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INSTRUCTORS RESOURCE GUIDE

EDWARD B. SAFF
Vanderbilt University
A. DAVID SNIDER
University of South Florida

FUNDAMENTALS
OF DIFFERENTIAL EQUATIONS
SIXTH EDITION

FUNDAMENTALS OF
DIFFERENTIAL EQUATIONS
AND BOUNDARY VALUE PROBLEMS
FOURTH EDITION
R. Kent Nagle
Edward B. Saff
A. David Snider
Reproduced by Pearson Addison-Wesley from electronic files supplied by the authors.

Copyright 2004 Pearson Education, Inc.


Publishing as Pearson Addison-Wesley, 75 Arlington Street, Boston MA 02116

All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted,
in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior
written permission of the publisher. Printed in the United States of America.

ISBN 0-321-17318-X

1 2 3 4 5 6 QEP 06 05 04 03
Contents
Notes to Instructor 1

Software Supplements 1
Instructional Utility Software 1
Interactive Differential Equations CD-ROM 2
Instructors Maple/Matlab/Mathematica Manual 2

Computer Labs 2

Group Projects 2

Technical Writing Exercises 3

Student Presentations 3

Homework Assignments 3

Syllabus Suggestions 3

Numerical, Graphical, and Qualitative 4

Engineering/Physics Applications 5

Biology/Ecology Applications 6

Supplemental Group Projects 8

Answers to Even-Numbered Problems 15

Chapter 1 15

Chapter 2 21

Chapter 3 25

Chapter 4 31

Chapter 5 43

Chapter 6 57

Chapter 7 61

Chapter 8 71

Chapter 9 81

Chapter 10 91

Chapter 11 97

Chapter 12 103

Chapter 13 117
Notes to the Instructor
One goal in our writing has been to create flexible texts that afford the instructor a variety of topics and make
available to the student an abundance of practice problems and projects. We recommend that the instructor read
the discussion given in the preface in order to gain an overview of the prerequisites, topics of emphasis, and
general philosophy of the texts.

An additional resource to accompany the texts is the on-line tool, MyMathLab. MyMathLab is ideal for lecture-
based, lab-based, and on-line courses and provides students and instructors with a centralized point of access to
the multimedia resources available with the texts. The pages of the actual text are loaded into MyMathLab and
extensive course-management capabilities, including a host of communication tools for course participants, are
provided to create a user-friendly and interactive on-line learning environment. Instructors can also remove,
hide, or annotate Addison-Wesley preloaded content, add their own course documents, or change the order in
which material is presented. A link to the Instructional Utility Software package is also included. For more
information visit our Web site at www.mymathlab.com or contact your Addison-Wesley sales representative for
a live demonstration.

INSTRUCTIONAL UTILITY SOFTWARE

Written specifically for the texts and available via MyMathLab, this utility has the following items:

GRAPHICAL METHODS

Graph, tabulate or evaluate functions


Direction field
Phase plane diagram

MATRIX OPERATIONS

Solve a system of linear equations


Determinant and inverse of a matrix
Matrix multiplication
Eigenvalues and eigenvectors

NUMERICAL SOLUTIONS OF INITIAL VALUE PROBLEMS

Eulers method subroutine


Eulers method with tolerance
Improved Eulers method subroutine
Improved Eulers method with tolerance
Fourth order Runge-Kutta method subroutine
Fourth order Runge-Kutta method with tolerance

FOURTH ORDER RUNGE-KUTTA METHOD FOR SYSTEMS

System with 2 equations


System with 3 equations
System with 4 equations

OTHER COMPUTATIONAL METHODS

Roots of a polynomial equation


Newtons method
Simpsons Rule for definite integrals
Simpsons Rule for linear differential equations
2 NOTES TO THE INSTRUCTOR

INTERACTIVE DIFFERENTIAL EQUATIONS CD-ROM

Written by Beverly West (Cornell University), Steven Strogatz (Cornell University), Jean Marie McDill
(California Polytechnic State UniversitySan Luis Obispo), John Cantwell (St. Louis University), and Hubert
Hohn (Massachusetts College of Art), this CD-ROM is a revised version of a popular software directly tied to
the text. It focuses on helping students visualize concepts with applications drawn from engineering, physics,
chemistry, and biology. This software runs on supported Windows or Macintosh operating systems and is
bundled free with every book.

INSTRUCTORS MAPLE/MATLAB/MATHEMATICA MANUAL

The Instructors Maple/Matlab/Mathematica Manual, 0-321-17320-1, was written as an aid for anyone
interested in coordinating the use of computer algebra systems with their course. This supplement, including
sample worksheets, is available upon request from Addison Wesley and includes the following.

specific instruction in the use of Maple, Matlab and Mathematica to obtain graphic (direction fields,
solution curves, phase portraits), numeric (built-in and user defined), and symbolic information about
differential equations;
a sampling of techniques that can be used to ease the introduction of Maple into the differential equations
classroom (including sample worksheets directly related to the text); and
a collection of additional projects that are particularly amenable to solution using a computer algebra
system.

While this supplement is written for use with MAPLE, the general ideas can be adapted for use with
MATHEMATICA, MATLAB, or any other sophisticated numerical and/or computer algebra software.

Computer Labs: A computer lab in connection with a differential equations course can add a whole new
dimension to the teaching and learning of differential equations. As more and more colleges and universities set
up computer labs with software such as MATLAB, MAPLE, DERIVE, MATHEMATICA, PHASEPLANE,
and MACMATH, there will be more opportunities to include a lab as part of the differential equations course.
In our teaching and in our texts, we have tried to provide a variety of exercises, problems, and projects that
encourage the student to use the computer to explore. Even one or two hours at a computer generating phase
plane diagrams can provide the students with a feeling of how they will use technology together with the theory
to investigate real world problems. Furthermore, our experience is that they thoroughly enjoy these activities.
Of course the software provided free with the texts is especially convenient for such labs.

Group Projects: Although the projects that appear at the end of the chapters in the texts can be worked out by
the conscientious student working alone, making them group projects adds a social element that encourages
discussion and interactions that simulate a professional work place atmosphere. Group sizes of 3 or 4 seem to
be optimal. Moreover, requiring that each individual student separately write up the groups solution as a
formal technical report for grading by the instructor also contributes to the professional flavor.
Typically our students each work on 3 or 4 projects per semester. If class time permits, oral presentations by the
groups can be scheduled and help to improve the communication skills of the students.
The role of the instructor is, of course, to help the students solve these elaborate problems on their own and to
recommend additional reference material when appropriate.
Some additional Group Projects are presented in this guide (see page 8).
INSTRUCTORS MAPLE/MATLAB/MATHEMATICA MANUAL 3

Technical Writing Exercises: The technical writing exercises at the end of most chapters invite students to
make documented responses to questions dealing with the concepts in the chapter. This not only gives students
an opportunity to improve their writing skills, but it helps them organize their thoughts and better understand
the new concepts. Moreover, many questions deal with critical thinking skills that will be useful in their careers
as engineers, scientists, or mathematicians.
Since most students have little experience with technical writing, it may be necessary to return ungraded the
first few technical writing assignments with comments and have the students redo the exercise. This has
worked well in our classes and is much appreciated by the students. Handing out a model technical writing
response is also helpful for the students.

Student Presentations: It is not uncommon for an instructor to have students go to the board and present a
solution to a problem. Differential equations is so rich in theory and applications that it is an excellent course to
allow (require) a student to give a presentation on a special application (e.g. almost any topic from Chapters 3
and 5), on a new technique not covered in class (e.g. material from Section 2.6, Projects A, B or C in Chapter
4), or on additional theory (e.g. material from Chapter 6 which generalizes the results in Chapter 4). In addition
to improving students communication skills, these special topics are long remembered by the students. Here,
too, working in groups of 3 or 4 and sharing the presentation responsibilities can add substantially to the
interest and quality of the presentation. Students should also be encouraged to enliven their communication by
building physical models, preparing part of their lectures on video cassette, etc.

Homework Assignments: We would like to share with you an obvious, nonoriginal, but effective method to
encourage students to do homework problems.
An essential feature is that it requires little extra work on the part of the instructor or grader. We assign
homework problems (about 10 of them) after each lecture. At the end of the week (Fridays), students are asked
to turn in their homeworks (typically 3 sets) for that week. We then choose at random one problem from each
assignment (typically a total of 3) that will be graded. (The point is that the student does not know in advance
which problems will be chosen.) Full credit is given for any of the chosen problems for which there is evidence
that the student has made an honest attempt at solving. The homework problem sets are returned to the students
at the next meeting (Mondays) with grades like 0/3, 1/3, 2/3 or 3/3 indicating the proportion of problems for
which the student received credit. The homework grades are tallied at the end of the semester and count as one
test grade. Certainly there are variations on this theme. The point is that students are motivated to do their
homework with little additional cost (= time) to the instructor.

Syllabus Suggestions: To serve as a guide in constructing a syllabus for a one-semester or two-semester


course, the prefaces to the texts list sample outlines that emphasize methods, applications, theory, partial
differential equations, phase plane analysis, or computation or combinations of these. As a further guide in
making a choice of subject matter, we provide below a listing of text material dealing with some common areas
of emphasis.

References to material in Chapters 11, 12, or 13 refer to the expanded text Fundamentals of Differential
Equations and Boundary Value Problems, 4th edition.
4 NOTES TO THE INSTRUCTOR

Numerical, Graphical, and Qualitative Methods

The sections and projects dealing with numerical, graphical, and qualitative techniques for solving differential
equations include:

Section 1.3, Direction Fields

Section 1.4, The Approximation Method of Euler

Project A for Chapter 1, Taylor Series Method

Project B for Chapter 1, Picards Method

Project D for Chapter 1, The Phase Line

Section 3.6, Improved Eulers Method, which includes step-by-step outlines of the improved Eulers method
subroutine and improved Eulers method with tolerance. These outlines are easy for the student to translate into
a computer program (cf. pages 129, 130).

Section 3.7, Higher-Order Numerical Methods: Taylor and Runge-Kutta, which includes outlines for the
Fourth Order Runge-Kutta subroutine and algorithm with tolerance (cf. pages 138, 139).

Project G for Chapter 3, Stability of Numerical Methods

Project H for Chapter 3, Period Doubling and Chaos

Section 4.7, Qualitative Considerations for Variable-Coefficient and Nonlinear Equations, which discusses the
energy integral lemma, as well as the Airy, Bessel, Duffing, and van der Pol equations.

Section 5.3, Solving Systems and Higher-Order Equations Numerically, which describes the vectorized forms
of Eulers Method and the Fourth-Order Runge-Kutta method, and discusses an application to population
dynamics.

Section 5.4, Introduction to the Phase Plane, which introduces the study of trajectories of autonomous systems,
critical points, and stability.

Section 5.7, Dynamical Systems, Poincar Maps, and Chaos, which discusses the use of numerical methods to
approximate the Poincar map and how to interpret the results.

Project B for Chapter 5, Designing a Landing System for Interplanetary Travel

Project C for Chapter 5, Things That Bob

Project F for Chapter 5, Strange Behavior of Competing Species-Part I

Project D for Chapter 9, Strange Behavior of Competing Species-Part II

Project D for Chapter 10, Numerical Method for u = f on a Rectangle

Project D for Chapter 11, Shooting Method

Project E for Chapter 11, Finite-Difference Method for Boundary Value Problems

Project C for Chapter 12, Computing Phase Plane Diagrams

Project D for Chapter 12, Ecosystem of Planet GLIA-2


ENGINEERING/PHYSICS APPLICATIONS 5

Appendix A, Newtons Method

Appendix B, Simpsons Rule

Appendix D, Method of Least Squares

Appendix E, Runge-Kutta Procedure for n Equations

The instructor who wishes to emphasize numerical methods should also note that the text contains an extensive
chapter on series solutions of differential equations (Chapter 8).

Engineering/Physics Applications

Since Laplace Transforms is a subject vital to engineering, we have included a detailed chapter on this topic
see Chapter 7. Stability is also an important subject for engineers, so we have included an introduction to the
subject in Section 5.4 along with an entire chapter addressing this topicsee Chapter 12. Further materials
dealing with engineering/physics applications include:

Project C for Chapter 1, Magnetic Dipole

Project A for Chapter 2, Torricellis Law of Fluid Flow

Section 3.1, Mathematical Modeling

Section 3.2, Compartmental Analysis, which contains a discussion of mixing problems and of population
models.

Section 3.3, Heating and Cooling of Buildings, which discusses temperature variations in the presence of air
conditioning or furnace heating.

Section 3.4, Newtonian Mechanics

Section 3.5, Electrical Circuits

Project B for Chapter 3, Curve of Pursuit

Project C for Chapter 3, Aircraft Guidance in a Crosswind

Project D for Chapter 3, Feedback and the Op Amp

Project E for Chapter 3, Bang-Bang Controls

Section 4.1, Introduction: The Mass-Spring Oscillator

Section 4.7, Qualitative Considerations for Variable-Coefficient and Nonlinear Equations

Section 4.8, A Closer Look at Free Mechanical Vibrations

Section 4.9, A Closer Look at Forced Mechanical Vibrations

Project F for Chapter 4, Apollo Reentry

Project G for Chapter 4, Simple Pendulum


6 NOTES TO THE INSTRUCTOR

Chapter 5, Introduction to Systems and Phase Plane Analysis, which includes sections on coupled mass-spring
systems, electrical circuits, and phase plane analysis.

Project B for Chapter 5, Designing a Landing System for Interplanetary Travel

Project C for Chapter 5, Things that Bob

Project E for Chapter 5, Hamiltonian Systems

Project B for Chapter 6, Transverse Vibrations of a Beam

Chapter 7, Laplace Transforms, which in addition to basic material includes discussions of transfer functions,
the Dirac delta function, and frequency response modeling.

Projects for Chapter 8, which deal with Schrdingers equation, buckling of a tower, and aging springs.

Project B for Chapter 9, Matrix Laplace Transform Method

Project C for Chapter 9, Undamped Second-Order Systems

Chapter 10, Partial Differential Equations, which includes sections on Fourier series, the heat equation, wave
equation, and Laplaces equation.

Project A for Chapter 10, Steady-State Temperature Distribution in a Circular Cylinder

Project B for Chapter 10, A Laplace Transform Solution of the Wave Equation

Project A for Chapter 11, Hermite Polynomials and the Harmonic Oscillator

Section 12.4, Energy Methods, which addresses both conservative and nonconservative autonomous
mechanical systems.

Project A for Chapter 12, Solitons and Korteweg-de Vries Equation

Project B for Chapter 12, Burgers Equation

Students of engineering and physics would also find Chapter 8 on series solutions particularly useful, especially
Section 8.8 on Special Functions.

Biology/Ecology Applications

Project D for Chapter 1, The Phase Line, which discusses the logistic population model and bifurcation
diagrams for population control.

Problem 32 in Exercises 2.2, which concerns radioisotopes and cancer detection.

Problem 37 in Exercises 2.3, which involves a simple model for the amount of a hormone in the blood during a
24-hour cycle.

Section 3.1, Mathematical Modeling

Section 3.2, Compartmental Analysis, which contains a discussion of mixing problems and population models.

Problem 19 in Exercises 3.6 which considers a generalization of the logistic model.

Problem 20 in Exercises 3.7, which involves chemical reaction rates.

Project A for Chapter 3, Aquaculture, which deals with a model for raising and harvesting catfish.
BIOLOGY/ECOLOGY APPLICATIONS 7

Section 5.1, Interconnected Fluid Tanks, which introduces systems of differential equations.

Section 5.3, Solving Systems and Higher-Order Equations Numerically, which contains an application to
population dynamics.

Section 5.4, Introduction to the Phase Plane, which contains exercises dealing with the spread of a disease
through a population (epidemic model).

Project A for Chapter 5, The Growth of a Tumor

Project D for Chapter 5, Periodic Solutions to Volterra-Lotka Systems

Project F for Chapter 5, Strange Behavior of Competing Species-Part I

Project G for Chapter 5, Cleaning Up the Great Lakes

Project D for Chapter 9, Strange Behavior of Competing Species-Part II

Problem 19 in Exercises 10.5, which involves chemical diffusion through a thin layer.

Project D for Chapter 12, Ecosystem on Planet GLIA-2

The basic content of the remainder of this instructors manual consists of supplemental Group Projects along
with the answers to the even numbered problems. These answers are for the most part not available any place
else since the text only provides answers to odd numbered problems, and the Student Solution Manual contains
only a handful of worked solutions to even numbered problems.

We would appreciate any comments you may have concerning the answers in this manual. These comments can
be sent to the authors email addresses given below. We also would encourage sharing with us (= the authors
and users of the texts) any of your favorite Group Projects.

E. B. Saff
esaff@math.vanderbilt.edu

A. D. Snider
snider@eng.usf.edu
Supplemental Group Projects
Group Project for Chapter 2
Designing a Solar Collector
You want to design a solar collector that will concentrate the suns rays at a point. By symmetry this surface will
have a shape that is a surface of revolution obtained by revolving a curve about an axis. Without loss of
generality, you can assume that this axis is the x-axis and the rays parallel to this axis are focused at the origin
(see Figure GP-1). To derive the equation for the curve, proceed as follows:
a. The law of reflection says that the angles and are equal. Use this and results from geometry to show
that = 2.

Figure GP-1: Curve that generates a solar collector

dy y
b. From calculus recall that = tan . Use this, the fact that x = tan , and the double angle formula to
dx
show that
dy
y 2 dx
= .
x
1 ( )
dy 2
dx

c. Now show that the curve satisfies the differential equation.


dy x + x 2 + y 2
(1) =
dx y

d. Solve equation (1).

e. Describe the solutions and identify the type of collector obtained.


