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PRACTICE PROBLEMS FOR ADVANCED ENGINEERING MATHEMATICS

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Mahesh Chandra Luintel


Institute of Engineering, Tribhuvan University, Nepal
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PRACTICE PROBLEMS FOR
ADVANCED ENGINEERING
MATHEMATICS

Exercise Sheets

Mahesh Chandra Luintel


Table of Contents
EXERCISE 1 .................................................................................................................................................... 3

EXERCISE 2 .................................................................................................................................................. 24

EXERCISE 3 .................................................................................................................................................. 47

EXERCISE 4 .................................................................................................................................................. 63

EXERCISE 5 .................................................................................................................................................. 80

EXERCISE 6 .................................................................................................................................................. 92

EXERCISE 7 ..................................................................................................... Error! Bookmark not defined.

EXERCISE 8 ..................................................................................................... Error! Bookmark not defined.

2
PRACTICE PROBLEMS FOR ADVANCED ENGINEERING MATHEMATICS

EXERCISE 1
FIRST ORDER ODE

EXAMPLE 1.1
𝒚 = 𝒄𝒆𝒙 is the general solution of an ODE 𝒚′ = 𝒚. Plot the solution curves.

The family of solution for different values of 𝑐𝑐 (= 0.1, 0.2, … .0.9, 1.0) is shown in Figure
1.1.

Figure 1.1: The family of


solutions for 𝑦𝑦 = 𝑐𝑐𝑒𝑒 𝑥𝑥

EXAMPLE 1.2
Determine the general solution of an ODE 𝒙𝒚′ + 𝒚 = 𝒚𝟐 . Plot the solution curves.

Solution: Given differential equation can be rearranged as


𝑑𝑦𝑦
𝑥 = 𝑦𝑦 2 − 𝑦𝑦
𝑑𝑥
𝑑𝑦𝑦 𝑑𝑥
or, =
𝑦𝑦 2 − 𝑦𝑦 𝑥

𝑑𝑦𝑦 𝑑𝑥
or, =
𝑦𝑦(𝑦𝑦 − 1) 𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦 𝑑𝑥
or, − =
𝑦𝑦 − 1 𝑦𝑦 𝑥

3
Integrating both sides,

𝑙𝑜𝑔𝑒 (𝑦𝑦 − 1) − 𝑙𝑜𝑔𝑒 𝑦𝑦 = 𝑙𝑜𝑔𝑒 𝑥 + 𝑙𝑜𝑔𝑒 𝑐𝑐

Simplifying,

𝑦𝑦 − 1
𝑙𝑜𝑔𝑒 = 𝑙𝑜𝑔𝑒 𝑐𝑐𝑥
𝑦𝑦
Taking anti-log of both sides, general solution can be expressed as

𝑦𝑦 − 1 = 𝑐𝑐𝑥𝑦𝑦

The family of solution for different values of 𝑐𝑐 (= −10, −8, … .8, 10) is shown in Figure 1.2.

Figure 1.2: The family of solutions for 𝑦𝑦 − 1 = 𝑐𝑐𝑥𝑦𝑦


EXAMPLE 1.3
Solve the following boundary value problems (BVP).
𝒅𝒚
(𝒚 + 𝟏) = 𝒙𝟐 𝒚 − 𝒚, 𝒚(𝟑) = −𝒆
𝒅𝒙

Solution: Given differential equation can be rearranged as


𝑑𝑦𝑦
(𝑦𝑦 + 1) = 𝑦𝑦(𝑥2 − 1)
𝑑𝑥
𝑦𝑦 + 1
or, 𝑑𝑦𝑦 = (𝑥 2 − 1)𝑑𝑥
𝑦𝑦

4
1
or, �1 + � 𝑑𝑦𝑦 = (𝑥 2 − 1)𝑑𝑥
𝑦𝑦

Integrating both sides,

𝑥3
𝑦𝑦 + ln 𝑦𝑦 = −𝑥+𝐶
3

Substituting given condition 𝑦𝑦(3) = −𝑒𝑒,

−𝑒𝑒 − 1 = 9 − 3 + 𝐶

∴ 𝐶 = −𝑒𝑒 − 7

Hence, the solution can be expressed as

𝑥3
𝑦𝑦 + ln 𝑦𝑦 = − 𝑥 − 𝑒𝑒 − 7
3

EXAMPLE 1.4
Determine the general solution of an ODE 𝒙𝒚′ = 𝒙 + 𝒚.

Solution: Dividing both sides of the given differential equation by 𝑥


𝑑𝑦𝑦 𝑦𝑦
= 1+ [a]
𝑑𝑥 𝑥

Assuming that 𝑦𝑦 = 𝑢𝑥, differentiating w. r. t. 𝑥

𝑑𝑦𝑦 𝑑𝑢
= 𝑥+𝑢 [b]
𝑑𝑥 𝑑𝑥

Substituting Equation [b] into Equation [a],


𝑑𝑢
𝑥+𝑢 =1+𝑢
𝑑𝑥

𝑑𝑢
or, 𝑥=1
𝑑𝑥

𝑑𝑥
or, 𝑑𝑢 =
𝑥

Integrating both sides,


𝑢 = ln 𝑥 + ln 𝐶 = ln(𝐶𝑥)

Substituting 𝑢 = 𝑦𝑦/𝑥, the general solution can be expressed as

5
𝑦𝑦 = 𝑥 ln(𝐶𝑥)

EXAMPLE 1.5
Determine the general solution of an ODE:
𝒅𝒚 𝟏 − 𝒙 − 𝒚
=
𝒅𝒙 𝒙+𝒚
Solution: Given differential equation can be rearranged as
𝑑𝑦𝑦 1 − (𝑥 + 𝑦𝑦) 1
= = −1 [a]
𝑑𝑥 𝑥 + 𝑦𝑦 𝑥 + 𝑦𝑦

Assuming that 𝑢 = 𝑥 + 𝑦𝑦, differentiating w. r. t. 𝑥


𝑑𝑢 𝑑𝑦𝑦
=1+
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 𝑑𝑢
∴ = −1 [b]
𝑑𝑥 𝑑𝑥

Substituting Equation [b] into Equation [a],


𝑑𝑢 𝑑𝑦𝑦
=1+
𝑑𝑥 𝑑𝑥
𝑑𝑢 1
or, −1= −1
𝑑𝑥 𝑢

𝑑𝑢 1
or, =
𝑑𝑥 𝑢

or, 𝑢𝑑𝑢 = 𝑑𝑥

Integrating both sides,


𝑢2 𝐶
=𝑥+
2 2

or, 𝑢2 = 2𝑥 + 𝐶

Substituting 𝑢 = 𝑥 + 𝑦𝑦, the general solution can be expressed as


(𝑥 + 𝑦𝑦)2 = 2𝑥 + 𝐶

EXAMPLE 1.6
Solve the following boundary value problems (BVP).
𝒅𝒚
𝒙𝟐 = (𝒙 − 𝒚)𝟐 + 𝒙𝒚, 𝒚(𝟏) = 𝟎
𝒅𝒙

6
Solution: Dividing both sides of the given differential equation by 𝑥 2
𝑑𝑦𝑦 𝑦𝑦 2 𝑦𝑦
= �1 − � + [a]
𝑑𝑥 𝑥 𝑥

Assuming that 𝑦𝑦 = 𝑢𝑥, differentiating w. r. t. 𝑥

𝑑𝑦𝑦 𝑑𝑢
= 𝑥+𝑢 [b]
𝑑𝑥 𝑑𝑥

Substituting Equation [b] into Equation [a],


𝑑𝑢
𝑥 + 𝑢 = (1 − 𝑢)2 + 𝑢
𝑑𝑥

𝑑𝑢
or, 𝑥 = (1 − 𝑢)2
𝑑𝑥

𝑑𝑢 𝑑𝑥
or, =
(1 − 𝑢) 2 𝑥

Integrating both sides,


1
= ln 𝑥 + 𝐶
1−𝑢

(1 − u)(ln 𝑥 + 𝐶) = 1

Substituting 𝑢 = 𝑦𝑦/𝑥, the general solution can be expressed as


y
�1 − �(ln 𝑥 + 𝐶) = 1
x
∴ (x − y)(ln 𝑥 + 𝐶) = 𝑥 [c]

Substituting given condition 𝑦𝑦(1) = 0,


(ln 1 + 𝐶) = 1

∴ 𝐶 = 1 − ln 1

Hence, the solution can be expressed as


(x − y)(ln 𝑥 + 1 − ln 1) = 𝑥

∴ (x − y)(ln 𝑥 + 1) = 𝑥

EXAMPLE 1.7
Determine the general solution of an ODE:

7
𝒅𝒚 𝟐𝒙 + 𝟓𝒚 + 𝟏
=
𝒅𝒙 𝟓𝒙 + 𝟐𝒚 − 𝟏

Solution: Substituting 𝑥 = 𝑋 + ℎ, 𝑦𝑦 = 𝑌 + 𝑘 in the given differential equation,


𝑑𝑌 2𝑋 + 5𝑌 + 2ℎ + 5𝑘 + 1
= [a]
𝑑𝑋 5𝑋 + 2𝑌 + 5ℎ + 2𝑘 − 1

Equation [a] can be converted into homogeneous form when


2ℎ + 5𝑘 + 1 = 0
[b]
5ℎ + 2𝑘 − 1 = 0

Solving Equations [b], we get


1 1
ℎ = ,𝑘 = −
3 3

Then homogeneous form of Equation [a] can be expressed as

𝑑𝑦𝑦 2𝑋 + 5𝑌
= [c]
𝑑𝑥 5𝑋 + 2𝑌

Assuming that 𝑌 = 𝑈𝑋, differentiating w. r. t. 𝑋

𝑑𝑌 𝑑𝑈
= 𝑋+𝑈 [d]
𝑑𝑋 𝑑𝑋

Substituting Equation [d] into Equation [c],


𝑑𝑈 2 + 5𝑈
𝑋+𝑈 =
𝑑𝑋 5 + 2𝑈

𝑑𝑈 2 + 5𝑈
or, 𝑋= −𝑈
𝑑𝑋 5 + 2𝑈

𝑑𝑈 2 + 5𝑈 − 5𝑈 − 2𝑈 2
or, 𝑋=
𝑑𝑋 5 + 2𝑈

𝑑𝑈 2(1 − 𝑈 2 )
or, 𝑋=
𝑑𝑋 5 + 2𝑈

(5 + 2𝑈) 𝑑𝑋
or, 2
𝑑𝑈 = 2
(1 − 𝑈 ) 𝑋

7 3 𝑑𝑋
or, � + � 𝑑𝑈 = 2
2(1 − 𝑈) 2(1 + 𝑈) 𝑋

8
Integrating both sides,
7 3
− 𝑙𝑛(1 − 𝑈) + 𝑙𝑛(1 + 𝑈) = 2𝑙𝑛𝑋 + 2𝑙𝑛𝐶1
2 2

or, 3 𝑙𝑛(1 + 𝑈) − 7 𝑙𝑛(1 − 𝑈) = 4 𝑙𝑛(𝐶1𝑋)

(1 + 𝑈)3
or, 𝑙𝑛 � � = 𝑙𝑛(𝐶1𝑋)4
(1 − 𝑈)7

(1 + 𝑈)3
or, = (𝐶1𝑋)4
(1 − 𝑈)7

or, (1 + 𝑈)3 = 𝐶𝑋 4 (1 − 𝑈)7

Substituting 𝑈 = 𝑌/𝑋,
𝑋+𝑌 3 4
𝑋−𝑌 7
� � = 𝐶𝑋 � �
𝑋 𝑋

(𝑋 + 𝑌)3 = 𝐶(𝑋 − 𝑌)7

Substituting 𝑋 = 𝑥 − 1/3 and 𝑌 = 𝑦𝑦 + 1/3 the general solution can be expressed as


2 7
(𝑥 + 𝑦𝑦)3 = 𝐶 �𝑥 − 𝑦𝑦 − �
3

EXAMPLE 1.8
Determine the general solution of an ODE:
𝒅𝒚 𝟐𝒙 + 𝟑𝒚 + 𝟒
=
𝒅𝒙 𝟒𝒙 + 𝟔𝒚 + 𝟓

Solution: Given differential equation can be rearranged as


𝑑𝑦𝑦 2𝑥 + 3𝑦𝑦 + 4
= [a]
𝑑𝑥 2(2𝑥 + 3𝑦𝑦) + 5

Assuming that 𝑢 = 2𝑥 + 3𝑦𝑦, differentiating w. r. t. 𝑥


𝑑𝑢 𝑑𝑦𝑦
=2+3
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 1 𝑑𝑢
∴ = � − 2� [b]
𝑑𝑥 3 𝑑𝑥

Substituting Equation [b] into Equation [a],

9
1 𝑑𝑢 𝑢+4
� − 2� =
3 𝑑𝑥 2𝑢 + 5

𝑑𝑢 3(𝑢 + 4)
or, −2=
𝑑𝑥 2𝑢 + 5

𝑑𝑢 3(𝑢 + 4)
or, = +2
𝑑𝑥 2𝑢 + 5

𝑑𝑢 3𝑢 + 12 + 4𝑢 + 10 7𝑢 + 22
or, = =
𝑑𝑥 2𝑢 + 5 2𝑢 + 5

2𝑢 + 5
or, 𝑑𝑢 = 𝑑𝑥
7𝑢 + 22

1 9
or, �2 − � 𝑑𝑢 = 𝑑𝑥
7 7𝑢 + 22

9
or, �2 − � 𝑑𝑢 = 7𝑑𝑥
7𝑢 + 22

Integrating both sides,


9
2𝑢 − 𝑙𝑛(7𝑢 + 22) = 7𝑥 + 𝐶1
7

or, 14𝑢 − 9 𝑙𝑛(7𝑢 + 22) = 49𝑥 + 7𝐶1

Substituting 𝑢 = 2𝑥 + 3𝑦𝑦, the general solution can be expressed as


14(2𝑥 + 3𝑦𝑦) − 9 𝑙𝑛(14𝑥 + 21𝑦𝑦 + 22) = 49𝑥 + 𝐶

EXAMPLE 1.9
Determine the general solution of an ODE:
𝒚 𝟏
�− 𝟐 + 𝟐 𝒄𝒐𝒔 𝟐𝒙� 𝒅𝒙 + � − 𝟐 𝒔𝒊𝒏 𝟐𝒚� 𝒅𝒚 = 𝟎
𝒙 𝒙

Solution: We first check the exactness of the equation. For this comparing given ODE
with the standard form of an exact ODE, we get
𝑦𝑦
𝑀 = − 2 + 2 𝑐𝑐𝑜𝑠 2𝑥 [a]
𝑥
1
𝑁= − 2 𝑠𝑖𝑛 2𝑦𝑦 [b]
𝑥

Differentiating 𝑀 w. r. t. 𝑦𝑦 and differentiating 𝑁 w. r. t. 𝑥

10
𝜕𝑀 1
=− 2 [c]
𝜕𝑦𝑦 𝑥

𝜕𝑁 1
=− 2 [d]
𝜕𝑥 𝑥

Here 𝜕𝑀/𝜕𝑦𝑦 = 𝜕𝑁/𝜕𝑥, hence given ODE is an exact ODE.

The general solution can be determined as

𝑢 = � 𝑀 𝑑𝑥 + 𝑘(𝑦𝑦)

𝑦𝑦
= � �− + 2 𝑐𝑐𝑜𝑠 2𝑥� 𝑑𝑥 + 𝑘(𝑦𝑦)
𝑥2
𝑦𝑦
= � + 𝑠𝑖𝑛 2𝑥� + 𝑘(𝑦𝑦) [e]
𝑥
Again, we know
𝜕𝑢 1
= 𝑁 = − 2 𝑠𝑖𝑛 2𝑦𝑦
𝜕𝑦𝑦 𝑥

1 𝜕𝑘 1
or, + = − 2 𝑠𝑖𝑛 2𝑦𝑦
𝑥 𝜕𝑦𝑦 𝑥

𝜕𝑘
or, = −2 𝑠𝑖𝑛 2𝑦𝑦
𝜕𝑦𝑦

∴ 𝑘(𝑦𝑦) = 𝑐𝑐𝑜𝑠 2𝑦𝑦 − 𝐶

Then substituting 𝑘(𝑦𝑦) into [e], the general solution can be expressed as
𝑦𝑦
= + 𝑠𝑖𝑛 2𝑥 + 𝑐𝑐𝑜𝑠 2𝑦𝑦
𝑢 𝑥
=𝐶

Alternatively, the general solution can also be determined as

𝑢 = � 𝑁 𝑑𝑦𝑦 + 𝑙(𝑥)

1
= � � − 2 𝑠𝑖𝑛 2𝑦𝑦� 𝑑𝑦𝑦
𝑥
+ 𝑙(𝑥)

𝑦𝑦
= � + 𝑐𝑐𝑜𝑠 2𝑦𝑦� + 𝑙(𝑥) [f]
𝑥

11
Again, we know
𝜕𝑢 𝑦𝑦
= 𝑀 = − 2 + 2 𝑐𝑐𝑜𝑠 2𝑥
𝜕𝑥 𝑥

𝑦𝑦 𝜕𝑙 𝑦𝑦
or, − 2
+ = − 2 + 2 𝑐𝑐𝑜𝑠 2𝑥
𝑥 𝜕𝑥 𝑥

𝜕𝑙
or, = 2 𝑐𝑐𝑜𝑠 2𝑥
𝜕𝑥

∴ 𝑙(𝑥) = 𝑠𝑖𝑛 2𝑥

Then substituting 𝑙(𝑥) into [f], the general solution can be expressed as
𝑦𝑦
𝑢 = + 𝑠𝑖𝑛 2𝑥 + 𝑐𝑐𝑜𝑠 2𝑦𝑦 = 𝐶
𝑥

EXAMPLE 1.10
Solve the initial value problem
𝒆𝒚 𝒅𝒙 + (𝒙𝒆𝒚 − 𝟏)𝒅𝒚 = 𝟎, 𝒚(𝟓) = 𝟎

Solution: We first check the exactness of the equation. For this comparing given ODE with the
standard form of an exact ODE, we get
𝑀 = 𝑒𝑒 𝑦 [a]

𝑁 = 𝑥𝑒𝑒 𝑦 − 1 [b]

Differentiating 𝑀 w. r. t. 𝑦𝑦 and Differentiating 𝑁 w. r. t. 𝑥


𝜕𝑀
= 𝑒𝑒 𝑦 [c]
𝜕𝑦𝑦

𝜕𝑁
= 𝑒𝑒 𝑦 [d]
𝜕𝑥

Here 𝜕𝑀/𝜕𝑦𝑦 = 𝜕𝑁/𝜕𝑥, hence given ODE is an exact ODE.

The general solution can be determined as

𝑢 = � 𝑀 𝑑𝑥 + 𝑘(𝑦𝑦)

= � 𝑒𝑒 𝑦 𝑑𝑥 + 𝑘(𝑦𝑦)

12
= 𝑥𝑒𝑒 𝑦 + 𝑘(𝑦𝑦) [e]

Again, we know
𝜕𝑢
= 𝑁 = 𝑥𝑒𝑒 𝑦 − 1
𝜕𝑦𝑦

𝜕𝑘
or, 𝑥𝑒𝑒 𝑦 + = 𝑥𝑒𝑒 𝑦 − 1
𝜕𝑦𝑦

𝜕𝑘
or, = −1
𝜕𝑦𝑦

∴ 𝑘(𝑦𝑦) = 𝑦𝑦

Then substituting 𝑘(𝑦𝑦) into [e], the general solution can be expressed as
𝑢 = 𝑥𝑒𝑒 𝑦 + 𝑦𝑦 = 𝐶

Substituting given condition 𝑦𝑦(5) = 0,


(5 + 0) = 𝐶

∴ 𝐶=5

Hence, the solution can be expressed as


𝑥𝑒𝑒 𝑦 + 𝑦𝑦 = 5

EXAMPLE 1.11
Determine the particular solution of an ODE subject to given initial condition
(𝒙𝟒 + 𝒚𝟐 )𝒅𝒙 − 𝒙𝒚𝒅𝒚 = 𝟎, 𝒚(𝟐) = 𝟏

Solution: Given ODE is not exact, hence


𝑃 = 𝑥 4 + 𝑦𝑦 2
𝑄 = −𝑥𝑦𝑦

Then the integrating factor is determined as


1 𝜕𝑃 𝜕𝑄
𝐹(𝑥) = 𝑒𝑒 ∫𝑄�𝜕𝑦 −𝜕𝑥𝑥 �𝑑𝑥𝑥
1
∫−𝑥𝑥𝑦(2𝑦+𝑦)𝑑𝑥𝑥
= 𝑒𝑒
3 3 −3
1
= 𝑒𝑒 ∫ −𝑥𝑥𝑑𝑥𝑥 = 𝑒𝑒 ∫ −𝑥𝑥𝑑𝑥𝑥 = 𝑒𝑒 −3𝑙𝑛𝑥𝑥 = 𝑒𝑒 𝑙𝑛𝑥𝑥 = 𝑥 −3 =
𝑥3

13
The given ODE becomes an exact ODE when it is multiplied by the integrating factor
thus obtained. Then
𝑥 4 + 𝑦𝑦 2
𝑀 = 𝐹𝑃 =
𝑥3
𝑥𝑦𝑦 𝑦𝑦
𝑁=− 3
=− 2
𝑥 𝑥

Then the general solution can be determined as

𝑢 = � 𝑁 𝑑𝑦𝑦 + 𝑙(𝑥)

𝑦𝑦
= � �− � 𝑑𝑦𝑦 + 𝑙(𝑥)
𝑥2

𝑦𝑦 2
=− + 𝑙(𝑥)
2𝑥 2

Again, we know
𝜕𝑢 𝑥 4 + 𝑦𝑦 2
=𝑀=
𝜕𝑥 𝑥3

𝑦𝑦 2 𝜕𝑙 𝑦𝑦 2
or, + =𝑥+ 3
𝑥 3 𝜕𝑥 𝑥

𝜕𝑙
or, =𝑥
𝜕𝑥

𝑥2
∴ 𝑙(𝑥) =
2

Then substituting 𝑙(𝑥), the general solution can be expressed as


𝑦𝑦 2 𝑥2
𝑢 =− 2+ =𝐶
2𝑥 2

Substituting the given initial condition, we get


1 4
− + =𝐶
8 2

15
∴ 𝐶=
8
Then substituting 𝐶, we get the particular solution as

14
𝑦𝑦 2 𝑥 2 15
− 2+ =
2𝑥 2 8

𝑦𝑦 2 15
∴ 𝑥2 − =
𝑥2 4

EXAMPLE 1.12
Determine the general solution of the following ODE
𝒅𝒚
(𝟏 + 𝒙𝟐 ) + 𝟐𝒙𝒚 − 𝟔𝒙𝟐 = 𝟎
𝒅𝒙

Solution: Given ODE can be rearranged by dividing it with (1 + 𝑥 2 )


𝑑𝑦𝑦 2𝑥 6𝑥 2
+ 𝑦𝑦 =
𝑑𝑥 1 + 𝑥 2 1 + 𝑥2

Comparing with the standard form of first order linear ODE [41], we get
2𝑥 6𝑥 2
𝑝(𝑥) = 𝑟(𝑥) =
1 + 𝑥2 1 + 𝑥2

Then,
2𝑥
ℎ = � 𝑝𝑑𝑥 = � 𝑑𝑥 = 𝑙𝑛(1 + 𝑥 2 )
1 + 𝑥2

2� 1
∴ 𝑒𝑒 ℎ = 𝑒𝑒 𝑙𝑛�1+𝑥𝑥 = 1 + 𝑥2 and 𝑒𝑒 −ℎ =
1 + 𝑥2

Then the general solution of the given ODE is given as

𝑦𝑦 = 𝑒𝑒 −ℎ � 𝑒𝑒 ℎ 𝑟 𝑑𝑥 + 𝐶𝑒𝑒 −ℎ

1 2)
6𝑥 2 1
= 2
�(1 + 𝑥 2
𝑑𝑥 + 𝐶
1+𝑥 1+𝑥 1 + 𝑥2

1 2
𝐶
= � 6𝑥 𝑑𝑥 +
1 + 𝑥2 1 + 𝑥2

2𝑥 3 𝐶
= +
(1 + 𝑥 2 ) 1 + 𝑥 2

Then the general solution can also be expressed as


𝑦𝑦(1 + 𝑥 2 ) = 2𝑥 3 + 𝐶

15
EXAMPLE 1.13
Determine the particular solution of an ODE subject to given initial condition
𝒅𝒚 𝒔𝒊𝒏𝒙
𝒙 + 𝟑𝒚 = 𝟐 , 𝒚(𝝅/𝟐) = 𝟏
𝒅𝒙 𝒙

Solution: Given ODE can be rearranged by dividing it with 𝑥


𝑑𝑦𝑦 3 𝑠𝑖𝑛𝑥
+ 𝑦𝑦 = 3
𝑑𝑥 𝑥 𝑥

Comparing with the standard form of first order linear ODE [41], we get
3 𝑠𝑖𝑛𝑥
𝑝(𝑥) = 𝑟(𝑥) =
𝑥 𝑥3

Then,
3
ℎ = � 𝑝𝑑𝑥 = � 𝑑𝑥 = 3𝑙𝑛𝑥 = 𝑙𝑛𝑥 3
𝑥

3 1
∴ 𝑒𝑒 ℎ = 𝑒𝑒 𝑙𝑛𝑥𝑥 = 𝑥 3 and 𝑒𝑒 −ℎ =
𝑥3

Then the general solution of the given ODE is given as

𝑦𝑦 = 𝑒𝑒 −ℎ � 𝑒𝑒 ℎ 𝑟 𝑑𝑥 + 𝐶𝑒𝑒 −ℎ

1 3
𝑠𝑖𝑛𝑥 1
= � 𝑥 𝑑𝑥 + 𝐶
𝑥3 𝑥3 𝑥3

1 𝐶
= 3
� 𝑠𝑖𝑛𝑥 𝑑𝑥 + 3
𝑥 𝑥

𝑐𝑐𝑜𝑠𝑥 𝐶
=− + 3
𝑥3 𝑥

Substituting the given initial condition, we get


8𝐶
1= 0+
𝜋3

𝜋3
∴ 𝐶=
8

Then substituting 𝐶, we get the particular solution as


𝑐𝑐𝑜𝑠𝑥 𝜋 3 1
𝑦𝑦 = − 3 +
𝑥 8 𝑥3
16
𝜋3
∴ 𝑥 3 𝑦𝑦 + 𝑐𝑐𝑜𝑠𝑥 =
8

EXAMPLE 1.14
Determine the general solution of the following ODE
𝒅𝒚
= 𝒚(𝟏 + 𝒚𝒆𝒙 )
𝒅𝒙

Solution: Given ODE can be rearranged as


𝑑𝑦𝑦
− 𝑦𝑦 = 𝑦𝑦 2 𝑒𝑒 𝑥𝑥
𝑑𝑥

Comparing with the standard form of Bernoulli Equation [49], we get


𝑝(𝑥) = −1 𝑔(𝑥) = 𝑒𝑒 𝑥𝑥 and 𝑎=2

Then,

ℎ = �(1 − 𝑎)𝑝𝑑𝑥 = � 𝑑𝑥 = 𝑥

∴ 𝑒𝑒 ℎ = 𝑒𝑒 𝑥𝑥 and 𝑒𝑒 −ℎ = 𝑒𝑒 −𝑥𝑥

Then the general solution as 𝑢 a dependent variable of the given ODE is given as

𝑢 = 𝑒𝑒 −ℎ � 𝑒𝑒 ℎ (1 − 𝑎)𝑔 𝑑𝑥 + 𝐶1 𝑒𝑒 −ℎ

= 𝑒𝑒 −𝑥𝑥 � 𝑒𝑒 𝑥𝑥 (−𝑒𝑒 𝑥𝑥 ) 𝑑𝑥 + 𝐶1 𝑒𝑒 −𝑥𝑥

= −𝑒𝑒 −𝑥𝑥 � 𝑒𝑒 2𝑥𝑥 𝑑𝑥 + 𝐶1 𝑒𝑒 −𝑥𝑥

𝑒𝑒 𝑥𝑥
= − + 𝐶1 𝑒𝑒 −𝑥𝑥
2

Substituting 𝑢 = 𝑦𝑦 1−𝑎 = 𝑦𝑦1−2 = 𝑦𝑦 −1 Then the general solution can also be expressed as
𝑒𝑒 𝑥𝑥 −𝑒𝑒 𝑥𝑥 + 2𝐶1𝑒𝑒 −𝑥𝑥 −𝑒𝑒 𝑥𝑥 + 𝐶𝑒𝑒 −𝑥𝑥
𝑦𝑦 −1 = − + 𝐶1𝑒𝑒 −𝑥𝑥 = =
2 2 2

∴ 𝑦𝑦(𝐶𝑒𝑒 −𝑥𝑥 − 𝑒𝑒 𝑥𝑥 ) = 2

17
EXERCISE
Solve all problems analytically and verify using computer application.
A: Separable ODEs
1. Find a general solution for the following differential equations. Also plot the solution curves.
dy dy
(a) − xy = y (b) (y 2 + y) + (x 2 + 1) = 0
dx dx

dy dy xy + 2y − x − 3
(c) y�1 + x 2 = x�1 + y 2 (d) =
dx dx xy − 3y + x − 3

dy dy y
(e) = sin(x + y) + sin(x − y) (f) tan−1 x − =0
dx dx 1 + x 2

dy y + 1 2 dy
(g) = ex−y + x 2 e−y (h) � � = y lnx
dx x dx

dy dy
(i) e−3x + x sin 2y = 0 (j) (1 − ex ) sec 2 y = ex tan y
dx dx

2. Solve the following boundary value problems (BVP).


dy 2 dy
(a) = e−x , y(2) = 6 (b) = y(y + 3), y(0) = −4
dx dx
dy dy
(c) x + y = 0, y(4) = 6 (d) 2y = x(1 − 2y), y(1) = 1
dx dx

dy xy 3 dy
(e) = , y(0) = 1 (f) + 3y(y + 1) sin 2x = 0, y(0) = 1
dx √1 − x 2 dx

dy dy
(g) = 2e3x−2y , y(0) = 0 (h) cos x (e2y − y) = ey sin 2x , y(0) = 0
dx dx
dy2
sin−1 x dy
(i) y = , y(0) = 0 (j) ln y x = 3x 2 y, y(2) = e3
dx √1 − x 2 dx

3. Determine the value of 𝑝, given that


𝑑𝑦𝑦
𝑥3 =𝑝−𝑥
𝑑𝑥

and that y = 0 when x = 2 and when x = 6.

4. Find an explicit solution of the given initial-value problem. Use a graphing utility to plot the
graph of each solution. Compare each solution curve in a neighborhood of (0, 1).

18
𝑑𝑦𝑦 𝑑𝑦𝑦
(a) = (𝑦𝑦 − 1)2 , 𝑦𝑦(0) = 1 (b) = (𝑦𝑦 − 1)2 , 𝑦𝑦(0) = 1.01
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦
(c) = (𝑦𝑦 − 1)2 + 0.01, 𝑦𝑦(0) = 1 (d) = (𝑦𝑦 − 1)2 − 0.01, 𝑦𝑦(0) = 1
𝑑𝑥 𝑑𝑥
Compare and comment upon the solutions of each case.

B: Reducible to Separable Form


5. Find a general solution for the following differential equations. Also plot the solution curves.
𝑑𝑦𝑦 𝑦𝑦 2 𝑑𝑦𝑦 𝑑𝑦𝑦 𝑥 + 3𝑦𝑦
(a) 𝑥 = + 𝑦𝑦 (b) 2𝑥 2 = (𝑥 + 𝑦𝑦)2 (c) =
𝑑𝑥 𝑥 𝑑𝑥 𝑑𝑥 𝑥 − 𝑦𝑦

𝑑𝑦𝑦 𝑥2 𝑦𝑦 𝑑𝑦𝑦 𝑦𝑦 2 𝑑𝑦𝑦 𝑦𝑦


(d) = 2 + (e) = 1 (f) 𝑥 = 𝑦𝑦 + 𝑥 𝑐𝑐𝑜𝑠 � �
𝑑𝑥 𝑦𝑦 − 𝑥 2 𝑥 𝑑𝑥 𝑑𝑥 𝑥
𝑥𝑦𝑦 + (𝑥𝑦𝑦 2 )3

𝑥 𝑑𝑥 𝑑𝑦𝑦
(g) 𝑒𝑒 𝑥𝑥/𝑦 �1 − � + �1 + 𝑒𝑒 𝑥𝑥/𝑦 � =0 (h) 𝑥 = 𝑦𝑦(𝑙𝑛𝑦𝑦 − 𝑙𝑛𝑥 + 1)
𝑦𝑦 𝑑𝑦𝑦 𝑑𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦
(i) = (3𝑥 + 4𝑦𝑦 + 1)2 (j) = 𝑡𝑎𝑛2 (𝑥 + 𝑦𝑦)
𝑑𝑥 𝑑𝑥

6. Solve the following boundary value problems (BVP).


𝑑𝑦𝑦 𝑑𝑦𝑦
(a) 𝑥 = 𝑦𝑦 − 𝑥, 𝑦𝑦(1) = 2 (b) 𝑥𝑦𝑦 2 = 𝑦𝑦 3 − 𝑥 3 , 𝑦𝑦(1) = 2
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 𝜋 𝑑𝑦𝑦 𝑦𝑦
(c) = 𝑐𝑐𝑜𝑠 (𝑥 + 𝑦𝑦), 𝑦𝑦(0) = (d) 𝑥 = 𝑦𝑦 + 3𝑥 4 𝑐𝑐𝑜𝑠 2 � � , 𝑦𝑦(1) = 0
𝑑𝑥 4 𝑑𝑥 𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦
(e) 𝑥(𝑙𝑛 𝑥 − 𝑙𝑛 𝑦𝑦 − 1) + 𝑦𝑦 = 0, 𝑦𝑦(1) = 𝑒𝑒 (f) 𝑥𝑒𝑒 𝑦/𝑥𝑥 − �𝑥 + 𝑦𝑦𝑒𝑒 𝑦/𝑥𝑥 � = 0, 𝑦𝑦(1) = 0
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦 3𝑥 + 2𝑦𝑦


(g) = (−2𝑥 + 𝑦𝑦)2 + 7, 𝑦𝑦(0) = 0 (h) = , 𝑦𝑦(−1) = −1
𝑑𝑥 𝑑𝑥 3𝑥 + 2𝑦𝑦 + 2

C: Homogeneous and Nonhomogeneous ODE


7. Find a general solution for the following differential equations. Also plot the solution curves.
𝑑𝑦𝑦 𝑥 + 𝑦𝑦 𝑑𝑦𝑦 𝑦𝑦 − 3 𝑑𝑦𝑦 𝑥 + 2𝑦𝑦 − 3
(a) = (b) = (c) =
𝑑𝑥 𝑥 − 𝑦𝑦 + 1 𝑑𝑥 𝑥 + 𝑦𝑦 − 1 𝑑𝑥 2𝑥 + 3𝑦𝑦 − 5

𝑑𝑦𝑦 2𝑥 + 3𝑦𝑦 + 1 𝑑𝑦𝑦 2𝑦𝑦 − 𝑥 − 4 𝑑𝑦𝑦 3(𝑥 + 𝑦𝑦 + 1)


(d) = (e) = (f) =
𝑑𝑥 2𝑦𝑦 − 3𝑥 + 5 𝑑𝑥 𝑦𝑦 − 3𝑥 + 3 𝑑𝑥 5𝑥 + 𝑦𝑦 − 7

19
𝑑𝑦𝑦 𝑥 − 2𝑦𝑦 𝑑𝑦𝑦 𝑥 − 𝑦𝑦 + 1
(g) = (h) =
𝑑𝑥 3𝑥 − 6𝑦𝑦 + 4 𝑑𝑥 2𝑥 − 2𝑦𝑦

𝑑𝑦𝑦 2𝑥 + 7𝑦𝑦 + 1 𝑑𝑦𝑦 4𝑥 − 6𝑦𝑦 − 1


(i) = (j) =
𝑑𝑥 6𝑥 − 21𝑦𝑦 − 1 𝑑𝑥 3𝑦𝑦 − 2𝑥 + 5

D: Exact ODE
8. Find a general solution for the following differential equations. Also plot the solution curves.

