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Differential Equations and Linear Algebra 2nd Edition Farlow Solutions Manual 1
Differential Equations and Linear Algebra 2nd Edition Farlow Solutions Manual 1
CHAPTER Higher-Order
Second-Order Linear
Linear
4 Differential Equations
Differential Equations
x ( 0 ) = c1 = 1
x ( 0 ) = c2 = 0
2. x + x = 0, x (0) = 1 , x (0) = 1
x ( 0 ) = c1 = 1
x ( 0 ) = c2 = 1
294
295 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 295
x ( 0 ) = c1 = 1
x ( 0 ) = 3c2 = 1
1
so c1 = 1, c2 = . Hence, the IVP has the solution
3
1
x ( t ) = cos 3t + sin 3t .
3
In polar form, this would be
10
x (t ) = cos ( 3t − δ )
3
1
where δ = tan −1 . This would be in the first quadrant.
3
4. x + 4x = 0 , x ( 0 ) = 1 , x ( 0 ) = −2
x ( 0 ) = c1 = 1
x ( 0 ) = 2c2 = −2
5. x + 16x = 0 , x ( 0 ) = −1 , x ( 0 ) = 0
x ( 0 ) = c1 = −1
x ( 0 ) = 4c2 = 0
x ( 0 ) = c1 = 0
x ( 0 ) = 4c2 = 4
x ( t ) = sin 4t .
x = c1 cos 4π t + c2 sin 4π t
x(0) = 0 = c1
1
x(0) = π = 4π c2 c2 =
4
1
x= sin 4π t
4
297 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 297
8. 4 x + π 2 x = 0 , x (0) = 1, x ( 0 ) = π
π2 π
ω0 = =
4 2
x = c1 cos 4π t + c2 sin 4π t
π π π π
x = c1 sin t + c2 cos t
2 2 2 2
x(0) = 1 = c1
π
x(0) = π = c2 , c2 = 2
2
π π
x = cos t + 2sin t
2 2
Graphing by Calculator
9. y = cos t + sin t y
1.5 T = 2π
The equation tells us T = 2π and because
2π
T= , ω0 = 1 . We then measure the delay
ω0
δ
≈ 0.8 which we can compute as the phase π t
ω0 δ A ≈ 1.4
≈ 0.8
angle δ ≈ 0.8 (1) = 0.8 . The amplitude A can be ω0
2.5
The equation tells us T = 2π and because T = 2π
δ A ≈ 2.2
2π ≈ 0.5
T= , ω0 = 1 . We then measure the delay ω0
ω0
δ t
≈ 0.5 , which we can compute as the phase Š4 4 8
ω0
angle δ ≈ 0.5 (1) = 0.5 . The amplitude A can be
2π
because T = , ω0 = 3 . We then measure the
ω0
t
δ π
delay ≈ 0.05 , which we can compute as the
ω0
2π
because T = , ω0 = 3 . We then measure the
ω0
t
δ 3
delay ≈ 0.5 , which we can compute as the
ω0
2π
because T = , ω0 = 5 . We then measure the
ω0 1 2
t
δ π
delay ≈ or 0.4 , which we can compute as
ω0 8
–2
the phase angle δ ≈ 5 ( 0.4 ) = 2 . The amplitude A
can be measured directly giving A ≈ 2.2 . Hence,
14. We have
Acos (ω0t − δ ) = A ( cos ω0t cos δ + cos ω0 t cos δ ) = ( Acos δ ) cos ω0 t + ( Asin δ ) sin ω0 t
= c1 cos ω0 t + c2 sin ω0t
yielding
⎛ 5π ⎞
− cos t − sin t = 2 cos t − .
⎜ ⎟
⎝ 4 ⎠
Because c1 and c2 are negative, the phase angle is in the 3rd quadrant.
⎛ π⎞ ⎛π ⎞ ⎛π⎞ 1 3
20. cos t + = cost cos − sin t sin = cost − sin t
⎜ 3 ⎟⎠ ⎜3⎟ ⎜3⎟ 2 2
⎝ ⎝ ⎠ ⎝ ⎠
⎛ π⎞ ⎧ ⎛ π⎞ ⎛ π ⎞⎫ 2 2 3 2
21. 3cos t − = 3 cos t cos − − sin t sin − =3 cos t + sin t = {cos t + sin t}
⎜ ⎟ ⎨ ⎜ ⎟ ⎜ ⎟⎬ ⎨ ⎬
4 4 4 2 2 2
⎝ ⎠ ⎩ ⎝ ⎠ ⎝ ⎠⎭
⎛ π⎞ ⎛ π⎞ ⎛ π⎞ 3 1
22. cos 3t − = cos3t cos − − sin 3t sin − = cos 3t + sin 3t
⎜ ⎟ ⎜ ⎟ ⎜ ⎟
6 6 6 2 2
⎝ ⎠ ⎝ ⎠ ⎝ ⎠
Interpreting Oscillator Solutions
23. x + x = 0 , x (0) = 1 , x (0) = 0
1
Because ω0 = 1 , we know the natural frequency is Hz and the period is 2π seconds. Using
2π
second), and the period is 2π . Using the initial conditions, we find the solution (see Problem 2)
⎛ π⎞
x ( t ) = 2 cos t − ,
⎜ 4 ⎟
⎝ ⎠
302 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 302
π
which tells us the amplitude is 2 and the phase angle is δ =
4
radians.
301 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 301
25. x + 9x = 0 , x ( 0 ) = 1 , x ( 0 ) = 1
3
Because ω0 = 3 radians per second, we know the natural frequency is Hz (cycles per
2π
2π
second), and the period is . Using the initial conditions, we find the solution (see Problem 3)
3
10
x (t ) = cos ( 3t − δ )
3
1
where δ = tan −1 , which tells us the amplitude is
3
10
3
and the phase angle is
1
δ = tan −1 ≈ 0.3218 radians.
3
26. x + 4x = 0 , x ( 0 ) = 1 , x ( 0 ) = −2
1
Because ω0 = 2 radians per second, we know the natural frequency is Hz (cycles per second),
π
and the period is π. Using the initial conditions, we find the solution (see Problem 4)
⎛ π⎞
x ( t ) = 2 cos 2t + ,
⎜ ⎟
4⎠
⎝
π
which tells us the amplitude is 2 and the phase angle is δ = − radians.
4
27. x + 16x = 0 , x ( 0 ) = −1 , x ( 0 ) = 0
2
Because ω0 = 4 radians per second, we know the natural frequency is Hz (cycles per second),
π
π
and the period is . Using the initial conditions, we find the solution (see Problem 5)
2
x ( t ) = cos ( 4t − π ) ,
which tells us the amplitude is 1 and the phase angle is δ = π radians.
302 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 302
28. x + 16x = 0 , x ( 0 ) = 0 , x ( 0 ) = 4
2
Because ω0 = 4 radians per second, we know the natural frequency is Hz (cycles per second),
π
π
and the period is . Using the initial conditions, we find the solution (see Problem 6)
2
⎛ π⎞
x ( t ) = cos ⎜ 4t − ⎟ ,
⎝ 2⎠
π
which tells us the amplitude is 1 and the phase angle is δ = radians.
2
1
From Problem 7, x = sin 4π t
4
1 1 ⎛ π⎞ π 2π 2
Amplitude = ,x= cos 4π t − , phase angle δ = , and period T = = = 8.
4 4 ⎜ ⎟
2⎠ 2 ω π
⎝ 0
4
30. 4 x + π 2 x = 0 , x (0) = 1, x ( 0 ) = π
4r2 + π2 = 0
π π π
r= ± i x = c cos t + c sin t 1=c
1 2 1
2 2 2
π π π π π
x=− c1 sin t + c2 cos t π= c
2 2 2 2 2 2
π π
x = cos t + 2sin t c2 = 2
2 2
Amplitude: A = 1+ 22 = 5
⎛π ⎞
x= 5 cos ⎜ t −1.11 ⎟
⎝2 ⎠
Relating Graphs
x = A cos (0.5t − δ)
π ⎛t π⎞ ⎛t ⎞
x(0) = 0 ⇒ δ = so x(t) = A cos ⎜ − ⎟ = A sin ⎜ ⎟ ,
2 ⎝2 2⎠ ⎝2⎠
A ⎛t⎞
and x(t) = cos .
2 ⎜ 2⎟
⎝ ⎠
Phase Portraits
For comparison of phase portraits, the main observation is that the elliptical shape depends on ω0,
which is k in all of these problems because x + kx = 0 .
If ω0 = 1, trajectories are circular. As ω0 increases above 1, ellipses become taller and thinner.
As ω0 decreases from 1 to 0, ellipses become shorter and wider.
x 1
The aspect ratio of max = .
xmax ω
32. G ⎡1 ⎤
x+ x=0 x0 = ⎢ ⎥
⎣ 0⎦
33. G ⎡1⎤
x+ x=0 x0 = ⎢ ⎥
⎣1⎦
34. G ⎡1⎤
x + 9x = 0 x0 = ⎢ ⎥
⎣1⎦
1
From Problem 3, x(t) = cos 3t + sin 3t,
3
so x(t) = −3 sin 3t + cos 3t.
306 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 306
35. G ⎡1⎤
x + 4x = 0 x0 = ⎢ ⎥
⎣ −2⎦
36. G ⎡ −1⎤
x + 16x = 0 x0 = ⎢ ⎥
⎣0⎦
37. G ⎡ 0⎤
x + 16x = 0 x0 = ⎢ ⎥
⎣ 4⎦
38. G ⎡0 ⎤
x + 16π 2 x = 0 x0 = ⎢ ⎥
⎣π ⎦
1
From Problem 7, x(t) = sin 4π t,
4
so x(t) = cos 4π t.
39. G ⎡1 ⎤
4x + π 2 x = 0 x0 = ⎢ ⎥
⎣π ⎦
π π
From Problem 8, x(t) = cos t + 2sin t,
2 2
π π π
so x(t) = − sin t + π cos t.
2 2 2
Matching Problems
40. B
41. A
42. D
43. C
307 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 307
Changing Frequencies
(a) ω0 = 0.5 gives tx curve with lowest fre- x ω 0 = 0.5 ω = 2
44. 4 0
Detective Work
⎛ 8π ⎞
45. (a) The curve y = 1.4cos t − is a sinusoidal curve with period 2π , amplitude A ≈ 1.4 ,
⎜ ⎟
5 ⎠
⎝
8π
and phase angle δ ≈ .
5
π
(b) From this graph we estimate ω0 = 1 , A ≈ 2.3 , and δ ≈ . Thus, we have
4
⎛ π⎞ ⎡ ⎛ π⎞ ⎛ π ⎞⎤
x ( t ) = Acos (ω0t − δ 0 ) = 2.3cos ⎜ t − ⎟ = 2.3 ⎢ cost ⎜ cos− ⎟ − sin t ⎜ −sin ⎟⎥
⎝ 4⎠ ⎣ ⎝ 4⎠ ⎝ 4 ⎠⎦
⎧⎪ 2 2 ⎪⎫
= 2.3 ⎨ cos t + sin t ⎬ ≈ 1.6 ( cos t + sin t ) .
⎪⎩ 2 2 ⎪⎭
Pulling a Weight
46. (a) The mass is m = 2 kg . Because a force of 8 nt stretches the spring 0.5 meters, we find
8
that k = = 16 nt m . If we then release the weight, the IVP describing the motion of
0.5
x ( t ) = Acos ( 8t − δ . )
308 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 308
x ( t ) = 0.5cos ( 8t ) .
309 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 309
Amplitude =
1 2π 2π 8
(b) m; T = = sec , f = cycles per second
2 ω0 8 2π
)
(c) Setting cos ( 8t = 0 , we find that the weight will pass through equilibrium at
1
4
of the
period or after
π
t= ≈ 0.56 seconds.
2 8
500 x + 9800x = 0
or
5 x + 98x = 0 , x ( 0 ) = 10 , x ( 0 ) = 0 .
(c) In part (b) the amplitude is 10 cm, phase angle is 0, the period is
m 5
T = 2π = 2π ≈ 1.4 sec,
k 98
310 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 310
Initial-Value Problems
16 1
48. (a) The weight is 16 lbs, so the mass is roughly = slugs. (See Table 4.1.1 in text.) This
32 2
1 16
mass stretches the spring foot, hence k = 1 = 32 lb ft . This yields the equation
2 2
1
2
( x ) + 32x = 0 , or
x + 64x = 0 .
1
The initial conditions are that the mass is pulled down 4 inches ( foot) from equilib-
3
rium and then given an upward velocity of 4 ft sec . This gives the initial conditions of
1
x (0) = ft, x ( 0 ) = −4 ft/sec, using the engineering convention that for x, down is
3
positive.
1
(b) We have the same equation x + 64x = 0 , but the initial conditions are x ( 0 ) = − ft,
6
x ( 0 ) = 1 ft/sec.
12 3 1
49. The mass is m = = slugs. The spring is stretched foot, so the spring constant is
32 8 2
12 1 1
k= = 24 lb ft . The initial position of the mass is 4 inches ( ft) upward so x ( 0 ) = − 3 . The
3
1
2
initial motion is 2 ft sec upward, and thus x ( 0 ) = −2 . Hence, the equation for the motion of the
mass is
1
x + 64x = 0 , x ( 0 ) = − , x ( 0 ) = −2 ,
3
2 2 0.4
⎛ 1⎞ ⎛ 1⎞ 5
A = c2 + c2 = − + − =
1 2 ⎜ 3⎟ ⎜ 4⎟ 12
⎝ ⎠ ⎝ ⎠
⎛c ⎞ ⎛3⎞
δ = tan −1 ⎜ 2 ⎟ = tan −1 ⎜ ⎟ t
c
⎝ 1⎠ ⎝4⎠ 0.2 0.4 0.6 0.8 1 1.2 1.4
does not depend at all on our initial conditions. Period is the same so is the frequency, but the
amplitude will be twice that in the first case.
Here we have a vibrating spring with no friction, but a nonlinear restoring force F = −x − x3 that
is stronger than a purely linear force –x. For small displacement x the nonlinear F will not be
much different (for small x, x 3 is very small), but for larger x, the force F will be much stronger
than in a linear spring; as F increases, the frequency of the vibration increases. This equation is
called Duffing’s (strong) equation, and the associated springs are called strong springs.
52. x + x − x3 = 0
Here we have a vibrating spring with no friction, and a nonlinear restoring force F = −x + x3 . For
small displacement x the nonlinear term x 3 has little effect, but as x increases toward 1, the
restoring force F diminishes (i.e., the spring weakens when it is stretched a lot, and the restoring
force becomes zero when x = 1 ). The decreasing F causes decreasing frequency (and increasing
period). This equation is called Duffing’s (weak) equation, and the associated springs are called
weak springs.
311 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 311
53. x−x=0
This equation describes a spring with no friction and a negative restoring force. You may wonder
if there are such physical systems. In the next two sections we will see that this equation describes
the motion of an inverted pendulum (4.3 Problems 58, 59), and it has solutions sinh t and cosh t
(4.2 Example 2), in contrast to x + x = 0 , which has solutions sin t and cos t. The restoring force
for the equation under discussion is always directed away from the equilibrium position; hence
the solution always moves away from the equilibrium, which us unstable.
1
54. x+ x+x=0
t
This equation can be interpreted as describing the motion of a vibrating mass that has infinite
1
friction x at t = 0 , but friction immediately begins to diminish and approaches zero as t
t
becomes very large. You may simulate in your mind the motion of such a system. Do you think for
large t that the oscillation might behave much like simple harmonic motion? (See 4.3 Problem 68.)
55. ( )
x + x 2 −1 x + x = 0
This is called van der Pol’s equation and describes oscillations (mostly electrical) where internal
friction depends on the value of the dependent variable x. Note that when x < 1, we actually have
negative friction, so for a small displacement x we would expect the system to move away from
the zero solution (an unstable equilibrium) in the direction of x = 1. But when x > 1, we will
have positive friction causing damping. We will see in 4.3 Problem 70 and in Chapter 7 that there
is a periodic solution between small x and large x that attracts all these other solutions.
56. x + tx = 0
Here we have a vibrating spring with no friction, but the restoring force –tx gets stronger as time
passes. Hence we expect to see no damping, but faster vibrations as t increases.
LR-Circuit
57. (a) Without having a capacitor to store energy, we do not expect the current in the circuit to
oscillate. If there had been a constant voltage V0 on in the past, we would expect the
V0
current to be (by Ohm’s law) I = . If we then shut off the voltage, we would expect
R
(b) If a current I passes through a resistor with resistance R, then the voltage drop is RI; the
voltage drop across an inductor of inductance L is LI . We obtain the IVP:
312 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 312
V0
LI + RI = 0 , I ( 0 ) =
R
313 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 313
LC-Circuit
58. (a) With a nonzero initial current and no resistance, we do not expect the current to damp to
zero. We would expect an oscillatory current due to the capacitor. Thus the charge on the
capacitor would oscillate indefinitely. The exact behavior depends on the initial
conditions and the values of the inductance and capacitance.
(b) Kirchoff’s voltage law states that the sum of the voltage drops around the circuit is equal
to the impressed voltage source. Hence, we have
1
LI +
C ∫
I =0
or, in terms of the charge across the capacitor, we have the IVP
1
LQ + Q = 0 , Q (0) = 0 , Q (0) = 5 .
C
(c) The solution of the IVP is
sin ( 1
t )
Q (t ) = 5
LC
.
1
LC
(d) With values L = 10 henries, C = 10−3 farads, the charge on the capacitor is
Q (t ) = 5
sin ( 100t ) = 1 sin10t .
100 2
A Pendulum Experiment
59. The pendulum equation is
g
θ+ sin θ = 0 .
L
g
This is the equation of simple harmonic motion with circular frequency ω0 = , and natural
L
1 g 1 L
frequency f0 = . Hence, the period of motion is T = = 2π .
2π L f0 g
Tearth g sun
= = 400,000 = 100 40 ≈ 632 .
Tsun g earth
Circular Motion
65. Writing the motion in terms of polar coordinates r and θ and using the fact that the angular
velocity is constant, we have θ = ω0 (a constant). We also know the particle moves along a circle
of constant radius, which makes r a constant. We then have the relation x = r cosθ , and hence
315 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 315
x = ( −r sin θ )θ
x = ( −r sin θ )θ − ( r cos θ )θ 2 .
x + ω02 x = 0 .
2π = 2π m .
T = 2.7 =
ω0 k
We have one equation in two unknowns, but the buoyancy equation yields the second equation. If
we push the buoy down 1 foot, the force upwards will be F = V ρ , where V is the submerged
volume and ρ is the density of water. In this case, V = π r 2 h , r = 9 inches = 0.75 ft , h = 1 ft, and
9
ρ = 62.5 ft sec , so the force required to push the buoy down 1 foot is π (1)( 62.5 ) ≈ 110 lbs.
16
110
But k is the force divided by distance, so k = = 110 lbs ft . Finally, solving for m in the
1
kT 2
equation for T, we get m = , and substituting in all of our numbers, we arrive at m ≈ 20.4
4π 2
slugs (see Table 4.1.1. in the text.) The buoy weighs mg = ( 20.4 )( 32.2 ) = 657 lbs.
k q
where r = R, so ω0 = = .
m R
Hence we have
q
x(t) = d cos t.
R
For the train to go from L.A. to Tokyo, x(t) goes from d to −d.
q
and t goes from 0 to π.
R
Hence,
R
tf =π
q
4000 mi ×5280 ft/mi
=π
32 ft/sec 2
= 2552 sec ≈ 42.5 minutes
R
(c) The solution tf = π from part (b) does not depend on the location of the points on the
q
earth’s surface; π, R, and q are all constant.
−b ( −b 2m )t
X ( t ) + e(
−b 2m )t
x (t ) = e X (t )
2m
b 2 ( −b 2m )t −b ( −b 2m )t
x (t ) = 2
e X (t ) + e X ( t ) + e −( b 2m )t X ( t ) .
