 2m 1 2
X
4 m
7:7:39 (p. 390) y1 D 2x . 1/x ; y2 D 1 x
2m.m C 2/Š 2
mD0
1
. 1/m m
Q
j D1 .2j 1/ 2m
3=2
X
5=2 3 2
7:7:40 (p. 390) y1 D x x ; y2 D x 1C x
2m 1 .m C 2/Š 2
mD0
1
. 1/m
7:7:42 (p. 390) y1 D x x 2m ;
X
Qm
4m mŠ j D1 .j C /
mD0 0 0 1 1
X1 1 m
. 1/m 2m 2 @y1 ln x x X . 1/m X 2j C 2m
y2 D x Qm x Ax A
4m mŠ m
@
m 4 Š.
Q
4 mŠ j D1 .j / 1/Š 2 j D1 .j C / j.j C /
mD0 mD1 j D1
Section 8.1 Answers, pp. 403–405
1 1 b 2s C 5 2
8:1:1 (p. 403) (a) 2
(b) 2
(c) 2 2
(d) (e) 3
s .s C 1/ s b .s 1/.s 2/ s
s2 C 2 2 s2 C 8 s2 2
8:1:2 (p. 403) (a) (b) 2
(c) 2
(d)
.s 1/2 C 1 .s C 1/2 C 1 s.s 2 4/
s.s C 4/ s.s C 16/
4s 1 1 sC1 5s 3 2
s C 2s C 4s C 32
(e) 2 (f) 2 (g) p 2 (h) 2 (i)
.s 4/2 s C4 2 s C 1 .s C 4/.s 2 C 9/ .s 2 C 4/.s 2 C 16/
8:1:4 (p. 403)
(a) f .3 / D
1; f .3/
D f .3C/ D 1 (b) f .1 / D 3; f .1/ D 4; f .1C/ D 1
(c) f D 1; f Df C D 2; f . / D 0; f ./ D f .C/ D 1
2 2 2
(d) f .1 / D 1; f .1/ D 2; f .1C/ D 1; f .2 / D 0; f .2/ D 3; f .2C/ D 6
1 e .sC1/ e .sC2/ 1 e s 1 e .s 1/
1 1 3
8:1:5 (p. 403) (a) C (b) C e 4s 2
C (c) 2
(d)
sC1 sC2 s s s s .s 1/2
.s / 2 ! 2 2!.s /
8:1:7 (p. 403) L.et cos !t / D t
2 L.e sin !t / D 2
.s / C !2 2 .s /2 C ! 2
1 ! 1 s2 s b
8:1:15 (p. 404) (a) tan ; s > 0 (b) ln 2 ; s > 0 (c) ln ; s > max.a; b/
s 2 s C !2 s a
1 s2 1 s2
(d) ln ; lns > 1 (e)
; s>2
2 s2 1 4 s2 4
1 s 1 s 1 s 1
8:1:18 (p. 405) (a) 2 tanh (b) tanh (c) 2 coth (d) 2 s /
s 2 s 4 s C1 2 .s C 1/.1 e
Section 8.2 Answers, pp. 412–414
t 3 e7t e 2t 2
8:2:1 (p. 412) (a) (b) 2e2t cos 3t (c) sin 4t (d) sin 3t (e) t cos t
2 4 3
e2t 2t e2t 2e3t 2t
(f) sinh 2t (g) sin 9t (h) sinh 3t (i) e t cos t
2 3 3
17 1 3 1 4 1 2
8:2:2 (p. 412) (a) t 2 e7t C t 3e7t (b) e2t t C t C t 5 (c) e 3t cos 3t C sin 3t
6 6 6 40 3
1 1 2 1 3
(d) 2 cos 3t C sin 3t (e) .1 t /e t (f) cosh 3t C sinh 3t (g) 1 t t t e t
3 3 6
5 1
(h) et 2 cos 2t C sin 2t (i) 1 cos t (j) 3 cosh t C 4 sinh t (k) 3et C 4 cos 3t C sin 3t
2 3
(l) 3t e 2t 2 cos 2t 3 sin 2t
1 2t 1 2t 1 41 t 1 2t 13 2t 1 3t
8:2:3 (p. 413) (a) e e e t (b) e 4t e C 5e3t (c) e e e
4 4 5 5 2 10 5
2 4t 3 t 3 2t 37 2t 1 8 39 t 3 23 7 2t
(d) e e (e) e e C et C e 3t (f) e C e3t C e 4t
e
5 5 20 12 3 5 10 14 105 3
748 Answers to Selected Exercises
4 2t 1 t 3 11 2 6 7 6 t
8:2:4 (p. 413) (a) e e cos t C sin t (b) sin t C cos t C e t sin t e cos t
5 2 10 10 5 5 5 5
8 2t 8 t 15 1 3 11 3t
(c) e e cos 2t C e t sin 2t (d) t et C et C e 2t e
13 13 26 2 8 8
2 1 1 2t 5 3
(e) t et C et C t e 2t e (f) et C t et C cos t sin t
3 9 9 2 2
3 1 3 2 4 1 4 1
8:2:5 (p. 413) (a) cos 2t C sin 2t cos 3t sin 3t (b) cos t C sin t C cos 4t sin 4t
5 5 5 15 15 15 15 60
5 5 1 1 t 2 t 1 1
(c) cos t C sin t cos 2t sin 2t (d) cos C sin C cos t sin t
3 3 2 3 2 3 2 3 3
1 t 8 t 1 1 2 t 3 t 2 t 2 t
(e) cos sin cos 4t C sin 4t (f) cos sin cos C sin
15 4 15 4 15 30
5 3
5 3 5 2 5 2
4 3 1
8:2:6 (p. 413) (a) et .cos 2t C sin 2t / e t cos 3t C sin 3t (b) e3t cos 2t C sin 2t C e t cos 2t C sin 2t
3 2 2
2t 1 1 2t 1 1 2t 1 3t 1
(c) e cos t C sin t e cos 3t sin 3t (d) e cos t C sin t e cos 2t sin 2t
8 4 8 12 2 4
1 2 1 2 9 1
(e) et cos t C sin t e t cos 2t C sin 2t (f) et =2 cos t C sin t C e t =2 cos t sin t
5 5 5 5 8 8
et 4 2t 5 t 4 t 7
8:2:7 (p. 413) (a) 1 cos t (b) .1 cos 4t / (c) e C e sin 3t e cos 3t (d) 3et =2 et sin 2t 3et cos 2t
16 9 9 9 2
1 1 t 1 1 t 5
(e) e3t e cos 2t (f) e2t e cos 3t C e t sin 3t
4 4 9 9 9
3 2 3 t 7 3t 3 t 1 1 t 3
8:2:8 (p. 413) (a) sin t C cos t e C e (b) e sin t C e t cos t e C et
10 5 4 20 5 5 2 10
1 t 7 t 1 1 1 t 7 1 3
(c) e sin t e cos t C e t C e2t (d) e C e t cos 2t C sin 2t
10 10 5 2 2 10 5 5
3 1 1 2 t 4 2t 1 5 2t
(e) C e2t C et sin 2t e cos 2t (f) e cos 3t C e2t sin 3t e C et
10 10 10
5 9 3 9
1 bt t
8:2:9 (p. 414) e a f
a a
Section 8.3 Answers, pp. 419–420
1 t 9 t 16 1 8 4
8:3:1 (p. 419) y D e e C e 2t 8:3:2 (p. 419) y D C e3t C e 2t
6 2 3 3 15 5
23 2t 1 t 1 3t 1 2t 17 2t 2
8:3:3 (p. 419) y D e C e C e 8:3:4 (p. 419) y D e C e C e3t
15 3 5 4 20 5
11 2t 1 1
8:3:5 (p. 419) y D e C et C e3t 8:3:6 (p. 419) y D et C 2e 2t 2e t
15 6 10
5 1
8:3:7 (p. 419) y D sin t sin 2t 8:3:8 (p. 419) y D 4et 4e2t C e3t
3 3
7 2t 13 1 5 1
8:3:9 (p. 419) y D e C et C e4t 8:3:10 (p. 419) y D et 4e2t C e3t
2 3 6 2 2
1 t t 5 2t 2t t
8:3:11 (p. 419) y D e 2e C e 8:3:12 (p. 419) y D 2 e Ce
3 3
1 1 8 4
8:3:13 (p. 419) y D 1 cos 2t C sin 2t 8:3:14 (p. 419) y D C e3t C e 2t
2 3 15 5
1 t 2 2t 1 t t t
8:3:15 (p. 419) y D e e C e 8:3:16 (p. 419) y D 1 C e C e
6 3 2
7 7 t 1
8:3:17 (p. 419) y D cos 2t sin 2t C sin t 8:3:18 (p. 419) y D e C e3t
3 2 6
8:3:19 (p. 419) y D 1 C cos t 8:3:20 (p. 419) y D t C sin t 8:3:21 (p. 420) y D t 6 sin t C cos t C sin 2t
8:3:22 (p. 420) y D e t C 4e 2t 4e 3t 8:3:23 (p. 420) y D 3 cos t 2 sin t C e t .2 C 5t /
8:3:24 (p. 420) y D sin t 2 cos t C 3e3t C e t 8:3:25 (p. 420) y D .3t C 4/ sin t .2t C 6/ cos t
Answers to Selected Exercises 749
8:3:26 (p. 420) y D .2t C 2/ cos 2t C sin 2t C 3 cos t 8:3:27 (p. 420) y D et .cos t 3 sin t / C e3t
8:3:28 (p. 420) y D 1 C t C e t .3 cos t 5 sin t / 8:3:29 (p. 420) y D 4 cos t 3 sin t et .3 cos t 8 sin t /
8:3:30 (p. 420) y D e t 2et C e 2t .cos 3t 11=3 sin 3t /
8:3:31 (p. 420) y D e t .sin t cos t / C e 2t .cos t C 4 sin t /
1 4 t 32 1 2 t =2 9
8:3:32 (p. 420) y D e2t e C e t =2 8:3:33 (p. 420) y D e2t e C e t =3
5 3 15 7 5 35
8:3:34 (p. 420) y D e t =2 .5 cos.t =2/ sin.t =2// C 2t 4
1
8:3:35 (p. 420) y D 12 cos t C 20 sin t 3et =2 .4 cos t C sin t / .
17
e t =2 1 1 3t
8:3:36 (p. 420) y D .5t C 26/ .3 cos t C sin t / 8:3:37 (p. 420) y D 3e et =3 .3 C 310t /
10 5 100
Section 8.4 Answers, pp. 428–431
1 e s
1 1 3
8:4:1 (p. 428) 1 C u.t 4/.t 1/; C e 4s 2
C 8:4:2 (p. 428) t C u.t 1/.1 t /;
s s s s2
2 1 1 1
8:4:3 (p. 428) 2t 1 u.t 2/.t 1/; e 2s C
s2 s s2 s
1 1 2
8:4:4 (p. 428) 1 C u.t 1/.t C 1/; C e s C
s s2 s
1 1 1 3
8:4:5 (p. 428) t 1 C u.t 2/.5 t /; 2 e 2s
s s s2 s
2 2 2 1
8:4:6 (p. 428) t 2 .1 u.t 1//; 3 e s C 2 C
s s3 s s
2 7 10
8:4:7 (p. 429) u.t 2/.t 2 C 3t /; e 2s C 2 C
s3 s s
2 2 2 1 2
8:4:8 (p. 429) t 2 C 2 C u.t 1/.t t 2 2/; 3 C e s C C
s s s3 s2 s
1 e .s 1/
8:4:9 (p. 429) t et C u.t 1/.et t et /;
.s 1/2
t 2t e .sC1/
t/ e .sC2/
1
8:4:10 (p. 429) e C u.t 1/.e e ; C
sC1 sC2
2e 2s
1 3s 2 1
8:4:11 (p. 429) t C 2u.t 2/.t 2/ u.t 3/.t 5/; C C e
s2 s2 s s2
1 1 1 2
8:4:12 (p. 429) Œu.t 1/ u.t 2/ t ; e s C e 2s C
s2 s s2 s
1 s 2 1 2s 2 4 4
8:4:13 (p. 429) t C u.t 1/.t 2 t / u.t 2/t 2 ; 2 C e C e C C
s s3 s2 s3 s2 s
1 e s
1 6
8:4:14 (p. 429) t C u.t 1/.2 2t / C u.t 2/.4 C t /; 2 2 2 C e 2s C
s s s2 s
1 C e 2 s s e s .s 2/
8:4:15 (p. 429) sin t C u.t =2/ sin t C u.t 2 sin t /; /.cos t
s2 C 1
2 2 2 5 13
8:4:16 (p. 429) 2 2u.t 1/t C u.t 3/.5t 2/; e s C C e 3s
C
s s2 s s2 s
3 2s 3 5 4s 1 2
8:4:17 (p. 429) 3 C u.t 2/.3t 1/ C u.t 4/.t 2/; Ce C Ce C
s s2 s s2 s
2 2 1 2 5
8:4:18 (p. 429) .t C 1/2 C u.t 1/.2t C 3/; 3 C 2 C C e s C
s s s s2 s
750 Answers to Selected Exercises
(
0; 0 t < 2;
8:4:19 (p. 429) u.t 2/e2.t 2/ D
e2.t 2/ ; t 2:
(
0; 0 t < 1;
8:4:20 (p. 429) u.t 1/ 1 e .t 1/ D
1 e
t 1:.t 1/ ;
8̂
ˆ 0; 0 t < 1;
ˆ
2
ˆ
.t 1/2 < .t 1/
ˆ
8:4:21 (p. 429) u.t 1/ C u.t 2/.t 2/ D ; 1 t < 2;
2 ˆ 2
2
ˆ
ˆ t
ˆ
3
:̂ ; t 2:
2
8̂
ˆ 2 C t; 0 t < 1;
<
8:4:22 (p. 429) 2 C t C u.t 1/.4 t / C u.t 3/.t 2/ D 6; 1 t < 3;
ˆ
t C 4; t 3:
:̂
8̂
ˆ 5 t; 0 t < 3;
3 2
<
8:4:23 (p. 430) 5 t C u.t 3/.7t 15/ C u.t 6/.t 6/ D 6t 10; 3 t < 6;
2 ˆ
44 12t C 32 t 2 ; t 6:
:̂
(
0; 0 t < ;
8:4:24 (p. 430) u.t /e 2.t / .2 cos t 5 sin t / D
e 2.t / .2 cos t 5 sin t /; t :
8̂
< 1 cos t; 0 t < ;
8:4:25 (p. 430) 1 cos t C u.t =2/.3 sin t C cos t / D 2
:̂ 1 C 3 sin t; t :
2
(
0; 0 t < 2;
8:4:26 (p. 430) u.t 2/ 4e .t 2/ 4e2.t 2/ C 2e.t 2/ D
4e .t 2/ 4e 2.t 2/ C 2e .t 2/ ; t 2:
8̂
ˆ t C 1; 0 t < 1;
<
8:4:27 (p. 430) 1 C t C u.t 1/.2t C 1/ C u.t 3/.3t 5/ D 3t C 2; 1 t < 3;
ˆ
6t 3; t 3:
:̂
1 t 2;
8̂
ˆ 0t <2
ˆ
2
! ˆ
t2 < 3t
ˆ
8:4:28 (p. 430) 1 t 2 C u.t 2/ C 2t C 1 C u.t 4/.t 4/ D C 2t C 2; 2 t < 4;
2 ˆ 2
2
ˆ
ˆ 3t
ˆ
:̂ C 3t 2; t 4:
2
e s
8:4:29 (p. 430) 8:4:30 (p. 430) For each t only finitely many terms are nonzero.
s
1 1
X 1 X
m 1 1 e s
8:4:33 (p. 431) 1C u.t m/I 8:4:34 (p. 431) 1 C 2 . 1/ u.t m/I I
s.1 e s / s 1Ce s
mD1 mD1
1 1
e s .1 C e s / 1 .1 es /
. 1/m .2m
X X
8:4:35 (p. 431) 1 C .2m C 1/u.t m/I 8:4:36 (p. 431) 1/u.t m/I
s.1 e s /2 s .1 C es /2
mD1 mD1
Section 8.5 Answers, pp. 438–440
8:5:1 (p. 438) y D 3.1 cos t / 3u.t /.1 C cos t /
15 3 u.t 1/
8:5:2 (p. 438) y D 3 2 cos t C2u.t 4/ .t 4 sin.t 4// 8:5:3 (p. 438) y D C e2t 2t C .e2.t 1/
2t C 1/
2 2 2
Answers to Selected Exercises 751
1 t 13 1 t 1 1 1 1 .t 6/ 1 2t
8:5:4 (p. 438) y D e C e C e2t C u.t 2/ 1 C et 2 C e .t 2/ C et C2 e e
2 6 3 2 2 2 6 3
t 2t 1 t 1 1 2.t 1/ 1 t 2 1 2.t 2/
8:5:5 (p. 438) y D 7e C 4e C u.t 1/ e C e 2u.t 2/ e C e
2 2 2 2
1 1 1 1 1 1
8:5:6 (p. 438) y D sin 2t 3 cos 2t C sin t 2u.t / sin t C sin 2t C u.t 2/ sin t sin 2t
3 3 3 6 3 6
1 31 4t 16 t 2 t 1 1 4.t 1/ 1 1 1 4.t 2/ 1 t 2
8:5:7 (p. 438) y D e C e C u.t 1/ e e C u.t 2/ C e e
4 12 3 3 6 2 4 12 3
1 1 3 1
8:5:8 (p. 438) y D .cos t cos 3t / u t sin t cos t C sin 3t cos 3t
8 8 2 3
t 1 1
8:5:9 (p. 438) y D sin 2t C u t . cos 2t sin 2t C 2 2t /
4 8 8 2
8:5:10 (p. 438) y D t sin t 2u.t /.t C sin t C cos t /
!
