Math 3

Sami Almalki

September 24, 2016

Chapter 1

The comlex number

1.1 introdection
√
We know that the square root of a negative number is not a real number. for example, −1 is
not a real number because there is no real number x such that x2 = −1. This mean the equations
like x2 = −1 or x2 + 1 = 0 do not have real number solutions.

let
√
i= −1

then
i2 = −1

This lead to a new set of numbers called the imaginary number and then the set of complex
numbers.To express roots of negative numbers in terms of i we can use the fact that
√ p √ √ √
−p = −1 × p = −1 × p = i × p

When p is a positive real number.

1
Example 1.1.1. Express each number in terms of i.

√ √ √ √ √
−7. b) −16. c) − −14. d)− −64. e) −48
a)
√ √ √ √ √ √
solution 1.1.1. a) −7 = −1 × 7 = −1 × 7 = i × 7 = 7i

√ √ √ √ √ √
b) −16 = −1 × 16 = −1 × 16 = i × 16 = 16i

√ √ √ √ √ √
c) − −13 = −1 × 13 = −1 × 13 = i × 13 = 13i

√ √ √ √ √ √
d) − −64 = −1 × 64 = −1 × 64 = i × 64 = 64i

√ √ √ √ √ √
e) −48 = −1 × 48 = −1 × 48 = i × 48 = 48i

Definition 1.1.1. A complex number is a number of the form x + yi where x and y are real
numbers. the number x is said to be the real part of x + yi and the number y is said to be the
imaginary part of x + yi.

The complex numbers are often denoted by Z. however, just as R is the set of real numbers,
C is the set of complex numbers. if Z is a complex number, Z is of the form

Z = x + yi ∈ C, x, y ∈ R

The real part of Z = Re(Z) = x

The imaginary part of Z = Im(Z) = y
e.g Z = 3 + 4i is a complex number where Re(Z) = 3 and Im(Z) = 4.

1.2 Operations on complex numbers

1.2.1 Addition and Subtraction

We can add subtract the complex numbers as we do binomials. We collect the real parts and the
imaginary parts of complex numbers just as we collect like tearms in binomials.

(a + bi) + (c + di) = (a + c) + (b + d)i

2
 (a + bi) − (c + di) = (a − c) + (b − d)i

Example 1.2.1. Add or subtract and simplify of the following.

a) (8 + 6i) + (3 + 2i). b) (4 + 5i) − (6 − 3i).

solution 1.2.1. a) (8 + 6i) + (3 + 2i) = 11 + (6 + 2)i = 11 + 8i.

b) (4 + 5i) − (6 − 3i) = (4 − 6) + (5 + 3)i = −2 + 8i.

1.2.2 Multiplication
We also multiply the complex numbers as we do binomials.

(a + bi)(c + di) = a(c + di) + bi(c + di)

Example 1.2.2. Multiply and simplify each of the following.

a) (1 + 2i)(1 + 3i). b) (3 − 2i)(3 + 2i). c) (3 − 7i)2 .

solution 1.2.2. a) (1 + 2i)(1 + 3i) = 1 + 3i + 2i + 6i2 = 1 + 5i + 6(−1) = −5 + 5i.

b) (3 − 2i)(3 + 2i) = 9 + 6i − 6i − 4i2 = 9 − 4(−1) = 9 + 4 = 13.
c) (3 − 7i)2 = 32 − 42i + 49i2 = 9 − 42i + 49(−1) = −40 − 42i.
*Recall (a − b)2 = a2 − 2ab + b2 .

1.2.3 Conjugates and Division

Conjugates of complex numbers are defined as follows.

Definition 1.2.1. The conjugate of a complex number x + yi is x − yi. The numbers x + yi and
x − yi are complex conjugates.

Each of the folleing pairs of numbers are complex conjugates.

−3 + 7i and −3 − 7i.
14 − 5i and 14 + 5i.
8i and −8i.

Conjugate are used when we divide complex numbers.

3
Example 1.2.3. Divide 2 − 5i by 1 − 6i. and 2 + 3i by 1 + 4i.

solution 1.2.3. We write fraction notation and then multiply by the conjugate of the denominator.

2 − 5i 2 − 5i 1 + 6i 2 + 12i − 5i − 30i2
= × =
1 − 6i 1 − 6i 1 + 6i 1 + 6i − 6i − 36i2
32 + 7i 32 7
=⇒= = + i
37 37 37
Note that the multiplication of a complex number and it’s conjugate is a real number.

2 + 3i 2 + 3i 1 − 4i 2 − 8i + 3i − 12i2
= × =
1 + 4i 1 + 4i 1 − 4i 1 − 16i
14 − 5i 14 5
=⇒= = − i
17 17 17

1.3 Complex numbers in trigonometric form

1.3.1 Graphical representation

We graph a complex number Z = x + yi in the same way that we graph an ordard pair of real
numbers (x, y), except we use the complex plane instead of the coordinate plane. The absolute
value of a complex number is it’s distance from the origin in the complex plane. Then
q p
|Z| = |x + yi| = (x − 0)2 + (y − 0)2 = x2 + y2

Example 1.3.1. Graph each of the foolowing complex numbers.

a) Z = 2 + 3i. b) Z = 4i. c) Z = −1 − 4i. d) Z = −3.

solution 1.3.1.

1.3.2 Trigonometric notation for complex numbers

The complex number x + yi and angle θ can be given by,

Z = r(cos θ + i sin θ )

4
. This is trigonometric notation for complex number Z = x + yi, also called polar notation, where
p
r = x2 + y2 is called the absolute value or ”modulus”, and the θ is called the argument of x +yi.
To find trigonometric notation for a complex number given in standar notation, x + yi, we must
y
find r and determine the angle θ for which sin θ = r and cos θ = xr .

Example 1.3.2. Find trigonometric notation for each of the following complex numbers.

a) Z = 1 + i. b) Z = −2 + 2i. c) Z = 3 + 5i.

solution 1.3.2. a) We note that that x = 1 and y = 1 then,

p √ √
r = x2 + y2 = 12 + 12 = 2
1
tan θ = 1 =1
=⇒ θ = tan−1 (1) = 45, by using calculator ”degree mode”.
then, by substituting r’s and θ ’s value into trigonometric notation to have:
√
1 + i = 2(cos(45) + i sin(45)).

b) Z = −2 + 2i

p p √
here we have x = −2 and y = 2 then, r = x2 + y2 = (−2)2 + 22 = 8
2
tan θ = −2 = −1
=⇒ θ = tan−1 (−1) = −45, by using calculator ”degree mode”.
then, by substituting r’s and θ ’s value into trigonometric notation to have:
√
−2 + 2i = 8(cos(−45) + i sin(−45)).

c) Z = 3 + 5i

p p √
here we have x = 3 and y = 5 then, r = x2 + y2 = (9)2 + 252 = 34
5 5
tan θ = 3 = 3
=⇒ θ = tan−1 ( 53 ) = − 53

Since the angle does not come out in the nice angle, just lef it in the inverst tan function notation.
then, by substituting r’s and θ ’s value into trigonometric notation to have:

√ 5 5
3 + 5i = 34(cos(tan−1 ( )) + i sin(tan−1 ( )))
3 3
.