4m m
317 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.1 The Harmonic Oscillator 317
Substituting this into the original equation (1) and dividing through by e −( b 2m )t , we arrive
at
⎡ b b2 ⎤ ⎡ b ⎤
m⎢X − X + 2 X ⎥ + b ⎢−
X + X ⎥ + k[X] = 0.
⎣ m 4m ⎦ ⎣ 2m ⎦
b2
(b) If we assume k − > 0 , then divide by m and let
4m
1
ω0 = 4mk − b 2 )
2m
y ( t ) = c e0t + c te0t = c + c t .
1 2 1 2
2. y′′ − y′ = 0
The characteristic equation is r 2 − r = 0 , which has roots 0, 1. Thus, the general solution is
y ( t ) = c1 + c2 et .
3. y′′ − 9 y = 0
The characteristic equation is r 2 − 9 = 0 , which has roots 3, –3. Thus, the general solution is
y ( t ) = c1e3t + c2e −3t .
4. y′′ − y = 0
The characteristic equation is r 2 −1 = 0 , which has roots 1, –1. Thus, the general solution is
y ( t ) = c1et + c2 e−t .
5. y′′ − 3y′ + 2 y = 0
The characteristic equation is r 2 − 3r + 2 = 0 , which factors into ( r − 2 )( r −1) = 0 , and hence has
roots 1, 2. Thus, the general solution is
y ( t ) = c1et + c2e 2t .
6. y′′ − y′ − 2 y = 0
The characteristic equation is r − r − 2 = 0 , which factors into ( r − 2 )( r +1) = 0 , and hence has
2
7. y′′ + 2 y′ + y = 0
The characteristic equation is r 2 + 2r +1 = 0 , which factors into ( r +1)( r +1) = 0 , and hence has
8. 4 y′′ − 4 y′ + y = 0
The characteristic equation is 4r 2 − 4r +1 = 0 , which factors into ( 2r −1)( 2r −1) = 0 , and hence
1 1
has the double root , . Thus, the general solution is
2 2
y ( t ) = c1et 2 + c2tet 2 .
9. 2 y′′ − 3y′ + y = 0
The characteristic equation is 2r 2 − 3r +1 = 0 , which factors into ( 2r −1)( r −1) = 0 , and hence
1
has roots , 1. Thus, the general solution is
2
y ( t ) = c1et 2 + c2 et .
10. y′′ − 6 y′ + 9 y = 0
The characteristic equation is r 2 − 6r + 9 = 0 , which factors into ( r − 3)( r − 3) = 0 , and hence has
the double root 3, 3. Thus, the general solution is
y ( t ) = c1e3t + c2 te3t .
12. y′′ − y′ − 6 y = 0
The characteristic equation is r 2 − r − 6 = 0 , which factors into ( r + 2 )( r − 3) = 0 , and hence has
13. y′′ + 2 y′ − y = 0
(
The characteristic equation is r 2 + 2r −1 = 0 , which factors into r +1− 2 r +1 + 2 = 0 , and )( )
hence has roots −1+ 2 , −1− 2 . Thus, the general solution is
(
y ( t ) = e −t c e 2t
+ c e− 2t
).
1 2
14. 9 y′′ + 6 y′ + y = 0
The characteristic equation is 9r 2 + 6r +1 = 0 , which factors into ( 3r +1) = 0 , and hence has the
2
1 1
double root − , − . Thus, the general solution is
319 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 319
3 3
y ( t ) = c1e −t 3 + c2te −t 3 .
320 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 320
( r + 2 )( r −1) = 0 , and thus has roots 1, –2. Thus, the general solution is
y ( t ) = c1e −2t + c2 et .
1 2
Substituting into y ( 0 ) = 1, y′ ( 0 ) = 0 yields c1 = , c2 = , so
3 3
1 2
y ( t ) = e −2t + et .
3 3
17. y′′ + 2 y′ + y = 0 , y ( 0 ) = 0 , y ′ ( 0 ) = 1
The characteristic equation is r 2 + 2r +1 = 0 , which factors into ( r +1)( r +1) = 0 , and hence has
y ( t ) = te −t .
18. y′′ − 9 y = 0 , y ( 0 ) = −1, y ′ ( 0 ) = 0
The characteristic equation is r 2 − 9 = 0 , which factors into ( r − 3)( r + 3) = 0 , and hence has
y′ ( 0 ) = 0 yields c 1 2 =−
1
=c
, so
2
1 3t 1 −3t
y (t ) e − e .
=−
2 2
320 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 320
19. y′′ − 6 y′ + 9 y = 0 , y ( 0 ) = 0 , y ′ ( 0 ) = −1
The characteristic equation is r 2 − 6r + 9 = 0 , which factors into ( r − 3)( r − 3) = 0 , and hence has
the double root 3, 3. Thus, the general solution is
y ( t ) = c1e3t + c2 te3t .
y ( t ) = −te3t .
20. y′′ + y′ − 6 y = 0 , y ( 0 ) = 1, y ′ ( 0 ) = 1
The characteristic equation is r 2 + r − 6 = 0 , which factors into ( r + 3)( r − 2 ) = 0 , and hence has
1 4
Substituting into y ( 0 ) = 1, y′ ( 0 ) = 1 yields c1 = , c2 = , so
5 5
1 4
y ( t ) = e −3t + e 2t .
5 5
21. y′′ − y′ = 0 y(0) = 2, y(0) = −1
r2 − r = 0 (Characteristic equation)
r(r − 1) = 0 r = 0, 1
y = c1 + c2et ⇒ 2 = c1 + c2
y′ = c2et ⇒ −1 = c2, c1 = 3
y = 3 − et
r2 − 4r − 12 = 0 (Characteristic equation)
(r + 2)(r − 6) = 0 r = −2, 6
y = c e −2t + c e 6t y(0) = 1⇒ c + c = 1 7 ⎫ 1
1 2 1 2
⎬ ⇒ c = ,c =
−2t 6t ′ 1 2
1 −2t 3 −6t
y= e + e
4 4
321 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 321
r 2 + 2 2r + 2 = 0 (Characteristic equation)
(r + 2)(r + 2 ) = 0 r = − 2, − 2
Basis: e − { 2t
,te −
2t
}
Solution Space: {y y = c e− 2t
+ c te − 2t
;c ,c ∈ \}
1 2 1 2
Other Bases
27. y′′ − 4 y = 0
r2 − 4 = 0 (Characteristic equation)
r = ±2 ∴ {e2t, e−2t} is a basis
To show {cosh 2t, sinh 2t} is a basis, we need only show that cosh 2t and sinh 2t are linearly
independent solutions:
cosh 2t sinh 2t
W= = 4 cosh2 2t − 4 sinh2 2t
2sinh 2t 2cosh 2t
322 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 322
2
⎛ e 2t + e −2t ⎞ ⎛ e 4t +1+ e −4t ⎞
⎟ =⎜
2
cosh 2t = ⎜ ⎟
⎝ 2 ⎠ ⎝ 2 ⎠
2
⎛ e 2t − e −2t ⎞ ⎛ e 4t −1− e −4t ⎞
⎟ =⎜
2
sinh 2t = ⎜ ⎟
⎝ 2 ⎠ ⎝ 2 ⎠
so cosh2 2t − sinh2 2t = 1 and W = 4 ≠ 0.
∴ cosh 2t, sinh 2t are linearly independent.
Substitute y = cosh 2t, y′ = 2 sinh 2t, y ′ = 4 cosh 2t
{
To show that e 2t ,cosh 2t } is a basis, we use the facts that e 2t
and cosh 2t are solutions.
Then:
e2t +e −2t
e 2t cosh 2t e 2t
W= = 2
2e 2t 2sinh 2t 2e 2t e 2t − e −2t
= (e4t − 1) − (e4t + 1) = −2 ≠ 0
0 0 2 6t
0 0 6 0 0 6
0 0 0 6
= (t + 1)12 − 12(t − 1) = 24 ≠ 0
⎡ 5 10 5t +1 10 5t +1 5 ⎤
= e5t t −1 + (2 − e −5t )
⎢ ⎥
⎣ 25 50 25t +10 50 25t +10 25 ⎦
= 25e5t ≠ 0
Yes, {te5t, e5t, 2e5t − 1} is a basis for the solution space for y′′′ −10 y′′ + 25y′ = 0.
31. The given set has only three solutions, so it cannot be a basis. A basis for the solution space of y(4)
= 0 must have 4 linearly independent solutions.
Sorting Graphs
32.
324 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 324
Relating Graphs
x(0) ≈ − 10 x(0) ≈ 0
⇓ ⇓
c1 + c2 = −10 −2c1 − 3c2 = 0
c1 = −30, c2 = 20
(c) From (1) in box, x(t) = −30e−2t + 20e−3t.
For t > 0, each term diminishes as t increases; the result remains negative, below the
t-axis.
For t < 0, each exponential increases as t decreases; the negative term cancels the positive
term when 30e−2t = 20e−3t or e−t = 1.5,
that is, when t = −ln 1.5 ≈ −.405 which looks about right on the tx-graph.
(d) From (2), x(t) = 60e−2t − 60e−3t = 60e−2t(1 − e−t) which is always positive for t > 0,
decreasing as t increases.
2
so t = − ln ≈ 0.406, which looks about right on the tx -graph.
3
325 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 325
34. (a)
(b)
(b) x(0) ≈ 5 x(0) ≈ 0
⇓ ⇓
c1 + c2 = 5 −2c1 − 3c2 = 0
G G G G
Because all problems for finding ci are of type Ac = b , we solve for c = A −1b
⎡1 1⎤ ⎡ −3 −1⎤ G ⎡5⎤
−1
We have A = ⎢ ⎥ so A = − ⎢ ⎥ , and here b = ⎢ ⎥
⎣ −2 −3⎦ ⎣2 1⎦ ⎣0⎦
so
G ⎡−3 −1⎤ ⎡5⎤ ⎡+15⎤
c = −⎢ ⎥⎢ ⎥ = ⎢ ⎥
⎣ 2 1 ⎦ ⎣ 0 ⎦ ⎣ −10 ⎦
As t increases from zero, both exponentials decrease with their sum remaining positive, which
agrees with the tx graph.
−2t −3t −2t −t
(d) From (2), x(t) = −30e − 30e = −30e (1 + e )
For t > 0, this quantity is always negative, and as long as t increases, each term gets
closer to zero, in agreement with tx -graph.
326 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 326
35.
2
which yields e−t = or t ≈ .406,
3
36. (a)
2 2
x(t) = − e−2t + e3t
5 5
4 −2t 6 3t
x(t) = e + e
5 5
(c) For t > 0, e−2t < e3t, so x(t) is always positive, and as t increases, so does x(t).
This result agrees with the tx-graph.
For t < 0, e3t < e−2t so x(t) is always negative, and as t becomes more negative, x(t)
becomes more negative.
(d) x(t) is always positive.
For t > 0, e−2t < e3t, so the second term dominates as t increases, and x(t) increases as
well. These facts are in agreement with the tx -graph.
37. (a)
328 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 328
6 −2t 4 3t
x(t) = e + e
5 5
12 −2t 12 3t
x(t) e + e
=−
5 5
For t > 0, as t increases, the first term decreases toward 0 and the second term increases
ever more rapidly, in agreement with the tx-graph.
(d) For t > 0, e3t > e−2t, so x(t) is positive, and x(t) increases as t increases, as shown on the
tx graph.
For t < 0, the first term will dominate and x(t) will be negative, ever more so as t
38. (a)
18 18
x(t) e −2t − e3t
=+
5 5
(c) x(t) is always negative, with a maximum at t = 0. (See part (d) and set x(t) = 0.)
These facts agree with the tx graph.
(d) For t > 0, e3t > e−2t so the negative term dominates in x(t) and x(t) is negative, ever
more so as t increases.
For t < 0, e−2t > e3t so the positive term dominates in x(t) and x(t) is positive, ever more
329 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 329
39. (a)
1 −2t 1 3t
x(t) = e − e
5 5
2 −2t 3 3t
x(t) e − e
=−
5 5
(c) For t > 0 the second term dominates, so x(t) is negative, ever more so as t increases.
For t < 0 the first term dominates, so x(t) is positive, ever more so as t becomes more
negative.
graph.
Phase Portraits
Independent Solutions
44. Letting
r1t r2 t
c1e + c2 e =0
When r1 ≠ r2 then these equations have the unique solution c1 = c2 = 0 , which shows the given
ay ′ + by′ + cy = 0
gives
b −bt 2a
y′ = v′e −bt 2a − ve
2a
b b2
y ′′ = v′′e −bt 2a − v′e −bt 2a + 2 ve −bt 2a .
a 4a
Substituting v, v′, v ′ into the differential equation gives the new equation (after dividing by
e −bt 2a )
⎛ b b2 ⎞ ⎛ b ⎞
a ⎜ v′′ − v′ + 2 v ⎟ + b ⎜ v′ − v ⎟ + cv = 0 .
⎝ a 4a ⎠ ⎝ 2a ⎠
Simplifying gives
⎛ b2 ⎞
av′′ − ⎜ − c⎟v = 0 .
⎝ 4a ⎠
Because we have assumed b 2 = 4ac , we have the equation v ′ = 0 , which was the condition to be
proven.
Independence Again
46. Setting
c1e −bt 2a + c2 te −bt 2a = 0
for all t, we set in particular t = 0 and then t = 1. These yield, respectively, the equations
c1 = 0
c1e −b 2a + c2 e −b 2a = 0
which have the unique solution c1 = c2 = 0 . Hence, the given functions are linearly independent.
331 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 331
does as well. To use l’Hôpital’s rule, we compute the derivatives of both the numerator and de-
nominator of the previous expression, getting
1
b bt 2a
,
2a
e
which clearly approaches 0 as t → ∞ . Then l’Hôpital’s rule assures us that the given expression
te −( b 2a )t approaches 0 as well.
Negative Roots
We have r = −b ± b − 4mk , so in the overdamped case where b − 4mk > 0 , these
2 2
48.
characteristic roots are real. Because m and k are both nonnegative, b 2 − 4mk < b 2 causing
and
r2 = −b − b 2 − 4mk to be a negative sum of two negative terms.
L
Δ = R2 − 4
C
<0 ( underdamped )
L
Δ = R2 − 4 = 0
C ( critically damped )
L
Δ = R2 − 4 > 0 ( overdamped ) .
C
332 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 332
R=2
L ( critically damped )
C
R>2
L ( overdamped ) .
C
1
These correspond to the analogy that m, b, and k correspond respectively to L, R, and .
C
(see Table 4.1.3 in the textbook.)
A Test of Your Intuition
50. Intuitively, a curve whose rate of increase is proportional to its height will increase very rapidly
as the height increases. On the other hand, upward curvature doesn’t necessarily imply that the
function is increasing! (The curve e −t has upward curvature, yet decreases to 0 as t → ∞ .) In this
case, the restriction that y ′ ( 0 ) = 0 will cause the second curve to increase, but probably not
nearly as rapidly as the first curve. Solving the equations, the IVP y′ = y , y ( 0 ) = 1 has the
An Overdamped Spring
This unique number is the only value for which the curve may pass through 0. If the
argument of the logarithm is negative or if the value of t1 does not
cross the
333 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 333
(b) By a similar argument, we can show that the derivative x ( t ) also has one zero.
333 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 333
We can divide by the nonnegative quantity e r1t1 getting the equation c + c t = 0 , which
1 21
c
has the unique solution t1 = − 1 . Hence, the solution of a critically damped equation can
c2
pass through the equilibrium at most once. If the value of t1 is negative, then the solution
does not cross the equilibrium point.
(b) By a similar argument, we can show that the derivative x ( t ) has one zero.
Linking Graphs
After inspection, we have labeled the yt and y′t graphs as follows.
y y' y'
53.
2 1 5 3 1 5
1 3
2
3
2
t t y
3 3 –5 5
4
4 4 t=0
–5 –5 –5
54.
334 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 334
55.
Damped Vibration
56. The IVP problem is
1
x + 2x + x = 0 , x ( 0 ) = 3 in = ft , x ( 0 ) = 0 ft sec .
4
The solution is
1 −t 1 −t
x (t ) = e + te .
4 4
This is zero only for t1 = −1 , whereas the physical system does not start before t = 0 .
Surge Functions
57. For mx + bx + kx = 0 , let m = 1, find b, k and initial conditions for the solution x = Ate−rt
x + bx + kx = 0
r 2 + br + k = 0 (characteristic equation)
−b ± b 2 − 4 ⋅1⋅ k
r=
2
b b
b2 − 4k = 0 to obtain repeated roots, r = − , −
2 2
x = c1e−rt + c2te−rt
x = −rc1e −rt + c2 (t(−r)e−rt + e −rt ) ∴ c1 = 0 = x(0)
c2 = A = x(0)
x(0) = c2
∴ b = −2r, 4k = b2
b = −2r
k=r
x(0) = 0
x′(0) = A
LRC-Circuit I
1
58. (a) LQ + RQ + Q = 2Q +101Q + 50Q = 0 , Q ( 0 ) = 99 , Q ( 0 ) = 0
C
(b) Q ( t ) = −e −50t +100e −t 2 (c) I ( t ) = Q ( t ) = 50e −50t − 50e −t 2
(d) As t → ∞ , Q ( t ) → 0 and I ( t ) → 0
LRC-Circuit II
1
59. (a) LQ + RQ + Q = Q +15Q + 50Q = 0 , Q ( 0 ) = 5 , Q ( 0 ) = 0
C
(b) Q ( t ) = 10e −5t − 5e −10t (c) I ( t ) = Q ( t ) = −50e −5t + 50e−10t
(d) As t → ∞ , Q ( t ) → 0 and I ( t ) → 0
y′ = rt r −1
y ′′ = r ( r −1) t r −2 .
Hence
at 2 y ′′ + bty ′ + cy = ar ( r −1) t r + brt r + ct r = 0 .
y1 ( t ) = t r1
y2 ( t ) = t r2 .
336 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 336
Because these two functions are clearly linearly independent (one not a constant multiple of the
other) for r1 ≠ r2 , we have
y ( t ) = c1t r1 + c2 t r2
for t > 0 .
For Problems 61–65, see Problem 60 for the form of the characteristic equation for the Euler-Cauchy DE.
61. t 2 y′′ + 2ty′ −12 y = 0
y ( t ) = c1t 3 + c2 t −4 .
y (t )= c1t
12 −3 2
+ c2t .
y ( t ) = c1t −1 + c2 t −2 .
337 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 337
1
Hence, we have roots r1 = , r = −1, and thus
2 2
y ( t ) = c1t1 2 + c2 t −1 .
has a double root of r. Hence, we have one solution y1 = t r . To verify that t r ln t is also a
r −1 r −1
solution, we differentiate y′ = rt ln t + t ,
at 2 y ′′ + bty ′ + cy = ⎡⎣ a ( 2r −1) + b t r .
b −a
Thus the root of the characteristic equation is r = − , which makes this expression zero.
2a
b −a
To verify that t r and t r ln t are linearly independent (where r = − is the double
2a
root of the characteristic equation), we set
c1tr + c2t r ln t = 0
c1 2 + c2 2 ln 2 = 0
r r
and yields the unique solution c1 = c2 = 0 . Hence, t and t ln t are linearly independent
r r
solutions.
339 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 339
for t > 0 .
67. t 2 y′′ − 3ty′ + 4 y = 0
for t > 0 .
The roots of the characteristic equation are –1 and –3, so the characteristic equation is
( r +1)( r + 3) = r 2 + 4r + 3 = 0 .
340 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 340
y ′ + 4 y′ + 3y = 0 .
341 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 341
y ′ ( t ) = −2e −t − 3e −3t
The IC of the given trajectory of
( y ( t ) , y′ ( t ) )
in yy ′ space is ( y ( 0 ) , y′ ( 0 ) ) = ( 3, − 5) .