1 e2.t 2/ t 2
8:5:11 (p. 438) y D u.t 2/ t C 2e
2 2
8:5:12 (p. 438) y D t C sin t C cos t u.t 2/.3t 3 sin t 6 cos t /
1 1
8:5:13 (p. 438) y D C e 2t e t C u.t 2/ 2e .t 2/ e 2.t 2/ 1
2 2
1 1 3t 1 2 1
8:5:14 (p. 438) y D e C et C u.t 1/ C e3.t 1/ et 1
3 6 2 3 3
1 t
e C e t .11 C 6t / C u.t 1/.t e .t 1/ 1/
8:5:15 (p. 438) y D
4
8:5:16 (p. 438) y D et e t 2t e t u.t 1/ et e .t 2/ 2.t 1/e .t 2/
t 2t t .2t 1/
8:5:17 (p. 438) y D t e Ce C u.t 1/ e .2 t/ e
t 2 e2t
8:5:18 (p. 439) y D y D t e2t u.t 2/.t 2/2 e2t
2
t4 1 1
8:5:19 (p. 439) y D C1 u.t 1/.t 4 C 2t 3 10t C 7/ C u.t 2/.2t 3 C 3t 2 36t C 44/
12 12 6
1 t 1
8:5:20 (p. 439) y D e .3 cos t C sin t / C
2 2
2 1 t
u.t 2/ e .t 2/ . 1/ cos t C sin t C 1
2 2
1
.t 3/
u.t 3/ e .3 cos t C .3 C 1/ sin t / C t
2
1
t2 X .t m/2
8:5:21 (p. 439) y D C u.t m/
2 2
mD1
(
2m C 1 cos t; 2m t < .2m C 1/ .m D 0; 1; : : : /
8:5:22 (p. 439) (a) y D
2m; .2m 1/ t < 2m .m D 1; 2; : : : /
(b) y D .m C 1/.t sin t m cos t /; 2m t < .2m C 2/ .m D 0; 1; : : : /
(c) y D . 1/m .2m C 1/ cos t; m t < .m C 1/ .m D 0; 1; : : : /
emC1 1 t m
(d) y D .e C e t / m 1; m t < m C 1 .m D 0; 1 : : : /
2.e 1/ ! !
e2.mC1/ 1 t
(e) y D m C 1 e sin t 2m t < 2.m C 1/ .m D 0; 1; : : : /
e2 1
mC1 mC1 2mC2
me 1 1 m/ e 1
(f) y D et C e2.t ; m t < m C 1 .m D 0; 1; : : : /
2 e 1 2 e2 1
752 Answers to Selected Exercises
Section 8.6 Answers, pp. 449–453
1 t
Z Z t
8:6:1 (p. 449) (a) sin 2.t / d (b) e 2 cos 3.t / d
Z t 2 0 Z t 0 Z t
1 1
(c) sin 2 cos 3.t / d or sin 3 cos 2.t / d (d) cos sin.t / d
Z2 t 0 Z t 3 0 Z t 0
(e) ea d (f) e t sin.t / d (g) e 2t e sin.t / d
0 0 0
e 2t t 2
Z Z t Z t
(h) .t /e3 d (i) .t /e cos d (j) e 3 cos cos 2.t / d
2 Z0 0Z 0
1 t 1 t 2
(k) 4 .t /5 e3 d (l) e sin 2.t / d
4Š5ŠZ t0 4 0 Z
1 1 t
(m) .t /2 e2.t / d (n) .t /5 e2.t / 6 d
2 0 5Š6Š 0
as a as 2!s.s 2 ! 2 /
8:6:2 (p. 450) (a) 2 (b) (c) (d)
.s C a2 /.s 2 C b 2/ .s 1/.s 2 C a2 / .s 2 a2 /2 .s 2 C ! 2 /4
.s 1/! 2 sC1
(e) 2 (f) (g)
.s 2/3 .s 1/2 .s C 2/2 .s C 1/2 C ! 2
.s 1/2 C ! 2
1 2 6 3 6Š
(h) (i) (j) 4 (k) 7
.s 3/ .s 1/2 1 .s 2/2 .s 2 C 4/ s .s C 1/2 C 9
s .s 1/
12 2 7Š 48
(l) 7 (m) 8 (n) 5 2
s s .s C 1/2 C 4 s .s C 4/
Z t p
2 5 1 t
Z
8:6:3 (p. 450) (a) y D p f .t /e 3 =2 sinh d (b) y D f .t / sin 2 d
5 0 2 2 0
Z t Z t
1 1
(c) y D e f .t / d (d) y.t / D sin k t C cos k t C f .t / sin k d
0 Z t k kZ t0
3 1
(e) y D 2t e 3t C e 3 f .t / d (f) y D sinh 2t C f .t / sinh 2 d
Z t 0 2 2 0
k1 1 t
Z
(g) y D e3t C .e3 e2 /f .t / d (h) y D sin !t C k0 cos !t C f .t / sin ! d
0 ! ! 0
t2
8:6:4 (p. 450) (a) y D sin t (b) y D t e t (c) y D 1 C 2t et (d) y D t C
2
5 1
(e) y D 4 C t 2 C t 4 (f) y D 1 t
2 24
7Š8Š 16 13Š7Š 21 6Š7Š 14 1 1
8:6:5 (p. 451) (a) t (b) t (c) t (d) .e t C sin t cos t / (e) .cos t cos 2t /
16Š 21Š 14Š 2 3
Section 8.7 Answers, pp. 461–462
1 2t t 11 2t .t 1/ 2.t 1/
8:7:1 (p. 461) y D e 4e C e C 2u.t 1/.e e /
2 2
2t t 5
8:7:2 (p. 461) y D 2e C 5e C u.t 1/.e.t 1/
e 2.t 1/
/
3
1 2t 2 t 1 2t 5
8:7:3 (p. 461) y D e e 1/ sinh 2.t 1/
e C u.t
6 3 2 2
1
8:7:4 (p. 461) y D .8 cos t 5 sin t sin 3t / 2u.t =2/ cos t
8
1 1
8:7:5 (p. 461) y D 1 cos 2t C sin 2t C u.t 3/ sin 2t
2 2
8:7:6 (p. 461) y D 4et C 3e t 8 C 2u.t 2/ sinh.t 2/
1 7 t
8:7:7 (p. 461) y D et e C 2 C 3u.t 6/.1 e .t 6/ /
2 2
Answers to Selected Exercises 753
1
8:7:8 (p. 461) y D e2t C 7 cos 2t sin 2t u.t =2/ sin 2t
2
1
8:7:9 (p. 461) y D .1 C e 2t / C u.t 1/.e .t 1/ e 2.t 1/ /
2
1 1
8:7:10 (p. 461) y D et C e t .2t 5/ C 2u.t 2/.t 2/e .t 2/
4 4
1 1
8:7:11 (p. 461) y D .2 sin t C 5 sin 2t / u.t =2/ sin 2t
6 2
8:7:12 (p. 461) y D e t .sin t cos t / e .t / sin t 3u.t 2/e .t 2/ sin t
4 1 2
8:7:13 (p. 461) y D e 2t cos 3t C sin 3t u.t =6/e 2.t =6/ cos 3t u.t =3/e 2.t =3/ sin 3t
3 3 3
7 2t 6 t =2 1 1
8:7:14 (p. 461) y D e e C u.t 2/.e2.t 2/ e .t 2/=2 /
10 5 2 5
1 1
8:7:15 (p. 461) y D .12 cos t C 20 sin t / C et =2 .10 cos t 11 sin t / u.t =2/e.2t /=4 cos t
17 34
Cu.t /e.t /=2 sin t
1
8:7:16 (p. 461) y D .cos t cos 2t 3 sin t / 2u.t =2/ cos t C 3u.t / sin t
3
8:7:17 (p. 461) y D et e t .1 C 2t / 5u.t 1/ sinh.t 1/ C 3u.t 2/ sinh.t 2/
1
8:7:18 (p. 461) y D .et e t .1 C 6t // u.t 1/e .t 1/ C 2u.t 2/e .t 2/ /
4
5 1 1
8:7:19 (p. 461) y D sin t sin 2t C u.t /.sin 2t C 2 sin t / C u.t 2/ sin t
3 3 3
3 1 1 1 1 3
8:7:20 (p. 461) y D cos 2t sin 2t C C u.t =2/.1 C cos 2t / C u.t / sin 2t C u.t 3=2/ sin 2t
4 2 4 4 2 2
1 3t 2t
8:7:21 (p. 461) y D cos t sin t 8:7:22 (p. 461) y D .8e 12e /
4
8:7:23 (p. 461) y D 5.e 2t e t / 8:7:24 (p. 461) y D e 2t .1 C 6t /
1
8:7:25 (p. 461) y D e t =2 .4 19t /
4
8:7:29 (p. 462) y D . 1/k m!1 Re c =2mı.t / if !1 D .2k C 1/=2(k D integer)
.emC1 1/.et m e t /
8:7:30 (p. 462) (a) y D , m t < m C 1, (m D 0, 1, . . . )
2.e 1/
(b) y D .m C 1/ sin t , 2m t < 2.m C 1/, (m D 0, 1, . . . )
e2mC2 1 emC1 1
(c) y D e2.t m/ 2
e.t m/ , m t < m C 1 (m D 0, 1, . . . )
( e 1 e 1
0; 2m t < .2m C 1/;
(d) y D (m D 0, 1,. . . )
sin t; .2m C 1/ t < .2m C 2/;
Section 9.1 Answers, pp. 471–475
1 .x x0 /i 1
9:1:2 (p. 472) y D 2x 2 3x 3 C 9:1:3 (p. 472) y D 2ex C3e x e2x Ce 3x 9:1:4 (p. 472) yi D ;1i n
x .i 1/Š
1 3 1 1 1 1 1 2 1
9:1:5 (p. 472) (b) y1 D x C x2 C ; y2 D x 2 ; y3 D x 3 x C
2 2x 3 3x 4 3 12x
(c) y D k0 y1 C k1 y2 C k2 y3
2 p
9:1:7 (p. 472) 2e x 9:1:8 (p. 473) 2K cos x 9:1:9 (p. 473) (a) W .x/ D 2e3x (d) y D ex .c1 C c2 x C c3 x 2 /
9:1:10 (p. 473) (a) 2 (b) e3x (c) 4 (d) 4=x 2 (e) 1 (f) 2x (g) 2=x 2 (h) ex .x 2 2x C 2/
(i) 240=x 5 (j) 6e2x .2x 1/(l) 128x
9:1:24 (p. 475) (a) y 000 D 0 (b) xy 000 y 00 xy 0 C y D 0 (c) .2x 3/y 000 2y 00 .2x 5/y 0 D 0
(d) .x 2 2x C 2/y 000 x 2 y 00 C 2xy 0 2y D 0 (e) x 3 y 000 C x 2 y 00 2xy 0 C 2y D 0
(f) .3x 1/y 000 .12x 1/y 00 C 9.x C 1/y 0 9y D 0
754 Answers to Selected Exercises
(g) x 4 y .4/ C 5x 3 y 000 3x 2 y 00 6xy 0 C 6y D 0
(h) x 4 y .4/ C 3x 2 y 000 x 2 y 00 C 2xy 0 2y D 0
(i) .2x 1/y .4/ 4xy 000 C .5 2x/y 00 C 4xy 0 4y D 0
(j) xy .4/ y 000 4xy 00 C 4y 0 D 0
Section 9.2 Answers, pp. 483–488
9:2:1 (p. 483) y D ex .c1 C c2 x C c3x 2 / 9:2:2 (p. 483) y D c1 ex C c2 e x C c3 cos 3x C c4 sin 3x
9:2:3 (p. 483) y D c1 ex C c2 cos 4x C c3 sin 4x 9:2:4 (p. 483) y D c1 ex C c2e x C c3 e 3x=2
9:2:5 (p. 483) y D c1 e x C e 2x .c1 cos x C c2 sin x/ 9:2:6 (p. 483) y D c1 ex C ex=2 .c2 C c3 x/
9:2:7 (p. 483) y D e x=3 .c1 C c2 x C c3 x 2 / 9:2:8 (p. 483) y D c1 C c2 x C c3 cos x C c4 sin x
9:2:9 (p. 483) y D c1 e2x C c2 e 2x C c3 cos 2x C c4 sin 2x
p p
9:2:10 (p. 483) y D .c1 C c2 x/ cos 6x C .c3 C c4x/ sin 6x
9:2:11 (p. 483) y D e3x=2 .c1 C c2 x/ C e 3x=2 .c3 C c4 x/
9:2:12 (p. 483) y D c1 e x=2 C c2 e x=3 C c3 cos x C c4 sin x
9:2:13 (p. 483) y D c1ex Cc2 e 2x Cc3 e x=2 Cc4 e 3x=2 9:2:14 (p. 483) y D ex .c1 Cc2 xCc3 cos xCc4 sin x/
9:2:15 (p. 484) y D cos 2x 2 sin 2x C e2x 9:2:16 (p. 484) y D 2ex C 3e x 5e 3x
9:2:17 (p. 484) y D 2ex C 3xex 4e x
9
9:2:18 (p. 484) y D 2e x cos x 3e x sin x C 4e2x 9:2:19 (p. 484) y D e 5x=3 C ex .1 C 2x/
5
9:2:20 (p. 484) y D e2x .1 3x C 2x 2 / 9:2:21 (p. 484) y D e3x .2 x/ C 4e x=2
1
9:2:22 (p. 484) y D ex=2 .1 2x/ C 3e x=2 9:2:23 (p. 484) y D .5e2x C e 2x C 10 cos 2x C 4 sin 2x/
8
9:2:24 (p. 484) y D 4ex C e2x e4x C 2e x 9:2:25 (p. 484) y D 2ex e x
9:2:26 (p. 484) y D e2x C e 2x C e x .3 cos x C sin x/ 9:2:27 (p. 484) y D 2e x=2 C cos 2x sin 2x
9:2:28 (p. 484) (a) fex ; xex ; e2x g W 1 (b) fcos 2x; sin 2x; e3x g W 26
(c) fe x cos x; e x sin x; ex g W 5 (d) f1; x; x 2 ; ex g 2ex
(e) fex ; e x ; cos x; sin xg8 (f) fcos x; sin x; ex cos x; ex sin xg W 5
9:2:29 (p. 484) fe 3x cos 2x; e 3x sin 2x; e2x ; xe2x ; 1; x; x 2 g
9:2:30 (p. 484) fex ; xex ; ex=2 ; xex=2 ; x 2 ex=2 ; cos x; sin xg
9:2:31 (p. 484) fcos 3x; x cos 3x; x 2 cos 3x; sin 3x; x sin 3x; x 2 sin 3x; 1; xg
9:2:32 (p. 484) fe2x ; xe2x ; x 2 e2x ; e x ; xe x ; 1g
9:2:33 (p. 484) fcos x; sin x; cos 3x; x cos 3x; sin 3x; x sin 3x; e2x g
9:2:34 (p. 484) fe2x ; xe2x ; e 2x ; xe 2x ; cos 2x; x cos 2x; sin 2x; x sin 2xg
9:2:35 (p. 484) fe x=2 cos 2x; xe x=2 cos 2x; x 2 e x=2 cos 2x; e x=2 sin 2x; xe x=2 sin 2x,
x 2 e x=2 sin 2xg
9:2:36 (p. 484) f1; x; x 2 ; e2x ; xe2x ; cos 2x; x cos 2x; sin 2x; x sin 2xg
9:2:37 (p. 484) fcos.x=2/; x cos.x=2/; sin.x=2/; x sin.x=2/; cos 2x=3 x cos.2x=3/,
x 2 cos.2x=3/; sin.2x=3/; x sin.2x=3/; x 2 sin.2x=3/g
9:2:38 (p. 484) fe x ; e3x ; ex cos 2x; ex sin 2xg 9:2:39 (p. 485) (b) e.a1 Ca2 CCan /x
Y
.aj ai /
1i <j n
( p ! p !) ( p ! p !)
x x=2 3 x=2 3 x x=2 3 x=2 3
9:2:43 (p. 487) (a) e ; e cos x ;e sin x (b) e ;e cos x ;e sin x
2 2 2 2
(c) fe 2x cos 2x; e 2x sin 2x; e 2x cos 2x; e 2x sin 2xg
( p ! p ! p ! p !)
x x x=2 3 x=2 3 x=2 3 x=2 3
(d) e ; e ; e cos x ;e sin x ;e cos x ;e sin x
2 2 2 2
p p p p
(e) fcos 2x; sin 2x; e 3x cos x; e 3x sin x; e 3x cos x; e 3x sin xg
Answers to Selected Exercises 755
( p ! p ! p ! p !)
2x 3x=2 3 3x=2 3 x=2 3 x=2 3
(f) 1; e ; e cos x ;e sin x ;e cos x ;e sin x
2 2 2 2
( p ! p ! p ! p !)
3 3 3 3
(g) e x ; ex=2 cos x ; ex=2 sin x ; e x=2 cos x ; e x=2 sin x
2 2 2 2
9:2:45 (p. 488) y D c1 x r1 C c2 x r2 C c3 x r3 .r1 ; r2 ; r3 distinct); y D c1 x r1 C .c2 C c3 ln x/x r2 .r1 ; r2
distinct/I y D Œc1 C c2 ln x C c3.ln x/2 x r1 ; y D c1 x r1 C x Œc2 cos.! ln x/ C c3 sin.! ln x/
Section 9.3 Answers, pp. 495–497
e 3x
9:3:1 (p. 495) yp D e x .2Cx x 2 / 9:3:2 (p. 495) yp D .3 xCx 2 / 9:3:3 (p. 495) yp D ex .1Cx x 2 /
4
xex
9:3:4 (p. 495) yp D e 2x .1 5x C x 2 /. 9:3:5 (p. 495) yp D .1 x C x2 x3 /
2
xe 2x x 2 ex
9:3:6 (p. 495) yp D x 2 ex .1 C x/ 9:3:7 (p. 495) yp D .2 C x/ 9:3:8 (p. 495) yp D .2 C x/
2 2
x 2 e2x
9:3:9 (p. 495) yp D .1C2x/ 9:3:10 (p. 495) yp D x 2 e3x .2Cx x 2 / 9:3:11 (p. 495) yp D x 2 e4x .2Cx/
2
x 3 ex=2
9:3:12 (p. 495) yp D .1 C x/ 9:3:13 (p. 495) yp D e x .1 2x C x 2 / 9:3:14 (p. 495) yp D e2x .1 x/
48
ex
9:3:15 (p. 495) yp D e 2x .1 C x C x 2 x 3 / 9:3:16 (p. 495) yp D .1 x/ 9:3:17 (p. 495) yp D ex .1 C x/2
3
xe2x
9:3:18 (p. 495) yp D xex .1 C x 3 / 9:3:19 (p. 495) yp D xex .2 C x/ 9:3:20 (p. 495) yp D .1 x 2 /
6
xex
9:3:21 (p. 495) yp D 4xe x=2 .1 C x/ 9:3:22 (p. 495) yp D .1 C x 2 /
6
x 2 e2x x 2 e2x
9:3:23 (p. 495) yp D .1 C x C x 2 / 9:3:24 (p. 495) yp D .3 C x C x 2 / 9:3:25 (p. 495) yp D
6 6
x 3 ex
.2 C x/
48
x 3 ex x3e x
9:3:26 (p. 495) yp D .1 C x/ 9:3:27 (p. 496) yp D .1 x C x 2 / 9:3:28 (p. 496) yp D
6 6
x 3 e2x
.2 C x x 2 /
12
9:3:29 (p. 496) yp D e x Œ.1 C x/ cos x C .2 x/ sin x 9:3:30 (p. 496) yp D e x Œ.1 x/ cos 2x C .1 C x/ sin 2x
9:3:31 (p. 496) yp D e2x Œ.1 C x x 2 / cos x C .1 C 2x/ sin x
ex x
9:3:32 (p. 496) yp D Œ.1 C x/ cos 2x C .1 x C x 2 / sin 2x 9:3:33 (p. 496) yp D .8 cos 2x C 14 sin 2x/
2 13
xe2x
9:3:34 (p. 496) yp D xex Œ.1 C x/ cos x C .3 C x/ sin x 9:3:35 (p. 496) yp D Œ.3 x/ cos 2x C sin 2x
2
xe3x ex
9:3:36 (p. 496) yp D .x cos 3x C sin 3x/ 9:3:37 (p. 496) yp D .cos x C 7 sin x/
12 10
ex
9:3:38 (p. 496) yp D .cos 2x sin 2x/ 9:3:39 (p. 496) yp D xe2x cos 2x
12
e x xe x
9:3:40 (p. 496) yp D Œ.1 C x/ cos x C .2 x/ sin x 9:3:41 (p. 496) yp D .cos x C 2 sin x/
2 10
xe x xe 2x
9:3:42 (p. 496) yp D .3 cos 2x sin 2x/ 9:3:43 (p. 496) yp D Œ.1 x/ cos 3x C .1 C x/ sin 3x
40 8
xe x 2
x e x
9:3:44 (p. 496) yp D .1 C x/ sin 2x 9:3:45 (p. 496) yp D .cos x 2 sin x/
4 4
2
x e 2x x e2x
2
9:3:46 (p. 496) yp D .cos 2x sin 2x/ 9:3:47 (p. 496) yp D .1 C x/ sin x
32 8
756 Answers to Selected Exercises
9:3:48 (p. 496) yp D 2x 2 ex C xe2x cos x 9:3:49 (p. 496) yp D e2x C xex C 2x cos x
9:3:50 (p. 496) yp D 2x C x 2 C 2xex 3xe x C 4e3x
9:3:51 (p. 496) yp D xex .cos 2x 2 sin 2x/ C 2xe2x C 1 9:3:52 (p. 496) yp D x 2 e 2x .1 C 2x/ cos 2x C sin 2x
9:3:53 (p. 496) yp D 2x 2 .1 C x/e x C x cos x 2 sin x 9:3:54 (p. 496) yp D 2xex C xe x C cos x
xex x2
9:3:55 (p. 496) yp D .cos x C sin 2x/ 9:3:56 (p. 496) yp D Œ.2 C 2x/ex C 3e 2x
6 54
x
9:3:57 (p. 496) yp D sinh x sin x 9:3:58 (p. 496) yp D x 3 .1 C x/e x C xe 2x
8
9:3:59 (p. 496) yp D xex .2x 2 C cos x C sin x/ 9:3:60 (p. 496) y D e2x .1 C x/ C c1 e x C ex .c2 C c3x/
!
x2
9:3:61 (p. 496) y D e3x 1 x C c1 ex C e x .c2 cos x C c3 sin x/
2
9:3:62 (p. 497) y D xe2x .1 C x/2 C c1 ex C c2 e2x C c3 e3x
9:3:63 (p. 497) y D x 2 e x .1 x/2 C c1 C e x .c2 C c3 x/
x 3 ex
9:3:64 (p. 497) y D .4 C x/ C ex .c1 C c2 x C c3 x 2 /
24
x2e x
9:3:65 (p. 497) y D .1 C 2x x 2 / C ex .c1 C c2 x/ C e x .c3 C c4 x/
16
x 3
9:3:66 (p. 497) y D e 2x 1 C cos x C 2x sin x C c1 ex C c2 e x C c3 e 2x
2 2
9:3:67 (p. 497) y D xex sin 2x C c1 C c2ex C ex .c3 cos x C c4 sin x/
x 2 ex
9:3:68 (p. 497) y D .1 C x/ cos 2x C ex Œ.c1 C c2 x/ cos 2x C .c3 C c4 x/ sin 2x
16
9:3:69 (p. 497) y D .x 2 C 2/ex e 2x C e3x 9:3:70 (p. 497) y D e x .1 C x C x 2 / C .1 x/ex
!