SUPPLEMENTAL GROUP PROJECTS 9

Group Projects for Chapter 3

Delay Differential Equations


In our discussion of mixing problems in Section 3.2, Use the method of steps to show that the
we encountered the initial value problem solution to the initial value problem

3 x (t ) = x (t 1) , x (t ) = 1 on [1, 0]
(1) x ( t ) = 6 x ( t t0 ) ,
500
is given by
x (t ) = 0 for t t0 ,0
k
k t ( k 1)
n
where t0 is a positive constant. The equation in (1) is an x (t ) = ( 1) k ! , for n 1 t n,
example of a delay differential equation. These k =0
equations differ from the usual differential equations
by the presence of the shift (t t0 ) in the argument of where n is a nonnegative integer. (This problem
can also be solved using the Laplace transform
the unknown function x(t). In general, these equations method of Chapter 7.)
are more difficult to work with than are regular
differential equations, but quite a bit is known about c. Use the method of steps to compute the solution
them. to the initial value problem given in (1) on the
interval 0 t 15 for t0 = 3.
a. Show that the simple linear delay differential
equation

(2) x (t ) = a x (t b ) ,

where a and b are constants, has a solution of


the form x (t ) = Ce st , for any constant C,
provided s satisfies the transcendental equation
s = aebs .

b. A solution to (2) for t > 0 can also be found


using the method of steps. Assume that
x (t ) = f (t ) for b t 0. For 0 t b,
equation (2) becomes

x (t ) = a x (t b ) = a f (t b ) ,

and so

1
x (t ) = a f (v b ) dv + x (0 ) .
0

Now that we know x(t) on [0, b], we can repeat


this procedure to obtain

1
x (t ) = a x (v b ) dv + x (b )
b

for b t 2b. This process can be continued


indefinitely.

_____________
See, for example, Differential-Difference Equations, by R. Bellman and K. L. Cooke, Academic Press, New York, 1963, or Ordinary and
Delay Differential Equations, by R. D. Driver, Springer-Verlag, New York, 1977.
10 SUPPLEMENTAL GROUP PROJECTS

Extrapolation
When precise information about the form of the error c. The results of using Eulers method
in an approximation is known, a technique called 1 1 1
with h = 1, , , to approximate the
extrapolation can be used to improve the rate of 2 4 8
convergence. solution to the initial value problem y = y,
Suppose the approximation method converges
y(0) = 1, at x = 1 are given in Table 1.2,
with rate O (h p ) as h 0 (cf. Section 3.6). From page 27. For Eulers method, the extrapolation
theoretical considerations assume we know, more procedure applies with p = 1. Use the results in
precisely, that Table 1.2 to find an approximation to e = y(1)
(1) y(x; h) = (x) + h p a p (x) + O(h p +1), 1
by computing y * * * 1; . [Hint: Compute
where y(x; h) is the approximation to (x) using step 8
size h and a p (x) is some function that is independent 1 1 1
y * 1; , y * 1; , and y * 1; ; then
of h (typically we do not know a formula for a p (x), 2 4 8
1 1
only that it exists). Our goal is to obtain compute y * *1; , and y * *1; .
approximations that converge at the faster rate 4 8
O( h p+1).
h d. Table 1.2 also contains Eulers approximation
We start by replacing h by in (1) to get 1
2 for y(1) when h = . Use this additional
hp 16
h
y x; = (x) + p a p(x) + O(h p+1). information to compute the next step in the
2 2 extrapolation procedure; that is, compute
p
If we multiply both sides by 2 and subtract equation 1
(1), we find y * * * *1; .
16
p h p p+1
2 y x; y(x; h) = (2 1)(x) + O(h ).
2
Solving for (x) yields

( x) =
( )
2 p y x; h2 y ( x; h)
+ O(h p +1 ).
p
2 1
Hence
p
( )
h 2 y x; 2 y ( x; h)
y * x; :=
h

2 2 p 1
+1
has a rate of convergence of O(h p ).
a. Assuming
h
y * x; = (x) + h p +1a p +1(x) + O(h p+2 ),
2
show that

h ( )
2 p +1 y * x; h y * x; h
4 2 ( )
y ** x; := has a
4 p +1
2 1
p +2
rate of convergence of O(h ).

b. Assuming
h
y * * x; = (x) + h p+2 a p +2 (x) + O(h p +3 ),
4
show that

h ( )
2 p + 2 y ** x; h y ** x; h
8 4 ( )
y *** x; :=
8 p+2
2 1
+3
has a rate of convergence of O(h p ).
SUPPLEMENTAL GROUP PROJECTS 11

Group Projects for Chapter 5

Effects of Hunting on Predator~Prey Systems

As discussed in Section 5.3 (page 257), cyclic b. To determine the effect of indiscriminate
variations in the populations of predators and their prey hunting on the populations, assume hunting
have been studied using the Volterra-Lotka predator- reduces the rate of change in a population by a
prey model given by the system constant times the population. Then, the
predator-prey system satisfies the new set of
dx equations
(1) = Ax Bxy,
dt
dx
dy (3) = Ax Bxy x = ( A ) x Bxy,
(2) = Cy + Dxy, dt
dt
where A, B, C, and D are positive constants, x(t) is the dy
(4) = Cy + Dxy y = (C + ) y + Dxy,
population of prey at time t, and y(t) is the population dt
of predators. It can be shown that such a system has a
periodic solution (see Project D). That is, there exists where and are positive constants with < A.
some constant T such that x(t) = x(t + T) and What effect does this have on the average
y(t) = y(t + T) for all t. This periodic or cyclic variation population of prey? On the average population
in the populations has been observed in various of predators?
systems such as sharks-food fish, lynx-rabbits, and
ladybird beetles-cottony cushion scale. Because of this
c. Assume the hunting is done selectively, as in
periodic behavior, it is useful to consider the average
shooting only rabbits (or shooting only lynx).
populations x and y defined by
Then we have > 0and = 0 (or = 0 and
> 0) in (3)-(4). What effect does this have on
1 T 1 T
x := x (t ) dt , y := y (t ) dt the average populations of predator and prey?
T 0 T 0
d. In a rural county, foxes prey mainly on rabbits
but occasionally include a chicken in their diet.
a. Show that x = C/D and y = A/B. [Hint: Use
The farmers decide to put a stop to the chicken
equation (1) and the fact that x(0) = x(T) to show that killing by hunting the foxes. What do you
predict will happen? What will happen to the
x ( t ) farmers gardens?
0 ( A By (t )) dt = 0 x (t ) dt = 0.]
T T

_________________________
The derivation of these equations is found in Attitude Stabilization and Control of Earth Satellites, by O.H. Gerlach, Space Science
Reviews, #4 (1965), 541566
12 SUPPLEMENTAL GROUP PROJECTS

Limit Cycles

In the study of triode vacuum tubes, one encounters the van der Pol equation:

( )
y 1 y 2 y + y = 0,

where the constant is regarded as a parameter. In Section 4.7 (page 205), we used the mass-spring oscillator
analogy to argue that the nonzero solutions to the van der Pol equation with = 1 should approach a periodic limit
cycle. The same argument applies for any positive value of .

a. Recast the van der Pol equation as a system in normal form and use software to plot some typical trajectories
for = 0.1, 1, and 10. Rescale the plots if necessary until you can discern the limit cycle trajectory; find
trajectories that spiral in, and ones that spiral out, to the limit cycle.

b. Now let = 0.1, 1, and 10. Try to predict the nature of the solutions using the mass-spring analogy.
Then use the software to check your predictions. Are there limit cycles? Do the neighboring trajectories
spiral into, or spiral out from, the limit cycles?

c. Repeat parts (a) and (b) for the Rayleigh equation

y 1 ( y ) y + y = 0.
2

_________________
Historical Footnote: Experimental research by E. V. Appleton and B. van der Pol in 1921 on the oscillations of an electrical circuit
containing a triode generator (vacuum tube) led to the nonlinear equation now called van der Pols equation. Methods of solution were
developed by van der Pol in 1926-1927. Mary L. Cartwright continued research into nonlinear oscillation theory and together with J. E.
Littlewood obtained existence results for forced oscillations in nonlinear systems in 1945.
SUPPLEMENTAL GROUP PROJECTS 13

Group Project for Chapter 13


David Stapleton, University of Central Oklahoma

Satellite Attitude Stability

In this problem, we determine the orientation at which a. Find constants c1, , c5 such that these
a satellite in a circular orbit of radius r can maintain a equations can be written as two systems
relatively constant facing with respect to a spherical
primary (e.g. a planet) of mass M. The torque of 0 0 1 0
d 0
gravity on the asymmetric satellite maintains the
0 0 1
orientation. =
dt  c1 0 0 c2 
 0 c3 c4 0 
Suppose (x, y, z) and (x , y , z ) refer to coordinates in
two systems that have a common origin at the
satellites center of mass. Fix the xyz-axes in the and
satellite as principal axes; then let the z -axis point
d 0 1
toward the primary and let the x -axis point in the  = c 0 
direction of the satellites velocity. The xyz-axes may dt 5
be rotated to coincide with the x y z -axes by a rotation
about the x-axis (roll), followed by a rotation about b. Show that the origin is asymptotically stable for
the resulting y-axis (pitch), and a rotation about the the first system in (a) if
final z-axis (yaw). Eulers equations from physics (with (c2 c4 + c3 + c1 )2 4c1c3 > 0, c1c3 > 0, and
high order terms omitted to obtain approximate c2 c4 + c3 + c1 > 0 and hence deduce that
solutions valid near (, , ) = (0, 0, 0)) show that the I y > I x > I z yields an asymptotically stable
equations for the rotational motion due to gravity
acting on the satellite are origin. Are there other conditions on the
moments of inertia by which the origin is
..
stable?
.
I x = 4 20 ( I z I y ) 0 ( I y I z I x )
.. c. Show that for the asymptotically stable
I y = 3 20 ( I x I z ) configuration in (b) the second system in (a)
.. becomes a harmonic oscillator problem, and
I z = 20 ( I y I x ) + 0 ( I y I z I x ), find the frequency of oscillation in terms of
I x , Iy , I z and 0 . Phobos maintains
GM I y > I x > I z in its orientation with respect to
(where 0 = is the angular frequency of the
r3 Mars, and has angular frequency of orbit
orbit and the positive constants I x , Iy , I z are the (I x I z )
moments of inertia of the satellite about the x, y, and 0 = .82 rad/hr. If = .23, show that
Iy
z-axes).
the period of the libration for Phobos (the period
with which the side of Phobos facing Mars
shakes back and forth) is about 9 hours.

_________________________
The derivation of these equations is found in Attitude Stabilization and Control of Earth Satellites, by O.H. Gerlach, Space Science
Reviews, #4 (1965), 541566
ANSWERS TO EVEN-NUMBERED PROBLEMS
CHAPTER 1
Exercises 1.1 (page 5)
2. ODE, 2nd order, ind. var. x, dep. var. y, linear

4. PDE, 2nd order, ind. var. x, y; dep. var. u

6. ODE, 1st order, ind. var. t, dep. var. x, nonlinear

8. ODE, 2nd order, ind. var. x, dep. var. y, nonlinear

10. ODE, 4th order, ind. var. x, dep. var. y, linear

12. ODE, 2nd order, ind. var. x, dep. var. y, nonlinear

dx
14. = kx 4 , where k is the proportionality constant
dt

dA
16. = kA2 , where k is the proportionality constant
dt

Exercises 1.2 (page 14)


4. Yes

6. No

8. Yes

10. Yes

12. Yes

20. a. 1, 5

b. 0, 1, 2

5 1
22. a. c1 = , c2 =
3 3

2 e 1 e2
b. c1 = , c2 =
3 3

24. Yes

26. No

28. Yes
16 CHAPTER 1 INTRODUCTION

Exercises 1.3 (page 22)


2. a. y = 2 2x

Figure 1 Figure 2
Solution to Problem 2(a) Solution to Problem 2(b)

c. As x , solution becomes infinite. As x , solution again becomes infinite and has


y = 2 2x as an asymptote.

4. Terminal velocity is v = 2.

Figure 3
Solutions to Problem 4 satisfying v(0) = 0,
v(0) = 1, v(0) = 2, v(0) = 3
6. a. 2
b. For x > 1 we have x + sin y > 0, so y > 0 and hence y is increasing.
d2 y d
c. = ( x + sin y ) = 1 + y cos y
2 dx
dx
= 1 + ( x + sin y ) cos y
1
= 1 + x cos y + sin(2 y )
2
d2 y
d. For x = y = 0 we have y = 0 and, from the formula in part (c), it follows that = 1 > 0 when
dx 2
x = y = 0. Thus x = 0 is a critical point and by the 2nd derivative test, y has a relative minimum at (0, 0).
EXERCISES 1.3 17

d2x d 3 dx
8. a. 7 b. = (t x3 ) = 3t 2 3 x 2
2 dt dt
dt
= 3t 2 3 x 2 (t 3 x3 )
= 3t 2 3 x 2 t 3 + 3 x5

dx 3
c. No, because if 1 < x < 2 and t > 2.5, then = t x3 > 0, and so the particle moves to the right,
dt
away from x = 1.

10.

12.

Figure 5
18 CHAPTER 1 INTRODUCTION

14.

Figure 6

16.

18. Every solution approaches zero.


EXERCISES 1.4 19

Exercises 1.4 (page 28)


2. xn 0.1 0.2 0.3 0.4 0.5

yn 4.000 3.998 3.992 3.985 3.975


(rounded to three decimal places)

4. xn 0.1 0.2 0.3 0.4 0.5

yn 1.00 1.220 1.362 1.528 1.721

6. xn 1.1 1.2 1.3 1.4 1.5

yn 0.1 0.209 0.32463 0.44409 0.56437

8. N 1 2 4 8
( )
1.20739 1.14763
2

10. xn yn actual

0 0 0
0.1 0 0.00484
0.2 0.01 0.01873
0.3 0.029 0.04082
0.4 0.0561 0.07032
0.5 0.09049 0.10653
0.6 0.13144 0.14881
0.7 0.17830 0.19658
0.8 0.23047 0.24933
0.9 0.28742 0.30657
1.0 0.34868 0.36788
20 CHAPTER 1 INTRODUCTION

14. h = 0.5

xn 0.5 1.0 1.5 2.0

yn 1.000 1.500 3.750 24.844


h = 0.1

xn 0.5 1.0 1.5 2.0

yn 1.231 3.819 1,023,041.61 overflow


h = 0.05

xn 0.5 1.0 1.5 2.0

yn 1.278 5.936 overflow overflow


h = 0.01

xn 0.5 1.0 1.5 2.0

yn 1.321 18.299 overflow overflow

16. T(1) 82.694; T(2) 76.446


CHAPTER 2

Exercises 2.2 (page 46) Exercises 2.3 (page 54)


2. No 2. Neither

4. Yes 4. Linear

6. Yes 6. Linear

8. y 4 = 4 ln x + C 8. y = 2 x 2 + x ln x + Cx

10. y = x 3 + Cx 2
3
10. x = Cet

12. 4v 2 = 1 + Cx 8 / 3 x 3 e 4 x
12. y = + Ce 4 x
3
14. y = tan( x3 + C )
x3 2 x 2
14. y = + x + Cx 3
16. ln(1 + y 2 ) = e x + C
2
6 5

x5 4
+ x2 + x 2 x + C

18. y = tan ln(cos x) 16. y = 5
3 ( x 2 + 1) 2

1
20. y = 1 1 + 4 x3 + 8 x 2 + 8 x e x
2 18. y = + e 4 x
3

x3 3 x 2 x 9 x 3
22. y = 4 20. y = +
3 5 2 10

24. y = ln 4 x 4 3 22. y = 1 x cot x + csc x

24. a. y (t ) = 5e 10t + 35e 20t ; the term 5e10t


( )
2
26. y = 1 ln 1 + x
eventually dominates.

28. y = 3e 2t t ; maximum value is y(1) = 3e. y (t ) = 50te 10t + 40e10t


2
b.

32. 79.95 mCi 26. 0.860

1/ 3
T = Ce kt + M x 1
34. a. 30. b. y = + Ce6 x
2 12
b. 70.77

36. 20

38. v(t ) = 196 186et / 20 m/sec; limiting velocity


is 196 m/sec.