(a) (𝑥𝑦𝑦 + 1)𝑑𝑥 + (𝑥𝑦𝑦 − 1)𝑑𝑦𝑦 = 0 (b) (𝑦𝑦 3 − 2𝑥 2 ) 𝑑𝑥 + (3𝑥𝑦𝑦 2 + 𝑦𝑦)𝑑𝑦𝑦 = 0

1 1 3𝑥 2 𝑦𝑦
(c) �4𝑥𝑦𝑦 + � 𝑑𝑥 + �2𝑥 2 − � 𝑑𝑦𝑦 = 0 (d) 𝑑𝑥 + � + 6𝑦𝑦� 𝑑𝑦𝑦 = 0
𝑥 𝑦𝑦 2�𝑥 3 + 𝑦𝑦 2 �𝑥 3 + 𝑦𝑦 2

(e) (𝑦𝑦 𝑠𝑖𝑛𝑥 + 𝑥𝑦𝑦 𝑐𝑐𝑜𝑠𝑥)𝑑𝑥 + (𝑥 𝑠𝑖𝑛𝑥 + 1)𝑑𝑦𝑦 = 0

(f) [2𝑐𝑐𝑜𝑠(𝑥 + 𝑦𝑦) − 2𝑥 𝑠𝑖𝑛(𝑥 + 𝑦𝑦)]𝑑𝑥 − 2𝑥 𝑠𝑖𝑛(𝑥 + 𝑦𝑦)𝑑𝑦𝑦 = 0

(g) (4𝑥 3 − 𝑠𝑖𝑛𝑥 + 𝑦𝑦 3 )𝑑𝑥 − (𝑦𝑦 2 + 1 − 3𝑥𝑦𝑦 2 )𝑑𝑦𝑦 = 0

𝑥
(h) �1 + 3𝑒𝑒 𝑥𝑥/𝑦 �𝑑𝑥 + 3𝑒𝑒 𝑥𝑥/𝑦 �1 − � 𝑑𝑦𝑦 = 0
𝑦𝑦

(i) (𝑦𝑦𝑒𝑒 𝑥𝑥𝑦 𝑐𝑐𝑜𝑠2𝑥 − 2𝑒𝑒 𝑥𝑥𝑦 𝑠𝑖𝑛2𝑥 + 2𝑥)𝑑𝑥 + (𝑥𝑒𝑒 𝑥𝑥𝑦 𝑐𝑐𝑜𝑠2𝑥 − 3)𝑑𝑦𝑦 = 0

𝑦𝑦
(j) � + 2𝑥 𝑠𝑖𝑛ℎ(𝑦𝑦 2 )� 𝑑𝑥 + [𝑙𝑛𝑥 + 2𝑥 2 𝑦𝑦 𝑐𝑐𝑜𝑠ℎ(𝑦𝑦 2 )]𝑑𝑦𝑦 = 0
𝑥

9. Solve the following boundary/initial value problems (BVP/IVP).


(a) 2𝑥𝑦𝑦 𝑑𝑥 + (1 + 𝑥 2 )𝑑𝑦𝑦 = 0, 𝑦𝑦(0) = 1

𝑥𝑦𝑦
(b) 𝑑𝑥 + (3𝑦𝑦 2 − 𝑥 2 )𝑑𝑦𝑦 = 0, 𝑦𝑦(1) = 1
2

(c) (𝑥 3 − 3𝑥𝑦𝑦 2 )𝑑𝑥 + (𝑦𝑦 3 − 3𝑥 3 𝑦𝑦)𝑑𝑦𝑦 = 0, 𝑦𝑦(0) = 1

(d) (𝑥 + 𝑠𝑖𝑛𝑦𝑦)𝑑𝑥 + (𝑥 𝑐𝑐𝑜𝑠𝑦𝑦 − 2𝑦𝑦)𝑑𝑦𝑦 = 0, 𝑦𝑦(2) = 𝜋


1
(e) 𝑦𝑦(𝑦𝑦 + 𝑠𝑖𝑛 𝑥)𝑑𝑥 + �2𝑥𝑦𝑦 − 𝑐𝑐𝑜𝑠 𝑥 − � 𝑑𝑦𝑦 = 0, 𝑦𝑦(0) = 1
1 + 𝑦𝑦 2

(f) (𝑠𝑖𝑛 𝑥𝑦𝑦 + 𝑥𝑦𝑦 𝑐𝑐𝑜𝑠 𝑥𝑦𝑦)𝑑𝑥 + 𝑥 2 𝑐𝑐𝑜𝑠 𝑥𝑦𝑦 𝑑𝑦𝑦 = 0, 𝑦𝑦(0) = −1

(g) [𝑥 𝑐𝑐𝑜𝑠(2𝑦𝑦 − 𝑥) − 𝑠𝑖𝑛(2𝑦𝑦 − 𝑥)]𝑑𝑥 − 2𝑥 𝑐𝑐𝑜𝑠(2𝑦𝑦 − 𝑥)𝑑𝑦𝑦 = 0, 𝑦𝑦(𝜋/12) = 𝜋/8

20
(h) 𝑒𝑒 𝑥𝑥 (𝑦𝑦 3 + 𝑥𝑦𝑦 3 + 1)𝑑𝑥 + 3𝑦𝑦 2 (𝑥𝑒𝑒 𝑥𝑥 − 6)𝑑𝑦𝑦 = 0, 𝑦𝑦(0) = 1

𝑦𝑦
(i) �1 + 𝑒𝑒 𝑦/𝑥𝑥 − 𝑒𝑒 𝑦/𝑥𝑥 � 𝑑𝑥 + 𝑒𝑒 𝑦/𝑥𝑥 𝑑𝑦𝑦 = 0, 𝑦𝑦(1) = −5
𝑥

(j) (𝑦𝑦 2 𝑐𝑐𝑜𝑠 𝑥 − 3𝑥 2 𝑦𝑦 − 2𝑥)𝑑𝑥 + (2𝑦𝑦 𝑠𝑖𝑛 𝑥 − 𝑥 3 + 𝑙𝑛 𝑦𝑦)𝑑𝑦𝑦, 𝑦𝑦(0) = 𝑒𝑒

10. Find the value of 𝑏 for which the given equation is exact and then solve it using that value of
𝑏.
(a) (𝑥𝑦𝑦 2 + 𝑏𝑥 2 𝑦𝑦) 𝑑𝑥 + (𝑥 + 𝑦𝑦)𝑦𝑦 2 𝑑𝑦𝑦 = 0

(b) (𝑦𝑦𝑒𝑒 2𝑥𝑥𝑦 + 𝑥) 𝑑𝑥 + 𝑏𝑥𝑒𝑒 2𝑥𝑥𝑦 𝑑𝑦𝑦 = 0

E: Reducible to Exact ODE


11. Find a general solution for the following differential equations.
(a) (1 − 𝑥 − 𝑦𝑦)𝑑𝑥 + 𝑑𝑦𝑦 = 0 (b) (2𝑦𝑦 2 + 3𝑥)𝑑𝑥 + 2𝑥𝑦𝑦 𝑑𝑦𝑦 = 0

6 𝑥 2 3𝑦𝑦
(c) (𝑦𝑦 − 2𝑥 3 )𝑑𝑥 − 𝑥(1 − 𝑥𝑦𝑦)𝑑𝑦𝑦 = 0 (d) �3𝑥 + � 𝑑𝑥 + � + � 𝑑𝑦𝑦 = 0
𝑦𝑦 𝑦𝑦 𝑥

4𝑥 3 3 3𝑥 𝑥
(e) � 2 + � 𝑑𝑥 + � 2 + 4𝑦𝑦� 𝑑𝑦𝑦 = 0 (f) 𝑑𝑥 + � − 𝑠𝑖𝑛𝑦𝑦� 𝑑𝑦𝑦 = 0
𝑦𝑦 𝑦𝑦 𝑦𝑦 𝑦𝑦

𝑥
(g) (𝑦𝑦 2 + 𝑥𝑦𝑦 3 )𝑑𝑥 + (5𝑦𝑦 2 − 𝑥𝑦𝑦 + 𝑦𝑦 3 𝑠𝑖𝑛𝑥)𝑑𝑦𝑦 = 0 (h) 𝑑𝑥 + � − 𝑠𝑖𝑛𝑦𝑦� 𝑑𝑦𝑦 = 0
𝑦𝑦

(i) (2 + 𝑡𝑎𝑛2 𝑥)(1 + 𝑒𝑒 −𝑦 )𝑑𝑥 − 𝑒𝑒 −𝑦 𝑡𝑎𝑛𝑥 𝑑𝑦𝑦 = 0 (j) 𝑦𝑦 𝑙𝑛𝑦𝑦 𝑑𝑥 + (𝑥 − 𝑙𝑛 𝑦𝑦)𝑑𝑦𝑦 = 0

12. Verify that the given differential equation is not exact. Multiply the given differential
equation by the indicated integrating factor 𝐹(𝑥, 𝑦𝑦)and verify that the new equation is exact.
Then solve.
(a) 3(𝑦𝑦 + 1)𝑑𝑥 − 2𝑥𝑑𝑦𝑦 𝐹(𝑥, 𝑦𝑦) = (𝑦𝑦 + 1)𝑥 −4

(b) 𝑦𝑦𝑑𝑥 + [𝑦𝑦 + 𝑡𝑎𝑛(𝑥 + 𝑦𝑦)]𝑑𝑦𝑦 = 0 𝐹(𝑥, 𝑦𝑦) = 𝑐𝑐𝑜𝑠(𝑥 + 𝑦𝑦)

𝑠𝑖𝑛𝑦𝑦 −𝑥𝑥
𝑐𝑐𝑜𝑠𝑦𝑦 + 2𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥
(c) � − 2𝑒𝑒 𝑠𝑖𝑛𝑥� 𝑑𝑥 + � � 𝑑𝑦𝑦 = 0 𝐹(𝑥, 𝑦𝑦) = 𝑦𝑦𝑒𝑒 𝑥𝑥
𝑦𝑦 𝑦𝑦

(d) 𝑒𝑒 −𝑦 𝑑𝑥 + 𝑒𝑒 −𝑥𝑥 (−𝑒𝑒 −𝑦 + 1)𝑑𝑦𝑦 = 0 𝐹(𝑥, 𝑦𝑦) = 𝑒𝑒 𝑥𝑥+𝑦

13. Show that the given ODE is not exact and that an integrating factor depending upon 𝑥 alone
or 𝑦𝑦 alone does not exist. If possible, find an integrating factor in the form 𝐹(𝑥, 𝑦𝑦) = 𝑥 𝑎 𝑦𝑦 𝑏 ,

21
where 𝑎 and 𝑏 are suitably chosen constants. If such 𝐹(𝑥, 𝑦𝑦) can be found, then use it to
obtain the general solution of the differential equation; if not, state that.
(a) (3𝑥𝑦𝑦 − 2𝑦𝑦 2 )𝑑𝑥 + (2𝑥 2 − 2𝑥𝑦𝑦)𝑑𝑦𝑦 = 0 (b) (3𝑥𝑦𝑦 + 2𝑦𝑦 2 )𝑑𝑥 + (3𝑥 2 + 4𝑥𝑦𝑦)𝑑𝑦𝑦 = 0

14. Solve the following boundary/initial value problems (BVP/IVP).


(a) 𝑥𝑑𝑥 + (𝑥 2 𝑦𝑦 + 4𝑦𝑦)𝑑𝑦𝑦 = 0, 𝑦𝑦(4) = 0

(b) (𝑥 2 + 𝑦𝑦 2 − 5)𝑑𝑥 − (𝑦𝑦 + 𝑥𝑦𝑦)𝑑𝑦𝑦 = 0, 𝑦𝑦(0) = 1

(c) 2(𝑦𝑦 3 − 2)𝑑𝑥 + 3𝑥𝑦𝑦 2 𝑑𝑦𝑦 = 0, 𝑦𝑦(3) = 1

(d) (𝑒𝑒 𝑥𝑥+𝑦 + 𝑦𝑦𝑒𝑒 𝑦 )𝑑𝑥 + (𝑥𝑒𝑒 𝑦 − 1)𝑑𝑦𝑦, 𝑦𝑦(0) = −1

F: Linear ODE
15. Find a general solution for the following differential equations. Also plot the solution curves.
𝑑𝑦𝑦 𝑑𝑦𝑦
(a) − 𝑥 = 𝑦𝑦 + 1 (b) = 2𝑦𝑦 + 𝑥 2 + 5
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦
(c) 𝑥 = 2𝑥 3 + 3𝑦𝑦 (d) 𝑥2 − 2𝑥𝑦𝑦 = 1 + 𝑥
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦
(e) (1 − 𝑥 2 ) + 2𝑥𝑦𝑦 = 𝑥 �1 − 𝑥 2 (f) − 𝑦𝑦 𝑡𝑎𝑛𝑥 = 6
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦
(g) 𝑥2 + 𝑥𝑦𝑦 = 𝑥 2 𝑠𝑖𝑛𝑥 (h) (1 + 𝑠𝑖𝑛𝑥) + (𝑥 + 𝑦𝑦 𝑐𝑐𝑜𝑠𝑥) = 0
𝑑𝑥 𝑑𝑥

𝑑𝑥 𝑑𝑦𝑦
(i) 𝑦𝑦 = 𝑦𝑦𝑒𝑒 𝑦 − 2𝑥 (j) 𝑥 + 2𝑦𝑦 = 𝑥 2 𝑙𝑛𝑥
𝑑𝑦𝑦 𝑑𝑥

16. Solve the following boundary/initial value problems (BVP/IVP).


𝑑𝑦𝑦 𝑑𝑦𝑦
(a) + 4𝑥𝑦𝑦 = 2𝑥, 𝑦𝑦(0) = 4 (b) 𝑥 + 𝑥 + 𝑦𝑦 = 0, 𝑦𝑦(1) = 1
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦
(c) (𝑥 + 2) − 𝑥𝑦𝑦 = 0, 𝑦𝑦(0) = 3 (d) 𝑥 � + 1� = 𝑥 3 − 2𝑦𝑦, 𝑦𝑦(1) = 3
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦 2 𝑐𝑐𝑜𝑠𝑥


(e) + 𝑦𝑦 = 𝑠𝑖𝑛𝑥, 𝑦𝑦(𝜋) = 1 (f) + � � 𝑦𝑦 = 2 , 𝑦𝑦(𝜋) = 0
𝑑𝑥 𝑑𝑥 𝑥 𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦
(g) − 𝑦𝑦 = 2𝑥𝑒𝑒 2𝑥𝑥 , 𝑦𝑦(0) = 1 (h) + 𝑦𝑦 𝑠𝑖𝑛𝑥 = 𝑒𝑒 𝑐𝑜𝑠𝑥𝑥 , 𝑦𝑦(0) = −2.5
𝑑𝑥 𝑑𝑥

22
𝑑𝑦𝑦 𝑑𝑦𝑦 𝜋
(i) (𝑥 + 1) + 𝑦𝑦 = 𝑙𝑛𝑥, 𝑦𝑦(1) = 10 (j) (𝑥 − 𝑠𝑖𝑛𝑦𝑦) + 𝑡𝑎𝑛𝑦𝑦 = 0, 𝑦𝑦(1) =
𝑑𝑥 𝑑𝑥 6

G: Bernoulli equation
17. Find a general solution for the following differential equations. Also plot the solution curves.
𝑑𝑦𝑦 𝑑𝑦𝑦
(a) + 𝑦𝑦 = 3𝑦𝑦 2 (b) + 𝑥𝑦𝑦 = 𝑥𝑦𝑦 2
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 1 𝑑𝑦𝑦
(c) + 𝑦𝑦 = 2 (d) 𝑥 − (1 + 𝑥)𝑦𝑦 = 𝑥𝑦𝑦 2
𝑑𝑥 𝑦𝑦 𝑑𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦
(e) 3(1 + 𝑥 2 ) = 2𝑥𝑦𝑦(𝑦𝑦 3 − 1) (f) �𝑦𝑦 �3 + 𝑦𝑦� = 𝑥
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦
(g) 𝑦𝑦 𝑠𝑖𝑛𝑥 − 𝑐𝑐𝑜𝑠𝑥 = 𝑦𝑦 2 (h) + 𝑦𝑦 = 𝑒𝑒 𝑥𝑥 𝑦𝑦 2
𝑑𝑥 𝑑𝑥

𝑑𝑦𝑦 𝑑𝑦𝑦
(i) + 𝑦𝑦 = 𝑦𝑦 2 𝑙𝑛𝑥 (j) 𝑥 − 𝑦𝑦(2𝑦𝑦 𝑙𝑛𝑥 − 1) = 0
𝑑𝑥 𝑑𝑥

18. Solve the following boundary/initial value problems (BVP/IVP).


𝑑𝑦𝑦 1 𝑑𝑦𝑦 𝑥
(a) + 𝑦𝑦 = 𝑦𝑦 2 , 𝑦𝑦(0) = − (b) + 𝑥𝑦𝑦 = , 𝑦𝑦(0) = 3
𝑑𝑥 3 𝑑𝑥 𝑦𝑦

𝑑𝑦𝑦 1 𝑦𝑦 2 𝑑𝑦𝑦 1
(c) − 𝑦𝑦 = , 𝑦𝑦(−1) = 1 (d) 𝑥2 − 2𝑥𝑦𝑦 = 3𝑦𝑦 4 , 𝑦𝑦(1) =
𝑑𝑥 𝑥 𝑥 𝑑𝑥 2

𝑑𝑦𝑦
(e) 2 𝑐𝑐𝑜𝑠𝑥 = 𝑦𝑦( 𝑠𝑖𝑛𝑥 − 𝑦𝑦 2 ), 𝑦𝑦(0) = 1
𝑑𝑥

23
PRACTICE PROBLEMS FOR ADVANCED ENGINEERING MATHEMATICS

EXERCISE 2
SECOND ORDER ODE

EXAMPLE 2.1
The functions 𝒚𝟏 = 𝒔𝒊𝒏𝟐𝒙 and 𝒚𝟐 = 𝒄𝒐𝒔𝟐𝒙 are solutions of the homogeneous linear ODE
𝒚′′ + 𝟒𝒚 = 𝟎
Verify any linear combination of 𝒚𝟏 and 𝒚𝟐 is also the solution of the given ODE.

Solution: Assume that 𝑦𝑦 = 𝑐𝑐1 𝑦𝑦1 + 𝑐𝑐2 𝑦𝑦2, a linear combination of 𝑦𝑦1 and 𝑦𝑦2 , is also a solution of
the given ODE. Again, assuming 𝑐𝑐1 = 2 and 𝑐𝑐2 = −3
𝑦𝑦 = 2 𝑠𝑖𝑛2𝑥 − 3𝑐𝑐𝑜𝑠2𝑥 [a]

Differentiating twice, we get


𝑦𝑦′′ = −8 𝑠𝑖𝑛2𝑥 + 12𝑐𝑐𝑜𝑠2𝑥 [b]

Substituting [a] and [b] into the given ODE,


𝑦𝑦′′ + 4𝑦𝑦 = −8 𝑠𝑖𝑛2𝑥 + 12𝑐𝑐𝑜𝑠2𝑥 + 4(2 𝑠𝑖𝑛2𝑥 − 3𝑐𝑐𝑜𝑠2𝑥)

= −8 𝑠𝑖𝑛2𝑥 + 12𝑐𝑐𝑜𝑠2𝑥 + 8 𝑠𝑖𝑛2𝑥 − 12𝑐𝑐𝑜𝑠2𝑥 = 0

It verifies the superposition principle for the given homogeneous linear ODE.

EXAMPLE 2.2
Determine the general solution of an ODE 𝒚′′ − 𝟐𝒚′ − 𝟑 = 𝟎.

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the given ODE, we get the characteristic
equation
𝜆2 − 2𝜆 − 3 = 0
or, (𝜆 + 1)(𝜆 − 3) = 0

∴ 𝜆1 = −1, 𝜆2 = 3

Then the general solution is given by


𝑦𝑦 = 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 3𝑥𝑥

24
EXAMPLE 2.3
Solve the following initial value problem
𝒚′′ + 𝟐𝒚′ + 𝒚 = 𝟎, 𝒚(𝟎) = 𝟒, 𝒚′ (𝟎) = −𝟔

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the given ODE, we get the characteristic
equation
𝜆2 + 2𝜆 + 1 = 0
or, (𝜆 + 1)2 = 0

∴ 𝜆1,2 = −1

Then the general solution is given by


𝑦𝑦 = (𝑐𝑐1 + 𝑐𝑐2 𝑥)𝑒𝑒 −𝑥𝑥 [a]

Differentiating [a],
𝑦𝑦′ = 𝑐𝑐2 𝑒𝑒 −𝑥𝑥 − (𝑐𝑐1 + 𝑐𝑐2 𝑥)𝑒𝑒 −𝑥𝑥 [b]

Substituting given initial condition 𝑦𝑦(0) = 4 into Equations [a],


4 = (𝑐𝑐1 + 0) × 1 ∴ 𝑐𝑐1 = 4

Again substituting given initial condition 𝑦𝑦 ′ (0) = −6 and the value of 𝑐𝑐1 into Equations [b],
−6 = 𝑐𝑐2 − (4 + 0) × 1 ∴ 𝑐𝑐2 = −2

Substituting 𝑐𝑐1 and 𝑐𝑐2 into Equations [a], we get the particular solution as
𝑦𝑦 = (4 − 2𝑥)𝑒𝑒 −𝑥𝑥

EXAMPLE 2.4
Solve the following initial value problem
𝒚′′ + 𝟒𝒚′ + 𝟓𝒚 = 𝟎, 𝒚(𝟎) = 𝟐, 𝒚′ (𝟎) = −𝟓

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the given ODE, we get the characteristic
equation
𝜆2 + 4𝜆 + 5 = 0
−4 ± √16 − 20
or, 𝜆1,2 =
2

∴ 𝜆1,2 = −2 ± 𝑖

Then the general solution is given by


𝑦𝑦 = 𝑒𝑒 −2𝑥𝑥 (𝐴 𝑐𝑐𝑜𝑠𝑥 + 𝐵 𝑠𝑖𝑛𝑥) [a]

25
Differentiating [a],
𝑦𝑦 ′ = −2𝑒𝑒 −2𝑥𝑥 (𝐴 𝑐𝑐𝑜𝑠𝑥 + 𝐵 𝑠𝑖𝑛𝑥) + 𝑒𝑒 −2𝑥𝑥 (−𝐴 𝑠𝑖𝑛𝑥 + 𝐵 𝑐𝑐𝑜𝑠𝑥) [b]

Substituting given initial condition 𝑦𝑦(0) = 2 into Equations [a],


2=𝐴 ∴ 𝐴=2

Again substituting given initial condition 𝑦𝑦 ′ (0) = −5 and the value of 𝐴 into Equations
[b],
−5 = −2𝐴 + 𝐵 ∴ 𝐵 = −5 + 2 × 2 = −1

Substituting 𝐴 and 𝐵 into Equations [a], we get the particular solution as


𝑦𝑦 = 𝑒𝑒 −2𝑥𝑥 (2 𝑐𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥)

EXAMPLE 2.5
Solve the following initial value problem
𝒙𝟐 𝒚′′ − 𝟒𝒙𝒚′ + 𝟔𝒚 = 𝟎, 𝒚(𝟏) = 𝟏, 𝒚′ (𝟏) = 𝟎

Solution: Assuming 𝑦𝑦 = 𝑥 𝑚 as the solution of the given ODE, we get the characteristic equation
𝑚2 + (−4 − 1)𝑚 + 6 = 0

𝑚2 − 5𝑚 + 6 = 0

or, (𝑚 − 2)(𝑚 − 3) = 0

∴ 𝑚1 = 2, 𝑚2 = 3

Then the general solution is given by


𝑦𝑦 = 𝑐𝑐1 𝑥 2 + 𝑐𝑐2 𝑥 3 [a]

Differentiating [a],
𝑦𝑦′ = 2𝑐𝑐1 𝑥 + 3𝑐𝑐2 𝑥 2 [b]

Substituting given initial condition 𝑦𝑦(1) = 1 into Equations [a],


1 = 𝑐𝑐1 + 𝑐𝑐2 [c]

Again substituting given initial condition 𝑦𝑦 ′ (1) = 0 into Equation [b],


0 = 2𝑐𝑐1 + 3𝑐𝑐2 [d]

Solving simultaneous Equations [c] and [d],

26
𝑐𝑐1 = 3 and 𝑐𝑐2 = −2

Substituting 𝑐𝑐1 and 𝑐𝑐2 into Equations [a], we get the particular solution as
𝑦𝑦 = 3𝑥 2 − 2𝑥 3

EXAMPLE 2.6
Solve the following initial value problem
𝒙𝟐 𝒚′′ + 𝟑𝒙𝒚′ + 𝒚 = 𝟎, 𝒚(𝟏) = 𝟒, 𝒚′ (𝟏) = −𝟐

Solution: Assuming 𝑦𝑦 = 𝑥 𝑚 as the solution of the given ODE, we get the characteristic equation
𝑚2 + (3 − 1)𝑚 + 1 = 0

𝑚2 + 2𝑚 + 1 = 0

or, (𝑚 + 1)2 = 0

∴ 𝑚1,2 = −1

Then the general solution is given by


𝑐𝑐1 + 𝑐𝑐2 𝑙𝑛𝑥
𝑦𝑦 = (𝑐𝑐1 + 𝑐𝑐2 𝑙𝑛𝑥)𝑥 −1 = [a]
𝑥

Differentiating [a],
𝑐𝑐2 − 𝑐𝑐1 − 𝑐𝑐2 𝑙𝑛𝑥
𝑦𝑦′ = [b]
𝑥2

Substituting given initial condition 𝑦𝑦(1) = 4 into Equation [a],


4 = 𝑐𝑐1 + 𝑐𝑐2 𝑙𝑛1 [c]

Again substituting given initial condition 𝑦𝑦 ′ (1) = −2 into Equation [b],


−2 = 𝑐𝑐2 − 𝑐𝑐1 − 𝑐𝑐2 𝑙𝑛1 [d]

Solving simultaneous Equations [c] and [d],


𝑐𝑐1 = 4 and 𝑐𝑐2 = 2

Substituting 𝑐𝑐1 and 𝑐𝑐2 into Equations [a], we get the particular solution as
4 + 2𝑙𝑛𝑥
𝑦𝑦 =
𝑥

EXAMPLE 2.7
Determine the general solution of an ODE:

27
𝒙𝟐 𝒚′′ − 𝒙𝒚′ + 𝟐𝒚 = 𝟎

Solution: Assuming 𝑦𝑦 = 𝑥 𝑚 as the solution of the given ODE, we get the characteristic equation
𝑚2 + (−1 − 1)𝑚 + 2 = 0
𝑚2 − 2𝑚 + 2 = 0
2 ± √4 − 8
or, 𝑚1,2 =
2

∴ 𝑚1,2 = 1 ± 𝑖

Then the general solution is given by


𝑦𝑦 = 𝑥[𝐴 𝑐𝑐𝑜𝑠(𝑙𝑛𝑥) + 𝐵 𝑠𝑖𝑛(𝑙𝑛𝑥)]

EXAMPLE 2.8
Find the Wronskian for the given basis of solutions. Also show linear independence by
using quotients.
𝒆−𝟐𝒙 , 𝒙𝒆−𝟐𝒙

Solution: Here 𝑦𝑦1 = 𝑒𝑒 −2𝑥𝑥 and 𝑦𝑦2 = 𝑥𝑒𝑒 −2𝑥𝑥 .

𝑦𝑦2
∴ = 𝑥, which is not a constant number. Hence 𝑦𝑦1 and 𝑦𝑦2 are linearly independent.
𝑦𝑦1

Differentiating 𝑦𝑦1 and 𝑦𝑦2 w. r. t. 𝑥,


𝑦𝑦1′ = −2𝑒𝑒 −2𝑥𝑥 , 𝑦𝑦2 = 𝑒𝑒 −2𝑥𝑥 (1 − 2𝑥)

It can also be verified by Wronskian as


𝑊 = 𝑦𝑦1 𝑦𝑦′2 − 𝑦𝑦2 𝑦𝑦′1

= 𝑒𝑒 −2𝑥𝑥 . 𝑒𝑒 −2𝑥𝑥 (1 − 2𝑥) − 𝑥𝑒𝑒 −2𝑥𝑥 . (−2𝑒𝑒 −2𝑥𝑥 )

= 𝑒𝑒 −4𝑥𝑥 (1 − 2𝑥 + 2𝑥)

= 𝑒𝑒 −4𝑥𝑥 ≠ 0

Wronskian can also be determined by using quotients

𝑦𝑦2 ′ 𝑑 𝑥𝑒𝑒 −2𝑥𝑥


𝑊 = � � 𝑦𝑦1 2 = � � (𝑒𝑒 −2𝑥𝑥 )2 = 1. 𝑒𝑒 −4𝑥𝑥 = 𝑒𝑒 −4𝑥𝑥 ≠ 0
𝑦𝑦1 𝑑𝑥 𝑒𝑒 −2𝑥𝑥

or,

28
𝑦𝑦1 ′ 𝑑 𝑒𝑒 −2𝑥𝑥 1
𝑊 = − � � 𝑦𝑦2 2 = − � −2𝑥𝑥 � (𝑥𝑒𝑒 −2𝑥𝑥 )2 = 2 . 𝑥 2 𝑒𝑒 −4𝑥𝑥 = 𝑒𝑒 −4𝑥𝑥 ≠ 0
𝑦𝑦2 𝑑𝑥 𝑥𝑒𝑒 𝑥

EXAMPLE 2.9
For the given basis of solutions: (a) Find a second-order homogeneous linear ODE for
which the given functions are solutions. (b) Show linear independence by the Wronskian.
(c) Solve the initial value problem.
𝒙𝟐 , 𝒙𝟐 𝒍𝒏𝒙, 𝒚(𝟏) = 𝟒, 𝒚′ (𝟏) = 𝟔

Solution: Here 𝑦𝑦1 = 𝑥 2 and 𝑦𝑦2 = 𝑥 2 𝑙𝑛𝑥. Given basis is the solution for Euler–Cauchy equation
having real repeated root with 𝑚 = 2. Then its characteristic equation is given by
(𝑚 − 2)2 = 0
𝑚2 − 4𝑚 + 4 = 0

Comparing it with the standard form of Euler–Cauchy equation we get coefficients as


𝑎 − 1 = −4 ∴ 𝑎 = −3 and 𝑏=4

Hence the ODE havine gicven functions as solutions can be expressed as


𝑥 2 𝑦𝑦 ′′ − 3𝑥𝑦𝑦 ′ + 4𝑦𝑦 = 0

Differentiating 𝑦𝑦1 and 𝑦𝑦2 w. r. t. 𝑥,


𝑦𝑦1′ = 2𝑥, 𝑦𝑦2 = 2𝑥 𝑙𝑛𝑥 + 𝑥

Wronskian is the given as


= 𝑦𝑦1 𝑦𝑦′2 − 𝑦𝑦2 𝑦𝑦′1
= 𝑥 2 . (2𝑥 𝑙𝑛𝑥 + 𝑥)
− 𝑥 2 𝑙𝑛𝑥. (2𝑥)
= 𝑥3 ≠ 0
Hence 𝑦𝑦1 and 𝑦𝑦2 are linearly independent

Then the general solution is given by


𝑦𝑦 = (𝑐𝑐1 + 𝑐𝑐2 𝑙𝑛𝑥)𝑥 2 [a]

Differentiating [a],
𝑦𝑦 ′ = 𝑐𝑐2 𝑥 + 2𝑥(𝑐𝑐1 + 𝑐𝑐2 𝑙𝑛𝑥) [b]

Substituting given initial condition 𝑦𝑦(1) = 4 into Equation [a],


4 = 𝑐𝑐1 + 𝑐𝑐2 𝑙𝑛1 [c]

29
Again substituting given initial condition 𝑦𝑦 ′ (1) = 6 and the value of 𝑐𝑐1 into Equation [b],
6 = 𝑐𝑐2 + 2(𝑐𝑐1 + 𝑐𝑐2 𝑙𝑛1) 6 = 2𝑐𝑐1 + 𝑐𝑐2 (1 + 2𝑙𝑛1) [d]

Solving simultaneous Equations [c] and [d],


𝑐𝑐1 = 4 and 𝑐𝑐2 = −2

Substituting 𝑐𝑐1 and 𝑐𝑐2 into Equations [a], we get the particular solution as
𝑦𝑦 = (4 − 2 𝑙𝑛𝑥)𝑥 2

EXAMPLE 2.10
Find a (real) general solution.
𝒚′′ + 𝟑𝒚′ + 𝟐𝒚 = 𝟐𝟒𝒆𝟐𝒙

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝜆2 + 3𝜆 + 2 = 0
or, (𝜆 + 1)(𝜆 + 2) = 0

∴ 𝜆1 = −1, 𝜆2 = −2

Then the general solution of homogeneous form of given ODE is


𝑦𝑦ℎ = 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 −2𝑥𝑥

For given forcing function 𝑟(𝑥), we assume the particular solution as


𝑦𝑦𝑝 = 𝐴𝑒𝑒 2𝑥𝑥 [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝 ′ = 2𝐴𝑒𝑒 2𝑥𝑥 and 𝑦𝑦𝑝 ′′ = 4𝐴𝑒𝑒 2𝑥𝑥

Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
4𝐴𝑒𝑒 2𝑥𝑥 + 3(2𝐴𝑒𝑒 2𝑥𝑥 ) + 2(𝐴𝑒𝑒 2𝑥𝑥 ) = 24𝑒𝑒 2𝑥𝑥

or, (4𝐴 + 6𝐴 + 2𝐴)𝑒𝑒 2𝑥𝑥 = 24𝑒𝑒 2𝑥𝑥

or, 12𝐴 = 24 [∵ 𝑒𝑒 2𝑥𝑥 ≠ 0 ]


∴ 𝐴=2

Substituting 𝐴 into Equation [a],

30
𝑦𝑦𝑝 = 2𝑒𝑒 2𝑥𝑥

Then the complete general solution of the given ODE is


𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 −2𝑥𝑥 + 2𝑒𝑒 2𝑥𝑥

EXAMPLE 2.11

Find a (real) general solution.