71. y ( t ) = e −t + e −8t
(a) The roots of the characteristic equation are –1 and –8, so the characteristic equation is
( r +1)( r + 8 ) = r 2 + 9r + 8 = 0 .
y ( t ) satisfies the differential equation
y ′ + 9 y′ + 8y = 0 .
72. y ( t ) = et + e−t
(a) The roots of the characteristic equation are 1 and –1, so the characteristic equation is
( r −1)( r +1) = r 2 −1 = 0 .
y ( t ) satisfies the differential equation
y′− y =0 .
342 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 342
y ′ ( t ) = et − e −t . 4
73. y ( t ) = e −t + te −t
(a) The characteristic equation has a double root at –1, so the characteristic equation is
( r +1)
2
= r 2 + 2r + 1 = 0 .
y ′ ( t ) = −te −t .
–1.5 1
1.5
space is
y ( 0 ) = 1, y ′ ( 0 ) = 0 .
–1.5
74. y ( t ) = 3 + 2e 2t
(a) The roots of the characteristic equation are 0 and 2, so the characteristic equation is
r ( r − 2 ) = r 2 − 2r = 0 .
y ′ − 2 y′ = 0 .
341 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 341
( y ( 0 ) , y′ ( 0 ) ) = ( 5, 4 ) .
(c) See the figure to the right.
y1v′′ + ( 2 y1′ + p ( x ) y1 ) v′ = 0
(b) Setting v′ = w and using the fact that y1′dx = dy1′ , we obtain
y1 w′ + ( 2 y1′ + p ( x ) y1 ) w = 0
⎛ 2y′1 +p (x )y1 ⎞
w′ + ⎜ ⎟w = 0
⎝ y1 ⎠
dw ⎛ −2 y1′−p (x )y1 ⎞
= ⎟ dx
w ⎜⎝ y1 ⎠
⎛ −2 y1′ ⎞
ln w = − p ( x ) dx
∫ ⎜⎝ y
⎟
⎠
−2
ln w = ∫y 1
∫
dy1 − p ( x ) dx
ln w = ln y1−2 − p ( x ) dx
∫
− p ( x ) dx
e ∫
w=± = v′
y12
− p ( x ) dx
e ∫
v=± ∫ y12
By convention, the positive sign is chosen.
342 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 342
We identify p ( t ) = −6 , so
∫ p ( t ) dt = −6t .
Substituting in the formula developed in Problem 75, we have
− p ( t ) dt
e ∫ e6t
y =y dt = e3t ∫ dt = te3t .
2 1 ∫ 2
3t 2
y1 ( t )
(e )
77. y′′ − 4 y′ + 4 y = 0 , y1 = e 2t
We won’t use the formula this time. We simply redo the steps in Problem 75. We seek a second
solution of the form y2 = vy1 = ve 2t . Differentiating, we have
v ( t ) = c1t + c2 .
Hence, we have found new solutions
y2 = ve 2t = c1te 2t + c2 e 2t .
y2 = te2t .
343 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 343
We won’t use the formula this time. We simply redo the steps in Problem 75. We seek a second
solution of the form y2 = vy1 = tv . Differentiating, we have
y2′ = tv′ + v
y2′ = tv ′ + 2v′ .
so
y2 = tv = c1t ln t + c2t .
y2 = t ln t .
79. (t 2
)
+1 y ′′ − 2ty ′ + 2 y = 0 , y1 = t
We won’t use the formula this time. We simply redo the steps in Problem 75. We seek a second
solution of the form y2 = vy1 = tv . Differentiating yields
y2′ = tv′ + v
y2′ = tv ′ + 2v′ .
(t 2
) ( )
+1 y2′ − 2ty2′ + 2 y2 = t t 2 +1 v ′ + 2v′ = 0 .
( )
Letting w = v′ and dividing by t t 2 +1 , we can solve the new equation using the integrating
We arrive at
t 2 +1
w=c = c + c t −2 .
1 1 1
t2
Integrating this, we get
(
v = c1 t − t −1 + c2 , )
so
(
y2 = tv = c1 t 2 −1 + c2 t . )
Letting c1 = 1, c2 = 0 we get a second linearly independent solution
y2 = t 2 −1.
Classical Equations
80. y′′ − 2ty′ + 4 y = 0 , y1 ( t ) =1− 2t 2 (Hermite’s Equation)
( )
Letting y2 = vy1 = v 1− 2t 2 , we have
( )
y′2 = 1− 2t 2 v′ − 4tv
( 2t )
−2
t2
w = c1e
2
−1 .
∫ ( )
2 −2
v = et 2t 2 −1 dt .
( )
Multiplying by 1 − 2t 2 yields a final answer of
y2 ( t ) = (1− 2t ) ∫ e ( 2t −1)
2 t2 2 −2
dt .
y2′ = tv ′ + 2v′ ,
346 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 346
2 − 3t 2
w′ + w=0.
(
t 1− t2 )
Using partial fractions yields
2 − 3t 2 1 1
∫ t (1 − t ) dt = 2ln t + 2 ln t −1 + 2 ln 1+ t ,
2
This is a perfect example of a formula that does not tell us much about how the solutions behave.
Check out the IDE tool Chebyshev’s Equation to see the value of graphical solutions.
82. ty ′′ + (1− t ) y ′ + y = 0 , y1 ( t ) = t −1 (Laguerre’s Equation)
(
ty2′′ + (1− t ) y2′ + y = t ( t −1) v ′ + −t 2 + 4t −1 v′ = 0 . )
Dividing by t ( t −1) and letting w = v′ yields
−t 2 + 4t −1
w′ + w = 0.
t ( t −1)
1 2
Hence by use of partial fractions, our integrating factor is u = e ∫ t t −1 so that
−1+ + dt
t ( t − 1)
et
w = C1 .
t(t −1) 2
Letting c1 = 1 and multiplying by t −1 yields a final answer of
et
y2 ( t ) = v ( t −1) = ( t −1) ∫
347 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 347
2
dt .
348 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.2 Real Characteristic Roots 348
we obtain
μ y′′ + μ y′ + μ y = μ ′y + μ y′ + g′y + gy′
Setting the coefficients of y, y′, y′′ equal, we find
for y′′ : μ = g′
The last equation yields g = ∫ μdt and substituting this into the second equation, and
differentiating, gives a differential equation for the “integrating factor”
μ ′′ − μ ′ + μ = 0.
(c) We perform the differentiation on the right-hand-side of the given equation, yielding
μ (t) [ y′′ + p(t) y′ + q(t) y ] = μ y′′ + μ ′y′ + g(t) y′ + g′(t) y.
Setting these two equations for g′ equal to each other yields μ ′ − p μ ′ + (q − p′) μ = 0
which was to be shown.
Solutions in General
1. y′′ + 9 y = 0
The characteristic equation is r 2 + 9 = 0 , which has roots 3i, –3i. The general solution is
y ( t ) = c1 cos3t + c2 sin 3t .
2. y′′ + y′ + y = 0
1 3
The characteristic equation is r 2 + r +1 = 0 , which has roots − ± i . The general solution is
2 2
⎛ 3 3 ⎞
y ( t ) = e −t 2 c cos t + c sin t .
⎜ 1 2
2
2 ⎟
⎝ ⎠
3. y′′ − 4 y′ + 5y = 0
4. y′′ + 2 y′ + 8 y = 0
The characteristic equation is r 2 + 2r + 8 = 0 , which has roots −1± i 7 . The general solution is
(
y ( t ) = e −t c1 cos 7t + c2 sin 7t . )
5. y′′ + 2 y′ + 4 y = 0
The characteristic equation is r 2 + 2r + 4 = 0 , which has roots −1± i 3 . The general solution is
(
y ( t ) = e −t c1 cos 3t + c2 sin 3t . )
6. y′′ − 4 y′ + 7 y = 0
(
y ( t ) = e 2t c1 cos 3t + c2 sin 3t . )
7. y′′ −10 y′ + 26 y = 0
The characteristic equation is r 2 −10r + 26 = 0 , which has roots 5 + i . The general solution is
y ( t ) = e5t ( c1 cost + c2 sin t ) .
348 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 348
8. 3y′′ + 4 y′ + 9 y = 0
2 23
The characteristic equation is 3r 2 + 4r + 9 = 0 , which has roots − ± i . The general solution
3 3
is
⎛ 23 23 ⎞
y ( t ) = e −2t 3 c cos t + c sin t .
⎜ 1 3
2
3 ⎟
⎝ ⎠
9. y′′ − y′ + y = 0
1 3
The characteristic equation is r 2 − r +1 = 0 , which has roots ±i . The general solution is
2 2
⎛ 3 3 ⎞
y ( t ) = et 2 c cos t + c sin t .
⎜ 1 2
2
2 ⎟
⎝ ⎠
10. y′′ + y′ + 2 y = 0
1 7
The characteristic equation is r 2 + r + 2 = 0 , which has roots − ± i . The general solution is
2 2
⎛ 7 7 ⎞
y ( t ) = e −t 2 c cos t + c sin t .
⎜ 1 2
2
2 ⎟
⎝ ⎠
Initial-Value Problems
11. y′′ + 4 y = 0 , y ( 0 ) = 1, y ′ ( 0 ) = −1
The characteristic equation is r 2 + 4 = 0 , which has roots ±2i . The general solution is
y ( t ) = c1 cos 2t + c2 sin 2t .
Substituting this into the initial conditions gives y ( 0 ) = c1 = 1, y ′ ( 0 ) = 2c2 = −1 . Hence, the
solution of the initial-value problem is
1
y ( t ) = cos 2t − sin 2t .
2
12. y′′ − 4 y′ +13y = 0 , y ( 0 ) = 1, y ′ ( 0 ) = 0
The characteristic equation is r 2 − 4r +13 = 0 , which has roots 2 ± 3i . The general solution is
y ( t ) = e 2t ( c1 cos 3t + c2 sin 3t ) .
Substituting this into the initial conditions yields y ( 0 ) = c1 = 1, y ′ ( 0 ) = 2c1 + 3c2 = 0 , resulting in
2
c1 = 1, c2 = − . Hence, the solution of the initial-value problem is
3
349 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 349
⎛ 2 ⎞
y ( t ) = e 2t ⎜ cos 3t − sin 3t ⎟ .
⎝ 3 ⎠
350 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 350
13. y′′ + 2 y′ + 2 y = 0 , y ( 0 ) = 1, y ′ ( 0 ) = 0
The characteristic equation is r 2 + 2r + 2 = 0 , which has roots −1± i . Hence, the general solution
is
y ( t ) = e −t ( c1 cos t + c2 sin t ) .
14. y′′ − y′ + y = 0 , y ( 0 ) = 0 , y ′ ( 0 ) = 1
From Problem 6,
⎧ ⎡ 3 ⎡ 3 ⎫
y (t ) = e t 2
c cos (t ) + c sin (t ) .
⎪ ⎤ ⎤⎪
⎨ 1 ⎢ ⎥ 2 ⎢ ⎥⎬
2 2
⎪⎩ ⎢⎣ ⎥⎦ ⎢⎣ ⎥⎦ ⎪⎭
2
c2 = 3 . Hence, the solution of the initial-value problem is
3
2 ⎛ 3 ⎞
y (t ) = 3e −t 2 sin
⎜
t .
⎟
3 ⎝ 2 ⎠
15. y′′ − 4 y′ + 7 y = 0 , y ( 0 ) = 0 , y ′ ( 0 ) = −1
From Problem 6,
y (t ) = e
2t
{c cos ( 3t ) + c sin ( 3t )} .
1 2
1
c1 = 0 , c2 = − 3.
3
16.
y (t )
1
y′′ + 2 y′ + 5y = 0 ,
3e 2t sin ( 3t ) .
351 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 351
=−
3
y (0) y ′ ( 0 ) = −1
= 1,
The characteristic equation is r 2 + 2r + 5 = 0 , which has roots −1± 2i . Hence, the general solu-
tion is
y ( t ) = e −t ( c1 cos 2t + c2 sin 2t ) .
352 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 352
Working Backwards
17. (r −1)3 = r 3 − 3r 2 + 3r −1
y′′′ − 3y′′ + 3y′ − y = 0
Matching Problems
21. y′′ − y′ = 0 ⇒ r = 0, 1
y(t) = c1 + c2et Graph D
22. y′′ + y′ = 0 ⇒ r = 0, −1
y(t) = c1 + c2e−t Graph B
24. y′′ − 5 y′ + 6 y = 0 ⇒ r = 2, 3
−1 ± 3i
25. y′′ + y′ + y = 0 ⇒ r =
2
−⎛ ⎞
1
⎜⎝ 2 ⎠⎟ t ⎛ 3t 3t ⎞
y(t) = e c cos + c sin Graph G
⎜ 1
2
2
2 ⎟⎠
⎝
26. y′′ + y′ = 0 ⇒ r = ±i
−2t
y(t) = (c1 + c2 t)e Graph E
354 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 354
1 ± 3i
28. y′′ − y′ + y = 0 ⇒ r =
2
⎛1⎞
⎜ 2 ⎟t ⎛ 3 ⎞
y(t) = e ⎝ ⎠
c cos t + c sin 3 t Graph H
⎜ 1
2 2
2 ⎟
⎝ ⎠
Euler’s Formula
2! 3! n!
⎛ 1 1 ⎞ ⎛ 1 1 ⎞
= ⎜1 − θ 2 + θ 4 −" + ⎟ + i ⎜θ − θ 3 + θ 5 −" ⎟= cosθ + i sin θ
2! 4! 3! 5!
⎝ ⎠ ⎝ ⎠
y ( t ) = c1er1t + c2 e r2t
y ( t ) = c1e rt + c2 te rt .
In this case using l’Hôpital’s rule we prove the second term te rt goes to zero as t → ∞ when
r<0.
y ( t ) = c1er1t + c2
decreasing amplitude when α < 0 ; oscillates with increasing amplitude when α > 0 ; oscillates
y ( t ) = c1 + c2t
Linear Independence
36. Suppose
c1eα t cos β t + c2eα t sin β t = 0
on an arbitrary interval. Dividing both sides by eα t , then differentiating the new equation and
dividing by β, yields
c1 cos β t + c2 sin β t = 0
c2 cos β t − c1 sin β t = 0.
Real Coefficients
For the solution to be real, there must exist real numbers r and s such that
k1 + k 2 = r
k1 − k 2 = si
Solving for k1 and k2 , we get
1 1
k1 = r + si
2 2
1 1
k 2 = r − si.
2 2
356 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 356
dny
Solving =0
dt n
d4y
38. (a) =0 (b) y ( 4 ) = 0 . The characteristic equation is
dt 4
d3y r 4 = 0 , which has a fourth-order root at
= k3
dt 3 0. Hence, the solution is
d2y 2 3
Higher-Order DEs
d5y 4d 4 y 4d 3 y
39. − + =0
5 4 3
dt dt dt
( )
r 5 − 4r 4 + 4r 3 = r 3 r 2 − 4r + 4 = r 3 ( r − 2 ) = 0 ,
2
1 2 3 4 5
d 3 y 4d 2 y 7dy
40. + − −10 y = 0
dt 3 dt 2 dt
r 3 + 4r 2 − 7r −10 = 0 ,
which has roots, –1, 2, –5. Hence,
357 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 357
y ( t ) = c e−t + c e 2t + c e −5t . 1 2 3
358 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 358
d 5 y dy
41. − =0
dt 5 dt
( ) ( )( )
r 5 − r = r r 4 −1 = r r 2 −1 r 2 +1 = r ( r −1)( r +1) r 2 + 1 = 0 , ( )
which has roots, 0, ±1, ±i. Hence
y ( t ) = c1 + c2 et + c3e −t + c4 cost + c5 sin t .
Linking Graphs
y y' y'
45. 3
5 5 5
3
1
1
t t y
3 1 –5 1 5
2 3
–5 –5 –5 t=0
359 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 359
1 2
2
t t y
3 1 –5 5
2
1 1
3
–5 –5 –5 t=0
for damping b = 0 , 0.5, 1, 2, 4. The larger the damping the faster the curves approach 0. The
In Figure 4.3.12 (b) in the text the larger the damping b the more directly the trajectory “heads”
for the origin. The trajectory that forms a circle corresponds to zero damping. Note that every
time a curve in (a) crosses the axis twice the corresponding trajectory in (b) circles the origin.
360 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 360
4 2 t
4 8 12 16
larger k we have more oscillations. k =2
–2 k =4
–4
.
(b) For larger k, since there are more oscilla- x
k =4 k =1
Changing the Mass
k
49. (a) b = 0 and ωo = so that ωo is inversely proportional to m.
m
1
(b) If m is doubled, ωo is decreased by a factor of .
2
(c) If m is doubled, the damping required for critical damping is increased by a factor of 2.
Finding the Maximum
50. (a) x + 2x + 3x = 0 , x(0) = 1, x(0) = 0
r2 + 2r + 3 = 0 (characteristic equation)
r = −1± 2i
(
x = e −t c1 cos 2t + c2 sin 2t ) ⎫
⎪
⎬ ⇒
⎭
( ) (
x = e −t − 2c1 sin 2t + 2c2 cos 2t − e −t c1 cos 2t + c2 sin 2t ) ⎪
1 = c1
1
0= 2c2 −1 so that c2 =
2
361 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 361
⎛ 1 ⎞
x = e−t ⎜ cos 2t + sin 2t ⎟
⎝ 2 ⎠
362 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 362
⎛ ⎛ 1 ⎞ ⎞ ⎛ 1 ⎞
x = e −t − 2 sin 2t + 2 cos 2t − e −t cos 2t + sin 2t = 0
⎜ ⎜ ⎟ ⎟ ⎜ ⎟
⎝ ⎝ 2⎠ ⎠ ⎝ 2 ⎠
⎛ 2 ⎞ π
− 2+ sin 2t = 0 when 2t = π , so that t = sec
⎜ 2 ⎟ 2
⎝ ⎠
π π
−
− ⎛ ⎛ π ⎞ 1 π ⎞
⎟+ ⎟ = −e
2 2
Substituting for t: xmax = e ⎜ cos 2 ⎜ sin 2
⎝ ⎝ 2⎠ 2 2⎠
π
−
2
Max. Amplitude xmax = e
r2 + 2r + 10 = 0 gives r = −1 ± 3i.
x(t) = e−t (c1 cos 3t + c2 sin 3t)
x′(t) = e−t (−3c1 sin 3t + 3c2 cos 3t) − e −t (c1 cos 3t + c2 sin 3t)
2 −t
x(t) = e sin 3t is the solution
3
To find the maximum displacement x max , set x′(t) =0 and solve for t:
2
0 = (3e−t cos 3t − e− t sin 3t)
3
so that tan 3t = 3 and t = 0.416 radians which gives x max = 0.4172 .
r2 + 4r + 4 = 0 gives r = −2, −2
x(t) = c1e −2t + c2te −2t ⎫⎪
⎬ ⇒ c1 = 0, c2 = 2
x′(t) = −2c1e −2t + c2 (−2te −2t −2t
+ e ) ⎪⎭
−2t
The solution is x(t) = 2te .
Oscillating Euler-Cauchy
51. We used the substitution y = t r and obtained for r1 = α + i β and r2 = α − i β the solution
=e
α ln t
( c1 cos ( β ln t ) + c2 sin ( β ln t )) = tα ( c1 cos ( β ln t ) + c2 sin ( β ln t ) ).
This is the same process as that used at the start of Case 3 in the text utilizing the Euler’s For-
mula (4).
1 3
52. t 2 y′′ + 2ty ′ + y = 0 , r ( r −1) + 2r +1 = 0 , r 2 + r +1 = 0 , r = − ± i,
2 2
⎡ ⎛ 3 ⎞ ⎛ 3 ⎞⎤
y (t ) = t −1 2
c cos ln t + c sin ln t
⎢ 1 ⎜ 2 ⎟ 2 ⎜ 2 ⎟⎥
⎝ ⎠ ⎝ ⎠
53. t 2 y′′ + 3ty′ + 5 y = 0
Letting y = t r yields
t 2 r ( r −1) t r −2 + 3trt r −1 + 5t r = 0
t r {r ( r −1) + 3r + 5} = 0,
y (t ) = t
−1
( c1 cos ( 2 ln t ) + c2 sin ( 2 ln t ) ) .