5
Example 1.3.3. Find standard notation x + yi for each of following complex examples.
√
a) Z = 2(cos 120 + i sin 120). b) Z = 8(cos 7π 7π
4 + i sin 4 ).

solution 1.3.3. a) Rewiting, we have:

2(cos 120 + i sin 120) = 2 cos 120 + (2 sin 120)i

Thus, by using degree mode in calculator

1
x = 2 cos 120 = 2(− ) = −1
2

and
sqrt3 √
y = 2 sin 120 = 2( )= 3
2
.
Thus,
3
Z = 2(cos 120 + i sin 120 = −1 +
i
.

√
b) Z = 8(cos 7π 7π
4 + i sin 4 ).

√ 7π 7π √ 7π √ 7π
8(cos + i sin ) = 8 cos + 8(sin ))i
4 4 4 4

Thus, by using radian mode in calculator

√
√ 7π √ 2
x = 8 cos = 8( )=2
4 2
and √
√ 7π √ − 2
y = 8 sin = 8( ) = −2
4 2

Thus,
√ 7π 7π
Z= 8(cos + i sin ) = 2 − 2i
4 4

6
1.4 De Moiver’s theorem
Definition 1.4.1. For any complex number r(cos θ + i sin θ ) and any natural number n,

[r(cos θ + i sin θ )]2 = rn (cos nθ + i sin nθ )

Example 1.4.1. Find each of the following.

√
a) Z = (1 + i)9 , b) Z = ( 3 − i)10 .

solution 1.4.1. a) We first find trigonometric form. ”see example 1.3.2

√
(1 + i) = 2(cos 45◦ + i sin 45◦ )

Then, we apply De Moiver’s theorem,

√
(1 + i)9 = [ 2(cos 45◦ + i sin 45◦ )]9
√
= ( 2)9 [cos(9 × 45◦ ) + i sin(9 × 45◦ )]
√
= 2(cos 405◦ + i sin 405◦ )
√ √
√ 2 2
= 16 2( +i )
2 2
= 16 + 16i

b) We first convert to trigonometric notation as we have studied in previous section 1.2.3.

√
3 − i = 2(cos 330◦ + i sin 330◦ )

Then, we apply De Moiver’s theorem,

√
( 3 − i)10 = [2(cos 330◦ + i sin 330◦ )]10

= 210 (cos 3300◦ + i sin 3300◦ )

√
1 3
= 1024( + i )
2 2
√
= 512 + 512 3i

7
1.5 Quadratic equations with complex numbers
Definition 1.5.1. A quadratic equation is an equation equivalent to

ax2 + bx + c = 0

where a, b and c are real numbers, a 6= 0

The quadratic equations can have real number or imaginary number solution.

Example 1.5.1. Solve the quadratic equations

a) x2 + 6x + 13 = 0,
b) x2 + 13 = 0

solution 1.5.1. a) x2 + 6x + 13 = 0

a = 1, b = 6, c = 13

By plugging that into quadratic formula,

√
−b ± b2 − 4ac
x=
2a
√
−6 ± −16
x=
2
√ √
This example have not real solution , So we write −16 in terms of −1 = i, then
√ p √ √
−16 = −16 × (−) = 16 × −1 = 4i

Thus we have two solutions,

−6+4i −6−4i
x= 2 or x = 2

Hence,

Z = −3 + 2i and Z = −3 − 2i

are the solutions of Z 2 + 6Z + 13 = 0. Here we used letter Z instead of x when we are looking
for quadratic equation in complex roots.

8
 b) x2 + 13 = 0
x2 = −13

using the principle of square roots

√
x = ± −13
√
x = ± 13 × −1
√ √
x = ±( 13 × −1)
√
x = ± 13i
√ √
Then the equation has two imaginary number solutions − 13i and 13i.

1.6 Exercise
In Exercises 1-3 express each number in terms of i.
√
(1) −25
√
(2) −17
√
(3) − 81

In Exercises 4-14 write answers in the form x + yi, where x and y are real numbers.

(4) (2 + 3i) + (4 + i)
(5) (8 − 3i) − (−2 + 4i)
(6) (3 + 4i) + (7 − 5i)
(7) (−2 + 7i) − (−4 + 7i)
(8) (2 + 3i)(1 + 2i)
(9) (2 + 3i)(3 − 4i)
(10) (5 − 2i)2
(11) (7 + 2i)(7 − 2i)
4+i
(12) −3−2i
5−3i
(13) 4+3i
5
(14) 2i

9
In Exercises 15-17 graph the complex number and find its absolute value.

(15) 4 + 3i
(16) −2 − 3i
(17) −2i

In Exercises 18-21 find trigonomtric notation.

(18) z = 5 + 6i
(19) z = −5 + 5i
(20) z = 1 − i

In Exercises 22-24 find standard notation, x + yi.

(21) z = 7(cos 60◦ + i sin 60◦ )

(22) z = 6(cos 120◦ + i sin 120◦ )
√
(23) z = 8(cos π4 + i sin π4 )
(24) z = 2(cos π2 + i sin π2 )

In Exercises 25-28 use DeMoiver’s theorem to write trigonometric notation, and in Exercises
29-32 use DeMoiver’s theorem to write standard notation.

(25) [2(cos π3 + i sin π3 )]3

(26) [2(cos 120◦ + i sin 120◦ )]4
(27) (1 + i)6
√
(28) (− 3 + i)5
(29) [2(cos 3π 3π 3
4 + i sin 4 )]

(30) [2(cos 10◦ + i sin 10◦ )]9

(31) (2 + 2i)4
√
3
(32) ( 2 + 21 )10

10
Chapter 2

Linear systems of equations

2.1 Introduction
A system of m linear equations in n variables is a set of m equations, each of which is linear in
the same n variables:
a11 x1 + a12 x2 + a13 x3 + · · · + a1n xn = b1

a21 x1 + a22 x2 + a23 x3 + · · · + a2n xn = b2

a31 x1 + a32 x2 + a33 x3 + · · · + a3n xn = b3

am1 x1 + am2 x2 + am3 x3 + · · · + amn xn = bm

A solution of a system of linear equations is a sequence of numbers s1 , s2 , s3 , . . . , sn

Example 2.1.1. Solve the system of linear equations.

x+y=3
x-y=-1

solution 2.1.1. This system has exactly one solution, x = 1 and y = 2. the solution can be obtained
by adding the two equations to give 2x = 2, which implies x = 1 and so y = 2. The graph of this
system is represented by two intersecting lines.

