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Practice Problems For Advanced Engineering Mathematics: April 2019
Practice Problems For Advanced Engineering Mathematics: April 2019
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Exercise Sheets
EXERCISE 2 .................................................................................................................................................. 24
EXERCISE 3 .................................................................................................................................................. 47
EXERCISE 4 .................................................................................................................................................. 63
EXERCISE 5 .................................................................................................................................................. 80
EXERCISE 6 .................................................................................................................................................. 92
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.
EXAMPLE 1.2
Determine the general solution of an ODE 𝒙𝒚′ + 𝒚 = 𝒚𝟐 . Plot the solution curves.
𝑑𝑦𝑦 𝑑𝑥
or, =
𝑦𝑦(𝑦𝑦 − 1) 𝑥
𝑑𝑦𝑦 𝑑𝑦𝑦 𝑑𝑥
or, − =
𝑦𝑦 − 1 𝑦𝑦 𝑥
3
Integrating both sides,
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.
4
1
or, �1 + � 𝑑𝑦𝑦 = (𝑥 2 − 1)𝑑𝑥
𝑦𝑦
𝑥3
𝑦𝑦 + ln 𝑦𝑦 = −𝑥+𝐶
3
−𝑒𝑒 − 1 = 9 − 3 + 𝐶
∴ 𝐶 = −𝑒𝑒 − 7
𝑥3
𝑦𝑦 + ln 𝑦𝑦 = − 𝑥 − 𝑒𝑒 − 7
3
EXAMPLE 1.4
Determine the general solution of an ODE 𝒙𝒚′ = 𝒙 + 𝒚.
𝑑𝑦𝑦 𝑑𝑢
= 𝑥+𝑢 [b]
𝑑𝑥 𝑑𝑥
𝑑𝑢
or, 𝑥=1
𝑑𝑥
𝑑𝑥
or, 𝑑𝑢 =
𝑥
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
𝑑𝑦𝑦 𝑑𝑢
∴ = −1 [b]
𝑑𝑥 𝑑𝑥
𝑑𝑢 1
or, =
𝑑𝑥 𝑢
or, 𝑢𝑑𝑢 = 𝑑𝑥
or, 𝑢2 = 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
𝑑𝑦𝑦 𝑑𝑢
= 𝑥+𝑢 [b]
𝑑𝑥 𝑑𝑥
𝑑𝑢
or, 𝑥 = (1 − 𝑢)2
𝑑𝑥
𝑑𝑢 𝑑𝑥
or, =
(1 − 𝑢) 2 𝑥
(1 − u)(ln 𝑥 + 𝐶) = 1
∴ 𝐶 = 1 − ln 1
∴ (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
𝑑𝑦𝑦 2𝑋 + 5𝑌
= [c]
𝑑𝑥 5𝑋 + 2𝑌
𝑑𝑌 𝑑𝑈
= 𝑋+𝑈 [d]
𝑑𝑋 𝑑𝑋
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
(1 + 𝑈)3
or, 𝑙𝑛 � � = 𝑙𝑛(𝐶1𝑋)4
(1 − 𝑈)7
(1 + 𝑈)3
or, = (𝐶1𝑋)4
(1 − 𝑈)7
Substituting 𝑈 = 𝑌/𝑋,
𝑋+𝑌 3 4
𝑋−𝑌 7
� � = 𝐶𝑋 � �
𝑋 𝑋
EXAMPLE 1.8
Determine the general solution of an ODE:
𝒅𝒚 𝟐𝒙 + 𝟑𝒚 + 𝟒
=
𝒅𝒙 𝟒𝒙 + 𝟔𝒚 + 𝟓
𝑑𝑦𝑦 1 𝑑𝑢
∴ = � − 2� [b]
𝑑𝑥 3 𝑑𝑥
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
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
10
𝜕𝑀 1
=− 2 [c]
𝜕𝑦𝑦 𝑥
𝜕𝑁 1
=− 2 [d]
𝜕𝑥 𝑥
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
Then substituting 𝑘(𝑦𝑦) into [e], the general solution can be expressed as
𝑦𝑦
= + 𝑠𝑖𝑛 2𝑥 + 𝑐𝑐𝑜𝑠 2𝑦𝑦
𝑢 𝑥
=𝐶
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]
𝜕𝑁
= 𝑒𝑒 𝑦 [d]
𝜕𝑥
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
∴ 𝐶=5
EXAMPLE 1.11
Determine the particular solution of an ODE subject to given initial condition
(𝒙𝟒 + 𝒚𝟐 )𝒅𝒙 − 𝒙𝒚𝒅𝒚 = 𝟎, 𝒚(𝟐) = 𝟏
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
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
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
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
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
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
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
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
𝜋3
∴ 𝐶=
8
EXAMPLE 1.14
Determine the general solution of the following ODE
𝒅𝒚
= 𝒚(𝟏 + 𝒚𝒆𝒙 )
𝒅𝒙
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
= − + 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
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
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.