𝒚′′ + 𝟐𝒚′ + 𝟓𝒚 = 𝟐𝟎 𝒔𝒊𝒏𝒙

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝜆2 + 2𝜆 + 5 = 0
−2 ± √4 − 20
or, 𝜆1,2 =
2

∴ 𝜆1,2 = −1 ± 2𝑖

Then the general solution of homogeneous form of given ODE is


𝑦𝑦 = 𝑒𝑒 −𝑥𝑥 (𝐴 𝑐𝑐𝑜𝑠2𝑥 + 𝐵 𝑠𝑖𝑛2𝑥)

For given forcing function 𝑟(𝑥), we assume the particular solution as

𝑦𝑦𝑝 = 𝐾 𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥 [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝′ = −𝐾 𝑠𝑖𝑛𝑥 + 𝑀 𝑐𝑐𝑜𝑠𝑥 and 𝑦𝑦𝑝′′ = −𝐾 𝑐𝑐𝑜𝑠𝑥 − 𝑀 𝑠𝑖𝑛𝑥

Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
(−𝐾 𝑐𝑐𝑜𝑠𝑥 − 𝑀 𝑠𝑖𝑛𝑥) + 2(−𝐾 𝑠𝑖𝑛𝑥 + 𝑀 𝑐𝑐𝑜𝑠𝑥) + 5(𝐾 𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥) = 20𝑠𝑖𝑛𝑥
or, (−𝐾 + 2𝑀 + 5𝐾) 𝑐𝑐𝑜𝑠𝑥 + (−𝑀 − 2𝐾 + 5𝑀) 𝑠𝑖𝑛𝑥 = 20𝑠𝑖𝑛𝑥

or, (4𝐾 + 2𝑀) 𝑐𝑐𝑜𝑠𝑥 + (−2𝐾 + 4𝑀) 𝑠𝑖𝑛𝑥 = 20𝑠𝑖𝑛𝑥

Comparing coefficients of 𝑐𝑐𝑜𝑠𝑥 and 𝑠𝑖𝑛𝑥


4𝐾 + 2𝑀 = 0 [b]
−2𝐾 + 4𝑀 = 20 [c]

Solving simultaneous Equations [b] and [c] for 𝐾 and 𝑀, we get


𝐾 = −2 and 𝑀=4
31
Substituting 𝐾 and 𝑀 into Equation [a],
𝑦𝑦𝑝 = −2 𝑐𝑐𝑜𝑠𝑥 + 4 𝑠𝑖𝑛𝑥

Then the complete general solution of the given ODE is


𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝑒𝑒 −𝑥𝑥 (𝐴 𝑐𝑐𝑜𝑠2𝑥 + 𝐵 𝑠𝑖𝑛2𝑥) + (−2 𝑐𝑐𝑜𝑠𝑥 + 4 𝑠𝑖𝑛𝑥)

EXAMPLE 2.12
Find a (real) general solution.
𝒚′′ + 𝟐𝒚′ + 𝒚 = 𝟒𝒆𝒙 + 𝟐 𝒔𝒊𝒏𝒙

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝜆2 + 2𝜆 + 1 = 0

or, (𝜆 + 1)2 = 0

∴ 𝜆1,2 = −1

Then the general solution of homogeneous form of given ODE is


𝑦𝑦 = (𝑐𝑐1 + 𝑐𝑐2 𝑥)𝑒𝑒 −𝑥𝑥

For given forcing function 𝑟(𝑥), we assume the particular solution as

𝑦𝑦𝑝 = 𝐴𝑒𝑒 𝑥𝑥 + 𝐾 𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥 [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝′ = 𝐴𝑒𝑒 𝑥𝑥 − 𝐾 𝑠𝑖𝑛𝑥 + 𝑀 𝑐𝑐𝑜𝑠𝑥 and 𝑦𝑦𝑝′′ = 𝐴𝑒𝑒 𝑥𝑥 − 𝐾 𝑐𝑐𝑜𝑠𝑥 − 𝑀 𝑠𝑖𝑛𝑥

Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
(𝐴𝑒𝑒 𝑥𝑥 − 𝐾 𝑐𝑐𝑜𝑠𝑥 − 𝑀 𝑠𝑖𝑛𝑥) + 2(𝐴𝑒𝑒 𝑥𝑥 − 𝐾 𝑠𝑖𝑛𝑥 + 𝑀 𝑐𝑐𝑜𝑠𝑥) + (𝐴𝑒𝑒 𝑥𝑥 + 𝐾 𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥)
= 4𝑒𝑒 𝑥𝑥 + 2𝑠𝑖𝑛𝑥

or, 4𝐴𝑒𝑒 𝑥𝑥 + (−𝐾 + 2𝑀 + 𝐾) 𝑐𝑐𝑜𝑠𝑥 + (−𝑀 − 2𝐾 + 𝑀) 𝑠𝑖𝑛𝑥 = 4𝑒𝑒 𝑥𝑥 + 2𝑠𝑖𝑛𝑥

or, 4𝐴𝑒𝑒 𝑥𝑥 + (2𝑀) 𝑐𝑐𝑜𝑠𝑥 + (−2𝐾) 𝑠𝑖𝑛𝑥 = 4𝑒𝑒 𝑥𝑥 + 2𝑠𝑖𝑛𝑥

Comparing coefficients of 𝑒𝑒 𝑥𝑥 , 𝑐𝑐𝑜𝑠𝑥 and 𝑠𝑖𝑛𝑥


𝐴=1 𝐾 = −1 and 𝑀=0

32
Substituting 𝐴, 𝐾 and 𝑀 into Equation [a],
𝑦𝑦𝑝 = 𝑒𝑒 𝑥𝑥 − 𝑐𝑐𝑜𝑠𝑥

Then the complete general solution of the given ODE is


𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = (𝑐𝑐1 + 𝑐𝑐2 𝑥)𝑒𝑒 −𝑥𝑥 + 𝑒𝑒 𝑥𝑥 − 𝑐𝑐𝑜𝑠𝑥

EXAMPLE 2.13
Find a (real) general solution.
𝒚′′ − 𝒚′ − 𝟐𝒚 = 𝟑𝒆𝟐𝒙

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝜆2 − 𝜆 − 2 = 0

or, (𝜆 + 1)(𝜆 − 2) = 0

∴ 𝜆1 = −1, 𝜆2 = 2

Then the general solution of homogeneous form of given ODE is


𝑦𝑦ℎ = 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 2𝑥𝑥

For given forcing function 𝑟(𝑥), we assume the particular solution as


𝑦𝑦𝑝 = 𝐴𝑥𝑒𝑒 2𝑥𝑥 [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝 ′ = (2𝐴𝑥 + 𝐴)𝑒𝑒 2𝑥𝑥 and 𝑦𝑦𝑝 ′′ = (4𝐴𝑥 + 4𝐴)𝑒𝑒 2𝑥𝑥

Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
(4𝐴𝑥 + 4𝐴)𝑒𝑒 2𝑥𝑥 − (2𝐴𝑥 + 𝐴)𝑒𝑒 2𝑥𝑥 − 2𝐴𝑥𝑒𝑒 2𝑥𝑥 = 3𝑒𝑒 2𝑥𝑥

or, (4𝐴 − 𝐴)𝑒𝑒 2𝑥𝑥 = 3𝑒𝑒 2𝑥𝑥

or, 3𝐴 = 3 [∵ 𝑒𝑒 2𝑥𝑥 ≠ 0 ]

∴ 𝐴=1

Substituting 𝐴 into Equation [a],


𝑦𝑦𝑝 = 𝑥𝑒𝑒 2𝑥𝑥

Then the complete general solution of the given ODE is


33
𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 2𝑥𝑥 + 𝑥𝑒𝑒 2𝑥𝑥

EXAMPLE 2.14
Solve the initial value problem.
𝒚′′ + 𝟒𝒚′ + 𝟒𝒚 = 𝟖𝒙𝟐 , 𝒚(𝟎) = 𝟎, 𝒚′ (𝟎) = 𝟏

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝜆2 + 4𝜆 + 4 = 0

or, (𝜆 + 2)2 = 0

∴ 𝜆1,2 = −2

Then the general solution of homogeneous form of given ODE is


𝑦𝑦 = (𝑐𝑐1 + 𝑐𝑐2 𝑥)𝑒𝑒 −2𝑥𝑥

For given forcing function 𝑟(𝑥), we assume the particular solution as

𝑦𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶 [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝′ = 2𝐴𝑥 + 𝐵 and 𝑦𝑦𝑝′′ = 2𝐴

Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
2𝐴 + 4(2𝐴𝑥 + 𝐵) + 4(𝐴𝑥 2 + 𝐵𝑥 + 𝐶) = 8𝑥 2

or, 4𝐴𝑥 2 + (8𝐴 + 4𝐵) 𝑥 + (2𝐴 + 4𝐵 + 4𝐶) = 8𝑥 2

Comparing coefficients of 𝑥 2
4𝐴 = 8 ∴ 𝐴=2

Comparing coefficients of 𝑥 and then substituting value of 𝐴


8𝐴 + 4𝐵 = 0 𝐵 = −2𝐴 ∴ 𝐵 = −4

Comparing constant term and then substituting values of 𝐴 and 𝐵


𝐴
2𝐴 + 4𝐵 + 4𝐶 = 0 𝐶=− − 𝐵 = −1 + 4 ∴ 𝐶=3
2

Substituting 𝐴, 𝐵 and 𝐶 into Equation [a],

34
𝑦𝑦𝑝 = 2𝑥 2 − 4𝑥 + 3

Then the complete general solution of the given ODE is


𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = (𝑐𝑐1 + 𝑐𝑐2 𝑥)𝑒𝑒 −2𝑥𝑥 + (2𝑥 2 − 4𝑥 + 3) [b]

Differentiating [b],
𝑦𝑦 ′ = (𝑐𝑐2 − 2𝑐𝑐1 − 2𝑐𝑐2 𝑥)𝑒𝑒 −2𝑥𝑥 + (4𝑥 − 4) [c]

Substituting given initial condition 𝑦𝑦(0) = 0 into Equations [b],


𝑐𝑐1 + 3 = 0 ∴ 𝑐𝑐1 = −3

Again substituting given initial condition 𝑦𝑦 ′ (0) = 1 and the value of 𝑐𝑐1 into Equations
[c],
𝑐𝑐2 − 2𝑐𝑐1 − 4 = 1

𝑐𝑐2 = 2𝑐𝑐1 + 4 + 1 = −6 + 5 ∴ 𝑐𝑐2 = −1

Substituting 𝑐𝑐1 and 𝑐𝑐2 into Equations [b], we get the complete particular solution as

𝑦𝑦 = (−3 − 𝑥)𝑒𝑒 −2𝑥𝑥 + (2𝑥 2 − 4𝑥 + 3)

EXAMPLE 2.15
Solve the initial value problem.
𝒚′′ − 𝟐𝒚′ − 𝟑𝒚 = 𝟓𝒆−𝒙 𝒄𝒐𝒔𝒙, 𝒚(𝟎) = 𝟎, 𝒚′ (𝟎) = 𝟎
Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝜆2 − 2𝜆 − 3 = 0

or, (𝜆 + 1)(𝜆 − 3) = 0

∴ 𝜆1 = −1, 𝜆2 = 3

Then the general solution of homogeneous form of given ODE is


𝑦𝑦ℎ = 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 2𝑥𝑥

For given forcing function 𝑟(𝑥), we assume the particular solution as


𝑦𝑦𝑝 = 𝑒𝑒 −𝑥𝑥 (𝐾 𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥) [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝′ = 𝑒𝑒 −𝑥𝑥 (−𝐾 𝑠𝑖𝑛𝑥 + 𝑀 𝑐𝑐𝑜𝑠𝑥) and 𝑦𝑦𝑝′′ = 𝑒𝑒 −𝑥𝑥 (−𝐾 𝑐𝑐𝑜𝑠𝑥 − 𝑀 𝑠𝑖𝑛𝑥)

35
Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
𝑒𝑒 −𝑥𝑥 (−𝐾 𝑐𝑐𝑜𝑠𝑥 − 𝑀 𝑠𝑖𝑛𝑥) − 2𝑒𝑒 −𝑥𝑥 (−𝐾 𝑠𝑖𝑛𝑥 + 𝑀 𝑐𝑐𝑜𝑠𝑥) − 3𝑒𝑒 −𝑥𝑥 (𝐾 𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥)
= 5𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠𝑥

or, (−𝐾 − 2𝑀 − 3𝐾) 𝑐𝑐𝑜𝑠𝑥 + (−𝑀 + 2𝐾 − 3𝑀) 𝑠𝑖𝑛𝑥 = 5𝑐𝑐𝑜𝑠𝑥

or, (−4𝐾 − 2𝑀) 𝑐𝑐𝑜𝑠𝑥 + (2𝐾 − 4𝑀) 𝑠𝑖𝑛𝑥 = 5𝑐𝑐𝑜𝑠𝑥

Comparing coefficients of 𝑐𝑐𝑜𝑠𝑥 and 𝑠𝑖𝑛𝑥


4𝐾 + 2𝑀 = 0 [b]
2𝐾 − 4𝑀 = 5 [c]

Solving simultaneous Equations [b] and [c] for 𝐾 and 𝑀, we get


1
𝐾=− and 𝑀=1
2

Substituting 𝐾 and 𝑀 into Equation [a],


1
𝑦𝑦𝑝 = − 𝑐𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥
2

Then the complete general solution of the given ODE is


1
𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 2𝑥𝑥 + �− 𝑐𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥� [d]
2

Differentiating [d],
1
𝑦𝑦 ′ = −𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 2𝑐𝑐2 𝑒𝑒 −2𝑥𝑥 + � 𝑠𝑖𝑛𝑥 + 𝑐𝑐𝑜𝑠𝑥� [e]
2

Substituting given initial condition 𝑦𝑦(0) = 0 into Equation [d],


1
𝑐𝑐1 + 𝑐𝑐2 − =0 [f]
2

Again substituting given initial condition 𝑦𝑦 ′ (0) = 1 into Equation [e],


−𝑐𝑐1 + 2𝑐𝑐2 + 1 = 0 [g]

Solving simultaneous Equations [f] and [g] for 𝑐𝑐1 and 𝑐𝑐2 , we get
3
𝑐𝑐1 = − and 𝑐𝑐2 = 2
2

Substituting 𝑐𝑐1 and 𝑐𝑐2 into Equations [d], we get the complete particular solution as

36
3 1
𝑦𝑦 = �− 𝑒𝑒 −𝑥𝑥 − 2𝑒𝑒 2𝑥𝑥 � + �− 𝑐𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥�
2 2

EXAMPLE 2.16
Solve the initial value problem.
𝒚′′ + 𝟗𝒚 = 𝟔 𝒄𝒐𝒔𝟑𝒙, 𝒚(𝟎) = 𝟏, 𝒚′ (𝟎) = 𝟎

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝜆2 + 9 = 0

∴ 𝜆1,2 = ±3𝑖

Then the general solution of homogeneous form of given ODE is


𝑦𝑦 = (𝐴 𝑐𝑐𝑜𝑠3𝑥 + 𝐵 𝑠𝑖𝑛3𝑥)

For given forcing function 𝑟(𝑥), we assume the particular solution as

𝑦𝑦𝑝 = 𝐾𝑥 𝑐𝑐𝑜𝑠3𝑥 + 𝑀𝑥 𝑠𝑖𝑛3𝑥 [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝′ = (𝐾 + 3𝑀𝑥) 𝑐𝑐𝑜𝑠3𝑥 + (−3𝐾𝑥 + 𝑀 )𝑠𝑖𝑛3𝑥

and

𝑦𝑦𝑝′′ = (−9𝐾𝑥 + 6𝑀) 𝑐𝑐𝑜𝑠3𝑥 + (−6𝐾 − 9𝑀𝑥 )𝑠𝑖𝑛3𝑥

Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
(−9𝐾𝑥 + 6𝑀) 𝑐𝑐𝑜𝑠3𝑥 + (−6𝐾 − 9𝑀𝑥 )𝑠𝑖𝑛𝑥 + 9𝐾𝑥 𝑐𝑐𝑜𝑠3𝑥 + 9𝑀𝑥 𝑠𝑖𝑛3𝑥 = 6𝑐𝑐𝑜𝑠3𝑥

or, (−9𝐾𝑥 + 6𝑀 + 9𝐾𝑥) 𝑐𝑐𝑜𝑠3𝑥 + (−6𝐾 − 9𝑀𝑥 + 9𝑀𝑥) 𝑠𝑖𝑛3𝑥 = 6𝑐𝑐𝑜𝑠3𝑥

or, 6𝑀 𝑐𝑐𝑜𝑠3𝑥 + (−6𝐾) 𝑠𝑖𝑛3𝑥 = 6𝑐𝑐𝑜𝑠3𝑥

Comparing coefficients of 𝑐𝑐𝑜𝑠3𝑥 and 𝑠𝑖𝑛3𝑥, we get


𝐾=0 and 𝑀=1

Substituting 𝐾 and 𝑀 into Equation [a],


𝑦𝑦𝑝 = 𝑥 𝑐𝑐𝑜𝑠𝑥

Then the complete general solution of the given ODE is

37
𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝐴 𝑐𝑐𝑜𝑠3𝑥 + 𝐵 𝑠𝑖𝑛3𝑥 + 𝑥 𝑐𝑐𝑜𝑠3𝑥 [b]

Differentiating [b],
𝑦𝑦 ′ = −3𝐴𝑠𝑖𝑛3𝑥 + 3𝐵𝑐𝑐𝑜𝑠3𝑥 + 𝑐𝑐𝑜𝑠3𝑥 − 3𝑥𝑠𝑖𝑛3𝑥 [c]

Substituting given initial condition 𝑦𝑦(0) = 1 into Equation [b],


𝐴=1 ∴ 𝐴=1

Again substituting given initial condition 𝑦𝑦 ′ (0) = 1 into Equation [c],


1
3𝐵 + 1 = 0 ∴ 𝐵=−
3

Substituting 𝑐𝑐1 and 𝑐𝑐2 into Equations [b], we get the complete particular solution as
1
𝑦𝑦 = 𝑐𝑐𝑜𝑠3𝑥 − 𝑠𝑖𝑛3𝑥 + 𝑥 𝑐𝑐𝑜𝑠3𝑥
3

EXAMPLE 2.17
Find a (real) general solution.
𝒚′′ + 𝟐𝒚′ + 𝟐𝒚 = 𝟒𝒆−𝒙 𝒔𝒆𝒄𝟑 𝒙

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝜆2 + 2𝜆 + 2 = 0

−2 ± √4 − 8
or, 𝜆1,2 =
2

∴ 𝜆1,2 = −1 ± 𝑖

Then the basis of homogeneous form of given ODE and corresponding Wornskain 𝑊 are
given as
𝑦𝑦1 = 𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠𝑥, 𝑦𝑦2 = 𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥

𝑊 = 𝑦𝑦1 𝑦𝑦2 ′ − 𝑦𝑦2 𝑦𝑦1 ′

= 𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠𝑥 𝑒𝑒 −𝑥𝑥 (𝑐𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥) − 𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥 𝑒𝑒 −𝑥𝑥 (−𝑐𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥)

= 𝑒𝑒 −2𝑥𝑥 (𝑐𝑐𝑜𝑠 2 𝑥 − 𝑠𝑖𝑛𝑥 𝑐𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥 𝑐𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛2 𝑥)

= 𝑒𝑒 −2𝑥𝑥

Then the general solution of homogeneous form of given ODE is

38
𝑦𝑦ℎ = 𝑒𝑒 −𝑥𝑥 (𝐴𝑐𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥)

Then its particular solution can be determined as


𝑦𝑦2 𝑟 𝑦𝑦1 𝑟
𝑦𝑦𝑝 = −𝑦𝑦1 � 𝑑𝑥 + 𝑦𝑦2 � 𝑑𝑥
𝑊 𝑊

𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥( 4𝑒𝑒 −𝑥𝑥 𝑠𝑒𝑒𝑐𝑐 3 𝑥) 𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠𝑥( 4𝑒𝑒 −𝑥𝑥 𝑠𝑒𝑒𝑐𝑐 3 𝑥)
= −𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠𝑥 � 𝑑𝑥 + 𝑒𝑒 −𝑥𝑥
𝑠𝑖𝑛𝑥 � 𝑑𝑥
𝑒𝑒 −2𝑥𝑥 𝑒𝑒 −2𝑥𝑥

= −4𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠𝑥 � 𝑡𝑎𝑛𝑥 𝑠𝑒𝑒𝑐𝑐 2 𝑥 𝑑𝑥 + 4𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥 � 𝑠𝑒𝑒𝑐𝑐 2 𝑥 𝑑𝑥

1
= −4𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠𝑥 � 𝑠𝑒𝑒𝑐𝑐 2 𝑥� + 4𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥 𝑡𝑎𝑛𝑥
2

= −2𝑒𝑒 −𝑥𝑥 𝑠𝑒𝑒𝑐𝑐𝑥 + 4𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥 𝑡𝑎𝑛𝑥

Then the complete general solution of the given ODE is


𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝑒𝑒 −𝑥𝑥 (𝐴𝑐𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥) + (−2𝑒𝑒 −𝑥𝑥 𝑠𝑒𝑒𝑐𝑐𝑥 + 4𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥 𝑡𝑎𝑛𝑥)

EXERCISE
Solve all problems analytically and verify using computer application.
A: Homogeneous Linear ODEs of Second Order
1. Check which of the following ODEs follow superposition principle with the given
fundamental basis. Comment why it is satisfied or why not.
(a) 𝑦𝑦′′ + 𝑦𝑦 = 0, 𝑦𝑦1 = 𝑐𝑐𝑜𝑠𝑥, 𝑦𝑦2 = 𝑠𝑖𝑛𝑥
(b) 𝑦𝑦′′ + 𝑦𝑦 = 1, 𝑦𝑦1 = 1 + 𝑐𝑐𝑜𝑠𝑥, 𝑦𝑦2 = 1 + 𝑠𝑖𝑛𝑥
(c) 𝑦𝑦′′ − 𝑥𝑦𝑦′ = 0, 𝑦𝑦1 = 𝑥 2 , 𝑦𝑦2 = 1
(d) 𝑥 3 𝑦𝑦′′ − 𝑦𝑦𝑦𝑦′ = 0, 𝑦𝑦1 = 𝑥 2 , 𝑦𝑦2 = 1
(e) 𝑥 3 𝑦𝑦′′′ − 2𝑥𝑦𝑦′ + 4𝑦𝑦 = 0, 𝑦𝑦1 = 𝑥 2 , 𝑦𝑦2 = 𝑥 2 𝑙𝑛𝑥

2. Reduce to first order and solve.


(a) 𝑦𝑦′′ + 𝑦𝑦′ = 0 (b) 𝑥𝑦𝑦′′ = 2 + 𝑦𝑦′
(c) 2𝑥𝑦𝑦′′ = 3𝑦𝑦′ (d) 𝑥𝑦𝑦′′ + 2𝑦𝑦′ = 𝑥
(e) 𝑦𝑦′′ = 1 + (𝑦𝑦′)2 (f) 𝑦𝑦′′ + (𝑦𝑦′)2 = 0
(g) 𝑦𝑦𝑦𝑦′′ = 3(𝑦𝑦′)2 (h) 𝑦𝑦𝑦𝑦′′ = 𝑦𝑦 2 𝑦𝑦′ + (𝑦𝑦′)2

39
1
(i) 𝑦𝑦′′ + (𝑦𝑦′)3 𝑠𝑖𝑛𝑦𝑦 = 0 (j) 𝑦𝑦′′ + �1 + � (𝑦𝑦′)2 = 0
𝑦𝑦

3. The indicated function 𝑦𝑦1 (𝑥) is a solution of the given equation. Use reduction of order or
direct formula to find a second solution 𝑦𝑦2 (𝑥).
(a) 𝑦𝑦′′ − 𝑦𝑦 = 0, 𝑦𝑦1 = 𝑒𝑒 𝑥𝑥 (b) 𝑦𝑦′′ + 4𝑦𝑦′ + 4𝑦𝑦 = 0, 𝑦𝑦1 = 𝑒𝑒 −2𝑥𝑥
(c) 9𝑦𝑦′′ − 12𝑦𝑦′ + 4𝑦𝑦 = 0, 𝑦𝑦1 = 𝑒𝑒 2𝑥𝑥/3 (d) 𝑦𝑦′′ + 9𝑦𝑦 = 0, 𝑦𝑦1 = 𝑠𝑖𝑛3𝑥
(e) 4𝑥 2 𝑦𝑦′′ + 𝑦𝑦 = 0, 𝑦𝑦1 = 𝑥1/2 𝑙𝑛𝑥 (f) 𝑥 2 𝑦𝑦′′ − 5𝑥𝑦𝑦′ + 9𝑦𝑦 = 0, 𝑦𝑦1 = 𝑥 3
(g) 𝑥 2 𝑦𝑦′′ − 𝑥𝑦𝑦′ + 2𝑦𝑦 = 0, 𝑦𝑦1 = 𝑥 2 cos(𝑙𝑛𝑥) (h) (1 − 𝑥 2 )𝑦𝑦′′ + 2𝑥𝑦𝑦′ = 0, 𝑦𝑦1 = 1
2𝑥 2
(i) 𝑦𝑦′′ − 2
𝑦𝑦′ + 𝑦𝑦 = 0, 𝑦𝑦1 = 𝑥
1+𝑥 1 + 𝑥2
1 1 1
(j) 𝑦𝑦′′ + 𝑦𝑦′ + �1 − 2 � 𝑦𝑦 = 0, 𝑦𝑦1 = 𝑐𝑐𝑜𝑠𝑥
𝑥 4𝑥 √𝑥

4. Verify that the given functions are linearly independent and form a basis of solutions of the
given ODE. Solve the IVP. Plot the solution.
(a) 4𝑦𝑦′′ + 25𝑦𝑦 = 0, 𝑦𝑦(0) = 3.0, 𝑦𝑦 ′ (0) = −2.5 𝑐𝑐𝑜𝑠2.5𝑥, 𝑠𝑖𝑛2.5𝑥
(b) 𝑦𝑦′′ − 3𝑦𝑦′ − 4𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 2, 𝑒𝑒 4𝑥𝑥 , 𝑒𝑒 −𝑥𝑥
(c) 𝑦𝑦′′ + 0.6𝑦𝑦′ + 0.09𝑦𝑦 = 0, 𝑦𝑦(0) = 2.2, 𝑦𝑦 ′ (0) = 0.14, 𝑒𝑒 −0.3𝑥𝑥 , 𝑥𝑒𝑒 −0.3𝑥𝑥
(d) 𝑦𝑦′′ + 2𝑦𝑦′ + 2𝑦𝑦 = 0, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 15, 𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠𝑥, 𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥
(e) 𝑥 2 𝑦𝑦′′ − 3𝑦𝑦 = 0, 𝑦𝑦(1) = −3, 𝑦𝑦 ′ (1) = 0, 𝑥 3/2 , 𝑥 −1/2
(f) 𝑥 2 𝑦𝑦′′ − 𝑥𝑦𝑦′ + 𝑦𝑦 = 0, 𝑦𝑦(1) = 4.3, 𝑦𝑦 ′ (1) = 0.5, 𝑥, 𝑥 𝑙𝑛𝑥

B: Homogeneous Linear ODEs with Constant Coefficients

5. Find a general solution for the following differential equations.


(a) 4𝑦𝑦 ′′ − 9𝑦𝑦 = 0 (b) 𝑦𝑦 ′′ + 5𝑦𝑦′ = 0
(c) 𝑦𝑦 ′′ + 3𝑦𝑦 ′ + 2𝑦𝑦 = 0 (d) 𝑦𝑦 ′′ − 2𝑦𝑦 ′ + 10𝑦𝑦 = 0
(e) 2𝑦𝑦 ′′ − 5𝑦𝑦 ′ − 3𝑦𝑦 = 0 (f) 𝑦𝑦 ′′ + 2𝑦𝑦 ′ − 𝑦𝑦 = 0
(g) 𝑦𝑦 ′′ + 4𝑦𝑦 ′ + 4𝑦𝑦 = 0 (h) 4𝑦𝑦 ′′ + 4𝑦𝑦 ′ + 𝑦𝑦 = 0
(i) 𝑦𝑦 ′′ + 9𝑦𝑦 = 0 (j) 𝑦𝑦 ′′ + 2𝑦𝑦 ′ + 2𝑦𝑦 = 0
(k) 𝑦𝑦 ′′ + 4𝑦𝑦 ′ + 5𝑦𝑦 = 0 (l) 𝑦𝑦 ′′ + 𝑦𝑦 ′ + 𝑦𝑦 = 0
(m) 𝑦𝑦 ′′ + 4𝑦𝑦 ′ + 9𝑦𝑦 = 0 (n) 𝑦𝑦 ′′ + 4𝑦𝑦 ′ + (𝜋 2 + 4)𝑦𝑦 = 0

40
6. Solve the following initial value problems (IVP).
(a) 𝑦𝑦 ′′ − 𝑦𝑦 = 0, 𝑦𝑦(0) = 2, 𝑦𝑦 ′ (0) = −2
(b) 𝑦𝑦 ′′ + 3𝑦𝑦 ′ = 0, 𝑦𝑦(0) = −2, 𝑦𝑦 ′ (0) = 3
(c) 𝑦𝑦 ′′ + 2𝑦𝑦 ′ − 3𝑦𝑦 = 0, 𝑦𝑦(0) = 6, 𝑦𝑦 ′ (0) = −2
(d) 𝑦𝑦 ′′ − 4𝑦𝑦 ′ − 5𝑦𝑦 = 0, 𝑦𝑦(1) = 0, 𝑦𝑦 ′ (0) = 5
(e) 𝑦𝑦 ′′ + 8𝑦𝑦 ′ − 9𝑦𝑦 = 0, 𝑦𝑦(1) = 1, 𝑦𝑦 ′ (1) = 0
(f) 4𝑦𝑦 ′′ − 4𝑦𝑦 ′ − 3𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 5
(g) 8𝑦𝑦 ′′ − 2𝑦𝑦 ′ − 𝑦𝑦 = 0, 𝑦𝑦(0) = −0.2, 𝑦𝑦 ′ (0) = −0.325
(h) 𝑦𝑦 ′′ + 4𝑦𝑦 ′ + 4𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 1
(i) 9𝑦𝑦 ′′ − 24𝑦𝑦 ′ + 16𝑦𝑦 = 0, 𝑦𝑦(0) = 3, 𝑦𝑦 ′ (0) = 3
(j) 𝑦𝑦 ′′ + 𝑦𝑦 = 0, 𝑦𝑦(𝜋/3) = 2, 𝑦𝑦 ′ (𝜋/3) = −4
(k) 𝑦𝑦 ′′ + 𝑦𝑦 ′ + 2𝑦𝑦 = 0, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0
(l) 𝑦𝑦 ′′ − 2𝑦𝑦 ′ + 3𝑦𝑦 = 0, 𝑦𝑦(0) = 4, 𝑦𝑦 ′ (0) = −1
(m) 𝑦𝑦 ′′ − 4𝑦𝑦 ′ + 5𝑦𝑦 = 0, 𝑦𝑦(0) = 2, 𝑦𝑦 ′ (0) = 5
(n) 𝑦𝑦 ′′ − 4𝑦𝑦 ′ + 53𝑦𝑦 = 0, 𝑦𝑦(𝜋) = −3, 𝑦𝑦 ′ (𝜋/2) = 2
(o) 𝑦𝑦 ′′ + 4𝑦𝑦 ′ + 5𝑦𝑦 = 0, 𝑦𝑦(0) = 2, 𝑦𝑦 ′ (0) = 𝑦𝑦 ′′ (0)

7. Solve the following boundary value problems (BVP).


(a) 𝑦𝑦 ′′ + 4𝑦𝑦 ′ + 3𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦′(1) = 0
(b) 𝑦𝑦 ′′ − 10𝑦𝑦 ′ + 25𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦(1) = 0
(c) 𝑦𝑦 ′′ + 4𝑦𝑦 = 0, 𝑦𝑦(0) = 0, 𝑦𝑦(𝜋) = 0
(d) 𝑦𝑦 ′′ − 2𝑦𝑦′ + 2𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦(𝜋) = 1
(e) 𝑦𝑦 ′′ + 2𝑦𝑦′ + 17𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦′(𝜋/4) = 0
(f) 𝑦𝑦 ′′ + 2𝑦𝑦′ + 26𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦′(𝜋/4) = 0

8. Find an ODI of the form 𝑦𝑦 ′′ + 𝑎𝑦𝑦 ′ + 𝑏 = 0 for the given basis.


(a) 1, 𝑒𝑒 3𝑥𝑥 (b) 𝑒𝑒 𝑥𝑥 , 𝑒𝑒 6𝑥𝑥
(c) 𝑒𝑒 2𝑥𝑥 , 𝑒𝑒 −3𝑥𝑥 (d) 𝑒𝑒 −4𝑥𝑥 , 𝑒𝑒 −5𝑥𝑥
(e) 𝑒𝑒 −𝑥𝑥/2 , 𝑒𝑒 −2𝑥𝑥 (f) 𝑐𝑐𝑜𝑠2𝜋𝑥, 𝑠𝑖𝑛2𝜋𝑥
1 1
(g) 𝑐𝑐𝑜𝑠ℎ 𝑥, 𝑠𝑖𝑛ℎ 𝑥 (h) 𝑒𝑒 (−2+𝑖)𝑥𝑥 , 𝑒𝑒 (−2−𝑖)𝑥𝑥
2 2
(i) 𝑒𝑒 𝑥𝑥 𝑐𝑐𝑜𝑠𝑥, 𝑒𝑒 𝑥𝑥 𝑠𝑖𝑛𝑥 (j) 𝑒𝑒 −3.1𝑥𝑥 𝑐𝑐𝑜𝑠2.1𝑥, 𝑒𝑒 −3.1𝑥𝑥 𝑠𝑖𝑛2.1𝑥

41
C: Euler–Cauchy Equations
9. Find a general solution for the following differential equations.
(a) 𝑥𝑦𝑦′′ − 2𝑦𝑦′ = 0 (b) 𝑥 2 𝑦𝑦 ′′ − 20𝑦𝑦 = 0
(c) 𝑥 2 𝑦𝑦 ′′ − 2𝑥𝑦𝑦 ′ − 4𝑦𝑦 = 0 (d) 𝑥 2 𝑦𝑦 ′′ + 6𝑥𝑦𝑦 ′ + 4𝑦𝑦 = 0
(e) 𝑥 2 𝑦𝑦 ′′ − 3𝑥𝑦𝑦 ′ − 5𝑦𝑦 = 0 (f) 𝑥 2 𝑦𝑦 ′′ + 8𝑥𝑦𝑦 ′ + 6𝑦𝑦 = 0
(g) 𝑥 2 𝑦𝑦 ′′ − 3𝑥𝑦𝑦 ′ − 2𝑦𝑦 = 0 (h) 𝑥𝑦𝑦 ′′ + 𝑦𝑦′ = 0
(i) 𝑥 2 𝑦𝑦 ′′ + 5𝑥𝑦𝑦 ′ + 4𝑦𝑦 = 0 (j) 𝑥 2 𝑦𝑦 ′′ + 7𝑥𝑦𝑦 ′ + 9𝑦𝑦 = 0
(k) 𝑥 2 𝑦𝑦 ′′ + 𝑥𝑦𝑦 ′ + 4𝑦𝑦 = 0 (l) 𝑥 2 𝑦𝑦 ′′ − 𝑥𝑦𝑦 ′ + 5𝑦𝑦 = 0
(m) 𝑥 2 𝑦𝑦 ′′ − 3𝑥𝑦𝑦 ′ + 10𝑦𝑦 = 0 (n) 𝑥 2 𝑦𝑦 ′′ − 𝑥𝑦𝑦 ′ + 4𝑦𝑦 = 0
(o) 𝑥 2 𝑦𝑦 ′′ + 2𝑥𝑦𝑦 ′ + 4𝑦𝑦 = 0 (p) 𝑥 2 𝑦𝑦 ′′ − 2𝑥𝑦𝑦 ′ + 12𝑦𝑦 = 0

10. Solve the following initial value problems (IVP).


(a) 𝑥𝑦𝑦 ′′ − 𝑦𝑦 ′ = 0, 𝑦𝑦(2) = 5, 𝑦𝑦 ′ (2) = 8
(b) 𝑥𝑦𝑦 ′′ − 4𝑦𝑦 ′ = 0, 𝑦𝑦(1) = 0, 𝑦𝑦 ′ (1) = 3
(c) 𝑥 2 𝑦𝑦 ′′ + 𝑥𝑦𝑦 ′ − 𝑦𝑦 = 0, 𝑦𝑦(2) = 1, 𝑦𝑦 ′ (2) = −3
(d) 𝑥 2 𝑦𝑦 ′′ + 𝑥𝑦𝑦 ′ − 9𝑦𝑦 = 0, 𝑦𝑦(2) = 1, 𝑦𝑦 ′ (2) = 2
(e) 𝑥 2 𝑦𝑦 ′′ − 4𝑥𝑦𝑦 ′ + 6𝑦𝑦 = 0, 𝑦𝑦(1) = 0.4, 𝑦𝑦 ′ (1) = 0
(f) 𝑥 2 𝑦𝑦 ′′ + 5𝑥𝑦𝑦 ′ − 21𝑦𝑦 = 0, 𝑦𝑦(2) = 1, 𝑦𝑦 ′ (2) = 0
(g) 𝑥 2 𝑦𝑦 ′′ + 3𝑥𝑦𝑦 ′ + 0.75𝑦𝑦 = 0, 𝑦𝑦(1) = 1, 𝑦𝑦 ′ (1) = −1.5
(h) 𝑥 2 𝑦𝑦 ′′ − 3𝑥𝑦𝑦 ′ + 4𝑦𝑦 = 0, 𝑦𝑦(1) = 5, 𝑦𝑦 ′ (1) = 3
(i) 𝑥 2 𝑦𝑦 ′′ + 25𝑥𝑦𝑦 ′ + 144𝑦𝑦 = 0, 𝑦𝑦(1) = −4, 𝑦𝑦 ′ (1) = 0
(j) 𝑥 2 𝑦𝑦 ′′ + 𝑥𝑦𝑦 ′ + 𝑦𝑦 = 0, 𝑦𝑦(1) = 1, 𝑦𝑦 ′ (1) = 0
(k) 𝑥 2 𝑦𝑦 ′′ + 3𝑥𝑦𝑦 ′ + 2𝑦𝑦 = 0, 𝑦𝑦(1) = 0, 𝑦𝑦 ′ (1) = 2
(l) 𝑥 2 𝑦𝑦 ′′ + 7𝑥𝑦𝑦 ′ + 13𝑦𝑦 = 0, 𝑦𝑦(−1) = 1, 𝑦𝑦 ′ (−1) = 3
(m) 4𝑥 2 𝑦𝑦 ′′ + 5𝑦𝑦 = 0, 𝑦𝑦(1) = 0, 𝑦𝑦 ′ (1) = 1

11. Solve the following boundary value problems (BVP).


(a) 𝑥 2 𝑦𝑦 ′′ − 7𝑥𝑦𝑦 ′ + 12𝑦𝑦 = 0, 𝑦𝑦(0) = 0, 𝑦𝑦(1) = 0
(b) 𝑥 2 𝑦𝑦 ′′ − 3𝑥𝑦𝑦 ′ + 5𝑦𝑦 = 0, 𝑦𝑦(1) = 0, 𝑦𝑦(𝑒𝑒) = 1

12. Find an ODI of the form 𝑥 2 𝑦𝑦 ′′ + 𝑎𝑥𝑦𝑦 ′ + 𝑏 = 0 for the given basis.

42
(a) 𝑥4, 𝑥 −2 (b) 1, 𝑥5
(c) 𝑥 −3 , 𝑥 −3 𝑙𝑛𝑥 (d) 𝑐𝑐𝑜𝑠(𝑙𝑛𝑥), 𝑠𝑖𝑛(𝑙𝑛𝑥)
1 1
(e) 𝑥1/2 𝑐𝑐𝑜𝑠 � 𝑙𝑛𝑥� , 𝑥1/2 𝑠𝑖𝑛 � 𝑙𝑛𝑥�
2 2

D: Existence and Uniqueness of Solutions: Wronskian


13. Find the Wronskian for the given basis of solutions. Also show linear independence by using
quotients.
(a) 𝑒𝑒 0.5𝑥𝑥 , 𝑒𝑒 −0.5𝑥𝑥 (b) 𝑒𝑒 −0.4𝑥𝑥 , 𝑒𝑒 −2.6𝑥𝑥
(c) 𝑒𝑒 𝑘𝑥𝑥 , 𝑥𝑒𝑒 𝑘𝑥𝑥 (d) 𝑐𝑐𝑜𝑠𝜋𝑥, 𝑠𝑖𝑛𝜋𝑥
(e) 𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠0.8𝑥, 𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛0.8𝑥 (f) 𝑐𝑐𝑜𝑠ℎ2.5𝑥, 𝑠𝑖𝑛ℎ2.5𝑥
1
(g) 𝑥2, 𝑥3 (h) 𝑥,
𝑥
(i) 𝑥 −3 , 𝑥 −3 𝑙𝑛𝑥 (j) 𝑐𝑐𝑜𝑠(2𝑙𝑛𝑥), 𝑠𝑖𝑛(2𝑙𝑛𝑥)
(k) 𝑥 0.25 , 𝑥 0.25 𝑙𝑛𝑥 (l) 𝑥 −1 𝑐𝑐𝑜𝑠(𝑙𝑛𝑥), 𝑥 −1 𝑠𝑖𝑛(𝑙𝑛𝑥)

