1.

8 Linear Equations 121

Rule of thumb for second guessing

The last example indicates what is so unsatisfying about guessing techniques. How did
we know to make the second guess a product of t and our first guess? The answer is
that we have either seen a similar problem before or we can figure out at least the form
of the guess by another technique. Methods for arriving at the second guess with less
guesswork but more computation are given in Exercise 23 of Section 1.9, in Chapter 6,
and in Exercises 17 and 18 of Appendix B.

EXERCISES FOR SECTION 1.8

In Exercises 1–6, find the general solution of the equation specified.

dy dy
1. = −4y + 9e−t 2. = −4y + 3e−t
dt dt
dy dy
3. = −3y + 4 cos 2t 4. = 2y + sin 2t
dt dt
dy dy y
5. = 3y − 4e3t 6. = + 4et/2
dt dt 2

In Exercises 7–12, solve the given initial-value problem.

dy dy
7. + 2y = et/3 , y(0) = 1 8. − 2y = 3e−2t , y(0) = 10
dt dt
dy dy
9. + y = cos 2t, y(0) = 5 10. + 3y = cos 2t, y(0) = −1
dt dt
dy dy
11. − 2y = 7e2t , y(0) = 3 12. − 2y = 7e2t , y(0) = 3
dt dt

13. Consider the nonhomogeneous linear equation

dy
+ 2y = cos 3t.
dt
To find a particular solution, it is pretty clear that our guess must contain a cosine
function, but it is not so clear that the guess must also contain a sine function.
(a) Guess y p (t) = α cos 3t and substitute this guess into the equation. Is there a
value of α such that y p (t) is a solution?
(b) Write a brief paragraph explaining why the proper guess for a particular solu-
tion is y p (t) = α cos 3t + β sin 3t.

14. Consider the nonhomogeneous linear equation

dy
= λy + cos 2t.
dt

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122 CHAPTER 1 First-Order Differential Equations

To find its general solution, we add the general solution of the associated homo-
geneous equation and a particular solution y p (t) of the nonhomogeneous equation.
Briefly explain why it does not matter which solution of the nonhomogeneous equa-
tion we use for y p (t).
15. The graph to the right is the graph y
of a solution of a homogeneous lin- 3
ear equation dy/dt = a(t)y. Give 2
rough sketches of the graphs of the 1
solutions to this equation that sat- t
isfy the initial conditions y(0) = 0, −1
y(0) = 2, y(0) = 3, y(0) = −1, −2
and y(0) = −2.5.
−3

16. The two graphs to the right are y

graphs of solutions of a nonhomo- 4
geneous linear equation dy/dt = 3
a(t)y + b(t). Give rough sketches 2
of the graphs of the solutions to this 1
equation that satisfy the initial con-
t
ditions y(0) = 2, y(0) = 3.5, −1
y(0) = −1, and y(0) = −2.
−2

17. Consider the nonlinear differential equation dy/dt = y 2 .

(a) Show that y1 (t) = 1/(1 − t) is a solution.
(b) Show that y2 (t) = 2/(1 − t) is not a solution.
(c) Why don’t these two facts contradict the Linearity Principle?

18. Consider the nonhomogeneous linear equation dy/dt = −y + 2.

(a) Compute an equilibrium solution for this equation.
(b) Verify that y(t) = 2 − e−t is a solution for this equation.
(c) Using your results in parts (a) and (b) and the Uniqueness Theorem, explain
why the Linearity Principle does not hold for this equation.

19. Consider a nonhomogeneous linear equation of the form

dy
+ a(t)y = b1 (t) + b2 (t),
dt
that is, b(t) is written as a sum of two functions. Suppose that yh (t) is a solution of
the associated homogeneous equation dy/dt + a(t)y = 0, that y1 (t) is a solution
of the equation dy/dt + a(t)y = b1 (t), and that y2 (t) is a solution of the equation
dy/dt + a(t)y = b2 (t). Show that yh (t) + y1 (t) + y2 (t) is a solution of the original
nonhomogeneous equation.

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 1.8 Linear Equations 123

20. Consider the nonhomogeneous linear equation

dy
+ 2y = 3t 2 + 2t − 1.
dt

In order to find the general solution, we must guess a particular solution y p (t). Since
the right-hand side is a quadratic polynomial, it is reasonable to guess a quadratic for
y p (t), so let
y p (t) = at 2 + bt + c,

where a, b, and c are constants. Determine values for these constants so that y p (t)
is a solution.
In Exercises 21–24, find the general solution and the solution that satisfies the initial
condition y(0) = 0.
dy dy
21. + 2y = t 2 + 2t + 1 + e4t 22. + y = t 3 + sin 3t
dt dt
dy dy
23. − 3y = 2t − e4t 24. + y = cos 2t + 3 sin 2t + e−t
dt dt

In Exercises 25–28, give a brief qualitative description of the behavior of solutions.