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
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
19
𝑑𝑦𝑦 𝑥 − 2𝑦𝑦 𝑑𝑦𝑦 𝑥 − 𝑦𝑦 + 1
(g) = (h) =
𝑑𝑥 3𝑥 − 6𝑦𝑦 + 4 𝑑𝑥 2𝑥 − 2𝑦𝑦
D: Exact ODE
8. Find a general solution for the following differential equations. Also plot the solution curves.
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
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
𝑥𝑦𝑦
(b) 𝑑𝑥 + (3𝑦𝑦 2 − 𝑥 2 )𝑑𝑦𝑦 = 0, 𝑦𝑦(1) = 1
2
(f) (𝑠𝑖𝑛 𝑥𝑦𝑦 + 𝑥𝑦𝑦 𝑐𝑐𝑜𝑠 𝑥𝑦𝑦)𝑑𝑥 + 𝑥 2 𝑐𝑐𝑜𝑠 𝑥𝑦𝑦 𝑑𝑦𝑦 = 0, 𝑦𝑦(0) = −1
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
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
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
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
𝑠𝑖𝑛𝑦𝑦 −𝑥𝑥
𝑐𝑐𝑜𝑠𝑦𝑦 + 2𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥
(c) � − 2𝑒𝑒 𝑠𝑖𝑛𝑥� 𝑑𝑥 + � � 𝑑𝑦𝑦 = 0 𝐹(𝑥, 𝑦𝑦) = 𝑦𝑦𝑒𝑒 𝑥𝑥
𝑦𝑦 𝑦𝑦
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
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
𝑑𝑦𝑦 𝑑𝑦𝑦
(c) (𝑥 + 2) − 𝑥𝑦𝑦 = 0, 𝑦𝑦(0) = 3 (d) 𝑥 � + 1� = 𝑥 3 − 2𝑦𝑦, 𝑦𝑦(1) = 3
𝑑𝑥 𝑑𝑥
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
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]
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
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
Differentiating [a],
𝑦𝑦′ = 𝑐𝑐2 𝑒𝑒 −𝑥𝑥 − (𝑐𝑐1 + 𝑐𝑐2 𝑥)𝑒𝑒 −𝑥𝑥 [b]
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
25
Differentiating [a],
𝑦𝑦 ′ = −2𝑒𝑒 −2𝑥𝑥 (𝐴 𝑐𝑐𝑜𝑠𝑥 + 𝐵 𝑠𝑖𝑛𝑥) + 𝑒𝑒 −2𝑥𝑥 (−𝐴 𝑠𝑖𝑛𝑥 + 𝐵 𝑐𝑐𝑜𝑠𝑥) [b]
Again substituting given initial condition 𝑦𝑦 ′ (0) = −5 and the value of 𝐴 into Equations
[b],
−5 = −2𝐴 + 𝐵 ∴ 𝐵 = −5 + 2 × 2 = −1
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
Differentiating [a],
𝑦𝑦′ = 2𝑐𝑐1 𝑥 + 3𝑐𝑐2 𝑥 2 [b]
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
Differentiating [a],
𝑐𝑐2 − 𝑐𝑐1 − 𝑐𝑐2 𝑙𝑛𝑥
𝑦𝑦′ = [b]
𝑥2
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
EXAMPLE 2.8
Find the Wronskian for the given basis of solutions. Also show linear independence by
using quotients.
𝒆−𝟐𝒙 , 𝒙𝒆−𝟐𝒙
𝑦𝑦2
∴ = 𝑥, which is not a constant number. Hence 𝑦𝑦1 and 𝑦𝑦2 are linearly independent.