14. For the given basis of solutions: (a) Find a second-order homogeneous linear ODE for which
the given functions are solutions. (b) Show linear independence by the Wronskian. (c) Solve
the initial value problem.
(a) 1, 𝑒𝑒 −2𝑥𝑥 ; 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = −1
(b) 𝑒𝑒 −3𝑥𝑥 , 𝑒𝑒 −8𝑥𝑥 ; 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 4
(c) 𝑐𝑐𝑜𝑠3𝑥, 𝑠𝑖𝑛3𝑥; 𝑦𝑦(𝜋/3) = 0, 𝑦𝑦 ′ (𝜋/3) = 1
(d) 𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠√7𝑥, 𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛√7𝑥; 𝑦𝑦(0) = 2, 𝑦𝑦 ′ (0) = 0
(e) 𝑐𝑐𝑜𝑠ℎ2𝑥, 𝑠𝑖𝑛ℎ2𝑥; 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 0
(f) 𝑥4, 𝑥 4 𝑙𝑛𝑥; 𝑦𝑦(1) = 2, 𝑦𝑦 ′ (1) = 4

E: Nonhomogeneous ODEs; Method of Undetermined Coefficients


15. Find a general solution for the following differential equations.
(a) 𝑦𝑦 ′′ − 𝑦𝑦 ′ = −3 (b) 𝑦𝑦 ′′ − 2𝑦𝑦 ′ − 3𝑦𝑦 = 3𝑒𝑒 2𝑥𝑥
𝑥𝑥
(c) 𝑦𝑦 ′′ − 4𝑦𝑦 = 3 𝑒𝑒 2𝑥𝑥 + 4 𝑒𝑒 −2𝑥𝑥 (d) 9𝑦𝑦 ′′ − 6𝑦𝑦 ′ + 𝑦𝑦 = 12𝑒𝑒 3
(e) 𝑦𝑦 ′′ + 3𝑦𝑦 ′ + 2𝑦𝑦 = 2𝑥 + 1 (f) 𝑦𝑦 ′′ − 6𝑦𝑦 ′ + 25𝑦𝑦 = 50𝑥 3 − 36𝑥 2 − 63𝑥 + 18
(g) 𝑦𝑦 ′′ − 3𝑦𝑦 ′ + 2𝑦𝑦 = 10 𝑠𝑖𝑛𝑥 (h) 𝑦𝑦 ′′ − 9𝑦𝑦 = 4 + 5 𝑠𝑖𝑛ℎ 3𝑥
(i) 𝑦𝑦 ′′ + 4𝑦𝑦 = 3 𝑐𝑐𝑜𝑠2𝑥 (j) 𝑦𝑦 ′′ − 7𝑦𝑦 ′ + 10𝑦𝑦 = 𝑒𝑒 2𝑥𝑥 𝑠𝑖𝑛𝑥

43
1
(k) 𝑦𝑦 ′′ − 6𝑦𝑦 ′ + 13𝑦𝑦 = 8𝑒𝑒 2𝑥𝑥 𝑠𝑖𝑛2𝑥 (l) 𝑦𝑦 ′′ − 𝑦𝑦 ′ + 𝑦𝑦 = 3 + 𝑒𝑒 𝑥𝑥/2
4
(m) 𝑦𝑦 ′′ − 2𝑦𝑦 ′ + 𝑦𝑦 = 𝑥 2 𝑒𝑒 3𝑥𝑥 (n) 𝑦𝑦 ′′ + 3𝑦𝑦 ′ + 2𝑦𝑦 = 4𝑐𝑐𝑜𝑠 2 𝑥
(o) 𝑦𝑦 ′′ + 𝑦𝑦 = 4𝑥 𝑠𝑖𝑛𝑥 (p) 𝑦𝑦 ′′ + 𝑦𝑦′ = 4𝑥𝑒𝑒 𝑥𝑥 + 3 𝑠𝑖𝑛𝑥
(q) 𝑦𝑦 ′′ − 9𝑦𝑦 ′ + 14𝑦𝑦 = 3𝑥 2 − 5𝑠𝑖𝑛2𝑥 + 7𝑥𝑒𝑒 6𝑥𝑥 (r) 𝑦𝑦 ′′ − 4𝑦𝑦 ′ + 4𝑦𝑦 = 8𝑒𝑒 2𝑥𝑥 𝑥 2 𝑠𝑖𝑛2𝑥
(s) 𝑦𝑦 ′′ + 3𝑦𝑦 ′ + 2𝑦𝑦 = 𝑒𝑒 𝑥𝑥 (𝑥 2 + 1)𝑠𝑖𝑛2𝑥 + 3𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠𝑥 + 4𝑒𝑒 𝑥𝑥

16. Solve the following initial value problems (IVP).


(a) 3𝑦𝑦 ′′ + 𝑦𝑦 ′ − 4𝑦𝑦 = 8, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0
(b) 𝑦𝑦 ′′ + 5𝑦𝑦 ′ + 4𝑦𝑦 = 20𝑒𝑒 𝑥𝑥 , 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = −2
(c) 𝑦𝑦 ′′ + 4𝑦𝑦 ′ + 3𝑦𝑦 = 𝑒𝑒 −𝑥𝑥 , 𝑦𝑦(0) = 2, 𝑦𝑦 ′ (0) = 1
2 13
(d) 𝑦𝑦 ′′ − 2𝑦𝑦 ′ + 𝑦𝑦 = 3𝑒𝑒 4𝑥𝑥 , 𝑦𝑦(0) = − , 𝑦𝑦 ′ (0) =
3 3
′′ ′ (𝜋/8)
(e) 𝑦𝑦 + 4𝑦𝑦 = −2, 𝑦𝑦(𝜋/8) = 1/2, 𝑦𝑦 =2
(f) 𝑦𝑦 ′′ + 𝑦𝑦 ′ − 2𝑦𝑦 = 2𝑥, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 1
4
(g) 9𝑦𝑦 ′′ − 12𝑦𝑦 ′ + 4𝑦𝑦 = 3𝑥 − 1, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = −
3
(h) 2𝑦𝑦 ′′ + 3𝑦𝑦 ′ + 2𝑦𝑦 = 1 − 9𝑥 2 , 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 1
(i) 𝑦𝑦 ′′ − 3𝑦𝑦 ′ − 4𝑦𝑦 = 3𝑠𝑖𝑛𝑥, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0
(j) 𝑦𝑦 ′′ + 6𝑦𝑦 ′ + 9𝑦𝑦 = −𝑐𝑐𝑜𝑠𝑥, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = −6
(k) 𝑦𝑦 ′′ + 4𝑦𝑦 = 16 𝑐𝑐𝑜𝑠2𝑥, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0
(l) 𝑦𝑦 ′′ + 2𝑦𝑦 ′ + 10𝑦𝑦 = 17 𝑠𝑖𝑛𝑥 − 37 𝑠𝑖𝑛3𝑥, 𝑦𝑦(0) = 6.6, 𝑦𝑦 ′ (0) = −2.2
(m) 𝑦𝑦 ′′ − 4𝑦𝑦 ′ − 5𝑦𝑦 = 𝑒𝑒 2𝑥𝑥 𝑐𝑐𝑜𝑠𝑥, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 2
(n) 𝑦𝑦 ′′ + 6𝑦𝑦 ′ + 13𝑦𝑦 = 𝑒𝑒 −3𝑥𝑥 𝑐𝑐𝑜𝑠𝑥, 𝑦𝑦(0) = 2, 𝑦𝑦 ′ (0) = 1
(o) 𝑦𝑦 ′′ + 4𝑦𝑦′ + 4𝑦𝑦 = (3 + 𝑥)𝑒𝑒 −2𝑥𝑥 , 𝑦𝑦(0) = 2, 𝑦𝑦 ′ (0) = 5
(p) 𝑦𝑦 ′′ + 4𝑦𝑦 ′ + 5𝑦𝑦 = 1 + 𝑒𝑒 −𝑥𝑥 , 𝑦𝑦(0) = 2, 𝑦𝑦 ′ (0) = 1
(q) 𝑦𝑦 ′′ + 4𝑦𝑦 ′ + 5𝑦𝑦 = 𝑥 + 𝑠𝑖𝑛𝑥, 𝑦𝑦(0) = −1, 𝑦𝑦 ′ (0) = 0

17. Solve the following boundary value problems (BVP).


(a) 𝑦𝑦 ′′ + 𝑦𝑦 = 𝑥 2 + 1, 𝑦𝑦(0) = 5, 𝑦𝑦(1) = 0
(b) 𝑦𝑦 ′′ − 2𝑦𝑦 ′ + 2𝑦𝑦 = 2𝑥 − 2, 𝑦𝑦(0) = 5, 𝑦𝑦(𝜋) = 𝜋
(c) 𝑦𝑦 ′′ + 3𝑦𝑦 = 6𝑥, 𝑦𝑦(0) = 0, 𝑦𝑦(1) + 𝑦𝑦′(1) = 0
(d) 𝑦𝑦 ′′ + 3𝑦𝑦 = 6𝑥, 𝑦𝑦(0) + 𝑦𝑦′(0) = 0, 𝑦𝑦(1) = 0

44
F: Nonhomogeneous ODEs; Solution by Variation of Parameters
18. Find a general solution for the following nonhomogeneous differential equations.
(a) 𝑦𝑦 ′′ − 𝑦𝑦 = 8𝑒𝑒 𝑥𝑥 (b) 𝑦𝑦 ′′ − 𝑦𝑦 = 1/𝑥
(c) 𝑦𝑦 ′′ + 𝑦𝑦 = 𝑠𝑖𝑛𝑥 (d) 𝑦𝑦 ′′ + 𝑦𝑦 = 𝑡𝑎𝑛𝑥
(e) 𝑦𝑦 ′′ + 4𝑦𝑦 = 𝑠𝑖𝑛2 2𝑥 (f) 4𝑦𝑦 ′′ + 𝑦𝑦 = 2 𝑠𝑒𝑒𝑐𝑐(𝑥/2)
1
(g) 𝑦𝑦 ′′ − 2𝑦𝑦′ + 𝑦𝑦 = 𝑒𝑒 𝑥𝑥 𝑡𝑎𝑛−1 𝑥 (h) 𝑦𝑦 ′′ + 3𝑦𝑦 ′ + 2𝑦𝑦 =
1 + 𝑒𝑒 𝑥𝑥
′′ ′
𝑒𝑒 𝑥𝑥
(i) 𝑦𝑦 + 2𝑦𝑦 + 𝑦𝑦 = (j) 4𝑦𝑦 ′′ − 4𝑦𝑦′ + 𝑦𝑦 = 𝑒𝑒 𝑥𝑥/2 �1 − 𝑥 2
𝑥
(k) 𝑦𝑦 ′′ − 3𝑦𝑦 ′ + 2𝑦𝑦 = 𝑠𝑖𝑛𝑒𝑒 −𝑥𝑥 (l) 𝑦𝑦 ′′ − 2𝑦𝑦 ′ + 𝑦𝑦 = 𝑒𝑒 𝑥𝑥 𝑙𝑛𝑥
(m) 𝑦𝑦 ′′ − 2𝑦𝑦 ′ + 𝑦𝑦 = 4𝑥 2 − 3 + 𝑒𝑒 𝑥𝑥 /𝑥 (n) 𝑦𝑦 ′′ + 4𝑦𝑦′ + 5𝑦𝑦 = 𝑥𝑒𝑒 −2𝑥𝑥 𝑐𝑐𝑜𝑠𝑥
(o) 3𝑦𝑦 ′′ − 6𝑦𝑦 ′ + 30𝑦𝑦 = 15 𝑠𝑖𝑛𝑥 + 𝑒𝑒 𝑥𝑥 𝑡𝑎𝑛𝑥

19. Find a general solution for the following nonhomogeneous differential equations.
(a) 𝑥𝑦𝑦 ′′ − 4𝑦𝑦 ′ = 𝑥 4 (b) 𝑥 2 𝑦𝑦 ′′ − 2𝑥𝑦𝑦 ′ + 2𝑦𝑦 = 4𝑥 2
1
(c) 𝑥 2 𝑦𝑦 ′′ + 7𝑥𝑦𝑦 ′ + 5𝑦𝑦 = 𝑥 (d) 2𝑥 2 𝑦𝑦 ′′ + 3𝑥𝑦𝑦 ′ − 𝑦𝑦 =
𝑥
(e) 𝑥 2 𝑦𝑦 ′′ + 𝑦𝑦 = 𝑥 2 (f) 𝑥 2 𝑦𝑦 ′′ − 2𝑥𝑦𝑦 ′ + 2𝑦𝑦 = 𝑥 3 𝑐𝑐𝑜𝑠𝑥
(g) 𝑥 2 𝑦𝑦 ′′ + 𝑥𝑦𝑦 ′ − 𝑦𝑦 = 𝑥 2 𝑙𝑛𝑥 (h) 𝑥 2 𝑦𝑦 ′′ − 2𝑥𝑦𝑦 ′ + 2𝑦𝑦 = 𝑥 𝑙𝑛𝑥
(i) 𝑥 2 𝑦𝑦 ′′ + 5𝑥𝑦𝑦 ′ − 12𝑦𝑦 = 𝑙𝑛𝑥 (j) 𝑥 2 𝑦𝑦 ′′ + 𝑥𝑦𝑦 ′ + 4𝑦𝑦 = 𝑠𝑖𝑛�2𝑙𝑛(𝑥)�

20. Solve the following initial value problems (IVP).


(a) 𝑦𝑦 ′′ + 2𝑦𝑦 ′ − 8𝑦𝑦 = 2𝑒𝑒 −2𝑥𝑥 + 𝑒𝑒 −𝑥𝑥 , 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 0
(b) 𝑦𝑦 ′′ + 4𝑦𝑦 ′ + 5𝑦𝑦 = 𝑥, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0
(c) 2𝑦𝑦 ′′ + 𝑦𝑦 ′ − 𝑦𝑦 = 𝑥 + 1, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 0
(d) 𝑦𝑦 ′′ + 𝑦𝑦 = 𝑡𝑎𝑛𝑥, 𝑦𝑦(0) = 4, 𝑦𝑦 ′ (0) = 3
(e) 𝑦𝑦 ′′ + 4𝑦𝑦 = 𝑠𝑖𝑛2 2𝑥, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0
(f) 𝑦𝑦 ′′ + 4𝑦𝑦 = 𝑠𝑖𝑛2 2𝑥, 𝑦𝑦(𝜋/8) = 0, 𝑦𝑦 ′ (𝜋/8) = 0
(g) 𝑦𝑦 ′′ + 4𝑦𝑦 = 1 + 𝑐𝑐𝑜𝑠2𝑥, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0
(h) 𝑦𝑦 ′′ + 𝑦𝑦 = 2 𝑠𝑒𝑒𝑐𝑐 2 𝑥, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0
(i) 4𝑦𝑦 ′′ − 𝑦𝑦 = 𝑥𝑒𝑒 𝑥𝑥/2 , 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 0
(j) 𝑦𝑦 ′′ + 5𝑦𝑦 ′ + 6𝑦𝑦 = 𝑥𝑒𝑒 −2𝑥𝑥 , 𝑦𝑦(1) = 0, 𝑦𝑦 ′ (1) = 0

45
𝑒𝑒 𝑥𝑥
(k) 𝑦𝑦 ′′ − 2𝑦𝑦 ′ + 𝑦𝑦 = , 𝑦𝑦(1) = 0, 𝑦𝑦 ′ (1) = 1
𝑥
(l) 𝑦𝑦 ′′ − 4𝑦𝑦 ′ + 4𝑦𝑦 = (12𝑥 2 − 6𝑥)𝑒𝑒 2𝑥𝑥 , 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 0

21. Solve the following initial value problems (IVP).


1
(a) 𝑥𝑦𝑦 ′′ + 𝑦𝑦 ′ = 𝑥, 𝑦𝑦(1) = 1, 𝑦𝑦 ′ (1) = −
2
(b) 𝑥 2 𝑦𝑦 ′′ − 6𝑦𝑦 = 8𝑥 2 , 𝑦𝑦(1) = 1, 𝑦𝑦 ′ (1) = 0
1 1
(c) 𝑥 2 𝑦𝑦 ′′ − 5𝑥𝑦𝑦 ′ + 8𝑦𝑦 = 8𝑥 6 , 𝑦𝑦 � � = 0, 𝑦𝑦 ′ � � = 0
2 2
(d) 𝑥 2 𝑦𝑦 ′′ − 4𝑥𝑦𝑦 ′ + 6𝑦𝑦 = 𝑥 4 𝑒𝑒 𝑥𝑥 , 𝑦𝑦(2) = 2, 𝑦𝑦 ′ (2) = 7
(e) 𝑥 2 𝑦𝑦 ′′ + 7𝑥𝑦𝑦 ′ + 9𝑦𝑦 = 27 𝑙𝑛𝑥, 𝑦𝑦(1) = 1, 𝑦𝑦 ′ (1) = −4
(f) 𝑥 2 𝑦𝑦 ′′ − 3𝑥𝑦𝑦 ′ + 3𝑦𝑦 = 2 𝑥 2 𝑙𝑛𝑥, 𝑦𝑦(1) = 0, 𝑦𝑦 ′ (1) = 0
(g) 𝑥 2 𝑦𝑦 ′′ − 2𝑥𝑦𝑦 ′ + 2𝑦𝑦 = 10 𝑠𝑖𝑛(𝑙𝑛𝑥), 𝑦𝑦(1) = 3, 𝑦𝑦 ′ (1) = 0

46
PRACTICE PROBLEMS FOR ADVANCED ENGINEERING MATHEMATICS

EXERCISE 3
HIGHER ORDER ODE

EXAMPLE 3.1
Are the given functions linearly independent or dependent on any interval? Give reason.
(𝒙 − 𝟏)𝟐 , (𝒙 + 𝟏)𝟐 , 𝒙

Solution: Given functions 𝑦𝑦1 = (𝑥 − 1)2 , 𝑦𝑦2 = (𝑥 + 1)2 and 𝑦𝑦3 = 𝑥 will be linearly dependent
if they satisfy
𝑘1 𝑦𝑦1 + 𝑘2 𝑦𝑦2 + 𝑘3 𝑦𝑦3 = 0 (for some k1, k2 and k3 not all zero)
𝑘1 (𝑥 − 1)2 + 𝑘2 (𝑥 + 1)2 + 𝑘3 𝑥 = 0
(𝑘1 + 𝑘2 )𝑥 2 + (−2𝑘1 + 2𝑘2 + 𝑘3 )𝑥 + (𝑘1 + 𝑘2 ) = 0

Equating coefficients of 𝑥 2 , 𝑥 and constant term we get


𝑘1 + 𝑘2 = 0 [a]
−2𝑘1 + 2𝑘2 + 𝑘3 = 0 [b]
𝑘1 + 𝑘2 = 0 [c]

Substituting 𝑘2 = −𝑘1 from [a] or [c] into [b], we get


−2𝑘1 − 2𝑘1 + 𝑘3 = 0
∴ 𝑘3 = 4𝑘1

Assuming 𝑘1 = 1, we get
𝑘2 = −1 and 𝑘3 = 4

Hence the given functions are related as


(𝑥 − 1)2 − (𝑥 + 1)2 + 4𝑥 = 0 are linearly dependent.

Which can also be verified by evaluating Wronskian,


𝑦𝑦1 𝑦𝑦2 𝑦𝑦3 (𝑥 − 1)2 (𝑥 + 1)2 𝑥
𝑊 = � 𝑦𝑦1 ′ 𝑦𝑦2 ′ 𝑦𝑦3 � = �2(𝑥 − 1) 2(𝑥 + 1) 1� = 0
𝑦𝑦1 ′′ 𝑦𝑦2 ′′ 𝑦𝑦3 ′′ 2 2 0
which also proves the linear dependency.

EXAMPLE 3.2

47
Show that the given functions are solutions and form a basis on any interval. Use
Wronskians.

𝟏, 𝒙, 𝒄𝒐𝒔𝟑𝒙, 𝒔𝒊𝒏 𝟑𝒙; 𝒚𝒊𝒗 + 𝟗𝒚′′ = 𝟎

Solution: If the given functions 𝑦𝑦1 = 1, 𝑦𝑦2 = 𝑥, 𝑦𝑦3 = 𝑐𝑐𝑜𝑠3𝑥 and 𝑦𝑦4 = 𝑠𝑖𝑛3𝑥 form the basis of
the given ODE. Then its general solution is given by
𝑦𝑦 = 𝑐𝑐1 𝑦𝑦1 + 𝑐𝑐2 𝑦𝑦2 + 𝑐𝑐3 𝑦𝑦3 + 𝑐𝑐4 𝑦𝑦4 = 𝑐𝑐1 + 𝑐𝑐2 𝑥 + 𝑐𝑐3 𝑐𝑐𝑜𝑠3𝑥 + 𝑐𝑐4 𝑠𝑖𝑛3𝑥

Differentiating successively, we get


𝑦𝑦 ′ = 𝑐𝑐2 − 3𝑐𝑐3 𝑠𝑖𝑛3𝑥 + 3𝑐𝑐4 𝑐𝑐𝑜𝑠3𝑥
𝑦𝑦 ′′ = −9𝑐𝑐3 𝑐𝑐𝑜𝑠3𝑥 − 9𝑐𝑐4 𝑠𝑖𝑛3𝑥
𝑦𝑦′′′ = 27𝑐𝑐3 𝑠𝑖𝑛3𝑥 − 27𝑐𝑐4 𝑐𝑐𝑜𝑠3𝑥
𝑦𝑦 𝑖𝑣 = 81𝑐𝑐3 𝑐𝑐𝑜𝑠3𝑥 + 81𝑐𝑐4 𝑠𝑖𝑛3𝑥

Substituting 𝑦𝑦 𝑖𝑣 and 𝑦𝑦 ′′ into given ODE,


81𝑐𝑐3 𝑐𝑐𝑜𝑠3𝑥 + 81𝑐𝑐4 𝑠𝑖𝑛3𝑥 + 9(−9𝑐𝑐3 𝑐𝑐𝑜𝑠3𝑥 − 9𝑐𝑐4 𝑠𝑖𝑛3𝑥) = 0

or, 0=0
which proves that that the given functions are solutions and form a basis.

To verify linear independency, Wronskian can be evaluated,


𝑦𝑦1 𝑦𝑦2 𝑦𝑦3 𝑦𝑦4
𝑦𝑦1 ′ 𝑦𝑦2 ′ 𝑦𝑦3 𝑦𝑦4 ′
𝑊 = � 𝑦𝑦 ′′ 𝑦𝑦 ′′ 𝑦𝑦 ′′ 𝑦𝑦 ′′ �
1 2 3 4
𝑦𝑦1 ′′′ 𝑦𝑦2 ′′′ 𝑦𝑦3 ′′′ 𝑦𝑦4 ′′′
1 𝑥 𝑐𝑐𝑜𝑠3𝑥 𝑠𝑖𝑛3𝑥
0 1 −3𝑠𝑖𝑛3𝑥 3𝑐𝑐𝑜𝑠3𝑥 = 243(𝑐𝑐𝑜𝑠 2 3𝑥 + 𝑠𝑖𝑛2 3𝑥) = 243 ≠ 0
=� �
0 0 −9𝑐𝑐𝑜𝑠3𝑥 −9𝑠𝑖𝑛3𝑥
0 0 27𝑠𝑖𝑛3𝑥 −27𝑐𝑐𝑜𝑠3𝑥
which also proves the linear independency.

EXAMPLE 3.3
Determine the general solution of an ODE 𝒚𝒊𝒗 − 𝟐𝟗𝒚′′ + 𝟏𝟎𝟎𝒚 = 𝟎.

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the given ODE, we get the characteristic
equation
𝜆4 − 29𝜆2 + 100 = 0

48
or, (𝜆2 − 4)(𝜆2 − 25) = 0
∴ 𝜆1,2 = ±2, 𝜆3,4 = ±5

Then the general solution is given by


𝑦𝑦 = 𝑐𝑐1 𝑒𝑒 −2𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 2𝑥𝑥 + 𝑐𝑐3 𝑒𝑒 −5𝑥𝑥 + 𝑐𝑐4 𝑒𝑒 5𝑥𝑥

EXAMPLE 3.4
Determine the general solution of an ODE 𝒚′′′ − 𝟓𝒚′′ + 𝟐𝟓𝒚′ − 𝟏𝟐𝟓𝒚 = 𝟎.

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the given ODE, we get the characteristic
equation
𝜆3 − 5𝜆2 + 25𝜆 − 125 = 0
or, (𝜆 − 5)(𝜆2 + 25) = 0
∴ 𝜆1 = 5, 𝜆2,3 = ±5𝑖

Then the general solution is given by


𝑦𝑦 = 𝑐𝑐1 𝑒𝑒 5𝑥𝑥 + 𝑐𝑐2 𝑐𝑐𝑜𝑠5𝑥 + 𝑐𝑐3 𝑠𝑖𝑛5𝑥

EXAMPLE 3.5
Solve the following initial value problem

𝟑𝒚′′′ + 𝟓𝒚′′ + 𝒚′ − 𝒚 = 𝟎, 𝒚(𝟎) = 𝟎, 𝒚′ (𝟎) = 𝟏, 𝒚′′ (𝟎) = −𝟏


Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the given ODE, we get the characteristic
equation
3𝜆3 + 5𝜆2 + 𝜆 − 1 = 0
or, 3𝜆3 + 3𝜆2 + 2𝜆2 + 2𝜆 − 𝜆 − 1 = 0
or, 3𝜆2 (𝜆 + 1) + 2𝜆(𝜆 + 1) − (𝜆 + 1) = 0
or, (𝜆 + 1)(3𝜆2 + 2𝜆 − 1) = 0
or, (𝜆 + 1)(𝜆 + 1)(3𝜆 − 1) = 0
1
∴ 𝜆1,2 = −1, 𝜆3 =
3

Then the general solution is given by


𝑥𝑥
𝑦𝑦 = (𝑐𝑐1 + 𝑐𝑐2 𝑥)𝑒𝑒 −𝑥𝑥 + 𝑐𝑐3 𝑒𝑒 3 [a]

Differentiating [a] successively,

49
1 𝑥𝑥
𝑦𝑦′ = 𝑐𝑐2 𝑒𝑒 −𝑥𝑥 − (𝑐𝑐1 + 𝑐𝑐2 𝑥)𝑒𝑒 −𝑥𝑥 + 𝑐𝑐3 𝑒𝑒 3 [b]
3
1 𝑥𝑥
𝑦𝑦 ′′ = −2𝑐𝑐2 𝑒𝑒 −𝑥𝑥 − (𝑐𝑐1 + 𝑐𝑐2 𝑥)𝑒𝑒 −𝑥𝑥 + 𝑐𝑐3 𝑒𝑒 3 [c]
9

Substituting given initial condition 𝑦𝑦(0) = 0 into Equations [a],


0 = 𝑐𝑐1 + 𝑐𝑐3 ∴ 𝑐𝑐1 + 𝑐𝑐3 = 0 [d]

Similarly, substituting given initial condition 𝑦𝑦′(0) = 1 into Equations [b],


𝑐𝑐3 𝑐𝑐3
1 = 𝑐𝑐2 − 𝑐𝑐1 + ∴ −𝑐𝑐1 + 𝑐𝑐2 + = 1 [e]
3 3

Again substituting given initial condition 𝑦𝑦 ′′ (0) = −1 into Equations [c],


𝑐𝑐3 𝑐𝑐3
−1 = −2𝑐𝑐2 − 𝑐𝑐1 + ∴ −𝑐𝑐1 − 2𝑐𝑐2 + = −1 [f]
9 9

Solving simultaneous equations [d], [e] and [f] for 𝑐𝑐1, 𝑐𝑐2 and 𝑐𝑐3 , we get
9 1 9
𝑐𝑐1 = − 𝑐𝑐2 = 𝑐𝑐3 =
16 4 16

Substituting 𝑐𝑐1, 𝑐𝑐2 and 𝑐𝑐3 into Equations [a], we get the particular solution as
9 1 9 𝑥𝑥
𝑦𝑦 = �− + 𝑥� 𝑒𝑒 −𝑥𝑥 + 𝑒𝑒 3
16 4 16

EXAMPLE 3.6
Determine the general solution of an ODE 𝒚𝒊𝒗 − 𝟖𝒚′′′ + 𝟑𝟐𝒚′′ − 𝟔𝟒𝒚′ + 𝟔𝟒𝒚 = 𝟎.

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the given ODE, we get the characteristic
equation
𝜆4 − 8𝜆3 + 32𝜆2 − 64𝜆 + 64 = 0
or, (𝜆2 − 4𝜆 + 8)2 = 0
∴ 𝜆1,2,3,4 = −2 ± 2𝑖

Then the general solution is given by


𝑦𝑦 = 𝑒𝑒 −2𝑥𝑥 [(𝐴 + 𝐵𝑥)𝑐𝑐𝑜𝑠2𝑥 + (𝐶 + 𝐷𝑥)]𝑠𝑖𝑛2𝑥

EXAMPLE 3.7
Find a (real) general solution.
𝒚′′′ − 𝟐𝒚′′ − 𝟓𝒚′ + 𝟔𝒚 = (𝒆𝟐𝒙 + 𝟑)𝟐

50
Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝜆3 − 2𝜆2 − 5𝜆 + 6 = 0
or, (𝜆 − 1)(𝜆 + 2)(𝜆 − 3) = 0
∴ 𝜆1 = 1, 𝜆2 = −2, 𝜆3 = 3

Then the general solution of homogeneous form of given ODE is


𝑦𝑦ℎ = 𝑐𝑐1 𝑒𝑒 𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 −2𝑥𝑥 + 𝑐𝑐3 𝑒𝑒 3𝑥𝑥

Given forcing function 𝑟(𝑥) can be expanded as


𝑟(𝑥) = 𝑒𝑒 4𝑥𝑥 + 6𝑒𝑒 2𝑥𝑥 + 9

For given forcing function 𝑟(𝑥), we assume the particular solution as


𝑦𝑦𝑝 = 𝐴𝑒𝑒 4𝑥𝑥 + 𝐵𝑒𝑒 2𝑥𝑥 + 𝐶 [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝′ = 4𝐴𝑒𝑒 4𝑥𝑥 + 2𝐵𝑒𝑒 2𝑥𝑥 , 𝑦𝑦𝑝 ′′ = 16𝐴𝑒𝑒 4𝑥𝑥 + 4𝐵𝑒𝑒 2𝑥𝑥 and 𝑦𝑦𝑝 ′′′ = 64𝐴𝑒𝑒 4𝑥𝑥 + 8𝐵𝑒𝑒 2𝑥𝑥

Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
64𝐴𝑒𝑒 4𝑥𝑥 + 8𝐵𝑒𝑒 2𝑥𝑥 − 2(16𝐴𝑒𝑒 4𝑥𝑥 + 4𝐵𝑒𝑒 2𝑥𝑥 ) − 5(4𝐴𝑒𝑒 4𝑥𝑥 + 2𝐵𝑒𝑒 2𝑥𝑥 ) + 6(𝐴𝑒𝑒 4𝑥𝑥 + 𝐵𝑒𝑒 2𝑥𝑥 + 𝐶)
= 𝑒𝑒 4𝑥𝑥 + 6𝑒𝑒 2𝑥𝑥 + 9
or, (64𝐴 − 32𝐴 − 20𝐴 + 6𝐴)𝑒𝑒 4𝑥𝑥 + (8𝐵 − 8𝐵 − 10𝐴 + 6𝐵)𝑒𝑒 2𝑥𝑥 + 6𝐶 = 𝑒𝑒 4𝑥𝑥 + 6𝑒𝑒 2𝑥𝑥 + 9
(18𝐴)𝑒𝑒 4𝑥𝑥 + (−4𝐵)𝑒𝑒 2𝑥𝑥 + 6𝐶 = 𝑒𝑒 4𝑥𝑥 + 6𝑒𝑒 2𝑥𝑥 + 9

Comparing coefficients of 𝑒𝑒 4𝑥𝑥 , 𝑒𝑒 2𝑥𝑥 and constant term, respectively we get


1
18𝐴 = 1 ∴ 𝐴=
18
3
−4𝐵 = 6 ∴ 𝐵=−
2
3
6𝐶 = 9 ∴ 𝐶=
2

Substituting 𝐴, 𝐵 and 𝐶 into Equation [a],


1 3 3
𝑦𝑦𝑝 = 𝑒𝑒 4𝑥𝑥 − 𝑒𝑒 2𝑥𝑥 +
18 2 2

Then the complete general solution of the given ODE is


1 3 3
𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝑐𝑐1 𝑒𝑒 𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 −2𝑥𝑥 + 𝑐𝑐3 𝑒𝑒 3𝑥𝑥 + 𝑒𝑒 4𝑥𝑥 − 𝑒𝑒 2𝑥𝑥 +
18 2 2

51
EXAMPLE 3.8

Find a (real) general solution.