x2
9:3:71 (p. 497) y D C 16 xe x=2 ex 9:3:72 (p. 497) y D .2 x/.x 2 C 1/e x C cos x sin x
12
9:3:73 (p. 497) y D .2 x/ cos x .1 7x/ sin x C e 2x 9:3:74 (p. 497) 2 C ex Œ.1 C x/ cos x sin x 1
Section 9.4 Answers, pp. 503–506
8 7=2 x2
9:4:1 (p. 503) yp D 2x 3 9:4:2 (p. 504) yp D x e 9:4:3 (p. 504) yp D x ln jxj
105
2.x 2 C 2/ xe 3x 2x 2
9:4:4 (p. 504) yp D 9:4:5 (p. 504) yp D 9:4:6 (p. 504) yp D
x 64 3
e x .x C 1/ 2 2
9:4:7 (p. 504) yp D 9:4:8 (p. 504) yp D 2x ln jxj 9:4:9 (p. 504) yp D x C 1
x
2x 2 C 6 x 2 ln jxj
9:4:10 (p. 504) yp D 9:4:11 (p. 504) yp D 9:4:12 (p. 504) yp D x 2 2
3 3
1 25 3 x 5=2 x.12 x 2 /
9:4:13 (p. 504) x 3 ln jxj x 9:4:14 (p. 504) yp D 9:4:15 (p. 504) yp D
4 48 4 6
x 4 ln jxj x 3 ex 2
9:4:16 (p. 504) yp D 9:4:17 (p. 504) yp D 9:4:18 (p. 504) yp D x ln jxj
6 2
xe x 3xe x
9:4:19 (p. 504) yp D 9:4:20 (p. 504) yp D 9:4:21 (p. 504) yp D x 3
2 2
x3
9:4:22 (p. 504) y D x.ln x/2 C 3x C x 3 2x ln x 9:4:23 (p. 504) y D .ln jxj/2 C x 2 x 3 C 2x 3 ln jxj
2
1 3
9:4:24 (p. 504) y D .3x C 1/xex 3ex e2x C 4xe x 9:4:25 (p. 504) y D x 4 .ln x/2 C 3x x 4 C 2x 4 ln x
2 2
Answers to Selected Exercises 757
!
x 4 C 12 2 x x2 x
9:4:26 (p. 504) y D C 3x x C 2e 9:4:27 (p. 504) y D ln jxj C 4x 2x 2
6 3 2
xex .1 C 3x/ xC1 ex e3x
9:4:28 (p. 505) y D C C 9:4:29 (p. 505) y D 8x C 2x 2 2x 3 C 2ex e x
2 2 4 2
3.4x 2 C 9/ x ex e x e2x
9:4:30 (p. 505) y D 3x 2 ln x 7x 2 9:4:31 (p. 505) y D C C C
2 2 2 2 4
p 1 1 1 1
9:4:32 (p. 505) y D x ln x C x x C C p . 9:4:33 (p. 505) y D x 3 ln jxj C x 2x 3 C
x x x x2
Z x .x t /
3e .x t / C 2e 2.x t /
Z x
e .x t /2.2x C t /
9:4:35 (p. 506) yp D F .t / dt 9:4:36 (p. 506) yp D F .t / dt
x0 6 x0 6xt 3
Z x .x t /
x 2 C x.t 1/
Z x 2
xe x t .t 2/ 2t e.x t /
9:4:37 (p. 506) yp D 4
F .t / dt 9:4:38 (p. 506) y p D F .t / dt
x0 t x0 2x.t 1/2
Z x 2.x t /
e 2e.x t / C 2e .x t / e 2.x t /
9:4:39 (p. 506) yp D F .t / dt
x0 12
Z x
.x t /3
9:4:40 (p. 506) yp D F .t / dt
x0 6x
.x C t /.x t /3
Z x
9:4:41 (p. 506) yp D F .t / dt
x0 12x 2t 3
Z x 2.x t /
e .1 C 2t / C e 2.x t / .1 2t / 4x 2 C 4t 2 2
9:4:42 (p. 506) yp D F .t / dt
x0 32t 2
Section 10.1 Answers, pp. 515–516
1 1 5 1
Q10 D Q1 C Q2
2 Q10 D 12 Q1 C Q2
10:1:1 (p. 515) 10 25 10:1:2 (p. 515) 100 C 2t 100 C 3t
3 1 1 4
Q20 D 6 C Q1 Q2 : Q20 D 5 C Q1 Q2 :
50 20 50 C t 100 C 3t
10:1:3 (p. 515) m1 y100 D .c1 C c2 /y10 C c2 y20 .k1 C k2 /y1 C k2 y2 C F1
m2 y200 D .c2 c3 /y10 .c2 C c3 /y20 C c3y30 C .k2 k3 /y1 .k2 C k3 /y2 C k3 y3 C F2
m3 y300 D c3 y10 C c3 y20 c3 y30 C k3 y 1 C k3 y 2 k3 y3 C F3
˛ 0 gR2x ˛ 0 gR2y
10:1:4 (p. 516) x 00 D x C y 00 D y C
.x C y 2 C ´2 /3=2
2
m m 3=2
x 2 C y 2 C ´2
˛ 0 gR2 ´
´00 D ´ C 3=2
m x 2 C y 2 C ´2
x10 D x2 u01 D f .t; u1 ; v1 ; v2 ; w2 /
x20 D x3 I v10 D v2
10:1:5 (p. 516) (a) x30 D f .t; x1 ; y1 ; y2 / (b) v20 D g.t; u1 ; v1 ; v2 ; w1 /
y10 D y2 w10 D w2
y20 D g.t; y1 ; y2/ w20 D h.t; u1 ; v1 ; v2 ; w1 ; w2 /
y10 D y2
y10 D y2
y20 D y3
(c) y20 D y3 (d) 0
y3 D y4
y30 D f .t; y1 ; y2 ; y3 /
y40 D f .t; y1 /
x10 D x2
x0 D f .t; x1 ; y1 /
(e) 20
y1 D y2
y20 D g.t; x1 ; y1 /
758 Answers to Selected Exercises
gR2x
x10 D 3=2
x0 D x1 x 2 C y 2 C ´2
gR2y
10:1:6 (p. 516) y0 D y1 y10 D 3=2
x 2 C y 2 C ´2
´0 D ´1 gR2´
´01 D 3=2
x 2 C y 2 C ´2
Section 10.2 Answers, pp. 519–522
2 4 2 2
10:2:1 (p. 519) (a) y0 D y (b) y0 D y
4 2 5 1
4 10 2 1
(c) y0 D y (d) y0 D y
3 7 1 2
2 3 2 3
1 2 3 0 2 2
10:2:2 (p. 519) (a) y0 D 4 0 1 6 5 y (b) y0 D 4 2 0 2 5 y
0 0 2 2 2 0
2 3 2 3
1 2 2 3 1 1
0
(c) y D 4 2 1 2 5 y (d) y D 4 20 3 2 5y
2 2 1 4 1 2
1 1 1 5 3 9
10:2:3 (p. 519) (a) y0 D y; y.0/ D (b) y0 D y; y.0/ D
2 4 0 1 1 5
2 3 2 3
6 4 4 3
10:2:4 (p. 520) (a) y0 D 4 7 2 1 5 y; y.0/ D 4 6 5
7 4 3 4
2 3 2 3
8 7 7 2
(b) y0 D 4 5 6 9 5 y; y.0/ D 4 4 5
5 7 10 3
5et
3 2 3 2t 3 1
10:2:5 (p. 520) (a) y0 D C (b) y0 D yC t
5 3 6 3t 1 1 e
d 2
10:2:10 (p. 522) (a) Y D Y 0Y C Y Y 0
dt
n
X1
d n
(b) Y D Y 0Y n 1 C Y Y 0Y n 2 C Y 2Y 0Y n 3 C C Y n 1Y 0 D Y r Y 0Y n r 1
dt
r D0
10:2:13 (p. 522) B D .P 0 C PA/P 1.
Section 10.3 Answers, pp. 526–530
0 1 0
2 3
2
0 1
3 6 :: :: :: :: 7
6 : : : : 7
0
10:3:2 (p. 526) y D 4 P2 .x/ P1 .x/ 5 y 10:3:3 (p. 527) y0 D6 7y
6 7
6 0 0 1 7
P0 .x/ P0 .x/ 4 Pn .x/ Pn 1 .x/ P1 .x/ 5
P0 .x/ P0 .x/ P0 .x/
3e6t 6e 2t e6t C e 2t e6t e 2t
1
10:3:7 (p. 528) (b) y D (c) y D k
3e6t C 6e 2t
2 e6t e 2t e6t C e 2t
4t C 4e3t 4t C 2e3t 4t 2e3t
6e 1 5e 2e
10:3:8 (p. 529) (b) y D 4t (c) y D k
6e 10e3t 7 5e 4t 5e3t 2e 4t C 5e3t
15e2t 4et 5e2t C 6et 10e2t C 10et
10:3:9 (p. 529) (b) y D (c) y D k
9e2t C 2et 3e2t 3et 6e2t 5et
Answers to Selected Exercises 759
5e3t 3et e3t C et e3t et
1
10:3:10 (p. 529) (b) y D (c) y D k
5e3t C 3et 2 e3t et e3t C et
e2t 2e3t C 3e t 4e2t C 3e3t e t 6e2t 6e3t 2e2t 3e3t C e t
2 3 2 3
3t 14
10:3:11 (p. 529) (b) y D 4 2e 9e t 5 (c) y D 3e3t C 3e t 6e3t 3e3t 3e t 5k
6
e2t 2e3t C 21e t 4e2t C 3e3t 7e t 6e2t 6e3t 2e2t 3e3t C 7e t
e 2t C e4t 2t C e4t 2t C e4t 2t C e4t
2 3 2 3
2e e e
14 14
10:3:12 (p. 529) (b) y D 10e 2t C e4t 5 (c) y D e 2t C e 4t 2e 2t C e 4t e 2t C e 4t 5k
3 3
11e 2t C e4t e 2t C e 4t e 2t C e 4t 2e 2t C e 4t
3et C 3e t e 2t t et t 2et t 2t
2 3 2 3
e e 3e Ce
10:3:13 (p. 529) (b) y D 4 3et C 2e 2t 5 (c) y D 4 0 et 2et 2e 2t 5k
e 2t 0 0 e 2t
10:3:14 (p. 530) YZ 1 and Z Y 1
Section 10.4 Answers, pp. 540–542
1 1 1 1
10:4:1 (p. 540) y D c1 e3t C c2 e t 10:4:2 (p. 540) y D c1 e t =2 C c2 e 2t
1 1 1 1
3 1 2 2
10:4:3 (p. 540) y D c1 e t C c2 e 2t 10:4:4 (p. 540) y D c1 e 3t C c2 et
1 2 1 1
1 4 3 1
10:4:5 (p. 540) y D c1 e 2t C c1 e3t 10:4:6 (p. 540) y D c1 e2t C c2 et
1 1 2 1
3 1
10:4:7 (p. 540) y D c1 e 5t C c2 e 3t
1 1
2 3 2 3 2 3
1 1 1
10:4:8 (p. 540) y D c1 4 2 5 e 3t C c2 4 4 5 e t C c3 4 1 5 e2t
1 1 1
2 3 2 3 2 3
2 1 1
10:4:9 (p. 540) y D c1 4 1 5 e 16t C c2 4 2 5 e2t C c3 4 0 5 e2t
2 0 1
2 3 2 3 2 3
2 1 7
10:4:10 (p. 540) y D c1 4 4 5 et C c2 4 1 5 e 2t C c3 4 5 5 e2t
3 0 4
2 3 2 3 2 3
1 1 2
2t 3t
10:4:11 (p. 540) y D c1 4 1 5 e C c2 4 2 5 e C c3 4 6 5 e 5t
1 1 3
2 3 2 3 2 3
11 1 1
10:4:12 (p. 540) y D c1 4 7 5 e3t C c2 4 2 5 e 2t C c3 4 1 5 e t
1 1 1
2 3 2 3 2 3
4 1 1
10:4:13 (p. 540) y D c1 4 1 5 e 4t C c2 4 1 5 e6t C c3 4 0 5 e4t
1 1 1
2 3 2 3 2 3
1 1 1
10:4:14 (p. 540) y D c1 4 1 5 e 5t C c2 4 0 5 e5t C c3 4 1 5 e5t
5 1 0
760 Answers to Selected Exercises
2 3 2 3 2 3
1 1 1
10:4:15 (p. 540) y D c1 4 1 5 C c2 4 0 5 e C c3 4 3 5 e6t
6t
2 3 0
2 4 2 2
10:4:16 (p. 541) yD e5t C e 5t 10:4:17 (p. 541) y D et =2 C et
6 2 4 1
7 2 3 4
10:4:18 (p. 541) yD e9t e 3t 10:4:19 (p. 541) y D e5t e 5t
7 4 9 2
2 3 2 3 2 3 2 3 2 3
5 0 1 3 2
10:4:20 (p. 541) y D 4 5 5 et =2 C 4 0 5 et =2 C 4 2 5 e t =2 10:4:21 (p. 541) y D 4 3 5 et C 4 2 5 e t
0 1 0 3 2
2 3 2 3 2 3
2 3 1
10:4:22 (p. 541) y D 4 2 5 et 4 0 5 e 2t C 4 1 5 e3t
2 3 0
2 3 2 3 2 3
1 4 1
10:4:23 (p. 541) y D 4 2 5 e C 4 2 5 e C 4 1 5 e2t
t t
1 4 0
2 3 2 3 2 3
2 0 4
10:4:24 (p. 541) y D 4 2 5 e2t 4 3 5 e 2t C 4 12 5 e4t
2 0 4
2 3 2 3 2 3
1 2 7
10:4:25 (p. 541) y D 4 1 5 e 6t C 4 2 5 e2t C 4 7 5 e4t
1 2 7
2 3 2 3 2 3 2 3 2 3
1 6 4 3 1
10:4:26 (p. 541) y D 4 4 5 e t C 4 6 5 e2t 10:4:27 (p. 541) y D 4 2 5 C 4 9 5 e4t C 4 1 5 e2t
4 2 2 6 1
10:4:29 (p. 542) Half lines of L1 W y2 D y1 and L2 W y2 D y1 are trajectories other trajectories
are asymptotically tangent to L1 as t ! 1 and asymptotically tangent to L2 as t ! 1.
10:4:30 (p. 542) Half lines of L1 W y2 D 2y1 and L2 W y2 D y1 =3 are trajectories
other trajectories are asymptotically parallel to L1 as t ! 1 and asymptotically tangent to L2 as
t ! 1.
10:4:31 (p. 542) Half lines of L1 W y2 D y1=3 and L2 W y2 D y1 are trajectories other trajectories
are asymptotically tangent to L1 as t ! 1 and asymptotically parallel to L2 as t ! 1.
10:4:32 (p. 542) Half lines of L1 W y2 D y1=2 and L2 W y2 D y1 are trajectories other trajectories
are asymptotically tangent to L1 as t ! 1 and asymptotically tangent to L2 as t ! 1.
10:4:33 (p. 542) Half lines of L1 W y2 D y1 =4 and L2 W y2 D y1 are trajectories other trajectories
are asymptotically tangent to L1 as t ! 1 and asymptotically parallel to L2 as t ! 1.
10:4:34 (p. 542) Half lines of L1 W y2 D y1 and L2 W y2 D 3y1 are trajectories other trajectories
are asymptotically parallel to L1 as t ! 1 and asymptotically tangent to L2 as t ! 1.
10:4:36 (p. 542) Points on L2 W y2 D y1 are trajectories of constant solutions. The trajectories
1
of nonconstant solutions are half-lines on either side of L1 , parallel to , traversed toward L1 .
1
10:4:37 (p. 542) Points on L1 W y2 D y1 =3 are trajectories of constant solutions. The trajectories
Answers to Selected Exercises 761
1
of nonconstant solutions are half-lines on either side of L1 , parallel to , traversed away from
2
L1 .
10:4:38 (p. 542) Points on L1 W y2 D y1 =3 are trajectories of constant solutions. The trajectories
1
of nonconstant solutions are half-lines on either side of L1 , parallel to , 1, traversed
1 1
away from L1 .
10:4:39 (p. 542) Points on L1 W y2 D y1 =2 are trajectories of constant solutions. The trajectories
1
of nonconstant solutions are half-lines on either side of L1 , parallel to , L1 .
1
10:4:40 (p. 542) Points on L2 W y2 D y1 are trajectories of constant solutions. The trajectories
4
of nonconstant solutions are half-lines on either side of L2 , parallel to , traversed toward L1 .
1
10:4:41 (p. 542) Points on L1 W y2 D 3y1 are trajectories of constant solutions. The trajectories
1
of nonconstant solutions are half-lines on either side of L1 , parallel to , traversed away from
1
L1 .
Section 10.5 Answers, pp. 555–557
2 1 2
10:5:1 (p. 555) y D c1 e5t C c2 e5t C t e5t .
1 0 1
1 1 1
10:5:2 (p. 555) y D c1 e t C c2 e tC te t
1 0 1
2 1 2
10:5:3 (p. 555) y D c1 e 9t C c2 e 9t C t e 9t
1 0 1
1 1 1
10:5:4 (p. 555) y D c1 e2t C c2 e2t C t e2t
1 0 1
2 1 e 2t 2 2t
10:5:5 (p. 555) c1 C c2 3 C t e
1 0 1
4t !
3 1 e 3
10:5:6 (p. 555) y D c1 e 4t C c2 C t e 4t
2 0 2 2
t
4 1 e 4
10:5:7 (p. 555) y D c1 e t C c2 C te t
3 0 3 3
2 3 2 3 02 3 2 3 1
1 1 0 4t 1
e
10:5:8 (p. 555) y D c1 4 1 5 C c2 4 1 5 e4t C c3 @4 1 5 C 4 1 5 t e4t A
2
2 2 0 2
2 3 2 3 02 3 2 3 1
1 1 0 1
t t t t
10:5:9 (p. 555) y D c1 4 1 5 e C c2 4 1 5 e C c3 @4 3 5 e C 4 1 5 t e A.
1 1 0 1
2 3 2 3 02 3 2 3 1
0 1 1 2t 1
2t 2t e 2t
10:5:10 (p. 555) y D c1 4 1 5 e C c2 4 0 5 e C c3 @4 1 5 C 4 0 5 te A
2
1 1 0 1
2 3 2 3 02 3 2 3 1
2 0 1 4t 0
e
10:5:11 (p. 555) y D c1 4 3 5 e2t C c2 4 1 5 e4t C c3 @4 0 5 C 4 1 5 t e4t A
2
1 1 0 1
762 Answers to Selected Exercises
2 3 2 3 02 3 2 3 1
1 1 1 4t 1
2t 4t e 4t
10:5:12 (p. 555) y D c1 4 1 5e C c2 4 1 5 e C c3 @ 4 0 5 C 4 1 5 t e A.