(
y(t) = t −8 c1 cos(4 3 ln t) + c2 sin(4 3 ln t) )
359 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 359
Third-Order Euler-Cauchy
55. The third-order Euler-Cauchy equation has the form at 3 y′′′ + bt 2 y ′ + cty′ + dy = 0 . The derivatives
of y = t r (t > 0) are
y′ = rt r −1
y ′′ = r ( r −1) t r −2
y ′′′ = r ( r −1)( r − 2 ) t r −3
Substitute these equations into the third-order Euler-Cauchy equation above to obtain:
at 3 r ( r −1)( r − 2 ) t r −3 + bt 2 r ( r −1) t r −2 + ctrt r −1 + dt r = 0
at r r ( r −1)( r − 2 ) + bt r r ( r −1) + ct r r + dt r = 0
r ( r −1)( r − 2 ) + r ( r −1) − 2r + 2 = 0
r 3 − 3r 2 + 2r + r 2 − r − 2r + 2 = 0
r 3 − 2r 2 − r + 2 = 0
Note: r = 1 is a zero of the polynomial f ( r ) = r 3 − 2r 2 − r + 2 because
f (1) = 1− 2 −1+ 2 = 0 .
for t > 0 .
57. t 3 y′′′ + 3t 2 y′′ + 5ty = 0 Let y = tm, t > 0
m3 + 4m = 0 m = 0, ±2i
Inverted Pendulum
58. The differential equation x − x = 0 has the characteristic equation r 2 −1 = 0 with roots ±1.
1 1
(a) With initial conditions x ( 0 ) = 0 , x ( 0 ) = 1 , we find c1 = and c2 = − . Hence, the solu-
2 2
tion of the IVP is
1 t 1 −t
x (t ) = e − e = sinh t .
2 2
x ( 0 ) = −x ( 0 ) .
Pendulum and Inverted Pendulum
59. (a) The inverted pendulum equation has characteristic equation r 2 −1 = 0 , which has roots
±1. Hence, the solution
where C1 = c1 − c2 , C2 = c1 + c2 .
(b) The characteristic equation of the pendulum equation is r 2 +1 = 0 , which has roots ±i .
Hence, the solution
x ( t ) = c1 cost + c2 sin t .
(c) The reader may think something strange about this because one form (a) appears real and
(b) complex, but they are really the same; the difference is taken up by how one chooses
{ }
the coefficients c1 , c2 in each case. The span of eit , e −it is the same as the span of
{sin t, cos t} .
361 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 361
t
1 3 5
–0.5
⎛ 5 ⎞
(a) b = 10 : (underdamped), x ( t ) = e −5t cos 39t + sin 39t
⎜ ⎟
⎝ 39 ⎠
(c) b = 20 : (overdamped), x ( t ) =
1
3
(4e −4t − e −16t )
LRC-Circuit I
1
64. (a) The IVP is LQ + RQ + Q = Q + 8Q + 25Q = 0 , Q ( 0 ) = 1 , Q ( 0 ) = 0
C
⎛ 4 ⎞ 5 4
(b) Q ( t ) = e −4t cos3t + sin 3t = e −4t cos ( 3t − δ ) where δ = tan −1
⎜ 3 ⎟ 3 3
⎝ ⎠
20 4
(c) I ( t ) = Q ( t ) = −5e −4t sin ( 3t − δ ) − e −4t cos ( 3t − δ ) where δ = tan −1
3 3
(d) Charge on the capacitor and current in the circuit approach zero as t → +∞ .
LRC-Circuit II
1 1
65. (a) The IVP is LQ + RQ + Q = Q + 1Q + 4Q = 0 , Q ( 0 ) = 1 , Q ( 0 ) = 0
C 4
⎛ ⎞ 2 3 −2t
(b) Q ( t ) = e −2t cos 2 3t +
⎜
3
sin 2 3t =
⎟
e cos 2 3t − δ , tan δ = ( 3
)
⎝ 3 ⎠ 3 3
(c) I (t ) = Q (t ) = −
4 3 −2t
( ) (
e cos 2 3t − δ − 4e −2t sin 2 3t − δ , tan δ =
3
)
3 3
(d) As t → ∞ , both Q ( t ) → 0 and I ( t ) → 0
(a) This ODE describes (among other things) an undamped vibrating spring in which the
restoring force is initially very large (when t is near zero), but eventually decays to zero,
causing the frequency of vibration to decrease and the solution period to increase as t
increases.
(b) We plotted the solution with IC x ( 0.1) = 2 , x ( 0.1) = 0 in the tx and xx planes.
x
3
2
1
–10 x
–20 10 20
–1
–2
–3
–4
(c) As we expected, the tx graph shows that the period of the oscillation increases with t. We
see also that the amplitude increases in the absence of friction. The xx phase portrait
shows that as time and amplitude increase, velocity decreases, which is consistent with
the previous observations. A good question for further exploration would be whether
amplitude increases indefinitely or levels off.
1
68. x+ x+x=0
t
(a) This ODE describes a damped vibrating spring in which the damping starts very large
when t is near zero, but decays to zero. We suspect that initially the amplitude of a
solution will rapidly decay, but as time increases the motion could become almost like
simple harmonic oscillation, as there will be almost no friction.
(b) We plotted the solution with IC x ( 0.1) = 2 , x ( 0.1) = 0 in the tx as well as the xx
planes.
364 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 364
x
1
0.5
–1 1 2 x
–0.5
–1
–1.5
–2
(c) As first expected, the tx graph shows that the solution is rapidly decaying. However the
xx phase portrait, constructed with a longer time interval, shows that our second expectation
is not confirmed. As time increases the oscillations do not become harmonic—the
amplitude of the oscillations continues to decrease, gradually and indefinitely.
tx + x = 0
69.
(a) If you divide by t, you will see that this equation is the same as the equation in
Problem 67.
70. ( )
x + x 2 −1 x + x = 0
(a) This ODE shows negative friction for x < 1 and positive damping for x > 1. For a small
initial condition near x = 0 , we might expect the solution to grow and then oscillate
around x = 1.
(b) We plotted the solutions in the tx and xx planes at initial velocity x ( 0 ) = 0 for three
–4 4 x
–4
365 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 365
(c) As expected, the tx graph shows that initially the solution is growing for x ( 0 ) = 0.5 and
decaying for x ( 0 ) = 4 . We also see that all the solutions seem to become periodic with
the same amplitude and period, but we note that the motion is not exactly sinusoidal and
that the amplitude is about 2 rather than 1 as we suspected. The xx phase portrait
confirms that the long term trajectories are not circular as in simple harmonic motion, but
distorted as we see in the tx graph. This equation is called van der Pol’s equation and
describes oscillations (mostly electrical) where internal friction depends on the value of the
dependent variable x; further details will be explored in Chapter 7.
71. x + ( sin t ) x + x = 0
(a) In this ODE damping changes periodically from negative to positive, so we can predict
oscillation in amplitude as well as periodic vibratory motion.
(b) We plotted the solution with IC x ( 0 ) = 2, x ( 0 ) = 0 in the tx and xx planes.
(c) The tx graph looks like a superposition of two periodic oscillations. The xx phase
portrait for a longer time interval shows that continued oscillations almost repeat, but never
exactly. This is called quasi-periodic motion.
1
72. x + x + tx = 0
t
(a) For this ODE damping is initially large, but vanishes as time increases; the restoring
force on the other hand is initially small but increases with time. How will these effects
combine?
(b) We plotted the solution with IC x ( 0.1) = 2, x ( 0.1) = 0 in the tx and xx planes.
366 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 366
x
2
–1 1 2 x
–1
–2
(c) As we expected, the tx graph shows initially large damping, which rapidly decreases the
amplitude of the solution, and increasing frequency, due to the effect of the increasing
spring “constant”, which shortens the period. The center of the xx graph will continue to
fill in, very slowly, if you give it a much longer time interval.
73. x + ( sin 2t ) x = 0
(a) In this ODE the restoring force changes periodically from positive to negative with a
frequency that is different from the natural frequency of the spring. We expect some
complicated but periodic motion.
(b) We plotted the solution with IC x ( 0 ) = 2 , x ( 0 ) = 0 in the tx and xx planes.
20 40 60 80 100 t
–2
–4
(c) The tx graph to t = 100 indeed looks almost periodic, with period 50. However the xx
phase portrait over a longer time interval shows that continued motion almost repeats, but
never exactly. This is another example of quasi-periodic motion, as in Problem 71.
Extending the tx graph will be another good way to see that the long term motion is
indeed not perfectly repeating.
367 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 367
Boundary-Value Problems
⎛π⎞
74. y′′ + y = 0 , y(0) = 0, y ⎜ ⎟ = 0
⎝ 2⎠
y(0) = 1 = c1
y(π ) = 1 = −c1 *No solutions
⎛π⎞ ⎛π⎞
77. y′′ + y = 0 , y ⎜ ⎟ = 1, y ⎜ ⎟ = 2
⎝4⎠ ⎝2⎠
2 = c2 c1 = 2 −2
y(t) = ( )
2 − 2 cost + 2sin t is the solution.
368 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.3 Complex Characteristic Roots 368
1 1 ⎡ 1 ⎤′
78. y ′′ + y′ − 2 y = 0 is the same as y′′ + ⎢ y ⎥ = 0 .
t t ⎣t ⎦
1
Integrating we obtain the linear equation y′ + y = c1 ,
t
1
dt
for which μ = e
∫t
= e ln t = t so we have ty′ + y = c t.
1
d c c c
Thus, (ty) = c1t, so ty = 1 t 2 + c2 and y(t) = 1 t + 2 .
dt 2 2 t
c
Substituting back into the original equation we find c1 = 0, so y(t) = is the general solution.
t
2 2
79. y′′ + y′ − 2 = 0
t t
⎡ 2 ⎤′
y′′ + y =0
⎢⎣ t ⎦⎥
t 2 y′ + 2ty = 0 = c.
d 2 c
(t y) = 0 , t2y = c, y(t) = 2
dt t
Find (gy)′′ :
(gy)′ = gy′ + yg′
(gy) ′ = (gy′ + yg′)′ = gy ′ + y′g′ + yg ′ + g′y′
= gy′′ + 2g′y′ + yg′′
Let g = t2 − 2t. Then g′ = 2t − 2, g ′ = 2
Inspection First
1. y′′ − y = t ⇒ y p ( t ) = −t 2. y′′ + y ′ = 2 ⇒ y p ( t ) = 2t
3. y′′ = 2 ⇒ y p ( t ) = t 2 4. ty′′ + y ′ = 4t ⇒ y p ( t ) = t 2
7. y′′ − y′ + y = et ⇒ y p ( t ) = et 8. y ′′′ + y ′ + y = 2t + 2 ⇒ y p ( t ) = 2t
Educated Prediction
The homogeneous equation y′′ + 2 y′ + 5y = 0 has characteristic equation r 2 + 2r + 5 = 0 , which has
complex roots −1± 2i . Hence,
9. f ( t ) = 2t 3 − 3t ⇒ y p ( t ) = At 3 + Bt 2 + Ct + D
Guess Again
The homogeneous equation y′′ − 6 y′ + 9 y = 0 has characteristic equation r 2 − 6r + 9 = 0 , which has a
double root 3, 3. Hence,
yh ( t ) = c1e3t + c2 te3t .
14. 3t
(
f ( t ) = te ⇒ y p ( t ) = At + Bt e
3 2
) 3t
(We can’t have any terms here dependent on terms in the homogeneous solution.)
370 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 370
16. f ( t ) = t 4 − t 2 + 1⇒ y p ( t ) = At 4 + Bt 3 + Ct 2 + Dt + E
371 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 371
observe that y p ( t ) = t is a solution of the nonhomogeneous equation. Hence, the general solution
is
y (t ) = t + c .
tion we observe that y p ( t ) = 1 is a solution of the nonhomogeneous equation. Hence, the general
solution is
y ( t ) = ce −t +1.
y = ce −t + t −1 .
yh ( t ) = c1t + c2 ,
1
where c1 , c2 are arbitrary constants. By inspection, we note that y p = t 2 is a particular
2
If you could not find a particular solution by inspection, you could try a solution of the form
y p ( t ) = At 2 + Bt + C .
21. y′′ + 4 y′ = 1. The characteristic equation is r 2 + 4r = 0 , which has roots 0, –4. Hence, the homo-
geneous solution is
yh ( t ) = c1 + c2 e −4t .
The constant on the right-hand side of the differential equation indicates we seek a particular
solution of the form y p ( t ) = A , except that the homogeneous solution has a constant solution;
thus we seek a solution of the form y p ( t ) = At . Substituting this expression into the differential
1
equation yields 4A = 1, or A = . Hence, we have a particular solution
4
372 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 372
1
y p (t ) = t ,
4
373 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 373
yh ( t ) = c1 cos 2t + c2 sin 2t .
The constant on the right-hand side of the differential equation indicates we seek a particular
solution of the form y p ( t ) = A . Substituting this expression into the differential equation yields
1 1
4A = 1, or A = . We have a particular solution y p ( t ) = , so the general solution
4 4
1
y ( t ) = c1 cos 2t + c2 sin 2t + .
4
23. y′′ + 4 y′ = t . The characteristic equation is r 2 + 4r = 0 , which has roots 0, –4. Hence, the homo-
geneous solution is
yh ( t ) = c1 + c2 e −4t .
The term on the right-hand side of the differential equation indicates we seek a particular solution
of the form
y p ( t ) = At + B .
However, the homogeneous solution has a constant term so we seek a solution of the form
y p ( t ) = At 2 + Bt .
8 16
1 2 1
y (t ) = c + c e + t − t .
−4t
1 2
8 16
24. y′′ + y′ − 2 y = 3 − 6t . The characteristic equation is r 2 + r − 2 = 0 , which has roots –2 and 1.
Hence, the homogeneous solution
yh ( t ) = c1e
−2t
+ c2 et .
374 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 374
The linear polynomial on the right-hand side of the equation indicates we seek a particular
solution of the form
375 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 375
y p ( t ) = At + B .
(Note that we don’t have any matches with the homogeneous solution.) Substituting this expres-
sion into the differential equation yields the equation
y′′ + y′ − 2 y = A − 2At − 2B = 3 − 6t
yh ( t ) = c1 cos t + c2 sin t .
The terms on the right-hand side of the differential equation indicates we seek a particular
solution of the form
y p ( t ) = Aet + B .
26. y′′ − y′ − 2 y = 6et . The characteristic equation is r 2 − r − 2 = 0 , which has roots –1 and 2. Hence,
the homogeneous solution is
yh ( t ) = c1e2t + c2 e−t .
The exponential term on the right-hand side of the differential equation indicates we seek a
particular solution of the form
y p ( t ) = Aet .
(Note this is not linearly dependent on any of the exponential terms in the homogeneous
solution.) Substituting this expression into the differential equation we get
y′′ − y′ − 2 y = −2Aet = 6et .
373 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 373
y p ( t ) = −3et ,
and hence
y ( t ) = c1e 2t + c2e −t − 3et .
27. y′′ + y′ = 6sin 2t . The characteristic equation is r 2 + r = 0 , which has roots 0 and –1. Hence, the
homogeneous solution is
yh ( t ) = c1 + c2 e−t .
The sine term on the right-hand side of the differential equation indicates we seek a particular
solution of the form
y p ( t ) = Acos 2t + B sin 2t .
The exponential on the right-hand side of the differential equation indicates we seek a particular
solution of the form
y p ( t ) = Aet .
1 1
which yields A = . Hence, we have a particular solution y p ( t ) = et , and the general solution
5 5
is given by
1
y ( t ) = e −2t ( c1 cos t + c2 sin t ) + et .
5
The term on the right-hand side of the differential equation indicates we seek a particular solution
of the form
y p ( t ) = Ate + Be .
−t −t
y ( t ) = c1e−2t + c2 te−2t + te −t − 2e −t .
30. y′′ − y = t sin t . The characteristic equation is r 2 −1 = 0 , which has roots ±1. Hence, the
homogeneous solution is
yh ( t ) = c1et + c2 e .
−t
The term on the right-hand side of the differential equation indicates we seek a particular solution
y p ( t ) = ( At + B ) cos t + ( Ct + D ) sin t .
Differentiating this expression two times and substituting it into the differential equation yields
the algebraic equation
y ′′ − y = −2Ct sin t − 2 At cost + ( −2 A − 2D ) sin t + ( 2C − 2B ) cos t = t sin t .
Comparing terms in sin t , cos t , t sin t , t cos t , we get equations that yield
1 1
A = 0, B = − , C = − , D = 0.
2 2
Hence,
1
y ( t ) = c1et + c2 e −t − ( t sin t + cost ) .
2
375 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 375
31. y′′ + y = 12cos 2 t . The characteristic equation is r 2 +1 = 0 , which has roots ±i . Hence, the
homogeneous solution is
yh ( t ) = c1 cos t + c2 sin t .
Using the trigonometric identity
1
cos t =
2
(1+ cos 2t )
32. y′′ − y = 8tet . The characteristic equation is r 2 −1 = 0 , which has roots ±1. Hence, the homoge-
neous solution is
yh ( t ) = c1et + c2 e−t .
The term on the right-hand side of the differential equation indicates we seek a particular solution
y p ( t ) = Atet + Bet ,
but one term in the homogeneous solution is linearly dependent on this term, so we seek
( )
y p ( t ) = et At 2 + Bt .
yh ( t ) = c1e2t + c2 te2t .
The term on the right-hand side of the differential equation indicates we seek a particular solution
of the form
y p ( t ) = Ate2t + Be2t ,
but both terms are linearly dependent with terms in the homogeneous solution, so we choose
() 3 2t
y p t = At e + Bt e .
2 2t
Differentiating and substituting this expression into the differential equation yields the algebraic
equation
y ′′ − 4 y ′ + 4 y = e 2t ( 0 + 0 + 6 At + 2B ) = te 2t .
1
Comparing coefficients, we get A = , B = 0 . Hence, the general solution is
6
1
y ( t ) = c1e 2t + c2te 2t + t 3e 2t .
6
34. y′′ − 4 y′ + 3y = 20cost . The characteristic equation of the differential equation is r 2 − 4r + 3 = 0 ,
which has roots 1, 3. Hence,
yh ( t ) = c1et + c2 e3t .
The term on the right-hand side of the differential equation indicates we seek
y p ( t ) = Acost + B sin t .
35. y′′ − 3y′ + 2 y = et sin t . The characteristic equation of the differential equation is r 2 − 3r + 2 = 0 ,
which has roots 1, 2. Hence,
yh ( t ) = c1et + c2 e2t .
The term on the right-hand side of the equation indicates we seek a particular solution
377 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 377
2 2
1
y ( t ) = c1et + c2e 2t + et ( cost − sin t ) .
2
36. y′′ + 3y′ = sin t + 2cos t . The characteristic equation is r 2 + 3r = 0 , which has roots 0, –3. Hence,
the homogeneous solution is
yh ( t ) = c1 + c2 e−3t .
The sine and cosine terms on the right-hand side of the equation indicate we seek a particular
solution of the form
y p ( t ) = Acost + B sin t .
1
y ( t ) = c + c e −3t + ( sin t − cost ) .
1 2
2
37. y′′′ − 4 y′′ = 6t
∴ yh = c1 + c2t + c3e4t
y p′ = 3At2 + 2Bt
y p′′ = 6At + 2B
y p′′′ = 6A
1 ⎛ 1⎞ 3 3
so that A = − , and 8B = 6 − = − so that B = − .
