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Pre-Exam Final (Mathematic) Y2S2 Full Solution PDF
Pre-Exam Final (Mathematic) Y2S2 Full Solution PDF
Pre-Exam Final (Mathematic) Y2S2 Full Solution PDF
Contents
1. Vector Space……………………………………………………………1
1.1 Inner Produce Space…………………………………………………………...1
1.1.1 Example…………………………………………………………………………...1
2. Linear Transformation………………………………………………...5
2.1 Linear Transformation………………………………………………………...5
2.1.1 Example…………………………………………………………………………...5
1. Vector Space
1.1 Inner Produce Space
Definition
A map .,. : V V → is called an inner produce in V. if it satisfies the following
1. u , u 0 , u, u = 0 u = 0.
2. u , v = v, u .
3. ku , v = k u , v .
4. u + v, w = u , w + v, w .
1.1.1 Example
Example 1: Determine whether the following vector space equipped with real mappings are inner
product spaces.
A. 2
equipped with x, y = x1 y1 + 2 x2 y2 .
B. 2
equipped with x, y = x12 + y12 + x2 2 + y2 2 .
C. 2
equipped with x, y = x1 y13 + x2 y23 .
D. 2
equipped with x, y = 4 x1 y1 + 2 x2 y2 + 3 x3 y3 + 7 x4 y4 .
E. 2
equipped with x, y = x1 y1 + x2 y2 − 2 x3 y3 .
G. P3 equipped with a0 + a1t + a2t + a3t 3 ; b0t + b1t + b2t 2 + b3t 3 = a0b0 + a1b1 + 2a2b2 + a3b3
2
Solution
Determine whether the following vector space equipped with real mappings are inner product
spaces
A. 2
equipped with x, y = x1 y1 + 2 x2 y2 .
1. x, x = x12 + 2 x2 2 0 , x = ( x1 , x2 ) 2
x, x = 0 x12 + 2 x2 2 = 0 x1 = x2 = 0
2. x, y = x1 y1 + 2 x2 y2 = y1 x1 + 2 y2 x2 = y, x = y, x
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4. x + y, z = ( x1 + y1 ) z1 + 2 ( x2 + y2 ) z2 = ( x1 z1 + 2 x2 z2 ) + ( y1 z1 + 2 y2 z2 ) = x, z + y, z
2
So It is an inner product
B. 2
equipped with x, y = x12 + y12 + x2 2 + y2 2 .
2 2 2 2
(
Since kx, y = ( kx1 ) + y1 + ( kx2 ) + y2 , k x, y = k x12 + y12 + x2 2 + y2 2 )
kx, y = (2 4) 2 + 12 + (2 2) 2 + 32 = 90
k x, y = (12 + 12 + 22 + 32 ) = 15
kx, y k x, y
C. 2
equipped with x, y = x1 y13 + x2 y23 .
Let x = ( 4, 2 ) , y = (1,3)
2
Since x, y = x1 y1 + x2 y2 and y, x = y1 x1 + y2 x2 .
3 3 3 3
x, y = 4.13 + 2.33 = 58
y, x = 1.43 + 3.23 = 88
x, y y , x
D. 2
equipped with x, y = 4 x1 y1 + 2 x2 y2 + 3x3 y3 + 7 x4 y4 .
1. x, x = 4 x12 + 2 x2 2 + 3 x32 + 7 x4 2 0 , x = ( x1 , x2 ) 2
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x, x = 0 4 x12 + 2 x2 2 + 3x32 + 7 x4 2 = 0 x1 = x2 = 0
2. x, y = 4 x1 y1 + 2 x2 y2 + 3x3 y3 + 7 x4 y4 = 4 y1x1 + 2 y2 x2 + 3 y3 x3 + 7 y4 x4 = y, x = y, x
= k ( 4 x1 y1 + 2 x2 y2 + 3 x3 y3 + 7 x4 y4 ) = k x, y
4. x + y, z = 4( x1 + y1 ) z1 + 2( x2 + y2 ) z2 + 3( x3 + y3 ) z3 + 7( x4 + y4 ) z4
= (4 x1 z1 + 2 x2 z2 + 3x3 z3 + 7 x4 z4 ) + (4 y1 z1 + 2 y2 z2 + 3 y3 z3 + 7 y4 z4 )
= x, z + y , z
2
So It is an inner product
E. 2
equipped with x, y = x1 y1 + x2 y2 − 2 x3 y3 .