′′′ ′′
𝒆𝒙 ′
𝒚 − 𝟑𝒚 + 𝟐𝒚 =
𝟏 + 𝒆−𝒙

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝜆3 − 3𝜆2 + 2𝜆 = 0
or, 𝜆(𝜆2 − 3𝜆 + 2) = 0
or, 𝜆(𝜆 − 1)(𝜆 − 2) = 0
∴ 𝜆1 = 0, 𝜆2 = 1, 𝜆3 = 2

Then the three linearly independent solutions (basis) of homogeneous form of given ODE are
𝑦𝑦1 = 1 𝑦𝑦2 = 𝑒𝑒 𝑥𝑥 and 𝑦𝑦3 = 𝑒𝑒 2𝑥𝑥

Then the general solution of homogeneous form of given ODE is


𝑦𝑦 = 𝑐𝑐1 + 𝑐𝑐2 𝑒𝑒 𝑥𝑥 + 𝑐𝑐3 𝑒𝑒 2𝑥𝑥

For given forcing function 𝑟(𝑥), we can determine the particular solution by using method of
variation of parameters.
𝑊1 (𝑥) 𝑊2 (𝑥) 𝑊3 (𝑥)
𝑦𝑦𝑝 (𝑥) = 𝑦𝑦1 (𝑥) � 𝑟(𝑥)𝑑𝑥 + 𝑦𝑦2 (𝑥) � 𝑟(𝑥)𝑑𝑥 + 𝑦𝑦3 (𝑥) � 𝑟(𝑥)𝑑𝑥 [a]
𝑊(𝑥) 𝑊(𝑥) 𝑊(𝑥)

where
𝑦𝑦1 𝑦𝑦2 𝑦𝑦3
1 𝑒𝑒 𝑥𝑥 𝑒𝑒 2𝑥𝑥
𝑊 = � 𝑦𝑦1 ′ 𝑦𝑦2 ′ 𝑦𝑦3 ′ � = �0 𝑒𝑒 𝑥𝑥 2𝑒𝑒 2𝑥𝑥 � = 4𝑒𝑒3𝑥 − 2𝑒𝑒3𝑥 = 2𝑒𝑒3𝑥
𝑦𝑦1 ′′ 𝑦𝑦2 ′′ 𝑦𝑦3 ′′ 0 𝑒𝑒 𝑥𝑥 4𝑒𝑒 2𝑥𝑥
0 𝑦𝑦2 𝑦𝑦3 0 𝑒𝑒 𝑥𝑥 𝑒𝑒 2𝑥𝑥
𝑊1 = �0 𝑦𝑦2 ′ 𝑦𝑦3′ � = �0 𝑒𝑒 𝑥𝑥 2𝑒𝑒 2𝑥𝑥 � = 2𝑒𝑒3𝑥 − 𝑒𝑒3𝑥 = 𝑒𝑒3𝑥
1 𝑦𝑦2 ′′ 𝑦𝑦3 ′′ 1 𝑒𝑒 𝑥𝑥 4𝑒𝑒 2𝑥𝑥
𝑦𝑦1 0 𝑦𝑦3 1 0 𝑒𝑒 2𝑥𝑥
𝑊2 = � 𝑦𝑦1 ′ 0 𝑦𝑦3 ′ � = �0 0 2𝑒𝑒 2𝑥𝑥 � = −2𝑒𝑒2𝑥
𝑦𝑦1 ′′ 1 𝑦𝑦3 ′′ 0 1 4𝑒𝑒 2𝑥𝑥
𝑦𝑦1 𝑦𝑦2 0 1 𝑒𝑒 𝑥𝑥 0
𝑊3 = � 𝑦𝑦1 ′ 𝑦𝑦2 ′ 0� = �0 𝑒𝑒 𝑥𝑥 0� = 𝑒𝑒𝑥
𝑦𝑦1 ′′ 𝑦𝑦2 ′′ 1 0 𝑒𝑒 𝑥𝑥 1

Substituting 𝑊1 , 𝑊2 , 𝑊3 and 𝑊 into Equation [a],

52
𝑒𝑒3𝑥 𝑒𝑒𝑥 2𝑥
𝑥 � −2𝑒𝑒 � 𝑒𝑒𝑥 𝑥
2𝑥 � 𝑒𝑒 � 𝑒𝑒𝑥
𝑦𝑦𝑝 (𝑥) = � � � 𝑑𝑥 + 𝑒𝑒 � 𝑑𝑥 + 𝑒𝑒 −𝑥 � 𝑑𝑥
2𝑒𝑒3𝑥 1 + 𝑒𝑒−𝑥 2𝑒𝑒3𝑥 1 + 𝑒𝑒−𝑥 2𝑒𝑒3𝑥 1 + 𝑒𝑒
1 𝑒𝑒𝑥 𝑥�� 1 2𝑥 � 1 � 𝑒𝑒
−𝑥
=� � � 𝑑𝑥 − 𝑒𝑒 � 𝑑𝑥 + 𝑒𝑒 � 𝑑𝑥
2 1 + 𝑒𝑒−𝑥 1 + 𝑒𝑒−𝑥 2 1 + 𝑒𝑒−𝑥
1 1 1
= 𝑒𝑒 𝑥𝑥 − 𝑙𝑛(𝑒𝑒 𝑥𝑥 + 1) − 𝑒𝑒𝑥 [𝑙𝑛(𝑒𝑒 −𝑥𝑥 + 1) − 𝑙𝑛(𝑒𝑒 −𝑥𝑥 )] + 𝑒𝑒2𝑥 𝑙𝑛(𝑒𝑒 −𝑥𝑥 + 1)
2 2 2

Then the complete general solution of the given ODE is


1 1
𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝑐𝑐1 + 𝑐𝑐2 𝑒𝑒 𝑥𝑥 + 𝑐𝑐3 𝑒𝑒 2𝑥𝑥 + 𝑒𝑒𝑥 − 𝑙𝑛(𝑒𝑒𝑥 + 1) − 𝑒𝑒 𝑥𝑥 [𝑙𝑛(𝑒𝑒−𝑥 + 1) − 𝑙𝑛(𝑒𝑒−𝑥 )]
2 2
1 2𝑥𝑥
+ 𝑒𝑒 𝑙𝑛(𝑒𝑒−𝑥 + 1)
2

EXAMPLE 3.9
Find a (real) general solution.
𝒚′′′ + 𝒚′′ + 𝒚′ + 𝒚 = 𝒆𝒙 + 𝒆−𝒙 + 𝐬𝐢𝐧 𝒙

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝜆3 + 𝜆2 + 𝜆 + 1 = 0
or, (𝜆 + 1)(𝜆2 + 1) = 0
∴ 𝜆1 = −1, 𝜆2,3 = ±𝑖

Then the general solution of homogeneous form of given ODE is


𝑦𝑦 = 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐2 𝑐𝑐𝑜𝑠𝑥 + 𝑐𝑐3 𝑠𝑖𝑛𝑥

For given forcing function 𝑟(𝑥), we assume the particular solution as

𝑦𝑦𝑝 = 𝐴𝑒𝑒 𝑥𝑥 + 𝐵𝑥𝑒𝑒 −𝑥𝑥 + 𝐾𝑥 𝑐𝑐𝑜𝑠𝑥 + 𝑀𝑥 𝑠𝑖𝑛𝑥 [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝′ = 𝐴𝑒𝑒 𝑥𝑥 + 𝐵𝑒𝑒 −𝑥𝑥 − 𝐵𝑥𝑒𝑒 −𝑥𝑥 + 𝑀𝑥 𝑐𝑐𝑜𝑠𝑥 − 𝐾𝑥 𝑠𝑖𝑛𝑥 + 𝐾 𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥
𝑦𝑦𝑝′′ = 𝐴𝑒𝑒 𝑥𝑥 − 2𝐵𝑒𝑒 −𝑥𝑥 + 𝐵𝑥𝑒𝑒 −𝑥𝑥 − 𝐾𝑥 𝑐𝑐𝑜𝑠𝑥 − 𝑀𝑥 𝑠𝑖𝑛𝑥 + 2𝑀 𝑐𝑐𝑜𝑠𝑥 − 2𝐾 𝑠𝑖𝑛𝑥
and 𝑦𝑦𝑝′′′ = 𝐴𝑒𝑒 𝑥𝑥 + 3𝐵𝑒𝑒 −𝑥𝑥 − 𝐵𝑥𝑒𝑒 −𝑥𝑥 − 𝑀𝑥 𝑐𝑐𝑜𝑠𝑥 + 𝐾𝑥 𝑠𝑖𝑛𝑥 − 3𝐾 𝑐𝑐𝑜𝑠𝑥 − 3𝑀 𝑠𝑖𝑛𝑥

Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,

53
(𝐴𝑒𝑒 𝑥𝑥 + 3𝐵𝑒𝑒 −𝑥𝑥 − 𝐵𝑥𝑒𝑒 −𝑥𝑥 − 𝑀𝑥 𝑐𝑐𝑜𝑠𝑥 + 𝐾𝑥 𝑠𝑖𝑛𝑥 − 3𝐾 𝑐𝑐𝑜𝑠𝑥 − 3𝑀 𝑠𝑖𝑛𝑥)
+ (𝐴𝑒𝑒 𝑥𝑥 − 2𝐵𝑒𝑒 −𝑥𝑥 + 𝐵𝑥𝑒𝑒 −𝑥𝑥 − 𝐾𝑥 𝑐𝑐𝑜𝑠𝑥 − 𝑀𝑥 𝑠𝑖𝑛𝑥 + 2𝑀 𝑐𝑐𝑜𝑠𝑥
− 2𝐾 𝑠𝑖𝑛𝑥)
+ (𝐴𝑒𝑒 𝑥𝑥 + 𝐵𝑒𝑒 −𝑥𝑥 − 𝐵𝑥𝑒𝑒 −𝑥𝑥 + 𝑀𝑥 𝑐𝑐𝑜𝑠𝑥 − 𝐾𝑥 𝑠𝑖𝑛𝑥 + 𝐾 𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥)
+ (𝐴𝑒𝑒 𝑥𝑥 + 𝐵𝑥𝑒𝑒 −𝑥𝑥 + 𝐾𝑥 𝑐𝑐𝑜𝑠𝑥 + 𝑀𝑥 𝑠𝑖𝑛𝑥) = 𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −𝑥𝑥 + sin 𝑥
or, 4𝐴𝑒𝑒 𝑥𝑥 + 2𝐵𝑒𝑒 −𝑥𝑥 + (2𝑀 − 2𝐾) 𝑐𝑐𝑜𝑠𝑥 + (−2𝑀 − 2𝐾) 𝑠𝑖𝑛𝑥 = 𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −𝑥𝑥 + sin 𝑥

Comparing coefficients of 𝑒𝑒 𝑥𝑥 and 𝑒𝑒 −𝑥𝑥


1
4𝐴 = 1 ∴ 𝐴=
4
1
2𝐵 = 1 ∴ 𝐵=
2

Similarly, comparing coefficients of 𝑐𝑐𝑜𝑠𝑥 and 𝑠𝑖𝑛𝑥


2𝑀 − 2𝐾 = 0 [b]
−2𝑀 − 2𝐾 = 1 [c]

Solving simultaneous equations [b] and [c], for 𝐾 and 𝑀, we get


1 1
𝐾=− and 𝑀=−
4 4

Substituting 𝐴, 𝐵, 𝐾 and 𝑀 into Equation [a],


1 1 1 1
𝑦𝑦𝑝 = 𝑒𝑒 𝑥𝑥 + 𝑥𝑒𝑒 −𝑥𝑥 − 𝑥 𝑐𝑐𝑜𝑠𝑥 − 𝑥 𝑠𝑖𝑛𝑥
4 2 4 4

Then the complete general solution of the given ODE is


1 1 1 1
𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐2 𝑐𝑐𝑜𝑠𝑥 + 𝑐𝑐3 𝑠𝑖𝑛𝑥 + 𝑒𝑒 𝑥𝑥 + 𝑥𝑒𝑒 −𝑥𝑥 − 𝑥 𝑐𝑐𝑜𝑠𝑥 − 𝑥 𝑠𝑖𝑛𝑥
4 2 4 4

EXAMPLE 3.10
Find a (real) general solution.
𝒚𝒊𝒗 − 𝟐𝒚′′ + 𝒚 = 𝒆𝒙 + 𝒔𝒊𝒏𝒙

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝜆4 − 2𝜆2 + 1 = 0
or, (𝜆2 − 1)2 = 0
∴ 𝜆1,3 = −1, 𝜆2,4 = 1

Then the general solution of homogeneous form of given ODE is


54
𝑦𝑦ℎ = 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 𝑥𝑥 + 𝑐𝑐3 𝑥𝑒𝑒 −𝑥𝑥 + 𝑐𝑐4 𝑥𝑒𝑒 𝑥𝑥

For given forcing function 𝑟(𝑥), we assume the particular solution as


𝑦𝑦𝑝 = 𝐴𝑥 2 𝑒𝑒 𝑥𝑥 + 𝐾𝑐𝑐𝑜𝑠𝑥 + 𝑀𝑠𝑖𝑛𝑥 [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝′ = 2𝐴𝑥𝑒𝑒 𝑥𝑥 + 𝐴𝑥 2 𝑒𝑒 𝑥𝑥 + 𝑀 𝑐𝑐𝑜𝑠𝑥 − 𝐾 𝑠𝑖𝑛𝑥
𝑦𝑦𝑝′′ = 2𝐴𝑒𝑒 𝑥𝑥 + 4𝐴𝑥𝑒𝑒 𝑥𝑥 + 𝐴𝑥 2 𝑒𝑒 𝑥𝑥 − 𝐾𝑐𝑐𝑜𝑠𝑥 − 𝑀 𝑠𝑖𝑛𝑥
𝑦𝑦𝑝′′′ = 6𝐴𝑒𝑒 𝑥𝑥 + 6𝐴𝑥𝑒𝑒 𝑥𝑥 + 𝐴𝑥 2 𝑒𝑒 𝑥𝑥 + 𝐾𝑐𝑐𝑜𝑠𝑥 − 𝑀 𝑠𝑖𝑛𝑥
and 𝑦𝑦𝑝 𝑖𝑣 = 12𝐴𝑒𝑒 𝑥𝑥 + 8𝐴𝑥𝑒𝑒 𝑥𝑥 + 𝐴𝑥 2 𝑒𝑒 𝑥𝑥 + 𝐾𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥

Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
�12𝐴𝑒𝑒𝑥 + 8𝐴𝑥𝑒𝑒𝑥 + 𝐴𝑥2 𝑒𝑒𝑥 + 𝐾𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥�
− 2�2𝐴𝑒𝑒𝑥 + 4𝐴𝑥𝑒𝑒𝑥 + 𝐴𝑥2 𝑒𝑒𝑥 − 𝐾𝑐𝑐𝑜𝑠𝑥 − 𝑀 𝑠𝑖𝑛𝑥�
+ �𝐴𝑥2 𝑒𝑒𝑥 + 𝐾𝑐𝑐𝑜𝑠𝑥 + 𝑀𝑠𝑖𝑛𝑥� = 𝑒𝑒𝑥 + 𝑠𝑖𝑛𝑥
or, 8𝐴𝑒𝑒 𝑥𝑥 + 4𝐾𝑐𝑐𝑜𝑠𝑥 + 4𝑀𝑠𝑖𝑛𝑥 = 𝑒𝑒 𝑥𝑥 + 𝑠𝑖𝑛𝑥

Comparing coefficients of 𝑒𝑒 𝑥𝑥 , 𝑐𝑐𝑜𝑠𝑥 and 𝑠𝑖𝑛𝑥


1
8𝐴 = 1 ∴ 𝐴=
8
4𝐾 = 0 ∴ 𝐾=0
1
4𝑀 = 1 ∴ 𝑀=
4

Substituting 𝐴, 𝐾 and 𝑀 into Equation [a],


1 1
𝑦𝑦𝑝 = 𝑥 2 𝑒𝑒 𝑥𝑥 + 𝑠𝑖𝑛𝑥
8 4

Then the complete general solution of the given ODE is


1 1
𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 𝑥𝑥 + 𝑐𝑐3 𝑥𝑒𝑒 −𝑥𝑥 + 𝑐𝑐4 𝑥𝑒𝑒 𝑥𝑥 + 𝑥 2 𝑒𝑒 𝑥𝑥 + 𝑠𝑖𝑛𝑥
8 4

EXAMPLE 3.11
Find a (real) general solution.
𝒚𝒊𝒗 + 𝟐𝒚′′ + 𝒚 = 𝟑 + 𝒄𝒐𝒔𝟐𝒙

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation

55
𝜆4 + 2𝜆2 + 1 = 0
or, (𝜆2 + 1)2 = 0
∴ 𝜆1,3 = 𝑖, 𝜆2,4 = −𝑖

Then the general solution of homogeneous form of given ODE is


𝑦𝑦 = (𝐴𝑥 + 𝐵)𝑐𝑐𝑜𝑠𝑥 + (𝐶𝑥 + 𝐷)𝑠𝑖𝑛𝑥

For given forcing function 𝑟(𝑥), we assume the particular solution as

𝑦𝑦𝑝 = 𝐸 + 𝐾𝑐𝑐𝑜𝑠2𝑥 + 𝑀𝑠𝑖𝑛2𝑥 [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝′ = 2𝑀 𝑐𝑐𝑜𝑠2𝑥 − 2𝐾 𝑠𝑖𝑛2𝑥
𝑦𝑦𝑝′′ = −4𝐾 𝑐𝑐𝑜𝑠2𝑥 − 4𝑀 𝑠𝑖𝑛2𝑥
𝑦𝑦𝑝′′′ = −8𝑀 𝑐𝑐𝑜𝑠2𝑥 + 8𝐾 𝑠𝑖𝑛2𝑥
and 𝑦𝑦𝑝 𝑖𝑣 = 16𝐾 𝑐𝑐𝑜𝑠2𝑥 + 16𝑀 𝑠𝑖𝑛2𝑥

Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
[16𝐾 𝑐𝑐𝑜𝑠2𝑥 + 16𝑀 𝑠𝑖𝑛2𝑥] + 2[−4𝐾 𝑐𝑐𝑜𝑠2𝑥 − 4𝑀 𝑠𝑖𝑛2𝑥] + [𝐸 + 𝐾𝑐𝑐𝑜𝑠2𝑥 + 𝑀𝑠𝑖𝑛2𝑥]
= 3 + 𝑐𝑐𝑜𝑠2𝑥
or, 𝐸 + 9𝐾𝑐𝑐𝑜𝑠2𝑥 + 9𝑀𝑠𝑖𝑛2𝑥 = 3 + 𝑐𝑐𝑜𝑠2𝑥

Comparing coefficients of constant term, 𝑐𝑐𝑜𝑠2𝑥 and 𝑠𝑖𝑛2𝑥


𝐸=3 ∴ 𝐸=3
1
9𝐾 = 1 ∴ 𝐾=
9
9𝑀 = 0 ∴ 𝑀=0

Substituting 𝐴, 𝐾 and 𝑀 into Equation [a],


1
𝑦𝑦𝑝 = 3 + 𝑐𝑐𝑜𝑠2𝑥
9

Then the complete general solution of the given ODE is


1
𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = (𝐴𝑥 + 𝐵)𝑐𝑐𝑜𝑠𝑥 + (𝐶𝑥 + 𝐷)𝑠𝑖𝑛𝑥 + 3 + 𝑐𝑐𝑜𝑠2𝑥
9

EXAMPLE 3.12

56
Find a (real) general solution.
𝒙𝟑 𝒚′′′ + 𝟐𝒙𝟐 𝒚′′ = 𝒙𝟐

Solution: Assuming 𝑦𝑦 = 𝑥 𝑚 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation
𝑚3 − 𝑚2 = 0
or, 𝑚2 (𝑚 − 1) = 0
∴ 𝑚1,2 = 0, 𝑚3 = 1

Then the general solution of homogeneous form of given ODE is


𝑦𝑦ℎ = 𝑐𝑐1 + 𝑐𝑐2 𝑙𝑛𝑥 + 𝑐𝑐3 𝑥

For given forcing function 𝑟(𝑥), we assume the particular solution as


𝑦𝑦𝑝 = 𝐴𝑥 2 [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝′ = 2𝐴𝑥 , 𝑦𝑦𝑝′′ = 2𝐴 and 𝑦𝑦𝑝′′′ = 0

Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
4𝐴𝑥 2 = 𝑥 2
or, 4𝐴 = 1
1
∴ 𝐴=
4

Substituting 𝐴 into Equation [a],


1
𝑦𝑦𝑝 = 𝑥2
4

Then the complete general solution of the given ODE is


1
𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝑐𝑐1 + 𝑐𝑐2 𝑙𝑛𝑥 + 𝑐𝑐3 𝑥 + 𝑥2
4

EXAMPLE 3.13
Solve the initial value problem.
𝒚𝒊𝒗 + 𝟐𝒚′′ + 𝒚′′ + 𝟖𝒚′ − 𝟏𝟐𝒚 = 𝟏𝟐𝒔𝒊𝒏𝒙 − 𝒆−𝒙 , 𝒚(𝟎) = 𝟑, 𝒚′ (𝟎) = 𝟎, 𝒚′′ (𝟎) = −𝟏,
𝒚′′′ (𝟎) = 𝟐

Solution: Assuming 𝑦𝑦 = 𝑒𝑒 𝜆𝑥𝑥 as the solution of the homogeneous part of the given ODE, we get
the characteristic equation

57
𝜆4 + 2𝜆3 + 𝜆2 + 8𝜆 − 12 = 0
(𝜆 − 1)(𝜆 + 3)(𝜆2 + 4) = 0
∴ 𝜆1 = 1, 𝜆2 = −3, 𝜆3,4 = ±2𝑖

Then the general solution of homogeneous form of given ODE is


𝑦𝑦 = 𝑐𝑐1 𝑒𝑒 𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 −3𝑥𝑥 + (𝐴 𝑐𝑐𝑜𝑠2𝑥 + 𝐵 𝑠𝑖𝑛2𝑥)

For given forcing function 𝑟(𝑥), we assume the particular solution as

𝑦𝑦𝑝 = 𝐶𝑒𝑒 −𝑥𝑥 + 𝐾 𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥 [a]

Differentiating 𝑦𝑦𝑝 successively,


𝑦𝑦𝑝′ = −𝐶𝑒𝑒 −𝑥𝑥 + 𝑀 𝑐𝑐𝑜𝑠𝑥 − 𝐾 𝑠𝑖𝑛𝑥
𝑦𝑦𝑝′′ = 𝐶𝑒𝑒 −𝑥𝑥 − 𝐾 𝑐𝑐𝑜𝑠𝑥 − 𝑀 𝑠𝑖𝑛𝑥
𝑦𝑦𝑝′′′ = −𝐶𝑒𝑒 −𝑥𝑥 − 𝑀 𝑐𝑐𝑜𝑠𝑥 + 𝐾 𝑠𝑖𝑛𝑥
and 𝑦𝑦𝑝 𝑖𝑣 = 𝐶𝑒𝑒 −𝑥𝑥 + 𝐾 𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥

Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
(𝐶𝑒𝑒 −𝑥𝑥 + 𝐾 𝑐𝑐𝑜𝑠𝑥 − 𝐾 + 𝑀 𝑠𝑖𝑛𝑥) + 2(−𝐶𝑒𝑒 −𝑥𝑥 − 𝑀 𝑐𝑐𝑜𝑠𝑥 + 𝐾 𝑠𝑖𝑛𝑥 )
+ (𝐶𝑒𝑒 −𝑥𝑥 − 𝐾 𝑐𝑐𝑜𝑠𝑥 − 𝑀 𝑠𝑖𝑛𝑥 ) + 8(−𝐶𝑒𝑒 −𝑥𝑥 + 𝑀 𝑐𝑐𝑜𝑠𝑥 − 𝐾 𝑠𝑖𝑛𝑥 )
− 12(𝐶𝑒𝑒 −𝑥𝑥 + 𝐾 𝑐𝑐𝑜𝑠𝑥 + 𝑀 𝑠𝑖𝑛𝑥) = 12𝑠𝑖𝑛𝑥 − 𝑒𝑒 −𝑥𝑥
or, −20𝐶𝑒𝑒 −𝑥𝑥 + (−12𝐾 + 6𝑀) 𝑐𝑐𝑜𝑠𝑥 − (−6𝐾 − 12𝑀) 𝑠𝑖𝑛𝑥 = 12𝑠𝑖𝑛𝑥 − 𝑒𝑒 −𝑥𝑥

Comparing coefficients of 𝑒𝑒 −𝑥𝑥


1
−20𝐶 = −1 ∴ 𝐶=
20

Similarly, comparing coefficients of 𝑐𝑐𝑜𝑠𝑥 and 𝑠𝑖𝑛𝑥


−12𝐾 + 6𝑀 = 0 [b]
−6𝐾 − 12𝑀 = 12 [c]

Solving simultaneous equations [b] and [c], for 𝐾 and 𝑀, we get


2 4
𝐾=− and 𝑀=−
5 5

Substituting 𝐶, 𝐾 and 𝑀 into Equation [a],


1 2 4
𝑦𝑦𝑝 = 𝑒𝑒 −𝑥𝑥 − 𝑐𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥
20 5 5

58
Then the complete general solution of the given ODE is
1 2 4
𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝑐𝑐1 𝑒𝑒 𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 −3𝑥𝑥 + (𝐴 𝑐𝑐𝑜𝑠2𝑥 + 𝐵 𝑠𝑖𝑛2𝑥) + 𝑒𝑒 −𝑥𝑥 − 𝑐𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥 [d]
20 5 5

Differentiating [d] successively,


1 2 4
𝑦𝑦 ′ = 𝑐𝑐1 𝑒𝑒 𝑥𝑥 − 3𝑐𝑐2 𝑒𝑒 −3𝑥𝑥 + (−2𝐴 𝑠𝑖𝑛2𝑥 + 2𝐵 𝑐𝑐𝑜𝑠2𝑥) − 𝑒𝑒 −𝑥𝑥 + 𝑠𝑖𝑛𝑥 − 𝑐𝑐𝑜𝑠𝑥 [e]
20 5 5
1 2 4
𝑦𝑦 ′′ = 𝑐𝑐1 𝑒𝑒 𝑥𝑥 + 9𝑐𝑐2 𝑒𝑒 −3𝑥𝑥 + (−4𝐴 𝑐𝑐𝑜𝑠2𝑥 − 4𝐵 𝑠𝑖𝑛2𝑥) + 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥 [f]
20 5 5
1 2 4
and 𝑦𝑦 ′′′ = 𝑐𝑐1 𝑒𝑒 𝑥𝑥 − 27𝑐𝑐2 𝑒𝑒 −3𝑥𝑥 + (8𝐴 𝑠𝑖𝑛2𝑥 − 8𝐵 𝑐𝑐𝑜𝑠2𝑥) − 𝑒𝑒 −𝑥𝑥 − 𝑠𝑖𝑛𝑥 + 𝑐𝑐𝑜𝑠𝑥 [g]
20 5 5

Substituting given initial condition 𝑦𝑦(0) = 3 into Equation [d],


1 2 67
𝑐𝑐1 + 𝑐𝑐2 + 𝐴 + − =3 ∴ 𝑐𝑐1 + 𝑐𝑐2 + 𝐴 = [h]
20 5 20

Substituting given initial condition 𝑦𝑦 ′ (0) = 0 into Equation [e],


1 4 17
𝑐𝑐1 − 3𝑐𝑐2 + 2𝐵 − − =0 ∴ 𝑐𝑐1 − 3𝑐𝑐2 + 2𝐵 = [i]
20 5 20

Substituting given initial condition 𝑦𝑦 ′′ (0) = −1 into Equation [f],


1 2 29
𝑐𝑐1 + 9𝑐𝑐2 − 4𝐴 + + = −1 ∴ 𝑐𝑐1 + 9𝑐𝑐2 + 4𝐴 = − [j]
20 5 20

Similarly, substituting given initial condition 𝑦𝑦 ′′′ (0) = 2 into Equation [g],
1 4 25
𝑐𝑐1 − 27𝑐𝑐2 − 8𝐵 − + =2 ∴ 𝑐𝑐1 − 27𝑐𝑐2 − 8𝐵 = [k]
20 5 20

Solving simultaneous equations [h], [i], [j] and [k] for 𝑐𝑐1, 𝑐𝑐2 , 𝐴 and 𝐵,
81 73 77 49
𝑐𝑐1 = 𝑐𝑐2 = 𝐴= 𝐵=−
40 520 65 130

Substituting 𝑐𝑐1, 𝑐𝑐2 , 𝐴 and 𝐵 into Equations [d], we get the complete particular solution as
81 73 77 49 1 2 4
𝑦𝑦 = 𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −3𝑥𝑥 + � 𝑐𝑐𝑜𝑠2𝑥 − 𝑠𝑖𝑛2𝑥� + 𝑒𝑒 −𝑥𝑥 − 𝑐𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥
40 520 65 130 20 5 5

59
EXERCISE
Solve all problems analytically and verify using computer application.
A: Linear ODEs of Higher Order
1. Are the given functions linearly independent or dependent on any interval? Give reason.
(a) 𝑥, 1, 2𝑥 − 7 (b) 𝑥, 1/𝑥, 0
(c) 𝑥 + 2, 𝑥 2 + 𝑥, 2𝑥 2 − 𝑥 − 3 (d) 𝑥 2 , 𝑥 2 + 𝑥, 𝑥 2 + 𝑥 + 1, 𝑥 − 1
(e) √𝑥 + 5, √𝑥 + 5𝑥, 𝑥 − 1, 𝑥 2 (f) 1, 𝑒𝑒 𝑥𝑥 , 𝑒𝑒 −𝑥𝑥
(g) 𝑒𝑒 2𝑥𝑥 , 𝑥𝑒𝑒 2𝑥𝑥 , 𝑥 2 𝑒𝑒 2𝑥𝑥 (h) 𝑠𝑖𝑛𝑥, 2𝑐𝑐𝑜𝑠𝑥, 3𝑠𝑖𝑛𝑥 + 𝑐𝑐𝑜𝑠𝑥
(i) 𝑐𝑐𝑜𝑠 2 𝑥, 𝑠𝑖𝑛2 𝑥, 𝑐𝑐𝑜𝑠2𝑥 (j) 𝑥 2 − 2𝑥 + 5, 3𝑥 − 1, 𝑠𝑖𝑛𝑥
(k) 𝑒𝑒 𝑥𝑥 𝑐𝑐𝑜𝑠𝑥, 𝑒𝑒 𝑥𝑥 𝑠𝑖𝑛𝑥, 𝑒𝑒 𝑥𝑥 (l) 𝑙𝑛𝑥, 𝑙𝑛𝑥 2 , (𝑙𝑛𝑥)2

2. Show that the given functions are solutions and form a basis on any interval. Use
Wronskians.
(a) 1, 𝑥, 𝑥 2 , 𝑥 3 ; 𝑦𝑦 𝑖𝑣 = 0
(b) 𝑒𝑒 −𝑥𝑥 , 𝑒𝑒 𝑥𝑥 , 𝑒𝑒 −2𝑥𝑥 ; 𝑦𝑦 ′′′ + 2𝑦𝑦 ′′ − 𝑦𝑦 ′ − 2𝑦𝑦 = 0
(c) 𝑒𝑒 𝑥𝑥 , 𝑥𝑒𝑒 𝑥𝑥 , 𝑥 2 𝑒𝑒 𝑥𝑥 ; 𝑦𝑦 ′′′ − 3𝑦𝑦 ′′ + 3𝑦𝑦 ′ − 𝑦𝑦 = 0
(d) 1, 𝑥, 𝑒𝑒 −𝑥𝑥 , 𝑥𝑒𝑒 −𝑥𝑥 ; 𝑦𝑦 𝑖𝑣 + 2𝑦𝑦 ′′′ + 𝑦𝑦′′ = 0
(e) 1, 𝑥, 𝑐𝑐𝑜𝑠3𝑥, 𝑠𝑖𝑛3𝑥; 𝑦𝑦 𝑖𝑣 + 9𝑦𝑦 ′′ = 0
(f) 𝑐𝑐𝑜𝑠𝑥, 𝑠𝑖𝑛𝑥, 𝑥𝑐𝑐𝑜𝑠𝑥, 𝑥𝑠𝑖𝑛𝑥; 𝑦𝑦 𝑖𝑣 + 2𝑦𝑦 ′′ + 𝑦𝑦 = 0
(g) 𝑒𝑒 𝑥𝑥 , 𝑒𝑒 −2𝑥𝑥 𝑐𝑐𝑜𝑠3𝑥, 𝑒𝑒 −2𝑥𝑥 𝑠𝑖𝑛3𝑥; 𝑦𝑦 ′′′ + 3𝑦𝑦 ′′ + 9𝑦𝑦 ′ − 13𝑦𝑦 = 0
(h) 𝑒𝑒 2𝑥𝑥 𝑐𝑐𝑜𝑠𝑥, 𝑒𝑒 2𝑥𝑥 𝑠𝑖𝑛𝑥, 𝑒𝑒 −2𝑥𝑥 𝑐𝑐𝑜𝑠𝑥, 𝑒𝑒 −2𝑥𝑥 𝑠𝑖𝑛𝑥; 𝑦𝑦 𝑖𝑣 − 6𝑦𝑦 ′′ + 25𝑦𝑦 = 0
(i) 𝑥, 𝑥 2 , 1/𝑥; 𝑥 3 𝑦𝑦 ′′′ + 𝑥 2 𝑦𝑦 ′′ − 2𝑥𝑦𝑦 ′ + 2𝑦𝑦 = 0
(j) 𝑥, 𝑥𝑙𝑛, 𝑥(𝑙𝑛𝑥)2 ; 𝑥 3 𝑦𝑦 ′′′ + 𝑥𝑦𝑦 ′ − 𝑦𝑦 = 0

B: Homogeneous Higher Order Linear ODEs


3. Find a general solution for the following differential equations.
(a) 𝑦𝑦 ′′′ − 9𝑦𝑦 ′ = 0 (b) 𝑦𝑦 ′′′ + 2𝑦𝑦 ′′ − 5𝑦𝑦 ′ − 6𝑦𝑦 = 0
(c) 𝑦𝑦 ′′′ − 5𝑦𝑦 ′′ + 3𝑦𝑦 ′ + 𝑦𝑦 = 0 (d) 𝑦𝑦 𝑖𝑣 − 𝑦𝑦 ′′′ − 4𝑦𝑦 ′′ + 4𝑦𝑦′ = 0
(e) 𝑦𝑦 𝑖𝑣 − 7𝑦𝑦 ′′′ + 6𝑦𝑦 ′′ + 30𝑦𝑦 ′ − 36𝑦𝑦 = 0 (f) 𝑦𝑦 ′′′ + 25𝑦𝑦 ′ = 0
(g) 𝑦𝑦 ′′′ − 𝑦𝑦 ′′ + 𝑦𝑦 ′ − 𝑦𝑦 = 0 (h) 𝑦𝑦 𝑖𝑣 + 3𝑦𝑦 ′′ − 4𝑦𝑦 = 0
(i) 𝑦𝑦 𝑖𝑣 + 2𝑦𝑦 ′′′ + 4𝑦𝑦 ′′ + 2𝑦𝑦 ′ + 3𝑦𝑦 = 0 (j) 𝑦𝑦 𝑣 − 3𝑦𝑦 𝑖𝑣 + 3𝑦𝑦 ′′′ − 3𝑦𝑦 ′′ + 2𝑦𝑦′ = 0

60
(k) 𝑦𝑦 ′′′ − 6𝑦𝑦 ′′ + 12𝑦𝑦 ′ − 8𝑦𝑦 = 0 (l) 𝑦𝑦 𝑖𝑣 + 4𝑦𝑦 ′′′ + 6𝑦𝑦 ′′ + 4𝑦𝑦 ′ + 𝑦𝑦 = 0
(m) 𝑦𝑦 𝑖𝑣 − 8𝑦𝑦 ′′ + 16𝑦𝑦 = 0 (n) 𝑦𝑦 𝑖𝑣 + 2𝑦𝑦 ′′′ − 11𝑦𝑦 ′′ − 12𝑦𝑦 ′ + 36𝑦𝑦 = 0
(o) 𝑦𝑦 𝑣 + 5𝑦𝑦 𝑖𝑣 − 2𝑦𝑦 ′′′ − 10𝑦𝑦 ′′ + 𝑦𝑦 ′ + 5𝑦𝑦 = 0 (p) 𝑦𝑦 𝑖𝑣 − 8𝑦𝑦 ′′′ + 26𝑦𝑦 ′′ − 40𝑦𝑦 ′ + 25𝑦𝑦 = 0

4. Find a general solution for the following differential equations.


(a) 𝑥 3 𝑦𝑦 ′′′ − 6𝑥𝑦𝑦 ′ + 12𝑦𝑦 = 0 (b) 𝑥 3 𝑦𝑦 ′′′ + 2𝑥𝑦𝑦 ′ − 2𝑦𝑦 = 0
(c) 𝑥 4 𝑦𝑦 𝑖𝑣 + 6𝑥 3 𝑦𝑦 ′′′ + 3𝑥 2 𝑦𝑦 ′′ − 3𝑥𝑦𝑦 ′ + 𝑦𝑦 = 0 (d) 𝑥 2 𝑦𝑦 ′′′ + 𝑥𝑦𝑦′′ − 𝑦𝑦′ = 0
(e) 𝑥 3 𝑦𝑦 ′′′ + 𝑥𝑦𝑦 ′ − 𝑦𝑦 = 0 (f) 𝑥 3 𝑦𝑦 ′′′ + 3𝑥 2 𝑦𝑦 ′′ − 2𝑥𝑦𝑦 ′ + 2𝑦𝑦 = 0
(g) 𝑥 3 𝑦𝑦 ′′′ + 6𝑥 2 𝑦𝑦 ′′ + 7𝑥𝑦𝑦 ′ + 𝑦𝑦 = 0 (h) 𝑥 3 𝑦𝑦 ′′′ − 3𝑥 2 𝑦𝑦 ′′ + 7𝑥𝑦𝑦 ′ − 8𝑦𝑦 = 0
(i) 𝑥 4 𝑦𝑦 𝑖𝑣 + 6𝑥3 𝑦𝑦′′′ + 3𝑥2 𝑦𝑦′′ − 3𝑥𝑦𝑦′ + 4𝑦𝑦 = 0

5. Solve the following initial value problems (IVP).


(a) 𝑦𝑦 ′′′ − 𝑦𝑦 ′′ + 2𝑦𝑦 ′ = 0, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 0, 𝑦𝑦 ′′ (0) = 0
(b) 𝑦𝑦 ′′′ + 2𝑦𝑦 ′′ − 5𝑦𝑦 ′ − 6𝑦𝑦 = 0, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0, 𝑦𝑦 ′′ (0) = 1
𝑦𝑦 𝑖𝑣 + 𝑦𝑦 ′′′ − 7𝑦𝑦 ′′′ − 𝑦𝑦 ′ + 6𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 0, 𝑦𝑦 ′′ (0) = −2,
(c)
𝑦𝑦 ′′′ (0) = −1
𝑦𝑦 𝑣 − 5𝑦𝑦 ′′′ − 4𝑦𝑦 ′ = 0, 𝑦𝑦(0) = 3, 𝑦𝑦 ′ (0) = −5, 𝑦𝑦 ′′ (0) = 11,
(d)
𝑦𝑦 ′′′ (0) = −23, 𝑦𝑦 𝑖𝑣 (0) = 47
(e) 𝑦𝑦 ′′′ + 2𝑦𝑦 ′′ + 4𝑦𝑦 ′ = 0, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 1, 𝑦𝑦 ′′ (0) = 0
(f) 𝑦𝑦 ′′′ + 3𝑦𝑦 ′′ + 7 𝑦𝑦 ′ + 5𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 0, 𝑦𝑦 ′′ (0) = 0
(g) 4𝑦𝑦 ′′′ + 8𝑦𝑦 ′′ + 41 𝑦𝑦 ′ + 37𝑦𝑦 = 0, 𝑦𝑦(0) = 9, 𝑦𝑦 ′ (0) = −6.5, 𝑦𝑦 ′′ (0) = −39.75
(h) 𝑦𝑦 ′′′ + 𝑦𝑦 ′′ − 4𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 1, 𝑦𝑦 ′′ (0) = 0
(i) 𝑦𝑦 𝑖𝑣 − 𝑦𝑦 ′′ − 6𝑦𝑦 = 0, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 1, 𝑦𝑦 ′′ (0) = 0, 𝑦𝑦 ′′′ (0) = 0
(j) 𝑦𝑦 ′′′ + 12𝑦𝑦 ′′ + 36𝑦𝑦 ′ = 0, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 1, 𝑦𝑦 ′′ (0) = −7
(k) 𝑦𝑦 ′′′ + 3𝑦𝑦 ′′ − 4𝑦𝑦 = 0, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0, 𝑦𝑦 ′′ (0) = 6
1 3 5 7
(l) 𝑦𝑦 𝑖𝑣 + 4𝑦𝑦 = 0, 𝑦𝑦(0) = , 𝑦𝑦 ′ (0) = − , 𝑦𝑦 ′′ (0) = , 𝑦𝑦 ′′′ (0) = −
2 2 2 2
(m) 𝑦𝑦 𝑖𝑣 − 9𝑦𝑦 ′′ − 400𝑦𝑦 = 0, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0, 𝑦𝑦 ′′ (0) = 41, 𝑦𝑦 ′′′ (0) = 0

6. Solve the following initial value problems (IVP).


(a) 𝑥𝑦𝑦 ′′′ − 𝑦𝑦 ′′ = 0, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 0, 𝑦𝑦 ′′ (0) = 0
(b) 𝑥𝑦𝑦 𝑖𝑣 − 2𝑦𝑦 ′′′ = 0, 𝑦𝑦(1) = 5, 𝑦𝑦 ′ (1) = 0, 𝑦𝑦 ′′ (1) = 0, 𝑦𝑦 ′′′ (1) = 0
(c) 𝑥 3 𝑦𝑦 ′′′ − 𝑥 2 𝑦𝑦 ′′ + 6𝑥𝑦𝑦 ′ − 6𝑦𝑦 = 0, 𝑦𝑦(1) = 2, 𝑦𝑦 ′ (1) = 1, 𝑦𝑦 ′′ (0) = −4

