SEL 0

1
Vm - 0 2 Vtt) 1 . Vkt 1 - Ids
Table of Laplace Transforms ae 'erfc(a ~ sm(2
7Tk
kt) 312e
Vs+a s
1
1
Vm + ae 0 2
terf(a
Vtt) Vs Vm cosh(2Vkt) -1e Ids
f(t) F(s) = :.£{f(t)} k(s 2 + 2k2) s - a2 Vs
sin kt cosh kt
1 s 4 + 4k4 1 21
;ea erf(aVt)
~ sinh(2Vkt) 312e
1 Ids
s k(s 2 - 2k 2 ) 7Tk s
n! cos kt sinh kt 4 Vs(s - a 2) l s-a
t", n a positi\'e integer s + 4k 4 -(ebr - eat) Jn--
erfc(aVtt)
sn +l air 1 t s-b
a-b e
I (s - a)(s - b) Vs(Vs +a) 2
-(1 - cos kt) In
s
2
+e
s-a (a - b)s t s2
Jo( kt) 1
k 2 s2 - k2
2
sin kt
s2 + k2
(s-a)(s-b) Vs 2 + k -(1 - cosh kt)
t
In
s2
n! 1
t"eat, n a positive integer
cos kt
s (s - a)" + 1 y:;;, cos(2Ykt) -l e - Ids 1 . kt
-sm tan
- I k
-
s2 + k2 7Tl Vs t s
t"f(t), n a positive integer (-l)"F(n)(s)
k f'(t) sF(s) - /(0)
sinh kt
s2 - k2 f"(t) s2F(s) - sf(O) -
s f'(O)
Special Formulas
cosh kt
s2 - k2 J'"l(t) s" F(s) - sn - lf(O) -
k sn - 2/'(0) - ... - Trigonometric Identities Hyperbolic Trigonometric Functions
e 0 t sin kt
(s - a)2 ...1- k2 sf'n - 2)(0) - J'n - 1)(0) 2
cos a+ sin a = 1 2
s-a e 0 '.f(t) F(s - a) cosh x =_!_(ex + e -x )
eat cos kt 1 + tan 2 a = sec 2 a 2
(s - a)2 + k2 Cf* g)(t) = F(s)G(s) I + cot 2 a = csc 2 a
sinh x = _!_(ex - e - x)
eat sinh kt
(s - a) 2 -
k
k2
J:1c1 - v)g(v) dv cos(a + /3) = cos a cos f3 - sin a sin f3 2
cos(a - /3) = cos a cos f3 + sin a sin /3 sinh x ex - e - x
s-a 01.l(t - a), a ::::: 0 tanh x == - - = - - -
eat cosh kt s sm(a + /3) = sin a cos f3 + cos a sin f3 cosh x ex+ e -x
(s - a) 2 - k2 f(t - a)oU(t - a), a ::::: 0 e - asF(s) s~n( a - /3) = sin a cos f3 - cos a sin f3 1 2
I sechx=--= _
f(t)oU(t - a), a ::::: 0 e - as:.e{f(t +a)} sm 2a = 2 sin a cos a cosh x ex+ e x
(s - a) 2 O(t - t0 ), t0 ::::: 0 e - 1<>" cos 2a = cos 2 a - sin 2 a 1 2
2ks csch x = --:--nh = ex - e - x
t sin kt f(t - T) = f(t) l l -s T e - s'.f(t) dt cos2 a = I + cos 2a .
sm 2 a=
1 - cos 2a st x
(s2 + k2)2 - e Jo( 2 2 1 ex+ e - x
s2 - ki cothx = - - = - - -
t cos kt
7T
tan a=~ cot a=-.-
cos a tanh x ex - e- x
(s2 + k2)2 s cos Cl' srn a cosh 2 x - sinh 2 x = 1
2k 3 t 112 Vii sec a=__!__ 1
sin kt - J..1 cos J..1 2s3 2 csc a = - . -
(s2 + k2)2 cos a sm a Maclaurin Series
2ks 2 l . 3 . 5 ... (211 - l)V7T cos(-a) =cos a sin(-a) =-sin a
t" -1/ 2 , n = 1, 2, ...
sin kt + J..1 cos kt
f(a +
2n 5 n+ I '2
1) Logarithmic and Exponential
x2
ex= 1 + x + - + - + ...
2!
x3

3!
="'n~O n!'00 n
~
I - cos kt 2 2 sa+l Function Properties -00 <x< 00
+k
kt - sin la
s(s

s2(s2
k3
+ k2)
2
)
1
(f(t) r
s
F(s)
F(u) du
ln ax == x In a, a > O
In ab == In a + In b· a b > 0
' '
.
smx = x - -
-00
3!
<x<
x3

00
x5
+ - - · ·.
5!
= °"oo

n~O
2n + I
(-1)"·-x_ __
(2n + l)!'
8k3s
(1 + k2t 2 )sin J..1 - kt co J..1 { f(a) da Inf= In a - In b; a, b > 0 x2 x4 ~
s
+ - - ... = I c_ 1r_x_
oo
(s2 + k2)3 0 cos x= 1 - - ,
sin J..1 sinh kt
. 2k 2 s
s 4
-r 4k
4
J:m 0
e t(l + 2at) (s - a)312
s lnex =x
e
In x
= x, x > 0 -00 <x<
2·
00
4! n= O (2n)!'

1 ex+y = exey 1 00
SJ
---(ebt - ea') ~-~ -1-- = 1 + x + x2 + ... = "'xn -1 <x< 1
cos kt cosh J..1
2~ exy = (ex)Y -x L '
n= O
Modern
Different;aL
Equat;ons
 •
15
~·Harcourt
Modern
College Publishers
A Harcourt Higher Learning Company
Differential
Now you will find Saunders College
Publishing's distinguished innovation ,
leadership , and support under a different
Equations
name •.. a new brand that continues our
Second Edition
unsurpassed quality, service, and
commitment to education.

We are combining the strengths of our

college imprints into one worldwide
brand: Harcourt
Martha L. Abell and James P. Braselton
Our mission is to make learning Georgia Southern University
accessible to anyone, anywhere,
anytime-reinforcing our commitment
to lifelong learning.

We are now Harcourt College Publishers.

Ask for us by name. mp any
Where Learning
Comes to Life."
.harco rtcol ege.com
arc rt com HARCOURT COLLEGE PUBLISHERS
Fort Worth Philadelphia San Diego New York Orlando Austin
San Antonio Toronto Montreal London Sydney Tokyo
 Contents

Publisher: Emily Barrosse

Executive Editor: Angus McDonald
Acquisitions Editor: Liz Covello
~1arketing Strategi t: Julia Conover
Developmental Editor: James D. LaPointe
Project Editor: Frank ~iessina
1 Introduction to Differential Equations
1.1 Introduction 2
1

1.2 A Graphical Approach to Solutions: Slope Fields and

Production ~anager: Charlene Catlett Squibb Direction Fields 13
Art Director and Text Designer: Paul Fry
Chapter 1 Summary 22
CO\er Credit: Copyright 1996 Enc Pearle FPG International. Chapter 1 Review Exercises 23

~10DER..'\' DIFFERE~ TIAL EQUATIONS, Second Edition

!SB:;: 0-03 -028704-9
Library of Congress Catalog Card Number: 00-103663
2 First-Order Equations
2.1
2.2
Separable Equations 25
25

First-Order Linear Equations 36

Copyright 0 2001. 1996 by Harcourt, Inc.
2.3 Substitution Methods and Special Equations 44
All rights reserved. ;.;o part of this publication may be reproduced or transmitted in any form or by any 2.4 Exact Equations 55
means. electronic or mechanical. including photocopy, recording, or any information storage and retrieval 2.5 Theory of First-Order Equations 64
system. without permission in writing from the publisher.
2.6 Numerical Methods for First-Order Equations 70
Requests for permission to make copies of any part of the work hould be mailed to: Permissions Depart- Chapter 2 Summary 82
ment, Harcourt. Inc .. ~277 ea Harbor Drive. Orlando, Florida 32887-6777. Chapter 2 Review Exercises 83
Chapter 2 Differential Equations at Work 86
Address for domestic orders·
Harcourt College Publishers. 6277 Sea Harbor Drive, Orlando, FL 32887-6777 A: Modeling the Spread of Disease 86
1-800-782-44 79 B: Linear Population Model with Harvesting 88
e-mail collegesalesrq harcourt.com C: Logistic Model with Harvesting 89
D: Logistic Model with Predation 91
Address for international orders:
International Customer Service, Harcourt. Inc.

3
6277 ea Harbor Drive. Orlando FL 32887-6777
(407) 345-3800 Applications of First-Order Equations 93
Fax (407) 345-4060
3.1 Population Growth and Decay 94
e-mail hbmtltg harcourt.com
3.2 Newton's Law of Cooling and Related Problems 104
Address for editorial correspondence. 3.3 Free-Falling Bodies 111
Harcourt College Publishers. Public Ledger Building, uite 1250. ISO . Independence Mall West. Chapter 3 Summary 121
Philadelphia. PA 19106-34 12
Chapter 3 Review Exercises 121
Heb Site Address Chapter 3 Differential Equations at Work 125
http://""\\.harcourtcollege.com A: Mathematics of Finance 125
B: Algae Growth 128
Pnnted in the United tates of America
C: Dialysis 129
01234567 9 04S 10 987654321 D: Antibiotic Production 132

v
 Contents vii
vi Contents

6.5 First-Order Linear Nonhomogeneous Systems: Undetermined

Higher Order Equations 134
4 4.1 Second-Order Equations: An Introduction 135
4.2 Solutions of Second-Order Linear Homogeneous Equations
Coefficients and Variation of Parameters 340
6.6 Phase Portraits 347
6.7 Nonlinear Systems 360
with Constant Coefficients 147 6.8 Numerical Methods 369
4.3 Higher Order Equations: An Introduction 153 Chapter 6 Summary 378
4.4 Solutions to Higher Order Linear Homogeneous Equations Chapter 6 Review Exercises 381
Chapter 6 Differential Equations at Work383
with Constant Coefficients 159
A: Modeling a Fox Population in Which Rabies Is Present 383
4.5 Introduction to Solving Nonhomogeneous Equations with
B: Controlling the Spread of a Disease 384
Constant Coefficients: Method of Undetermined
C: FitzHugh-Nagumo Model 387
Coefficients 168
4.6 Nonhomogeneous Equations with Constant Coefficients:
Variation of Parameters 183
4.7 Cauchy-Euler Equations 196
4.8 Series Solutions of Ordinary Differential Equations 205
Chapter 4 Summary 225
7 Applications of First-Order Systems 389
7.1 Mechanical and Electrical Problems with First-Order linear
Systems 389
Chapter 4 Review Exercises 228 7.2 Diffusion and Population Problems with First-Order linear
Chapter 4 Differential Equations at Work 230 Systems 399
A: Testing for Diabetes 230 7.3 Nonlinear Systems of Equations 408
B: Modeling the Motion of a Skier 232 Chapter 7 Summary 417
C: The Schrodinger Equation 235 Chapter 7 Review Exercises 418
Chapter 7 Differential Equations at Work 419
Applications of Higher Order Equations 238 A: Competing Species 419

5 5.1
5.2
Simple Harmonic Motion 238
Damped Motion 247
B: Food Chains 420
C: Chemical Reactor 422

5.3 Forced .Motion 257

5.4 Other Applications 267
5.5 The Pendulum Problem 274
Chapter 5 Summary 281
Chapter 5 Re~iew Exercises 282
Chapter 5 Differential Equations at Work
A: Rack-and-Gear Systems
B: Soft Springs 288
C: Hard Springs 288
D: Agin~ Springs 289
E: Bode Plots 289
Systems of Differential Equations
6 6.1
6.2
Introduction 291
Review of Matrix Algebra and Calculus 299
8 Laplace Transforms 424
8.1 The Laplace Transform: Preliminary Definitions
and Notation 425
285 8.2 Solving Initial-Value Problems with the Laplace Transform 439
285
8.3 Laplace Transforms of Several Important Functions 445
8.4 The Convolution Theorem 459
8.5 Laplace Transform Methods for Solving Systems 465
8.6 Applications Using Laplace Transforms 470
Chapter 8 Summary 488
Chapter 8 Review Exercises 489
291
Chapter 8 Differential Equations at Work
A:
B:
C:
The Tautochrone 492
Vibration Absorbers 493
Airplan e Wing 494
492

6.3 Preliminary Definitions and Notation 314 D: Free Vibration of a Three-Story Building 495
6.4 First-Order Linear Homogeneous Systems with Constant E: Control Systems 497
Coefficients 323
viii Contents

Eigenvalue Problems and Fourier Series 499 Preface

9 9.1 Boundary-Value Problems, Eigenvalue Problems, Sturm-
Liouville Problems 500
9.2 Fourier Sine Series and Cosine Series 510
9.3 Fourier Series 520
9.4 eraF L. 535
Chapter 9 Summary 542
Chapter 9 Review Exercises 543

Chapter 9 Differential Equations at Work 545
A: Signal Processing 545
B: Forced Damped Spring-Mass System 546
C: Approximations with Fourier Series 547
Partial Differential Equations 549
C
omputer algebra system and sophisticated graphing calculators have changed
the ways in which we learn and teach ordinary differential equations. Instead of
focusing students' attention only on a sequence of solution methods, we want
them to use their minds to understand what solutions mean and how differential equa-
tions can be used to answer pertinent questions.
Interestingly, this metamorphosis in the teaching of differential equations oc-
curred relatively "overnight" and coincided with our professional careers at Georgia

10 10.1 Introduction to Partial Differential Equations and Separation

of Variables 550
Southern University. Our interest in the use of technology in the mathematics class-
room began in 1990 when we started to use computer laboratories and demonstrations
in our calculus, differential equations, and applied mathematics courses. Over the past
10.2 The One-Dimensional Heat Equation 557 ten years we have learned some ways of how to and how not to use technology in the
10.3 The One-Dimensional Wave Equation 567 mathematics curriculum. In the early stages, we simply wanted to show students how
10.4 Problems in Two Dimensions: Laplace's Equation 578 they could solve more difficult problems by using a computer algebra system so that
10."" T -Dimensional Problems in a Circular Region 588 they could be exposed to the technology. However, we soon realized that we were miss-
Chapter 10 Summary 600 ing the great opportunity of allowing students to discover aspects of the subject mat-
Chapter 1O Review Exercises 600 ter on their own. We revised our materials to include experimental problems and
Chapter 1O Differential Equations at Work 602 thought-provoking questions in which students are asked to make conjectures and in-
A: Laplace Transforms 602 vestigate supporting evidence. We also developed application projects called Differen-
B: Waves in a Steel Rod 604 tial Equations at Work, not only to emphasize technology, but also to improve the prob-
C: Media Sterilization 604 lem-solving and communication skills of our students. To preserve the "wow" aspects
D: umerical Methods for Solving Partial Differential of technology, we continue to use it to observe solutions in classroom demonstrations
Equations 605 through such things as animating the motion of springs and pendulums. These demon-
strations not only grab the attention of students, but also help them to make the con-
nection between a formula and what it represents.
An wer to Selected Exercises A-1
In presenting our findings to colleagues around the country, we quickly found
out that others were interested in our work. As a result, we decided to develop a dif-
ferential equations textbook to share this work with those who share our desire to im-
Index 1-1
prove mathematics education. This book is a culmination of years of "trials and tribu-
lation" as the differential equations students at Georgia Southern can attest. Our hope
is that its use will inspire students to open their eyes to the exciting discoveries that
differential equations offer.
This book is designed to serve as a text for beginning courses in differential equa-
tions. Usually, introductory differential equations courses are taken by students who
have successfully completed a first-year calculus course, and this text is written at a
level readable for them.

ix
x Preface
Technology
The benefit of incorporating technology into mathematics cour es are well-known.
ome of the ad\'antages include enhancing the ability to solve a variety of problems;
helping students work example ; supporting varied, realistic, and illuminating applica-
tions; exploiting and impro\'ing geometric intuition; encouraging mathematical exper-
iments; teaching approximation; showing the mathematical significance of the com-
puter re\'olution; and making higher-level mathematics acce sible to students. In
addition. technology is implemented throughout this text to promote the following goals
in the learning of differential equations:
I. oh ing problems: Using different methods to olve problems and generalize solu-
tions:
.., Rea onmg: Exploiting computer graphics to develop spatial reasoning through vi-
ualization;
3. Analyzing: Finding the most reasonable olution to real problems or observing
change m the solution under changing conditions;
-t Communicating mathematics: Developing written, verbal, and visual skills to com-
municate mathematical ideas: and
5. ynthesizing: Making inference and generalization , evaluating outcomes, classi-
fying objects, and controlling \ariables.
tudent who deYelop these skills will succeed not only in differential equations, but
al ·o m sub equent course and in the workforce.
The (. =-) icon is used throughout the text to indicate those examples in which
technolog; 1s u ·ed in a nontriYial way to develop or vi ualize the olution or to indi-
cate the ·ect1ons of the text, uch as tho e di cu sing numerical methods, in which the
use of appropnate technology i essential.
Applications
Application · in thi text are taken from a variety of fields, especially biology, physics,
chemist!'}. engineering, and economics, and they are documented by references. These
applications can be found in many of the examples and exercises, in eparate sections
and chapters of the text, and in the Dtfferential Equations at ifork sub ections at the
end of each chapter. Many of the e application are well-suited to exploration with
technolog1 becau e they mcorporate real data. In particular, obtaining closed form so-
lution· 1s not neces arily "ea y" (or alway possible). The e application , eYen if not
formally discu ·ed m class, shov, students that differential equation i an exciting and
intere tmg subject with exten iYe applications in many fields.
Style
To keep the text a flexible a pos ible, addre sing the need · of both audiences with
different mathematical backgrounds and instructors with Yarying preference . \fodern
Preface
xi
Differential
. Equations
. is written
. in an .easy-to-read, yet mathematically prec·1se, styl e.
It contams a11 topics usually mcluded m standard differential equations t t D f' ·_
. ex s. e m1
t10ns, theorems, and proofs are concise but worded precisely for mathematical accu-
racy. Generally, theorems are proved if the proof is instructive or has "teaching value";
the~e proofs are optional. In other cases, proofs of theorems are developed in the ex-
ercises or omitted. Theorems and definitions are boxed for easy referenc . k t
· hi' · . e, ey erms
are h1g 1ghted m boldface. Figures are used frequently to clarify material with h-
.1ca I·mterpretatJon.
· a grap
Second Edition Features
The second edition of Modern Differential Equations is an extensive revision of the
first edition. Particular features include:
• Over 220 new exercises, for a total of 2567 exercises·
'
• Seven ~ew Differential Equations at Work projects to provide a wider variety of proj-
ects to mterest, motivate, and challenge classes and students;
• Many more com~uter-generated graphs to help students understand the meaning of
the results, especially m the context of applications;
• ~reater emphasis on qualitative and graphical aspects of solving differential equa-
tions throughout the text (for example, see Section 2.1 );
• Greater motivation of material through applications of differential equations through-
out the text (for example, see Section 2.2);
• T.he inclusion of. a chapter on Fourier series (Chapter 9) and a chapter on partial
differential equat10ns (Chapter 10) to give those who desire to use the text for two
se~esters .or to use !he text in an introductory applied mathematics or Fourier
senes/partial d1fferentrnl equations course the ability to do so.
Pedagogical Features
Examples
Throughout the text, numerous examples are given, with thorough explanations and a
substantrnl amount of detail. Solutions to more difficult examples are constructed with
the help of graphing calculators or a computer algebra system and are indicated by an
ICOll.
"Think about it!"
Many examples are followed by a question indicated by a C . Generally, basic knowl-
edge about the behavior of functions is sufficient to answer the question. Many of these
questions encourage students to use technology. Others focus on the graph of a solu-
t10n. Thus, "Think about it!" questions help students determine when to use technol-
ogy and make this text more interactive.
 Preface
xii
Technology
Man)' student entering their first differential course have had substantial experience
with various sophisticated calculators and computer algebra systems.
Technology is used throughout the text to explore many of the applications and
more difficult examples, especially those marked with -:-, and the problems in the sub-
sections Differential Equations at Work. Solutions, partial solutions, or hints to those
exercises indicated by an asterisk are contained in the Student Resource Manual.
Differential Equations at Work
Differential Equations at Work subsections describe detailed economics, biology,
physics. chemistry, and engineering problems documented by references. These prob-
lems include real data when available and require students to provide answers based
on different conditions. Students must analyze the problem and make decisions about
the best way to solve it, including the appropriate use of technology. Each Differential
Equations at Work project can be assigned as a project requiring a written report, for
group work. or for di cussion in class.
Differential Equations at Work also illustrate how differential equations are used
in the real world. Students are often reluctant to believe that the subject matter in cal-
culu , linear algebra. and differential equations classes relate to subsequent courses
and to their careers. Each Differential Equations at Work subsection illustrates how the
material di cussed m the course is used in real life.
The problems are not connected to a specific section of the text; they require stu-
dent to draw different mathematical skills and concepts together to solve a problem.
Because each Differential Equations at Work is cumulative in nature, students must
combine mathematical concept , techniques, and experiences from previous chapters
and math courses. Detailed hints regarding the use of technology in solving the prob-
lems encountered m Differential Equations at Work are included in the Student Re-
source \fanual.
Exercises
. umerous exerci es, ranging in level from easy to difficult, are included in each sec-
tion of the text. In particular, the exercise sets for topics that students find most diffi-
cult are rich and varied. The abundant "routine" exercises encourage students to mas-
ter basic techniques. 1ost sections also contain interesting mathematical and applied
problem · to ho\\ that mathematics and its applications are both intere ting and rele-
\'ant. Instructor will find that they can assign a large number of problems, if desired,
yet till ha\ e plenty for review in addition to those found in the review section at the
end of each chapter. Answers to most odd-numbered exercise are included at the end
of the text; detailed ·olutions to those exerci es marked with an asterisk are included
in the Student Resource Afanual.
Chapter Summary and Review Exercises
Each chapter end · ''1th a chapter ummary highlighting important concept , key term
and formula._ and theorem ·. The Review Exerci es following the chapter ummary of-
Preface
xiii
fer students extra practice on ~he t~pi.cs in that chapter. These exercises are arranged
by sect10n so that students having difficulty can turn to the appropriate material for re-
view.
Figures
One of technology's benefits is the ease of graphing and plotting. This text provides
an abundance of figures and graphs, especially for solutions to examples. In addition,
students are encouraged to develop spatial visualization and reasoning skills, to inter-
pret graphs, and to discover and explore concepts from a graphical point of view. To
ensure accuracy, the figures and graphs have been completely computer-generated. The
Student Resource Manual shows typical graphical output using Mathematica and Maple
for exercise solutions.
Historical Material
Nearly every topic is motivated by either an application or an appropriate historical
note. We have also indicated photos of many famous mathematicians and descriptions
of the mathematics they discovered.
Content
The highlights of each chapter are described briefly below.
Chapter 1 After introducing preliminary definitions we discuss direction fields not
only for first-order diff~rential equations, but also' for systems of equations. In this
presentat10n, we establish a basic understanding of solutions and their graphs. We
give an overview of some of the applications covered later in the text to point out
the. usefuln~ss of the topic and some of the reasons we have for studying differ-
ential equat10ns m the exercises.
Chapter. 2 In addition to discussing the standard techniques for solving several types
offirst-ord~r drfferenhal equations (separable equations, homogeneous equations,
exact equations, and lmear equations), we introduce several numerical methods
(Euler's Method, Improved Euler's Method, Runge-Kutta Method) and discuss the
existence and uniqueness of solutions to first-order initial-value problems.
Through~ut the chapter, we encourage students to build an intuitive approach to
the solut10n process by matching a graph to a solution without actually solving
the equation.
Chapter 3 Not only do we cover most standard applications of first-order equations
m Cha~ter 3 (orthogonal trajectories, population growth and decay, Newton's law
of cooling, free-falling bodies), but we also present many that are not (due to their
computational difficulty) in Differential Equations at Work.
Chapter 4 This chapter emphasizes the methods for solving homogeneous and non-
homogeneous higher order differential equations. It also stresses the Principle of
Superpos1t1011 and the differences between the properties of solutions to linear and
nonlmear equations. After discussing Cauchy-Euler equations and introducing
senes methods of solution to differential equations, the chapter culminates in a
xiv Preface Preface
xv

discussion of several special equations and the properties of their solutions-equa- problems. Suggestions regarding specific Differential Equations at Work are also
tions important in many areas of applied mathematics and physics. mcluded.
Chapter 5 Several application of higher order equations are pre ented. The distinc- The Student R esource Manual contains detailed solutions to selected exercises (those
tive pre entation illu trates the motion of spring-mass systems and pendulums marked with an *) and problems and. explanations of prerequisite techniques
graphically to help students understand what solutions represent and to make the needed for a standard differential equations course, but not necessarily mastered
applications more meaningful to them. by _students ~nrolled m the course. The Student Resource Manual also contains so-
Chapter 6 The study of systems of differential equations is perhaps the most excit- lutions, partial so~ut10ns, or hmts to some Differential Equations at Work prob-
ing of all the topics covered in the text. Although we direct most of our attention lems and substantial gmdance for users of Mathematica and Maple software.
to solving ystems of linear first-order equations with con tant coefficients, tech- A website (www.harcourtcollege.com/mathexpress) has specifically been created for
nology allow us to investigate systems of nonlinear equations and observe phase the second edition of Modern Differential Equations. This website offers additional re-
planes. We also show how to u e eigenvalues and eigenvectors to understand the
sources to instructors and students in conjunction with the adoption of the text.
general behavior of systems of linear and nonlinear equations.
Chapter 7 Several applications discussed earlier in the text are extended to more than
one dimension and solved u ing systems of differential equations, in an effort to Acknowledgments
reinforce the understanding of these important problems. Nun1erous applications
involving nonlinear systems are discussed as well. The developmen~ of this text has involved a thorough program of review, for both ped-
Chapter 8 Laplace transforms are important in many areas of engineering and ex- agogical and topical content and for accuracy. We gratefully acknowledge the contri-
hibit intngumg mathematical propertie a well. Throughout the chapter, we point butions of our colleagues that were involved in the revision of this text:
out the importance of initial condition and forcing functions on initial-value prob- Elizabeth Bomwitz_, Virginia Polytechnique Institute and State University
lem. Steven Chapm, Ohio University
Chapter 9 Chapter 9 focuses on boundary value, eigenvalue, and Sturm-Liouville Charles _MacCluer, Michigan State University
problem and Fourier series, including generalized Fourier series. Technology is John Spitler, University of Wyoming
utilized to observe the convergence of these series and visualize the Gibbs phe- Craig Steenberg, Lewis-Clark State College
nomenon. Marie Vanisko, Carroll College of Montana
Chapter 10 In this chapter, we use the method of separation of variables to solve the
Thanks also go to those reviewers who provided feedback during the first edition of
one-dimensional heat equation, one-dimensional wave equation, Laplace's equa- this text:
tion (in a rectangular and circular region), and the wave equation in a circular re-
gion. Exerci es involving cylindrical and spherical coordinates are also included. Josefina Alvarez, New Mexico State University
Graphics are used so that students can ee how the results obtained relate to the S1~ey Birnbaum, California State Polytechnic University, Pomona
application . Ph1hp Crooke, Vanderbilt University
Steve R. Dunbar, University of Nebraska
For a one-seme ter course introducing ordinary differential equations, many in-
Richard S. Falk, Rutgers University
structor will choose to cover topics from Chapter 1 to 7 or from Chapters 1 to 5 and
Ronald B. Guenther, Oregon State University
Chapter . For a t\.s,:o-semester course, the instructor will ea ily be able to cover the re- Kenneth A. Heimes, Iowa State University
maining chapters of the text. In our introductory ordinary differential equations cour e, Dar-Veig Ho, Georgia Institute of Technology
we typically cover mo t of Chapters l, 2, 4, and 6, and instructors choo e a variety of Helmut Knaust, University of Texas, El Paso
applications from Chapters 3, 5, and 7. In our applied mathematic course, we cover David 0. Lomen, University ofArizona
mo t of the material in Chapters 8 to 10. Marie Vanisko, Carroll College

Supplements
The following aid prepared by the author for instructor and tudents are available
from the publi her:
The Instructor's Resource Manual contains detailed olutions to the exerci es, plus
Mathematica and Uaple code and output for the Differential Equations at Work
We owe particular thartks for the careful comments and suggestions from those who
class-tested this project during its initial development:
Lyle Cochran, Fresno Pacific College
Stuart Davidson, Greensboro College
Marie Vanisko, Carroll College
The accura~y of the examples and answers in the back of the book was carefully checked
m manuscnpt, galleys, and page proofs by Elizabeth Bonawitz (Virginia Polytechnic
XVI Preface

Institute and State University) and Stuart Davidson (Greensboro College). Their care-
ful and diligent work is greatly appreciated. Any remaining errors are our sole re-
ponsibiht], and we would greatly appreciate hearing about them .
This text would not have been possible without the substantial efforts of many
at Harcourt College Publishers. In particular, we would like to express our gratitude to
Liz CoYello, Senior Acquisition Editor
James D. LaPointe, Developmental Editor
Amanda Loch, Editorial As istant
Frank ~1e ina, Senior Project Editor
Paul Fn, enior Art Director
Introduction to
Charle~e quibb. Senior Production Manager
Joanne Ca -setti, Director of Production Differential Equations
In addition, we would e pecially like to thank Dr. James Herod (Professor Emer-
itus, :\1athematics, The Georgia Institute of Technology) and Dr. Tim Howard (Assis-
tant Professor, Mathematics, Columbus State University) for their encouragement and
good idea about ways to teach differential equation and incorporate applications (e -
peciall} biological application that students find intere ting) into the differential equa-
tion cour ·e that Martha learned during her participation in the Faculty Development
Program at The Georgia Institute of Technology.
Finall}, we mu t thank our fami\ie , particularly Imogene H. Abell, Lori Bra el-
ton, Ada Braselton, and Martha Braselton, for enduring with us the pre sures of meet-
ing a deadline and for graciously accepting our demanding work schedules. We could
not have completed this task without their care and under tanding.

\fartha Abell and Jame Braselton

tate ·boro, Geoq~ia he purpose of Modern Differential Equations: Theory, Applications, Tech-
\1arch. 2000

11 HONOR OF
T nology is twofold. First, we introduce and discuss the topics covered in an
undergraduate course in ordinary differential equations. Second, we in-
dicate how certain technologies such as computer algebra systems and graph-
Joseph Abell ics calculators are used to enhance the study of differential equations, not only
Imogene Holcomb bell
Karen Elizabeth Bra elton by eliminating some of the computational difficulties that arise in the study of
'\elle Holcomb
differential equations but also by overcoming some of the visual limitations as-
~1argaret Holcomb Evelyn Albrecht Farnsworth
sociated with the solutions of differential equations.
Emihe Abell Lorraine Maruth Bra elton
The advantages of using technology such as graphics calculators and com-
Thoma Abell Ada Bra elton puter algebra systems in the study of differential equations are numerous, but
my bell Martha Bra elton perhaps the most useful is that of being able to produce the graphics associated
with solutions of differential equations. This is particularly beneficial in the dis-
Will iam Abell
cussion of applications because many physical situations are modeled with dif-
ferential equations. For example, in Chapters, we see that the motion of a pen-
lo I MEMORY OF dulum can be modeled by a differential equation. When we solve the problem
William J. Abell. Jr. W. Emmett Bra elton of the motion of a pendulum, we use technology to watch the pendulum move.
Loui e Chamble s Abell Doris Jacob Bra. elton The same is true for the motion of a mass attached to the end of a spring, as
Ada Moyle Maruth 1
Mildred Holcomb
2 Chapter 1 Introduction to Differential Equations 1.1 Introduction
3

well as many other problems. In having thi ability to use technology, the study of dif- (C = 0), v(t)_= .-.32t + 32 (C = 32), and v(t) = -32t - 8, (C = -8). This shows that
ferential equations becomes much more meaningful as well as interesting. there are an mf1mte number of solutions.
!though Chapter 1 is short in length, the vocabulary introduced here i used We can verify that v(t) = - 32t + C is a general solution of dv!dt = - 32 through
throughout the text. Although, to a large extent, this chapter may be read quickly, sub- substitution:
sequent chapters\\ ill take advantage of the terminology and techniques discussed here.
dv d
An: formal introduction to differential equations hould begin with German sci- -=-(-32t+
dt dt C) = -32
.
enti t Gottfried Wilhelm Leibniz (1646- 1716) and British scientist Isaac ewton
( 16.+2 1727), the im·entors of calculus. Although we learn in integral calculus that the When we substitute our solution into the left side of the ODE, we obtain - 32 the value
Gottfried Wilhelm Leibniz area under the graph of a ·mooth pos1tiYe function is given by a definite integral, both on the right side of the ODE. Therefore, we have verified that v(t) = - 32t ~ c satis-
(1646 1716) Leibniz and e\\ton were more concerned\\ ith sol\ ing differential equations than find- fies the ODE for any choice of C.
(\onh lhnd P1<ture ATC"hne 1 ing areas. \fan} of the methods of solution we present in this textbook are from the Many times we are given a particular condition that the solution must satisfy. For
great w1ss mathematician Leonhard Euler ( 1707 1783 ). Subsequently, many prob- example, suppose that the object considered earlier has an initial velocity of -64 ft/s.
lems, such as determining the motion of a string, not only lead to ordinary and partial In other words, the velocity at time t = 0 seconds is represented with the initial con-
differential equations but to other areas of mathematic as well. Indeed, differential dition v(O) = -64. Therefore, we need to find a solution of the ODE that also satis-
equations is full of nch and exciting applications; intere ting applications are included fies the initial condition. We express this initial value problem (IVP) as
throughout the textbook to moti\·ate discu sions, make the study of differential equa-
tion~ more interesting and pertinent to the real world, and indicate hm\ some people dv
dt = - 32, v(O) = -64,
use differential equation beyond this cour ·e. Howe\·er, mathematics is also intere ting
in its own right; mathematical applications are also included throughout the textbook.
where we solve the initial value problem by first finding a general solution to the ODE
Isaac Newton and then_ by applyi~g the initial condition to determine the arbitrary constant. When
(1642 1127) we substitute t = 0 mto the general solution v(t) = - 32t + C, we obtain v(O) = - 32(0)
rr ind P1<1ure 4rch1w
t\onh J
[!2J Introduction + C = C. Therefore, C = -64 so that v(O) = -64 is satisfied. This means that the so-
lution to the IVP is v(t) = -32t - 64. Notice that unlike the ODE, the IVP has only
one solut10n.
We begin our study of differential equations by explaining what a differential equation
. Another application of differential equations fow1d in calculus is finding a func-
1s. From our experience m calculus, we are familiar with ·ome differential equations.
tion when given (a) the slope of the line tangent to the graph of the function at any
For example. suppose that the acceleration a(f) (measured in ft s~) of a falling object
pomt (x, y), and (b) a point on the graph. For example, suppose that the slope of the
b a(t) = - 32. Then, because a(f) = v' (f). where 1·(f) is the Yelocity of the object (meas-
tangent hne at any point on the graph is given by
ured in fi s), we haYe v'(1) = -32 or
dy - 2
32. dx - 3x - 4x,
Leonhard Euler
(1707-17 3) and suppose that the graph passes through the point (1, 4). In this case, the ordinary
An 1.:4uatton like this im oh·ing a function of a single variable i called an ordinary
r nh IJ1na P 'UTf ~TC"h1>
differential equation (ODE). (If the equation mrnh e partial derivati\ es, then it is differential equation is given by dy/dx = 3x 2 - 4x, where we try to find the function
called a partial differential equation.) In this case, the function is 1, which depends y(x) that satisfies the initial condition y(l) = 4. Therefore, we solve the IVP,
on the variable t. representing time (measured in seconds). The goal in oh ing an ODE
dy 2
i. to find a function that satisfies the equation. \\c can solve this ODE through inte- dx = 3x - 4x,y(l) = 4.
gmtton:
As in the previous example, we find a general solution to dy/dx = 3x 2 - 4x through
,·u) Ja(t)d1 J(- 32)dl == - 32, + c. 111tegrat1on. This yields

y(x) =x3 - 2Y 2 + C.
\\here C i. an arbitrary const<mt. This result indic.:ites that 1·(f) - - 32r + C i a solu-
tion of the ODE for an) choice of C. (\\'e call this a general olution becau ·e it in- Now, when we apply the initial condition, we find that
vohe an arbitrary constant.) In fact, \\e have found e\el) solution of the ODE be-
cau-.,c each is exprcssi.:<l as - 32t + C. Examples of solutions include 1·(r) = - 321
y(J) = 13 - 2(1) 2 + c= -1 +c=4
 1.1 Introduction 5
4
Chapter 1 Introduction to Differential Equations

y
d~ . .
o that C = 5. Therefore, the solution to the IVP is 6
dt2 +y = -cl Slll t- C2 cos t + C1 sm t + C2 cos t = 0,
y(x) = x 3
- 2r: 2
+ 5. 4
so the function satisfies the ODE for any choice of c 1 and c2 • We graph the solu-
Figure l. l shows the graph of the solution together with a portion of the tangent 2 tion for several values of these constants in Figure 1.2. Because the solution
line at the point (l, 4). otice that the slope of the tangent line is dyldx evalu~ted when depends on at least one constant, we say that the functions shown in Figure 1.2
5 x
4
x = J. dydx = 3(1)2 - 4(1) = -1. This observation will be useful ill Section 1.2 ill are members of the family of solutions of the ODE.
-2
3 helping us better understand the behavior of solutions of differential equatio~s. . (b) Evaluating the function at t = 0 yields y(O) = c 1 sin 0 + c2 cos 0 = c2 . Then,
The previous two examples are similar in that they each involve an ordinary dif- -4 the initial condition, y(O) = 0, indicates that c2 = 0. Similarly, y'(O) = c 1 cos O -
ferential equation in which the highest order derivative is the first derivative. We call -6 c2 sin 0 = c 1, so c 1 = I so that the second initial condition, y'(O) = I, is satisfied.
.\
equations of this type first-order ordinary differential eq_uati_ons becau~e ~e order of Therefore, y(t) = sin t is the solution to the IVP. We graph this solution in Figure
2 1.3. Notice that the ODE has an infinite number of solutions while the IVP has only
a differential equation i the order of the highest order denvat1ve appeanng m the equa-
Figure 1.2 Graph of y = c 1 one solution. Also observe that the number of initial conditions in the IVP matches
Figure 1.1 Solution to dyldr: tion. sin t + c 2 cos t for various val-
= 3x 2 - 4x, y(I) = 4 along ues of c 1 and c2
the order of the ODE.
with the tangent line at (L 4)

Example 1
y The next level of classification is based on the following definition. An ordinary
Determine the order of each of the following differential equations: differential equation (of order n) is called linear if it is of the form
(a) d_i"' dx = x 2 . / cosy (b) Uu + u,, = 0 (c) (dydx)"~ = Y + x 0.5 dny d" - IY d2y dy
d 2x dx . an(x) d n + a11 - 1(x) d n- I + ··· + a2(x) - 2 + ai(x) - + a0 (x)y = f(x),
(d) - 2 + 2 - + 3x = mt x x x dx dx
dt dt -0.5
where the functions aj(x),j = 0, 1, ... , n, andf(x) are given and an(x) is not the zero
-1
Solution (a) This equation is first-order because it includes only one first-o:der function.
derivative dy·dx. (b) This equation is clas ified as second-order because the high- If the equation under consideration is not of this form, the equation is said to be
2 2 Figure 1.3 Graph of y(t) = sin t nonlinear. Therefore, some of the properties that lead to classifying an equation as
est order derivatives, uu, representing a2 u/ax 2 , and u"', representing a ulay , are of
order two. Hence, Laplace's equation is a econd-order partial differential equation. nonlinear are powers of the dependent variable (or one of its derivatives) and functions
(c) This is a fir t-order eq\lation because the highest order derivative is the first de- of the dependent variable. A similar classification is followed for partial differential
rivative. Raising that derivative to the fourth power does not affect the order of the equations. In this case, the coefficients in a linear partial differential equation are func-
tions of the independent variables.
equation. The expre ions
(d_r!dx) 4 and
do not repre ent the same quantitie : (dy1dx) 4 repre ents the derivative of y with re- Example 3
4 4
pect to x, dr·d.x, raised to the fourth po\ver; d yid.x represents the fourth deriva-
2 2
tive of y with respect to x. (d) The highest order derivative is d xldt , so the equa- 3
Determine which of the following differential equations are linear: (a) dyldx = x
tion 1s econd order. d 2u d 3y dy
(b) dx 2 + u = ex (c) (y - I) dx + x cos(y) dy = 0 (d) - 3 + y - = x
dx dx
dy 2 d 2x .
Example 2 (e) dx + X Y = X (f) dt 2 + Sill x = 0 (g) Uxx + yuy = 0 (h) Uxx + UUy = 0

2 2
(a) how that y = c 1 in t + c2 cos t satisfies the econd-order ODE d yldt ,+ y = 0 Solution (a) This equation is linear because the nonlinear term x 3 is the func-
2
where c and c 2 are arbitrary con tant . (b) Find the solution to the IVP d-y/dt +
1 tionf(x) of the independent variable in the general formula for a linear differential
y = 0, y(O) = 0, y'(O) = I. equation. (b) This equation is also linear. Using u as the name of the dependent vari-
2 2 able does not affect the linearity. (c) Ify is the dependent variable, solving for dy!dx
Solution (a) Differentiating, we obtain dy!dt = c 1 cos t - c2 in t and d yldr' gives us
= c 1 ·in t - c2 co t. Therefore,
 1.1 Introduction 7
Chapter 1 Introduction to Differential Equations
6

(c) To integrate Y = J 16 + x2 dx, we use a trigonometric substitution. Letting

dy 1- y
dx x cosy
x = 4 tan e, -27T < e < 27T so that dx = 4 sec 2ede gives us
Because the right side of this equation includes a nonlinear function of y, the equa-
tion is nonlinear (in y). Howe, er, if x is the dependent variable, solving for dx!dy 1 2
y= f 16 + (4 tan e)2 4 sec e de
yields
dx cosy
-=--x
dy 1-y-· -f
- 16 + 16
1
tan2e 4
2
secede f 1
16 sec2e 4 sec
2
ede
This equation i linear in the dependent variable x. (d) The coefficient of the term
d) d• 1 · y in tead of an expression involving only the independent variable x. Hence.
this equation i nonlinear in the dependent \'ariable y. (e) This equation is linear.
= ..!..
4
f de= l.e
4
+c x ~

The term x 2 is the coefficient function. (f) This equation, known as the pendulum 4=tanO~O=tan-•~
equation becau e it model the motion of a pendulum, is nonlinear because it in-
vol\'es a nonlinear function of x, sin x. ote that x i the dependent variable in this
case; t is the independent variable. (g) Thi partial differential equation is linear be-
Graph y = ± (*)tan-
1
+ C ifC = -1, 0, and 1.

cau ·e the coefficient of u, is a function of one of the independent variables. (h) In

)' this case. there is a product of u and one of its derivatives, so the equation is non- (d) To evaluate y = J xex dx bY hand, we use th e mtegration
· · by parts formula,
linear. f u dv =UV - f v du, with u = x, dv =ex dx, du= dx, and v =ex. This gives

If the ODE ha the form dyldx = /(x), we can use integration to determine y. The
follO\\ing examples of differential equation of this type illu trate some of the meth-
f xex y = dx = xex - f ex dx = xex - ex + c.
ods of integration that ma)' be encountered. UV V du

Find C if y(l) = 2.

Example 4 (e) Use partial fractions to evaluate this integral. First, find the partial fraction de-
.. 1
olve the following differential equation . composition of _ x 2 , which is determined by finding the constants A and B
Figure 1.4 Graph of dv 4
y = in ' - C for various ~ ~ x ~ (d) d, = xe'
y
A B
(a) d-" = co x (b) d-\ = ,..-;;--- (c) -d· = 16 + xk~ 4 1
values of C ' .
x- + l v x that satisfy the equation
(2 - x)(2 + x)
=
2
_ x + + .x· These values are
2
dv 1 1
(e) dt = 4 - x2 A = B = 4· (Why?) Thus,

Solution In each case, we integrate the indicated function and graph the solu-
t10n for ·everal values of the constant of integration. Each solution contain a con-
x
y - _If
4 (2 -I x +
2
+1 x ) dx = 41 [- In 12 - xi + In j2 + xj] + C
·tant of integration so there are (infinitely) many solution to each equation.
= -1 In I- x I + C.
2 +- (See Figure 1.6.)
(a) y - Jcos x dx =sin x + C. ( ee Figure 1.4.) 4 2-x

(b) To evaluate y = f
Figure 1.6 Graph of
~ di:, we let = x 2
+ I so that du = 2• di:. Then-
122 +xi
11
+l \ .C I
y==-\n -- +C . In Example 4 , each sou I t.ion is
· given
· . y = y(x) of the mdependent
as a function .
4 -x
vanable.
. In these cases ' the 1 t' · 'd . . . .
so u 10n is sa1 to be exphc1t. In solvmg some differential
v= -1
- 2
f \
2x
,2 + 1
dx = _!..
2
f~
\, II
du = _!..
2
f 11
12
du = 11
12
+C equa;wns, however, we can find only an equation involving x and y that the solution
Figure 1.5 Graph of satis 1es. In this case, we say that we have found an implicit solution.
y = \/x 1 + 1 + C for\ riou ,..-;;---
=- \. \ ~ -t- I + C. ( ee Figure 1.5.)
values of C
 1.1 Introduction 9
Chapter 1 Introduction to Differential Equations
8
Find an equation of the line tangent to the graph of2x 2 +y2 - 2xy + Sx =Oat the
2 points (-1, -3) and (-1, 1).
\Ve \\ill , e that g1\ en an ar- Notice that the solutions of dy 'dx = 1 {4 - x ) are undefined when x = -2 or x
bitraQ differential equation, = 2. This is because l '(4 - x 2 ) has vertical asymptotes at these two v~lues of~· Later, In the same manner that we consider systems of equations in algebra, we can
con tructmg an explicit or im- we will discu s in greater detail the relationship between the differential equat10n and also consider systems of differential equations. For example, if x and y represent func-
plicit soluuon is nearly alwa, ::- its solutions. tions oft, we will learn in Chapter 6 to solve the system of linear equations
impo iblc. Con. cquentl), al-
though mathemat1ci:.ms .,.. re x' =ax+ by
{ y' =ex+ dy'
first concerned v. ith finding Example 5
analytic (explicit or imph it)
where a, b, c, and d represent constants and differentiation is with respect to t. We will
olution to differential equa- Verify that the equation 2t 2 + y2 - b}' + Sx = O satisfies the differential equation see that systems of differential equations arise naturally in many physical situations
tion . they ha' e me (fr -
qut.:ntly) turned their attention dy _ 2y- 4x - 5 that are modeled with more than one equation and involve more than one dependent
to addre ~mg propert1c~ of dx - 2y- 2< variable. In addition, we will see that it is often useful to write a differential equation
th olution and finding with order greater than one as a system of first-order equations.
algonthm. to approximate
olution . Solution . 2 2 +5 - o·
\\e u e implicit differentiation to compute y' = dy/dx if2x + Y - 2xy x - ·
dv dv
4x + 2r-· - 2,-· - 2y +5=0 EXERCISES 1.1
· dx dx
dv
-6 -
dx' (2v - 2t")
J
= 2v -
•
4x - 5

dy = 2y - 4x - 5 Determine if each of the following equations is an ordinary dif- d2x 2 . .

ferential equation or a partial differential equation. If the equa- lo • - + sm x = sm 21
dx 2y - 2t dt 2
tion is an ordinary differential equation, then determine (a) the
order of the ordinary differential equation; and (b) if the equa- 11. u. 1 + uux = ai1,c., u constant
. . dy 2y- 4x - 5
The equation sat1 fie the differential equation dx= 2v _ 2x tion is linear or nonlinear. 12. (2x - 1) dx - dy = 0
Although we cannot olve 2,2 +Yi - 2')' +. Sx = ·o for)' as afu~ction of x d2y dy 3 *13. (b - y) dx - dy = 0
(see Figure 1.7). \Ve can determine the corre pondmg y value(s) for a given value 1. dx2 + dx - 2y = x
Figure 1. 7 Graph of 2x
2
+Y
2 14. ~~=u
of x. For example. 1f x = -1. then dy 4 . ax ay
- ~·+ Sx = 0 2 . y dx +y = smx
2 + y2 ~ 2J - 5 = y2 + 2y - 3 = (y + 3)(y - 1) = 0. 15. (2x - y) dx - y dy = 0
2
3.
a2 = c 2 ~
-1'..
2
16. Write each of the following second-order equations as
Therefore. the points (-1. - 3) and (-1. l) lie on the graph of 2t + y2 - 29' + a1
2 2
ax a system of first-order equations.
5x = 0. ( ee Figure l .. ) 4. y"' - 2y' + Sy' + y = ex
d 2x dx
(a) df2 - dt - 6x = 0
*5. (:)2 + y =0
d 2x dx
Figure 1.8 • 'otlce that near 1.2 d 2y dy *(b) 4 df2 + 4 dt + 37x = 0
the point. ( - I, - 3) and ( -1, I)
-2. 6. x 2 - + x - + 2y = 0
dx 2 dx
the implicit oluuon looks Ii t.: a d 2x . 0
2.9 I.I
1 2::. a2
::. az a 2 ()
c L- 2 + gsmx =
function. In fa t. if \\C zoom in 7 - ---+- dt
near the points (-1, - 3) and . c 2 at 2 - ax 2 ay 2 2
-3 dx dx
(- I. I), '' e -.ee what appear. to 8. + !1 = 0
*(d) df2 - µ.(1 - x
2
) dt +x = 0

II
Llllx 1
be the graph of a function. 0.9
31 *9. x(~~;r + 2y = 2x d 2x
(e) t df2 + (b
dx
- t) dt - ax= 0
- .2 0.8

I 2 -I I -I -0.9 -0.8 -1.2 - I. I I -0.9 -0.8

I
 1.1 Introduction 11
Chapter 1 Introduction to Differential Equations
10
d 2y dy (b) Determine lim,...."" v(t).
2 48. dx 2 +9 dx = 0, y(O) = 2, y'(O) = -1,
32. y co x d-.: + (2) + sin x) dy = 0, y +y in x = I; 60. The number of cells P(t) in a bacteria colony after
In Exerci es 17-2 . verify that each of the given functions is a y(x) =A+ Be - 9x t hours is determined by solving the initial-value
solution to the corre pondmg differential equation. (A, B, and x=O
d2y problem
C represent constants.) 33. (~+cosy) dx + (ln x - x sin y) dy = 0, 49. dx 2 + 9y = 0, y(O) = 0, y '(O) = 1,
dP = kP
y(x) =A cos 3x + B sin 3x dt
17. dy .... 2i = 0.) x) = e 2.t.y(x) = 5e-2.t y In x + x cosy = 0; x = I {
P(O) = P 0
dx . d2y '
50. dx 2 + 9y = 0, y(O) = 0, y (0) = 0,
In Exercises 34-43, u e integration to find a solution to the dif-
18.
dr
dx + xy = 0. h-.: .1 )
=e -x>. (a) If a general solution of ~ = kP is P(t) = ce•~,
ferential equation. y(x) = A cos 3x + B sin 3x
use the initial condition to find C.
dv I 1 * d3y d2y '
*19 ·
"dx- y=
·1·n ,\·. y x) = e :r - -::;-
.!.
cos x +-::;- sm x
.!. 34.
di:
d-c = (x
2
-
3
1)(x - 3x)
3 51. dx 3 - 2 dx 2 = 0, y(O) = 0, y (0) = 1, (b) Find the value of k so that the population doubles
y"(O) = 3, y(x) =A +Bx+ Ceix in 8 hours.
d 2v dy
20 - · - - - 12i· = 0. i x) = e4r . )\X
.1 ) -
- e
l<
35.
dl'
d'( = x in(x
2
) d 3y dy *61. In 1840, the Belgian mathematician-biologist Pierre
· dx 2 dx · • 52. dx 3 - 4 dx = 0, y(O) = 1, y'(O) = -1, F. Verhulst (1804-1849) developed the logistic equa-
21.
d\•
---=,,. +
d\'
9 _;_ = 0. y(x) =A +Be
Qr
dr x y"(O) = 0, y(x) =A +Bea + Ce -ix tion dP/dt = rP - aP2, where r and a are positive
36 _:_ =
d-c- IL<
· dx
1
'\ x 2 - 16 constants, to predict the population P(t) in certain
2 d2y dy
22. -
d:x d,· ,, B -s1
- 3 - - lOx = 0. x(t) = ..te· "' e dr I 53. x dx 2 - 12x dx + 42y = 0, y(I) = I, countries.
dt 2
di * 37 · d-c = xlnx
y'(I) = -1, y(x) = Ax 6
+Bx 7 (a) If a general solution to this equation is
d 2,
*23. - x - x = t co· t - cost. x(t) =A cost -r dr 2 d2y dy r
dt" 38 . -=-
d\ = .x In x 54. x dx 2 + 3x dx + Sy= 0, y(l) = 0, y'(l) = 1, P(t)----

B ·in 1 ... -
,2 ~m t - -
l .
sm t +-
t .
cos t dr -x y(x) = x- 1(A cos(2 In x) +B sin(2 In x))
a+Ce-rr

4 2 4 39. -d· =xe find the solution that satisfies P(O) = P 0 .

x
d=v dv 6' (b) Determine lim1-+., P(t).
24. - · , - 12 d. + 40y = 0.) x) = e cos 2x. dv -2(x + 5) In Exercises 55-58, solve the initial-value problem. Graph the
dx" x 4 o. d'I' = (x + 2)(x - 4) solution on an appropriate interval. 62 . The d1.ftierentia
. l . dS
equat10n dt + t +3100 s = 0, where
i{x) = e6:c in 2x 2
dr x- x dy S(t) is the number of pounds of salt in a particular
d 3y• di
25 . -dx~ - 4-=- = 0. •y(x) = A + Be + c e _,,- 2;r
* 4 1. dx = (x + l)(x 2 + l)
55. dx = 4x 3 - x + 2, y(O) = l
tank at time t, is used to approximate the amount
dx
dr '\?'=16 dy of salt in the tank containing a salt-water mixture in
26 - ·
d\•
· dx 3
- '> - ·
- dx
2
= O y x)
•
d 2v
=A + Bx - ce 2.t •
42. dx = x 56. dx = sin 2x - cos 2x, y(O) = 0 which pure water is allowed to flow into the tank
while the mixture is allowed to flow out of the tank.
d~·
2 ...v2 - · - }"h_:;_
d1• + 42\,-' = . -_
0, \{.\} .x6 +Bx'
d\'
d'(
2 3'
43. -=- = (4 - .\ ) • dy = x cos ~ , y
*57. dx 2
I (I) (2) 'TT = 1 If S(t) =
15
'000,000 show that S satisfies
dx 1 -· dx . (t + 100)
3
'
dv I dy lnx dS + t + 3 S = OWb ·th
, d 2.v dt e ·m1tial
· · amount of
28 . x - dx2 + 3x d,,
" + -_,. =
dx
0. 44 · dx = x2 - 16
58. -d = -,y(l) = 0
x x 100
. at 1s

59. The velocity of a falling object of mass m that is sub- salt in the tank? Ast~ oo, what happens to the amount
y x) = x 1[A cos '>lnv
- ·' Bsin(2ln:c)] of salt in the tank?
In Exercise 45 54. use the md1cated condition· with the md 1· jected to air resistance proportional to the instanta-
neous velocity v of the object is found by solving the 63. The displacement (measured from x = 0) of a mass
cated solut10n to determme the solution to the gi\·en problen1·
initial-value problem attached to the end of a spring at time t is given by
In Exerc1 e · 29-33 venfy that the g1\en equation sansfie the
dv :.r x(t) = 3 cos 4t + ~ sin 4t. Show that x satisfies the or-
differential equation. lJ " the equation to determine y for the
x + 21·
45. -d.· dv
gi\en value of x Graph each equation u,ing a graphing calcu-
. = 0. y(O) = 2, y(x) = Ae m dt =mg- cv (Note that c > 0 is the dinary differential equation x" + 16.x = 0. What is the
{ proportionality constant.) initial position of the mass? What is the initial veloc-
lator or computer algebra ,,y tern. dv . v(O) = v0
46.-=- + 1=sm.\.1~0) = -1. ity of the mass?
dx · · dv .
(a) If a general solution to m dt =mg - cv 1s Vx 2 + y 2 satisfies Laplace's
., 9 dy = ~. x 2 + y 2 = 16; x = 0 1 I 64. Show that u(x,y) =In
- · dx Y i{.x) = Ae-' - - cos x +? sm x equation Uxx + u-''.Y = 0.
2 . 2 - v(t) = mg + Ke -c''"', find the solution of this
30 . •<) x
2
.r) dx + x x 2 + 6y) dy = 0. ·" \ 3xy = c *65. The temperature in a thin rod oflength 27T after t min-
d:J, -
*47. - di
~ - 121' = O.y(O) -- O.y •(0) -- I . initial-value problem. utes at a position x between 0 and 27T is given by
x=2
cL\- dr ·
*31 -di: = --'- ' x 3 + x)
-Y - .), 2 • - 100· x - I
- • - y(x ) = ..., e 4r + Be 3.t
. dx x
12 Chapter 1 Introduction to Differential Equations 1.2 A Graphical Approach to Solutions: Slope Fields and Direction Fields 13

u(x, t) = 3 - e -t co 4x. how that LI ati fie u, = 74. The current 1(1) in an L-R circuit, which contains a (b) Graph (x 2 + y 2 ) 2 = 5xy on the rectangle [-2, 2] x' = 4y
re i tor, an inductor, and a voltage source, satisfies the X[-2,2]. 82. A general solution of the system { y' = _ x is
lcu:u. What i the initial temperature (t = 0) at x = 1T? 4
\Vhat happens to the temperature at each point in the differential equation RI+ L ~~ = E(t), where R and (c) Approximate all points on the graph of x = C2 sin 4t - C 1 cos 4t
wire a t ~ x? (x 2 + y 2 ) 2 = 5xy with x-coordinate l. .
{ y = C l Sill + C , where C 1 and C2 are
L are con tant repre enting the re i tance and the in- 4t 2 COS 4 t
66. The di placement LI of a tring of length I at time t ductance and E(t) i the voltage ource. Is this equa- (d) Approximate all points on the graph of constants. Solve the initial-value problem
and po 1t1on x where x i mea ured from x = 0 i given tion linear or nonlinear? Determine the order of the (x 2 + y 2 ) 2 = 5xywithy-coordinate -0.319.

l
by Ll(x. t) = in 11X co I. how that 11 sati fie n2L111 x' = 4y
equation.
= uxx. What i the value of 11 at the endpoint x = 0 Often the calculus and algebra encountered in solving differ- y' = -4x
and x = 1 for all value oft? Throughout Modern Differential Equations: Theory, Applica- ential equations can be tedious, if not completely overwhelm- x(O) = 4, y(O) = 0

*67. Find the value ) of m o that y = xm i a olution of tions, Technology, we u e graph of olutions of differential ing or impossible. Today many sophisticated calculators and and then graph x(t), y(t), and the parametric equations
equation . In ome case , we are able to predict ' hat the graph computer algebra systems are capable of performing the inte-
.\ z. - 2ty' -r 2y = 0. x = x(t)
of a olution hould look like. If the graph of our propo ed o- gration and algebraic simplification encountered when solving
{ y = y(t)°
lution does not appear a predicted, we know that either we many differential equations. Having access to these tools can
6 . Find the value' ) of m o that y = e""' i a olution of x' = -5x + 4y
made a mistake in constructing our propo ed olution or our be a great advantage: a large number of problems can be solved 83. A general solution of the system { y' = 2x + y is
>'' - 3y' - I y = 0. conjecture about the general hape of the graph of the olution relatively quickly, we make conjectures as to the general form 2
i wrong. In other cases, we will find that it is easier to exam- of a solution to different forms of differential equations, and x = C1e 3 ' - 4C2 e- 6 '
d dv { y -- 2 c ie Jr + C2e -61 , where C 1 and C2 are con-
*69. U e the fact that dt (e~r) = eix d.t 2e2xy and in- ine the graph of a olution than it is to examine the olution (if the e tools allow us to check and verify our work.
we are able to construct one in the first place). stants. Solve the initial-value problem
, d\' 80. Solve dy/dt = sin4 x, y(O) = 0 and graph the result-
tegration to olve e.::x dx 2e2xy = e". ing solution on the interval [O, 41T] . x' = -5x + 4y

l
ln Exercise 75-77, (a) verify that the indicated function is a
olution of the given differential equation, and (b) graph the o- . 25 629 y' = 2x + 2y
70. U e the fact that dt (~v) = e"
d dv
dx + e"y and inte- lution on the indicated interval(s). 81. A general solution of /
4
l + 2 y" - 5y' + 16 Y = x(O) = 4, y(O) = 0
0 is given by
d1· in x and graph x(t), y(t), and the parametric equations
gration to olve e" dx + e"y = xe". 75. xy' + y =co x,y = - - · [-21T, 0) U (0 21T]
x y = e-x'2 (C 1 cos 3x + C 2 sin 3x) x = x(t)
+ e"12 (C3 cos 2x + C4 sin 2x), { y = y(t)°
71. The time-independent
given by
chrodinger equation
76.
3 4
16yn+24y'+l53y=O,y=e- " co 3x;[o,f1T] where Ci. C2 , C3 , and C4 are constants. Solve the
d y
*77 x 3 - 3
. dx
3
+x 2 -
2
d y
+ xdx
dt 2
dy
- - 40y = 0 ,
(0,y'(~)
initial-value problem

+- +-

l
1 y 4) 25y II
- 5y I 629
y-_ 0
y = x- in(3 In x); (0, 7r]
lf U(x) = 0. find conditions of E o that
78. erify that y(O) = = l ,y"(O) = ~l,y"'(O) = 1
t/J(x) =A :in { nr;:) 1 a olution of the time-
and graph the resulting solution.
x(I) = e - '[ l00 \'3 sin 31 + 20 co
ind pend nt hrooinger equation. 3
(a)
72. L e impltcu dtff. rentiation to :hO\\ that
I 2 + -I - ---;--
I = C.1. an imp . of
. 1·1c1t o Iutton
{
J\1) = e-'[- 4 ~ 3
in 31 + 20 co
x
---;--
x- y >-
3 i a olution of the y tern of differential
@] A Graphical Approach to Solutions: Slope Fields and
. . . d\• (x - 4))
Direction Fields
the differential equat10n ~- = 3 .I y = 0a
UA X (y - 2 ) . { x' (t) = 4>\t)
olution of this diffi rential equation? l y = 0 a in- equation y '( I ) = -x(t ) - 2}\1
.{ ). Systems of Ordinary Differential Equations and Direction Fields
gular olution? Relationship Between Systems of First-Order and Higher Order Equations
(b) Graph x(I). J\1). and the para.metric equation
2
3. aO\\' that x L
)
= C i · an irnpli it ·olution of th x = x(t) fior 0 <
- I <
-
2 7r. Suppose that we are asked to solve the ordinary differential equation dy/dx = e-x2. In
{ y =)\I)
dv \ 2
2l) this case, we do not attempt to solve this equation through integration as we did in the
dtffi renti I qt: tion ~-
"-'
=· .t
2 • I· 1• = 0 a ·o- * 9. (a) how that x 2 + y:)1 = -,,'!), i an implicit olu- previous section because of the presence of the function/(x) = e-x2 on the right side
tion of of the ODE. (See Exercise 21.) Instead, we can gain insight into the behavior of solu-
luti n of th1 d1ffi ren11 I equation'. I. y =0 a ingu-
lar lull n. [4x(x 2 + /) - 5v] dt + [4J\x 2 + y 2 ) - xJ dy = 0. tions of this ODE through a graphical approach by considering the slope of the tan-
 Chapter 1 Introduction to Differential Equations 1.2 A Graphical Approach to Solutions: Slope Fields and Direction Fields 15

y y
gent line to solutions of the ODE. Recall from ection 1.1 that the differential equa-
;ion gives the slope of the tangent line to solutions of the ODE at the given point (x, y) 2

m th; xv-plane. Therefore. if we wish to determine the slope of the tangent line to the
~olutio~ to the ODE that pa ·ses through (0. 1) at this point. we substitute (0. 1) into
the right side of cZv'cfr = e ~. Because the right side only depends on x, we haYe the
slope
-2 -I 2 x
czi = e (O)l = J.
cb:
-l
In fact, the slope of the line tangent to solution at all point of the form (0. y) is 1.
At the point ( \ In 2. -t ). we find that the slope 1s 2 -2
dr
-"-
ch
=e (\In ~:J2 ~ e In.:! = eln :!
.,. Figure 1.10 Slope field for Figure 1.11 Sketching
c~1.,,fr = e •' solution to dyidx = e ;r
Again. we obtain the same slope at all points (\ In 2. y) = (0. 32555. y) and y(-2) =-I
(::. \ ln2. y)""' (-0.~32555. l)
In Figure 1 9. we dra\\ se\eral short line segments using point· of the form (0.y)
for v = 0. :: I, .:!:2. t 3 ot1ce that we use a triangle with ba ·e 1 and height 1 to as-
.1st.in sketching the tangent lines with slope I at these pomt . \\e u ·ea tnangle With y dx
-=ax+ br
dt "
ba,e 2 and height]__ to help us draw the Imes of slope 112 t~at are tangent to ·?lution -- dv '
at the pomb ( - \ In 2.) ) for I' = O. :!: 1. :!: 2. · 3 By draw mg a ·et of short hne eg- ' { -·-=ex+ dv
mt:nts reprc ... enting the tangent lines to solut10ns of the ODE at numerou points in the dt .
pbnc, we construct the slope field of the ODF \\c sho\\ the slope field for <Zi ..dx = 1'.\3 4/5 6' .r
·..___// /
-0.5 where a, b, c, and d are given constants. In the case of this system, we solve for x(t)
e "" on the square [ -2, 2] X (-2. 2] in Figure 1.10 (. ote that because constructing -I and y(t). For example, if we consider the system
a slope field is time consuming. we usually let a computer algebra ystem do the work
for u-.;.) Obsen·e that at each point along the y-axis. the lope is 1 as we predicted ear-
lier. , ·011cc also that the slope appears to be zero for larger \alue of :x . This 1s Figure 1.12 Graphs of
becau,1.: for large \alues of x ( m absolute value). ddcfr = 0 because Jim e ' = 0. X(t)= sin t and r(t) = cos t
Figure 1.9 : \eral Im ..., - _.. .... CIC over o :::; 1 :::; 2 TT .
Therefore. we expect solutions to "flatten ouf' as .\· increases. -
egm~n m the lope ft Id
ford; dr:-= e \\'c can use the slope field to im cst1gate the solution to an initial-rnlue problem we can verify that the parametric equations
-,uch as \
r=O
x(t) =sin t
dy ,1 { y(t) =cost
e .y(-2) =-I
,fr 0.5
satisfy the system because
b) . tarting at the point ( - 2, -1) and tracing the solution by following the tangent line
dx d . di· d
lop . Thi -..olution is ~ketchcd m Figure 1.11. Thus. although we did not detennine -0.5 0.5
dt
- (sm t) = cos t
dt
= .l' and dt = dt (cost)= -sin t = -x.
a formula for solutions to the ODE or the IVP. we were able to determine some prop-
0.5
rti of the olutwns by usmg the slope fo~ld of the differential equation. We can graph each function separately as we do in Figure 1.12. [The graph of
x(t) is the solid curve; that of y(t) is da hed.] Another option is to graph them as a pair
of parametric equations as in Figure 1.13. As we recall, the graph of this pair of para-
System of Ordinary Differential Equations and metric equations is a circle of radius I centered at the origin because x 2 = sm 2 t and
Figure 1.13 Graph of
Direction Field y-" cos-, t, sot hat .Y- + y = sm- t + cos-0 t = I . However. we must 111
0 2 0
. . d.1cate theon-.
the paramctnc equations
e11tatio11 of the curve (the direction of increasing parameter value t). For this pair of
\\'e can, I con 1dcr y tcm' of dtffcrl'ntial l'quations. In C haptcr 6. we\\ ill learn how
to ) t m of fir t-ordcr ordinary diffl'rential equations of the form l x(1) '= sm t
.
Y(t) - cos t tor
<
0- I -
<.,
-1T parametric equations, we find that at t = O. x(O) = sin 0 = O and y(O) = cos 0 = I.
16 Chapter 1 Introduction to Differential Equation 1.2 A Graphical Approach to Solutions: Slope Fields and Direction Fields 17

Therefore. the point (0. I) corre pond tot = 0. imilarl)-. th point (I. 0) corre pond
tot= 1T12 becau ex( 7T 2) = ' in( 7T 2) = I and y( 7T 2) = co ( 7T 2) = 0. Thi mean that
th ·olution mo,·e from (0. I) to (I, 0) a t mcrea e . o the orientation i clocbvi e.
We place an arrO\\ directed from (0, I) to (L 0) to indicate thi orientation. The para-
metri equation · {x(t) ·in t. y(t) = co t } ati fy the initial-m/11e problem
dx
dt = )', x(O) = O
{ dv = - x. y(O) = I
dt
becau e they ·at1 f} th y tern of differential equation · a well a the two initial con-
dition . otice that m the ca e of an initial-value problem im·olving a y tern of dif-
ferential equation . an mitial condition i given for each of the van~ble · , and 1 that
depend on t. In the parametric plot. the ·olution to th1 · m1tial-value problem pa e
through the point (x(0).)(0)) = (0. I).
noth 'r way to 'icw a :ystem of ordinary differential equat1 n. 1. through th
u e of a direction field, which i similar to a slope field . First. we wnte the first-
order ystcm
ponents from the system of differential equations. In the case of this system, we con-
ider (y, -x). At the point (l/Yl, l/Yl), we obtain the vector (l/Yl, -1 /Yl). This
means that the solution through (l/Yl, 1/Yl) has tangent vector (l/Yl, -1/Yl). The
direction field is made up of tangent vectors such as (112, -1/Yl) to solutions at points
in the plane, so it is similar to the slope field for dy/dx = -x/y shown in Figure l.14,
except that vectors are used to indicate the orientation of solutions. In Figure 1.15, we
show the direction field for this system. The vectors in the direction field indicate that
solutions to this system are circles in the xy-plane that are directed clockwise. We graph
everal solution along with the direction field in Figure 1.16. A collection of solutions
in the xy-plane is called the phase portrait of the system. Notice that at points in the
fir t quadrant, where x > 0 and y > 0, dx/dt = y > 0 and dy/dt = -x < 0. This means
that x(t) increases and y(t) decreases along solutions in the first quadrant. In the sec-
ond quadrant, where x < 0 and y > 0, dx/dt = y > 0 and dy/dt = -x > 0. Therefore,
x(I) and y(t) increase along solutions in the second quadrant. We can perform a simi-
lar analysi for points in the other two quadrants.
Relationship Between Systems of First-Order and
Higher Order Equations
Again, consider the system {ddx//ddt = Y . Ifwe differentiate the equation dxldt = y with

{ -·- =
~; = ax by
y t = -x
re pect tot, we obtain d 2x/dt 2 = dy/dt. Therefore, if we equate dy/dt = -x and dyldt
dv
C\ cfv = d 2x/dt 2 , we have d 2x/dt 2 = - x or d 2x/dt 2 + x = 0. We say that the system of two
dt . fir t-order ODEs is equivalent to the second-order ODE d 2x/dt 2 + x = 0. Often, how-
a a fir I-order equation with

dy d)-ldt ,. + dv
cfr = dx dr = ax + ~v·
Thc.:n, \H: can con ·id r the lop field a · ociat d with thb diff, rential quat i n. For e.v 10
., 10
y
10
y

ample.: . if\\ r fi r ba k to the ·ystem

cfr 5
-
dt= •1·
{ ~; = -.\.. 10 '
10 I

'' obt in th fir t-ordc.:r qu ti n dylcfr -xy. =\\ n dckrm in . the sl pe oft n· 5
gc.:nt Im to oluti ns at p mts in the .\)'-plan . t th point ( IJ\ /2. 11\ /2). the · Ju·
tion to thi )' tern that pa · ' through thi point ha lope - IJ\ /2 = -1. In a simi· 10
1/\ 0.
I rn . n fi~d the.:. lope.; at other p int in th plane. H " ' r. . \\ m n· Figure 1.16 Direction field
Figure 1.14 lope field for Figure 1.15 Direction field
ti n m our ·ir11cr di us ·1 n. \\ mu t indic tc th· ri nt ti n wh n " ~ raph p~ra- dxldt = y .
d1 cf.\ - l I d:ddt = I' for { dyidr = - x and solution
for { ·
.
mtri qu tins, . dx d\• d1•/dt = - x
o \\ cons1dc.;r th \Ct r (drdt. d·dt} r - i ....::.. j '' ith m· curve
ft dt .
18 Chapter I Introduction to Differential Equation 1.2 A Graphical Approach to Solutions: Slope Fields and Direction Fields 19

ever, we begm with a econd-order ODE of the form d 2x /dt 2 + b d'<'dt + ex= f(t) and 3. dy/dx = :dy 6. dy/dx = x 2 - y
y
would like to write the equation a a ystern of first-order ODE . We do thi · by letting y
dx dt = y and by differentiating this equation with respect tot to obtam d 2xldt 2 = <~l dt. 2 2
oh ing the ·econd-order ODE for d 2:·ddt 2 , we find d 2x ·dt 2 = -b dtldt - ex+ f(t) so 1.5 l.5
that dyldt = -b dx fdt - ex + f(t). Replacing dx dt m thi equation with y, we obtain 1
the following equivalent y ·tern of fir t-order ODE : 0.5 0.5
d'Cldt = \' -2 -1.5 -1 -0.5 0.5 x x
{ ~vldt = -bv - ex+ f(t)" -2 -l.5 -1 -0.5 0.5 I 1.5 2
-0.5 -0.5
-l
By writing the ·econd-order ODE as a ·y tern of fir t-order ODE , we inve ti-
-1.5
• -I
gate the behavior of the elution of the econd-order ODE by ob en ing the beha\'ior - l.5
in the direction field and pha e portrait of the corre ponding sy tern. A irnilar pro- -2
-2
cedure is u ed to tran form an ODE of degree greater than two into a sy ·tern of fir t-
order ODE . Figure 1.19
Figure 1.22
2
4. dy!d.x = x - y
y 7. dyldx = x - y
2 y

1.5 2
1.5
1
0.5
x

- 2 -l.5 - 1-0.5 0.5 I l.5 2 x

EXERCISES 1.2 -0 .5
..... 1.5 -]

2 - 1.5
-2
In fa m e 1 , u e the lope field to d termine if the indi- 2. dy/dr: = x 2 y2 Figure 1.20
cated path i. that of a olution to the differential equation.
,. Figure 1.23
1. dy dx = -) x In Exercises 5- . use the slope field to ketch the olutions that
pa· · through the given points.
8. dy/dx = y 2 - x2 y
2 5. d\•Mi: = x(r

-I5 -I -0 -
/ l 5 x l.5
2
\"
2

l.5
1

-2 2 I

;:, ~ I s - 2 - 1.- - 1,..,0 .5

0.5

.. o
•

0.5 I 1.5 2 x
- 2 -1.5 - 1 -0.5
0.5
0.5

-l
0.5 l 1.5 2 x

-1
- 1.5
Figure 1.18 I5 -2

Figu re 1.1 7 Figure 1.21 Figure 1.24

20 Chapter 1 Introduction to Differential Equation 1.2 A Graphical Approach to Solutions: Slope Fields and Direction Fields 21

9. Graph th lop fi Id for.'' m \ D nnin lim • I\

(a) For given initial conditions, do you think that so- (a) For given imttal condition , do you think that so-
y(x) 1f }'(0) = > v.h re (a >o .;,;; -: (h) y 0 = l~ lutions of the system are similar or different? Why? lutions of the systems are similar or different? Why?
-;; 2; (c) ,.0 ;; 2: (d) >o = 3;; _
(b) Figure 1.27 shows the direction field associated (b) Figure l .28 shows the direction field associated
10. Graph th lope fi Id for,. - m \" D m with each system. Use the direction fields to graph the
\\ tth each sy. tern. Lse the direction fields to graph the
exi t for any initial ond1tion )'{0) v0 • ' h th solutions that satisfy these initial conditions· solutions that satisfy these i111t1al cond1t1ons:
5
OD and find lim,_.. )'(.'.t"). Doe tht m tch th graph- (i) \(0) = 0.5. y(O) - O: (ii) x(O) -0.25, 1·(0) = 0; (i) \(0) - 0.5, y(O) =- 0.25; (ii) \(0) = -0.25. y(O) =
ical result? -0.5; (iii) x(O) = -0.5. y(O) = 0.75: and (h) x(O) =
*11. Graph th· lope ft Id for,' = e '. D
lO 10 ,- x (iii) l(O)
-0.5.
0. y(O) = 0.75; and (h) x(O) 0. y(O) =
0.75, r(O) = -0.5.
~~
exi~t for an) imu I (c) HO\\ do your graphs affect your conjecture in (a)?
(c) How do your graphs affect your conjecture in (a)'1
ODE and find limx • 10 (d) For each system, use your graphs to calculate
1 al r ltry 24. onsider the s:stcms
ltm 1_4"' x(I) and lim, ''° y(t). as long as not both x{t)
-1.: d\ ..,.., !i_r :.= _ l_x and r(I) arc the zero function.
12. dt 2
dI - and tlr 25. (Competing Species) The system of equat10ns
Figure 1.26
dy
{ -=1·
dt • 1 -'-- =
tit
-1·
-

In E.: ~rci c I · 20, "rite th :cc nd-ord~r quail n

t m of first-ord r quat10ns
,.
1:. di, x =0
dt•
0.5
c/2\ di; o.s
16. 2 0
\"' = \ dt dt
13 .• y em: { \ , .. ·,(a)
x {x 0) O, >0) = - ,·. --+-
• 1~
.I
c/i"( cl\ \ -1 -0.5 0.5 l
(b) {x 0) 2: \ 0) = 0}. c) {\"(0) = --, \'(0) '· -dt• dt
0 -t 0 ..
I
O.'i I

• ~os
18. di, - 6 d\
t=O
I)
19.