11
Example 2.1.2. Solve the system of linear equations.

x+y=3
2x+2y=6

solution 2.1.2. This system has an infinite number of solutions because the second equation is
the result of multiplying both sides of the first equation by 2 A parametric representation of the
solution set is shown as
x = 3−t

y=t

Here t is any real number. The graph of this system is represented by two coincident lines.

Example 2.1.3. Solve the system of linear equations.

x+y=3
x+y=1

solution 2.1.3. This system has no solution because it is impossible for the sum of two numbers
to be 3 and 1 simultaneously.The graph of this system is represented by two parallel lines.

2.2 Gauss Jordan Elimination method

The Gauss-Jordan Elimination method works with the augmented matrix in order to solve the
system of equations. The goal of the Gauss-Jordan Elimination method is to convert the matrix
into this form (four dimensional matrix is used for demonstration purposes).
 
1 0 0 0 r1
 
 0 1 0 0 r2 
 
 0 0 1 0 r 
 3 
0 0 0 1 r4
r1 , r2 , r3 , r4 represent the results of each equation (constant terms). Once you have the matrix
in this form, your problem is solved. The only thing you have to figure out is how to convert the
matrix into this form by using reduced row echelon form.

12
2.2.1 Augmented matrix
One very common use of matrices is to represent systems of linear equations. The matrix derived
from the coefficients and constant terms of a system of linear equations is called the augmented
matrix of the system. Here is some examples.

System Augmented Matrix

x − 4y + 3z = 5
 
1 −4 3 5
−x + 3y − z = −3
 
 −1 3 −1 −3 
 
2x − 4z = 6 2 0 −4 6

System Augmented Matrix

x1 + 3x2 = 9
 
1 3 0 0
−x2 + 4x3 = −2
 
 0 −1 4 −2 
 
x1 − 5x3 = 0 1 0 −5 0

Example 2.2.1. Write the system of equations as an augmented matrix.

x + 2y + z = 3
y − z = −2
−x − 2y + 2z = 6

solution 2.2.1. The augmented matrix will be written like this:

 
1 2 1 3
 
 0
 1 −1 −2 

−1 −2 2 6

13
2.2.2 Elementary Row Operations
We are allowed to do the following without changing the equality of any equation in the matrix
and without impacting the solution to the system of linear equations:
1. Interchange two rows.
YOU CAN SWAP ANY ROW IN THE MATRIX WITH ANY OTHER ROW IN THE MATRIX.
For example:
a) Interchange the first and second rows.

   
0 1 3 4 −1 2 0 3 R1 ↔ R2
   
 −1 2 0 3   0 1 3 4 
   
2 −3 4 2 2 −3 4 2

2. Multiply a row by a non-zero constant.

We CAN MULTIPLY OR DIVIDE ANY ROW IN THE MATRIX BY ANY CONSTANT.
For example:
1
b) Multiply the first row by 2 to produce a new first row.

    1
2 −4 6 −2 1 −2 3 −1 ( )R1 → R1
    2
 1 3 −3 0   1 3 −3 0 
   
5 −2 1 2 5 −2 1 2

3. Add a multiple of a row to another row.

We CAN ADD OR SUBTRACT ANY ROW FROM ANY OTHER ROW IN THE MATRIX.
For example:
c) Add −2 times the first row to the third row to produce a new third row.

   
1 2 −4 3 1 2 −4 3
 
 0 3 −2 −1 

 0 3 −2 −1 
 R3 + (−2)R1 → R3
   
2 1 5 −2 0 −3 13 −8

14
2.2.3 Transforming an augmented matrix to Reduced Row Echelon form
An augmented matrix is in reduced row echelon form if the main diagonal consists of 1’s or 0’s
and all elements above and below the main diagonal are 0’s. As shown below.

  " #
1 0 0 r1 1 0 r1
 
 0 1 0 r2  0 1 r2
 
0 0 1 r3

Which is known as Gauss Jordan Elimination.

Example 2.2.2. Write the system of linear equations as an augmented matrix. Then solve the
system by putting the matrix in reduced row echelon form.

x+y = 1
3x − 2y = −16

solution 2.2.2. The augmented matrix will be written as:

" #
2 1 1
3 −2 −16

Now we must produce zeros above and below the main diagonal as follows.
" #
5 0 −14 2R1 + R2 = R1
3 −2 −16

" #
5 0 −14 5R2 − 3R1 = R2
0 −10 −38

Then we would make the main diagonal = 1’s.

15
 " # 1 1
1 0 − 14
5 5 R1 = R1 and − 10 R2 = R2
19
0 1 5

Now, converting to a system of linear equations, we have

14
x=−
5
19
y=
5
Example 2.2.3. Use Gauss Jordan elimination to solve the system.

4x − y + 2z = 0
2x + y − z = −11
2x − 2y + z = 3

solution 2.2.3. Applying Gauss Jordan elimination to the augmented matrix

 
4 −1 2 0
 
 2 1 −1 −11 
 
2 −2 1 3

yields the matrix shown below.

 
4 −1 2 0
 
−2R2 + R1 = R2  0 −3 4 22 
 
R3 − R2 = R3 0 −3 2 14
 
−12 0 2 22
 
−3R1 + R2 = R1 
 0 −3 4 22 

R3 − R2 = R3 0 0 −2 −8
 
−12 0 0 30
 
R1 − R3 = R1 
 0 −3 0 6 

R2 + 2R3 = R2 0 0 −2 −8

16
 The last step we do follows.
1
− 12 R1 = R1
− 13 R2 = R2
− 12 R3 = R3

To obtain  
1 0 0 −2.5
 
 0 1 0
 −2 

0 0 1 4
Now, converting to a system of linear equations, we have

x = −2.5
y = −2
z=4

Example 2.2.4. Solve the system of linear equations.

2x1 + 4x2 − 2x3 = 0

3x1 + 5x2 = 1

solution 2.2.4. The augmented matrix of the system of linear equations is

" #
2 4 −2 0
3 5 0 1

yields the matrix shown below.

" #
2 4 −2 0
2R2 − 3R1 = R2 0 −2 6 2

17
 " #
4 0 20 8
2R1 + 4R2 = R1 0 −2 6 2

1
R1 = R1
4
" #
1 0 5 2
1
− R2 = R2 0 1 −3 −1
2
The corresponding system of equations is

x1 + 5x3 = 2
x2 − 3x3 = −1

Now, the leading variables are x1 , x2 and non leading variable is x3 which is called free variable.
Let x3 = t, then we have

x1 = 2 − 5t
x2 = −1 + 3t

x3 = t
Where t is any real number, then the system has an infinite number of solutions.
Example 2.2.5. Solve the system of linear equations by using Gauss Jordan elimination.

3x − 8y + 2z = 7
x − 4y − z = 5
x + 4z = −3

solution 2.2.5. The augmented matrix of the system of linear equations is

 
3 −8 2 7
 
 1 −4 −1 5 
 
1 0 4 −3
yields the matrix shown below.