𝑦𝑦1
= 𝑒𝑒 −4𝑥𝑥 (1 − 2𝑥 + 2𝑥)
= 𝑒𝑒 −4𝑥𝑥 ≠ 0
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
Differentiating [a],
𝑦𝑦 ′ = 𝑐𝑐2 𝑥 + 2𝑥(𝑐𝑐1 + 𝑐𝑐2 𝑙𝑛𝑥) [b]
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]
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
Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
4𝐴𝑒𝑒 2𝑥𝑥 + 3(2𝐴𝑒𝑒 2𝑥𝑥 ) + 2(𝐴𝑒𝑒 2𝑥𝑥 ) = 24𝑒𝑒 2𝑥𝑥
30
𝑦𝑦𝑝 = 2𝑒𝑒 2𝑥𝑥
EXAMPLE 2.11
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
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
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
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
32
Substituting 𝐴, 𝐾 and 𝑀 into Equation [a],
𝑦𝑦𝑝 = 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
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, 3𝐴 = 3 [∵ 𝑒𝑒 2𝑥𝑥 ≠ 0 ]
∴ 𝐴=1
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
𝑦𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶 [a]
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
Comparing coefficients of 𝑥 2
4𝐴 = 8 ∴ 𝐴=2
34
𝑦𝑦𝑝 = 2𝑥 2 − 4𝑥 + 3
Differentiating [b],
𝑦𝑦 ′ = (𝑐𝑐2 − 2𝑐𝑐1 − 2𝑐𝑐2 𝑥)𝑒𝑒 −2𝑥𝑥 + (4𝑥 − 4) [c]
Again substituting given initial condition 𝑦𝑦 ′ (0) = 1 and the value of 𝑐𝑐1 into Equations
[c],
𝑐𝑐2 − 2𝑐𝑐1 − 4 = 1
Substituting 𝑐𝑐1 and 𝑐𝑐2 into Equations [b], we get the complete particular solution as
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
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
Differentiating [d],
1
𝑦𝑦 ′ = −𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 2𝑐𝑐2 𝑒𝑒 −2𝑥𝑥 + � 𝑠𝑖𝑛𝑥 + 𝑐𝑐𝑜𝑠𝑥� [e]
2
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
and
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
37
𝑦𝑦 = 𝑦𝑦ℎ + 𝑦𝑦𝑝 = 𝐴 𝑐𝑐𝑜𝑠3𝑥 + 𝐵 𝑠𝑖𝑛3𝑥 + 𝑥 𝑐𝑐𝑜𝑠3𝑥 [b]
Differentiating [b],
𝑦𝑦 ′ = −3𝐴𝑠𝑖𝑛3𝑥 + 3𝐵𝑐𝑐𝑜𝑠3𝑥 + 𝑐𝑐𝑜𝑠3𝑥 − 3𝑥𝑠𝑖𝑛3𝑥 [c]
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
= 𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠𝑥 𝑒𝑒 −𝑥𝑥 (𝑐𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥) − 𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥 𝑒𝑒 −𝑥𝑥 (−𝑐𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥)
= 𝑒𝑒 −2𝑥𝑥
38
𝑦𝑦ℎ = 𝑒𝑒 −𝑥𝑥 (𝐴𝑐𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥)
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
1
= −4𝑒𝑒 −𝑥𝑥 𝑐𝑐𝑜𝑠𝑥 � 𝑠𝑒𝑒𝑐𝑐 2 𝑥� + 4𝑒𝑒 −𝑥𝑥 𝑠𝑖𝑛𝑥 𝑡𝑎𝑛𝑥
2
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
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
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)
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
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
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
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
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)�
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
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
Assuming 𝑘1 = 1, we get
𝑘2 = −1 and 𝑘3 = 4
EXAMPLE 3.2
47
Show that the given functions are solutions and form a basis on any interval. Use
Wronskians.
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
or, 0=0
which proves that that the given functions are solutions and form a basis.
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
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
EXAMPLE 3.5
Solve the following initial value problem
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
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
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
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
51
EXAMPLE 3.8
′′′ ′′
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
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
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
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
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
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
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
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
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
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
Since 𝑦𝑦𝑝 is also the solution, it should satisfy the given ODE, i.e.,
4𝐴𝑥 2 = 𝑥 2
or, 4𝐴 = 1
1
∴ 𝐴=
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
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
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
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
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
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
62
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
Differentiating,
𝑦𝑦1′ = 𝑦𝑦2
𝑦𝑦2′ = 𝑦𝑦3
𝑦𝑦3′ = 𝑦𝑦 ′′′ = 6𝑦𝑦 ′′ − 11𝑦𝑦 ′ + 6𝑦𝑦 = 6𝑦𝑦3 − 11𝑦𝑦2 + 6𝑦𝑦1
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
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
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
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 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.