~o.
dt•
d·x
dt
dt

mt

I x Figure l.27
"'l
- 1
-1

2
y

'1
0.5

--· I
0 o: l
x
--+-- --}--....
-1 -n.s
---t-
0.5 l I

Figure 1.25 0.5

14. =0,' )
( dt
dt
d d
l t
l dt f Figure 1.28
22 Chapter 1 Introduction to Differential Equation Chapter 1 Review Exercises 23

(bl Figure 1.30 hO\\ s the din.•ction field for the sys- d"v dn-lv Trh ial Solution
tcm ifa - 1,b 1 = l,b2 = l.c 0.6/,d 1 - 0.75.and ( ) . + Gn-1·(r) -
a,,x- - · + ...
dn-1 y(x) = 0.
d\·n X
d2 I. (i) 'se the dirc~·tion field to graph \'anous so-
lutton-. 1f both x(O) and r(O) are not zero. (ii) l.Jsc the d 2v dy (,enernl Solution c an \th Ordc I .1nea E<i ua · ~
dircction fidd and your gmphs to dctem1inc the fatc
+ a2 (x)-T + a 1(x) - + ao(x)y = /(x) A solution that depends on n arbitrary constants and includes
\\h re a, b., b2, c, d 1. and d2 repre nt po 1tt\ con- dx dx
of thc spceics '' ith population y(t). What happcns to all solutions of the equation.
that an be used to mod I th popu ation oft\\o
• tants
Order of an Equation
pect , represented by t(I) and y(tl, competmg for thc spcc1c' \\ ith p pulatton t{t)?
The order of the highest derivative in the differential equation
common food supply. 26. (a) U" a compuler alg<.:brn sy cm to .oh·c d}ldx =
1. called the order of the equation.
1
e ' (h) Graph th , lut1on to th IVP dy dt = e ... Section 1.2
(a) Figure 1.29 ho\\ the d1rect1on field for th ).-
V(O) a for a 2, -1, 0, 1, 2. (c) Graph the lopc ' olution
t m 1f a 1,b 1 =2,h2 1,c=l,d 075,andd2
fi Id of th d1fftrential quation together with the so- A olution of a differential equation on a given interval is a Slope Field
2. (i) l e th d rect1on fi Id to graph vanous olu-
tion if both x(O) and l 0) arc not zero. (ii) U th d1- lutions m (h) Do th olut1on' appear to match the function that is continuou · on the interval and ha all the nec-
Phase Portrait
rectton field and )Our grap to appro ·1mate hm, • result des nbcd t the bcginnmg of the cct1on? essary deri\'ati\'es that are present in the differential eq_uation
A collection of graphs of solutions to the system in the .~y­
t(t) and hm, _ l~I) ·uch that when ·ub ·t1tuted mto the equation yields an identity
plane.
for all \'aluc on the mter\'al.
,j) Di -u:tion F' ·Id
Explicit olution
.1 A olution gl\·en a. a function of the independent variable.
A collection of line segments that indicate the slope of the
tangent line to the solution(s) of a differential equation .
0. Implicit olution
0. olution gi,·en a· a relation f(t, y) = 0.
06
06

0.4
0.4 CHAPTER 1 REVIEW EXERCISES
0.2
0.2

..,__ 8. y" + 4y' - Sy= 0.y = e- 5',y =ex

02 0 06 0 I t
L t--
In Exerci cs 1-5. dctcrmmc (a) if the equation_ is an ordmary
02 0 06 0 I .t differential equation or partial differential equation; (b) the ~r­ *9. y" - 6y' + 45y = 0, y = e 3x (cos 6x - sin 6x)
Figure 1.29 dcr of the ordmary diflercntial equation: and (c) if the equation
Figure 1.30
hnear or nonlinear. 10. x 2y"-xy'-16y=O,y=Ax s + Bx -3
1. y' =y 11. x y" + 3xy' + 2y
2
= O.y = x- 1
(cos(lnx) - sin(lnx))
2
d '
CHAPTER 1 SUMMARY 2. au, + 11, = O. a constant 12 _2:_2
· dx
+ 2 -dy
dx
+ 21·· = x, ·\' = (x - I )/2
2
d y d)
Concept & Formula J. 2°
dr
2- + I' "" 0
cl( •
*13. y" - 1y' + 12y = 2,y = Ae 3' + Be 4 ' + 116

4. nLt kx= •dn t, m and k constants

a¢i a·¢ a2 it> In Exercises 14 and 15, verify that the given implicit function
ind pend nt vanabl , th quau n 1 llcd an onlin. r~ dif-
c;
..
---=--2
ax ilx 2 ily satisfie the differential equation.
fercnti I qu lion.
3.\) £~\' = 0, x
2
14. (2,· - 3y) dx + (2y - - 3xy + y 2 = I
In E erci, 6-13, v nfy that the giwn function i. a solution
to the om: nding differential equation. (A and 8 dcnot.:: con- 15. (v cos(xy) +sin x) dx + x cos(xy) dy = 0,
tan .) sm(.\y) - cos x =0
r
d\•
6. dx y , )." = 0. y =e m •
Jn Exercises 16-19, find a solution of the di tferential equation.

r Ordm '1 Din nli I Fqu ti n dr ,,

\ lin r ordin ry differ nti I qu 11i n t
~'· d;
d\•
- ~ = m .y = x - COS,\ - Sill \)l2 16. --'-
<fr
= te ·
the nn
24 Chapter 1 Introduction to Differential Equation

dv p rature (I 0) on the ;urface of the ball'? \\'hat hap-

17. --"- = r 2 ,in x
d:c pen. to the temperature as t rrJ'?
d> 2x 2 - x +I 26. The di:placement (measured from x = Ol of a mas~
18. cLr tr- IJ(r-' l) attached to the end of a spnng at um • 1s given
2
19
dr
-=-=
" dx
- -x - -
\~
by r(I) =+I.'
...
9
'(cos \/351 + - - sin\ 3:r) hO\\
\ 35
that x satisfies the ordinary differential equation x~ -
In Ex rc1 cs 20-22. u." the indicated imtial or boundan. con- 2x' + 36x = 0. \\ hat is the initial dispbcernent of the
d1t1on~ "'ith the gh en general oluuon to d1:krmm th· olu- ma. s"' \\'hat is the initial 'd~ity of the ma .. "
uon(s) to the gi\ n problem.
di' ~
:? For a particular "ire of length I umt. the temperature
11 at time I hours at a position of x fot:t from the end
First-Order Equations
20. dx + 2> = x-. y(OJ = I, (r 0) of the \\"Ire 'cs m .1ted bY 11 x. 1 = e -kt in
;;x e 4 ,,... 4, sin 2 ~ ho" that 11 ati-,fies th heat
} = 4I - I
~r + ix
I 2
+ Ae
.:x
equation 11, = ku.u. \\'hat ts the 1mt1al temper.iture
(1 = 0) at .\ = I? \\'hat happ1:ns to the temperature at
21. j'-+- 4J = r. r(OJ - I,> (;;-4) = ;;-16, each po mt in the "ir • as 1 oo?
y = \" 4 + A o, ~x B m 2x
22 . r 2_lw+.:X)· +4) 0.l I) l.l'llJ=O, :? • The height u of a long stnng at time 1 and po,ition x
y Ax 2 + Bx =In x \\ht:re x is measured from the middle of th ,trim!.
(x = 0) ls given by 11 x. I) in ~- c 21. how that ~
at1sfies the\\ \C equation Ila - 4u:u. What 1 the mi-
In Exerci.e 23 and 24, 'ohe th m1t1 l-\alu problem. Graph llal height (1 0) at x = O?
the olut1on on an appropriat intenal.
" :!9 .• ho\\ that u(x. ) ) = t·m 1 \ x) ·111 fie L place·
23. d.• =co
-t 2
r mx,y(O) O equation 11_... 11"' = 0.
er
30. The lope field of y' - 2( \' • , ·i 1' sh "., "'-'Ch
., • d.) 4x - 9
_... d\" 3{.t - 3)21· y(O) - 0 the graph o th olution that at1 fie, the nd1~atcd
tmtml onditt"n \I . d t nnin if lim • .l x)
:?5. Th temperature on th rfa of a k ·I ball at t1m tstl. ( a ) )~0) =- 0. -: (h) \~0) = l. ·; (c )) O) = -0.:.
-oe e will devote a comiderable amount of time in this course to develop-

W
1 1 g1\en by 11(1) kt 30 (m °F) ''h re k 1 a
po 1t1\ on tant. :hO\\ that u t1 1 th first-ord r ing e plicit, imp~icit, numerical, and gra?hical solutio~s of d'.fferent1al
quauon du dt = -k(u - 0 . What 1 th m111 1t m- equations In this chapter we discuss first-order ordinary differential
quations and some methods used to construct explicit, implicit, numerical, and
I l
graphical :-.olutions oi them Several of the equations and methods of solution
discussl'd hNe will be used in later chapters of the text.

Q
[!-11 Separable Equations

Many interesting problems mvolving populat10ns are sohed through the use of first-
2 order ordmary differential equations. For example, let y(t) be the fish population size
(in tons) at time t (years) and ·uppose that the population has birth rate by(t) and mor-
tality rate 11~r(t) where we are assummg that these rates are proportional to y(t). If there
are no other factors affecting the rate of change in the population. di dt. then dvldt
equals the rate.: at which the population increases (the birth rate) minus the rate at wt11ch
Fi gure 1.31 Figure 1. 32 it decreases (the mortality rate). or
25
26 Chapter 2 Fir t-Order Equation 2.1 Se parable Equations 27

dy y (t) = Cek 1•
dt = (Birth Rate) - (Mortality Rate).
To solve the initial-value problem, we must choose C so that y(O) = y 0 . Applying the
~Iathematically, we represent thi relation hip with the differential equation initial condition, we find that y(O) = Cek ·O = C, which indicates that C = y 0 . There-
fore, the olution to the IVP is
dr dv
- ·- = bv - mv = (b - m )!}'
dr • •
or dt = ky, y(t) = Yoek 1
•

where k = b - m > 0. If y(O) = y 0 i the initial population ize, then we find y(t) by Note: If we had not assumed that y(t) :::: 0 for all t, then we simplify yl -· Cekt with
·olving the initial value problem y +Ce''· Therefore, by letting C2 -= :!:C, we obtain y(t) C2 ek 1, which is equivalent
to the resu lt obtained above.
di·
-dt· = kv,
. .r(O) = .Vo. The equation dy/dt = ky is a member of a special category of separable equa-
tions because it has the form y' = f(y). We find that, although we are able to solve
Thi i known a the ;\lalthus model and i due to the work of the Engli h clergyman many equations of this form, we can learn much about the behavior of solutions with-
and economi ·t Thoma R. Malthu . otice that the ODE can be written a out actually solving the differential equation.
di·
-· = kdt. Equilibrium Solutions of y ' f ( y)
y
\\'e ay that thi · ODE 1 eparable becau e we are able to collect all of the term m- An equilibrium solution of y ' = f(y) is a (constant) solution of the ODE that satis-
\ oh ing y on one ·ide of the equation and all the term in\'olving t on the other ide of . .f (y) = 0. Consr.d er tI1e equat10n
. -"-
fies di • = 2y - )' 2 or dy = dt. (Th.1s 1s
. a non-
the equation. dt 2y - y 2
linear ODE because it involves the term y 2 . We learn more about the differences in lin-
ear and nonlinear equations in Section 2.3.) Instead of solving by separating variables,
Definition 2.1 eparable Differential Equation
let's use a graphical approach to determining properties of solutions. First, we locate
fir t-order differential equation that can be written in the form g(y)y' = f(x) the equilibrium solutions of the equation by solving 2y - y 2 = 0, or y(2 - y) = 0. The
v= 2
or ~ v dy - j(x) dx i called a eparable differential equation. roots of this equation are y = 0 and y = 2, so the equilibrium solutions are y(t) = 0
andy(t) = 2. otice that each of these functions satisfies dy/dt = 2y - y 2 because dy/dt
= 0 and y(2 - y) = 0.
ft r we place the ODE in thi form, we olve through integrating each 1de with re- Next, we investigate the behavior of solutions on the intervals y < 0, 0 < y < 2,
pect to the indicated vanable Thi give · and y > 2 by sketching the phase line. After marking the two equilibrium solution on
the vertical line in Figure 2.1, we determine the sign of dyldt on each of the three in-
J<;~· = Jkdr. Figure 2.1 Phase line for
tervals listed above. Thi can be done by substituting a value of y on each interval into
f(y) = 2y - y 2 . For example.j( - 1) = - 3, so dyldt < 0 if)' < 0. We use an arrow di-
di
. == 21'
cit . .\'1 rected downward to indicate that olutions decrease on this interval. In a similar man-
Integration . ield
ner, we find thatf(l) - l and/(3) = - 3, so dy/dt > 0 ifO <y < 2, and dyldt < 0 if
In!;· =kt+ C 1,
y > 2. We include arrows on the phase line directed upward and downwarcl respec-
\\h re C 1 1 constant of integration. \\hen po ·sible. we like to olve for J (t) . In thi \' tively, to indicate this behavior. Based on the orientation, solutions that satisfy y(O) =
a . \\C u c the cxponc.:ntial function and 1t propert1e · a, where either O < a < 2 or a > 2 approaches y = 2 as t ~ +oo, so we classify
y = 2 as asymptotically stable. Solutions that satisfy y(O) = a where a < 0 or 0 <
eln = ekt+c = ektec• .
a < 2 move away from y 0 as t ~ +oo. We say that y = 0 is unstable because there
implif: ing this result gives u. are solutions that begin near y = O and move away from y = 0 a t ~ + oo. In Figure
2.2, we graph solutions to this equation (in the ly-plane) for y(O) = a, a = -0.5, - 0.4.
IYI = Ce kt, 0.3, 0.2, 0.1. 0.0, 0.25, 0.5. 0.75. 1.0, 1.25, 1.5, 1.75, 2.0, 2.25, 2.5, 2.75, 3.0,
\\here\\ repla t.: the con..,tant ec• with the on tant C. Final!). be au e y(t) repre ent · Figure 2.2 olutions to 3.25, 3.5, 3.75, and 4.0 to illustrate this bcha' ior. Notice that solutions with initial \alue
p pulation ize. l t ~ 0 for all t. and w eliminat the ab ·olute value to obtain a gen- di near y 0 move away from this line while solutions that begin on 0 < y < 2 or y > 2
ral lutton of the OD •. dt - 2J - y move toward y - 2 as I~ +oo.
28 Chapter 2 Fir !·Order Equations 2 .1 Separable Equations 29

Note: .::ometime , \\ e refer to equi librium solutions as steady-state solutions, be- Application of the natural logarithm yields
3 y
aver tune, the solution approaches a constant value that no longer depends
on time t. Fore ample, 1f \ e interpret the solution y(t) of the differential equation
to repre ent the 1.ze of a population, then if y(O) = a where either O < a < 2 or a > 2,
2.5
-y= In -T-c, (
2t )
or
2
\\e e ped the population to approach 2 as t _. +oo.
1.5 To find the value of C 1 so that the solution satisfies the condition y(O) = 0, we use
the equation e-y = -e 2 '/2 - C 1. Applying y(O) = 0 yields 1 = -1/2 - Ci. so
C 1 = -3/2 and thus the solution to the initial-value problem is
Example 1

10\\ that the equation d_ildr = -x y 1s eparable and solYe this ODE. -3-2.5-2-1.5-1 -
-0.5
The domain of the natural logarithm is (0, +oo), so this solution is valid only for
Solution In this ca ·e. we see that the equation is separable b; expre ing it a Figure 2.4 the values of x such that 3 - e 2 ¥ > 0, which is equivalent to ea < 3 and has solu-
xdx = -yczv. tion x < ln(3)/2 = 0.5493. Notice that the graph of the solution shown in Figure 2.4
passes through the point (0, 0). If it had not, we would check for mistakes in our
Integration yield
solution procedure.
x~ v2
1= -·2 + C1.
In some cases, a separable differential equation may be difficult to solve becau e of
luluplying by 2 and simplifying g1Yes us x 2 + y 2 2C 1. If we let k = 2C1. then the integration that is required.
the oluuons satisfy the equation
x2 + y2 = k.
Figure 2.3 Graph of
x 2 + J 2 = k for rnriou. valu - . o that an implicit olution 1s circles centered at the origin of radm · \ k. a 'hown Example 3
of k m Figure 2.3
4
Solve dyldx = (x 4 + l )(y + 1), y(O) = 0.
2 1
1 x y = 0 a11 unplicit rnlwio11 of t/11.' equation? £.\plain. Solution When we separate variables, we obtain
As \\C haYe sc .. n. separable differential equations can be tated along with an ini- dy 4
ual ondmon. lftht 1 the case. we find a general ·olut1on to the differential equation
- --
4
= (x + 1) dx.
y +I
u ing the ... eparation of variable· technique and we then apply the initial condition to
d t 'rmine th ' unknown constant in the general solution. The right side of the equation is easily integrated. However, the left side presents a
challenge. Using a computer algebra system, we find that

Example 2 Jy/: 1 = 2 ~[tan (2y ~V2) +tan (2)' :riV2)]

1 1

' h" th initial-value problem dy ch= e2.' v. _r(O) = O.

+ )'21 c.
Solution If\\\; \\rite the equation a dy cir = t.> 2 'e.,. "e ee that the rnriable are
+ _l_
4 V2 1nJ - +V2y
1+
I V2y _ y1
+

parat d a Therefore, we find that

Int grat1on gi\e ... u -e )

e }dy

e.;.x 2
= c 2'<fr.
and simplifying result ... in 2
\/2
1 [ tan 1(2r
•
-
V \/2) +
2
tan
-+ 1•

+ _I_ In 1 + \t c2Y +-" 21 + C = -1 x 5 + x.

4\/2 I
-I+ \./2y -y 2 5
 31
2.1 Separable Equations
30 Chapter 2 Firs1-0rder Equations

ub titution of x = 0 and y = 0 (from the initial condition) into thi equation indi- EXERCISES 2.1
cates that C = 0 becau e tan 1( - \ . 2t V2) = -7T'4, tan - 1(V'2 \.-'2) = 7T/4, and
In -1. = 0. Thi· means that the solution to the IVP is

~[tan
2\12
1
(
2
Y -;
\.2
2
) +tan· 1(
2
Y + r:-
\.2
'2)] In Exercises 1-30, olve each equation. (A computer algebra
system or table of integrals may be useful in evaluating some
25. x sin(x
2
) dx =
cos Vy
Vy dy

integrals.)
+ _I_
17 In
11 + v'2y + y21- - -
l xs + x. dy 6x 2
26
· x2
x-2
-4x + 3
dx=(1-..!.)2J__dy
y y
2

2 .!_x- 112 dx+y 2 dy=O

17 2
4'\2 -l+ '\2y-y 5 l -=- . 2
. dx 7y 3 *27. cosy 2 dy = sin 3 x cos x dx
We can gain m ight into the graph of this olution by ob erving the slope field of dy 3y
1 dy (1 - siny)
th ODE. For example, the slope of the tangent line to the olution pa ing through *3 -=- 4 4
. dx x 8 · dx = x 2 (8 + 9y 2 ) dy (5 - 2 cos x)3 sin x cos y
(0, 0) at (0. 0) i 28 · dx = sin y

dy
5. (6 + 4x 3 ) dx + (5 + : 8) dy = O
29. _v_
',,---
m_x dx = ~ dy
3/y
dx = {04 + I )(04 + 1) = 1.
6. (:9 - x63 +x1)dx+(9+y-2- 4y s)dy= O
x
dy 5-x
y

The slope at (0, 1) 1s dy dx - (0 4 + 1)(1 4 + 1) = 2, and that at (0, 2) is dy,dx = 30 . -

dx =y2
-
04 I )(2 4 + I) = 17. \Ve ee, lope become steeper a they-coordinate in- *7. 4 sinh 4y dy = 6 cosh 3x dx
creases [or decrease· becau ·e \Ve obtain the ame value for dJ"dx at (0, -1) and
(0. -2)]. long the x-axi . we obtain the ame slope at(!, 0) and (2, 0) a we did
8. }x- 213
dx = (y 5 - 6y
2
+ 8) dy In Exercises 31-42, solve the initial-value problem. Graph the
solution on an appropriate interval.
at (0. 1) and (0. 2) becau e dyldx i symmetric in x and y. We generate the lope ,/ -1 12
9. (x 2 +2vx)dx=Ty - 5 dy
field '' ith a computer algebra y tern in Figure 2.5. To understand the olution of dy 3
31. dx = x , y(O) = 4
the IVP. we begm at the pomt (0, 0) and folio\\ the tangent line lope hown in the
lope field for x > 0 and for x < 0. Doing o, we obtain the cur\'e hown in Figure 10. ~2 dx = ( ~ + ») dy
-.6. We notice that v approache · +oo a x approache a Yalue near 0.9, and v *11. 3 sin x dx - 4 cosy dy = 0
32. : =cos x, y( ;) = - I
approache -oc a· .\ approache a value near -0.9. We al o note that given any
12. cosy dy = 8 sin 8x dx *33. dx = cos x dy, y(O) = 2
initial condition, the -olution to the corre pondmg I P become unbounded (i.e., y
13. (Sx 5 - 4 cos x) dx + (2 cos 9y + 2 sin 7y) dy = 0 34. sin 2 y dy = dx, y(O) = 0
approa he ± :io) a· the .r-coordmate mov awa) from 0.
14. 9 cosh 9y dy = 4 sinh 4x dx dy Vx
35. dx = y'y(O) = 2
*15. (cosh 6x + 5 sinh 4x) dx + 20 sinh y dy = 0
dy 2 .. !Ox
16• d"C = e e 36. : = f;,y(I) = 2
3
17. (10 + 7e - 3x) dx - (eY - 8y ) dy = 0 dy ex
*37. dx = y + 1 , y(O) = -2
18. in 2 x dx = cos 2 y dy
*19. (3 sin t - sin 3x) dx =(cos 4y - 4 cosy) dy
1.5 \ x
38. : = ex-y, y(O) = 0
-1,5 - 1 2
dy = ec x
20
· dx secy tany dy y
39. dx = lny y(O) = e
-1 2
21. ( 1 - :2 )dy+4cos xdx=O
2
40. : = x sin(x ), y("\I;) = O
3
22 . dv = X

d"" yvo - y 2
)(x
4
+ 9) dy
*41. dx = 1+7• y(O) =
1
I
Figure 2.5 lope field for Figure 2.6 olu11on to
*23. tan y ec 2 y dy
3
ch
+ cos 2x sin 2x dx = 0
dy
dx (x4 '4 I) J; = l\
4
1)() + l), \"(0) = 0 d1· I+ 2e'·
dy
42. dx =
sin x
+ l , y(O) = 0
24. - = - - - cosy
d\· e"\ Int
32 Ch pter 2 Fir t-Order Equation
2.1 Separable Equations 33

43. Fmd an equation of th une that p3 e through th

l - ., (c) Ho\\ docs the solution chJnge for \':lriou. initial dy d\' Optical resonators are used to build up large
pomt (0. 0) and h~ lope - x _ ; at each point (t. >') conditions'' (/lint: first dctermtne how wand (JI.)
50. -=3r 51. ---=---~ -y
dr th field intensities with moderate power inputs. A meas-
on th CUT\e. affc.:t th~ "·'lution Then. determme ho" r0 affects dv dr ure of this property is the quality factor Q. where
the solution. Tl) graphing the . olution 1f w = 2. 52. y~ -y *53. ---=---= 16y - Sy~
tfr d\ field energy stored by resonator
44. d1ffcrcntial quauon of th form dy dx = o.., - 0. and ro = !. I, and \\hat happens if) ou Q = w x ----='-----=----
inc·rea. e w. What hap~n~ if you increa. e o..,?) <fr cfr power dissipated by resonator
{(ax+ b1 k) 1 p.irabl 1f b 0 Ho\\ \~r. if 54. tfr - 12 + 4y - y~ 55. y2 - Sy+ 4
'*
b O. th uh. titut1on u x) ax by k a th n "
ch A technique called "Q- witching" is used to generate
depend nt \Wahl ) 1 Id a • eparable quation In Exerchc ..46 49: without a.:tually >Olnng the equations. 56. (La ers) The \<lriables that characterize a two-level short and intense bursts of oscillation from la ers. Tuts
th1 transfom1auon to oh (a) d1 dt = (x + y - 4)i mat~h e .:h d_~tTer ntial equation m Group,\ with the graph of laser are listed 111 the follow111g table. is done by lowering the quality factor Q dunng the
and (b) dJ dx 1 I )4 • Its dircctwn t1cld and t\\O soluticin in Group B. pumping so that the mversion V2 - V1 builds up to a
dJ Total number of photons in optical re onator high value without oscillat1on. When the 111version
*45. let w > 0 (a) ~h \\ that th· • em Group A I Length of resonator reaches its peak. the factor Q is suddenly restored to
S1 Nun;ber of atoms per unit volume in LeYel I its ordinary value. At this point, the la er medium is
rdx -= t(l - r) - w ,\'2 umber of atom· per unit \'Olume in Level 2
well above its threshold, which causes a large buildup
dt .r \~ I' \'olume of optical resonator
of the oscillat1on and a ·1multaneous exhau uon oftbe
111:_ - >
dt
I - r) w:c
I) 49. dy
4
11
11 1
Total imersion giYen by ( ~, • 1) I'
Initial 111ver ·ion
Total im ersion at threshold
inversion by simulated transitions from Level 2 to
Level I. This proce s convert most of the energy that
an be re\\TJtt n th tern dr (x I ,. 11,
t" Decay time constant for photons 111 passiYe was stored by atoms pumped mto Level 2 into pho-

r
Group 8 resonator tons. which are now m the optical resonator. These
r) () c Phase veloctty of light W<l\e photons bounce back and forth between the reflectors
dt r(l (b)
j \
1• light waYe frequency with a fraction I · R escap111g from the resonator with
d(J I) h magnetic field
-=w 2 each bounce. Thts causes a decay of the pulse with a
dt
photon lifetime
\uppo:e that a light ,,aye of frequency 11 and mten-
b) han •mg to polar oordinat {t>=rr 0
m
8
(J
tt) I. propagates through an atomic medium \vi th 2 t =----
c c(l - R)"
11/
atoms per unit rnlumc m LeYel 2 and N 1 111 Level I.

I
(b) h If N; X 1• then the medium is amplifying as 1s the The quantities of <P and /1 are related by the differen-
dr case with lasers. On the other hand, if .V1 > '· then tial equation
r(I - r) the medium is absorbing. These two situations are pic-
tured in Figure 2. 7. d</J - ..&. - _!__
dJ1
=w
-:hi- 2n 2·
dt
i\mplif ing mco.hum t,\\ > .V1l
r(O) ro. 0) --~- Output wa1c
{ )
(d)
.
\

{ >(/)
t) (a)
,\h,orhin • nwJ1um (,\'2 < ,\'1 l
th lutJon t
Output" <l\C:
( dr

t~
r) - W\
.r= r• l ..
1 I r)
dt (b

0 . fi ,\tom 111 lowt•r

{ t)
St.UC l

Figure 2. 7
 34 Chapter 2 Fir t-Order Equation 2.1 Separable Equations 35

(a) :ohc th1 equation to d~krmin~ th~ total number 58. (Pollution) nder normal atmo phenc conditions, the (c) For each pair of values in the previous table, dy
di Jl
= 'lv (Ao -
]
y) Bo =
KBo
v2 (Ao - y), _v(O)
of photon.~ m th optical re onator cfi as a func- density of soot particles ,\'(t) satisfic · the differential sketch the graph of N(t) if N(O) = N 0 for N 0 =
tion of n (\\her </> d p nd, on an arbmarv con- equation 0.01. 0.05, 0.1, 0.5, 0.75, 1, 1.5, and 2. Regard-
. tam). · les of the initial condition N(O) = N 0 , what do
=Yo·
d,\ 2
(b) A ummg that th~ irutial value · of <b and n are </>o - = -k :-;
dt "'
+ kd'v• you notice in each case? Do pollution levels seem (In other words, the reaction stops when substance
and n0 at t 0, ho\\ that </>can be ·1mplified to to be more sensitive to kc or kd? Does your result A is exhausted.) Solve this initial value problem.
obtain where (. called the coagulation constant, is a con- make sense? Why? Calculate lim y(t).
f->OO
stant that relates hO\\ well particles sttck together; and
(d) how that if kd > 0, limr->oo N(t) = kikc. Why is (d) Suppose that K = 0.2, V= 1, Ao= 1, Bo= 10,
11, n I kd. called the dissociation con tant, ts a constant that
</> = - In - + - (n 0 n) </>o the assumption that kd > 0 reasonable? and Yo = 0.1. Compare the solution found in (b)
- n0 2 relates to how well particles fall apart. Both of the ·e to that found in (c). Do the same for the parame-
constant;; depend on temperature. pre ·sure. particle (e) For each pair in the table, calculate limr->oo N(t)
(c) If th m tantan u p " r output of the la a 1' k,;kc Which situation results in the highest pol- ter values K = 0.2. V = 1. Ao = I, Bo = 50, and
size. and other ext.:rnal forces .t Yo = 0.1. How does the value of B 0 affect the ac-
£1\en by lution levels? How could the situation be
(a) R.:writ.: the equation d\'/d1 = -kc>\"2 + k,/l\' in the changed?
curacy of the approximation in (c)?
p cphv form
t ' 59. (Kinetic Reactions) Suppose that substances A and B, ln many cases, computer algebra systems can be used to per-
I called the reactants, combine to form substance C. The
hO\\ that th -k.,.\~ + k \ ' d\' = dt reaction depends on the concentration of the reactants
form the integration and algebraic simplification associated
\\hen n with a separable differential equation and can sometimes solve
and use partial fractions to ·hO\\ that because the rate of the reaction is proportional to the
them. Similarly, initial-value problems can often be solved
product of their concentrations. When substances A
quickly with a computer algebra system.
S(t) = _ _t_ _~ and B are placed in the test tube and begin to com-
kc e*4' ~ C bine to form C, the amounts of A and B diminish and
In Exercises 60-66, find a general solution of the given equa-
kd the reaction tops when either A or B i no longer pres-
tion and graph various olutions on the indicated interval.
\\ h.:rc C repre.-.:nts an arbitrary con ·tant. ent. Let y(t) represent the amount of substance C in
the test tube at any time. If the initial amounts of sub- dy
(b) Find C so that .\(t) satisfies the conduion X(to) = 60. dx = y cos x; [O, 47T)
tances A and B are Ao and Bo and if the volume in
\o. the te t tube 1s V, then the concentration of A at any
gani The following table lists typical \alues of dy -~
. . I f . I
time 1s - (Ao - 1') and that o B 1s - (Bo - v). There- 61. dx = V 1 - y 2 sin x; [O, 47T]
kc and kt1. V - V -
fore, we determine y(t) by solving I + yz
62. cos x dx = - -2- dy; [O, 10]
y
d kd ~~ = x[ ~ (Ao - y) ][ ~ (Bo - y)] 2
*63. ~"COS •v dv
di= - kc = X dx; [-2, 2]
J -~
K v9-.c
wh kl th n;;tant (min 1 ) and L a func-
163 5 = Jl2 (Ao y)(Bo - y).
64. Solve the initial-value problem
1 th nwnber of" iable organ- 125 26

{-;-= ~ ~'cosy
2
(a) ldcntify the equilibrium solutions of the equation.
95 57 suming that B0 > A0 • classify each as stable or
unstable. Generate the direction field for the equa-
-l9 '5 y(O) = 0
tion with 4o = I. B0 = 2. K = I. and V = l to
'00 26 verify your re ults. What happens when either y(t) and graph the solution on an appropriate interval.
""" Ao or r(t) Bo?
65. How doe the graph of the solution to the initial-value
(b) s ume that r(O) =Yo and olve the initial value problem
problem to determine r(t). Calculate lim y(t). How
does this limiting val~e relate to th~ physical 'it- C)'
v':.....-=--2
-
uat1on described by the problem?
nd Edmon adcnu Pre (197.<), pp. 240 242. (c) If B0 is much larger than A0 , then we may ap-
{
y(I) = ·~
t lau n f Prenu cd Etin 1 n 1r Flam t 10 bar," /nft marwnal Journal proximate the solution to this problem by solving
1 6, Pan II (I 4), pp. 127 °1 U. the simplified equation change as c changes from - 2 to '2?
 37
2.2 First-Order Linear Equations

36 Chapter 2 Fir t-Order Equation

Multiplying the ODE by µ,(t), we obtain

66. (a) ume that y(t) > 0 and J' I

/(I) dt exi t · for J~f) = 2e I'a1 tul du. efp(r)dt dt + p(t)efp(1)d1y = q(t)efp(t)dr.
t~ I hO\\ that the olution to the initial-value (b) Fmd three function /(t) o that (i) y(t) i periodic:
problem (ii) hm, .r (t) = 0; and (iii) Jim, y(t) = °"· However, notice that by the product rule,
onfinn your r ult by graphing each olution. d
d\•
-'- = )j'(t)
(c) If c > 0 i given. 1t po· ·1ble to choo e /(t) o
-(efp(1)d1y] = efp(1}d1 _dy + p(t)efp(1}d1Y
dt 1 dt dt .
{ that lim, .. f(t) = c? faplam .
> l) = 2
This expre sion is the left side of the previous equation, so we can rewrite the equa-

tion a

2.2 First-Order Linear Equations

We olve thi equation by integrating each side. We illustrate the solution method in
· · made ·m th fi h p pulati n m d I at the beginning of
In addition to th a· .umptton
ectton
remo fi 2 1 h
upp e that w .
harve ·t the p pu Iat1on at th rate h. In ther w r we
the following example.
d ' d 1 fr m the populat1 n b)' fi hing at the rate h. B m difying th Maliliu .
mho t:: 1 e'e~oped
in tion ~.I.
'' find that th rate at wh1 h the p n iz pula~ Example 1
ange ·ati ·fie
Con ider the IVP dy/dt = y - 1/2, y(O) = a. In this ca e, the fi h population grows
dv
-·-= kv at the rate of l (ton per year) and fi h are harve ted (or fished) at the rate of 1/2
dt . - h.
(ton per year). (a) Determine the behavior of solutions by drawing the pha e line.
Th refor . \\e determin the population s12e b)' h ing (b) Find the solution to the IVP. (c) Inve tigate the behavior of olutions of the IVP
tfr u ing y(O) = 1/4, y(O) = 1, and y(O) = 1/2.
tft = J..y - h. Y 0) = Yo·
Solution (a) By olving y - 1/2 = 0, we find that the equilibrium olution is Y
v =.l. = 1/2. We draw the pha e line in Figure 2.8. We include only nonnegative value
''her Yo r pr nt the ·m1·t·ia1 p pulation s11e ln dditi n to bcin s pa.rah! th.
fi rential quation j · ta. -1fite d a. a fitr t- rder linear differential •qu ti n.. 1 dif- ~ 2
on the pha e line becau e we are intere ted in y(t) 2:: 0 because y(t) repre ents
population ize. ote that if y > 1/2, then dy/dt > 0 while if y < 1/2, then
dyldt < 0. Therefore, on the interval y > 1/2, the arrow is directed upward and on
0 O :S v < 1/2, the arrow i directed downward. The pha e line indicate that
Definition 2.2 Fir t- rd _ r _inear
_ o·rr .
t 1er nhal
olution to the I P dyldt = y - l/2, y(O) = a with a > 112 increa e as t ~ +oc.
fir t-order linear differential equation_a_n_b_~_ _;:_.:.__ _ _ _ _ __ Figure 2.8 Pha - tine for
on er ely, olution to thi lVP with 0 <a < 1/2 decrea e a t ~ +oo.
!!2_ I
(/\•
dt - .\ = -2
dr + P t) ' = 'I t . (b) We ol e dy/dt =y - l /2 a a fir t-order linear equation by rewriting the equa-
ti n a dyldt - y = - l/2. The integrating factor is
µ,(t) = efpu)d1 = eH i)d1 = e-',

I d)' 1 l 1
or
\\ ritin_ dy dt = .- h in thi f m1. '' ha' t::
th quati n can be written a e -di - e y = --e
2
d\•
dt - k~ = -h.

1 1
int ·grating f: ·t r lntegrati n ield e y
1
= 2e + C,
µ ( = efp{I '.
 38 Chapter 2 First-Order Equation 2.2 First-Order Linear Equations 39

0.25 y(t)
I
= 2 + Ce 1
•
Figure 2.12 shows the graph of y = t + Ce -x' for various values of C. Identify the

-0.25
-1-_.:,,,.__._~+---+~
graph of the solution that satisfies the condition y(O) = -7.
-0.5 (c) If }~O) = 1/4, th n y 0) = 112 + C implie that C =- I 4. Therefore, In some cases, we must rewrite an equation to place it in the form of a linear
-0.75
-1.25
-1

y(t) = t-te,. y

l.5 2 x
first-order differential equation.

Figure 2.9 oiution to \\e graph >t) in Figure 2.9. otice that th population b om · xtin t when Example 3
dl I I l I I
dt - - 2» U) = °4
2- 4e = 0, or t = ln 2 = 0.69314 7 year. (We ignore the p rt1on of the olurion
Solve -dt
dr
. t - 1r tan t , 0 < t < 71'·'2
= Sill 1·
curve wh re y(t) < 0.] We hould note that any olution to th1 IVP with y 0) < 1 2
become extinct at ome time. If y 0) = 1, 1 2 + = I indicate that = 1 2.
1 l Solution otice that if t is the dependent variable,. the equation is nonlinear
Th r for,} t) = 2 -r 2
e', o y(t) > 0 for all t, a· we · m F1gur 2.10. In fact.
Figure 2.12 (in t). (Why?) However, solving the equation for drldt yields
th population grO\\ \\ ithout b und. If_1 0) = 112. then) t) = I 2 a exp ct d be- d dr
2 au ,. t) - 112 i an equilibnum lution. If the p pulation 1· m1tiall) I 2 ton th n ~ = sin t - r tan t or dt + (tan t)r = Sill
.
t,
1.5 it remam at that level. ( et: Figure 2.11.)
I which is a linear equation in the dependent variable r. With p(t) = tan t, the inte-
0.5 grating factor is
0.5 1.5 2 x Example 2
t) = Jtan ( dt = e-lnJcos ti= _l_ 0 < t < 71'12.
Figure 2.10 olution to
J.L( e cos t'
dr
dl'
-"-=>•--
I oh th initial-valu prob! m dx , ·\ = x 4
, _1~0) = -7. Then,
dt 2 .•luJ=l
!!:.... [J.L(l)r) = J.L(l) sin t
d\' dt
Solution W b1:gin by h ing the linear quati n -·- x 4y = x 4 u ·ing th
ch
inte 0 rating factor e1 •dx = e"'. Th n, the qu tion an b wntten a d [ 1 ] sin t
dt eotr = COt
d e' ' \') = .\ 4 e' '
-cfr • _l_r = -lnicos ti+ C
co t
o th t integration of b th ·ides f th cquati n y idd r = -(co t)ln(co t) + C cost.
0.2

olve the initial-value problem

0 2 x

~; =
lution i 1
Figure 2.11 luti in t - r tan t .
th• I l I
{ t(l) = 71'14
~ = y - -. >0) = - ) =-::- ,
dt 2 -
Graph the olution on an appropriate interval.
\ c fin th · unkn
Thi nditi n) 0 =- i.
P I luti n t) th· ini i [., lu Example 4
.......
· · t d ced into the blood tream in do age of D(t) and i removed at a
If a drug 1 m r u . ) · · · b
rate pr p rt1· na I t o the con entration ' the concentration C(t at tlll1e t 1 gl\ en y
40 Chapt r 2 Fir t-Order Equation 2.2 First-Order Linear Equations 41

We graph C(t) on the interval (0, 30] if k = 0.05 , 0.10, 0.15, and 0.20 for lo= 4, 8,
!!_
dt
= D(t) - kC 12, 16, and 20 in Figure 2.13. From the graphs, we ee that as lo is increa ed, the
{ maximum concentration level decreases and occurs at later times, while increasing
C(O) =0 •
k increases the rate at which the drug is removed from the bloodstream.
wh re k > 0 i th on tant of proportionality.•
(a) ol\'e th1 initial-value problem. c c
30 30
(b) uppo that ov r a 24-h ur period, a drug i introduced into the bloodstream
at a rate of 24 to for ex.a tly t0 hour· and then topped o that
10 =4
20
to= 8 20
10 =4
D'o(t ) _ {24 100, if.f 0 s t s t0 to= to=
12 16
10 = 20
10 =8
, I t >lo . to= 12
10 = 16
What i th total d . age and a\·erage do ag m·er a 24-hour penod? 10 10 10 =20
(c~ al ulat_ and th n graph (t) on th interval (0. 30] if k = 0.05, 0.10, 0.1 , and
0.-0 for lo ~ 4, . 12. 16, and 20. How doe increa ing t0 affe t the oncentration
of th drug m the blood tream? HO\\. do increa mg k atfe t it? 10 20 30 30
0 I 0 10 20 I

(a) (b)
c c
30 30
Solution
(a) fter r \\nting the equation a ~; + kC = D t), w find the inte-

grating fa tor to b µ(t) = efhlt = ekt. Therefore, we btain ~ [eklC] = ektD t) 20 10 =4 20

that integration yi Id 10 =4
to= 8
10 = 12 to= 8
10 to= 16 10 10 = 12
or (t) =e kt J; e*' D . ) d . to =20 10 = 16
10 =20

24
(b) In ea h ca · the t tal do·age O\er a 24-h ur p ri d i f D () d 0 10 20 30 I 0 IO 20 30 I
'o 24 J,0 ' =
f0
/ ; d1 = 24: the avcrag d age 1 .
I l
(c)

(a) k = 0.05
(d)

(b)k =0. 10 (c)k=0.15 (d) k = 0.20

Figure 2.13
I
_2_4___0
(2-1
Jo D,o( t) dt = 24 1 f'o '>4
=--, d1 = I.
0 0

(c) To compute C(l) = e-tt J(' etsD, 0

(.) d. we mu t k
P in mind that D, (t) a
EXERCISES 2.2
0 1
pi e\\ i d fined fun tion :

kt 1e D, (:) d =
1
ts e
-At LI As -4
-
.
d\, 1f 0 s t s t0 In Exerci 1-24. olve each equation.
9.
dv
dx - y tan x = e -i:,
= o lo
0 {
e- At f'o e ~
'>4
cl • if l > t0
cfr
1. d."(
I
-1·=.r:
r:·
2.
dv
-=- + -
d'
1
x·
i· = sin x
2x-6 )
o r0 10. dy = ( 2x + x 2 _6x + JO y dx
24 di· I dr 1
- 1 - e -1a> , .f
1 0 ..= r s to * · -+-v= e' 4. -'- +-r = xe ' d1• 3x 2
- kto d.t \. dr: x· *11. -"- - -2- 1 · = x
dx x -4"
- 24
{ -1
kto .
di·
~---,
2x
i•=2r 6.
d1·
~---2 y= x
2.r: 2
12. !JI.. - !Ox2 - l v = -~---
dt I + r· · cfr l+, dr: x(IOx 2 +7x+I}' 10x 2 +7x+I
dr di' 4x v=x 3
13 . __.__
= (-' 8. -
dx + ·i · cot r - co · '
•. dy -,-·-
Xl' ) dr
,. - I dr: 4x 2 - 9 ·
42 Chapter 2 Fir t-Order Equation 2.2 First-Order Linear Equations 43

14 EL - Ifu \ = x 36. Ify = Y1(x) ati fie the homogeneous equation dy!dr 41. Ob erve Figure 2.13 . De cribe how the value of k af-
*53. Solve y' - ..!.2 y = 5 cos x + 2ex by assuming that
· dx 16x 2 - _5 • · fect the concentration of the drug in the system. Do
+ p(x)y = 0 and y = y 2(x) ati fie the nonhomoge·
dv 9x neou equation dyldx + p x)y = r(x), ho'' that y = larger or mailer values cause the drug to remain in y,.(x) = A cos x + B sin x + Cex.
*15. ~ - , l' = T
dT 9x•-+- 49 • . Y1(x) + Y2(x) att fie the nonhomogeneou equation the y tern longer? How would the chemist working
dv dyldx + p x)y = r(x). for the pharmaceutical company de ign the drug? In Exercises 54-59, solve each of the following equations us-
16. dx +- (2 cot T)y =co x
*37. (a) how that if y = y 1(x) i a olution of dy dx + 1 dy ing the Method of Undetermined Coefficients.
p(x)y = r(x) and y = y 2(x) i a olution of dyldx
42 . dx +y = q(x), where
dl· dy 54. y' + 4y = 8 cos 4x *55. y' + lOy = 2ex
· --'-- n = x3
dx - ·. 1 . dt -xy=x + p(x)y = q(x). then y = y 1(x) y 2(x) i a olu- = {4, 0 s x s 2 y(O) = O
q(x ) 0, x > 2 ' . 56. y' - 3y = 27x 2
57. y' - y = 2ex
tion of dv'd;; + p x)y = r(x) + q x).
1
*19. d} = -,-- dx dy 58. y' + y =4 + 3ex *59. y' + y = 2 COS x + x
20. -dy -x = •~· (b) U the re ult obtam d m (a) to olve
dt r-x dr
43. d;; + y = q(x), where
60. (First-Order Linear with Periodic Forcing Func-
-'-- + 2y = e ·x + co x. X, 0 s x s 1 y(O) 1
. dx = 3xy~ dt q(x) = { 0. x > I ' = . tion) Consider the differential equation
22
dy I - y3 dy
dv
dx d;; + cy = f(x)
*23. ~ = r 3
E.. 24. ~l' l' = e- 1
Without actually olving the problem in Exerci e 3 - O.
match each initial-value problem m Group with the graph of
44. + p(.r:)y = 0, where

( ) = { I, 0 s x s 2 (O) = 2 where f(x) is a periodic function and c is a constant.

it · olution in Group B. px - I ,X >2 ,y .
The goal of this exercise is to determine if equations
In Exerct e 2 · -34. ohe th intttal-\ Ju prob! m . Graph the
Group A cir of this form have a periodic solution. (a) Solve the
olution on an ppropriat mterval. *45. dt + p(x)y = 0, where dy 1
d• . y - .t)' = I•) 0) =I = {2, 0 s x s I "O) =I IVP dx + 2Y = in x, y(O) = a. For what value of a
2 . C:X - y = 4e-", y(O) = 4 39. l - in(2m)y = I.) 0) =l p(x) 4, x > I '>' .
does the IVP have a periodic solution? Graph the lope
dy 1 46. ( Ieth od of Und etermined oefficients) Con ider field for this ODE. Describe the behavior of the other
26. dx-y=e -x.}0)=-l 40. l'' - - 2 - l ' = I. l 0) = I
. x +I. · the first-order nonhomogeneous equation olution . Do they approach the periodic solution
dl· y'+y=co x. found in (a) as t ~ +oo or as t ~ -oo? (b) olve the
*2 . --'--
dx
dy
"!" 3x 2 \-•
•
= e-:r' >"0) =.,
'' - (a)
Group B
(b) We can olve the problem in two part . Fir t, we ~an
olv the corre ponding homogeneou equation
IVP : - + y = sin x, y(O) = a. For what value of a

2 . dT Ll)' = :!x, 0) =- I 10 10 y' + y = O. (a) ho\\ that Yh(x) = Ce A i a general

does the IVP have a periodic olution? Graph the slope
field fo r this ODE. Describe the behavior of the other
olution f thi equation. (b) ext, we attempt to fmd
dl y 0 x { 4
29. --'-- - - = - - , > -::;- = -. x
7.) >0 a lution of th n nhomogeneou equation by guess-
solutions. Do they approach the periodic solution
found in (a) as x ~ +oo or a x ~ -oo? (c) Based on
dx x x - .. ing the fi rm of the olut1on. uppose that this pa r -
6
6
30. dy + l
dr x
= 2~' y I = -1 · x > 0 ticula r olu tion is r,,(x) - A co + B in x. ubstitute your finding in (a) and (b), does the ODE : + cy
4
4 \' mto r' r - co x to ·hm that the undetermined
= f(x), where f(x) i a periodic function and c is a
d~ ~ x .c fficient, are , l ~ - I 2 and B = I '2. Then, a gen-
*31. ~---
dx ~ I
·=--1'·i 0 =I 2
ral ·olutton of the nonhom g neou equation i
constant, have a periodic olution? How does the value
of c affect the other olutions?
I I .
32.
en
d; 2.t 2x
-.,-y = - -.y(O)= -4 0 0. I I. :? :? . ,\
y(x) = Yn(x) + y,,(x) - Ce ' - co x + 2
' tn x. 2 61. Suppo e that a drug i added to the body at a rate r(t),
x· 4 x· 4 0 0. I I.
(What int grol \\ uld need to be e aluated if we used and Jet y(t) repre ent the concentration of the drug in
(c) the bloodstream at time t hour . In addition, suppose
dx an integrating fa tor t · I e the DE?)
3 . dr =x I -1- I, x(O) =_ ) that the drug i used by the body at the rate ky, where
4 . Iv y' - y ·m 2\.
k i a po itive constant. Then the net rate of change
d 21
+y 2
34. Tr= e 4 · olvc y' - 5e ' b a. ·urning that );,(x) = Ae '. in y(t) i given by the equation dyldt = r(t) - ky. If at
*4 . =
olvc y • y <' ' by a· ·urning that y,.(x) = Axe - '. t = 0, there is no drug in the body, we determine y(t)
6 Wh) d n't" ch · 1;.(x) = Ae - "? by olving the initial-value problem

S . he ,• + 1. = 2 - e 2' by as ·urning that y,.(x) = dv

dt = r(t) - ky, y(O) = 0.
./ B, ...
2 - 1. h 'y' \' \ by a~suming that 1·,,(x) A.\+ B. (a) upp e that r(t) = r, where r i a po itive con-
2. h 27\.: 9 b assuming that .1i,(.r) = tant. In thi case, the drug i added at a con tant
./\• rate. ketch the pha e line for dytdt = r - ky .
44 Chapter 2 Fir t-Order Equation 2.3 Substitution Methods and Special Equations 45

oh e th I\ P. Detennin lim ) t). How doe thi · d1• dy

hm1t corre. pond to the ptU; tin '? 63. Compare th olutions of dx + y = /(x) ubje t to -
dt
= (k- ay)y

(b) uppo e that r(t) = I m t and k = I In thi v(O) = 0. wh re /(x) = x, in x, co x. and ei.
a.., • the drug 1 dded t a periodic rate. olve to how that it differ from dy/dt = ky in that the rate of growth (the coefficient of y),
di·
the !VP. D t rrnin thm... > t) 1fit e. i.t ). De nbe 6-t. Compar th olu11on of-=-
dT + kv. = x, .1 0) = I for (k - ay), is not constant. Instead, this rate depends on y. Although this is a separable
v.hat happen: to the rug con"emration O\cr time. equation, we can solve the ODE by another approach through the use of the substitu-
k = -2. -1. 0. I. 2.
(c) uppo e that r{t = e ' and k = I. In thi tion
d1•
dT + .1· = x. .1 0) = k for
th rat i wtuch the drug i d d de reas over *65. Compare the olutton of -=- w = yl - 2 = y - 1.
~1me ohe th IVP D t rrnme .~~ )~t) (if it .
1 t D ·nbe \\hat happe!l! to the drug con en- k = - 2. -1. o. I. 2.
We would like to tran form the logistic equation from an ODE that depends on
tration O\ r um . - 66. (a) raph th dire ti n field f. r the equation y ' = y and t into one that depend on w and t, o we find dw/dt with the chain rule:
y - x. (b) ohe and graph the • lution to th initial-
One ad\'antage of usin.,, t hnol ~- i that often v. h n a large
number _of problems arc h d th ir · luti n arc compared
valu prob! m. (i) {
1•' =·1• -
1~0) = I
\ {v'
· : (ii) ·
=
1 0) = I.I
1· -
·
r
· : and dw _ dw dy _ _ .2 dy
dt - dy dt - y dt.
and onJ cture about gen ral pattern.-; can be d1 CO\cred and
tested. Many computer at cbra ) tern re capable of oh ing
(iii) t'o~ ~· ~ 9\ (c) omm nt on th1 tatem nt: if Therefore,
a variety of linear equation , p nic:ularl. th that ar fre~ ''e hghtly change th initial ndit1011 m a hnear
dy _ 2 dw
qucntly encountered in an el mcntary differential quation m1t1al-\alu prob! m. th luti n al ·hghtly hange . di- -y Tt"
COUI" .
62. Fin a gen ral lution of the uation ub titution of thi expre ion into dy/dt - ky = -ay 2 gives us
dl'
x....::....+J=xc x. Graph , OU hrtion on thc 2 dw
dT -y - - ky = -ay
2 dw ky - 1 _
recian.,,lc [O. 2 ::") dt
or dt + - a.
(- 10. 10).
1
Finally, with the sub titution w =y , we obtain the first-order linear ODE

dw
dt +kw= a,

Sub titution Method and Special Equation which we olve with the integrating factor J.L(f) = efkdt = ekt. Therefore,
d kl ]
dt [e w = ae kt , o

e kt w = -a e kt + C
1 or - a
w-k + C1e - kt .
k

Returning to the original variable, we have

dv
dt = ky. {0) = Yo and
cfr
cir = ky - h. J ) =Yo· y I f
= + C1e - kt.
, n n id r mpli at d m I that im h n nlin · r qua· 1 a
pp! ing the initial condition, y(O) =Yo, we find that Yo = k + Ci. o that

d· 1 a k - GJ'o - 1 _ a k - ayo kt
- I -= ~ - k, r = k;•o . Therefore, y - k+ /cyo e olving for y,
dt= kl• -
1
0) = ..
we find that
aim
I id y = ay + (k - ayo)e At •
0
 47
2.3 Substitution Methods and Special Equations
46 Chapter - First-Order Equation

dw 3w 3
In Figure 2.14. we graph th1 function u ing the parameter value y 0 = l 4 a = -dx+ -x = -
x
3 L and k = 3. otice that unlike olution to th Malthu model. olution to the lo-
:!.5 gi tic equation are bounded. becau e w = y 3 . We solve this equation with the integrating factor
Equanon u h a the logi ·tic equation are cla ifi d a Bernoulli equation . µ,(x) = ef(3fx)dx = e3 lnx = x3' x > 0.
1.5

0.5
I

Definition 2.3 Bernoulli E quation

Multiplying the ODE by µ.,(x) and simplifying yields
3
! 3
[x w]
2
= 3x
, so that
3
6 10 x
Bernoulli equation is a fir t-order equation f the form
x3w = x 3 + C. Solving for w, we find that w = l + Cx . Substituting w = y and
solving for y give us
Figure 2.14 olution to th di'
logi ·tic equation = 1 4. dt + plf) Y = q(t) yn.
a = =
I, and k 3)

. . . dy x+y . .
w con ider the differential equation -d = - - - , which can be wntten a
Of cour:;e, tf n = 0 or n = I. th1 equation i lmear. we w uld n t ne d to make O ' x y-x
a change of rnriable to ·ol\'e th equation. How ver. fi r th r value of n. u h a
n = - a w con 1dered in the pren u · . amp! . we he th quation with th (y - x) dy + (x + y) dx = 0.
ub -ii tu ti on Becau e this equation is not of the form jj(x)g1(Y) dx + fi(x)g2(Y) dy = 0, it is not
W =Yl - n. eparable. However, i~ we let y = ux, .then. we u e the product rule to obtain dy =
dx + x du. ub titutmg the e expressions mto (y - x) dy + (x + y) dx = 0 and rrn-
In domg o, w tran ·form th nonlinear quati n int the lmear equation 11
plifying re ult in
dw 2 2
dt +(I - n)p t) w = (1 - n)q(t). (ttx - x)(u dx + x du)+ (x + ux) dx = 0 or x(u + 1) dx +x (u - l) du= 0 .

This equation i eparable and can be written a

. fter olnng th1 quation for 11• by u ·in_ n integrating f t r, ''e r tum t th ri_ -
=
mal 'an able w1t_h th ·ub ·ti tu ti n 11· y 1- n nd b) · h ing fi r 1•• f ur:; • i.:moulli
dx =~du.
quation ma) involve 'ariabl ther than · r r. but \\e foil ,,. a 1m1lar luti n x ll~ + l
method.
Becau e the right ide of thi equation i equivalent to ( u2 ~ 1- 112 : 1) du,
Example 1
we find that

l' l
~=-,.
l" .\)' ...
l">O.
ln\x\ =tan 1 11 -t ln(u
2
+ 1) + C.
1 2
Solution
ti e that the ab olute value i not needed in the term 2 ln(u + l) because
u2 + I > o for a\l u. ow, 11 = yix becau e y = 11.x, o re ub titution give us

ln~l"\ =tan 1
(y/x) - ~ ln((y:x)
2
+ 1) + C

• 2 a · a g neral · luti n of (y - x) dy + (x + y) dx "'.' 0. .

-=-- The equnti n (_r - \") dv + (x + y) dx = 0 1 called a homoge~eou equ ation.
\\.e can alwa redu c a horn geneou equati n to a eparable equation by a uitable
luhipli ti n u th · fir ;t- substituti n.
48 Chapter 2 First-Order Equations 2.3 Substitution Methods and Special Equations 49

Definition 2.4 Homogeneou Differential Equation vy dy + y 2 dv - vy dy - y w + l dy = 0.

A_ fir t-order differential equation that can be written in the form M(x, y) dx + Notice that by writing Yv 2y 2 + y 2 = Yy 2(v 2 + 1) = IYl w + l asyw+l",
\(x. y) dy = 0, where Jf(tx, ~r) = tnM(x, y) and (tx, ty) = tn (x, y) i called a we are making the assumption that y ~ 0. The initial condition includes a positive
homogeneou differential equation (of degree n). value of y, so we can solve the IVP with this assumption. We can simplify and sep-
arate the variables in this equation to obtain
dv dy
or
Example 2 w+l y

Using a table of integrals or a trigonometric substitution to evaluate

hO\\ that the equation (x 2 + yx) dx - y 2 dy = O i homogen ou .

Solution Let M(x, y) = x 2 + p · and , (x, y) = -y 2 . The quation

I dv b .
w+l,weo tam

2 lnlv + w + l l = lnlyl + C1.

(x + p") d.x - } 2 dy = 0
homogeneou of degr e 2 b cau Returning to the original variables with v = x/y, we find that

and
Af(tx, ty) = (tx) 2 + (ty)(tx) = t 2(x 2 + yx) = t 2 M(x, y)
lnl~ + J(~Y +ii= ln lyl + C1
'(tx, ty) = -12y 2 = t 2 (x, y).
y ~+~=C2Y
5
4
x + Vx2 + Y2
Homogeneou equation are reduced to eparable equation b either of the ub- -----'--=C2y
titution y

y = l/X or x = \}'. x + Y x 2 + y 2 = C2y 2

. e the u~ titution Y = ux if N(x, y) i le omplicated than M x, 1·), and u ex = 1·r

if Jf(x, Y) 1 le complicated than i\'(x, y). lf a difficult integrati~n problem i e~-
y= ±tvi +2C2x.
countered
. after a ub titution i made , try th othe r u b t'tut'
1 1on t o e 1·r 1't 1e
· Ids an -l
2 3 4 5 x
ea 1er problem. . with the paration of variable · te hniqu , thi t hn tque ' was aJ Applying the initial condition gives us -
C2
-v
1
1 + 2C2 · 0 = 1 o C2 = 1. Therefore,
dt CO\' r d by L 1bniz.
Figure 2.15 Graph of the olution to the IVP is y = ~. We graph this solution in Figure 2.15.

'(~)2
otice that the curve pa es through the point (0, 1) as required by the initial
Example 3
lnl y x2 + ..!..
y y
+ 11 = 0 condition.

. . dr r
o Ive t h m1tial-valu prob! m -dx-- = ----;===
2 ' ) 0) = l. ln addition to verifying that M(tx, ty) = tnM(x, y) and N(tx, ty) = tnN(x, y), there
x \, "' + y2 . are other way to determine if an equation is homogeneous or not. For example, solv-
3 3
ing the differential equation 4xy 2 dx + (x + y ) dy = 0 for dy/dx, we obtain
Solution
\ fx2
\\'h n w wnt
)'2) dy = 0, \\ r
th
1
di ffi r ntial
h m g ne u dy - 4.xy 2
i
~ (-4xy
2
)
-4(r)2
x (y)
be au .\/(.r, y) = -.1 1 ompli t d than .\'(.\. y) =x + dx = x3 + y3 = _l (x3 + y3) = l + (f)3 = F ~ '
x = 11· · that d\· = 1· dy J d1 ub tituti n yi Id x3 x
)Vd• yd\')-(1'.l' \1 -y- _l 2 )dy=0 where F(t) = -4t 2/(1 + t 3). Similarly we find that
Ch pier 2 First-Ord r Equation
2.3 Substitution Methods and Special Equations 51

1 2
-4::.
(-4.\)' )
(,.)
, l y
(~l' ."
4.\)'~ y
1+' l = 1 - - - - \'
dx
x y -tx3 +y l -(-~-,:-r-~-1 = G ~· .
r 0.5 0.5 0.5

\\h r G(t) -41 I I). Thi ind1("\les talthough \\e ha\e not sh0\\11 it in general)
lhal an qualion 1 hom g n ou 1f,,e an\\ rite it 111 either of the forms dy dr = Fi v!r) - 0.5 0.5 1x - I - 0.5 0.5 1X - I ,._.0.5 0.5 Ix
or di dx = G \' l ).
-0.5 -0.5 -0.5

Example 4 -I -I

(a) (b) (c)

y )'

.:r
Fmd \alu of o0 , a 1. a 2 , and a , none of \\h1C'h arc 1cro. o that the nontriYial
d\• GoX ..,_ 01Y .
oluti n to dx - - - arc p1.:nod1c.
o 2 x- o y 0.5 0.5

Solution Thi equation i h m cau c 1.t

-I -0.5 0.5 Ix - I .-0.5 0.5 -I -0.5 0.5 j .l

l'
ao
o1~y = rf) •
dv 0.5 0.5 •0.5
~-t-~
dx 02\" o \' x
02 l - ~ 1
-I

(d~ (.:) (t)

0 -t- Oil
\\h r F(I) = -o -at. L1.:1ting y 11.x kads to
Figure 2.16 (a)(/() -4, a 1 = 3, G 2 = 7, a 1 5 (b) Go· 4, a 1 5. Go= -6, a, = 3
(c) a0 3. a1 I. a 1 t, Gi = -2 (d) Go 3. G1 = - 1. a2 = l . G3 = 2 (e) Go ~ - 2,
r o 11 2
a2 - oi)u - o0) <fr x 2 a,11 + o2 ) du =0 £11 -7. £12 ~ 7. a 1 = 2 (f) Go 5, a 1 = I. a2 2. GJ = - 4

a 11 a2 I
-a,ur--(a2-- -
o 1 )u - a 0
du =- x dx.