Note that we only give partial information about the functions in the differential equa-
tion, so your description must allow for various possibilities. Be sure to deal with initial
conditions of different sizes and to discuss the long-term behavior of solutions.
dy
25. + 2y = b(t), where −1 < b(t) < 2 for all t.
dt
dy
26. − 2y = b(t), where −1 < b(t) < 2 for all t.
dt
dy
27. + y = b(t), where b(t) → 3 as t → ∞.
dt
dy
28. + ay = cos 3t + b, where a and b are positive constants.
dt

29. A person initially places $1,000 in a savings account that pays interest at the rate of
1.1% per year compounded continuously. Suppose the person arranges for $20 per
week to be deposited automatically into the savings account.
(a) Write a differential equation for P(t), the amount on deposit after t years (as-
sume that “weekly deposits” is close enough to “continuous deposits” so that
we may model the balance with a differential equation.)
(b) Find the amount on deposit after 5 years.

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124 CHAPTER 1 First-Order Differential Equations

30. A student has saved $70,000 for her college tuition. When she starts college, she in-
vests the money in a savings account that pays 1.5% interest per year, compounded
continuously. Suppose her college tuition is $30,000 per year and she arranges with
the college that the money will be deducted from her savings account in small pay-
ments. In other words, we assume that she is paying continuously. How long will
she be able to stay in school before she runs out of money?

31. A college professor contributes $5,000 per year into her retirement fund by making
many small deposits throughout the year. The fund grows at a rate of 7% per year
compounded continuously. After 30 years, she retires and begins withdrawing from
her fund at a rate of $3000 per month. If she does not make any deposits after retire-
ment, how long will the money last? [Hint: Solve this in two steps, before retirement
and after retirement.]

32. Verify that the function y(t) = t/5 satisfies the nonhomogeneous linear equation
dy
= (cos t)y + 15 (1 − t cos t).
dt

33. In this exercise, we verify the Extended Linearity Principle for the nonhomogeneous
equation
dy
= a(t)y + b(t).
dt

(a) Let yh (t) be a solution of the associated homogeneous equation and let y p (t)
be any solution of the nonhomogeneous equation. Show that yh (t) + y p (t)
satisfies the nonhomogeneous equation by calculating d(yh + y p )/dt.
(b) Assume that y p (t) and yq (t) are solutions to the nonhomogeneous equation.
Show that y p (t) − yq (t) is a solution to the associated homogeneous equation
by computing d(y p − yq )/dt.

34. Suppose that every constant multiple of a solution is also a solution for a first-order
differential equation dy/dt = f (t, y), where f (t, y) is continuous on the entire t y-
plane. What can be said about the differential equation?

1.9 INTEGRATING FACTORS FOR LINEAR EQUATIONS

In Section 1.8 we described a guessing technique for solving certain first-order nonho-
mogeneous linear differential equations. In this section we develop a different analytic
method for solving these equations. It is more general than the technique of the previ-
ous section, so it can be applied successfully to more equations. It also avoids “guess-
ing.” Unfortunately, this method involves the calculation of an integral, which may be
a problem as we will see. It is also not as amenable to qualitative analysis. At the end
of this section, we discuss the pros and cons of both methods.

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 1.9 Integrating Factors for Linear Equations 133

EXERCISES FOR SECTION 1.9

In Exercises 1– 6, find the general solution of the differential equation specified.

dy y dy 3
1. =− +2 2. = y + t5
dt t dt t
dy y dy
= −2t y + 4e−t
2
3. =− + t2 4.
dt 1+t dt
dy 2t dy 2
5. − y=3 6. − y = t 3 et
dt 1 + t2 dt t

In Exercises 7–12, solve the given initial-value problem.

dy y dy 1
7. =− + 2, y(0) = 3 8. = y + 4t 2 + 4t, y(1) = 10
dt 1+t dt t +1
dy y dy
= −2t y + 4e−t , y(0) = 3
2
9. = − + 2, y(1) = 3 10.
dt t dt
dy 2y dy 3
11. − = 2t 2 , y(−2) = 4 12. − y = 2t 3 e2t , y(1) = 0
dt t dt t