Let x = ( 0,0, 2 )
3
x, x = 02 + 02 − 2 (1) = −2 0
2
2
So It is an inner product
f C 0 0;1 , f , f = tf ( t ) dt 0 , t = ( 0,1) , t 0
1
1.
0
f, f =0 f ( t ) = 0 , t = ( 0,1)
f , g = tf ( t ) g ( t ) dt = tg ( t ) f ( t ) dt = g , f = g , f
1 1
2. , g, f
0 0
kf , g = t ( kf )( t ) g ( t ) dt = k tf ( t ) g ( t ) dt = k f , g
1 1
3.
0 0
f + g , h = t ( f + g ) ( t ) h ( t ) dt = tf ( t ) h ( t ) dt + tg ( t ) h ( t ) dt = f , h + g , h
1 1 1
4.
0 0 0
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G. P3 equipped with a0 + a1t + a2t 2 + a3t 3 ; b0t + b1t + b2t 2 + b3t 3 = a0b0 + a1b1 + 2a2b2 + a3b3
1. a ( t ) , a ( t ) = a0 2 + a12 + a2 2 + a32 0
a (t ) , a (t ) = 0 a0 2 + a12 + a2 2 + a32 = 0
a0 = a1 = a2 = a3 = 0 a (t ) = 0
3. ka ( t ) , b ( t ) = ( ka0 ) b0 + (ka1b1 ) + 2(ka2 )b2 + (ka3 )b3 = k ( a0b0 + a1b1 + 2a2b2 + a3b3 ) = k a ( t ) , b ( t )
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2. Linear Transformation
2.1 Linear Transformation
Definition
Let V ,W V . A mapping L : V → W is said to be a linear transformation or linear
if
1. u, v V : L ( u + v ) = L ( u ) + L ( v )
2. v V , : L ( v ) = L ( v )
Theorem
If L L (V ,W ) , then L ( 0 ) = 0
L ( v1 + v2 ) = L ( v1 ) + L ( v2 )
Definition
1. The image of V1 V is defined by L (V1 ) = L ( v ) : v V1
6. L is onto because Im ( L ) = W
2.1.1 Example
A. L: 3
→ 2
defined by L ( x, y, z ) = ( x + 2 y − 3z , 4 x − 5 y + 6 z ) .
B. L: 2
→ 2
defined by L ( x, y ) = ( x 2 , y 2 )
C. L: 3
→ 2
defined by L ( x, y, z ) = ( x + 1, y + z )
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D. L : 2
→ 2
defined by L ( x1 , x2 ) = ( x1 − 2 x2 ,3 + x1 + 3x2 )
E. L : 3
→ 2
defined by L ( x1 , x2 , x3 ) = ( x1 + 2 x2 + x3 , x1 − x2 )
F. L : 2
→ 2
defined by L ( x1 , x2 , x3 ) = ( x1 + 2 x2 , x1 x2 )
Solution
x + 2 y − 3z
A. L : 3
→ 2
defined by L ( x, y, z ) = ( x + 2 y − 3z,4 x − 5 y + 6 z ) =
4x − 5 y + 6z
u1 v1
Let u = u2 , v = v2 , .
3
u v
3 3
u1 v1 u1 + v1
u1 + v1 + 2u2 + 2v2 − 3u3 − 3v3
L ( u + v ) = L u2 + v2 = L u2 + v2 =
u3 v u + v 4u1 + 4v1 − 5u2 − 5v2 + 6u3 + 6v3
3 3 3
So L is a linear transformations
x2
B. L : 2
→ 2
defined by L ( x, y ) = ( x , y ) = 2
2 2
y
v1
Let v = ,=3
2
2
v
We have L ( v ) = L ( v )
L ( v ) L ( v )
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C. L : 3
→ 2
defined by L ( x, y, z ) = ( x + 1, y + z )
0
We have L ( 0 ) =
0
0
0 + 1 1 0
Since L 0 = =
0 0 + 0 0 0
D. L : 2
→ 2
defined by L ( x1 , x2 ) = ( x1 − 2 x2 ,3 + x1 + 3 x2 )
0
We have L ( 0 ) =
0
0
0 − 0 0 0
Since L 0 = =
0 3 + 0 + 0 3 0
E. L : 3
→ 2
defined by L ( x1 , x2 , x3 ) = ( x1 + 2 x2 + x3 , x1 − x2 )
u1 v1
Let u = u2 , v = v2 , .