2
1 1 0 1
6 8 5 12
10:5:13 (p. 555) yD e 7t t e 7t 10:5:14 (p. 555) y D e3t t e3t
2 4 8 16
2 8 3 12
10:5:15 (p. 555) yD e 5t t e 5t 10:5:16 (p. 555) y D e5t t e5t
3 4 1 6
0 6
10:5:17 (p. 555) yD e 4t C t e 4t
2 6
2 3 2 3 2 3
4 2 1
t 2t
10:5:18 (p. 555) y D 4 8 5e C 4 3 5e C 4 1 5 t e 2t
6 1 0
2 3 2 3 2 3
3 9 2
10:5:19 (p. 555) y D 4 3 5 e2t 4 5 5 C 4 2 5 t
6 6 0
2 3 2 3 2 3
2 4 0
10:5:20 (p. 555) y D 4 0 5 e 3t C 4 9 5 et 4 4 5 t et
2 1 4
2 3 2 3 2 3
2 0 3
10:5:21 (p. 556) y D 4 2 5 e4t C 4 1 5 e2t C 4 3 5 t e2t
2 1 3
2 3 2 3 2 3
1 3 8
4t
10:5:22 (p. 556) y D 4 1 5e C 4 2 5 e C 4 0 5 t e8t
8t
0 3 8
2 3 2 3 2 3
3 3 8
10:5:23 (p. 556) y D 4 6 5 e4t 4 4 5 C 4 4 5 t
3 1 4
2 3 02 3 2 3 1
0 1 6t 0
6t e 6t
10:5:24 (p. 556) y D c1 4 1 5 e C c2 @ 4 1 5 C 4 1 5 te A
4
1 0 1
02 3 2 3 2 3 1
1 1 0
e6t t e6t t 2 e6t
Cc3 @4 1 5 C4 1 5 C4 1 5 A
8 4 2
0 0 1
2 3 02 3 2 3 1
1 1 3t 1
3t e 3t
10:5:25 (p. 556) y D c1 4 1 5 e C c2 @ 4 0 5 C4 1 5 te A
2
1 0 1
02 3 2 3 2 3 1
1 1 1
e3t t e3t t 2 e3t
Cc3 @4 2 5 C4 0 5 C4 1 5 A
36 2 2
0 0 1
2 3 02 3 2 3 1
0 1 0
2t
10:5:26 (p. 556) y D c1 4 1 5e C c2 @4 1 5 e 2t C 4 1 5 t e 2t A
1 0 1
02 3 2 3 2 3 1
3 2t 1 0
e t 2e 2t
Cc3 @4 2 5 C 4 1 5 t e 2t C 4 1 5 A
4 2
0 0 1
Answers to Selected Exercises 763
2 3 02 3 2 3 1
0 1 0
2t e2t 2t
10:5:27 (p. 556) y D c1 4 1 5 e C c2 @4 1 5 C 4 1 5 te A
2
1 0 1
02 3 2 3 2 3 1
1 1 0
e2t t e2t t 2 e2t
Cc3 @4 1 5 C4 1 5 C4 1 5 A
8 2 2
0 0 1
2 3 3 0 2 2 3 1
2 6 6t 2
6t e 6t A
10:5:28 (p. 556) y D c1 4 1 5e
C c2 @ 4 1 5 C4 1 5 te
6
2 0 2
0 23 2 3 2 3 1
12 6 2
e 6t 4 t e 6t t 2e 6t
Cc3 @ 4 1 5 1 5 C4 1 5 A:
36 6 2
0 0 2
2 3 2 3 02 3 2 3 1
4 6 1 2
3t
10:5:29 (p. 556) y D c1 4 0 5e C c2 4 1 5 e 3t C c3 @4 0 5 e 3t C 4 1 5 t e 3t A
1 0 0 1
2 3 2 3 02 3 2 3 1
1 0 1 1
3t 3t 3t 3t
10:5:30 (p. 556) y D c1 4 0 5e C c2 4 1 5 e C c3 @4 0 5e C 4 1 5 te A
1 0 0 1
2 3 2 3 02 3 2 3 1
2 3 1 t 1
t t e t
10:5:31 (p. 556) y D c1 4 0 5 e C c2 4 2 5 e C c3 @4 0 5 C 4 2 5 te A
2
1 0 0 1
2 3 2 3 02 3 2 3 1
1 0 1 1
10:5:32 (p. 556) y D c1 4 1 5 e 2t C c2 4 0 5 e 2t C c3 @4 0 5e 2t
C 4 1 5 te 2t A
0 1 0 1
Section 10.6 Answers, pp. 566–569
3 cos t C sin t 3 sin t cos t
10:6:1 (p. 566) y D c1 e2t C c2 e2t .
5 cos t 5 sin t
5 cos 2t C sin 2t 5 sin 2t cos 2t
10:6:2 (p. 566) y D c1 e t C c2 e t .
13 cos 2t 13 sin 2t
cos 2t C sin 2t sin 2t cos 2t
10:6:3 (p. 566) y D c1 e3t C c2 e3t .
2 cos 2t 2 sin 2t
cos 3t sin 3t sin 3t C cos 3t
10:6:4 (p. 566) y D c1 e2t C c2 e2t .
cos 3t sin 3t
2 3 2 3 2 3
1 cos 2t sin 2t sin 2t C cos 2t
10:6:5 (p. 567) y D c1 4 1 5 e 2t C c2 e4t 4 cos 2t C sin 2t 5 C c3 e4t 4 sin 2t cos 2t 5.
2 2 cos 2t 2 sin 2t
2 3 2 3 2 3
1 cos 2t sin 2t sin 2t C cos 2t
10:6:6 (p. 567) y D c1 4 1 5 e t C c2e 2t 4 cos 2t sin 2t 5 C c3 e 2t 4 sin 2t C cos 2t 5
1 2 cos 2t 2 sin 2t
2 3 2 3 2 3
1 sin t cos t
10:6:7 (p. 567) y D c1 4 1 5 e2t C c2et 4 sin t 5 C c3 et 4 cos t 5
1 cos t sin t
764 Answers to Selected Exercises
2 3 2 3 2 3
1 sin 2t cos 2t cos 2t sin 2t
10:6:8 (p. 567) y D c1 4 1 5 e t C c2 e t4 2 cos 2t 5 C c3 e 4 t
2 sin 2t 5
1 2 cos 2t 2 sin 2t
cos 6t 3 sin 6t sin 6t C 3 cos 6t
10:6:9 (p. 567) y D c1 e3t C c2 e3t
5 cos 6t 5 sin 6t
cos t 3 sin t sin t C 3 cos t
10:6:10 (p. 567) y D c1 e2t C c2 e2t
2 cos t 2 sin t
3 sin 3t cos 3t 3 cos 3t sin 3t
10:6:11 (p. 567) y D c1 e2t C c2e2t
5 cos 3t 5 sin 3t
sin 4t 8 cos 4t cos 4t 8 sin 4t
10:6:12 (p. 567) y D c1 e2t C c2 e2t
5 cos 4t 5 sin 4t
2 3 2 3 2 3
1 sin t cos t
2t t t
10:6:13 (p. 567) y D c1 4 1 5 e C c2 e 4 cos t 5 C c3e 4 sin t 5
1 cos t sin t
2 3 2 3 2 3
2 cos 3t sin 3t sin 3t C cos 3t
10:6:14 (p. 567) y D c1 4 2 5 e 2t C c2 e2t 4 sin 3t 5 C c3 e2t 4 cos 3t 5
1 cos 3t sin 3t
2 3 2 3 2 3
1 sin 3t cos 3t
10:6:15 (p. 567) y D c1 4 2 5 e3t C c2 e6t 4 sin 3t 5 C c3 e6t 4 cos 3t 5
1 cos 3t sin 3t
2 3 2 3 2 3
1 2 cos t 2 sin t 2 sin t C 2 cos t
t t t
10:6:16 (p. 567) y D c1 4 1 5 e C c2 e 4 cos t sin t 5 C c3 e 4 cos t C sin t 5
1 2 cos t 2 sin t
5 cos 3t C sin 3t 5 cos 6t C 5 sin 6t
10:6:17 (p. 567) y D et 10:6:18 (p. 567) y D e4t
2 cos 3t C 3 sin 3t cos 6t 3 sin 6t
17 cos 3t sin 3t cos.t =2/ C sin.t =2/
10:6:19 (p. 567) y D et 10:6:20 (p. 567) y D et =2
7 cos 3t C 3 sin 3t cos.t =2/ C 2 sin.t =2/
2 3 2 3
1 3 cos t C sin t
10:6:21 (p. 567) y D 4 1 5 et C e4t 4 cos t 3 sin t 5
2 4 cos t 2 sin t
2 3 2 3
4 4 cos 2t C 8 sin 2t
10:6:22 (p. 567) y D 4 4 5 e8t C e2t 4 6 sin 2t C 2 cos 2t 5
2 3 cos 2t C sin 2t
2 3 2 3
0 15 cos 6t C 10 sin 6t
10:6:23 (p. 567) y D 4 3 5 e 4t C e4t 4 14 cos 6t 8 sin 6t 5
3 7 cos 6t 4 sin 6t
2 3 2 3
6 10 cos 4t 4 sin 4t
8t
10:6:24 (p. 567) y D 4 3 5 e C 4 17 cos 4t sin 4t 5
3 3 cos 4t 7 sin 4t
1 1 1 1
10:6:29 (p. 568) U D p ,VD p
2 1 2 1
:5257 :8507
10:6:30 (p. 568) U ,V
:8507 :5257
:8507
10:6:31 (p. 568) U ,
:5257
Answers to Selected Exercises 765
:5257 :9732 :2298
V 10:6:32 (p. 568) U ,V
:8507 :2298 :9732
:5257 :8507
10:6:33 (p. 568) U ,V
:8507 :5257
:5257 :8507
10:6:34 (p. 568) U ,V
:8507 :5257
:8817 :4719
10:6:35 (p. 569) U ,V
:4719 :8817
:8817 :4719
10:6:36 (p. 569) U ,V
:4719 :8817
0 1 0 1
10:6:37 (p. 569) UD ,VD 10:6:38 (p. 569) U D ,VD
1 0 1 0
1 1 1 1 :5257 :8507
10:6:39 (p. 569) UD p ,VD p 10:6:40 (p. 569) U ,V
2 1 2 1 :8507 :5257
Section 10.7 Answers, pp. 577–579
5e4t C e 3t .2 C 8t / 13e3t C 3e 3t
1 7 6t
10:7:1 (p. 577) 4t 3t 10:7:2 (p. 577) 10:7:3 (p. 577)
e e .1 4t / e3t 11e 3t
9 11 C 3t
t
5 3e
10:7:4 (p. 577)
6 C 5et
2 3
2 6t
e 5t .3 C 6t / C e 3t .3 2t /
t 14
10:7:5 (p. 577) 10:7:6 (p. 577) 10:7:7 (p. 577) 7 C 6t 5
e 5t .3 C 2t / e 3t .1 2t / 0 6 1 12t
3et C 4
2 3
1
10:7:8 (p. 577) 4 6et 4 5
6
10
et .1 C 12t / e 5t .1 C 6t / 2et
2 3 2 3
14 1 t sin t
10:7:9 (p. 577) 2et .1 6t / e 5t .1 12t / 5 10:7:10 (p. 577) 4 et 5 10:7:11 (p. 577)
18 3 0
et .1 C 12t / e 5t .1 C 6t / 2et
2
t
10:7:12 (p. 577)
2t
1 5e2t e 3t 2t 3 ln jt j C t 3 .t C 2/
1 1
10:7:13 (p. 577) .t 1/ .ln jt 1j C t / 10:7:14 (p. 577) 10:7:15 (p. 577)
1 9 e3t 5e 2t 4t 2 ln jt j C 3t 2
3et
2 3 2 3
t
1 t e t .t C 2/ C .t 3 2/
1
10:7:16 (p. 577) 10:7:17 (p. 577) t 10:7:18 (p. 578) 1 5 10:7:19
t et .t 2/ C .t 3 C 2/
4 5 4
2 4
t e t
2 2 3 2 3
2t C t t 2t C 1
e
(p. 578) 4 t 5 10:7:20 (p. 578) 4 2t 1 5
4t 2t C 1
t
0 1 0
2 3
0
2 3
6 0 0 0 7
0
:: :: ::
6 7 6 7
10:7:22 (p. 578) (a) y0 D 6 :: y C 7:
:
6 7 6 7
6 : : : : 7
7
6
4 :: 5
4 0 0 1 5
F .t /=P0 .t /
Pn .t /=P0.t / Pn 1 =P0 .t / P1 .t /=P0 .t /
766 Answers to Selected Exercises
y1 y2 yn
2 3
6 y10 y20 yn0 7
(b) 6 :: :: :: ::
6 7
7
4 : : : : 5
.n 1/ .n 1/ .n 1/
y1 y2 yn
Section 11.1 Answers, pp. 587–588
11:1:2 (p. 587) n D n2 , yn D sin nx, n D 1, 2, 3, . . .
11:1:3 (p. 587) 0 D 0, y0 D 1; n D n2 , yn D cos nx, n D 1, 2, 3, . . .
.2n 1/2 .2n 1/x
11:1:4 (p. 587) n D , yn D sin , n D 1; 2; 3; : : : ;
4 2
.2n 1/ 2 .2n 1/x
11:1:5 (p. 587) n D , yn D cos , n D 1, 2, 3, . . .
4 2
2
11:1:6 (p. 587) 0 D 0, y0 D 1, n D n , y1n D cos nx, y2n D sin nx, n D 1, 2, 3, . . .
11:1:7 (p. 587) n D n2 2 , yn D cos nx, n D 1, 2, 3, . . .
.2n 1/2 2 .2n 1/x
11:1:8 (p. 587) n D , yn D cos , n D 1, 2, 3, . . .
4 2
11:1:9 (p. 587) n D n2 2 , yn D sin nx, n D 1, 2, 3, . . .
11:1:10 (p. 587) 0 D 0, y0 D 1, n D n2 2 , y1n D cos nx, y2n D sin nx, n D 1, 2, 3, . . .
.2n 1/2 2 .2n 1/x
11:1:11 (p. 587) n D , yn D sin , n D 1, 2, 3, . . .
4 2
n2 2 nx nx
11:1:12 (p. 587) 0 D 0, y0 D 1, n D , y1n D cos , y2n D sin , n D 1, 2, 3, . . .
4 2 2
n2 2 nx
11:1:13 (p. 587) n D , yn D sin , n D 1, 2, 3, . . .
4 2
.2n 1/2 2 .2n 1/x
11:1:14 (p. 587) n D , yn D cos , n D 1, 2, 3, . . .
36 6
11:1:15 (p. 587) n D .2n 1/2 2 , yn D sin.2n 1/x, n D 1, 2, 3, . . .
n2 2 nx
11:1:16 (p. 587) n D , yn D cos , n D 1, 2, 3, . . .
25 5
2nx
11:1:23 (p. 588) n D 4n2 2 =L2 yn D sin , n D 1, 2, 3, . . .
L
nx
11:1:24 (p. 588) n D n2 2 =L2 yn D cos , n D 1, 2, 3, . . .
L
2nx
11:1:25 (p. 588) n D 4n2 2 =L2 yn D sin , n D 1, 2, 3, . . .
L
nx
11:1:26 (p. 588) n D n2 2 =L2 yn D cos , n D 1, 2, 3, . . . .
L
Section 11.2 Answers, pp. 600–604
8
1
2 X . 1/n < 2; x D 1;
11:2:2 (p. 600) F .x/ D 2 C sin nx; F .x/ D 2 x; 1 < x < 1;
n
2; xD1
:
nD1
1 1
X . 1/n X . 1/n
11:2:3 (p. 600) F .x/ D 2 12 cos nx 4 sin nx;
n2 n
nD1 nD1
3 2 ;
8
< x D ;
F .x/ D 2x 3x 2 ; < x < ;
3 2 ; xD
:
1
12 X cos nx
11:2:4 (p. 600) F .x/ D . 1/n ; F .x/ D 1 3x 2 1x1
2 n2
nD1
Answers to Selected Exercises 767
1
2 4 X 1
11:2:5 (p. 600) F .x/ D cos 2nx; F .x/ D j sin xj, x
4n2 1
nD1
1
1 n
. 1/n 2
X
11:2:6 (p. 601) F .x/ D sin x C 2 sin nx;; F .x/ D x cos x, x
2 n 1
nD2
1
2 4 X 4n2 C 1
11:2:7 (p. 601) F .x/ D C cos x cos 2nx;
2 .4n2 1/2
nD1
F .x/ D jxj cos x, x
1
1 X . 1/n
11:2:8 (p. 601) F .x/ D 1 cos x 2 cos nx; F .x/ D x sin x, x
2 n2 1
nD2
1
16 X n
11:2:9 (p. 601) F .x/ D sin x sin 2nx; F .x/ D jxj sin x, x
2 .4n2 1/2
nD1
1
1 1 2 X . 1/n
11:2:10 (p. 601) F .x/ D C cos x cos 2nx; F .x/ D f .x/, 1 x 1
2 4n2 1
nD1
1
1 8 n
. 1/n
X
11:2:11 (p. 601) F .x/ D sin x sin 2nx;
4 2 .4n2 1/2
nD1
1
1 X . 1/n
sin.2n C 1/x F .x/ D f .x/, 1 x 1
4 n.n C 1/
nD1
0; 1 x < 12 ;
8̂
1
x D 21 ;
ˆ
2;
1
ˆ
ˆ
1 4 X n <
11:2:12 (p. 601) F .x/ D sin x . 1/n 2 sin 2nx; F .x/ D sin x; 1
2 < x < 2;
1
2 4n 1 ˆ 1 1
2; x D 2;
nD1 ˆ
ˆ
:̂ 1
0; 2 <x1
1
1 1 2 X 1 n
11:2:13 (p. 601) F .x/ D C cos x 2
1 n sin cos nx;
n 1 2
nD2
1 x < 12 ;
8̂
0;
ˆ 1
2; x D 1;
ˆ
ˆ
<
F .x/ D 1 1
j sin xj; 2 < x < 2;
1
2; x D 1;
ˆ
ˆ
ˆ
:̂ 1
0; 2 <x1
1 2
1 1 2 X n 4n C 1
11:2:14 (p. 601) F .x/ D C cos x C . 1/ cos 2nx
2 4 2 .4n2 1/2
nD1
1
1 X 2n C 1
C . 1/n cos.2n C 1/x;
4 n.n C 1/
nD1
1 x < 12 ;
8̂
0;
1
x D 12 ;
ˆ
4;
ˆ
ˆ
<
F .x/ D 1 1
x sin x; 2 < x < 2;
1 1
4; x D 2;
ˆ
ˆ
ˆ
:̂ 1
0; 2 < x 1;
1 1
8 X 1 .2n C 1/x 4 X . 1/n nx
11:2:15 (p. 601) F .x/ D 1 2
cos sin ;
.2n C 1/2 4 n 4
nD0 nD1
768 Answers to Selected Exercises
8̂
ˆ 2; x D 4;
0; 4 < x < 0;
<
F .x/ D
ˆ x; 0 x < 4;
2; xD4
:̂
1 1
1 1 X 1 8 X 1
11:2:16 (p. 601) F .x/ D C sin 2nx C 3 sin.2n C 1/x;
2 n .2n C 1/3
nD1 nD0
8̂ 1
2; x D 1;
x2 ;
ˆ
ˆ
ˆ
< 1 < x < 0;
F .x/ D 1
2; x D 0;
ˆ 1 x2; 0 < x < 1;
ˆ
ˆ
:̂ 1
2; xD1
1 1
3 1 X 1 n nx 3 X 1 n nx
11:2:17 (p. 601) F .x/ D C sin cos C cos n cos sin
4 n 2 2 n 2 2
nD1 nD1
1 1
5 3 X 1 2n nx 1 X 1 2n nx
11:2:18 (p. 601) F .x/ D C sin cos C cos n cos sin
2 n 3 3 n 3 3
nD1 nD1
1 1
!
sinh X . 1/n X . 1/n n
11:2:20 (p. 601) F .x/ D 1C2 cos nx 2 sin nx
n2 C 1 n2 C 1
nD1 nD1
1
1 n
. 1/n
X
11:2:21 (p. 602) F .x/ D cos x sin x C 2 sin nx
2 n2 1
nD2
1
1 X . 1/n
11:2:22 (p. 602) F .x/ D 1 cos x sin x 2 cos nx
2 n2 1
nD2
1
2 sin k X n
11:2:23 (p. 602) F .x/ D . 1/n 2 sin nx
n k2
nD1
1
" #
sin k 1 X . 1/n
11:2:24 (p. 602) F .x/ D 2k cos nx
k n2 k 2
nD1
Section 11.3 Answers, pp. 615–618
1
L2 4L2 X . 1/n nx
11:3:1 (p. 615) C.x/ D C 2 2
cos
3 n L
nD1
1
1 4 X 1
11:3:2 (p. 615) C.x/ D C 2 cos.2n 1/x
2 .2n 1/2
nD1
1
2L2 4L2 X 1 nx
11:3:3 (p. 615) C.x/ D C 2 cos
3 n2 L
nD1
1
1 cos k 2kX Œ1 . 1/n cos k
11:3:4 (p. 615) C.x/ D cos nx.
k n2 k 2
nD1
1
1 2 X . 1/n .2n 1/x
11:3:5 (p. 615) C.x/ D cos
2 2n 1 L
nD1
1
2L2 4L2 X . 1/n nx
11:3:6 (p. 615) C.x/ D C cos
3 2 n2 L
nD1
1
1 4 X 1
11:3:7 (p. 615) C.x/ D C 2 cos nx
3 n2
nD1
Answers to Selected Exercises 769
1
e 1 2 X Œ. 1/n e 1
11:3:8 (p. 615) C.x/ D C cos nx
.n2 C 1/
nD1
1
L2 L2 X 1 2nx
11:3:9 (p. 615) C.x/ D cos
6 2 n2 L
nD1
1
2L2 4L2 X 1 nx
11:3:10 (p. 615) C.x/ D C cos
3 2 n2 L
nD1
1
4 X 1 .2n 1/x
11:3:11 (p. 616) S.x/ D sin
.2n 1/ L
nD1
1
2 X 1
11:3:12 (p. 616) S.x/ D sin nx
n
nD1
1
2 X n
11:3:13 (p. 616) S.x/ D Œ1 . 1/n cos k sin nx
n2 k2
nD1
1
2 X 1h n i nx
11:3:14 (p. 616) S.x/ D 1 cos sin
n 2 L
nD1
1
4L X . 1/nC1 .2n 1/x
11:3:15 (p. 616) S.x/ D sin
2 .2n 1/2 L
nD1
1
16 X n
11:3:16 (p. 616) S.x/ D sin x sin 2nx
2 .4n2 1/2
nD1
1
2 X nŒ. 1/ne 1
11:3:17 (p. 616) S.x/ D sin nx
.n2 C 1/
nD1
1
4 X . 1/n .2n 1/x
11:3:18 (p. 616) CM .x/ D cos
2n 1 2L
nD1
2 1 n
4L X . 1/ 8 .2n 1/x
11:3:19 (p. 616) CM .x/ D 1 cos
2n 1 .2n 1/2 2 2L
nD1
1
4 X 2 .2n 1/x
11:3:20 (p. 616) CM .x/ D . 1/n C cos .