In Exercises 13–18, the differential equation is linear, and in theory, we can find its
general solution using the method of integrating factors. However, since this method
involves computing two integrals, in practice it is frequently impossible to reach a for-
mula for the solution that is free of integrals. For these exercises, determine the general
solution to the equation and express it with as few integrals as possible.
dy dy
13. = (sin t)y + 4 14. = t2y + 4
dt dt
dy y dy
15. = 2 + 4 cos t 16. = y + 4 cos t 2
dt t dt
dy y dy y
17. = − 2 + cos t 18. =√ +t
dt et dt t −3
3

19. For what value(s) of the parameter a is it possible to find explicit formulas (without
integrals) for the solutions to
dy
= at y + 4e−t ?
2

dt

20. For what value(s) of the parameter r is it possible to find explicit formulas (without
integrals) for the solutions to
dy
= t r y + 4?
dt

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134 CHAPTER 1 First-Order Differential Equations

21. Consider the nonhomogeneous equation

dv
+ 0.4v = 3 cos 2t.
dt
(a) Find the general solution using the method of integrating factors.
(b) Find the general solution using the guessing technique from Section 1.8.
Comment on which method was easier for you.
22. In this exercise, we explore the connections between the method of integrating fac-
tors discussed in this section and the Extended Linearity Principle. Consider the
nonhomogeneous linear equation
dy
= a(t)y + b(t),
dt
where a(t) and b(t) are continuous for all t.
(a) Let t
μ(t) = e− 0 a(τ ) dτ .
Show that μ(t) is an integrating factor for the nonhomogeneous equation.
(b) Show that 1/μ(t) is a solution to the associated homogeneous equation.
(c) Show that  t
1
y p (t) = μ(τ ) b(τ ) dτ
μ(t) 0
is a solution to the nonhomogeneous equation.
(d) Use the Extended Linearity Principle to find the general solution of the nonho-
mogeneous equation.
(e) Compare your result in part (d) to the formula

1
y(t) = μ(t) b(t) dt
μ(t)
for the general solution that we obtained on page 126.
(f) Illustrate the calculations that you did in this exercise for the example
dy
= −2t y + 4e−t .
2

dt

23. Consider the nonhomogeneous equation

dy
+ 2y = 3e−2t .
dt
In Section 1.8, we saw that the guess y p (t) = αe−2t does not produce a solution
because it is a solution to the associated homogeneous equation. We then guessed
y p (t) = αte−2t . Use the method of integrating factors to explain why this guess is a
good idea.

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 1.9 Integrating Factors for Linear Equations 135

24. A 30-gallon tank initially contains 15 gallons of salt water containing 6 pounds of
salt. Suppose salt water containing 1 pound of salt per gallon is pumped into the top
of the tank at the rate of 2 gallons per minute, while a well-mixed solution leaves
the bottom of the tank at a rate of 1 gallon per minute. How much salt is in the tank
when the tank is full?
25. A 400-gallon tank initially contains 200 gallons of water containing 2 parts per bil-
lion by weight of dioxin, an extremely potent carcinogen. Suppose water containing
5 parts per billion of dioxin flows into the top of the tank at a rate of 4 gallons per
minute. The water in the tank is kept well mixed, and 2 gallons per minute are re-
moved from the bottom of the tank. How much dioxin is in the tank when the tank
is full?
26. A 100-gallon tank initially contains 100 gallons of sugar water at a concentration of
0.25 pounds of sugar per gallon. Suppose that sugar is added to the tank at a rate of
p pounds per minute, that sugar water is removed at a rate of 1 gallon per minute,
and that the water in the tank is kept well mixed.
(a) What value of p should we pick so that, when 5 gallons of sugar solution is left
in the tank, the concentration is 0.5 pounds of sugar per gallon?
(b) Is it possible to choose p so that the last drop of water out of the bucket has a
concentration of 0.75 pounds of sugar per gallon?

27. Suppose a 50-gallon tank contains a volume V0 of clean water at time t = 0. At

time t = 0, we begin dumping 2 gallons per minute of salt solution containing
0.25 pounds of salt per gallon into the tank. Also at time t = 0, we begin remov-
ing 1 gallon per minute of salt water from the tank. As usual, suppose the water in
the tank is well mixed so that the salt concentration at any given time is constant
throughout the tank.
(a) Set up the initial-value problem for the amount of salt in the tank. [Hint: The
initial value of V0 will appear in the differential equation.]
(b) What is your equation if V0 = 0 (the tank is initially empty)? Comment on the
validity of the model in this situation. What will be the amount of salt in the
tank at time t for this situation?