4 ⎜ ⎟
⎝ 4⎠ 2 16
1 3
Hence yp = − t 3 − t 2
4 16
1 3
(3) y(t) = y + y = c + c t + c e 4t − t 3 − t 2
h p 1 2 3
4 16
38. y (3) − 3y′′ + 3y′ − y = et
f(r) =− r3 −3r2 + 3r − 1 = 0
f(1) = 1 − 3 + 3 − 1 = 0 so r = 1 is a root.
y p′ = At 3et + 3At 2 et
(3) 3 t 2 t 2 t t 2 t t t t
y p = At e + 3 At e + 3 At e + 6 Ate + 3 At e + 6 Ate + 6 Ate + 6 Ae
p − 3y′′
y (3) p + 3y′p − y p = At 3et + 9At 2 et +18Atet + 6Aet
t t 2 t 1 3 t
(3) ()
y t = yh + y p = c1e + c2 te + c3t e + t e
6
380 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 380
39. y (4) − y = 10
Initial-Value Problems
41. y′′ + y′ − 2 y = 3 − 6t, y(0) = −1, y′(0) = 0
r2 + r − 2 = 0 ⇒ (r − 1)(r + 2) = 0 ⇒ r = 1, −2
∴ yh = c1et + c2e−2t
(2) Find yp: yp = At + B, y ′p = A, y ′p′ = 0 ⇒ y ′p′ + y ′p − 2 y p = A − 2( At + B) = 3 − 6t
5
c + c = −1 c =−
1 2 1
3
⇒
2
c − 2c = −3 c =
1 2 2
3
381 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 381
5 2
∴ y = − et + e −2t + 3t
3 3
382 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 382
r2 + 4r + 4 = 0 ⇒ (r + 2)2 = 0 ⇒ r = −2, −2
⇒ y′′p = e −t ( At + B) − Ae −t − Ae −t = e −t ( At + B) − 2 Ae −t
So y′p′ + 4 y′p + 4 y p = e −t ( At + B) − 2 Ae−t + 4(−e −t ( At + B) + Ae −t ) + 4e −t ( At + B)
= e −t ( At + 2A + B)
y(0) = −1 ⇒ c1 − 2 = −1 c1 = 1
⇒
y′(0) = 1⇒ −2c1 + c2 + 2 +1 = 1 c2 = 0
∴ y ′p′ + 4 y p = 4( At + b) = 4At + 4B = t
1
coefficient of t: 4A = 1, coefficient of 1: 4B = 0 ⇒ A = ,B = 0
4
1
∴ yp = t
4
1 1
(3) y = yh + yp = c1 cos 2t + c2 sin 2t + t , y′ = −2c1 sin 2t + 2c2 cos 2t +
4 4
1 5 5
y(0) = 1 ⇒ c1 = 1; y′(0) = −1 ⇒ 2c2 + = −1 ⇒ 2c2 = − ⇒ c2 = −
4 4 8
5 1
∴ y(t) = cos 2t − sin 2t + t
8 4
383 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 383
yh = c1e−t + c2te−t
(2) Find yp: yp = A cos t + B sin t , y ′p = − Asin t + B cos t, y′p′ = − Acos t − B sin t
∴ yp = 3 sin t
(3) y = yh + yp = c1e −t + c2 te−t + 3sin t, y′ = −c1e −t − c2 te−t + c2 e−t + 3cos t
(2) Find yp: yp = A cos 2t + B sin 2t, y ′p = −2 Asin 2t + 2B cos 2t, y ′p′ = −4 Acos 2t − 4B sin 2t
⎛1 ⎞ ⎛1 ⎞ 1
(3) y = yh + yp = c1 cos ⎜ t ⎟ + c2 sin ⎜ t ⎟ − cos 2t
⎝2 ⎠ ⎝ 2 ⎠ 15
1 ⎛ 1 ⎞ 1 ⎛ 1 ⎞ 2
y′ = − c sin t + c cos t + sin 2t
2
1 ⎜2 ⎟ 2 2 ⎜ 2 ⎟ 15
⎝ ⎠ ⎝ ⎠
1 16
y(0) = 1 ⇒ c1 − = 1 ⇒ c1 =
15 15
y ′(0) = 0 ⇒ c2 = 0
16 ⎛1 ⎞ 1
∴ y(t) = cos ⎜ t ⎟ − cos 2t
15 ⎝ 2 ⎠ 15
yh = c1 cos 3t + c2 sin 3t
1
(3) y = yh + yp = c1 cos 3t + c2 sin 3t + t sin 3t ,
6
1 1
y′ = −3c1 sin 3t + 3c2 cos 3t + t cos3t + sin 3t
2 6
1
y(0) = 1 ⇒ c1 = 1; y′(0) = −1 ⇒ 3c2 = −1 ⇒ c2 = −
3
1 1
∴ y(t) = cos3t − sin 3t + t sin 3t
3 6
383 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 383
2 −t 2
(3) y = yh + yp = c1et + c2e2t + e , y′ = c1et + 2c2 e 2t − e −t
3 3
2 1
y(0) = 1 ⇒ c1 + c2 + =1 c 1 + c2 = c1 = 0
3 3
⇒ ⇒
2 2 1
y′(0) = 0 ⇒ c + 2c − =0 c + 2c = c =
1 2 1 2 2
3 3 3
1 2t 2 −t
Thus y(t) = e + e .
3 3
48. y′′ − 4 y′ + 3y = e −t + t, y(0) = 0, y′(0) = 0
= Ae −t − 4(− Ae −t + B) + 3( Ae −t + Bt + C)
⇒ 8A = 1, 3B = 1, −4B + 3C = 0
1 1 4 4
⇒A = ,B= , C= B= .
8 3 3 9
1 1 4
Thus, yp = e −t + t + .
8 3 9
384 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 384
(3) Find y:
1 1 4
y = yh + yp = c1et + c2e3t + e −t + t + .
8 3 9
1 1
y′ = c1et + 3c2e3t − e −t + .
8 3
1 4 41 3
y(0) = 0 ⇒ c1 + c2 + + =0 c1 + c2 = − c1 = −
8 9 72 4
⇒ ⇒
1 1 5 13
y′(0) = 0 ⇒ c1 + 3c2 − + =0 c1 + 3c2 = − c2 =
8 3 24 72
3 13 1 1 4
Therefore, y(t) = − et + e3t + e −t + t + .
4 72 8 3 9
r2 − r − 2 = 0 ⇒ (r + 1)(r − 2) = 0 so r = 2, −1
yh = c1e−t + c2e2t
(2) Find yp:
yp = A cos 2t + B sin 2t, y ′p = −2A sin 2t + 2B cos 2t
3 1
(3) y = yh + yp = c1e−t + c2e2t − cos 2t − sin 2t
5 5
6 2
y′ = −c1e−t + 2c2e2t + sin 2t − cos 2t
5 5
3 3 4
y(0) = 0 ⇒ c1 + c2 − =0 c1 + c2 = c1 =
5 5 15
⇒ ⇒
2 2 1
y′(0) = 0 ⇒ −c1 + 2c2 − = 0 −c1 + 2c2 = c2 =
5 5 3
4 −t 1 2t 3 1
∴ y(t) = e + e − cos 2t − sin 2t
15 3 5 5
50. y′′′ − 4 y′′ + 3y′ = t 2 , y(0) = 1, y′(0) = 0, y ′(0) = 0
coefficient of 1: 6A − 8B + 3C = 0
1 4 26
A= ,B= , C=
9 9 27
1 3 4 2 26
∴ yp = t + t + t
9 9 27
1 4 26
(3) y = yh + yp = c1 + c2et + c3e3t + t3 + t2 + t
9 9 27
r4 − 1 = 0 ⇒ (r2 + 1)(r2 − 1) ⇒ r = ± i, ± 1
1 1
Thus y (4) − y = 16Ae2t − Ae2t = e2t ⇒ 15Ae2t = e2t ⇒ A = so that y = e 2t .
p p p
15 15
1 2t
(3) y = yh + yp = c1 cos t + c2 sin t + c3et + c4e−t + e
15
2
y′ = −c1 sin t + c2 cos t + c3 et − c4e−t + e 2t
15
4 2t
y′′ = −c1 cos t − c2 sin t + c3 et + c4e−t + e
15
8 2t
y′′′ = c1 sin t − c2 cos t + c3 et − c4e−t + e
15
1
y(0) = 0 ⇒ c1 + c3 + c4 + =0
15
2
y ′(0) = 0 ⇒ c + c − c + =0
2 3 4
15
4
y ′′(0) = 0 ⇒ −c + c + c + =0
1 3 4
15
8
y ′′′(0) = 0 ⇒ −c + c − c + =0
2 3 4
15
From these 4 equations in 4 unknowns, we obtain (by the methods of Chapter 3),
1 1 1 1
c1 = , c2 = , c3 = − and c4 =
10 5 4 12
1 1 1 1 1
∴ y(t) = cos t + sin t − et + e −t + e 2t
10 5 4 12 15
52. y(4) = et, y(0) = 1, y′(0) = 0, y′′(0) = 0 , y′′′(0) = 0
r4 = 0 ⇒ r = 0 (multiplicity 4)
y (4)
p = Aet = et ⇒ A = 1 so that yp = et
y′′′ = 6c4 + et
y(0) = 1 ⇒ c1 + 1 = 1 ⇒ c1 = 0
y ′(0) = 0 ⇒ c2 +1 = 0 ⇒ c2 = −1
1
y ′′(0) = 0 ⇒ 2c +1 = 0 ⇒ c = −
3 3
2
1
y ′′′(0) = 0 ⇒ 6c +1 = 0 ⇒ c = −
4 4
6
1 1
∴ y(t) = −t − t 2 − t 3 + et
2 6
⎛t⎞
53. 4 y′′ + y = t − cos ⎜ ⎟
⎝2⎠
⎛1 ⎞ ⎛1 ⎞
Find yh: yh = c1 cos ⎜ t ⎟ + c2 sin ⎜ t ⎟
⎝2 ⎠ ⎝2 ⎠
Find yp: y p1 = At + B
⎛ ⎛t⎞ ⎛ t ⎞⎞
y p2 = t ⎜ c cos ⎜ ⎟ + D sin ⎜ ⎟ ⎟
⎝ ⎝2⎠ ⎝ 2 ⎠⎠
⎛t⎞ ⎛t⎞
∴ y p (t) = y p1 + y p2 = At + B + Ct cos ⎜ ⎟ + Dt sin ⎜ ⎟
⎝2⎠ ⎝2⎠
Find yh:
r3 − r2 = 0 ⇒ r2(r − 1) = 0 ⇒ r = 0, 0, 1
∴ yh = c1 + c2t + c3et
389 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 389
Find yp:
y p1 = t 2 ( At 2 + Bt + C), y p2 = t(Det )
4 3 2 t
∴ ()
y p t = y p1 + y p2 = At + Bt + Ct + Dte
Find yh:
r2 − 5r + 6 = 0 ⇒ (r − 2)(r − 3) = 0 ⇒ r = 2, 3
∴ yh = c1e2t + c2e3t
Find yp:
y p1 = Acost + B sin t, y p2 = et (Ct + D)
r4 − 1 = 0 ⇒ (r2 + 1)(r2 − 1) = 0 ⇒ r = ± i, ±1
Judicious Superposition
57. (a) The characteristic equation is r 2 − r − 6 = 0 has roots r = 3 , –2, so the general solution is
() 3t
yh t = c1e + c2 e
−2t
.
or A Ae −t + Ae −t − 6Ae −t = e −t
1 −t
. Hence, y p ( t ) = − 4 e .
1
=−
4
389 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 389
⎛ 1 ⎞ ⎛ 1 ⎞
L ⎜ − et ⎟ = et , and L ⎜ − e −t ⎟ = e −t .
6 4
⎝ ⎠ ⎝ ⎠
1
Multiplying each equation by and using basic properties of derivatives yields
2
⎛ 1 ⎞ 1 ⎛ 1 ⎞ 1
L ⎜ − et ⎟ = et , and L ⎜ − et ⎟ = e −t
12 2 8 2
⎝ ⎠ ⎝ ⎠
and
⎛ 1
⎝ 12
1 ⎞ 1
L ⎜ − et − e −t ⎟ = et + e −t = cosh t .
8 ⎠ 2
( )
Hence, a solution of y ′ − y′ − 6 y = cosh t is
1 1
yp
(t ) = − e
t
−
e
−t
.
12 8
Wholesale Superposition
58. We first solve the equation
tn
y′ + y =
n!
yp t = An t + An−1t + … + A1t + A0 .
1
An =
n!
−1
An−1 =
( −1)!
n
1
A =
n−2
( n − 2 )!
−1
An−3 = ,
( − 3 )!
n
Further, we have
y (p0 ) ( t ) = 1
y (p1) ( t ) = t −1
t2
y (p2 ) ( t ) = − t +1
2!
t3 t2
y (p ) ( t ) = − + t −1
3
3! 2!
4
t t3 t2
y (p ) ( t ) = − + − t + 1
4
4! 3! 2!
… … … …
n n−1 n−2
t t t
y (pn ) ( t ) = − + −…
n! ( n −1)! ( n − 2 )!
By superposition, the sum of these solutions is a solution of y′ + y = et . (We agree our discussion
is formal in the sense that we have proven superposition for finite sums.) There is a slight
problem in adding the preceding functions because the sum changes form depending on whether
we add an even or odd number of terms. We have
t2 t 4 t 2n
S 2n = y (p0 ) ( t ) + y (p1) ( t ) +… y (p2n ) ( t ) = 1+ + +…+
2! 4! ( 2n )!
t3 t 5 t 2n+1
S 2n+1 = y (p ) ( t ) + y (p ) ( t ) +… y (p ) ( t ) = t + + +…+
0 1 2n+1
3! 5! ( 2n +1)!
391 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 391
However, because the sequence S n converges, it converges to the average of the nth and
( n +1) st terms. That is,
1 1⎛ t2 t3 ⎞ 1 t
( S2n + S 2n+1 ) = ⎜1+ t + + +… ⎟ = e
2 2⎝ 2! 3! ⎠ 2
1 t
Hence, we found y p ( t ) = e .
2
Find (y1)h: r2 + r = 0
r(r + 1) = 0 r = 0, −1 (y1)h = c1 + c2e−t
y1 = c1 + c2e−t + 2t 0 = c 1 + c2
⇒ ⇒ c2 = 2, c1 = −2
y1′ = −c2 e −t + 2 0 = −c + 2
2
∴ y1 = −2 + 2e−t + 2t
Part 2: y2′′ + y2′ = 1
Thus, when t = 4,
6 + 2e −4 = c + c e −4 + 4
1 2
−4 −4
−2e + 2 = −c2 e +1
8 = c1 + 5 ⇒ c1 = 3
−4 −4
−2e + 1 = −c2e ⇒ −2 + e4 = −c2 ⇒c2 = 2 − e4
∴ y2 = 3 + (2e − e4)e−t + t
⎧⎪−2 + 2e −t + 2t 0≤t <4
and y(t) = ⎨
3 + (2 − e 4 )e −t + t t≥4
392 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 392
1
y1′ = −4c1 sin 4t + 4c2 cos 4t − sin t
15
1 14
y1(0) = 1 = c1 + c1 = −
15 15
⇒
y1′ (0) = 0 = 4c2 c2 = 0
14 1
∴ y1(t) = − cos 4t + cos t
15 15
y2 = c1 cos 4t + c2 sin 4t
y2′ = −4c1 sin 4t + 4c2 cos 4t
14 1 13 13
y1(π) = − + = − = y2 (π ) = −c1 c1 = −
15 15 15 15
y1′(π ) = 4 = y2′ (π ) = 4c2 c2 = 1
13
Thus y2(t) = − cos 4t + sin 4t
15
⎧ 14 1
− cos 4t + cost 0≤t ≤π
⎪
and y(t) = ⎨ 15 15
By substitution, we obtain
Im(yp) = cos t
By substitution, we obtain
For the particular solution we note that e5it is included in yh, so we must use an extra factor of t in
yp. We want Im(yp) where yp = Ate5it, so y′p = A(t5ie5it + e5it ) ,
394 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.4 Undetermined Coefficients 394
By substitution, we obtain
A(10ie −5i − 25te5it ) + 25Ate5it = 20e5it so that 10Ai = 20. Thus A = −2i and yp = −2ite5it.
Complex Exponents
64. y′′ − 3y′ + 2 y = 3e 2it
By substitution, we obtain
−4Ae 2it − 3(2iAe 2it ) + 2( Ae 2it ) = 3e 2it
−2 Ae 2it − 6Aie 2it = 3e 2it
− A(2 + 6i) = 3
−3 2 −6i −3 9
A= ⋅ = + i
2 + 6i 2 − 6i 20 20
⎛ −3 9 ⎞ ⎛ −3 9 ⎞
y p = ⎜ + i ⎟e 2it = ⎜ + i ⎟(cos 2t + i sin 2t
20 20 20 20
⎝ ⎠ ⎝ ⎠
⎛ −3 9 ⎞ ⎛ 9 3 ⎞
= ⎜ cos 2t − sin 2t ⎟ + i ⎜ cos 2t − sin 2t ⎟
20 20 20 20
⎝ ⎠ ⎝ ⎠
Straight Stuff
1. y′′ + y = 4t
The homogeneous solutions to the equation are y1(t) = 1 and y2 (t) = e−t .
To find a particular solution of the form y p ( t ) = v1 + v2 e −t , we solve the equations
v′1 + e −t v′2 = 0
−e −t v′ = 0.
for v1′ , v′2 . This gives v1′ = 4t and v′2 = −4tet .
()
y p t = y1v1 + y2 v2 = 1 2t
( ) + e ( 4e (1− t )) = 2t
2 −t t 2
− 4t + 4 .
Combining the constant term with the homogeneous solution, we write the general solution as
y(t) = c1 + c2e−t + 2t 2 − 4t .
2. y′′ − y′ = e−t
v′1 + et v′2 = 0
et v′2 = e −t .
This gives v1′ = −e−t and v′2 = e−2t .
−t 1 −2t
1( )+ e ⎛− 1 e ⎞ 1 1
() −t t −2t −t −t −t
y p t = y1v1 + y2 v2 = e ⎜ ⎟=e − 2e = e .
⎝ 2 ⎠ 2
The general solution is t
y ( t ) = c1 + c2 e
396 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 396
+
1
e
−
.
2
397 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 397
1
3. y′′ − 2y′ + y = et , (t > 0)
t
The two linear independent solutions y1 and y2 of the homogeneous equation are
In order for y p (t) to satisfy the differential equation, υ1 and υ 2 must satisfy
4. y′′ + y = csc t
The two linearly independent solutions y1 and y2 of the homogeneous equation are
y1(t) = cost and y2 (t) = sin t .
In order for y p (t) to satisfy the differential equation, v1 and v2 must satisfy
Solving algebraically for v1′ and v′2 we obtain v1′ ( t ) = −1 and v′2 = cot t .
Solving algebraically for v1′ and v′2 yields v1′ ( t ) = − tan 2 t and v′2 = tan t .
The particular solution is y p = (tan t − t)cost + sin t ln sec t = sin t − t cost + sin t ln sec t .
Thus, the general solution is y(t) = c1 cost + c2 sin t − t cost + sin t ln sec t .
for v1′ and v′2 . This yields v1′ = −sin 2 t and v′2 = sin t cos t .
1 1
Integrating yields the functions v1 ( t ) =
2
( −t + cos t sin t ) and v2 ( t ) = sin 2 t .
2
et sin t ( sin 2 t ) =
1 1 1
y (t ) = y v + y v = et cos t ( −t + cost sin t ) + et ( sin t − t cost )
p 1 1 2 2
2 2 2
1
7. y′′ − 3y′ + 2y =
1 + e−t
The homogeneous solutions are y1(t) = et and y2 (t) = e2t .
Hence we seek the particular solution y ( y) = e t v + e 2t v to form the system
p 1 2
et v′1 + e 2t v′2 = 0
1
et v′1 + 2e 2t v′2 = .
1+ e −t
−e −t e −2t
Solving algebraically for v1′ and v′2 yields v1′ = and v′2 = .