.2n 1/ 2
nD1
1
4 X 1 .2n C 1/ .2n 1/x
11:3:21 (p. 616) CM .x/ D cos cos
2n 1 4 2L
nD1
1
4 X 2n 1 .2n 1/x
11:3:22 (p. 616) CM .x/ D . 1/n cos
.2n 3/.2n C 1/ 2
nD1
1
8 X 1 .2n 1/x
11:3:23 (p. 616) CM .x/ D cos
.2n
3/.2n C 1/ 2
nD1
1
8L2 X 4. 1/n
1 .2n 1/x
11:3:24 (p. 616) CM .x/ D 2 2
1 C cos
.2n 1/ .2n 1/ 2L
nD1
1
4 X 1 .2n 1/x
11:3:25 (p. 616) SM .x/ D sin
.2n 1/ 2L
nD1
1
16L2 X
1 n 2 .2n 1/x
11:3:26 (p. 616) SM .x/ D . 1/ C sin
2 .2n 1/2 .2n 1/ 2L
nD1
770 Answers to Selected Exercises
1
4 X 1 .2n 1// .2n 1/x
11:3:27 (p. 616) SM .x/ D 1 cos sin
2n 1 4 2L
nD1
1
4 X 2n 1 .2n 1/x
11:3:28 (p. 616) SM .x/ D sin
.2n 3/.2n C 1/ 2
nD1
1
8 X . 1/n .2n 1/x
11:3:29 (p. 616) SM .x/ D sin
.2n 3/.2n C 1/ 2
nD1
1
8L2 X
1 n 4 .2n 1/x
11:3:30 (p. 616) SM .x/ D 2 . 1/ C sin
.2n 1/2 .2n 1/ 2L
nD1
1
7L4 144L4 X . 1/n nx
11:3:31 (p. 616) C.x/ D 4 4
cos
5 n L
nD1
1
2L4 48L4 X 1 C . 1/n 2 nx
11:3:32 (p. 616) C.x/ D cos
5 4 n4 L
nD1
1
3L4 48L4 X 2 C . 1/n nx
11:3:33 (p. 616) C.x/ D cos
5 4 n4 L
nD1
1
L4 3L4 X 1 2nx
11:3:34 (p. 616) C.x/ D cos
30 4 n4 L
nD1
1
8L2 X 1 .2n 1/x
11:3:36 (p. 617) S.x/ D sin
3 .2n 1/3 L
nD1
3 1
4L X .1 C . 1/n 2/ nx
11:3:37 (p. 617) S.x/ D sin
3 n3 L
nD1
1
12L3 X . 1/n nx
11:3:38 (p. 617) S.x/ D 3 3
sin
n L
nD1
1
96L4 X 1 .2n 1/x
11:3:39 (p. 617) S.x/ D sin
5 .2n 1/5 L
nD1
1
720L5 X . 1/n nx
11:3:40 (p. 617) S.x/ D sin
5 n5 L
nD1
5 1
240L X 1 C . 1/n 2 nx
11:3:41 (p. 617) S.x/ D sin
5 n5 L
nD1
1
64L3 X
1 n 3 .2n 1/x
11:3:43 (p. 617) CM .x/ D . 1/ C cos
3 .2n 1/3 .2n 1/ 2L
nD1
2 1
32L X . 1/n .2n 1/x
11:3:44 (p. 617) CM .x/ D cos
3 .2n 1/3 2L
nD1
1
96L3 X
1 n 2 .2n 1/x
11:3:45 (p. 617) CM .x/ D 3 3
. 1/ C cos
.2n 1/ .2n 1/ 2L
nD1
3 1
96L X 1 4 .2n 1/x
11:3:46 (p. 617) CM .x/ D . 1/n 3 C cos
3 .2n 1/3 .2n 1/ 2L
nD1
1
96L3 X
1 8 .2n 1/x
11:3:47 (p. 617) CM .x/ D . 1/n 5 C cos
3 .2n 1/3 .2n 1/ 2L
nD1
Answers to Selected Exercises 771
1
384L4 X . 1/n 4
1 .2n 1/x
11:3:48 (p. 617) CM .x/ D 1C cos
4 .2n 1/4 .2n 1/ 2L
nD1
1
768L4 X . 1/n 2
1 .2n 1/x
11:3:49 (p. 617) CM .x/ D 1C cos
4 .2n 1/4 .2n 1/ 2L
nD1
2 1
32L X 1 .2n 1/x
11:3:51 (p. 617) SM .x/ D sin
3 .2n 1/3 2L
nD1
3 1
96L X 1 4 .2n 1/x
11:3:52 (p. 617) SM .x/ D 1 C . 1/n sin
3 .2n 1/3 .2n 1/ 2L
nD1
1
96L3 X
1 2 .2n 1/x
11:3:53 (p. 618) SM .x/ D 3 3
1 C . 1/n sin
.2n 1/ .2n 1/ 2L
nD1
1
192L3 X . 1/n .2n 1/x
11:3:54 (p. 618) SM .x/ D sin
4 .2n 1/4 2L
nD1
1
1536L4 X
1 n 3 .2n 1/x
11:3:55 (p. 618) SM .x/ D . 1/ C sin
4 .2n 1/4 .2n 1/ 2L
nD1
1
384L4 X
1 4 .2n 1/x
11:3:56 (p. 618) SM .x/ D 4
. 1/n C sin
.2n 1/4 .2n 1/ 2L
nD1
Section 12.1 Answers, pp. 628–631
1
8 X 1 .2n 1/2 2 t
12:1:8 (p. 628) u.x; t / D e sin.2n 1/x
3 .2n 1/3
nD1
1
4 X 1 9.2n 1/2 2 t =16 .2n 1/x
12:1:9 (p. 628) u.x; t / D e sin
.2n 1/ 4
nD1
1
3t 16 X n 12n2 t
12:1:10 (p. 628) u.x; t / D e sin x e sin 2nx
2 .4n2 1/2
nD1
1
32 X .1 C . 1/n 2/ 9n2 2 t =4 nx
12:1:11 (p. 628) u.x; t / D e sin
3 n3 2
nD1
1
324 X . 1/n 4n2 2 t =9 nx
12:1:12 (p. 628) u.x; t / D e sin
3 n3 3
nD1
1
8 X . 1/nC1 .2n 1/2 2 t .2n 1/x
12:1:13 (p. 628) u.x; t / D 2 e sin
.2n 1/2 2
nD1
1
720 X . 1/n 7n2 2 t
12:1:14 (p. 628) u.x; t / D e sin nx
5 n5
nD1
1
96 X 1 5.2n 1/2 2 t
12:1:15 (p. 628) u.x; t / D e sin.2n 1/x
5 .2n 1/5
nD1
1
240 X 1 C . 1/n 2 2n2 2 t
12:1:16 (p. 628) u.x; t / D e sin nx.
5 n5
nD1
1
16 64 X . 1/n 9 2 n2 t =16 nx
12:1:17 (p. 629) u.x; t / D C 2 e cos
3 n2 4
nD1
772 Answers to Selected Exercises
1
8 16 X 1 n2 2 t nx
12:1:18 (p. 629) u.x; t / D C 2 e cos
3 n2 2
nD1
1
1 1 X 1 36n2 2 t
12:1:19 (p. 629) u.x; t / D 2
e cos 2nx
6 n2
nD1
1
384 X 1 3.2n 1/2 2 t =4 .2n 1/x
12:1:20 (p. 629) u.x; t / D 4 e cos
4 .2n 1/4 2
nD1
1
28 576 X . 1/n 5n2 2 t =2 nx
12:1:21 (p. 629) u.x; y/ D e cos p
5 4 n4 2
nD1
1
2 48 X 1 C . 1/n 2 3n2 2 t
12:1:22 (p. 629) u.x; t / D e cos nx
5 4 n4
nD1
1
3 48 X 2 C . 1/n n2 2 t
12:1:23 (p. 629) u.x; t / D e cos nx
5 4 n4
nD1
1
4 X 1 4n2 t
12:1:24 (p. 629) u.x; t / D 3 e cos 2nx
30 n4
nD1
1
8 X . 1/n 2 2 .2n 1/x
12:1:25 (p. 629) u.x; t / D e .2n 1/ t =4 sin
.2n C 1/.2n 3/ 2
nD1
1
1 4 2 .2n 1/x
. 1/n C e 3.2n 1/ t =4 sin
X
12:1:26 (p. 629) u.x; t / D 8
.2n 1/2 .2n 1/ 2
nD1
1
128 X 1 5.2n 1/2 t =16 .2n 1/x
12:1:27 (p. 629) u.x; t / D e sin
3 .2n 1/3 4
nD1
1
96 X 1 4 1/2 2 t =4 .2n 1/x
12:1:28 (p. 629) u.x; t / D 3 3
1 C . 1/n e .2n sin
.2n 1/ .2n 1/ 2
nD1
1
96 X 1 n 2 .2n 1/2 2 t =4 .2n 1/x
12:1:29 (p. 629) u.x; t / D 3 1 C . 1/ e sin
.2n 1/3 .2n 1/ 2
nD1
1
192 X . 1/n .2n 1/2 2 t =4 .2n 1/x
12:1:30 (p. 629) u.x; t / D 4 e sin
.2n 1/4 2
nD1
1
1536 1 2 2 3
.2n 1/x
. 1/n C
e .2n 1/ t =4 sin
X
12:1:31 (p. 629) u.x; t / D
4 1/4 .2n .2n 1/ 2
nD1
1
384 X 1 4 2 2 .2n 1/x
12:1:32 (p. 630) u.x; t / D 4 . 1/n C e .2n 1/ t =4 sin
.2n 1/4 .2n 1/ 2
nD1
1 2
X e 3.2n 1/ t =4
3
.2n 1/x
12:1:33 (p. 630) u.x; t / D 64 . 1/n C cos
.2n 1/3 .2n 1/ 2
nD1
1
16 X . 1/n .2n 1/2 t .2n 1/x
12:1:34 (p. 630) u.x; t / D e cos
2n 1 4
nD1
1
64 X . 1/n
8 1/2 2 t =64 .2n 1/x
12:1:35 (p. 630) u.x; t / D 1 e 9.2n cos
2n 1 .2n 1/2 2 8
nD1
1
8 X 1 3.2n 1/2 2 t =4 .2n 1/x
12:1:36 (p. 630) u.x; t / D 2 e cos
.2n 1/2 2
nD1
Answers to Selected Exercises 773
1
96 X 1 n 2 .2n 1/2 2 t =4 .2n 1/x
12:1:37 (p. 630) u.x; t / D . 1/ C e cos
3 .2n 1/3 .2n 1/ 2
nD1
1
32 X . 1/n 2 .2n 1/x
12:1:38 (p. 630) u.x; t / D e 7.2n 1/ t =4 cos
.2n 1/3 2
nD1
1
96 X 1 8 2 2 .2n 1/x
12:1:39 (p. 630) u.x; t / D 3 . 1/n 5 C e .2n 1/ t =4 cos
.2n 1/3 .2n 1/ 2
nD1
1
96 X 1 4 2 2 .2n 1/x
12:1:40 (p. 630) u.x; t / D 3 . 1/n 3 C e .2n 1/ t =4 cos
.2n 1/3 .2n 1/ 2
nD1
1
. 1/n 2
768 X 1 2 2 .2n 1/x
12:1:41 (p. 630) u.x; t / D 4 4
1C e .2n 1/ t =4 cos
.2n 1/ .2n 1/ 2
nD1
1 n
384 X 1 . 1/ 4 2 2 .2n 1/x
12:1:42 (p. 630) u.x; t / D 1C e .2n 1/ t =4 cos
4 .2n 1/4 .2n 1/ 2
nD1
1
1 2 X . 1/n .2n 1/2 2 a 2 t =L2 .2n 1/x
12:1:43 (p. 630) u.x; t / D e cos
2 2n 1 L
nD1
1
2 X 1h n i n2 2 a 2 t =L2 nx
12:1:44 (p. 630) u.x; t / D 1 cos e sin
n 2 L
nD1
1
4 X 1 .2n 1/ .2n 1/2 2 a 2 t =4L2 .2n 1/x
12:1:45 (p. 631) u.x; t / D sin e cos
2n 1 4 2L
nD1
1
4 X 1 .2n 1// .2n 1/2 2 a 2 t =4L2 .2n 1/x
12:1:46 (p. 631) u.x; t / D 1 cos e sin
2n 1 4 2L
nD1
1
4 X e 9 2 .2n 1/2 t =16 .2n 1/x
12:1:48 (p. 631) u.x; t / D 1 x C x3 C sin
.2n 1/ 4
nD1
1
8 X e .2n 1/2 2 t
12:1:49 (p. 631) u.x; t / D 1 C x C x 2 sin.2n 1/x
3 .2n 1/3
nD1
1
8 X 1 3.2n 1/2 2 t =4 .2n 1/x
12:1:50 (p. 631) u.x; t / D 1 x C x3 C e cos
2 .2n 1/2 2
nD1
1
64 X . 1/n
8 9.2n 1/2 2 t =64 .2n 1/x
12:1:51 (p. 631) u.x; t / D x 2 x 2 1 e cos
2n 1 .2n 1/2 2 8
nD1
1
8 X . 1/n .2n 1/2 2 t =4 .2n 1/x
12:1:52 (p. 631) u.x; t / D sin x C e sin
.2n C 1/.2n 3/ 2
nD1
1 2 2
32 X e .2n 1/ t =4 .2n 1/x
12:1:53 (p. 631) u.x; t / D x 3 xC3C sin
3 .2n 1/3 2
nD1
Section 12.2 Answers, pp. 644–651
1
4 X . 1/nC1
12:2:1 (p. 644) u.x; t / D sin 3.2n 1/ t sin.2n 1/x
3 3 .2n 1/3
nD1
1
8 X 1
12:2:2 (p. 644) u.x; t / D cos 3.2n 1/ t sin.2n 1/x
3 .2n 1/3
nD1
774 Answers to Selected Exercises
1
4 X .1 C . 1/n 2/ p
12:2:3 (p. 644) u.x; t / D cos n 7 t sin nx
3 n3
nD1
1
8 X 1
12:2:4 (p. 644) u.x; t / D sin 3.2n 1/ t sin.2n 1/x
3 4 .2n 1/4
nD1
1
4 X .1 C . 1/n 2/ p
12:2:5 (p. 644) u.x; t / D p 4
sin n 7 t sin nx
7 4 nD1 n
1
324 X . 1/n 8n t nx
12:2:6 (p. 644) u.x; t / D cos sin
3 n3 3 3
nD1
1
96 X 1
12:2:7 (p. 644) u.x; t / D 5 cos 2.2n 1/ t sin.2n 1/x
.2n 1/5
nD1
1
243 X . 1/n 8n t nx
12:2:8 (p. 644) u.x; t / D sin sin
2 4 n4 3 3
nD1
1
48 X 1
12:2:9 (p. 644) u.x; t / D 6 sin 2.2n 1/ t sin.2n 1/x.