18
  
3 −8 2 7
3R2 − R1 = R2  
 0 −4 −5 8 
 
3R3 − R1 = R3 0 8 10 −16

 
3 −8 2 7
 
 0 −4 −5 8 
1  
R3 = R3 0 4 5 −8
2

 
3 0 12 −9
R1 − 2R2 = R1  
 0 −4 −5 8 
 
R3 + R2 = R3 0 0 0 0

 
1 1 0 4 −3
R1 = R1
3  
 0 1 − 5 −2 
4
1  
− R2 = R2 0 0 0 0
4
Since all entries in third row are zeros, so we could eliminate it to have
" #
1 0 4 −3
0 1 − 54 −2
The corresponding system of equations is

x + 4z = −3
5
y + z = −2
4
Now, the leading variables are x , y and non-leading variable is z.
Let z = t, then we have

x = −3 − 4t
5
y = −2 − t
4

z=t
Where t is any real number, then the system has an infinite number of solutions.

19
Example 2.2.6. Use Gauss Jordan elimination to solve the system of equations.

x+y+z = 4
3x − 2y − 2z = −3
4x − y − z = 0

solution 2.2.6. The augmented matrix of the system of linear equations is

 
1 1 1 4
 
 3 −2 −2 −3 
 
4 −1 −1 0

using Gauss Jordan elimination, you can verify that the reduced row echelon form of the matrix
is  
1 0 0 1
 
 0 1 1 3 
 
0 0 0 −1
The corresponding system of equations is

x=1
y+z = 3
0 = −1

Since the third equation does not make any sense, then the system has no solution.

2.3 Homogeneous System of linear equations

A system of linear equations is add to be homogeneous if it is all the constant term is zero. of the
form
a11 x1 + a12 x2 + a13 x3 + · · · + a1n xn = 0

a21 x1 + a22 x2 + a23 x3 + · · · + a2n xn = 0

a31 x1 + a32 x2 + a33 x3 + · · · + a3n xn = 0

20
 .

am1 x1 + am2 x2 + am3 x3 + · · · + amn xn = 0

it is easy to see that a homogeneous system must have at least one solution. The solution is called
trivial, for instance, a homogeneous system of three equations in the three variablesx1 , x2 and x3
must have x1 = 0, x2 = 0 and x3 = 0 as a trivaial solution.

Example 2.3.1. Solve the system of linear equations.

x − 2y + z = 0
6y − 3z = 0
x − 2y − z = 0

solution 2.3.1. The augmented matrix of the system of linear equations is

 
1 −2 1 0
 
 0 6 −3 0 
 
1 −2 −1 0

using Gauss Jordan elimination, you can verify that the reduced row echelon form of the matrix
is  
1 0 0 0
 
 0 1 0 0 
 
0 0 1 0
The corresponding system of equations is

x=0
y=0
z=0

Which is the trivial solution.

21
Example 2.3.2. Solve the system of linear equations.

x1 + 2x2 + 3x3 + 2x4 = 0

x1 + 3x2 + 5x3 + 5x4 = 0
2x1 + 4x2 + 7x3 + x4 = 0
−x1 − 2x2 + 6x3 + 7x4 = 0

solution 2.3.2. The augmented matrix of the system of linear equations is

 
1 2 3 2 0
 
 1 3 5 5 0 
 
 2 4 7 1 0 
 
−1 −2 −6 7 0
using Gauss Jordan elimination, you can verify that the reduced row echelon form of the matrix
is  
1 0 0 −7 0
 
 0 1 0 9 0 
 
 0 0 1 −3 0 
 
0 0 0 0 0
The corresponding system of equations is

x1 − 7x4 = 0
x2 + 9x4 = 0
x3 − 3x4 = 0

Now, the leading variables are x1 , x2 , x3 and non-leading variable is x4 .

Let x4 = t, then we have
x1 = 7t
x2 = −9t
x3 = 3t
x4 = t
Where t is any real number, then the system has an infinite number of solutions, one of which is
the trivial solution (given by t = 0).

22
2.4 Exercises
In exercises 1-5 find the solution set of the system of linear equations represented by the aug-
mented matrix.

" # " #
1 0 0 1 0 2
1. 2.
0 1 2 0 1 3
 
1 2 0 1 3
     
1 −1 0 3 1 0 1 3  0 1 3 0 1 
    5.  
3.  −2  0 1 −2 5 
4.   0 0 1 2 0
 0 1 1   
  
0 0 1 −1 0 0 0 0 0 0 0 0 2

In Exercises 6-10 solve the system of linear equations using Gauss-Jordan elimination.

6. x + 2y = 7 7. 2x + 6y = 16

2x + y = 8 −2x − 6y = −16

8. x1 − 3x3 = −2 9. − 3x + 5y = −22

3x1 + x2 − 2x3 = 5 3x + 4y = 4

2x1 + 2x2 + x3 = 4 4x − 8y = 32

10. x1 + x2 − 5x3 = 3
x1 − 2x3 = 1
2x1 − x2 − x3 = 0

23
Chapter 3

Vector Spaces

3.1 Vector in the Plane

A vector in the plane is represented geometrically by a directed line segment whose initial point
is the is the origin and whose terminal point is the point (x1 , x2 ). This vector is represented by
the same ordared pair used to represent its terminalpoint. that is,

x = (x1 , x2 ).

The coordinates x1 and x2 are called the components of the vectors x.

Example 3.1.1. Use a directed line segment to represent each vector in the plane.

a) u = (2, 3), b) v = (−1, 2)

solution 3.1.1. To represent each vector, draw a directed line segment from the origin to the
indicated terminal point.

a) u = (2, 3).

b) v = (−1, 2).

24
3.1.1 Vector addition
To add two vectors in the plane, add their corresponding components. The sum of u and v is the
vector
u + v = (u1 , u2 ) + (v1 , v2 ) = (u1 + v1 , u2 + v2 ).

Example 3.1.2. Find the sum of the vectors.

a) u = (1, 4), v = (2, −2)

b) u = (3, −2), v = (−3, 2)
c) u = (2, 1), v = (0, 0)

solution 3.1.2. By adding the corresponding components we get:

a) u + v = (1, 4) + (2, −2) = (3, 2)
b) u + v = (3, −2) + (−3, 2) = (0, 0),
(0, 0) called the zero vector wich is denoted by 0.
c) u + v = (2, 1) + (0, 0) = (2, 1)

3.1.2 Scalar multiplication

To multiply a vector v by a scalar (real number) c, we multiply each of the components of v by
c. That is,
cv = c(v1 , v2 ) = (cv1 , cv2 ).