3
u v
3 3
u1 v1 u1 + v1
u1 + v1 + 2u2 + 2v2 + u3 + v3
L ( u + v ) = L u2 + v2 = L u2 + v2 =
u + v u1 + v1 − u3 − v3
u3 v
3 3 3
u1 + 2u2 + u3 v1 + 2v2 + v3
= + = L ( u ) + L ( v )
u1 − u3 v1 − v3
So L a linear transformations
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x + 2 x2
F. L : 3
→ 2
defined by L ( x1 , x2 , x3 ) = ( x1 + 2 x2 , x1 x2 ) = 1
x1 x2
v1
Let v = ,=3
2
v2
We have L ( v ) = L ( v )
L ( v ) L ( v )
Example 2: Let L : 2
→ 3
be a linear transformation defined by
1 1
x1 x1
L = 1 −1
x2 2 3 x2
Solution
Let L : 2
→ 3
be a linear transformation defined by
1 1
x1 x1
L = 1 −1
x2 2 3 x2
1 1 1 1 1 1
R2 → R2 − R1
Since 1 −1 0 −2 0 1
2 3 R3 → R3 − 2 R1 0 1 0 0
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0
x1 = x2 = 0 ker ( L ) = = 0
0
So ker ( L ) = 0
So L is one-to-one
1 1 1 1
We have 1 −1 0 1
2 3 0 0
1 1
Im ( L ) = Span 1 , −1 dim ( Im ( L ) ) = 2
2 3
rank ( L ) = dim ( Im ( L ) ) = 2
So rank ( L ) = 2
rank ( L ) = dim 2
So L is onto
Example 3: Let L : 3
→ 3
be a linear transformation defined by
x1 2 0 −1 x1
L x2 = 1 1 0 x2
x 2 −1 0 x
3 3
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Solution
A. Find the kernel of L and one of its bases. Is L one-to-one?
2 0 −1 1 1 0
Since 1 1 0 0 1 0
2 −1 0 0 0 1
0
x1 = x2 = x3 = 0 ker ( L ) = 0 = 0
0
So ker ( L ) = 0
So L is one-to-one
2 0 −1 1 1 0
We have 1 1 0 0 1 0
2 −1 0 0 0 1
2 0 −1
Im ( L ) = Span 1 , 1 , 0 dim ( Im ( L ) ) = 3
2 −1 0
rank ( L ) = dim ( Im ( L ) ) = 3
So rank ( L ) = 3
rank ( L ) = dim 2
So L is onto
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Definition
Let A M n ( ).
2. A scalar is said to be an eigenvalue of A if there exists a nonzero vector
x n
such that Ax = x . The nonzero vector x is said to be an eigenvector
associated to .
E = ker ( A − I n ) = x n
: ( A − I n ) x = 0.
Definition
Let V Vn , L L (V ) , B be a basis for V , A = L B , and . The polynomial
Then
n
(
p A ( ) = pL ( ) = ( −1) n − S1 n−1 + S 2 n−2 + ... + ( −1) S n
n
)
Where Si is the sum of the principal minors of order I of matrix A.
Note S1 = Tr ( A ) , S n = A
4.1.1 Example
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5 6 17
Example 2: The eigenvalues of 0 −19 23 . Find all eigenvalues
0 0 37
Solution
Let be an eigenvalue of A.
x1
We have Ax = x , x 2
, x = x2 3
, x0
x
3
Ax − x = 0 ( A − I ) x = 0 , x 0
5 6 17 1 0 0
I = 0 1 0
Since A = 0 −19 23 ,
0 0 37 0 0 1
5 6 17 1 0 0
A − I = 0 0 −19 23 − 0 1 0 = 0
0 0 37 0 0 1
5− 6 17
0 −19 − 23 = 0
0 0 37 −
( 5 − )( −19 − )( 37 − ) = 0 1 = −19 , 2 = 5 , 3 = 37
Solution
• Find det ( A ) = A
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Take = 0
So det ( A ) = A = −546
−5 2
Example 4: Let A = . Find its eigenvalues and eigenvectors.