Ids a ' n ral oluti n of the quatt n

In\ a0 dr aox + a1 I' cveral of the re ult we obtain are ·hown in Figure 2.16.
equation <h = <h.\ + a1y · . .
(lsc cac h .d m.:c
, t.-ion fi'eld to graph everal olut1on
. to each
- equation.)
- d
tanh 'SC graphs we sec that the choices ao - 3, a 1 - -1, a2
From ti H.:. I,dvan
In ~ ••

01 = _ 2 may lead to pcnod1c solutions. A general olution of the equation <l\· =

In
- - · - IS
1
3 ' - .\)' + .1.2 --
Jr - \' . -x- c (why'>)· ' which is a family of ellip cs as shown in
. - 1· 2 . Id
'•. -- -· . w.-"' •sec that
I··1gurc 1 17 ·
' the choices ao = 3. a1 - I • a2 I , an d a3 -') •vie
t nh 1raph ol
- ~· > = ( for \arious periodic solutions to the equation.
\ lu Of

dv
\'/imi · rhat the nontri1·ia/ solutio11s 10 <i, a 1 and
52 Chapter 2 First-Order Equation 2.3 Substitution Methods and Special Equations
53

(a) (x - 2y + I} dx + (4x - 3y - 6) dy = O
46. Show that if the differential equation dyldx = f(x, y)
EXERCISES 2.3 (b) (5x + 2y + I} dx + (2x + y + 1) dy = 0 is homogeneous, the equation can be written as
(c) (3x - y + I) dx - (6x - 2y - 3) dy = O dy/dx = F(ylx). (Hint: Let t = llx.)
(d) (2x + 3y + 1) dx + (4x + 6y + 1) dy = 0 *47. If M(x,y) dx + N(x,y) dy = 0 is a homogeneous equa-
tion, show that the change of variables x = r cos 8 and
In Exerc1 e 1-6. olve the Bernoulli equation. 24. y dx + (xy + y) dy = 0 41. Fi~d an ~uation of the curve that passes through the y = r sin 8 transform the homogeneous equation into
pomt (\/e, Ve) and has slope y/x + x/y at each point a separable equation.
25. (2x - 7xy + 5y 2 ) dx + xy dy = 0
2
(x, y) on the curve.
1. )'' - _!_ \ = !.. 2. y' y = X)"2
2. y 26. (y + 2Vx 2 + y2) <ix - x dy = o 48. Equations of the form
2
*3.
I
>' - -2x. 3
l' = .\' co x
I 3
4. .v' - -x·v = .v in x *27. y 2 dx = (xy - 4x ) dy In Exercises 42- 45, without actually solving the homogeneous f(xy' - y) = g(y')

28. y dx - (3~ + x) dy = 0 ~quations, match each equation in Group A with the graph of are called Clairaut equations after the French math-
co x its direction field in Group B.
5. J - 2v = -r..
. '. y
6. y' 3y = '-IY in x 29. (x 2
- y 2 2
) dy + (y + xy) dx = 0
ematician Alexis Clairaut (1713-1765) who studied
these equations in 1734. Solutions to this equation are
30. xy dy - (x 2e-yix + y 2 ) dx = 0 determined by differentiating each side of the equa-
Group A
1n Exerci e 7- 16. determme 1f the differential equation i ho- dx 2y -x x tion with respect to x.
*31. - = - e ' +- 42 dy = xe>·1x dy ye>'lx
mogeneous. If o, determine 1t5 degree. dy x y . dx y 43. - = - - (a) Use the chain rule to show that the derivative of
dx x f(xy' - y) is
7. (x + 3y)d.T - 4xd} = 0 32. x(ln x - ln y) dy = y dx
dy yexly dy xexly
2 2
. (y -x )dx .... X)•dy=O 44. dx =-x- 45. - = - - f'(xy' - y)(xy" + y' - y') = f'(xy' - y)(xy")
dx y
where ' denotes differentiation with respect to the
*9. Vx 2 .... X)' dy - .9 · <ix = o In Exerci e 33-39. olve the initial-value problem.
argument of the function, x.
dy 4y - x 2 2 Group B
fa)
1O. dx + (x + y) dy = 0 33. d.T = 2xy • y(l) = I (b) Show that the equation
(b)

11. co (-x-)
x"'" l'
dx e
2
"' dy = 0 34. (x + y) dr - x dy = 0, ;~l) = l 3
y
3
y f'(xy' - y}(xy") = g'(y')y",
which is equivalent to
*35. x dy - \Y + Yx 2 + y 2 ) dx = 0, J~I) = 0 2 2
12. .v In (.:!.)dx .... L
x ....d
y y= 0 2 [f'(xy' - y)x - g'(y')]y" = 0,
cx + .v V x + y 2) dx - X)'Vx 2 + y 2 dy =
2 2
y 36. o,
y(I) = I
*13. 2 In x dx - In 4y 2 ) <fl·= 0 is obtained by differentiating both sides of the
-3 -2 -1 Clairaut equation with respect to x.
dx -xy 2 dy = 0.J~l) = 3
3 3

14. (~·~ l)
l
dr - ..!_ dv = 0
)'2 ..
37. (y -x
3
38. xy dx - (x
)
4
+y4 ) dy = 0, J~I) = I
-1
2 3 x -3 -2 - 1
-I
2 3 x
(c) This result indicates that y" = O or
f'(xy' - y)x - g'(y') = 0. If y" = 0, y' = c
15 -2x
m - dx
· co 2y
+ (In
- ·
lnx
v) d\•· = 0 4
*39. y dx + (x 4 - X)' 3 ) dy = 0, _i~l) = 2
-2 -2
where c is a constant. Substitute y' = c into the
-3 -3 differential equation f(xy' - y) = g (y '), to find
40. First-order equation of the form
16. V.r 2 .:. I dx.:. y dv = 0
fcJ that a general solution is f(xc - y) = g(c). If
(a,x + b1y + c 1) dx + (a 2 x + b2y + c2 ) dy = 0 (d) f'(xy' - y)x - g'(y') = 0, this equation can be
In Exerc1 e 17-32 ..·ohe ea h quation. y y used along with/(xy' - y) = g(y') to determine
can be tran formed into a homogen ous equation with
3 another solution by eliminating y'. This is called
1 . :!x dt ll - 3x) d} =0 a tran formation. If a2 'a 1 =f. b21b1o the tran formation
the singular olution of the Clairaut equation.
t . 2y - 3x dx x dy = 0 x = X. + h, where (h, k) ah fi1e th e hnear
· ) · terri
2
{ y=i+k 49. Use the following step to solve the Clairaut equation
2 l
*19. XJ -J dt• x- 3y)d> =O xy' - (y')) =y.
=0 { a1h + b1k C1 = o.
reduce thi equation to 8
20. (x2 .l)' 2) dx - X) d\ Gzh + b2k C2 = ? . Jf
'3 -2
-3 -2 -I 2 3 x
(a) Place the equation in the appropriate form to find
2 1. (xl ) ) dx - X) 2 d\ 0 = homog neou · quatJon m the vru:abl X and >· •
-l
that/(x) = x and g(x) = x 3 .
a 2/a 1 = b, b 1 - k th tran formation== a 1x + b1.1
d) 4 - •. . in (b) Use the form of a general solution to find that
22. dx =-;- redu thi equatlon to a homogeneou equat10n -2 3
xc - y = c and olve this equation for y.
the variable ·' and : . e thi tran formation to 01' e
-3
•2 . (x - > dx x d} =0 the foll win~ quation · (c) Find the singular solution by differentiating
3
xy' - (y ') = y with re pect to x to obtain
54 Chapter First-Order Equation 2.4 Exact Equations 55

y' - 3 ')2y" = , \\htch an be ·imph-

.X)'" ... (a) Differentiate the equation with re peel to x to 60. Consider the solution to the logistic equation y = *63. (a) The sine integral function, Si(x}, is defined by
fied to[.\ - 3() ') 2b" = 0. m ey" = 0 wa~ u ed obtain.\' = -y' - :cy" + (y ')\".
to find the g neral olution. ohe x - 3(y ') 2 = O
for y' to obtain y' = (l" 3) 2 ub titute thi ex-
pre ion for y' into.\)'' - y = (y ') 3 to obtain a
(b) ub titute y' =p to obtain p = -p - x: ay0
kyo
+ (k - ay0 )e
-kt . Find lim y(t). Sketch the phase
,..... ..
line for dyldt = (k - ay)y and compare it to the value
of Jim y(t).
Si(x) = rx
10
sin t dt.
t
(i) Evaluate Si'(x) and limx-->o Si(x). (ii) Graph
relation hip between x and y. + (p)4 : . implify thi equation to obtain f-+OC Si(x) on the interval [O, 67T]. (iii) Approximate the
maximum value of Si(x). (iv) Can you predict
dp 2p ln the arne manner that computer algebra systems and graph-
In Exerci e · 50-53 .. ohe the Clairaut equation. dx = p 4 -x· lirnx-->.. Si(x)?
ing utilities can be u ed to help find solutions of eparable equa-
0. .xy' - y - 2(ty' - y)2 = y' + I (b) Graph the direction field associated with the equa-
. th . dl" p4 - x tion , they can al o be used to help solve and graph solutions
( c) Rewnte 1 equation as -d = - - and ol'e tion y sin(x/y) dx - (x + x sin (x/y)) dy = 0.
1. xy' - y - I = ()' 2
- y' p 2p of homogeneous equations.
thi first-order linear equation for x to obtam (c) Solve the initial-value problem
52. y-.ty'=ln ') 61. olve the equation
*53. I - 2(xy' - y) = (y')- 2 I "
'"= 9P -r Cp
I 2 (x 1' 3y 213 + x) dx + (x 213y 113
+ y) dy = 0. Graph sev- y sin (x/y) dx - (x + x sin(x/y)) dy = 0
{ y(I) = 2
54. Equation of th form y = xf(.v') + g (y ') are called eral solutions.
Lagrang equation . Th e equation - are olved by (d) ub tttutey' = p andx = ~ p4 + Cp- 1 into the y' = y2 _ x2 and graph the solution.
making tht: ub tttuuon
differ ntial equation y = -.\')'' + +tr') 5 to ob- 62. olve the initial-value problem { y(4) = oxy and
p = y'(x).
tain a formula for y. graph the olution for 0 < x s 4.
(a) Differentiate y = xji v' ~(y') with re pe t to
x to obtain (e) Graph the ·olution cur\'e for \'ariou \'alue of C.

y' = xf'(y')y" j(y') g'(y')y".

(b) ub titute p into th equation to obtam
In Exerci 56 5 .. Ol\'e the Lagrange quation.
~ Exact Equations
-'- - 2 (dv)J
dp dp
6. l'
(dv)2 + 3(dv)2
= x -'-
dr d\·
....::...
cfr Unlike homogeneous equations, many first-order differential equations cannot be re-
P = xf' p) dl" f(p) g'(p) dl"
duced to separable differential equations by a suitable substitution. For example, the
dp , first-order differential equation
=fp dx [:if (p) ~'(p)].
cfr
(sin y + y cos x) dx + (sin x + x cosy) dy = 0
5.i =x2---=-
(
(c) thi ation for dx dp to obtain the Im ar cl\ i neither eparable nor can be reduced to a separable equation by an appropriate sub-
q tion
· ul r " · the lim mathemati ian to tak d\'antag' titution. Neverthele , a general solution of
dx xf'(p) ~· p) ~f integrating fa t rs l h tin ar differential
dp = p-f(p
( in y + y cos x) dx + (sin x + x cosy) dy = 0
hons.• ulcr u t:d the foll \\in
\\hi ch 1 UI\ lent to cquati n can be calculated, a we will ee in this section.
f'(p) g'(p) d: : I
(p} - p
x=
p - (p)' ell-
...; -=-.
Definition 2.5 Exact Differential Equation
quation an be hed (a) 1ultiply the •qu tion ) th int ~ratin_ f; t r
p) can be u ed \\ ith -2\.. fir t-order differential equation that can be written in the form
r y.
(b) that d ( 'v.:) = '~
M(x, y) dx + N(x, y) dy = 0,
= - th th
5
fl' =
u 10

->' nd
·- where
(c d af af
g -( '\'::)=
d~ M(x, y) dx + (x, y) dy = ax (.x, y) dx + ay (x, y) dy
:
fi r me function f(x, y) i called an exact differential equation.
 2.4 Exact Equations 57
56 Chapter 2 First-Order Equations

In calculu we learn that the total differential of the function/(x y) is M(x, y) dx + N(x, y) dy = 0

af af df= 0.
df = ax (x, y) dx + ay (x, y) dy.
A general solution of the equation is
Therefore, the equation M(x, y) dx + (x y) dy = 0 is exact if there exi ts a function J(x, y) = C,
f(x. y) uch that M(x, y) dx + (x, y) dy is the total differential of f(x, y).
2 where C is a constant.
· · af af a f a2j
In mult1vanable calculus, we learned that if f, - , - - - , and - - are
ax ay axay ayax
. . a2j a2j
continuous on an open reg10n R, then - - = - - on R. Hence if
axay ayax ' Example 2
.\1(x. y) dx + (x, y) dy = 0 i exact and M(x, y) dx + (x, y) dy i the total differen-
tial of f(x, y), Find a general solution of (sin y +y cos x) dx + (sin x + x cosy) dy = 0.

~x = :x ( !{.) :y (:~)
= = ~~ · Solution The equation is exact because

In fact, we can prove th following. ( ee Exercise 55 in thi ection.) :y (sin y +y cos x) = cosy + cos x = :x (sin x + x cosy).

. . h af . d af .
Theorem 2.1 Te t for E actne s Let !(x, y ) b e a fun ct10n wit ax = Sill y +y cos x an ay = Sill x +x cos y. In-
------------------~
The first-order differential quation \.f(x, y) dx + (x, y) dy = 0 is exact if and .
tegratmg af = sm
ax . y + y cos x wit. h respect to x resu 1ts ill
.
onlv if i! \I = a\'
- Cly ax .
J (sin y + y cos x) dx = x sin y + y sin x + g(y),
where g (y) denotes an arbitrary function of y. We must include this arbitrary func-
Example 1 tion g(y) because the derivative of a function of y with respect to xis zero. That is,
the general form of the function/(x, y) whose partial derivative with respect to xis
how that th quation 2ty 3 dx + (1 + 3x 2y 2 ) dy = O i exact and that the equa- apax = sin y + y cos xis given by
tion t 2y dt + 5xy 2 dy = 0 i not exact.
f(x, y) = x sin y +y sin x + g(y).
Solution Th equation 2ty dx + (1 + 3x~y ) dy = O
3 2
an exact equation Because we are looking for a functionf(x, y) that satisfies
b au ·
af .
ay = Sill X + X y,
~
al· (2n•. ) = 6xv. = ~
COS
ax (1 +
3 2
3x 21>2 )
, , .
2 and differentiating f(x, y) = x sin y +Y sin x + g(y) with respect toy results in
om r · ly, the equation t y dt + 5A)·2 dy = 0 i not exa t b cau e

:
2
(x •v) = x 2 * 5v 2
= ~ 2 :~=sin x + x cosy+ g'(y),
v)' • ax (5xy ) .
it must be true that

If the quation \f(x, y) d< + X(x, y) dy = O i a t. we can find a function

sin x + x cosy+ g'(y) =sin x + x cosy,
= 0. This means that g (y) = k for some constant k. Thus,
Ji x. y u h that \f{x. y) = :: (x. y) and X(x. y) = :~ (x. y). Then th differ ntial qua-
which indicates that g' (y)

tion becom · f(x, y) = x sin y + y sin x + k.

58 Chapter 2 Fir I-Order Equation 2.4 Exact Equations 59

2
Therefore. the unplicit function x in y + y in x + k = C 1 or x in y + y in x = C y and g(y) = -y + C 1 so that substitution into f(x, y) = x sin y + g(y) yields
w?ere C = C1 - k repre ents an arbitrary con tant, i a general olution of f(x,y) =x 2
siny-y + C1.
( in Y + Y co x) dx + ( in x + x cosy) dy = 0. ote that there is no need to in- 2
clude an arbitrary con tant inf(x, y), becau e it i included inf(x y = C.] e eral A general solution of the exact equation is then x sin y - y + C1 = C. Simplify-
members of the family of solution are graphed in Figure 2.1 by graphing everal ing, we have
level curve of the function/(x, y) = x in y + y in x. -10 -5 5 10 x x 2 sin y - y = k,
-5
where k = C - C1 is a constant. Our solution must satisfy y(O) = !, so we must find
47t
~10 the solution that passes through the point (0, !). Substituting x = 0 and y = i into
the general solution, we obtain 02 sin(!) - ! = k so that k = -! and the solution is
x 2 sin y - y = -!. The solution is graphed in Figure 2.19. We see that the graph
Figure 2.1 9 passes through the point (0, !), as required by the initial condition.
21t

f igure 2.18 e graph variou olunon to the Solving the Exact Differential Equation
quation by graphmg everal level curve of the func-
47t x
non /(x, y) = x in y + y m x. M(x, y) dx + N(x, y) dy =0

Example 3 G) As ume that M(x, y) = aaf (x, y) and N(x, y) = af (x, y).
x ay
@ Integrate M(x, y) with respect to x. (Add an arbitrary function of y, g(y).)
olve 2x in Y dx + (x 2 co y - 1) dy = 0 ubject toy 0) = l 2. @ Differentiate the result in step 2 with respect toy and set the result equal to
N(x, y). Solve for g'(y).
Solution The equation I xact b cau e
© Integrate g'(y) with respect toy to obtain an expression for g(y). (There is no
a (2x . need to include an arbitrary constant.)
ay my) = 2x co y = axa (x2 o • - 1). ® Sub titute g(y) into the result obtained in step 2 for f(x, y).
L t/(x, y) be a function with aj'ax = 2x in y and a/lay= x2 co y _ I. lntegrat·
@ A general olution is f(x, y) = C, where C is a constant.
ing af1ax with r p ct to x yield <J) Apply the initial condition if given.

f(x, Y = J2x in y dx =x 2 mv +g v. A imilar algorithm can be stated so that in step 2, N(x, y) is integrated with respect
to y a we show in Example 4.
'oti that the arbitra1!· fun t!on g (y) rv a a " on tant" of mt ration with r .
p t to x. From the differential equation. w hav

af
-ay = x 2 o _v - I. Example 4

and diffi r ntiating/(x. y) = x 2 in y g (y with r t t y gi\' . u Ol e (e~·'x - rx eYI<+ -1 -+1-x ) dx + eylx dy = 0.

2

~I = '"2
uy y ' (y).
Thu. Solution Thi equation exact becau e !___ (eylx _ l eY'X + - ' - 2) =
ay x 1+x
x2 y - 1= ~·{ '
2 .I'
-4e o/' = !._(e
1 1
'" ). Let/(x,y) be a function uch that af = eylx - r e) x +
, . =- 1 .\· ax ax x
60 Chapter 2 Fir I-Order Equation 2.4 Exact Equations 61

l af y y y
---~
l + .c and -ay =e\ .T.
af
Integrating -ay with re pect toy becau e 1t 1 a le
..
compli- 21t 21t 21t

. than -a/ give

cated ex.pre· ion . u
ilx
1t 0 0 1t
() () 1t ()()
41t x
= Je> 'dy = l~x
4Jt x
f(x,y) e '+ g(x) = xe> + g(x)
T

-lt -lt -lt

where g(x) i · an arbitrary function of x. Diffi rentiating /(x. y) with re pect to x ,,........
leads to -21t -21t -21t
Figure 2. 20 Graph of (a} (b) (c)
x co y + 4x - '>in y = C y y
v ) = e)' - 21t
( --2" e>x + g'(x)
for variou-, ' Ju of C x l'
:_ e\x 21t \ 21t
g'(x).
x x
It 1t 1t
1
o g'(x = -1 x 2 • This implie that g(x) =tan- • x. ·of(x. y) =xe>' + tan- 1 x.
Tuer fore, a general olution of th a t quation i xeP + tan- 1 x = C. 1t x

-lt -lt -lt

Figure -.20 how. the graph ofx co y + 4x - in y = C for \'Oriou~ \'Glue of

Identify the cune(s) corre ponding to = 5. -21t -21t

P to now, all initial-,-alue pr bl m ''e have on 1d red ha,· had a unique ·o- (d) y (e) y (f)
lution. However. this n ed not be tru . (Thi topi i n 1d red a~ain m tt n 2. -.) 21t 21t

It It

Example S
1t It 41t x 1t 21t 3Jt 41t r
Find ' luc of Yo o that there i not a uniqu oluti n 1 th initial-\ tu pr I Ill
-It

{ (coxc y- ·inx dt ( o y- inx iny) •=O

Figure 2.21 (a) C = -~ (b) C = -1
>'0) =Yo (c) C = -Hd) C = 0 (e) C = ~ (f) C = l
(g) (h) c
(g) = ~ (h) = ;
Solution The equation (c x
au Y
- - in x) d\· +( · · / 0 i'-
v-mxmyt)=
4.9
a c
~·
xo.v-mx=- x in ·=-axa y - in inJ
4.

4.7
in
4.6

t th 4.~ Figure 2. 22 The solution is nor 1111iq11e near this point

lu 1f} ' because when we zoom in, we see the graph of m re than
- 112 - 0.l 0 0.1 02 ne function passin • through the point.
 62 Chapter 2 Fir I-Order Equation 2.4 Exact Equatio ns 63

(~
46. (Integrating Factors) If the differential equation
40. + y) dx + (e>' + x) dy = 0, y(O) = 0
EXERCISES 2.4 l+x M(x, y) dx + N(x, y) dy = 0 is not exact, multiplying
it by an appropriate function µ,(x, y) yields an exact
equation. To find µ,(x, y), we use the fact that if the
In Exercises 41-44, without actually olving the equations, equation µ,(x, y)M(x, y) dx + µ,(x, y)N(x, y) dy = 0 is
match each equation in Group A with the graph of some of its exact, [µM]y = [µN]x.
In Exerci e 1-10. determine if the equation i · exact 2 olution in Group B.
*2S. (I +y co (xy)) dx + (xy co (xy) + in(xy)) dy = O (a) Use the product rule to show that µ, must satisfy
v ) 26. yen (co (xy) + in(xy)) dx + xexy (co (xy) + the differential equation
2 ~;;
2
1. ( Y - dx + (2.xy - \ x + I) dy = O Group A
in(..ry)) dy = 0
dy erx(cos x - sin x) Mµy - NJJ-x +(My - Nx)/J- = 0.
x l' 27. ((3 + x) co (x + y) + in (x + y)) d'C + 4
1. dx = co y + sin y
2. ~ dx_._ · dv=O (b) Use this equation to show that ifµ,= µ,(x), µ,sat-
' \.f ·'v"-'-+"l
• '• '~
\; X Ty- •
(3 + x) co (x + y) dy = O
dy -ex- v(cos x + sin x) isfies the differential equation
*3. } co :cy) d-c x co :ry) d,l = 0 42
2 · dx = cosy - iny
2 2x y co (x 2 ) - y in(x 2 ) dµ, - My - Nx h M. - Nx
4. (l + 2T) dx (tan x) dy = O
·ec x 28. x2 dx + dy - e• co x - ex cos y di - N µ,, w ere N
2 43 - = -------
S. 3:ty dy + y 3 dx = O . dx e>' in x - ex sin y
2n· + in(x 2 ) is a function of x only.
6. (x - y sin x) dx + (y 6 co x) dy = O . dy= 0 44 dy = ex in x + e-• sin y
x (c) Show that ifµ = µ,(x),
*7. Cy in 2T dT - (\',Y - co 2.t') dy = o ' dx e-•· CO y - ex cos x
e' '(T - ;·)
8• 2x *29. · dx + e-' ·• dv = O µ,(x) =
(e + y) dx - (eY - x d) = O x -
9. ln(xy) dx - !.. d = O
(a)
Group B
(b)
ex
P
(J-1- [
N(x, y)
aM(x, y) _ aN(x,
ay ax
y)] dx).
y
co(~)+ y2 in(~))
2 }' )'
e"(x 31t
10. ?>' dx :!. ery di =O 37t (d) If µ, = µ,(y), find a differential equation that µ,
30. dx-
.l - x2y . fy d . . Nx - Mv
must satis an a restnct10n on M · . Show

In Exerci.e 11 - 30. ohe a h equ tion. e' (x 2 co(~)+ y2 in(~)) 21t

27t that
2
11. 3x dt - dy = 0 dy = 0 µ,(y) =
·\)' 2 It
12. -dx 3y 2 d) = 0
*13. y d'C
2
2\)' dy =0
7t
exp (J M(x, y) [aN(x,ax y) -
l aM(x, y)] )
ay dy .

3x2 \'3 In E~ rc1 31 - 40. ol\'e the initial-Yalue problem. Graph the
14. - d'C - ::_ dy = 0 olution on an appropnate r gion. 2n 3n x 7t 27t In Exercises 47-54, use an integrating factor to olve each dif-
y y2 7t

15. (2x y3) d'C (3xy 2

4 dy = 0
31. 2:1y dr
2
+ 2r2y dy =O.y(l) =I !c)
(d)
ferential equation. (See Exercise 46.)

16. _! dx ( .:."? '> 2

dy =0 32. (I + ~v)
x dx - -1 dy
x = 0. .1 2) = I 31t
} y 47. x 2y dx+ x 3 dy = 0
y \y ) 37t 48. y(2ex + 4x) dx + 3(ex + x 2 ) dy = O
*17. 2.\) dx (x 2
y
2
dy= 0 *33. (2')· + 3x2) dx + (x2 - 1) ~v = 0, iiO) = I 49. y dx + (2x - ye>') dy = 0
34 · (I + x - y) dr - (x + 2y) dy = O. ;iO) = O ilt
t . 2ry 3 dr + (I 3x y 2 2
) di = O 27t SO. (2xy + y 2 ) dx - x 2 dy = O

19. in 2 1dx x m-id;=O 3S. (c-• - 2xy) dr + (xe• - x 2 ) di· = 0. .l 0) = O SI. (y + 2x 2 ) dx + (x 2y - x) dy = O

36. (2T~ 2te - ) tlr + (e'~ - x 2 e-• + 1) dy = o. 2
20. ( x 2 3y 2 ) dx 6.\) dy =0 It
7t
S2. (5xy + 4y + 1) dx + (x 2 + 2xy) dy = O
}~0) =0 2
S3. (2xy + y) dx + (2x 3 - x) dy = O
* . ()' 2 - 2 in 2x) dT + (I -r _w) dv = 0. ,1~0) = I 54. (2x + tan y) dx + (x - x 2 tan y) dy = 0
6.\) di =0 · (
'
• ' -
.m-' \ + y) dr 1• tany + x) dy = O. 7t 27t 7t 27t 31t x *SS. Suppo e that M(x, y) dx + N(x, y) dy = O is an equa-
}\0) =0 tion for which aMtay = a lax.

dv = O
4 . hO\\ that a eparable equation of the form g (y) dy -
h(x) dx = 0 i e:xa t.
(a) Let g(y) = J(N(x, y) - :y JM(x, y) dx) dy.
 64
Chapter 2 Fir t-Order Equation
2.5 Theory of First-Order Equations 65

Show that g i a function of y. Hint: how that

Graph everal olution .
.'\'(x, y) - ~· J .\f(x, y) dx i a funcnon of y by 58. (a) Find a general solution for each of the following
would see that no other solution curves intersect. This tells us that if another initial
condition were used instead of y(O) = 0, then the IVP would have only one solution.
bowing that differential equation : Hence, we say that it has a unique solution. For example, if we consider
(i) (2x + 2y) dx + (2x + 2y) dy = O·
:i: (.\(x. y) - o~· J.\f(x. y) dx) = 0. (ii) (1.8x + 2y) dx + (2x + 2y) dy = O; and dy
dx
x
= y'y(l) = 0,
{iii) (2x + l.9y) dx + (1.9x + 2y) dy = 0.
(b) Letf(x, y) = g(y) + J\f(x. y) di:. how that (b) Graph the direction field for each equation along we have the same general solution, y 2 - x 2 = K, as before. However, when we apply
with everal olution .
\Ji x. l' dx -r '(x l') d ... = of di: + oy
of dy the initial condition y( 1) = 0, we find that (0) 2 - ( 1) 2 = K, so K = - 1. Therefore, the
- •. • dX . (c) Comment on thi tatement: "Ifwe lightly change IVP has the unique solution y 2 - x 2 = -1 or x 2 - y 2 = 1. As we see from this ex-
a differential equation, the olution al o lightly ample, an initial-value problem may have one or more solutions depending on how the
A with other type of equations, technology 1 useful m olv- change."
problem is stated. The following theorem helps us understand the types of initial-value
ing exact equation or in performing the tep n ce · ary to olve *59. How doe the graph of the olution to the initial-value
an exact equanon. Figure 2.24 Graph of problems that have a unique solution.
problem 2
y - x 2 = K for everal values
56. Find a general ·olution of th equation ( in(cy) - ye in(cx)) dT + of K < O
2
(2x - y in(.l)')) dx -'- ( o en·) - xy in(xy)) dy = 0. (xc co (cy) + co (ex)) dy = O
{ Theorem 2.2 Existence and Uniqueness
Graph \cuiou olutions on the r ctangle (0. 37T) x J 0) = I
(0. 37r).
change as c take on value from - 2 to 2? Consider the initial-value problem
57. Find a gen ral olution of the equation
60. Find re tri tion on p and q o that the first-order Jin- Y' = f(x, y), y(xo) =Yo·
(-1 -r- e'>'.v y co (.\'.l')) di:+ . dr
I e-9x x co (.l)·)) dy = 0. ear equation d.T + p(x)y = q(x) i exact. Iff and af/ay are continuous functions on the rectangular region R: a < x < b,
Ix -
c < y < d containing the point (x 0 , y 0 ), then there exists an interval xol < h
centered at x 0 on which there exists one and only one solution to the differential
equation that satisfies the initial condition.
Theory of First-Order Equations
om Difference Between Linear Equation and onlinear Equation
Example 1
To b tter und n;tand th olution or olution to an initial-value problem, con ider th
followmg:
Does the fact that the IVP dy/dx = xly, y(O) =0 has two solutions contradict the
dr T Existence and Uniqueness Theorem?
-·
dx =.:.....
y'·' r1 0) = 0.
Thi . Solution In this case, f(x, y) = xly and (xo, Yo) = (0, 0). The hypothesis of the
quat1on 1 olv d by parating the variable to obtain y dy = x dx and b inte-
Existence and Uniqueness Theorem is not satisfied because f is not continuous at
grating ea h 1d of the quation to obtain y 2 2 = x 2 2 + or c (0, O). Therefore, the fact that the IVP has two solutions does not contradict the Ex-
y2 -xz = K. istence and Uniqueness Theorem.

Example 2

Verify that the initial-value problem dy/dx = y, y(O) = 1 ha a unique solution.

Figure 2.23 ra h of Solution In this ca e,f(x, y) = y, Xo = 0, and Yo = 1. Hence, both f and aj7ay
)'" -
2
=K f; r ral lu are continuous on all rectangular regions containing the point (xo, Yo) = (0, 1). By
of K>O the Exi tence and Uniquenes Theorem, there exists a unique olution to the dif-
ferential equation that ati fies the initial condition y(O) = I. We verify this by olv-
 66
Chapter 2 First-Ord r Equation
2.5 Theory of First-Order Equations 67

ing the initial-\•aJue problem. Thi e uation i .

dx. gen raJ olution i given b ,; C x eparabl~ and eqm ~~nt to dy)· = Some Differences Between linear Equations and
condition ;~O) = l i Y = ex. yy e ' and the olution that atJ fie the initial Nonlinear Equations
While solving both linear and nonlinear first-order equations throughout Chapters l
The Exi ten e and Uniquene Th · ff' . and 2, you may have noticed some of the differences between the two types of equa-
dition for the xi tence of a uru· I o_rem gf1ve u ic1ent, but not nece ary. con- tions. For example, in Exercises 1.1 , we considered the ODE dy/dx = -2xy 2 with so-
que o utJon o an initial alue bl If · · .
value problem doe not atisfy th h h - pro em. an m1tial- lution y = ll(x 2 + k) where k is constant. We noted that although y = O also satisfies
a uniqu olution doe not exi t. ein >fa~; ;he of ~7e theorem, we c~ot conclude that the ODE, it cannot be obtained from y = l l(x 2 + k) for any choice of k. (We call y =
olution, or many olution . . e pro em may have a uruque olution no 0 a singular solution.) Therefore, the solution technique used to solve this separable
nonlinear ODE does not generate all solutions. This is a difference between nonlinear
and linear equations. When we find a general solution of a linear equation, we obtain
all possible solutions to the equation.
Example 3
We can also state an Existence and Uniqueness Theorem for IVPs involving first-
dy x order linear equations.
Find a ~
ol uuon dr: = y23
to th initial-vaJu problem a) { and
} 0) = 0
6
(b) {-('1)'3 - xsy) dx + (x6 - X2l,2) dy =0
l 0) =O • • 1f po ible.
Theorem 2.3 Existence and Uniqueness: First-Order Linear Equations
Solution Consider the initial-value problem
niquene . Th orem do not guarant e th e i -
t nee of a olut10n to ith r prob! m b cau b th ~ and + p(x) Y = q(x), y(xo) =Yo·
1
2(.9·3 - xsy) Y
di i·2,r3 6 2 2 are
ontinuou at th point (0. 0) pe ifi d by th inih~I condition. x - x y If p and q are continuous on an open interval I that contains x = x 0 , then there
. dv exists one and only one function that satisfies the differential equation for each
-4 -2 ()Th
a equation --- = ~ 1 x in /, and this also atisfies the initial condition.
dx y2 3 parabl and ha ·olut10n
Figure 2.25

....... Example 4

Find an interval on which the IVP xy' + 2y = x cos x, y(2) = 4 ha a unique olu-
unique · Iuti n y = - 6 '5x6 . tion .
x
Solution First, we write the ODE in the form y' + (2/x)y =cos x to identify
p(x) = 2/x and q(x) = cos x. The function p is continuous for x < 0 or for x > O; q
i continuou for all value of x. Therefore, we must determine the interval con-
taining x 0 = 2 on which both functions are continuous. This interval is 0 < x < +oo.
(Of course, if the initial condition were y(-2) = 4, then we would have elected
Figure 2.26 -oo < x < O.) If we olve thi IVP we find that

Are the hypoth · o>fthe E.nH

. n and y =l co x _ l__ in x - ~ (sin 2 + 2 co 2 - 8) + in x.
I prob/ m...:..
dv = \ ' r-:-- niqu ne. ni
Ortm ,·atfrfi d for the initi /- x x
2
x
au ··2 _ .
1·> Jy
dx 0 = I /· = In y I 1.5 2 2. Wi graph thi fun tion in Figure 2.27 to ob erve that the olution is valid only on
do umqu \ I - I F" O < x < +oo. The olution become unbounded a x ~ o+. It approache zero a
olution to tlii pn> 1 m i D
lQure 2.27 olut1on of
m th 11 Ont olution ·kt? ~ 2J - .\ co· \, l 2) - 4 x ~ +oo.
 69
2.5 Theory of First-Order Equations
68 Chapter 2 Fir t-Order Equation

l 1
we ee. the interval on which the olution to a first-order IVP i unique de- tradict the Exi tence and Uniqueness Theorem? 19. y' + x - 3 y = x - l 'y(-1) = 0
pend on the function p and q in the general form of the ODE. Thi i not nece ar- 5. hO\ that y = O and y = 4-c\ both satisfy the initia~­ l
ily true with an IVP involving a nonlinear ODE. In thi ca e, the int rval of definition value problem dyldx = 2V\Yi, y(O) = 0. Does this 20. (x - 2)y' + (x 2 - 4)y = x + 2 ,y(O) = 3
contradict the Exi tence and Uniquenes Theorem?
of the olution may depend on the initial condition, a we illustrate in the following
example. 6. Does the initial-value problem dyldx = 4x - xy ,
y(2) = l have a unique olution on an interval con-
2 2
*21. y' +h 4-x
= x,y(O) = 0

Example 5 taining x = 2? 22. y' +h = x,y(3) =-I

*7. Doe the initial-value problem dyldx = yVx, y(_l)_ = 4-x
l have a unique solution on an interval contammg 23. (a) Over what interval is the solution to the IVP y' +
D termine the interval of definition of the olution toy' = y 3 , y(O) = a, a> O. x = l? Verify your result by olving the problem . (llx)y = sinx,y(7T) = I certain to exist? {b) Solve this
213
8. Doe the initial-value problem dyldx = 6y , y(_l)_ = IVP and graph the solution. (c) Is the solution valid
Solution Thi equation i parable. Integrating J d;;
r
= J dx _ _!_ y- 2 =
iel
2 O ha e a unique solution on an interval contamm_g on a larger interval than what is guaranteed by the Ex-

.+
x C. su h that 1mplification give u y- 2 = -2'1:" K where K = -2C. Ther - x = I? olve the problem using sep~ation of ~an­ istence and Uniqueness Theorem for Linear IVPs?
able . 1 y = O obtained through this method . Is 24. (a) Over what interval is the solution to the IVP y' +
fore. Y = 1 \. K-b:. pplying the initial condition y(O) = a indicate that K = (tan x)y = sin x, y(O) = 0 certain to exist? {b) Solve
-2 _, y = 0 a olution?
:i a _; o Y = l \. a - - 2r. Thi olution 1 defined on] if a 2 - 2t" > O or x < 9. Doe the initial-value problem Y' = in Y - cos x, this IVP and graph the solution. (c) ls the solution
-I
ta _-)-·In F1gur ~~ . w graph the olution for K = a- 2 = 1, -· 3. In thi graph, J\ 7T) = 0 have a unique olution on an interval con- valid on a larger interval than what is guaranteed by
Figure 2.28 Graph of nott . that wh n a - - l the olut1on i d fined on! fi r x < I 2. The other two the Existence and Uniqueness Theorem for Linear
taining x = 7T?
"= I cc ,. - I ., ' olut1on are defin d on x < l and x < 3 2, re ·p tiv 1)-. otice al o that ea h b - . .. bl m xy, - )' y(O) = l have IVPs?
-, "\~ 10rn- .-. ome unb unded a x approa he· (a 2 ) 2 from the left. l o . Doe the 1mt1a1-va1ue pro e - '
a unique olution on an interval containing x = O? Ver-
ify your re pon e by olving the initial-value problem. In Exercises 25-28, determine the interval of definition of the
solution to each IVP. Graph the olution for several values of a
noth ~ diffi r n e berue n lin ar equation and nonlinear quati n that ·ou 11. how that y = ec x ati fie the initial-value problem
to verify your result. Assume that a is positive.
may ha~ e not1 e.d \\ hil working problem. m thi hapter 1 that a linear equation ha y' = y tan x, y(O) = I. What i the large t o~en mter-
an · ~It it lull n b au· of th \\ } \\ s h linear D m· el), a nonlin ar val containing x = 0 over which Y = sec x is a solu- 25. y' = y 2 , y(O) =a
q.u~tJon often ha an implicit · luti n that ann t be olved anal)-11 all to find an ex- tion? Explain. 26. y' = xy 2 , y(O) =a
ph 1t form of the lution. 12. how that y = tan x ati fie the initial-value pro_blem
*27. y' = -x/y, y(O) =a
y' = l + y2. )\0) = 0. What is the large t o~en mter-
val containing x = 0 over which y = tan x I a olu- 28. y' = -y 3 , y(O) =a
29. Find all points (x 0 , 0) in the rectangule
tion? Explain.
EXERCISE 2.5 R := {(x, y)jO s x s 2'71', -'71' sys '71'} such that the
13. ing th Exi tenc and Uniquene Theorem, ?e-
termine if dyrdx = v'?-=-1
ha a unique o\ut1~~
initial-value problem
pa · mg through the point (a) (0, 2); (b} (4, - ), dy co x in x + sin x sin y
(c) (0. l 2); (d) (2, 1) i guaranteed. dx = cos x co y - cos y sin y
rem •u ran- parate th initial-\ lu prob! m mto t\\ 14. ing the Exi t nee and Uniquene Theorem, deter- {
fir..;t y(x 0 ) = 0
miti I-\ Ju Ive the prob I rn for ';:: 0 nd th n mine if dr'<lx = v 25 - y2 ha a unique olution
y< 0. p mg through th point (a) (-4, 3); (b) (0, 5); ha more than one solution. Confirm your results

(c) (3. -6): (d) (4. -5).

graphically.
( ) d; x 2 = J 2 • _, 0) = O 30. Find all point (x 0 , y 0) in the rectangle
dx
R = { (x, y)jO s x s 47T, 0 s y s 47T} uch that the
( } d) ln Exerci . l 2~. u. the Exi ' tence and Uniquene Theo- initial-value problem
dx rem (for lin ar !VP ) to d term in the large t inter al on which
dy - co y - y co x
I
) ey = - - . 1 I)= the olution is guarante d t exi t. dx- x iny+ mx-1
dx I - :c
15. 1 +(I r)r-x 2 • •1\l)=O {
2.
}\Xo) =Yo
1 . -c' •' , ..y=l,' ..10)=0
~- h \!ht\= h ha no olution . Hint: Graph the direction field as-
" l . 2y' \}' = In '· .1{e)
=0 -oc1ated with the equation.
lu· p tht n-
· y' x}y = r.y(O} = 0
70
Chapter 2 Fir I-Order Equations
2.6 Numerical Methods for First-Order Equations 71

[ 2.6 Numerical Methods for First-Order Equations Y Tangent Line Therefore, the approximate value of the solution at x =xi is
Euler' Method Improved Euler's Method Error Y =f(xo, Yo)(x - xo) + Yo
Runge-Kutta Method (xi. Y1) Yi = f(xo, Yo)(x i - xo) + Yo= hf(xo, Yo)+ Yo·
I
(xi. y(x1))
Notice that we refer to the approximate value of y at x = x; as Y; while w~ refer
In man} ca e , we cannot obtain a formula for the olution to an initial- alue problem I to the exact value of the solution at x = x; as y(x;). This means that Y1 approXlillat~s
of the form I y(xi ). (See Figure 2.29.) We remember from calculus that t?is gives a _g ood approxi-
I mation if h is a small number. Next, we assume that the pomt (x1> y 1) is on the solu-
dv I
dx = f(x, y), y(xo) =Yo· I
I
tion curve. If we determine the equation of the line with slope f(x1> Yi) that passes
through (x1> y 1), we obtain
XQ X1 x
For example. we cannot olve
1---h----i y - Y1 = f(x1> Y1)(x - X1),
dy Figure 2.29 so we find the approximate value of y at x = is
-d-c -- in(xy), y(O) =I X2

Y2 = f(xo, Yo)(x2 - x1) + Y1 = hf(xo, Yo)+ Ji.

using any of the method we have di cu ed to thi point. Of cour , we can determine
ertain prop rtie of the olution by looking at the lope field. However, we ometime
\\Ould like to find numerical valu · of y at particular valu of x. For that rea on, we
n~\\ di ~u · _nu merica l method for approximating olution to initia1-va1u problem .
\\e b gm'' 1th a method ba. d on tangent line approximation .
y
We continue this process until we reach YN, the approximate value of y(xN) = y(X). In
doing so, we obtain a sequence of point~ of the form (x,,, Yn)'. n "." 1, 2, ... , N. We
show several points of this type along with actual values of y m Figure 2.30.

Euler's Method
Euler' Method
The solution of the initial-value problem
upp • that '' ' i h to appr ximate the olution to y' = f(x, y), y(xo) =Yo
d· x is approximated at the sequence of points. (x,,, Yn) (n = 1, 2, . . . ), where Yn is
-ch = f(x, .
v),.r x O) =.1·o
Figure 2.30 the approximate value of y(xn) by computmg
0
r th int n I Xo :s x :s X. \\ h r \ 1 a p 1fi d ' lue of x. F r amp! . w may
• Yn = hf(Xn - 1> Yn - 1) + Yn - 1 (n = 1, 2, · · · ),
'~ h to ap~r~. tmatc th ·olution on 0 :s r :s I. Thi · indi at that th mitial ndi-
t1on 1 P ~1f1 d t Xo = 0 and that X = I 1 · th nd of th inten·aJ where Xn = Xo + nh and h is the selected stepsize.
o :S . :s X into \ ubinkn I of equal kngth fl. \\ h 'r "· w part:Iti n

X - r0
I1=N- . Example 1
Th r fol"' . the nth ,, luc of r in the partiti n
Use EuIer ' me th o d wi"th h = O· I and with h = 0.05 to approximate
1· the solution of
.
Y, = xy, y(O) = 1 on o s x s 1. Determine the exact solution and compare the
,.,, = xo + nh, 11 = l. 2, . .. , N.
re ults.
Thi m
Solution Fir t, we note that f(x, y) = xy, xo = 0, and Yo= 1. With h = 0.1, we
have the fo rmula
Yn = hj(Xn- 1> Yn - i) + Yn - 1 = O.lXn - iYn - 1 + Yn - 1•
Then, for X1 = Xo + h = 0.1, we have
r Yi = 0.lXoYo +Yo= 0.1(0)(1) + 1 = 1.
0 'o· imilarly, for X2 = Xo + 2h = 0.2,
 73
2.6 Numerical Methods for First-Order Equations
72 Chapter 2 Fir ~-Ord r Equation

y
y
Yi= O.l.T1Y1 +Yi= 0.1(0.1)(1) + I= 1.01. 1.6
1.6
1.5
In Table 2.1, we hO\\ the re ult of thi equence of approximation . From thi we 1.5
1.4
e that r(l) i approximately 1.54711. ' 1.4
1.3
1.3
TABLE 2.1 Euler' method with h = 0.1 1.2 • 1.2
I. I
I.I
Xn Yn n Yn
0.2 0.4 0.6 0.8 1 x 0.2 0.4 0.6 0.8 1 x
0.0 1.0 0.6 1.15 73
(a) (b)
0.1 1.0 0.7 1.22 25
Figure 2.31 (a) h = 0.1 (b) h = 0.05
0. 2 1.01 0. 1.31423

0. 1.0302 0.9 I 4193

Improved Euler's Method
0.4 1.06111 1.0 I -Pl I
Euler' method i improved by u ing an average lope over each interval. U ing the
0. - 1.10355 tangent line approximation of the curve through (x 0 , y 0), y = f(x 0 , y 0 )(x - x 0 ) + y 0 , we
find the approximate value of y at x =xi. which we now call y f, Then,
yT = hf(xo, Yo) + Yo.
For h = 0.0 . we u e
and with the differential equation y' = f(x, y), we find that the approximate slope of
Yn = hf(X,.- 1. .\'n - 1) + . \ ',. - 1 = 0.05x,. IYn - 1 + Yn- 1 Tangent Line ppro imation the tangent line at x = X1 i /(xi. yT). The average of the two lope , f(x 0 , y 0 ) and
to obtain th \alu giv n in Table 2.2. With th1 pproximate \'alue of verage * . f(xo, Yo)
pproxunation /(x , Yi), 1
+ f(xi. yT) , an d an equation
. of the !me
. through (x 0 , y 0 ) with
.
> 1 i I -9594 1 2
. Th . xa t . olution t~ th initial-\'alue problem, \\h1 h 1 found with epara-
t1on o vanabl · 1· •v - t - . o th e exa t value ofy I) i e 1 .,- =
1.64 2. The maller f(xo, Yo)+ f(x1, yT) .
lope 1s
2
d h. . th
'obt1u . of h hrefore
- . ..\ 1 Id. a b tt r appro. .1mat1on.
. , graph the approximation
\.\e
2
• .me fr\\lt - 0.1 and h 00 well a th graph of\ = e...- m Figure 2 31 _ f(xo, Yo)+ f(xi. yT) ( _ ) +
ottc om the graph that the appro imat1 n I . m .re a urat when ,; I . y- 2 x Xo Yo·
d r a ed. XQ .t1
We illu trate the determination of this average lope and the po ition of the e line m

T BLE - ·2 me th d vith h 0.05 Figure 2.32 Figure 2.32.

At x = xi. the approximate value of y is given by
Xn x,. n n n
f(x , y0 ) + f(xi. yT) ( _ )+ = f(xo, Yo) + f(xi. yT) h + J'o·
0.0 1.0 o.r 1.05361 0. 0 i_-23 y = 0 X1 Xo Yo 2
1 2
o.o - 1.0 0.40 1.0 2 0. 1. 29 13 ontinuing in thi manner, the approximation in each tep in the improved Euler'
0.10 1.002- ox I. Q 4 0.<0 I. 4-t 4 method depend on the following two calculation :

- .. Y~ = hf(x,, Yn 1) + Yn- t
0.1 .: 1.007.: 1 0.50 1.11 09 0. I 9 t•

o_ 1.01. 7 o: . 1.1 4 0. I 45-Q6

f(Xn - 1' Yn 1) + J(x,,, y~)
o_ 1.0_ -2_ 060 l.l'i7: 6 O.Q- I -
.,-
- I
y,, =
2
h + y,, - 1.

1.00 I. -9 Q.i
0 0 1.0 0 0.6- 1.2 1- where x,, = x0 + nh.
 74 Ch pt r 2 Fi I-Order Equ.ition
2.6 Numerical Methods for First-Order Equations 75

Improved Euler's Method TABLE 2.3 Improved Euler's method with h 0.1

The olution of the mnial-\'alue problem Xn Yn (IEM) Yn (EM) Actual Value

y' =f(x, )'), y(.ro) = )'o 0.0 1.0 1.0 1.0

1th appro
a imated at Ithe sequence of points (xII . •vn ) (n = I • ~., •.••••) \\ ·h re \,n ·.
1.
0.1 1.005 1.0 1.00501
ppro tmate va uc of Y x,,) by computing at ea h step the two calculation·: 0.2 l.0201755 1.01 1.0202
Y! = hf(x,, I• Yn-1) + y,, 1
03 1.0459859 1.0302 1 04603
(n = I. 2, ... ).
0.4 t.083223 1.06111 1.08329

0.5 1.1330513 1.10355 l.13315

0.6 1.1970687 1.15873 1.19722

07 1.277392 1.22825 1.27762

Example 2 08 1.3767731 l.31423 l.37713

09 1.4987552 1.41937 1.49930

lJ th' impro\ed EuI r· mt:thod to appro imate the.: olut1on of;·' = .....
on 0 !S x- !S l fior h = O· I · omparc the re-.ult to the ·xact olut1on. "-'' 0) =I l.6478813 1.54711
l0 164872

Solution
In th1 ca 1.:. f(x, J) - X)', Xo = 0, and Yo = I. hen.~for . we us the
u lions
Errors
When approximating the solution of an initial-value problem. there are several sources
of error. One of these sources is round-off error because computers and calculators
- x"
Y,,-
1)'
n I use onlv a finite number of digits in al 1calculations Of course, the error is compounded
2 Yn-1 as rou;ded \'alues arc used in subsequent calculations. Therefore, one way to mimmize
for n = l, ~. • 10. For xampl ~
if n -- 1,\\" h<\l' round-off error 1s to reduce the number of calculations .
Another source of error is truncation error, which results from using an ap-
1 = hxo)'o Jo - (0.1 )(0 I) pro:\tmate formula. We begin our discussion of error by considering the error as ·oci-
atc<l with Euler's method, which uses only the first two terms of the Taylor series ex-
pansion. . . .
l = 1.00.:. Recall from calculus the Taylor formula with remamder:
Th n 1 d°"y . . . 2
• \'• ( \) = •\'( ·\'0 ) + dr
_;. _ (ro)(.Y - Xo) +- -, (.\o)(.\ - ·'o) + .. ·
•
I )2 = h.'t"1\1 = (0.1 0.1 1.00:_)
dx · 2! ifr-
I
)1
- I. .: = I.OJ o· 1 d"r II I d"+ I)'
• + - - ·;; (Xo)(.\' ·O
") + -(11+l)!dx"+1.
--- (c)(\· - ,. )"+1
·O'
/
/ •
'" 11 !

• 0.1 I. where c 1s a number betm:en x and .\ 0 • The remainder term is

•"
-•"' •"' = 1.0201 -
R,,(x) -
I d"+ 11•
---+-·1 (c)(x ~o)"+'.
I x (11 +- I)! dx"

Figur 2.33 so the aceuracv or the appro:-;imation obtamed by using the first /1 terms of the Ta~ lor
·cri s Jqicnd: on th· si7e of R,,(\). For Euler's method the rcmamder ts
76 Chapter 2 Fir I-Order Equation
2.6 Numerical Methods for First-Order Equations 77

where
and
oat x = x 1 = x 0 + h, the remainder i
We also use the Taylor series expansion of y to obtain another representation of Yn+ 1 =
I d 2y y(xn+ h):
R1(x1) = R(xo + h) = 2! dx 2 (c)h 2.
'( ) h2 y"(xn)
y(xn + h) = y(xn) + hY Xn + - -,- + ··· = Yn
+ hY '(Xn ) + h2 -y"(xn)
-,- + '".
Th refore, a bound on the error 1· giv n b 2 2

Now, because
Yn+l = Yn + Ak1 + Bk2 = Yn + Ahf(x,., Yn) + Bhf(xn +ah, Yn + bhf(xn,Yn)),
we wish to determine values of A, B, a, and b such that these two representations of
Example 3 Yn+ 1 agree. otice that if we let A = 1 and B = 0, then the relationships match up to
order h. However, we can choose these parameters more wisely so that agreement oc-
:ind a bound f?r the lo al truncation error ''hen Euler' method i u ed to appro - cur up through terms of order h 2 . This is accomplished by considering the Taylor ex-
tmate th olutton of the initial-value problem y' = ·D" y(O) = 1 at x 1 = 0.1. pansion of a function F of two variables about (x 0 , y 0 ), which is given by
aF aF
S°.!_ut~~n We found in Example 1 that th exa t olution of thi problem i F(x, y) = F(xo, Yo) + ~ (xo, Yo)(x - xo) + ay (xo, Yo)(y - Yo) + .. "
.\ - e . Therefore. a bound on th rror i
In our case, we have
J(xn + ah, Yn + bfh(x,., Yn)) =

dv d\·
\\here -·- = xe x2,- and-· = e-2 2 + .2 2
dt dr2 ·'" e
Then,
The power series is then substituted into the following expression and simplified to
(0.1)2
R 1(xi) < - - max
Id,--~· (x)I :s; (0.1)-
, ma;
yield
- 2 .t :s .t1 dx- 2 O_ rs OI Yn+ 1 = Yn + Ahf(x,., Yn) + Bhf(xn + ah, Yn + bhf(x,., Yn))
:s; (0 oo-)( max !e -1 + max ~,. 2e' 21) 2 af 2 af 3
nsx:so1 OsrsOJ = Yn + (A + B)hf(x,., Yn) + aBh ax (x,., Yn) + bBh 'f(x,., Yn) ax (x,., Yn) + O(h ).
:s; (0.005)[e<o 1)2 ~ + (0.1 )~e10. 1h] ""'0.005075.
Comparing the above expres ion to the following power series obtained directly
'oti e that th \<llue ofy = e 2 at t - 0.1 i 1.00 01r.._'>l and th from the Taylor eries of y given by
1 b - approximat
\a ue o tamed \\Ith uler' method 1 y 1 = I. Therefore the · l 0050l2 21 2
- 1.0 = 0.0 50L5-I. \\hich 1s le·· than th b und R (·· )j <rOr r
1
· h2 af h af 3
I .\1 - . 0 . y(xn + h) = y(x,.) + hf(x,,, Yn) + 2 ax (x,., y,.) + 2 f(x,., Yn) ay (x,., Yn) + O(h )

Run e-Kutta Method or

"2 af h2 af 3
Yn+ 1 = y,. + hf(x,., Yn) + 2 ax (x,., Yn) + 2f(x,., Yn) ay (x,., Yn) + O(h ),
we ee that A, B, a, and b mu t satisfy the following system of nonlinear equations:
1 I
A + B = 1, aA =1, and bB=2·

hoo ing a = b = 1, the Runge-Kutta method of order two uses the equations
78 Ch pl r l Fi I-Ord r Equ Ii n
2.6 Numerical Methods for First-Order Equations 79

Yn = y(xn h) = Yn + -..,' h/'1\ \'n· _Vn) + -..,' /1((.\·n Therefore, the Runge-Kutta method of order two approximates that the value of y
I
h. Yn + hj(Xn• Yn) at x = 0.1 is 1.005 . Similarly, if n = 1, then

=Yn k1 = O.lX1Y1 = 0.1(0.1)(1.005) = 0.01005

k2 = O.l(x1 + 0.I)(y, + k1) = 0.1(0.2)(1.01505) = 0.020301
\\h re k1 = hf(xn. Yn and k = hf(x +Ji }' k)
al nt to the impro\ed Eula 2mc.:thod.n . n OtlCC that thi method i equh- 1 l
Yi= Yi+ 2(k, + ki) = 1.005 + 2(0.01005 + 0.020301) = 1.0201755.

In Table 2.4, we di play the re ults obtained for the other values on O :5 x :5 1u _
Runge-Kutta Method of Order Two ing the Runge-Kutta method of order two.
Th lut1on of th initial-,, Jul: problem

y' = f(r,y). J Xo =Yo TABLE 2.4 Runge-Kutta Method of

approximut d at thl: , ucrn~c of oinh r ' - .., Order Two with h 0.1
th appro lmate \ Ju' f p ... n• Jn) (n - I. -· ... ). \\ ht:re _I I.
0 >Xn). b computing :.it each 11.:p Actual Value
Xn Yn (RK)

y,, I = y(xn h =•vn .!_h~( II - 0.0 1.0 1.0

2 'J' l'm l'n -::;- l \'n h, Yn h ' n• Yn))
0.1 1.005 1.00501
(11 = 0. i. ...
0.2 1.0201755 1.0202

0.3 1.0459859 1.04603

nh. nd h i th e- 0.4 1.083223 1.08329

0.5 l.1330513 1.13315

0.6 1.1970687 1.19722

Example 4
0.7 1.277392 1.27762

th Run"' - "utta m th d of rdl:r t\\ 1 0. 1.3767731 1.37713

f th )nit) I_, Iu pr bI m >, - X'}. J 0 =' lth hn 0 0. I to ippr ·intat th luti n
s I. 0.9 1.4987552 1.4993
Solution In th 1
' u th thr quati n
O. ·ind Yo = I. Th1: l0 l.6478 13 1.64874

k.1 =hf X,,.Jn = 0. IXnYn

k.2 h ( n h,Jn ka) = O.l(xn 0.1 ln The terms of the power erie expan ion used in the derivation of the Runge-
1'.utta method of order two can be made to match up to order four. The e computation
" are rather complicated ·o they are not di cu ed here. However, after much work. the
mpl tf n = O, th n upprox1mat1on at each ·tep i found to be made with

0 1(0 =O ,l'n+l = y,, + (fh [k1 + 2k2 + 2k3 + k4]• 11 = 0, 1, 2, ... ,

I 0.1 I) . I
where k1 =f(.\n• y,,). k1 = f(x,, + ~· Yn + h~t ).
k =/(.\,. I• \'11 hk1).
80 Chapter 2 Fir t-Ord r Equation 2.6 Numerical Methods for First-Order Equations 81

Runge-Kutta Method of Order Four

~~-

Th olution of the initial-\ alue problem

= 1+ 6 (0 + 2. 0.05 + 2. 0.050125 + 0.10050125] = 1.005012521.
01
Y' = f(x. y). y(xo) =Yo
1· appro tmated at the equence of point· (_\·n· y,.) (n = I, 2, ... ). \\here 1,. 1 In Table 2.5. we list the results for the Runge-Kutta method of order four to five
th appro imatc \alue of y(xnl. by computing at each step . decimal places. Notice that this method yields the most accurate approximation of
the methods used to this point.
h
Yn I Yn
6
[k1 + 2k2 + 2k1 + k.i] (n = 0. 1.... ). TABLE 2.5 Fourth-Order Runge-Kutta Method with h 0.1
Yn (RK Order 4)
''h re k, = f(x,., y,.). k2 1(x,. + ~. r,. + h~1). k, =J (x.. ~· l'~ + h~~).
Xn

0.0 1.0
Yn (IEM)
1.0
Actual Value

1.0
k4 - f(xn i. Jn + hk3 , r,. = x0 nh, and h is the selected teps1ze
0.1 1.00501 1.005 1.00501

0.2 1.0202 1.0201755 1.0202

0.3 1.04603 1.0459859 1.04603

Example s
0.4 1.08329 1.083223 1.08329
,th fourth- rd r Run~ i.:-Kutta method \\ ith lz = 0.1 to approximate the ·olution 0.5 1.13315 1.1330513 1.13315
of J = \). y 0) I on 0 < r ::;; t.
0.6 1.19722 1.1970687 1.19722
Solution \\ ith /i(r, J") :t). Xo 0. nd Yo - I. the fomrnla. arc 0.7 1.27762 1.277392 1.27762
k1 = f(x,.. ~,.) = Xn)m 0.8 1.37713 1.3767731 1.37713

!(x,. lz
ki -:;-.y,. lz~,) = (r,. Cl.I )(Yn
--:;-
O.lk 1 )
.
0.9 1.4993 1.4987552 1.4993
... ')
1.64872 l.6478813 l.64874
l.0
k = r(x,. --.y,. h:2) (x,.
h
0.1 )(Yn
-,-
_Q. ,lk2) .

k = f(x,. I• In hkl) = x,. 1(y,. + O.lk)

= l,. !!.6 [k I EXERCISES 2.6

)n I 2k2 '2k k]= l',. .QJ_[k
6 I '2k. 2k1 k ].

Fr n=O, \\ ha\i.: k = oYo=(O ll O. k2 (xo O}·)( o O.~k')==

*7. y' = siny,y(O) = 1, x =I
In E crc1 cs !- . u.·c Euler'· method with h O. l and h = 0.05
(0. .: 1)=0.0-.k =(ro _O~l)(Yo O.~k2)=10.o- (I 0.0 '2.: 0.050 '2". to approximate the ·olution at the given value of \. 8. y' = sin(y - x), y(O) = 0, x = 1
nd k = l"1 o O.lk) (0 l)(I 0.00·012.:i = 0.100:012.:. Tilrn!fore. 1. '=4y+ \+2.y!O)=l . .r-1
In Exercise 9 16, use the improved Euler' method with
2. >'' = 4.\ - y = 0. \ : I
+ 1. y(O) h 0.1 and h = 0.05 to approximate the solution of the corre-
*3. 1' - \ I. r(O} = 1. r = I ponding exercise above at the given value of x. Compare the e
4. + \ 'i1 I~. 1iO) = !. x = I results with tho e obtained m Exerci es 1-8.

5. =\\1 'i1.r(l)=l.x=2 9. Exercise I 10. Exercise 2

6. = ti' I I \', '(I) = I. . =2
I * 11. Exercise 3 12. Exercise 4
82 Chapt r - Fi I-Ord r Equ lion Chapter 2 Review Exercises 83

B. I~. Ex rct 6 A indt t <l tn our example . computer • nd omput ·r algebra Bl'rnoulli Equation Section 2.6
*15. 16. E rc1 ·) km are of great u e m implementin:_' numai al technique . A differential equation of the fom1
In addition to bemg ab! · to impkment the al_ orithm dJu,trat ·d Euler \lethod
0I y' + p(x)y = q(x)y".
arher many computer algebra ) ,1t:rn contam built-in
The approximate value of J' at x = x,, is
comm nd that )OU an use w implement \1lnou. numen al
obtatnt:d m
m thods. Section 2~ ) '11 - h{(x,, I• Yn-d + Yn I

2 . 1raph the lution to the 1mt1al-\ Jue problem where x,, = x 0 + nh.
rct
dy .... l. act Diffen'ntial Equation
rct dr = ·m(_\" 1) hnprovcd Euler's \lethod
A differential equation that can be written in the form
rct 6 { on th inkn I [O. I..:). The approximate value ofy at.\·= x" is computed with
l 0) =0 5 ,\!(x. y) cfr + \l(x. v) dy = 0
*2'->. yi, = lif(x,, l•Yn 1) + _l',, 1
\\here
f(x,, 1, 1·,, i) + f(x,, • .r!l +
y,, = . /1 Yn t·
t~l' = + :~- (x. y) <zr
2
M(x. y) cix X(x. y) ::. (x. r) cfr
Runge-1\..utta Method of Order 'l\\o
30. M Graph th
for ome function/(.\·. l') 1s called an e\act differential The approximate value of y at x -= x" is Yn + 1 =
d1
dx
2
1
2
for - I s x :5 I d- I s >s I
equation.
y,, -r- I (k 1 + k2 ) where k 1 = hf(x,,. l'nl and kz =
1!{(.l,, + h,y,, + k1)-
(h) Graph th lutt n to tht: muial-\ Ju prob! m Section 2.5
I~unge-l\..utta
Method of Order Four
27. R :!:._ x· 12 L i tcncc and l niquem'' l'heon~ m The approximate value ofy at x =,.,,ts
dt
{ =0 h
'(0) Iff nd .J[_ are continuous functions on the rectangular region + + 2k,- + 2k1. + k4l· o.
<~· .I'" +I = .l',, 6 [k I /1 = I. 2.....
on th· mt n I [-1. I] R: u < x < b. c < 1 < cl containmg the point (.\o, _I ol. then
method?
{c) Appro 1matc > I) there cx1. ts an inter. al ~\ - xol < h centered at Xo on which where k, '= f(x,,, ."11). k~ = f ( Xn
h Yn + T
+ 2· hk1) ·
there e ists om.: nd only om.: solution to the i01t1al-value
Problem

y' =/(\, v). y(xo) =Yo·

I.
1\3 r(\·
• • fl
+ !!_2, \"•II 2 • and h""•
+ fikz) j"(X 11 +" \'11 t fik3).
CHAPTER 2

Concept

CHAPTER 2 REVIEW EXERCISES

Int " tin I
An int~gratin!! lartor fj r th fi t-o
dl
dx p x-)l q x) t In 6. (-x '+ ,. 3
) ch - (2y 4 - 6y 4 ) £Zl' = 0
erc1 • 1-2 . ohc.: c.:ach c.:quation.
dif- di l'
*7 -=- = e-'' In y
· th
dr (4 - 7\)(2y - 3)
2. () 8 ...:
c tion • .2 · ch (Y - I )(2x - 5)
mhx
cir cos 7, sin(J,)
hI 9. .__ .;:::
ch t'' cos ()J'
rm d>
4. d;=- IO. J\ 1/\ (\ - 4y) d) = 0
dx r lin r diU r nti I et. ty) - t" \f • ) n
- d
* 11. (y - \) + (.\ t
d\ 1') d. 0
qu tion.
dx =~ 12. { \' 2 - I l) d1 + (I + ) <(\' = Q
 Ch pt r - First-Order Equation Chapter 2 Review Exercises 85

13. (2y - x) dx ( y2 - 2xy) d; =0 3 . ) '= \~ y..1 l) = I, (I. 2j Hence. the initial point (x 0 • y 0 ) is u ed to determine (b) Use the four-term method with h = 0.1 to ap-
2 2
d\ l x A fir t-order approximation is obtained from this proximate the solution of y' = 1 + y + x 2 •
14. - = =--- - - 38. v' =x + y 1
.y(I) = 1, (!, 2) } 1•
dx .\) .sene - b: disregarding the terms of order h2 and higher. y(O) = 0 on 0 :5 x :5 I.
dy SX}
*39. y' = in(.t;·).) 0) = I, (0, l) In other words. we determine y 1 from
*l'i
•. -
dx= )'2 xi
40. Dxs the Exi tence nd niquene s Theorem guaran-
42. (Running hoes) The rate of change of energy ab-
Yi =Yo+ f(xo. Yo)h. orption in a running shoe is given by
16. (X
2
- }') dx ()' - X d; = 0 te<; a uniqu<; s lution to the follo\\ing 101tial-\-alue
\\'e next use the point (x 1,y 1) to approximate the value
problem? dE = F du
mx) dx + (fx 1
d}
dx = t) 0) = O
of at x- \ + h. Calling thi · value y 2• we have
dt dt'
(a) ;ix)= r(xi) + y'(x 1)(x - xi)+ where
1 . (tan> - x) dx (x 2 \
d\ + ...
2Fo
y"(x1) (x _ \ )2
*(b) -=- = X) =0
(.i.
• } 0) 2! . . I F(t) = [1 - cos( wt)]
*19. (xln>)dx dx
-l
dl \ o that an appro imate ,,1)ue ofy(x2) is represents the force magnitude and pulse duration ex-
20. y' >=: .n =x (c) -=-
dx
= -- -
x - 2'
2) - 0
erted on the shoe and
y~ = y(x1) + /(.\1. yi)h Yt + f(x,. Yi )h.
n dx 13. \, o~ x 41. (High r-Ord r :\kthod' \\ith Ja,lor cri
••• dv du u0 w .
'ion) C0ns1d r the inti! )., lu p~n -~ ontinuing thi - procedure. we have that the approxi- -=-sm(wt- 8)
mate vulue of 1 at \ - \n \'n i + h is given by = dt 2
oh th ti llowm_ 8 rnoulh .) , = f :C, } ) )~Xo represents the rate of change of the vertical di ·place-
1,,=y(x,, il+f(xn l•Y11 i)h
R II th t th 1: ) lor ut ment of the mid -ole. • The constant F0 repre ·ents the
*,. dy = i - gi\ b. =Yn I + /(l,, maximum magnitude of the mput force m e\\1ons
24. : - } = n --· dx > 't Xo ll l• Yn i)h.
(N), w represents the frequency of the input profile in
) • o) l f ''c use the first three terms of the Taylor series ex-
2 radians per second (rad's), u0 represent · the maximum
. oh c th follO\\ n 0 1raut T(x -.,o) pan-;ion instead then m: obtalll the approx1mat1on
rate of change of the vertical di placement of the mid-
11on 2 3) sole in meters (m). 8 represents the pha e angle be-
Jf . . h"
= y,. =}ix,, 1) (x,, 1, r,, ilh + -i. (_\11 l·.111 1) 2
16. l 3) ' 4 *1i. y Xl' = _ tn >') (_\ tween F(t) and u(f) in radian (rad), and t represents
2 time in second· (s). Thus, the rate of change of energy
h th folio'' ing La_ ran ati = 1·,. I j(\ 11
df (-\11-i•.\11
l·Yn 1)/i +ii\ - ' i) "2 · ab orbed by the hoe is given by
t1 n 2 3) dE F0 110 w .
\\'e c ill the .ippro 1mation which uses the fir.;t three dt = - -
4
(1 - cos( wt)] sm(wl - 8).
2 t rn1 of the e pws1on the three-term 'fa) lor
1 fo h) mrthod. (a) Find the energy absorbed by the shoe from t ~ 11
In
, .... x ) (a) ·th· three-term 1:1\'lor method with h 0.1 to = tot - '"·

--.-h ppt ) irn te the olution of the initiaJ-,·alue prob- (b) The maximum cnerg) absorbed b) the hoe,
\JE . 1s found by calculating the energy absorbed
o. } r.) 1T lem ' = ""
(0) =
l on 0 s ' - I.
ub tttutm \• d ,.- \ four-tcrm appro i111at1on is derived 1n a if 11 8 wand t 2 = (rr + 8) 1u. how that

df 11111l 1r mann ·r to he
mt) d\ 0.
dx2 :c, }) mt th1 pan1 n.um 1 )=
tlE = 2Folio ( 1 + 4-rr •
m 8) .

4. 0, 0) r llm • th1 ha\ d( h 43. (Fermentation) ln the fermentation industry, one of

\'11 I• 1 11 1l-.,.., the goals of the molecular b1olog1st ts to control the
dx
em ironment and regulak the fermentation. To achieve
"2
)-+ meaningful em 1ronmental control. fermentation re-
\" I i 2
search must be carried out on fully monitored em j.
ronmental systems. the em·ironmental obsen-ation
must be correlatcd with existing knowledge of cellu-

...... B iscd \ktl11>d fot testing Cush1omng Durah1ht\ of Running hoes," Jour-
. ) = 0) .[ II ,, J_ (
1 rdm:in. nd I' 1tn ..
.. \
11n, / n 1 11•·c • ' ·
\ tum (I 9 ). f p 47 I°'
86 Chapter 2 First-Order Equation Differential Equations at Work 87

bulk liquid kLa i the volumetric oxygen tran fer co- 1. Su ceptible and infected individuals die at a rate proportion to the number of sus-
efficient. Q0 i · the p c1fic rate of ox gen uptake ceptible and infected individuals with proportionality constant µ, called the daily
(microbial re p1ration). and X i the cell mas con- death removal rate; the number IIµ, is the average lifetime or life expectancy.
centration. If there are no c II · pre ent, the equation
2. The constant ,\ represents the daily contact rate. On average, an infected person
become
will spread the disease to ,\ people per day.
dC - 3. Individuals recover from the disease at a rate proportional to the number infected
dt = kLa(C* - C).•
with the disea e with proportionality constant y. The constant y is called the daily
recovery removal rate; the average period of infectivity is l/y.
ch mica!
(a) If C(O) = 0, determin C(t) as a function of c•
and k1 a. 4. The contact number u = A/( y + µ,) represents the average number of contacts an
infected person ha with both susceptible and infected persons.
(b) uppo ·e that C 1 the con entration of di olv d
e-- OH
oxygen that corre pond · to the n or reading and If a per on becomes susceptible to a disease after recovering from it (such as
Th rate of ban_ dC dt m d1 oh d oxygen on- kP i · th sen ·or onstant that d pen& on th con- gonorrhea, meningitis, or streptococcal sore throat), then the percentage of people sus-
cntrat1on at a particular pomt in a fcrmentor \C ··el du tan e of the mernbran and the liquid film ceptible to becoming infected with the disease, S(t), and the percentage of people in
i gh n by o~s1de the ..:_ nso.!: If -P ~ti fie· lb equation the population infected with the disease, l(t), can be modeled by the system
':!_Cpdt = kp(C - Cp) and Cp(O) = 0. <let rrrune
-dC
dt
= La c• - C) - Qo • Cp(t) as a fun tion of kp. k1 a. and C*. By kn w- S'(t) = -AIS + yl + µ, - µ,S
ing kp in advan and b) ob · rnng C experi- I' (t) = AIS - yl - µ,!
\\he!' c• i th con~ ntrationofdt hedo vgen that {
S(O) = S0 , 1(0) = 10 , S(t) + l(t) =1
rn ntally. th value of k1 a an be e t1mated with
1 in e uili rium \\ith partial pr ure p m ·b~lk ga
th ·olution ofthi initial-value problem. Thu . the
pha c, C 1 th con ntration of di ohed oxygen- in Thi model is called an SIS ( usceptible-infected-susceptible) model because once an
mount of di: oh d o. ygen an be d terrnmed.
individual ha recovered from the disease, the individual again becomes susceptible to
the di ea e.•
Since S(t) = l - l(t), we can write I' (t) = AIS - yl + µ,!as
l'(t) = Af(l - /) - yl - µ,!

