Академический Документы
Профессиональный Документы
Культура Документы
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.
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
Student Presentations 3
Homework Assignments 3
Syllabus Suggestions 3
Engineering/Physics Applications 5
Biology/Ecology Applications 6
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.
Written specifically for the texts and available via MyMathLab, this utility has the following items:
GRAPHICAL METHODS
MATRIX OPERATIONS
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.
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.
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
The sections and projects dealing with numerical, graphical, and qualitative techniques for solving differential
equations include:
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).
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 E for Chapter 11, Finite-Difference Method for Boundary Value Problems
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:
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.
Chapter 5, Introduction to Systems and Phase Plane Analysis, which includes sections on coupled mass-spring
systems, electrical circuits, and phase plane analysis.
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.
Chapter 10, Partial Differential Equations, which includes sections on Fourier series, the heat equation, wave
equation, and Laplaces equation.
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.
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 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 3.2, Compartmental Analysis, which contains a discussion of mixing problems and population models.
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).
Problem 19 in Exercises 10.5, which involves chemical diffusion through a thin layer.
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.
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
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 ) ,
x (t ) = a x (t b ) = a f (t b ) ,
and so
1
x (t ) = a f (v b ) dv + x (0 ) .
0
1
x (t ) = a x (v b ) dv + x (b )
b
_____________
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
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?
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
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
dx
14. = kx 4 , where k is the proportionality constant
dt
dA
16. = kA2 , where k is the proportionality constant
dt
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
Figure 1 Figure 2
Solution to Problem 2(a) Solution to Problem 2(b)
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.
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
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
1/ 3
T = Ce kt + M x 1
34. a. 30. b. y = + Ce6 x
2 12
b. 70.77
36. 20
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
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
e2 x
22. y 2 = Ce2 x and y 0.
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
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.
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
18. y = 1 2 x + 2 tan ( 2x + C )
1/ 3
12 2
20. y = C 3
5
26. y = Ce x / 2
2
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
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
25
26 CHAPTER 3 MATHEMATICAL MODELS AND NUMERICAL METHODS INVOLVING FIRST-ORDER EQUATIONS
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
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
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).
a. h( z0 + z1 + z2 + " + zn1 )
b.
h
( z0 + 2 z1 + 2 z2 +
2
" + 2 zn1 + zn )
c. Same as (b)
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
16. x = 1.26
28 CHAPTER 3 MATHEMATICAL MODELS AND NUMERICAL METHODS INVOLVING FIRST-ORDER EQUATIONS
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!
8. 0.63211
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
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
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
7te3t
18. 2e3t + 18. c1e7t + c2 et / 2
3
48. et + e 2t 40. c1 x + c2 x 7
EXERCISES 4.5 33
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
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
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
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
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
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
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
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
30. 3e + 2 e + sin
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
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
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
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
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
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
2.
Figure 20
4. x = 6, y = 1
8. x3 x 2 y y 2 = c
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
Figure 23
Figure 24
EXERCISES 5.4 49
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
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
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
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.
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
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
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).
Figure 30
54 CHAPTER 5 INTRODUCTION TO SYSTEMS AND PHASE PLANE ANALYSIS
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
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
Figure 32
6. (0, 1)
8. Lin. dep.; 0
20. a. c1 + c2 x + c3 x3 + x 2
b. 2 x3 + x 2
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
2. c1e x + c2 e x + c3 e3 x
4. c1e x + c2 e 5 x + c3 e4 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
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
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
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)
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
1
4. x3 e x
6
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
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
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
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
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
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
s 3 2s 2 s + 3
22. 3et 2e3t 18.
( s 1)( s 2)( s 2 2 s 1)
6 t 5a b 1 t a b 1 5t
30. + + + + e + + e
25 5 4 4 4 4 4 100
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
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
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
Figure 35
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
42. c.
Figure 37
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
t 1
12. (t sin t + sin t t cos t )
4. 0 g (v) sin(t v)dv + sin t 2
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
4. e2
6. 1
8. 3e s
10. 27e3s
12. e33s
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
22. sin t (cos t )u t
2
Figure 38
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
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
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
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
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 )
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
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
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!
"
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
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
d. a0 = 0, a1 > 0
9
36. 3 t 2 + t 3 + t 4 +
2
"
EXERCISES 8.4 75
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
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
14. c1 x + c2 x 1/ 2 + x ln x 2 x 2 ln x
16. 3 x 2 + 13 x 2 ln x
4. 0 is regular.
6. 2 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
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
".
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
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
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
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
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
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
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 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
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
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
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
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
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
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
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
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
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
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
4. Neither
6. Odd
4 1
10. f ( x) cos(2k + 1) x
2 k =0 (2k + 1) 2
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
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
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
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
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
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
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
97
98 CHAPTER 11 EIGENVALUE PROBLEMS AND STURM-LIOUVILLE EQUATIONS
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 )
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
4. L+ [ y ] = x 2 y + 6 xy + 7 y
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
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
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
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
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
Figure 44
103
104 CHAPTER 12 STABILITY OF AUTONMOUS SYSTEMS
Figure 45
Figure 46
EXERCISES 12.3 105
Figure 47
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
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
Figure 53
Figure 54
110 CHAPTER 12 STABILITY OF AUTONMOUS SYSTEMS
18.
Figure 55
8. Asymptotically stable
EXERCISES 12.6 111
4. b. Clockwise
Figure 56
Figure 57
112 CHAPTER 12 STABILITY OF AUTONMOUS SYSTEMS
Figure 58
Figure 59
CHAPTER 12 REVIEW 113
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.
Figure 60
114 CHAPTER 12 STABILITY OF AUTONMOUS SYSTEMS
Figure 61
Figure 62
CHAPTER 12 REVIEW 115
8.
Figure 63
10. Unstable
Figure 64
16. No
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
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
117