−7 4
Solution
• Find its eigenvalues
Let be an eigenvalue of A.
x1
We have Ax = x , x 2
, x = 2
, x0
x2
Ax − x = 0 ( A − I ) x = 0 , x 0
−5 2 1 0
Since A = , I = 0 1
−7 4
−5 2 1 0
A − I = 0 − =0
−7 4 0 1
−5 − 2
=0
−7 4−
2 + − 6 = 0 1 = 2 , 2 = −3
So 1 = 2 , 2 = −3 It’s eigenvalue
−5 − 2 x1
We have ( A − I ) x = = 0 ( x is an eigenvector )
−7 4 − x2
➢ For 1 = 2
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−5 − 2 2 x1 −7 2 x1
( A − 2I ) x = = = 0
−7 4 − 2 x2 −7 2 x2
−2
−7 2 −7 2 −1 1
Since R2 → R2 + R1 R1 → R1 7
−7 2 0
0 0 0
7
2
Let x2 = t x1 = t
7
2
x1
x = =t 7 ,t
x2 1
2
So x = t 7 , t
it’s is an eigenvector to 1 = 2
1
➢ For 2 = −3
−5 + 3 2 x1 −2 2 x1
( A + 3I ) x = = = 0
−7 4 + 3 x2 −7 7 x2
−2 2 1 −1
Since
−7 7 0 0
Let x2 = u x1 = u
x 1
x = 1 = u , u
x2 1
1
So x = u , u it’s is an eigenvector to 2 = −3
1
1 2 4
Example 5: Let A = 0 4 7 . Find the eigenvalues of A.
0 0 6
Solution
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Let be an eigenvalue of A.
x1
We have Ax = x , x 2
, x = x2 3
, x0
x
3
Ax − x = 0 ( A − I ) x = 0 , x 0
1 2 4 1 0 0
I = 0 1 0
Since A = 0 4 7 ,
0 0 6 0 0 1
1 2 4 1 0 0
A − I = 0 0 4 7 − 0 1 0 = 0
0 0 6 0 0 1
1− 2 4
0 4− 7 =0
0 0 6−
(1 − )( 4 − )( 6 − ) = 0 1 = 1 , 2 = 4 , 3 = 6
So 1 = 1 , 2 = 4 , 3 = 6 It’s eigenvalue
Example 6: Find all eigenvalues and their corresponding eigenspace of the following matrix.
2 −3 1 −8 −3 −6
3 0
A. A = , B. B = 1 −2 1 , C. C = 4 0 4
1 2 1 −3 2 4 2 2
Solution
3 0
A, A =
1 2
Let be an eigenvalue of A.
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x1
We have Ax = x , x 2
, x = 2
, x0
x2
Ax − x = 0 ( A − I ) x = 0 , x 0 (1)
3 0 1 0
Since A = , I =
1 2 0 1
3 0 1 0 3− 0
A − I = 0 − =0
1 2 0 1 1 2−
( 3 − )( 2 − ) = 0 1 = 2 , 2 = 3 It’s eigenvalue.
So Spect ( A) = 2,3
E = ker ( A − I n ) = x n
: ( A − I n ) x = 0 .
➢ For 1 = 2
x1
By (1) ; ( A − 1I ) x = 0 , x = ( )
* 2
x2
1 0
( A − 2I ) x = 0 x =0
1 0
1 0 1 0
Since (REF)
1 0 0 0
x1 = 0
Let x2 = t
x2 = t
x1 0
x = = ,t ( *
) is an eigenvector corresponding to 1 =2
x2 t
0
So The eigenspace corresponding to 1 = 2 is E2 = 2
t = Span ( 0,1)
t
➢ For 2 = 3
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0 0
( A − 3I ) x = 0 x =0
1 −1
0 0 1 −1
Since (REF) x1 − x2 = 0
1 −1 0 0
x1 − x2 = 0 x1 = t
Let x2 = t
x2 = t
x1 t
x = = ,t ( *
) is an eigenvector corresponding to 2 = 3
x2 t
t
So The eigenspace corresponding to 2 = 3 is E3 = 2
t = Span (1,1)
t
2 −3 1
B, B = 1 −2 1
1 −3 2
Let be an eigenvalue of A.
x1
We have Ax = x , x , x = x2 ( *) , x 0
2 3
x
3
Ax − x = 0 ( A − I ) x = 0 , x 0 (1)
2 −3 1
Since A = 1 −2 1 ,
1 −3 2
2 −3 1 1 0 0
A − I = 0 1 −2 1 − 0 1 0 = 0
1 −3 2 0 0 1
2− −3 1
1 −2 − 1 =0
1 −3 2−
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− ( − 1) −1 0 −1 1 0
1 −2 − 1 =0 ( − 1) 1 −2 − 1
1 −3 2− 1 −3 2−
−1 0 0
( − 1) 1 −1 − 1 = 0 − ( − 1) ( −1 − )( 2 − ) + 2 = 0
1 −2 2−
1 = 0 , 2 = 3 = 1 It’s eigenvalue.