21
22 CHAPTER 2 FIRST-ORDER DIFFERENTIAL EQUATIONS

1 e 2 x 0 x3
32. y =
6 2 x
1 + (2e 1)e 3< x

Figure 8

36. b. yh ( x) = x 3

x6
d. v( x) =
6

x3
e. y ( x ) = Cx 3 +
6

Exercises 2.4 (page 65)


2. Linear with y as dep. var. 3 y2 / 3
20. 2 arcsin x + sin( xy) =C
4. Separable 2

6. Separable and linear with y as dep. var. x


22. e xy = e 1
y
8. Exact
et
24. x =
10. x 2 + xy y 2 = C et 1

12. e x sin y x3 + y1/ 3 = C 26. x tan y + ln y 2x = 0

28. a. x cos(xy) + g(y)


C + et (t 1)
14. y =
1 + et b. xe xy x 4 + g ( y )
where g is a function of y only.
x
16. e xy =C
y 30. b. x2 y

18. x 2 + xy 2 sin( x + y ) e y = C c. x5 y 2 + x 6 y 3 + x 4 y 3 = C
CHAPTER 2 REVIEW 23

34. = x 2 y 2 ; x 2 + y 2 = Cy 18. y = x 2 + tan(x + C)

20. tan(x y) + sec(x y) x = C

e2 x
22. y 2 = Ce2 x and y 0.
2

24. y = [( x 2)2 + C ( x 2)1/ 2 ]2 and y 0


Figure 9
1/ 3
Orthogonal trajectures for Problem 34 3e x
26. y = + Ce 3 x
4

Exercises 2.5 (page 71)
1
28. y 2 = x + Ce 2 x and y 0.
2. Integrating factor depending on x alone. 2

4. Exact y 3
30. ln[( y 3)2 + ( x + 2) 2 ] 2 arctan =C
6. Linear, integrating factor depends on x alone. x+2

2 2
8. = y 4 , x 2 y 3 y 1 = C and y 0. 6 6 8 8
32. x + + x + y + y + = C
5 5 5 5
x4
10. = x 2 (also linear); y = x ln x + Cx 34. t 2 + x 2 = Ct
3
3
12. Exact; x 2 y 3 + x ln y = C 36. y = and y 0.
Cx x 4
14. = x3 y 2 , 3 x 4 y 2 + x5 y 3 = C , but not y 0.
( ln + C )
2
38. y =
16. y = Cx 4

40. cos( x + y ) + sin( x + y ) = Ce x y


Exercises 2.6 (page 0)
y y
2. Homogeneous 42. sec + tan 2 = Cx
x2 x
4. Bernoulli
5x
6. Homogeneous 46. b. y = x+
C x5
8. y = G (ax + by )

x Chapter 2 Review (page 81)


10. y = and y 0.
C ln x
2. y = 8 x 2 4 x 1 + Ce 4 x

12. x3 + 3 xy 2 = C
x3 4 x 2 3 x
4. + + Cx 3
6 5 4
y
14. sin ln = C

6. y 2 = 2 ln 1 x 2 + C and y 0.
16. y = xeCx
24 CHAPTER 2 FIRST-ORDER DIFFERENTIAL EQUATIONS

8. y = (Cx 2 2 x3 )1 and y 0.

10. x + y + 2 y1/ 2 + arctan( x + y ) = C

12. 2 ye 2 x + y 3 e x = C

t 2 (t 1)
14. x = + t (t 1) + 3(t 1) ln t 1 + C (t 1)
2

16. y = (cos x ) ln cos x + C cos x

18. y = 1 2 x + 2 tan ( 2x + C )
1/ 3
12 2
20. y = C 3
5

22. (3 y 2 x + 9)( y + x 2)4 = C

24. 2 xy + sin x cos y = C

26. y = Ce x / 2
2

28. ( y + 3)2 + 2( y + 3)( x + 2) ( x + 2)2 = C

1
30. y = Ce 4 x x
4

32. y 2 = x 2 ln( x 2 ) + 16 x 2

2
2x
34. y = x 2 sin x +
2

x3 2
36. sin(2 x + y ) + e y = sin 2 +
3 3

2
1 x
38. y = 2 arctan
4 2

8
40.
4 x
1 3e 4x
CHAPTER 3
Exercises 3.2 (page 98) 24. 41.94 years

2. 2.5 2e3t / 25 , 5.78 min 26. a. 31,323 yr

b. 28,333 yr
(t + 100) 108 (t + 100)3
4. , 18.92 min c. percent of mass remaining
5 5

6. 43.8 min
Exercises 3.3 (page 107)
8. (0.2)(1 e3t /125 ) g/cm3 ; 28.88 sec
2. 57.5F

14. 187,500
4. 19.7 min.

p (t + h) p (t )
16. Since lim = p (t ) and 6. 2:26 P.M.; 1:37 P.M.
h 0 h
p (t h ) p (t )
lim = p (t ), adding these two
h 0 h 8. 3:51 A.M.; 3:51 P.M.
equations and dividing by 2 yields the given
formula.
10. 59.5F; never
a
18. a. P(t ) = exp Cebt +
b
12. The impatient friend

a a
b. P(t ) = exp ln( P0 ) ebt + 14. 127.5F
b b

c. b > 0: P(t ) ea / b ; Exercises 3.4 (page 115)


a
If b < 0 and ln( P0 ) > , then P(t) 
b
2. 40t + 50e(0.8)t 50 ft; 13.75 sec
a
If b < 0 and ln( P0 ) < , then P(t) 0;
b
a 4. 1.67 sec
If b < 0 and ln( P0 ) = , then P(t ) ea / b .
b

6. 12.45e 2t + 4.91t 12.45 m, 22.9 sec


20. 6.9315 light years

8. 206.8 sec, 86.8 sec


22. 90 min., vanishes at t = 

25
26 CHAPTER 3 MATHEMATICAL MODELS AND NUMERICAL METHODS INVOLVING FIRST-ORDER EQUATIONS

1.96t + 0.39(e5t 1) 0 t 15.5


10. x(t ) =
50(t 15.5)
30 + 0.098(t 15.5) + 0.035[1 e ] 15.5 t
0.098 m/sec

12. 16.48 sec; 1535 m

1/ n
mg
14.
k

( ) ( )
T / k2 /k T / k2
16. e / k k T = Ce t / 2 I , where C = e 0 k 0 T

18. 1.61t 2 m, 5.65 m/sec

20. 0 = arctan

5 5 1
+ 6t t ln 5 0.805
2e 2t 2 2
22. x(t ) = 13 / 5
10t + 5 37 1
2 ln 5 t > ln 5
6e 6t / 5 6 2
10 m/sec

m0 1 2 m0
24. v(t ) = ln gt , x(t ) = t gt (m0 t ) ln
m0 t 2 m0 t

Exercises 3.5 (page 122)


10, 000 100, 000, 000 10, 000
2. capacitor voltage = cos100t + sin 100t + e1,000,000t V
100, 000, 001 100, 000, 001 100, 000, 001

10, 000 1 10, 000


resistor voltage = cos100t + sin 100t e1,000,000t V
100, 000, 001 100, 000, 001 100, 000, 001

10, 000 1 10, 000


current = cos100t + sin 100t e1,000,000t A
100, 000, 001 100, 000, 001 100, 000, 001

1 dE
4. From (2), I = E (t ) dt. From the derivative of (4), I = C .
L dt

d 1 2
6. Multiply (2) by I to derive LI + RI 2 = EI (power generated by the voltage source equals the power
dt 2
inserted into the inductor plus the power dissipated by the resistor). Multiply the equation above (4) by I,
dq d 1
replace I by and then replace q by CEC in the capacitor term, and derive RI 2 + CEC2 = EI (power
dt dt 2
generated by the voltage source equals the power inserted into the capacitor plus the power dissipated by the
resistor).

8. In cold weather, 96.27 hours. In (extremely) humid weather, 0.0485 seconds.


EXERCISES 3.6 27

Exercises 3.6 (page 132)


1
6. For k = 0, 1, 2, , n, let xk = kh and zk = f ( xk ) where h = .
n

a. h( z0 + z1 + z2 + " + zn1 )
b.
h
( z0 + 2 z1 + 2 z2 +
2
" + 2 zn1 + zn )
c. Same as (b)

8. xn 1.2 1.4 1.6 1.8

yn 1.48 2.24780 3.65173 6.88712

10. xn yn

0.1 1.15845
0.2 1.23777
0.3 1.26029
0.4 1.24368
0.5 1.20046
0.6 1.13920
0.7 1.06568
0.8 0.98381
0.9 0.89623
1.0 0.80476

12. () y (; 24 ) = 1.09589

14. 2.36 at x = 0.78

16. x = 1.26
28 CHAPTER 3 MATHEMATICAL MODELS AND NUMERICAL METHODS INVOLVING FIRST-ORDER EQUATIONS

20. t r = 1.0 r = 1.5 r = 2.0


0 0.0 0.0 0.0
0.2 1.56960 1.41236 1.19211
0.4 2.63693 2.14989 1.53276
0.6 3.36271 2.51867 1.71926
0.8 3.85624 2.70281 1.84117
1.0 4.19185 2.79483 1.92743
1.2 4.42005 2.84084 1.99113
1.4 4.57524 2.86384 2.03940
1.6 4.68076 2.87535 2.07656
1.8 4.75252 2.88110 2.10548
2.0 4.80131 2.88398 2.12815
2.2 4.83449 2.88542 2.14599
2.4 4.85705 2.88614 2.16009
2.6 4.87240 2.88650 2.17126
2.8 4.88283 2.88668 2.18013
3.0 4.88992 2.88677 2.18717
3.2 4.89475 2.88682 2.19277
3.4 4.89803 2.88684 2.19723
3.6 4.90026 2.88685 2.20078
3.8 4.90178 2.88686 2.20360
4.0 4.90281 2.88686 2.20586
4.2 4.90351 2.88686 2.20765
4.4 4.90399 2.88686 2.20908
4.6 4.90431 2.88686 2.21022
4.8 4.90453 2.88686 2.21113
5.0 4.90468 2.88686 2.21186

Exercises 3.7 (page 142)

h2
2. yn +1 = yn + h( xn yn yn2 ) + ( yn + ( xn 2 yn )( xn yn yn2 ))

2

h2 h3 h4
4. yn +1 = yn + h( xn2 + yn ) + (2 xn + xn2 + yn ) + (2 + 2 xn + xn2 + yn ) + (2 + 2 xn + xn2 + yn )

2! 3! 4!

6. Order 2: (1) 


order 4: (1) 
EXERCISES 3.7 29

8. 0.63211

10. 0.70139 with h = 0.25

12. 0.928 at x = 1.2


14. 1.00000 with h =
16

16. xn yn
0.5 1.17677
1.0 0.37628
1.5 1.35924
2.0 2.66750
2.5 2.00744
3.0 2.72286
3.5 4.11215
4.0 3.72111

20. x(10) 2.23597 104


CHAPTER 4
Exercises 4.1 (page 159)
4. Both solutions approach zero as t .

6. The oscillations get larger until Hookes law becomes invalid.

30 25
8. cos 3t sin 3t
61 61

k m 2 b
10. a. A cos t + B sin t = cos t + sin t
2 2 2 2
( k m ) + b ( k m ) + b 2 2
2 2

b.

c.

Figure 10

31
32 CHAPTER 4 LINEAR SECOND-ORDER EQUATIONS

Exercises 4.2 (page 167) Exercises 4.3 (page 177)


2. c1e t + c2 e2t 2. c1 cos t + c2 sin t

4. c1e3t + c2 te 3t 4. c1e5t cos t + c2 e5t sin t

6. c1e2t + c2 e3t 6. c1e2t cos 3t + c2 e2t sin 3t

8. c1et / 2 + c2 e 2t / 3 5t 5t
8. c1et / 2 cos + c2 e
t / 2
sin
2 2
10. c1et / 2 + c2 tet / 2
10. c1e2t cos 2t + c2 e2t sin 2t
12. c1e
( )
11+ 205 t / 6
+ c2 e
( )
11 205 t / 6

12. c1 cos 7t + c2 sin 7t


t
14. 3 e
14. c1et cos 5t + c2 et sin 5t
t 3t
4e e
16.
3 3 16. c1e
(3+ )
53 t / 2
+ c2 e
(3 )
53 t / 2

7te3t
18. 2e3t + 18. c1e7t + c2 et / 2
3

20. c1et + c2 et cos t + c3 et sin t


20. (2 t )e 2t 2

ce7t 22. et cos 4t


22.
3
1
24. sin 3t + cos 3t
3
24. ce 11t / 3

26. a. 2 cos t 26. et 3tet

b. 2 cos t + c2 sin t , where c2 is arbitrary. 4e t e 4t


28. b = 5: y =
3
28. linearly independent
b = 4: y = (1 + 2t )e 2t
30. linearly independent
b = 2: y = e t cos 3t + 31/ 2 et sin 3t
32. linearly dependent
32. a. y(t) = 0.3 cos 5t 0.02 sin 5t m
c
38. If c1 0, then y1 = 2 y2 . 5
c1 b.
2
42. c1et + c2 et + c3 e6t
2
34. I (t ) = et sin 25t
5
44. c1et + c2 e3t + c3 e5t
3 3
( 1+ 3 )t + c e( 1 3 )t 36. a. y (t ) = 1 i e( 1+i )t + 1 + i e( 1i )t
46. c1e + c2t
e 3 2 2

48. et + e 2t 40. c1 x + c2 x 7
EXERCISES 4.5 33

42. c1 x 2 sin 2 ln x + c1 x 2 cos 2 ln x Exercises 4.5 (page 192)


t 1 1
44. c1 x 1 sin [2 ln x ] + c1 x 1 cos [2 ln x ] 2. a. + sin 2t
4 8 4

t 1 3
b. sin 2t
Exercises 4.4 (page 186) 2 4 4

2. Yes 11t 11
c. 3 sin 2t
4 8
4. Yes

6. Yes 4. c1 + c2 e t + t

8. Yes
6. c1e2 x + c2 e3 x + e x + x 2
10. y p = 10
8. c1e 2 x + c2 e 2 x + tan x
12. x p = 3t 2 12t + 24
10. Yes
1 12. No
14. y p = 2 x (ln 2 ) + 1
2

14. Yes
t sin t + cos t
16. p = 16. Yes
2
4t 1
18. y p = 2t cos 2t 18. c1e3t + c2 et t 2 + +
3 9

20. y p = 2t 2 cos 2t + t sin 2t sin cos


20. c1 cos 2 + c2 sin 2 +
3
22. x p = 2t 4 et
22. c1e3 x cos x + c2 e 3 x sin x + x 4 x 2 + 2
24. y p = x 2 sin x + x cos x
24. t 3 t + 3

26. y p = t 2 e t sin t + tet cos t 26. cos 3t + 2 sin 3t + 3

e4t 1 et e2t 7e3t


28. ( At 4 + Bt3 + Ct 2 + Dt + E ) et 28. +
60 12 10 6
+
6

30. Aet sin t + Bet cos t et 27et tet


30. t 2 4t + 7
4 4 2
(
32. t At 6 + Bt 5 + Ct 4 + Dt 3 + Et 2 + Ft e3t )
32. ( At 2 + Bt + C )e 2t
e t
34. 34. A cos t + B sin t + C cos 2t + D sin 2t
4

sin t 36. e2t ( At 4 + Bt 3 + Ct 2 )


36.
4
34 CHAPTER 4 LINEAR SECOND-ORDER EQUATIONS

38. 2 sin t + cos t

40. 3t 2 + 2t

k m 2 b
42. a. y (t ) = A sin t + B cos t + yh , where A = , B= and
2 2 2 2
(k m ) + b (k m 2 ) 2 + b 2 2
4mk b 2 4mk b 2
yh = e bt / 2 m c1 cos t + c2 sin t
2m 2m

b. In each case, yh 0 as t . So as t , y(t) approaches the function y p (t ) = A sin t + B cos t.

44. sin 3t cos 3t + et sin 2t


t cos t
46. If 2 = 1 the general solution is + c1 sin t + c2 cos t ; if 2 = 4, 9, ... the general solution is
2
sin t
+ c1 sin t + c2 cos t. In neither case is there a solution satisfying the boundary conditions.
2 1

Exercises 4.6 (page 197)


2. c1 cos t + c2 sin t + t sin t + (cos t ) ln cos t

4. c1et + c2 e t 2t 4

t 2 e t
6. c1et + c2 tet +
2
(sin 3t ) ln sec 3t + tan 3t 1
8. c1 cos 3t + c2 sin 3t +
9

2 2t 3t 2 e 2t
10. c1e2t + c2 te 2t + t e ln t
2 4

e3t
12. c1 cos t + c2 sin t + 1 (cos t ) ln sec t + tan t
10
sec
14. c1 cos + c2 sin + sin tan
2
19
16. c1e2t + c2 e 3t + 3t 2 5t +
6

e3t
18. c1e3t + c2 te3t +
2t
1
22. c1t 2 + c2 t 3 + t 3 ln t +
6

t 2 et
24. c1et + c2 et ln t +
4
EXERCISES 4.8 35

Exercises 4.7 (page 208)


2. Inertia = 1, damping = 0, stiffness = 6y, and is negative for y > 0 (which explains why solutions
1
y= > 0 run away).
(c t ) 2

a1 a2 a3
4. Suppose + + 0 for 1 < t < 1. By taking limits as t 1, we conclude a3 = 0.
2 2
(3 t ) (2 t ) (1 t )2
a1 a2
Therefore + 0, so a1 (2 t )2 + a2 (3 t )2 = (a1 + a2 )t 2 + (4a1 6a2 )t + 4a1 + 9a2 0.
2 2
(3 t ) (2 t )
Thus a1 + a2 = 0 and 4a1 6a2 = 0 and 4a1 + 9a2 = 0, which implies a1 = a2 = 0. Hence a1 = a2 = a3 = 0
and they are linearly independent.

k d k 2 1 k 2
6. y = y= y , so ( y ) 2 + y = constant, or m( y )2 + ky 2 = 2m (constant).
m dy 2m 2 2m

g d g ( )2 g
8. By eq. (21), = sin = cos . Therefore 2 A cos = constant.
A d A

( )2 g (0)2 g
10. At t = 0, (0) = 0 and (0 ) = , so cos = cos
2 A 2 A
g
= cos .
A
A (t )
2
Therefore, cos (t ) = + cos cos , and since cos is a decreasing function for
g 2
0 , (t ) .

d y2 y4 ( y )2 y 2 y 4
16. y = y y 3 = , so + + = K.
dy 2 4 2 2 4

y2 ( y ) 2 y 4
Therefore, K K , and hence y 2 K .
2 2 4

Exercises 4.8 (page 219)


1 1
2. y = cos 5t sin 5t
4 5
41
= sin(5t + ),
20
5
where = arctan = 2.246 .
4

amp.=
41
, period =
2
, freq. =
5
. Passes through equilibrium at time
arctan 54
0.449 sec.
()
20 5 2 5
36 CHAPTER 4 LINEAR SECOND-ORDER EQUATIONS

4. b = 0: y(t) = cos 8t

Figure 11 (b = 0)

5 5t
b = 10: y (t ) = e 5t cos 39t + e sin 39t
39
8 5t
=
39
( )
e sin 39t + ,

39
where = arctan 0.896.
5

Figure 12 (b = 10)
EXERCISES 4.8 37

b = 16: y (t ) = (1 + 8t )e8t

Figure 13 (b = 16)

4 1
b = 20: y (t ) = e 4t e 16t
3 3

Figure 14 (b = 20)
38 CHAPTER 4 LINEAR SECOND-ORDER EQUATIONS

1 + 2 ( 2 + 2 )t 1 2 ( 2 2 )t
6. k = 2: y (t ) = e + e
2 2

Figure 15 (k = 2)

k = 4: y (t ) = (1 + 2t )e2t

Figure 16 (k = 4)
EXERCISES 4.9 39

k = 6: y (t ) = e 2t cos 2t + 2e 2t sin 2t
(
= 3 e 2t sin 2t + ,)
2
where = arctan 0.615 .
2

Figure 17 (k = 6)

18
8. Never 10. e / 127 0.755 m 12. 0.080 sec 16. kg
7

Exercises 4.9 (page 227)


1
2. M ( ) =
(3 2 2 ) 2 + 9 2

Figure 18
Response curve for Problem 2

5
4. y (t ) = 1 + t sin t
2
40 CHAPTER 4 LINEAR SECOND-ORDER EQUATIONS

3 9
8. y (t ) = e 3t e t + 3; lim y (t ) = 3, which is the displacement of a simple spring with spring constant k
2 2 t
= 6 when a force F0 = 18 is applied.