. ~ ,~ ~ ~ ~ Differential Equations at Work: and thus we need to solve the initial-value problem
/'(t) = [,\ - (y +µ,)]I - ,\/2
A. Modeling the Spread of a Disease { /(0) =lo

1. Convert the Bernoulli equation /' (t) = Al( l ~ I) - yl - µ,/to a linear equation and
1'.'. In olve the re ult with the substitution y = 1 .
2. (a) how that the olution to the initial-value problem
/'(t) = [,\ - (y +µ,)]I- M 2
{ 1(0) == lo

e<A+ µ.)(u I )1 if u ::/= l

u[e<A+µ.)(u 11
> - l]/(u - l) + 1// 0 '
l(t) ==
{
.)n b) makin ,\/ +1 l I/,0 , if u =l
ump-
and graph variou oluti n if (b) ,\ = 3.6, Y == 2, and µ, = l; (c) ,\ = 3.6, y = 2,

nd &hu n. • Herbert w. Hclhcotc. "Thr c Basic Epidemiological Model ," Applied Mathematical Ecology~ edited by
• 1m n Le, in. Thom.s . Hallan. and Loui· J. Oro , pringer-Ycrlag (1989), pp. 119-143.
88 Chapter 2 Fir ·t-Order Equation
Differential Equations at Work 89

and µ = 2. In each ca ·e. find the contact numb r. How doe the ontact number af- second year, in tead of harvesting, you decide to add fish at a rate of r = 1/2. If
t; t f(l) for large value oft? y(O) = 0.5, find y(2). How does this value compare to the original size of the pop-
, faaluate lim,_.,Jlf). ulation? What (approximate) value of r should be used so that y(2) = y(O)?
The in(;iden e of ·orne d1 ea ·e . uch a mea le . rubella. and gonorrhea, o ciliate 6. Suppose that in problem 5 above, you do not fish or add to the population after the
first year. If y(O) = 0.5, find y(2). How does this value compare to the original size
a nail~. To rn d I the d1 ·ea . w ma) wi h to r pla e th con tant contact rat
of the population? How much time Tis required so that y(T) = y(O)?
,\ b_ a periodi fun tion A(t).
7. Suppose that fishing occurs on a seasonal basis so that the situation is modeled with
4.
y' = ay - h( 1 - sin 7), y(O) = y 0 . What i the maximum value, minimum value,

and period of the harvesting function 11( 1 - sin 7 )? Using the indicated parame-

to liminate ter value , describe what happens to the size of the population over one year
(a) a= 1/10, h = 1, y(O) = 20
(b) a = l/IO, h = 2, y(O) = 20
(c) a = I/ IO, h = 4, y(O) = 20
(d) a= 1110, h = 10, y(O) = 20
B. linear Population Model with Harvesting
uppo e that a ituation is modeled with y' = ay - h cos 7, y(O) = y 0 . That i , at
1. ome times, fishing occurs while at others fish are added. During what time inter-
vals doe fi hing occur? During what time interval are fish added? What is the
r han· ·t-
maximum alue, minimum value, and period of the function, h cos 7? Using the
indicated parameter values, describe what happens to the size of the population over
one year.
(a) a= 1/ 10, Ii= 1, y(O) = 50
(b) a = 1110, h = 4, y(O) = 50
(c) a= 1110, h = 10, y(O) = 50
u h that) t) = 0. \\ hat d th1 · m an in (d) a = 1/ 10, h = 20, y(O) = 50

C. Logistic Model with Harvesting

2
n ider the logi tic model with harvesting, y' = ay - cy - h, y(O) =Yo, where
l. a repre ent the growth rate, c the inhibitive factor, and h the harvesting rate. Each
of the e con tant i po itive. . . 2
_ ..
u h that ) t) = . What d ttu. m an in (a) Find the equilibrium oluttons by olvmg ay - cy - h - 0. (What condition
mu t hold 0 that there are two real solution to t~i equation? W~~t condition mu t
hold 0 that there i · only one equilibrium olut1on? What cond1t1on mu t hold o
that there i no equilibrium solution?) .. . .
(b) ketch the pha line a urning that there .are two eqmhb~1~. olution _.
(c) k tch th phase line a urning t~at ther~ 1 only ~~e ~qu1hbn~ olut10n.
(d) \ hat happen to the population 1f there 1 no equ1hbnum olution?
tin t m re
on ider the pr blem, y' 7 Y - lo)'
=lo I 2- 1, Y( O) =Yo·
growth r.11 (a) hat are the two equilibrium solution ?
r. durin • d · (b) ketch the pha ·e line.
 Differential Equations at Work 91
0 Chapter - Fi t-Ord r Equati n

ing occurs at different rates. I1wcstigate the solution to this IVP over O :5 t :5 10 for
a = 2, 4, 6. 8. I0, 12. 14. What eventually happens to the size of the population 111
each case'?
n.

D. Logistic Model with Predation

One of the more predommant pests in Canadian forests is the spruce bud\\om1 These
insect:-. which are moths in the adult stage. lay eggs in the needles of the trees. fter
hatch mg. the lar\'ae eventually tunnel into the old foliage of the tree. Later, th1.:) pin
a webbing in the needles and dcnmr new growth until they arc interrupted. !though
the) do not destro) the tree, budworms weaken the trees and make them susceptible ~o
111 th 1 h p pul t1 n disease and forest fires. We can model the rate of change in the size of the bud\\ Orm
0 .. Aft rth fi population by building on the logistic model. Let Jl'(r) rcpres1.:nt the . izc of the bud-
worm population at time I. One factor that helps control the bud\\Orm population i
predation b) birds (that is. birds cat budworms). Consider the model.

c/JJ~ = rll'
c/1
(I - kIw) - P(IV)
'
\\here /'(II') is a function of II' describing the rate of predation 'oticc that for low
population le\els, the model demonstrates c. ponential growth rater. Based on the lo-
gistt model. k represents the carrying capacity of the forest. In the ab. 1.:nce of prcda-
twn. this giYeS a ma 1111Ul11 site of the budworm population.
Properties of the Predation Function l'o deYclop a formula for />(II'), we make
l\H' assumpt10ns. First. if 11' - 0, then /'( W) = 0 (that is, i there ar1.: no bud\\onu
the lmds h:\\ c none to cat). Seconll P( IJ') has a li1mting \llluc (that is. the birds h:l\ e
a limited appetite. h\1.:n if the bud\\orm population ts large, the birds cat onl \\hat
2
Th t I th1.:\ m:ed). J\ function that satisfi1.:s both of these propcrtic is P(H') = (aW
(h'". + 11' 2 ). 'I hcn:forc, our model b1.:come-..:

a. 111 h1 h 1 hm t/W
dr
rw( t -{ w)
2 2 2
I. \\ h.1t is the limiting \ alue of/'( JI' l (a 11' ) (b + W ) as II'-+ IX;?
'smg the indicated paramcll:r \ alucs. appro imatc the cqu1librium solution .• ht ch
, plrN' lrnl.'. 111 1.:ach case. (a) r = 1. k - 15, a= -. b 2. (b) r = L k = 20,
1
a 5, h ")
'· l ... in, the \ ,ituc" ,. I, a ·, b 2, appro imatc th1.: \ aluc of k that I ad to thr e
1:qu11ihrium olution ·. (D) till" c p rim1.:ntall) b) s lccting \aim: for k and th n
plottin •. ht \•Jue i a bifurcation point.) Sk t h the ph. "1.: lin1.:
4. m, \ c1nou initial 1;l111dition • g n rat numcri al olution to th1.: t\\O Jtuation
in r bl m ._ .1b \ 1.: ·uHI to that in prob! m . ompare th r ult to th rr _
1
pondm • ph. sc hn1.:.
upp th t ur job is to d t~nmnc th
m 111 hi h I port nt i 1t th. t )OU do a •ood j b (
92 Ch pt r - Fi I-Ord r Equ tion

6. D1 th d1tli ren~ in th' foll \nn .. three m del :

(a)>'= 0.4 l I -1=->)- ~: (b) }' = 0.4 ){I - ~y)- ~: 2

L ) I 4 ,. I

(c l' 0. i{1 - _I_

. - l )- ~2.
R I -· 4 >

199 http , ~ ~ n Ii try hun

B um rtn r, nd Don Han!

Applications of First-Order
Differential Equations
arg '

h n a pa huttle i launched from the K nn d' pace Center, th

minimum initial\ lo it, n eded for th huttle to c cap the Earth' at-
m phere is det 'rrnin d b\ solvin' a fir t-order diff r ntial equation.
Th rn an b 1d for finding the flO\\ of I tromagnetic fore , th t m·
p r. tur of a up of off , th population of a perie , and numerou oth r
pplir. t1on . In th1 rhapt r, \\e how how th e problem ran be pre ed a
fir t-ord r qu, t1on . W f u our attention on etting up problem and
pl.i1nm th m aning of th ub qu nt olution be au e te hniqu for ol\-
m, th fir t- rd r quati n d in hapt r 2.

93
 3.1 Population Growth and Decay 95
Chapt r pplication of Fi t..Order Differential Equation

209
Solution Let )'o represent the original amount of Po that is present. The
3.~ Population Growth and Decay 1
amount present after t year is y(t) = yoek • Using y(lOO) =fro and y(lOO) =
Lo i tic Equ tion Population Model \ ith a Thrc hold y e iook, we solve y 0 e iook = ~Yo for ek:
0

\\ d 1 cc ion~. I. the i'\lalthu model, e

IOOk
=z1
dv
--
dt
= l..T• '
1y 0) = 'o . ( 1 )1/100
ek = 2 .
Hence,
_ kt_ k I_
1)/'100
y(t) - .voe - Yo(e ) - Yo ( 2 ·
To determine the percentage of Yo that remains, we evaluate
1)501100
y(50) =Yo ( 2 = 0.707ly0.
209
Therefore, 70.71 % of the original amount of Po remains after 50 years.

209
ln Example I, we determined the percentage of the original amount of Po that
209
remains even though we do not know the value of Yo· the initial amount of Po. In-
stead of letting y(t) represent the amount of the sub tance present after time t, we can
let it represent the fraction (or percentage) of Yo that remains after time t. In domg o,
we use the initial condition y(O) = 1 = 1.00 to indicate that 100% of y 0 is pre ent at
( = 0.

uclide Hali-Lii Example 2

P lonmm • p 100 .lT
The wood of an Fgyptian sarcophagus (burial case) is found to contain 63% of the
B 1)11 urn I I 10 P I mum lOp carbon-14, 14 , found in a pre ent-day ample. What i the age of the sarcophagu ?
n R n 222
Rn 14
Solution from Table 3.1, we see that the half-life of C is 5730 year·. Let .1 (t)
1
R d1um Ra be the percent of 14C in the sample after t year . Then y(O) = 1. ow, y(t) = y 0ek ,
da so 1·(5710) e 5 ~rnk 0.5. olvmg fork yield :
Th num :.o 0 ar
1n(e5730k) - ln(.5)
10 ) rnmum
5730k = ln(.5)
k ln(.5) -In 2
Example 1 5730 5730.

fhu-;, i·(f) e k 1 e mo
In' I
2 I ·5710 . (An a j ternate approac h to o b tam
. t h e olution
ft ' =
is to ~olvc e 710" 0.5 for ek 111 tcad of for k, a· we did in Example 1. Thi
 3.1 Population Growth and Decay 97
96 Ch pier pplic lion oi First-Ord r Diff renti I Equation

.Vl.eld et = ·-'.- 15130 -_ (')1

2
s130 _ ~-1 · 73
- .:.
. .
ub t1tut1on of th1. · expre ion
. .
mto 120 v (in millions) • Example 4
y t Yo b Yo(e.1; 'gives the same solution as found previou I).) •
In thi problem, \\e mu t find the value oft for which y(t) = 0.6 . ohing • The population of the United States was recorded as 5.3 million in 1800. Use the
thi quation n.: :ult in: - ·O Malthus model to approximate the population for years after 1800 if k = 0.03. Com-
pare these result to the actual population. Is this a good approximation for years
_ t <no = 0_63 = 161
after 1800?
In 2 i
7 0
= In 1 3 40
Solution Jn this example, k = 0.03, y 0 = 5.3, and our model for the popula-
-r
- ~
1
tion of the United States at time t (where t is the number of years from 1800) is
,_-0 In..,- -- In
-~~ 100 t (in year.;)
y(t) = 5.3eo 031 . To compare this model with the actual population of the United
0 40 0 120
. 30 In tate , census figures for the population of the United States for variou years are
00 ''i730(ln 100 - In 63)
t= 19.·k Figure 3.1 Ji ted in Table 3.2 along with the corresponding value of y(t). A graph of y(t) with
In 2 In 2
the corre ponding poi nts is shown in Figure 3.1.
\ on Jude th t the arc pha_us i appro imatd) 3 19 year old.

TABLE 3.2 U.S. Population and Values of y(t)

\\' n u th 1 lthu-. rnodd to predi t the site of a population at a gin~n time Actual Actual
if th ,,r wth of th p pulation i proponional to the presc.:nt p pulat1on. Population Value of Popula tion Value of
(in millions) y( t) = S.J eo.oJr Year (t) (in millions) y(t)= S.Jeo.031
Year (t)
5.30 5.30 1870 (70) 38.56 43.2
Example 3 1800 (0)

10 ( 10) 7.24 7.15 1880 (80) 50.19 58.42

upp 1 b, ctcri 1 culture doubk" after three days De-
20 (20) 9.64 9.66 1890 (90) 62.98 78. 6
li r the mit1.1l population to triple. .
30 (30) 12.68 13.04 1900 (100) 76.21 106.45
Solution In th1 c.i •' •v{ ) = •l'O· o th e popu Iall on 1.· gl\ en bv ·' ( r) = y 0 tJ nd 17.60 1910 ( 110) 92.23 143.70
1840 (40) 17.06
> = -}o b aw th P:ipulati in double" a tcr thn:c da\ s ub .. titutin • this \'alu ·
mto y(t) = } 1, \\ ha\e · ~ 23.19 23.75 1920 (120) 106.02 193.97
1850 (50)
1930 (130) 123.20 261.83
•"(~
•
l'
• Ol = .,
-."O· I 60 (60) 31.44 32.06

, v. ' find that e .l 2 or (ek) 2. Therefore. cl = 2 t.b. titution

b th n yi•lds
Although the model appears to approximate the data for everal year after
}'(t) =Yo et )
1
yo2" . I 00, the accuracy of the approximation diminishes over time becau e the popula-
find \\h nth popul tion trip!· y :ih m > 1) = 1 ..,, = 'yo for r. "I1ti ) k Id,
tion of the mted tates does not exclu ively increase at a rate proportional to the
I 3 In i __
population. nother model that better approximate the population would take other
2 r - In 2 In . Th r·fi r>, th p pul 1ti n tnpk int - n_.., -4.I~-' factors into account.
1
) .

Logistic Equation
th re7um·d or th iilturc o onn d n. d m E:c-
Because the approximation obtained with the Malthus model is less than de irable in
IL! mma/ i=
the pre\ 1ous example. we sec that another model i needed. The logi tic equation (or
' erhul t equa tion ), which was mentioned m ection 2.3, is the equation
y'(t) (r - ay(t))y(t),
8 Chapt r 3 ppli ation of Fir t-Order Differential Equation~ 3.1 Population Growth and Decay 99

Cse a computer algebra system to sofre the logistic equation. If the result you obtain
is not in the same form as that given above. show (by hand) that tlze Mo are the
same.

Example 5

se the logi tic equation to approximate the population of the United States using
1.:panibl 'quation. h1r c0m nicnce. '''
r 0.03. a = 0.0001. and )'o = 5.3. Compare this re ult with the actual census Yal-
ucs given in Table 3.2. Use the model obtained to predict the population of the United
d\ tates in the year 20 I 0.
} I
r - av' or -·dt- = (r - ay)\·
.
Solution We substitute the indicated values of r. a. and y0 into
ratm \anabl and u ing paru, I fract1 m to inte 1 ratt' "1th re pcct toy. \\C ha\e
,. -
n·o
· - n to obtain the approximation of the population of the
c/1 • m·0 + (rayo)e
dt
(r O\' I nitcd tates at time t, where t represents the number of years ince 1800.

(r
ar
m
Ir) l "' = dt y(r) 0.0001 · 5.3 +
0.03 . 5.3
03
(0.03 - 0.0001 · 5.3)£' · ' =
0.159
0.00053 + 0.02947e ·03 ' ·

In Table 3.3. we compare the approximation of the population of the United tale.
( r a :> ; ) ell r dt
giYen b)' the approximation y(t) with the actual population obtained from ccn ·us
figures. otc that this model appears to approximate the population more closely
In r - a\ In 1 =n c.
,cr a longer period of time than the Malthus model did (Example 4). as "·e can
0
th1 1 n fi r 1 u m th p p rti of logarithm:

In rt TABLE 3.3 U.S. Population and Values of y(t)

r
Actual Actual
y ,., I\ Population Value Population Value
r Gl
rt
= Year (t) (in millions) of y(t) Year (t) (in millions) of y(t)

r(~
I 5.30 1900 (100) 76.21 79 61
' rt
a) l ,'00 (0) 5.30
1910(110) 92.23 9 '.33
7.24 7.11
1810 (10)
ppl)ln,:, th m1t1 I nd1t1 n l (0) lo nd h m ' fi r K. '' · find th t
9.52 1920 (120) 106.02 119.0
l,'20 (20) 9.64

/\ . 12.68 12.71 1930(130) 123 20 141 14

1830 (30)
16.90 1940 (140) 132.16 163.59
th1 1, -10 (-10) 17.06
lut1 n md 11nphf~1n •. tht lull '11 \.an
23 . 19 22.38 1950 ( 150) 151.33 I 5.45
1850 (50)

31.44 29.44 1960 (160) 179.32 205.,'2

l ,'60 ( ()())
rt •
38.56 38.42 1970 ( 170) 203 30 224 05
1,·70 (70)

L"O (80) -o 19 49.63 1980 ( 180) 226 .54 239.7

l 'l){) (90) 62.98 63 33 1990 (190) 24 '.71 252.94

100 Chapt r 3 ppli ati n of Fir -Ord r Difi r ntial Equation 3.1 Population Growth and Decay 101

(in nulh n )
250 . in :igur 3.2. To pr diet th p pulation of the nited tat rn th year 20 I 0 EXERCISES 3.1
\\ th th1 mod I, \\ valuate y ( ~I 0) to obtain

150
Yl210) = - ----.:...;...._______,-.,-- = 3 0.
0.0
olve the following problem . Unle otherwi e tated. u e the IO. If 90°10 of the initial amount of a radioactive element
Thu · \\ pr dt t th t th p pulat1on \\ill b appro. imat ly 300 million in th 'ear Malthu method. remain after one day, what i the half-life of the ele-
20 I 0. ote that proj ti on of th p pulation of the nit d tat m th y ar 20 I 0 l. uppo that a culture of ba teria ha initial popula- ment?
50
m d b; th Bur au of th en u range fr m 29 . I milh n to 00. 9 million, o tion of n = I 00. If the population double every three * 11 . If y (t) repre ent the percent of a radioactive element
l (m ye th ppro imation obtain d \\1th th I gi ·ti quati n nabl . day . determine the number of bacteria pre ent after that i pre ent at time t and the value of y(ti) and
0 I 0 0 day . How much tim i required for the popula- y(l 2) are known, how that the half-life H i given by

Figure 3. 2 tion to reach 42 0 in number?

odel ith a Thre hold H =
U2- t1)In2
--,,.-----,-~~~~
2. uppo that th population in a yea t culture triple ln[y(ti)] - ln[y(t 2)] ·
ertam I \el or thr h- \el) even day · What 1· the population after 35 day ?
Ho'' much time i · required for the population to b 14
12. The half-life of C is 5730 year . If the original
n follow log1 tt
th d1fferenttal qua- I 0 hm the initial population? amount of 14 C in a particular living organi m is 20 g
ti n *3. upp · that I\\ -thtrd · of the cell in a culture re- and that found in a fo ii of that organi m i 0.0 I g,
m m after one da . ·e th1 information to determine determine the approximate age of the fo ii.
>' = - ( 1 -- the num r of day · until only one-third of the initial
1 -~
v B')v
•. 13. After I0 days, 00 g of a radioactive element remain,
populatl n remain . and after 15 day • 560 g remain. What i the half-hfe
4. on ·1der a radioa tive sub tan with half-life 10 of thi element?
• = O. y = A. and y =B day lfther are initially 5000 g of the ub tance, how 14. After one week, I 0% of the initial amount of a ra-
mu h remain · after 65 da '? dioactive element decays. How much decay after two
up that the half-lifi of an element i 1000 hour . week ? When doe half of the original amount decay?
If there are initially I 00 g. h w much remain after
*15. Determine the percentage of the original amount of
I h ur? H w mu h remains after 500 hour ? 226Ra that remain · after I00 year .
6. that the population ofa small town i initially
Du t the constru t1on of an mten;tate high- 16. If an artifact contains 40° o of the amount of 23 °Th as
a pre ent-day sample, what 1s the age of the artifact?
'' ). th pulat1 n d ubles over the next year. If the
rat f gro" th i: prop rt1onal to the current popula- 17. On an archeolog1cal dig, c1enti ts find an anci nt tool
y= y= tl n. '' h n \\ill the population rea h 2 .O O? What i · near a fo ihzed human bone. If the tool and fo ii
th pulation afkr foe years'> ontain 65% and 60° o of the amount of 14 C a that in
* present-day ample , re pectively, determine if the tool
could have been used by the human.
18. certain group of p ople with initial population
I0,000 grow at a rate proportional to the number pre -
=B ent. The p pulation double · m five years. In how many
mall island year · will the population triple?
*19. olve the logistic equation by v1e\\ing 1t as a Bernoulli
equation
20. What 1 · the hm1tmg p pulation, hm, 00 r(I). of th
1s c nvcrtcd to
. . population using the result obtained in ample
th am unt f
5'?
F'gure 3.3 P 21. olve the I g1st1c equation ifr = 11 100 and a = 1110
Figur 3.4
given that 1•(0) 100,000. Find y (25). What i th
·- -o limiting p pulation'!
102 pt r 3 plicati n of Fi t-Ord r Diff rential Equati n 3.1 Population Growth and Decay 103

quilibrium solution· (as a ymptot1cally table, ·emi- to model the population under consideration. urne
·1able. or un ·table) of the following differential that h ~ r 2/4a.
quattons. (a) how that if h ~ r 2/(4a), a general olution of
(a) r y(_I - ~)2 (b)y' =y 2
(y - 1) dP•dt = rP - ap2 - h i
(c) I ' =_I' - \r;. (d)y' = y2(9 - y2)
P(t) =
32. n·1derth 1althu p pulationmodelwithk = 0.01,
o.o-. O I. O5. and 1.0 u ·mg r 0 I. olve the model,
plot the ·olutton \\1th these values. and compare the 2~ [r + Y4ah - r
2
tan( 2~ (C- at)Y4ah - r2 )J
re ·ult . HO\\ docs the value of k affect the ·olution?
(b) uppo e that for a certain pecie tt 1s found
on. 1der the logi ttc equation\\ ith r 0.01, 0.05, 0.1, that r = O.Q3, a= 0.0001, It= 2.26, and
0.. and 1.0 u ·ingy0 = I and a 1 olve the model, C = - 150 I. 5. t what time will the pec1e · be-
plot the lution \\ ith the e \alues, and compare the come extinct?
re ult . H w d e · the \alue of r affect the ·olutton?
(c) If r 0.03, a = 0.0001, and P(O) = 5.3, graph
34. \\" ma) u e graphing utilities to 111vest1gate the b.e- P(t) if It = 0, h = 0.5, It = 1.0, h = 1.5, It -= 2.0,
ha\ ior of ·oluti ns of the logistic equation under dtf- h - 2.25 and It - 2.5.
fi r nt c ndtti n (a) sc a graphing utility to inve ·-
th t1gat the bcha\ ior of th· olution if \-alues of r'. a•.and (d) What i the maximum allowable harve ·t rate to
1 0 ar ' ricd nd1.:r \\hat conditions doe· the 111rnt of assure that the specie ·urv1ve ?
u in th lution appr a h (b) a n nzero number. as (e) Generalize your re ult from (d). For arbitrary a
oo: nd (c) zero as 1 g;'! Hint: ons1dcr and r, what 1 the maximum allowable harv st rat
< l.r 1 O<u< I.a > I. that ensure · survival of the ·pecie ?
5. Han ting) 1f \\ • \\ 1 h to modd a p pulation of size 36. hortly after the hernobyl accident in the O\ 1et
t at ttme / und consider ,1 con ·tant harvest rate h Union in 19 6. everal nation reported that the level
(h •hunt in'. I 1 bing, r disease). then we might mod- of 131 1 in mi lk wa five times that considered safe for
ify th logi tic 1.:quation und use the equation human consumptton. Make a table of the level of 131 1
in milk a a multiple of that considered safe for hu-
dP
dt
= rl' - al ' - h man con umption for the first three week following

*29.

226
2 1op0concentration Ra concentration 1 - Ra
Pa inting (dpm/ g of Pb) (dpm/g of Pb) Po

11(/\hllll.! of Feet 12.6 0.26 09,'

II 11111111 Read111i: M111·ic 10.3 0 30 0.97

l.
1111111,111 l'lmi111! .Ha11doli11 0. 17 0.9

11 0111 111 f) 1111 km i: 0. 1 0.99

*ll.
/)1,( wh' oj f.111111<111' .5 0. 0.91

H 4. OJI 0.94

\f ko 1.5 1.4 O.Q7

5.2 6.0 -0.15

 3.2 Newton' Law of Cooling and Related Problems 105
104 Chapt r 3 ppli lion of Fi t-Ord r Differ ntial Equati n

eparable. and eparating variable give u

I ng did th mil
dT
T- T, = k dt,
0 tnlT - T,\ = kt+ C. U ing the propertie of natural logarithm and implifying
yield
T = C 1ek' + T,.
, here C1 = ec. pplying the initial condition implie that To = C1 + T., o C1 =
To - T,. Therefore, the olution of the equation is
th n 111pt t
T = (T0 - , e kt+ T,.
T)
40. h th i\'P '= r( I - A otice that if k < O. lim, ~ ek' = 0. Therefore, lim1-+ T(t) = T,, o the temperature
of th b dy approache that of it urrounding .
To better under tand the model, uppo e that k < 0. If T > T,, th n dT'dt < 0,
·o T(t) i a decrea ing function. imilarly, if T < T,, then dT'dt > 0, o T(t) i an in-
crea mg function. Therefi re, the object cool ofT 1f the ·urrounding temperature i
e on' La of Coo in and Related Problem greater than the object' temperature, wherea it warm up if the temperature of the
urroundmg i' warmer than the object' temperature.
oti e that in tead of ol ing the OD a a eparable equation, we could have
lved 11 a a fir ·t-order linear equation.

Example 1

pie is removed fr m a 350°F oven and placed to cool in a room with tempera-
ture 75' F. In 15 mm, the pie ha· a temperature of 150 F. Determine the time re-
quired to c I the pie t a temperature of o· F.

Solution ln thi.' xample, To 3 0 and T, - 75. ub ·titutmg the valu mto

T (To T,)i/ 1 + T,, we obtain T(f) ( 50 - 75)e 4' + 7 - 275elc' + 75. To
.ohc the pr blcm we mu t find k or 1/. W kn ,.,. that T(l5) - I 0. o 71.15) =
_75e 15k 75 150. lving thi · cquatt n f, r e* give ' us
275e 15 k = 75
Tht nu tt n 1 rep nt th I t rd r mtti 1., lu e
15k
=3-
II
dT
-=
dt r- r. . T( = r..
mtt1 It m tu . nd l th p ru hi
ek = ( IT )
I 15
.
dT _7 ( 1 )'I +7 •
-=
t
r- r.
106 Chapter 3 pplication of Fir t-Ord r Differential Equation 3.2 Newton's Law of Cooling and Related Problems 107

To find th valu-= oft for \\hi1:h T(t) 0, \\ c )I\ c t he equau· n - -1)-( 11 I I~

- This re ult mean that the time of death occurred approximately 1.53 hours
= 0 fort: before the body \Va di covered, a we observe in Figure 3.5. Therefore, the time of
death \vas approximately 10:30 \.M. because the body was di covered at noon.
:;- -( 1.,1 ) IS =5
60
ln each of the previous ca cs. the temperature of the urrounding wa a urned
(-IT)'I =-
0 to be constant. However. this does not have to be the case. For example, determining
the temperature inside a building over the span of a 24-hour day i more complicated
20 because the out ide temperature varie . If we assume that a building ha no heating or
air conditioning sy tern, the differential equation that needs to be solved to find the
-2 -· 4 temperature u(f) at time t in ide the building i
-I .

F" du = k( C(t) -
dt u(t) )
~gure 3.5 Graph of
1[1) 1(''-+6"
where C(t) 1s a function that describes the outside temperature and k > 0 i a con tant
that depends on the insulation of the building. According to thi equation, if C(t) >
u(t), then du 1dt > O. \vh1ch implies that 11 increa ·es. However, if C(t) < u(t), then
du dt < 0. which means that 11 decreases.

Example 3

5upposc that during the month of April in Atlanta. Georgia, the out ide temperature
111 r IS gt\"Cll by C(f) - 70 10 COS(7Tt/!2), 0 5 f 5 24. (Thi implies that the
Example 2 aH:~rage \alue of C(!) is 70°F.) Determine the temperature in a building that ha an
initial temperature of 60°F if k I 4.

Solution The initial-value problem that we must solve i ·

du k ( 70 - l 0 COs -7Tf - II )
dt 12
{
11(0) = 60
l he differential equation can be solved if we write it as
d11
dt Au k ( 70 - I 0 cos 111 ) an d use an .tntcgratmg ,.,iactor. Tl11.
12

11(1) 10 , ( 63 + 7 71'"' - 9 cos -111

., - 3 7T sm
. -111)
., + C1e 14 .
9+77'" 1- 1-

\\'e then appl) the initial condition 11(0) = 60 to determine the arbitrary constant c,
and obtain the ·olutwn

, .mrrr-) - - I 0--e
;? ,, 4
11(1) 9
!()
.,r ( 63 + 7 71'"' - TT!
9 cos 12 .>TT
12 9+.,1-
 Chapt r 3 pplicati n of Fir t-Order Differential Equation 3.2 Newton's Law of Cooling and Related Problems 109
108

\\h 're k I ..+, \\ hich i graphed in Figure 3.6. From the graph. we ee that the tem- Solution We notice that the volume (of liquid) does not remain constant in the
p raturc r-ach~ it· ma imum lapproximately 2°F) near r = 1- . - hour . which or- *
tank becau e R 1 R2· Therefore, we determine V(t) by olving the IVP dV'dt =
r p nd to ':30 P. M. 4 - 3 = 1, V(O) = 500 with the general solution V(t) = t + C 1 . Applying the initial
condition yields V(t) = t + 500, so that the IVP used to find y(t) is

r \\hat tim durin~ the da; 1 the rcmptrature in the b11iltli11~ increasing (decreas- dv 3y
moJ at the fa te t rate?
dt =4 - t + 500' y(O) = 250 ·
Rewriting the ODE a dyldt + (3y)/(t + 500) = 4, we use the integrating factor

iu(m
µ,(t) = ef(3dr) (I+ 500) = e3Jn(I + 500) = (t + 500)3, t ;:::: O

to obtain :r [(t + 500) y] = 4(t + 500)

3 3
so that (t + 500)3y = (t + 500)4 + C2 .
3
Therefore, y(t) = t + 500 + C2/(t + 500) , so that y(O) = 250 indicates that
3
C 2 = -250 · 500 = - 31,250,000,000. After graphing y(t) = t + 500 -
3
31,250,000.000/(t + 500) , we can use a numerical solver to find that the approxi-
mate solution to t + 500 - 31,250,000,000/(t + 500) 3 = 1000 is t = 528.7 min.
Figure 3.6
However, if t = 528 .7, then V(528.7) = 528.7 + 500 = 1028.7 gal, so the tank
would overflow before 1000 lb of salt could be present in the tank.

d\
dt = (rat alt 'nt r the tank) - (rate salt ka,e. the tank) EXERCISES 3.2

= ( ,1 ~)(R 1 g~) - (2J.0. ~)(R 2 gal )

,,.al min l 'tr) g. I min ·

i the \Olumc f olutton (liquid) in th' tank at any time t and y(r) I (f) r·p-
re alt on1.. ntration of the\\ 11--.tirrcd mi rurc. To determine l"(t). ''e sob·
th th n t rak of hange in the amount of liquid m the tank.
'~ : CR t hquid ntas tl1l: tank) - (Rate liquid kaH: the tank
1. hot cup of tea is initially I00°C when poured. How
long d e · 1t take for the tea to reach a temperature of
50° if it 1s at .'O C a tier 15 mm and the room tem-
perature 1. 30 '?
2. 'uppose that the tea in E:\erc1se I is allowed to cool
at r m temperJture for 20 mm . It 1s then placed in a
that the temperature of the surrounding i 60°F. ( or-
mal body temperature is 98.6°F.)
6. At the request of his children, a father makes home-
made popsicle . At 2:00 P.M., one of the children asks
ifthe popsicles are frozen (0°C), at which time the fa-
ther tests the temperature of a pop icle and finds it to

-( pl )
- Ri -
mm
cooler \\ ith temperature 15 C. What is the tempera-
ture of the tea atler 60 mm 1f it is 60°C after I 0 min
be 5°C. If the father placed the pop ic!e with a tem-
perature of 15°C in the freezer at 12:00 P.M. and the
m th' cooler? temperature of the freezer i -2°C, when will the pop-
um th' m1ti I ndition 1'(0) r·0 . \\c th ·nu the olutton I' t to ohe tht: pre' 1- *3. A can of orange soda is remo\ed from a refrigerator sicles be frozen?
u D ti r \ (1) \\ h r' l 0) - l o 1 th initi.I amount of It in the tank . ha,·ing temper.lture 40°E If the can 1s at 50' F after *7. A thennometer that reads 90' F is placed in a room
: min. hO\\ long does it take for the can to reach a with temperature 70°F. After 3 min. the thermometer
t mp rJtur • of 60 F if the surrounding temperature reads 80°F. What does the thermometer read after
Ex~mple 4 I· -ot)
~
5 mm?
4. uppo e that a container of tea is placed in a refng- 8. A thermometer is placed outdoors at 80°F. After 2 min,
or ,It : 5 F to COt)I. l f the tea is initially at 7 °F and the thermometer reads 68''F. and after 5 min, it reads
11 ha · a temperature of 70 F ,1fkr I hour. then when 72°F. What was the m1t1al temperature reading of the
d It t .1.:1. ll' d >e the tea reach -: F'' thermometer''
pr, ·nt t!l D 't •m1in th' time of death ifa corpse 1s at 79 F when 9. A casserole is placed in a microwave oven to defrost.
d1 O\ red .1t J :OO 1>. \1. .md 61' I· J hours later :\ssume It is then placed in a convent10nal oven at 300°F and
 pplication of Fi t-Ord r Diff r ntial Equation 3.3 Free- Falling Bodies 111
Chapt r
110

a) R 1 4 _al mm. R2 4 g. limin ,' 1 2 lb gal. du a thermostat. uppose that the desired temperature is ud. Then
- -
-
1(
= k(CU) - 11(1)) + A(I) + 8(1).
I0 4 • l'o - 0
(
8(1) k,t(11.1 11(1)). where k11 is a constant approximately equal
to two for most systems
{b) R1 4 _aLmin, Ri 2 g I mm. -1 =I lb .;al. \\here the constant k > 0 depends on the insulation of
Vo - .:oo. >o _o the building. 22. Determine the temperature (and the maximum tem-
10. {c) R1 gal mm. R2 t> al mm. 1- 1 lb gal. 2 1. Fmd the temperature (and the maximum temperature) perature) m a building with k = 1 4 and initial
lu - 600, }O = 100 m the butldmg \\ ith k = I 4 if the initial temperature temperature 70° if (a) A(I) = 0.25. 8(1) =
ts70cE nd (a) A(t) - O 25. C(I) = 75. and 8(1) O: 1 75(68 11(1)). and C(I) = 70 - I 0 cos ( m 12);
(b) (I) 0.25. C(t) = 70 - 10 cos (rrt 12). and (b) ·J(I) I. B(f) = I 75(68 - 11(1)). and C{t)
8(1)=0: (c) .1(1) 1. Cu)-70-10 cos (rrt 12l. 70 - I 0 cos ( rrt 12); (c) l{f) = 0.2:. B(t) =
IS. nd B(t) = 0. 1.75(68 - 11(1)). and C(t) 80 - 10 cos (m 12).
*23. If A(t) = 0.25. 8(1) I 75(11 - 11(t)). and C(t) 70
lfa h atmg
· or eo<)hng ·\stem is considerell we must modd the - I 0 cos ( 1TI 12): detem1me the Yalue of ud needed so
Y~m \\I th ,\!1 appropriate
- ·
lunell011. Of course, the svstem that the a\'erage temperature in the building O\'er a 24-
~d •
run const.mtl). but \\C knm\ that most are controlled b) hour period is 70°F. -

~ Free-Falling Bodies
1he motion of some objects can be determirn.:d through the solution of a first-order
*!'~. equation. \\'e bcgm b) explaining some of the theory that 1s needed to set up the dif-
ll:rcntial equation that nHKlcls the situation.

Newton ' Second Law of Motion

----~~~~~----~--~

!he r:.ite nt '' hkh the momentum of a body changes \\ ith respect to time is equal
to the resultant force acting on the body.

2 l.

lhL' b 1ll) 's 111n111entum is defined as the product of its mass and wlocit). so tlm.
statL'lllent is motklcd as
cl (1111'
) = ,...
di

\\ h~r · m and v represent the body's mass and Ycloc1ty. rcspectiYcly. and f 1s the sum
of the fo1n' acting on the bod). The mass m of the hod) is constant. so differentia-
uon k. d to the d11l\:rential equation
d1•
Tl/ di F.

It th b d) 1s ubjectL'd to the !(,rec due to gra\ it). then its \Clocity is detcnnincd b
oh 111, thL· difli:rcnti.11 L'quation
di· tfr
Ill - Ill~ or
dt dt
 pt r 3 pplication of First-Order Differ ntial Equation 3.3 Free-Falling Bodies 113
112

EnJi h y tcm) or ~ = 9.
2 2 Solution (a) First. we set up the initial-value problem to determine the velocity
''h re == '2 ft 1.:1.: m se (international ystem) ee
th umm ~ of unit m 1: bk '.4. of the object. The air re i tance is equivalent to the in tantaneou velocity. 0
dv
FR = v. The formula m dt = mg - FR then gives u

totion -dv
dt
= 32 - v
'
Engli h International
and impo ing the initial velocity l'{O) = 2 yield the initial-value problem
lug (lb- ft 2) kilo ram k )
-dv = 32 - \I
dt
F pound I ) 1 n (m-e ) { 1'(0) = 2 •

v.hich can be solved through everal methods. We choose to solve it a a linear first-
D1 tan foot (ft) m tcr (ml order equation and use an integrating factor. (It also can be solved by separating
Tim .
vanables.) Wit'h the integrating
. . 1actor
C:
e.I we have dt
d ( e f v) = 32e. f
Integrating both

sides give· u · e 11· 32er + C, o

1• = 32 +Ce ,

and applying the mitial velocity give' u 1·(0) 32 + Ce 0 = 32 + C - 2. so

C 30. Therefore, the velocity of the object is

l' = 32 - 30e r.
n th· objl:ct). otice that the velocity of the object cannot exceed 32 ft/ ec, called the limiting
n atl\e d n , elocit~. which is found by evaluating Jim, • l'(t).
To determine the distance tra eled at time t, s(t). we olve the fir t-order
nth. t 111, •
equation
m th· .1!11·
-ds = ,, = 3"'L. 30 e r

•
-
dt
d\
m
m dt with initial condition ,-(0) = 0. This differential equation i olved by mtegrating
both ides of the equation to obtains - 32t + 30e r +- C2. Application of s(O) = O
then gives us s(O) = 0
32(0) -+ 30e + C2 30 + C2 0. o C2 = - 30, and the dis-
t.mce tr<l\ cled by the object is given by

Figure 3.7 ~ = 32t + 30e r - 30.

(b) l'he object strikes the ground when s{t) =

1000. Therefore. we must oh·e the
Example t equation ·' = 32r + 30tJ ' - 30 I 000 for r Th roots of this equation can be
appro imated \\ ith numerical methods hke C\\. ton "s method. From the graph of
thi-, function. hown in !·igure 3.t, we see that s{f) 1000 near t 35 =
umerica\
methods shO\\ that ,,. =
32t + 30e r 30 1000 when r 32 I 75
The \ eloeity at th1.: point of impact 1s found to be 32.0 ft sec h) e\aluating the
ph
I 0 d ·ri\ atiH: al the time at which the object strikes the ground. gi\(:n by s'(32. I< 75).
Chapter pplication of Fir I-Order Differential Equation 3.3 Free-Falling Bodies 115

v (in ft/s)
Example 2 32
30 v (t) from Examp~ ]._ _ - - -
upp that th object in F ampk I of mass l slug is thro\\ n dowmrn~d \\ ith. an 25 ,,,,,,,, .....
initial \clo it'< of ft seL nd that the ob1ect is attached to a para hute. mcrea ·mg 20 /
/

thi re 1 tanL~ o th t tt i gi\t:n by , 2 • Find the Yeloc1ty at any time t and deter- /
/
15 /
mmc the hmning \ lo It) of the object. /
IO I
I Figure 3.9 The velocity functions from Ex-
4"25 t'~~~~~~~~~~

ample 1 and Example 2. otice how the dif-

Solution Thi ituati n i m d1:kd b) the initial-\ aluc problem v (I) from Example 2 1 (in s)
ferent forces due to air resi tance affect the
0.5 1.5 2 2.5 velocity of the object.
~~ = 32 - ,:i
{ v(O 2
\\ ohc th1: diffi.:r nual 1;quat1on b: cparating th1; \arinblc. nnd using partial Example 3
fraction :
Determine a solution (for the velocity and the height) of the differential equation
dv po'itiYe direction that models the motion of an object of mass m when directed upward with an ini-
~-2 =dt
"2 - \ motion tial velocity of "o from an initial position s0 , a suming that the air re istance equal
c1• where c i a po itive con tant.
- =dt
- - 1)
object
Solution The motion of the object i upward, o g and FR act again t the upward
1
4\ 2
_Il
<11 dt motion of the object a hown in Figure 3.10.
Therefore, the differential equation that mu t be solved in this case 1s the lin-
\ _( +
ear equation dvldt = -g - (c/m)v. We solve the initial-value problem
In 1 + 4 \ 2 - In 1
11
ln1' 4\:: '\ 2t
negati'e direction ~~ = -g - I~ V
h - 4\ 21 Figure 3.10 BY drawing a { v(O) = v0
fore d' • ~
4 F e iagram, \\C ·ec that ~and
I'\' - 4
~1=-
2
C t c) R. are m the negatiYc direction . ·· h .
by f 1r t rewntmg t e equation
dv = -g - -
c v a, -d
di•
+ -c 11 = -g and then cal-
dt 111 f Ill
Jc d1
4
K K culating the integrating factor e m = ec 1
"'. Multiplying each side of the equation
\ - 4 2
by e"1"' gives u e"'"' dv -t c 1•ee1 111 = -gea"' so that.!!._ (ect 111
\') = -ge" "'. Inte-
1 dt Ill dt
h11;!S fir'·\\ find th.t 1 4 -::; Ke :: (1 4\ 2) or (l - K
2(K I l). grating we obtain ea 111 1• = - gm ee1"' + C and, consequently, the general solution i
c
4
m
i·(f) = -g- +Ce ctm.
c
ppl1ing the initial condition 1·(0) = v0 and solving for C yield C =
pph ll n f th 101t1 I nd1t1 n 1 Id K -----. Th hm1tm
(n·0 +gm) c so that the solution to the initial-\·alue problem is
- 4\ lK _gm + cv0 +gm e
\ t) - K = 1·(t)
c c
nm_

For ex.ample, the \clocity function for the case with 111 = 1/128 slugs. c =
1/160. g 32 ft -;ec 2 and 10 48 ft sec is 1·(t) '8t 41 ~ - 40. This function i.
 3.3 Free-Falling Bodies 117
pt r J ppli ation of Fir t-Ord r Oifi r ntial Equation
116

Thi problem mu t be broken into hvo parts: an initial-\alue problem for the
tice \\ h r1.: v(t) = 0. Tht 'alue oft reprc cnts the time
object abo\'e the pond and an initial-value problem for the object belO\\ the urface
t ''hi h th obj t re h, it ma imum hci!!ht and begin· to fall tO\\ ard the ground.
of the pond. U ing techniques discu ed in previou examples. the initial-value prob-
imil rl) th1 function can be u ed to ill\ 1.:st1gak numerous ituation "ith-
lem aboYe the pond' surface i ' found to be
out h mg th d1ffer•ntial equation each time.
20 The;; h 1ght fun .. i n t \\ht\:h repr1.: 1.:nt the di tante · bo\e the ground t
-dv = 32- v
10 um t. i d t mun d b) mkgratm~ the ' ·In it) funct10n: dt
{ v(O) =0 .
~1
-!Ot (t) = f \'(t) dt f(-~;I ~gm
tm)dt Howe\'er, to determine the initial-value problem that yields the velocity of the ob-
2 JCCt beneath the pond'· surface, the velocity of the object \\hen it reache · the ur-
~m crm•0 gm"' L face must be known. Hence, the velocity of the object above the urface must be
=-- t i.>
c2 dctermmed first.
Figure 3.11 I S (In ft )
120 The equation d,· dt 32 - vis separable and rewriting it yields dvl(32 - 1·) = dt.
If th 0) h ing for r . ults in
IUQ Integrating and applying the initial condition results in v(t) = 32 - 32e '. To find
(=
the velocity when the object hits the pond' surface, we must know the time at which
om the object has fallen 50 ft. Thus, we find the distance traveled by the object b; oh-
t) =- c
t - ----'-.....,....=-- m
ing ds dt - 1·(t), 1(0) 0, obtaining s(t) = 32e + 32t - 32. From the graph of s(t)
1

shown in Figure 3.13, we ee that the \alue oft at which the object has traveled 50
t (111 ,~,·onJ ) ft appears to be about 2.5 sec.
4 s A more accurate value of the time at which the object hit the urface i t =
2.4 7c 64. The velocity at this time is then determined by substitution into the ve-
Figure 3.13 1raph of locit) function. resultmg 111 1'(2.47864) -.; 29.3166. ote that thi value 1s the initial
(t ::: '2( I 321 - >2 Yelocity of the objcet when it hit· the urface of the pond.
Thus, the initial-value problem that determines the velocity of the object
beneath the surface of the pond is given by lfr dt 32 6v, 1·(0) = 29.3166. The
Graph of' t) solution of this initial-Yalue problem is v(t) = 16 13 + 23.9833e - 6 ' , and ohmg
(m blu nd
t - 11 c1, dt 16 3 + 23.9833e 01 , s(O) = 0 we obtain

16
s(t) = 3.99722 - 3.99722e <•1 +
3
t,

ral f th t pt d Ill tht which giws the depth of the object at time t. From the graph of this function, shown
in figure 3.14, we see that the object 1s 25 ft beneath the surface of the pond after
appro irnately 4 sec
A more accurate approximation of the time at which the object 1s 25 ft be-
ntath the pond\ surface 1s t 3.93802.
Example 4
Finally. the time rcquir1.:d for the object to reach the pond\ surface L added
to the tune ntelkd for it to tnnel 25 ft beneath the surface to see that approximatelv
F'
igu re 3.14 6.4166 7 sec are required for the object to tnl\ cl from a height of 50 ft abo' e th~
3 9 22 - pond tO a depth of 25 fi bclO\\ the surface.

Note Th mod •I pr ~e n tC'd in this tion in which th force due to air r i tanc

1 prop irt1onal to th ' v lo 11 m ~~ mg cv 1s a 1111plif1 d model u ~d to lllu _

tr t h ~ differ ntial quation .ir u ed to model ph' 1c.al ituation . In mo t c
 pplication of Fir t-Order Differential Equation 3.3 Free-Falling Bodies 119
Chapter
118

the equation in ' hich th fore due to air re i tance 1 assumed to be proportional any time t. (b) What i the maximum height attained (b) What i the parachuti t's velocity v(t) after the
by the projectile? parachute i opened? (c) What is the parachutist's lim-
dv
to the quare of the velocit • m dt = mg - C\
,2
do a much better
•
JO
b ·in pre d.1cting
·
12. In a carnival game, a participant u e a mallet to pro- iting velocity? How doe this compare to the limiting
the elocity of the falling obj ct. In fact, the fir t model t) picall \\Ork only" hen ject an object up a 20-m pole. If the ma of the ob- velocity if the parachute does not open?
n object i dropped in a highl vi cous medium or when th obje t ha negligible je t i · I kg and the object i · ubjected to resi tance 21. (Escape Velocity) uppo e that a rocket is launched
ma . . equ1,·al nt to I I 0 time the in tantaneou velocity, de- from the Earth' surface. At a great (radial) distance r
termine if an initial velocity of 20 m/sec cau es the from the center of the Earth, the rocket' acceleration
obje t to rea h the top of the pole. is not the con tant g. Instead, according to ewton •
1 . \ urning that air resi tance i ignored, find the ve- law of gravitation, a = klr 2 , where k i the con tant of
loc1t) and height function if an object with ma 111 proportionality (k > 0 if the rocket i falling toward
i thrown vertically up into the air with an initial ve- the Earth; k < 0 if the rocket i moving away from the
EXERCISES 3.3 locity 1·0 from an initial height s 0 . Earth). (a) If a= -g at the Earth's urface (when
r = R), find k and show that the rocket's velocity
14. ·e the re ult of faerci e 13 to find the velocity and
2 is found by solving the initial-value problem d1•1dt =
h ight function if 111 = 1 12 . g = 32 ft/ ec , v0 = 2 2
-gR /r , v(O) = v0 . (b) Show that dv/dt = v dv/dr o
4 ft..' . and s0 = 0 ft. What i the hape of the height
1. roe· that ~ 1_h 3'.! lb 1 dr ppcd from r t from that the solution to the initial-value problem v dvtdr =
function·>\.\. hat is the maximum height attained by the
theed e ofa chff. (a) Fmd the \eloctty of th rock at
object" \\'h n doe the object reach its maximum
2 2
-gR /r , v(R) = Vo is v 2 = (2gR 2/r) + v6 - 2gR.
time ,-if th air re i tan i equ1\ I nt to the in,tan- (c) Compute limr->oc· If v > 0 ( o that the rocket doe
* h 1ght'' \\hen does the objc t hit the ground? How do
tane u \eloc1t) . (b) What 1 th locit) of the rock not fall to the ground), how that the minimum value
the e re ult compare to tho e of Example 3?
at t = 2. e . of vo for which thi is true (even for very large value
"'1 S. on 1der the situati n des nbed in Ex rcise 13 . What of r) is Vo = V2gR. This value i called the e cape
L the vet 1ty of the object when it hit the ground, velocity and signifie the minimum velocity required
a summg that the obje t 1s thrO\\ n from ground level? o that the rocket doe not return to the Earth.
16. ns1d r the ·1tuat1on de ·cnbed in Exer i e 13. If the
object rea h s Its ma\1mum height after T cc, when
= =
22. If R 3960 mile andg 32 ft/ ec 2 = 0.006 mi'sec 2 ,
use the re ults of Exerci e 21 to compute thee cape
doe th object tut the ground a · urning that the ob- velocity of the Earth.
j ct i: thrO\\ n from ground level'>
*23. (See Exerci e 21) Determine the minimum initial ve-
· upp ·' that •mobjc t of mass 10 kg i thrown verti-
locity needed to launch the lunar module (u ed on
call) mto the air ''1th an m1tial velocity 1•0 ml ec. If
early space mis ion ) from the urface of the Earth'
the limiting \d 1ty is - 19.6 m e . what can be said
about in the force due to air re 1·tance FR - cv act-
moon given that the moon' radiu is R =10 O mile
and the acceleration of gravity of the moon i 16.5~ 0
ing on the objc t'? of that of the Earth.
1 · If the limiting , do it) of an object of ma 111 which
24. (See Exerci e 21) Compare the Earth's e cape veloc-
i thr \\n \Crti ally into the 1r with an initial veloc-
ity 1· m cc is - 9. m sec, what can be said ab ut the
ity to tho e ofVenu and Mars if for Venu R 3 00 =
mile and acceleration of gravity is 85% of that of the
r lation hip •t,,cen 111 and c m the force due to air
Earth; and for Mar R = 2100 and acceleration of
=
r- i lance f ~ c 1• act111g on the object?
gravity i 3 % of that of the Earth. Which planet ha
*19. P ra hutist \\ ighmg 192 lb falls fr m a plane (that the large t e cape velocity? Which ha the smalle ·t?
i . 1 0 = 0). \\ h n the parJchut1st' speed 1s 60 fl sec.
th para hutc is p1,;ned and th para hut 1st 1·then sub- 25. In an electric circuit with one loop that contain
2
j t d to air re istam:c cqui\'alcnt t FR - 1• . Find a re·i tor R, a capacitor C, and a voltage source
*I I. E(t), the charge Q on the capacitor i found by olv-
th' ' I itv 1 t) f th para huti t. What 1s the hmit-
in \ ·I ·it; of th• par1chuti t'! ing the initial-value problem R ~~ + ~ Q = £(t),
20 · p huti t \\ 1•hin, (l l k • falls fr m a plane (that
Q(O) = Q0 . olve thi. problem to find Q(f) if
£(1) - £ 0 where £ 0 is constant. Find /(1) = Q'(t)
where /(1) i the current at any time t.
26. If in the R-C circuit de ·cribed in faerci · 2 C =
l0
6
farad'. R = 4000 ohms, and E(t) =200 volts,
 pplication of Fir t-Ord r Differential Equation Chapter 3 Review Exercises 121
Chapter
120

4\ °2 Ke '" ~ I) ') CHAPTER 3 SUMMARY

\= Kc''-~
Concepts & formulas
•2 •3 t . Find the equilibrium :olution to 111' dt = -g - (c m)1'.
\\'hat i. th1.: limiting \el ii)?
32. Find the quilibrium olution to 1fr dr = -~ -
( 111)1 2 • What i. the limiting \Cl it)?
G;ction 3.1 I J Section 3.3 1
33. uppo,c that a falling bod) i ubJ1.: kd to air re. ist-. ~lalthu model Newton's second law of motion
n 1.: as,umcd to be FR C\'.= th1.: ' lu lhe initial-value problem 1~v/dt = AJ'. y(O) = y 0 ha the The rate at which the momentum of a body change with
c = 0.5. I. and _; nd plot th ' I it) fun uon "1th olution re pect to time i equal to the re ultant force acting on the
m = I. t: = ':?. nd ''o = 0. H " d th \ lue of d
r = roek'. body: df<.mv) = F.
ffe I th \el ity'!
34. omp·1rc the cffcd. that air r . i tan c ha on the ' •· lo i ti equation (or \"erhul t equation) The velocity of the falling body is found by solving the dif-
I ity of falling bJe t of m s m - 0 that i. re· lhe initial-value problem y'(t) = (r - ay(t))y(t), y(O) =Yo ferential equation determined with
ka d "ith an initial 'd ii) of 1 0 16 n.id·r ha· the olution dv
motion FR= 161 .. and FR= 161'. mdt = ~ (force acting on the object).
l)'o
~ h Y= rt·
ay0 + (r - ayo)e

6. \ 1
1
-1 \, \ 0 = 0. \\lth m = l 12 ,
"ton· la\\ of cooling
lhe initial-\ lue problem dT/dt = k(T- TJ. T(O) = To ha
(a) the oluti n

2 T = (T0 - T,)ekr + T,.

t tlut th u\I·
CHAPTER 3 REVIEW EXERCISES
C)
nd =-•O fl
In Ex . 6. uppo e that a culture contain 200 cell . After one
rc1 1-4. I ssify the equilibrium soluti ns.
day the culture contain 600 cell . How many cell
l. y' == ·11 - -1') doe the culture contain after two day ?
2. .l' == -y *7. What percentage of the original amount of the element
226
Ra remain after 50 years?
•
• )' =::
'
-:rq
I
I' - 4)
8. If an artifact con tam' I0° o of the amount of 14 as
that of a pre ent-da ·ample, how old 1 th artifact?
29. 9, upp ·e that m an 1.·olated population of I 000 p o-
s. pulat1 n in ,1 ba k ria culture 1s r 0 . up- ple. 250 m1tially have a nru . If after one day, 500
r ~ ur d.1 , the p pul,1ti n 1s l'o· \\'hen ha\e the virus, how many days are required for thre -
'. 1 th po ul u n ·, 0·? fi urths of the p pulahon to acquire the nru ?
 Chapter 3 Review Exercises 123
Chapt r pplication of first-Order Differential Equation
122

dr dx
\0. Th~ omp rtz equ tion gt\ n by ti} dt = th.: ,eJocity of the object at, n) tim' t. \\"h n doe~ the *(b) dB - 2 ec 8 tan 8 = 0, r(O) = 4 dt = (r - ax(t))x(t) - qEx(t).
\"(r - a In } i u d b. to predict 'rt in ob ect rea h it ma imum height'? \\'h t i it maxi-
·p pulation . If J 0) =Jo. th n find ) 1). Find mum height if 11 is 1hrO\\ n from an initial h ight of dr . 8 8 This equation can be rewritten in the form
(c) - - 6 · in - co - = 0 r(O) = 0
5 ft'? d8 2 2 '
lim, ) (t) if a > 0. dx
*19. 2-t. ylindrical tank 1.50 m high tand on it circular dt = ((r - qE) - ax(t))x(t).
ba e of radius r = 0.50 m and is initially filled with
(b) Solve the equation dxldt = ((r - qE) - ax(t))x(t)
wat r. t the bottom of the tank. there i a hole of ra-
and find the olution that satisfie the initial con-
diu r = 0.50 cm that i · opened at ome in tant o that
dition x(O) = x0 . What i h(t)?
draming starts due to grJ\ ity. According to Torricelli's
12. la\\, 1 = 0.600\ '2i/i. 2
where g = 9 0 cm/ ec and h Suppa e that x0 = 1, r = I, and a= l '2.
i · the height of the water. By determining the rate
20. (c) Graph x(t) if there is no harve ting for O s t s
at which the \'Olume change , we find that
10. Hint: If there is no harvesting, qE = O.
13. dh
dt 0. 6 00.·f\,'2g
- \rl1, where A i· the cro -
8 (d) Graph x(I) and h(t) for 0 s t s 20 u ing qE = O,
e ti nal area of the outlet and Bi the cro -sectional 0.1, 0.2, ... , 2. What is the maximum su tain-
2 2 able harvest rate? In other words, what is the high-
area of the tank. In thi · ca ·e, A = 0.500 1T cm and
B = O.O~rr cm , o dlnlt = -0.00266 h. Find h(t)
2 est rate at which the fish can be harve ted with-
if h(O) = 150. out becoming extinct? At what rate hould the fi h
be harve ted to produce the large t overall har-
14. 25. (Fi hin ) on ider a population of fi ·h with ize at vest? How doe thi result compare to (a)?
21.
hm t gi"en b x(t). upp e the fi h are harve ted at
a rate of h(t). If the foh are sold at price p and 8 i In 1965, the value of r, a, p, c, and q for the Antarc-
the interest ra1c. the pn:. ent \aluc P of the harve tis tic whaling indu try, were determined to be r = O 05
gi"cn b · the improp r integral. a= 1.25 X 10 7 , p = 7000, c = 5000, and q =·l.3
X I 0 5 . A surne that I = 0 correspond to the year
If.\ t )]"<') "'··
p= L e- lp - _£_< 61
1965 and that x(O) = 78,000. A ume that a typical
*\:. 0
firm expect a return of I 0% on their inve tment, o
'' h r' c and q are constants related to the cost of the thato=O.IO.
effort f atching fish (</ 1 • call d the catchability).
(e) Approximate
(a) Ev;)luate P if o 0 05. lz(I) = ~.
x(/) -= I. and
If\, assume that the harvesting rate lz(t) i P = f,"" e- 61 [p - _c_]h(t) dt
o qx(t)
prop rtional to the p pulation of the fish, then
if (i) E = 5000 and (ii) E = 7000. What happen
h(I) = </f\(t). to the whale population in each case? What ad-
22. '' h r' E repr •sen ts the effort m catching the fish, vice would you give to the whaling indu try?
and und •r certain assumptions, the size of the (f) Approximate
populati n of the fi. h \(t) satt:.fie · the differen-
tial quation p =or e-&[p - _c_]h(t) dt
qx(t)
17. -ih
t1I
= (r - 11\(t) ) \(t) - h(I)
using the alue · in the following table.
 Chapt r 3 pplication of First-Order Differential Equation Differential Equations at Work 125

m~. respectively: and let fJ denote the angle between Hint: Studying Figure 3.16 might help .
ppro,imation of them as shown in Figure 3.15 Then.
E p
J0 e '[p -+lh(t) dt
q\1t) tan fJ = 1112 -1111
1+ m21111.
10
\'
1:0

2000

Figure 3.16

4.:00 (c) Find a family of curves that intersects the famtlv

2 2
Figure 3.15 of curves 1 - y = c at an angle of rr 4 Graph
several members of both families to confinn vour
result ·
(a)
111 1 tan fJ
hO\\ that 1112 = -- - . (d) F111d a family of curves that intersects the familv
1- 111 1tan 11 2
of curves 1 ' + y - c2 at an angle of rr 6. Graph
(b) np \'' '' ' ,ire gi' en ,1 family of curn:s that sat- se\·eral members of both families to confirm vour
1 fi.: the dlfTcrent1al equation cfr'ch = /(.1. 1·). result. -
s • (a) to shO\\ that 1f \\e '',mt to find a family
2~. l 2x = 38. (a) Determine the orthogonal trajectories of the fam-
of cunc' that mteN!Cts this family at a constant
ily of curves r = 2n + 2c' (b) Graph se\'eral mem-
2
an le II '' • mtht soh.: the differential equation
bers of both families of cun·es on the same set ofaxes.
d) J (.1. y) _ tan II (c) ~hat 1s your reaction to the graphs?
16. d1 I + / (1. y) tan fl

I ~'
·~ • Differential Equations at Work:
A. Mathematic of Finance

\upp )SC that P dollars arc mwstcd in an account at an annual rate of ,~1 ~ compounded
COlltll1UOt1sly. fo find the balance Of the <lCCOUnt .l(f) at time I, We 111U. t sol\ e the
i111ti<il-,aluc probkrn

for ' ·
l '"
- = 1:1·
cit
r(Ol = J>

I. hm\ that 1(1) = /'e rr.

Chapter pplication of Fir I-Order Differential Equation Differential Equations at Work 127

2. If 1000 i depo·ited into an a count with an annual int re t rate of % com- 8. Suppo e an investor begins by investing $250 per month in an account paying an
p und d ontinuou ly, \\hat i the balan e of th account at th end of 5, I 0 15. annual intere t rate of l 0%, compounded monthly, and in addition increa e the
and 20} ar·? amount invested by 6% each year for an increase of ~% each month. How much
will the investor have accumulated at the end of 10, 20, and 30 years?
If '' allO\\ addition or subtraction of ·um of mone from the account, the 9. Suppose that a 25-year-old investor begins investing $250 per month in an account
prob) m be om · more omphcakd. uppo that an a ount lik a aYing account. paying an annual intere t rate of 10%, compounded monthly. If at the age of 35
horn mortga_e loan, tudent loan or car loan. ha an imtial balanc of P doll and the inve tor top making monthly payments, what will be the account balance
r denote th int rest rate per ompounding p ri d. L t p(t) d not th mon ' flO\\ p r when the inve tor reaches 45, 55, and 65 years of age? Suppose that a 35-year-old
unit time and o= In( I r). Then th balan e of the a ount at t1m t, x t , ati fi friend begin inve ting $250 per month in an account paying an annual intere t
the initial-\ lu problem rate of 10%, compounded monthly, at the same time the first investor top . Who
ha a larger inve tment at the age of 65?
-d\· - ox= pt) 1O. If you are given a choice between saving $150 a month beginning when you first
{
d1 * tart working and continuing until you retire, or saving 300 per month beginning
x(O) =P . 1Oyear after you first start working and continuing until you retire, which should
you do to help en ure a financially secure retirement?
hO\\ that th balance of the unt t tim t0 i gi\'en by
to
From Exerci e 8 and 9, we ee that con i tent saving beginning at an early age
x t0 ) = Pe& + &o
I
0
p(t) can help a ure that a large um of money will accwnulate by the age of retirement.
How much money doe a per on need to have accumulated to help en ure a financially
·e ure retirement? For example, corporate pen ion plans and social security generally
provide a relati\ ely ·mall portion of living expen e , e pecially for tho e with above-
average income . In addition, inflation erode the buying power of the dollar; large
·um of money today will not nece sarily be large um of money tomorrow.
' th, t th' b, I n of the I an at tim t. in m nth . i gi\ n y an illu tration, we ee that if inflation were to average a mode t 3% per year
for the next 20 year and a person has living expen e of $20,000 annually, then after
·' I) = I 5 .. 0 year · th per on would ha e living expen e of
I an b Ian e fi r th· 20,000 . 1.03 20 = 36, 122.
Let r dcnot year and uppo ·e that a per on 's after-tax income a a function of year
1 · gi\ en by f(f) and E(t) repre ·ent living expense . Here t = 0 might repre ent the year
,1 per. 11 enter the work force . Generally, during working year , l(t) > E(t); during re-
ttrem nt year'. when J(t) represents income from ource uch a corporate pen ion
plan and , cial ecurit . /(!) < E(t).
uppo ·e that an ac ount ha an initial balance of o and the after-ta · return on
the ac unt i · r%. \ e a · umc that the amount depo ited into th account ea h year i
/(!) £(!). \: hat is the balance f the accow1t at year t. (!)? must ati fy the initial-
\ nluc pr bl em
~t = r (t) + l(t) - E(t)
{
(0) = 0

II hO\\ that the balance of the a count at time t = t0 i

(1 0 ) = e'"{o+ J~" [l(t) - E(t)]e -r' dt}.

\s ume that innati n an:rage an annual rate of i. Then, in term · of £ (0),

 Differential Equations at Work 129
Chapt r pplication of Fi t-Ord r Differential Equation

provides a continuous supply of nutrients. The organisms, however, must spread over
E(t) = £(0 e''. the urface without being washed away. If conditions become unfavorable, they must
im1larly. during working year · w a um that annual rai e ar r c ived at an be able to free themselves from the surface and recolonize on a new surface.
annual rate of j. Th n, m terms of /(0), The rate at which cells accumulate on a surface is proportional to the rate of
growth of the cells and the rate at which the cells attach to the surface. An equation
/(t) = l(O)e''.
de cribing thi ituation is given by
dN
dt = µ,(N + A),
V, ru h
where represent the cell density, µ, the growth rate, A the attachment rate, and t
/( t) = F + wv- n.
time.*
"h r T d not · th numb r of\\ rking year Th r fi r ,
1. If the attachment rate A i con tant, olve the initial-value problem
_{1(0 t!'. 0s s T.
I
IV>- F + re'' n. /> T -dN = µ,(N+A)
dt
12 { N(O) = 0

for and then olve the result for µ, .

2. In a colony of cell it wa ob erved that A = 3. The number of cell Nat the end
of t hour i hown in the following table. Estimate the growth rate at the end of
each hour.
F= 0.2 · 1 •
N
ial curity pr 'id . 0° o f hi Ii\ ing · at th t tim . · that
3
00 T
V= 0. · 1 .
2 9
( ) Find th tW
30 > ar 3 21
b) f Id th n ,. r z·rD·
. ... h 4 45

nd 10
3. U ing th growth rat obtained in Problem 2 e tiinate the number of cells at the
end of 24 hour and 36 hour .
1 . fa fi t nt nng tht: '' rk f)rc·

b
C. Oialysi
Th primary purpo e of the kidney i to remo e wa te product like urea, creatinine,
and e fluid from bl d. When the kidney are not working properly, w te ac-
B. Al ae Growth umulatc in the bl d; ,. hen to ic level are rea hed, death i certain. The leading
au f chr ni kidney failure in the United tate are hyperten ion (high blood
pre ·ure) and diabete · mcllitu . ln fact, one-fourth of all patient requiring kidne
Chapter 3 pplication of Fir -1-0rder Differential Equation Differential Equations at Work 131

where k is the proportionality contant. *

We let L denote the length of the dialyser, and the initial concentration of wastes
in the blood is u(O) = u 0 , while the initial concentration of wastes in the dialysate is
v(L) = 0. Then, we must solve the initial-value problem
Qnu' = -k(u - v)
-Q0 v' = k(u - v) .
{
u(O) = u0 , v(L) = 0

Dialyzing
1. Show that the solution to
(bathing)
Cellophane membrane Qnu' = -k(u - v)
(tubing containing blood ~ olution
-Qvv' = k(u - v)
{ u(O) = u0 , v(L) = 0
is
Qne= - QDeaL
u(x) = uo e=(Qo _ QoeaL)
eaL - e=
v(x) = uo Qo aL '
e= - ( e - 1)
Qn
k k . { Qnu' = -k(u - v) .
where a= Qn - Qo. Fir t add the equat10ns -Qov' = k(u _ v) to obtam the

linear equation _!!__ (u - v) = _}!___ (u - v) + Qk (u - v), then let z = u - v.

dx Qo D
Compre --ed 'r d1alyzmg temperature ext olve for z and sub equently solve for u and v.
luu n b th In healthy adult , typical urea nitrogen levels are 11 - 23 mg/dL (1 dL = 100
mL), while erurn creatinine levels range from 0.6- 1.2 mg/dL, and the total volume
Di ,,ram of a dn y dialy i machin of blood i 4 to 5 L (1 L = 1000 mL).
2. uppo e that hemodialy i is performed on. a patie.nt with ~ea nitrogen level of 34
mg/dL and erurn creatinine level of 1.8. u m~ a dialy er with k = 2.2? and L = 1.
If the flow rate of blood, Q8, is 2 dL/mm while the flow rate of the drnlysate, QD,
i 4 dL/rnin will the level of wa tes in the patient's blood reach normal level after
dialy i i ~erformed? For what wa te levels would dialysi have to be performed
twice? L
3. The amount of waste removed i given by L
k[u(x) - v(x)] dx. how that

r k[u(x) - v(x)] dx = Qo[uo - u(L)].

4. The clearance of a dialy er, CL, i given by CL= Qn[uo - u(L)]. U e the olu-
uo
tion obtained in (a) to how that

• D _ Burghe and M. . Borrie, Modeling with Dif!eremia/ Equations. Elias Horwood Limited,
s
pp. 41 - 45 Joye M. Black and Ether Matas arin-Jacobs, Luckman and orensen Medical-S11rgica/
Qs1/ = - A 11 - ') Nursmg. A P,1ychophysiologicApproach, Fourth Edition, W. B. aunders ompany (1993). pp. 1509 1519.
{ Q ' •
- o'' = u- " 1775- 1 0 .
132 Ch pier 3 ppli ati n of Fir I-Ord r Di ierential Equation Differential Equations at Work 133

t - e nL 2. ub titute these values into the result obtained in Problem 1. (a) Graph X(t) on the
cL = QB -----:Q::-----
interval [O, 24]. (b) Find the mass concentration at the end of 4, 8, 12, 16, 20, and
1 - _!!_ e-nL.
Qv 24 hour.
The rate of accumulation of cycloheximide is the difference between the rate
Typi ally. h m 1aly 1
of ynthesi and the rate of degradation:
per '' k. In -om
dP = R. - Rd·
dt '
It i known that Rd = KdP, where kd = 5 X 10
3
h- I, so dP/dt = Rs - Rd is equiv-
alent to dP/dt = Rs - KdP. Furthermore,

D. Antibiotic Production R, = Qµ Ex( 1 +

0 ;J 1
,

where Qpo repre ent the specific enzyme activity with value Qpo ~ 0.6 g CH/g pro-
tein . hr and K1 repre ent the inhibition con tant. E represents the mtracellular con-
centration of an enzyme, which we will a sume is constant. For large values of K 1
and t, X(t)= =
10 and (1 + (P/K1))-' 1. Thu , Rs= IOQµoE. so

dP = l OQPoE - KdP.
dt
olve the initial-value problem

-dP
dt = l OQp oE - KdP
{ p(24) = 0

clX
di=µ 4. raph ~P(t) on the interval [24, 1000).