Example 3.1.3. If v = (−2, 5) and u = (3, 4), find each vector of following.

a) 12 v.
b) 12 v + u

solution 3.1.3. Because v = (−2, 5), we have

a) 12 v = ( 12 (−2), 21 (5)) = (−1, 52 )
b) 21 v + u = (−1, 25 + (3, 4) = (−1 + 3, 52 + 4) = (2, 13
2)

3.2 Vectors in n space

Definition 3.2.1. Let u = (u1 , u2 , u3 , . . . , un ) and v = (v1 , v2 , v3 , . . . , vn ) be vectors in Rn (n- space)
and let c be a real number. Then the sum of u and v defined as the vector

u + v = (u1 + v1 , u2 + v2 , u3 + v3 , . . . , un + vn ),

25
and the scalar multiple of u by c is defined as vector

cu = (cu1 , cu2 , cu3 , . . . , cun ).

Example 3.2.1. If u = (−1, 0, 1) and v = (2, −1, 5) in R3 , find each vector of following.

a) u + v
b) 2u
c) v − 2u

solution 3.2.1. a) To add two vectors, add their corresponding components, as follows.

u + v = (−1, 0, 1) + (2, −1, 5) = (1, −1, 6).

b) To multiply a vector by scalar, multiply each component by the scalar, as follows.

2u = 2(−1, 0, 1) = (−2, 0, 2).

c) Using the result of part (b), we have

v − 2u = (2, −1, 5) − (−2, 0, 2) = (4, −1, 3).

3.3 Vector Spaces

Definition 3.3.1. Let V be a set on which two oprations (vector addition) and (scalar multipli-
cation) are defined. If the listed axioms are satisfied for every u, v, and w in V and every scalar
(real number) c and d, then V is called a vector space.

Addition:
1) u + v is in V .
2) u + v = v + u. Commutative property
3) u + (v + w). Associative property
4) V has a zero vector 0 such that for every u in V , u + 0 = u. Additive identity
5) For every u in V , there is a vector in V denoted by −u such that u + −u = 0. Additive inverse

26
 Scalar Multiplication:
6) cu is in V .
7) c(u + v) = cu + cv. Distributive property
8) (c + d)u = cu + du. Distributive property
9) c(du) = (cd)u. Associative property
10) 1(u) = u. Scalar identity

Example 3.3.1. Here is a collection examples of vector spaces:

1. The set R of real numbers R is a vector space over R.
2. The set R2 of all ordered pairs of real numers is a vector space over R.
3. The set Rn of all ordered n−tuples of real numersis a vector space over R.
4. The set P of all polynomials, with real coefficients is a vector space over R.
5. The set Mm,n of all m × n matrices, with real entries, is a vector space over R.

Example 3.3.2. Let V be the set of all fifth-degree polynomials with standared operations. Is it
a vector space. Justify your answer.

solution 3.3.1. In fact, V is not a vector space. Because V is not closed under addition (axiom (1)
of definition 2.3.1 fails): f = x5 + x − 1 and g = −x5 are in V but f + g = (x5 + x − 1) − x5 = x − 1
is not in V .

Example 3.3.3. Let V = {(x, y) : x ≥ 0, y ≥ 0} with standared operations. Is it a vector space.

Justify your answer.

solution 3.3.2. In fact, V is not a vector space. Not every element in V has an addditive inverse
(axiom (4) of definition 2.3.1 fails): −(1, 1) = (−1, −1) is not in V .

Example 3.3.4. Let V = {(x, 21 x)} : x real number 2 with standared operations. Is it a vector
space. Justify your answer.

solution 3.3.3. We check all the properties in definition 2.3.1, one by one:

1. Addition:
(a) For real numbers x, y We have
     
1 1 1
x, x + y, y = x + y, (x + y)
2 2 2

27
So, V is closed under addition.
(b) Clearly, addition is closed under addition.
(c) Clearly, addition is associative.
(d) The element 0 = (0, 0) satisfies the property of the zero element.
(e) We have − x, 21 x = − x, 12 (−x) . So, every element in V has an additive inverse.

2. Scalar multiplication:
(a) For a scalar c, we have
   
1 1
c x, x = cx, cx
2 2

So, V is closed under scalar multiplication.

(b) The distributivity c(u + v) = cu + cv works for u, v in V .
(c) The distributivity (c + d)u = cu + du works, for u in V and scalars c, d.
(d) The associativity c(du) = (cd)u works.
(e) Also 1u = u.

So, V is a vector space.

3.4 Subspaces of Vector spaces

Definition 3.4.1. A nonempty subset W of a vector space V is called a subspace of V if W is a
vector space under the operations addition and scalar multiplication defined in V .

3.4.1 Test for a Supspace

Theorem 3.4.1. If W is a nonempty subset of a vector space V , then W is a subspace of V if and
only if the following closure conditions hold.
1. if u andv are in W , then u + v is in W .
2. If u is in W and c is any scalar, then cu is in W .

Example 3.4.1. Let V = P, set of all polynomiales

28
Let W = P2 , set of all polynomiales of degree ≤ 2.
Show : P2 is a subspace of P.

solution 3.4.1. we use the test in theorem 2.4.1

1. Let p(x) = a1 x2 + b1 x + c1 and g(x) = a2 x2 + b2 x + c2

p(x) + g(x) = (a1 x2 + b1 x + c1 ) + (a2 x2 + b2 x + c2 )
p(x) + g(x) = (a1 + a2 )x2 + (b1 + b2 )x + (c1 + c2 ) = a3 x2 + b3 x + c3 which is ∈ W

2. Let cp(x) = c(a1 x2 + b1 x + c1

cp(x) = ca1 x2 + cb1 x + cc1
cp(x) = d1 x2 + e1 x + f1 which is ∈ W.
Thus, W is a subspace of V .

Example 3.4.2. Let V = P, set of all polynomiales

Let W = P2 , set of all polynomiales of degree exactly 2.
Show : P2 is a subspace of P.

solution 3.4.2. we use the test in theorem 2.4.1

1. Let p(x) = x2 − 5x + 4 and g(x) = −x2 + x + 9

p(x) + g(x) = (x2 − 5x + 4) + (−x2 + x + 9)
p(x) + g(x) = (1 − 1)x2 + (−5 + 1)x + (4 + 9) = −4x + 13 which is 6∈ W
Thus, W is not a subspace of V since the test fails.

Example 3.4.3. Show that W = {(x1 , x2 ) : x1 ≥ 0 and x2 ≥ 0}, with the standard oprations, is not
a subspace of R2 .

solution 3.4.3. This set is nonemoty and closed under addition. however, it is not closed under
scalar multiplication. To see that, note that (1, 1) is in W , but the scalar multiple

(−1)(1, 1) = (−1, −1)

is not in W . So W is not a subspace of R2 .

29
3.5 linear combnition
Definition 3.5.1. A vector v in a vector space V is called a linear combination of the vectors
u1 , u2 , . . . un in V if v can be written in the form

v = c1 u1 + c2 u2 + · · · + ck uk

Where c1 , c2 , . . . ck are scalars.