Figure 19

759t 759t 3
12. y (t ) = (0.047)e 5t / 4 cos + (0.058)e
5t / 4
sin + sin(t + ) m,
4 4 10 9241
96 367
where = arctan 1.519; 1.078
5 4 2

Chapter 4 Review (page 230)


2. c1et / 7 + c2 tet / 7

4. c1e5t / 3 + c2 te5t / 3

6. c1e
( 4 + )
30 t
+ c2 e
( 4 )
30 t

8. c1e2t / 5 + c2 te2t / 5

10. c1 cos ( )
11t + c2 sin ( 11t )
12. c1e5t / 2 + c2 e2t + c3 te2t

14. c1e2t cos ( 3t ) + c2 e2t sin ( 3t )


CHAPTER 4 REVIEW 41

16. et c1 + c2 cos
( 2t ) + c3 sin ( 2t )
18. c1t 3 + c2 t 2 + c3 t + c4 + t 5

4 1
20. c1et / 2 + c2 e t / 2 cos t t sin t
9 3

1092 4641
22. c1e11t + c2 e3t + cos t sin t
305 305

1 1 1
24. c1et / 2 + c2 e3t / 5 t tet / 2
3 9 11

26. c1e3t cos ( 6t ) + c2 e3t sin ( 6t ) + 311 e2t + 5


28. c1 x3 cos(2 ln x) + c2 x3 sin(2 ln x)

30. 3e + 2 e + sin

32. et / 2 cos t 6et / 2 sin t

34. e7t + 4e2t

36. 3e2t / 3 + te2t / 3

1 1 2 5
38. y (t ) = cos 5t + sin 5t , amp. 0.320 m, period = , freq. = ,
4 5 5 2
1 5
tequil = arctan 0.179 sec.
5 4
CHAPTER 5

Exercises 5.2 (page 250)


3
2. x = c1e2t c2 e3t ; y = c1e2t + c2 e3t
2

1 1
4. x = c1e3t + c2 e t ; y = c1e3t + c2 et
2 2

c + c c c 7 1
6. x = 1 2 et cos 2t + 2 1 et sin 2t + cos t sin t ;
2 2 10 10

11 7
y = c1et cos 2t + c2 et sin 2t + cos t + sin t
10 10

5c 4 26 1 45
8. x = 1 e11t t ; y = c1e11t + t +
4 11 121 11 121

c 3c1 c1 + 3c2 1 t 1 t
10. x = c1 cos t + c2 sin t ; y = 2 cos t 2 sin t + 2 e 2 e
2

12. u = c1e2t + c2 e2t + 1; v = 2c1e 2t + 2c2 e2t + 2t + c3

14. x = c1 sin t + c2 cos t + 2t 1; y = c1 cos t + c2 sin t + t 2 2

2 1 1
16. x = c1et + c2 e 2t + e4t ; y = 2c1et c2 e2t + c3 e 4t

9
2 36

1
18. x(t ) = t 2 4t 3 + c3 + c4 et c1tet c2 et ; y (t ) = t 2 2t c1et + c2 e t + c3
2

3 t 1 3t 3 1
20. x(t ) = e e , y (t ) = et e3t + e 2t
2 2 2 2

9 3t 5 t 3 5
22. x(t ) = 1 + e e , y (t ) = 1 + e3t et
4 4 2 2

24. No solutions

1
26. x = et {(c1 c2 ) cos t + (c1 + c2 ) sin t} + c3 e2t ; y = et (c1 cos t + c2 sin t );
2
3
z = et {(c1 c2 ) cos t + (c1 + c2 ) sin t} + c3 e 2t
2

28. x(t ) = c1 + c2 e 4t + 2c3 e3 t , y (t ) = 6c1 2c2 e 4t + 3c3 e3t , z (t ) = 13c1 c2 e 4t 2c3 e3t

30. 

43
44 CHAPTER 5 INTRODUCTION TO SYSTEMS AND PHASE PLANE ANALYSIS

32. x =
20 10 19
e
( 7+ 19 )t /100 + 20 10 19
e
(7 19 )t /100 + 20;
19 19

y=
50
e
( )
7 + 19 t /100
+
50
e
( )
7 19 t /100
+ 20
19 19

3 1 1 3
34. b. V1 = c2 c1 et cos 3t c2 + c1 e t sin 3t + 5 L; V2 = c1 et cos 3t + c2 et sin 3t + 18 L
2 2 2 2

c. As t + V1 5 L and V2 18 L.

400
36. 36.4F
11

38. A runaway arms race.

40. a. 3x 2 = x3 b. 6 x + 3 x 2 2 x3 c. 3 x 2 + 2 x3 d. 6 x + 3 x 2 2 x3 e. D 2 + D 2 f. 6 x + 3 x 2 2 x3

Exercises 5.3 (page 261)


2. x1 = x2 , x2 = x12 + cos(t x1 ); x1 (0) = 1, x2 (0) = 0

4. x1 = x2 , x2 = x3 , x3 = x4 , x4 = x5 , x5 = x6 , x6 = ( x2 )2 sin x1 + e2t ; x1 (0) = " = x6 (0) = 0


5 2 3 1
6. Setting x1 = x, x2 = x , x3 = y , x4 = y , we obtain x1 = x2 , x2 = x1 + x3 , x3 = x4 , x4 = x1 x3 .
3 3 2 2

8. x1 (0) = a, x2 (0) = p (0)b

10. i ti y (ti )

1 0.250 0.96924
2 0.500 0.88251
3 0.750 0.75486
4 1.000 0.60656

12. i ti y (ti )

1 1.250 0.80761
2 1.500 0.71351
3 1.750 0.69724
4 2.000 0.74357

14. y (8) 24.01531

16. x(1) 127.773; y(1) 423.476

18. Conventional troops


EXERCISES 5.3 45

20. a. period 2(3.14)


b. period 2(3.20)
c. period 2(3.34)

24. Yes, yes

26. x(1) 0.80300; y(1) 0.59598; z(1) 0.82316

28. a. x1 = x2 x1 (0) = 1 b. i ti x1 (ti ) x(ti ) x3 (ti ) y (ti )

x1 10 0.628 0.80902 0.58778


x2 = x2 (0) = 0
( x12 + x32 )3 / 2 20 1.257 0.30902 0.95106
x3 = x4 x3 (0) = 0 30 1.885 0.30902 0.95106
x3
x4 = x4 (0) = 1 40 2.513 0.80902 0.58779
( x12 + x32 )3 / 2
50 3.142 1.00000 0.00000

60 3.770 0.80902 0.58778

70 4.398 0.30903 0.95106

80 5.027 0.30901 0.95106

90 5.655 0.80901 0.58780

100 6.283 1.00000 0.00001

30. a. ti li i b. ti li i
1.0 5.27015 0.0 1.0 5.13916 0.45454
2.0 4.79193 0.0 2.0 4.10579 0.28930
3.0 4.50500 0.0 3.0 2.89358 0.10506
4.0 4.67318 0.0 4.0 2.11863 0.83585
5.0 5.14183 0.0 5.0 2.13296 1.51111
6.0 5.48008 0.0 6.0 3.18065 1.64163
7.0 5.37695 0.0 7.0 5.10863 1.49843
8.0 4.92725 0.0 8.0 6.94525 1.29488
9.0 4.54444 0.0 9.0 7.76451 1.04062
10.0 4.58046 0.0 10.0 7.68681 0.69607
46 CHAPTER 5 INTRODUCTION TO SYSTEMS AND PHASE PLANE ANALYSIS

Exercises 5.4 (page 274)

2.

Figure 20

4. x = 6, y = 1

6. The line y = 2 and the point (1, 1)

8. x3 x 2 y y 2 = c

10. Critical points are (1, 0) and (1, 0).


Integral curves:
for y > 0, x > 1, y = c x 2 1;

for y > 0, x < 1, y = c 1 x 2 ;

for y < 0, x > 1, y = c x 2 1;

for y < 0, x < 1, y = c 1 x 2 ;


all with c 0.
If c = 1, y = 1 x 2 are semicircles ending at
(1, 0) and (1, 0).
EXERCISES 5.4 47

12. 9 x 2 + 4 y 2 = c

Figure 21

14. y = cx 2 / 3

Figure 22
48 CHAPTER 5 INTRODUCTION TO SYSTEMS AND PHASE PLANE ANALYSIS

16. (0, 0) is a stable node.

Figure 23

18. (0, 0) is an unstable node.


(0, 5) is a stable node.
(7, 0) is a stable node.
(3, 2) is a saddle point.

Figure 24
EXERCISES 5.4 49

20. {vy == v y ; (0, 0) is a center.

Figure 25

y = v
22. 3 ; (0, 0) is a center.
v = y

Figure 26
50 CHAPTER 5 INTRODUCTION TO SYSTEMS AND PHASE PLANE ANALYSIS

y = v
24. 3;
v = y + y
(0, 0) is a center.
(1, 0) is a saddle point.
(1, 0) is a saddle point.

Figure 27

x2 x4 y 2
26. + + = c; all solutions are bounded.
2 4 2

Figure 28

28. (0, 0) is a center. (1, 0) is a saddle.


EXERCISES 5.4 51

30. a. x(t) x*, y(t) y*, f and g are continuous implies x (t ) f ( x(t ), y (t )) f ( x*, y*) and
y (t ) g ( x(t ), y (t )) g ( x*, y*).

t
b. x(t ) = x ( )d + x(T )
T
f ( x*, y*)
> (t T ) + x(T )
2
t
f ( x*, y*) + C
2

c. If f(x*, y*) > 0, f(x*, y*)t LPSO\LQJ x(t) 

d, e. similar

( y )2 y 4
32. + = c by Problem 30.
2 4
y4 ( y ) 2
Thus, =c c, so y 4 4c .
4 2

dI b b
34. a. Peak will occur when = 0, that is when aSI bI = 0 or S = provided S (0) >
dt a a
b
so that S can in fact attain the value .
a

b b
b. I (t ) > 0 if I > 0 and S > , while I (t ) < 0 if I > 0 and S < .
a a

c. It steadily decreases to zero.

36.

Figure 29
52 CHAPTER 5 INTRODUCTION TO SYSTEMS AND PHASE PLANE ANALYSIS

d 2
38. a. [ x + y 2 + z 2 ] = 0; the magnitude of the angular velocity is constant.
dt
b. All points on the axes are critical points: (x, 0, 0), (0, y, 0), (0, 0, z).
dy 2 x y2
c. From (a), x 2 + y 2 + z 2 = K (sphere). Also = , so x 2 + = c (cylinder).
dx y 2
d. The solutions are periodic.
e. The critical point on the y-axis is unstable. The other two are stable.

Exercises 5.5 (page 284)

2. x(t ) =
10
20 ( ) ( )
1 10 cos r1t 1 + 10 cos r2 t , y (t ) =

3 10
20
[cos r1t cos r2 t ], where r1 = 4 + 10 ,

r2 = 4 10 .

4. m1 x = k1 x + k2 ( y x), m2 y = k2 ( y x) by

37
6. b. x(t ) = c1 cos t + c2 sin t + c3 cos 2t + c4 sin 2t + cos 3t
40
111
c. y (t ) = 2c1 cos t + 2c2 sin t c3 cos 2t c4 sin 2t cos 3t
20
23 9 37 23 9 111
d. x(t ) = cos t cos 2t + cos 3t , y (t ) = cos t + cos 2t cos 3t
8 5 40 4 5 20

9.8 9.8 10 9.8 10 9.8


8. 1 (t ) = cos t + cos t ; 2 (t ) = cos t cos t
12 5 + 10 12 5 10 24 5 + 10 24 5 10

Exercises 5.6 (page 291)


1
2. q (t ) = e 4t cos(6t ) + 3 cos(2t ) + sin(2t ) coulombs
2

10 10
4. I (t ) = cos 5t cos 50t amps
33 33
25 2
8. L = 0.01 henrys, R = 0.2 ohms, C = farads, and E (t ) = cos 8t volts
32 5

1 9 5 1 3 1
10. I1 = e2t e2t / 3 + ; I 2 = e2t e2t / 3 + ;
4 4 2 4 4 2
1 3
I 3 = e 2 t e 2 t / 3 + 2

2 2

5 5 4 4
12. I1 = 1 e900t ; I 2 = e900t ; I3 = e900t
9 9 9 9
CHAPTER 5 REVIEW 53

Exercises 5.7 (page 301)

2. ( x0 , v0 ) = (1.5, 0.5774)
( x1 , v1 ) = (1.9671, 0.5105)
( x2 , v2 ) = (0.6740, 0.3254)
#
( x20 , v20 ) = (1.7911, 0.5524)
The limit set is the ellipse ( x + 1.5)2 + 3v 2 = 1 .

4. ( x0 , v0 ) = (0, 10.9987)
( x1 , v1 ) = (0.00574, 10.7298)
( x2 , v2 ) = (0.00838, 10.5332)
#
( x20 , v20 ) = (0.00029, 10.0019)
The attractor is the point (0, 10).

12. For F = 0.2, attractor is the point (0.319, 0.335). For F = 0.28, attractor is the point (0.783, 0.026).

14.Attractor consists of two points: (1.51, 0.06) and (0.22, 0.99).

Figure 30
54 CHAPTER 5 INTRODUCTION TO SYSTEMS AND PHASE PLANE ANALYSIS

Chapter 5 Review Problems (page 304)


2. x = (c1 + c2 )e t cos 2t + (c1 c2 )e t sin 2t
y = 2c1e t cos 2t + 2c2 e t sin 2t

c c
4. x = c1t + c2 + et , y = 1 t 3 + 2 t 2 + c3 t + c4
6 2

6. x = e 2t + e t , y = e2t + et , z = e2t 2e t

1
8. With x1 = y , x2 = y , we obtain x1 = x2 , x2 = (sin t 8 x1 + tx2 ).
2

10. With x1 = x, x2 = x , x3 = y, x4 = y , we get x1 = x2 , x2 = x1 x3 , x3 = x4 , x4 = x2 + x3 .

dy 2 x
12. Solutions to phase plane equation = are given implicitly by ( x 2)2 + ( y 2) 2 = const. Critical point
dx y 2
is at (2, 2), which is a stable center.