.2n 1/6
nD1
p 1 p
16 X n
12:2:10 (p. 644) u.x; t / D cos 5 t sin x 2 2
cos 2n 5 t sin 2nx
2 .4n 1/
nD1
1
240 X 1 C . 1/n 2
12:2:11 (p. 644) u.x; t / D cos n t sin nx
5 n5
nD1
p 1 p
8 X 1
12:2:12 (p. 644) u.x; t / D p sin 5 t sin x p 2 2
sin 2n 5 t sin 2nx
2 5 5 nD1 .4n 1/
1
240 X 1 C . 1/n 2
12:2:13 (p. 644) u.x; t / D sin n t sin nx
6 n6
nD1
1
720 X . 1/n
12:2:14 (p. 645) u.x; t / D cos 3n t sin nx
5 n5
nD1
1
240 X . 1/n
12:2:15 (p. 645) u.x; t / D sin 3n t sin nx
6 n6
nD1
1
128 X . 1/n 3.2n 1/ t .2n 1/x
12:2:18 (p. 646) u.x; t / D cos cos
3 .2n 1/3 4 4
nD1
1
64 X 1 3 .2n 1/x
12:2:19 (p. 646) u.x; t / D . 1/n C cos.2n 1/ t cos
3 .2n 1/3 .2n 1/ 2
nD1
1
512 X . 1/n 3.2n 1/ t .2n 1/x
12:2:20 (p. 646) u.x; t / D sin cos
3 4 .2n 1/4 4 4
nD1
1
64 X 1 3 .2n 1/x
12:2:21 (p. 646) u.x; t / D 4 4
. 1/n C sin.2n 1/ t cos
.2n 1/ .2n 1/ 2
nD1
1 p
96 X 1 4 .2n 1/ 5 t .2n 1/x
12:2:22 (p. 646) u.x; t / D 3 . 1/n 3 C cos cos
.2n 1/3 .2n 1/ 2 2
nD1
1 p
1 2 .2n 1/ 3 t .2n 1/x
. 1/n C
X
12:2:23 (p. 646) u.x; t / D 96 cos cos
.2n 1/3 .2n 1/ 2 2
nD1
Answers to Selected Exercises 775
1 p
192 X 1 n 4 .2n 1/ 5 t .2n 1/x
12:2:24 (p. 646) u.x; t / D p 4
. 1/ 3 C sin cos
4
5 nD1 .2n 1/ .2n 1/ 2 2
1 p
192 X 1 2 .2n 1/ 3t .2n 1/x
12:2:25 (p. 646) u.x; t / D p . 1/n C sin sin
3 nD1 .2n 1/4 .2n 1/ 2 2
1
. 1/n 4
384 X 1 3.2n 1/ t .2n 1/x
12:2:26 (p. 646) u.x; t / D 4 4
1C cos cos
.2n 1/ .2n 1/ 2 2
nD1
1 p
96 X 1 8 .2n 1/ 7 t .2n 1/x
12:2:27 (p. 646) u.x; t / D 3 . 1/n 5 C cos cos
.2n 1/3 .2n 1/ 2 2
nD1
1
. 1/n 4
768 X 1 3.2n 1/ t .2n 1/x
12:2:28 (p. 646) u.x; t / D 5 5
1C sin cos
3 .2n 1/ .2n 1/ 2 2
nD1
1 p
192 X 1 8 .2n 1/ 7 t .2n 1/x
12:2:29 (p. 646) u.x; t / D p 4
. 1/n 5 C sin cos
4
7 nD1 .2n 1/ .2n 1/ 2 2
1
. 1/n 2
768 X 1 .2n 1/ t .2n 1/x
12:2:30 (p. 647) u.x; t / D 1 C cos cos
4 .2n 1/4 .2n 1/ 2 2
nD1
1
. 1/n 2
1536 X 1 .2n 1/ t .2n 1/x
12:2:31 (p. 647) u.x; t / D 5 5
1C sin cos
.2n 1/ .2n 1/ 2 2
nD1
Z xCat
1 1
12:2:32 (p. 647) u.x; t / D ŒCMf .x C at / C CMf .x at / C CMg . / d
2 2a x at
1
32 X 1 .2n 1/x
12:2:35 (p. 647) u.x; t / D cos 4.2n 1/t sin
.2n 1/3 2
nD1
1
96 X 1 n 4 3.2n 1/ t .2n 1/x
12:2:36 (p. 647) u.x; t / D 1 C . 1/ cos sin
3 .2n 1/3 .2n 1/ 2 2
nD1
1
8 X 1 .2n 1/x
12:2:37 (p. 647) u.x; t / D sin 4.2n 1/t sin
.2n 1/4 2
nD1
1
64 X 1 n 4 3.2n 1/ t .2n 1/x
12:2:38 (p. 648) u.x; t / D 1 C . 1/ sin sin
4 .2n 1/4 .2n 1/ 2 2
nD1
1
96 X 1 2 3.2n 1/ t .2n 1/x
12:2:39 (p. 648) u.x; t / D 3 3
1 C . 1/n cos sin
.2n 1/ .2n 1/ 2 2
nD1
1 n
p
192 X . 1/ .2n 1/ 3 t .2n 1/x
12:2:40 (p. 648) u.x; t / D 4
cos sin
.2n 1/ 2 2
nD1
1
64 X 1 2 3.2n 1/ t .2n 1/x
12:2:41 (p. 648) u.x; t / D 4 1 C . 1/n sin sin
.2n 1/4 .2n 1/ 2 2
nD1
1 p
384 X . 1/n .2n 1/ 3 t .2n 1/x
12:2:42 (p. 648) u.x; t / D p sin sin
3 nD1 .2n 1/5 2 2
1 p
1536 X 1 n 3 .2n 1/ 5 t .2n 1/x
12:2:43 (p. 648) u.x; t / D 4 . 1/ C cos sin
.2n 1/4 .2n 1/ 2 2
nD1
1
384 X 1 4 .2n 1/x
12:2:44 (p. 648) u.x; t / D 4 . 1/n C cos.2n 1/ t sin
.2n 1/4 .2n 1/ 2
nD1
776 Answers to Selected Exercises
1 p
3072 X 1 n 3 .2n 1/ 5 t .2n 1/x
12:2:45 (p. 648) u.x; t / D p 5
. 1/ C sin sin
5
5 nD1 .2n 1/ .2n 1/ 2 2
1
384 X 1 4 .2n 1/x
12:2:46 (p. 648) u.x; t / D 5 . 1/n C sin.2n 1/ t sin
.2n 1/5 .2n 1/ 2
nD1
Z xCat
1 1
12:2:47 (p. 648) u.x; t / D ŒSMf .x C at / C SMf .x at / C SMg . / d
2 2a x at
1 p
768 X 1 5.2n 1/ t .2n 1/x
12:2:50 (p. 649) u.x; t / D 4 cos cos
4 .2n 1/4 2 2
nD1
1 p
1536 X 1 5.2n 1/ t .2n 1/x
12:2:51 (p. 649) u.x; t / D 4t p sin cos
5 5 .2n 1/5 2 2
nD1
1
2 4 X 1 C . 1/n 2
12:2:52 (p. 649) u.x; t / D 48 cos 2nt cos nx
5 n4
nD1
1
7 144 X . 1/n p
12:2:53 (p. 649) u.x; t / D 4 4
cos n 7 t cos nx
5 n
nD1
1
2 4 t X 1 C . 1/n 2
12:2:54 (p. 649) u.x; t / D 24 sin 2nt cos nx
5 n5
nD1
1
7t 144 X . 1/n p
12:2:55 (p. 649) u.x; t / D p 5
sin n 7 t cos nx
5 5
7 nD1 n
1
4 X 1
12:2:56 (p. 649) u.x; t / D 3 cos 8nt cos 2nx
30 n4
nD1
1
3 48 X 2 C . 1/n
12:2:57 (p. 649) u.x; t / D cos n t cos nx
5 4 n4
nD1
1
4t 3X 1
12:2:58 (p. 649) u.x; t / D sin 8nt cos 2nx
30 8 n5
nD1
1
3t 48 2 C . 1/n
X
12:2:59 (p. 649) u.x; t / D sin n t cos nx
5 5 n5
nD1
R xCat
12:2:60 (p. 649) u.x; t / D 21 ŒCf .x C at / C Cf .x at / C 2a 1
x at Cg . / d
Z xCat
f .x C at / C f .x at / 1
12:2:63 (p. 650) (c) u.x; t / D C g.u/ du
2 2a x at
12:2:64 (p. 651) u.x; t / D x.1 C 4at / 12:2:65 (p. 651) u.x; t / D x 2 C a2 t 2 C t
12:2:66 (p. 651) u.x; t / D sin.x C at / 12:2:67 (p. 651) u.x; t / D x 3 C 6tx 2 C 3a2 t 2 x C 2a2 t 3
sin x sin at
12:2:68 (p. 651) u.x; t / D x sin x cos at C at cos x sin at C
a
Section 12.3 Answers, pp. 664–667
1
8 X sinh.2n 1/.1 y/
12:3:1 (p. 664) u.x; y/ D sin.2n 1/x
3 .2n 1/3 sinh.2n 1/
nD1
1
32 X .1 C . 1/n 2/ sinh n.3 y/=2 nx
12:3:2 (p. 664) u.x; y/ D sin
3 n3 sinh 3n=2 2
nD1
Answers to Selected Exercises 777
1
8 X sinh.2n 1/.1 y=2/ .2n 1/x
12:3:3 (p. 664) u.x; y/ D . 1/nC1 sin
2 .2n 1/2 sinh.2n 1/ 2
nD1
1
sinh.1 y/ 16 X n sinh 2n.1 y/
12:3:4 (p. 664) u.x; y/ D sin x sin 2nx
2 sinh 1 .4n2 1/2 sinh 2n
nD1
1
108 X sinh ny=3 nx
12:3:5 (p. 664) u.x; y/ D 3y C 3 . 1/n 3 cos
n cosh 2n=3 3
nD1
1
y 4 X sinh.2n 1/y
12:3:6 (p. 664) u.x; y/ D C 3 cos.2n 1/x
2 .2n 1/3 cosh 2.2n 1/
nD1
1
8y 32 sinh ny=2 nx
. 1/n
X
12:3:7 (p. 664) u.x; y/ D C 3 3
cos
3 n cosh n 2
nD1
1
y 4 X sinh ny
12:3:8 (p. 664) u.x; y/ D C 3 cos nx
3 n3 cosh n
nD1
1
128 X cosh.2n 1/.x 3/=4 .2n 1/y
12:3:9 (p. 664) u.x; y/ D 3 sin
.2n 1/3 cosh 3.2n 1/=4 4
nD1
1
96 X 4 cosh.2n 1/.x 2/=2 .2n 1/y
12:3:10 (p. 664) u.x; y/ D 3
1 C . 1/n sin
.2n 1/ .2n 1/3 cosh.2n 1/ 2
nD1
1
768 2 cosh.2n 1/.x 2/=4 .2n 1/y
1 C . 1/n
X
12:3:11 (p. 664) u.x; y/ D 3 sin
.2n 1/ .2n 1/3 cosh.2n 1/=2 4
nD1
1
96 4 cosh.2n 1/.x 3/=2 .2n 1/y
3 C . 1/n
X
12:3:12 (p. 664) u.x; y/ D 3 sin
.2n 1/ .2n 1/3 cosh 3.2n 1/=2 2
nD1
1
16 X cosh.2n 1/x=2 .2n 1/y
12:3:13 (p. 665) u.x; y/ D cos
.2n 3/.2n C 1/.2n 1/ sinh.2n 1/=2 2
nD1
1 n
432 X 4. 1/ cosh.2n 1/x=6 .2n 1/y
12:3:14 (p. 665) u.x; y/ D 1C cos
3 .2n 1/ .2n 1/3 sinh.2n 1/=3 6
nD1
1
64 X cosh.2n 1/x=2 .2n 1/y
12:3:15 (p. 665) u.x; y/ D . 1/n cos .
.2n 1/4 sinh.2n 1/=2 2
nD1
1
192 X cosh.2n 1/x=2 n 2 .2n 1/y
12:3:16 (p. 665) u.x; y/ D . 1/ C cos
4 .2n 1/4 sinh.2n 1/=2 .2n 1/ 2
nD1
1
sinh ny=a nx 2 a nx
X Z
12:3:17 (p. 665) u.x; y/ D ˛n sin ; ˛n D f .x/ sin dx
sinh nb=a a a 0 a
nD1
1
72 X sinh.2n 1/y=3 .2n 1/x
u.x; y/ D 3 sin
.2n 1/3 sinh 2.2n 1/=3 3
nD1
1 a
sinh n.b y/=a nx 1
X Z
12:3:18 (p. 665) u.x; y/ D ˛0 .1 y=b/ C ˛n cos , ˛0 D f .x/ dx,
sinh nb=a a a 0
nD1
2
Z a nx
˛n D f .x/ cos
dx; n 1
a 0 a
1
8.1 y/ 48 X 1 sinh n.1 y/
u.x; y/ D cos nx
15 4 n4 sinh n
nD1
778 Answers to Selected Exercises
1
sinh.2n 1/.b y/=2a
X .2n 1/x
12:3:19 (p. 665) u.x; y/ D ˛n cos ,
sinh.2n 1/b=2a 2a
Z a nD1
2 .2n 1/x
˛n D f .x/ cos dx
a 0 2a
1
288 X sinh.2n 1/.2 y/=6 .2n 1/x
u.x; y/ D 3 sin
.2n 1/3 sinh.2n 1/=3 6
nD1
1
sinh.2n 1/.b y/=2a
X .2n 1/x
12:3:20 (p. 665) u.x; y/ D ˛n sin ,
sinh.2n 1/b=2a 2a
nD1
2 a .2n 1/x
Z
˛n D f .x/ sin dx
a 0 2a
1
32 X 18 sinh.2n 1/.2 y/=2 .2n 1/x
u.x; y/ D 3 . 1/n 5 C 3
cos .
.2n 1/ .2n 1/ sinh.2n 1/ 2
nD1
1
cosh n.y b/=a nx 2 a nx
X Z
12:3:21 (p. 665) u.x; y/ D ˛n sin , ˛n D f .x/ sin dx
cosh nb=a a a 0 a
nD1
1
cosh n.y 2/
. 1/n
X
u.x; y/ D 12 sin nx
n3 cosh 2n
nD1
1 a
cosh ny=a nx 1
X Z
12:3:22 (p. 665) u.x; y/ D ˛0 C ˛n cos , ˛0 D f .x/ dx,
cosh nb=a a a 0
nD1
2
Z a nx
˛n D f .x/ cos dx; n 1
a 0 a
1
4 X 1 cosh 2ny
u.x; y/ D 3 cos 2nx
30 n4 cos 2n
nD1
1 a
a X sinh n.y b/=a nx 2 nx
Z
12:3:23 (p. 665) u.x; y/ D ˛n sin , ˛n D f .x/ sin dx
n cosh nb=a a a 0 a
nD1
1
4 X sinh.2n 1/.y 1/
u.x; y/ D . 1/nC1 sin.2n 1/x
.2n 1/3 cosh.2n 1/
nD1
1 b
cosh nx=b ny 2 ny
X Z
12:3:24 (p. 665) u.x; y/ D ˛n sin , ˛n D g.y/ sin dy
cosh na=b b b 0 b
nD1
1
96 X cosh.2n 1/x
u.x; y/ D 5 sin.2n 1/y.
.2n 1/5 cosh.2n 1/
nD1
1
X cosh.2n 1/x=2b .2n 1/y
12:3:25 (p. 666) u.x; y/ D ˛n cos ,
cosh.2n 1/a=2b 2b
nD1
2
Z b 1/y.2n
˛n D g.y/ cos dy
b 0 2b
1
128 X cosh.2n 1/x=4 .2n 1/y
u.x; y/ D . 1/n cos .
3 .2n 1/3 cosh.2n 1/=2 4
nD1
1
b X cosh nx=b ny 2 b ny
Z
12:3:26 (p. 666) u.x; y/ D ˛n sin , ˛n D g.y/ sin dy
n sinh na=b b b 0 b
nD1
1
64 X cosh.2n 1/x=4 .2n 1/y
u.x; y/ D 3 . 1/nC1 sin
.2n 1/3 sinh.2n 1/=4 4
nD1
Answers to Selected Exercises 779
1
2b X cosh.2n 1/.x a/=2b .2n 1/y
12:3:27 (p. 666) u.x; y/ D ˛n sin ,
.2n 1/ sinh.2n 1/a=2b 2b
nD1
2
Z b .2n
1/y
˛n D g.y/ sin dy
b 0 2b
1
4 cosh.2n 1/.x 1/=2 .2n 1/y
1 C . 1/n
X
u.x; y/ D 192 sin .
.2n 1/ .2n 1/4 sinh.2n 1/=2 2
nD1
1 b
b X sinh n.x a/=b ny 1 ny
Z
12:3:28 (p. 666) u.x; y/ D ˛0 .x a/ C ˛n cos , ˛0 D g.y/ cos dy,
n cosh na=b b b 0 b
nD1
2
Z b ny
˛n D g.y/ cos dy
b 0 b
1
.x 2/ 4 X sinh.2n 1/.x 2/
u.x; y/ D cos.2n 1/y.
2 .2n 1/3 cosh 2.2n 1/
nD1
1 a
nx 1
Z
ny=a
X
12:3:29 (p. 666) u.x; y/ D ˛0 C ˛n e cos , ˛0 D f .x/ dx,
a a 0
nD1
2 a nx
Z
˛n D f .x/ cos dx; n 1
a 0 a
3
u.x; y/ D 2 48 1 1 .2n 1/y
P
nD1 .2n 1/4 e cos.2n 1/x
1 a
.2n 1/x 2 .2n 1/x
Z
.2n 1/y=2a
X
12:3:30 (p. 666) u.x; y/ D ˛n e cos , ˛n D f .x/ cos dx
2a a 0 2a
nD1
1
288 X . 1/n .2n 1/y=6 .2n 1/x
u.x; y/ D 3
e cos
.2n 1/3 6
nD1
1 a
.2n 1/x 2 .2n 1/x
Z
.2n 1/y=2a
X
12:3:31 (p. 666) u.x; y/ D ˛n e sin , ˛n D f .x/ sin dx
2a a 0 2a
nD1
1
32 X 1 .2n 1/y=2 .2n 1/x
u.x; y/ D e sin .
.2n 1/3 2
nD1
1 a
a X ˛n nx 2 nx
Z
ny=a
12:3:32 (p. 666) u.x; y/ D e sin , ˛n D f .x/ sin dx
n a a 0 a
nD1
1
X .1 C . 1/n 2/ ny
u.x/ D 4 e sin nx
n4
nD1
1
2a X ˛n .2n 1/x 2 a .2n 1/x
Z
12:3:33 (p. 666) u.x; y/ D e .2n 1/y=2a cos , ˛n D f .x/ cos dx
2n 1 2a a 0 2a
nD1
1
4. 1/n
5488 X 1 .2n 1/x
u.x; y/ D 3 1C e .2n 1/y=14 cos
.2n 1/3 .2n 1/ 14
nD1
1
2a X ˛n .2n 1/x 2 a .2n 1/x
Z
12:3:34 (p. 666) u.x; y/ D e .2n 1/y=2a sin , ˛n D f .x/ sin dx
2n 1 2a a 0 2a
nD1
1
2000 X 1 n 4 .2n 1/x
u.x; y/ D . 1/ C e .2n 1/y=10 sin
3 .2n 1/3 .2n 1/ 10
nD1
1
X An sinh n.b y/=a C Bn sinh ny=a nx
12:3:35 (p. 666) u.x; y/ D sin
sinh nb=a a
nD1
780 Answers to Selected Exercises
1
X Cn sinh n.a x/=b C Dn sinh nx=b ny
C sin
sinh na=b b
nD1
1
a X Bn cosh ny=a An cosh n.y b/=a nx
12:3:36 (p. 666) u.x; y/ D C C cos
n sinh nb=a a
nD1
1
b X Dn cosh nx=b Cn cosh n.x a/=b ny
C cos
n sinh na=b b
nD1
Section 12.4 Answers, pp. 674–675
1
r n n n r n
Z
ln r= X 1
12:4:1 (p. 674) u.r; / D ˛0 C .˛n cos n C ˇ n sin n / ˛0 D f . / d ,
ln 0 = n n n 0 n 2
Z nD1 0 Z
1 1
and ˛n D f . / cos n d , ˇn D f . / sin n d , n D 1, 2, 3, . . .
1 n= n= n=
r 0 r n= n
˛n 0
X
12:4:2 (p. 674) u.r; / D sin
n= n= n= n=
nD1 0 0
1 n
Z
˛n D f . / sin d , n D 1, 2, 3,. . .
0
1 n= n= n=
r X ˛n 0 r 0 r n= n
12:4:3 (p. 674) u.r; / D ˛0 ln C cos
0 n n= n=
nD1 0 n= C 0 n=
1 2 n
Z Z
˛0 D f . / d , ˛n D f . / cos d , n D 1, 2, 3,. . .
0 0
1
X r .2n 1/=2 .2n 1/
12:4:4 (p. 674) u.r; / D ˛n cos
.2n 1/=2 2
nD1
2 .2n 1/
Z
˛n D f . / cos d , n D 1, 2, 3,. . .
0 2
1
2 0 X ˛n .2n 1/=2 r .2n 1/=2 C .2n 1/=2 r .2n 1/=2 .2n 1/
12:4:5 (p. 675) u.r; / D sin ,
2n 1 .2n 1/=2 .2n 1/=2 .2n 1/=2 .2n 1/=2 2
Z nD1 0 0
2 .2n 1/
˛n D g. / sin d , n D 1, 2, 3,. . .
0 2
1
r n= n 1
X Z
12:4:6 (p. 675) u.r; / D ˛0 C ˛n cos ˛0 D f . / d ,
nD1
n= 0
2 n
Z
˛n D f . / cos d , n D 1, 2, 3,. . .
0
rn
12:4:7 (p. 675) vn .r; / D n 1 .˛n cos n C sin n /
n
1
rn 1
X Z
u.r; / D c C .˛ n cos n C ˇ n sin n / ˛n D f . / cos n d ,
nn 1
nD1
1
Z
ˇn D f . / sin n d , n D 1, 2, 3,. . .
Section 13.1 Answers, pp. 686–688
2 x3
13:1:2 (p. 686) y D xC ex e.x 1/
13:1:3 (p. 686) y D x 2
C cx with c arbitrary
e 1 3
1 11 9
13:1:4 (p. 686) y D x C 2ex Ce .x 1/ 13:1:5 (p. 686) y D C cos 2x C sin 2x
4 4 4
Answers to Selected Exercises 781
3.5e3x 4e4x / 2e4 .4e3.x 1/ 3e4.x 1/ /
13:1:6 (p. 686) y D .x 2 C13 8x/ex 13:1:7 (p. 686) y D 2e2x C C
e.15 16e/ 16e 15
Z b Z 1 Z x
13:1:8 (p. 686) tF .t / dt D 0 y D x F .t / dt tF .t / dt C c1 x with c1 arbitrary
a x 0
13:1:9 (p. 687) (a) b a ¤ k (k D integer)
Z b x
sin.x a/ sin.x b/
Z
yD F .t / sin.t b/ dt C F .t / sin.t a/ dt
sin.b a/ x sin.b a/ a
Z b
(b) F .t / sin.t a/ dt D 0
a
Z b Z x
yD sin.x a/ F .t / cos.t a/ dt cos.x a/ F .t / sin.t a/ dt
x a
Cc1 sin.x a/ with c1 arbitrary
13:1:10 (p. 687) (a) b a ¤ .k C 1=2/ (k D integer)
sin.x a/ b cos.x b/ b
Z Z
yD F .t / cos.t b/ dt F .t / sin.t a/ dt
cos.b a/ x cos.b a/ x
Z b
(b) F .t / sin.t a/ dt D 0
a
Z b Z x
y D sin.x a/ F .t / cos.t a/ dt cos.x a/ F .t / sin.t a/ dt
x a
Cc1 sin.x a/ with c1 arbitrary
13:1:11 (p. 687) (a) b a ¤ k (k D integer)
cos.x a/ b cos.x b/ x
Z Z
yD F .t / cos.t b/ dt C F .t / cos.t a/ dt
sin.b a/ x sin.b a/ a
Z b
(b) F .t / cos.t a/ dt D 0
a
Z b Z x
y D cos.x a/ F .t / sin.t a/ dt C sin.x a/ F .t / cos.t a/ dt
x a
Cc1 cos.x a/ with c1 arbitrary
sinh.x a/ b sinh.x b/ x
Z Z
13:1:12 (p. 687) y D F .t / sinh.t b/ dt C F .t / sinh.t a/ dt
sinh.b a/ x sinh.b a/ a
sinh.x a/ b cosh.x b/ x
Z Z
13:1:13 (p. 687) y D F .t / cosh.t b/ dt F .t / sinh.t a/ dt
cosh.b a/ x cosh.b a/ a
cosh.x a/ b cosh.x b/ x
Z Z
13:1:14 (p. 687) y D F .t / cosh.t b/ dt F .t / cosh.t a/ dt
sinh.b a/ x sinh.b a/ a
!