So Spect ( A) = 0,1
➢ 1 = 0
2 −3 1
( A − 0I ) x = 0 1 −2 1 x = 0
1 −3 2
2 −3 1 1 0 −1
x1 − x3 = 0 x1 = x3
Since 1 −2 1 0 1 −1 (REF)
1 −3 2 0 0 0 x2 − x3 = 0 x2 = x3
x1 x3 1
x = x2 = x3 = x3 1 , x3 ( *
)
x x 1
3 3
1
So The eigenspace corresponding to 1 = 0 is E0 = x3 1 3
x3 = Span (1,1,1)
1
➢ 2 = 3 = 1
1 −3 1
(A− I)x = 0 1 −3 1 x = 0
1 −3 1
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1 −3 1 1 −3 1
Since 1 −3 1 0 0 0 (REF) x1 − 3x2 + x3 = 0 x1 = 3x2 − x3
1 −3 1 0 0 0
x x 0 1
3 3
−8 −3 −6
C, C = 4 0 4
4 2 2
Let be an eigenvalue of A.
x1
We have Ax = x , x , x = x2 ( *) , x 0
2 3
x
3
Ax − x = 0 ( A − I ) x = 0 , x 0 (1)
−8 −3 −6
Since A = 4 0 4
4 2 2
−8 −3 −6 1 0 0
A − I = 0 4 0 4 − 0 1 0 = 0
4 2 2 0 0 1
−8 − −3 −6
4 − 4 =0
4 2 2−
nn
(
By p A ( ) = pL ( ) = ( −1) − S1 + S 2 + ... + ( −1) S n
n −1 n−2 n
)
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0 4 −8 −6 −8 −3
Since S1 = tra ( A) = −8 + 2 = −6 , S2 = + + = 12
2 2 4 2 4 0
−8 −3 −6
S3 = 4 0 4 = −8
4 2 2
= −2 It’s eigenvalue.
So Spect ( A) = −2
➢ = −2
−6 −3 −6
( A + 2I ) x = 0 4 2 4 x=0
4 2 4
−6 −3 −6 2 1 2
Since 4 2 4 0 0 0 (REF)
4 2 4 0 0 0
2 x1 + x2 + 2 x3 = 0 x2 = −2 x1 − 2 x3
Let x1 = t , x3 = s , x2 = −2 x1 − 2 x3 = −2t − 2s
x1 x3 t 1 0
x = x2 = x3 = −2t − 2s = t −2 + s −2 , t , s ( *
)
x x s 0 1
3 3
1 0 1 0
So E 2,3 = E1 = t −2 + s −2 3
t , s = Span −2 , −2
0 1 0 1
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Definition
The first order differential equation is of the form
dy
= f (t, y )
dt
Or
F ( t , y, y ') = 0
4.1 Separable
Definition
A differential equation F ( t , y, y ' ) = 0 is said to be separable or to have separable
u n +1 1
1. u n du =
n +1
+ C , n −1 2. u
du = ln u + C
u'
3. eu du = eu + C 4. u
du = ln u + C
u'
e
−u
5. = 2 u +C 6. du = −e − u + C
u
4.1.1 Example
Example 1: Solve (1 + x ) dy − ydx = 0
Solution
• Solve (1 + x ) dy − ydx = 0
(1 + x ) dy = ydx
1 1
dy = dx ( it’s separable variables )
y 1+ x
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1 1
y dy = 1 + x dx
1 (1 + x ) ' dx
y 1+ x
dy =
y = ec (1 + x )
ln 1+ x + c
y=e ( ec as c )
So y = (1 + x ) + C
dy
Example 2: Solve t 1 + y 2 + y 1 + t 2 =0
dt
Solution
dy
• Solve t 1 + y 2 + y 1 + t 2 =0
dt
dy
t 1 + y2 = − y 1 + t 2
dt
t −y
dt = dy ( it’s separable variables )
1+ t2 1 + y2
t −y
1+ t 2
dt =
1 + y2
dy
1 (1 + t ) ' 1 (1 + y ) '
2 2
2 1 + t 2 dt = − 2 1 + y 2 dy 1 + t 2 = − 1 + y2 + C
So 1 + t 2 = − 1 + y2 + C
(
Example 3: Solve 2t e y − 1 dt + et + y dy = 0)
Solution
• ( )
Solve 2t e y − 1 dt + et + y dy = 0
2t ( e y − 1) dt = −et + y dy
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2t et
dt = − y dy ( it’s separable variables )
ey ( e − 1)
2t ey
ey dt = − ( e y − 1) dy
t ey
2 dt = − ( e y − 1) dy (1)
et
t
➢ e t
dt = t e−t dt ( Use integral by parts udv = uv − vdu )
Let u = t du = dt
Let dv = e − t dt v = −e − t
➢ y
ey ( e − 1) ' dy = ln e y − 1 + C
dy = y
y
( e − 1) e −1
t ey
By (1): 2 dt = − ( e y − 1) dy −2e−t ( t + 1) = − ln e y − 1 + C
et
So −2e−t ( t + 1) = − ln e y − 1 + C