Figure 31

(2 j + 1) (2k + 1)
14. Critical points are ( m , n ) , m, n integers and , , j, k integers. Equation for integral
2 2
dy cos x sin y tan y
curves is = = , with solutions sin y = C sin x.
dx sin x cos y tan x
CHAPTER 5 REVIEW 55

16. Origin is saddle (unstable).

Figure 32

18. Natural angular frequencies are 2, 2 3.


( ) ( )
General solution is x(t ) = c1 cos 2 3t + c2 sin 2 3t + c3 cos ( 2t ) + c4 sin ( 2t ) ,
y (t ) = c1 cos ( 2 3t ) 2 sin ( 2 3t ) + 3c3 cos ( 2t ) + 3c4 sin ( 2t ) .
1 c
3 3
CHAPTER 6

Exercises 6.1 (page 324)


2. (0, )
4. (1, 0)

6. (0, 1)

8. Lin. dep.; 0

10. Lin. ind.; 2 tan 3 x sin x cos x sin 2 x tan x 2 tan x

12. Lin. dep.; 0

14. Lin. indep.; ( x + 2)e x

16. c1e x + c2 cos 2 x + c3 sin 2 x

18. c1e x + c2 e x + c3 cos x + c4 sin x

20. a. c1 + c2 x + c3 x3 + x 2

b. 2 x3 + x 2

22. a. c1e x cos x + c2 e x sin x + c3 e x cos x + c4 e x sin x

b. e x cos x + cos x

24. a. 7 cos 2x + 1

11
b. 6 cos 2 x
3

n +1
26. y ( x ) = j 1 y j ( x)
j =1

34. The Wronskian W [ f1 , f 2 , f3 ]( x)

Exercises 6.2 (page 331)

2. c1e x + c2 e x + c3 e3 x

4. c1e x + c2 e 5 x + c3 e4 x

6. c1e x + c2 e x cos x + c3 e x sin x

57
58 CHAPTER 6 THEORY OF HIGHER-ORDER LINEAR DIFFERENTIAL EQUATIONS

8. c1e x + c2 xe x + c3 e7 x

10. c1e x + c2 e
( 1+ 7 )x + c e( 1 7 )x
3

12. c1e x + c2 e3 x + c3 xe 3 x

14. c1 sin x + c2 cos x + c3 e x + c4 xe x

16. (c1 + c2 x)e x + (c3 + c4 x + c5 x 2 )e6 x + c6 e 5 x + c7 cos x + c8 sin x + c9 sin 2 x + c10 cos 2 x

3x 3x
18. (c1 + c2 x + c3 x 2 )e x + c4 e 2 x + c5 e x / 2 cos + c6 e
x / 2
sin 2 3 x
+ (c7 + c8 x + c9 x )e cos x
2 2
+ (c10 + c11 x + c12 x 2 )e3 x sin x

20. e x e2 x + e4 x

22. x(t ) = c1e 3t + c2 e 3t + c3 cos 2t + c4 sin 2t


2 2
y (t ) = c1e 3t c2 e 3t + c3 cos 2t + c4 sin 2t
5 5

28. c1e1.879 x + c2 e 1.532 x + c3 e0.347 x

5 10 5 + 10
34. x(t ) =
10 cos 4 + 10 + 10 cos 4 10 ,
t t

5 2 10 5 + 2 10
y (t ) = cos 4 + 10 t + cos 4 10 t
10 10

Exercises 6.3 (page 337)

2. c1e x + c2 cos x + c3 sin x

4. c1 + c2 xe x + c3 x 2 e x

1 3 1
6. c1e x + c2 xe x + c3 e3 x + e x + cos x + sin x
8 20 20

1 4 1
8. c1e x + c2 e x cos x + c3 e x sin x xe x + x 2 e x
2 25 10
EXERCISES 6.3 59

5 3 x 1 1 1
10. c1e2 x + c2 e 3 x cos 2 x + c3 e 3 x sin 2 x + xe cos 2 x xe 3 x sin 2 x x
116 58 26 676

12. D3

14. D 5

16. D3 ( D 1)

18. [( D 3)2 + 25]2

20. D 4 ( D 1)3 ( D 2 + 16)2

22. c3 e3 x + c4 cos x + c5 sin x

24. c3 xe x + c4 x 2 e x

26. c3 x 2 + c4 x + c5

28. c3 e3 x + c4 + c5 x

30. c4 xe x + c5

32. 5 + e x sin 2 x e3 x

1 1 3 7 t / 2 7t 7 3 t / 2 7t
38. x(t ) = c1 + + t et + c2 c3 e
cos +
c2 c3 e
sin + t + 1
2 4 2 2 2 2 2 2
1 7t 7t 1
y (t ) = c1 + t et + c2 e t / 2 cos + c3 e

t / 2
sin +
4 2 2 2

2187 t 3 t t
40. I1 (t ) = sin sin 18 sin
40 8 40 72 24
243 27
t t
I 2 (t ) = sin sin
40 8 40 72
243 t 3 t t
I3 (t ) = sin + sin 18 sin
5
8 5 72 24
60 CHAPTER 6 THEORY OF HIGHER-ORDER LINEAR DIFFERENTIAL EQUATIONS

Exercises 6.4 (page 341)


1
2. x 2 + 2 x
2

1
4. x3 e x
6

6. sec sin tan + sin + (cos )ln(cos )

8. c1 x + c2 x ln x + c3 x3 x 2

x 1 x4 x
10. g ( x) dx + x 5 g ( x)dx x 2 g ( x)dx
10 15 6

Chapter 6 Review Problems (page 344)


2. a. Lin. indep.

b. Lin. indep.

c. Lin. dep.

4. a. c1e3 x + c2 e x + c3 e x + c4 xe x

b. c1e x + c2 e
( 2 + 5 ) x + c e( 2 5 ) x
3

c. c1e x + c2 cos x + c3 sin x + c4 x cos x + c5 x sin x

x x 1
d. c1e x + c2 e x + c3 e2 x e x + +
2 2 4

x x x x
6. c1e x / 2 cos + c2 e
x / 2
sin + c3 e
x/ 2
cos + c4 e
x/ 2
sin 2
+ sin( x )
2 2 2 2

8. a. c3 xe x + c4 + c5 x + c6 x 2

b. c4 xe x + c5 x 2 e x

c. c5 + c6 x + c7 x 2 + c8 cos 3 x + c9 sin 3 x

d. c4 cos x + c5 sin x + c6 x cos x + c7 x sin x

10. a. c1 x1/ 2 + c2 x 1/ 2 + c3 x

b. c1 x 1 + c2 x cos ( )
3 ln x + c3 x sin ( 3 ln x )
CHAPTER 7

Exercises 7.2 (page 359) Exercises 7.3 (page 0)


2 6 1
2. , s>0 2.
s 3 s 3 s2

1 72 4 1
4. , s>3 4. +
5 3 s
( s 3)2 s s

2 2
6.
s
, s>0 6. +
2
s 2 + b2 ( s + 2) + 4 ( s 3)3

2 1 2 1
8. , s > 1 8. + +
( s + 1) + 42 s s +1 s + 2

( s 2)2 25
1 e s 1 10.
10. + , s>0 [( s 2) 2 + 25]2
s s2

1 e 6 3 s e 3 s 12.
3
12. + , s>2 2
s2 s s + 36

5 1 12 2
14. + , s>2 14.
s s 2 s3 ( s 7)[( s 7)2 + 4]

2 3 6 3s 2 + 4
16. , s>0 16.
s3 s2 ( s + 1)2 + 9 s 2 ( s 2 + 4)2

24 6 1 2 s s
18. + , s>0 18. +
2 2
s5 s3 s2 s2 + 2 2[ s + (n + m) ] 2[ s + (n m)2 ]
2

s+2 2 20( s 2 + 9)(s 2 + 49) 40s 2 (2s 2 + 58)


20. , s > 2 20.
2 3
( s + 2) + 3 ( s + 2) ( s 2 + 9)2 ( s 2 + 49)2

22. Piecewise continuous


1
30. H ( s ) =
2
24. Piecewise continuous s + 5s + 6

26. Neither e2s


32.
s
28. Continuous

30. lim F ( s ) = 0 es
34.
s
s2 + 1

61
62 CHAPTER 7 LAPLACE TRANSFORMS

1
Exercises 7.4 (page 374) 32. F1 ( s ) = F2 ( s ) = F3 ( s ) = ;
1 s
2. sin 2t $1 1 t
= e = f3 (t )
s 1
4
4. sin 3t
3 e3t e 4t
34.
t
3
6. e 5t / 2 t 2 sin t
16 36.
t
1
8. t 4
24
Exercises 7.5 (page 383)
1 47t 5 t / 4 47t
10. et / 4 cos 2. e2t 3et
4
e sin
2 4 2 47

4. et e 5t et
2 3
12.
s +1 s 2 6. 2e3t + e2t sin t

1 2 11
14. + 8. 2 t + t 2 2 cos 2t + 2 sin 2t
s +1 s 1 s 2
10. t e2t + 2te2t + e 2t
2 s 3
16. +2 3
s+2 2
s +9 2
s +9
12. 10 + 6t + et +1 + 2tet +1

1 2 3 1 14. t + cos t + sin t


18. + +
s s 2
s 3 s +1
s3 s 2 + 2
1 1 1 1 1 1 16.
20. + s3 ( s 2 + 6)
4 s 1 2 ( s 1) 2 4 s + 1

s 3 2s 2 s + 3
22. 3et 2e3t 18.
( s 1)( s 2)( s 2 2 s 1)

24. 5et + 2e 2t cos 3t 5e2t sin 3t


6
20.
5
3 s ( s + 3)
26. 1 t 2 + 6e 2t
2
2 s 3 17 s 2 + 28s 12
22.
2 5et 4e 2t 13e3t ( s 1)3 ( s 5)
28. + +
3 6 15 30
s 3 + 2 s 2 + s + 2se 3s + e 3s
t t t 24.
7e 3te 7e s 2 ( s 1)(s + 1)
30. +
4 2 4
26. 2 + et 3e2t + e3t
EXERCISES 7.6 63

28. 2et + et + et cos 2t

6 t 5a b 1 t a b 1 5t
30. + + + + e + + e
25 5 4 4 4 4 4 100

32. (3a b + 6)e2t + 6te2t + 3t 2 e2t + (b 2a 6)e3t

36. 2 t

38. 3t

4 Ik 2 t 4 Ik 2 t
t / 2 I
40. ae cos + sin
2 I 2 I

2
4 Ik

Exercises 7.6 (page 395)


e s e 4 s
2.
s

e s ( s + 1)
4.
s2

e2 s (3s + 1)
6. (t + 1)u(t 2);
s2

s / 2
e s
8. (sin t )u t ;
2 s +1 2

e s 2
10. (t 1)2 u (t 1);
s3

12. (t 3)u(t 3)

sin 3(t 3)
14. u (t 3)
3

1
16. [sin 2(t 1)]u (t 1)
2

18. [cos(t 1) + 2et 1 ]u (t 1)

1
20. sin t + sin 2t + cos 2t + sin 2t sin t u (t 2)
2
64 CHAPTER 7 LAPLACE TRANSFORMS

1 e( s 1)
22.
( s 1)(1 e s )

Figure 33

se2 s + e 2 s 2e s se s + 1
24.
s 2 (1 e2 s )

Figure 34

1 e as ase as
26.
as 2 (1 e as )

1
28.
( s + 1)(1 es )
2
EXERCISES 7.6 65

30. cos t + [1 cos(t 2)]u(t 2) + [1 cos(t 4)]u(t 4)

Figure 35

32. cos t sin 2t 2(sin t) u (t 2 ) + (sin 2t) u (t 2 )

Figure 36

1 1
34. y (t ) = [1 e 2(t ) 2(t )e 2(t ) ]u (t ) [1 e(t 2 ) 2(t 2)e2(t 2 ) ]u (t 2)

4 4

7 1 3 5
36. e2t e3t + + (t 2) e2(t 2) + e3(t 2) u (t 2)

16 6
4
9

2 1
38. 1 2et cos 3t et sin 3t + 1 e(t 10) cos[3(t 10)] e(t 10) sin[3(t 10)] u (t 10)
3 3
(t 20) 2 (t 20)
2 2e cos[3(t 20)] e sin[3(t 20)] u (t 20)
3
66 CHAPTER 7 LAPLACE TRANSFORMS

40. 2et + tet + [(1 2e3 )e(t 3) + e3 (t 3)e(t 3) + (2e3 1)e2(t 3) ]u (t 3)

42. c.

Figure 37

1 + n et (e2( n +1) 1) e2t (e4( n +1) 1)


46. h(t) h(t 1)u(t 1), where h(t ) = + , for 2n < t < 2(n + 1).
2 e2 1 2(e4 1)

n
1
48. (1)n+1
n =1 s2


(1)k (2k )!
50.
k =0 k ! s 2 k +1

et 3 e(t 3) et 7
60. + 1 u (t 3) + e(t 7) 1 u (t 7) + e t
2 2 2

0.6 0.4e3t /125 0 t 10



62. The concentration of salt: 0.4 0.4e3t /125 + 0.2e( 3 /125)(t 10) 10 t 20
0.6 0.4e3t /125 + 0.2e( 3 /125)(t 10) 2e( 3 /125)(t 20) t 20

Exercises 7.7 (page 405)


1 t t2
2. cos 3t + sin[3(t v)]g (v) dv 10. cos t 1 +
3 0 2

t 1
12. (t sin t + sin t t cos t )
4. 0 g (v) sin(t v)dv + sin t 2

14. ( s 2 + 1)1 ( s 1)1


6. et e2t

16. cos t + sin t 1


1 t
8. sin 2t cos 2t
16 8 18. 2 2 cos t
EXERCISES 7.8 67

1 1 3t 1 t / 2 3t
20. et et / 2 cos +
e sin
3 3 2 3 2

t 3 3
22. + 2et + e 2t
2 4 4

1 e3t e3t 1 t
24. H ( s ) = ; h(t ) = ; yk (t ) = e3t + e3t ; y (t ) = [e3(t v) e 3(t v) ]g (v)dv + e3t + e 3t
s2 9 6 6 0

1 e3t e5t 1 t
26. H ( s ) = ; h(t ) = ; yk (t ) = e3t e 5t ; y (t ) = [e3(t v) e 5(t v) ]g (v )dv + e3t e 5t
( s 3)( s + 5) 8 8 0

1 t
28. H ( s ) = ; h (t ) = e2t sin t ; yk (t ) = e2t sin t ; y (t ) = e 2(t v ) (sin(t v )) g (v )dv + e 2t sin t
( s 2) 2 + 1 0

1 t 4(t v)
(sin 5(t v))e(v)dv + 2e 4t cos 5t
50 0
30. e

t5
32.
60

38. d. 87.403 100 3 5 b 100 3 + 5 228.825

Exercises 7.8 (page 412)


2. 1

4. e2

6. 1

8. 3e s

10. 27e3s

12. e33s

14. et cos t + 2 sin t e(t ) (sin t )u (t )

1 1
16. e3t + et + [e3(t 1) e (t 1) ]u (t 1) + [e(t 3) e3(t 3) ]u (t 3)
2 4

4 1 5
18. e2t et et + (e2t 2 e1t )u (t 1)

3
2 6

20. e2t + e3t + e2(t 1) e3(t 4 / 3) u (t 2)



68 CHAPTER 7 LAPLACE TRANSFORMS


22. sin t (cos t )u t
2

Figure 38

24. sin t (sin t ) u (t ) (sin t ) u (t 2 )

Figure 39

1
26. e3t sin 2t
2

( et e t )
28.
2


30. y (t ) = (sin t )u (t 2k )
k =1
Notice that the magnitude of the oscillations of y(t) becomes unbounded as t .
EXERCISES 7.9 69

Exercises 7.9 (page 416)


2. x = e3t 2e 2t ; y = 2e3t + 2e 2t

7 2 7 1
4. x = et cos 2t + et sin 2t + cos t sin t ;
10 5 10 10

11 3
11 7
y = et cos 2t et sin 2t + cos t + sin t
10 10 10 10

1 1 3
6. x = e 2t + t + 1 ; y = e2t t
2 2 2

3 1 3
8. x = e 2t e 2t + ; y = 3e 2t + e2t
2 2 4

10. x = et + cos t 1; y = et + cos t + 1

1 1 2 1 1 1 1
12. x = e2t + et + + (t 3) + e 2t 6 et +3 u (t 3) ;
2 6 3 4 2 12 3
1 1 4 1 1 1 2
y = + e 2t + e t + + (t 3) e 2t 6 et +3 u (t 3)

2 6
3
4 2
12
3

14. x = cos t + cosh t 1 [cosh(t 1) 1]u(t 1); y = cos t + cosh t [cosh(t 1) + 1]u(t 1)

13 + 17 3 + 17
(t ) 13 17 3 17
(t )
16. x(t ) = cos t + sin t + e 2 e 2
;
2 17 2 17
12 + 2 17 3 + 17
(t ) 12 + 2 17 3 17
(t )
y (t ) = cos t + e 2 + e 2

17 17

18. x(t ) = t 2 ; y (t ) = t ; z (t ) = t 2 2

20. x = e 2t + e2t + 1; y = 2e 2t 2e2t + 2t + 2e2 2e 2 + 2

22. See answer to Exercises 5.5, Problem 1 on pages B-14 of text.

15 20 5 10 5
24. I1 = e1000t e 4000t ; I 2 = 5 e 1000t e4000t ;
2 3 6 3 3
5 10 1000t 5 4000t
I3 = e + e
2 3 6
70 CHAPTER 7 LAPLACE TRANSFORMS

Chapter 7 Review Problems (page 418)


1 e5( s +1) e5s
2.
s +1 s

4
4.
( s 3)2 + 16

7( s 2) 70
6.
2
( s 2) + 9 ( s 7)2 + 25

8. 2 s 3 + 6 s 2 ( s 2)1 6( s 1) 1

s es / 2
10. +
s 2 + 1 (1 + s 2 )(1 e s )

12. 2e2t cos ( 2t ) + 3 2t


e sin
2
( 2t )
14. et 3e3t + 3e2t

sin 3t 3t cos 3t
16.
54


(1)n t 2 n (1)n (2 n)! 1
18. f (t ) = n! ; F ( s ) = n!
n =0 n=0 s 2 n +1

20. (t 3)e3t

10 23 15
22. e2t cos 3t + sin 3t
13 13 13

24. 6et + 4tet + t 2 et + 2te2t 6e2t

26. (1 + Ct 3 )et , where C is an arbitrary constant

3 t / 2 7t 1 t / 2 7t 1
28. e sin e cos
2 7 2 2 2 2

1
30. sin 2t + sin 2 t u t
2 2 2

1 1 4 1 1 1 2
32. x = + e 2t + e t + + (t 3) e 2t 6 e t +3 u (t 3)

2 6
3
4 2
12
3
1 1 2 1 1 1 1
y = e2t + e t + + (t 3) + e2t 6 e t +3 u (t 3)

2 6
3
4 2
12
3
CHAPTER 8

Exercises 8.1...(page 430)


2. 2 + 4 x + 8 x 2 + "
1 1 1
4. x 2 + x3 x5 +
2 6 20
"
1 1 5
6. x x3 +
6
x +
120
"

8. 1
(sin 1) x 2 (cos1)(sin 1) x 4
2
+
24
+ "
1 x x 2 x3
10. a. p3 ( x) = + + +
2 4 8 16

4
1 24 1 1 1
b. 3 =
4! (2 )5 2
(2)
3 5 24

2
=
35
0.00823

2 1 1
c. p3 = 0.00260
3 2 384

d.