∴ 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
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
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
67
𝑥1 (1) 0
∴ �𝑥2 � = �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 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
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 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
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
or, � 1 2 𝑥1 (1) 0
�� � = � �
−2 −4 𝑥2 0
𝑥 (1)
∴ � 1� = � 2 �
𝑥2 −1
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
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
71
𝑏1 + 2𝑏2 = 1 [g]
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
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
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
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
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
Then the complete general solution of the given system of ODE is given as
𝑦𝑦1 𝑦𝑦1 (ℎ) 𝑦𝑦1 (𝑝)
�𝑦𝑦 � = � � + �
2 𝑦𝑦2 𝑦𝑦2 �
EXAMPLE 4.8
Solve the following initial value problem
𝒚′𝟏 = 𝒚𝟐 − 𝟓𝒔𝒊𝒏𝒕
𝒚𝟏 (𝟎) = 𝟓, 𝒚𝟐 (𝟎) = 𝟐
74
Solution: Coefficient matrix for the given system of ODE is
0 1
𝐴=� �
−4 0
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
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
Solving, we get
𝑚1 = 𝑘2 = 0, 𝑚2 = 1 and 𝑘1 = 4
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
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
(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
77
𝑦𝑦2′ = −6𝑦𝑦1 𝑦𝑦2′ = 4𝑦𝑦1 + 𝑦𝑦2
𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = −19 𝑦𝑦1 (0) = 1, 𝑦𝑦2 (0) = 6
(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
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
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
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
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
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
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 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
EXAMPLE 5.4
Find a basis of solutions by the Frobenius method.
𝟐𝒙𝒚′′ + 𝟓𝒚′ + 𝒙𝒚 = 𝟎
𝑦𝑦 = � 𝑎𝑚 𝑥 𝑚+𝑟
𝑚=0
Differentiating successively,
∞
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
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
EXAMPLE 5.5
Find a basis of solutions by the Frobenius method.
𝒙𝒚′′ + 𝒚′ + 𝒚 = 𝟎
86
∞
𝑦𝑦 = � 𝑎𝑚 𝑥 𝑚+𝑟
𝑚=0
Differentiating successively,
∞
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
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
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
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
EXAMPLE 5.5
Find a basis of solutions by the Frobenius method.
88
(𝒙𝟐 − 𝒙)𝒚′′ − 𝒙𝒚′ + 𝒚 = 𝟎
𝑦𝑦 = � 𝑎𝑚 𝑥 𝑚+𝑟
𝑚=0
Differentiating successively,
∞
Substituting 𝑦𝑦, 𝑦𝑦′ and 𝑦𝑦′′ into given differential equation, we get
∞ ∞
+ � 𝑎𝑚 𝑥 𝑚+𝑟 = 0
𝑚=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
𝑎3 = 0
𝑎4 = 0
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
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
92
∞
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
EXAMPLE 6.3
Find the Laplace transform of the following functions.
𝒆−𝟐𝒕 + 𝒕
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
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)
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
EXAMPLE 6.8
Solve the IVPs by the Laplace transform.
𝒚′′ − 𝟑𝒚′ + 𝟐𝒚 = 𝒆−𝟒𝒕 , 𝒚(𝟎) = 𝟏, 𝒚′ (𝟎) = 𝟓
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)
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)
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)
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
−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
𝑡 𝑡
= � 𝑡𝑠𝑖𝑛𝜔𝜏 𝑑𝜏 − � 𝜏𝑠𝑖𝑛𝜔𝜏 𝑑𝜏
0 0
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
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
99
5 5
𝑌2 = =
𝑠2 − 6𝑠 + 13 (𝑠 − 3)2 + 22
EXAMPLE 6.15
Using the Laplace transform, solve the IVP:
2𝑦𝑦1′ = −𝑦𝑦2 + 𝑐𝑐𝑜𝑠𝑡
𝑦𝑦2′ = 2𝑦𝑦1 + 𝑠𝑖𝑛𝑡
𝑦𝑦1 (0) = 0, 𝑦𝑦2 (0) = 1
100
𝑠 2𝑠
𝑌2 = + 2
𝑠2 + 1 (𝑠 + 1)2
1 1
= ℒ −1 �− � �� 2 ��
𝑠2 +1 𝑠 +1
𝑡
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
101
𝑡
𝑡
𝑐𝑐𝑜𝑠(−2𝜏 + 𝑡)
= 𝑐𝑐𝑜𝑠𝑡 + �𝜏𝑠𝑖𝑛𝑡 + �
2 0
= 𝑐𝑐𝑜𝑠𝑡 + 𝑡𝑠𝑖𝑛𝑡
102