( )
Example 4: Solve et + 1 ydy + ( y + 1) dt = 0
Solution
• ( )
Solve et + 1 ydy + ( y + 1) dt = 0
y 1
dy = − t dt
y +1 e +1
y 1
y + 1 dy = − e t
+1
dt (1)
y y +1−1 1 ( y + 1) ' dy = y − ln y + 1 + C
➢ y + 1 dy = y +1
dy = 1 −
dy = dy −
y +1 y +1
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➢ t
1 et + 1 − et
dt = t
( e + 1) ' dt = t − ln et + 1 + C
dt = dt − t
t
e +1 e +1 e +1
y 1
By (1) ; y + 1 dy = − e t
+1
dt y − ln y + 1 + C = −t + ln et + 1
y − ln y + 1 + C = −t + ln et + 1 t + y + C = ln ( et + 1) ( y + 1)
et + y + C = e
( )
ln et +1 ( y +1)
et + y + C = ( et + 1) ( y + 1)
y
e .e C
=
( e + 1) ( y + 1)
t
Ce y = ( e−t + 1) ( y + 1) ( eC as C )
t
e
So Ce y = ( e−t + 1) ( y + 1)
Definition
A differential equation of the form
M ( t , y ) dt + N ( t , y ) dy = 0
Is said to be exact if the expression on the first corresponds to the differential of some
Theorem
Let M ( t , y ) and N ( t , y ) be continuous and have continuous partial derivatives on a
M N
=
y t
4.2.1 Example
Solution
• Solve the differential equation ( t + 2 y ) dt + ( 2t + y ) dy = 0 ( exact equation )
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M ( t + 2 y ) N ( 2t + y )
Since = =2= =
y y t t
F
t = M ( t , y ) = t + 2 y (1)
The equation is etact F ( t , y ) such that
F = N ( t , y ) = 2t + y ( 2)
y
F t2
By (1) ; = M (t, y ) F ( t , y ) = ( t + 2 y )dt = + 2 yt + C ( t ) ( 3)
t 2
F t2
( t , y ) = + 2 yt + C ( y ) = 2t + C ' ( y ) ( 4)
y y 2
t2 y2
By (3) ; F (t, y ) = + 2 yt + + C Or t 2 + 4ty + y 2 = C
2 2
So t 2 + 4ty + y 2 = C
( ) (
Example 2: Solve the differential equation t 2 − 2ty + 3 y 2 dt + y 2 + 6ty − t 2 dy = 0 )
Solution
• ( ) ( )
Solve the differential equation t 2 − 2ty + 3 y 2 dt + y 2 + 6ty − t 2 dy = 0 exact equation
M ( t − 2ty + 3 y ) N ( y + 6ty − t 2 )
2 2 2
Since = = −2t + 6 y = =
y y t t
F
t = M ( t , y ) = t − 2ty + 3 y (1)
2 2
F t3
By (1) ; = M (t, y ) F ( t , y ) = ( t 2 − 2ty + 3 y 2 )dt = + yt 2 + C ( t ) ( 3)
t 3
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F t3
( t , y ) = + yt 2 + C ( t ) = t 2 + C ' ( t ) ( 4 )
y y 3
y3
C ' ( y ) dy = ( −2t + y + 6ty ) dy C ( y ) = −2t y + + 3 y 2t + C
2 2 2
t3 y3
By (3) ; F ( t , y ) = ( t 2 − 2ty + 3 y 2 )dt = + yt 2 + −2t 2 y + + 3 y 2t + C
3 3
F ( t , y ) = t 3 + y 3 − 3t 2 y + 9ty 2 + C
So t 3 + y3 − 3t 2 y + 9ty 2 = C
Definition
A differential equation of the form a1 ( t ) y '+ a0 ( t ) y = b ( t )
To solve first order linear ODE, we first transform it into a standard form
y '+ p ( t ) y = f ( t )
I ( t ) = e
p ( t ) dt
( I (t ) y ) ' = I (t ) f (t ) I ( t ) y = I ( t ) f ( t ) dt
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Where t + 1 ( 2
) dy + 4ty =
1
dy 4t
+ 2 .y =
1
t +1 dt t + 1 (t 2 + 1)
2 2
dt
Find I ( t )
p( t )dt 4t
I (t ) = e Since p ( t ) = 2
t +1
4t 2 ( t 2 + 1) '
• p ( t ) dt = 2 dt = 2 dt =2ln t 2 + 1 + C
t +1 t +1
2
2ln t 2 +1 +C ln t 2 +1 +C
I (t ) = e = ( t 2 + 1)
2
=e
( t 2 + 1)
2
d
dt
((t 2 + 1) y = 1
2
) (t 2
+ 1) y = t
2
(t + 1) y = t