Figure 40

12. The differential equation implies y(x), y ( x) , and y ( x) exist and are continuous. Furthermore y ( x) can be
obtained by differentiating the other terms: y = py p y qy q y + g . Since p, q, and g have derivatives
of all orders, subsequent differentiations display the fact that, in turn, y, y (iv) , y (v) , etc. all exist.

71
72 CHAPTER 8 SERIES SOLUTIONS OF DIFFERENTIAL EQUATIONS

14. a.
1 1
t + t 2 t3 +
2 6
"
b.
1
"
For r = 1, y (t ) = 1 t 2 4t 4 + .
2
1 49
For r = 1, y (t ) = 1 + t 2 t 4 +
2 12
".
c. For small t in part (b), the hard spring recoils but the soft spring extends.

16. 1
t2 t4
+ +
2 4!
"

Exercises 8.2 (page 438)


2. ( , )
4. [2, 4]

6. (3, 1)

1 1
8. a. ,
2 2

1 1
b. ,
2 2

c. ( , )

d. ( , )

e. ( , )

1 1
f. ,
2 2

2n +3 (n + 2)2
10. (n + 3)! + ( x 1)
n

n = 0 2n +1

2 2
12. x x3 + x5 +
3 15
"
14. 1

1

2
1

4
1
16. 1 x + x 2 x3 +
24
"
EXERCISES 8.3 73


(1)k 2k
18. x = cos x
k = 0 (2k )!


20. n(n 1)an x n2
n=2


(1)k x 2k +1
22.
k = 0 (2k + 1)!(2k + 1)


24. (k 2)(k 3)ak 2 xk
k =4

ak 3 k
26. x
k =4 k


30. (1)n ( x 1)n
n=0


(1)n +1 n
32. n
x
n =1

1
2
1
8
1
16
5
34. 1 + ( x 1) ( x 1) 2 + ( x 1)3
128
4
( x 1) + "
36. a. Always true
b. Sometimes false
c. Always true
d. Always true

"

(1)n 2n + 2 1 1
38. n + 1
x = x 2 x 4 + x6
2 3
n=0

Exercises 8.3 (page 449)


2. 0

4. 1, 0

6. 1

8. No singular points

10. x 1 and x = 2
74 CHAPTER 8 SERIES SOLUTIONS OF DIFFERENTIAL EQUATIONS

1 1
12. y = a0 1 + x + x 2 + x3 +
2 3!
"
n
x
= a0
n =0 n !
= a0 e x

x2
" + a1 x x6 + "
3
14. a0 1 +
2

x 2 x3
" + a1 x + x2 + x2 + "
3
16. a0 1 + = a0 e x + (a1 a0 ) xe x
2 3

1
18. a0 1 + x 2 +
6
" + a1 x + 271 x3 + "

x 2k
(1)k x 2 k +1
20. a0 (1)k + a1 = a0 cos x + a1 sin x
k =0 (2k )! k = 0 (2k + 1)!

22. a3k + 2 = 0, k = 0, 1,

a0 1 +
1 4 " (3k 5)(3k 2) x3k + a1 x + 2 5" (3k 4)(3k 1) x3k +1
(3k )! (3k + 1)!
k =1 k =1

1 1
24. a0 1 x 2 + x 4 +

[(1)k (2k 3)2 (2k 5)2 " 32 ] x2k + a1 x
2 24 (2k )!
k =3

1 1 1
26. x + x 2 + x3 + x 4 +
2 2 3
"
1 1 1
28. 1 x 2 x3 x 4 +
2 3 8
"
5 1
30. 1 + x + x 2 x3
2 6

32. a. If a1 = 0, then y(x) is an even function.

d. a0 = 0, a1 > 0

9
36. 3 t 2 + t 3 + t 4 +
2
"
EXERCISES 8.4 75

Exercises 8.4 (page 456)


2. infinite

4. 2

6. 1

10
8. a0 1 2( x + 1) + 3( x + 1)2 ( x + 1)3 +
3
"

1 1
10. a0 1 ( x 2) 2 ( x 2)3 +
4 24
" + a1 ( x 2) + 14 ( x 2)2 121 ( x 2)3 + "

1 2
12. a0 1 + ( x + 1) 2 + ( x + 1)3 +
2 3
" + a1 ( x + 1) + 2( x + 1)2 + 73 ( x + 1)3 + "

5
14. 1 + x + x 2 + x3 +
6
"

1

3
1

12
1
16. t + t 3 + t 4 + t 5 +
24
"

"
2 4
1 1
18. 1 + x + x x +
2 2 2 24 2

1
22. a0 1 x 2 +
2
" + x + 12 x2 16 x3 + "

3
24. a0 1 x 2 +
2
" + a1 x 16 x3 + " + 23 x2

1
26. a0 [1 x 2 ] + a1 x x3 +
6
" + 12 x2 + "

1
28. a0 1 + x3 +
6
" + a1[ x + "] + 12 x2 + "

1 1 1
30. 1 t 2 + t 3 t 4 +
2 2 4
"
76 CHAPTER 8 SERIES SOLUTIONS OF DIFFERENTIAL EQUATIONS

Exercises 8.5 (page 460)


2. c1 x 5 / 2 + c2 x 3

4. c1 x
( )
1+ 13 / 2
+ c2 x
( )
1 13 / 2

6. c1 x cos ( )
3 ln x + c2 x sin ( 3 ln x )
5 5
8. c1 + c2 x 1/ 2 cos 1/ 2
2 ln x + c3 x sin ln x
2

10. c1 x 2 + c2 x 2 ln x + c3 x 2 (ln x)2

12. c1 ( x + 2)1/ 2 cos[ln( x + 2)] + c2 ( x + 2)1/ 2 sin[ln( x + 2)]

14. c1 x + c2 x 1/ 2 + x ln x 2 x 2 ln x

16. 3 x 2 + 13 x 2 ln x

Exercises 8.6 (page 472)


2. 0 is regular.

4. 0 is regular.

6. 2 are regular.

8. 0 and 1 are regular.

10. 0 and 1 are regular.

12. r 2 + 3r + 2 = 0; r1 = 1, r2 = 2

14. r 2 r = 0; r1 = 1, r2 = 0

5r 3 5 + 73 5 73
16. r 2 = 0; r1 = , r2 =
4 4 8 8

3 3 1
18. r 2 r = 0; r1 = , r2 =

4 2 2
EXERCISES 8.6 77

1 1 1
20. a0 1 x x 2 x3 +
3 15 35
"

16
22. a0 1 + 4 x + 4 x 2 + x3 +
9
"



1

3
1

18
1 10 / 3
24. a0 x1/ 3 + x 4 / 3 + x 7 / 3 + x
162
+ "

(1)n x n +1
26. a0 = a0 xe x
n=0 n !


(1)n x n +1/ 3
28. a0 x1/ 3 +
"
n =1 n ![10 13 (3n + 7)]

4 1
30. a0 1 + x + x 2
5 5


x n +1
32. a0 = a0 xe x ; yes, a0 < 0
n=0 n !

1
34. a0 1 + x ; yes, a0 < 0
2

1 1 3
36. a0 x + x 2 + x +
1 4
x + "
20 1960 529, 200

31 11/ 6 2821 17 / 6
38. a0 x5 / 6 + x
726
+ x
2517768
+
629083 23/ 6
x
(9522)(2517768)
+ "

40. a0 [1 + 2 x + 2 x 2 ]

d2 y dy
42. The transformed equation is 18 z (4 z 1)2 (6 z 1) + 9(4 z 1)(96 z 2 40 z + 3) + 32 y = 0 .
2 dz
dz
2
96 z 40 z + 3 32 z
Also, zp ( z ) = and z 2 q ( z ) = are analytic at z = 0; hence z = 0 is a regular
2(4 z 1)(6 z 1) 18(4 z 1)2 (6 z 1)
singular point.
32
27
1600 2 241664 3
y1 ( x ) = a0 1 + x 1 +
243
x +
6561
x + "
78 CHAPTER 8 SERIES SOLUTIONS OF DIFFERENTIAL EQUATIONS

Exercises 8.7 (page 482)


1 1
2. c1 y1 ( x) + c2 y2 ( x), where y1 ( x ) = 1 x x 2 +
3 15
" and y2 ( x) = x1/ 2 x1/ 2 .

4. c1 y1 ( x) + c2 y2 ( x), where y1 ( x ) = 1 + 4 x + 4 x 2 + " and y2 ( x) = y1 ( x) ln x 8x 12 x2 176 x +" .


3
27

1 1
6. c1 x1/ 3 + x 4 / 3 + x 7 / 3 +
3 18
" + c2 1 + 12 x + 101 x2 + "
1
8. c1 y1 ( x) + c2 y2 ( x), where y1 ( x ) = x x 2 + x3 +
2
" and y2 ( x) = y1 ( x) ln x + x2 34 x3 + 1136 x4 + " .


1
10
1 7/3
10. c1 x1/ 3 x 4 / 3 + x
260
+ " + c2 x2 + 14 x1 + 81 + "
4 1
12. c1 y1 ( x) + c2 y2 ( x), where y1 ( x ) = 1 + x + x 2 and y2 ( x) = x 4 + 4 x 3 + 5 x 2 .
5 5

1
14. c1 y1 ( x) + c2 y2 ( x), where y1 ( x ) = x + x 2 + x3 +
2
" and y2 ( x) = y1 ( x) ln x x2 34 x3 11 x +" .
4
36

1 1 9
16. c1 1 + x + c2 x 1 x ln x 2 ln x + x +
2 2 4
" ; has a bounded solution near the origin, but not all
solutions are bounded near the origin.

1 1 3
18. c1 y1 ( x) + c2 y2 ( x) + c3 y3 ( x), where y1 ( x ) = x + x 2 +
20 1960
x + , "
3
y2 ( x ) = x 2 / 3 + x 5 / 3 +
26
9 8/ 3
x
4940
" 2
+ , y3 ( x) = x 1/ 2 + 2 x1/ 2 + x3/ 2 +
5
".
31 11/ 6 2821 17 / 6
20. c1 y1 ( x) + c2 y2 ( x) + c3 y3 ( x), where y1 ( x ) = x5 / 6 + x
726
+ x
2517768
+ ",
1
" 3
y2 ( x) = 1 + x + x 2 + , and y3 ( x) = y2 ( x ) ln x 9 x x 2 +
28 98
437 3
x +
383292
".

22. c1 y1 ( x) + c2 y2 ( x), where y1 ( x ) = x


2 2 4 3 6 4
2
x +
12
x
144
x + " , and
y2 ( x) = 2 y1 ( x ) ln x + 1 + 2 x
5 4 2 5 6 3
4
x +
18
x + . "
2+i 2+i
26. d. a1 = , a2 =
5 20
EXERCISES 8.8 79

Exercises 8.8 (page 493)


1 11 17 5
2. c1 F 3, 5; ; x + c2 x 2 / 3 F , ; ; x
3 3 3 3

3 1 5 1
4. c1 F 1, 3; ; x + c2 x 1/ 2 F , ; ; x
2 2 2 2


xn
6. F ( , ; ; x) = ( )n = (1 x)
n=0 n!


1 3 (1)n 2 n
8. F , 1; ; x 2 = x
2 2 n = 0 2n + 1
= x 1 arctan x

1 1
10. y1 ( x ) = F , ; 2; x
2 2

1
8
3
= 1 + x + x2 +
64
25 3
x +
1024
"
and
5 1
y2 ( x) = y1 ( x) ln x + 4 x 1 + x + x 2 +
16 8
".
14. c1 J 4 / 3 ( x) + c2 J 4 / 3 ( x)

16. c1 J 0 ( x) + c2 Y0 ( x)

18. c1 J 4 ( x) + c2 Y4 ( x)

1 3 17 4
20. J 2 ( x ) ln x 2 x 2 x 2 +
2 16
x +
1152
"

26. J 3 / 2 ( x) = x 1 J 1/ 2 ( x ) J1/ 2 ( x)
2 3 / 2 2 1/ 2
= x cos x x sin x

3 x2
J 5 / 2 ( x) = J1/ 2 ( x) 3 x 1 J 1/ 2 ( x)
2
x
2 5 / 2 2 2 1/ 2
=3 x sin x 3 x 3 / 2 cos x x sin x


1
36. y1 ( x ) = x and y2 ( x) = 1 x 2k .
k =1 2 k 1
80 CHAPTER 8 SERIES SOLUTIONS OF DIFFERENTIAL EQUATIONS

38. 2 x 2 1, 4 x3 3 x, 8 x 4 8 x 2 + 1

2 c n /2+1 2 c n /2+1
40. c. c1 J ( n + 2) 1 x + c2 Y( n + 2) 1 x
n+2 n+2

Chapter 8 Review (page 497)


2. a. 2 are irregular singular points.

b. n , where n is an integer, are regular singular points.

4. a.

a0 1 +
"
[( 3)( 1)(1) (2k 5)] 2 k 2
x + a1 x x3
k =1
k
2 k! 3

b.

a0 1 +
"
[3 5 15 (4k 2 10k + 9)] 2k
x + a1 x +
"
[3 9 23 (4k 2 6k + 5)] 2k +1
x
k =1 2k (2k )! k =1 2k (2k + 1)!

6. a. c1 x
( 3+ )
105 / 4
+ c2 x
( 3 )
105 / 4

b. c1 x 1 + c2 x 1 ln x + c3 x 2


8. a. y1 ( x ) = an x n+ 2 and y2 ( x) = y1 ( x) ln x + bn x n2 .
n=0 n=0


b. y1 ( x ) = an x n and y2 ( x) = bn xn(3 / 2) .
n=0 n =0


c. y1 ( x ) = an x n and y2 ( x) = y1 ( x) ln x + bn x n .
n=0 n =1

1 7 5 3
10. a. c1 F 3, 2; ; x + c2 x1/ 2 F , ; ; x
2 2 2 2

b. c1 J1/ 3 ( ) + c2 J 1/ 3 ( )
CHAPTER 9

Exercises 9.1 (page 507) 12. a. The equations produce the format
1
x1 x2 = 0
x 0 1 x
2
2. = 0 = 1.
y 1 0 y
b. The equations produce the format
x1 1 1 1 1 x1 x1
1
+ x3 = 0
x 1 0 0 1 x 2
4. = 2
2
11
x3 0 1 0 x3 x2 + x3 = 0
2
x4 0 0 0 0 x4 0 = 1.

x1 cos 2t
14. For r = 1, the unique solution is
0 0 x1
x1 = x2 = x3 = 0. For r = 2 the solutions are
6. x2 = 0 sin 2t 0 x2
s s
x3 1 1 0 x3 x1 = , x2 = , x3 = s ( < s < ) .
2 4

x 0 1 x
8. 1 = 2 2t
1
Exercises 9.3 (page 521)
x2 1t 2 2 x2
1t
3 1 7
2. a. A +B =
x
0 1 x
2 4 1
10. 1 = 1
n2
x2 1 + t 2 1t x2
10 4 27
b. 7 A 4B =
14 5 15
x1 0 1 0 0 x1
x 0 3 2 1 x2 2 5 1
12. 2 =
x3 0 0 0 1 x3 4. a. AB = 0 12 4

4
x 0 1 1 3 x4 1 8 4

3 2
Exercises 9.2 (page 512) b. BA =
1 15
1 2
2. x1 = 0, x2 = , x3 = , x4 = 0 2 7
3 3 6. a. AB =
1 5
1 2
4. x1 = , x2 = , x3 = 0, x4 = 0 9 1
3 3 b. ( AB)C =
6 1
s s
6. x1 = , x2 = , x3 = s ( < s < ) 6 1
4 4 c. ( A + B )C =
5 5
8. x1 = s + t , x2 = s, x3 = t ( < s, t < )
9 1
10.
31 31
2 + i 2 + 4i 5 4
10. x1 = , x2 = 0, x3 = 31 31
5 5

81
82 CHAPTER 9 MATRIX METHODS FOR LINEAR SYSTEMS

1 0 1 t

()
12 e 2t c
+ 11 c12
12. 1 1 2 40. a.
2t c21
3t
()
2 e
1 c22

1 1 1
e 1 + 1 e 1 + 1
b.
1 1 1 1 1
2 2 e 1 3e + 3
14. 1 2
1 1
3 6 et + 3e3t 3et 9e3t
1 1 c.
t 3t
3 0 3 3e + 3e 3et 9e3t