61
(d) 𝑥 2 𝑦𝑦 ′′′ − 2𝑦𝑦 ′ = 0, 𝑦𝑦(1) = 2, 𝑦𝑦 ′ (1) = 0, 𝑦𝑦 ′′ (1) = 0
(e) 𝑥 3 𝑦𝑦 ′′′ − 𝑥 2 𝑦𝑦 ′′ + 2𝑥𝑦𝑦 ′ − 2𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 0, 𝑦𝑦 ′′ (0) = 0

C: Nonhomogeneous Higher Order Linear ODEs


7. Find a general solution for the following differential equations.
(a) 𝑦𝑦 ′′′ − 2𝑦𝑦 ′′ − 𝑦𝑦 ′ + 2𝑦𝑦 = 𝑒𝑒 4𝑥𝑥 (b) 𝑦𝑦 ′′′ − 𝑦𝑦 ′′ − 4𝑦𝑦 ′ + 4𝑦𝑦 = 5 − 𝑒𝑒 𝑥𝑥 + 𝑒𝑒 2𝑥𝑥
(c) 𝑦𝑦 ′′′ + 3𝑦𝑦 ′′ + 2𝑦𝑦 ′ = 𝑥 2 + 4𝑥 + 8 (d) 𝑦𝑦 ′′′ − 𝑦𝑦 ′ = 2𝑠𝑖𝑛𝑥
(e) 𝑦𝑦 ′′′ + 2𝑦𝑦 ′′ − 𝑦𝑦 ′ − 2𝑦𝑦 = 𝑒𝑒 𝑥𝑥 + 𝑥 2 (f) 𝑦𝑦 ′′′ − 3𝑦𝑦 ′′ − 6𝑦𝑦 ′ + 8𝑦𝑦 = 𝑥𝑒𝑒 −3𝑥𝑥
(g) 𝑦𝑦 ′′′ − 4𝑦𝑦 ′ = 𝑥 + 3𝑐𝑐𝑜𝑠𝑥 + 𝑒𝑒 −2𝑥𝑥 (h) 𝑦𝑦 ′′′ − 𝑦𝑦′ = 𝑐𝑐𝑜𝑠𝑒𝑒𝑐𝑐𝑥
(i) 𝑦𝑦 ′′′ + 𝑦𝑦 ′′ + 𝑦𝑦 ′ + 𝑦𝑦 = sin 2𝑥 + 𝑐𝑐𝑜𝑠3𝑥 (j) 𝑦𝑦 𝑖𝑣 + 10𝑦𝑦 ′′ + 9𝑦𝑦 = 𝑐𝑐𝑜𝑠(2𝑥 + 3)
(k) 𝑦𝑦 ′′′ − 4𝑦𝑦 ′′ + 3𝑦𝑦′ = 𝑥 2 (l) 𝑦𝑦 𝑖𝑣 + 𝑦𝑦 ′′ − 2𝑦𝑦 = 3𝑥 2 − 1
(m) 𝑦𝑦 ′′′ + 𝑦𝑦 ′′ + 𝑦𝑦 ′ + 𝑦𝑦 = 𝑒𝑒 −𝑥𝑥 + 4𝑥 (n) 𝑦𝑦 𝑖𝑣 + 2𝑦𝑦 ′′ − 3𝑦𝑦 = 𝑥 2 + 3𝑒𝑒 2𝑥𝑥 + 4𝑠𝑖𝑛𝑥
(o) 𝑦𝑦 ′′′ + 4𝑦𝑦′ = 𝑠𝑒𝑒𝑐𝑐2𝑥 (p) 𝑦𝑦 ′′′ − 2𝑦𝑦 ′′ − 4𝑦𝑦 ′ + 8𝑦𝑦 = 𝑒𝑒 −3𝑥𝑥 + 8𝑥 2
(q) 𝑦𝑦 ′′′ − 5𝑦𝑦 ′′ + 8𝑦𝑦 ′ − 4𝑦𝑦 = 𝑒𝑒 2𝑥𝑥 + 2𝑒𝑒 𝑥𝑥 + 3𝑒𝑒 −𝑥𝑥
(r) 𝑦𝑦 ′′′ + 6𝑦𝑦 ′′ + 12𝑦𝑦 ′ + 8𝑦𝑦 = 12𝑒𝑒 −2𝑥𝑥 (s) 𝑦𝑦 𝑖𝑣 − 𝑦𝑦 ′′ = 3𝑥 2 − 𝑠𝑖𝑛2𝑥
(t) 𝑦𝑦 𝑖𝑣 − 𝑦𝑦 ′′′ − 𝑦𝑦 ′′ + 𝑦𝑦 ′ = 𝑥 2 + 4 + 𝑥 𝑠𝑖𝑛𝑥 (u) 𝑦𝑦 ′′′ − 3𝑦𝑦 ′′ + 3𝑦𝑦 ′ − 𝑦𝑦 = 𝑒𝑒 𝑥𝑥 /𝑥
(v) 𝑦𝑦 𝑖𝑣 + 2𝑦𝑦 ′′′ + 2𝑦𝑦 ′′ = 3𝑒𝑒 𝑥𝑥 + 2𝑥𝑒𝑒 −𝑥𝑥 + 𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥

8. Solve the following initial value problems (IVP).


1 3
(a) 𝑦𝑦 ′′′ − 3𝑦𝑦 ′′ + 2𝑦𝑦 ′ = 𝑥 + 𝑒𝑒 𝑥𝑥 , 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = − , 𝑦𝑦 ′′ (0) = −
4 2
′′′ ′ ′ (𝜋/2) ′′ (𝜋/2)
(b) 𝑦𝑦 − 𝑦𝑦 = 𝑐𝑐𝑜𝑠𝑒𝑒𝑐𝑐𝑥, 𝑦𝑦(𝜋/2) = 2, 𝑦𝑦 = 1, 𝑦𝑦 = −1
(c) 𝑦𝑦 ′′′ + 4𝑦𝑦′ = 𝑥, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0, 𝑦𝑦 ′′ (0) = 1
(d) 𝑦𝑦 ′′′ + 8𝑦𝑦 = 2𝑥 − 5 + 8𝑒𝑒 −2𝑥𝑥 , 𝑦𝑦(0) = −5, 𝑦𝑦 ′ (0) = 3, 𝑦𝑦 ′′ (0) = −4
(e) 𝑦𝑦 ′′′ + 𝑦𝑦 ′ = 𝑠𝑒𝑒𝑐𝑐𝑥, 𝑦𝑦(0) = 2, 𝑦𝑦 ′ (0) = 1, 𝑦𝑦 ′′ (0) = −2
(f) 𝑦𝑦 ′′′ − 𝑦𝑦 ′′ + 𝑦𝑦 ′ − 𝑦𝑦 = 𝑠𝑒𝑒𝑐𝑐𝑥, 𝑦𝑦(0) = 2, 𝑦𝑦 ′ (0) = −1, 𝑦𝑦 ′′ (0) = 1
(g) 𝑦𝑦 ′′′ + 3𝑦𝑦 ′′ + 3𝑦𝑦 ′ + 𝑦𝑦 = 30𝑒𝑒 −𝑥𝑥 , 𝑦𝑦(0) = 3, 𝑦𝑦 ′ (0) = −3, 𝑦𝑦 ′′ (0) = −47
(h) 𝑦𝑦 ′′′ − 2𝑦𝑦 ′′ + 𝑦𝑦 ′ = 2 − 24𝑒𝑒 𝑥𝑥 + 40𝑒𝑒 5𝑥𝑥 , 𝑦𝑦(0) = 1/2, 𝑦𝑦 ′ (0) = 5/2, 𝑦𝑦 ′′ (0) = −9/2
(i) 𝑦𝑦 𝑖𝑣 + 2𝑦𝑦 ′′ + 𝑦𝑦 = 3𝑥 + 4, 𝑦𝑦(0) = 0, 𝑦𝑦 ′ (0) = 0, 𝑦𝑦 ′′ (0) = 1, 𝑦𝑦 ′′′ (0) = 1
(j) 𝑦𝑦 𝑖𝑣 + 2𝑦𝑦 ′′ + 𝑦𝑦 = 𝑠𝑖𝑛𝑥, 𝑦𝑦(0) = 2, 𝑦𝑦 ′ (0) = 0, 𝑦𝑦 ′′ (0) = −1, 𝑦𝑦 ′′′ (0) = 1

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PRACTICE PROBLEMS FOR ADVANCED ENGINEERING MATHEMATICS

EXERCISE 4
SYSTEM OF ODES

EXAMPLE 4.1
Find a general solution of the given ODE by converting it to a system and compare with
method discussed earlier.
𝒚′′′ − 𝟔𝒚′′ + 𝟏𝟏𝒚′ − 𝟔𝒚 = 𝟎

Solution: Given ODE can be converted into a system of ODE by setting


𝑦𝑦1 = 𝑦𝑦, 𝑦𝑦2 = 𝑦𝑦′ and 𝑦𝑦3 = 𝑦𝑦′′

Differentiating,
𝑦𝑦1′ = 𝑦𝑦2
𝑦𝑦2′ = 𝑦𝑦3
𝑦𝑦3′ = 𝑦𝑦 ′′′ = 6𝑦𝑦 ′′ − 11𝑦𝑦 ′ + 6𝑦𝑦 = 6𝑦𝑦3 − 11𝑦𝑦2 + 6𝑦𝑦1

which can be expressed in matrix form as


𝑦𝑦1 ′ 0 1 0 𝑦𝑦1
�𝑦𝑦2 ′� = �0 0 1� �𝑦𝑦2 �
𝑦𝑦3 ′ 6 −11 6 𝑦𝑦3

Then characteristic equation of the given system is given by


−𝜆 1 0
�0 −𝜆 1 �=0
6 −11 6−𝜆
or, −𝜆(−6𝜆 + 𝜆2 + 11) + 6 = 0
or, 𝜆3 − 6𝜆2 + 11𝜆 − 6 = 0
or, (𝜆 − 1)(𝜆 − 2)(𝜆 − 3) = 0
∴ 𝜆1 = 1, 𝜆2 = 2, 𝜆3 = 3

Then eigenvector corresponding to 𝜆1 = 1 is determined by


−𝜆1 1 0 𝑥1 (1) 0
� 0 −𝜆1 1 � �𝑥2 � = �0�
6 −11 6 − 𝜆1 𝑥3 0

63
−1 1 0 𝑥1 (1) 0
or, � 0 −1 1� �𝑥2 � = �0�
6 −11 5 𝑥3 0
𝑥1 (1)
1
∴ �𝑥2 � = �1�
𝑥3 1

Similarly, eigenvector corresponding to 𝜆2 = 2 and 𝜆3 = 3 can be determined to be


𝑥1 (2) 1 𝑥1 (3) 1
�𝑥2 � = �2� and �𝑥2 � = �3�
𝑥3 4 𝑥3 9

Then the general solution for the converted system of ODEs is given by
𝑦𝑦1 𝑥1 (1) 𝑥1 (2) 𝑥1 (3)
�𝑦𝑦2 � = 𝑐𝑐1 �𝑥2 � 𝑒𝑒 𝜆1 𝑡 + 𝑐𝑐2 �𝑥2 � 𝑒𝑒 𝜆2 𝑡 + 𝑐𝑐3 �𝑥2 � 𝑒𝑒 𝜆3 𝑡
𝑦𝑦3 𝑥3 𝑥3 𝑥3
𝑦𝑦1 1 1 1
∴ �𝑦𝑦2 � = 𝑐𝑐1 �1� 𝑒𝑒 𝑡 + 𝑐𝑐2 �2� 𝑒𝑒 2𝑡 + 𝑐𝑐3 �3� 𝑒𝑒 3𝑡
𝑦𝑦3 1 4 9

Then the general solution for the given ODE is given by


𝑦𝑦 = 𝑦𝑦1 = 𝑐𝑐1 𝑒𝑒 𝑡 + 𝑐𝑐2 𝑒𝑒 2𝑡 + 𝑐𝑐3 𝑒𝑒 3𝑡

EXAMPLE 4.2
Find a real general solution of the following systems.
𝒚′𝟏 = 𝒚𝟏 + 𝟐𝒚𝟐 + 𝒚𝟑
𝒚′𝟐 = 𝟔𝒚𝟏 − 𝒚𝟐
𝒚′𝟑 = −𝒚𝟏 − 𝟐𝒚𝟐 − 𝒚𝟑

Solution: Coefficient matrix for the given system of ODE is


1 2 1
𝐴=� 6 −1 0 �
−1 −2 −1

Then characteristic equation of the given system is given by


1−𝜆 2 1
� 6 −1 − 𝜆 0 �=0
−1 −2 −1 − 𝜆
or, (1 − 𝜆)(1 + 𝜆)2 − 6(−2 − 2𝜆 + 2) − (1 + 𝜆) = 0
or, (1 + 𝜆)(1 − 𝜆2 − 1) + 12𝜆 = 0

64
or, −𝜆2 − 𝜆3 + 12𝜆 = 0
or, 𝜆3 + 𝜆2 − 12𝜆 = 0
or, 𝜆(𝜆2 + 𝜆 − 12) = 0
or, 𝜆(𝜆 − 3)(𝜆 + 4) = 0
∴ 𝜆1 = 0, 𝜆2 = 3, 𝜆3 = −4

Then eigenvector corresponding to 𝜆1 = 0 is determined by


1 − 𝜆1 2 1 𝑥1 (1) 0
� 6 −1 − 𝜆1 0 � �𝑥2 � = �0�
−1 −2 −1 − 𝜆1 𝑥3 0
1 2 1 𝑥1 (1) 0
or, � 6 −1 0 � �𝑥2 � = �0�
−1 −2 −1 𝑥3 0
𝑥1 (1)
1
∴ �𝑥2 � = � 6 �
𝑥3 −13

Similarly, eigenvector corresponding to 𝜆2 = 3 and 𝜆3 = −4 can be determined to be


𝑥1 (2) 2 𝑥1 (3) 1
�𝑥2 � = � 3 � and �𝑥2 � = �−2�
𝑥3 −2 𝑥3 −1

Then the general solution for the given system of ODEs is given by
𝑦𝑦1 𝑥1 (1) 𝑥1 (2) 𝑥1 (3)
�𝑦𝑦2 � = 𝑐𝑐1 �𝑥2 � 𝑒𝑒 𝜆1 𝑡 + 𝑐𝑐2 �𝑥2 � 𝑒𝑒 𝜆2 𝑡 + 𝑐𝑐3 �𝑥2 � 𝑒𝑒 𝜆3 𝑡
𝑦𝑦3 𝑥3 𝑥3 𝑥3
𝑦𝑦1 1 2 1
∴ �𝑦𝑦2 � = 𝑐𝑐1 � 6 � + 𝑐𝑐2 � 3 � 𝑒𝑒 3𝑡 + 𝑐𝑐3 �−2� 𝑒𝑒 −4𝑡
𝑦𝑦3 −13 −2 −1

EXAMPLE 4.3
Find a real general solution of the following systems.

𝒚′𝟏 = −𝟖𝒚𝟏 − 𝟐𝒚𝟐


𝒚′𝟐 = 𝟐𝒚𝟏 − 𝟒𝒚𝟐

Solution: Coefficient matrix for the given system of ODE is


−8 −2
𝐴=� �
2 −4
65
Then characteristic equation of the given system is given by
−8 − 𝜆 −2
� �=0
2 −4 − 𝜆
or, 𝜆2 + 12𝜆 + 32 + 4 = 0
or, 𝜆2 + 12𝜆 + 36 = 0
or, (𝜆 + 6)2 = 0
∴ 𝜆1,2 = −6

Then eigenvector corresponding to 𝜆1 = −6 is determined by


−8 − 𝜆1 −2 𝑥1 (1) 0
� � �𝑥 � = � �
2 −4 − 𝜆1 2 0
𝑥 (1)
or, �−2 −2� � 1 � = �0�
2 2 𝑥2 0
𝑥 (1)
∴ � 1� = � 1 �
𝑥2 −1

∴ 1
𝑦𝑦 (1) = � � 𝑒𝑒 −6𝑡
−1

To determine linearly independent for repeated eigenvalue, we assume the solution of the form
𝑥1 (1) 𝑢1
𝑦𝑦 (2) = �𝑥 � 𝑡𝑒𝑒 𝜆1 𝑡 + �𝑢 � 𝑒𝑒 𝜆1 𝑡
2 2

Differentiating 𝑦𝑦 (2) and substituting into 𝑦𝑦 ′ = 𝐴𝑦𝑦, we get


𝑥1 (1) 𝑥1 (1) 𝑢1 𝑥1 (1) 𝑢1
�𝑥 � 𝑒𝑒 𝜆1 𝑡 + �𝑥 � 𝜆1 𝑡𝑒𝑒 𝜆1 𝑡 + 𝜆1 �𝑢 � 𝑒𝑒 𝜆1 𝑡 = 𝐴 �𝑥 � 𝑡𝑒𝑒 𝜆1 𝑡 + 𝐴 �𝑢 � 𝑒𝑒 𝜆1 𝑡
2 2 2 2 2

𝑥 (1) 𝑥 (1) 𝑢 𝑥 (1) 𝑢


or, � 1 � + � 1 � 𝜆1 𝑡 + 𝜆1 � 1 � = 𝐴 � 1 � 𝑡 + 𝐴 � 1 �
𝑥2 𝑥2 𝑢2 𝑥2 𝑢2

Since 𝑨𝒙 = 𝜆𝒙
𝑥1 (1) 𝑢1 𝑢1
�𝑥 � + 𝜆1 �𝑢 � = 𝐴 �𝑢 �
2 2 2

𝑢 𝑥 (1)
or, [𝐴 − 𝜆1 𝐼] � 1 � = � 1 �
𝑢 2 𝑥 2
−2 −2 𝑢1 1
or, � �� � = � �
2 2 𝑢2 −1
𝑢1 0
∴ �𝑢 � = � 1�
2 −
2
66
0
1
∴ 𝑦𝑦 (2) = � � 𝑡𝑒𝑒 −6𝑡 + � 1� 𝑒𝑒 −6𝑡
−1 −
2

Then the general solution for the given system of ODEs is


𝑦𝑦1
�𝑦𝑦 � = 𝑐𝑐1 𝑦𝑦 (1) + 𝑐𝑐2 𝑦𝑦 (2)
2

𝑦𝑦1 0
1 1
∴ �𝑦𝑦 � = 𝑐𝑐1 � � 𝑒𝑒 −6𝑡 + 𝑐𝑐2 �� � 𝑡 + � 1�� 𝑒𝑒 −6𝑡
2 −1 −1 −
2

EXAMPLE 4.4
Find a real general solution of the following systems.
𝒚′𝟏 = 𝒚𝟏 − 𝒚𝟐 + 𝟐𝒚𝟑
𝒚′𝟐 = −𝒚𝟏 + 𝒚𝟐
𝒚′𝟑 = −𝒚𝟏 + 𝒚𝟑

Solution: Coefficient matrix for the given system of ODE is


1 −1 2
𝐴 = �−1 1 0�
−1 0 1

Then characteristic equation of the given system is given by


1−𝜆 −1 2
� −1 1−𝜆 0 �=0
−1 0 1−𝜆
or, (1 − 𝜆)(1 − 𝜆)2 − (1 − 𝜆) + 2(1 − 𝜆) = 0
or, (1 − 𝜆)(1 − 2𝜆 + 𝜆2 − 1 + 2) = 0
or, (𝜆 − 1)(𝜆2 − 2𝜆 + 2) = 0
∴ 𝜆1 = 1, 𝜆2 = 1 − 𝑖, 𝜆3 = 1 + 𝑖

Then eigenvector corresponding to 𝜆1 = 1 is determined by


1 − 𝜆1 −1 2 𝑥1 (1) 0
� −1 1 − 𝜆1 0 � �𝑥2 � = �0�
−1 0 1 − 𝜆1 𝑥3 0
0 −1 2 𝑥1 (1) 0
or, �−1 0 0� �𝑥2 � = �0�
−1 0 0 𝑥3 0

67
𝑥1 (1) 0
∴ �𝑥2 � = �2�
𝑥3 1

Similarly, the eigenvector corresponding to 𝜆2 = 1 − 𝑖 is determined by


1 − 𝜆2 −1 2 𝑥1 (2) 0
� −1 1 − 𝜆2 0 � �𝑥2 � = �0�
−1 0 1 − 𝜆2 𝑥3 0
𝑖 −1 2 𝑥1 (2) 0
or, �−1 𝑖 𝑥
0� � 2 � = �0�
−1 0 𝑖 𝑥3 0
𝑥1 (2) 1
∴ � 2 � = �−𝑖 �
𝑥
𝑥3 −𝑖

Similarly, eigenvector corresponding to 𝜆3 = 1 + 𝑖 can be determined to be


𝑥1 (3) 1
�𝑥2 � = � 𝑖 �
𝑥3 𝑖

Then the general solution for the given system of ODEs is given by
𝑦𝑦1 𝑥1 (1) 𝑥1 (2) 𝑥1 (3)
�𝑦𝑦2 � = 𝑐𝑐1 �𝑥2 � 𝑒𝑒 𝜆1 𝑡 + 𝑐𝑐2 �𝑥2 � 𝑒𝑒 𝜆2 𝑡 + 𝑐𝑐3 �𝑥2 � 𝑒𝑒 𝜆3 𝑡
𝑦𝑦3 𝑥3 𝑥3 𝑥3
𝑦𝑦1 0 1 1
∴ �𝑦𝑦2 � = 𝑐𝑐1 �2� 𝑒𝑒 𝑡 + 𝑐𝑐2 �−𝑖 � 𝑒𝑒 (1−𝑖)𝑡 + 𝑐𝑐3 � 𝑖 � 𝑒𝑒 (1+𝑖)𝑡
𝑦𝑦3 1 −𝑖 𝑖

EXAMPLE 4.5
Solve the following initial value problems
𝒚′𝟏 = 𝒚𝟏 + 𝒚𝟐 + 𝟒𝒚𝟑
𝒚′𝟐 = 𝟐𝒚𝟐
𝒚′𝟑 = 𝒚𝟏 + 𝒚𝟐 + 𝒚𝟑
𝒚𝟏 (𝟎) = 𝟏, 𝒚𝟐 (𝟎) = 𝟑, 𝒚𝟑 (𝟎) = 𝟎

Solution: Coefficient matrix for the given system of ODE is


1 1 4
𝐴 = �0 2 0�
1 1 1

68
Then characteristic equation of the given system is given by
1−𝜆 1 4
� 0 2−𝜆 0 �=0
1 1 1−𝜆
or, (2 − 𝜆)(1 − 𝜆)2 − 4(2 − 𝜆) = 0
or, (2 − 𝜆)(1 − 2𝜆 + 𝜆2 − 4) = 0
or, (2 − 𝜆)(𝜆2 − 2𝜆 − 3) = 0
or, (2 − 𝜆)(𝜆 + 1)(𝜆 − 3) = 0
∴ 𝜆1 = −1, 𝜆2 = 2, 𝜆3 = 3

Then eigenvector corresponding to 𝜆1 = −1 is determined by


1 − 𝜆1 1 4 𝑥1 (1) 0
� 0 2 − 𝜆1 0 � �𝑥2 � = �0�
1 1 1 − 𝜆1 𝑥3 0
2 1 4 𝑥1 (1) 0
or, �0 3 𝑥
0� � 2 � = �0�
1 1 2 𝑥3 0
𝑥1 (1) 2
∴ �𝑥2 � =� 0 �
𝑥3 −1

Similarly, eigenvector corresponding to 𝜆2 = 2 and 𝜆3 = 3 can be determined to be


𝑥1 (2) 5 𝑥1 (3) 2
𝑥
� 2 � = �−3� and �𝑥2 � = �0�
𝑥3 2 𝑥3 1

Then the general solution for the given system of ODEs is given by
𝑦𝑦1 𝑥1 (1) 𝑥1 (2) 𝑥1 (3)
�𝑦𝑦2 � = 𝑐𝑐1 �𝑥2 � 𝑒𝑒 𝜆1 𝑡 + 𝑐𝑐2 �𝑥2 � 𝑒𝑒 𝜆2 𝑡 + 𝑐𝑐3 �𝑥2 � 𝑒𝑒 𝜆3 𝑡
𝑦𝑦3 𝑥3 𝑥3 𝑥3
𝑦𝑦1 2 5 2
∴ �𝑦𝑦2 � = 𝑐𝑐1 � 0 � 𝑒𝑒 −𝑡 + 𝑐𝑐2 �−3� 𝑒𝑒 2𝑡 + 𝑐𝑐3 �0� 𝑒𝑒 3𝑡 [a]
𝑦𝑦3 −1 2 1

Substituting given initial conditions 𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = 3, 𝑦𝑦3 (0) = 0 into Equation [a], we get
2 5 2 𝑐𝑐1 1
� 0 −3 0� �𝑐𝑐2 � = �3�
−1 2 1 𝑐𝑐3 0

Solving for 𝑐𝑐1, 𝑐𝑐2 and 𝑐𝑐3 , we get

69
1 5
𝑐𝑐1 = 𝑐𝑐2 = −1 𝑐𝑐3 =
2 2

Hence the particular solution for the given system of ODEs for the given initial conditions is
𝑦𝑦1
1 2 5 5 2
�𝑦𝑦2 � = � 0 � 𝑒𝑒 −𝑡 − �−3� 𝑒𝑒 2𝑡 + �0� 𝑒𝑒 3𝑡
𝑦𝑦3 2 2
−1 2 1

EXAMPLE 4.6
Determine the general solution of a system of ODE

𝒚′𝟏 = 𝟐𝒚𝟏 + 𝟐𝒚𝟐 + 𝒆𝒕

𝒚′𝟐 = −𝟐𝒚𝟏 − 𝟑𝒚𝟐 + 𝒆𝒕

Solution: Coefficient matrix for the given system of ODE is


2 2
𝐴=� �
−2 −3

Then characteristic equation of the given system is given by


2−𝜆 2
� �=0
−2 −3 − 𝜆
or, (2 − 𝜆)(−3 − 𝜆) + 4 = 0
or, 𝜆2 + 𝜆 − 6 + 4 = 0
or, 𝜆2 + 𝜆 − 2 = 0
or, (𝜆 − 1)(𝜆 + 2) = 0
∴ 𝜆1 = 1, 𝜆2 = −2

Then eigenvector corresponding to 𝜆1 = 1 is determined by


2 − 𝜆1 2 𝑥1 (1) 0
� � �𝑥 � = � �
−2 −3 − 𝜆1 2 0

or, � 1 2 𝑥1 (1) 0
�� � = � �
−2 −4 𝑥2 0
𝑥 (1)
∴ � 1� = � 2 �
𝑥2 −1

Similarly, eigenvector corresponding to 𝜆2 = −2 can be determined to be


𝑥1 (2) 1
�𝑥 � = � �
2 −2

70
Then the general solution for the homogeneous part of the given system of ODEs is given by
𝑦𝑦1 (ℎ) 𝑥1 (1) 𝑥1 (2)
�𝑦𝑦 � = 𝑐𝑐1 �𝑥 � 𝑒𝑒 𝜆1 𝑡 + 𝑐𝑐2 �𝑥 � 𝑒𝑒 𝜆2 𝑡
2 2 2

𝑦𝑦1 (ℎ) 2 1
∴ �𝑦𝑦 � = 𝑐𝑐1 � � 𝑒𝑒 𝑡 + 𝑐𝑐2 � � 𝑒𝑒 −2𝑡
2 −1 −2

According the given forcing function g(t) we can assume the particular solution of the form
𝑦𝑦1 (𝑝) 𝑎1 𝑏
�𝑦𝑦 � = �𝑎 � 𝑡𝑒𝑒 𝑡 + � 1 � 𝑒𝑒 𝑡 [a]
2 2 𝑏2

Differentiating y(p) , we get



𝑦𝑦1 (𝑝) 𝑎1 𝑎1 𝑏
��𝑦𝑦 � � = �𝑎 � 𝑡𝑒𝑒 𝑡 + �𝑎 � 𝑒𝑒 𝑡 + � 1 � 𝑒𝑒 𝑡 [b]
2 2 2 𝑏2

Since y(p) is also a solution, it should be satisfies on the given system of ode, i.e.,
𝑎1 𝑎1 𝑏 2 2 𝑎1 2 2 𝑏1 𝑡 1
�𝑎 � 𝑡𝑒𝑒 𝑡 + �𝑎 � 𝑒𝑒 𝑡 + � 1 � 𝑒𝑒 𝑡 = � � �𝑎 � 𝑡𝑒𝑒 𝑡 + � � � � 𝑒𝑒 + � � 𝑒𝑒 𝑡
2 2 𝑏2 −2 −3 2 −2 −3 𝑏2 1

𝑎1 𝑎1 𝑏 2𝑎 + 2𝑎2 2𝑏 + 2𝑏2 1
or, �𝑎 � 𝑡𝑒𝑒 𝑡 + �𝑎 � 𝑒𝑒 𝑡 + � 1 � 𝑒𝑒 𝑡 = � 1 � 𝑡𝑒𝑒 𝑡 + � 1 � 𝑒𝑒 𝑡 + � � 𝑒𝑒 𝑡
2 2 𝑏2 −2𝑎1 − 3𝑎2 −2𝑏1 − 3𝑏2 1

𝑎1 𝑎1 𝑏 2𝑎 + 2𝑎2 2𝑏 + 2𝑏2 1
or, �𝑎 � 𝑡 + �𝑎 � + � 1 � = � 1 �𝑡 + � 1 �+� �
2 2 𝑏2 −2𝑎 1 − 3𝑎 2 −2𝑏1 − 3𝑏2 1

2𝑎1 + 2𝑎2 − 𝑎1 2𝑏 + 2𝑏2 − 𝑎1 −𝑏1 + 1 0


or, � �𝑡 + � 1 �=� �
−2𝑎1 − 3𝑎2 − 𝑎2 −2𝑏1 − 3𝑏2 − 𝑎2 −𝑏2 + 1 0

𝑎1 + 2𝑎2 −𝑎1 + 𝑏1 + 2𝑏2 + 1 0


∴ � �𝑡 + � �=� �
−2𝑎1 − 4𝑎2 −𝑎2 − 2𝑏1 − 4𝑏2 + 1 0

Comparing coefficients of t and constant term,


𝑎1 + 2𝑎2 = 0 [c]
−2𝑎1 − 4𝑎2 = 0 [d]
−𝑎1 + 𝑏1 + 2𝑏2 + 1 = 0 [e]
−𝑎2 − 2𝑏1 − 4𝑏2 + 1 = 0 [f]

Assuming 𝑎1 = 2, we get the value of 𝑎2 from Equation [c] or [d] as


𝑎2 = −1

Substituting 𝑎1 = 2 and 𝑎2 = −1, both Equations [e] and [f] reduce to

71
𝑏1 + 2𝑏2 = 1 [g]

Assuming 𝑏1 = −1, we get the value of 𝑏2 from Equation [g] as


𝑏2 = 1

Substituting 𝑎1 , 𝑎2 , 𝑏1 and 𝑏2 into Equation [a]


𝑦𝑦1 (𝑝) 2 −1
�𝑦𝑦 � = � � 𝑡𝑒𝑒 𝑡 + � � 𝑒𝑒 𝑡
2 −1 1

Then the complete general solution of the given system of ODE is given as
𝑦𝑦1 𝑦𝑦1 (ℎ) 𝑦𝑦1 (𝑝) 2 1 2 −1
�𝑦𝑦 � = �𝑦𝑦 � + �𝑦𝑦 � = 𝑐𝑐1 � � 𝑒𝑒 𝑡 + 𝑐𝑐2 � � 𝑒𝑒 −2𝑡 + � � 𝑡𝑒𝑒 𝑡 + � � 𝑒𝑒 𝑡
2 2 2 −1 −2 −1 1

EXAMPLE 4.7
Determine the general solution of a system of ODE

𝒚′𝟏 = 𝟐𝒚𝟏 − 𝟐𝒚𝟐 + 𝒆−𝟐𝒕 /𝒕

𝒚′𝟐 = 𝟖𝒚𝟏 − 𝟔𝒚𝟐 + 𝟑𝒆−𝟐𝒕 /𝒕

Solution: Coefficient matrix for the given system of ODE is


2 −2
𝐴=� �
8 −6

Then characteristic equation of the given system is given by


2−𝜆 −2
� �=0
8 −6 − 𝜆
or, (2 − 𝜆)(−6 − 𝜆) + 16 = 0
or, 𝜆2 + 4𝜆 − 12 + 16 = 0
or, 𝜆2 + 4𝜆 + 4 = 0
or, (𝜆 + 2)2 = 0
∴ 𝜆1,2 = −2

Then eigenvector corresponding to 𝜆1 = −2 is determined by


2 − 𝜆1 −2 𝑥1 (1) 0
� � �𝑥 � = � �
8 −6 − 𝜆1 2 0
𝑥 (1)
or, �4 −2� � 1 � = �0�
8 −4 𝑥2 0

72
𝑥1 (1) 1
∴ �𝑥 � = � �
2 2

∴ 1
𝑦𝑦 (1) = � � 𝑒𝑒 −2𝑡
2

To determine linearly independent for repeated eigenvalue, we assume the solution of the form
𝑥1 (1) 𝑢1
𝑦𝑦 (2) = �𝑥 � 𝑡𝑒𝑒 𝜆1 𝑡 + �𝑢 � 𝑒𝑒 𝜆1 𝑡
2 2

Differentiating 𝑦𝑦 (2) and substituting into 𝑦𝑦 ′ = 𝐴𝑦𝑦, we get


𝑥1 (1) 𝑥1 (1) 𝑢1 𝑥1 (1) 𝑢1
�𝑥 � 𝑒𝑒 𝜆1 𝑡 + �𝑥 � 𝜆1 𝑡𝑒𝑒 𝜆1 𝑡 + 𝜆1 �𝑢 � 𝑒𝑒 𝜆1 𝑡 = 𝐴 �𝑥 � 𝑡𝑒𝑒 𝜆1 𝑡 + 𝐴 �𝑢 � 𝑒𝑒 𝜆1 𝑡
2 2 2 2 2

𝑥 (1) 𝑥 (1) 𝑢 𝑥 (1) 𝑢


or, � 1 � + � 1 � 𝜆1 𝑡 + 𝜆1 � 1 � = 𝐴 � 1 � 𝑡 + 𝐴 � 1 �
𝑥2 𝑥2 𝑢2 𝑥2 𝑢2

Since 𝑨𝒙 = 𝜆𝒙
𝑥1 (1) 𝑢1 𝑢1
�𝑥 � + 𝜆1 �𝑢 � = 𝐴 �𝑢 �
2 2 2

𝑢 𝑥 (1)
or, [𝐴 − 𝜆1 𝐼] � 1 � = � 1 �
𝑢 2𝑥 2
4 −2 𝑢1 1
or, � �� � = � �
8 −4 𝑢2 2
𝑢1 1
∴ �𝑢 � = �3�
2
2
1
1
∴ 𝑦𝑦 (2) = � � 𝑡𝑒𝑒 −2𝑡 + �3� 𝑒𝑒 −2𝑡
2
2

Then the general solution for the homogeneous part of the given system of ODE is given by
𝑦𝑦1 (ℎ)
�𝑦𝑦 � = 𝑐𝑐1 𝑦𝑦 (1) + 𝑐𝑐2 𝑦𝑦 (2)
2

𝑦𝑦1 (ℎ) 1
1 1
∴ �𝑦𝑦 � = 𝑐𝑐1 � � 𝑒𝑒 −2𝑡 + 𝑐𝑐2 �� � 𝑡 + �3�� 𝑒𝑒 −2𝑡
2 2 2
2

The fundamental matrix for the given system is given by


𝑒𝑒 −2𝑡 𝑡 + 𝑒𝑒 −2𝑡
𝑌=� 3 �
2𝑒𝑒 −2𝑡 2𝑡 + 𝑒𝑒 −2𝑡
2

73
Then its inverse is given by
4𝑡 2𝑡
𝑌 −1 = �−4𝑡𝑒𝑒 2𝑡 − 3𝑒𝑒 2𝑡𝑒𝑒 4𝑡 + 𝑒𝑒 2𝑡 �
4𝑒𝑒 −2𝑒𝑒 2𝑡

Then,

2𝑡
3 2𝑡
6 2𝑡
3
−2𝑡 −4𝑒𝑒 − + 6𝑒𝑒 + 2𝑒𝑒 +
4𝑡
𝑌 −1 𝑔 = �−4𝑡𝑒𝑒 2𝑡 − 3𝑒𝑒 2𝑡
2𝑡𝑒𝑒 + 𝑒𝑒 � � 𝑒𝑒 /𝑡 � = �
4𝑡 2𝑡
𝑡 𝑡� = � 𝑡�
4𝑒𝑒 −2𝑒𝑒 2𝑡 −2𝑡
3𝑒𝑒 /𝑡 2 2
− −
𝑡 𝑡

Then the particular solution of the given system of ODE is given by


𝑦𝑦1 (𝑝)
�𝑦𝑦 � = 𝑌 � 𝑌 −1 𝑔 𝑑𝑡
2

3
𝑒𝑒 −2𝑡 𝑡 + 𝑒𝑒 −2𝑡 2𝑒𝑒 2𝑡 +
=� 3 −2𝑡 � � � 𝑡 � 𝑑𝑡
2𝑒𝑒 −2𝑡 2𝑡 + 𝑒𝑒 2
2 −
𝑡

𝑒𝑒 −2𝑡 𝑡 + 𝑒𝑒 −2𝑡 2𝑡
=� 3 −2𝑡 � �𝑒𝑒 + 3𝑙𝑛𝑡�
2𝑒𝑒 −2𝑡 2𝑡 + 𝑒𝑒 −2𝑙𝑛𝑡
2

1 + 3𝑒𝑒 −2𝑡 𝑙𝑛𝑡 − 2(𝑡 + 𝑒𝑒 −2𝑡 )𝑙𝑛𝑡


=� 3 �
2 + 6𝑒𝑒 −2𝑡 𝑙𝑛𝑡 − 2 �2𝑡 + 𝑒𝑒 −2𝑡 � 𝑙𝑛𝑡
2

Then the complete general solution of the given system of ODE is given as
𝑦𝑦1 𝑦𝑦1 (ℎ) 𝑦𝑦1 (𝑝)
�𝑦𝑦 � = � � + �
2 𝑦𝑦2 𝑦𝑦2 �

1 1 + 3𝑒𝑒 −2𝑡 𝑙𝑛𝑡 − 2(𝑡 + 𝑒𝑒 −2𝑡 )𝑙𝑛𝑡


1 1
= 𝑐𝑐1 � � 𝑒𝑒 −2𝑡 + 𝑐𝑐2 �� � 𝑡 + �3�� 𝑒𝑒 −2𝑡 + � 3 �
2 2 2 + 6𝑒𝑒 −2𝑡 𝑙𝑛𝑡 − 2 �2𝑡 + 𝑒𝑒 −2𝑡 � 𝑙𝑛𝑡
2 2

EXAMPLE 4.8
Solve the following initial value problem

𝒚′𝟏 = 𝒚𝟐 − 𝟓𝒔𝒊𝒏𝒕

𝒚′𝟐 = −𝟒𝒚𝟏 + 𝟏𝟕𝒄𝒐𝒔𝒕

𝒚𝟏 (𝟎) = 𝟓, 𝒚𝟐 (𝟎) = 𝟐

74
Solution: Coefficient matrix for the given system of ODE is
0 1
𝐴=� �
−4 0

Then characteristic equation of the given system is given by


−𝜆 1
� �=0
−4 −𝜆
or, 𝜆2 + 4 = 0
∴ 𝜆1,2 = ±2𝑖

Then eigenvector corresponding to 𝜆1 = 2𝑖 is determined by


−2𝑖 1 𝑥1 (1) 0
� � �𝑥 � = � �
−4 −2𝑖 2 0
𝑥1 (1)
1
∴ �𝑥 � = � �
2 2𝑖

Similarly, eigenvector corresponding to 𝜆2 = −2𝑖 can be determined to be


𝑥1 (2) 1
�𝑥 � = � �
2 −2𝑖

Then the general solution for the homogeneous part of the given system of ODEs is given by
𝑦𝑦1 (ℎ) 𝑥1 (1) 𝑥1 (2)
�𝑦𝑦 � = 𝑐𝑐1 �𝑥 � 𝑒𝑒 𝜆1 𝑡 + 𝑐𝑐2 �𝑥 � 𝑒𝑒 𝜆2 𝑡
2 2 2
1 1
= 𝑐𝑐1 � � 𝑒𝑒 2𝑖𝑡 + 𝑐𝑐2 � � 𝑒𝑒 −2𝑖𝑡
2𝑖 −2𝑖
(𝑐𝑐 + 𝑐𝑐2 )𝑐𝑐𝑜𝑠2𝑡 + 𝑖(𝑐𝑐1 − 𝑐𝑐2 )𝑠𝑖𝑛2𝑡
=� 1 �
2𝑖(𝑐𝑐1 − 𝑐𝑐2 )𝑐𝑐𝑜𝑠2𝑡 − 2(𝑐𝑐1 + 𝑐𝑐2 )𝑠𝑖𝑛2𝑡
𝑦𝑦1 (ℎ) 𝐴𝑐𝑐𝑜𝑠2𝑡 + 𝐵𝑠𝑖𝑛2𝑡
∴ �𝑦𝑦 � =� �
2 2𝐵𝑐𝑐𝑜𝑠2𝑡 − 2𝐴𝑠𝑖𝑛2𝑡
where 𝐴 = (𝑐𝑐1 + 𝑐𝑐2 ) and 𝐵 = 𝑖(𝑐𝑐1 − 𝑐𝑐2 )

According the given forcing function g(t) we can assume the particular solution of the form
𝑦𝑦1 (𝑝) 𝑘 𝑚1
�𝑦𝑦 � = � 1 � 𝑐𝑐𝑜𝑠𝑡 + �𝑚 � 𝑠𝑖𝑛𝑡 [a]
2 𝑘2 2

Differentiating y(p) , we get



𝑦𝑦1 (𝑝) 𝑘 𝑚1
��𝑦𝑦 � � = − � 1 � 𝑠𝑖𝑛𝑡 + �𝑚 � 𝑐𝑐𝑜𝑠𝑡 [b]
2 𝑘2 2

75
Since y(p) is also a solution, it should be satisfies on the given system of ode, i.e.,
𝑘1 𝑚1 0 1 𝑘1 0 1 𝑚1 −5𝑠𝑖𝑛𝑡
−� � 𝑠𝑖𝑛𝑡 + �𝑚 � 𝑐𝑐𝑜𝑠𝑡 = � � � � 𝑐𝑐𝑜𝑠𝑡 + � � �𝑚 � 𝑠𝑖𝑛𝑡 + � �
𝑘2 2 −4 0 𝑘2 −4 0 2 17𝑐𝑐𝑜𝑠𝑡

−𝑘1 𝑠𝑖𝑛𝑡 + 𝑚1 𝑐𝑐𝑜𝑠𝑡 𝑘2 𝑐𝑐𝑜𝑠𝑡 + 𝑚2 𝑠𝑖𝑛𝑡 − 5𝑠𝑖𝑛𝑡


or, � �=� �
−𝑘2 𝑠𝑖𝑛𝑡 + 𝑚2 𝑐𝑐𝑜𝑠𝑡 −4𝑘1 𝑐𝑐𝑜𝑠𝑡 − 4𝑚1 𝑠𝑖𝑛𝑡 + 17𝑐𝑐𝑜𝑠𝑡

Comparing coefficients of 𝑐𝑐𝑜𝑠𝑡 and 𝑠𝑖𝑛𝑡,


𝑚1 = 𝑘2 [c]
−𝑘1 = 𝑚2 − 5 [d]
𝑚2 = −4𝑘1 + 17 [e]
−𝑘2 = −4𝑚1 [f]

Solving, we get
𝑚1 = 𝑘2 = 0, 𝑚2 = 1 and 𝑘1 = 4

Substituting 𝑘1 , 𝑘2 , 𝑚1 and 𝑚2 into Equation [a]


𝑦𝑦1 (𝑝) 4 0
�𝑦𝑦 � = � � 𝑐𝑐𝑜𝑠𝑡 + � � 𝑠𝑖𝑛𝑡
2 0 1

Then the complete general solution of the given system of ODE is given as
𝑦𝑦1 𝑦𝑦1 (ℎ) 𝑦𝑦1 (𝑝) 𝐴𝑐𝑐𝑜𝑠2𝑡 + 𝐵𝑠𝑖𝑛2𝑡 4 0
�𝑦𝑦 � = �𝑦𝑦 � + �𝑦𝑦 � = � � + � � 𝑐𝑐𝑜𝑠𝑡 + � � 𝑠𝑖𝑛𝑡
2 2 2 2𝐵𝑐𝑐𝑜𝑠2𝑡 − 2𝐴𝑠𝑖𝑛2𝑡 0 1

Substituting given initial conditions 𝑦𝑦1 (0) = 5


5=𝐴+4 ∴ 𝐴=1

Substituting given initial conditions 𝑦𝑦2 (0) = 1


1
1 = 2𝐵 ∴ 𝐵=
2

Then the complete particular solution of the given system of ODE is given as

𝑦𝑦1 1 1
�𝑦𝑦 � = � 𝑐𝑐𝑜𝑠2𝑡 + 𝑠𝑖𝑛2𝑡� + �4� 𝑐𝑐𝑜𝑠𝑡 + �0� 𝑠𝑖𝑛𝑡 =� 𝑐𝑐𝑜𝑠2𝑡 + 𝑠𝑖𝑛2𝑡 + 4𝑐𝑐𝑜𝑠𝑡�
2
2 0 1 2
𝑐𝑐𝑜𝑠2𝑡 − 2𝑠𝑖𝑛2𝑡 𝑐𝑐𝑜𝑠2𝑡 − 2𝑠𝑖𝑛2𝑡 + 𝑠𝑖𝑛𝑡

76
EXERCISE
Solve all problems analytically and verify using computer application.
A: Conversion of an nth-Order ODE to a System of ODEs
1. Find a general solution of the given ODEs by converting it to systems of ODEs and compare
with method discussed earlier.
(a) 𝑦𝑦 ′′ − 4𝑦𝑦 ′ = 0 (b) 𝑦𝑦 ′′ − 9𝑦𝑦 = 0
(c) 𝑦𝑦 ′′ + 3𝑦𝑦 ′ + 2𝑦𝑦 = 0 (d) 𝑦𝑦 ′′ + 2𝑦𝑦 ′ − 24𝑦𝑦 = 0
(e) 𝑦𝑦 ′′ + 15𝑦𝑦 ′ + 50𝑦𝑦 = 0 (f) 4𝑦𝑦 ′′ − 15𝑦𝑦 ′ − 4𝑦𝑦 = 0
(g) 64𝑦𝑦 ′′ − 48𝑦𝑦 ′ − 7𝑦𝑦 = 0 (h) 𝑦𝑦 ′′′ + 2𝑦𝑦 ′′ − 𝑦𝑦 ′ − 2𝑦𝑦 = 0

B: Constant-Coefficient Homogeneous Systems


2. Find a real general solution of the following systems.
(a) 𝑦𝑦1′ = 3𝑦𝑦2 (b) 𝑦𝑦1′ = 4𝑦𝑦1 + 2𝑦𝑦2
𝑦𝑦2′ = 12𝑦𝑦1 𝑦𝑦2′ = 3𝑦𝑦1 + 3𝑦𝑦2

(c) 𝑦𝑦1′ = −4𝑦𝑦1 + 2𝑦𝑦2 (d) 𝑦𝑦1′ = 5𝑦𝑦2


𝑦𝑦2′ = −2.5𝑦𝑦1 + 2𝑦𝑦2 𝑦𝑦2′ = −𝑦𝑦1 − 2𝑦𝑦2

(e) 𝑦𝑦1′ = 5𝑦𝑦1 + 𝑦𝑦2 (f) 𝑦𝑦1′ = 4𝑦𝑦1 + 5𝑦𝑦2


𝑦𝑦2′ = −2𝑦𝑦1 + 3𝑦𝑦2 𝑦𝑦2′ = −2𝑦𝑦1 + 6𝑦𝑦2

(g) 𝑦𝑦1′ = 𝑦𝑦1 + 𝑦𝑦2 − 𝑦𝑦3 (h) 𝑦𝑦1′ = 2𝑦𝑦1 + 𝑦𝑦2 + 6𝑦𝑦3
𝑦𝑦2′ = 2𝑦𝑦2 𝑦𝑦2′ = 2𝑦𝑦2 + 5𝑦𝑦3
𝑦𝑦3′ = 𝑦𝑦2 − 𝑦𝑦3 𝑦𝑦3′ = 2𝑦𝑦3

(i) 𝑦𝑦1′ = −2𝑦𝑦1 − 𝑦𝑦2 − 5𝑦𝑦3 (j) 𝑦𝑦1′ = 2𝑦𝑦1 + 5𝑦𝑦2 + 6𝑦𝑦3
𝑦𝑦2′ = 25𝑦𝑦1 − 7𝑦𝑦2 𝑦𝑦2′ = 8𝑦𝑦2 + 9𝑦𝑦3
𝑦𝑦3′ = 𝑦𝑦2 + 3𝑦𝑦3 𝑦𝑦3′ = 𝑦𝑦2 − 2𝑦𝑦3

(k) 𝑦𝑦1′ = 2𝑦𝑦1 + 4𝑦𝑦2 + 4𝑦𝑦3 (l) 𝑦𝑦1′ = 2𝑦𝑦1 + 𝑦𝑦2 − 2𝑦𝑦3
𝑦𝑦2′ = −𝑦𝑦1 − 2𝑦𝑦2 𝑦𝑦2′ = 3𝑦𝑦1 − 2𝑦𝑦2
𝑦𝑦3′ = −𝑦𝑦1 − 2𝑦𝑦3 𝑦𝑦3′ = 3𝑦𝑦1 − 𝑦𝑦2 − 3𝑦𝑦3

3. Solve the following initial value problems


(a) 𝑦𝑦1′ = 𝑦𝑦1 − 2𝑦𝑦2 (b) 𝑦𝑦1′ = 𝑦𝑦1 + 𝑦𝑦2

77
𝑦𝑦2′ = −6𝑦𝑦1 𝑦𝑦2′ = 4𝑦𝑦1 + 𝑦𝑦2
𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = −19 𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = 6

(c) 𝑦𝑦1′ = 𝑦𝑦1 + 2𝑦𝑦2 (d)


𝑦𝑦1′ = 3𝑦𝑦1 + 2𝑦𝑦2
1
𝑦𝑦2′ = 𝑦𝑦1 + 𝑦𝑦2 𝑦𝑦2′ = 2𝑦𝑦1 + 3𝑦𝑦2
2
𝑦𝑦1 (0) = 7, 𝑦𝑦2 (0) = 7
𝑦𝑦1 (0) = 16, 𝑦𝑦2 (0) = −2

(e) 𝑦𝑦1′ = 2𝑦𝑦1 + 5𝑦𝑦2 (f) 𝑦𝑦1′ = 2𝑦𝑦1 + 4𝑦𝑦2


𝑦𝑦2′ = 5𝑦𝑦1 + 12.5𝑦𝑦2 𝑦𝑦2′ = −𝑦𝑦1 + 6𝑦𝑦2
𝑦𝑦1 (0) = 12, 𝑦𝑦2 (0) = 1 𝑦𝑦1 (0) = −1, 𝑦𝑦2 (0) = 6

(g) 𝑦𝑦1′ = −2𝑦𝑦1 + 8𝑦𝑦2 (h) 𝑦𝑦1′ = 6𝑦𝑦1 − 𝑦𝑦2


𝑦𝑦2′ = −𝑦𝑦1 − 2𝑦𝑦2 𝑦𝑦2′ = 5𝑦𝑦1 + 4𝑦𝑦2
𝑦𝑦1 (0) = 2, 𝑦𝑦2 (0) = −1 𝑦𝑦1 (0) = −2, 𝑦𝑦2 (0) = 8

(i) 𝑦𝑦1′ = 3𝑦𝑦1 − 𝑦𝑦2 + 𝑦𝑦3 (j) 𝑦𝑦1′ = 𝑦𝑦3


𝑦𝑦2′ = 𝑦𝑦1 + 𝑦𝑦2 − 𝑦𝑦3 𝑦𝑦2′ = 𝑦𝑦2
𝑦𝑦3′ = 𝑦𝑦1 − 𝑦𝑦2 + 𝑦𝑦3 𝑦𝑦3′ = 𝑦𝑦3
𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = 5, 𝑦𝑦3 (0) = 1 𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = 2, 𝑦𝑦3 (0) = 5

(k) 𝑦𝑦1′ = 2𝑦𝑦1 + 𝑦𝑦2 − 𝑦𝑦3 (l) 𝑦𝑦1′ = 𝑦𝑦1 − 12𝑦𝑦2 − 14𝑦𝑦3
𝑦𝑦2′ = 3𝑦𝑦1 − 2𝑦𝑦2 𝑦𝑦2′ = 𝑦𝑦1 + 2𝑦𝑦2 − 3𝑦𝑦3
𝑦𝑦3′ = 3𝑦𝑦1 + 𝑦𝑦2 − 3𝑦𝑦3 𝑦𝑦3′ = 𝑦𝑦1 + 𝑦𝑦2 − 2𝑦𝑦3
𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = 7, 𝑦𝑦3 (0) = 3 𝑦𝑦1 (0) = 4, 𝑦𝑦2 (0) = 6, 𝑦𝑦3 (0) = −7

C: Nonhomogeneous Linear Systems of ODEs


4. Find a real general solution of the following systems.
(a) 𝑦𝑦1′ = −𝑦𝑦1 + 2𝑦𝑦2 − 8 (b) 𝑦𝑦1′ = 4𝑦𝑦1 + 2𝑦𝑦2 + 3𝑒𝑒 𝑡
𝑦𝑦2′ = −𝑦𝑦1 + 𝑦𝑦2 + 3 𝑦𝑦2′ = 2𝑦𝑦1 + 𝑦𝑦2 + 𝑒𝑒 𝑡

(c) 1 (d) 𝑦𝑦1′ = 𝑦𝑦1 + 8𝑦𝑦2 + 𝑒𝑒 −𝑡


𝑦𝑦1′ = 4𝑦𝑦1 + 𝑦𝑦2 − 3𝑒𝑒 𝑡
3 𝑦𝑦2′ = 𝑦𝑦1 − 𝑦𝑦2 + 𝑡𝑒𝑒 −𝑡
𝑦𝑦2′ = 9𝑦𝑦1 + 6𝑦𝑦2 + 10𝑒𝑒 𝑡

(e) 𝑦𝑦1′ = 𝑦𝑦1 + 3𝑦𝑦2 − 2𝑡 2 (f) 𝑦𝑦1′ = −3𝑦𝑦1 + 𝑦𝑦2 + 3𝑡

78
𝑦𝑦2′ = 3𝑦𝑦1 + 𝑦𝑦2 + 𝑡 + 5 𝑦𝑦2′ = 2𝑦𝑦1 − 4𝑦𝑦2 + 𝑒𝑒 −𝑡

(g) 𝑦𝑦1′ = 𝑦𝑦1 + 𝑦𝑦2 + 10𝑐𝑐𝑜𝑠𝑡 (h) 𝑦𝑦1′ = 𝑦𝑦1 − 𝑦𝑦2 + 3𝑒𝑒 𝑡
𝑦𝑦2′ = 3𝑦𝑦1 − 𝑦𝑦2 − 10𝑠𝑖𝑛𝑡 𝑦𝑦2′ = 𝑦𝑦1 + 𝑦𝑦2 + 3𝑒𝑒 𝑡

(i) 𝑦𝑦1′ = 2𝑦𝑦1 − 𝑦𝑦2 + 𝑒𝑒 2𝑡 𝑠𝑖𝑛2𝑡 (j) 𝑦𝑦1′ = 𝑦𝑦1 − 2𝑦𝑦2 + 𝑡𝑎𝑛𝑡
𝑦𝑦2′ = 4𝑦𝑦1 + 2𝑦𝑦2 − 2𝑒𝑒 2𝑡 𝑐𝑐𝑜𝑠2𝑡 𝑦𝑦2′ = 𝑦𝑦1 − 𝑦𝑦2 + 1

(k) 𝑦𝑦1′ = 𝑦𝑦1 + 𝑦𝑦2 + 𝑦𝑦3 + 𝑒𝑒 4𝑡 (l) 𝑦𝑦1′ = 3𝑦𝑦1 − 𝑦𝑦2 − 𝑦𝑦3
𝑦𝑦2′ = 2𝑦𝑦2 + 3𝑦𝑦3 − 𝑒𝑒 4𝑡 𝑦𝑦2′ = 𝑦𝑦1 + 𝑦𝑦2 − 𝑦𝑦3 + 𝑡
𝑦𝑦3′ = 5𝑦𝑦3 + 2𝑒𝑒 4𝑡 𝑦𝑦3′ = 𝑦𝑦1 − 𝑦𝑦2 + 𝑦𝑦3 + 2𝑒𝑒 𝑡

5. Solve the following initial value problems


(a) 𝑦𝑦1′ = −𝑦𝑦1 − 2𝑦𝑦2 + 3 (b) 𝑦𝑦1′ = −3𝑦𝑦1 − 4𝑦𝑦2 + 5𝑒𝑒 𝑡
𝑦𝑦2′ = 3𝑦𝑦1 + 4𝑦𝑦2 + 3 𝑦𝑦2′ = 5𝑦𝑦1 + 6𝑦𝑦2 − 6𝑒𝑒 𝑡
𝑦𝑦1 (0) = −4, 𝑦𝑦2 (0) = 5 𝑦𝑦1 (0) = 19, 𝑦𝑦2 (0) = −23

(c) 𝑦𝑦1′ = 𝑦𝑦2 + 6𝑒𝑒 2𝑡 (d) 𝑦𝑦1′ = 3𝑦𝑦1 − 𝑦𝑦2 + 4𝑒𝑒 2𝑡


𝑦𝑦2′ = 𝑦𝑦1 − 𝑒𝑒 2𝑡 𝑦𝑦2′ = −𝑦𝑦1 + 3𝑦𝑦2 + 4𝑒𝑒 𝑡
𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = 0 𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = 1

(e) 𝑦𝑦1′ = 𝑦𝑦1 + 4𝑦𝑦2 − 𝑡 2 + 6𝑡 (f) 𝑦𝑦1′ = 𝑦𝑦1 + 2𝑦𝑦2 + 𝑒𝑒 2𝑡 − 2𝑡


𝑦𝑦2′ = 𝑦𝑦1 + 𝑦𝑦2 − 𝑡 2 + 𝑡 − 1 𝑦𝑦2′ = 𝑦𝑦1 + 1 + 𝑡
𝑦𝑦1 (0) = 0, 𝑦𝑦2 (0) = −1 𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = −4

(g) 𝑦𝑦1′ = 4𝑦𝑦2 + 5𝑒𝑒 𝑡 (h) 𝑦𝑦1′ = 𝑦𝑦1 − 𝑦𝑦2 + 1/𝑡


𝑦𝑦2′ = −𝑦𝑦1 − 20𝑒𝑒 −𝑡 𝑦𝑦2′ = 𝑦𝑦1 − 𝑦𝑦2 + 1/𝑡
𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = 0 𝑦𝑦1 (1) = 2, 𝑦𝑦2 (1) = −1

(i) 𝑦𝑦1′ = 𝑦𝑦1 − 𝑦𝑦2 + 𝑡


𝑦𝑦2′ = 𝑦𝑦1 + 3𝑦𝑦2 + 𝑡 + 1
𝑦𝑦1 (0) = 0, 𝑦𝑦2 (0) = 2

79
PRACTICE PROBLEMS FOR ADVANCED ENGINEERING MATHEMATICS

EXERCISE 5
SERIES SOLUTION OF ODES

EXAMPLE 5.1
Find the radius of convergence of the following series.

𝑥𝑥
𝑥𝑚 𝑥2 𝑥3
(a) 𝑒𝑒 = � =1+𝑥+ + + ⋯……
𝑚! 2! 3!
𝑚=0

1
(b) = � 𝑥𝑚 = 1 + 𝑥 + 𝑥 2 + ⋯ … ….
1−𝑥
𝑚=0

(c) � 𝑚! 𝑥 𝑚 = 1 + 𝑥 + 2𝑥 2 + ⋯ … …
𝑚=0

Solution: For the series (a)


1 1
𝑎𝑚 = and 𝑎𝑚+1 =
𝑚! (𝑚 + 1)!

Then the radius of convergence R is given by


1 1 1
𝑅= = = =∞
𝑙𝑖𝑚 𝑎𝑚+1 𝑙𝑖𝑚 𝑚! 𝑙𝑖𝑚 1
� � � �
𝑚 → ∞ 𝑎𝑚 𝑚 → ∞ (𝑚 + 1)! 𝑚 → ∞ (𝑚 + 1)

For the series (b)


𝑎𝑚 = 1 and 𝑎𝑚+1 = 1

Then the radius of convergence R is given by


1 1
𝑅= = =1
𝑙𝑖𝑚 𝑎𝑚+1 𝑙𝑖𝑚 1
� � � �
𝑚 → ∞ 𝑎𝑚 𝑚→∞ 1

For the series (c)


𝑎𝑚 = 𝑚! and 𝑎𝑚+1 = (𝑚 + 1)!

Then the radius of convergence R is given by

80
1 1 1
𝑅= = = =0
𝑙𝑖𝑚 𝑎𝑚+1 𝑙𝑖𝑚 (𝑚 + 1)! 𝑙𝑖𝑚 (𝑚
� � � 𝑚! � + 1)
𝑚 → ∞ 𝑎𝑚 𝑚→∞ 𝑚→∞

Convergence for all x (R = ∞) is the best possible case, convergence in some finite interval the
usual, and convergence only at the center (R = 0) is useless.

EXAMPLE 5.2
Find the power series solution in powers of x.
𝒚′ + 𝒙𝒚 = 𝟎

Solution: We assume the solution of the form


𝑦𝑦 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + 𝑎4 𝑥 4 + ⋯ .. [a]

Differentiating 𝑦𝑦, we get


𝑦𝑦′ = 𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥 2 + 4𝑎4 𝑥 3 + ⋯ ..
Substituting 𝑦𝑦 and 𝑦𝑦′ into given differential equation, we get
(𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥 2 + 4𝑎4 𝑥 3 + ⋯ ) + 𝑥(𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + 𝑎4 𝑥 4 + ⋯ ) = 0
or, 𝑎1 + (2𝑎2 + 𝑎0 )𝑥 + (3𝑎3 + 𝑎1 )𝑥 2 + (4𝑎4 + 𝑎2 )𝑥 3 + ⋯ = 0

Equating coefficients of every power of 𝑥 to zero, we get


𝑎1 = 0
𝑎0
2𝑎2 + 𝑎0 = 0 ∴ 𝑎2 = −
2
𝑎1
3𝑎3 + 𝑎1 = 0 ∴ 𝑎3 = − = 0
3
𝑎2 𝑎0
4𝑎4 + 𝑎2 = 0 ∴ 𝑎4 = − =
4 8

Substituting 𝑎1 , 𝑎2 , 𝑎3 and 𝑎4 into Equation [a], we get the general solution of the given ODE
as
𝑎0 𝑎0
𝑦𝑦 = 𝑎0 − 𝑥 2 + 𝑥 4 − ⋯ ..
2 8
1 1
= 𝑎0 �1 − 𝑥 2 + 𝑥 4 − ⋯ . . �
2 8
(−𝑥 2 /2)2
= 𝑎0 �1 + (−𝑥 2 /2) + − ⋯..�
2

81
2 /2
∴ 𝑦𝑦 = 𝑎0 𝑒𝑒 −𝑥𝑥

EXAMPLE 5.3
Find the power series solution in powers of x.
𝒚′′ + 𝟒𝒚 = 𝟎

Solution: We assume the solution of the form


𝑦𝑦 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + 𝑎4 𝑥 4 + 𝑎5 𝑥 5 + ⋯ .. [a]

Differentiating 𝑦𝑦 successively, we get


𝑦𝑦′ = 𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥 2 + 4𝑎4 𝑥 3 + 5𝑎5 𝑥 4 + ⋯ ..
𝑦𝑦′′ = 2𝑎2 + 6𝑎3 𝑥 + 12𝑎4 𝑥 2 + 20𝑎5 𝑥 3 + ⋯ ..

Substituting 𝑦𝑦 and 𝑦𝑦′′ into given differential equation, we get


(2𝑎2 + 6𝑎3 𝑥 + 12𝑎4 𝑥 2 + 20𝑎5 𝑥 3 + ⋯ ) + 4(𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + ⋯ ) = 0
or, (2𝑎2 + 4𝑎0 ) + (6𝑎3 + 4𝑎1 )𝑥 + (12𝑎4 + 4𝑎2 )𝑥 2 + (20𝑎5 + 4𝑎3 )𝑥 3 + ⋯ = 0

Equating coefficients of every power of 𝑥 to zero, we get


2𝑎2 + 4𝑎0 = 0 ∴ 𝑎2 = −2𝑎0
2
6𝑎3 + 4𝑎1 = 0 ∴ 𝑎3 = − 𝑎1
3
𝑎2 2
12𝑎4 + 4𝑎2 = 0 ∴ 𝑎4 = − = 𝑎0
3 3
𝑎 2
20𝑎5 + 4𝑎3 = 0 ∴ 𝑎5 = − 3 = 𝑎
5 15 1

Substituting 𝑎2 , 𝑎3 , 𝑎4 and 𝑎5 into Equation [a], we get the general solution of the given ODE
as
2 2 2
𝑦𝑦 = 𝑎0 + 𝑎1 𝑥 − 2𝑎0 𝑥 2 − 𝑎1 𝑥 3 + 𝑎0 𝑥 4 + 𝑎1 𝑥 5 + ⋯ ..
3 3 15
2 2 2 5
= 𝑎0 �1 − 2𝑥 2 + 𝑥 4 − ⋯ � + 𝑎1 �𝑥 − 𝑥 3 + 𝑥 −⋯�
3 3 15
(2𝑥)2 (2𝑥)4 𝑎1 (2𝑥)3 (2𝑥)5
= 𝑎0 �1 − + − ⋯ . . � + �2𝑥 − + − ⋯..�
2 4! 2 3! 5!
𝑎1
∴ 𝑦𝑦 = 𝑎0 𝑐𝑐𝑜𝑠2𝑥 + 𝑠𝑖𝑛2𝑥
2

EXAMPLE 5.3

82
Solve the initial value problem by a power series. Graph the partial sums of the powers up
to and including 𝒙𝟓 .
(𝒙 − 𝟐)𝒚′ = 𝒙𝒚, 𝒚(𝟎) = 𝟒

Solution: We assume the solution of the form


𝑦𝑦 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + 𝑎4 𝑥 4 + 𝑎5 𝑥 5 + ⋯ .. [a]

Differentiating 𝑦𝑦, we get


𝑦𝑦′ = 𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥 2 + 4𝑎4 𝑥 3 + 5𝑎5 𝑥 4 + ⋯ ..

Substituting 𝑦𝑦 and 𝑦𝑦′ into given differential equation, we get


(𝑥 − 2)(𝑎1 + 2𝑎2 𝑥 + 3𝑎3 𝑥 2 + 4𝑎4 𝑥 3 + 5𝑎5 𝑥 4 + ⋯ )
− 𝑥(𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + 𝑎4 𝑥 4 + 𝑎5 𝑥 5 + ⋯ ) = 0
or, (𝑎1 𝑥 + 2𝑎2 𝑥 2 + 3𝑎3 𝑥 3 + 4𝑎4 𝑥 4 + 5𝑎5 𝑥 5 + ⋯ )
+ (−2𝑎1 − 4𝑎2 𝑥 − 6𝑎3 𝑥 2 − 8𝑎4 𝑥 3 − 10𝑎5 𝑥 4 … )
+ (−𝑎0 𝑥 − 𝑎1 𝑥 2 − 𝑎2 𝑥 3 − 𝑎3 𝑥 4 − 𝑎4 𝑥 5 − 𝑎5 𝑥 6 … ) = 0
or, −2𝑎1 + (𝑎1 − 4𝑎2 − 𝑎0 )𝑥 + (2𝑎2 − 6𝑎3 − 𝑎1 )𝑥 2 + (3𝑎3 − 8𝑎4 − 𝑎2 )𝑥 3
+ (4𝑎4 − 10𝑎5 − 𝑎3 )𝑥 4 + ⋯ = 0

Equating coefficients of every power of 𝑥 to zero, we get


−2𝑎1 = 0 ∴ 𝑎1 = 0
𝑎0
𝑎1 − 4𝑎2 − 𝑎0 = 0 ∴ 𝑎2 = −
4
𝑎1 𝑎2 𝑎2 𝑎0
2𝑎2 − 6𝑎3 − 𝑎1 = 0 ∴ 𝑎3 = − + = =−
6 3 3 12
𝑎 3𝑎 𝑎 𝑎
3𝑎3 − 8𝑎4 − 𝑎2 = 0 ∴ 𝑎4 = − 2 + 3 = 0 − 0 = 0
8 8 32 32
𝑎 2𝑎 𝑎
4𝑎4 − 10𝑎5 − 𝑎3 = 0 ∴ 𝑎5 = − 3 + 4 = 0
10 5 120

Substituting 𝑎1 , 𝑎2 , 𝑎3 , 𝑎4 and 𝑎5 into Equation [a], we get the general solution of the given
ODE as
𝑎0 𝑎0 𝑎0 5
𝑦𝑦 = 𝑎0 − 𝑥 2 − 𝑥 3 + 𝑥 + ⋯ .. [b]
4 12 120

Substituting given initial condition 𝑦𝑦(0) = 4, we get


𝑎0 = 4

Substituting 𝑎0 into Equation [b], we get the particular solution of the given ODE as

83
1 1
𝑦𝑦 = 4 − 𝑥 2 − 𝑥 3 + 𝑥 5 … ..
3 30

Plot of is shown below:

EXAMPLE 5.4
Find a basis of solutions by the Frobenius method.
𝟐𝒙𝒚′′ + 𝟓𝒚′ + 𝒙𝒚 = 𝟎

Solution: For Forbenius method, we assume solution of the form


𝑦𝑦 = � 𝑎𝑚 𝑥 𝑚+𝑟
𝑚=0

Differentiating successively,

𝑦𝑦′ = � 𝑎𝑚 (𝑚 + 𝑟)𝑥 𝑚+𝑟−1


𝑚=0

𝑦𝑦′′ = � 𝑎𝑚 (𝑚 + 𝑟)(𝑚 + 𝑟 − 1)𝑥 𝑚+𝑟−2


𝑚=0

Substituting 𝑦𝑦, 𝑦𝑦′ and 𝑦𝑦′′ into given differential equation, we get
∞ ∞ ∞
𝑚+𝑟−1 𝑚+𝑟−1
� 2𝑎𝑚 (𝑚 + 𝑟)(𝑚 + 𝑟 − 1)𝑥 + � 5𝑎𝑚 (𝑚 + 𝑟)𝑥 + � 𝑎𝑚 𝑥 𝑚+𝑟+1 = 0
𝑚=0 𝑚=0 𝑚=0

84
∞ ∞
𝑚+𝑟−1
� [2(𝑚 + 𝑟)(𝑚 + 𝑟 − 1) + 5𝑎𝑚 (𝑚 + 𝑟)]𝑎𝑚 𝑥 + � 𝑎𝑚 𝑥 𝑚+𝑟+1 = 0
𝑚=0 𝑚=0

In the first series we set 𝑚 = 𝑠 and 𝑚 = 𝑠 − 2 in the second, thus 𝑠 = 𝑚 + 2. Then


∞ ∞

�[2(𝑠 + 𝑟)(𝑠 + 𝑟 − 1) + 5(𝑠 + 𝑟)]𝑎𝑠 𝑥 𝑠+𝑟−1 + � 𝑎𝑠−2 𝑥 𝑠+𝑟−1 = 0 [a]


𝑠=0 𝑠=2

The lowest power is 𝑥 𝑟−1 (take 𝑠 = 0 in the first series) and gives the indicial equation
2𝑟(𝑟 − 1) + 5𝑟 = 0
or, 2𝑟 2 + 3𝑟 = 0
or, 𝑟(2𝑟 + 3) = 0
3
∴ 𝑟1 = 0 and 𝑟2 = −
2

Similarly taking 𝑠 = 1 in the first series, we get


[2(1 + 𝑟)(1 + 𝑟 − 1) + 5(1 + 𝑟)]𝑎1 = 0
or, [2𝑟(1 + 𝑟) + 5(1 + 𝑟)]𝑎1 = 0
or, (2𝑟 2 + 7𝑟 + 5)𝑎1 = 0

Since (2𝑟 2 + 7𝑟 + 5) ≠ 0 for both 𝑟1 = 0 and 𝑟2 = −3/2, 𝑎1 = 0.