\\h r Xr pr 5. What happ n to th net accumulation of the antibiotic a time increa e ?

c nccntr.iti n in g L. µ i th ma imum pe tfi
rat , nd X !\!pre 'nt th ma imum ma s onccntrnti n.• 6. lf in tead the antibioti i removed from the soluti~n . o tha~ no ?egradati~n occurs,
what happ n to the n t accumulation of the ant1b1ottc a time mcrea es·
I. Find th luti n to th' intti t-, tu pr bl m
dX
di=µ
{
X(O) =l
y firs m nin_ th' qu ti n -dX = µ (I - ./' ) ~·1 a tin ar quati n " 'th
dt

rim nt I r ult ha' · h "n th t =. hr I nd x = I0 ~ L

 4.1 Second-Order Equations: An Introduction
135

~ Second-Order Equations: An Introduct ion

The Second-Order linear Homogeneous Equation with Constant
Coefficients The General Case Reduction of Order

In this chapter, we focus our attention on sol\ ing linear ordinary differential equations
of order two or higher. There arc many instances in which we encounter equations of
tl11S t;pc. for example, \\C sec them in the study of vibrations and ound and a we
mentioned in Chapter I, there is a relationship between a system of two first-order
ODfs and a second-order ODC.
Higher Order Let\ consider the second-order equation _1' + y = 0 or y" - ·_i-. To find a solu-
11

tion, we must determine a function with the property that the second deriYat 1w of the
Equations tirnction 1s the ncgati\c of the function itself. When we consider functions familiar to
us. such as polynomials, trigonometric functions, exponential functions, and natural
logM1thms, \\ e can conclude that r 1(f) sin t 1s a solution because
y;=costandy)'= -smt;
1milarly. y 2(1) = cos t is a solution because
cost;
Of course, we arc not ah\ays abk to detcrmme solutions of a differential equation by
inspection as we have in this case. Therefore, we 110\\ mve t1gate a more general ap-
proach to solving second-order cqtwt1ons. \\-c begin this discussion by considering a
problem studied 111 plws1cs

The Second-O rder Linear H o m ogeneous Equ ation

with Con tant Coefficients

I qu
\uppost' that we attach an ob.icct to the end of a spnng that is mounted to a horizon-
tal rnd (s1.:c l·igurc 4.1 ). The object comes to rest. We call this the cqmlibnum position.
l l't \{f) repres1.:nt the displacement of the object from cqu1hbnum. Ifr(t) > O. then the
11l 1ec1 1s bl'lo\\ L'quilibnum; if \(t) < 0, it is above equilibrium. If we assume there j
1 dampin force actin , on thi.: ob.1cct that impedes motion. then we can find x(t) by
1
0
s11h in a second-order linc:tr ODE such as
1 -
0
d 2, dr
-;- ..... J - + 2.r = 0.
dr' dr
l(tl
pl m nt f h I hi-. lim•ar 'l'Cond-ordl•r ODF because it has the form
imp/ n
-- 1s .1

d ''
f'
igure 4.1 aiUl - + <11Ul -(" + <lo(t)\ j(t).
• rn pnn• m cir 2 dr
0
nd the h1•Ja:-,t11nk1 dem ,1ti' c in the equation is or order two. Of course in this equa-
tion, a (I) I, a 1(tl J ..md loUl - 2. o the coefficient functions arc cont, nt. Jn
, I Ii in11,/tfl O for ii I r, s11 this equation 1s homogeneous. (We gl\ i.: more detail n
1 4
th1 pnn • m. pr ibkm in ha pt er 5.) hw no\\, \\l' attempt to find a solu11on of tht
1 6 Chapt r 4 Higher Order Equation 4.1 Second-Order Equations: An Introduction 137

· urning that lution ha\ the form x(t) = en b au err and it deri\'a- fter finding a general olution of the ODE, we apply the two initial condition . In
ar on t nt mulupl of one an ther \\ find th \'alu ) of r that lead to a thi ca e, we have x(O) = c1 + c2 and dx/dt (0) = -c 1 - 2c 2, o we olve the system
r b} ub tituting x(t) = en into th D that tfr!dt = rerr and d~x 'dt~ ::::
r-t ub titution into d~_,. dt 2 + ~ (d\ dt) u r 2 rt + rert ~erl C1+ C2 = 0
= or { -ci - 2c2 = -1
for c 1 and c2 . Adding the e equation , we obtain -c2 = -1, o c 2 = 1. Sub tituting
en(r 2 + + 2) = 0.
r
thi value into c 1 + c2 = 0 then indicate that C1 = -1. Therefore, the unique solution
'quation t II us that 'ither ert = O or r· r 2 = 0. \\' kn '' that to thi !VP i
lu oft · that ert = 0. Th 'ref; n:. w olv th chamctcri tic eq11a1io11
x(t) = e - 21 - e - ',
r r+ 2=0
5 which we graph in Figure 4.3. otice that the curve pa es through (0, O) becau e of
th initial condition x(O) = 0. The curve then move in the downward direction becau e
d\· dt (0) = -1. otice al o that limHoo x(t) = 0 (as with any general olution hown
in Figure 4.2). Thi mean that the object eventually come to rest.
ln the previou problem, a general solution i x(t) = c 1e / + c2e- 21 . otice that
if we elect c 1 = c2 = 0, we obtain the trivial solution x(t) = 0. Thi how u that the
i 2x dx trivial olution alway ati fie a linear homogeneou ODE. Therefore, when olving
-+3- r·
2x =e '+ (-e 'l+ -t·-'=O. igure 4.3 raph of oluti n equation of thi type, we eek nontrivial solutions.
dt2 dt .l'(t) - '
- t - e ' to the l\P
The General Case
w that we ha e di cu ed a repre entative problem con idered in thi chapter, we
an ' late more preci ely everal theorem and definitions that were mentioned earlier.
L f · begin with the definition of linear dependence and linear independence.

Definition 4.1 Linearly Dependent

-=-~~~~~~~~~~~~~~~~~~
2
d x Let {/i{t) ..f(t)} be a set of func tion . The et Si linearly dependent on an
_\" = 2t 11
di -"' tl inten·al I if there are con tants c 1 and c2 not both zero. so that
= c, -t' ') 2t 2t c 111 (f) + c2h.U) = 0
=O for cn:ry rnlue oft in the intenal /. The et i linearly independent if S i
not linearly dependent (that i . if c1 = Cz - 0).

\'ote: We can rewrite c 1/; (t) + c2fi(t) "'° 0 a fi(t) =- (c1 /c2)fi (t), o we ay that the
Mo functi ns / 1(t) and fi(f) are linearly d pendent if they are con tant multiple . Th y
an: lmcarl 1i1dep 'ndcnt otherwi e.

Example 1

a= = = -1. etermine 1f the foll wing sets of function ' are linearly depend nt or !in arly in-
dcp ndcnt. (u) {2r. 4t}; (b) {e', e '}; (c) { in 2t, 5 ·int co t}; (d) {r. O}.
 4.1 Second-Order Equations: An Introduction 139
Chapter 4 Hi her Order Equation
1 8

Another way to exp re Theorem 4.1 is to ay that any linear combination of two
Solution or more olution of y" + p(t)y' + q(t)y = 0 is al o a olution of this ODE.
b) The

Example 2

how that y 1(t) = cos 2t and y 2 (t) = sin 2t are solutions of the second-order linear
homogeneou ODE y" + 4y = 0. Use the Principle of Superposition to find another
olution of thi ODE.
n id r the c nd- rder Jin' r
Solution For y 1(t) =cos 2t, we have y!(t) = -2 in 2t and y~(t) = -4 co 2t.
a2(t))f + a 1(t)y ' + aoll l} = F(/), Then, yl' + 4y 1 = (-4 co 2t) + 4(cos 2t) = 0, so Yi atisfies the ODE. In a simi-
wh r th ffici nt fundi n t1 2 t), a 1(r). a (/), nd F(t) ar ontinu u nth p'll lar manner, we can show that y 2 is a solution of the ODE. (We leave this ta k to you
*
intcn I/. I o. a umc that a 2 t) O for a h 'alu of / in I · that' ma · di' id' a an exerci e.) Therefore, by the Principle of Superposition, any linear combina-
tion of the e two functions, y(t) = c, cos 2t + c2 in 2t, is also a solution of the
the quation b. ai(t) to ' rite th cquati n in n rmal fi nn gi,· n by
ODE. otice that the two functions y, (t) = cos 2t and J'2(t) = sin 2t are linearly
>'' p t)y' q(t)y =f(r). indep ndent becau e they are not constant multiple of each other. Then, because
\\here p t) = a1(t a2 I . qlf) = a (I a_{t). and /(I) = F(I a 2(t) . If/(•) - 0. that ts. 11 the ODE i econd-order and we know two linearly independent solution , a gen-
f t) i id nti ally the zero function. th n the equati n i h m n u and t r P '· eral olution of the ODE i the linear combination of the e two function ,
nt d by y(t) = c 1 CO 2t + C2 in 2t.
/' + p th·' q(t)) = 0.
the zero functi n. th1.: p I) •' q t)y =f t). i' with fir t-order initial value problems, we can tate an existence and unique-
ne theorem for an initial-value problem involving a econd-order linear ordinary dif-
ferential equation.

Theorem 4.2 K i tence and Uniqueness

1

uppo. e that p(t), q(t), and f(t) are continuous function on an open interval I
that contains t = t0 . Then, the initial-value problem
PROOF OF THEOREM 4.1 y" + p(f)y' + q(f)y -f(t),y(to) a,y'(to) =b
has a u111que ·olution on /,

Example 3

Find th· s lution to the I P v" + 4y = 0, y(O) = 4, y'(O) = -4.

Solution \ e f und a gen 'ral . olution of the OD . y(t) = c1 co 2t + c2 in 2t,

in ample 2. ppltcation of the initial condition y(O) = 4 giYe ' u y(O) =
c 1 co. o c_ s111 o c 1, so c 1 - 4. To apply th~ condition y'~O) - - 4, w com-
= I 1(1 ) . q, = pute .I '(t) = - _c, sin 21 + 2c 2 co· 2r, ·o that y (0) = - 2c, sm 0 + 2c 2 co O =
 4.1 Second-Order Equations: An Introduction 141
140 Chapter 4 Hi 0 her Ord r Equation

2c 2 • Th rl!fore, 2c~ = -4. , c: = - 2. The unique lution to th IVP i y t) :::
4 o 2t - 2 ·in 2t. Thi ·olution i umqu over the mt nal -oc, oc) b au the
ffi ient fun tion ptf) = 0. q(t) = 4, and f t) = 0 are ntinuou on (- 00 , x).
nd th Ex1 ten e and niqu n Theor m guarante that the lution i a well
Theorem 4.3 Wronkians of Solutions
Con ider the econd-order linear homogeneous equation y" + p(t)y' + q(t)y =
O, where p(t) and q(t) are continuous on the open interval I. Suppose that y 1(t)
and y 2 (t) are solutions of this ODE on I. If Y1 (t) and Y2(t) are linearly dependent,
then W(.i·1(t), y 2 (t)) = 0 on !. If y,(t) and Y2(t) are linearly independent, then
W(y 1(t), y 2(t)) =I= 0 for all value on!.

We omit the proof of this theorem here. We leave it as part of the ection exer-
ci e ( ee b l' formula) .

et of "o un tion
Example 5
f .
2
how that y 1(t) = t 2 ' 3 and y 2(t) =t are solution of 3t y" - 2ty' + 2y = 0. Com-
pute the Wron kian of S = {t 213 , t}. Does your re ult contradict Theorem 4.3?

13 4 3
Solution Fir t we find y\(t) = 2t - /3 and y!(t) = -2t- ' /9. Then,
3 12y" - 2ty' + 2:v = 3t 2 (-2t - /9) - 2t(2t '. ' ~3) + 2t ' = (-~ - j + 2)t ' =
43 3 23 2 3

0, 0 y,(t) = 1213 ati fie the ODE. In a similar manner, we can how that
Example 4 y 2(t) = t i al o a olution. (We leave this to you as an exerci e.) ow,
2a
1 t 2
Comput th Wr n kian of ca h of th foll \'mg · t of fun ll n . W(S) = 2t
113 = , 213 - - ,213 = -1 12,3
a) = { int, c 1}: (b { '. te' , c {21. 4t}.
1 3 3
3
otice that W( ) =I= O for all value oft except t = 0. However, this does not con-
Solution \\'cc mputt.: 2 - d tt.:m1mant
. .h
w1t la b
d
= al- b. 2
tradict Theorem 4.3. fter writing the ODE in normal form, y" - 2/(3t)y' + 2 (3t )y
2
= O, we e that the coefficient function p(t) = - 2/(3t) and q(t) = 2/(3t ) are not
tn I O I
w )= d
d1
in I)
d
dl (C s t) =I tn ~ - sint rl
ontinuou at t - O. The theorem holds only on an open interval I where the e func-
tion are continuou .

=- IO I- C s t
2
= -( in 2 t + 2 t = -1.