On other words, if the equation v = c1 u1 + c2 u2 + · · · + ck uk has a solution.

Example 3.5.1. Let v1 = (1, 2, 1), v2 = (3, 1, 2) and v3 = (5, 0, 3), all ∈ R3 .
Produce a linear combinations of v1 , v2 and v3 for the following.
a) 2v1 + v2 + (−1)v3
b) v1 + 0v2 + 0v3

solution 3.5.1. a) 2v1 + v2 + (−1)v3

We obtain
2(1, 2, 1) + (3, 1, 2) + (−1)(5, 0, 3)

And when we avaluate it we obtain

(0, 5, 1).

Which is a linear combination since obtained from v1 , v2 and v3 using vector addition and scalare
multiplication.

b) v1 + 0v2 + 0v3
It is clear that the result of these opration is

v1 + 0v2 + 0v3 = v1 = (1, 2, 1)

Which is also a linear combination of v1 , v2 and v3 using vector addition and scalare multiplica-
tion.

Example 3.5.2. Write the vector w = (1, 1, 1) as a linear combination of vectors in the set S.

S = {v1 = (1, 2, 3), v2 = (0, 1, 2), v3 = (−1, 0, 1)}

30
 Let

solution 3.5.2. We need to find scalars c1 , c2 , and c3 such that

(1, 1, 1) = c1 (1, 2, 3) + c2 (0, 1, 2) + c3 (−1, 0, 1)

= (c1 − c3 , 2c1 + c2 , 3c1 + 2c2 + c3 )

We could write that as system of linear equations below.

c1 − c3 = 1

2c1 + c2 = 1

3c1 + 2c2 + c3 = 1

Using Gauss Jordan elimination,this system has an infinite number of solutions, each of the form

c1 = 1 + t

c2 = −1 − 2t

c3 = t

TO obtain one solution, we could let t = 1. Then c1 = 2, c2 = −3, and c3 = 1. and we have,

w = 2v1 − 3v2 + v3 .

Other choices for twould yield other ways to write w as alinear combination of v1 , v2 and v3 .

3.6 Linear Independent and Linear Dependent

Definition 3.6.1. Let V be a vector space. A set of elements (vectors) S = {v1 , v2 , . . . , vk } is said
to be linearly independent if the equation

c1 v1 + c2 v2 + · · · + ck vk = 0

has only trivial solution

c1 = 0, c2 = 0, . . . , ck = 0

. We say S is linearly dependent, if S in not linearly independent. (This means, that S is said
to be linearly dependent, if there is at least one nontrivial (i.e. nonzero) solutions to the above
equation.)

31
Example 3.6.1. Determine whether the set of vectors in R3 is linearly independent or linearly
dependent.
S = {v1 = (1, 2, 3), v2 = (0, 1, 2), v3 = (−2, 0, 1)}.

solution 3.6.1. To test for linear independence or linear dependence, form the vector equation

c1 v1 + c2 v2 + c3 v3 = 0

If the only solution of this equation is

c1 = c2 = c3 = 0

Then the set S is linearly independent. Otherwise, S is linearly dependent.

Expanding this equation, we have

c1 (1, 2, 3) + c2 (0, 1, 2) + c3 (−2, 0, 1) = (0, 0, 0)

(c1 − 2c3 , 2c1 + c2 , 3c1 + 2c2 + c3 ) = (0, 0, 0)

Which yields the homogeneous system of linear equations in c1 , c2 and c3 shown below.

c1 − 2c3 = 0

2c1 + c2 = 0

3c1 + 2c2 + c3 = 0

The augmented matrix of this system reduces by Gauss Jordan elimination as follows.
 
1 0 −2 0
 
 2 1 0 0 
 
3 2 1 0
Then,  
1 0 0 0
 
 0 1 0 0 
 
0 0 1 0
This implies that the only solution is trivial solution

c1 = c2 = c3 = 0.

So, S is linearly independent.

32
Example 3.6.2. Determine whether the set of vectors in R2 is linearly independent or linearly
dependent.
S = {v1 = (40, 15), v2 = (−50.25)}.

solution 3.6.2. To test for linear independence or linear dependence, form the vector equation

c1 v1 + c2 v2 = 0

If the only solution of this equation is

c1 = c2 = 0

Then the set S is linearly independent. Otherwise, S is linearly dependent.

Expanding this equation, we have

c1 (40, 15) + c2 (50, −25) = (0, 0)

(40c1 − 50c2 , 15c1 + 25c2 ) = (0, 0)

Which yields the homogeneous system of linear equations in c1 and c2 shown below.

40c1 − 50c2 = 0

15c1 + 25c2 = 0

Then we can find

40c1 − 50c2 = 0
175
c2 = 0
4
This implies that the only solution is trivial solution

c1 = c2 = 0.

So, S is linearly independent.

Example 3.6.3. Determine whether the set of vectors in R2 is linearly independent or linearly
dependent.
S = {v1 = (40, 15), v2 = (20, 7.5)}.

33
solution 3.6.3. To test for linear independence or linear dependence, form the vector equation

c1 v1 + c2 v2 = 0

If the only solution of this equation is

c1 = c2 = 0

Then the set S is linearly independent. Otherwise, S is linearly dependent.

Expanding this equation, we have

c1 (40, 15) + c2 (20, 7.5) = (0, 0)

(40c1 + 20c2 , 15c1 + 7.5c2 ) = (0, 0)

Which yields the homogeneous system of linear equations in c1 and c2 shown below.

40c1 + 20c2 = 0

15c1 + 7.5c2 = 0

Then we can find c1 = 1 and c2 = −2, which are nontrivial solutions

So, S is linearly dependent.

Example 3.6.4. Determine whether the set of vectors in R3 is linearly independent or linearly
dependent.

S = {v1 = (1, 0, −1, 0), v2 = (1, 1, 0, 2), v3 = (0, 3, 1, −2), v4 = (0, 1, −1, 2)}.

solution 3.6.4. From the equation

c1 v1 + c2 v2 + c3 v3 + c4 v4 = 0

We obtain

c1 (1, 0, −1, 0) + c2 (1, 1, 0, 2) + c3 (0, 3, 1, −2) + c4 (0, 1, −1, 2) = (0, 0, 0, 0)

This equation produces the homogeneous system of linear equations in c1 , c2 , c3 and c4 shown
below.
c1 − c2 = 0

34
 c2 + 3c3 + c4 = 0

−c1 + c3 − c4 = 0

2c2 − 2c3 + 2c4 = 0

The augmented matrix of this system reduces by Gauss Jordan elimination as follows.
 
1 0 0 0 0
 
 0 1 3 1 0 
 
 −1 0 1 −1 0 
 
0 2 −2 2 0
Then,  
1 0 0 0 0
 
 0 1 0 0 0 
 
 0 0 1 0 0 
 
0 0 0 1 0
This implies that the only solution is trivial solution

c1 = c2 = c3 = 0.