Substituting 𝑟 = 𝑟1 = 0 into Equation [a], we get


∞ ∞
𝑠−1
�[2𝑠(𝑠 − 1) + 5𝑠]𝑎𝑠 𝑥 + � 𝑎𝑠−2 𝑥 𝑠−1 = 0 [b]
𝑠=0 𝑠=2

Equation [b] leads to the recurrence relation


[2𝑠(𝑠 − 1) + 5𝑠]𝑎𝑠 + 𝑎𝑠−2 = 0
𝑎𝑠−2
∴ 𝑎𝑠 = − 2
2𝑠 + 3𝑠

Substituting 𝑠 = 2, 3, 4, …. successively, we get


𝑎0
𝑎2 = −
14
𝑎1
𝑎3 = − =0
27
𝑎2 𝑎0 𝑎0
𝑎4 = − = =
44 14 × 44 616
85
𝑎3
𝑎5 = − =0
65

Then the first solution is given by


𝑎0 2 𝑎0 4 1 1 4
𝑦𝑦1 = 𝑥 0 �𝑎0 − 𝑥 + 𝑥 − ⋯ � = 𝑎0 �1 − 𝑥 2 + 𝑥 −⋯�
14 616 14 616

Substituting 𝑟 = 𝑟2 = −3/2 into Equation [a], we get


∞ ∞
(2𝑠 − 3)(𝑠 − 1) 5
�� + (2𝑠 − 3)� 𝑎𝑠 𝑥 𝑠−1 + � 𝑎𝑠−2 𝑥 𝑠−1 = 0 [c]
2 2
𝑠=0 𝑠=2

Equation [b] leads to the recurrence relation


[𝑠(2𝑠 − 3)]𝑎𝑠 + 𝑎𝑠−2 = 0
𝑎𝑠−2
∴ 𝑎𝑠 = − 2
2𝑠 − 3𝑠

Substituting 𝑠 = 2, 3, 4, …. successively, we get


𝑎0
𝑎2 = −
2
𝑎1
𝑎3 = − =0
12
𝑎2 𝑎0 𝑎0
𝑎4 = − = =
20 2 × 20 40
𝑎3
𝑎5 = − =0
35

Then the second solution is given by


3 𝑎0 2 𝑎0 4 3 1 1
𝑦𝑦2 = 𝑥 −2 �𝑎0 − 𝑥 + 𝑥 − ⋯ � = 𝑎0 𝑥 −2 �1 − 𝑥 2 + 𝑥 4 − ⋯ �
2 48 2 40

Then the general solution of the given ODE is given by


1 2 1 4 3 1 1
𝑦𝑦 = 𝑐𝑐1 �1 − 𝑥 + 𝑥 − ⋯ � + 𝑐𝑐2 𝑥 −2 �1 − 𝑥 2 + 𝑥 4 − ⋯ �
14 616 2 40

EXAMPLE 5.5
Find a basis of solutions by the Frobenius method.
𝒙𝒚′′ + 𝒚′ + 𝒚 = 𝟎

Solution: For Forbenius method, we assume solution of the form

86

𝑦𝑦 = � 𝑎𝑚 𝑥 𝑚+𝑟
𝑚=0

Differentiating successively,

𝑦𝑦′ = � 𝑎𝑚 (𝑚 + 𝑟)𝑥 𝑚+𝑟−1


𝑚=0

𝑦𝑦′′ = � 𝑎𝑚 (𝑚 + 𝑟)(𝑚 + 𝑟 − 1)𝑥 𝑚+𝑟−2


𝑚=0

Substituting 𝑦𝑦, 𝑦𝑦′ and 𝑦𝑦′′ into given differential equation, we get
∞ ∞ ∞
𝑚+𝑟−1 𝑚+𝑟−1
� 𝑎𝑚 (𝑚 + 𝑟)(𝑚 + 𝑟 − 1)𝑥 + � 𝑎𝑚 (𝑚 + 𝑟)𝑥 + � 𝑎𝑚 𝑥 𝑚+𝑟 = 0
𝑚=0 𝑚=0 𝑚=0
∞ ∞
𝑚+𝑟−1
� [(𝑚 + 𝑟)(𝑚 + 𝑟 − 1) + 𝑎𝑚 (𝑚 + 𝑟)]𝑎𝑚 𝑥 + � 𝑎𝑚 𝑥 𝑚+𝑟 = 0
𝑚=0 𝑚=0

In the first series we set 𝑚 = 𝑠 and 𝑚 = 𝑠 − 1 in the second, thus 𝑠 = 𝑚 + 1. Then


∞ ∞
𝑠+𝑟−1
�[(𝑠 + 𝑟)(𝑠 + 𝑟 − 1) + (𝑠 + 𝑟)]𝑎𝑠 𝑥 + � 𝑎𝑠−1 𝑥 𝑠+𝑟−1 = 0 [a]
𝑠=0 𝑠=1

The lowest power is 𝑥 𝑟−1 (take 𝑠 = 0 in the first series) and gives the indicial equation
𝑟(𝑟 − 1) + 𝑟 = 0
or, 𝑟2 = 0
∴ 𝑟1 = 0 and 𝑟2 = 0

Substituting 𝑟 = 𝑟1 = 0 into Equation [a], we get


∞ ∞

�[𝑠(𝑠 − 1) + 𝑠]𝑎𝑠 𝑥 𝑠−1 + � 𝑎𝑠−1 𝑥 𝑠−1 = 0 [b]


𝑠=0 𝑠=1

Equation [b] leads to the recurrence relation


𝑠 2 𝑎𝑠 + 𝑎𝑠−1 = 0
𝑎𝑠−1
∴ 𝑎𝑠 = − 2
𝑠

Substituting 𝑠 = 1, 2, 3, …. successively, we get

87
𝑎1 = −𝑎0
𝑎1 𝑎0 𝑎0
𝑎2 = − = =
4 4 (2!)2
𝑎2 𝑎0 𝑎0
𝑎3 = − =− =−
9 36 (3!)2
𝑎3 𝑎0 𝑎0
𝑎4 = − = =
16 16 × 36 (4!)2

Then the first solution is given by


𝑎0 2 𝑎0 3 1 1
𝑦𝑦1 = 𝑥 0 �𝑎0 − 𝑎0 𝑥 + 𝑥 − 𝑥 − ⋯ � = 𝑎0 �1 − 𝑥 + 𝑥2 − 𝑥3 + ⋯ �
(2!) 2 (3!) 2 (2!)2 (3!)2

Then second solution is given by method of reduction of order

𝑦𝑦2 = 𝑦𝑦1 𝑢 = 𝑦𝑦1 � 𝑈𝑑𝑥

1 − ∫ 𝑝𝑑𝑥𝑥
where 𝑈 = 𝑒𝑒
𝑦𝑦1 2
1 −∫
𝑑𝑥𝑥
= 2 𝑒𝑒
𝑥𝑥
1 2 1 3
�1 − 𝑥 + 𝑥 − 𝑥 + ⋯�
4 36
1
= 2 𝑒𝑒 −𝑙𝑛𝑥𝑥
1 1 3
�1 − 𝑥 + 𝑥2 − 𝑥 + ⋯ �
4 36
1 5 22 3
= �1 + 2𝑥 + 𝑥2 + 𝑥 + ⋯�
𝑥 2 9
1 5 22 2
= +2+ 𝑥+ 𝑥 +⋯
𝑥 2 9

5 22 3
∴ 𝑦𝑦2 = 𝑦𝑦1 � 𝑈𝑑𝑥 = 𝑦𝑦1 𝑙𝑛𝑥 + 𝑦𝑦1 �2𝑥 + 𝑥2 + 𝑥 +. . �
4 27

Then the general solution of the given ODE is given by


1 2
1
𝑦𝑦 = 𝑐𝑐1 �1 − 𝑥 + 𝑥 − 𝑥3 + ⋯ �
(2!)2 (3!)2
5 22
+ 𝑐𝑐2 �𝑦𝑦1 𝑙𝑛𝑥 + 𝑦𝑦1 �2𝑥 + 𝑥 2 + 𝑥 3 +. . ��
4 27

EXAMPLE 5.5
Find a basis of solutions by the Frobenius method.

88
(𝒙𝟐 − 𝒙)𝒚′′ − 𝒙𝒚′ + 𝒚 = 𝟎

Solution: For Forbenius method, we assume solution of the form


𝑦𝑦 = � 𝑎𝑚 𝑥 𝑚+𝑟
𝑚=0

Differentiating successively,

𝑦𝑦′ = � 𝑎𝑚 (𝑚 + 𝑟)𝑥 𝑚+𝑟−1


𝑚=0

𝑦𝑦′′ = � 𝑎𝑚 (𝑚 + 𝑟)(𝑚 + 𝑟 − 1)𝑥 𝑚+𝑟−2


𝑚=0

Substituting 𝑦𝑦, 𝑦𝑦′ and 𝑦𝑦′′ into given differential equation, we get
∞ ∞

(𝑥 2 − 𝑥) � 𝑎𝑚 (𝑚 + 𝑟)(𝑚 + 𝑟 − 1)𝑥 𝑚+𝑟−2


− 𝑥 � 𝑎𝑚 (𝑚 + 𝑟)𝑥 𝑚+𝑟−1
𝑚=0 𝑚=0

+ � 𝑎𝑚 𝑥 𝑚+𝑟 = 0
𝑚=0
∞ ∞

� 𝑎𝑚 (𝑚 + 𝑟)(𝑚 + 𝑟 − 1)𝑥 𝑚+𝑟 − � 𝑎𝑚 (𝑚 + 𝑟)(𝑚 + 𝑟 − 1)𝑥 𝑚+𝑟−1


𝑚=0 𝑚=0
∞ ∞
𝑚+𝑟
− � 𝑎𝑚 (𝑚 + 𝑟)𝑥 + � 𝑎𝑚 𝑥 𝑚+𝑟 = 0
𝑚=0 𝑚=0

− � 𝑎𝑚 (𝑚 + 𝑟)(𝑚 + 𝑟 − 1)𝑥 𝑚+𝑟−1


𝑚=0

+ � [𝑎𝑚 (𝑚 + 𝑟)(𝑚 + 𝑟 − 1) − 𝑎𝑚 (𝑚 + 𝑟) + 𝑎𝑚 ]𝑥 𝑚+𝑟 = 0


𝑚=0

In the first series we set 𝑚 = 𝑠 and 𝑚 = 𝑠 − 1 in the second, thus 𝑠 = 𝑚 + 1. Then


− � 𝑎𝑠 (𝑠 + 𝑟)(𝑠 + 𝑟 − 1)𝑥 𝑠+𝑟−1


𝑠=0

[a]
+ �[(𝑠 + 𝑟 − 1)(𝑠 + 𝑟 − 2) − (𝑠 + 𝑟 − 1) + 1]𝑎𝑠−1 𝑥 𝑠+𝑟−1
𝑠=1
=0

89
The lowest power is 𝑥 𝑟−1 (take 𝑠 = 0 in the first series) and gives the indicial equation
𝑟(𝑟 − 1) = 0
∴ 𝑟1 = 1 and 𝑟2 = 0

Substituting 𝑟 = 𝑟1 = 1 into Equation [a], we get


∞ ∞

− � 𝑎𝑠 𝑠(𝑠 + 1)𝑥 + �[𝑠(𝑠 − 1) − 𝑠 + 1]𝑎𝑠−1 𝑥 𝑠 = 0


𝑠
[b]
𝑠=0 𝑠=1

Equation [b] leads to the recurrence relation


𝑠(𝑠 + 1)𝑎𝑠 + [𝑠(𝑠 − 1) − 𝑠 + 1]𝑎𝑠−1 = 0
(𝑠 − 1)2
∴ 𝑎𝑠 = − 𝑎
𝑠(𝑠 + 1) 𝑠−1

Substituting 𝑠 = 1, 2, 3, …. successively, we get


𝑎1 = 0
𝑎2 = 0

𝑎3 = 0

𝑎4 = 0

Then the first solution is given by


𝑦𝑦1 = 𝑥1 = 𝑥

Then second solution is given by method of reduction of order

𝑦𝑦2 = 𝑦𝑦1 𝑢 = 𝑦𝑦1 � 𝑈𝑑𝑥

1 − ∫ 𝑝𝑑𝑥𝑥
where 𝑈 = 𝑒𝑒
𝑦𝑦1 2
1 ∫ 𝑑𝑥𝑥
= 𝑒𝑒 𝑥𝑥−1
𝑥2
1
= 2 𝑒𝑒 𝑙𝑛(𝑥𝑥−1)
𝑥
𝑥−1
= 2
𝑥

1 1 1
∴ 𝑦𝑦2 = 𝑦𝑦1 � 𝑈𝑑𝑥 = 𝑥 � � − 2 � 𝑑𝑥 = 𝑥 �𝑙𝑛𝑥 + � = 𝑥𝑙𝑛𝑥 + 1
𝑥 𝑥 𝑥

90
Then the general solution of the given ODE is given by
𝑦𝑦 = 𝑐𝑐1 𝑥 + 𝑐𝑐2 (𝑥𝑙𝑛𝑥 + 1)

EXERCISE
19. Find a power series solution in powers of x.
(a) 𝑦𝑦 ′ − 𝑦𝑦 = 0 (b) (2 + 𝑥)𝑦𝑦 ′ = 𝑦𝑦
(c) 𝑦𝑦 ′ + 𝑥𝑦𝑦 = 𝑐𝑐𝑜𝑠𝑥 (d) 𝑦𝑦 ′′ − 3𝑥𝑦𝑦 = 0
(e) 𝑦𝑦 ′′ − 𝑦𝑦′ + 𝑥 2 𝑦𝑦 = 0 (f) 𝑦𝑦 ′′ − (𝑥 + 1)𝑦𝑦 ′ − 𝑦𝑦 = 0
(g) 𝑦𝑦 ′′ − (1 − 𝑥)𝑦𝑦 ′ + 2𝑦𝑦 = 1 − 𝑥 2 (h) 𝑦𝑦 ′′ + 𝑒𝑒 𝑦 𝑦𝑦′ − 𝑦𝑦 = 0

20. Solve the initial value problem by a power series.


(a) 𝑦𝑦 ′ + 4𝑦𝑦 = 1, 𝑦𝑦(0) = 1.25
(b) 𝑦𝑦 ′′ + 3𝑥𝑦𝑦 ′ + 2𝑦𝑦 = 0, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 1
(c) 𝑦𝑦 ′′ + 3𝑥𝑦𝑦 ′ + 𝑒𝑒 𝑥𝑥 𝑦𝑦 = 2𝑥, 𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = −1
(d) 𝑥 2 𝑦𝑦 ′′ = 𝑥 + 1, 𝑦𝑦(1) = 1, 𝑦𝑦 ′ (1) = 0
1
(e) 𝑥 2 𝑦𝑦 ′′ − 2𝑥𝑦𝑦 ′ + 𝑦𝑦 𝑙𝑛𝑥 = 0, 𝑦𝑦(1) = 0, 𝑦𝑦 ′ (1) =
2
21. Find a basis of solutions by the Frobenius method.
(a) 3𝑥𝑦𝑦 ′′ + 𝑦𝑦 ′ + 𝑦𝑦 = 0 (b) 2𝑥𝑦𝑦 ′′ − 𝑦𝑦 ′ + 2𝑦𝑦 = 0
(c) 𝑥𝑦𝑦 ′′ + 𝑦𝑦 ′ − 𝑥𝑦𝑦 = 0 (d) 𝑥𝑦𝑦 ′′ + (1 − 𝑥)𝑦𝑦 ′ − 𝑦𝑦 = 0
(e) 𝑥(𝑥 − 1)𝑦𝑦 ′′ + (3𝑥 − 1)𝑦𝑦 ′ + 𝑦𝑦 = 0 (f) 𝑥 2 𝑦𝑦 ′′ − 𝑥 2 𝑦𝑦 ′ − 2𝑦𝑦 = 0
(g) 𝑥 2 𝑦𝑦 ′′ − (2 + 3𝑥)𝑦𝑦 = 0

91
PRACTICE PROBLEMS FOR ADVANCED ENGINEERING MATHEMATICS

EXERCISE 6
Laplace Transform

EXAMPLE 6.1
Find the Laplace transform of the following functions.
(a) 1 (b) 𝒕 −𝟏 𝒕<1
(e) 𝒇(𝒕) = �
(c) 𝒆 𝒂𝒕 (d) 𝒔𝒊𝒏𝝎𝒕 𝟏 𝒕≥𝟏

Solution: Using definition of Laplace transform for each case


(a) ℒ(𝑓) = � 𝑒𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡


0
∞ ∞
−𝑠𝑡 −𝑠𝑡 1 −𝑠𝑡 ∞ 1 1
= � 𝑒𝑒 . 1𝑑𝑡 = � 𝑒𝑒 𝑑𝑡 = − 𝑒𝑒 � = − (0 − 1) =
𝑠 0 𝑠 𝑠
0 0

(b) ℒ(𝑓) = � 𝑒𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡


0


1 1
= � 𝑒𝑒 −𝑠𝑡 𝑡𝑑𝑡 = (1 + 𝑒𝑒 −𝑠𝑡
− 𝑠𝑡𝑒𝑒 −𝑠𝑡 )�
=
𝑠2 0 𝑠2
0

(c) ℒ(𝑓) = � 𝑒𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡


0
∞ ∞

1 1
= � 𝑒𝑒 −𝑠𝑡 𝑒𝑒 𝑎𝑡 𝑑𝑡 = � 𝑒𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡 =− 𝑒𝑒 −(𝑠−𝑎)𝑡 � =
(𝑠 − 𝑎) 0
(𝑠 − 𝑎)
0 0

(d) ℒ(𝑓) = � 𝑒𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡


0
∞ ∞
−𝑠𝑡
𝑒𝑒 −𝑠𝑡 𝜔
= � 𝑒𝑒 𝑠𝑖𝑛𝜔𝑡𝑑𝑡 = 2 (−𝑠 𝑠𝑖𝑛𝜔𝑡 − 𝜔 𝑐𝑐𝑜𝑠𝜔𝑡)� =
𝑠 + 𝜔2 0
𝑠2 + 𝜔2
0

92

(e) ℒ(𝑓) = � 𝑒𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡


0
1 ∞

= � 𝑒𝑒 −𝑠𝑡 (−1)𝑑𝑡 + � 𝑒𝑒 −𝑠𝑡 (1)𝑑𝑡


0 1

1 −𝑠𝑡 1 1 −𝑠𝑡
= 𝑒𝑒 � − 𝑒𝑒 �
𝑠 0 𝑠 1
1 −𝑠 1 1
= (𝑒𝑒 − 1) − (0 − 𝑒𝑒 −𝑠 ) = (2𝑒𝑒 −𝑠 − 1)
𝑠 𝑠 𝑠

EXAMPLE 6.2
Find the inverse Laplace transform of the following
𝟓𝒔 + 𝟏
𝓛−𝟏 � �
𝒔𝟐 − 𝟐𝟓

Solution: Given
5𝑠 + 1
𝐹(𝑠) =
𝑠 2 − 25

It can also be expressed as


5𝑠 1 𝑠 1 5
𝐹(𝑠) = + 2 = 5� 2 �+ � 2 �
𝑠2 − 25 𝑠 − 25 𝑠 − 25 5 𝑠 − 25

Then the inverse Laplace transform is given by


𝑠 1 5 1
𝑓(𝑡) = ℒ −1 �5 � � + � �� = 5𝑐𝑐𝑜𝑠ℎ5𝑡 + 𝑠𝑖𝑛ℎ5𝑡
𝑠 2 − 25 5 𝑠 2 − 25 5

EXAMPLE 6.3
Find the Laplace transform of the following functions.
𝒆−𝟐𝒕 + 𝒕

Solution: Using linearity of Laplace transform


ℒ(𝑓) = ℒ(𝑓)
1 1 𝑠2 + 𝑠 + 2
= ℒ(𝑒𝑒 −2𝑡 ) + ℒ(𝑡) = + 2 =
𝑠+2 𝑠 𝑠 2 (𝑠 + 2)

EXAMPLE 6.4
Find the Laplace transform of the following function 𝒇(𝒕) = 𝒆𝒂𝒕 𝒄𝒐𝒔𝝎𝒕.

93
Solution: As we know
𝑠
ℒ(𝑐𝑐𝑜𝑠𝜔𝑡) = 2
𝑠 + 𝜔2

Then using first shifting theorem, we get


𝑠−𝑎
ℒ(𝑒𝑒 𝑎𝑡 𝑐𝑐𝑜𝑠𝜔𝑡) =
(𝑠 − 𝑎)2 + 𝜔 2

EXAMPLE 6.5
Find the inverse Laplace transform of the following
𝒔+𝟏
𝓛−𝟏 � �
𝒔𝟐 − 𝟒𝒔

Solution: Given
𝑠+1 𝑠+1
𝐹(𝑠) = =
𝑠 2 − 4𝑠 𝑠(𝑠 − 4)

Using partial fractions


1 5
𝐹(𝑠) = − +
4𝑠 4(𝑠 − 4)

Then the inverse Laplace transform is given by


1 5 1 5
𝑓(𝑡) = ℒ −1 �− + � = − + 𝑒𝑒 4𝑡
4𝑠 4(𝑠 − 4) 4 4

EXAMPLE 6.6
Find the inverse Laplace transform of the following
𝟏
𝓛−𝟏 � �
𝒔(𝒔𝟐 + 𝝎𝟐 )

Solution: As we know
1 1 −1 𝜔 1
ℒ −1 � 2 � = ℒ � 2 � = 𝑠𝑖𝑛𝜔𝑡
𝑠 + 𝜔2 𝜔 𝑠 + 𝜔2 𝜔
𝑡
1 1
∴ ℒ −1 � 2 � = � 𝑠𝑖𝑛𝜔𝜏 𝑑𝜏
𝑠(𝑠 + 𝜔 )
2 𝜔
0
1 𝑐𝑐𝑜𝑠𝜔𝜏 𝑡 1
= �− � = 2 (1 − 𝑐𝑐𝑜𝑠𝜔𝑡)
𝜔 𝜔 0 𝜔

94
EXAMPLE 6.7
Solve the IVPs by the Laplace transform.
𝒚′′ − 𝒚′ − 𝟔𝒚 = 𝟎, 𝒚(𝟎) = 𝟏𝟏, 𝒚′ (𝟎) = 𝟐𝟖

Solution: Applying Laplace transform of the given ODE


𝑠 2 𝑌 − 𝑠𝑦𝑦(0) − 𝑦𝑦 ′ (0) − [𝑠𝑌 − 𝑦𝑦(0)] − 6𝑌 = 0
𝑠 2 𝑌 − 𝑠𝑦𝑦(0) − 𝑦𝑦 ′ (0) − 𝑠𝑌 + 𝑦𝑦(0) − 6𝑌 = 0

Using given initial conditions,


𝑠 2 𝑌 − 11𝑠 − 11 − 𝑠𝑌 + 28 − 6𝑌 = 0
or, (𝑠 2 − 𝑠 − 6)𝑌 = 11𝑠 − 17
11𝑠 − 17 11𝑠 − 17 10 1
or, 𝑌 = = = +
(𝑠 2 − 𝑠 − 6) (𝑠 − 3)(𝑠 + 2) 𝑠 − 3 𝑠 + 2

Taking using Laplace transform, we get


10 1
𝑦𝑦(𝑡) = ℒ −1 � + � = 10𝑒𝑒 3𝑡 + 𝑒𝑒 −2𝑡
𝑠−3 𝑠+2

EXAMPLE 6.8
Solve the IVPs by the Laplace transform.
𝒚′′ − 𝟑𝒚′ + 𝟐𝒚 = 𝒆−𝟒𝒕 , 𝒚(𝟎) = 𝟏, 𝒚′ (𝟎) = 𝟓

Solution: Applying Laplace transform of the given ODE


1
𝑠 2 𝑌 − 𝑠𝑦𝑦(0) − 𝑦𝑦 ′ (0) − 3[𝑠𝑌 − 𝑦𝑦(0)] + 2𝑌 =
𝑠+4
1
𝑠 2 𝑌 − 𝑠𝑦𝑦(0) − 𝑦𝑦 ′ (0) − 3𝑠𝑌 + 3𝑦𝑦(0) + 2𝑌 =
𝑠+4

Using given initial conditions,


1
𝑠 2 𝑌 − 𝑠 − 5 − 3𝑠𝑌 + 3 + 2𝑌 =
𝑠+4
1
or, (𝑠 2 − 3𝑠 + 2)𝑌 = 𝑠 + 2 +
𝑠+4
𝑠+2 1
or, 𝑌 = 2 + 2
(𝑠 − 3𝑠 + 2) (𝑠 − 3𝑠 + 2)(𝑠 + 4)
(𝑠 + 2)(𝑠 + 4) + 1
or, 𝑌 =
(𝑠 2 − 3𝑠 + 2)(𝑠 + 4)

95
𝑠 2 + 6𝑠 + 9 16 25 1
or, 𝑌 = =− + +
(𝑠 − 1)(𝑠 − 2)(𝑠 + 4) 5(𝑠 − 1) 6(𝑠 − 2) 30(𝑠 + 4)

Taking using Laplace transform, we get


16 25 1 16 25 1
𝑦𝑦(𝑡) = ℒ −1 �− + + � = − 𝑒𝑒 𝑡 + 𝑒𝑒 2𝑡 + 𝑒𝑒 −4𝑡
5(𝑠 − 1) 6(𝑠 − 2) 30(𝑠 + 4) 5 6 30
EXAMPLE 6.9
Find the Laplace transform of f(t) using the unit step function,
𝟏 𝒊𝒇 𝟎 < 𝑡 < 1

𝟐 𝒊𝒇 𝟏 < 𝑡 < 3
𝒇(𝒕) =
⎨𝟒 𝒊𝒇 𝟑 < 𝑡 < 4
⎩−𝟐 𝒊𝒇 𝒕 > 4

Solution: Given function f(t) can be expressed in terms of unit step functions as
𝑓(𝑡) = 1 − 𝑢(𝑡 − 1) + 2𝑢(𝑡 − 1) − 2𝑢(𝑡 − 3) + 4𝑢(𝑡 − 3) − 4𝑢(𝑡 − 4) − 2𝑢(𝑡 − 4)
∴ 𝑓(𝑡) = 1 + 𝑢(𝑡 − 1) + 2𝑢(𝑡 − 3) − 6𝑢(𝑡 − 4)

Then its Laplace transform is given by


ℒ{𝑓(𝑡)} = ℒ{1} + ℒ{𝑢(𝑡 − 1)} + ℒ{2𝑢(𝑡 − 3)} − ℒ{6𝑢(𝑡 − 4)}
1 𝑒𝑒 −𝑠 2𝑒𝑒 −3𝑠 6𝑒𝑒 −4𝑠
∴ 𝐹(𝑠) = + + −
𝑠 𝑠 𝑠 𝑠

EXAMPLE 6.10
Find f (t) if F(s) equals
𝒆−𝟐𝒔
𝒔𝟐 (𝒔 − 𝟏)

Solution: Given
𝑒𝑒 −2𝑠
𝐹(𝑠) =
𝑠 2 (𝑠 − 1)

Using partial fractions


𝑒𝑒 −2𝑠 𝑒𝑒 −2𝑠 𝑒𝑒 −2𝑠
𝐹(𝑠) = − − 2 +
𝑠 𝑠 (𝑠 − 1)

Then the inverse Laplace transform is given by

96
𝑒𝑒 −2𝑠 𝑒𝑒 −2𝑠 𝑒𝑒 −2𝑠
𝑓(𝑡) = ℒ −1
�− − 2 + � = −𝑢(𝑡 − 2) − (𝑡 − 2)𝑢(𝑡 − 2) + 𝑒𝑒 (𝑡−2) 𝑢(𝑡 − 2)
𝑠 𝑠 (𝑠 − 1)

EXAMPLE 6.11
Solve the IVPs by the Laplace transform.
𝒚′′ + 𝟒𝒚′ + 𝟏𝟑𝒚 = 𝜹(𝒕 − 𝝅) + 𝜹(𝒕 − 𝟑𝝅), 𝒚(𝟎) = 𝟏, 𝒚′ (𝟎) = 𝟎

Solution: Applying Laplace transform of the given ODE


𝑠 2 𝑌 − 𝑠𝑦𝑦(0) − 𝑦𝑦 ′ (0) + 4[𝑠𝑌 − 𝑦𝑦(0)] + 13𝑌 = 𝑒𝑒 −𝝅𝑠 + 𝑒𝑒 −3𝝅𝑠
𝑠 2 𝑌 − 𝑠𝑦𝑦(0) − 𝑦𝑦 ′ (0) + 4𝑠𝑌 − 4𝑦𝑦(0) + 13𝑌 = 𝑒𝑒 −𝝅𝑠 + 𝑒𝑒 −3𝝅𝑠

Using given initial conditions,


𝑠 2 𝑌 − 𝑠 + 4𝑠𝑌 − 4 + 13𝑌 = 𝑒𝑒 −𝝅𝑠 + 𝑒𝑒 −3𝝅𝑠
or, (𝑠 2 + 4𝑠 + 13)𝑌 = 𝑠 + 4 + 𝑒𝑒 −𝝅𝑠 + 𝑒𝑒 −3𝝅𝑠
𝑠+4 𝑒𝑒 −𝝅𝑠 + 𝑒𝑒 −3𝝅𝑠
or, 𝑌 = +
𝑠 2 + 4𝑠 + 13 𝑠 2 + 4𝑠 + 13
𝑠+2 2 𝑒𝑒 −𝝅𝑠 𝑒𝑒 −3𝝅𝑠
or, 𝑌 = + + +
(𝑠 + 2)2 + 32 (𝑠 + 2)2 + 32 (𝑠 + 2)2 + 32 (𝑠 + 2)2 + 32

Taking using Laplace transform, we get

−1
𝑠+2 2 𝑒𝑒 −𝝅𝑠 𝑒𝑒 −3𝝅𝑠
𝑦𝑦(𝑡) = ℒ � + + + �
(𝑠 + 2)2 + 32 (𝑠 + 2)2 + 32 (𝑠 + 2)2 + 32 (𝑠 + 2)2 + 32

−1
𝑠+2 2 3 1 3𝑒𝑒 −𝝅𝑠 1 3𝑒𝑒 −3𝝅𝑠
=ℒ � + + + �
(𝑠 + 2)2 + 32 3 (𝑠 + 2)2 + 32 3 (𝑠 + 2)2 + 32 3 (𝑠 + 2)2 + 32

2 1
∴ 𝑦𝑦(𝑡) = 𝑒𝑒 −𝟐𝒕 𝑐𝑐𝑜𝑠3𝑡 + 𝑒𝑒 −𝟐𝒕 𝑠𝑖𝑛3𝑡 + 𝑢(𝑡 − 𝜋)𝑒𝑒 −𝟐(𝑡−𝜋) 𝑠𝑖𝑛3(𝑡 − 𝜋)
3 3
1
+ 𝑢(𝑡 − 3𝜋)𝑒𝑒 −𝟐(𝑡−3𝜋) 𝑠𝑖𝑛3(𝑡 − 3𝜋)
3

EXAMPLE 6.12
Find convolution by integration
𝒔𝒊𝒏𝝎𝒕 ∗ 𝒕

97
Solution: Using convolution theorem
𝑡

𝑠𝑖𝑛𝜔𝑡 ∗ 𝑡 = � 𝑠𝑖𝑛𝜔𝜏 (𝑡 − 𝜏)𝑑𝜏


0

𝑡 𝑡

= � 𝑡𝑠𝑖𝑛𝜔𝜏 𝑑𝜏 − � 𝜏𝑠𝑖𝑛𝜔𝜏 𝑑𝜏
0 0

𝑡𝑐𝑐𝑜𝑠𝜔𝜏 𝑡 𝑠𝑖𝑛𝜔𝜏 − 𝜔𝜏𝑐𝑐𝑜𝑠𝜔𝜏 𝑡


=− � −� �
𝜔 0 𝜔2 0

𝑡 𝑡𝑐𝑐𝑜𝑠𝜔𝑡 𝑠𝑖𝑛𝜔𝑡 𝑡𝑐𝑐𝑜𝑠𝜔𝑡


= − −� 2 − �
𝜔 𝜔 𝜔 𝜔

𝑡𝜔 − 𝑠𝑖𝑛𝜔𝑡
=
𝜔2

EXAMPLE 6.13
Find f (t) if F(s) equals
𝟏𝟖𝒔
(𝒔𝟐 + 𝟑𝟔)𝟐

Solution: Given
18𝑠 6 𝑠
𝐹(𝑠) = = 3. 2 . 2
(𝑠 2 + 36) 2 𝑠 + 6 𝑠 + 62
2

As we know
6 𝑠
ℒ −1 � � = 𝑠𝑖𝑛6𝑡 and ℒ −1 � � = 𝑐𝑐𝑜𝑠6𝑡
𝑠 2 + 62 𝑠 2 + 62

Then using convolution theorem


18𝑠
ℒ −1 � � = 3𝑠𝑖𝑛6𝑡 ∗ 𝑐𝑐𝑜𝑠6𝑡
(𝑠 2 + 36)2
𝑡

= � 3𝑠𝑖𝑛𝜔6𝜏 𝑐𝑐𝑜𝑠6(𝑡 − 𝜏)𝑑𝜏


0

98
𝑡
3
= � 2𝑠𝑖𝑛6𝜏 𝑐𝑐𝑜𝑠6(𝑡 − 𝜏)𝑑𝜏
2
0

𝑡
3
= �[𝑠𝑖𝑛6𝑡 + 𝑠𝑖𝑛(−6𝑡 + 12𝜏)]𝑑𝜏
2
0

𝑡 𝑡
3 3
= 𝑠𝑖𝑛6𝑡 𝜏� − 𝑐𝑐𝑜𝑠(−6𝑡 + 12𝜏)�
2 0 24 0

3 1
= 𝑡 𝑠𝑖𝑛6𝑡 − (𝑐𝑐𝑜𝑠6𝑡 − 𝑐𝑐𝑜𝑠6𝑡)
2 8
3
= 𝑡 𝑠𝑖𝑛6𝑡
2

EXAMPLE 6.14
Using the Laplace transform, solve the IVP:
𝑦𝑦1′ = 2𝑦𝑦1 − 𝑦𝑦2
𝑦𝑦2′ = 5𝑦𝑦1 + 4𝑦𝑦2
𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = 0

Solution: Applying Laplace transform of the given system of ODEs


𝑠𝑌1 − 𝑦𝑦1 (0) = 2𝑌1 − 𝑌2
𝑠𝑌2 − 𝑦𝑦2 (0) = 5𝑌1 + 4𝑌2

Using given initial conditions,


𝑠𝑌1 − 1 = 2𝑌1 − 𝑌2
𝑠𝑌2 − 0 = 5𝑌1 + 4𝑌2

Rearranging the terms


(𝑠 − 2)𝑌1 + 𝑌2 = 1 [a]
−5𝑌1 + (𝑠 − 4)𝑌2 = 0 [b]

Solving simultaneous equations [a] and [b], we get


(𝑠 − 4) (𝑠 − 3 − 1) (𝑠 − 3) 1
𝑌1 = = = −
𝑠 2 − 6𝑠 + 13 (𝑠 − 3)2 + 22 (𝑠 − 3)2 + 22 (𝑠 − 3)2 + 22

99
5 5
𝑌2 = =
𝑠2 − 6𝑠 + 13 (𝑠 − 3)2 + 22

Taking the inverse Laplace transform, we get the solution as


(𝑠 − 3) 1 2 1 3𝑡
𝑦𝑦1 = ℒ −1 � − � = 𝑒𝑒 3𝑡
𝑐𝑐𝑜𝑠3𝑡 − 𝑒𝑒 𝑠𝑖𝑛3𝑡
(𝑠 − 3)2 + 22 2 (𝑠 − 3)2 + 22 2
5 2 5
𝑦𝑦2 = ℒ −1 � � = 𝑒𝑒 3𝑡 𝑠𝑖𝑛3𝑡
2 (𝑠 − 3) + 2
2 2 2

EXAMPLE 6.15
Using the Laplace transform, solve the IVP:
2𝑦𝑦1′ = −𝑦𝑦2 + 𝑐𝑐𝑜𝑠𝑡
𝑦𝑦2′ = 2𝑦𝑦1 + 𝑠𝑖𝑛𝑡
𝑦𝑦1 (0) = 0, 𝑦𝑦2 (0) = 1

Solution: Applying Laplace transform of the given system of ODEs


𝑠
2𝑠𝑌1 − 2𝑦𝑦1 (0) = −𝑌2 + 2
𝑠 +1
1
𝑠𝑌2 − 𝑦𝑦2 (0) = 2𝑌1 + 2
𝑠 +1

Using given initial conditions,


𝑠
2𝑠𝑌1 − 0 = −𝑌2 + 2
𝑠 +1
1
𝑠𝑌2 − 1 = 2𝑌1 + 2
𝑠 +1

Rearranging the terms


𝑠
2𝑠𝑌1 + 𝑌2 = 2 [a]
𝑠 +1
1
−2𝑌1 + 𝑠𝑌2 = 1 + [b]
𝑠2 +1

Solving simultaneous equations [a] and [b], we get


1
𝑌1 = −
(𝑠 2 + 1)2

100
𝑠 2𝑠
𝑌2 = + 2
𝑠2 + 1 (𝑠 + 1)2

Taking the inverse Laplace transform, we get the solution as


1
𝑦𝑦1 = ℒ −1 �− �
(𝑠 2 + 1)2

1 1
= ℒ −1 �− � �� 2 ��
𝑠2 +1 𝑠 +1
𝑡

= − � 𝑠𝑖𝑛𝜏 𝑠𝑖𝑛(𝑡 − 𝜏)𝑑𝜏


0

𝑡
1
= − � 2𝑠𝑖𝑛𝜏 𝑠𝑖𝑛(𝑡 − 𝜏)𝑑𝜏
2
0

𝑡
1
= �[𝑐𝑐𝑜𝑠(2𝜏 − 𝑡) − 𝑐𝑐𝑜𝑠𝑡]𝑑𝜏
2
0

𝑡
1 𝑠𝑖𝑛(2𝜏 − 𝑡)
= � − 𝜏𝑐𝑐𝑜𝑠𝑡�
2 2 0

1
= [𝑠𝑖𝑛𝑡 − 𝑡𝑐𝑐𝑜𝑠𝑡]
2

𝑠 2𝑠
𝑦𝑦2 = ℒ −1 � + 2 �
𝑠2 + 1 (𝑠 + 1)2

𝑠 2𝑠
= ℒ −1 � � + ℒ −1 � 2 �
𝑠2 +1 (𝑠 + 1)2

𝑠 𝑠 1
= ℒ −1 � � + 2ℒ −1
� �
𝑠2 + 1 (𝑠 2 + 1) (𝑠 2 + 1)
𝑡

= 𝑐𝑐𝑜𝑠𝑡 + 2 � 𝑐𝑐𝑜𝑠𝜏 𝑠𝑖𝑛(𝑡 − 𝜏)𝑑𝜏


0

101
𝑡

= 𝑐𝑐𝑜𝑠𝑡 + �[𝑠𝑖𝑛𝑡 + 𝑠𝑖𝑛(−2𝜏 + 𝑡)]𝑑𝜏


0

𝑡
𝑐𝑐𝑜𝑠(−2𝜏 + 𝑡)
= 𝑐𝑐𝑜𝑠𝑡 + �𝜏𝑠𝑖𝑛𝑡 + �
2 0

= 𝑐𝑐𝑜𝑠𝑡 + 𝑡𝑠𝑖𝑛𝑡

102

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