2 1 42. In general, ( AB )T = BT AT . Thus



16. c. x = 1 + c 1 , with c arbitrary. ( AT A )T = AT ( AT )T = AT A, so AT A is
0 1
symmetric. Similarly, one shows that AAT is
symmetric.
sin 2t
18.
( 12 ) cos 2t
cos 2t
( 12 ) sin 2t Exercises 9.4 (page 530)

r (t ) 2 0 r (t ) sin t
2. = +
0 0

( 19 ) e 3t


(t ) 1 1 (t ) 1

20. 1 t t 1
dx
3 9
0 1 dt 1 1 1 x
13
4. dt = 2 1 3 y
dy


dz 1 0 5 z
22. 0 dt

24. 11 x (t ) 0 1 x1 (t ) 0
6. 1 = + 2
x2 (t ) 1 0 x2 (t ) t
26. 54
x1 (t ) 0 1 0 x1 (t ) 0
28. 1, 6
8. x2 (t ) = 0 0 1 x2 (t ) + 0
30. b. 0 x3 (t ) 1 1 0 x3 (t ) cos t

1
10. x1 (t ) = 2 x1 (t ) + x2 (t ) + tet ,
c. x = c 1
x2 (t ) = x1 (t ) + 3 x2 (t ) + et
1
d. c1 = c2 = c3 = 1 12. x1 (t ) = x2 (t ) + t + 3
x2 (t ) = x3 (t ) t + 1
3e t cos 3t e t sin 3t x3 (t ) = x1 (t ) + x2 (t ) + 2 x3 (t ) + 2t
32.
3et cos 3t + et sin 3t 14. Linearly independent

16. Linearly dependent


2 cos 2t 2 sin 2t 2e2t

34. 2 cos 2t 4 sin 2t 6e2t 18. Linearly independent

6 cos 2t 2 sin 2t 2e2t

EXERCISES 9.5 83

3et e 4t 3et e 4t 4. Eigenvalues are r1 = 4 and r2 = 2 with


20. Yes; ; c1 + c2
associated eigenvectors u1 = s and
2et 2e t 1
e 4t e 4t
1
u2 = s .
22. Linearly independent; fundamental matrix is 5
1
et sin t cos t
6. Eigenvalues are r1 = r2 = 1 and r3 = 2 with
et cos t sin t .
1
et sin t cos t associated eigenvectors u1 = s 1 ,
0
The general solution is 1 1
u 2 = v 0 , and u3 = s 1 .
et 1 1
sin t cos t
c1 et + c2 cos t + c sin t .
3
et sin t cos t 8. Eigenvalues are r1 = 1 and r2 = 2 with

1
associated eigenvectors u1 = s 2 and
e3t e3t e 3t 4
5t + 1
24. c1 0 + c2 e3t + c3 e + 2t
3t
1
3t
u 2 = s 1 .
e 0 e3t 4t + 2 1


28. X (t ) =
1
( 12 ) et ( 12 ) et ; 10. Eigenvalues are r1 = 1, r2 = 1 + i, and r3 = 1 i,

( 12 ) e5t ( 12 ) e5t 1
with associated eigenvectors u1 = s 0 ,
0
2et + e5t
x (t ) = 1 2i 1 + 2i
2et + e5t u 2 = s 1 , and u 3 = s 1 , where
i i
32. Choosing x 0 = col(1, 0, 0, , 0), then s is any complex constant.
x 0 = col(0, 1, 0, , 0), and so on, the
corresponding solutions x1 , x 2 , , x n will 1 1
12. c1e7t + c2 e5t
have a nonvanishing Wronskian at the initial 2 2
point t0 . Hence {x1 , , x n } is a fundamental
solution set.
1 1 1
14. c1et 0 + c2 e 2t 1 + c e3t
3
4

1 3 3
Exercises 9.5 (page 541)
2. Eigenvalues are r1 = 3 and r2 = 4 with
2 0 1
1 16. c1e 10t 0 + c e5t 1 + c e5t 0
associated eigenvectors u1 = s and 2 3
1 1 0 2
3
u2 = s .
2
84 CHAPTER 9 MATRIX METHODS FOR LINEAR SYSTEMS

1 1
18. a. Eigenvalues are r1 = 1, and r2 = 3 with associated eigenvectors u1 = s , and u 2 = s .
1 1

x1 = et x1 = e3t x1 = et e3t
b. t
c.
3t
d.
t 3t
x2 = e x2 = e x2 = e + e

Figure 41 Figure 42 Figure 43

et 4e 4t
20.
et e 4t

e 2t e 2t et

22. 0 e 2t et

e 2t 0 3et

1 e 4t 0 0

4 0 0 0
24.
0 0 3et e t

0 0 et e t

26. x(t ) = c1e 5t + 2c2 et


y (t ) = 2c1e5t + c2 et
9.5 EXERCISES 85

0.2931e0.4679t 0.4491e3.8794t 0.6527e1.6527t



28. 0.5509e0.4679t 0.1560e3.8794t e1.6527t

e0.4679t e3.8794t 0.7733e1.6527t

e0.6180t 0.6180e1.6180t 0 0

0.6180e0.6180t e1.6180t 0 0
30.
0.5858t
0 0 e 0.2929e3.4142t

0 0 0.5858e0.5858t e3.4142t

2e3t 12e4t
32.
2e3t 8e4t

e 2t 2e t

34. e2t + 3et

e 2t e t

1 4
2t 1
36. c1e2t + c2 te + e
2t
3
1 1 1

1
1 1 0 2 t 1 0 4
t t 1 + et 0 + c t e 1 + tet 0 + et
38. c1e 1 + c2 te 3 0
2 1
0 0 1 0 1 2

1 0 1 0
40. c1e 0 + c2 et
t 2 + c tet 2 + et 1
3
0 3 3 1

1 2
44. c1 + c2 t 5 1
2

e3t 3 t
46. x1 (t ) = kg, x2 (t ) = (e 1)e 3t kg
10 10
3 /
3
The mass of salt in tank A is independent of . The maximum mass of salt in tank B is 0.1 kg.
3

3 1
50. b. x(t ) = 1 + e t + e3t
2 2
y (t ) = 1 e3t
3 1
z (t ) = 1 e t + e3t
2 2
86 CHAPTER 9 MATRIX METHODS FOR LINEAR SYSTEMS

Exercises 9.6 (page 549)


5 cos t 5 sin t
2. c1 + c2 2 sin t + cos t
2 cos t sin t

5e2t cos t 5e2t sin t 0


2t
4. c1 2e2t cos t + e2t sin t + c2 2e 2t sin t e2t cos t + c3 e
2t
5e2t cos t 5e2t sin t e

cos 2t sin 2t
6.
sin 2t cos 2t sin 2t cos 2t

et e t 0 0

et e t 0 0
8.
0 0 e2t cos 3t e2t sin 3t

0 0 e2t (2 cos 3t 3 sin 3t ) e2t (2 sin 3t + 3 cos 3t )

0.0209e 2t cos 3t + 0.0041e 2t sin 3t 0.0209e 2t sin 3t 0.0041e 2t cos 3t e t et



0.0296e2t cos 3t + 0.0710e2t sin 3t 0.0296e2t sin 3t 0.0710e2t cos 3t e t et
10.
0.1538e2t cos 3t + 0.2308e2t sin 3t 0.1538e2t sin 3t 0.2308e2t cos 3t e t et

e2t cos 3t e2t sin 3t e t et

0 0 0 0 et

0 0 e t et 0

12. 0 0 e t et 0
2t 2t 2t 2t

0.0690e cos 5t + 0.1724e sin 5t 0.0690e sin 5t 0.1724e cos 5t 0 0 0

e2t cos 5t e2t sin 5t 0 0 0

et sin t 2et cos t



14. a. 2e 2t

t t
e cos t 2e sin t

et + sin t

b. e2(t +)

et + cos t

cos(3 ln t ) sin(3 ln t )
18. c1t 1 + c2 t 1
3 sin(3 ln t ) 3 cos(3 ln t )
EXERCISES 9.7 87

20. x1 (t ) = cos t cos 3t


x2 (t ) = cos t + cos 3t

16 2t 1 8t
22. I1 (t ) = e e +2
5 5
I 2 (t ) = 4e2t e8t + 2
4 4
I3 (t ) = e2t + e8t
5 5

Exercises 9.7 (page 555)


e3t e t t
2. c1 + c2 +
2e3t 2et 2

1 e4t 2 sin t
4. c1 + c2 +
1 e4t 2 sin t + cos t

6. x p = ta + b + e3t c

8. x p = t 2 a + tb + c

10. x p = e t a + te t b

2 1 1
12. c1e4t + c2 e t 1 + 1
3

cos t sin t 2t 1
14. c1 + c2 cos t + 2
sin t t 2

cos t sin t 4t sin t


16. c1 + c2 cos t + 4t cos t 4 sin t
sin t

t te e
t t
1 0
t 1 + c et t +
18. c1e 0 + c2 et 3 0

0 1 1 + t e
t

15 ( ) 225 ( ) ()
c1 sin 2t + c2 cos 2t c3 e2t + 8c4 et + 8 tet + 17 et 1
8

1 2 3 4 15 ( ) ( )
2c cos 2t 2c sin 2t + 2c e 2t + 8c et + 8 tet 88 et
225
20.
t
2t t 8 t
4c1 sin 2t 4c2 cos 2t 4c3 e + 8c4 e + 15 te + 225 e ( ) ( )
32

8c1 cos 2t + 8c2 sin 2t + 8c3 e2t + 8c4 et + 15
( ) ( )
8 tet + 152 et 1
225
88 CHAPTER 9 MATRIX METHODS FOR LINEAR SYSTEMS

3e4t + e2t

( )
4 e 4(t 2) +
3 ( 73 ) e2(t 2)
22. a. b.
6e4t + e2t 2t ()
3 ( ) e2(t 2) 2t
8 e 4(t 2) + 7
3

24. x(t ) = 3e4t + e 2t


y (t ) = 6e4t + e2t 2t

et tet
26. a. b.
2et tet

t + 1
28.
t 1

3 3
1
1
30. c1t 2 + c2 +
4 t 2
2 3

34. a. Neither wins.


b. The x1 force wins.
c. The x2 force wins.

Exercises 9.8 (page 566)


1 t t
2. a. r = 2; k = 2 b. e2t
t 1 + t

1 t 3t t 2
2
2t
4. a. r = 2; k = 3 b. e 0 1 t

0 0 1

1 + t + t 2 t + t2 t2
2 2
t 2 2 2
6. a. r = 1; k = 3 b. e 2 t 1+ t t t 2
t

2 2
t + t2 3t + t 2 1 2t + t2

() ()
1 e3t + 1 et
8.
2 2 ( 14 ) e3t ( 14 ) et


3t
e e t
( 12 ) e3t + ( 12 ) et
EXERCISES 9.8 89

e4t + 2e 2t e4t e 2t e4t e 2t


1 4t
10. e e2t e 4t + 2e 2t e 4t e2t
3
e 4t e2t e 4t e 2t e 4t + 2e2t

3et + 6e2t 3et + 3e2t 3et + 3e2t


1
12. 4e t + 4e 2t + 6te 2t 4e t + 5e 2t + 3te 2t 4e t 4e 2t + 3te 2t
9
2et + 2e 2t 6te 2t 2et 2e 2t 3te 2t 2et + 7e 2t 3te2t

et 0 0 0 0

0 et + tet tet 0 0

14. 0 te t e t te t 0 0

0 0 0 cos t sin t
0 0 0 sin t cos t

e t 0 0 0 0

0 et + tet tet 0 0

16. 0 t t t
te e te 0 0

0 0 0 e2t + 2te2t te2t
2t
0 0 0 4te 2t 2t
e 2te

1 0 1
18. c1 0 + c2 et 1 + c et
3
2t

0 0 1

1 2t + 4t 2
4 3 4t
t t + c et t t 2
20. c1e 1 + c2 et 3
0 2 4t



() ()
43 et + 13 e2t

22. ( 9 ) ( 9 ) (3)
16 e t 16 e 2t + 1 te 2t


( 89 ) et + (199 ) e2t ( 13 ) te2t
et + cos t sin t 1 t

24. et sin t cos t 1

et cos t + sin t

90 CHAPTER 9 MATRIX METHODS FOR LINEAR SYSTEMS

Chapter 9 Review (page 570)

2 cos 3t 2 sin 3t
2. c1e2t + c2 e
2t
sin 3t 3 cos 3t
cos 3t + 3 sin 3t

0 1 t
4. c1e2t 0 + c2 et 0 + c
3
1

1 0 0

0 e5t 0

6. 3e5t 0 e5t

e 5t 0 3e5t

1 2e5t 11
8. c1 + c2 + e 4t 36
2 e5t 13
18

3 7
1 11
10. 7t

c1e2t 0 + c2 5t / 2 7t 5t / 2
e cos 2 e
sin 2 7

0 2 4 2
0


11 3 ()
1 t 11
7 3 e + 16
5t / 2 7t 5t / 2 7t
+ c3 e sin +
2 e cos 2
7 + 14

2 4 2 0

5
8

12. 2 ()
e2t sin 2t + 3 e2t cos 2t + 1 e2t
2
()
2e2t cos 2t 3e2t sin 2t te2t

1 1 1
14. c1t 1 + c2 t 3 1 + c t 2
3
1

2 0 1

1 t 4t + t 2

16. 0 1 2t
0 0 1

CHAPTER 10

Exercises 10.2 (page 587)

(e10 1)e x + (1 e 2 )e5 x


2. y =
e10 e2

4. y = 2 sin 3x

6. No solution

8. y = e x 1 + xe x 1

(2n 1) 2 (2n 1) x
10. n = and yn = cn cos , where n = 1, 2, 3, and the cn s are arbitrary.
4 2

12. n = 4n 2 and yn = cn cos(2nx), where n = 0, 1, 2, and the cn s are arbitrary.

14. n = n 2 + 1 and yn = cn e x sin( nx), where n = 1, 2, 3, and the cn s are arbitrary.

16. u ( x, t ) = e27t sin 3 x + 5e147t sin 7 x 2e507t sin 13 x

18. u ( x, t ) = e48t sin 4 x + 3e108t sin 6 x e300t sin 10 x

2 3 1
20. u ( x, t ) = sin 9t sin 3 x + sin 21t sin 7 x sin 30t sin 10 x
9 7 30

2 7
22. u ( x, t ) = cos 3t sin x cos 6t sin 2 x + cos 9t sin 3 x + sin 9t sin 3 x sin 15t sin 5 x
3 15

(1)n +1
1
24. u ( x, t ) = cos 4 nt + sin 4nt sin nx
2 2
n
n =1 4n

Exercises 10.3 (page 603)


2. Even

4. Neither

6. Odd

4 1
10. f ( x)  cos(2k + 1) x
2 k =0 (2k + 1) 2

2 2(1)n 2(1)n n 2 2 (1)n 2


12. f ( x) ~ + cos nx + sin nx
6 n =1 n 2 n3

91
92 CHAPTER 10 PARTIAL DIFFERENTIAL EQUATIONS

1
14. f ( x) ~ + sin 2nx
2 n =1 n


2 n
16. f ( x) ~ n 1 cos sin nx
2
n =1

18. The 2 periodic function g(x), where g ( x) = x , x


0 < x 0

20. The 2 periodic function g(x), where g ( x) = x 2 0x<
2
x =
2


x + < x < 0

22. The 2 periodic function g(x), where g ( x) = x 0<x<

2 x = 0,


0 x <
2
1
x=
2 2
1
<x<0

2
24. The 2 periodic function g(x), where g ( x) = 0 x=0

1 0< x<
1 2

x=
2 2
0
<x
2

1 5
30. a0 = , a1 = 0, a2 =
2 8
EXERCISES 10.4 93

Exercises 10.4 (page 611)

2. a. The periodic function f ( x) = sin 2 x for x k where k is an integer.

b. The 2 periodic function f 0 ( x) = sin 2 x for x k where k is an integer.

c. The 2 periodic function f e ( x), where f e ( x) = {sin sin2x2x 0< x<


< x < 0

4. a. The periodic function f ( x), where f ( x) = x, 0 < x <

b. The 2 periodic function f 0 ( x ), where f 0 ( x) =


x 0< x<
{
x < x < 0

c. The 2 periodic function f e ( x), where f e ( x) = { + xx 0< x<


< x < 0


8k
6. f ( x) ~ 2
sin(2kx)
k =1 (4k 1)


2
8. f ( x) ~ n sin nx
n =1


2n[1 e(1) n ]
10. f ( x) ~ sin(n x)
n =1 1 + 2 n 2

4 1
12. f ( x) ~ 1 + cos(2k + 1) x
2 k =0 (2k + 1)2


2
14. f ( x ) ~ 1 e 1 + [1 (1)n e1 ] cos(n x)
2 2
n =1 1 + n

1 1
16. f ( x) ~ cos(2k x)
6 k =1 k 2 2


8
e5(2 k +1) t sin(2 k + 1) x
2
18. u ( x, t ) =
3
k = 0 (2k + 1)
94 CHAPTER 10 PARTIAL DIFFERENTIAL EQUATIONS

Exercises 10.5 (page 624)


2 4
2. u ( x, t ) = ( 1)n +1 + [( 1)n 1] en t sin nx
2

3
n =1 n n

1 1
e8k t cos 2kx
2 2
4. u ( x, t ) =
2
6 k =1 k 2


2 4
+ 2e7t cos x + e28k t cos 2 kx
2
6. u ( x, t ) = 1
2
k =1 (4k 1)


(1)n n 2t
8. u ( x, t ) = 3 x + 6 e sin nx
n =1 n

2
1 1 2(1) n 3n2t
10. u ( x, t ) = x x3 + e 3t sin x + e sin nx
18 3 3
18 n = 2 3n


12. u ( x, t ) = an e n t sin n x, where {n }
2
n =1 is the increasing sequence of positive real numbers that are
n =1
1
solutions to tan n = n , and an =
sin(2 n ) 0
f ( x) sin n x dx .
2 4