So, S is linearly independent.

35
3.7 Exercises
In exercises 1- 3, use a directed line segment to represent the vector.

1. v = (2, −4) 2. u = (−2, 3) 3. w = (−3, −4)

In exercises 4 - 6, finde the sum of the vectors.

4. v = (1, 3), u = (2, −2) 5. v = (2, −3), u = (−3, −1) 6. v = (−1, 4), u(4, −3)

In exercises 7 - 9 find the vector v where u = (−2, 3) and w = (−3, −2).

7. v = 32 u 8. v = u + 2w 9. v = 12 (3u + w)

In exercises 10 - 12, determine whether the set , together with the indicated oprations, is a
vector space. If it is not, identify at least one of the ten vector space axioms that fails.

10. The set of all third-degree polynomials with the standard operations.

11. The set {(x, y) : x ≥ 0, y is a real number} with the standard operations in R2 .

12. The set of all 2 × 2 matrices of the form

" #
a b
c d
with the standard operations.

In exercises 13 - 14, verify that W is a subspace of V . In each case assume that V has standard
operations.

13. W = {(x1 , x2 , x3 , 0) : x1 , x2 and x3 are real numbers} , V = R3

14. W is the set of all 2 × 2 matrices of the form

" #
0 a
b 0
V = M3,2 .

36
 In exerciese 15 - 16, W is not a subspace of the vector space. verify this by giving a specific
example.

15. W is the set of all vectors in R3 whose third component is −1.

16. W is the set of all vectors in R3 whose third component is non-negative.

In exercises 15 - 16, determine whether each vector can be written as a linear combination of
the vector in S.

15. S = {(2, −1, 3), (5, 0, 4)}

u = (1, −8, 12) v = (−1, −2, 2)

16. S = {(2, 0, 7), (2, 4, 5), (2, −12, 13)}

u = (2, 20, −3)

In exercises 17 - 19, determine whether the set S is linearly independent or not.

17. S = {(−2, 2), (3, 5)} 18. S = {(0, 0), (1, −1)} 19. S = {(1, −4, 1), (6, 3, 2)}

37
Chapter 4

Differential Equations

4.1 Introduction
Definition 4.1.1. An equation containing the derivatives of one or more unknown functions (or
dependent variables), with respect to one or more independent variables, is said to be a differen-
tial equation (DE).

The equations
y0 = ex (4.1)

y00 + 4y = 0 (4.2)

dy
+ 5y = ex (4.3)
dx

d 2 y dy
− + 6y = 0 (4.4)
dx2 dx

dx dy
+ = 2x + y (4.5)
dt dt
are examples of differential equations. It can be seen that in (4.1) and (4.2) it is written by using
prime notation y0 , y00 , y000 , .....y(n) . While, in (4.3), (4.4) and (4.5) it is written by using Leibniz
dy d 2 y d 3 y dny
notation , 2
dx dx dx , 3 ,...., dxn .
Now we shall classify differential equations as follows.

38
 • Classification by Type

If a differential equation contains only ordinary derivative of one or more unknown functions
with respect to a single independent variable, it is said to be an ordinary differential equation
ODE. For example:
dy
+ 5y = ex
dx

d 2 y dy
− + 6y = 0
dx2 dx

dx dy
+ = 2x + y
dt dt
are example of ordinary differential equations.

If An equation involving partial derivatives of one or more unknown functions of two or more
independent variables is called a partial differential equation PDE. For example:

∂ 2u ∂ 2u
+ =0
∂ x2 ∂ y2

• Classification by Order

The order of a differential equation is the largest derivative present in the differential equation. In
the differential equations listed above (4.1), (4.3) and (4.5) are first order differential equations,
(4.2) and (4.4) are second order differential equations.

4.2 First Order Differential Equations

In this section we will look at solving first order differential equations. The most general first
order differential equation can be written as,
dy
= f (y, x)
dx
, in which f (x, y) is a function of two variables.

39
4.2.1 Solution of an ordinary differential equation
Definition 4.2.1. A solution to a differential equation on an interval α < x < β is any function
y(x) which satisfies the differential equation in question on the interval α < x < β .

Example 4.2.1. Show that y = e4t is a solution to the differential equation y0 − 4y = 0.

solution 4.2.1. The way to check that it is a solution is simply to just plug it into the differential
equation and verify that both sides of the equation are, in fact, equal. Let’s do this:
First we need to find y0 :
y0 = 4e4t

Now just plug y and y0 into the equation:

y0 − 4y = 4e4t − 4(e4t ) = 0.

Indeed we have that both sides of the equation are equal when we plug in y = e4t , and thus we
have verified that y = e4t is a solution to the differential equation y0 − 4y = 0.

Example 4.2.2. Show that the function

c
y= +2
x
is a solution to the differential equation
dy 1
= (2 − y)
dx x
dy
solution 4.2.2. First we need to find dx

dy c
=− 2
dx x
dy
Now just plug y and dx into the differential equation:

c 1 c
− 2
= (2 − ( + 2)
x x x
c 1 c
− 2
= (2 − − 2)
x x x
c c
− 2 =− 2
x x

40
Since both side are equal, thus, we have showed that
c
y= +2
x
is a solution to the differential equation
dy 1
= (2 − y).
dx x
Example 4.2.3. Show that the function
1
y = (x + 1) − ex
3
is a solution to the differential equation
dy
= y−x
dx
dy
solution 4.2.3. First we need to find dx

dy 1
= 1 − ex
dx 3
dy
Now just plug y and dx into the differential equation:

1 1
1 − ex = (x + 1) − ex − x
3 3
1 1
1 − ex = 1 − ex
3 3
Since both side are equal, thus, we have showed that
1
y = (x + 1) − ex
3
is a solution to the differential equation
dy
= y − x.
dx
Example 4.2.4. Verify that the given function is a solution of the differential equation.

y = 31 x2 + c 1x ; xy0 + y = x2

41
solution 4.2.4. First we need to find y0 :
2 1
y0 = x − c 2
3 x
Now just plug y and y0 into the equation:
2 1 1 1
x( x − c 2 ) + ( x2 + c ) = x2
3 x 3 x
2 2 1 1 1
x − c + x2 + c = x2
3 x 3 x
2 2 1 2
x + x = x2
3 3
Indeed we have that both sides of the equation are equal when we plug in y = 13 x2 + c 1x , and thus
we have verified that y = 31 x2 + c 1x is a solution to the differential equation xy0 + y = x2 .
2
(2) y = ce−x + 12 ; y0 + 2xy = x

4.2.2 Initial Value Problem

Definition 4.2.2. An initial value problem or (IVP) is a differential equation along with an ap-
propriate number of initial conditions.