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764 Hints and Answers for Chapter 1

(c) There is one bifurcation value a0 , and a0 > 0. (d) There is one bifurcation value a0 , and a0 > 0.
If a < a0 , the phase line has one equilibrium If a < a0 , the phase line has one equilibrium
point, and it is a positive sink. If a > a0 , there point, and it is a negative sink. If a > a0 , there
are two more equilibria. Both are negative, and are two more equilibria. Both are positive, and
one is sink and the other is a source. one is sink and the other is a source.

y y
3 3

a a
−4 4 −4 4

−3 −3

Hints and Answers for Section 1.8

1. y(t) = ke−4t + 3e−t (b) Hint: Substitute y2 (t) into the differential
equation and note that the equation does not
3. y(t) = ke−3t + 12
13 cos 2t + 8
13 sin 2t
hold.
5. y(t) = ke3t − 4te3t (c) The equation is not linear.
7. y(t) = ke−2t + 37 et/3 ; take k = 4/7 for the 19. Hint: Substitute yh (t), y1 (t), and y2 (t) into their
initial-value problem. respective equations and add.
9. y(t) = ke−t + 15 cos 2t + 25 sin 2t; take k = 24/5 21. y(t) = ke−2t + 12 t 2 + 12 t + 14 + 16 e4t ; take k = −5/12
for the initial-value problem. for the initial-value problem.
11. y(t) = ke2t + 7te2t ; take k = 3 for the initial-value 23. y(t) = ke3t − 23 t − 29 − e4t ; take k = 11/9 for the
problem. initial-value problem.
13. Hint: The guess y p (t) = α cos 3t leads to terms 25. Tends to a solution that satisfies −1/2 ≤ y(t) ≤ 1.
involving both cos 3t and sin 3t on the left.
27. y(t) → 3 as t → ∞
15. y
29. (a) d P/dt = .011P + 1040
3
2 (b) about $6,402.20
1 31. Approximately 76.58 years (919 months)
t
−1 33. Hint: For part (a), calculate d(yh + y p )/dt and use
−2 the assumptions about yh (t) and y p (t). For part (b),
−3
calculate d(y p − yq )/dt and use the assumptions
17. (a) Hint: Substitute y1 (t) into the differential about y p (t) and yq (t).
equation and note that the equation holds.

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 Hints and Answers for Chapter 1 765

Hints and Answers for Section 1.9

 
  2
1. y(t) = t + c/t 17. y(t) = e
2
− e−t dt −t
e e dt cos t dt
3t 4 + 4t 3 + 12c
3. y(t) = 19. a = −2
12(t + 1)
5. y(t) = (1 + t 2 )(3 arctan(t) + c) 21. Either way you compute a great deal and get

t 2 + 2t + 3 v(t) = ke−0.4t + 15
cos 2t + 75
sin 2t.
7. y(t) = 52 52
1+t
23. Hint: Use the integrating factor μ(t) = e2t to
2 calculate the general solution of the equation.
9. y(t) = t +
t
25. 4.25 parts per billion
11. y(t) = 2t 3 + 5t 2

27. (a) dy/dt = 1/2 − y/(V0 + t) with y(0) = 0
− cos t
13. y(t) = 4e ecos t dt (b) Note that if V0 = 0, then the differential equa-

tion is undefined at t = 0. The amount of salt in
15. y(t) = 4e−1/t e1/t cos t dt the tank at time t is t/4.

Hints and Answers for Review Exercises in Chapter 1

1. dy/dt = 2 29. (a) linear and nonhomogeneous
3. No equilibrium solutions (b) y(t) = ke−3t + e−2t + 13 t 2 − 29 t + 2
27

5. y(t) = −1 for all t 31. (a) linear and nonhomogeneous

10 e − 10 cos 4t + 5 sin 4t
(b) y(t) = 11 2t 1 1
7. dy/dt = y
33. (a) separable
9. The graph of f (y) must cross the y-axis from 
(b) y(t) = −1/ 4 − 2t − (2/3)t 3
negative to positive at y = 0.
35. (a) linear and nonhomogeneous
11. True 13. True 15. False   2
(b) y(t) = 32 t 2 + 1 et
17. True 19. False
21. (a) autonomous, separable, linear and 37. (a) separable
nonhomogeneous (b) y(t) = 1/(1 − t 2 − t 3 )
(b) y(t) = 32 + ke−2t 39. (a) separable

23. (a) linear and nonhomogeneous (b) y(t) = − 4 + (2/3) ln(t 3 + 1)
(b) y(t) = ke3t + 14 e7t 41. (a) y
25. (a) linear and nonhomogeneous
1
(b) y(t) = ke−5t − 34
3
cos 3t + 34
5
sin 3t
t
27. (a) autonomous, separable −1
√ √ 
(b) y(t) = 3 tan 3t + k −2

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