1+ e −t 1+ e−t
−t
The second one is more difficult. However, if we perform some algebra, we can write
e −2t e −t (1+ e −t ) − e −t e −t
v′ = = = e −t − , which integrates to give v = −e −t + ln (1+ e −t ) .
2
1+ e −t 1+ e −t 1+ e −t
2
y ( t ) = c1e + c2 e + e + e
t 2t
( t 2t
) ln (1+ e ) . −t
(The term −et in yp was absorbed in the homogeneous solution, giving a better form for the
solution.)
8. y′′ + 2y′ + y = e−t ln t , (t > 0)
The homogeneous solutions are y1(t ) = e−t and y2 (t ) = te−t .
We seek a particular solution y ( y) = e v1 + te v2 to form the system
−t −t
p
Solving algebraically for v1′ and v′2 , yields v1′ = −t ln t and v′2 = ln t .
1 1
Integrating yields v1 = − t 2 ln t + t 2 and v2 = t ln t − t .
2 4
1 2 −t 1 2 −t 2 −t 2 −t 2 −t ⎛1 3⎞
ln ln ln .
400 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 400
=− + + − = ⎜ − ⎟
yp t e t t e t e t t e t e t
2 4 ⎝2 4⎠
1
Thus the general solution is y(t) = c1e−t + c2te−t + t 2e−t (2 ln t − 3).
4
399 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 399
9. y′′ + 4 y = tan 2t
os 2t + c2 sN
yh = c1 cN in 2t
y1 y2
=−
1
4
( ln sec 2t + tan 2t − sin 2t )
tan 2t cos 2t 1
v2 = ∫ dt = − cos 2t
2 4
v1 = ∫
( − cos(e ) ) e
t −3t
e −2t cos(et )
v2 = ∫ dt = −∫ e3t cos(et )dt = 2sin(et ) − e 2t sin(et ) = 2et cos(et )
−e−5t
( ) (
So yp = y1v1 + y2v2 = e −2t et sin(et ) + cos(et ) + e −3t 2sin(et ) − e 2t sin(et ) − 2et cos(et ) )
= 2e −3t sin(et ) − e −2t cos(et )
General solution: y(t) = cos1 cos t + c2 sin t −1+ sin t ln sect + tan t
400 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 400
et
12. y′′ − y =
t
−t
yh = c1 eNt + c2 eN
y1 y2
1 ⎛ e ⎞ −t
t
1 1 1
v = (e )dt = dt = ln t
2∫ t 2∫t
1 ⎜ ⎟
2
⎝ ⎠
1 ⎛ et ⎞ t 1 e 2t 1 t e2s
2∫ ⎝ t ⎠ 2∫ t 2 ∫ t0 s
v2 = − ⎜ ⎟ e dt = − dt = − ds
1 1 −t t e 2 s
So yp = v1y1 + v2y2 = et ln t − e ∫ ds
2 2 t0 s
Variable Coefficients
We begin by dividing the equation by t 2 , to get the proper form for using variation of parameters.
2 2
y′′ − y′ + 2 y = t sin t .
t t
Substitution verifies that y1 and y2 for a fundamental set of solution to the associated
homogeneous equation, so yh = c t + c t 2 ,
1 2
where v1 and v2 satisfy the conditions tv′ + t 2 v′ = 0
Solving algebraically for v1′ and v2′ , yields v1′ = −t sin t and v2′ = sin t .
Hence, the general solution of this equation is y(t) = c1t + c2t 2 − t sin t .
14. b g
t 2 y′′ + ty′ − 4y = t 2 1 + t 2 , y1(t) = t 2 , y2 (t) = t −2
401 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 401
We begin by dividing the equation by t 2 , to get the proper form for using variation of parameters:
1 4
y′′ + y′ − 2 y = 1 + t 2 .
t t
402 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 402
Substitution verifies that y1 and y2 form a fundamental set of solutions to the associated
homogeneous equation, so yh = c1t 2 + c2t −2 .
2tv′1 − 2t −3v′2 = 1+ t 2 .
1+ t 2 −t 3 (1+ t 2 )
Solving algebraically for v1′ and v2′ yields v1′ = and v2′ = .
4t 4
1 1 1 4 1 6
Integrating yields v1 = ln t + t 2 and v2 = − t − t .
4 8 16 24
2 4
1 1 t t
Thus, y (t) = t 2 ln t + t 4 − − .
p
4 8 16 24
1 1
Hence, the general solution of this equation is bg
y t = c1t 2 + c2t −2 + t ln t + t 4 .
4 12
(Notice that the term t 2 in yp can be absorbed in the homogeneous solution.)
15. (1 − t)y′′ + ty′ − y = 2(t − 1)2 e−t , y (t) = t , y t = et bg
1 2
We begin by dividing the equation by (1− t) , to get the proper form for variation of parameters
t 1
y′′ +
1− t
y′ −
1− t
y = 2 t −1 e −t b g
Susbtitution verifies that y1 and y2 form a fundamental set of solutions to the associated
homogeneous equation, so yh = c1t + c2 et
1 2
where v1 and v2 satisfy the conditions t v′ + et v′ = 0
1 ⎛1 ⎞
Thus, y ( t ) = −2te−t + te−t + e −t = e −t −t .
p
2 ⎜2 ⎟
⎝ ⎠
−
1 2 H2 K
404 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 404
16.
1
y′′ + y′ + 1−F 1 I
y = t −1 2 , y ( t ) = t −1/ 2 sin t , y ( t ) = t −1/ 2 cost
t H4t 2 K 1 2
Substitution verifies that y1 and y2 form a fundamental set of solutions to the associated
homogeneous equation, so yh = c1t −1/ 2 sin t + c2t −1/ 2 cost
where v1 and v2 satisfy the conditions t −1/ 2 sin tv1′ + t −1/ 2 cos v2′ = 0
⎛ 1 −3/ 2 ⎞ ⎛ 1 ⎞
⎜− t sin t + t −1/ 2 cost ⎟ v′1 + ⎜ − t −3/ 2 cost − t −1/ 2 sin t ⎟ v′2 = t −1/ 2 .
⎝ 2 ⎠ ⎝ 2 ⎠
Multiplying through by t1/ 2 then solving for v′ and v′ : v′ = cost and v′ = −sin t.
1 2 1 2
Thus, ( )
y p ( t ) = t −1/ 2 sin 2 t + cos 2 t = t −1/ 2 , and the general solution of this equation is
Third-Order Theory
17. L( y) = y′′′ + p(t) y′′ + q(t) y′ + r(t) y = f (t)
Given yh (t) = c1 y1 + c2 y2 + c3 y3 ,
we seek y p (t) = v1 y1 + v2 y2 + v2 y3 .
Differentiating, again y ′p′ = v1′ y1′ + v1 y1′′ + v2′ y2′ + v2 y2′′ + v3′ y3′ + v3 y3′′
= v1 y1′ + v2 y2′ + v3 y3′ (if now we set y1′v1′ + y2′ v2′ + y3′ v3′ = 0 ).
Differentiating yet again: y ′p′′ = v1′ y1′′ + v1 y1′′′+ v2′ y2′′ + v2 y2′′′ + v3′ y3′′ + v3 y3′′′.
Substituting y p , y ′p , y ′p′ and y′p′′ into the L( y) = f , then regrouping all terms in v1 and v2, we see
that the coefficient of each is 0 because each yi is a solution of L(yi) = 0. Thus we are left with
y ′p′′ = y1′′v1′ + y2′′v2′ + y3′′v3′ = f .
405 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 405
This last equation, together with the two assumptions (in parentheses) that we made while
differentiating, gives a system to solve for v1′ , v2′ , v3′ :
y1v1′ + y2 v2′ + y3 v3′ = 0
y1′v1′ + y2′v2′ + y3′v3′ = 0
y1′′v1′ + y2′′v2′ + y3′′v3′ = f .
406 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 406
We use Cramer’s Rule to solve the system, then integrate to find v1 , v2 , v3 and hence, obtain a
particular solution
y p ( t ) = v1 y1 + v2 y2 + v3 y3 .
Third-Order DEs
18. y′′′ − 2y′′ − y′ + 2 y = et
The characteristic equation ( λ −1)( λ +1)( λ − 2 ) = 0 and has roots 1, –1, and 2. The fundamental
set is y1 = et , y2 = e−t , and y3 = e2t . Hence,
yh = c1et + c2e−t + c3e2t .
By variation of parameters, we seek y p (t) = v1et + v2 e −t + v3e 2t , as in Problem 17. Hence the
system to solve is
et v′1 + e −t v′2 + e 2t v′3 = 0
et v′1 − e −t v′2 + 2e2t v′3 = 0
et v′1 + e −t v′2 + 4e 2t v′3 = et .
Using Cramer’s rule and computing the determinants yields:
⎡ 0 e −t e 2t ⎤
⎢ −t
⎥
⎢ 0 −e 2e 2t ⎥
⎡ et e −t e 2t ⎤ ⎢ ⎥
t −t 2t
⎢ ⎥ ⎢⎣ e e 4e 3e 2t 1
W = ⎢ et −e −t 2e 2t ⎥ = −6e 2t ; v1′ = = 2t
=−
W −6e 2
⎢e
t
e −t 4e 2t ⎥
⎡ et 0 e 2t ⎤
⎢ t ⎥
⎢e 0 2e 2t ⎥
⎢ ⎥
et et 4e 2t ⎥⎦ −e 4t 1
v2′ = = = e 2t
W −6e 2t 6
⎡e t
e −t 0⎤
⎢ t ⎥
⎢e −e −t 0⎥
= ⎢e
t
e −t et ⎥ −2et 1
v′ = = = e −t
3
W −6e 2t 3
1 1 1
Hence we obtain v′ = − v′ = e2t v′ = e −t .
1 2 3
2 6 3
t 1 1
Hence, v =− v = e 2t v e −t .
407 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 407
1
2
2
12 3 =−
3
1 1 1
We get a particular solution of y p (t) = − tet + et − et and the general solution is
2 12 3
1 1
y(t) = c1et + c2e−t + c3e2t − tet − et .
2 4
408 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 408
yh = c1 + c2 cos t + c3 sin t
yp = v1 + v2 cos t + v3 sin t
1 cos t sin t
W = 0 −sin t cost = 1
0 − cost −sin t
0 cost sin t
0 −sin t cos t
sect − cos t −sin t cos t sin t
v1′ = = sect = sect
1 −sin t cost
v′ = ln sect + tan t
1 0 sin t
0 0 cos t
v2 1 −sin t 1⎜ ⎟ 1
1 sect sect
⎝ ⎠
v2 = −t
1 cost 0
0 −sin t 0
0 − cos t sec t −sin t 0 −sin t
′= = =− =
v3
1 1 sect sin t sect cos t
− cost
v3 = ln cos t
3cos 3t
W = 0 −3sin 3t 3cos3t = 1 = 27
−9cos 3t −9sin 3t
0 −9cos 3t −9sin 3t
410 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 410
0 cos3t sin 3t
0 −3sin 3t 3cos 3t
− ln cos3t
v1 =
27
1 0 sin 3t
0 0 3cos3t
0 tan 3t −9sin 3t −3cos 3t tan 3t 1
v2′ = = = − sin 3t
27 27 9
1
v2 = cos 3t
27
1 cos3t 0
0 −3sin 3t 0
0 −9cos 3t tan 3t −3sin 3t tan 3t 1 sin 2 3t
v3′ = = =−
27 27 9 cos3t
1 1− cos 2 3t
dt = − ( ln sec3t + tan 3t − sin 3t )
1
v3 = −
9 ∫ cos 3t 27
y = c + c cos 3t + c sin 3t −
1
ln cos3t +
1
cos 2 3t −
sin 3t
( ln sec3t + tan 3t − sin 3t )
1 2 3
27 27 27
Method Choice
21. y′′′ − y′ = f (t)
We first find the homogeneous solution. The characteristic equation λ (λ 2 −1) = 0 has roots 0, ±
1, so the homogeneous solution is yh = c1 + c2 et + c3e−t .
(a) y′′′ − y′ = 2e −t . Because e−t is in yh, we must try yp = a te−t. The method of undetermined
coefficients is straightforward and gives a = 1, so yp = te−t and the general solution can be
−t
written y(t) = c1 + c2 et + c3e + te −t .
(b) y′′′ − y′ = sin 2 t . We cannot use undertermined coefficients on sin2 t, so we use variation
of parameters to seek a particular solution of the form yp(t) = v1 + v2et + v3e−t, with the
derivatives of v1, v2, and v3 determined from the equations
t −t
411 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 411
The antiderivative of υ1′ is easy to find; the other two must be left as integrals
1 1 −t 1
v1 =
2
( sin t cos t − t ) v2 = ∫ e sin 2 t dt v3 = ∫ et sin 2 t dt .
2 2
(c) y ′′′ − y ′ = tan t . As in Part (b) , we must use variation of parameters to find yp, with
Using Cramer’s rule (as outlined in Problem 18), to solve these equations we find
1 1
v1′ = tan t v2′ = e −t tan t v3′ = et tan t .
2 2
The antiderivative of υ1′ is easy to find; the other two must be left as integrals
1 1
v1 = ln cost v2 = ∫ e −t tan t dt v3 = ∫ et tan t dt .
2 2
Note: We used a 3D graphc DE solver with the following equations for y′′′ − y′ = f (t) :
y′ = x x′ = y
y′′ = x′ = z relisted as y′ = x
y′′′ = z′ = x + f (t) z′ = x + f (t)
413 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 413
Integrating yields
v1 = − ∫ sin ( s ) f ( s ) ds v2 = ∫ cos ( s ) f ( s ) ds.
t t
0 0
t t
= − cos(t) ∫ 0 sin(s) f (s)ds + sin(t) ∫ 0 cos(s) f (s)ds
t
Green Variation
23. The homogeneous solutions are y1 = et and y2 = e−t . We seek a particular solution of the form
y p = v1 y1 + v1 y2 , where v1′ and v2′ satisfy
et v1′ + e −t v2′ = 0
e v1′ − e v2′ = f ( t ) .
414 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 414
t −t
415 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.5 Variation of Parameters 415
1 t −s 1 t s
e f ( s ) ds e f ( s ) ds .
2 ∫0 2 ∫0
Integrating gives v1 = v2 = −
Hence, y p = v1 y1 + v2 y2
1 t t −s 1 t
= e ∫ e f ( s ) − e −t ∫ e s f ( s ) ds
2 0 2 0
t−s −t +s
⎛e −e ⎞
= ∫0 f ( s ) ⎜
t
⎟ ds
⎝ 2 ⎠
= ∫ sinh ( t − s ) f ( s ) ds.
t
0
Green’s Follow-Up
24. From the Leibniz Rule in multivariable calculus we have the following result:
For a continuous function g(t,s),
d ⎡ ∂g ⎤
g ( t, s ) ds = lim g(r, r) +
t r
(t, s)ds ⎥ .
∂
dt ∫ 0 ∫0
r →t
⎢⎣
t ⎦
Differentiating yields
y ′ = sin ( t − t ) f ( t ) + ∫ cos ( t − s ) f ( s ) ds = ∫ cos ( t − s ) f ( s ) ds
t t
0 0
and
0 0
Hence,
y′′ + y = f (t) − z
0
t
z t
sin(t − s) f (s)ds + 0 sin(t − s) f (s)ds = f (t) .
Mass-Spring Problems
xh = c1e−t + c2te−t.
Find xp: xp = A cos t + B sin t, x′p = − Asin t + B cost, x′p′ = − Acost − B sin t
⇒ 2B = 6, −2A = 0 ⇒ A = 0, B = 3
xp = 3 sin t
Find xh: r2 + 2r + 3 = 0 ⇒ r = −1 ± 2i
(
xh = e −t c1 cos 2t + c2 sin 2t )
Find xp: xp = A cos 3t + B sin 3t, x′p = −3Asin 3t + 3B cos3t, x′p′ = −9Acos3t − 9B sin 3t
⇒ −6A + 6B = 1, −6A − 6B = 0
410 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 410
1 1
⇒ A= − , B = , so
12 12
411 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 411
1 1
xp = − cos3t + sin 3t
12 12
−t 1 1
x(t) = xh + xp = e ( c cos
1 )
2t + c2 sin 2t −
12
cos3t +
12
sin 3t
1 1 2 ⎛ 3π ⎞
xss = − cos3t + sin 3t = cos ⎜ 3t − ⎟
12 12 12 ⎝ 4 ⎠
3. 2x′′ + 3x = 4cos8t
3 3
Find xh: 2r2 + 3 = 0 ⇒ r2 − ⇒ r= ± i
2 2
3 3
⇒ xh = c1 cos t + c2 sin t
2 2
3 3 4
x(t) = xh + xp = c1 cos t + c2 sin t − cos8t
2 2 125
4 4
xss = − cos8t = cos(8t − π )
125 125
1 5
4. 2x′′ + 2x′ + x = cost
2 2
1
2x′′ + 2x′ + x = 2(− Acos t − B sin t)
p p p
2
+ 2(B cos t − Asin t)
1
+ ( Acos t + B sin t)
2
⎛ 3 ⎞ ⎛ 3 ⎞ 5
⎜ − 2 A + 2B ⎟ cost + ⎜ −2 A − 2 B ⎟ sin t = 2 cost
⎝ ⎠ ⎝ ⎠
3 5 3
⇒ − A + 2B = , − 2A − B=0
2 2 2
3 4
⇒ A= − , B=
5 5
3 4
xp = − cost + sin t
5 5
3 4
ce + c te − cost + sin t
−(1/ 2)t −(1/ 2)t
x(t) = xh + xp = 1 2
5 5
3 4
xss = − cost + sin t = cos(t − 2.2)
5 5
δ
Amplitude C = 1; phase shift ≈ 2.2 radians
β
Find xh: r2 + 2r + 2 = 0 ⇒ r = −1 ± i
xh = e −t ( c1 cos t + c2 sin t )
Find xp: xp = A cos t + B sin t, x′p = − Asin t + B cost x′p′ = − Acost − B sin t
⇒ A + 2B = 2, −2A + B = 0
414 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 414
2 4
⇒ A= , B=
5 5
2 4
xp = cos t + sin t
5 5
−t 2 4
x(t) = xh + xp = e (c1 cos t + c2 sin t) + cos t + sin t
5 5
2 4 2
2 δ
Amplitude C = ; phase shift ≈ 1.1 radians
5 β
Find xh: r2 + 4r + 5 = 0 ⇒ r = −2 ± i
xh = e −2t (c1 cos t + c2 sin t)
Find xp: xp = A cos 2t + B sin 2t, x′p = −2 Asin 2t + 2B cos 2t, x′p′ = −4Acos 2t − 4B sin 2t
⇒ A + 8B = 2, −8A + B = 0
2 16
⇒ A= , B=
65 65
2 16
xp = cos 2t + sin 2t
65 65
2 16
x(t) = xh + xp = e −2t (c1 cost + c 2 sin t) + cos 2t + sin 2t
65 65
2 16 2
xss = cos 2t + sin 2t = cos(2t −1.4)
65 65 65
2 δ
Amplitude C = ; phase shift ≈ 0.73 radians
65 β
415 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 415
Pushing Up
1
7. m= , b = 2.5, k = 6
4
1
x + 2.5x + 6x = 2cos 2t
4
The IVP is x + 10x + 24x = 8cos 2t, x(0) = −2, x(0) = 0.
(r + 4)(r + 6) = 0 r = −4, −6
xh = c1e−4t + c2e−6t
x p = −4 Acos 2t − 4B sin 2t
x p +10x p + 24x p = −4 Acos 2t − 4B sin 2t +10(−2 Asin 2t + 2B cos 2t) + 24( Acos 2t + B sin 2t)
Therefore
1 1
x(t) = xh + xp = c1e −4t + c2e −6t + cos 2t + sin 2t
5 5
2 2
x = −4c1e −4t − 6c2e −6t − sin 2t + cos 2t
5 5
Substituting initial conditions gives
1 ⎫
x(0) = −2 = c1 + c2 +
5 ⎪ 34 23
⎬ ⇒ c1 = − , c2 =
2 5 5
x0 (0) = 0 = −4c − 6c2 + ⎪
5⎭⎪
34 −4t 23 −6t 1 1
Thus x(t) = − e + e + cos 2t + sin 2t .