1 x b t
Z Z x
13:1:15 (p. 687) y D e e F .t / dt C e x et F .t / dt
2 x a
13:1:16 (p. 687) If ! isn’t a positive integer, then
Z Z x
1
yD sin !x F .t / sin !.t / dt C sin !.x / F .t / sin !t dt .
! sin ! x 0
Z
If ! D n (positive integer), then F .t / sin nt dt D 0 is necessary for existence
0
of a solution. In this case,
Z Z x
1
yD sin nx F .t / cos nt dt C cos nx F .t / sin nt dt C c1 sin nx
n x 0
with c1 arbitrary.
782 Answers to Selected Exercises
13:1:17 (p. 687) If ! ¤ n C 1=2 (n D integer), then
Z x
sin !x cos !.x /
Z
yD F .t / cos !.t / dt F .t / sin !t dt:
! cos ! x ! cos ! 0
Z
If ! D n C 1=2 (n D integer), then F .t / sin.n C 1=2/t dt D 0 is necessary
0
for existence of a solution. In this case,
sin.n C 1=2/x
Z
yD F .t / cos.n C 1=2/t dt
n C 1=2 x
cos.n C 1=2/x x
Z
F .t / sin.n C 1=2/t dt C c1 sin.n C 1=2/x
n C =2 0
with c1 arbitrary,
13:1:18 (p. 687) If ! ¤ n C 1=2 (n D integer), then
Z
cos !x sin !.x / x
Z
yD F .t / sin !.t / dt C F .t / cos !t dt:
! cos ! x ! cos ! 0
Z
If ! D n C 1=2 (n D integer), then F .t / cos.n C 1=2/t dt D 0 is necessary
0
for existence of a solution. In this case,
cos.n C 1=2/x
Z
yD F .t / sin.n C 1=2/t dt
n C 1=2 x
sin.n C 1=2/x x
Z
C F .t / cos.n C 1=2/t dt C c1 cos.n C 1=2/x
n C =2 0
with c1 arbitrary.
13:1:19 (p. 687) If ! isn’t a positive integer, then
Z Z x
1
yD cos !x F .t / cos !.t / dt C cos !.x / F .t / cos !t dt .
! sin ! x 0
Z
If ! D n (positive integer), then F .t / cos nt dt D 0 is necessary for existence
0
of a solution. In this case,
Z Z x
1
yD cos nx F .t / sin nt dt C sin nx F .t / cos nt dt C c1 cos nx
n x 0
with c1 arbitrary.
13:1:20 (p. 687) y1 D B1 .´2 /´1 B1 .´1 /´2
.t a/.x b/
8̂
ˆ a t x;
< b a
13:1:21 (p. 687) (a) G.x; t / D
ˆ .x a/.t b/
:̂ xt b
b a/ !
Z b Z x
1
yD .x a/ .t b/F .t / dt C .x b/ .t a/F .t / dt
b a x a
( Z b Z x
a t at x
(b) G.x; t / D y D .a x/ F .t / dt C .a t /F .t / dt
a x xt b x a
( Z b Z x
x b at x
(c) G.x; t / D yD .t b/F .t / dt C .x b/ F .t / dt
t b xt b x a
Z b
(d) F .t / dt D 0 is a necessary condition for existence of a solution. Then
a
Answers to Selected Exercises 783
Z b Z x
yD tF .t / dt C x F .t / dt C c1 with c1 arbitrary.
x a
.2 C t /.3 x/
8̂
; 0 t x;
x2 x 5x 2
ˆ
<
5 2 7x 14
13:1:22 (p. 688) G.x; t / D (a) y D (b) y D
ˆ .2 C x/.3 t / 2 30
:̂ ; xt 1
5
5x 4 9x 18
(c) y D
60
cos t sin x
8̂
< 3=2p ; 2 t x;
ˆ
t x
13:1:23 (p. 688) G.x; t / D
ˆ cos x sin t
:̂ p ; xt
t 3=2 x
1 C cos x sin x x C cos x =2 sin x
(a) y D p (b) y D p
x x
8̂
.t 1/x.x 2/
ˆ ; 1 t x;
t3
<
13:1:24 (p. 688) G.x; t / D
ˆ x.x 1/.t 2/
:̂ ; xt 2
t3
(a) y D x.x 1/.x 2/ (b) y D x.x 1/.x 2/.x C 3/
1 1 4
8̂
ˆ 3C 2 xC ; 1 x t;
< 22 t x
13:1:25 (p. 688) G.x; t / D
ˆ 1 1 4
:̂ 3x C 1C 2 ; x t 2
22 x t
x2 11x C 4 11x 3 45x 2 4 11x 4 139x 2 28
(a) y D (b) y D (c) y D
11x 33x 88x
.ˇ ˛t /. C ı x/
8̂
ˆ ; 0 t x;
< ˛. C ı/ ˇ
13:1:26 (p. 688) ˛. C ı/ ˇ ¤ 0 G.x; t / D
ˆ .ˇ ˛x/. C ı t /
:̂ ; xt 1
˛. C ı/ ˇ
.ˇ cos t ˛ sin t /.ı cos x sin x/
8̂
ˆ ; 0 t x;
< ˛ı ˇ
13:1:27 (p. 688) ˛ı ˇ ¤ 0 G.x; t / D
ˆ .ˇ cos x ˛ sin x/.ı cos t sin t /
:̂ ; xt
˛ı ˇ
.ˇ cos t ˛ sin t /. cos x C ı sin x/
8̂
ˆ xt
< ˛ C ˇı
13:1:28 (p. 688) ˛ C ˇı ¤ 0 G.x; t / D
ˆ .ˇ cos x ˛ sin x/. cos t C ı sin t /
:̂ 0t x
˛ C ˇı
8̂
ex t / .ˇ cos t .˛ C ˇ/ sin t /.ı cos x . C ı/ sin x/
ˆ
ˆ 0 t x;
˛ı ˇ
<
13:1:29 (p. 688) ˛ı ˇ ¤ 0 G.x; t / D
ˆ ex t .ˇ cos x .˛ C ˇ/ sin x/.ı cos t . C ı/ sin t /
ˆ
:̂ ; xt
˛ı ˇ
8̂ x t
e .ˇ cos t .˛ C ˇ/ sin t /.. C ı/ cos x C ı sin x/
ˆ ; 0 t x;
< ˇı C .˛ C ˇ/. C ı
13:1:30 (p. 688) ˇıC.˛Cˇ/.Cı/ ¤ 0 G.x; t / D
ˆ ex t .ˇ cos x .˛ C ˇ/ sin x/.. C ı/ cos t C ı sin t /
:̂ ; x t =2
ˇı C .˛ C ˇ/. C ı
784 Answers to Selected Exercises
13:1:31 (p. 688) . C ı/.˛ ˇ/e.b a/ . ı/.˛ C ˇ/e.a b/ ¤ 0
..˛ ˇ/e.t a/ .˛ C ˇ/e .t a//.. ı/e.x b/ . C ı/e .x b/ /
8̂
ˆ
ˆ ; 0 t x;
2Œ. C ı/.˛ ˇ/e.b a/ . ı/.˛ C ˇ/e.a b/
<
G.x; t / D
ˆ ..˛ ˇ/e a/ .˛ C ˇ/e .x a/ /.. ı/e.t b/ . C ı/e
ˆ .x .t b/ /
xt
2Œ. C ı/.˛ ˇ/e.b a/ . ı/.˛ C ˇ/e.a b/
:̂
Section 13.2 Answers, pp. 698–702
!
2 p ˛2
13:2:1 (p. 698) .ebx y 0 /0 Ccebx y 0 0
D 0 13:2:2 (p. 698) .xy / C x y D 0 13:2:3 (p. 698) . 1 x 2 y 0 /0 C p yD0
x 1 x2
13:2:4 (p. 698) .x b y 0 /0 C cx b 2y D 0 13:2:5 (p. 698) .e x 2 y 0 /0 C 2˛e x 2 y D 0 13:2:6 (p. 698) .xe x y 0 /0 C
˛e x y D 0
13:2:7 (p. 698) ..1 x 2 /y 0 /0 C ˛.˛ C 1/y D 0
13:2:9 (p. 698) n D n2 2 , yn D e x sin nx (n D positive integer)
13:2:10 (p. 699) 0 D 1, y0 D 1 n D n2 2 , yn D e x .n cos nx C sin nx/ (n D positive
integer)
13:2:11 (p. 699) (a) D 0 is an eigenvalue
p yp0 D 2 x p(b) none (c) 5:0476821, 14:9198790,
29:7249673, 49:4644528 y D 2 cos x sin x
p
13:2:12 (p. 699) (a) D 0 isn’t an eigenvalue (b) 0:5955245
p y D cosh x (c) 8:8511386,
38:4741053, 87:8245457, 156:9126094 y D cos x
13:2:13 (p. 699) (a) pD 0 isn’t
p an eigenvalue
p (b) none (c) 0:1470328, 1:4852833, 4:5761411,
9:6059439 y D cos x C sin x
699) (a) p
13:2:14 (p. p D 0 isn’t an eigenvalue
p (b) 0:1945921
yD2 cosh p x psinh px (c) 1:9323619, 5:9318981, 11:9317920,
19:9317507 y D 2 cos x sin x
p
13:2:15 (p. 699) (a) D 0 isn’t an eigenvalue (b) p1:0664054 y D cosh x (c) 1:5113188,
8:8785880, 21:2104662, 38:4805610 y D cos x
13:2:16 (p.p699) (a) pD 0 isn’t an eigenvalue
p (b) 1:0239346
yD cosh p x p sinh xp(c) 2:0565705, 9:3927144, 21:7169130,
38:9842177 y D cos x sin x
13:2:17 (p. p D 0 isn’t an eigenvalue
699) (a) p p (b) 0:4357577,
yD2 cosh p x p sinh xp(c) 0:3171423, 3:7055350, 9:1970150,
16:8760401 y D 2 cos x sin x
13:2:18 (p.p699) (a) pD 0 isn’t an eigenvalue
p (b) 2:1790546, 9:0006633
yD cosh x 3 sinh x p p p
(c) 5:8453181, 17:9260967, 35:1038567, 57:2659330 y D cos x 3 sin x
13:2:19 (p. p D 0 is an eigenvalue
699) (a) p p y0 D 2 x (b) 1:0273046
yD2 cosh p x p sinh xp(c) 8:8694608, 16:5459202, 26:4155505,
38:4784094 y D 2 cos x sin x
13:2:20 (p. p D 0 isn’t an eigenvalue
699) (a) p p (b) 7:9394171, 3:1542806
yD2 cosh p x 5psinh xp (c) 29:3617465, 78:777456, 147:8866417,
236:7229622 y D 2 cos x 5 sin x
13:2:21 (p. 699) pD 0, y D xe x 20:1907286, 118:8998692, 296:5544121, 553:1646458
y D e x sin x
13:2:22 (p. 699) n D n2 2 , yn D x sin n.x 2/ (n D positive integer)
Answers to Selected Exercises 785
13:2:23 (p. 699) D 0, y D p
x.2 x/ 20:1907286, 118:8998692, 296:5544121
553:1646458, y D x sin .x 2/
13:2:24 (p. 700)p 3:3730893, 23:1923372, 62:6797232, 121:8999231, 200:8578309
y D x sin .x 1/
13:2:25 (p. 700) (a) L < ı < 0 (b) ı D L
13:2:26 (p. 700) 0 D 1=˛2 y0 D e x=˛ n D n2 , yn D n˛ cos nx sin nx, n D 1, 2, . . .
13:2:27 (p. 700) (a) y D x ˛ (b) y D ˛k cosh kx sin kx (c) y D ˛k cos kx sin kx
13:2:29 (p. 700) (b) D ˛2 =ˇ 2 y D e ˛x=ˇ
Index
A Bessel functions of order , 361
Abel’s formula, 199–203, 469 Bessel’s equation, 205 287, 349
Accelerated payment, 139 of order , 361
Acceleration due to gravity, 151 of order zero, 378
Airy’s equation, 320 ordinary point of, 320
Amplitude, singular point of, 320, 343
of oscillation, 271 Bifurcation value, 54, 176
time-varying, 280 Birth rate, 2
Amplitude–phase form, 272 Boundary conditions, 582
Aphelion distance, 301 in heat equation, 620
Apogee, 301 Laplace equation, 651–653
Applications, periodic, 582
of first order equations, 130–192 separated, 678
autonomous second order equations, 162–179 for two-point boundary value problems, 678
cooling problems, 140–141 Boundary points, 678
curves, 179–192 Boundary value problems, 620
elementary mechanics, 151–177 initial-, 620
growth and decay, 130–140 mixed, 651
mixing problems, 143–150 two-point, 678–688
of linear second order equations, 268–303 assumptions, 678
motion under a central force, 296–303 boundary conditions for, 678
motion under inverse square law force, 300– defined, 678
302 Green’s functions for, 683
RLC circuit, 290–296 homogeneous and nonhomogeneous, 678
spring–mass systems, 268–290 orthogonality and, 585
Autonomous second order equations, 162–183 Capacitance, 291
conversion to first order equations, 162 Capacitor, 291
damped 173–178 Carbon dating, 136
pendulum 174 Central force,
spring–mass system, 173 motion under a, 296–303
Newton’s second law of motion and, 163 in terms of polar coordinates,
undamped 164–172 Characteristic equation, 211
pendulum 173–169 with complex conjugate roots, 214–217
spring–mass system, 165–173 with disinct real roots, 211–217
stability and instability conditions for, 170–178 with repeated real root, 212, 217
Characteristic polynomial, 210, 341, 476
Charge, 291
B steady state, 294
Beat, 275 Chebyshev polynomials, 323
Bernoulli’s equation, 63–64 Chebshev’s equation, 323
787
788 Index
Circuit, RLC . See RLC circuit Cooling, Newton’s law of, 3, 140
Closed Circuit, 290 Cooling problems, 140–141, 148–148
Coefficient(s) See also Constant coefficient equations Cosine series, Fourier, 605–606
computing recursively, 323 mixed, 608–610
Fourier, 589 Critically damped motion, 281–282
in Frobenius solutions, 353–359 oscillation, 292–295
undetermined, method of, 229–248, 476–497 Critical point, 163
principle of superposition and, 235 Current, 290
Coefficient matrix, 517, 517 steady state, 294
Competition, species, 6, 542 transient, 294
Complementary equation, 35, 470 Curves, 179–192
Complementary system, 570 equipotential, 185
Compound interest, continuous, 132, 134 geometric problems, 183
Constant, isothermal, 185
damping, 173 one-parameter famlies of, 179–183 subsubitem
decay, 130 defined, 180
separation, 621 differential equation for, 180
spring, 268 orthogonal trajectories, 190–190, 192
temperature decay, 140 finding, 186–190
Constant coefficient equations, 210, 476
homogeneous, 210–221 D
with complex conjugate roots, 214–217 D’Alembert’s solution, 639
with distinct real roots, 211, 217 Damped autonomous second order equations, 172–
higher order. See Higher order constant coef- 179
ficient homogeneous equations for pendulum, 174
with repeated real roots, 212, 217 for spring-mass system, 173
with impulses, 453–461 Damped motion, 268
nonhomogeneous, 229–248 Damping,
with piecewise continuous forcing functions, 431– RLC circuit in forced oscllation with, 294
440 spring-mass systems with, 173, 268, 279–289
Constant coefficient homogeneous linear systems of critically damped motion, 281–284
differential equations, 530–569 forced vibrations, 284–288
geometric properties of solutions, free vibrations, 279–284
when n D 2, 537–540, 552–555, 563–566 overdamped motion,280
with complex eigenvalue of constant matrix, 557– underdamped motion, 280
566 spring-mass systems without, 269–277
with defective constant matrix, 559–557 forced oscillation, 274–277
with linearly independent eigenvetors, 530–542 Damping constant, 173
Constant solutions of separable first order equations, Damping forces, 163, 268
48–53 Dashpot, 268
Converge absolutely, 308 Dating, carbon, 135–136
Convergence, Death rate 3
of improper integral, 394 Decay, See Exponential growth and decay,
open interval of, 307 Decay constant, 130
radius of, 307 Derivatives, Laplace transform of, 414–416
Convergent infinite series, 622 Differential equations,
Convergent power series, 307 defined, 8
Convolution, 441–453 order of, 8
convolution integral, 446–451 ordinary, 8
defined, 442 partial, 8
theorem, 442 solutions of, 9–11
transfer functions, 447–449 Differentiation of power series, 309
Volterra integral equation, 446 Dirac, Paul A. M., 453
Index 789
Dirac delta function, 453 Existence of solutions of nonlinear first order equa-
Direction fields for first order equations, 16–27 tions, 56–62
Dirichlet, Peter G. L., 664 Existence theorem, 40, 56
Dirichlet condition, 664 Exponential growth and decay, 130–140
Dirichlet problem, 664 carbon dating, 136
Discontinuity, interest compounded continuously, 134
jump, 399 mixed growth and decay, 134
removable, 409 radioactive decay, 130
Distributions, theory of, 454 savings program, 136
Divergence of improper integral, 394 Exponential order, function of, 401
Divergent power series, 307
F
E First order equations, 31–93
Eccentricity of orbit, 301 applications of See under Applications.