5 5 20 1 2
14. u ( x, t ) = 1 + x x 2
6 6

3 k =0 (2k + 1) 3
e 3(2k +1) t sin(2k + 1) x

16. u ( x, y, t ) = e2t cos x sin y + 4e5t cos 2 x sin y 3e25t cos 3 x sin 4 y

4 1 2
18. u ( x, y, t ) = et sin y e[(2 k +1) +1]t cos[(2 k + 1) x]sin y
2 k =0 (2k + 1) 2
EXERCISES 10.6 95

Exercises 10.6 (page 636)


2. u ( x, t ) = [an cos 4nt + bn sin 4nt ] sin nx, where
n =1
0 n even

an = 2 n 1
n odd
n 2 4 n

and
1
n even
2
bn = 4(n 1)
1 n odd
n 2

4 (1)k
4. u ( x, t ) = cos12t sin 4 x + 7 cos15t sin 5 x +
3 k =0 (2k + 1)3
sin 3(2 k + 1)t sin(2 k + 1) x

2v0 L3
1 n a n x n t
6. u ( x, t ) =
3 3
sin sin sin
a ( L a ) n =1 n L L L


2(1) n
8. u ( x, t ) = (sin t t cos t ) sin x + [sin nt n sin t ]sin nx
n=2 n 2 (n 2 1)

n t
x n t n x
10. u ( x, t ) = U1 + (U 2 U1 ) + an cos + bn sin sin , where an s and bn s are chosen that
L n =1 L L L

x n x
f ( x) U1 (U 2 U1 ) = an sin
n =1
L L

n n x
g ( x) = bn sin
n =1 L L

14. u ( x, t ) = x 2 + 2 t 2

16. u(x, t) = sin 3x cos 3 t + t

18. u(x, t) = cos 2x cos 2 t + t xt


96 CHAPTER 10 PARTIAL DIFFERENTIAL EQUATIONS

Exercises 10.7 (page 649)

cos x sinh( y ) 2 cos 4 x sinh(4 y 4)


2. u ( x, y ) =
sinh() sinh(4)

sin x sinh( y ) sin 4 x sinh(4 y 4)


4. u ( x, y ) = +
sinh() sinh(4)

1 r2
8. u ( r , ) = + cos 2
2 8

27 35
12. u ( r , ) = [ r 3 r 3 ] cos 3 + [ r 5 r 5 ] cos 5
36 1 310 1


14. u ( r , ) = C + r n [an cos n + bn sin n ], where C is arbitrary and for n = 1, 2,
n =1
1
n
an = f ( ) cos n d

1
n
bn = f ( ) sin n d


n ( ) n (ln r ln )
16. u ( r , ) = an sinh ln 2 sin
ln 2 , where

n =1
2 2 n (ln r ln ) 1
an = sin r sin r dr .
( )
ln 2 sinh nln2
2
ln 2


2
24. u ( x, y ) = An e ny sin nx, where An =
0
f ( x) sin nx dx.
n =1
CHAPTER 11

Exercises 11.2 (page 671)

2. sin x cos x + x + 1

4. ce 2 x (sin 2 x + cos 2 x)

6. 2e x + e x x

8. c1 sin 2 x + c2 cos 2 x + 1

10. No solution

12. No solution

2 n 2 nx nx
14. n = ; yn ( x) = bn sin + cn cos , n = 0, 1, 2,
9 3 3

(2n + 1) 2 (2n + 1) x
16. n = 2 + ; yn ( x) = cn sin , n = 0, 1, 2,
4 2

18. 0 = 02 , where tanh( 0 ) = 2 0 ; y0 ( x) = c0 sinh( 0 x),

n = n2 , where tan( n ) = 2 n ; yn ( x) = cn sin( n x ), n = 1, 2, 3,

20. n = 2 n 2 ; yn ( x) = cn cos( n ln x), n = 0, 1, 2,

22. 1 = 4.116, 2 = 24.139, 3 = 63.659

24. No nontrivial solutions

26. n = n2 , where cot n = n for n > 0; yn ( x) = cn sin n x, n = 1, 2, 3,

28. n = n4 ; n > 0 and cos( n L) cosh( n L) = 1;


sin n L + sinh n L
yn = cn sin n x sinh n x (cos n x cosh n x ) , n = 1, 2,
cos n L + cosh n L

34. b. 0 = 1, X 0 ( x) = c and n = 1 + n 2 2 , X n ( x ) = c cos(nx )

97
98 CHAPTER 11 EIGENVALUE PROBLEMS AND STURM-LIOUVILLE EQUATIONS

Exercises 11.3 (page 682)


2. y + x 1 y = 0

4. ( xy ) + xy x 1 y = 0

6. ((1 x 2 ) y ) + y = 0

8. Yes

10. No

1 1 n x 1 n x
18. a. , sin , cos , n = 1, 2, 3,
6 3 3 3 3

(1)n +1 6 n x
b. n
sin
3

n =1

2 1
20. a. sin n + x , n = 0, 1, 2,
2


(1)n 8 1
b. sin n + x
n = 0 (2n + 1) 2 2

0
22. a. 2 sinh( 0 x) where tanh( 0 ) = 2 0 ;
sinh(2 0 ) 20

n
2 sin( n x) where tan( n ) = 2 n , n = 1, 2, 3,
2 n sin(2 n )

4( 2) cosh( 0 ) 4(2 ) cos( )


b. sinh( 0 x) + n
sin( n x)
sinh(2 0 ) 2 0 n =1 2 n sin(2 n )

1
24. a. y0 ( x) = ; yn ( x) = 2 cos(n ln x ), n = 1, 2, 3,
e 1

2[(1)n e 1]
b. 1+ cos(n ln x)
n =1 1 + 2 n 2

Exercises 11.4 (page 692)


2. L+ [ y ] = x 2 y + (4 x sin x) y + (2 x + 2 cos x) y

4. L+ [ y ] = x 2 y + 6 xy + 7 y

6. L+ [ y ] = (sin x) y + (2 cos x + e x ) y + ( sin x + e x + 1) y


EXERCISES 11.6 99

8. L+ [ y ] = y + 4 y + 5 y; 6.
1 1
cos 5 x cos 4 x
19 10
D( L+ ) = { y C 2 [0, 2 ] : y (0) = y (2 ) = 0}


8
+ 2 5
10. L [ y ] = x y + 2 xy + y
8. sin[(2n + 1) x]
n=0 (2n + 1) (4n 2 + 4n 1)
3
4
D( L+ ) = { y C 2 [1, e ] : y (1) = y (e ) = 0}
n 1
10. sin n + x , where
12. y y + y = 0; y(0) = y  y (0) = y () n=0 7 (n + ) 1 2
2
2

2 1
0
n = f ( x) sin n + x dx .
2
14. y = 0; y (0) = y ; y (0) = y
2 2

2 e
1
12. Let n = f ( x) sin( n ln x) dx. If 1 0,
16. x 2 y + 2 xy = 0; y(1) = 4y(2), y (1) = 4 y (2)
there is no solution. If 1 = 0, then
n
2
c sin(ln x) + 2
sin(n ln x) is a solution.
2 x n =2 1 n
18. 0 h ( x )e sin x dx = 0

n
e 1/ 2 14. cos(n ln x), where
20. 1 h( x ) x sin(ln x)dx = 0 n=0 1 2 n 2
e

n

= 1
f ( x) cos(n ln x)dx
.
22. Unique solution for each h e 1
1
x cos 2 ( n ln x) dx

/2
24. 0 h( x)dx = 0
Exercises 11.6 (page 706)

2 3
26. 1 h( x) 1 x = 0 sinh s sinh( x 1)
0s x
sinh 1
2. G ( x, s ) =
sinh x sinh( s 1) x s 1
sinh 1
Exercises 11.5 (page 698)

2.
1
122
1
sin 11x sin 4 x
17
4. G ( x, s ) = { cos s sin x
cos x sin s
0s x
xs

1 5
4. cos 7 x + cos10 x
49 100
100 CHAPTER 11 EIGENVALUE PROBLEMS AND STURM-LIOUVILLE EQUATIONS

6. G ( x, s ) = {(sin s cos s ) sin x


(sin x cos x ) sin s
0 s x
xs
cosh s cosh( x 1)


sinh 1 0s x
18. G ( x, s ) =
cosh x cosh( s 1)
x s 1
( s 2 + s 2 )( x 2 16 x 2 ) sinh 1
1 s x y = 24
68
8. G ( x, s ) =
( x 2 + x 2 )( s 2 16 s 2 )
xs2 1 2
68 1 s 1 x 1 s x

20. G ( x, s ) =
1 1 1 2 x s 2
(e5 s e s )(5e6 x + e5 x ) x s

30e6 + 6 0s x 2 ln 2 x
10. G ( x, s ) = y= + ln
x 4
(e5 x e x )(5e6 s + e5 s )
x s 1
30e6 + 6
e x s s (1 x) 0 s x
24. a. K ( x, s ) = x s
e x(1 s) x s 1
s ( x )
0s x
b. y = ( x 1)e x xe x 1 + 1
12. G ( x, s ) =
x ( s )
xs

( s 2 s 2 )(3x + 16 x 3 )
4
x x 3 1 s x
y= 76
26. a. K ( x, s ) =
12
( x x 3 )(3s 2 + 16s 2 )
xs2
76

14. G ( x, s ) = {sx 0s x
xs
1 4(1 + ln 2) 3
43 x x 4 b. y = x ln x + ( x x)
y= 4 19
12

sin s sin( x 2)
sin 2 0s x

16. G ( x, s ) =
sin x sin( s 2)
xs2
sin 2
12
y= [sin x sin( x 2) sin 2]
sin 2
EXERCISES 11.8 101

x( s )( s 2 2s + x 2 )
0sx
6
28. H ( x, s ) =
s ( x)( x 2 2x + s 2 )
xs
6

x 2 [( x 3)( s3 3s 2 ) + 23 ( x 3s )]

123 0s x
30. H ( x, s ) =
s 2 [( s 3)( x3 3x 2 ) + 23 ( s 3 x)]
xs
123

Exercises 11.7 (page 715)


1
0 f ( x) J3 (3n x) dx
2. bn J3 (3n x) where { 3n } is the increasing sequence of real zeros of J 3 and bn =
1
n =1 ( 32n ) J 32 ( 3n x ) x dx
0

1
1 f ( x) Pn ( x) dx
4. bn Pn ( x) where bn =
1
n=0 [ n(n + 1)] Pn2 ( x) dx
1

1
0 f ( x) P2n ( x) dx
6. bn P2n ( x) where bn =
1
n=0 [ 2n(2n + 1)] P22n ( x) dx
0


0 f ( x) Ln ( x) dx
16. c. bn Ln ( x) where bn =

n=0 ( n) L2n ( x)e x dx
0

Exercises 11.8 (page 725)


2. No; sin x has a finite number of zeros on any closed bounded interval.

1 1
4. No; it has an infinite number of zeros on the interval , .
2 2


8.
3

e25 26
10. Between and
+1 + 26 sin 5
102 CHAPTER 11 EIGENVALUE PROBLEMS AND STURM-LIOUVILLE EQUATIONS

Chapter 11 Review (page 729)

2. a. (e7 x y ) + e7 x y = 0

b. (e 3 x 2 / 2
) 2
y + e 3 x / 2 y = 0

c. ( xe x y ) + e x y = 0

4. a. y xy = 0; y (0) = 0, y (1) = 0

b. x 2 y + 2 xy 3 y = 0; y (1) = 0, y (e) = 0

2 1
6. + 4 cos 2 x + cos[(2k + 1) x]
6 k =0 (2k 2 + 2k 1)(2k + 1)2


8. a. bn J 7 ( 7n x) where { 7 n } is the increasing sequence of real zeros of J 7 and
n =1
1

bn =
0 f ( x) J 7 (7n x)dx
1
( 72n ) J 72 ( 7 n x ) x dx
0

1
1 f ( x) Pn ( x) dx
b. bn Pn ( x) where bn =
1
n=0 [ n(n + 1)] Pn2 ( x) dx
1

3
10. Between and .
6 5
CHAPTER 12

Exercises 12.2 (page 753)

2. Unstable proper node

4. Unstable improper node


6. Stable center

8. (1, 1) is an asymptotically stable spiral point.

10. (2, 2) is an unstable spiral point.

12. (5, 1) is an asymptotically stable improper node.

14. Unstable proper node

Figure 44

103
104 CHAPTER 12 STABILITY OF AUTONMOUS SYSTEMS

16. Asymptotically stable spiral point.

Figure 45

18. Unstable improper node

Figure 46
EXERCISES 12.3 105

20. Stable center

Figure 47

Exercises 12.3 (page 764)

2. Asymptotically stable improper node

4. Asymptotically stable spiral point

6. Unstable saddle point

8. Asymptotically stable improper node

10. (0, 0) is indeterminant; (1, 1) is an unstable saddle point.

12. (2, 2) is an asymptotically stable spiral point; (2, 2) is an unstable saddle point.
106 CHAPTER 12 STABILITY OF AUTONMOUS SYSTEMS

14. (3, 3) is an unstable saddle point; (2, 2) is an asymptotically stable spiral point.

Figure 48

16. (0, 0) is an unstable saddle point; (4, 2) is an asymptotically stable spiral point.

Figure 49
EXERCISES 12.4 107

Exercises 12.4 (page 774)

1 2
2. G(x) = sin x + C; E ( x, v ) = v + sin x
2

1 2 1 4 1 6 1 1 1 4 1 6
4. G ( x) = x x + x + C ; E ( x, v ) = v 2 + x 2 x + x
2 24 720 2 2 24 720

1 2
6. G ( x) = e x x + C ; E ( x, v ) = v + ex x 1
2

8.

Figure 50
108 CHAPTER 12 STABILITY OF AUTONMOUS SYSTEMS

10.

Figure 51

12.

Figure 52
EXERCISES 12.4 109

14. vh ( x, v ) = v 2 , so energy is decreasing along a trajectory.

Figure 53

16. vh( x, v) = v 2 , so energy is decreasing along a trajectory.

Figure 54
110 CHAPTER 12 STABILITY OF AUTONMOUS SYSTEMS

18.

Figure 55

Exercises 12.5 (page 782)


2. Asymptotically stable 10. Stable

4. Stable 12. Stable

6. Unstable 14. Stable

8. Asymptotically stable
EXERCISES 12.6 111

Exercises 12.6 (page 791)

4. b. Clockwise

6. r = 0 is an unstable spiral point.


r = 2 is a stable limit cycle.
r = 5 is an unstable limit cycle.

Figure 56

8. r = 0 is an unstable spiral point.

Figure 57
112 CHAPTER 12 STABILITY OF AUTONMOUS SYSTEMS

10. r = 0 is an unstable spiral point.


r = 2 is a stable limit cycle.
r = 3 is an unstable limit cycle.

Figure 58

12. r = 0 is an unstable spiral point.


r = n n = 1, 2, 3, , is a limit cycle that is stable for n odd and unstable for n even.

Figure 59
CHAPTER 12 REVIEW 113

Exercises 12.7 (page 798)


2. Asymptotically stable 10. Stable

4. Unstable 12. Asymptotically stable

6. Asymptotically stable 14. Asymptotically stable

x(t ) = 1
c 16. The equilibrium solution corresponding to
8. a. the critical point (3, 0, 1) is unstable.
c2
18. The equilibrium solutions corresponding
x(t ) = c1 + c2
1 t
b. to the critical points (0, 0, 0) and (0, 0, 1)
0 1 are unstable.

Chapter 12 Review (page 801)


2. (0, 0) is an unstable saddle point.

Figure 60
114 CHAPTER 12 STABILITY OF AUTONMOUS SYSTEMS

4. (0, 0) is a stable center.

Figure 61

6. (0, 0) is an unstable improper node.

Figure 62
CHAPTER 12 REVIEW 115

8.

Figure 63

10. Unstable

12. Asymptotically stable


116 CHAPTER 12 STABILITY OF AUTONMOUS SYSTEMS

14. r = 0 is an asymptotically stable spiral point.


r = 2 is an unstable limit cycle.
r = 3 is a stable limit cycle.
r = 4 is an unstable limit cycle.

Figure 64

16. No

18. Asymptotically stable


CHAPTER 13

Exercises 13.1 (page 812) Exercises 13.3 (page 826)


x 2. [2, 1)
2. y ( x ) = sin(t + y (t ))dt

4. (0, 3]
x y (t )
4. y ( x ) = 1 + e dt
0 6. ( , )
6. 0.3775396
Exercises 13.4 (page 832)
8. 2.2360680

10. 1.9345632 2. 102 e

1 / 2
1 4. 102 e 2e
12. y1 ( x ) = 1 + x, y2 ( x) = 1 + x + x 2 + x3
3
6. 102 e
14. y1 ( x) = y2 ( x) = sin x
1
8. esin1
3 1 24
16. y1 ( x ) = x + x 2 ,

2 2
5 3 1 e
y2 ( x ) = x + x 2 x 3 10.
3 2 6 6

Exercises 13.2 (page 820) Chapter 13 Review (page 835)


2. No 2. 0.7390851

4. Yes x
4. 9 + [t 2 y 3 (t ) y 2 (t )]dt
0
6. Yes
6. y1 ( x ) = 1 + 2 x, y2 ( x ) = 1 + 2 x 2 x 2
2 1
n x 0 x n
8. No
1 2
14. No; let yn ( x) = 2n n 2 x n x n .


2 10. ,
0
n x 1 2 2

Then, lim yn ( x) = 0, but e


n 12.
6
1
lim
n
y ( x) dx
0 n
= 1 0.

117

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