b JJ
= -dtd e I d
dt
I

ft')
I

=le'e' I I
It•'
t 1
I Theorem 4.4 eneral olution
~~~~~~~~~~~~~~~~~~

ons1der th second-order linear homogeneous equation y" + p(t)y ' + q(t)y =

O. where p(t) and q(t) are continuou · on the open interval I. uppo e that _r 1(t)
= 21
- 1 '= 2J
and r (t) an.: /111earfr mdepcndent w/1111011 · of this OD on I. Then, if Y i any
oluti;n f this ODF, thcr1: are constant c1 and c2 ·o that Y(t) = c,y 1(t) + c2y 2(t)
)H' = = 1- t =O
for all t on I.

lU d that f Thi the n:m ' late · that if we have two linearly independent olution of a
m = {. .r. 1} sec nd- rd r linear h m geneou equati n, then we have all olution , called a gen-
 4.1 Second-Order Equations: An Introduction 143
142 Chapt r Hi h r Ord r Equ tion

eral olution. ~t\ n b. th tin ar mbmat1, no the t\\O olutions. In addition. \\e call ·o y 1(t) = e 51 i a olution. In a imilar manner, we can show that Yz(t) = e 21 1
Y1(t). }2(1)} a fundamental et of olution • ,md we note that a fundamental ·et of al o a olution. ext, we verify that the e functions are linearly independent. We
olution for/' p t i ' q(t)) = O mu t contain two lmearl) independent ·olunons can establi h this by noting that the two are not con tant multiples, or we can com-
Th numb r of fun uon in th t qu I the ordt:r of the DE. nd these functions pute
mu t b tin p nd nt. \\'c \\ill gcm.:ralizt: this re ult to hi~her-order equation. e s1 e21 I = 2e 31 31
= 7e 31
• 1. .1'2) = _Se
W(v - (-Se )
I 51
2e21 .

PROOF OF THEOREM 4. The Wronskian i not identically zero, so the functions are linearly independent
Therefore, because we have two linearly independent olutions to the econd-
L t I lo b a \ lu n I \\h re U l 1(1). y 2 / ) =I= 0. Th n, Y to) = c,y, lo) ordcr ODF, a general olution is the linear combination of the olution .
't In add"1t1on,
c 1e ·~ 1 + c 2 e~. • we ay that {e ·~I , e 21} 1. a fun damental set of
and Y'(to) = c 1;j(t0) c2li(t0 . \\'e n \Hite thi ~ t m oft\\ equa- 1·
solutions of v" + 3y' 1Oy 0.

Reduction of Order
Jn the next section. we learn how to find olution of homogeneous equation with con-
stant coefficient . In doing o, we will find it necessary to determine a econd linearly
mdependent olut1on from a known solution. We illustrate this procedure. called re-
duction of order, by con idering a second-order equation.
uppo ·e we have the equation
y" + p(t)y' + q(t)y = 0,
and 2 =
and that 1· /(!) is a solution. We know from our previous discu ion that to find a
general solution of this second-order equation, we mu t have two linearly independent
solutions. We must dctcnnme a ·econd linearly independent olution. We accomplish
this by attemptmg to find a solution of the form
y - l"{t)/(t)
and sol\'ing for 1·(1) Differentiating with the product rule. we obtain
. y" f"v + 21•'f' +fl'".
y' =/'1· + 1''.f and
th For com cnience. we ha\'C omitted the argument of the e functions. We now substitute
nl) + p(l)y' + q(f)y 0. This gi\ e u
y. y'. and y" into the equation y''

y" + p(f)y' + q(f)y = f"v + 21•'.f' + /1'" + p(t)({'" + fv') + q(t)1f

= Lf" pU)f' + q{l)f]I' + /1·" + 2v'f' + p(t)jv'
=O
Example 6
/1.'' + {2/' + p(t)f)v'.
lut1 n '" " - I Theref(1re. we ha\e the equation
olution /1.'' (2(' i- p(l)/)v' = 0,
1th (I)
r) = th
\\ hkh can lK written as a first-order equation by letting w "'. faking this substitu-
- I tion •i\ l's u the linear first-order equation
Ch pt r Hi h r Ord r Equation 4.1 Second-Order Equations: An Introduction 145

dw Solution In this case, we must divide by 4t 2 to obtain an equation of the form

fa, (_(' + p 1)f)1i =0 or ldr ( 2f' + p I) i \\' = 0 .
2
d v 2 dv 1
y" + p(t)y' + q(t)y =- o. This gives u the equation dti + t dt + 412
Y = 0.
parabl . o \\I! obtain the eparated equation Therefore, p(t) 21t and.f(t) =t 12
Using the formula for v, we obtain

(_-!,, )
o= •

....
-p dt. e
fpCl)dl J e - f21I dr d -
Je 2 In(/)
d -
J -1
l'(t) = J 0
[/(t)]-
dt =
[t
- I ')2
-
I -
t
I f - f dt = ln f, t > 0.
thi qu ti n b) int ·gratin~ both idc of the cquation to yield second olution is r - /(t)1'(t) = f- 112 In t.
In., = In ()2 ) - Jp(r) dr.
I
Thi m an th t n
12
e f P<tJdt o 'e ha\ e the formu 13
di'
dr = {12 e f )d
p(i ' r

e fp<1)d1
\ t) = I [f(t] 2 dt.
EXERCISES 4.1
r nta I quat1on p t
an o nt olut1on f th form

1' + 41· = 0
11
In xerc1 • 1-6. calculate the Wronskian of the indicated set 14
of function fa, ifv each set of functions as linearly inde- · {:r(O) :: -1, y'(O) = 2'
Pendcm or hn 'arly d~pcndent. r = c 1 cos 2t + c2 sm 2t, -oc < t < oc
nd )2 I
lin v"-8r'+16i 0
I. \' -: ( t. 4t - l } 2..\ {t. c'} *15. {
:1·(l):: O,y'(l) = -e 4 '
.. 3. _ {e 61. e .i } ..i. S {cos 2r. sin 2t}
y = c 1e4' + c2 te 4', -oc < t <cc
1
*S. 'cos 31. e ' sin 3r)
Example 7 2
t r" +
7tl'' - 71' = 0 - 1
6. = {e 'co' 4t, c'' sin 4t} 16. ·) ..,· '(l).
{ r(l=-.y ?,y=c 1t +c~t,t>O
- - 2-
D t nmn luti n th di c nta I uau II
I
r" + r = 2 cos r
illEi rc1 - 12. h, \\ th.It) = c 11 ·1(t) -r c2}2(t) satisfies the 17
· {y(O) = l. y '(0) I'
&t~en d1ffi I' nual 1.:quation md that (.1· 1(I), 2(t)} is a It nearly
d nu m t. 1· c 1 cos r + c~ sin t · r sm r, -oc < t < oc
Solution '.Th n '' ~ ~- 18. Lse the ~ronskian to shO\\ that ify 1 andy2 are solu-
i. I =C1 1
C2e
1
,) ~ - l' =0 t10ns of the first-order differential equation
H. I =I I C2 11. Yn 2'•' - 31• Q
y' + p(l)y = 0.
\ t) 9. C:,I 1
, \'n 2y' =0 l'

.t<'i'. rn - 41 , + 41• = () then 1' 1 and 1'2 are linearly dependent.

I) md nd nt lull n 1 y = t 1 t) =/ 'Ill 21, I " 41 0 19. Consider the hyperbolic tngonometric functions
+e ) 2 and smh t = (e' - e- ) 2
1 1
cosh r (l'' hO\\
c2 ll1 41), l'n - 6y' 251• - 0
that
Ex~mple 8 (a) d dt (cosh I)= sinh 1.
the •t\ n 1lutwn on the rnd1cated in-
thc 1mt1al-\. luc problem (b) d dr (sinh r) = cosh t.
nd Im rl. m lut1 n t th dt nt1 I (c) co. h t - smh 2 t - I.
2

(d) osh r und smh t arc hn1:arly independent func-

I I
·' t10ns.
 Ch pier 4 High r Ord r Equati n 4.2 Solutions of Second-Order Linear Homogeneous Equations
146
with Constant Coefficients 147

e-fp(1)d1
In ·erci e fundam ntal t of olu- tion/(t) , dt obtain db) redu tion of order Solutions of Second-Order Linear Homogeneous
lion for the gh n equ ti 'l. l-6 to\ nfy Im- J[f(t>J- Equations with Constant Coefficients
ar ind1:pcnd1:n e.) are lin arly indep1:nd nt. Hint: th \\ ron k1an.

20. =={e- 61,e "''}.y• IOy' 24,==0 how that n ral lotion of 1 • - k 2y = 0 1 1· == Two Distinct Real Roots Repeated Roots Complex Conjugate Roots
c co h kt + c2 inh kt, wh re o h kt= (e.tt + e ') -
21. 4) =0 and ·mh kt = ( ~ - e -.tt - · In ection 4.1, we tarted to investigate the method by which we solve second-order
22. in 3t}. y• 6)' · I )' = 0
3 (Abel' ormula) uppo e that )'1 and r2 are ~' ·~ linear homogeneous equation . Here, we restrict our attention to equations with con-
1) = 0 lut1on · of\' p\t).1 q(t),1 = 0 on an open mten tant coefficient ,
ond- /. wh re p(t) and q t) ar ntmuou . Then, th \\ r n·
kian of •1 and y 2 is
ay" + by' + cy = 0,
JI'(_\ I• J2) = e-fp{.t '. and we olve the equation by a urning that y = err is a solution for some value(s) of
r. We find r by ub tituting this olution into the ODE. Withy' = rerr and y" = r 2 er',
I' fi rmul using th follo'' mg t p . Be·
(a) Ifm 1 = m_ and both m 1 d m2 nr real, h \\ that luti n . be)n "1th th we obtain ar 2err + brerr + cert = 0, or
{e.. •'. e ·} i a fundam ntal t of lotion of 2
ay• by ' cy = 0. .ri p(t)yj + q(t)_\'1 =0 err(ar + br + c) = 0.
{Yi p(t)\'; q(t))'2 = 0 .
fund - Th refore, we olve the characteristic equation
C) =
0. lultiply the first qu uon b) (-r2) ar
2
+ br + c = 0
nd b) y 1• dd th re ultrn qu uon to
(Y1Yi - ) in) P Yi)'~ - yj y.) = 0. (b ,, to determine ,. (becau e err i= 0 for all value oft). Of cour e, the root are
that (d di) II .()·1. > ) = Y1Y~" - YtY.·
" c) "·r
th re ult m ( ) nd b to o tam th fi t-ord
r=
-b ± Yb2 - 4ac
2 - -34, u red tion of on! r \\1th th lotion dJI' dt pW= O l\'e th1 · quati n fi r II 2a
y 1 t to find a nd Im arly md pend 'nt lution of th gt n 11
4 . t nl; ne valu ft
d1ffcrenfal quation. 0 the root of thi quadratic equation depend on the value of a, b, and c. There are
/'? Hmt: 2
three po ibilitie : two real di tinct roots when b - 4ac > 0, one real repeated root
when b 2 - 4ac = 0, and two complex conjugate roots when b 2 - 4ac < 0. We now
c n id r each ca e.

Two Distinct Real Roots

upp that the characteri tic equation of an ODE ha two roots r1 and r 2 , where
two olution to the ODE are y 1(t) = er'' and Y2(t) = er21 . We how that the e
ar lin arly independent by computing the Wron kian

= ,.e"'I
e,.
er2I
rie"2r
I = rie (ri +r2)I - r e(r, +r,)r = (r - r )e(r, + ri)I
W(y1. )'2)
I 1
11 1 2 1 •

Th fun ti n · are linearly indepe11dent becau e r1 - r1 i= 0, o that W(yi, y 2) i= 0.

21
Therdi re, a general · luti n i } (t) = C1)'1(t) + C2Y2(t) = c1e,. + c2er .
11

Theorem 4.5 Distinct Real Root · ~~~~~~~~~~~~~~~~~

2
J ·t ,. 1 and r2 be the real ·olution - of ar + br + c = 0. If r1 i= r2. then a gen-
eral ·oluti n of ar" + lw' +Cl' - 0 is .1'(/) = c,er,r + c 2e'11 •
 Chapter 4 Hi h r Order Equation 4.2 Solutions of Second-Order linear Homogeneous Equations
148
with Constant Coefficients 149

Example 1
Complex Conjugate Roots
Suppo e that the characteristic equation of an ODE has the complex conjugate roots
oh y" y' - 4y = 0. r 1 = a + {3i and r 2 = a - {3i where a and {3 ({3 > 0) are real numbers and i = -v=-1.
Note: Sometime , we denote the roots as r1 ,2 = a ± {3i.
2
Solution The haracten t1 uati n for tht OD i r + 3r - 4 === To construct a real-valued general solution, we use Euler's formula,
(r 4 r - I )= 0. with r ts r 1 = - 4 and r;: = l. Th refi re. a g n ral olution
i y t) = Cie - t + C;iet.
ei 8 = cos () + i sin e,
which can be obtained through the use of the Maclaurin eries:
"' tk t2 (3 t4 (5
Repeated Root e' = ~o k! = 1 + t + 2T + 3T + 4T + ST + ... ,
"' ( - I)kt 2k ,2 14
co t = 'f.o (2k) ! = 1 - 2T + 4T - .. .,
''e only ha\ on and
btain ' ond lin arl) independ 'nt
. "' ( _ J)kt 2k+ I t3 (5
mu\
m t = k~O (2k + 1)! = t - 3T + ST - ...
, fp(t t
V;i( I)
-
= -V1(t ) I t(
y,(I) -
) dt, We d rive Euler' formula u ing the e Maclaurin eries and ubstitution:
2 3 4
"' (iOl i e2 i e3 i e4 i 5 e5
pp ars in th ' ~en ral cqu ti n y" pt).\'+ q t)y = 0. In tht a · . th' e'o = - k, = 1 + iO + 2!
....J + 3! + 41 + -51 + ...
D i· a>" b·'+cy= O. i\ iding b) a ) i ·ld r (ba)y' (c 'ay=O.· 1 11 k 0 . . .

= b a. R turning t th' r du ·ti n of ord ~r fi rmul . \\ • find th t e2 ie3 e4 ie5

= 1 + i() - 2T - 3T + 4T + 5! + ...
) 2 t = e - bl! iai
f
f(b;o')dt
dt =e ht .:o)
I _e__ ht a
ft = '",, ht ( .:al
I dt = fr hf. ;:.a).
[e bL(la 1;: bta < = ( 1 - .!._
2!
+ t_
4!
+ .. ·) + i(e - .!!_3! + .f_5! + .. ·) = cos () + i sin ().
Th refi r . a "' n ral lutt n 1 y ( t) = c 1e ht .ui)
ing the propertie of ine and co ine, Euler's formula also implie that e ;o =
() - i in (). The root of the characteri tic equation are m 1•2 = a ± {3i, o y 1 =
1
/ " {ji)r = ea'(co {3t + i in {3t) and Yi =
e<" p;)i e"'(co f3t - i in /31) are both=
· luti n to the differential equation. By the Principle of uperposition, any linear
mbination f v1 and y 2 i al o a olution. For example, z1 = i (Y1 + y 2) = e ' co {3t
0

L tr = r 1 r = nd =i = -2 (J;i - y 2 ) =em in {3t are both olution . You should verify that
lut1 n a "
{<'"t f3t, e 0 ' in {3t } i linearly independent, o a general olution i y =
e"'(c 1 c f3t + c2 ·in {3t) .

Example 2
Theorem 4.7 onjugate Root
) " l = 0.
L t ,. 1 a + f3i and r :. - a - f3i, where a and {3 (/3 > 0) are real number , b
olution the solutt ns of ar.:: + br + c = 0. general solution of ay" -r by' + c_1 - O i ·
a
c 1e"' c s f3t + c-c"' sin {3t = e (c1 co · {3t + c2 ·in {3t) .
01
\ th ,= r(f)
 4.2 Solutions of Second-Order Linear Homogeneous Equations
pt r 4 Hi h r Ord r Equati n
with Con tant Coefficients 151

EXE RC/SES 4.2

Example 3

y"+4)' 20y=0.y(0)=~.)'(0)=-l.

ln Exerci e l-15, find a general olution of each equation. (b) Sub titutey andy' into the Ricatti equation to ob-
Solution Th quati n is r 2 4r + _o = 0 '' ith root · tain the second-order equation
1. y# + y' + 12y = 0 2. y" - 4y' - l2y = 0
r ... = _ _ _ _ _ _:.-.;..;.. = _.;__ \~ = -4 ::!:
-4 ±___ i = - 2 :::!:: 4i. w"(t) _ (w'(t)) 2 a'(t)w'(t)
1
*3. y# + 3y' - 4y = 0 4. y" + y' - 72y = 0 - +
2 a(t)w(t) a(t)(w(1)} 2 (a(t))2w(t)
. y# + 16y = 0 6. 4y" + 9y = 0
ur rli ~r not ti n. er = - 2 and f3 = 4. that a gen ral luti n f * . y + y = 0 8. y" + :Y = 0 ( w' (t))
2
b(t)w' (t)
I ~
9. y• - 6y' + 25y = 0
a(t)(w(t))2 + a(t)w(t) + c(t) = 0.
) I) = 21
( I ' s 4r C2 in 4t). lO. y# - y' + 20y = 0 Multiply thi equation by a(l)w(t) to obtain
" a' (l)w' (t)
olution of th· characteristic cquati n r' mp\ njugat i-: find *11. I'#+ 6y' + [ y = 0 w (1) - a(t) + b(t)w' (t) + a(t)c(l)ll'(t) = O
= 3 and) '(0) = -1. " fir-;t al ulat
n fi r \\ht h y(O) l2.4yn+2ly'+ r=O and simplify the result to obtain the econd-order
2 4r - _, 1 m 4r '_ sm 4t) 13. I'# + 4y' - y = 0 equation
) = '( -c 1 o 4r 2 2
14. )'# + 4y' + 4y = 0
~ith th p 'aluat th *l . \' - 6y • + 9y = 0
# w " - (a'(I)
a(/) - b(t) ) w' + a(t)c(t)w = O.
-1 and } '(0) = -<- • - 1)
In Exe .·
'. rci 16 2 , ·olve th m111al-value problem. Graph the 29. Convert the Ricatti equation y' + (1 4 + 12 + l )r2 +
01
ubstituting = int th Uhon on an ppr pnate interval. 2( I - I + t2 - 2t 3 + t4 ) l .
mm~ 1
Figure 4.4 Graph of l + 12 + 14 )' + 14 + 12 + l = 0 to a
l6. v# -y' = O.y(O) = 3,y'(O) = 2
l(t)= i3 ~ in 4t).
·h•' .., y = 0 fi.f
1 · 3i·# -y' = 0. v(O) =
18. \ ~ + y' - l2y = O,y(O} = 0.y'(O) = 7
O,y'(O) = 7
econd-order equation by u ing the following teps.
(a) ote that a(t) = 14 + 12 + J,
2(1 - I+ 12 - 21 3 + 4
t )
*t · J~- y'+ l2y=O.y(O)= ,y'(0)=-2 b(t) = I + 12 + 14 ' and
In Examp/ ~. eialuat Jim, t . Do' 1/ii limit d
1· ~,,I 011 th initial condirion. ·
D t/11 re 1/1 re H itli th ~mph in Fir,trc . ? 20. 2y~ - 7y' - 4y = O.y(O) = O.y'(O} = l _ l w'(t) I
c(I) - Let y(t) = - - - - o that .
21. r- - •' IOy = 0. y(O} == 1. y'(O) = 5 r
4
+ t2 +
1'1'(1) a(t) l
Th rem: . - through .7 n b · umm ri:£ d a folkl\\ · 22. \ 6y = 0. y(O) = -· y'(O) = -6 the econd-order equation i
*2 · 1· + l y = 0, y(O) = l. y'(O) = 10 w" _ ( 4t
3
+ 2t _ 2( l - t +t
2
- 2t
3
+ 14 ) ,
Solving Second-Order Equations with Constant Coefficients 24 · \' - -Y' + y = 0.y(O) = 4, r'(O} = 0 t'~ + ,2 + I l + t2 + t4 w +
=0 \; • 'nd-ord -r ·qw ti n '' ith · n~t. nt 2 . I 4y' 4y = 0. y(O) = l. y'(O} = 3
(14 + t2 + I) l w = 0,
lution f th ·qu ti n m bm 2 . \' -.I' + y = O. 1·(0) = l. y'(O} = 0 1
4
+ t2 + l
• 2 . \' 41 -Or O.y(O) = 2.y'(O) - 0 which implifies to w" - 2w' + w = O.
2 . Rica tti equ ation, named fi r the Italian mathc-
th 1111 nd m in: n: 1, a •en rat luti n y" mat1c1an J po FrJnce· o Rtcatti (1676 1754), i· a (b) how that w(t} = C 1e' + C2 te' is a general ·olu-
n nlinear fiN- rdcr equa11 n of th fi nn tion ofll'" - 2w' + w = 0.
w' (t) I
" (l(t)\• 2 /l(t)y c(I) = 0. (c) e v(t} = - - - - to how that
· w(t) a(t)
= \\'e
k th u slllullon r(t)
w'(t) 1
=- - -- I l\'C C1e' + Ci(e' + re')
• 11'(t) a(t} = (r4 + 12 + 1)( ie' + Cite') sati fie the
R..1 an1 ·quat1 n~ 1·(1)
Ricatti equation.
3 luti n f ,• Ca) h \\ tha1
, 1\1'(1) (w'(t)t Cl. (f)ll'' (t} Jn Exer i e 0 35, ·olvc the given Ricatti equation. ( ee Ex-
> (t) =--- - __;.__;.~-
(u(f)) 211{t). erc1 ·e 2 and 29.)
= (1(1)11 t) a(t)(11{r))
152 Chapter 4 Higher Ord r Equation 4.3 Higher Order Equations: An Introduction 153

1 2- 6 41. h \\ that th boundary-Yalue problem ~ Higher Order Equations: An Introduction

30. >' f21.' 2 ~------'- 'v ' +51•=0 . .
l
1·
· -- · has mfimtel manv ·olul!on-.
4: 12 l = 0. r(0)=0._r(7T2)=0 • •
v ~ + 2r ' + I' = 0
The idea pre ented for second-order linear homogeneous equations in Sections 4.1
31. y '

32.) . ,2
in
c
I)
2
-

I\ 2 -
2-
21_-
_1_tan_1__ _~ y
I = 0
2 ec r h,
l
th boundary-\'alu problem l~(O) = O. y( 7T·4) = o
no n ntri\ 1al s lution . and that the boundary·
and 4.2 can be extended to those of order three or higher. We begin with the general
form of an nth-order linear equation.
-2-=0
I
\'alue prob! m L.~O)-r=--;·_'_1 (;~)==OO h one (n n-
1 - 21 - 1 t I
33. >, - i 261 ~I = 0 tri\ ia)) olution. Definition 4.3 11th-order Ordinary Linear Differential Equation
2 '* 42. s fa t ring to IY ea h of the folio\\ ml!. n nlin· An ordinary differential equation of the form
4(1 4) =0 ar quatt n -. For which equah n ·. if an~. 1. -the Prin·
1
iple of uperpositi n \ lid". plain an(t)y<"\t) + a,, _ ,(t)l" >(1) + ··· + a,(t)y'(t) + a0 (t)y(t) = g(t),
I01
35. l ' I tan 4! (3) (.' )• 51 I 4y ~ =0 where a,,(t) ~ 0, i called an 11th-order ordinary linear differential equation.
41 cot (b) ( 1·") - ~J y ,i =0 If g(t) i identically the zero function, the equation is said to be homogeneous;
=O if g(t) i not the zero function, the equation is aid to be nonhomogeneous; and
43. Find c nditi n n a and b. if . ibl • · that th ,o- if the function a,(t), i = 0, 1, 2, ... , n are constant , the equation i said to haye
36. lull n to th initial-\ luc prob! m
constant coefficients. An nth-order equation accompanied by the conditions
fy• 41•' I = 0
l~· tO) =·a. y'(O) = b y ()
to = J'o, Y '(t)-'
o - Yo, · · · , Y (n I)()
lo =Yo(n-1)
where y 0 , y 0, ... , y~" 1
> are constant i called an 11th-order initial-value
37. problem.

Hr that tf I = 44. (a) On the ba i of this definition, the equation y"' - 8y" + 1Oy' - 3y = cos t i a
third-order nonhomogeneou equation with constant coefficients, while / 4 > - t 2y = O
i a fourth-order homogeneou equation. We as ume that the coefficient function
an(!), ... , a0 (t) and g (t) in the equation
Gn(t)y<">(t) + a,, 1(t)y<n 1l(t) + ··· + ao(t)y(t) = g (t)
(b)
are continuou on an pen interval I. Therefore, if we al o a sume that an(t) * O for
all t on I we can di ide by a,,(t) to place the ODE in normal form,
y< 11 l(t) + p,,(t)y<n - I )(f) + ··· +Pi (t)y(t) = f(t),
\\me 1
(1)/a,,(t), ... , p 1(t) = ao(t)lan(t), and/(t) = g(t)lan(t).
d" 4.1 and 4.2, we di cu ed how we needed two linearly independent
di2 · luti n · t Ive a nd-order linear homogeneou ODE. Therefore, we gave a def-
mili n fi r the tin ar dependence or linear independence of a et of two function . We
= n \\ dcfin this c n pt fi r a et of n function becau e we need to under tand thi ·
pr perty t · Ive the higher rder equation .

() . Definition 4.4 inearly Dependent and Linear) Independent

b
- 1 = ( ) Ld {Ji(t) •.f.J.(t),h(t), ... J,, ,(t)._fn(t)} be a et of /1 functions. is lin~
.. _, = dependent n nn intcnal I ifther1:: are con tant· c,, C2, ...• en. not all zero, so that
 .i.3 Higher Order Equations: An Introduction 155
Chapt r 4 Hi h r Ord r Equ ho

Another way to C\.pn:ss Theorem .+.8 is to say that any linear combination of so-
nfn(t =0 lutions of y<n>(t) + p11 (t)y'" 1>(1) !- · · · -t- Pi (1)y(t) = 0 is also a solution of thi ODE.
\ I) \ lu o t m th int n I 1.
1 lin arl~ indcp ndcnt 1f 1 n t lin art d1.:p ndent. Example 2

how that y 1(t) = e 1, 1 ,(I) - cos t, and )"J(t) = sin t are solutions of the third-
Thu. = 1 r .f-.(1). f r, ...• f,. 1(1, f,.11)} i lin1.:arl) ind p nd1.:nt if order linear homogeneous ODE y"' + r" · y' + J' 0. Use the Principle of uper-
c 1lt) c 2 f;(t) pos1t1on to find another solution to this ODE.

1mph th t Ct = Ci ••• = Cn = 0. Solution For y 1(t) = e 1• we have y)(t) -e • yl'(I) = e '.and 1·t(1} = -e 1•
1

·r11en. 1 "'L"+'+
1
, y
1
y 1 ."1 -e ' +e I - e , -t- l' I = 0. so y 1 sat1s f"1es the ODE.
In a snrnlar manna. \\e can show thaty2 and.r:i arc solutions of the ODE (We leaw
this to the reader.) Therefore by the Principle of 'upcrposition. the linear combina-
1
11) th rl) md1.:p nd1:nt or lin1.:arl) dcp nd1.:nt. tion of these three functions. 1·(t} c1e + Cz cost t- c3 sin t, is also a solution of
2
a) { o 21. in 2.t, m t l) t} c) {I. t. 1 } the ODE.

Solution c 1, 2• nd c u h that As ,, 1th first-order and second-order initial-Yalue problems, we can state an ex-
J=O. istence and u111qucncss theorem for an initial-value problem im ohing a higher order
hn1.:ar ordinary differential cquat10n.

Theorem 4.9 E\istcncc and l ' niqucncss

Suppose that PnU) . .... p 1(I), and /(I) arc contmuous function:-; on an open in-
ter\ al I that conta ins t 10 . Thi.:n. the initial \aluc prohlem
tnl Pn!tl} 111 l)(t) + ··· -t- P1Uly(I) = f(t), l'(/o) =ho. y'Uo) = h,,.. ,
mt l en ll(lo} = h"
t I
h. s a unique )(ut1on on I
t} l

rl. The proof of this theorem is well beyond the scope of this text but can be found
111 ath ;meed ditkrcntial equations textbooks.*
At thi point, we need to discuss \\ hy we can write C\ cry solution of the
OD!· /n 1(t) p 11 (t)yl" 11 (1) ··· +- p 1(1)y(t) = 0 as a linear combmation of olu-
Pnn 1pl up rp 1t1 n t m lu m th n t'' uon 1f \\C h,1Yc /1 linearly independent solutions of the nth-order equation. (We
lutt n
call this a Rtneral wlution of the ODE.) Before mm mg on. \\C must define the
\\'ron ... kian of a set or II functions. This definition is particularly u eful becau. c
dctcrminm • '' hcthcr .1 set of functions is linear!) independent or dependent bc-
1.:omc" nwrc difficult .is the number of functions Ill the set under consideration
incr ·a,es.
Chc'lpter 4 Hi h r Ord r Equ ti n 4.3 Higher Order Equations: An Introduction 157

In part (a) of Example 3, we found that W(S) = 0. Recall that we concluded that
the functions in {t, 3t - 6, I} are linearly dependent because 3t - 6 = 3(t) - 6( I),
(t). (t), (, (t). . , fn 1 t) f,.(t)} b ·as t of 11 functi n fir ''hi ·h which means that one of the function in the et can be written a a linear combma-
r nt1 bl t I t 11 I t1m • Th \\ ron kinn of . dl:n t ·d b; tion of other member of the ·et. This i no coincidence. The Wronskian of a set of lin-
ear~i· dependent f1111ctio11s is identical(\' ::ero. whereas the Wronskian of a set of linear(r
H 1 l • {-..(l .f (t). . . , n ,(l . fn t) ,
111depe11drnt.fimctions is 1101 equal to ::erofor at least one mlue. In part (b), we found
1 th d t nnmant *
that II'( ) 2 0. Therefore, the function are linearly independent a we discu ed
earlier.
J,. l)
~(t)
II (
Theorem 4.10 Wronskian of Solutions
I t) n I t) n I l
2 Consider the nth-order linear homogeneous equation /">(t) + Pn(f)y<" 1 >(t) + ...
+ p,(f}l·(t) = O, \\ht.:rc p,,(I), ... , p 1(t) arc continuous functions on an open in-
tcnal /. Suppose that y 1(t), yz(t), .... YnUl are solutions of this ODE on I. If
11(t)._1 ~(I). . . , y 11 (t) are Iin early dependent. then 11{r 1( t), y 2 (t) ..... YnU)) =
t m n qu1Lkly find and implif; the\\ fl'n-
I n O on/. lf.1· 1(1). y~(f) •. ... y 11 (1) arc linearly independent. then W(_r 1(1). y~(t), ..
mpk 11lu trat · h '' t L mputc the\\ ron-
1an y. (!)) O for all values of I on I.
....1..

Example 3 \\ic omit the proof of this theorem here. We leave it as part of the section exer-
cises (sec bcl's formula).
' h f th · fi II \\ m f fw1 ti n
I, { 1, l t 2 .
Example 4
Solution \ e mput t nnm nt \\1th 4 1
1 he functions 1· 1(I) = t , )'2U) t , Y.1(/) I, and )'4(t) t In t are solution of
a1 t 4/ 41 9t \."' + 11 t 2y" - 4ty' + 4y 0. how that these olut1ons are lmearly m-
b b b1 dcpcndcnt on the intcn·al t > 0.
b1 b a
c
C1
Solution ot1cc that we h;l\·e assumed that t > 0, so we can divide each tenn by
14 to plac(; the ODl m normal form,

(a Jf ) I n 'UT) ut th t p I\ n ( 4) Ill11- - -4 \' + -4 \' = 0

+ 9t.- ,. + -2y" f

.t' 1 tJ- t4. ,

0
zr md1 th t JI 0. f{1r use \\ ith Thcon.:m 4.10 ( otc that we assumed I > 0 so that the coefficient func-
1
tions in thl: ODl' arc contmuous.) Then, if {I ·i, t • t, t In t}. we find with the
ht.:lp or a computt.:r algebra system that
.. I 4 I
b JI ) I t I In I
- l 1t1 n.
-4 t' - I t~ I I +Int 300
ll'( \ ) 1 = -9-'
20 1<' 211 0 lit t
- 120 t 7 - 6 /(~ 0 -1 11~

so JI"(,\) () for I > 0. T"herefon:. the functions arc linearly indl:pcnd nt on the in-
ll'n al t > 0.
 4A Solutions to Higher Order Linear Homogeneous Equation
C pt r 4 Hi her Ord r Equ tio
with Constant Coefficients 159

8. [e - cos 2.. e sin 2t, e 2' co St, e ' 1 sin St} (c) olve this ODE to find that W(l·i. y 2 , .••• y 11) =
Ce fp,(l)d1.

In E.xerc1. e' 9 14. ·how that is a fundamental set of solu-

tton · for the gi\ en equation. U ing traditional pencil and paper to compute the \.\ ronskian
of a et of function quickly becomes tedious and time-
9. [e '. e''. te 3'}: y'" - Sy"+ 3y' + 9y 0 con urning. Fortunately, computer algebra systems are capable
10. 1
[e- e-::.r. e-
,
41
}:} "' -1 7r" + 14y' +Sy~ 0 of computing derivatives and evaluating the determinant en-
*11. [e'. e- 1 sin t, e- 51 cost}; countered when calculating the Wronskian of a set of funct10ns.
9y" + l 6_l , - 261· 0 Moreover, the graphing capabilities can be used to help deter-
mine whether the resulting expression is or is not zero. Com-
12. · = {e '. e- 21• e 1
,tc 5'}:
pute the Wronskian of each of the following sets S to clas 1fy
lutions o · J, 1th- 4
}( l - 11_1"' _9),, 3Sy' ~ 1S01· - 0
each set as lmearly independent or linearly dependent If nec-
1 4
13. ={e '.e ,e- 4 'co·3t,e
1
'sm3t}; e ary, graph the Wronskian to see if it is the zero function.
·
141
+ 12y"' + 60y" 124y' 75r 0
16. S {I - 2 sin 2 t, cos 2t}
14. = {e 'cos 2t. e 1
·in 2t. t cos St, e' m St}:
41
- 2y"' + 26y" + 3 y' + 145r 0 17. S {1. t, i(3t 2 - I), ;(5t 3 3t), ~(35t 4 - 30t 2 + 3)}
1-. ( \bel\ Formula for Higher rder Equations) Con- 18. - {sin t, sin 2!, sin 3t, sm 4t}
·1dcr the nth-order linear homogeneous equation 19. S {e 1, te 1, t 2 e 1, t 3 e. t 4 e 1 }
y<•J(t) p,.(t)l'(n l)(t) + ··· p 1(t)y(f) 0 with SO-
20. Is it possible to choose values of c 1, .•.• c7 , not all
lutton y 1(t). y.(t) . ..•• y.(f}. We can sho'' that the zero, so that
\\'ron ·k1an ofthes • n solutions satisfies the same iden-
tit) u that pre cnted m Exercises 4.1. We do this for f(x)=c1 +c2t-s2+c3t 32+c4t t2+c1tt2+

the thtrd-ord.:r ODE / 11 + p1(f}y" + p"(f)y' +

C (3 2
6
+ C7 t512
I Example 5
I' ) ) 0. '' tth olutions y 1• r 2 • and 1'.1 is the zero function?

luu n fr ) 141 r r"' 11 ,., " - •' 4) =0 u ing th~ (a \\ that 21. Use the ·ymboltc manipulation capabilities of a com-
amp!· 4. puter algebra system to help you prove the following
1"1 Yi )'J
,
! lrl)·1.J •• • • . r.) = ) l
(1)
)'1
,
.12
,(1l
2
y}
.r~3)
theorem. uppose that/(t) is a differentiable function
on an interval I and that /(t) *
0 for all x in I. (a)
Prove that/(t) and tf(t) are linearly independent on I.
• <1> n> d o> ub- (b) Prove that f(t), (f(t), and t 2f(t) are linearly mde-
(h) · · th.: ODh to sohc for 1·1· • Y2 • an Yi
pendent on /. (c) Generalize your result.
titutc th .: ,, lues ll) obtain dll"dr + p1(t)I~ 0

t) 4\ (t)
1
,r , t, r In r} 1 fun~ m nt I luu n fi r th D
Solutions to Higher Order Linear Homogeneous
Equations with Constant Coefficients
Distind Rl',11 Roots Repeated Real Roots Complex Conjugate RooL

upposc that wc \\ 1sh to soh·c

any< 11 >(t) +a,, 1/
11 11
(t) + ··· + G1)' 1
(t) + aoy(t) = 0,
.. , al1 arc real constants with a 11 I= 0. Following the same procedure
I I' •
\\ lCl"C 0 11 • I I n -
\\C to soh e ay'' by' + o
used 0. Wt.: assume that y(r) = er' is a solution, and \\ e
*l. substitute this function mto the DL to dcterm1m: the value(s) of r that lead to solu-
. · .
ti ms 1ak111gdemat1\c·,\\C h t y '(t) -- l l·' rt ,_I ·"(t) r.zl ,rr,an)'
1··ll1 d ta - r 3l". Fo-
• d '"( t ) - I
m I
 4.4 Solutions to Higher Order Linear Homogeneous Equations
Oiapt r Hi h r Ord r Equation: with Constant Coefficients 161
160

c3e - ' and y"(t) = c 2e' + c3e'. Then, y(O) = C1 + c 2 + c3, y'(O) = c 2 - c 3, and
lO\\ m., th1 patt rn. \\ y"(O) = c 2 + c:1. so we obtain the system of three equation and three unknown :
tuuon )i ld
Cl + Cz + C3 = 0
a,,.r"en a,, 1r (" ll rt a 1re rt+ a Cz - C3 = -2
{
C2 + C3 = 2

o th charo t n tic equation i Adding the last two equations indicates that c2 = 0. Substitution of this value into
a0 =0 either of the la t two equations gives C3 = 2. Then, substitution of c,- = O and c3 = ~.,
a,.r"
into the fir t equation gives us c 1 = -2. Therefore, the unique elution to this IVP
au n ..- 0 fi r 11 \ lu of r. is y(t) -
1
2 -r (0)e 1 -+ (2)e = - 2 + 2e .
1

Di tinct Re I Root
·quati 'n h·1 the r )! ..•• r,, and the) an: di~­
r 1. r 2 • Repeated Real Roots
lutions y 1(t) =
t•r''. y 2(t =
c. ' ' .
When olving econd-ordcr equation in Section 4.2, we encountered equation in which
ho'' that thc-..c s )lution are linearh· ind'- the root of the characteristic equation was repeated. For example, the characteri tic
lution b) takin' tht: linear combin;t1on l,f equation fory"
2 2
2y' + y = 0 is r - 2r + 1 - 0 or (r - 1) = 0. In thi ca e, we ay
that the root r - 1 has 11111/tiplicity two. and we found a general elution to be y(t) =
c e' + c te'. As we increase the order of the ODE, we can have root of multiplicity
1 2
greater than t\vo. ·o we present the following theorem.

a 1r a =0 real . nd
I\ In I (r) a 1 '(t) Theorem 4.13 Repeated Real Roo!s
1
uppose that the root r R of the charactenst1c equation anrn + a,, ,rn + ...
-t a r + a 0 has mult1plicity k (that is, (r R)k is a factor in the character-
1 0
istic equation). Then, the k linearly independent solutions of a,,y<nl(r) +
a,, y< 11 1\f) + ··· + a 1y'(t) + a 0 y(t) 0 associated with r Rare
1
Ex~mple 1 ('Rt. fl!Rt. f2<!Rr • . . . • ( I eRt

0.
For e ample .•1pplying this theorem to a econd-order equation with k = 2 and
R I, we obtain y(t) = 1 1
c 1e 1 + c2te = (c, + Czl)i! as we found in Example 2
111 eetion 4.2.

Example 3
Example 2

--. ..
\ ) Solution fhe characteristic equation is 2rh - 7r
5
-
4
4r = 0, or
r "1(2r 2 - 7r - 4) =r 4
(2r + I )(r - 4) = 0.
=
lhcreforc, the roots are r 0 (of multiplicity k 4). r - 1/2 (of multiplicitv=
k =
I). and r 4 (of multiplicity k I). 'I hen, the/()l/r linearly independent ol~-
 4A Solutions to Higher Order Linear Homogeneous Equations
Ch pt r 4 Hi h r Ord r Equ lion "ith Constant Coefficients 163
162

ponding to the complex conjugate pair r = ±i (where a= O and {3 = 1) are

0 ', t 0· 1• r 2e0 ' .and t e0 '. '' hich arc implified to
e 0 ·1 cos t = co t and e 0 ·1 sin t = sin t (see Table 4.2). Therefore, a general solution
the linear combination of the e four linearly independent function given by
luti0ns as o iatcd ''uh r = 0 cqu3 s the muln-
y(t) = c 1e' + c2e + c3 co t + c4 sin t.
1

TABLE 4.2 Linearly Independent Solutions of

~,(4 ) y 0
,_ ct
) t) = I Cit 12 C4t c~e
Roots Multiplicity Corresponding Solution(s)

r= I k-1 y = e'
nt olution of
k=I y= e-'
r= - I
olution( ) ,. = ::!:i k ~ I. k y = cos t, y = sin t

r= l - I, y I,) t•. \ =I

\ = Figure 4.5 shows the graph ofy = c1e + c2e '+ C3 cos t + c4 int for various \'Gl-
1
r I2
r-4 e ues of c . c 2• CJ. and c4 . Identify those graphs for which (a) c 1 = c 3 = c4 = O: (b) c 1
1
= c2 = 0: and (c} CJ c.i -= 0.

fund m ntal

C mple Conju at 6x

2 3x
-I 1 J 4 \ -~ -2 - I
(c)
( ) \'

/3t nd m /3t 4 .I

Example 4

olution In n I

r r I r I r (fl
(d) \<}

r I. r Figure 4.5 (a) (I)

n r
164 Ch pt r 4 Hi h r Ord r Equ lion 4.4 Solutions to Higher Order linear Homogeneous Equations
with Constant Coefficients 165

at th ti II \\ m ruk ti r findm~ a eeneral olutton of an nth-order linear y(t) = e 2 '(c 1 co 3t + c 2 in 3t + c-,,t cos 3t + c4 t in 3t)
n v. ith on t nt c •ffici nt-. because of the man~ "ituaoon · that + cse -51- + e-'t (c6 + c7 t + c8 r).
,

Find an eighth-order ho111oge11eous linear ODE with constant coefficients rhat has
general solution
Determining a General Solution of a Higher Order Equation
y(t) =e 21
(c 1 cos 3t + c2 sin 3t + c-,,t cos 3t + c4 t in 3t) +
L tr a al r t of the hara t n uc quation

- ....
Example 6

uation. (a) If a 1· a positive constant, find conditions on the constant b so that y(t)
at1sfies

". I ". t
2
", •• • , I
I rt 5.69889y"' + 5.21742y" - 3.39914y' - 5.6932y =0
I) { y(O) 0. y'(O) =a, y"(O) = b
2 _ {3i. Then the t'\ I

and lim, ~ r(t) = 0. (b) For this function, find and classify the fir t critical point
on the mten al [O, +oo).
{3r nd • m {3r.
r t f mult1ph tt) k f th 1;hara t ri-.ti• Solution A general solution of the equation
quatt 1 t d '' ith tht pair
5 69 89y"' -r- 5.21742y" - 3.39914y' - 5.69232y =0
m {Jr •...•
f3t, r 1 1
-.in fJI· IS
5 I

n 1 th · lmc r \; )!11' r(x) = e- o.<1tn<1:ir(c 1 cos 0.4968 9t + c, sin 0.496889t) + c 3 e0·91 ~ 3451 ,
Figure 4.6
while the solution to the mitia!-value problem is

·(I)= e 0 9 to 9.ii[(- 0.507273a 0.276615b) cos 0.496889t - (-0.138 93a +

1.0216 b) in 0.496889t] ;- (0.507273a + 0.276615b)e 091 34 s1•

Example 5 \\c sec that Jim, y(t) 0 if 0.507273a + 0.2766156 = O. which lead to
h I. 13 '6a.
To find and classify the first critical point of y(t), we compute
11 1
y'(t)=ae 0111 " ' (cos0.496'89t- l. 453.+sm0.496 9t)

and graph e 0111 i>11 ' 1(cos 0.496889/ - 1.84534 sin 0.496 891) in Figure 4.6 to lo ate
the firs! ;rero or I I

f'rom tht.: graph, we see that y'(I) 0 near I and numerically, we obtain the
crittcal number t 0 9994 U. t this critical number y(0.999432) = 0.3 3497a. so
6
hv the first de1frati\'c test, (0.999432. 0.3,'3497a) 1s a local ma. imum. To see that
(t) for
(0.999432. 0.383497a) 1s the ahsolute maximum, we gruphy(I) for \"ariou choice.
11 a in foigurc 4.7.
166 hapt r 4 Hi h r Ord r Equati n 4.4 Solutions to Higher Order Linear Homogeneous Equations
\ ith Constant Coefficients 167

EXERCISE 4.4 40. (Operator otatio n) The nth-ordt:r derivative of a two di tinct root , r1 of multiplicity one and r 2 of mul-
funcllon ) 1s given in operato r notation by D"y = tiplicity k = 11 - 1. Then, the charactensttc equation
dn> dtn. Then. the left ·1de of the nth-order linear can be \\ffitten as (r - r 1)(r - r 2 )k = 0. 1m1larl\'.
homogeneous ODE \\ith constant coefficient , the ODE can be written in differential operator nou";-
41 an v<"'u) an 1/" ' 1(t) + ... tion as (D - r1 )(D - r 2 )\· == 0. Therefore eYerv
of :!o. y I01 • = 0 0

th
- :) "' - 1

+ a1y'(t) + ao.r(t) = 0.
olution of (D - rz)\ = 0 is also a solu t1on ;f
61. - _, -1 0 (D - r1)(D - rzlY = 0 (see Exerci e 42). To find
401 0 can be c\pressed as solutions of (D - rzlv = 0, a -ume that y == i·(t)e ,.,,.
1. r -2, k ,r 2, (a) Use the product rule to show that (D - r 2 )(i{t)e'2')
*:?Q. I = 0 a,,D''y + lln 1D" 1y + ... + a 1Dy + a 0 y or
:?. r I, = (Dv)e''' so that, by induction, (D - rd(v(t)e'- ) =
0 (a,.D" +an 1D" 1 + ... + a1D + ao).1·,
(d1')e' 2' for any function 1·(t). (b) Therefore, a solu-
*~. r 0, '· =I \\h re p(Dl a,,D" a,. !)' 1 • • • -t a 1D au 1s tion of (D 1·2 lv = 0 mu t atisfy (Dkv)e' - O
p I m mph th-
4. r = 3. r =I
'· I, r I - '· c.11led n nth-order li near differen tia l opera tor \\ ith =
or D*v 0. olve D*v == 0 (or v<kl == 0) to find
const,mt oeffi 1ents. fhcrefore, the oor can be \\ nt- i·(t) and to conclude that the portion of the olu-
-,) .(0) = 0 tcn a· (anD" +- a,. 1D" 1 ... + a 1D + ao)Y - 0. tion corresponding to r = r2 1s y = 1·(t)e''' =
3:!. o.• ) = For c ample. \\~ can \\rite y" + 2; ' - 8y = 0 as (c 1 t" c2t + .. · I- c1/ 1
)e'11 .
*.'\~. I •
D2 - 2D - )J 0 or in either of the forms
(D 2)(D - 4)y O or(/) - 4)(D + 2)1• 0. \\ nte omputer algebra sy ·tern have built-in functions that can be
ach o the folkm ing equations in differential opera- used to find exact olutwns of nth-order linear homogeneous
tor not.1t1on differential equation with con ·tant coefficients a· long a - 11 i
(0) = 0. 1. 0) (a) I } 0 smaller than 5. In case when the roots of the characteristic
(b) I" 16y = 0 equation are symbolically comphcated, when approximations
o. (c)
are desired or when 11 is greater than 4, the root of the char-
I ) I - ) 0 acteristic equation can be approximated by takmg ad\'antage of
(d) 161 <4 ) y 0
o. 4
the numerical approximation capabilit1e · of the ystem bemg
1. on: 1d r the lin.:ar d1ffrrent1al operator p(D) used.
(2D I . \\'hen \\t: 1ppl) p(/)) Ill the funct!on/(t) = 44. Find a general solution of
2 2
' \\ llbta111 ( 2D l ){.\ 2 ) = 2D(' - ) - r =
~ -\'} x 2 = 4 1 - xi. \ppl) the given differential (a) r"' + 2r" + Sy ' - 26y = 0
rat r t th • gi\ n fum:t1on (b) 0 9y"' + 1 .7 1·' - 0.29 7y =0
(a) p(l> ~D /W (c) 8.~1 ·< l
4
2.5y" I- 32.0y' t- 0.773y 0.
(I Dl, /U) Graph the solution for vanou m1t1al conditions.
D .f I) 1·
45. olve each of the follO\\ mg m1tial-\'a]ue problems.
verify that your result atisfies the initial conditions
by graphmg it on an appropriate intenal
\'"'+Jr"+ 21'' + 6r = 0
(a ) { y(O) - o..~··co> . 1. y"(o> = - 1
1,< J - 1•"' + 301'"
4
-6v' + 49r 0
(b) { y(Ol=l.y;(0)=2.'y"(0) ·- 1.J ";(O) -1
OJ Ii·"'+ l t.21 ·" - 9., l'' + 5.31' = 0
<c> { .r<oi = - 1.,1\oi = - 1. ""coi· = o
46. sc a computer algebra S) ,· tem to find a gen ral ~o­
1' - 1• = 01s,1bo
lutwn of
()

th:it th· h,ir tenst1c d\

a1r ao - 0 h.t .v-k4 d,4-=O
 4.5 Introduction to Solving Nonhomogeneous Equation with Con tant
Hi r Ord r Equatio Coefficients: Method of Undetermined Coefficient 169
168

It. u 0 *4 . \\ that if ) o *0th problem Example 1

4.0-06 \ .. - 0.2-4975y~ 4.4 6} 1 - _,4 49 \' == 0
l . y(O) = O. y '(O) =.l . •(4) == 0
erify that .}'p(t) =~ in t i a particular olution of y" - 4y =-3 in t.
h
ha uniqu lutt n. Solution First we compute y;J.t) = ~ co t and y;(t) = -~ in t. Sub tituting into
tly on I
mtmmum on th mter. I (0, oc . 4 . ompl te th foll \\mg ta bl . y" - 4y re ult in

Roo of
v" - 4yp
• p
= --53 .
m t -
4 · -3 m
5
. t =-3 .
m t.
Chara teri tic Chara teri tic
E f
~..:_~~~--~q~u_a_1_o_
E t.
n~~~_:_:q~u-a_1o
Gen ral olution
_n____~~~~~~~~~~~~~~~--
W conclude that yp(t) = ~ in t i a particular olution of y" - 4y = - 3 in t be-
cau e J'p ati fie the equation y" - 4y = - 3 in t and contain no arbitrary con-
tant .
r - ~

r 1.2 = a ::!: 1/3. how that }'p(t) = ~e 2

'(15 - 10e
41
+ 3e 2 ' int) i al o a particular solution of
y" - 4y = - 3 in t.
f3 0
In thi example. we ee that )'p(t) = ~ in t i a particular olution of y" - 4y =
\= - ·in t. The corre ponding homogeneous equation of y" - 4y = - 3 int i
21
y" - 4y = O with general olution J'h(t) = c,e + c2e 21 . Let y(t) = Yh(t) + }'p(t).
Then.
y" - 4y = (y,,(t) + Yp(t))" - 4(n(t) + yp(t))
ntroduction olving onhomo en ou Equation = y'/, + .v; - 4yh - 4yp
ith Con nt Coefficient : Method of Undetermined
= y'/, - 4yh + y; - 4yP = - 3 in t.
Coe ficient '----.r---' '---v----'
0 -3 int
\ thod of
we ee that y(t) yh(t) + y,,(t) i a olution of the nonhomogeneou equation y" - 4y
·in r. In fa t. it i · not hard to how that if v(t) i any olution to the equation,
G n r I olution qu tion then there are c n ·tant c 1 and c2 o that y(t) = y,,(t) + J'p(t) ( ee Exerci e 65).
\1 re genera II . ify,,(t) i a particular olution of the nonhomogeneou equation
any<" 1(t) +a,, 1y<n - 11(t) + ··· + a1y'(t) + aoy(t) = g(t)

and
_l'h(t) = c1JiU) + cif2(t) + .. · + cnfn(t)
is a g neral oluti n of the corre ·ponding homogene u · equation
'. In f:' a,,y<n 1(t) an 1y<n 11
(!) + ··· -i- a1.r'(t) + aoy(t) = 0,
cH~r luti n, y(f). of the n nh m geneou · equati n can b written in the form
y(f) = yh(f) + i;,(f).
ti r · me ch tee of c 1• c1. . . . Cn (se l:xer 1 e 65).
'lo pro' this the rem for ec nd- rder cquat1 ns, n 1d r
ajt)r"(f) a1(t)y'(f) -r ao(t)y(t) = g(t)
170 Chapt r 4 Hi h r Ord r Equ lion
4.5 Introduction to Solving Nonhomogeneous Equations with Constant
Coefficients: Method of Undetermined Coefficients
171
and a urn that lfi(t), Ji(t)} i. fundamental set of olution:- for the correspond in; 3
horn ~ n ou uauon Solution We first show that }'p(t) = ~1 - ~1 2 + ~t is a particular solution of
2
i·" + 2r' + 2y = t . Calculating y~ = ~t - 3t + ~. y; = 31 - 3, and v" + 2v' +
3

o 2 t)y"(t) + o 1lt))' t) + ao(t y(tl 0. .

2)/, g1\'e u . p - p

If both) (t) and J p(r) , re oluti n to 11 1

+ 2}' + 2i· = (3t + 2(lt 2 + l) + 2(J..t3
a2 I y"(t a 1(t)y'(t) ao(lly(t) =- ~(t).
)'
·" " ·"
- 3)
2
- 3t
2 2
- 3
2t 2 + 2t
3 )

I t J1i(t) ) t - )p(l) o that ub titution into th' nonhom gene u. equation ) ield" = 3t - 3 + 31 2 - 6t + 3 + t3 - 3t 2 + 3t = t3
oo(t) ,,(1) The corresponding homogeneous equation of y" + 2y' + 2y = 13 is y" + 2v, +
2
21' 0 with characteristic equation r + 2r + 2 = 0 and roots r = - I ::±: i. Thus, a
02(1)[) "(t) - )~t)] 01(t)[y'(I) y;J.t ] Oo(I [} I - )~(I] general solution ofy" + 2y' + 2y = 0 i y,,(t) = e 1(c 1 cost+ c2 sin t), so that
[02 It>" t 01 t)\·' t (lo{l y(t ] - [a2 1))~ I) . 01 I))~ I) lo I )~(t)~ y(t) = Y1r(t) + Jp(t)
=g(t -g(t)=O.
=e I
(c 1 cos t + c2 sm
·) 13 32 3
t + 21 - 2t + 2t

1s a general solution ofy" + 2y' + 2y - t 3.

} (I) - )'p{I = Ct /j(t) ciJi l) r •(t) = Ify 1(f) and y 2 (t) are nontrii•ial solutions ofy" + 2y' + 2y = t 3, is y 1(t) + y 2 (t) also
'----~----- a solwion?
J1i{I)

Method of Undetermined Coefficients

Definition 4.7 (,cncral
O\\that we understand how to form a general solution to a nonhomogeneou equa-
tion. we present a method, called the Method of Undetermined Coefficients, that can
be used to find a particular solution in ome ca e . Consider the nonhomogeneou
second-order linear differential equation
olution of a :\onhomogcneou' 1 quation

ral nlution to th linear nonhnmog~n{ou'

y" + 4y' + 3y = e 1•
11 th-order dilfuential l'qua-
\ general solution to this nonhomogcneou, equation is y(t) = y,,(t) + _v,,(t), where
On t I I (n 11(t) is a solution of the corresponding homogeneous equation y" + 4y' + 3v = o.
_1 ,,(f)
a 1(t)1' t) (th t) - 2
This 1.:quat10n has charactcnstic equation r + 4r + 3 = (r + I )(r + 3) = Oso_;·,,(!) ""
'
I I) I 1i(l) lp t), must select the proper form of a particular olution Jf,(t). Because g(t)
O\\ \\'C
l arc sufc to assuml! that a particular solution is a multiple of e 1• otice that
• \\C
lutt n h m the function we choose for )/,(t) must satisfy v" + 4y' + 3y = e, so we need to select
1
a I \' n (I) a I t)I (n I l(t) a function that 111cludcs t in the function and it dem·atives. We let.J;,(t)--.., 4.e 1 and at-
a1t)1't) t)
tempt to find l 1.1bst1tuting this function into i·" + 4v' + 3v = e 1 yield·
I) I p n1 ul r lutt n t th n nh m
y;: ,... 41';, + 3):,, = Ae 1
+ 4Ae' + 3Ae 1 = 8Ae 1 = e 1•
t·quating the codTicicnts of e' g1\cs us 8A = 1 or A = ~. Therefore, y,,(t) = 'e', and a
Example 2 gc1Kr;il solution 1s

\\thtl
1

1-i'nd a particular l'OIWio11 <?ly" + 4y - sin t of the form l/,{t) = A cos t + B sin t.
 4.5 Introduction to Solving Nonhomogeneous Equations with Constant
172 Ch pt r 4 Hi h r Order Equation
Coefficients: Method of Undetermined Coefficients 173

and Yµ(t) is a particular solution involving no arbitrary constant of the nonhomoge-

O\\ n td r the equation
neou equation
y" + .+v' + 31· =e + a,,-1y (n 1)()
a"y (n)(f) t + ·.. + a 1y , (t) + a0y(t) = g(t).
\\ ju t l\\ that the olution of the corresponding homogeneous equation
"'
We learned how to solve homogeneous equations in Sections 4.2 and 4.4, so we
y" + 41 ' + 3y =0 must .learn ~ow to find the form of a particular solution to solve nonhomogeneou
i i,, t) = c1
c2e '.Therefor . if \\e a·. ume that ;,(t) Ae as we dtd m tht: equations with the method of undetermined coefficients.
3
ample,'' have the demati\es; )t) -3Ae ' andy;,(r) 9..te . ub-
1
pre\1 u
1tut1on mto 1" + 4l' 'y e 31 then yield·
1 11 11 1 Outline of the Method of Undetermined Coefficients to Solve
;" -h'' 3y=9Ac -12A +3Ae =0-=l=e '
a,,y<nl(t) +a,, 1Y'" 1>(t) + ... + a1y'(t) + aoy(t) = g(t),
f ·our.', thi. sh uld not ·urpri.;'
not I 'ad to d tenninmg the n1lue of A.
lution \.)f th~ com: p nding homogeneou. equation. Therefore.
'' cannot indu thi fun uon in the particular · lution. HO\\e\er. we can obtain·'
functi n that r •mbk e 11 and includes e 31 in)'plf).y;,(t). and 1.'(t). by multipl)in!i
where g (t) is a linear combination of the functions
1 b) t. \\ I t Jp(t) =Ate 1• The dem atiY6 of this function are I , t . t 2 .... , e kt , f e kt , 12 e. kt , ... , e at co {3t, te ar cos {3t, t 2e at cos {3t • ... ,
ear sin {3t, te"t in {31, t 2ec>t sin {3t • ....
\ ~ t) = Ae 1
and 1;(!) = -6 It? 3
t 9Ate '
1

~u 1tuti n mto 1" 41 ' '=e 11

~I\ es us (f olve the corre ponding homogeneous equation for Y1i(t).
3.Ate 31 @ Determine the form of a particular olution y,,(t) (see Determining the Form of
9 tre
y,,(t) ).
1
= -2Ae = @ Determine the unknown coefficients in)'µ(!) by ubstituting .}'p(I) into the nonho-
~

·qu tmg th c fficicnt-.. o e 1

then ) icld. - 2 l = I or A = - Hcnc . ."plt ) mogeneous equation and equating the coefficient of like term .
- te 1
and a gt.:n ral .., lution i-. © Form a general solution with y(t) = y,,(t) + y,,(t).

.t..,,
I
- - ,l re I

Determining the Form of yp(t) (step 2):

1bl to find a part1c11/ar o/11tw11 of y" 4; in 2t of th<
B m 2t, b11t that it i., po,· ibl to 111d a p rtiC11l r ·olution uppose that g(f) = h 1gi(t) + big2(t) + .. · + b1g;(t) where b 1, b 2 , ... , b1 are con-
stant and each g,(f), i = 1. 2, ... ,j i a function of the form tm, t"'ek
1
, tmeat co {3t,
2t B in 2t)
or t"'ent sin {3t.
illu trate the gues-.\\Ork imohed in ch (.\) lfg,(t) = t"', the associated set of functions i
1 2
- { 1111 , t"' •... , t , t, I}.

(B) If g, (!) = t"'c/t, the associated set of functions i

Qn) (11) t
( ) lfg,(t) = t"'e" 1 cos {3t. or g;(f) = t"'ea1 ·in {3t, the associated set of functions 1
I, ti, •.. , 1:1. ft
m {3r. t• ' u1 ~' {t"'e" 1 COS {3!, / 111 1t_,nl COS {3f, ... , f 21!al COS {3!, te"t COS {3f, l!at CO {3t,
S111 {3! • ( m I {,o:t S111 {3 /, • • . • (1 l,err Sl11
m ,at .
t t
· {3
/, te nt SII1
· {3 t. e at m
.
{3!} .
For each function 111 g(t), dctcnrnne the a soctated set of function· S. If any of the
functions 111 appears 111 the homogeneous solution Y1iU). multiply each function m s
lut1 n by t to obtam a ne\\ set ', where r is the mallest pos1t1ve mteger so that each func-
t l' n I) t tion Ill S" is not a function in 1·,,(t).
1 4 Chapt r 4 Hi h r Ord r Equ.ition
4.5 Introduction to Solving Nonhomogeneous Equations with Constant
Coefficient : Method of Undetermined Coefficients
175
lin ar mbi-
h uld appear ub ti tu ti on of the derivative y ~(t) = 2At + B and y;(t) = 2A into
only on\; y" +Sy' + 6y = 2t 2 + 3t yield
2
y; + Sy~ + 6yP = 6At + (lOA + 6B)t + (2A + SB + 6C) = 2t2 + 3t
Example 3 Th refore, 6A = 2, IOA + 6B = 3, and 2A +SB+ 6C = 0. This sy tern of equa-
tion ha the olution A= t B = -r's, and C = - 1 ~, so
Fr h of th foll \\in fun ti n . d t rm in th a iat d t f fun tion :
Ji t = 14 • (b Ji t = 13 -
21• nd c f(t) = re- 1 · 41

Solution general olution i

= {t 4
, I . I~. I. I }. y(t) = Y1r(t) + Yµ(t) = c,e -21 + c2e 31 + l,2 - _l_t - _7_
(B) : 3 18 108"
= {t e-21. t2e - 21. t :,, - 2'}. 21
(c) In thi ca e, we ee that g(t) = 3e - . Then the a sociated et is S = {e-21}.
21
However, becau e e- i a olution to the corresponding homogeneous equation,
we mu t multiply thi function by tr o that it i no longer a olution. We multiply
= {t -1
4t. 1 ' c 4t. e _, · 4r. r in 4t. I m 4r. m 4t}.
1
the lement of by t = t to obtain S' = {te 21 } becau e te - 21 is not a olution of
21
y" + Sy' + 6y = 0. Hence, Yp(t) =A te . Differentiating yp(t) twice and ub titut-
ing into the equation yield :
Example 4
y; + sy;, + 6;µ = - 4Ae 21
+ 4Ate - 21 + S(Ae - 21 - 2Ate- 21 ) + 6Ate - 21
= Ae-21 = 3e 21.
d } (.
Thu. A= 21
o ;µ(!) = 3te , and a genera] olution of y" + Sy' + 6y = 3e 21 .
1

ny
,,
' •
. =0
f
. y(t) = Y1r(t) + Yµ(t) = C1e 21
+ C2e- 31 + 3t 21 .

t. " d tt:rmm th, fi rrll l

(d)Inthi cae,we eethatg(t)=4co t, othea ociated etisS= {co t, int} .
Be ause n ither of the e function i a olution of the homogeneou equation, we
n. take the particular olution to be the linear combination

y,,(t) = A co t +B in t.
)p I =A
\: e determin A and B by differentiating Yµ(t) twice and ub tituting into the non-
u ituting thi lutt n int •" h\ h m g neou · equation
e' '= y;,.. y;,+6.i;,--.tco t-B int-SA int+SBco t+6Aco t+6B int
tin
p rti ul r tuti 11 - ( A + SB) co t + ( - SA + SB) in t
pl = I •
I
= 4 co. t.
flcnct:. '\ I B 4 and -SA + B = 0, ·o ./. - B - ~.Therefore,
2 2 .
.J/,(t) - - o t + - ·m t,
and a general solution is

y(f) =)) 1(/) + )/,(/) = C1<' - 21 + C2<' - 31 + f CO t + f in/.

I = I Bt
 4.5 Introduction to Solving Nonhomogeneous Equations with Constant
Chap r 4 Hi h r Ord r Equation
1 6 Coefficients: Method of Undetermined Coefficients 177

y
y~(t) = Ae- 21 cos 3t + (3B - 2A)te- 21 cos 3t + Be- 21 sin 3t +
Example S
(-3A - 2B)te- 21 sin 3t
-21 -ZJ
1
e
lY the following nonh m g n u quation : a) y" + Y + 6y = 4re and
and b y" 4y' ~ I y = 4
2
21
2 x
y;(t) = (-4A + 6B)e cos 3t +(-SA - l2B)te- 21 cos 3t +

Solution (-6A - 4B)e- 21 sin 3t + (l2A - SB)te- 21 sin 3t,

which when ub tituted into the equationy'' + 4y ' + l3y = 4e- 21 sin 3t yield
rres-
b> t F'1 y; + 4y~ + l3yP = 6Be- 21 co 3t - 6Ae- 21 sin 3t = 4e- 21 in 3t.
~· 9ure 4.8 Graph of y(t) =
lu- · ~(t) Y,,(t) for variou value
O Cl and C2 Equating the coefficients of like terms, we have -6A = 4 and 6B = 0. Hence, A =
-i and B = 0 o

'p I) = Are - + Bte - .1.

' - '1
yp(t) = -f te - 2 r cos 3t.

m\' at th m result Therefore, a general olution i

11 - ~I
y(t) = Yh(t) + y,,(t) = c,e- 2 ' cos 3t + c2 e 21
sin 3t - ~ te- 21 cos 3t.
Oiffi rcntiatin Yp I) t\\ 1 e and ub ·tituting int )" y = 4te - -'1
yi ld What i the limit a t ~ oo of every solution? Why doesn 't the choice of c 1 and c2
- 11 matter? Hint: Fir t, identify and use the graph of yp(t) in Figure 4.8 (or generate
,,
)p -Yp, 6)p = (...:t·' B , - .1 "'tt - -'=4r
_, - 11
your own) and then apply L'Hopital 's rule, if nece sary.
r·
B = I nd _4 =4 A = _and B = - . Thi r ult in th To ol e an initial-value problem, fir t determine a general solution and then u e
th initial condition to olve for the unknown con tant in the general olution.
)'pr = -t e ll
It
21

luti n Example 6
- ,;:,i
2r 1 .
Ive the initial-value problem y "' + y" = 12t2 , y(O) = 0, y'(O) = 1, y "(O) = 25.
Solution Fir t, w olve the corre ponding homogeneou equation y"' + y" = O,
3 2 2
"hich ha characteri tic equation r + r = r (r + l) = 0 and thu , general olu-
ti n
•,. t = c t
21
in . r•

. t, we et up the et of fun tion a ociated with g(t) 12t 2, which i=

_ {r 2, 1, l} . H wev r, b th of the function t and I are olution of y "' + y" = o.
2
s w • multipl th fun tion in by 1 that the function that re ult do not ap-
p ar m yh(t). Ih:nce, , - { t 4 , r ~ , 12}, o
Bt •1 in I.
 4.5 Introduction to Solving Nonhomogeneous Equations with Constant
Ch pter 4 Hi h r Ord r Equation Coefficients: Method of Undetermined Coefficients 179
178
}' y
2
2
Th derh uve of)p(t) arc\ ',(t) + 38t + 2 t. y;(t) = L.Jt + 6Bt + WC.
4tlt 3
2
and,; r = _4At 6B ub titution int y"' + y" = l-1 then give u 20 20 20
2
y; y; = L4r 2 (-4A 6B)t + (2 + 6B = Lt •

B = 0. Thi ~Y t m f quati n ha the

o I- = 1-. 24 68 = 0. and 2
'Olution = l. B = - 4. and = 12. -20
-20 -20
v 1 t)=t"- 4r
• p\

nd a g n ral lull n 1
4 3 2 (a) (b) (c)
y
y(t) = y11(t ypUl = c 1 + c2 t ce '+ t - 4t Lt • .v
Figure 4.9 4 I _1 2 for \·ari-
hOl\ • the raplr o ·(t) = 1 _1 c t - 41
20 20
ati fie the
01 \ oj 1, Ci, and c . Identijy the ~mph of th ·v/111ion that
/11 20
initial condi1ion: y 0 =
0, ) ' O) = I md y"(0) = 2 -.
Tod
-20
-.0 -20

(d) (e) (t)

y
)' t =)I. t )p t =- l -1 t - 4r 121 ( y

20 20

Example 7
x
th' initi, \-\ alu' pr bl m { •" ) = '"'
y(O = 0. •'\0) = 1·
-20 -20

(i)
( ) (h)

Figure 4.11
.
raph of the · lut1on of
{1')•(O)+ ;,,.I' =O. co
11
wt
y '(O) =
.
1 for vanou values of w
() w 4 (b) w = _ 2 (c) w = 25.'2 (d) w = 27/2 (e) w =l (f) w = 29 '2
1 (g) w I - (h) w 3 2 (i) w = 5 '4
2 t- in r. 1 w
w - 1
t ={ I
-r =l

Flgur 4.10 0 t =
- I i.l t -
121
180 Ch.lpt r 4 Hi h r Ord r Equati n
4.5 Introduction to Solving Nonhomogeneous Equations with Constant
Coefficients: Method of Undetermined Coefficients
181
EXERCISES .5 Group A
d 2y dy
59 { x" + 4x = co t { x" + 4x = co 2t a dt2 + b dt + cy = k.
60
· x(O) = 0, x'(O) = 0 · x(O) = 0, x'(O) = 0

or each fun tion in rc1 1-L, 1a11:d 2 ,\ 2\'

. 26y = -33 t 61. .t" + 4x = co 3t
{x(O) = 0, x'(O) = 0
(d) Determine the solution of a d y
dt
2
2
+b dy = k and
dt
<.:1 of fun 110~ .
0. J'~ \•'-41 - - _,2 find limt->co y(t) .

I. f 1 = 2r , -,= (e) Determine the solution of a d 2y!dt 2 = k and find

*31. J" 6\ Group 8
limt->ooY(t).
2. f(t) = 3 - 1
2
2. ·"- 1•' --56t l (b)
64. Let Yµ(t) = ~ sin t. Show that if y(t) is any olution of
3. fr = ie 21 2 3 \" - 2v' - :m (
.\

y" - 4y = - 3 sin t then y(t) - Yµ(t) is a olution of

4. r r = -2te-' 34. I - 61·' 13_1 in -1
0.3
y" - 4y = 0. Explain why there are constants c and
C) =4 I - 2(' 35. \ 91 -4t in 3t 0.2
2
1
c2 so that y(t) - Yµ(t) = c,e- ' + c 2e 2' and, thu ,
2

= 4t - 2 0.J y(t) = c 1e- ' + c2e ' + Yµ(t).

2
6. J r) t e ' J 6y =-
. ft)= 6 m -' -1 65. how that if Yµ(t) is a particular olution of the non-
3 . )' 4_1 2t
homogeneou equation
-0.J
. ft)= -C mI 3 . ) • - y' - 20) = -2t•' -2
a,,y<11 >(t) + a,,_ 1y< 1\t) + ...
11

9. f(t) = 2 in I *39. _1 • - 4v - -Y' -

= -v-o 1 e·
£ t 2 ,.., -3 -0.2 -

1O. /(r) = 21 ' in t - -t 3 + a,y'(t) + a0 y(t) = g(t)

40. y• - y' Lv = --t e 1 l ' -0.3
and
*I I. f(t) = e ' 41. y• 6y• 11)' 6y = 2e - ' - I< _, <ci
12. f(t) = te 2' 42. y• I oy• 4y' 40) = tt - 41 2t - 1 04
.t
y,,(t) = c,fj(t) + cifi(t) + .. · + c,,f,,(t)
*43. "' 6y•-14y' - I y= -Ilk' is a general solution of the corresponding homoge-
In 0.2
4 neou equation
44. ) - 6y• I y• - 24y' 6y - 10 I

·C y·-64_1'+40y-15 t I
a,,y<">(t) +a,, z/11-1>(1) + ...
-02 + a 1y'(t) + a0 y(t) = O
13. ). \ =
-o..i (a ume that {f..(t),/i(t), ... ,f,,(t)} i a fundamental
14. • =- set of olution for the corre ponding homogeneous
15 4 .J• + 3 •' = I . (0) = 0. .1 ' 0) = - -o.6 equation), then every solution of the nonhomogeneou
16. = 21- 4 4. y• -y =4.J(O) = O.y'(O) = 0 equation, y(t), can be written in the form
=t
4 . y• - 4y = 21. y(OJ = 0.) '(Ol = 6
y(t) = y,,(t) = .rµ(t),
- t
*4. ,• 2y'-3·=-2.l(0)='.)'(0)= 62
· lh mthod ofundet rmin d c ffi icnt can be u ed for some choice of Cz, c2, ... , c,,.
*I . ) • S . y• y' - 6y = 3t, (OJ= ,y'(Ol = - to ·olve fin;t-ord r nonh m gene u equation . U e
66. (a) Find condition on w o that Yµ(t) =A co wt +
2 . J,. r- tn t
SI. • ,y' 161· =4.\•(0l=. •'(Ol=O th1 m thod to · Ive th foll wing pr blem .
(a) y' _ ·h _ 12
B in wt, where A and B are con tant to be deter-
52. \. )'.
21. • mined, i a particular elution of y" + y = co wt.
53. • •' (b)y'+y- 21 (b) For the value( ) of w obtained in (a), how that
2:! .
:4. • (c) i" _ 1 _ e4 every elution of the nonhomogeneou equation
6 . a) y" + y = cos wt i bounded (and periodic).
=2t 21 n I up · that y 1(1) and 1•2 (t) ar elution of
cl·, d1 67. (a) Find condition on w o ~at JJ.>{t) = t(A co wt+
0
JI b <it c1· =.f(t). where a, b, and c are B in wt), where A and B are con tant to be deter-
Jn h mined, i a particular olution of y" + 4y = sin wt.
h w that
(b) For th value( ) of w obtained in (a), how that
lim, ( 1'.(t) - 1· 1(I)) = 0. every olution of the nonhomogeneou equation
y" + 4y = 'in wt i unbounded.
(b) I the re uh f (il) tru if b - O?
(c up that/(I) k where k 1' a c n ·tant. h w
when calculating olut1on ofhomogeneou equation , tech-
that lim, • 1·(1) = kc f; r ev ry luti n r(t) of
n logy i u eful in helpmg u calculate and vi ualize olutions
 4.6 Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters 183
Chapt r 4 Hig r Ord r Equ tion
182

2. how that th olution to th ioitiahalue prob! Ill Nonhomogeneous Equations with Constant
of nonh m ne u equ ti n: , parti ular~y '' h n the al ula-
tion~ en oun1<.:red are _,:'mboli lly mph ~ t d . J' + y' - 2y = /(t) Coefficients: Variation of Parameters
{ y(O) = O. y'(O) =a
6 . Find a general luuon of a h quation. Second-Order Equations Higher Order Nonhomogeneous Equations
21
(a) >• - y'" - 7)' 1 ->= r·e- ' e co 31 1· Green's Function
(b) (4 )- 9y"' 2 >'" - 6). O} = 0 :!1
= 3I ae
I
- -I ae -~· .!.. e' { f(x)e - ' d:c -
m 2t
y( t) Second-Order Equations
69. pro I m . Graph th .!.. e - 211'f(x :u \ For the nonhomogeneou equation y" + !Y = sec (t/2) + csc (t/2), 0 < t < 'Tr, the non-
lutton. 3 0 homogeneou function i g(t) = ec (t/2) + c c (t/2), which is not a function of term
-Y"' - 6y'" I :r' - ~ ~ = e 2l 4 ' · long th inkgral an be \Clluat d). of th form t"', t"'e*', t"'ear co {3t or t"'ear sin {3t. Becau e the method of undetermined
() { y'"(O) = -1.>'(0) = 0,.>(0) = l coefficient or the annihi lator method are limited to equations involving the e func-
e th Fundam ntal Th rem of al ulu to ,er·
f }( ) -
4
) .. - :! ly'" - •>, + 5y = t
tion , we need to introduce another method, called variation of parameters, di cov-
(b) lJ:"' O)=O.)·o)=O,y'(O)=O.) 0 = I ered by Lagrange, that can be u ed to find a particular solution of other equation such
ons"d r the imtt !-'Ii tu prob m a thi one.
_, general olution to the corresponding homogeneous equation y " + !Y = 0 is
Yh(t) = Ct co (t/2) + C2 in (t/2).
=c
In the method of variation of parameter , we try to find a particular solution of
lull n to th imll I-\ luc prob! (11 the form

9, = in er)
{ :c(O) = O. ''(Ol = 0
um ' tu~ rom 0 t ? where we replace the con tant Ct and c2 inyh(t) with the unknown functions Ut(t) and
v e arrive at the name of the method from thi replacement because we vary the
u2(1) .
parameters Ct and c 2 by allowing them to be functions oft instead of constants. o-
tic that there hould be many choice for ut(t) and ui(t) because we have two unknown
functi n and nly one equation, the nonhomogeneou differential equation, to u e in
h finding them .) W find p ible choices for u1 (t) and u2(t) by sub titution of Yp(t) into
the n nh m g ne u equation y " + !y = ec (t/2) + c c (t/2). Differentiating yp(t) , we
find that

y;,(t) -t lit(/) in I+ u\(t) co I+I u2(t) co I+ u2(t) in I·

To simplify the pr of finding Ut(t) and u2(t), we a ume that

t
u((t)co 2+u '() . t
2 t 102 = O,
which is our fint re. triction on llt(t) and 112(!). (In other word , of all function u t(t)
and u.(t) that lead t a particular olution to the nonhomogeneou differential equa-
l! n. \\ I k ~ r functi n that ati fy thi condition.) Eliminating thi expre ion from
y ;,(I) give u

y;,(r) = -21 Ut ()t . 2t + 2

m 1 112
(}
t co t
2
,

that the · c nd dem <1ttv i ·

 Chapt r Hi h r Ord r Equation 4.6 Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters 185
184

l l o one po sibility for u 1(t) is

y; t = - u 1(t) o · I
t
- 11 j(t)
t
in-=- - 41 112(t) . t
m2 +2
I ' )
11 2t o
4
- sin f (sec f + csc ~)
2
t. '' , ub titut yp(t) into the nonh m g ne u
y" !y = (t - ) c {t 2) to btain
quati n
u 1(t) = J---~-1 ----'- dt = -2 J
2
(
---+
sin .!_

cos 2
+I
)
dt =

l
l"
.p
-
4
y
p
= --4I u 1(r) t
-
I
-::;- - -::;- 11 1(t) m -
-
I • t
-
- 4I u~ t)
l
-2t +4 tn jcos f l·
2 Again, we have elected the antiderivative with constant of integration equal to zero.
I t Then by variation of parameters,
= --::;- u j(t )
- tn -::;-
- u. equat i n. we ha Ye a cond re trit ·
Yµ(t) = u1(t)y,(t) + u2(t)y2(t)
Then. be au )'p(t) ati te the n
tion on 11 1 t and 11.(/). = cos f[ - 2t + 4 ln jco f l] +sin ~ [ 2t + 4 tn jsin f l]
I
l I
--::;- ll 1tf)
•
tn
I
2 + 2I I I )
11 ;:_ ,t
. - - i a particular olution of y" + 1Y = sec (t/2) + csc (t/2) and

u th y t m oft\\ quati n Y = Yh(t) + Yµ(t)

11iv 11 i (t) sin .!.... =0 = c 1 co f + c2 inf+ co f[-2t + 4 ln,cos fl+ sin f[2t + 4 ln,sin ~ IJ
{ -2I li t I • t
I) m "':) 2I 11 '~ (1 I
i a general olution. ote that cos (t/2) > 0 and in (t/2) > 0 on 0 < x < 'Tr, so the
ab olute value ign can be eliminated from the argument of the natural logarithm
h for th t\\O functions ul( t) and 1( (1) . Multtpl) me. th fin-t qu ti n b) function .
~c nd b. c (t 2). and adding th r ultmg uati n . t Id · In general, to olve the econd-order linear nonhomogeneous differential
equation
u' I = _c_-_~.[_c
. _' _+___~...] a:(t)y" + a 1(t)y' + ao(t)y = g(t),
whereyh(t) = c 1y 1(t) + c2 y 2 (t)i a general olutionofthecorre pondinghomogeneou
quation a2(t)y" + a1(t)y ' + a0(t)y = 0, we fir t divide the equation by a2(t) to rewrite
bt in1:d thr ugh ink ' nt 1t in th form
+ p(t)y' + q(t)y = f(t),
f( c .!.... f) t
2
4ln\in:·
y"

II I = I----'-------- = .
m-
I
dt = ~t a ·ume that a particular olution ha a form imilar to the general olution by varying
the parameter c 1 and c2 • and let
)'p(t) = LI I (t)y1 (t) + ll2(t)J'2(/).
W ne d tw equation to determin the two unknown function u1(t) and u2 (t), and
we bt. in th m b , ub tituting v,.(t) = 11,(t)y,(t) + u2(t).vz(t) into the nonhomogeneou
d1ffi r ntial quati n \' 11 + p(t)y' + q(t)y = f(t) . Differentiating )'µ(t), we obtain
1·;,(t) = 11,(l)y!(f) + u!(r)y,(t) + t12(t)y 2(t) + ui(t)y2(t),
uj t '"hi h can e ·implificd to
 4.6 Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters 187
Chapt r Hi h r Ord r Eq tio
186

with th a umption that uj(t)\'i(t) + ui(t)y2 (t) = 0. ottce that thi a umption i made Summary of Variation of Parameters for Second-Order Equations
to liminate the derivatin:. of 11 1 t) and 11 2 t) from th1 pre ion for.\ ~(t). whi h 101• Given the econd-order equationy" + p(t)y' + q(t)y = f(t):
plif1 th pr fi r finding 11 1(1) and 11 2(t). Th r fi re. th fir. t equation ati fi db)
11 1 t) and 11 2{l) i G) Find a general olution Yh(t) = c 1y 1(t) + C2Y2(t) and fundamental set of solu-
tion S = {y 1(t), Y2(t)} of the corresponding homogeneous equation y" + p(t)y 1
uj(t)_l· 1(t) 11i(t)v2(1) = 0. + q(t)y = 0.
\\ ith our implifi d pr i n fi r y~ t), th nd d ri' ttY 1· I -yi(t)f(t)
- Y1(t)f(t) I -

@ Let u 1(t) - W(S) and u2(t) - W(S) .

y; t) = u (t)yj(r) + uj(t)yj(t) + 112(1l_1·2(t)
1 112(t)yi(t).
@ Integrate to obtain u 1(t) and u 2 (t).
ub titution into y" p t)y' q(r)y = j(t) th n yi Id © A particular olution of y" + p(t)y' + q(t)y = f(t) is given by
y; p(_t)> ~ + q t))j, = u 1(t)[yj(I) p t)yj(t) + q(r y,(r}] Yµ(t) = u 1(t)y 1(t) + u2(t)y2(f).
® A general solution of y" + p(t)y' + q(t)y = f(t) is given by y = Yh(t) + Yµ(t).
+ 11 2(1)[yi(t) + p t yi t) q t)y2(t]
uj(t)yj(l) 1((t)yi r)
Example 1
= uj(l).\ j(I) ui(t))•i(t) = fU)
luti n ofth uati n. Th W o!ve y" - 2y' + y = e1 In t, t > 0.
~
ui(t)y:'( 1
y tern Solution The corre ponding homogeneous equation has the characteristic
1
equation r 2 - 2r + 1 = (r - 1) = 0 so Yh(t) = c 1 e + c2 te 1 and
2

uj t))'1(t) + 1i t)) 2 I) =
0
{ 11j(r)yj(t) ui(llyi<t) =/(I)' Y1 (t) Y2(t)
= {e 1
te 1 }. Therefore, we compute
\I.hi h i \l.ritt n in m tri form y,(tl
yj(r)
i(t))("j(t)
>'(t) ui(t
= 0 . In 1·in ar at··lic:l·
f(t)
_
,

1 1
W(S) = e 1 te1 I = e21 + te21 - te21 = e2r.
e e + te 1
l

unique Through the u e of integration by parts, a table of integrals, or a computer algebra

" I rn that thi
·y tern,

= - J t In t dt = -41 t 2 - -21 t 2 1n t
1
u (t)
I
= J -te (e'
e~
lnt)
dt

and
= JJn t dt = t In t -
1 1

t12(t) = J e (ee 21ln t) dt t.

Then a particular olution, which i a urned to have the form

y,,(t) = U1(t)y1(t) + U2(t).}'2(t),

.p
r (t) = (.!.4 t 2 - .l2 t 2 In 1) e 1
+ (t In t - t)te 1 = .l
2
t 2e 1 1n t _ l t 2e 1
4 .

Th rc.:fi re, a gen ral lution i

 4.6 Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters 189
h pl r .i Hi her Ord r Equati n
188

Of ours . th pr bl m~ that were lv d in the pr dmg tt n b th m th d We then evaluate y(O) = c 1 = 0 and y '(O) = 2c2 - 1/4 = 1. Hence, c 1 = 0 and
fund t nnined oeffi i nt · an b · h·ed by \'anation of param te · a· w 11. c2 = 5/8, o the olution i

y(t) = I sin 2t - ~ t cos 21.

Ex~mple 2
ote: If we had used the method of undetermined coefficients, we should not
' th initi I-\ lu pr bl my" + 4y = m .. t. y 0 = 0. y'(O =I usmg yaria- expect a particular olution of the same form as that obtained through variation of
of param t rs. parameter unle s we simplify the original functions u 1(t) and u2(t) obtained through
int gration. (Why?)
qua·
Solution
C• 1n _I
h th r t r = + -'· -..__,.....-
In the following example, a condition i given at each of the endpoint of the in-
\'1 I
terval O $ / $ 71'. olution to problems of thi type, called boundary value problems,
_t
nd ={ 2r. in -t}. Thus. Jr( )
f tri~ n m tri idt:ntitil.: . '' bt m
I
= - .. m _,
differ from tho e of initial-value problem in that there may be no solution or more
than one olution.

lit ( = f - -=-
I)
I . , .., d
m· .. t f = -4I I ·in 4r
Example 3

n For what value( ) of A > 0, if any, doe the boundary-value problem

y" + A2y = in 2t
y(O) = O, y( 11') = have (a) one solution, (b) no olutions, and (c) infinitely
{ 0
th part1 ular 't'- many olution ?
plifying nd u in~ th id ntit) in 4t = 2 in -'
. ; 11 n
Solution A fundamental et of olutions of the corre ponding homogeneou
P t) = u 1 I y 1(t U2(1)\ ( equation i = {co At, in At} with W( ) = A. By variation of parameter ,

= (-! t
1
16
in 4t c
_, __I in -' U1(t )= I - in At in 21 d
,\ f

= -41
I
~ 2t m _, 21. _, _-I . _, m -'
(2 +A) in((2 - A)t) - (2 - A) in((2 + A)t)
2 if,\* 2
= 2A(A - 4)

= --1
I { sin 4t - 4t 'f \ =2
4 16 'I A

nd
. ~ I At in 21 di
Figure 4.12
= c m .:t - 41 -'· ,\

o ((2 - A)t) + (2 - A) co ((2 + A)t)

2,\(,\2 - 4) , if,\ * 2,
u p
co 2 2t , if,\ =2
I s a gen rat luti n of th n nhomogeneou equation i
' I = -- I 10 - 1 in-'·
 4.6 Nonhomogeneou Equation with Con tant Coefficient : Variation of Parameter 191
19

o f(t) = 2. Th refore, u ing integration by part , we obtain

}' t = 11,(t)y,(t) 112 t)y2 t)
-Int (2) Jt\ntdt=-t 1

~ {c,
2
0 t
• >.. t +-,--4
+ C2 tn I
>..• -
in 2t, if>..* -
u 1(t)=
J 1
dt=-2 lnt+
2
t2

. I
c, -l C2 tn 2t - 4t -'·if = -· and
(1)(2) Jt dt = t 2,
pp!_ in_ th und ry conditi n yi •Id th ) tern of qu tt n 112{!) =
J- 1 - dt = 2
I= 0. if .;:, -
0
nd
2 m r.=
o Jj,{t) = 11 1(t)y 1(t) + 112(f)J'2(/) = (1 >( -1 2 In t + ; 2
t ) + (ln t)(t 2 ) = I t 2 , and a
general olution to the nonhomogeneou equation i

r(t)

Th
und ._, 1u·
n th ' a luti n (" h •. ). th
Higher Order Nonhomogeneous Equations
p luti n to th ) t ni
Higher order nonhomogeneou linear equation can be olved through variation of pa-
nd 2 = 0 pr 'id d that i n t n int·· rameter' a well. ln general, if we are given the nonhomogeneou equation
1
y\n)(t) +an 1(t)/" >(1) + .. · + a1(t)y'(t) + ao(t)y(t) = g(t)
and a fundamental ·et of olution {Yi (t), Yi(t), ... , Yn(t)} of the a ociated homoge-
neous equation
y<n>(t) + lln - 1U)y< 11 - 1>(t) + ... + a1(t)y'(t) + ao(t)y(t) = 0,
figure 4.13
,,c generaliLe the method for cond-order equation to find u 1(t), u2 (t), ... , un(t)
·uch that
y,,(r) = u1(t)r1(l) + u2(t)n(t) + ··· + un(l)yn(t)
a par!I ular s lution of the nonhomogeneou equation.
lf

Example 4
then
n
= ln yj;' 1U) = 11 1(t)yr\1) + u2U>A"' 1(t) + .. · + un(t)y~mi(t)
fi r 111 = 0, I. 2.. . .. 11 - I. and if
u;(f)y\m ll(f) u2(t)y~"' - ll(t) + ... + u~(t)y~"' - ll(t) = 0
or 111 = I. 2. .. .. 11 - I. then
y~nl(f) = (11 t (f )y\" 1(1) + 112(1).i•inl(t) + "· + lln(t)y~n)(t))
(11;(fly\" ll(t) + u;(t)yr + ... + u~(t)y~"
ll(t) l)(t)).
 pt r 4 Hi h r Ord r Equ tion 4.6 Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters 193
192

Foll \\ing a m th d imil r

th y ·tern of n qu ti n
t th t f rd r difii r ntial quation. w obtain
e-2e-
- 21 )(u;(t))
2
r (0 )
u2(t) = 0
4e 21 u3(t) co t '
uj(th· 1(t) ui(l)y:?(t) II~ t)_\'n 1) =0
11j(1)yj(t) 11i(t)y:(t) ··· + u~(I))' ~(I =0 where
{ e-21
v<n - 1
. I
l)11j(t An- I (t)ui(I) + ·· · v~n l)(t)11~(t) = g(t) 1 e-1
W(S) = 0 -e I -2e-21 = -2e - 31.
\\h1ch an be oh d for uj(t). 11i(t) . ..•• 11~(1) u mg ram r'· rul .
L t W ' 1 t . y_ t ...•• y"(I)) d n t th d t rmmant f th matri obtain d b) 0 e- 1 4e-21

r pl in.,, th mth olumn of

U ing thi with ramer' rule, we have
Y2 I) y.(t) )
( Y1ltl e - 21
yj(t) .v:(I) \' ~(I) 0 e I
0 -e - I
- 2 e -21
>\":Ill) An - I(/) ,~n~I) t) co e- 1 4e - 21
-e- 31 cost 1
0 u; (t) = - 2e - 31 -2e-3' =2 cost,
0
by th olumn . Thc.:n, b~ ram r rut . l 0 e 21
0 0 - 2e -21
0 4e-21
0 cost
2e 21 co t
u2(t) = -2e 31 -2e- 31
= -e 1 cost,

and
le I 0
ti r 1 = I, -· .... n. nd 0 -e I 0
0 e- 1 co -e I CO t l
u)(t) -=
-2e 31 -2e 31
= 2e 21 cost.
1
lnt gration then give u u 1 t) = ~ in t, u2(t) = -~ e (co t + in t), and u3(t) =
21
pt = 111 t JI t) 1 ~ e (2 co t + in t).
Un I Yn I) B cau e
y,,(t) = ti I (t))'1 (/) + ui(t)J2(f) + U3(t)y3(l),
we find thr ugh ·ub tituti n into thi equation and implification that yp(t) =
1~ t + 1 ~ 111 t i a particular olution of the nonhomogeneou equation. A gen-
ral luti n i ·
Example S

...) ,, =
'·
Fi~11rl.' 4. J./ 1·holl's the graph ofy(f) = .\'h(t) + Yp(t) for variou value of Ci, c2, and
c ~ Id •11tifi.· the graph of )'p(f).
194 pt r 4 Hi h r Onl r Equation 4.6 Nonhomogeneou Equations with Constant Coefficients: Variation of Parameters 195

EXERCISES 4.6 u" + a 1(t)u' + a0(t)u = 0 lution obtained with the Green' function sati fies the
{ u(to) =Yo u'(to) =Yo IVP.
and v i the olution of uppo e that we wish to olve y" + 4y = f(t), y(O) = O,
y'(O) = 0. In thi case, Yh(t) =Ct cos 2t + c2 sin 2t, so
e- 41 1•" + a 1(t)v' + a0(t}v = f(t).
In erci 1- 3 , oh e h differ nual quation u ing' ri- (' in 2t cos 2x - cos 2t in 2x
" y' 161· = - - , { v(to) = 0, v 1 (to) = 0 y(t) = J, /(x) dx =
ation of param t · I+ r 0 2
I t I 4 . Let y 1(t) and y 2(t) be two linearly independent olu- (' sin 2(t - x) sin 2(t - x)
*31. y" - 1= Jo 2
f(x) dx. Therefore, G(t, x) = . For
4· 2 2 non of the econd-order homogeneou linear differ- 2
2. ) •
. ·in I ential equation the IVP, y" + 4y = sin t, y(O) = 0, y '(0) = 0, the olution is
*3.) . )'' = - . . ·m1 - - - , -
o.• I (' in 2(1 - x) . 1 . 1
+ a 1(t)y' + a0 (t}y = 0. y(t) = Jo sm x dx = 3 sm t - in 21.
4. ). - 41•' 3t a2(t}y" 2 3
4 •' = 21
5. y• What i a general olution of a 2(t)y" + a 1(t)y' + SO. U e the Green's function obtained above to olve
.,, 1 ~t O
6. y• 4. )' - 2y" = - --2 - . I > ao(t)y = g(t)? (Hint: ln ord r to apply the formula of y" + 4y = in wt, y(O) = 0, y'(O) = 0 for (a) w = 3;
1
* vanation of param ters, the lead coefficient mu t be (b) w = 2.5; (c) w = 2.1; (d) w = 2. What happens to
e'
* . I - •' - •I =-.
I
I> 0 I: dmde by a2 (t) and apply the variation of parame- the solution as w - 2?
te formula .) + k2y = f(t),
>.
9.
. •• - 4y• - 1ly' 30 • = e"'
Sl. U e a Green's function to olve y"