5 5 5 5
416 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 416
Pulling Down
16 1
8. m= = , b = 6, k = 16
32 2
1
x + 6x +16x = 4cos 4t
2
The IVP is x +12x + 32x = 8cos 4t, x(0) = 1, x(0) = 0 .
(r + 4)(r + 8) = 0 r = −4, −8
xh = c1e−4t + c2e−8t
x p +12x p + 32x = −16 Acos 4t −16B sin 4t + 12(−4 Asin 4t + 4B cos 4t) + 32( Acos 4t + B sin 4t)
= 8cos 4t
Coeff. of cos 4t:−16A + 32A + 48B = 8 16A + 48B = 8
Coeff. of sin 4t: −16B + 32B − 48A = 0 −48A + 16B = 0
1 3
∴A= B=
20 20
1 3
xp = cos 4t + sin 4t
20 20
Therefore
1 3
x(t) = xh + xp = c1e −4t + c2 e −8t + cos 4t + sin 4t
20 20
1 3
x = 4c1e −4t − 8c2 e −8t − sin 4t + cos 4t
5 5
Substituting intial conditions,
1 19 ⎫
1= c +c + c +c =
1 2 1 2
20 20 ⎪ 7 4
⎬ ⇒ c1 = , c2 = −
3 3⎪ 4 5
0 = −4c − 8c + c + 2c =
1 2 1 2
5 20
7 4 1 3
Thus x(t) = − e −4t − e −8t + cos 4t + sin 4t .
417 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 417
4 5 20 20
415 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 415
Mass-Spring Again
9. (a) The mass is m = 100 kg ; gravitational force (weight) acting on the spring is
mg = 100 ( 9.8 ) = 980 newtons. Because the weight stretches the spring by
20 cm = 0.2 m , we have
980
k= = 4900 nt m .
0.20
(b) The initial-value problem for this mass is
x + 49x = 0 , x ( 0 ) = 0.40 , x ( 0 ) = 0 .
where the circular frequency is ω0 = 7 radians per second. Using the initial conditions
gives
x ( 0 ) = C cos δ = 0.4
x ( 0 ) = −7C sin δ = 0
or δ = 0 , C = 0.4 . Hence,
x ( t ) = 0.4cos ( 7t ) .
2π
(c) Amplitude: C = 0.4 meter; period: T = seconds .
7
⎢ 1 ⎜ ⎟ 2 ⎜ ⎟⎥
2 2
⎝ ⎠ ⎝ ⎠
Using the initial conditions x ( 0 ) = 0.4 , x ( 0 ) = 0 gives
x ( 0 ) = c1 = 0.4
171 5
416 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 416
x ( 0 ) = c2 − c1 = 0
2 2
417 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 417
2 171
which implies c1 = 0.4 , c2 = . Hence, the solution is
171
Adding Forcing
(a) b 2 − 4mk = 5002 − 4 (100 )( 4900 ) < 0 , so the system is underdamped. From Equation (21)
in the text, the amplitude is a maximum when the forcing frequency is
k b2 4900 5002
ωf = − = − = 6.04 rad sec .
2 (100 )
2
m 2m2 100
(b) Given ω f = 7 , we have seen that ω0 = 7 , m = 100 , b = 500 , and hence tan δ becomes
π
infinite, so that δ = radians. Hence, by Equation (17)
2
x
ss
(t ) =
F0
(
cos ω t − δ
f
)
( 2 2
) + (bω )
2
m2 ω02 − ω f f
100 ⎛ π⎞ ⎛ π⎞
= cos ⎜ 7t − ⎟ ≈ 0.029cos ⎜ 7t − ⎟.
(100 ) ( 49 − 49 )
2 2
+ ( 500 ⋅ 7 )
2 ⎝ 2⎠ ⎝ 2⎠
⎛ π⎞
xss ( t ) ≈ 0.029cos ⎜ 7t − ⎟ .
⎝ 2⎠
or
xss ( t ) = t ( Acos 7t + B sin 7t ) .
417 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 417
Electric Analog
11. From Problem 10 we found the differential equation for the mechanical system to be
100 x + 500x + 4900x = 100 cos ω f t
or
x + 5x + 49x = cos ω f t .
So if R = 4 ohms , then the equivalent electrical equation (making one equation a constant multi-
equation solution always decays to zero. We are only interested in a particular solution, and in
this case that solution is
x = Acos 6t + B sin 6t .
x
Differentiating and substituting into the differen-
2
tial equation gives
3 1
A= 0, B = .
2
t
Hence, the steady-state solution is given by 1 2 3
3 –1
xss ( t ) = sin 6t .
2
–2
The graph of the steady-state solution is shown.
418 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 418
has
xh ( t ) = e −2t ( c1 cos 4t + c 2 sin 4t ) ,
and
x p ( t ) = Acos 2t + B sin 2t .
1
Substituting x p into the differential equation we find A = 1, B = , so
2
1
x p = cos 2t + sin 2t .
2
conditions x ( 0 ) = x ( 0 ) = 0 , we find
1.5
⎛ 3 ⎞ 1
x ( t ) = −e −2t cos 4t + sin 4t + cos 2t + sin 2t . 0.5
⎜ ⎟
⎝ 4 ⎠ 2 t
1 2 3 4 5 6
Š0.5
The steady-state portion of the solution is shown.
(See figure.)
Š1.5
Calculating Charge
14. 4Q +100Q = 10 cos 4t, Q(0) = 0, Q′(0) = 0
True/False Questions
16. True
The steady-state solution, being a particular solution, has the form A cos ωf t + B sin ωf t, where
the forcing function is Fo cos ωf t. The steady-state solution can be written in the form
Hence, the frequency of the steady-state is the same as that of the forcing function.
17. False
The amplitude of the steady-state is a function of the frequency of the forcing function.
F0
In fact, A(ω f ) = .
m2 (ω02 − ω 2f ) 2 + (bω f ) 2
Beats
⎛ 3t −t ⎞ ⎛ 3t +t ⎞
sin 3t − sin t = 2sin ⎜ ⎟cos ⎜ 2 ⎟
⎝ 2 ⎠ ⎝ ⎠
= 2sin t cos 2t.
Steady State
Note: We must be careful in finding the phase angle using the formula
B
δ = tan −1
A
B
because we don’t know in which quadrant δ lies using δ = tan −1 . The value of δ you get
A
might be π units different from the correct value. Unless you know by some other means in
which quadrant δ lies, it is best to use the two equations
C cos δ = A , C sin δ = B .
A good rule of thumb is to think of the AB plane; when both A, B are positive δ will be in the first
π
quadrant (i.e., δ between 0 and ), but when both A and B are negative δ will be in the third
2
quadrant, and so on.
421 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 421
20. x + 4x + 4x = cos t
3 4
xp ( t ) = cos t + sin t .
25 25
Nothing in xp dies off with time; this is our
steady-state solution. Putting this in polar form
2 2
⎛ 3 ⎞ ⎛ 4 ⎞ 5 1
C = ⎜ ⎟ +⎜ ⎟ = =
⎝ 25 ⎠ ⎝ 25 ⎠ 25 5
4
δ = tan −1 ≈ 0.93 radians.
3
Hence, the steady-state solution is
x p (t) = xss ( t ) = 0.20cos ( t − 0.93) .
21. x + 2x + 2x = 2cost
The roots of the characteristic equation are −1± i . We use for the particular solution:
x p ( t ) = Acost + B sin t = C cos ( t − δ ) .
422 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 422
ω0 = 2 , ω f = 1, m = 1, b = 2 and simply
none of these terms will be involved in x p . We move on to find a particular solution, using the
method of undetermined coefficients. Let
x p ( t ) = Acos3t + B sin 3t .
Then we have
x′p = −3Asin 3t + 3B cos 3t , x′p′ ( t ) = −9Acos3t − 9B sin 3t .
Hence,
x′p′ + x′p + x p = ( −8A + 3B ) cos3t + ( −3A − 8B ) sin 3t = 4cos 3t .
Solving we get
32 12
A=− , B= .
73 73
Resonance
23. The differential equation is given by
x + 12x = 16cos ω t .
the frequency is
1
f0 = 3 oscillations per second,
π
24. If resonance exists, the input frequency ω f is the same as the natural frequency ω0 = 2 3 (see
( )
x +12x = 16cos 2 3t , x ( 0 ) = x ( 0 ) = 0 .
( )
xh ( t ) = c1 cos 2 3t + c2 sin 2 3t . ( )
To find a particular solution we seek a function of the form
( )
x p = At cos 2 3t + Bt sin 2 3t . ( )
Differentiating and substituting into the differential equation yields
16 3
A= 0, B = =4 ,
4 3 3
so the general solution is
4 3
x t = c cos 2 3t + c sin 2 3t + t sin 2 3t .
() 1 ( ) 2 ( ) 3 ( )
Substituting this into x ( 0 ) = x ( 0 ) = 0 yields c1 = 0 , c2 = 0 . Hence, the solution to the IVP is
x (t ) =
4 3
3
(
t sin 2 3t . )
424 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 424
Ed’s Buoy
25. (a) Simple harmonic motion with
2000 125
m= = = 62.5 slugs
32 2
2π = 5 seconds ,
T=
ω0
hence
2π k
ω0 = =
5 m
or
125 4π 2
k = mω02 = × = 10π 2 .
2 25
We measure the displacement of the buoy x ( t ) from the water level with x ( t ) = 0
4 +2
corresponding to the position of the buoy with = 3 feet being above water.
2
Because the forced equation in rough seas has an amplitude of 3 feet and a period
2π
of 7 seconds, the frequency of the forced response is . We therefore get the equation
7
2πt
62.5 x +10π 2 x = 3cos .
7
We are interested in the steady-state solution of this equation, hence we use the
method of undetermined coefficients to find a particular solution. In this case we let
2πt 2πt
xp = Acos + B sin .
7 7
49
We now differentiate and substitute into the equation yielding A = , B = 0 . Hence,
80π 2
we have
49 2π t 2π t
x p (t) = xss ( t ) = cos ≈ 0.06cos .
80π 2 7 7
[Although no friction term has been included in the preceding DE, there will in reality be
such a term, so the homogeneous solution would go to zero leaving only the oscillation
xss ( t ) .]
425 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 425
49
(b) The steady-state solution never varies more than ≈ 0.06 feet from its equilibrium
80π 2
position 3 feet above the level water line. The steady-state solution has the buoy moving
in phase with the waves so when a 3-foot wave crest hits, the buoy’s height above sea level
is approximately 3.06 feet. Thus the buoy is always at least 0.06 feet above the water
and is never submerged.
( k − mω ) A + bω
2
f f B = F0
( k − mω ) B − bω
2
f f
A = 0.
Solving, we obtain
A=
(
F0 k − mω f2 )
( k − mω ) 2 2
f + b ωf2 2
F0bωf
B= .
( k − mω ) 2 2
f + b 2ωf2
x (t ) =
F0
(
⎡ k − mω 2 cos ω t + bω sin ω t ⎤ .)
( k − mω ) 2 ⎣
ss f f f f ⎦
2 2
f + b 2ωf
x
ss
(t ) =
F0
( )
cos ω t − δ ,
f
( k − mω )
2
2
f +b ω 2 2
f
bω f
with tan δ = . From this equation it can be seen that the long-term response
(
m ω02 − ω f2 )
of the system is oscillatory with the same frequency ω f as the forcing term, but with a
phase lag.
426 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 426
(C) We have damping but we also have a sinusoidal forcing term. Hence, the homogeneous
solution goes to zero and particular solutions consist of sines and cosines, which give rise to
circles in the phase plane. Therefore, starting from the origin x ( 0 ) = x ( 0 ) = 0 we get a curve that
approaches a circle from the inside.
28. x+x=0
(A) The equation models the undamped harmonic oscillator, which has circular trajectories.
29. x + x = cos t
(D) This equation has resonance so the trajectories in phase space spiral to infinity.
30. x + 0.3x + x = 0
(B) The system is unforced but damped, and hence trajectories must approach x ( 0 ) = x ( 0 ) = 0 .
Matching 3D Graphs
Mass-Spring Analysis I
32. (a) xh = 4cos 4t − 3sin 4t (b) The amplitude of xh = 5 .
k
(e) Because ω f = ω0 , ω0 = 4 = = k , k = 16 .
m
(f) The system is in a state of pure resonance because ω0 = ω f . The mass will oscillate with
increasing amplitude.
Electrical Version
33. (a) Qh = 4cos 4t − 5sin 4t
1 1 1
(e) 4= = , C=
LC C 16
427 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 427
(f) The charge on the capacitor will oscillate with ever-increasing amplitude due to pure
resonance.
428 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 428
Mass-Spring Analysis II
34. (a) xh = 3e −2t cos t − 2e −2t sin t
−b
(b) From the exponential function e −2t we see that = −2. Hence if m = 1, b = 4 .
2m
(c) Underdamped
F0 F0
mula (19), we obtain 2= = . Therefore F = 40 Nt .
(5 − 5 )
2
+ ( 4 ⋅ 5) 800
2 2
0
Perfect Aim
35. (a) The dart is fired straight at the target with initial velocity vo.
Let yD denote the vertical position of the dart at time t.
y D′′ = −g y D′ = −gt + c
d = x02 + y02
y D′ (0) = vo sin θ so y D′ = −gt + v0 sin θ
1
Integrating: yD = − gt 2 + (v0 sin θ )t + c
2
1
y D (0) = 0 so yD = − gt 2 + (v0 sin θ )t
2
Now consider the target. Let yT denote the vertical position of the target at time T. The
1
initial conditions are yT(0) = y0 and yT′ (0) = 0. By similar calculations, yT = y0 − gt2.
2
(b) To find the time t1 when the heights of dart and target are equal, set yT(t) = yD(t).
1 1 y 0 ⎛ y ⎞ y
Then yo − gt = v sin t −
2 2
gt so that T1 = 0
and x1 = (v cos θ ) ⎜ 0
⎟=
0
2
0
2 v0 sin t ⎝ v0 sin θ ⎠ tan θ
y0 y0
However, tan θ = = so that x 1 = x0 (i.e., the dart hits the target).
x0 x1
429 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.6 Forced Oscillations 429
(c) Substituting t1 into either equation for the height of the dart or the target at impact yields yT.
gy 02
yT = y0 −
2(v0 sin θ ) 2
y
Simplifying by using the diagram so that sin θ = 0 , we obtain
d
2
1 ⎛d ⎞
yT = y0 − g ⎜ ⎟ .
2 ⎝ v0 ⎠
428 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 428
A ωf = ( ) F0
=
F0 / m
.
( k − mω )
2 2
2
+ b 2ω 2 ⎡⎛ k ⎞ ⎤
2
+ ⎛⎜ ⎞⎟ ω2f
f f
b
2
⎢⎜ m ⎟ − ω f ⎥ ⎝ ⎠ m
⎣⎝ ⎠ ⎦
−
⎛ 2ωf ⎞ ⎡ 2
⎜ m ⎟ f
ω − k − b ⎤
m 2m2
2
( )
( )
A′ ω f = ⎝ ⎠
32
× F0
(
⎡ k
) + ( mb ) ω ⎤⎥
2 2
ω2 2
⎢ − f f
⎣ m ⎦
( )
from which it follows that A′ ω f = 0 if and only if ω f = 0 or
k b2
ωf = − .
m 2m2
( )
When b 2 > 2mk , ω f is not real. Hence A′ ω f = 0 only when ω f = 0 . In this case
( )
A ωf damps to zero as ω f goes from 0 to ∞. It is clear then that the maximum of A ω f ( )
occurs when ω f = 0 and has the value
1
A(0) = .
k
When b 2 < 2mk , then ω f is real and positive. It is easy using the sign of the derivative to see
F0
Amax = .
2
b k − b
m 4m2
1 2 1 2
The total energy of the system is E = mx + kx . Here m = 1, k = 1 , so
2 2
1 2 1 2
E= x + x .
2 2
Because the system is conservative it does not change over time. Initially we have x ( 0 ) = 1 ,
x ( 0 ) = −4 , so the initial energy of this system is
1 1 17
E=
2
( −4 ) + (1) = ,
2
2 2
π
At time t = we have
5
⎛π⎞
x ⎜ ⎟ = −e −π 5 .
⎝5⎠
Also
x ( t ) = −e −t ⎡sin
⎣ ( 5t ) + cos ( 5t ) + e ⎡⎣5cos ( 5t ) − 5sin ( 5t ) ,
−t
so
⎛π⎞
x ⎜ ⎟ = e −π 5 − 5e −π 5 = −4e−π 5 .
⎝5⎠
E (0) =
1
2
1 1 1
( ) (
m ⎣⎡ x ( 0 )⎦⎤ + k ⎣⎡ x ( 0 )⎦⎤ = 1⋅ 42 + 26 ⋅12 = 21 ( joules or ergs )
2
2
2
2 2
)
Energy in an LC-Circuit
1
4. LQ + Q = 0 , Q ( 0 ) = Q0 , I ( 0 ) = I 0
C
E (t ) =
1
2
LQ 2 +
1 2 1 2 1 2 1
2C
Q = LI0 +
2 2C
Q0 = 4 12 +
2
16 2
2
4 = 130 . ( ) ( )
Q + Q + 0.25Q = 0 , Q ( 0 ) = 0 , I ( 0 ) = 2 ,
whose solution is given by
Q ( t ) = 2te −t 2
I ( t ) = Q ( t ) = 2e −t 2 − te −t 2 = −e −t 2 ( t − 2 ) .
E (0) =
1 2 1 2 1
LI +
1
Q = (1) 22 + ( 0 ) = 2 joules.
2 0 2C 0 2 8
( )
At time t the energy is
E (t ) =
1 2
2
LI ( t ) +
1 2
2C
1 1 1
( )
Q ( t ) = e −t ( t − 2 ) + 4t 2 e −t = e −t ⎡( t − 2 ) + t 2 ⎤ = e −t t 2 − 2t + 2 .
2
2
8 2 ⎣
2
⎦ ( )
(
Hence, after time t the energy loss is 2 − e −t t 2 − 2t + 2 joules. )
431 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 431
Questions of Energy
6. x − x + x3 = 0
(a) KE =
1
( ) 1 1
x 2 , V = ∫ −x + x 3 dx = − x 2 + x 4
2 2 4
1 2 1 2 1 4
E ( x, x ) = KE + V = x − x + x
2 2 4
Solving these equations, we find three equilibrium points at ( −1, 0 ) , (0, 0) and (1, 0).
Because x = 0 for all these points, we determine which points are stable (local maxima)
by simply drawing the graph of V ( x ) (shown in part (c)).
Hence, 2
is an unstable point.
Potential energy of x − x + x3 = 0
7. x − x − x3 = 0
(a) KE =
1
( ) 1 1
x 2 , V = ∫ −x − x3 dx = − x 2 − x 4
2 2 4
1 2 1 2 1 4
E ( x, x ) = KE + V = x − x − x
2 2 4
(b) To find the equilibrium points, we seek the solutions of the two equations
∂E ∂E
= −x − x3 = 0 , = x =0.
∂x ∂x
determine if it is a stable point (local minima) or unstable point (local maxima) by simply
drawing the graph of V ( x ) shown in part (c).
433 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 433
equilibrium point. x
–2 –1 1 2
–2
Potential energy of x − x − x3 = 0
8. x − x + x2 = 0
(a) KE =
1
( 1
) 1
x 2 , V = ∫ −x + x 2 dx = − x 2 + x 3
2 2 3
1 2 1 2 1 3
E ( x, x ) = KE + V = x − x + x
2 2 3
(b) To find the equilibrium points, we seek the solutions of the two equations
∂E ∂E
= −x + x 2 = 0 , = x =0.