2 2
So
1 dy y
Example 2: Solve the differential equation . + tan t = cos t
t dt t
Solution
1 dy y
• Solve the differential equation . + tan t = cos t
t dt t
1 dy y dy
Where . + tan t = cos t + tan ty = t cos t
t dt t dt
Find I ( t )
( p ( t ) = tan t )
p( t )dt
I (t ) = e Since
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dy
( cos t ) + tan t ( cos t ) y = t cos t ( cos t )
−1 −1 −1
And get
dt
d
dt
(
( cos t ) y = t
−1
) ( cos t )
−1
y=
t2
2
+C y = cos t
t2
2
+ C cos t
t2
So y = cos t + C cos t
2
dy
Example 3: Solve the differential equation − sin 2t = y cot t
dt
Solution
dy
• Solve the differential equation − sin 2t = y cot t
dt
dy dy
Where − sin 2t = y cot t − cot t. y = sin 2t
dt dt
Find I ( t )
( p ( t ) = − cot t )
p( t )dt
I (t ) = e Since
dy 2sin t cos t
( sin t ) − ( sin t ) cot t. y = ( sin t ) sin 2t =
−1 −1 −1
And get = 2cos t
dt sin t
d
dt
(
( sin t ) y = 2cos t
−1
) ( sin t )
−1
y = 2sin t + C y = 2sin t 2 + sin t.C
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t2
So y = cos t + C cos t
2
Definition
A differentia equation of the form
y '+ a ( t ) y = b ( t ) y n , n 0,1
1− n
When n 0 . To find a non-trivial solution, we use the substitution u = y . Then
= (1 − n ) y − n ( −a ( t ) y + b ( t ) y n )
du dy
= (1 − n ) y − n
dt dt
du
+ (1 − n ) a ( t ) y1− n = (1 − n ) b ( t )
dt
du
+ (1 − n ) a ( t ) u = (1 − n ) b ( t )
dt
Note: Don’t forget that y ( t ) = 0 is always a solution to the Bernoulli’s equation when n 0
dy 4
Example 1: Solve the differential equation + y = x3. y 2
dx x
Solution
dy 4
• Solve the differential equation + y = x3. y 2
dx x
4
Since a ( x ) = , b ( x ) = x3 , n = 2
x
1− n
We substitution u = y = y1− 2 = y −1
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du
+ (1 − n ) a ( x ) u = (1 − n ) b ( x )
dx
du 4 −1 4
− y = − x3 u '− u = − x3 ( it’s a first order linear ode )
dx x x
• Find I ( x )
Where I ( x ) = e
p ( x ) dx
4
Since p ( x ) = −
x
−4 1
x dx
I ( x ) = e
p ( x ) dx dx −4 −4 ln x + c
−4
=e =e =e =e = x −4
x ln x
dx
( x y ) = − x −4 x3 = −
d −4 −1 1
x
x −4 y −1 = − ln x + c
y −1 = x 4 ( − ln x + c )
So y −1 = x 4 ( − ln x + c )
1
dy t
Example 2: Solve the differential equation + y = 3. y 2
dt 1 − t 2
Solution
1
dy t
• Solve the differential equation + y = 3. y 2
dt 1 − t 2
t 1
Since a ( t ) = , b (t ) = 3 , n =
1− t 2
2
1 1
1−
1− n
We substitution u = y = y 2
= y2
du
+ (1 − n ) a ( t ) u = (1 − n ) b ( t )
dt
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1
du 1 t 3 1 t 3
+ y2 = u '+ u = ( it’s a first order linear ode )
dt 2 1 − t 2
2 2 1− t 2
2
➢ Find I ( t )
Where I ( t ) = e
p ( t ) dt
t
Since p ( t ) =
2 (1 − t 2 )
t
2 1−t 2 (1−t 2 ) ' dx 1
( ) =e
dt 1 1 −
− 1
I ( t ) = e = (1 − t )
p ( t ) dt − ln 1− t 2 + c ln 1− t 2 4 2 −4
=e =e =e
2
4 1− t 4
d 1 1
3 1 1 1 1
( ) 2( ) = (1 − t 2 ) ( ) dt
2 −4 2 −4 − 3 2 −4
1 − t y 2
= 1 − t 4 y2 = 1 − t
dt 2
1
This example error with integral (1 − t ) dt
3 2 −4
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Definition