10. >. y(O) = O,y'(O) = 0.
. y• ..}'• - 10} 24 '" = - 1
- I Green· unction
S2. lf we use the olution in Exercise 51 to olve v" +
... - 1 y' I~ •= 2
6t • Uppo e that w are trying to olve the initial-value problem k y = in wt, y(O) = 0, y'(O) = 0, what value .of w
1
.,
... • =e
t
10 '.I > O J'
th P(t)y ' + q(t)y = f(t), y(t0 ) = 0, y'(t0 ) = 0. Ba ed on lead to the behavior een in Exerci e 50 (d)?
In e lethod of an tion of P ram ters we writ the olution *S3. Use a Green's function to olve y" - k2y = f(t),
13. " - 6y' Of · '
lhi quatton a y(t} = u 1(t)y 1(t) + u2 (t}y2(t), where y(O) = O,y'(O) = 0.
14. >·- 10)' U1(t) == f' - .1 2(x)/(x)
W( ) t
t d ()=
r an u2 t
J' Yi (x)/(x}
Wi( )
d.x- )'
• 1
and S4. U e the olution obtained in Exerci e 53 to olve
V 'o to
the IVP y" - 4y = f(t), y(O) = 0, y'(O) = 0 for
*15. >• - 1~>' 3) = 61
\~· h ·~ y • p(t)y ' q(t)y = O. Here W( ) repre ent the
(a) f(t) = l; (b) f(t) = e'; (c) f(t) = e 2'; (d) /(t) =
1.\ ·->' ron kian ofy 1 and y 2 a · a fun tion of x . Therefore,
co t; (e) f(t) = e - 2 ' co t; (f) f(t) = e 2' co t. What
I type offunction/(t) (if any) yield a periodic olution
t ..t . •
• = -1--)l-
4 •• - toy= .!..-f, )= o. ·' oi = o to thi IVP?
1
SS. Given that y = c,t - + c2 t 1 Int is a general solu-
• - 2- = -1- I 2
1- e • - 2v' =- -21 I.) 0) = -~· tion to t y" + 3ty' + y = 0, t > 0, use variation of
parameter to olve t y" + 3ty' + y = In t, t > 0.
2
*I "- =2
2 • • - 2) \ =-
,
1> 0
>'(O) = - !o *S6. Given that y = Ct in (2 In t) + c2 co (2 In t) is a
I • lh general olution to t 2y" + ry ' + 4y = 0, t > 0, u e
· '' an Iv th n nh m gene u · problem u ·ing an in-
21. •
21 .u. \. - I I' =- I in t, =--.. tegral ifl\oh ing th fun ti nf(t). The function
variation of parameters to olve t 2y" + ty' + 4y = t,
=- t > O I ' 0 =0 I > 0.
I
. _ y.(t)y,(.\) r1(t)n(x) S7. Given that y = c 1t 6 + c2 t t i a general olution to
22. = -4 -, t > O G(I. \) - II'( )
I
I t 2y" - 4ty' - 6y = 0, t > 0, u e variation of param-
II d the eters to olve t 2y" - 4(v ' - 6y = 2 Int, t > 0.
recn'
SS. Con ' ider the initial-value problem
" · h \\ that
4v" + 4v' + 1• = e-' 2
mdi att; th t
{ y(O) = a,y ' (O) = b .
I S I (a) how that regardle of the choice of a and b
1 th d f \an ati n f
the limit as t - oo of every olution i O '
(b) Find condition · on a and b, 1fpo 1bl • ·o that y( r)
has (i) no I al minima or ma. 1ma; (ii) e. actl:,:
196 Ch pier 4 Higher Ord r Equati n
4.7 Cauchy-Euler Equations 197

on local mimmum or I al m imum· and

iii) "' dt un t I I minima and m ima
y(r) = in (~r) + 2I .
m(~r) i'
0
/(x) co 2r dr GnXny ( n) +On- IX n - 1Y (n-1) + ... + a,xy +Goy= g(x)
1

(c) If ib find a and b t) h al

e trema if t =I and t = '. Graph) t) on the
-I os( ~r) ( o. (~r) { /(x) in 2,· dr
where a0 , a 1, a2, . . . , an are constant , called Cauchy-E uler equation . (Notice that
in Cauchy-Euler equation , the order of each derivative in the equation equals the power
int r. I (0 -). of x in the corresponding coefficient.) Euler observed that equations of this type are
th luti n to
reduced to linear equation with constant coefficients with the ubstitution x = e'. *
f 1·• ·fr= f(I)
h (0) = 0: _1•'(0) = _.
(b) re ultin ·oluti n Definition 4.8 Cauchy-Euler E quation
e)
onfirm ·our re-
A Cauchy-Euler differential equation i an equation of the form
( ) GnX"/ 11 > +On 1Xn 1y(n I)+ ... + G1XY 1 + Go_v = g(x),

"61.

Second-Order Cauchy-Euler Equations

niqu nt:'·
on ider the econd-order homogeneou Cauchy-Euler equation
th ·or m·?
I 3x 2y" - 2xy I + 2y = 0, X > 0.
62. oluu n f l) • _1•' n· = 0 1 Y =~
Here, the olution y i a function of x. We a ume that x > 0 becau e we are guaran-
. •
teed olution where the coefficient
fun • • ff 2 f 2 0
ctton my - x y + x 2 y = are contm-
.
l. 3 3
uou . ( imilarly, we can olve the equation for x < 0.)
) -:;-
-
l m _, 1'/(t)
0
_, dr uppo e that a olution of this differential equation is of the form y = xr for some
con tant( ) r. ub titution of y = x r w1t · t"ives y 1 = rx r - l an d,,
" hd enva y = r (r - I)xr-2
6. int thi ODE yield
3x 2 [r(r - l)x r- 2 ] - 2x[rxr ·I]+ 2xr =0
(
3r(r - 1)xr - 2rxr + 2xr = 0
( )
[3r(r - I) - 2r + 2]xr = 0
(3r 2 - Sr + 2~\'. r = 0.
we ar · eking a n ntri ial lution, o we olve th quadratic equation 3r 2 - Sr + 2
C uch -Euler Equati n _ o. fa t nng give u (3r - 2)(r - I) = 0, o the root are r, = 213 and r2 = I. There-
23
fi re. t\\ ·olution of thi equation are x and x. The e two function are tin arly in-
d pendent becau e they are not con tant multiple of one another, o a general olu-
t1 n I l' = C1 .\ ' J + C2.\.
Thi · appr ach w rk · ni ely if the root of the quadratic equation are real and
di tin 1. H \\e\er, if we obtain a repeat d root or comple ·conjugate root , additional
w rk is required t determine a general ·oluti n ( ce xerci 43 4S). Therefore, we
refer ba k t ul r" id a by u ing the ub 'titution

----
198 Chapt r .J Hi r Ord r Equ ti n 4.7 Cauchy-Euler Equations 199

x = e'. Example 2
hain rul mu t b u d t tran -~ nn th d ri\'atl\ wtth r pe t to
p .:t to t. If x = e'. t = In.\. olve x 2y" - 5xy' + !Oy = 0, y(l) = I, y'(l) = 0.

Solution After sub tituting the appropriate derivatives, we obtain the equation

x2[_1 (d2y - dy)]- sx[J_ dy] + lOy = 0 d 2y dy

and or - 2- 6-+ lOy= 0
x 2 dt 2 dt x dt dt dt .
d 2
)
2
= .!!__ _!_ d)) = _!_ ~ (dy) !!.. 2
The characteri tic equation i r - 6r + I 0 = 0 with complex conjugate root
d:c dx dt x dt dt dx
r = ~(6 ± v'36 - 40) = 3 ± i. A general olution of the transformed differential
I (d 2
= - - ·2, - -d )
x2 dt dt ·
31
equation i y(t) = e (c 1 cos t + c2 sin t). We can tran form the initial conditions as
well. If x = I a indicated in the two initial conditions, then t = In l = 0. There-
for , in term oft, the initial condition are y(O) = l and y '(0) = 0, and the trans-
3
u by- ul r qu ti n 1 id formed initial-value problem i
ffi i nt . 2
d y dy I
- 2 - 6-
dt dt
+ !Oy = 0 ' y(O) = l , y (0) = 0.
Example 1 2
2 .I The characten tic equation i r - 6r + 10 = 0 with complex conjugate root
r = 1(6 ± v'36 - 40) = 3 ± i, o the general olution of the tran formed differen-
= o. > 0. 31
tial equation i y(t) = e (c, co t + c2 in t). Then, y(O) = c 1 = 1. With
S lution u itutin th · rh th y'(t)= 3e 31(c 1 cost+ c2 int)+ e 3'(-c 1 int+ c2 co t),
-2 that y'(O) = 3c, + c2 = 0, o c2 = -3c 1 = -3. Therefore, y(t) =
xi[_I
x ~-
dt
1) ) ] -
dt
. [!. d) ]
dt
y =O F'
igure 4.16
we find
e3
1
(co t - 3 int). In term of x, thi olution i y(x) = x 3(co (In x) - 3 sin(ln x)),
\: hich i graphed in Figure 4.16.
d) _ d) __
dt dt It
)=
What i Jim, ~o · y(x)?
d·,
-·
dr·
d)
- -di )=
Theorem 4.14 ~ohing. ccond-Order Homogeneou Cauch~-Euler Equation

• nsidcr the second-order auchy-Euler equation ax 2y" + bxy' + cy = O,

, o. \ tth the substitution x e', thi equation i tran formed into the econd-
order dt!Tcrential equati n with con ·tant coefficient , a(d 2y 1 dt 2 ) + (b - a)
(<~i•/dt) + cy = O. Let r 1 and r 2 be olutions of the equation ar 2 + (b - a)r +
Flgu 4.15 c = o.
(a)If ,. 1 -:/= r 2 an:: real, a general olu!Ion of the auchy-Euler equation i y(x) =
C1 \r1 + C,;:.\ '°2.
=
(b) If r 1• r:i arc real and r 1 r2, a general ·olution is y(x) = c 1xr 1 + c 2xr
1 In x.
(c) If 1· 1 =r2 a + {3i. f3 :/= 0, a general solution i
1 (\) =,"(c 1 cos(/3 In .r) c2 sin(/3 In x)).
2 0 pt r ~ Hig r Ord r Equation 4.7 Cauchy-Euler Equations 201

.·
d rtwns · · b ( ) 2(1s1 ( I ) 401 . (
onhomo eneou Cauchy-Euler Equation 1 given '.Y y x = x 130 cos 3 n x - 390 sm 3 ln x)) + 1} + itx and then
approximate the first value of x greater than I 0 for which (a) y '(x) = o and
(b) y(x) = 0.

Wh n solving 11onhomogeneo11 Cauchy-Euler equation , the method of undetermined

coefficients hould be 11 ed 011/y when the equation i Iran iformed to a constant co-
effici nt equation. On the other hand, the method of variation of parameters can be
u ed with the original equation in tandard form or with the Iran iformed equation.

Example 4
Example 3
olve x 2y" + 4xy' + 2y = In x, y(l) = 2, y'(l) = 0.
13y = 4
2
' x ·" - ' .·' \", ,.> 0.
Solution We begin by determining a olution of the corre ponding homogeneous
Solution \ft r ub,,tituti n of th ppropriat' d rl\ ti\ ' equation x 2y" + 4xy' + 2y = 0, which is transformed into d 2y/dt 2 + 3(dyldt) +
2
obt m th difli r~ti I quati n 2y = 0 with characteristic equation r + 3r + 2 = (r + 1)(r + 2) = 0. Therefore,
1
1 21
Yh(t) = c 1e + c2e , oyh(x) = cix + c2x 2 .A umingthatyp(x) = u 1(x)y 1(x)
2
x -:-
I l d ) - ,.__
(ddti - di ._
I cfr
I y= 4 e'. 2
1
+ u (x)n(x) = u (x~r + 112(x)x • we find u ing variation of parameter with the
1
2

.\ dt equationy" + (4 'x )y' + (2/x 2 )y =(In x)/x 2 that

4 3
-x 1nx
ul(x) =
-x 4 = 1nx and ,( )
112 x = x -x In_4 x = -x In x.

Then, u 1(x) = JIn x dx = x ln x - x and u2(x) = - Jx In x d• = I 4 x 2 - J '2 x 2 In x,

d·\· d.
-· - 4 - 1.y = 4
dr dt
.li,(x) = 11 1(x)y 1(x) + 112(x)y2(x) = (x In x - x)x
1
+( ± t x
2
- x 2 In x )x - 2

I 3
=- lnx - -.
2 4
B'- l'A = 4 • l
,
.
gen ral lution i
\ n. 1:
I.
y(x) = y 11(x) + y 11(x) = c 1x 1
+ c2x 2
+ I In x - f.
4
in I)
I'
- whcr~ l''(x) -= -c 1x 2 - 2c2x + l/(2r). Applying the initial condition , we find
3

R turnin t th that y(I = c 1 + c2 - 4 and y'(l) = -ci - 2c2 + l '2. olving the y tern
= r 1 =In {c 1 + c2 - 4 - 2, -c 1 - -C 2 + 112 = O} indicate that c 1 = 5 and c2 = -9 4, 0
the s lut1 n t th r p i '
.17 In lo\..
r· I 9 - 2 J 3
igure 4.ta
r-Jph f '(\) = y(x) - r 11 (x) + y,,(x) = 5x - 4x + 2 In x - 4·
.t I
--.9
I
- In, - -
\\c gmph thi ' fun 11 n in Figure 4.1 . The olution be ome unbounded a x _ o.
 4.7 Cauchy-Euler Equations 203
Ch<ipt r 4 H" r Ord r Equation
202

her Order Cauch -Euler Equation EXERCISES 4.7

quati n - ar d t nnin d in the
diffi r ntial quati n '' ith on-
In Exerci e 1- 20, find a general olution of the Cauchy-Euler In Exercises 31-42, olve the initial-value problem.
equation.
31
3x 2.v" - 4xv'
-
+ 2y = 0
Example 5 1. 4x y" -2
l)'' +Sy= 0 • {y ( l) = 2, y I (I) = I
2
2. 3x y" - 4t}'' + 2y = 0 2r 2y" - 7xy' + 7y = 0
2.x >"' - 4r'}'" - :wry' = 0, r > 0. *. 2x 2yH - xy' + y=O
32
· {y(l) = -1,y'(l) = 1

Solution In thi . if" ,.r

um th, t v = fi r x > 0. '' ha\' th d ri,a- 2
4. 2x y" - 7.\)'' + 7y = 0 *33
2
.t )' + .\11
11
. + 4y = 0
1

ti\ v' = rx 1• y" = r<..r - l)rr- 2 • and y",,, = r<..r - l r - -)\ 3 . ub t1tution 5. 4x 2y" + 17y = 0
. { y(l) =I, y'(l) = 0
2
into th diffi rential cqu ti n and implifi ati n ·i Id -'' 1Or - Lr)' = O. x 2y" +xv'
• + 2)'
. = 0
6. 9x 2y" - 9w' + lOy = 0 34
B 'au xr :r:- O. \\ h, . {y(l)=O,y'(l) = 2
7. 2.r 2y" - 2.'t)·' + 20y = 0
t-r - !Or 2 - 12r) = r(_2r - r - 6) = · x 2y"- .w' + lOy = O 35
{x 3y"' + l Ox 2y" - 20xy' + 20y = O
' y(l)=O,y'(l)= -1,y"(l)= 1
fir r. r 1 = 0. r2 = -1. and r = and ~t:n ral luti n i~ *9. x 2y" + 2.\y' - ~1· - 0
> = c, c r . 10. x 2 v" 't)'
1
161· = 0 36
{x y"' + 15x y" + 54.~v' + 42y = O
3 2
-
. y(l)=5,y'(l)=O,y"(l)=O
2
11. x y" + ·' Y ' + 4y 0
x 3 v"' - 2r 2y·" + 5xv' - 5v = 0
l2. x 2y"+ w' + 6y = 0 *37 - . -
. {y(l) = O,y'(I) = -1,y"(I) = 0
l3. x y" 5xl' ' + I y = 0
2
38 x 3.v"' - 6x 2.v" + 17xv'
. - 17y
. = 0
2
l4. x y" + 2ry' + y = 0 . {y(I) = -2,y'(l) = O,y"(l) = 0
*l . .\ 3y'" 22.\ 2y" 124\y I + I40y - 0
39 2x 2.v" + 3xv'
. - -1• = x
2

16. x3y"' - 4x y" - 4 2

\l'' + IOOy - 0 . {y(l) = 0,y'(l) = 2
1 . \ 3y"' 2
+ 4y - 0
_\ y" - •hy' 40 x 2.r" + 4xr'
. + 21'
. =In x
Example 6 . {y(l) = 2, y'(l) = 0
l . x y'"
1
4\ 2y" + 6.n-' + 41• = 0
*19. 't')"'
) 4x 2r" + 1· = x 3
>O. 2.\)'
1
- 21· = 0 *41 . .
r)·( . {y(I) = l,y'(l) = - 1
2. l 9_, 'y"' 11 r 2y " - 4xy' + 4y = 0
lrq~ 42 9x 2.1'" + 27.rl''
. + 10•·
~
x- 1
· rci 21 - O. · h th n nh m gencou · auchy- ·ulcr . {y(l)=O.y'(I) - I
eqUation
43. uppo e that a econd-order Cauchy-Euler equation
2t. \~y . _l 4 .=\
~
has ·olutions x'' and x'', where r 1 and r 2 are real and
unequal. alculate the Wron kian of the e two olu-
2. t2y - H 9. =\ l

tion to ·how that they are linearly independent. There-

*2 .\2y
\) )' = \ - fore, I' - Ct\ r + C2X' is a genera) olution.
n•' 4 . = \- 2
44. (a) how that the transformed equation for the
auchy-Euler equation ax 2 r" -t- bxy ' .,. cy = O i
a(d ~yldr 2 ) (b a)(d1 ldt) + cy = 0. (b) how that
if the chara tenst1c equation for a tran ·formed
4) =I
auchy-Eulcr equation ha· a related root, then thi
J y= \' root 1s r - ( (b - a)l2a). (c) U e reduction of order
=\ 161' to shO\\ that a s cond ·olutton to th1 · equation is xr
;o, ·' ,'<h = ' " In\ (d) alculate the \\ronskian ofx' and ,r
In x to
2 4 Chapt r 4 Hi h Ord r Equ ti n 4.8 erie Solution of Ordinary Differential Equation · 205

Im arty m pen - 5•. " 4X) 1

+ 2\ = 0. .T < 0 (d) If both a and b are not zero, i it po ible to f(x,y,y')y" + g(x,y,y') = O
find a and b o that both lim, o• y(x) 0 and
nt 5 • + rv' y = r.:. t <0
lim, .. r(x) - 0? Explain. and that a general elution of
y• 4y = 0,y( - 1) = O.y '(- 1) = 2 65. n equatlOn of th form /(x, y, y ')y" + g (x, y, y ') = x(y')
2
+ yv' + xvv" = 0
5. 2>•- •' y=O.y(-1}=0.y'(-I)= I 0 that att fie th y tern 2
y '2 = C1 + C2 1nx.
/u -r -pf.,. P_ J~ = g,P +pg," - g,,
2
59. 66. (a) Find a general elution of the nonlinear equation
{ /.p Pf.p + 2/, - gl'P
lutill1
i<.v' - xy")2 = 2yv" - (y') 2
\\h rep y' i: called an e\act econd-order differ-
by differentiating both ide of the equation, et-
nti I equation. (a) h \\ that the equatton
ting the re ult equal to zero, and factoring. (b) J
\(I )' 1y' + .\):\'" Q the Principle of uperpo ition valid for thi non-
1· an e a t sec nd- rder cquati n. (b) hO\\ that linear equation? Explain.
l.
<h<.x. 1·. p) - h(.\. 1·) + J f(x. y, p) dp ts a solution

of the e a t equation

()A=-1,B=-
61.
(b A= . 8 =2 4.8 Series Solutions of Ordinary Differential Equations
erie elution About Ordinary Point Legendre' Equation
Regular and Irregular Singular Point and the Method of frobeniu
Gamma Function Bes el' Equation

( )
In calculus, we learned that Maclaurin and Taylor polynomial can be u ed to appro _
d \ tmate f1111ctio11.1. Thi idea can be e tended to finding or approximating the solution of
-= (h)
a diUi!re11tial equation.
dx

erie Solution About Ordinary Points

( ) onsider the equati n a 2 (r)y" + a1(x)y' + ao(x)y = 0 and let p(x) = a 1(x) fa 2(x) and
'· ( )
q(\·) = a 0 (x) fu.(r). Then, a,(x)y" + at(x)y' + ao(x)y = 0 i equivalent toy"+ p(x)y'
q(.\).l O, which ts called the tandard form of the equation. number x 0 i an
rdinar) p int of the differential equation if b th p(x) and q(x) are analytic at x 0 • If
\o i not an ordmar p mt, \o rs called a singular point. ore: A function i analytic
h) ) ,1t , 0 1f its power scnes centered at ' - .\o ha a P 'itive radiu of convergence.
f If , 0 1s an rdman pomt of the differential equation \'" + p(x)y' + q(x)y = o.
p<">(xo)
\\C an \\rtte fl(\) = bn(.\ - r0 )". where bn = 1 . and q(x) n~0 cn(X - x 0 )",
ll II.
C/(nl( \o)
\\ hc.:r • cn = - II!- ubstitution int the equ,Hion r" + p(x)y' + q(x)y = 0 re ·ult m

If \\C a umc that y is anal tic at ·'<" wc can \Hite y(x) =~ an(x - ,,·0 )". B aus a
n 0
p " ·r s n1.: can b differentiated t ·rm b term, '"e can c mput the fir t and nd
 Ch pt r 4 Hi r Ord r Equati n 4.8 Series Solutions of Ordinary Differential Equations 207
2 6

al ulat the ffi i nt" a,,. indice in the erie , n ~ 2. We u e this formula to determine the values of a for
n = 2, 3, ... , 10, and give these values in Table 4.3. "

TABLE 4.3
Example 1
n a,, n a,,
1
Find "' n ral luti n f (4 - x ) dy dx + y = 0 and (b) Iv th initial-valu
2 69
m { (4 - x dy d-r y=O 0 Go 6 65536 Go
pr 1 · 0) = 1
1 187
)B u x = Oi n rdinar) p mt fth quati n." a um thal -4Go 7 - 262144 Go
ub titution f thi fun ti n and it d m ttn!s mt th equatl 0
u I 1843
2 32Go 8 8388608 Go
d
(4 - x 2 ) - · . = ( - .\~) na ,n - 1 a,,x" 3
9
4859
r ,.-:. n-;°o 3 - 128 Go 33554432 Go
DO

=n~I 4n " \"

I
na,, \" I
Cl .\" = 0. 4
11
204 Go
10
12767
268435456 Go
n-;-1 n-;;-0

t;. Ii 31
-192 Go

Ther for ,

f th thft'

l 7 7 + 1 43 4859 9 12767 IO
4n 4 11 I\". 262144 aox 3 60 aox 33554432 aox + 26 435456 aox + ···
" T· " -P1
Yn nu I • ppro imat1 n
I . Id (b) h n \ e apply the initial c ndition y(O) = l, we ub titute x = 0 into the o-
luti n btained in (a). Hence, a0 = l, o the erie olution of the initial-value prob-
n- 1 ! mi
n I 1,, I "
l •I
·- _J_. _l_ 2 _ _3_ 3+_11_ 4 _ _ll__ 5 ~ 6
m mm uuti n .I - 1 4 \ + 2x 12 x 204 x 192 x + 65536 x

4 59 12767
"
4n
"
,- - I n-1 "==
1 7
262144 \
7
+ x
8 _
335544 2 x
9
+ 26 435456 x
IO
+ ...

h quat1 n (4 - x 2 ) '~i.fdx + y =0 i a eparable fir t-order equation. eparat-

=--· =-. n of mg. integratmg, nd appl ing the initial condition yield y = I:~ ~ ;
j1
4
. We can ap-
luu "' pr . imate the luti n of the pr blem by taking a finite number oft rm of the e-
m: • lull n. he graph f the p I n mial of degree ten i hown in Figure 4.20
I ll!.!. \\1th th s lull n btain d thr ugh parati n of variable . otice that the ac-
208 Ch pt r .i High r Ord r Equation 4.8 Series Solution of Ordinary Differential Equations
209

cura\;. of th mgular
Example 2
point of th d m the
follo\\lng th
Find a general olution of Legendre's equation (1 - x 2 )y" - 2xy' + J...'(k + l)y = o.

Th th r rn plain ''h re a luti n of a d1ffemtial quati n Solution In tandard form, the equation i y" - 1) = ~2 y' + k(k +
I \ lid. 1- x 1 - x2 y 0·
Becau x = 0 i an ordinary point, there is a olution of the form y = L::=o anxn.
Thi olution will converge at lea t on the interval ( - 1, 1), because the closest sin-
gular point to x = 0 are x = ± 1. Substitution of this function and its derivatives
into the differential quation yield
00 00 00 00
quation
L.., 11(n - l)anxn -
2
- L n(n - l)anxn - L 2nanxn +L k(k + l)anxn =O
n 2 n 2 n= 1 n=O
[2a 2 + k(k + l)a 0 ]x 0 + [ -201 + k(k + l)a1 + 6a 3]x

+ ~ n(n - l)anx" - 2 - ~ n(n - l)a,,xn - I 2nanxn +I k(k + l)anxn = O.

n 4 n 2 n=2 n=2
fter ub tituting (n + 2) for each occurrence of n in the fir t ene and implify-
ing, we have
urat neJf
nm "an1· [2a 2 + k(k + l)ao]x 0 + [-2a1 + k(k + 1)01 + 6a 3]x
int t th 00

+ ~ {(n + 2)(n + 1)an+2 + [-n(n - 1) - 2n + k(k + l)]an}xn = O.

n 2

Equating the coefficient to zero, we find that

l..'{k + 1) l..'(k + 1) - 2 (k - l)(k + 2)

02 = 2 Go, 03 = 6 01 = 6 Gi,

end
11(11 - 1) + 211 - k(k + I) _ (n - k)(n + k + 1)
l ndre' Equ ti n
a,, 2 - (n + 2 (11 + I) On - (n + 2)(n + 1) am n ~ 2.

ing thi, fi rmula, ' e find the following coefficient :

1-x,"-- .' I ' = 0.
(2 - k)(3 + k) (2 - k)(3 + k)k(k + 1)
a4 = 4. a2 =- 4.3.2 ao

- k)(4 + k) (3 - k)(4 + k)(k - l)(k + 2)

a = ·4 °3 = - 5·4·3·2 °1

(4 - k)C + k) (4 - k)(S + k)(2 - k)(3 + k)k(k + 1)

a(l = · 04
=- 6 ·5 ·4 ·3 ·2 ° 0

(/
k) a~ = _ ( - k)(6
...;____..;._+_ + k)( - k)(4 + k)(k - l)(k + 2)
7·6· ·4· ·2 °1·
 Chapter Hi her Order Equ tion 4.8 Series Solutions of Ordinary Differential Equations
210 211

TABLE 4.4 PnM for n = 0, \\ ha\ th l\\ linearly indep1:ndent .oluti n.

kk I), (2-k k)kk+l)_,.4 Theorem 4.16 (Method of Frobenius)
1, ... ,
Y1(.t)
- =a I - _, \"" - _:_-~------'---
4! ·'
Po(x =I
Let x 0 be a regular singular point of y" + p(x)y' + q(x)y = O. Then this differ-
ential equation ha at least one olution of the form
00

1 ' .t"~ - I
)' = '\'
~
a n (x - x 0 )n tr ,
P 2(x) = -:;( and n=O

( - k (4 k) k - I k where r i a con tant that must be determined. This olution is convergent at lea t
2) T
Px=-~t
1 -
2
3 ' )
-_x )'2 x 51 on ·ome interval /x - x
0 / < R, R > 0.

uppo e that x = 0 i a regular singular point of the differential equation y" +

1( ,t ~
p x =- -
~n.
1v..t - 1 ·.t g'n ral p(x)y' + q(x)y = 0. Then the function x p(x) and x 2q(x) are analytic, which means that
(2 - k)( + k)k k I) both of the e function have a power serie in x with a positive radius of convergence.
x" -
4! Hence,
- + p,x + P2X 2 + ···
(4 - k l
.\ - ···) x p(x) =Po and

Th refor ,

k-1 k + -) ( -k)4
a 1 x- r· p(x ) = -Po
x
+ p, + pzx + p3x 2 + p4x J + ···

(5 - k 6 k) k - I k _)
\" - ···} and

ub titution of the e erie into the differential equation y" + p(x)y' + q(x)y = and o
multiplying through by the fir t term in the power erie for p(x) and q(x), we ee that
the 1 we t tem1 in the erie involve x"~r- 2 :

__, a,,(11 +
(n 0
r)(11 + r - l)x"+'- 2) + (~ a,,po(n + r)xn ~,. 2
)
n 0

ndre p I nom1 1ro tli appropri ft ~ra Ii 111 Fr re 4 • J.

ul r in ul r P lint nd th Then, with 11 - 0, we find that the c efficient of x' 2

i
niu
-ra0 + r~ao + rar.VJo + aoCJo = ao(r 2 +(Po - l)r + qo) = ao(r(r - 1) + p 0 r + q0 ).
Thus. ti ran equation of the form y" + p(x}y' + q(x}y = 0 with regular ingular point
\ 0, \\e have the indicial equation

r(r - l) + Por + <Jo = 0.

 Ch pter ~ Hi h r Ord r Equation 4.8 Series Solution of Ordinary Differential Equations 213
212

Th" , lue of r that ati f) thi r indicial root and

quation ar called the e'\ponent Solution In tandard ;orm, this equation is y" + (3/x)y' - (1 /x)y = O. Hence,
2
ar xp(x) = x(3/x) = 3 and x q(x) = x (-1/x) = -x, so Po = 3 and q0 = O. Thus, the
2
indicial equation i r(r - I) + 3r = r + 2r = r(r + 2) = 0 with roots r 1 = O and
r1 = I (I - p0 +\ I-.. po + P~ - 4qo) r2 = -2. (Notice that we always use r, to denote the larger root.) Therefore, we
attempt to find a olution of the form y = L;=O anxn - 2 with derivatives y' =
3
and L;_o (n - 2)anx" andy" = L;=O (n - 2)(n - 3)anxn- 4 . Substitution into the dif-
ferential equation yield
ri = I (I -Po \ I-.. po p~ - 4qo}
i (n - 2)(n - 3)anxn - J + i 3(n - 2)anxn - 3 - f a,,xn - 2 = 0
th t r 1 ::::: r... nd r 1 - ri \ I - -Po + P~ - 4qo. n 0 n=O n=O
, ~rat ituation n an t: ,, h n finding th r t f th indi 1al quation. (6ao - 6ao)x 3

0
I. I ra ri and r 1 - r2 =\ I 1- -P +Po - 4q0 1s not n integer. th nth re ar 1'' 00 00 00

+ I (n - 2)(n - 3)anx"- 3 + I 3(n - 2)a,,xn-J - I a,,xn - 2 = O

luti n f the t:qu ti n f the ti rm .1'1(.\) = '"r . . . . anxn and n= I n=I n=O
" 0 00
00 00

I
n I
(n - 2)(n - 3)a,,x"-
3
+I
n=I
3(n - 2)anxn - 3 - I an - IXn -
n=I
3 =O
00

I
n-1
{[(n - 2)(n - 3) + 3(n - 2)]a,, - an -dxn - 3 = O.
x) = 1 ,.) In · Equating the coefficient to zero, we have

p~ - 4q 0 = O. then th r' ar• t\\ Im rly .md p nJ·o• an - I

a
n
= (n - 2)(n - 3 + 3) = n (n - 2)
, n :2': I, n t= 2.
....
luti n f th, probkm f tht: fi rm y 1t ,.) = ,.r, _, an.,.n and .l ~(x =Y1(x In ·'
otice that from thi formula, a, = -ao. When n = 2, we refer to the recurrence
n•O
r lation n(n - 2)an - a,, 1 = 0 obtained from the coefficient in the series solution.
When n = 2, 2(0)a2 - a 1 = 0, which indicate that a, = 0. Because a 1 = -a0 , a0
In an. lution f tht: quauon. nd tin arl) ind p nd nt
tu· = O. Howev r, a0 t= 0 by a umption, o there i no olution of this form.
B cau e there i no erie olution corresponding to r2 = -2, we as ume there
ti n 1 j, n
=
i a olution of the form y L;=Oa,,xn corre ponding to r 1 0 with derivative
2
=
y' = : I nanxn I and y" = L;=2 n(n - l)anxn . Sub titution into the differen-
tial quation yield
00 00 00

L n(n - I)a,,xn - I +I 3na,,xn- I - I a,,xn == O

n 2 n- 1 n=O

(3a 1 - a0 ).x 0 + ~ n(n - I)a,,x" - 1

n 2
+I n -2
3na,,x"- 1
- I
n= I
a,,xn =O
00

Example 3 quating the c effi ient to z ro, we have a 1 == ~a 0 and

ut · a,, 1 a,, _ 1
a,, = == , n :2': 2.
= n(n - 1) + 3n 2
n + 211
 Ch pt r 4 Hi h r Ord r Equation 4.8 Series Solutions of Ordinary Differential Equations 215
21-i

TABLE
\ u thi fonnula to I ulate se\ era! ffi 1 nt · m Tab! 4. - and u · th m to ow we choose a0 = lie, so

n fi nn )'1(x =a 1 ; + ~: + ··-} 3~ 0 Y1(x) = _!_c (1 + ~

3
+ .£. + _£__ + ···) and
24 360
y\(x) = _!_c (_!_3 + 2..
12
+ L + ···)
120 .
To t nnin a · cond lin •arly indep nd nt . luti n. we a --um that
0 a
ubstitution into the previou equation then yields
I
~a y .. ( r) = y 1(x) In x
lABLE 4.6
I n t find th ffj I nt b~·
2 -:Ao "-------
-- bn
00

+ L [(n - 2)nbn - bn-1]xn- 3 = 0

0
n=l
I '1( ") ~ b .n-3
3 ao = -'-- + + n~O t11
0 ) ix vj(x In x - .!. n·' 2 2
X -2 + -4 + -x4 + -45
x + ... ) + Loo [(n - 2)nb - b ] n- 3 - O
2 (X 3 n~I
n n-1 X -

bnX
n-4 3
(lx + ±3 +~+£.+···)+(-bi
4 45
- bo)x 2
- b 1x -I
cyj(x) In ·' +~ (11 - 2 (11 - •
n•O 0
12bi - 2 + (3b3 - b2)x + (8b4 - b3)X + (15bs - b4)x 2 = 0,
ub ttuti n int uati n ) ield 2 owe have the equence of equations -bi - bo = 0, -b 1 + 2 = 0, 3b3 - b2 + ~ = o.
In r (11 - - 11 - 60bz - 157 ts
b4 - b3 + ! = 0, l 5bs - b4 + = 0, · · · · olving these equations, we ee that b,
n~O 21600 = 2 and bo = -2. However, the other coefficient depend on the value of b2 . We
........ gi e the e value in Table 4.6. Hence, a second linearly independent olution i given
j(:r) ln \" by

Y2(x) = CJ'1(x) ln x + x 2(-2 + 2x + b2x2 + 3b\- 4 x3 + 12b~8~ 25 x4

60b2 - 157 5 )
+ 21600 x + ...

= (I + ~ + ~: + 3~0 + ···)In x
3b - 4 3 12b2 - 25 4
+ x - 2 -2 + 2x + b2x 2 + \ x + 28 x
(

+ Ob21600
2 - l 57 5 + ... )
x '
=0 b c use y is 1 solution
1
of th diff "'" ~\ qu tion \\h re b2 i arbitrary. In parti ular, two linearly independent solution of the equa-
ti n are ( 1 a0 l)
u

, _ _ 11 -

and (b 2 = 0)
b " • f$
11 - " Y2(x) = ( 1 + .:._r + r2 r3
24 + 360 + . . .
)
In x
+\. . 2(-"+2x-±
- .1 3_~,4
2 . _ ____!22_,s+···)
21600 ·' .
 Ch pt r Hi r Ord r Equ ti 4.8 Serie Solution of Ordinary Differential Equation
216

lution i th r •ti r gi' n b · y( \·) = c 1y 1(.\) ' C~) ~(.\ • wh r C1 and u eful property a ociated with the Gamma function is
r rbitra11. [(x + 1) = x[(x).
fuplain uhy th hoic a = I c do ·not affi.• t th Rtnerol o/ution obtained in £:1·
[f x i an integer, u ing thi property we have f(2) = f (l + l) = 1 . f (l) = f(l ),
ample 3. Hint: I c = 0. b = O, tthi hi. impo~ ibl (llhy?), .·o c cannot b' :ero. f(3) = f(2 + 1) = 2f(2) = 2, f(4) = f(3 + 1) = 3f(3) = 3 . 2, f(5) =
f(4 + 1) = 4f(4) = 4 . 3 . 2, ....
G mm Funcfon and for the integer n,
1' Bt · -t:I' e Ii· . [(n + 1) = n!
ful funi.:ti n: , "hi h "
fun ti n, fir:-;t intr due , \\hi h I d fin J '
Thi prop rty i u ed in olving the following equation.

Bes el' Equation

1 th r imp rtant equation i Be sel's equation (of order µ ), named after the Ger-
gh n b • man a tr no mer Friedrich Wilhelm Bes el (I 7 4-1846). who wa a friend of Gau .
Be I· equation i
x 2y" + xy' + (x 2 - µ})y = 0,
where µ, ?!:: O i a c n tant. Be el determined everal repre entation of J (x), the
Be el function of orderµ , which i a olution ofBe el' equation, and noti:ed ome
f the imp rtant properti a ociated with the Bes el function . The equation received
it· name due to Be ·el' e ·ten ive work with Jµ(x), even though Euler solved the equa-
ti n befi re Be ·el.
1 u e a erie method to olve Be el' equation, fir t write the equation in tan-
dard ti rm a
I xi - J.L2
Fig ure 4.22 y"+-y'+ i y=O,
r >0 I n x x
pt = . -1. -~. , - O i a regular ingular point. U ing the Method of Frobeniu , we a ume that
there 1 a lution of the form y = ~~ o anxn+r. We determine the value( ) of r with
2 2

Example 4 the mdicial qua ti n. ecau

x
2
e ·'P(x) = x_!_ = I and x q(x) = x
2
- 2 l-L ) = x2 _ J.L2, (x x
p0 = I and C/o = - µ, 2. H n e, the indicial equation i
lu t• I I.
2
r(r - I) + po1· + lfo = r(r - l) +r - µ, = r2 - µ,
2
=O
luti n
"ith r ot · r 1 = µ. and r: = - µ.. Wi a ume that y = Ln o anxn-.-µ with derivatiY

= y' _,, 0 (n + µ,)an.\,, µand I 1'

11
= Ln 0 (n + µ,)(n + J.L - 1)anxn+µ 2 . ub titu-
I 1 11
11
1
I U =[ 11
II = hm (-
c· er equat1 n ield

= hm I =1 n

IC

+ (x2 - µ,2) OnXn + µ =0

n...._,O
 hapt r 4 Hi h r Ord r Equ lion 4.8 Series Solutions of Ordinary Differential Equations 219
218

U ing the Gamma function, f(x), we write this olution as

n µ n
n~O
"' (-Ir (x)2n +µ. I
y = ,;-'0 11!f(l + µ + 11) 2 ' where a 0 =- -
2µ.µ!.
Thi function, denoted J µ.(x), i called the Bessel function of the first kind of order
µ. For the other root r 2 = - µ, a similar derivation yield a econd solution
µ µ - l 0
x"' tI µ)µa 1 ,.,.. 1
+ (n µ.) n µ - I znx" "'
n-1 \ ' - 00 (-1 r (~)2n µ.
· ,;-'0 n!f(l - µ + n) 2

which i the Be sel function of the first kind of order -µand is denoted J _ µ.(x).
ow, we mu t determine if the functions Jµ.(x) and J µ.(x) are linearly inde-
,.. == 0 pendent.
otice that if µ = 0, these two functions are the ame. If µ > 0, r 1 - r 2 =
(µ(µ - l µ)µ (I µ - (- µ.,) = 2µ. If 2µ., i not an integer, by the Method of Frobenius the two olution
J µ.(x) and J µ.(x) are linearly independent. Al o, we can show that if 2µ i an odd in-
µ - l) tn + µ - µ2]a,, u,,_Jx" ,.. == 0. teger, then lµ.(x) and J µ(x) are linearly independent. In both of these ca e , a general
µ Tl
olution i gi en by y = c 1lµ(x) + ciJ µ.(x). The graphs of the function Jµ(x), µ = O,
Figure 4.23 I. 2. are hown in Figure 4.23. otice that the e function have numerous zeros.
a r f th indi ' 131
th mt z r . "c ha' . What happen to the maximum value of Jm(x) as 111 increases?
Ifµ i not an integer, we define the Bessel function of the second kind of or-
der µa · the linear combination of the function lµ(x) and J µ.(x). This function, de-
a =- µ) - µ2
= nn noted by Yµ(x), i · given by

_µ) . ti~-· ' Yµ(x) -

_ cos wrrlµ(x) - J µ.(x)
.
a,, 0 n b) 111 /J.-7T
rr
We an h w that lµ(x) and Y,..(x) are linearly independent olution of Be el' equa-
= µ.) tion f orderµ, o a general ·olution of the equation is y = c 1J,..(x) + c2 Y,..(x). We how
µ
the graph of the function Yµ(x), µ = 0, 1, 2 in Figure 4.24. otice that lim, ~o Yµ(x)
= -oc. We can ·how that if m i an integer and if Y,,i(.\:) = limµ. . ~111 Yµ.(x), then Jm(x)
=- =- µ) and r,,,(x) are !in arly independent. Therefore,)' - cilµ(x) + c2 Yµ(x) is a general o-
lutt n t r 21·" + ''.!'" + (.\ 2 µ.,- )y = 0 for any value ofµ.
more general ti rm of Be el's equation is expre ed in the fonn
= µ \ ' ' - µ 2)_\' - 0 .
' + .\y , + (A_X_
r-y"
Thr ugh a chang1.: of Yariable-, we an how that a general olution of this parametric
1.:~u.:I equati n ts
µ
.n ii:! - · ur luti n th (l

f'1
9Ure 4•24
Example 5
\= "'= µ
,, Ftnd a g m:ral soluti n of each of the following equation :
(a ' 1' + .w' + (x - - 16)y = 0; (b) ' 2y" + .\\'' + (x 2 - 1~),l'
11
= O;
=
(c) , 2y" + \1' + (9\ 2 -
1
4)y - 0.
 Ch pt r 4 Hi r Ord r Equati n 4.8 Series Solutions of Ordinary Differential Equations 221
220

13. )'H + xy' = in X, y(O) = I, y'(O) =0 27. The differential equation d 2y /dx 2 + p(x)(dy!dT) +
14. )'H + y' + xy = co x, y(O) = 0, y'(O) = I q(x)y = 0 has a singular point at infinity if after sub-
15. (a) If y = a0 + a 1x + a 2 x 2 + a 3 x 3 + .. .. what are titution of w = 1/x the re ulting equation ha a sin-
gular point at w = 0. Similarly, the equation ha an
the first three nonzero terms of the power eries for
2 ordinary point at infinity if the transformed equa-
y ? (b) e thi erie to find the fir t three nonzero
tion has an ordinary point at w = 0. Use the chain rule
term in the power erie olution about x = Oto Van-
der-Pol' equation, and the substitution w = l /x to show that the differ-
2 2
ential equation d yldx + p(x)(dyldx) + q(x)y = is o
y" + (y 2 - l)y ' +y = 0 equivalent to

*16.
tfy(O) = 0 andy '(O) = l.
a method irnilar to that in Exerci e 15 to find the
d~ +
dw
2
(1- + p(l /w))
w w2
dy
dw
+ q(l l w)
w4
_
Y - 0.
first thr e nonzero term of the power eries olution
28. U e the definition in Exerci e 42 to determine if in-
about x = 0 to Rayleigh's equation
finity is an ordinary point or a singular point of the
0 x 10 l
given differential equation.
-2
y" + ( Icy')2 - I )y' +y = 0
(a) d 2y ldx 2 + xy = 0
2 2 2
if y(O) = 1 and y '(0) = 0, an equation that ari es in (b) x d yldx + x dyldx + (x 2 - n2 )y = O
-4 -4 2 2 2
the tudy of the motion of a \ iolin tring. (c) (I - x ) d y1dx - 2x dyldx + n(n + l)y = O
( ) In Ex . 29. Hermite' equation is given by
(a e · erc1 e 17 and I . determine the ingular point of each
Figure 4.25 (a) ) =
c 1J..(;c) c2 YJ{r) (b) y = c 1J 1 x) c~r, .(x) 1 ~uation. In each a ·e. clas ify the point a regular or irregu- y" - 2xy' + 2ky = 0, k ~ 0.

cl l = c 1J x c 2 1'2 t) Using a power eries expan ion about the ordinary

point x = 0, obtain a general olution of thi equation
*l .x(x + l)rH _ _!_l',+5!'-0 for (a) k = I and (b) k = 3. how that if k is a non-
. x2. .
2 negative integer, then one of the olution i a poly-
18. (x - 2 )2 r" - (x + 5)y ' + IOy = 0 nomial of degree k.
ln Ex . 30. Chebyshev's equation i given by
.8 Ii · erc119 24. u e the Method of Frobeniu to obtain two
.t nearly ind p ndent ·olution about the regular ingular point (I - x 2 )y" - .\'.,l'' + k2y = 0, n ~ 0.
::::: 0
Using a power erie expan ion about the ordinary
*19·2xr · - 5 r ' - r=O point x = 0, obtain a general olution of this equation
•fl'
st the fir.ii fo 11 nz • for (a) k = I and (b) k = 3. Show that if k is a non-
fl 2 · 9.\)'H 141 '+(x- l)y =O
ut x = 0 f. r the lull negative integer, then one of the olution is a poly-
2 2
nomial of degree k.
1. '" Y" \y' (x - l)y = 0
2 31. The hypergeometric equation is given by
. >"- 4r =0.)0=1.y' 0)= 22. y"
10.(-1 2..\ 2 \" -·'-._i=0,\(0=- x(I - x)y" + [c - O.
(a +b + l)x]y ' - aby =
•'(0) =- •2 . \. where a, b, and c are con tant . (a) how that x = o
and x = I are regular ingular points. (b) how
that the root of the indicial equation for the erie
"
2., a,,x"+r are r = 0 and r = 1 - c. (c) how that
,, .... o
for r = 0, the olution obtained with the Method of
11.
ompare the · results with the Frobeniu i
L. ) · l\'lng the problem as a au hy- uler ab a(a + 1)b(b + 1) 2
y,(x) = 1 +Ii~?+ 2!c(c +
1) x

\1'
1
- 71• = 0 + a(a + l)(a + 2)b(b + l)(b + 2) .r 3 + ...
\I' 1•= 0 3!c(c+ l)(c +2)
 Ch pt r .i High r Ord r Equation 4.8 Series Solutions of Ordinary Differential Equations 223
222

ailed the 36. how that the quation n•~ + y' + ew = 0 IS in x 'f x:f.O 49. Laguerre's equation is xy" + (J - x)y' + ny = o.
!
--,1

l,~f x
(a) Show that x = 0 is a regular ingular point of
. b. c: \"). cqut\'al nt to (xy') + e'9' = 0. ho\\ that f(x) = { = 0 (a) how that x = O is an
'lo\\ that Laguerre's equation. (b) U e the Method ofFrobeniu
ordinary point of the equation. (b) Find a power e- to show that one solution of Laguerre's equation is
t .at cor- L' \'J0 (kmx)J (kn\) d,- = 0. m -:J:. n. (Thi· hO\\ that
rie olution of the equation and graph an approxi- (-!)"' fl!
tor= I - c.
J 0(k,,.x) and J 0(knx) re orrlro onal on th inl'l"·a~ mation of the olution on an interval. (c) Generate a
L --
II
L II (x) = m=O m! 111!(11 - m)! x m , wh ere L n (x ) IS
-
32. qu ti n 1 iven ) numerical olution of the equation. Explain any un- called the Laguerre polynomial of order n .
(0. I].) Hmt. FollO\\ a pr dure hke that d · nbe
.n • (I - )) ' = 0. in Ex rcisc 3. ·um that Jo k ) = J, (k.) = 0 expected re ult . (c) Calculate the fir t eight Laguerre polynomial
3 Find a general .·olution of ea h quation. 46. (a) U e power erie to olve {y" -=(coI,
y(O)
x)y =sin x
y'(O) =0 .
with this formula (or find them using a built-in
computer algebra system command). (d) Show that
(a) r:y• xv' + (x: - !)_1' = 0 the Laguerre polynomials satisfy the formula
{b) Compare the polynomial approximations of de- ex d"(x"e -x)
(b) x 2y• 'Y' (16.r2 - - -)_I·= 0
gree 4, 7, l 0, and 13 to the numerical olution ob- L,,(x) = 7if dx" for n = 1, 2, 3, . . . , 8.
tained with a computer algebra y tern.
(e) Show that J'Qe-xl,,(x)Lm(x) dx = 0 for n :f. 111 n
4 The diffi rential equation y" - xy = Ois called Airy's m = I, 2, 3, ... , 8. (Thi indicates that the Lagu~rr~
equ ation and ari e in electromagnetic theory and polynomials are orthogonal.) (f) Determine the value
2
quantum me hanic . Two linearly independent olu- of foe x[L,,(x)] dx by experimenting with n = 1, 2,
tions to iry'- equation, denoted by Ai(x} and Bi(x),
rth a nal on th i:( I - ,·)y y' + -Y = 0 are ailed the iry fun ctions. The function Ai(x) -
3, ... , 8. Note: All of the propertie mentioned in
this problem hold for all "· We simply chose the val-
*39. \(I - x)y• (I - ~r)y' =0 0 a x - oo while Bi(x) - +oo a x - oo. (Mo t com- ue 11 = l, 2, 3, ... , 8 so that the calculations can be

r I p ,.,(r)PJ..r) d'C = 0, m :f. n.

.io. 'th1.: p \\ r sen ~of pan i n of the B ~ I fu11c·
ti n of th1.: first kind of ord r n (n an int ~d).
puter algebra ·y tern contain built-in definition of
th iry function .)
(a) If your computer algebra sy tern contains built-in
carried out with technology in tead of by hand.

50. The value of x that ati fy the equation J 0 (x) = O are

111 1 th d1 ntial qu -
J x) = <-tr (i:)
-
211
.. defirntion - of the iry function , graph each on the u eful in many application in applied mathematic .
"' ,..o
- n 1(11
I m ! - mterval [-I . ]. (b) Find a erie olution of Airy' (a) Approximate the first ten zeros (or roots) of the
t1 n l)P,.x)=O nd Be el function of the fir t kind of order zero, J 0 (x),
to \cri(• that J'(\) = -J,h'). equation and obtain formula for both Ai(x) and Bi(x).
(c) Graph the polynomial approximation of degree which is graphed in Figure 4.26. (b) Approximate the
= 0, r ixv
\'arl bl first nine zeros of Jµ.(x) forµ,= I, 2, ... , 8.
th h nge n of 41(x) for 11 - 6. 15. O, and 45 on the interval
nd th [ - 15. 5). Compare your rc.111lts to (a). if applicable. 51. (a) Verify that the Legendre polynomial given m
·quati n (d) raph th polynomial approximation of degree 11 Table 4.4 atisfy the relation hip

a) tng
the •qu ti n 11'
of 81(x) ti r n = 6. 15, O. and 45 on the interval
[-1 -. 5] ompan your result. to (a), {( a11plicable.
'48. (a) s a · ric - ·olut1 n to approximate the olution
r I
Pm(x)Pn(x) dx = 0, 111 :f.,,

J,. ) = (called an orthogonality condition).

"J,. )=
I 1f$
to th initial-value problem
'Y• (- - x)y' + (114.\),I' = O.
1
_1·(1) =I, 1' (1) = -1.
(b) Evaluater -I
[P,,(x)) 2 dt for n = 0, 1, ... , 5.
How do these re ult compare to the value of
(b) a mputer algebra system to general a nu- 2,'(211 + 1), for /1 = 0, I, ... , 5?
m ·n al s luti n f the m1t1al-\'alue pr blem and
c mplre th ·e results \~ith those obt:uned m (a)
"J,. I :t) b) graphing the t\\O appro. imations s1multane-
ou I.

I 1f$
224 pter 4 Hi h r Ord r Equ lion
Chapter 4 Summary

CHAPTER 4 SUMMARY

Concepts & Formulas

~4.1 a general solution of the equation i

econd-order ordinary linear differential equation f(t) = c,jj (t) + c2fi(t)

a) (c) 2 where {c 1, c 2 } is a set of two arbitrary con tants.
a2(t)y< >(1) + a 1(t)y'(t) + a0(t)y(t) = F(t)
llomo •eneous Reduction of Order
If y = f(t) is one solution of y" + p(t)y' + q(t)y = o, a
12
a2(t)y )(t) + a 1(t)y'(t) + a0(t)y(t) = 0 econd linearly independent olution is y = f(t) v(t), where
011
tant co fficient
v(t) = J-1-
[f(t)]2
e-fp(r) dr dt
.

l.in a I
If _r) dependent and independent et of functions
- 04 ~- {/i(t).Ji(t)}, i linearly dependent if there are con-
/ Section 4.2 /
- 06 ts c, and c2 not both zero, o that
Characteristic equation
c 1/i(t) + ci.fi(r) = 0. The equation
Sj
linear!) independent if i not lin arly dependent. ar
2
+ br + c = O
\\ t
on kian
i the characteristic equation of the econd-order linear
lhe \\ ron kian f
hornogeneou differential equation with con tant coefficient

- {fi(t),fi(t)}, ay" + by' + cy = 0.

i the det rrntnant
olving second-order homogeneou linear equations with
constant coefficients
If ay" + by' + cy = 0 and r1 and r 2 are the olution of the
2
characteri tic equation ar + br + c = 0, then a general olu-
1) \ Jue oft in th interval /. tion i
11 1
(a) y = c 1e' + c2e'' , if r, i= r2 and both r 1 and r2 are real;
Fgre.26 c) J (d) J ( )J ) f) J ( ) ( ) J .t) h J t) J t
(b) y = y = c 1e' + C2ter' 1, if r 1 = r2; and
11

(c) y = e"'(c 1 co {31 + c2 in f3t), if r 1 = a + if3, f3 i= Oand

f s lut1 n: f the · cond- r 2 = r1 = a - if3.
n 1s als a · luti n.

11th-order ordinal') linear differential equation

blamed. Gn(/).1' 1"l(t) + ··· + a,(t)y'(t) + ao(l)y(t) = g(t)

Homogeneous
a,,(t)l· 1">(r) + ··· + a 1(t)y'(t) + a0(t)y(t) = 0

' onstant coefficients

(t ,(.(I)
1
(11(/)_1 (1) uo(th'(l) = O. GnY(n)(t) + ··· + a1y'(t) + aoy(t) = g(I)
2 pt r rd r Equ ti n
Chapter 4 Summary
227
i the charnctcri tic equation of the nth-ord r linear h mo- ''"here · ( ) · ·
.lh r t a general olution of the corre ponding homo-
lin rl) g 'n • u diffen:nt1al quation with nstant ffi t nts geneou equation where ao, a1. 02, . . . , an are constant .
II z ro.
Go) =- 0. any<">(t) + ··· + 01y ' (t) + aoy(t) = 0, General solution of a second-order Cauch'-J - E uI er equat10n ·

c,.j,, I = 0. hi h r-ordl'r homO!!l"n~ou' limar equation "ith <tnd .l"p(t) i a part 1cu
. Iar o Iution of th nonhomogeneou Y = C1xm' + CzXm', if 1111 *
m 2 are real;
equation. y = c 1x"'' + c2x"'' In x, if m 1 = m2 ; and
n tant c ft1cknt
I tin
t r b.: a real r t of the hara 11:ri. tt quail n \teth 0 d
)' = xa[c1 cos({3 In x) + C2 sin(,B In x)] if 111, =
(3 °I' 0. 2
= Cl' + "{3
I ,
m
Ni of undetermined coefficient ·
ron kl 1
a,.r" a,, 1r" ; ethOd u · d to find a particular ·otution: Nonhomogeneous Cauchy-Euler Equations
Th \\ r n l..i n f =
· If g.(r) r"', the a" iated ·et of fun tion
tin ·ar differential quall n
= {jj 1). 1) " 1(1 • " 1)}. luti n .w ={r"', r"' 1
, ... ,t 2,t-1}.
Higher-order Cauchy-Euler equations
2
lfg, t) = r"'e · d et of function
• th e a · oc1at
;.(1 1
= {t"'e*'. t"' e*'.... , t 2ek'. te*', e*'}. / Section 4.8 /
/,. 1) 3. lfg(r) - / ,,, "' {3
at ' - e c · t, or g,(t) = t"'e'" in {31, the a oci- Ordinary and singular points
", / ''. r " ..... t 1
e". ed t of fun tton· 1
Xo is an ordinary point of y" + p(x)y ' + q(x)y = O if both
S::::: {r'"e"' c p(~) and q(x) a:e analytic at x 0. If x 0 is not an ordinary point,
{3t . ...• re'" co {3t, ea' cos {31,
1 m th · mt r. I /, x 0 is called a smgular point.
t"'en' ·in {3t, ... , te'" in {3t, ea' in {3t].
roo r·
Power eries olution method about an ordinary point
and m /JI. 1. A ume that y = 2:;;' 0 a,,(x - x 0 t.
fth nth r 2. After taking the appropriate derivative , sub titute
)' = ~;;' 0 Gn(X - Xo)" into the differential equation.
3. Find the unknown eries coefficient a,. through an equa-
tion relating the coefficient .
4. Apply any given initial condition , if applicable.

Convergence of the power series solution

Legendre's equation
Section 4.6
\ .
llafion 0 f
2
(I - x )y" - 2,·:v' + k(k + l)y = 0
t\ par Ill •tef\ Regular and irregular singular points
Part
icutar · lutt n f # p(th·' c/(l)y = j(t) is Let 'o be a ingular point of y" + p(x)y ' + q(x)y = O. x 0 i a
.1/,(1) = 111(/h',(I) + 112(/)y~(t). regular ingular point of the equation if both (x - x 0 )p(x)
2
and (.1 .r0) q(.r) are analytic at ,1 0 . If x0 i not a regular sin-
1i r "1(1)
S-.,
=J.:1·II'((t)f(t)
) <
It
,\ll
d ()
II, I = J-w-)
.1'1(t)/(t) I
ct:
gul3r point, x0 1s called an irregular ingular point of the
IY1(1) ( equation
I),
C()~ ·.I (t)) 1 .i fundam •ntal l' •t of solutions f the
ndin' horn •en u · cqu3tion. \kthod of Frobeniu

lndicial equation
Sect.:::-:-:, r(r - I) +Pot + C/o - 0
l~
amma function
b\ . [ U(
a,;h r fqut i n f(x) = [ t!-"u' 1
d11, x > 0
f<lrtn ' ·l.ul r 1.hll ·n:ntt.11 cqu.ni n is un cquati n of the 0

,
', - .. "1 .. ,
Be wl\ equation
,\ 2y" 1y' + (.\ 2 - µ.2)y = 0
 Chapter 4 Review Exercises 229
Chapt r oi Hi h r Ord r Equ ti n
228
S . e the ub titution in the previou problem to olve (d) {y" + 2y' - (A - l)y = 0
+ t 2v = 0. Hint: You hould obtain the dif- y(O) = 0, y(2) = 0
RE /EW EXERCISE~S~====-------------­
\ " - 2tv '
CHAPTER ferenti~I equation du ,dt = - (u - t) 2 . Make the ub- Hint: Con ider three ca e : A = O, A < 0, and
--=~~-----=== titution 1· = u - t to ol e thi equation . A > 0.
.. *54. Abel' fo rmula) uppo e that y 1 and Yi are two o-
~t' n t 1 Im rly m - 25. \ - , = ·1 2 lutton of y " + p(r)y' + q(t)y = 0 on an interval I
In Exerci e 59- 65, solve the Cauchy-Euler equation.
Jn I· 1,;rci.
pen ~nt or Im 2 . >- 4y' in r wh re p(t) and q t) are continuou function . Then, the + 6y = 0
59. x 2y" - 4xy '
in-' Wron k.ian of Yt and Y2 i *60. x y" + 7xy' + 8y = 0
2
I. • = { SI, 1} W(y1. Y2)(x) = e
2 "- 3 fp( 1)J1.
2x 2y" + 5xy' + v = 0
2. , = { 2 t, m2 r} )'-
61. {y(l) = l,y'(l) ~ 0
*3 .• = { r. r In r } 29. " - ::?\•' = 2 41
::?1· = - 4
Prove bet' formula b computing :i W(y 1, )'2)(1)
*62. x 2y" + xy' + y = 0
4. ={1, 1 - I , 1} and u ·mg the r lat1on ·hip 1•" = - p(t)y ' - q(t)y for y~
5. = { r. nt} to obtain a first- rder rdinary differential equation 63. x 2y" + 7.\y + 25y = 0
1

6. = {e'. '} 3-. \'. 91 . - \ = - !.J I

for H . *64. 5x y" - xy' + 2y = 0
2

33 . •1 .
~ , 1-1 = 3t "t ~,
I 5 . an th \\ r n ktan be zero at only ne value of x on *65. x 2y " - 7xy' + 15y = 8x
luu n f th gt\
4. 1• r1 H111t b I'· formula .
35. ln Exercises 66 68, olve the differential equation with a e-
-5) = _, rie expansion about x = 0. Write out at lea t the fir t five
C2 nonzero term of each serie .

9. .. - 2). ;) = IC\ mt C2 \ .. 14 " - .I 66. y" - 4y , + 4y = 0

*67. y" + 2y ' - 3y = xe'
In In m1ti I-\ lu p km . a •" - 4.1 = 0
68. (- 1 + 2r 2 )y" + 2ry ' - 3y = 0
th *( 1•" 4y' +Iy = 0
c) 1 " 4y' 4v =0 Jn Exerci e 69 71, u e the Method of Frobeniu to obtain two
IO. >1( )= t I. = linearly independent solution about the regular ingular point
(d) _\" 9 '= 0
x = 0.
11. I ) =-,-.
nr .:. . = O
find the V. r n ·kian (\ ithin a
1ated ''1th the foll wing dif- 69. 3xy" + 1ly ' - y = 0
*70. 2\' 2y " 5xy' - 2y =0
12 lutt n h
In o·· , · n o _ 1)'
7
x · + (-.
1
71. .\' 11 r 2 - 2).v = 0
b) t 2} h _\ 0
(c) 1·y - n· Sr 0 ln Excrci ·e · 72 and 73. find a olution to each hypergeomet-
ftht.: ft II '' ing b undary-,-ulue pr lems. n equation. xpre the olution in term of the function
F(a. b. c; \). ( ee xerci e I in e tion 4. ).
,. -y = 0
.r<O) = 0. _1•' (1) y (I) = I 72. \(I - x)y" + (I T 2x)y '+ IOy - 0

*(b 73. ,(! + ,)y" + (t - 12,·) y' - IOy =0

Hint. • as s. , = 0. A < 0. and 74. ( imple M de of a \ ibra ting hain) The equation
'>O that descnbe. the simple mod - of a Yibrating chain
of I ngth ( ts
.p 0
1 s· = 0. A< 0. und
 Differential Equation at Work 231
pt r 4 Hi h r Ord r Equ ti n
2

n~ ' lue of th' Let G denote the cumulative level of gluco e in the blood, g = G - G0 , H the cumu-
infin11 ly man~ ~ r lati e level of hormone that affect insulin production ( uch as glucagon, epinephrine,
luuon ·. corti ne, and thyroxin), and h = H - Ho. otice that g and h represent the fluctua-
c) If = I. raph J, (2\~) and appr im t th' tion of the cumulative levels of glucose and hormone from their equilibrium values.
I t ten luti n f J 0 2 fri';.) = 0. The relation hip between the rate of change of gluco e in the blood and the rate of
change of the cumulative level of the hormone in the blood which affect insulin pro-
du tion i
g' = Ji(g, h) + J(t)
{ h' = fi(g, h) ,

wh re J(t) repre ent the external rate at which the blood gluco e concentration i be-
'
~,~ ~·:," Differential Equations at Work: ing increa ed.* If we a ume that / 1 and h are linear function , then thi y tern of
. ' , equation b come
A. Te tin f r Dia te g' = -ag - bh + J(t)
{ h' =-ch+ dg '

\ here a, b, c, and d repre ent positive number .

(a) how that if g' = -ag - bh + J(t) then

Ii =_!._ ( -g' - ag + J)
b
and h' = t (-g' - ag' + J').

(b) ub ·titutc h = (J b)(-g' - ag + J) and h' = (llb)(-g' - ag' + J') into h' =
-ch + dg t obtain the econd-order equation

~ (-g' - ag' + J') = -f (-g' - ag + J) + dg

g' + (a + c)g' + (ac + bd)g = J' + cl.
inc the gluco e olution i con um d at t = 0, for t > 0 we have that
g" + (a + c)g' + (ac + bd)g = 0.
(c) h ,, th t th luti n of th characteri ti equation of g' + (a + c)g' +
(ac + bd)?: - 0 are
; (-a - c - V(a - c')2 - 4bd) and I (-a - c + Y(a - c)
2
- 4bd).

(d) L plain wh it i · rca ·onable t a umc that gluco e level are periodic and ub e-
qucntl that (a - c)' - 4hd <... 0.
(c) If (a - ct - 4/>d O and t > 0, h w that a general olution of
g" + (a + c)g' + (ac + bd)g - 0
IS

• O ' Burgh " and M H rm:. \fodd111g 1nth D10'i.•n.>ntwl Eq11utwns, Ellis Horwood L1m1ted, pp.
11 ' I l (l J cc 1 Sta ·I.. and hthcr ,1ta:sarin-Jac bs, L11d111un und orensen :~ Medical- u~1ca/
unftig pq -fwphiwllo •1c Approach. fourth Ed1uon, W. B 'aundct'. o., Ph1ladelph1a ( 1993).
pp 177 1:0 . .
 Differential Equation at Work
2 2 C p r 4 Hi r Ord r Equation 233

g(t = [A · ( ~ \ f .tbd - (a - c)
2
) B ·in ( ~ 4bd - (a - c ~)] If the lope ha con tant angle a, we can rewrite the equation as
2
n th t -2
d s .
= g [ tn Cl' - µ, co a] _ CoAp
2111
(ds)2
dt ,
dt
Gt)=

Go
4bd - a - c z)} \ here µ, i the coefficient of friction, C0 the drag coefficient, A the projected area of
the kier, p the air den ity, and g 9. 1 m ·
2
=
the gravitational con tant.* Becau e
g, a,µ.., 111, D· A, and pare con tant , g[ in a - µ,co a] and CoApl2m are con tant .
2
) • Tht.:n \\C n rewnt the ~ ·n- Thu ·, if we let k2 = g [ in a - µ,co a] (a surning that g [ in a - µ., cos a] i non-
negati e) and h 2 = OAP '2111, we can rewrite thi equation in the irnpler form

Gt = JO e ar[ o wt B in wl].

Rem mber that the relationship between di placement, s, and velocity, v, i

v =
dsdt'
Thu , we an find di placement by integrating elocity, if the velocity is known.
2
G 110.00 I. ·e the ub titution 1• - ds dt to rewrite d ldt 2 = k2 - h2 (dsldt) 2 a a fir t-
rder equation and find the olution that ati fie v(O) = v0 . Hint: U e the method
t= 1 I. - 10\. : ))4.~
f partial fra tion .
I=~ .-.6) 9 _o 10' 2. Find s(t) if s(O) = 0.
,- .. '9
' 10 J.l Thus, in thi · ca e, we ec that we are able to expre both and v as functions oft.
Typical value of the con tant 111, p, µ.., and CoA are hown in the following table.
t=
11:.-ci
IL

on tant Typical Value

Ill 75 kg
B. M d lin th M ti n fa ki r
p 1.29 kg· m

µ 0.06
2
().4 0.16 111

st.: the \'nlm:s g1\Cl1 in the pre\ iou table to complete the entrie in the following
tabh.: for each 'aim~ or a, graph 1·(t) and s(t) if 1(0) - 0, 5, and 10 on the mter-
\'al (0, 40) In each case. calculate the maximum velo ity achieved b) th ki r.
\\hat 1s tht.: limit f tht.: , ·elocity achieved by the skier? How d e changing the
inil!JI 'el ·ity atfc t th ma imum Yelocity?

• .1uh ·J, 1.uncn anJ RclJll Vi~uri. " \ Re' 1c'~ of thktic Encrg · E pcnd1ture. U ing kung a::-;;p~-
1 I· mp1c:· Jaum / 11/ 4ppltul 8111111cd1a111n. \ lu1111? 10, umber~ ( ugust 1994). pp. 253-269.
 Differential Equations at Work 235
Ch<lpt r 4 Hi h r Ord r Equati n

kier. How doe changing the initial velocity affect the maximum velocity? Com-
c
h2= -
p pare your re ults to (3). Are your result consistent?
k2 = ( in a - µ. co a] 2m
How do the e result change ifµ, i increa ed or decreased? if CoA i increa ed
or decrea ed? How much doe a l 0% increase or decrease in friction decrea e or
a= 'O" = ;;- 6 rad increa e the kier' velocity?
= = ::!;;- rd 9. The alue of the con tant con idered here for three kier are listed in the fol-
io" ing table.

Constant Skier 1 Skier 2 Skier 3

75 kg 75 kg 75 kg
nd 100 Ill

p 1.29 kg· m- 3 1.29 kg· m- 3 1.29 kg· m- 3

µ. 0.05 0.06 0.07

0.16 m 2 0.14 m2 0.12 m 2

oA

uppo that the e three kier are racing down a lope with con tant angle
a - 30° = 1T 6 rad. Who win the race if the length of the lope if 400 m? Who
1 ? Who win the race if the length of the slope i 800 or 1200 m? Who lo es?
O e · the 1 ngth of the lope matter a to who win or lose ? What if the angle of
the ·lope is in rea ed or decreased? Explain.
JO. hi h of the 'ariable con idered here affect the velocity of the kier the mo t?
Whi h variable do you think i the ea ie t to change? How would you advi e a
)fll ' group of ·ki r who want to increa e their maximum attainable velocity by 10%?
\ I t
- I -dH = -fr and t h • quati n
_,. d d.t

C. The Schrodinger Equation

U stltuti n \\ = \ I ·ad-. U' t The time independent hrodinger equation, proposed by the Austrian phy ici t Erwin
hr .. dinger (I 7 1961) in 1926, de crib th relation hip betwe n particle and
\\aves. The hrodinger equation in pherical coordinates i given by
2
1 -a
---, (,.-, -ai11) + , 1. -a ( m. 8al{!)
- + 2
1. 2 a 1/f 2µ,
- - 2 + ~ (E - V)l/J = O.*
r· ar ar ,.- sm o ao ao r 111 e a<P h
luti n thi ni •1 n
If we assume that a lution t thi · partial differential equation of the form
\\ =
l{!(r, 0, </>) - R(r) ( fJ)g ( <P)

c 1sts. then a techmquc called eparation of variable , the chrodinger equation

an be n:wnttc.!n as three s 'COnd-ordcr rdinary differential equation :

\Limuthal quation

• St pl11:n T Thornton and Andre" Re . \foda11 Phrs1n /<II c1n111sts and Eni:in<' -rs aundcrs Ile•
rutih,fun' (I 99)), pp. :!-I, .:! •
 Differential Equations at Work 237
Ch pt r 4 Hi h r Ord r Equation.

4. how that the olution of the indicial equation of

~.:!.._(rzdR )+2~(E-V-.!f_ :l))R=O
R di 1 qu tion r· dr dr 11- µ. r
2
d u
dr 2
+2 (1-r _P) dudr + [ 2 (z _!!_)-
r
f(e + l)J _
u- 0
,.2

. n ul r qu ti n -I- -I
d ·in e-d ) + [ < + i) - ~
m:! ] = o. ar e and -(f + 1).
in e de dlJ e
Th" orbital anr,tlur momentum quantum numb r mu t b a nonn gath·e int ger:
in
5. Find a power eries olution to the equation of the form u(r) = I anrn+<.
6. Find a erie olution of n=O
= 0. ::!: l _2. . . . nd th mug'n tic quantum numb r ml d p n on (: ml = -( · -
1. .... -2. -1. 0.
= O. th
I.-·.... .
radial u tt n i
I.
~ .:!.._ (r:! dR)
2µ.
-~ tE- J R = 0.
2
d R
dr 2
+~
r dr
dR + [ 2E + 2Z _ f(f +2
r r
!)] R =O
·
r- dr dr 11-
n d lat r), th quati o
(r = -e2 4-;;t: r n tant · µ.. Ii. e. and an:: d
m d2R
dr 2
2
r dr
±(£+~)R=0.
Ji 4rr of
2
· luti n f th1 · qu ti n. ao = 47T 1 f µ.c:. a11d

\ u

t:n ,n rn. tht: r dial ·qu ti n an "ritt •n in th firm

2 dR _z
dr 2
r cir [-E r

ii E i th ·n rgy of th hydr
:'. h nE<O ml \\t: I t p
d 2R 2 dR 2Z (
dr 2
r dr l2E r r
l)]R = O

th firm

~ n thi luti n i titut ·d int th

 5.1 Simple Harmonic Motion 239

tret~h~d un.it pa t it . natural length to the equili~rium po ition x = O. When the sy _

tern 1 mot10n, the d1 placement from x = 0 at time t i given by x(t).
111
By ewton' econd law of motion,

d 2x
F=ma=m-
2 ,
dt

where m repre ent ma of the object and a repre ent acceleration. If we as ume that
there are no force other than the force as a result of gravity acting on the ma , we
d t rmine the differential equation that models thi ituation by urnming the force
Applications of Higher a ting on the pring-ma y tern with

Order Differential Equations 111

dix
dt2 = °"'~ (ti . h
orces actmg on t e y tern)

= -k(_ + x) + mg
= -ks - kx +mg.

t equilibrium k = mg, o after simplification we obtain the differential equation

d 2x
or m-+kx=O
dt 2 .

The tw initial conditi n that are u ed with thi problem are the initial position
.\(0) = a and the initial Fe/ocity x'(O) = /3. The function x(t), which describe the di _
placem '!If of the object with re pect to the equilibrium position at time t, i found by
, h ing the initial-value problem
f r ol in d 2r
1 1 1' -
2
+kx=O
dt
{
x(O) = a, x'(O) = {3.
ased n the a , umption made in deriving the differential equation, positil·e ralues of
l(t) inclicate that the mass is below the equilibrium po ition and negative value ofx(t)
impl H rmonic ti on 111dicare that the mass is aboi ·e the equilibrium position. The unit that are encountered
in thes pr lem - arc -ummarized in Table 5.1.

T BLE .1 Unit · En ountered when Solving Spring-Ma s Systems

k (Spring
Ma Length Con tant) lime

-----------·- F=
:\kiri ' cwton ( )
slugs (lb-s ft)

kilograms (kg)
2 fret (ft)

meters (m)
lb ft

m
seconds (s)

econds ( )
Figure 5.1
 pt r - pplication of Hi h r Ord r Differential Equation 5.1 Simple Harmonic Motion
HO 241

Example 1 ~c~ ~ecau e .the. mass is. released from the eq~i~ibrium position, x(O) = o. Al o, the
1rutial eloc1ty 1 8 ft/ m the downward (pos1t1ve) direction, so x'(O) = 8.
prin~ n. tant of the ·pnng" 1th natural I ngth I 0 in. that i tr tch d
13 in. by an obj t w 1ghing lb.
Example 3
1
Solution B cau · th• ma w 1g · h lb. F = lb, and b au d1 pla m nt fron
th quilibrium p 1t1 n i 13 - 10 = 3 m.. · - 3 m. l ft 12 m. = 1 ~ ft . Th re- An object weighing 60 lb tretches a spring 6 in. Determine the function x(t) that
fore. de cribe the di placement of the object if it is released from rest 12 in. below the
equilibrium po ition.
F= h
1 Solution Fir t, the spring constant k i determined from the supplied informa-
=-k
4 tion. By Hooke' law, F =ks, so we have 60 = k · 0.5. Therefore, k = 120 lb.ft.
ext, the ma s m of the object is determined using F = mg. In this ca e, 60 =
k = 20.
m · 32, om = 15/8 lugs. Because klm = 64, and 12 in. is equivalent to I ft, the
lb and
·pring on tant 1 gl\·en in the unit lb ft b au. F = initial-value problem that models the situation is
d 2x
-+
2 64x= 0
dt
{
x(O) =1 x'(O) = 0.
Example 2
The characteri tic equation that corre pond to the differential equation i r 2 +
64 = 0. It ha .olution r = ±8i, o a general olution of the equation i x(t) =
C1 0 I + C2 ill 8t.
To find the value of c, and Cz that satisfy the initial conditions, we calculate
x'(t) = - c 1 in t + 8c2 co 8t. Then x(O) = c 1 = I and x'(O) = 8c2 = O. o c 1 = I,
c2 = 0, and x(t) = co 8t.
otice that x(t) = co t indicates that the pring- ma system never come
to re t once 1t 1 et into motion. The olution i periodic, o the ma moves verti-
ally, retracing it motion, a hown in Figure 5.2. Motion ofthi type is called im-
ple harmonic motion.

What i the maximum displacement of the object in Example 3 from the equilibrium
po ·it ion ?

Example 4
= 0.
1 obj ctive weighing 2 lb tretche a pring 1.5 in. (a) Determine the function x(t)
th t de nb the di pla ement of the object if it i relea ed with a downward ini-
tial Ye! ity f 2 ft/ from 12 in. abo e the equilibrium po ition. (b) At what value
ft d the bje t fir ·t pa through the equilibrium po ition?

Solution (a) We begin by detem1ining the ·pring con tant. Becau e the force
F ... -tretch : the ·pring 3/2 in . X I ft/12 in. = 11 ft, k i found by olving 2 ==
k · I . Hence k 16 lb ft. With F = mg, we have m = 2 '32 = I 16 lug. The dif-
242 Ch pt r pplication... of Hi her rd r Din rential Equation
5.1 Simple Harmonic Motion
243

IX mfl x (in ft) X(in ft)

l I with derivative x'(t) = -16c 1 sin l6t + 16c2 cos l6t. Application of the initial con-
dition then yield x(O) = c 1 cos 0 + Cz sin 0 = c 1 = - I and

U--1-4--+t-+-f-t-T- I 4--J-4-+l-+-IH-~ I x'(O) = -16c 1 sin 0 + 16c2 cos 0 = 16c2 = 32,

c = 2.
2
(m ) (IO l
The position function is given by x(t) = -cos l6t + 2 sin l6t. (See Figure 5.3.)
-1 -1 -1
(b) To determine when the object first passes through it equilibrium position, we
olve the equation x(t) = -cos l6t + 2 sin l6t = 0 or tan l6t = 1/2. Therefore,
( ) ') t = 1116 tan \5) = 0.03 , which appears to be a reasonable approximation ba ed
• .t .T
on the graph of x(t).

Figure 5.3
Approximate the second time the mas con idered in Example 4 passes through the
equilibrium po ition.

-1
general formula for the olution of the initial-value problem
d 2x
m dt2 + kx = 0
(d) (I)
il {
x(O) = a, : (0) = f3
I·

=a /3 rn
+ -w . k
-r(t) co wt wt where w=
-1 -1 -1 m
Through the u e of the trigonometric identity cos (a+ b) =co a cos b - sin a in b,
b we can write x(t) in terms of a co ine function with a pha e hift. First, let

Figure 5.2 x(t) =A co (wt - ¢).

Then x(t) =A co wt co <P +A in wt in ¢. Comparing the function

x(t) = a co wt + Ji in wt and x(t) = A cos wt co <P +A sin wt in ¢

w
ituation i I l d ,. dt 2
indi at that

Aco </J = a and A in¢=_§_.

w
Thu

ll'
co </> - and in¢ = -£.
A
= 2
qu ti - = O, lh · ecau ' co cJ> + ·m </> = I, ( alA) 2 + [/3 (A cu)] 2 = l. Therefore, the amplitud of the
s luti n 1 •
 5. 1 imple Harmonic Motion 245
244

{b) From our knowledge of trigonometric function , we know that the maximum
n alue of x(t) = 5 co (St - </>) i x = 5. Therefore, the maximum di placement
of the ma from it equilibrium po ition i 5 = 2.236 meter .
(wt-cb.
(c) The period ofthi trigonometric function is T = 27T w = 27T 5. The ma return
to it initial po ition e ery 27T 5 = 1.257 .
t that th p ri d of x t
~h cf>=

ii) an· ' r d if EXERCISES 5. 1

m~nt un ti n
In m ny
th luu nn.

kIn er 1· ·e 1- 4. d termine th m · c n tan t

m and the pnng d 2r I
10. 10 dt; + IQx = 0, x(O) = - 5. x'(O) =1
for the gi' 'n pring m ·y tern
11. 16-lb object tretche a pring 6 in . If the object i
m ~~; k =0 lowered 1 ft below the equilibrium po itJon and r -
lea ed. determine the di placement of the object. What
{ 11\ i the maximum displacement of the Object? When
Example S \(0) = a, dt (0) = (3.
doe · 1t occur?
lnterp t the 1mt1al c nd1ti n . ( · umc the ngh ·h Y tern.) 12. 4-lb weight tret he a pring 1 ft . 16-lb weight
i then attached to th pring, and it come to r t in
2
1. 4 d 2'(
dt
9, = o. \(0) = - 1. ,'(0) =0 1t equilibrium po 1tion. If It i then put into motion
with a downward velocity of 2 ft/ • determine the di -
d ,. placement of the ma · . What 1 the maximum di -
2. ~- 12 '<=0 . .t(O) = 0 . ,'(0) = 1
dt 2 placement of the object? When doe it o cur'>
m= 4 "'
u
. lfo = . \(0) = O75. x' (Ol = -2
*13. 6-lb object tretche a pnng 6 in. If the object 1
lifted 3 in. above the equ1hbnum po ition and relea eel,

4. -l._ ~
2 Jt•
·h = . , 0) = -+. ..
''(0) =1
determine the time required for th ma to return to
it· equilibrium po 1t1on. What i th d1 placement of
the object at t - 5 econd ? If the object 1 relea ed
from it equilibrmm po 1t1on with a downward initial
velocity of 1 fi • determine the tune required for the
object to return to 1t equilibrium po 1t1on
t 4. 16-lb weight ·tretche a pring in. If the weight
1s lowered 4 in . below the equihbnum po ·1t1on and re-
lca ·eel, find the time required for the ''eight to return
to the equilibrium po 1t1on. What i the di. placement
= 0. t(O) = 1
I, \ (0) =1 of the ''eight at t 4 s'? Ifth weight i relea d from
its equilibrium p ition \\Ith an UP'' rd initial veloc-
= O. 0) =- .. , , '(0l = I 1t f 2 ft .. determine the time required for th \\eight
t return to th1: equilibrium p sition.

. OJ = ... '(Ol =4 15. ohe the 1mt1al-valu prob! m c/ 2t c/1 2 h. = o.

t(O) - 1. , '(0) = 0 fir value of k = I. 4. and 9.
= = J.. ~'(0) = -
mmcnt on th effect that k ha n th r ultin

- 1.11 h1 h
= (0 1 mot1 n.
 5.2 Damped Motion 247
Ch pt r 5 ppli tion 0 Hi h r Ord r Diii r ntial Equ tion

of the cylinder ifit i relea ed with 1.22 in. of it height
p, Ill' , .J1re ·u n
I above the water with no initial velocity. (Hint: At
-x=O,
16. n r Equ1hbnum =
r = 0, lz 9.7 in., o 0.22 in . is above the water.
po 111 n Th refore, the initial po ition i y(O) = 1.)
Equ1hbnum tale
*2 . An object with ma m = 1 lug i attached to a pring
with ·pnng con tant k = 4 lb ft. (a) Determine the di -
pla em nt function of th object if t(O) = a and x'(O)
•t
= 0 raph the olution for a = J, 4, - 2. How does
vary ing the 'alu of a affect the olution? Doe it
change th \alue of t at which the ma pa e
throu h the quilibrium p ·ition? (b) Determine the
d1 ·pla ment function of the object if x(O) = 0 and
x (0) - f3 raph the ·olution for f3 = 1, 4, - 2. How
d varying th value of f3 affect the olution? Doe
it change the valu f t at whi h the ma pa es
Figure 5.5
through the eqmhbrium p ·iti n?
2 · n obj t of ma m - 4 lug i attached to a pring
\\1th pnng on ·tant k = 20 lb ft. If the obje t i re-
l a · d from 7 m. ab ,.e 1t · equilibrium with a down-
\\ rd initial vel ity of- · ft/ , find (a) the maximum
displacement from the equilibrium position; (b) the
time at which the object first passes through its equi-
librium po ition; (c) the period of the motion .
29. If the pring in Problem 28 has the spring constant
k = 16 lb/ft, what is the maximum di placement from
the equilibrium po ition? How does thi compare to
the re ult in the previou exercise? Determine the max-
imum di placement if k = 24 lb/ft. Do the e result
agree with those that would be obtained with the gen-
eral formula A = Y cl+ {32!w2?
30. An object of ma s m = 3 slugs is attached to a spring
with spring con tant k = J 5 lb/ft. If the object i re-
l ea ed from 9 in. below it equilibrium with a down-
ward initial velocity of I ft/ , find (a) the maximum
displacement from the equilibrium position ; (b) the
time at which the object fir t pa se through its equi-
librium position; (c) the period of the motion.
31. If the ma in Problem 30 is m = 4 slugs, find the
maximum di placement from the equilibrium po ition.
Compare thi result to that obtained with m = 3 lugs.

21. If th m ti n f an th m111 1-' I

m
~ Damped Motion
p

l
Be au ·e the diffi rential equation derived in Section 5.1 di regarded all retarding force
a trng n the motion of the ma , a more reali tic model i needed. tudie in me-
hani r veal that the re i tive force due to damping i a function of the velocity of
th moti n. For c > 0, function uch as
1m 1, x' > 0
=c dt ,and FR -- c gn ( ~;} where gn ( ~)
(dx)3
m ch: = 0, x ' = 0
:!:!. FR=cdt,FR
1
-1, x' < 0

l can us d t repre ·cnt the damping force . We follow procedure imilar to tho e
us d 10 cti 11 . I t m de! imple harmonic motion and to determine a differential
quat 1 n that m dcl the ·pring- ma y tern, which include damping. A urning that
FR = c d.\'/dt, fter umming the force acting on the pring- ma
d 2 \· dx
2
d x
y tern, we ha e
dx
,,, - - = - c - - kx r 2 + c-
m-- + kx = 0.
~2 ~ ~ ~

The displa emcnt fw1 ti n 1 found by oh ing the initial-valu problem

m d i_, + c dx + h = 0
dt 2 dt
{
x(O = a., x'(O) = {3.
248
5.2 Damped Motion
249

Differentiating yield

x'(t) = (- 4c 1 + c2 )e 41
- 4c2 te 41 .

(a) The initial condition in this ca e are x(O) = 0 and x'(O) = I, so c 1 = and o
- 4c 1 + c2 = 1. Thu , c 2 = 1 and the solution is x(t) = te - 41 , which is shown in
\ ,~ - 4mk ~ig~e 5.6 . . _otice that x(t) i always positive, s_o_ th~ object i always below the equi-
-c
r =- hbnum po 1t1on and approaches zero (the equ1hbnum position) as t approache in-
2m
finity. Becau e of the re i tive force due to damping, the object is not allowed to
n lhc ' tu' of th qu, ntity c2 - 4mk. In fa t. pr bl m of thi. pa through it equilibrium po ition.
' lu • of ~ - -tmk foll '' . What i the maximum di placement from the equilibrium position? If you ll'ere
looki11g at thi. pri11g. would you perceive its motion ?
C e 1: c2 mk 0
.t (inft )
the damping fTi i nt c i large in (b) In thi case, x(O) = - 112 and x'(O) = 5. When we apply the e initial condition
we find that x(O) = c 1 = - 112 and x'(O) = -4c1 + c 2 = -4(-112) + c 2 = 5'.
Hen e c2 = 3, and the olution i
Ca •. c1 m 0
th r ulting m ti n s l'. x(t) = - 21 e 41 + 3te 41.

Thi function, which i graphed in Figure 5.7, indicate the importance of the ini-
0 tial ndition on the re ulting motion . In thi ca e, the di placement i negative
I (in') (aboYe the equilibrium po ition) initially, but the po itive initial velocity cau e the
th d mping fTi i nt c i · ,mall ill
fun tion to become po itive (below the equilibrium position) before approaching
F' zer .
igure 5.6
lllotton riti all)' damped

Example 1 If the object in Example 1 i. released from any poi11t below its equilibrium position
ll'ith an upll'ard initial 1•elocity of 1 ftls, can it possibly pa s through its equilibrium
position ? If the object is released from below it equilibrium po ition with any up-
\\'ard i11itial l'e!ocity. can it po ib~1 · pa through the equilibrium position ?

Example 2

2-lb object strctchc · a pring ft. If the re i tive force due to damping i FR =
cl\ dt. determine the d1 placement function if the object i relea ed from 1 ft be-
'' th equilibrium p ·ition with (a) an upward velocity of 1 ft; ; (b) an upward
\' I It f 6 ft .
= r =
rm II) damped
Solution (a) Becau e F 2 lb. th pring con tant i found with 32 = k(_ ), 0
k 4 lb ft . I · . 111 2 2 l ·lug. The differential equation that model thi it-
r uation i. d 2 l dr 2 5 ch dt 4, 0. The initial po ition 1 x(O) = I, and the ini-
tial' I 11} in (a} 1s r ' (O) =-
J. The characteri 'tic equati n of the differential equa-
r 1i 11 IS
2
r + r + 4 = (r + 1)(r + 4) = 0.
 Chapter - pplication of Hi her Order Differential Equation 5.2 Damped Motion 251
250

.t (m ft) '' ith root r 1 = - l and r 1 = -4. g neral olution i d2x + dx + 16x =0
dt 2 dt
{
and x(O) = 0, x' (0) = I.
. o f -d2x + -dx + 16x
A genera 1 o Iut1on = 0 1s.
(Bau c2 -4mk= 1 -4(1)(4) = 9>0.th )·lemi
dt 2 dt
lion of the initial ondition yi Id· the y tern f equa11 n ·
x(t) = e r'2(c 1 cos -3V7t
2
. -3V7t)
- + c 2 sm - .
2
2
.t (in fl ) otice that c 2 - 4mk = (l /2) - 4(1/2)(8) = -6314 < 0, so the spring-mass sys-
( a) tem i underdamped. Becau e
02
c 1 + c1 = l .

I.{ ( ID ft)
b) ·ing th mitial \ I city x' (O) =- 6, w l\'e th )SI m { ,
-cl - "tC:? -
-6.
1
x'(t) =- ; 2
e '' (c 1 co
3
'{7 + c 3'{7')
1
2 sin
''hi h h soluti n {c 1 = - 2 . c2 = 5 3}. Th luti n f th min 1-valu pr ble!l1
+e f 12 3V7
2 (- Ct S!Il
. - 3V7t
- +
3V7t)
C2 COS - -
x(t) =. 41 2 2 '
-0.2
application of the initial conditions yields {c1 = 0, c2 = 2/(3V7)}. Therefore, the
olution i
<a)
() = - 2- e -r"2sm
. (3V7t)
r (m )
xt --
3V7 2 .
.\ (in fl )
olution of thi type have everal interesting properties. Fir t, the trigono-
b) metric component of the olution cau es the motion to oscillate. Also, the expo-
nential portion force the olution to approach zero a t approaches infinity. These
Figure 5.8
qualitie are illu trated in the graph of x(t) in Figure 5.9(a). Physically, the po ition
an you ind a minimum m/11e or the 11p1wttl initial ,. ·I iry ' 0 in £wmph. - · 0 .
of the ma in thi ca ·e o ciliate about the equilibrium position and eventually
that th object pa 5e throm;~h ih eq11ilibn11m po ition f or all m/111:\ i?r oter th 111 ' o·
omc to re ·t in the equilibrium po ition. Of cour e, with our model the di place-
ment function x(I) ~ 0 a r oo, but there are no values t = T such that x(t) == o
f r r > Ta · we might expect from the phy ieal ituation. Our model only approxi-
Example 3 mate · the behavior of the ma . otice al o that the solution is bounded above and
12
bclO\ by the exponential term of the olution e ' and its reflection through the
horiz ntal axi , - e 112 • This i illu trated with the inrnltaneou display of the e
functi n ' in Figure 5.9(b); the motion of the pring i illu trated in Figure 5.10.

Solution !l otice that when the ystem is underdamped a in Example 3, the amplitude (or
qtl II