∂x ∂x
for both these points, we determine which points are stable (local minima) and which are
unstable (local maxima) by simply drawing the graph of V ( x ) shown in part (c).
Potential energy of x − x + x 2 = 0
9. x + x2 = 0
1 1
(a) KE = x 2 , V = ∫ x 2 dx = x3
2 3
434 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 434
1 2 1 3
E ( x, x ) = KE + V = x + x
2 3
(b) To find the equilibrium points, we seek the solutions of the equations
∂E ∂E
= x2 = 0 , = x =0.
∂x ∂x
at ( 0, 0 ) , so ( 0, 0 ) is an unstable (or –1
10. x − e x −1 = 0
(a) KE =
1 2
2
( )
x , V = ∫ −e x −1 dx = −e x − x
1
E ( x, x ) = KE + V = x 2 − e x − x
2
(b) To find the equilibrium points, we seek the solutions of the two equations
∂E ∂E
= −e x −1 = 0 , = x =0.
∂x ∂x
It is clear that the first of these equations V (x)
Potential energy of x − e x −1 = 0
435 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 435
x + ( x −1) = 0
2
11.
1 1
x 2 , V = ∫ ( x −1) dx =
2
(a) KE = x3 − x 2 + x
2 3
1 2 1 3
E ( x, x ) = KE + V = x + x − x2 + x
2 3
(b) To find the equilibrium points, we seek the solutions of the two equations
∂E ∂E
= x 2 − 2x +1 = 0 , = x =0.
∂x ∂x
Solving these equations, yields only one real equilibrium point (1, 0 ) . Because x = 0 ,
–1
–2
1
12. x=
x2
1 1 1
(a) KE = x2 , V = −∫ dx =
2 x2 x
1 2 1
E ( x, x ) = KE + V = x +
2 x
(b) To find the equilibrium points, we seek the solutions of the two equations
∂E −1 ∂E
= 2 =0, = x =0.
∂x x ∂x
436 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 436
Because the first equation does not have a solution, there is no equilibrium point.
437 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 437
–2
–4
Potential energy of x = 1 x 2
13. x = ( x −1)( x − 2 )
1 1 3
(a) KE = x 2 , V = − ∫ ( x −1)( x − 2 ) dx = x3 + x 2 − 2x
2 3 2
1 2 1 3 3 2
E ( x, x ) = KE + V = x − x + x − 2x
2 3 2
(b) To find the equilibrium points, we seek the solutions of the two equations
∂E ∂E
= −x 2 + 3x − 2 = 0 , = x =0.
∂x ∂x
Solving these equations, we find two equilibrium points at (1, 0 ) and ( 2, 0 ) . Because
x = 0 , we determine which points are stable (local minima) and which are unstable (local
maxima) by simply drawing the graph of V ( x ) show in part (c).
( 2, 0 ) is an unstable point.
–4 –2 2 4 x
–1
–2
Conservative or Nonconservative?
14. x + x2 = 0 x
4
Conservative because it is of the form
2
mx + F ( x ) = 0 .
–4 –2 2 4 x
The total energy of this conservative system is
–2
1 1 1
E ( x, x ) = mx + ∫ F ( x ) dx = x 2 + x3 .
2 2 3 –4
We draw contour curves for this surface over the xx -plane to view the trajectories of the
differential equation in the xx plane.
15. x + kx = 0 x
mx + F ( x ) = 0 . 2
We draw contour curves for this surface over the xx -plane to view the trajectories of the differen-
tial equation in the xx plane. The trajectories of x + kx = 0 are ellipses each with height k
times its width.
16. x + x + x2 = 1 x
5
Not conservative due to the x term. The spiral
trajectories in its phase plane cannot be level
–5
437 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 437
17. θ + sin θ = 0 θ
4
Conservative because it is of the form
mθ + F (θ ) = 0 . 2
( )1 1
E θ , θ = mθ + ∫ F (θ ) dθ = θ 2 − cos θ .
2 2 –4
We can draw contour curves for this surface over the θθ -plane to view the trajectories of the
differential equation in the θθ plane.
18. θ + sin θ = 1 θ
2
Conservative because it can be written in the
form 1
mθ + F (θ ) = 0 , θ
–8 –4 4 8
where F (θ ) = sin θ −1 . The total energy is
–1
( )
1
E θ , θ = θ 2 − cosθ − θ .
2 –2
We can draw contour curves for this surface over the θθ -plane to view the trajectories of the
differential equation in the θθ plane.
19. θ + θ + sin θ = 1 θ
4
Not conservative due to the θ term. The
following phase plane portrait shows equilibria 2
along the axis. Trajectory cannot be level curves
θ
for any surface. −2π −π π 2π
–2
–4
Time-Reversible Systems
20. (a) mx = F ( x ) . If we introduce backwards time τ = −t , then taking the derivatives, yields
dx dx dτ dx
= =−
dt dτ dt dτ
d 2x d d ⎛ dx ⎞ dτ d2x d 2x
= ( x) = − = − 2 ( −1) = 2
dt 2 dt dτ ⎜⎝ dτ ⎟⎠ dt dτ dτ
d2x
+ F ( x) = 0
dτ 2
in backwards time τ .
(b) The solution of the IVP
x + x = 0 , x (0) = 1 , x (0) = 0
running the system backwards looks exactly like running the system forward.
(c) The solution of the IVP x = −mg , x ( 0 ) = 0 , x ( 0 ) = 100 is
1
x (t ) mgt 2 + 100t .
=−
2
1
If we replace t by –t, we get x ( −t ) = − 2 mgt −100t . Hence, the solution is not the same,
2
(d) If we think of a time-reversible system as a system where equations of motion are the
same when we replace t by –t, we might make the following conclusions.
Conversion of Equations
23. x + ω02 x = f ( t )
Letting x1 = x , x2 = x , we have
x1 = x2
x2 = −ω02 x1 + f ( t ) .
Letting x1 = θ , x2 = θ , we have
x1 = x2
g
x2 = − sin x1 .
L
This system is not linear, so there is no matrix form.
25. ay′′ + by′ + cy = 0
Letting x1 = y , x2 = y′ , we have
x1 = x2
b
x2 = − c cx − x2 .
1 a
a
⎡ x1 ⎤ ⎢⎡
0 1⎤ x
⎡ 1⎤
=
⎢x ⎥ ⎢ c b ⎥⎥ ⎢ ⎥ .
− − x
⎣ 2⎦ ⎣ 2⎦
a a
1
26. LQ + RQ + Q=0
C
dQ
Letting x1 = Q , x2 = , we have
dt
x1 = x2
1 R
x =− x − x .
440 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 440
2 1 2
LC L
440 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 440
⎡ x1 ⎤ ⎢⎡
0 1⎤
⎡ x1 ⎤
⎢x ⎥ = ⎢ 1 R ⎥⎥ ⎢ ⎥ .
− − x
⎣ 2⎦ ⎣ 2⎦
LC L
27. ( )
t 2 x + tx + t 2 − n 2 x = 0
Letting x1 = x , x2 = x , we have
x1 = x2
x2 =−
(t 2
− n2 ) x − 1x .
2 1 2
t t
Letting x1 = x , x2 = x , we have
x1 = x2
x2 = − (1+ sin ω t ) x1 .
Letting x1 = y , x2 = y′ , we have
x1 = x2
n ( n +1) 2t
x2 = − 2
x1 + x2 .
1− t 1− t2
If we introduce
x1 = y
dy
x2 =
dt
d2y
x3 = 2
dt
d3y
x4 = 3
dt
or in matrix form
⎡ x1 ⎤ ⎡ 0 1 0 0 ⎤ ⎡ x1 ⎤ ⎡0⎤
⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢ x2 ⎥ = ⎢ 0 0 1
0 ⎥ ⎢ x2 ⎥ ⎢ 0 ⎥
⎢ x3 ⎥ ⎢ 0 0 0 + .
1⎥ ⎢ x3 ⎥ ⎢ 0 ⎥
⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥
⎣ x4 ⎦ ⎣ −4 −1 −2 −3⎦ ⎣ x4 ⎦ ⎣1 ⎦
Conversion of IVPs
31. y′′ − y′ + 2 y = sin t , y ( 0 ) = 1, y ′ ( 0 ) = 1
Letting x1 = y , x2 = y′ yields
x1′ = x2 x1 ( 0 ) = 1
.
x2′ = −2x1 + x2 + sin t x2 ( 0 ) = 1
In matrix form this becomes
⎡ x1′ ⎤ ⎡ 0 1⎤ ⎡ x1 ⎤ 0⎤ ⎡ x1 ( 0 ) ⎤ ⎡1⎤
⎡
= + ; = .
⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎣ x2′ ⎦ ⎣ −2 1⎦ ⎣ x2 ⎦ ⎣sin t ⎦ ⎣ x2 ( 0 ) ⎦ ⎣1⎦
In matrixx3′form,
= −x1this becomes
− tx2
x1 ( 0 )
+1
=1
x2 ( 0 )
=1 .
x3 ( 0 )
=2
443 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 443
x3′ ⎢⎣ −1 −t 0 x3 ⎢⎣1 ⎢ x3 ( 0 ) ⎥ ⎢⎣ 2
z′′ + y + 2z = 1, z ( 0 ) = 1, z ′ ( 0 ) = 0
Letting x1 = y , x2 = y′ , x3 = z , x4 = z′ yields
x1′ = x2 x1 ( 0 ) = 0
⎡ x1′ ⎤ ⎡ 0 1 0 0⎤ ⎡ x1 ⎤ ⎡ 0 ⎤ ⎡ x1 ( 0 ) ⎤ ⎡0⎤
⎢ ′⎥ ⎢ ⎥ ⎢ ⎥ ⎢ −t ⎥ ⎢ ⎥ ⎢ ⎥
⎢ x2 ⎥⎢ 0 −3 −2 0 ⎥ ⎢ x2 ⎥ ⎢ e ⎥ ⎢ x2 ( 0 ) ⎥ ⎢1 ⎥
= + , = .
⎢ ′⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥ ⎢ x (0)⎥ ⎢1 ⎥
⎥ ⎢ ⎥
x3 0 0 0 1 x3 0 3 (0)
⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥ ⎢ 0
′ 0 −2 0 ⎦ ⎣ x4 ⎦ x
⎣ x4 ⎦ ⎣ −1 1 4 ⎣ ⎦
34. y′′′ + y′ + 2z = 1, y ( 0 ) = 1, y ′ ( 0 ) = 0 , y ′′ ( 0 ) = 1
z ′ + y + 2z = sin t , z ( 0 ) = 1
Letting x1 = y , x2 = y ′ , x3 = y ′′ , x4 = z yields
x1′ = x2 x1 ( 0 ) = 0
x2′ = x3 x2 ( 0 ) = 0
.
x3′ = −x2 − 2x4 +1 x3 ( 0 ) = 1
⎡ x1′ ⎤ ⎡ 0 1 0 0⎤ ⎡ x1 ⎤ ⎡ 0⎤ ⎡ x1 ( 0 ) ⎤ ⎡0⎤
⎢ ′⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥
444 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 444
⎢ x2 ⎥ = ⎢
In matrix form, this becomes 0 0 1 0 ⎥ ⎢ x2 ⎥ 0 ⎥ ⎢ x2 ( 0 ) ⎥ 0
+⎢ =⎢ ⎥.
⎢ x3′ ⎥ ⎢ 0 −1 0 −2⎥ ⎢ x3 ⎥ ⎢ 1⎥ ⎢ x3 ( 0 ) ⎥ ⎢1⎥
⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥
′
⎣ x4 ⎦ ⎣ −1 0 0 −2 ⎦ ⎣ x4 ⎦ ⎣sin t ⎦ x4 ( 0 ) ⎣1⎦
445 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 445
x2 + 2x2 = 0
Letting z1 = x1 , z2 = x1 , z3 = x2 , z4 = x2 yields the system
z1 = z2
z2 = −z1 − 2z3 + e−t
z3 = z 4
z4 = −2z3 .
In matrix form this becomes
⎡ z1′ ⎤ ⎡ 0 1 0 0 ⎤ ⎡ z1 ⎤ ⎡ 0⎤
⎢ ′⎥ ⎢ ⎥ ⎢ ⎥ ⎢ −t ⎥
⎢ z2 ⎥ ⎢ −1 0 −2 0 ⎥ ⎢ z2 ⎥ ⎢ e ⎥
= + .
⎢ ′⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥
z3 0 0 0 1 z3 0
⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥
′
⎣ 4 ⎦ ⎣ 0 0 −2 0 ⎦ ⎣ z4 ⎦
z 0
Letting x1 = y , x2 = y′ , x3 = y ′ , x4 = z , x5 = z′ yields
x1′ = x2
x2′ = x3
x3′ = f ( t, x1 , x2 , x3 , x4 , x5 )
x4′ = x5
x5′ = g ( t, x1 , x2 , x3 , x4 , x5 ) .
If we let z1 = x1 , z2 = x1 , z3 = x2 , z4 = x2 , z5 = x3 , z6 = x3 , we get
z1 = z2
⎢ z3 ⎥ ⎢ 0 0 0 1 0 0 ⎥ ⎢ z3 ⎥
⎢ ⎥ =⎢ ⎥ ⎢ ⎥.
⎢ z 4 ⎥ ⎢ a21 0 a22 0 a23 0 ⎥ ⎢ z4 ⎥
⎢ z5 ⎥ ⎢ 0 0 0 0 0 1 ⎥ ⎢ z5 ⎥
⎢ ⎥ ⎢ ⎥⎢ ⎥
z6 ⎢⎣ a31 0 a32 0 a33 0 z6
1 3
From first DE: x2 = − x′1 + x1 . Substituting in second DE yields a second order DE to solve for
2 2
x1 .
⎛ 1 3 ⎞′ ⎛ 1 3 ⎞
− x′ + x = 2x − 2 − x′ + x
⎜ 2 1 2 1⎟ 1 ⎜ 2 1 2 1⎟
⎝ ⎠ ⎝ ⎠
1 3
− x′′ + x′ = 2x + x′ − 3x
1
2 2 1 1 1 1
To find x2 , substitute the solution for x1 back into the first DE.
x =−
1
x′ +
3
x =−
1
( 2c e 2t
) 3 (c e
− c e −t + 2t
+ c e −t = ) 1
c e 2t + 2c e −t .
445 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 445
2 1 1 1 2 1 2 1 2
2 2 2 2 2
446 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 446
40. x1′ = x1 + x2
x2′ = 4x1 + x2
From first DE: x2 = x1′ − x1 . Substituting in second DE yields a second order DE to solve for x1 .
x1 = c1e3t + c2 e −t
( ) ( )
From first calculation, x2 = x1′ − x1 , so x2 = 3c1e3t − c2 e −t − c1e3t + c2 e −t = 2c1e3t − 2c2 e−t .
41. x1′ = x2 + t
x2′ = −2x1 + 3x2 + 5
From first DE: x2 = x1′ − t . Substituting in second DE yields a second order DE to solve for x1 .
to obtain
0 − 3a + 2at + 2b = −3t + 6 .
Comparing like terms,
3
Coefficients of t: 2a = −3 so a = − .
2
3 3 3
Constants: −3a + 2b = 6 so b = . Hence x1 p = − t + . Therefore,
4 2 4
3 3
x1 = c1e 2t + c2et − t + .
2 4
From first calculation x2 = x1′ − t , so
3
x2 = 2c1e 2t + c2 et − −t .
2
447 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 447
1
From first DE: x2 = 2x1 − x′1 . Substituting in second DE yields a second order DE to solve for x1 .
3
⎛ 1 ⎞′ ⎛ 1 ⎞
2x − x′ = 2x + 2x − x′
⎜ 1 3 1⎟ 1 ⎜ 1 3 1⎟
⎝ ⎠ ⎝ ⎠
x1′′ − 7x1′ +12x1 = 0
x1 = c1e3t + c2 e 4t .
1
From first calculation, x2 = 2x1 − x′1 , so
3
(
x2 = 2 c1e3t + c2 e4t − ) 31 (3c e1
3t
)
+ 4c2 e 4t = c1 e3t +
2 4t
3
c2 e .
2
x 0 =3 ⇒ c + c =3
2( ) 1 2
3
so
c2 = −3 and c1 = 5 .
1 3
From first DE: x2 = x′1 − x1 . Substituting in second DE yields a second order DE to solve for
4 4
x1 .
⎛1 3 ⎞′ ⎛1 3 ⎞
x′ − x = 2x + x′ − x
⎜ 4 1 4 1⎟ 1 ⎜ 4 1 4 1⎟
⎝ ⎠ ⎝ ⎠
x1′′ − 3x1′ = 8x1 + x1′ − 3x1
x1′′ − 4x1′ − 5x1 = 0
x1 = c1e5t + c2 e −t
1 3
From first calculation, x2 = x′1 − x1 , so
4 4
448 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 448
x2 =
1
4
( ) (3
4
) 1
5c1e5t − c2 e −t − c1 e5t + c2 e −t = c1 e5t − c2 e −t
2
449 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 449
1
x 0 = −1 ⇒ c − c = −1
2( ) 1 2
2
so
c1 = 0 and c2 = 1.
Counterexample
44. An example: The degenerate system
x1 + x2 + x1 = 0
x1 + x2 + x1 = 0
where both equations are exactly the same clearly cannot be written as a second-order equation in
either x1 or x2 . The reader might contemplate finding all the solutions of such an undetermined
system.
⎡ 0 1⎤
⎡x ⎤ ⎡x ⎤
⎢ b⎥
⎢x ⎥ =⎢ − c
1 1
.
− ⎥⎢ x⎥
⎣ 2⎦ ⎣ 2⎦
a a
This shows we cannot obtain a second-order equation in x1 with x2 = x1 unless the coefficient
matrix has the preceding form in which the first row contains a 0 and 1. Hence, a system such as
⎡ x1 ⎤ ⎡1 1⎤ ⎡ x1 ⎤
⎢ x ⎥ = ⎢ 4 1⎥ ⎢ x ⎥
⎣ 2⎦ ⎣ ⎦ ⎣ 2⎦
mx2 = −k2 ( x2 − x1 ) = k2 x1 − k2 x2 ,
451 CHAPTER 4 Higher-Order Linear Differential Equations SECTION 4.7 Conservation and Conversion 451
we let
z1 = x1 z 3 = x2
z2 = x1 z4 = x2 .
⎛k ⎞ ⎛k ⎞
z4 = ⎜ 2 ⎟ z1 − ⎜ 2 ⎟ z3 .
⎝m⎠ ⎝m⎠
In matrix form this becomes
⎡ 0 1 0 0⎤
⎡z ⎤ ⎢ ⎥ ⎡z ⎤
1
⎢ ⎥ ⎢ − ( k1 +k2 ) 0
k2 ⎥
0 ⎢ ⎥
1
⎢ z2 ⎥ = ⎢ m m ⎥ ⎢ z2 ⎥
.
⎢ z3 ⎥ ⎢ ⎥
0 0 0 1 ⎢ z3 ⎥
⎢ ⎥ ⎢ ⎥⎢ ⎥
⎣ z4 ⎦ ⎢ k2 k2 ⎥ ⎣ z4 ⎦
0 − 0
⎢ ⎥
⎣ m m ⎦
Satellite Problem
k
46. r = r ( t )θ 2 ( t ) − + u1 ( t )
r 2 (t )
2θ ( t ) r ( t ) 1
()
r (t ) r (t )
2
θ= + u t
Letting
x1 = r x3 = θ
x2 = r x4 = θ ,
x1 x1
SECTION 4.7 Conservation and Conversion 449
Letting
x1 = θ1
x2 = 1θ
x3 = θ 2
x4 = θ 2
⎢ x3 ⎥ ⎢ 0 0 0 1 ⎥ ⎢ x3 ⎥ ⎢ 0⎥
⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥
⎣ x4 ⎦ ⎣ mg 0 mg +1 0 ⎦ ⎣ x4 ⎦ ⎣ −u(t) ⎦