Eigenfunction associated with , 582, 691 autonomous second order equation converted to,
Eigenvalue, 582, 691 162
Eigenvalue problems, See also Boundary value prob- direction fields for, 16–20
lems exact, 73–83
Sturm-Liouville problems, 688–702 implicit solution of, 74
defined, 691 procedurs for solving, 77
orthogonality in, 697 linear, 31–44
solving, 690 homogeneous, 106–35
Elliptic orbit, 301 nonhomogeneous, 35–41
Epidemics 5–53 solutions of, 30
Equidimensional equation, 487 nonlinear, 41, 52, 56–73
Equilibrium, 163 existence and uniqueness of solutions of, 56–
spring-mass system, 268 62
Equilibrium position, 268 transformation into separables, 63–73
Equipotentials, 185 numerical methods for solving. See Numerical
Error(s), method
in applying numerical methods, 96 separable, 45–55, 68–73
in Euler’s method, 97–102 constant solutions of, 48–50
at the i -th step, 96 implicit solutions of, 47–48
truncation, 96 First order systems of equations,
global, 102, 111, 119 higher order systems written as, 512
local, 100 scalar differential equations written as, 513
local, numerical methods with O.h3 /, 114– First shifting theorem, 398
116 Force(s)
Escape velocity, 159 damping, 163, 268
Euler’s equation, 344–347, 229 gravitational, 151, 158
Euler’s identity, 96–108 impulsive, 454
Euler’s method, 96–108 lines of, 185
error in, 97–100 motion under central, 297–303
truncation, 100–102 motion under inverse square law, 300–303
improved, 109–114 Forced motion, 268
semilinear, 102–106 oscillation
step size and accuracy of, 97 damped, 294–295
Even functions, 594 undamped, 274–277
Exact first order equations, 73–83 vibrations, 284–288
implicit solutions of, 74–74 Forcing function, 194
procedurs for solving, 77 without exponential factors, 517, 517 488–495
Exactness condition, 75 with exponential factors, 244–244
790 Index
piecewise continuous constant equations with, 198, 203
431–440 of homogeneous linear systems of differential
Fourier coefficients, 589 equations, 523, 525
Fourier series, 588–618 of linear higher order equations, 467
convergence of, 591
cosine series, 605–606 G
convergence of, 609 Gamma function, 404
mixed, 608 Generalized Riccati equation, 72, 255
defined 590 General solution
even and odd functions, 594–591 of higher order constant coefficient homogeneous
sine series, 607 equations, 476–481
convergence of, 607 of homogeneous linear second order equations,
mixed, 611 198
Fourier solutions of partial differential equations, 620– of homogeneous linear systems of differential
675 equations, 522, 525
heat equation, 620–631 of linear higher order equations, 466, 470
boundary conditions in, 620 of nonhomogeneous linear first order equations,
defined, 620 30, 40
formal and actual solutions of, 622 of nonhomogeneous linear second order equa-
initial-boundary value problem, 620–627 tions, 221, 248–255
initial condition, 620 Geometric problems, 235–184
nonhomogeneous problems, 625–627 Gibbs phenomenon, 591, 599
separation of variables to solve, 620–622 Global truncation error in Euler’s method, 102
Laplace’s equation, 651–675 Glucose absorption by the body, 5
boundary conditions, 651–664 Gravitation, Newton’s law of, 151, 176, 296, 511, 516
defined, 651 Gravity, acceleration due to,151
formal solutions of, 653–664 Green’s function, 505, 683, 684, 687–688
in polar coordinates, 668–675 Grid, rectangular, 17
for semiinfinite strip, 662 Growth and decay,
Free fall under constant gravity, 13 carbon dating, 136
Free motion, 268 exponential, 130–140
oscillation, RLC circuit in, 292–293 interest compounded continuously, 133–134
vibrations, 279–284 mixed growth and decay, 134
Frequency, 280 radioactive decay, 130
of simple harmonic motion, 293 savings program, 136
Frobenius solutions, 348–391
indicial equation with distinct real roots differ- H
ing by an integer, 379–391 Half-life, 130
indicial equation with distinct real roots not dif- Half-line, 537
fering by an integer, 352–365 Half-plane, 553
indicial equation with repeated root, 365–379 Harmonic conjugate function, 82
power series in, 349 Harmonic function, 82
recurrence relationship in, 351 Harmonic motion, simple, 167, 271 293, 293
two term, 354–356 amplitude of oscillation, 272
verifying, 358 natural frequancy of, 272
Function(s) phase angle of, 272
even and odd, 594 Heat equation,620–631
piecewise smooth, 590 boundary conditions in, 620
Fundamental matrix, 525 defined, 620
Fundamental set of solutions, of higher order constant formal and actual solutions of, 622
coefficient homogeneous equations, 481– initial-boundary value problems, 620, 627
483 initial condition, 620
of homogeneous linear second order equations, nonhomogeneous problems, 625–627
Index 791
separation of variables to solve, 620 Impulse response, 449, 456
Heat flow lines, 185 Impulses, constant coefficient equations with, 453–
Heaviside’s method, 408, 413 462
Hermite’s equation, 323 Independence, linear
Heun’s method, 116 of n function, 467
Higher order constant coefficient homogeneous equa- of two functions, 199
tions, 476–488 of vector functions, 526
characteristic polynomial of, 483–479 Indicial equation, 344, 352
fundamental sets of solutions of, 481 with distinct real roots differing by an integer,
general solution of, 477–483 380–391
Homogeneous linear first order equations, 30–34 with distinct real roots not differing by an inte-
general solutions of, 33 ger, 352–365
separation of variables in, 35 with repeated root, 365–379
Homogeneous linear higher order equations, 466 Indicial polynomial, 344, 352
Homogeneous linear second order equations, 194–221 Inductance, 291
constant coefficient, 210–221 Infinite series, convergent, 622
with complex conjugate roots, 214–217 Initial-boundary value problem, 620
with distinct real roots, 210–217 heat equation, 620–627
with repeated real roots, 210–214, 217 wave equation, 632–651
solutions of, 194, 198 Initial conditions, 11
the Wronskian and Abel’s formula, 199–203 Initial value problems, 11–14
Homogeneous linear systems of differential equations, implicit solution of, 47
517 Laplace transforms to solve, 414–420
basic theory of, 522–529 formula for, 444–445
constant coefficient, 530–569 second order equations, 416–420
with complex eigenvalues of coefficient ma- Integral curves, 9–9, 414–27,
trix, 557–569 Integrals,
with defective coefficient matrix, 543–552 convolution, 446–446
geometric properties of solutions when n D improper, 394
2, 530–540, 552–555, 563–566 Integrating factors, 83–93
with linearly independent eigenvectors, 530– finding, 84–93
540 subitem fundamental set of solutions Interest compounded continuously, 132–134
of, 522, 525 Interval of validity, 12
general solution of, 522, 525 Inverse Laplace transforms, 405–414
trivial and nontrivial solution of, 522 defined, 405
Wronskian of solution set of, 524 linearity property of, 406
Homogeneous nonlinear equations of rational functions, 407–414
defined, 65 Inverse square law force, motion under, 300–302
transformation into separable equations, 65–68 Irregular singular point, 343
Hooke’s law, 268–269 Isothermal curves, 185
I J
Imaginary part, 215 Jump discontinuity, 399
Implicit function theorem, 47
Implicit solution(s) 73–74 K
of exact first order equations, 73–74 Kepler’s second law, 297
of initial value problems, 47 Kepler’s third law, 302
of separable first order equations, 47–49 Kirchoff’s Law, 291
Impressed voltage, 53
Improper integral, 394 L
Improved Euler method, 108–112 121–122 Laguerre’s equation, 349
semilinear, 112–114 Lambda-eigenfunctions, 582, 689
Impulse function, 453 Laplace’s equation, 651–675
792 Index
boundary conditions, 651–653 higher order constant coefficient homogeneous
defined, 651 equations, 476–488 characteristic polyomial
formal solutions of, 653–664 of 476–481
in polar coordinates, 668–675 fundamental sets of solutions of, 480–483
for semi-infinte strip, 662 general solution of, 477–479
Laplace transforms, 394–462 homogeneous, 466
computation of simple, 394–397 nonhomogeneous, 466, 470
of constant coefficient equations trivial and nontrivial solutions of, 466
with impulses 453–462 undetermined coefficients for, 488–497
with piecewise continuous forcing functions, variation of parameters for, 498–506
431–440 derivation of method, 498–500
convolution, 441–453 fourth order equations, 502–498
convolution integral, 446 third order equations, 500
defined, 442 Wronskian of solutions of 468–470
theorem, 442 Linear independence 199
transfer functions, 447–449 of n functions, 467
definition of, 394 of two functions, 199
existence of, 399 of vector functions, 522–524
First shifting theorem, 398 Linearity,
inverse, 405 of inverse Laplace transform, 406
defined, 404 of Laplace transform, 397
linearity property of, 406 Linear second order equations, 194–264
of rational functons, 407–412 applications of. See under Applications
linearity of, 397 defined, 194
of piecewise continuous functions, 422–431 homogeneous, 194–221
unit step function and, 421–431 constant coefficient, 210–201
Second shifting theorem, 426 solutions of, 194–198
to solve initial value problems, 414–420 the Wronskian and Abel’s formula, 199–203
derivatives , 414–416 nonhomnogeneous, 194, 221–264, 466, 470
formula for, 444–445 comparison of methods for solving, 203
second order equations, 416 complementary equation for, 221
tables of, 397 constant coefficient, 229–248
Legendre’s equation, 205, 320 general solution of, 221–225
ordinary points of, 320 particular solution of, 221, 225–227
singular points of, 320, 348 reduction of order to find general solution of,
Limit, 399 248–255
Limit cycle, 176 superposition principle and, 225–227
Linear combination(s), 198, 466, 522 undetermined coefficients method for, 229–
of power series, 314–317 248
Linear difference equations, second order homoge- variation of parameters to find particular so-
neous, 341 lution of, 255–264
Linear first order equations, 30–44 series solutions of, 307–391
homogeneous, 30–35 Euler’s equation, 344–348
general solution of, 33 Frobenius solutions, 348–391
separation of variables, 35 near an ordinary point, 320–340
nonhomogeneous, 30, 35–41 with regular singular points, 343–348
general solution of, 35–41 Linear systems of differential equations, 516–579
solutions in integral form, 38–39 defined, 516
variation of parameters to solve, 35, 38 homogeneous, 516
solutions of, 30–31 basic theory of, 522–530
Linear higher order equations, 466–506 constant coefficient, 530–569
fundamental set of solutions of, 466, 467 fundamental set of solutions of, 522–525
general solution of, 466, 470 general solution of, 522, 525
Index 793
linear indeopendence of, 522, 525 Newton’s second law of, 6, 151–151, 163, 165,
trivial and nontrivial solution of, 522 173, 173–174, 268, 297, 511
Wronskian of solution set of, 524 autonomous second order equations and, 163
nonhomogeneous, 517 simple harmonic, 167, 269–273
variation of parameters for, 570–578 amplitude of oscillation, 271
solutions to initial value problem, 516–518 frequency of, 272
Lines of force, 185 phase angle of, 271
Liouville, Joseph, 691 through resisting medium under constant gravi-
local truncation error, 100–102 tational force, 152–157
numerical methods with O.h3 /, 114-116 under a central force, 296–303
Logistic equation 3 under inverse square law force, 300–302
undamped, 268
M Multiplicity, 480
Maclaurin series, 309
Magnitude of acceleration due to gravity at Earth’s N
surface, 151 Natural frequency, 272
Malthusian model, 2 Natural length of spring, 268
Mathematical models, 2 Negative half plane, 553
validity of, 137, 140, 149 Neumann condition, 651
Matrix/matrices, 517–519 Neumann problem, 651
coefficient, Newton’s law of cooling, 3, 140–141, 148–150
complex eigenvalue of, 558–569 Newton’s law of gravitation, 151, 176, 296, 511, 520
defective, 543 Newton’s second law of motion, 151–151, 163, 166,
fundamental, 525 173, 176, 268, 297, 510, 511
Mechanics, elementary, 151–178 autonomous second order equations and, 163
escape velocity, 158–160 162, 162 Nonhomogeneous linear second order equations, 30,
motion through resisting medium under constant 35, 41
gravitational force, 151–157 general solution of, 35–38 40–41
Newton’s second law of motion, 151–151 solutions in integral form, 38
pendulum motion variation of parameters to solve, 35, 38
damped, 174–176 Nonhomogeneous linear second order equations, 194,
undamped, 173–169 221–264
spring-mass system comparison of methods for solving, 262
damped, 173–174, 269, 279–290 complementary equation for, 221, 221
undamped, 165–173,268 constant coefficient, 229–255
units used in, 151 general solution of, 221–225
Midpoint method, 109 particular solution of, 221, 221–226, 229–235,
Mixed boundary value problems, 651 255–262
Mixed Fourier cosine series, 608–610 reduction of order to find general solution of,
Mixed Fourier sine series, 611 248–255
Mixed growth and decay, 134 superposition principle and, 225–223
Mixing problems, 143–148 undetermined coefficients method for, 229–255
Models, mathematical, 2–3 forcing functions with exponential factors, 242–
validity of, 137, 140, 149 244
Motion, forcing functions without exponential factors,
damped, 268 238–241
critically, 281 superposition principle and, 235
overdamped, 280–281 variation of parameters to find particular so-
underdamped, 279 lution of, 255–264
elementary, See Mechanics, elementary Nonhomogeneous linear systems of differential equa-
equation of, 269 tions, 516
forced, 270 variation of parameters for, 570–579
free, 270 Nonlinear first order equations, 52 56–73
794 Index
existence and uniqueness of solutions of, 56–73 Orthogonal with respect to a weighting function, 332,
transformation into separable equations, 63–73 332
Nonoscillatory solution, 359 Oscillation
Nontrivial solutions amplitude of, 271
of homogeneous linear first order equations, 30 critically damped, 293
of homogeneous linear higher order equations, overdamped, 293
466 RLC circuit in forced, with damping, 294–294
of homogeneous linear second order equations, RLC circuit in free, 292–294
194 undamped forced, 274–277
of homogeneous linear systems of differential underdamped, 292
equations, 522 Oscillatory solutions, 232–176, 348
Numerical methods, 96–127, 515 Overdamped motion, 279–280
with O.h3 / local truncation, 114–116
error in, 96 P
Euler’s method, 96–108 Partial differential equations
error in, 97–102 defined, 8
semilinear, 102–106 Fourier solutions of, 620–675
step size and accuracy of, 97 heat equation, 620–632
truncation error in, 99–102 Laplace’s equation, 651–675
Heun’s method, 115 wave equation 632–651
semilinear, 106 Partial fraction expansions, software packages to find,
improved Euler method, 106, 109–112 412
semilinear, 112 Particular solutions of nonhomogeneous higher equa-
midpoint, 116 tions, 470, 488–506
Runge-Kutta method, 98, 106 119–127, 514– Particular solutions of nonhomogeneous linear sec-
515 ond order equations, 221, 225–226, 229–
for cases where x0 isn’t the left endpoint, 122– 235, 255–261
124 Particular solutions of nonhomogeneous linear sys-
semilinear, 106, 122 tems equations, 570–579
for systems of differential equations, 515 Pendulum
Numerical quadrature, 119, 127 damped, 174–176
undamped, 173–169
O Perigee, 301
Odd functions, 594 Perihelion distance, 301
One-parameter families of curves, 179–183 Periodic functions, 405
defined, 180 Period of orbit, 297
differential equation for, 180 Phase angle of simple harmonic motion, 271–272
One-parameter families of functions, 30 Phase plane equivalent, 163
Open interval of convergence, 307 Piecewise continuous functions, 400
Open rectangle, 56 forcing, constant coeffocient equations with, 431–
Orbit, 302 440
eccentricity of, 301 Piecewise smooth function, 590
elliptic, 301 Laplace transforms of 399–402, 422–431
period of, 302 unit step functions and, 421–431
Order of differential equation, 8 Plucked string, wave equation applied to, 640–644
Ordinary differential equation, Poinccaré, Henri, 163
defined, 8 Polar coordinates
Ordinary point, series solutions of linear second order central force in terms of, 297–299
equations near, 320–342 in amplitude-phase form, 271
Orthogonality, 585–583 Laplace’s equation in, 668–675
in Sturm-Liouville problems, 697 Polynomial(s)
Orthogonal trajectories, 186–190, characteristic, 210, 341, 483
finding, 186
Index 795
of higher order constant coefficient homoge- Roundoff errors, 96
neous equations, 476–479 Runge-Kutta method, 98, 119–127, 515
Chebyshev, 323 for cases where x0 isn’t the left endpoint, 122
indicial, 344, 352 for linear systems of differential equations, 515
Taylor, 310 semilinear, 106, 122
trigonometric, 604
Polynomial operator, 476 S
Population growth and decay, 2 Savings program, growth of, 136
Positive half-plane, 553 Scalar differential equations, 513
Potential equation, 651 Second order differential equation, 6
Power series, 307–320 autonomous, 162–178
convergent, 307–308 conversion to first order equation, 162
defined, 307 damped, 173–178
differentiation of, 309–310 Newton’s second law of mation and, 163
divergent, 307 undamped, 164–169
linear combinations of, 314–317 Laplace transform to solve, 416–419
radius of convergence of, 307, 308 linear, See linear second equations
shifting summation index in, 311–313 two-point boundary value problems for, 678–
solutions of linear second order equations, rep- 688
resented by, 320–342 assumptions, 678
Taylor polynomials, 310 boundary conditions for, 678
Taylor series, 309 defined, 678
uniqueness of 310–310 Green’s function for, 684
homogeneous and nonhomogeneous, 678
Q procedure for solving, 679
Quasi-period, 280 Second order homogeneous linear difference equa-
tion, 341
R Second shifting Theorem, 426–428
Radioactive decay, 130–132 Semilinear Euler method, 102
Radius of convergence of power series, 307, 308 Semilinear improved Euler method, 106, 112
Rational functions, inverse Laplace transforms of, 407– Semilinear Runge-Kutta method, 108, 124
414 Separable first order equations, 45–55
Rayleigh, Lord, 171 constant solutions of, 48–50
Rayleigh’s equation, 177 implicit solutions, 47
Real part, 215 transfomations of nonlinear equations to, 63–63
Rectangle, open, 56 Bernoulli’s equation, 63–68
Rectangular grid, 17 homogeneous nonlinear equations, 65–68
Recurrence relations, 323 other equations, 64
in Frobenius solutions, 352 Separated boundary conditions, 678
two term, 354–356 Separation constant, 621
Reduction of order, 213, 248–255 Separation of variables, 35, 45
Regular singular points, 343–348 to solve heat equation, 620
at x0 D 0, 348–365 to solve Laplace’s equation, 653–664, 669–675
Removable discontinuity, 399 to solve wave equation, 634
Resistance, 291 Separatrix, 171, 170
Resistor, 291 Series, power. See Power series
Resonance, 277 Series solution of linear second order equations, 307-
Ricatti, Jacopo Francesco, 72 391
Ricatti equation, 72 Frobenius solutions, 348–391
RLC circuit, 290–295 near an ordinary point, 320
closed, 290 Shadow trajectory, 564–566
in forced oscillation with danping, 294 Shifting theorem
in free oscillation, 292–294 first, 398
796 Index
second, 426–428 scalar differential equations rewritten as, 513
Simple harmonic motion, 269–274 numerical solutions of, 515
amplitude of oscillation, 271 two first order equations in two unknowns, 508–
natural frequency of, 272 511
phase angle of, 272
Simpson’s rule, 127 T
Singular point, 320 Tangent lines, 181
irregular, 343 Taylor polynomials, 310
regular, 343–348 Taylor Series, 309
Solution(s), 9–10 See also Frobenius solutions Non- Temperature, Newton’s law of cooling, 3 140–141,
trivial solutions Series solutions of linear 148–149
second order equations Trivial solution Temperature decay constant of the medium, 140
nonoscillatory, 359 Terminal velocity, 152
oscillatory, 359 Time-varying amplitude, 280
Solution curve, 9–9 Total impulse, 453
Species, interacting, 6, 541 Trajectory(ies),
Spring, natural length of, 268, 269 of autonomous second order equations, 163
Spring constant, 268 orthogonal, 186–190
Spring-mass systems, 268–290 finding, 186–244
damped, 172, 269, 288–290 shadow, 564
critically damped motion, 288–284 of 2 2 systems, 537–540, 552–555, 563–566
forced vibrations, 284–288 Transfer functions, 447
free vibrations, 284–285 Transformation of nonlinear equations to separable
overdamped motion, 279 first order, equations, 63–81
underdamped motion, 279 Bernoulli’s equation, 63
in equilibrium, 268 homogeneous nonlinear equations, 65–68
simple harmonic motion, 269–274 other equations, 64
amplitude of oscillation, 272 Transform pair, 394
natural frequency of, 272 Transient current, 294
phase angle of, 272 Transient components, 286, 448
undamped, 164–167, 269–277 Transient solutions, 293
forced oscillation, 274–288 Trapezoid rule, 119
Stability of equilibrium and critical point, 163–164 Trivial solution,
Steady state, 135 of homogeneous linear first order equations, 30
Steady state charge, 294 of homogeneous linear second order equations,
Steady state component, 286, 448 194
Steady state current, 294 of homogeneous linear systems of differential
String motion, wave equation applied to, 632–640 equations, 522
plucked, 640–644 of linear higher order differential equations, 466
vibrating, 632–640 Truncation error(s), 96
Sturm-Liouville equation, 691 in Euler’s method, 100
Sturm-Liouville expansion, 698 global, 102, 109
Sturm-Liouville problems, 689–702 local, 100
defined, 689 numerical methods with O.h3 /, 114–116
orthogonality in, 697 Two-point boundary value problems, 678–688
solving, 689 assumptions, 678
Summation index in power series, 311–313 boundary conditions for, 678
Superposition, principle of, 44, 225, 235, 471 defined, 678
method of undetermine coefficients and, 235 Green’s function for, 683
Systems of differential equations, 508–519 See also homogeneous and nonhomogeneous, 679
Linear systems of differential equations
first order U
higher order systems rewritten as, 323–513
Index 797
Undamped autonomous second order equations, 164– formal solution, 634–639
171 Wave, traveling, 641
pendulum, 173–169 orthogonal with respect to, 589 332
spring-mass system, 165–167 Wronskian
stability and instabilty conditions for, 170–171 of solutions of homogeneous linear systems of
Undamped motion, 268 differential equations, 524
Underdamped motion, 279 of solutions of homogeneous second differential
Underdamped oscillation, 292 equations, 199–201
Undetermined coefficients of solutions of homogeneous linear higher order
for linear higher order equations, 488–497 differential equations, 468–470
forcing functions, 488–495
for linear second order equations, 229–248
principle of superposition, 235
Uniqueness of solutions of nonlinear first equations,
56–62
Uniqueness theorem, 40, 56, 194, 466, 517
Unit step function, 423–431
V
Validity, interval of, 12
Vandermonde, 485
Vandermonde determinant, 485
van der Pol’s equation, 176
Variables, separation of, 35, 45
Variation of parameters
for linear first order equations, 35
for linear higher order equations, 498–506
derivation of method, 498–499
fourth order equations, 502–503
third order equations, 500
for linear higher second order equations, 255
for nonhomogeneous linear systems of differen-
tial equations, 570–579
Velocity
escape, 158–151
terminal, 152–156
Verhulst, Pierre, 3
Verhulst model, 3, 27, 69
Vibrating strings, wave equation applied to, 632
Vibrations
forced, 284–288
free, 279–284
Voltage, impressed, 290
Voltage drop, 291
Volterra, Vito 446
Volterra integral equation, 446
W
Wave equation, 632–651
defined, 632
plucked string, 639–644
vibrating string, 632–639
assumptions, 632
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