Example 4.2.5. Verify that y = −3ex + 2e3x is a solution to the IVP

y00 − 4y0 + 3y = 0, y(0) = 1, y0 (0) = 3.

solution 4.2.5. This is similar to verifying that it is a solution to the differential equation, just
with the additional requirement that we check that it also satisfies the initial value. First, let’s
verify that it satisfies the differential equation. So let’s find y0 and y00 :

y0 = −3ex + 6e3x

and
y00 = −3ex + 18e3x

and plug them in:

y00 −4y0 +3y = −3ex +18e3x −4(−3ex +6e3x )+3(−3ex +2e3x ) = (−3+12−9)ex +(18−24+6)e3x = 0

So it satisfies the differential equation. Now does it satisfy the initial values?

y(0) = −3e0 + 2e3(0) = −3 + 2 = −1

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and
y0 (0) = −3e0 + 6e3(0) = −3 + 6 = 3

So it also satisfies the initial values, thus y = −3ex + 2e3x is the solution to the IVP.

4.2.3 Separable Differential Equations.

A first order differential equation is said to be separable if, after solving it for the derivative
dy
= F(x, y),
dx
the right-hand side can then be factored as ”a formula of just x” times ”a formula of just y”,

F(x, y) = f (x)g(y).

If this factoring is not possible, the equation is not separable.

More concisely, a first order differential equation is separable if and only if it can be written as
dy
= f (x)g(y)
dx
where f and g are known functions.
Then by integrating both sides
dy
Z Z
= f (x)dx
g(y)
Evaluating these two integrals, yields y as an implicit function of x.

For example, consider the differential equation

dy
− x2 y2 = x2 (4.6)
dx
Solving for the derivative (by adding x2 y2 to both sides),
dy
= x2 + x2 y2 ,
dx
and then factoring out the x2 d x on the right hand side gives
dy
= x2 (1 + y2 ),
dx
which is in form
dy
= f (x)g(y)
dx

43
with
f (x) = x2
and
g(y) = (1 + y2 )
So equation (4.6) is a separable differential equation.
On the other hand, consider
dy
− x2 y2 = 4 (4.7)
dx
Solving for the derivative (by adding x2 y2 to both sides),
dy
= x2 y2 + 4
dx
The right hand side of this cannot be factored into a function of just x times a function of just y .
Thus, equation (4.7) is not separable.

Example 4.2.6. Solve the differential equation

y0 = −2xy2 .

with initial value problem y(0) = −1

solution 4.2.6. Let’s start by separating the variables. We can rewrite the equation as
1
dy = −2xdx
y2
Next we should integrate both sides of the equation:
1
Z Z
dy = −2xdx
y2
and we get
1
− = −x2 +C
y
and thus,
1
y=
x2 +C
is the general solution to our differential equation. To find a solution we plug the initial value
1
into the general solution y = x2 +C
to solve for C:
1
−1 =
0 +C
which gives that C = −1. So our solution to the initial value problem is:
1
y= 2
x −1

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Example 4.2.7. Solve the following differential equation by using the separation of variables
method.
dy 4 sin(2x)
=
dx y
with initial value problem y(0) = 1

solution 4.2.7. Let’s start by separating the variables. We can rewrite the equation as

ydy = 4 sin(2x)dx

Next we should integrate both sides of the equation:

Z Z
ydy = 4 sin(2x)dx

and we get
y2
= −2 cos(2x) +C
2
and thus,
p
y= 2C − 4 cos(2x)

is the general solution to our differential equation. We evaluate the arbitrary constant C using the
initial condition. Because y(0) = 1, we take the positive square root. Thus, we have
p
1 = 2C − 4 cos(0)
√
1= 2C − 4

1 = 2C − 4

2C = 5

So our solution to the initial value problem is

p
y = 5 − 4 cos(2x)

4.3 Second Order Linear Differential Equations

Definition 4.3.1. A second order differential equation is said to be linear if it takes the form

p(x)y00 + q(x)y0 + r(x)y = f (x).

It is called homogeneous if f (x) = 0, and non homogeneous otherwise.

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 In this section we will assume that p(x), q(x), and r(x) are constant functions and that f (x) =
0. Thus our equations will take the form

ay00 + by0 + cy = 0

with a 6= 0.

4.3.1 The Characteristic Polynomial

Suppose that y = erx is indeed a solution to

ay00 + by0 + cy = 0.

Then taking derivative we get:

y0 = rerx

and
y00 = r2 er x

Plugging this in we have

ay00 + by0 + cy = ar2 erx + brerx + cerx = (ar2 + br + c)erx = 0

which implies that, since erx is never zero:

ar2 + br + c = 0.

Which is called the characteristic polynomial of

ay00 + by0 + cy = 0.

Definition 4.3.2. If the roots r1 and r2 of the characteristic polynomial ar2 + br + c = 0 are real
and equal, then the general solution of ay00 + by0 + cy = 0 is

y = c1 er1 x + c2 er2 x .

where c1 and c2 are any two numbers.

Example 4.3.1. Solve the differential equation

y00 − y0 − 2y = 0.

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solution 4.3.1. Start by finding the characteristic polynomial

r2 − r − 2 = 0

Now this factors into:

r2 − r − 2 = (r − 2)(r + 1) = 0

so our roots are: r = −1, 2. Therefore, by definition (4.3.2) the general solution of the differential
equation is
y = c1 e−x + c2 e2x .

Definition 4.3.3. If the characteristic polynomial ar2 +br +c = 0 has only one real root (repeated
root) r, then the general solution of ay00 + by0 + cy = 0 is

y = c1 erx + c2 xerx .

where c1 and c2 are any two numbers.

Example 4.3.2. Solve the differential equation

2y00 + 4y0 + 2y = 0.

solution 4.3.2. The characteristic polynomial for this differential equation is:

2r2 + 4r + 2 = 0.

Dividing both sides by 2 and factoring we have

r2 + 2r + 1 = (r + 1)2 = 0

so the root is r = −1. Therefore, by definition (4.3.3) the general solution of the differential
equation is
y = c1 e−x + c2 xe−x .

Definition 4.3.4. If the roots of the characteristic polynomial ar2 + br + c = 0 are complex num-
bers r1 = α + β i and r2 = α − β i, then the general solution of ay00 + by0 + cy = 0 is

y = c1 eαx cos β x + c2 eαx sin β x.

That implies to
y = eαx (c1 cos β x + c2 sin β x).

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Example 4.3.3. Solve the differential equation

y00 − 6y0 + 13 = 0.

solution 4.3.3. The characteristic polynomial is

r2 − 6r + 13 = 0

By the quadratic formula the roots are r1 = 3 + 2i and r2 = 3 − 2i. By definition (4.3.4) the
general solution of the differential equation is

y = e3x (c1 cos 2x + c2 sin 2x).

4.4 Exercises
In Exercises 1-3 verify that the given function is a solution of the differential equation.

2
(1) y = ce−x + 12 ; y0 + 2xy = x

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