The linear mth-order differential equation is of the form
am ( t ) y ( + am −1 ( t ) y ( + ... + a0 ( t ) y = g ( t )
m) m −1)
am ( t ) y ( + ... + a1 ( t ) y '+ a0 ( t ) y = 0
m)
Theorem
The set of all solutions of a homogeneous differential equation
am ( t ) y ( + ... + a1 ( t ) y '+ a0 ( t ) y = 0
m)
Definition
Let y1 ,..., ym are m linearly independent solutions of
am ( t ) y ( + ... + a1 ( t ) y '+ a0 ( t ) y = 0
m)
Theorem
Let y p1 ,..., y pk be k particular solution of the nonhomogeneous linear nth-order
am ( t ) y ( + ... + a1 ( t ) y '+ a0 ( t ) y = g i ( t )
m)
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an y ( ) + ... + a1 y '+ a0 y = 0 , t I
n
Where a0 , a1 ,..., an are constants. The characteristic equation of the differential equation
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5.1.1 Example
(3)
Example 1: Solve the differential equation y + 4 y ''+ 13 y ' = 0
Solution
(3)
• Solve the differential equation y + 4 y ''+ 13 y ' = 0
r 3 + 4r 2 + 13r = 0 r ( r 2 + 4r + 13) = 0
r1 = 0 , r2,3 = −2 3i = i
Since y1 ( t ) = e r1t = e 0 = 1 ,
Solution
Solution
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we let y p = Ae 4t
1 1 4t
We get A = and a particular solution is y p = e .
2 2
1 4t
Therefore, the general solution is y = yh + y p = C1e + C2e +
2t 3t
e
2
1
So y = C1e2t + C2e3t + e 4t
2
2
1
The characteristic equation 4r 2 − 4r + 1 = 0 r − = 0
2
1
The roots of the characteristic equation is r =
2
1 1
Since y1 ( t ) = e 2 , y2 ( t ) = te 2
t t
1 1 1
y ( t ) = C1e 2 + C2te 2 = ( C1 + C2t ) e 2
t t t
1
y ( t ) = ( C1 + C2t ) e
t
2
So
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Solution
1
Therefore, we have two roots here r1 = which is multiplicity 1. r2 = −2 which is
2
multiplicity of 3.
1
Since y1 ( t ) = e , y2 ( t ) = te , y3 ( t ) = t e , y4 ( t ) = e
t
−2t −2t 2 −2t 2
1 1
y ( t ) = C1e (C + tC2 + t C3 ) + C4e
t t
−2 t −2 t 2 −2 t −2 t
+ C2te + C3t e + C4 e = e
2
1
2 2
1
y ( t ) = e −2t ( C1 + tC2 + t 2C3 ) + C4e 2
t
So
Example 6: Solve the differential equation y( ) + 12 y( ) + 104 y( ) + 408 y ''+ 1156 y ' = 0
5 4 3
Solution
( )
2
The characteristic equation r 5 + 12r 4 + 104r 3 + 408r 2 + 1156r = r r 2 + 6r + 34 =0
Therefore, the solution for the real root is easy and for the complex we’ll get a total of 4
solution, 2 will be the normal solutions and two will be the normal solution each multiplied
by t.
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y ( t ) = C1 + C2e −3t cos5t + C3te −3t cos5t + C4e −3t sin 5t + C5te −3t sin 5t
Example 7: Solve the differential equation y( ) − 15 y( ) + 84 y( ) − 220 y ''+ 275 y '− 125 y = 0
5 4 3
Solution
( r − 1)( r − 5)
2
(r 2
− 4r + 5) = 0
r1 = 1 , r2 = 5 , r2,3 = 2 i
Solution
r1 = 1 , r2,3 = 0 2i
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Reference
1. Schaums_Outline_of_Linear_Algebra,_Sixth_Edition_by_Lipschutz,_Seymour (4).pdf
2. Differential_Ref1 (2).pdf
3. Differential_Ref2 (2).pdf
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