H .k = damped amplit ude) of the ·olution decrea e a t ~ 00 • The time interval between two
succcssl\·e local ma ima (or minima) of x(f) i called the qua iperiod of the olution.
Appmx1111ate the quasiperiod cf the solution in Example 3.
= r = o.
In ectJon 5. 1 m: dc-,,dopcd a general formula for the di placement function . We
I''
x' = I. ~· · mu't' cun do the same for s ... tern · that involve damping. As urning that the pring- ma
2 2
syskm is underdamred. the differential equation m d ' dt + c dxldt + lex = Oha the
 x (m ft)
0.2 0.2
5.2 Damped Motion
253

2
characteristic equation mr + er + k = 0 with roots r = (-c ± r\!4mk - c 2)/(2m).
If we let p = c/(2m) and µ, = Y 4mk - c 1(2m ), then r = - p ± µ,i and a general so-
2

lution is x(t) = e - pt(c 1 cos µ,t + c2 sin µ,t). Applying the initial conditions x(O) = a
-0.2 -0.2
and x'(O) = f3 yields the solution x(t) = e - pt( a cos µ,t + f3: ap sin µ,t), which can

i
jl" ,\ be written as
o.;. 0.2
x(t) = Ae - pt cos (µ,t - </>).

Then, x(t) = e - p1(A cos µ,t cos </>+A sin µ,t sin </>). Comparing the functions
_,
+ f3 +µ, ap
~u

x(t) = e - pt( a cos µ,t sin µ,t )

-0 - -0.2 and

x( t) = e - pt(A cos µ,t cos </> +A sin µ,t sin </>),

IX .T
0.2 0.2
we have

A co </> = Cl' and A sm

. </> = {3 + ap
µ, '
which indicate that

co </> = -A
Cl'
and . </>
sm = f3 + ap
Aµ,
-0 - 2 2 2
-0.2 ow, co </> + sin </> = 1, o a/A + [({3 + ap)l(Aµ,)]2 = 1. Therefore, the decreas-
ing amplitude of the olution i

02 A= j 2
a+ [{3 + ap]
µ,
2

and

x(t) =e pt j a
2
+ [ f3 : ap r co (µ,t - </>),

-02
where </> = co 1
( a )·
\! a2 + [({3 + ap)lµ,]2
The quantity
21T 4mn
-µ,- = -\!,==4k==w=-==c72

alled the qua iperiod of the function. (Note that function of thi type are not pe-
n di .) c can al · determine the time at which the ma pa e through the equi-
li num p ·iti n fr m the general formula given here. We do thi by etting the argu-
-. ment qua I t odd multiple f 1T'2, becau e the co in function i zero at the e value .
The mas· pa c through the equilibrium po ition at
F gure 5.10
 5.2 Damped Motion 255
Chap! r - ppli a!ion of High r Ord r Differential Equation

EXERCISES 5.2
2n ' l ) .E <1>]
1
= _,,_
[ ____. , __:o.. = [m(2n -r 1)7T + 2mcf>], 11
=O,±1. ± 2,
1
µ \ 4mk - c
In. Exerci e l - 4 , determme
. the ma 2
m ( lug ), pring constant d x dx
thi jormula to fl11d the qua ·iperiod for the ·olution in Example 3.
1
~(lb · coe ff.1c1ent
. ft) , and d ampmg · cm · FR = c dxldt for the given
9. df2' + 8 di+ 15x = 0, x(O) = 0, x'(O) = 1
Pnng-mas · ·y tern
d 2x dx
Example 4 10. dt2 + 7 di+ 12x = 0, x(O) = -1, x'(O) = 4
m dix +c dx + kx = 0
dt 2 dt
no ,i t of m I lul! ts atta h d to a pring ,,jth ·pnng n tant k = 13 lb~ {
(3.
d 2x
*11. - 2
3 dx
+ -2 -dt + -2
l
x = 0, x(O) = -1 'x '(O) = 2
• 3I x(O) = a, x'(O) = dt
nd i ubJ d d t a r ~t tm.; fi r e f FR - -l dxldt du t damping. If th init1
J - - -

iii n i r 0) = I and the miti I ,·el cit) 1 · ' (0) = l. d termme th qua ·1peri ~
0 De Cribe th .m1ha
.. I .
cond1t1on . ( ume the Engli h y tern.) 2
d x dx
12. df2' + 5 di+ 4x = 0, x(O) = 0, x'(O) = 5
of th lution and find th , alm:s ft t ''ht h the obJe t pa· · · throu h the qtW d 2x cfr
Ii rium p siti n. l. dt2 +4 dt + 3x = 0, x(O) = 0, x'(O) = -4 2
d x dx
13. df2' + 8 di+ 16x = 0, x(O) = 4, x'(O) = -2
Solution Th initial-,alue pr bl m that m d Is tht ituati n 1 I d 2.\
2· 3=' dtz di:
+ 2 di+ x = 0, .\(0) = I, x'(O) =O d 2x dx
2
14. --;Jf2 + 6 di+ 9x = 0, x(O) = 3, x'(O) = -3
d x -l cir 1., T =0 " d x
2
dr:
dr 2 dt · 4l dt2 -r 2 di + .\· = 0, .r:(O) = -0.5, x'(O) = I d 2x dx
{ *15. --;Jf2 + 10 di+ 25x = 0, x(O) = -5, x'(O) = I
t 0) = I. r'tO) = I.
4 .• di.\ d\
· ... - , + 2 - + \ = 0, x(O) = 0, x'(O) = 2 d 2x
-lr+I =O\\ithr tr~=--- 1. g.n· dr cit 16.
dx I
--;Jf2 +di+ 4 x = 0, x(O) = -1, x'(O) =2
·os 2 ·in r) with d rh at1,·e In E .
lelll ·. erci 5 . expre s the ·olution of the initial-value prob- 17. Suppose that an object with m = l i attached to the
dx tn the fonn end of a pring with spring constant k = J. After
= --
r
·in _t) t).
dt t ,.--- --- reaching its equilibrium position, the object i pulled
one unit above the equilibrium and relea ed with an
nditi n ) i Id~ th1: s luti n t t) = t _ _ ,(
/ + sill :t)· .\(I) =e 1
\ a2 + [ (3 : ap CO (µ.t - </J). initial velocity vo. If the spring-mass sy tern i criti-
\\Tiit 'n t cally damped, what i the value of c?
In e h 18. A weight having ma s m = 1 i attached to the end of
Ill a c . find th quasip ri d and the time at which the
I)= e 2t a.2
first Pa c · thr ug h its
. equi11
. 'b num
. po 1t1on.
.. a pring with k - 5:4 and FR = 2 dxldt. Determine the
µt - </>) = di placement of the ma ifthe object i relea ed from
d\ the equilibrium po ition with an initial velocity of
4- + I 1 = 0, x(O) = I. x'(O) = - I
1
(( 3 unit Is in the downward direction.
(.t-<l>
6. 12.
dti
ell
...1 - + -01 = 0. .1(0) = 1. .1'(0) =2
*19. A 32-lb weight i attached to the end of a pring with
spring con tant k = 24 lb/ft. If the re i tive force i FR
1
ct
= 10 dx dt, determine the di placement of the ma if
• 1/-.1
. di2 -61 = 0. \(0) = I, 1'(0) = I it i relea ed with no initial velocity from a po ition
6 in. above the equilibrium po ition. Determine if the
ma pa es through it equilibrium po ition and, if
10~ 41\ = 0. 1(0) = . \'(0) = -2 o, when. Determine the maximum di placement of
I t ~hi h th' ma rium 11
dt
the object from the equilibrium po ition.
20. An object weighmg lb stretche a pring 6 in. be-
yond its natural length. If the re i ·rive force i FR =
4 dx dt, find the di placement of the ma· if it i et
Fi u into motion from its equilibrium po ition with an ini-
tial velocity of l ft s in th d wnward direction.
 5.3 Forced Motion 257
256

29. up e that the 36. In Problem 3 . con ider the olution that re ult u - 38. olve the initial-value problem 4x" + ex' + 5x = O
mg the damping coefficient that produce critical x(O) = 3, x'(O) = 0 u ing c = !, -4, and O. Plot th~
d~.\ dr k _ dampmg with x' (O) = - I, 0, I, and 2. In which ca e olution and compare them.
m -, c- - 0
dr de doe the object pa through it equilibrium position? 39. olve the initial-value problem x " + ex' + x = O
{
t(O ) = a. ,·'(0) = f3 Wh n doe it pa through the equilibrium po ition? x(O) = - 1, x' (0) = 3 for value of c = 2 and c = '.
3 mg th value of x' (O) and c in Problem 36, in ad- (Notice the effect of the coefficient of damping on the
i criti ally damped . If f3 = 0. h '' that Iim,_. \{cl
dition uppo that th equilibrium po ition i I unit olution to the corre ponding critically damped and
= 0. but that ther i n ' lu c - c . u h that ' to) ~ above the floor. Doe th object come into contact with overdamped equation.)
0. (The ma appr 11 equi·
the floor m any of the ca e ? If o, when?
bnum po iti n.)
. up that th pring- m

d 2x
m- cdx
- ·x=O
dt 2 dt
{ 5.3 Forced Motion
\(0 ) = a. \ (0) = f3
1

ndlli non P In ome ca e , the motion of a pring i influenced by an external driving force, f(t).
quihbriurn pO'i· Mathematically, thi force i included in the differential equation that model the itu-
ati n by
d 2x dx
m-·
2
=- kx- c - + f(t) .
dt dt

The re ulting initial-value problem i

d 2x dx
m- 2 +c- + kx = f(t)
dt dt
{
x(O) = a, x' (0) = (3.

Th refore. differential equation modeling forced motion are nonhomogeneou and re-
quire the method of undetermined coefficient or variation of parameter for olution.
We first n ider forced motion that i undamped.

Example 1

n obje t f ma /11 I lug i attached to a pring with pring con tant k =

4 lb ft. ·urning there i no damping and that the object begin from re t in the
equilibnum p ·iti n, determine the po ition function of the object if it i ubjected
t an e. ternal fire of (a)/(t) = 0; (b)/(t) = l; (c)/(t) = co t.

Solution First, we n te that we mu t olve the initial-value problem

d 2x + 4x = f(t)
dt 2
{
\(0) - 0, t'(O) - 0

f r ca h f th f r mg functi n in (a), (b), and (c). general olution of th ho-

- rn g ne u · pr blem c/ 2., dt 2 + 4x 0 i · xh(t) - c1 c · 2t + c2 in 2t.

 C pt r 5 f Hi h r Ord r Differ ntial Equation 5.3 Forced Motion 259
258

homogeneou equation. We con ider thi type of ituation with the initial-value
problem
2
d x2 + w2x = F 1 co wt + F2 in wt + G(t)
dt
{
x(O) = a, x'(O) = {3,
luti n of th
where F 1 and Fi are con tant and G i any function oft. ( ote that one of the con-
.
quat1on ' .\ t ,2 d 2 4x 1 )i'ld~
tant F 1 and Fi can equal zero and G can be identically the zero function.) In thi
4A = 1. ca e, we ay that w i the natural frequency of the y tern becau e a general olution
of the corre ponding homogeneou equation i x1r(t) = C1 co wt + c2 in wt. In the
ca 'e of thi initial-value problem, the forced frequenc y, the frequency of the trigono-
.t (in ft)
j
metric function in F 1 co wt + F 2 sin wt + G(t), equal the natural frequency.
I x' t = - 2 1 in 2t 2 2 o 2 \\1th x(O) = c1 + ! = 0 and
0.7 = 2 2 = 0, \\t: h \C C1 = -l nd C2 = 0. ·o
Example 2
I = --41 . .,_, +4.I
Inve t1gate the effect that the forcing function/{!) = co 2t ha on the olution of
.1 - a) th t th' bj t n ' r mo' '~ the initial-value problem
-0
of.' indi at that th m ... 1· b' 10'' 2
-0.75
-1
d x2 + 4x = f(t)
ub tituti n int d .\ dt~
2 dt
co t 8 1P
{
( )
1. o and 8 = 0. Th refi r . .r(O} = 0, x'(O} = 0.

x 11(t xP tl = 1 2t 2 in 2t t. Solution we a-. in xample I, x11 (t) = c 1 co 2t + c2 in 2/. Becau e /(t) =

c s 21 i · contained in thi solution, we a ume that xµ(t) = At co 2t + Bt in 2t, with
'th d ri\ ll\ first and e ond deri,ative ·
.., l x~(f) -= ./.co · 2t - 2At in 2t +B ' in 21 + 2Bt co 2t
' 1) =-- 1 in 21 ,_ 2 2t - - mt.

= 0 nd '(0 -- -.., :::O· and

x;;(t) = - 4rl ·in 2t - 4At co 2t + 4B co 21 - 4Bt in 2t.

ubstitution int d 2 , dt 2 + 4r co 2t yield -4A in 2t + 4B co 2t = co 2t.

I. Thu . ./. =
O and B I 4, s \,,(t) - !t in 2t, and

. 2 I .
.\(/} = x1r{t) + x,,(t} = c 1 co 2t + c2 m t + 4 t m 2t.

Thi fun 11 n has derivative

., c
r'(t) =- 2c 1 ·in-t f--c 2t + l m
. 2t+2tco·21,
I
2
4

applt at1 n f the initial c ndition yield. x(O) = c 1 = 0 and x'(O} = 2c2 = 0.
Thcr r re. I = C2 = 0, so
x(t) = -4l t sm 2t.
 Ch pt r - pplicati of Hi h r Ord r Diff r ntial Equati n 5.3 Forced Motion 261
260

IX
h \\n in Figure 5.13. that th amplitud 1n- otice that the olution can be represented as
r a t incr a . Thi indicates that th pnng ma· .. y t m will n ounter 3
4 . ·riou probl m: ith r the pring ''ill break or th ma· · ''ill v ntually hit 1t · ·up- x(t) = A(t) sin (w: {3)t,
rt (Ii ea eiling or b·am) or a I \\er b undary (like th ground r fl r).
where
2F . (w - {3)t
ampl 2 i A(t) = 2 2 Sill - - ' - - ' -
w - f3 2

Therefore, when the quantity (w - /3) i mall, (w + /3) i relatively large in com-
pari on. The function in ( w + {3)t'2 o ciliate quite frequently becau e it ha pe-
riod 47T'(w + {3). Meanwhile, the function in (w - {3)t/2 o ciliate relatively slowly
f;gure 5.13 Re nan .
becau e it ha period 47T/(w - {3). When we graph x(t), we ee that the function
2F
+
2 f32 in (w - {3)t form an envelope for the olution.
w - 2

L tu.: 1m in d t 11 initi I-\ lu pr bl m f the fi nn

~;2 2
wx =F {3t. w f3 Example 3
{
0 = o. ·'l0) = 0. olve the initial-value problem

m gen u ·quati n i. .\ ( ) d 2x
·ffi ient . a parti ul r ~ )· - + 4x = f(t)
dt 2
rr sp nding d m tiH:. f tht~ {
x(O) = 0, x' (0) = 0,
,.,1th (a)/(t) =co 3t and (b)/(t) =cos St.
x;,(t) = -A/3 in {31 B/3 c {31 and {3t - B{f . tn /31•
n d·x dt 2 + w r =F {31 nd •qU t· Solution general olution of the corre ponding homogeneou equation i
(a)
xh(t) =
c1 co 2t + c2 in 2t. By th method of undetermined coefficient , we a -
um that xµ(t) = A co 3t + B sin 3t. ub titution into x" + 4x = co 3t yields
= w2 F-f nd B = 0. - A co 3t - 58 in 3t =co 3t, o A = - I 5 and B = 0. Thu xµ(t) = -~co 3t
.t and
ni . 2f
\{t) -= xh(t) + Xp(t) - Ct co 2f + C2 m - 5I co 3t.
t) = c, wt c_ in wt {31.
Be au ·e the denvative f thi function i
pph t1 n th luti n
x'(t) = -2c 1 in 2t + 2c2 co 2t + f in 3t,
I = {31- wt
apph at1on of the 1mttal condition yield x(O) =Ci - l 5 = O. and x'(O) = 2c2 =
nttt -B in in B ' 113' 0. Therefi re. c 1 I and c = 0, o

r = -F m w f3 I - f3 I
w_.......,_
m ....... F·
tgure s.14 x(t) = 51 l
o 21 - - co 3t.
w-f
 Ch pt r - pplication of Hi h r Ord r Oiff rential Equation 5.3 Forced Motion 263
262

Th graph of thi fundion i

function
hown in Figure 5.14 a) along '' ith the em·elope
02
x(t) = x1i(t) + xp(t) = c 1 cos 2t + c2 sin 2t + -f7 e - 1
cos 2t -
1~ e - i sin 2t.

2 . t Applying the initial conditions with x(t) and

~ m,-( and m-:;-. 0.1

+ 2c2 cos 2t - 17 e - ' cos 2t + ~

9
1
x'(t) = -2c 1 sin 2t 1
17 e - sin 2t,
(b) In a imilar rnann r. th· olution of the initial-,·alue pr bl m 10 12
-0.1
we have
-0.2
x(O)
1
= c1 + 17 = 0 and x'(O) = 2c2 - t
7
= 0.

Therefore, c 1 = -1117 and c2 = 9/34, so

Figure 5.15
I 9 . + 1 - 1 4 _ .
I I x(t) = -17 co 2t + 34 sm 2t 17 e co 2t - 17 e
1
sm 2t,
't) =- : _, - 21 c (.
21
which i graphed in Figure 5.15. otice that the effect of terms involving the ex-
Th graph of the lution i h ''"in Figur 5 14(b) al ng with the mel p funC· ponential function dimini hes as t increases. In this case, the forcing function f(t)
ti n = e 1 co 2t approache zero a t increase . Over time, the olution of the nonho-
mogeneou problem approaches that of the corresponding homogeneous problem,
2 . 3t
10 and o we ob erve imple harmonic motion as t ~ oo.
21 2
We now con ider pring problem that involve force due to damping as well a
external force . In particular, con ider the initial-value problem

d 2x dx
m dt 2 + c dt + kx = p cos At
on uf, r th problem { x(O) = a, x' (0) = (3,

dix 4\" = o {3t whi h ha a olution of the form

cit
{ x(t) = h(t) + s(t),
0 = 0. , ' (0 = 0

or f3 = and 10. II 'hat happ n to tht mplitud o where lim, h(t) = 0 and (t) = c1 co At + c2 sin Al.
00

Th function h(t) i called the transient olution, and (t) is known as the steady-
tate lution. Therefore, as t approache infinity, the olution x(t) approaches the
Example 4 ·teady- tate luti n. (Why?) ote that the steady- tate olution corre pond to a par-
ti ular , Jution obtained through the method of undetermined coefficient or variation
. I·
t th t th for in fun ·ti n f t = I l 2th )n tll . in111 of paramet r .

Example 5

Iv th initial-value problem

- + 13x =co
-d2x2 + 4dx
dt dt
m th m th {
x(O) - 0, x'(O) =
 5.3 Forced Motion 265
Olapt r - pplication of High r Order Differential Equation
264

x x x
that model · th motion of an obje t of ma m == I lug atta hed to a pring with
pring con ·tant k == 13 lb ft that i ubJ cted to a re 1 ti Ye fore of FR == 4 dx 'dr 0.15 0.15 0.002
and an e. temal for e of JU) == o · t. Identify the tran i nt and tead - tat olu-
0. 1 0.1 0.001
t1on .

d 2r dt
0.05 (\
Solution g n ral ·olution o f -·, + 4- + I x == 0 1 x (r) ==
dr dt 10 5 t -0.001
- 0.05
v
(a) (b) (c)

Figure 5.16

l
Xp(l) == T o t + 4 m t.
EXERCISES 5.3
Th r for .

l
31 c2 in 3t) + ] ·t + mt.
0 40 l. An -lb weight tr t he a pring I ft. Ifa 16-lb weight 6. An object of ma s m = 2 kg is attached to a pring
1 atta hed to the pring. it come to re t in it equi- with spring con tant k = 1 kglm. lf the re i tive force
librium po ition. If it i then put into motion with a i FR = 3 dxldt and the external force is f(t) =
''ith d ri' the
downward initial velo ity of 2 ft/ , determine the di - 2 cos wt, find the di placement of the object if
placement of the ma if there i no damping and an x(O) = 0 and x'(O) = 0. Will resonance occur for any
ext ma! force f(t) = co 31. What i the natural fre- value of w?
l ~ /. qu n of the pring ma y ·tern?
· 3t) - - mr *7. An object of ma m = 1 slug i attached to a spring
40 40 2. 16-lb weight tretch a ·pnng 6 in. If the ma i with pring constant k = 25 lb/ft. If the resi tive force
I \\ red 1 ft belo\\ 1 equilibrium po ition and re- i FR = dx/dt and the external force is f(t} =
pph x(O) = ( 4 ) - 0 and ., ' (0) ::: le · d, determine the di pla ement of the ma if there co t - sin t, find the displacement of the object if
- - I
= 1140. i. no damping and an e. temal force of/(t) = 2 co t.
x(O) = 0 and x'(O) = 0.
What i th natural frequt:ncy of the pring- ma
y t m? 8. An object of mas m = 2 slug is attached to a

-rt) = -2'(-- 40
11
40 tn t
)
+ 40 l + l
40
in I . 16-lb \\eight ·tretchc a pnng in . If the mas i pring with spring con tant k = 6 lb/ft. If the resistive
force i FR = 6 dx/dl and the external force isf(t} =
I \\ered 4 in . bel \\ it: equilibrium p ition and re-
lea · d determine the displacement of the ma s if there 2 in 2t + co t, find the di placement of the object
i · n damping and an xtcrnal fi re off(I) 2 cost. if x(O) = 0 and x'(O} = 0.
4. 6-lb \\ ight 'lretchc · a spnng 6 tn . The mas i 9. uppo e that an object of ma I lug i attached to a
rai d in. \c its equilibrium p ition and rel a ·ed . pring with pring con tant k = 4 lb. ft. If the motion
t rmin th • d1 ·pla m nt of th mas if there 1 · no of the object i undamped and subjected to an exter-
damping and an c tcmal fi rec f f(t) = 2 co · 1. nal force of/(t) = co 1, determine the di placement
s. of the object if x(O) = 0 and x' (O) = 0. \I hat func-
tion envelope thi displacement function? What 1 the
maximum di placement of the object? If the external
force i changed to f(t) = co (1 2), doe the maxi-
mwn di placement increa e or decrea e?
 Chapter - pplication of High r Ord r Differential Equation 5.4 Other Applications 267
266

t,0$f$\ 22. olve the initial-value problem x" + x = cos wt. 26. Consider the function g ( y} =
10.
f(t) = _- I, I <t $ -
x(O) = 0, x' (O) = 1 u ing values w = 0.9 and F/V(w - Y) + 4A y2 defined in Exercise 20.
2 2 2

{ w = 0.7. Graph the olution imultaneously to deter- (a) Graph this function fork= 4, 171 = I, F = 2, and
0, I> 2.
mine the effect that the value of w has on each the damping coefficient: c = 2A = 2, I, 0.75, 0.50,
(Hint · olve th initial-valu pr blem over ea h 111• ·olution. 0.25. (b) Graph the function for k = 49 171 = IO
ten al boo. on ·tant appropnat I · o that the fun • "23. Inve tigate the effect that the forcing functions F = 20, and the damping coefficient: c = 2A = 2 J'
tion x and x' ar ontinuou .) (a) /(t) = co 1.91 and (b) /(t) = cos 2.1 t have on 0.75, 0.50, 0.25. In each ca e, de cribe what happ~n~
Find th ·olution to the initial-value problem the initial-value problem to the maximum magnitude of g(y) as c -4 O. Also,
*11. as c -4 0, how does the re onance frequency relate to
d
dr
2
·: + 4 di: + 13x
d1
= f(t). x(O) = 0. .\ ' (0) :; O ~:~ + 4x = f(t) the natural frequency of the corresponding undamped
y tern?
{ x(O) d\·
l,0 $ / $ 7T = O. dt (0) = 0. *27. To hear beats, solve the initial-value problem

~:~
\\h re/(I) = I - 1. TT < I $ 2TT
{
0, t > 27T. Hov. do the ·e re ult differ from tho e of xample 3? + w2x = F cos {3t, w =F f3
12. re there more or fewer beat with the e two func- {
19. h w that a g n rat ·olution of x(O) = 0, x'(O) = 0
tion?
2
24. olve th initial-\alue problem using w = 6000, f3 = 5991.62, and F = 2. In each
case, plot and, if possible, play the solution. (Note: The
x" + O. lx' + x 3 co 2t, x(O) = 0, x'(O) = 0
= purpo e of the high frequencie is to assi t in hearing
1: u ·ing the method of undetermined coefficient and the solutions when they are played.)
13. Fmd th lution of th d1fferenti I qu tt n x(t) = A -. ' m (\ 2
w - ~, <J>) compare the re ult with the forcing function 3 co 2t.
' 28. To hear resonance, olve the initial-value problem
D tenrnn the pha ·e difference between these two
=F
~:~ + w x = F cos {3t, w =f:.{3
k in wt, w ¢ ri:;;;; F m (yr functJ n ·. 2
2 olve the foll '' ing initial-value problem involving a {
m1ti I a) = a.
0)
\\here A \ ~:. ,\ < w. nd th ph · angl'- pie "1 defined for ing function over (0. 2) : x(O) = 0, x'(O) = 0
= (c) x 0) = a,
and 8 are ~ und \\ ith in d> = c 11A. d> = c. A. 2
0 $ t $ l u ing w = 6000, f3 = 6000, and F = 2. In each case,
'
d ".\ { t, plot and, if possible, play the solution. (Note: The pur-
t.t. Fm th luti n of th d1ffi - 2A y -dt,• + r = 2 - t. I < t $ 2
po e of the high frequencies is to assi t in heari11g Lht:
d { 0. t > 2. solution when they are played.)
c- F m wt, c2 - 4m <0
dt nd x(O) = a. x ' (O} = h
= a, w- f Graph the luti n using the initial condition a = 1,
= b = l: a - 0.h = l:anda = l: b = O.

2
•1:.
t s =. 0 = o. t ' 0) = 0. 5.4 Other Applications
h m· L-R-C Circuits Deflection of a Beam
fun -
L-R-C Circuit
m ec nd- rder nonhomogeneou · linear ordinary differential equation ari e in the tudy
r. f lcctrical cir u1t · atkr the application of Kirchhoff's law uppo e that I(t) i the
=O cum.:nt in the L-R- scne · electrical circuit ( ·hown in Figure 5.17) where L, R, and c
n:pn.:scnt the inductance, resistance, and capacitance of the circuit, re pectively.
in I·\ lu p Im R
Th voltage dr p · aero · the circuit elements in Table 5.2 ha\'e been obtain<!d
0) n f.· R·C 1r u1t. fr m e'perimental data, \\ ht.:rc Q is the charge of the capacitor and dQ dt == J.
 Ch pter - pplication of High r Order Differential Equation 5.4 Other Applications 269
268

d 2Q dQ 1
L- 2 + R - + -Q
dt dt c = E(t)
Ci rcuit Element olta e Drop {
Q(O) = Q0 , 1(0) = Q' (0) = 10
/'.•'.

Ldl for the charge Q(t). The olution is differentiated to find the current J(t).
''··•.<>;/.'\.:. Inductor
. ~~'\,ii:·_.·
.
. ~
dt

--
.'

Re 1 ~or RI
"'" , ... '
Example 1
_.e\. .'-':· ·-~

,,
nor _!_Q
,~- ... ,:~: c Con ider the l-R-C circuit with L = I henry, R = 40 ohms, C = 1/4000 farads
' and E(t) = 24 volt . Determine the current in this circuit if there is zero initial cur~
rent and zero initial charge.
ur goal i to m d I th1 phy 1 al 1tuati n "ith an initial-\'alu probl m o tha~
1
\\ urrent nd harge m th ir uit. F r n\' m n . th ternnn Solution U ing the indicated values, the initial-value problem that we must solve is
ogy u ed in thi umm riz d m Tabl .3. 2
d Q + 40 dQ + 4000Q = 24
dt 2 dt
{
Q(O) = 0, /(0) = Q' (0) = 0.
The characteri tic equation of the corre ponding homogeneous equation is r 2 +
"' 40r + 4000 = 0 with root r1.2 = -20 ± 60i, so a general solution of the corre-
H nl') · (H) 201
ponding homogeneou equation is Q1r(t) = e (c1 cos 60t + c2 sin 60t). Because
(R) hm (!l) the voltage i the con tant function E(t) = 24, we a ume that the particular solu-
2 2
tion ha the form Qµ(t) =A. Substitution into d Qldt + 40 dQ/dt + 4000Q = 24
F rod (F)
yield 4000A = 24 or A = 31500. Therefore, a general solution of the nonhomoge-
Ch Ql out mbs neou equation i
urrent (/

with d ri ati e
ph~ 1 I pr'.:1ciplc nt.:t.:dt.:d t d ri\c th difft.:rt.:nti I 1: nth t m d b th
L-R- ric l\.ir hh ff' I "· Q'(t) = -20e 201 (c
1 co 60t + c2 sin 60t) + 60e- 201(-c1 sin 60t + c2 cos 60t).
fter application of the initial condition , we have
3 dQ
Kirchhoff' law : Q(O) = c1 + =0 and dt(O) = -20c 1 + 60c2 = 0.
500
ro uh, I nt t th · \ It·
Th refi re, c 1 = - 31500 and c2 = -1/500, o the charge in the circuit is

Q(t) = e - 201( - _3_

500 co
60 - _l_ . 60) _3_
t 500 m t + 500'

and the urrent i given by

Q'(t) = _.lQ_(' 201(- co 6ot - . 60)

m t + _§Q_ e · 201(3 m
. 60 t - co 60t)
00 500

= :::.. e 201 ·in 60t.

 Chapter 5 Application of Higher Order Differential Equation 5.4 Other Applications 271
270

The e re ·ult mdicate that m time the harge approa he the con tant \'alue of 3 500.
''hi h 1 known a the tead'- tate charge. I o. becau e of the exponential te~·
the urPnt appr a h zero ·a t mcrea . \\'e ho\\ the graph of Q t) and I(t) JJl
Figure 5 I (a) and (b) to ,. rif) the ob n·ation .
Jn faample J, ho:::_Js rhe charge Q(t) affected if E(t) = 4 rolt ? What happen ro
Qr if R = 40\ 10 ohm ?
Boundary conditions for this problem may vary. In most cases, two conditions are
given for each end of the beam. Some of these conditions, which are specified in pairs
atx = p, where p = 0 or p =a, include s(p) = 0, s'(p) = 0 (fixed end)· s"(p) = o
s "' (p) = 0 (free end); s(p) = 0, s"(p) = 0 (simple support); and s'(p) = O,' s"'(p) = o,
(sliding clamped end).
Example 2

1Q(mCJ Deflection of a Beam

olve the beam equation over the interval 0:::: x:::: 1 if E =I= 1, w(x) = 48, and
n important m hanical m de\ in\' he the following boundary conditions are used: s(O) = 0, s'(O) = 0 (fixed end at x =
O); and
(a) (1) = 0, "(l) = 0 (simple support at x = 1)
(b) "(!) = 0, s"'(l) = 0 (free end at x = 1)
(c) '(1) = 0, s"'(l) = 0 ( liding clamped end at x = 1)
(d) (I)= 0 '(l) = 0 (fixed end atx = 1).
0.002
ID )
l
Solution We begin by noting that the differential equation is d 4s/dx 4 = 48, which
0.1 0 i a eparable equation that can be solved by integrating each side four times to yield
(a 3
2
s(x) = 2x 4 + C1X + C2X
2
+ C3X + C4,
d m
I I (ID J\) --, = \\(X). 3 2
with derivative s'(x) = 8x + 3cix + 2c2x + C3, "(x) = 24x 2 + 6c 1x + 2c2,
cfr-
and s"'(x) = 4 x + 6c 1. (Note that we could have used the method of undetermined
\I o, tht.: turning m mcnt is pr p rti nal to th urYatur of the b run. Hen coefficients or variation of parameters to find this solution.) We next determine the
d 2\ arbitrary con tant for the pair of boundary conditions at x = 0. Because s(O) =

1fr 2'
El
m(x) = c4 = 0 and s' (0) = C3 = 0,
~)2)~
cl\ s(x) = 2x 4 + C1X 3 + C2X 2.
0. , \\h r' £ nd 1 r dated t the mp ;.tti n (a) Becau e (1) = 2 + c1 + c2 = 0 and s"(l) = 24 + 6c 1 + 2c2 = 0, c 1 = -5
2
and c2 = 3. Hence (x) = 2x - 5x + 3x . We can vi ualize the shape of the beam
4 3
iz of cro tion ofthi.: beam. ri.:-.p'1.:thd~.
by graphing y = -s(x) as shown in Figure 5.20(a). (b) In this case, s"(l) =
(b)
24 + 6c 1 + 2c2 = 0 and "'(l) = 48 + 6c1 = 0, so c1 = -8 and c 2 = 12. The de-
4 3 2
Figure 5.18 ) Q(t) ) I t) flection f th beam i given by s(x) = 2x - 8x + 12x . We graph y = -s(x) in
igur 5.20(b). We ee from the graph that the end is free at x = I. (c) Because
m(.\) = EI - "2 . s'(l) = + 3c 1 + 2c 2 = 0 and "'(l) = 48 + 6c1 = 0, c1 = -8 and c 2 = 8. There-
dr 2
fore. s(x) -= 2>: 4 - r 3 + 8x . From the hape graph ofy = -s(x) in Figure 5.20(c),
Thi lin ·ar nd n b • di!Ti·r ·ntiatcd t\\ i bt in we -ee that the end at x = 1 i clamped as compared to the free end in (b). (d) In
=0 = th1 in tance (I) = 2 + c 1 + c2 = Oands'(l):;:: 8 + 3c1+2c2 = 0, oc 1 = -4
d:.m = EIL. 3 2
and c. = 2. Thu , s(x) = 2x - 4x + 2x · Y = -s(x) i graphed in Figure 5.20(d).
4
d\·
ot1 e that b th end are fixed. Finally, all four graphs are hown together in
= = Figure .21 to compare the different boundary condition .
·rel 1tin m x
er nil I ·quati n
d If ll'l' had used free ends at both x = 0 and x = 1 in Example 2, what is the dis-
El - = " ). placement"> Is tlii · what we hould expect from the phy ical problem?
Figure 5.19 dJ:
272 Chapt r - pplicat1• n of High r Order Differential Equation 5.4 Other Applications
273

9. beam of length I 0 i fixed at both end . Determine

the hape of the beam if the weight distribution is the (a) s(O) = 0, s"(O) = 0, (simple support at x = O);
I t
con tant function w(x) = 8, with constant E and I s(l 0) = 0, s"(l 0) = 0 (simple support at x = 10)
-0.S
-I uch that El= JOO, El= 10, and El= 1. What i the (b) s(O) = 0, s"(O) = 0, (simple support at x = O);
di placement of the beam from s = 0 in each ca e? s"(IO) = 0, s"'(IO) = 0 (free end at x = 10)
-1.S
HO\\ doe the value of El affect the olution? (c) s(O) = 0, s"(O) = 0, (simple support at x = O);
-2
10. uppo e that the beam in Exerci e 9 i fixed at x = 0 s'(lO) = 0, s"'(IO) = 0 (sliding clamped end at
x = 10)
and ha imple upport at x = I 0. Determine the max-
-3
imum di placement u ing con tants E and I uch that (d) s(O) = 0, s"(O) = 0, (simple support at x = O);
-3.S El= 100, El= 10, and El= I. s(IO) = 0, s'(IO) = 0 (fixed end at x = 10)
*11. Con ider Exerci e 9 with imple upport at x = 0 and Discuss the differences brought about by these condi-
figure 5.21 x = 10. Ho\~ doe the maximum di placement com-
tions. (See Exercise 23.)
pare to that found in each ca e in Problem 9 and IO? 15. Consider the L-C series circuit in which E(t) = 0 mod-
eled by the initial-value problem
12. D t rmme the hape of the beam of length JO with
con tant E and I uch that El = I, weight distribu- 2
d Q l
tion 11~x) = x , and boundary condition :
2
L-+-Q=O
dt2
c
(a) (0) = 0, '(0) = 0, (fixed end at x = O); {
Q(O) = Q0 ,I(O) = Q'(O) = 0.
s(I 0) = 0, v"( I 0) = O ( imp le upport at x = I 0)
(b) (0) = 0, ·'(0) = 0, (fixed end at x = 0); Find the charge Q and the current I. What is the max-
imum charge? What is the maximum current?
1·"(10) = 0, "'(10) = 0 (free end at x = IO)
16. Consider the L-C eries circuit in which E(t) = 0 mod-
(c) ·( O) = 0. s'(O) = 0, (fi ·ed end at x = O);
eled by the initial-value problem
1·' (I 0) = 0, .1"'( I 0) = O ( liding clamped end at
x 10) = d 2Q l
L-+-Q=O
(d) s(O) = 0, s'(O) = 0, (fixed end at x = 0);
2
dt c
{
s( IO) = 0, s'(lO) =
O (fixed end at x = 10) Q(O) = 0, 1(0) = Q'(O) = 10 .
D1 cu· the difference ' brought about by the e condi-
Find the charge Q and the current I. What is the max-
tion ·. ( x rei e 21.)
imum charge? What i the maximum current? How do
*l3. Determine th ·hape of the beam of length I 0 with the e result compare to tho e of Exerci e 15?
con ·tant E and / ·u h that El = l, weight di tribu- *17. Con ider the l-R-C circuit modeled by
tion 11 x) = ,\" 2, and b undary ondition :
2
(a) = O. sn(O) = O. (simple supp rt at x = 0);
(0) d Q dQ 1 .
2 + R -
L -- + - Q = E0 srn wt
th ur- n 1da th L-R- = O, 1·"( I 0) - Oc1mpl upport at x = l 0)
~<I 0) {
dt dt c
that E\t = I. (b) 1(0) = O. s"(O) = 0. (simple upp rt at x = 0);
Q(O) = Q0 , 1(0) = Q' (0) = 10 .
m ni~ . v"(IO) = O. v"'(lO) = 0 (fn:e end at r = 10) Find the steady-state current, lirnl-+"" l(t), of thi

* (c) 1(0) = o.
v"(O) = O. ( ·imple support at.\ - 0); problem. ote that in thi formula, Lw - l Cw
=
v'(IO) O. 1·"'(10) = O (sliding clamped end at is called the reactance of the circuit, and
\' =
10)
2
Y(Lw - l/Cw)2 + R is called the impedance of
the circuit, where both of the e quantities are meas-
(d = =
v(O) O. s"(O) O. ( 1mple upport at x = 0); ured in ohm .
= =
1(10) O, 1'(10) O (fi\ed end at' = 10)
J 8. ompute the reactance and the impedance of the cir-
cuit in Example 1 if E(t) = 24 sin 4t.
J9. how that the maximum amplitude of the teady-
tate current found in Exerci e 17 occurs when
w = J ' LC. (ln this case, we ay that electrical re _
onance occurs.)
 Chapter - pplication of Higher Order Differential Equation 5.5 The Pendulum Problem 275
274

Di cus the differenc brought about by the e The momentum of the mass is given by m dsldt, so the rate of change of the mo-
20. ( la tic haft) Th ditferenti I equation that model
condition . mentum is
th ton;1onal moti n of a \\ ight u pend d from an
elastic hart i I d 2 dt 2 c d dt k8 = T(t), wh re 22. Repeat Exerci 21 with the following boundaf)
e repre_ent the amount that the w ight i twi ted at
time r. Ji th mom nt of in rtia. c 1 th damping
condition :
(a) (0) = O. "(0) = 0. ( imple upport at x == O):
! ( ~~) =
m m ~:;,
con tant, i the el t1 haft on tant ( -imilar to the s(IO) = o. "(10) = O ( IIDple upport at x == ID) where s represents the length of the arc formed by the motion of the mass. Then, be-
pring on tant). and T{t) i the appli d torqu . Con- (b) (0) = o. s"(O) = O, ( IIDple upport at x == O): flll(CO~tl cau e the force mg in 0 acts in the opposite direction of the motion of the mass, we
id r the differential equation with I = I, c = 4 and . "(10) = O. "'(10) = 0 (fre end at x = 10)
,,, ~

have the equation

llJti
k = 13. Find t) if a) T{r) = 0, 0 = , and
(c) . (0) = 0. ·"(0) = 0. (·imp! . upport at x == o~~ d 2s
8'(0) = O; T{t) = in tt:t. 0) = and
'(10) = o.."'(10) = O ( tiding lamped end ~igure 5.23 A force diagram m- 2 = - mg
.
SID 0.
8'(0) = O D cnbe th motion th t r ult~ in e h or the swinging pendulum. dt
x = 10)
c e.
(d) (0) = O. "(0) = 0, ('imp le upport at :c == Q): otice that the force mg cos 0 is offset by the force of constraint in the rod, so mg
'(10) = O. s'(IO) = 0 (fi. ed nd at x = 10) and mg co 0 cancel each other in the sum of the forces.) Using the relationship from
the ·olution of the beam equation if th beaJ'O geometry between the length of the arc, the length of the rod, and the angle O, s = LO,
2 • G ""ph
lU h th31 8 x=mg cos 8
h \ ngth 10. th on tant E an~ I are ~c ; we have the relationship
4 0
21. Graph th olution of the am quation 1f the beam El = 1
'
the \\eight di tnbutton
.
1 11 x) -
eP mg d 2s d2 d 20
(ml I0). and the boundary ond1tion are the :un dt2 = dt2 (LO) = L dt2 .
h length I0. the on :tan E and l are u h that EI
=l, th ight di tribut1 n 1 ~ x) x • nd the
2
= in Prob! m 22.
boundar) conditi are 24. R peat . rci ~I with El= 10. Ill) . f' Ld20 . uD or
t·1 Th e di placement v,t at1s 1es m dt 2 = -mg sm
(a) O) = 0, ' 0) = 0. ( 1. ed end at.t = 0): ~- with EI= 100. How do th ; 9ure 5. 24
• 10 =
0 " IO = 0 ( imple ·u port at x = 10) to th in E. erci · _2?
d20
=
(b) . (0 = O. '(0) 0, fixed nd t x 0): = How do the' mL-2- + mg sin 0 = 0,
dt
" 10) = 0, "'(10) = 0 fre nd at x = 10)
c) (0) = 0, ·' 0) = 0, 1 ed nd at x = 0 : which i a nonlinear equation. However, because we are only concerned with small
2 .
. • l 0) = O, • 10 = 0 tiding clamped end t di placement , we note from the Maclaurin series for sin 0,
x = 10)
(d) O)=O. '0)=0. fi dend tT=O:
sin 0 = 0 - !l
3!
+ .!!_
5!
- ···,
(10) =O '10 = 0 (focd end tx = 10)
and that for mall values of 0, in 0 = 0. Therefore, we obtain the linear equation
mL d 2 ()/dt 2 + mg () = 0 or d 2 ()/dt 2 + (g/L) 0 = 0, which approximates the original
problem. If the initial di placement (po ition of the ma s) is given by ()(0) = ()0 and
the initial velocity (the velocity with which the ma is et into motion) is given by
The Pendulum Problem ()' (0) = v0 , we have the initial-value problem

d2() + ~() = 0
dt 2 L
{
()(0) = Oo, ()' (0) = Vo
t find th di placement function ()(t).
uppo e that w 2 = g/L o that the differential equation becomes d 2 ()/dt 2 + w2()
= 0. Ther for , fun tion of the form
()(t) = c1 co wt + c2 in wt,
y = 111\! in . \ her w = g!L, ati fy the equation d 01dt + g!L () = 0. When we u e the condi-
2 2

ht h m ll n 8(0) = ()0 and 8'(0) = vo. we find that the function

276 pt r - pplication of Hi h r Ord r Differential Equation 5.5 The Pendulum Problem 277

\'o .
O(t) =0 wt+ -
w
·m wt Incorporating thi force into the sum of the force acting on the pendulum, we obtain
the .nonl~ear equation L d 8/dt + b d8/dt + g in 8 = 0. Again, using the approxi-
2 2

th quati n a \\.ell a th initial d1 pla m nt and,. lo ity ondition . · ,,e mat10n 111 8 = 8 for small value of 8, we u e the linear equation L d 2 8 dt 2 + b d8 dt
3
p 1ti n functt n of pring ma y ·t m • w an ''rite thi fun tion a· + g8 = 0 to approximate the ituation. Therefore, we olve the initial-value problem
in• fun1.:ti nth t in lude a pha ht ft with
L di8 +b d8 + 8 =0
\'(i'
dt 2 dt g
bXtl -, (wt - c/>). {
w~ 8(0) = 80, 8'(0) = Vo

Y.h re 4> = ' \ f ~ + v2 w1 ) nd w = \~ to find the di placement function O(t).

t th t th ppro imat peri d f I) 1 T _,, w = _,,\ L .

Example 1 Example 2

t nnin th i pla1:1:m nt of a p ndulum of length L = pendulum of length L = 8/5 ft i ubjected to the re i tive force FR = (32 5) d8 dt
'(O) = 2. What 1 th p riod? If th p ndulum i p rt fa 1 due to damping. Detennine the di placement function if 8(0) = I and 8'(0) = 2.
1.:h tim th p ndulum mak a mplet '' ing. h '' man) tt k d 8
Solution The initial-value problem that models thi ituation i

- d28 + 11 d8 + 328 =0
Solution B 1.:au • L = __ = -l. tht: initial-\alu pr bl m that m l · tht. situ· 5 dt 2 5 dt
0.5 {
8(0) = I, 8'(0) = 2.
u ni
2
d20 implifying the differential equation, we obtain d 8/dt 2 + 4 d8/dt + 208 = O, which
dt
=0 -lO rr/2 1T I
2
ha characteri tic equation r + 4r + 20 = 0 with root r 1,2 = -2 ± 4i. A general
21
{ 0) = 0. 0'(0) = 2. olution i O(t) = e (c1 cos 4t + c2 sin 4t). Application of the initial conditions
21
yield the olution O(t) = e (co 4t + in 4t). We graph this olution in Figure
luti n fth -' + 2 .m _,_. r· t· 5.25. otice that the damping cau e the di placement of the pendulum to decrea e
ti n f th • initial t) = .m 2t. Th p n"od ..v f till' 19ure s.25
ver time.

When doe the object in Example 2 first pa through its equilibrium position? What
i\· the maximum di placement from equilibrium?
In man ca ·e-, we can u e computer algebra y tern to obtain accurate approx-
imati n of n nlinear problem .

Example 3

·e a omputer algebra sy ·tern to approximat the olution of the nonlinear

p ni I t th problem·

dz{} +4 ·m fJ =0
(a) c/t 2
f = b -. {
I fJ(O) = e. o' co> 2
 Chapt r - pplication of High r Ord r Differential Equation 5.5 The Pendulum Problem 279
278

mp th n: ult to the appro. imation obtained in E. ample 1 and 2. EXERCISES 5.5

So lution \\'e ·how the r ult obtained \\ith a typi al omput r algebra Y tertl
· b . d . Ev
in Fi_ ur, - .2 . \\'e cc that a r incrca e . th appro. 1mate ·olut1on o tame m h'
mp! J b come le · accurate. HO\\C\'Cr, fi r ·mall value oft, the re ult are n ar • 1. U e the linear approximation of the model of the sim- 12. If L = I m, how many tick doe the clock make in
ple pendulum to determine the motion of a pendulum 1 min if it ticks once for each time the pendulum
i ntical. . . tertl \\1th rod length L = 2 ft ubject to the following set
h \\ the n.: ult. obtained for (b) with a t.YP.1 ~I mputer algebra ) . .'>)
;\1:
makes a complete swing?

in Fi~ure :.27. In thi ca 1:. \\C t: that the rr r d1m1m.he a t mcrea . (\\h)
of initial condition : 13. A urning that a clock tick once each time the pen-
(a) 8(0) = 0.05, 8'(0) =0 dulum make a complete swing, how long (in meter·)
(b) 8(0) = 0.05, (}'(0) =1 does the pendulum need to be for the clock to tick
once per econd?
(c) 8(0) = 0.05. (}'(0) = - I
14. Jn Exercise 13, how long (in feet) does the pendulum
In each ca ·e, determine the maximum displacement
need to be for the clock to tick once per econd?
(m ab olute value).
* J 5. For the undamped problem
2. on ·1der the ituation indicated in Exerci. e I. How-
0.006 d2(}
ever. u e the imtial velocity (}'(0) = 2. How does the
-+1Lo=O
2
maximum d1 ·placement (in ab olute value) differ from dt L
{
that in Exerc1 ·e I (b) (c)'? 8(0) = 00 , (}' (0) = 1·0 ,
*3. uppo ·e that the pendulum m Exerci e I is ·ubjected what i the maximum value of O(t)? For what value
to a re 1.llve force with damping coefficient b - 4 7. oft does the maximum occur?
0.00:!
olve the initial-value problem· given in Exerci ·e I,
16. For what values oft 1s the pendulum vertical in Exer-
0.001 and compare the re ultmg motion to the undamped
ci e 15?
ca ·e.
r 17. olve the initial-value problem
11 llT
4. Ve~· that O(t) C 1 cos wt + C2 in wt. where w
\ g L ·au ·fies the equat10n d 2 (} dt 2 + (g L)(} 0. d 2 (} d(}
I te L dt2 + h dt + g(} = 0
11 quik imil r for mall \ lu oft. (b} Th ab~o. u S• hO\\ that O(t} u" cos wt + w i·o sm
. wt, w here w
d ft ·r· 0 {
ppro 1m tion (c} Th ab lut ' lu of th 1 \ g L 1: the ·olution of the initial-value problem (}(0) = Oo. 0'(0) = v0 .
Determine re trict1ons on the parameter L, b, and g
c/2~ + 1L (} = 0 that correspond to overdampmg. critical damping, and
dr L
{ underdamping. Describe the phy ical ituation in each
8(0) = 00 , 0'(0) = Vo. case.
6· Let (J(r) =A co. (wt - </>). U ·e co (a · b) 18. olve the initial-Yalue problem
c uc h - in a ·111 h with the solution m Exercise
0 I. to find A ·o that ~t} sati ·fies the 1mt1al-value prob- d 2 (} d(}
L- , +b- + g8 = F cos yt
0.1 lem in Excrc1 ·e 5 c1r dt
{
7· h '' that th• pha ··angle in tJU) =A cos (wt - </>}is (}(0) = 0, (}'(0) = 0,
<b -1 tJ \ ,--,-,)
assummg that b - 4gl
2
< 0. De ·cribe the motion of
s ( "i> OU + 11> w· .
the pendulum as I ----> :ic
lntxc .
~d rc 1 - 11. appro imatc th pcri d of the motion of the * J 9. Consider Yan-der-Pol' equation,
u1urn u ing tht: gi,cn lcn •th .
d 2.\ , dx
·L=1m
- , + t:(\ - - I}-+ x = 0
1T r dr dt ·
9. l 2m = where F 1s a .·mall pos1ti,·e number. ottce that thi
IO. L =2 ft equation has a nonconstant damping coefficient. Be-
-1 i. L = It cau e e is small, we can approximate a solution of
280 Ch pier - pplication of Hi her Order Differential Equation
Chapter 5 Summary
281

2
Van-der-Por equ tion \\Ith rt)= A co· wt. a olu- d B + _!_ dB + B = O CHAPTER 5 SUMMARY
tlon of d 2 'dr x = 0 m' quauon obtain d when dt 2 2 dr
c = O . Thi m thod of ppro. 1mahon i all d bar- {
6(0) = B0 , B'(O) = 1•0
Concepts & Formulas
subj t to the m1tial conditions:
( ) u titut x(t) = wt into m nonlin ar term
(a) 8(0) = 1. B'(O) = 0
.:.n-d r-Por quation to obtain Section 5.1
(b) 0) =-I, B'(O) = 0 / Section 5.3 /
x 2
- I ~; = -eA 4 · - 1) ·in wr (c) 6(0) = 0. B'(O) = I liooke' Lan
F,,, ks Forced motion
(d) 8(0) = 0. B'(O) =- I
- ~ 3
·in 3wt. (e) 6(0) = I, B'(O) = I
m-+
d 2x
c-+ kx
dx
= f(t)
(f) 6(0) = I. B'(O) = - I irnpte harmonic motion dt 2 dt .
lhe initial-value
·· problem
( ) 0) = -1. 8'(0) = l
(h) 6(0) = -1. B'(O) = - I d 2x
m- +kx= O / Section 5.4 /
(i) 6(0) = 1. B'(O) = - dt 2
{
(j) 6X0) = I, B'(O) = x(O) = a, x'(O) = f3 Kirchhoff's law
has the olution
(k) 0) = -1. B'(O) = - The sum of the voltage drops across the circuit elements is
(c the p- (I 8(0) = -1. B'(O) = . equivalent to the voltage E(t) impressed on the circuit.
x(t) = a co wt + .!!_ in wt,
23. Plot th ·olution · obtain d .m Ex rc1 - 2 md1' idu31~
w L-R-C Circuit
in·
th p- and then pl t th m . imultaneousl) I\' a ph) s1 a1 \\'here w = '\//;;;,; the amplitude of the olution i
ddt ~ + R!!Q
2
terpretati n of th re ult·. L + _!_Q = E(t)
A = Y a + {32Jw
2 2.
{
dt c
lut1ons bt in d in 24. If the mputer algebra sy t m ) u are u ·mg fn
hJS J
• Q(O) = Qo, I(O) = Q' (0) = I0 .
>-. built in fun ti n that ppro:-.1mat th olutt n ° 0

~
rn ) m to oh th mitl I- linear differential quation . olYe the probl m Deflection of a Beam
:? 1.
d 4s
d2~ I dB
in B= 0
EI dx 4 = w(x).
dr· - dt l'>arn
{ Ped motion
0) 8, , 8'(0) = I' ,

(0) =lo \\ ith the initial

par th re ult
nd1ti ns tah::d in
)OU btain ''uh e h
rcis d 2:r
Ill - 2
dt
dx
+ c - + kx = 0.
dt
ISection 5.5 /
*25. Motion of a Pendulum
The initial-value problem

d 28 + .8..9 = 0
dt 2 L
{
8(0) = B0 , B' (0) = v0
has olution
u ing th tn1ti I
p ·th· re uh B(t) = B0 co wt + Vo in wt.
w
2 . R "P<-'. t l· rn:i 2: u'in2

{ ~;2 =
0)
_!_( - I ~t
'"'' .
10 =0
282 Chapt r ~ pplication of Higher Order Differential Equation Chapter 5 Review Exercises
283

CHAPTER 5 REVIEW EXERCISES po ition_? When does the pendulum fir t pas through
24. Consider a buoy in the shape of a cylinder of radius
the vertical position?
r, he.ight h, and density p where p s 0.5 g/cm3 (the
18. If the initial condition in Exercise 17 are 8(0) = O dens1~ of water is I g/cm 3). Initially, the buoy sits
and 8'(0) = -1, what is the maximum displacement with its base on the surface of the water. It is then re-
1. * If th object in Exerc1 e 5 1· ·ubjected to the forcing of the pendulum from the vertical po ition? When does lea ed so that it is acted on by two forces: the force
function /(t) = 4 o t, d termme the di ·pla ernen~ the pendu lum first return to the vertical position? of gravity (in the downward direction) equal to the
D1:scribe the ph) . ical phenom non that oc un;. fin *19. How does the motion of the pendulum in Exercise 17 weight of the buoy, F 1 =mg= p7rr 2hg; and the force
the em el ping fun t1 n ·. differ if it undergoe the damping force FR = 8 d8/dt? of buoyancy (in the upward direction) equal to the
1 atta h d to a pnng \\ 1th. 2
0. olve the model in Exerci e 17 with the damping force
weight of the displaced water, F 2 = 7rr 2xg, where
· con ·tant k
:pnng re ·1 ti\ ·e firce"
o _ x = x(t) is the depth of the base of the cylinder from
FR = 3 d8/dt. How doe the motion differ from
fR = 6 cl\ cit and the e tern I for !:
f(t) : that in Exerci e 19? the surface of the water at time t. Using ewton 's
second law of motion with m = p7rr 2 h, we have the
12 os 21. determine the d1 pla ment 1f ,{0) s 2
1 1. Undamped torsional vibration (rotations back and differential equation p7rr 2 /zx" = -1Tr 2xg or phx" +
2. x'(O) = 0. \\'hat i th tead)- late solution'? What ·
forth) of a wheel attached to a thin ela tic rod or wire gx = 0. Find the displacement of the buoy if x(O) = I
th1: transi1:nt solution? ati fy the differential equation fof!' + k8 = O, where
. · uit if and x'(O) = 0. What is the period of the solution?
9. Find the harge and urrent m th L-R-C ire 8 i the angle mea ured from the tate of equilibrium, What i the amplitude of the solution?
100
L = 4 ll. R = 0 n. C = I 4 6 farad and ~(t)::::: . lo i the polar moment of inertia of the wheel about
11 25. A cube-shaped buoy of side length C and ma s den-
if Q(O) = Q'( O) = 0. Fmd lim, Q(t) and hm • /( it center, and k i the tor ional tiffnes of the rod.
sity p per unit volume is floating in a liquid of mass
I . ind th harge and urrcnt in th L-R- c1rcu1t io olve thi equation if k/!0 = J 3.69 s 2 • the initial
den .ity Po per unit volume, where Po > p. If the buoy
F <:r i e 9 if E(r) = 100 sm 2r. ind lim,
Q(tl a!ld angle i 15° "" 0.216 rad, and the initial angular
1s s.hghtly submerged into the liquid and released, it
th .;C 1!1 velocil) i I 0° 1 .., 0.1745 rad · s 1•
/(I} . HO\\ d th s hmit mpare t
22 o~c11la.tes up and down . If there is no damping and no
*3. · Determine the di ·placement of the pring mass a1r resistance, the buoy is acted on by two forces: the
. ·uit ii Y tern with ma 0.250 kg, pring con tant k = force of gravity (in the downward direction), which is
*It. Find th1: charg1: and urrcnt in th<: L-R- ire~ j
01 2
2.2 k • and driving force /(1) = co t - 4 in t if equal to the weight of the buoy, F 1 =mg= pe3g; and
=
•L I H. R 0 n. = I0= 4
c
rad and£(~} = ~'/(1l
~ere l no damping. zero initial position, and zero ini-
Q(O = =
Q '( Ol O Find hm, Q(t) and hm,
tial velocity. For what frequency of the dri' ing force
the force of buoyancy (in the upward direction), which
ircuit 111 is equal to the weight of the displaced water, F 2 =
12. fmd th harg ,md current m th L-R-C Q(ll would th re be re onance? 2
€ XgPo, where X = x(t) IS the depth of the ba e of
· r i 1: 11 if E(I) =
100 in IOt. Find Jim, 23 · Th d ffi · I equation
1 erentia · the buoy from the surface of the water at time 1. Then
.md hm, /(r) . by Newton's second law with /11 = pC3, we have
2
13. •am y" + i· = {I - t • 0s ts l y(O) = y'(O) = 0 the differential equation pC2x" + gPox = O. Deter-
. 0, I > ] • mine the amplitude of the motion if Po = I g;cm3
4, 3
p = 0.25 g/cm , f = 100 cm, g = 980 cm/s 2, x(O) ,.:
can be thought of a an undamped sy tern in which a
25 cm and x'(O) = 0.
fore F act · during the interval of time 0 s t s 1.
14. Thi 1 the 1tua!Jon that occur in a gun barrel when 26. A rabbit starts at the origin and runs with speed a due
·h ll 1· fired. Th barrel is braked with heavy spring north toward a hole in a fence located at the point
e Figure 5.- ). h, thi · initial-value problem . (0, d) on the y-axis. At the same time, a dog starts at
. ' 1J J the point (c, 0) on the x-axis, running at speed b in
am m c:rcl'
I\ ::::: 0 pur uit of the rabbit. (Note: The dog runs directly to-
ndtll n.
ward the rabbit.) The slope of the tangent line to the
• • 13 ,i dog·· path is dy 1dx = -(at - y)!x, which can be writ-
~r('l' ~
l ten a xy' = y - at. Differentiate both sides of this
Ir ::::: O •.
' equation with re pect to t to obtain -D'" = -a dt dx. If
s is the length of the arc from (c, 0) along the dog's
path. then dsldt = b is the dog's speed. Al o, dsldx =
- \/1+?2, where the negative ign indicates that s
increa ·es as t decrea e . By the chain rule,

figure 5.28
.!!.!._ = cit els = _..!_ \/!+?
dr ds dt b · '
 Chapter 5 pplication of Higher Order Differential Equation Differential Equations at Work 285
284

28. ( elf-excited vib rations) The differential equation (a) Show that the roots of the characteristic equatioo.s
:ub tituti n into th quationxy" = -a dt dY yi l<h
that de cribes the motion of a pring- mass system of x" + [(c - P)/m] x' + (k/m) x =Oare
x0 -.:ix·~--
=
th quati n .x;" k\h y'::. wht:re k =ab. take
th ;ub titution x
with a ingle degree of freedom excited by the force
Px' is P - c
~±~
J(p - c)2 -m. k

y" =dp
- .-- -1
p =;' mx" +ex'+ kx = Px',
di: I I I (b) Show that if P > c the motion of the system di-
I I verges (dynamically unstable), if P = c the so-
which can be rewritten a
lutio_n is the solution for a free undamped system,
catch the
and 1f P < c the solution is the solution for a free
if a= f>"' ( ee B
x "+c-P, k
- - x +-x= O.• damped system.
Ill /11
Figure -.:! .

4IJ ~
\\' I
f =µ\\' F=;;-t
w
(. I uon to left) (M tion to right) .J - \ jl\

Figure 5.30 y tern with oulomb (dry-fri u

· ·onl , ''-', Differential Equations at Work:
damping.
A. Rack-and-Gear Systems

c,0) x Con idcr the rack-and-gear y tern shown in Figure 5.31. Let T represent the kinetic
energy of the y tern and Uthe change in potential energy of the system from its po-
and
Figure 5.29 tential energy in the tatic-equilibrium position. The kinetic energy of a system is a
, F
Moti n to l ft .\ " w""\
,,. = -.
Ill
function of the velocities of the system masses. The potential energy of a system con-
2 j t of the train energy Ue stored in elastic elements and the energy Ug, which is a
\\her Fr pre nt th fri ti n fi re . m th m:P· 3 ~J function of the vertical di tances between system masses.
w =
m.• The rack-and-gear ystem C0£1Si ts of two identical gears of pitch radius r and
centroidal ma moment of inertia /, a rack of weight W, and a linear spring of stiff-
ne k, length /, and a ma of'}' per unit length. To determine the differential equation
(b) he th initial-' lu' pr bkm to model the motion, we differentiate the law of conservation, T + U = constant to
'
obtain
\,. + w2,.=
,.. Lm
d
{ \(0) = 'o· ,'(0) = 0. dt (T + U) = 0.
l
10
c) Find the \ lu f/ r \\ h1 h th lull n l We then u e Tmax = Umax to determine the natural circular frequency of the sy tern,
I Hlltd. where Tmax repre ent the maximum kinetic energy and Umax the maximum potential
energy.
Becau e the tatic di placement x. of any point on the spring is proportional to
it di tance y from the pring upport, we can write

F yx
=-- Xs = -,- .

--
• R bcrt K. V1erck, lihmtim1 Ana(l'sis. econd Edition, llarperCollin , ew York (1979). pp. 137~
 Diffe rential Equations at Work 287
Chapter 5 Application of Higher Order Differential Equation
286

T = ___ - 2 + -'YJ'(yriJ)2
I- e2 + -1 -W (r8) -l dy
2g 2o
Gears ~
Rack Spring

or
2
- 1 W
T= J+--r 2
m3r ]A1.
+-- r:r
k(x + t. ,) [ 2 g 2. 3 '

w =kt., where m3 = y! is the total ma s of the spring.

The change in the strain energy Ue for a positive downward displacement x of
the rack from the static-equilibrium position where the spring is already displaced Lis
from its free length [ ee Figure 5.30(b)] is the area of the shaded region [see Figure
5.30(c)] given by
IV 1 2
(a) (b) (c) Ue = 2 kx + Wx.

Figure 5.31 (a) A rack-and-gear y t m. (b) tahc-equihbrium po ition. (c) pring-force cli- Similarly, the change in potential energy Ug as the rack moves a distance x below the
agram. tatic-equilibrium position is

Ug = -Wx
\\'hen the ra k i di pla ed a d1 tance x b low the equilibrium po ition the gears ha,·e
the angular di pla m nt e.
which ar related to the di placem nt of the rack by and the total change in the potential energy is

() = :£.
r
Th n th angular velocity of ea h g ar i given (through differentiation of () " ith re- or
p t to t) b} 1
U = 2k(r8)2.
iJ = ~-
r
ub titution of the e expressions into the equation T + U = constant yields
( ' ti e that '' u a "'dot" to indi ate differentiation with re pect to t. Thi i a rn·
in phy i and engmeenng.) Becau ex = r(), w have 2
- 1 W m3 r ]A1. 1 2
I+ 2 -gr 2 + (3) u + 2k(r()) =constant
vr() [ 2
x =1,

l
Differentiating with re pect to t then give u the differential equation
it) at any p int on th pnng 1

()+ 2 8=0.*
= ·-rriJ
.. [ - Wkr2 m 3 r
t I- . 21+-r 2 +--
g 3
·in n rgy of a difli r ntial I ment of 1 ngth dy of th prin

dT = J.."}\\· ,i~ dy .
.... • M. L. Jame , G. M. rnith, J. C. Wolford, and P. W. Whaley, Vibration of Mechanical and Structural
ystems with Microcomputer Applications, Harper & Row, New York ( 1989), pp. 82- 86.
y km in t rm of
 Ch pier 5 pplication of Higher Order Differential Equation
Differential Equations at Work 289
288

d 2x
l. D termme th natural frequ n ) Wn of the y t m. dt 2 + 0.3x + 0.04x 3 = 0
2. Det nmn fJlt) if {;\0) = 0 and 0(0) = 80 wn. { x(O) = a, x' (0) = f3
3. Find Tma: and ma.-.· Det rmme the natural fr qu n ) with the two quantiti
Compare thi value of wn \\1th that obtain d ab ve. for various values of a and f3 in the initial conditions.
-t. How do · the natural frequen · chang a r in rea e ? 2. How does increasing the initial amplitude affect the period of the motion?

D. Aging Springs
B. Soft Springs
In the ca e of an aging spring, the pring constant weakens with time. For springs of
In th ca· of a oft pring, th pring for '' eak n with mpr ion or xten ·ion.
this type, we model the physical system with
For pnng of thi · type, \\e mod I the ph) 1 al · t m \\ ith the nonlinear equation
d 2x dx
m - 2 + c - + k(t)x = f(t)
d~\' dt dt dt
m_;;,, + c- + k - jx 3 = j(t) {
{
dr dt x(O) = a, x'(O) = {3.
x(O) = o. x'(O) = {3.
where k(t) ~ O a t ~ oo.
\\h rej i a po iti\e n tant. 1. Approximate the solution to
2
1.
-d x2 + 4 e -114x= 0
ppro imat th oluti n to
dt
{
-d2x2 + d.' . l Ox - 0.-r '
0 .~- =- .9 x(O) = a, x' (0) = f3
{
1
ct 1
((
x ) = a. x'(O) = {3 for variou values of a and /3 in the initial conditions.
2. What happen to the period of the o cillations as time increases? Is the motion os-
for' ·ou \ luc of er nd f3 in th initial nditi n ·. cillatory for large value oft? Why?
2. Find nditi n on nd f3 that lim 1_, x t) ( m rge and b)
un und d.
. If lim, x(t i t . d e th m tion f th ·pring m crge t 1t qui Ii riutn pt~ E. Bode Plots
ttion. E plain.
2 2 2
on ider th differential equation d xldt + 2c dx/dt + k x = Fa sin wt, where c
and k are po itive con tant uch that c < k. Therefore, the system is underdamped.
To find a particular olution, we can consider the complex exponential form of
c. Hard Spring the forcing function, F 0 e1w1, which ha imaginary part Fa sin wt. Assuming a solu-
r , t ·n· ti n of the form zµ(t) = Ae'wi, sub titution into the differential equation yield
I 0 2
In th rd pring, th mpr A[-w2 + 2icw + k 2] = F 0 e'wi. Because k2 - w + 2icw = 0 only when k =wand
In. rine fthi \\ . = 2
c 0, we find that A = Fof(k2 - w + 2icw) or A = Fol(k - w + 2icw) .
2 2
2 2 2
(k2 - w2 - 2icw) '(k2 - w2 - 2icw) = (k2 - w - 2icw)l[(k2 - w ) + 4c2 w2 ] Fa=
1

{ m :,, -d\ b j = t) H(iw)Fa. Therefore, a particular olution i zp(t) = H(iw)Fae'w • ow we can write H(iw)
2 2 2
dt in p Jar form a H(iw) = M(w)e'<P<.w), where M(w) = l/Y(k2 - w ) + 4c w2 and
xO = (l, ' , 0) = /3. c/>{w) = t 1((w2 - k 2 )2cw) (-7T $ </> -:s 0). A particular solution can then be
\\·r1'tt"n
" a =,. -
(t) - M(w)F,oe'w1e'<P<.w> -- M(w)F,ae1<wt+<P<.wl w1·th 1magmary
· · part
h J po.Ill\ f(w)F0 in(wt + c/>{w)), o we take the particular olution to be x (t) =
1m t· th lut1 n t
.\J(w)Fo i.n(wt + c/>{w)). omparing th forcing function to xP, we ee that the
two
Chap! r - ppli ati n o Hi h r Ord r Diff rential Equation

un tt n ha' th am form but difti rent amplttud and pha e hift . The ratio of
the amplttude of th' particular · lution (or tead tate), \I w)F0 , to that of the for -
in<> fun tion. F0 • 1 .\/{w) and 1 call d th gain. I o, xP 1 hifted m time b l<P<w) lw
radian to the right .. o w i ailed th pha hift. \\'h n w graph th gam and the
pha hift again t w u ins a I g 10 n the w a. 1 ) \\.e btam the Bode plot . ngin ers
r fer t th ' Ju of 20 I ~ 10 H{ w) a th gain in decibel .
o' the initial-\ lu pr blem

d2\ ., d\· ·lx = in -'

dr - dt
{
t(O) = ~. ,.'(0) = I. Systems of
raph th lution tmultan ou ·ly with th fi r ing fun ti n/(t) - m -'· Differential Equations
ppro imate f, 2) nd cf>(2) u ing th graph m um r -·
4. raph th rre p ndmg B d ' pl t .
ompar th' Ju' f\f\-)and¢><._)\\1thth btaindm umbr-.

6.1 1 Introduction
~

uppo e that we con ider the path of an object in the .xy-plane. For example, if we
launch a model rocket or kick a ball, we would de cribe the object' po ition in the
plane with the vector-valued function r(t) = (x(t), y(t)) = x(t)i + y(t)j . In other word ,
the ordinate of the object at time t = Tare given at the terminal point of the vec-
t r r (T) = (x(T),y(T)). Following a method imilar to that di cu ed in Chapter 3 con-
rmng falling b die , we can a ume that the only force acting on the object i cau ed
by gra 1tat1 nal ace leration, g = (O, -g) = -gj. ote that thi force act entirely in
th vertical direction a e pected.) Then if we let the elocity of the object be repre-
ented by the function v(t) = (v,(t), vl.(t)), where v,(t) i the horizontal component of
the vel ity ve t r and vl(r) i the vertical component, and the acceleration function
\\.Ith a(t) = v'(t) = (v~(t), 11~.(t)). th n we can make u e of ewton' econd Law, F =
ma, t m d I the ituation. In thi ca e, we have mg = ma o that the acceleration mu t
. t1 f a(/) g r (v~(t), v;(t)) = (0, -g). quating the corre ponding component of
the ·e tw vc t r , we obtain the fir·t-order y tern of differential equation

=0
{ 1·;(t) = -g'
v~(t)

291
292 Chapt r 6 m of Diff r nti I Equ tion 6.1 Introduction
293

dx
dt = ax - bxy, x(O) = x0
lo ID Q
dy ,
{ dt = -cy + dr:y, y(O) =Yo

' (O = (, a. v0 in a). where the initial population are x(O) = xo and y(O) =Yo, and a, b, c, and dare po i-
ti econ tant . otice that when we have a y tern of two fir t-order equation , we mu t
f;gure 6.1 t h to dd - Thi m~an that " di.:tcrmin th mp n nt f '(I) = (l',(t). ,. (t)) by olYing the p cify an initial condition for each of the unknown , x(t) and y(t). The term xy indi-
mme comp n nt of' 0). I\ p cate an interaction between the two population . For example, if the two population
\, I) = o. \\ 0) = \'( are fo e , denoted by y. and rabbit , denoted by x, then xy denote a rabbit being eaten
{ \'~ I) = -~. l\ 0) = I
by a fo . Thi interaction hurt the rabbit population, a indicated by the negative co-
efficient of xy, -b, in the dx/dt equation, while it help the fox population becau e the
_. that applt att n coefficient d of the xy term i po itive in the dy1dt equation.
that C1 = ''o · o and We may al o encounter y tern that involve econd-order differential equation .
For ample, we could con ider a pring- ma y tern in which an object of ma 1111
' t) = (v c o. -~t "o m ) i attached to the end of a pring with pring con tant k1 that i mounted on a upport
(a we did in hapter 5). Then, if we attach a econd pring with pring con tant k2
and ma m2 to the end of the fir t pring, we can determine the di placement of the
h first and econd pring , x(t) and y(t), re pectively, by olving the ystem

f-''(l= ''o n
b' 1) = -~r ''o in o
f;gure 6.2 ~h to d t - iti n r ) = ( . Ir) (figure
mm r 0)
Later. we di cu how thi y tern i modeled u ing Hooke' Law and ewton' ec-
= 'o
f-''(l) er, :c(O) =O ond Lav . In the ca e of a y tern of econd-order equation , we mu t have h.vo initial
b' = -
1) I 'o in o. J (01 = 1i· ndition for each unknown to define an initial-value problem. For example, we could
have x(O) = 0, x'(O) = - 1, y(O) l, and y'(O) = 0.
!though we can olve and approximate olution of many different type of y _
t m of differ ntial equation , we will focu much of our attention on y tern of fir t-
order linear differential equation . The e y tern can be written a

x; 011U)x1 + adt)x2 + ··· + Gin(f)xn + fi(t)

('o malt Ii)
·? = G21( f)X1 + an(t)x2 + ··· + 02n(f)xn + /i(t)_
{
x;, = On1(l)X1 + a,,2(f)x2 + ... + annU)x,, + f,,(t)
In th1 · . ·t m. there are 11 unknown x1(f), x2(t), ... , Xn(f) and 11 differential equation .
If f(f 0,J - 1, 2, ... , 11, then we sa:y that the y tern 1 homogeneou . Otherwi e,
the s stem 1 • nonhomogeneou . The ·y ·tern

1. an c. ample fa first- rder linear h m geneou ·y ·tern, wh1J

 Chapt r 6 6.1 Introduction 295
294

which i equivalent to the ystem. A general solution of thi equation i x(t) =

c 1 co 2t + c2 sin 2t. We can use y = !(x' - x) to determine y(t). Thi gives us

a fi t- rd r linear n nh ) tern b au fi(t) = m t. y(t) = +[(-2c 1 sin 2t + 2c2 cos 2t) - (c 1 cos 2t + c2 sin 2t)]
• '. : X1 ~ .d - _x1X2
{ .\2 - -\2 + X 1.\2 = +(-c2 - 2c 1)sin 2t + t<2c2 - c 1)co 2t.
i nonlin ar ~au of th n nlin art rm x2 and x Xi. f ours , \anabl nam s Therefore, we have olved the sy tern of first-order equations by solving the equiva-
oth r than '' t . x 2 t), . • . , 'n(t) can be u ·ed. F re ample, th tern an be lent econd-order equation. ow, if we had considered the initial-value problem
\\Titt n in t rm of t and> (t) '' ith Figure 6.4 Graph of
.t(t) === ~m 21 and x' = x + Sy, x(O) = 0
\·' = \ - \'2 - X)'. Y(I} ::: co 21 - ~ m 21. { y' = -x - y,y(O) = l'
{>' = - v xy
th n we would apply the initial condition to a general olution of the system. In our
ca e, we have x(O) = c., o c 1 = 0. Then, y(O) = ~(2c2), so c2 = t and the solution to
the I Pi
mg th
\
{x(t) =I sin 2t, y(t) = cos 2t - I 2tl in

x' = y
We can graph these two functions of t a done in Figure 6.4. The graph of x(t)
that d1ffi r ntiatt n w "th r pe t t t ·i Id i the olid cur e, and that of y(t) i the da hed curve. (We can recognize the function
by referring to the initial condition .) We can al o plot them parametrically in the xy-
plane a done in Figure 6.5. Note: We should include the orientation ofthi curve. The
u x" 4x ' - I x .. ·m I ub:tttU· alue oft = 0 corre pond to the point (0, 1) while t = TTl4 corre ponds to (5/2, -1 '2) .
. u \ 4\ 1 .\ + - :tn I Therefore, the ori ntation i clockwi e becau ewe move from (0, 1) to (5/2, -1/2) a
1_, 2 mtt quival ntt the·~-- F'
0~9Ure 6.S Pararn tric plot t increa e .
t(l) ·m 21, onlinear differential equations can often be written as a ystem of fir t-order
I = \'
Y!t) - co -1 - ! sin -1 }. equation a well.
{ '= 4y - I x 2 ·in t
• nll1 Example 1
rder qu ti n and tran - ~ nn ti t
n ider tht: y ·t m
The Van-der-Pol equation i the nonlinear ordinary differential equation

{ ~:: : x -> w"- µ,(1 - w 2 )w' + w = 0.

'= -) \\ ith r ~ tt
Writ the an-der-Pol equation a a y tern. equation i imilar to
If ntiat t, \\
th e en ountered when tudying pring- mas y tern , except that the coefficient
"= , >'· of w' that corre p nd to damping i not con tant. Therefore, we refer to thi itu-
at1on a variable damping and can ob erve it effect on the sy tern.
titutm >' = - - >int th1 qu ti n th n gi\ u
"= , Solution Let 1 =wand x 2 = w' = x;. Then, xi= w" = µ,(l - w 2 )w' - w =
ti 11
th I ub 11tU ~ µ.(I - x~) t 2 - x., o the Van-der-Pol equation i equivalent to the nonlinear y tern
•- 1 F·1 , t - X2
.t 9ure 6. 6
raph f
{X 2 = µ,(l
I 2
- X1)X2 - X1
'
1(1 <llld
I • ln Figure 6.6, we how graph of the olution in the initial-value problem
" =
 pter 6 tern o Diff r ntial Equation 6.1 Introduction 297
296

11. {X:y == y-x +I 12.

v' - )!
·', - .
{ y = -x
.
+ sm 21
Therefore, a general olution of the y tern i
x(t) = c 1 sin I - c2 cos I
{y(I) = C1 CO I + C2 in (
In Exerc1 ·e 13-1 • write each equation a an equivalent y -
ti e that x~(t) > 0 wh n , 1 t) is tern of first-order equation . In Exerci e 21 27, solve the sy tern u ing the operator method.
te that th fun tion appear 13. x" - 3x' + 4x = 0 21. I 5 - 2;• + 4
x' = - 2x
{y = - x + y
22. {x' - + y + co
I - X
2 I
14. x • + 6x' + 9x = 0 y =3x + 2y
nfirmed b~
* 15. \ + 16x=t int
23
.
{x'y' = - 3x
= - 3y
+ 2y -
+I
e' 24 . {x" = 2y - 5x
y" 2x - 2y
=
16. x" + x = e'
1 , y"' + yn + 6y' + 3y = X x" + v" + x + y = 0
*25 .
1 . _r(4 ) + y" = 0 · { y" + 2r' - 2x - y = 0

* 19. Ra) leigb • equation 1 x' = - 3x + 2v + 2=

26. y' = - 2x + 3y + 2::
\'" + µ.[ + (x') 2 - I] x' + x = 0, !=' = x +y
x' = x + 2y - 2:: + co I
\\h re µ. i · a con tant. 27. y' = x - y + 2=
(a) Write Rayl igh · equation a a sy tern.
(b) h '' that ditferenttatmg Rayleigh· equation and
!
=' = -x - y
· ttmg \·' = =redu e Rayleigh· · equation to the In Exerci e 2 30, olve the initial-value problem. For each
Figure 6.7 Th· graph of{~~:~: in~1 ~te that th' Van-der-Pol equation.
problem, graph x(t), y(I}, and the parametric equation {x(t)
20. ( p rator otation) Recall the differential operator y(t)"
luu n approa h • n 1 lah:d p.:n 1 lull n.
which 1 allcd a Irma CJ It D = d dt. which \\as introdu ed m Exer i ·e · 4.4. 28. x' - x - 2y = 0, y' - 2x - y = 0, x(O) = 0,
ing th1 · n talion. we can write the y tern y(O) =- I
r ·. -r -I'' - x' + 4x =co t *29. x' - 3x + 2y = 0, y' - 2r + y = I 0, x(O) = 0,
l,r + (11 ~ - I )11 ' 11· = 0 {\ • • n '
r y - 1· - r = e
2 I a.
Graph tht? olutzon to the initial-1 1/ue problem
{ II 0) = 1. \I ',( 0) = 1 on rhe y(O) = 0

mt n al [ , 2:]. (d + 2D)y (D - 4)x = co t 30. x" = y - x, y" = y - x +sin I, x(O) = 0, x'(O) = 0,

{ (d I)\ (d - D 2)y =er 1·(0) = 0, v'(O) = 0

per.it r n tat1 n can b' u · d to olve a ·y tern. For (Degenerate y tern ) uppo e that the y tern of linear

ample. if'' c n 1der th system {g~, : -~ \ or differential equation ha the form { l

L,x + l2y = fi(I)
3X
+l _ ~ )' where
4Y - 12(1
D\ - 1 =
= 00. \\ • can
L 1, L 2 • L 1, and l 4 are linear differential operators. For example,
{Dy ·\ ·liminate nc of the \ariable. in the system
b) pp!) mg the operator ( - Dl to the se ond equation
(d + 2D)y - (D - 4)x = co t
, - =
to lain { D o,· - ,-\' 0. When the:c two equations { (d + I )x + (d - D - 2)y = e"
- .\ - £Y1· = 0
=
{
. .,I --- ... -~I

0) =I
I. I 0) = 0
.
re dd d. '' • hav th e ond- rder ODE D-1· - y
'
L, = -(D - 4), l2 = (d + 2D), l3 = (d + I). and L4 =
= =
0 r lT) .l O. This quation ha· the chara ter-
I. {
1 t1 quati n r~ I O ''1th r ts r ::!:i There- (d - D 2). If 1~ 31 ~42 1 = 0, \Ve ay the y tern i degener-
th
.,. { fore. y(I) = c, st+<• ·mt t this pomt. we can ate, which mean· that the system ha infinitely many olution
at th liminauon procedure to olve for .\, r we
IL'L3 l4Lil = ViUl
j/1(1) l21 = ll1
.t::- ~ nu th quation D1· ' = 0 r \ = - Dy to find
pp!_ mg ( - /)) t 1• ) 1elds
or no s luttons. If
L4 L3
then the sy ·tern ha · infini1eZv many solutions If at lea t one
/i(I) = 0
h.U) ·

,=
-. { I.
-I
•9, { : - - _, .{ t) = - D1 (I)= -
= I in I - • C
f)(.c 1 cost + C: sin I)
t.
of the other two determinant i not zero. the ·y tern ha no
~olwions .
 tern of Oiff r ntial Equation 6.2 Review of Matrix Algebra and Calculus 299
298 Chapt r 6

In E erci 31 and 32. ho\\ th t th ) em h n olutton. • = -x + 2l co 31 ~ Review of Matrix Algebra and Calculus
(b) { y"=-2r+~v
x' x l' = e' 40. Con ider the muial-\alue problem
Basic Operations Determinants and Inverses
3 I. { .\' x y' = 2e' Eigenvalue and Eigenvectors Matrix Calculus

{ ·:::=%~\-y.
x" y' =
32. {3x" y' = mt When we encounter a y tern of linear first-order differential equations such as

infinit I) man.
x(O) = 1. y(O) = 0 x' = - x + 2y
In E er 1 33 nd 34, h that th ) t mh { y'
olutton . Th lution obtain d \\ ith on mput r alg bra ~) ,. = 4x - 3y'
\ .. = ,2 4 x" •l" - y' =1 ' t m \\
I '~)I
we often prefer to write the sy tern in terms of matrices. Because of their importance
4) .. = 412 · {2x" 2v" - 2y' = 21e' \(I)= ( - i)c(- 1- -It in the tudy of y tern of linear equation , we now briefly review matrices and the ba-
{ y(I) = ie< - I l-Jt _ i 1 ic op ration a sociated with them. Detailed discussions of the definitions and prop-
d '6. termin ertie di cu ed here are found in mo t introductory linear algebra texts.
lull ns. \\bile th

\"- =c
x(I) =e '( os 11) - ~ m( I)). Basic Operations
. {4}. la= 4 { y(I) = e- ' in( t)
qui\ lent.
re :tn tt n on c that th Definition 6.1 11 x 111 Matrix
n 11 x 111 matri i · an array of the form
x' - cy = e-'
*3 . {2x~ - ) 2x =2 I

4 I= (
3 . {;: / =c I " 41.
39. up temo
t!O
with 11 row and /11 column . Thi matrix can be denoted A = (a,1) .

r0s s 6 d 0 !5} s 6.
to tch th graph of th lull We generally call an n X I matrix (]'.) a column vector and a I X n matrix

v,,) a row vector.

mto
Definition 6.2 Tran po e
- I
The tran po e of the 11 x /11 matrix

. - I

Figure 6.8
 6.2 Review of Matrix Algebra and Calculus 301
Chapt r 6 m of Diii r ntial Equ lion
300

...
th m n matri
b12
... b,m)
1

a~,
B (b"
= b~1 b22 b2,,,
.
.
I a j X m matrix,

"•'j
f"
a~2 a,.~
\ T= 11:- .. bjl b12 bj,,,

£11m a2n1 llnm

G12 b12
b,,.)
b2m
a22 G21 b21 b22
a~1
H n\; • \ r (a
AB -
(""
Gn1 Gn2
""lC
GnJ b1 1 b~
}• bJm

the unique /1 X m matrix

alar :\lultiplicati n, \tatri ddition - - - - - - - C12

c,.,,)
Lt \ =
alar. The c Jar multipl f \ by C = C~1 (c" C22 C2m

i th n Cnm
Cn1 Cn2
f m tri A and B i: th
\\here

c, 1 = a 11 b1 1 + a12b21 + ··· + a11b1 1 = ._,J aahkl•

k 1
1 ti- J
obtain d b · multipl}ing a h I m nt f ,\ b) . B
ndin' ·I mcnt f th m tri . \ nd B that ha' e th ro C12 = G11b12 + G12b22 + ... + G11bp. = ._,J G1Ahk2,
tm k 1
dim
and
J

Example 1 c111 = a,, 1bh + a,, 2b2 , + ··· + a 111 b 1 , - ._,J a,,kbkv·
k 1

m ut \ - 8 1 \ = (-1 2 -~o) nd
6
4
B= (~ -4
4 _). In other word . the clement c,,, i obtained by multiplying each member of the
11th row of A by the c rrespondmg entry in the 1th column of B and adding the
r~sult

Solution .~ \ = (-I
-6) nd L

- 1 - 72
- 0
_I 4 -~. }
- B= - 1
.\ - B = ,\ (- 8) = ( 4- - 0
-4

Example 2

Multipli ti n
mpute B 1f (5 0 4
- I ;) and B = CJ-~ -:}
-4

n
} nn J m tn n
Solution
matn ·
c ausc I. a 2 X 3 matrix and B i a 3 X 2 matrix. Bi th 2 2
 Ch pt r 6 t m of Oiff r ntial Equation 6.2 Review of Matri x Algebra and Calculus 303
302

-~l
3 G11 G12 Gin
0 4 5
. B= - -I G21
n
= L (-ly+1 al} det(AI/) = f,
G22 G2n
-4 det(A) = (-1y+1al/JAIJI·
1-l 1-1
=( 0. -3 4 . -5 ·I 0·4 4·-4 . -4 ) Gnl Gn2 an,,
-I. - ·I - - · 4 +- I· - 4 .- 4
- ·-3
The number (-1 )' 1a,1 det(A,) = (-1 y+1 al}J A l}I i called the cofactor of al}. The
= (-1- -36)
.,- - 6.
cofactor matrix, Ac, of A i the matrix obtained by replacing each element of
by it cofactor. Hence,
1
JA, ii -JA1 2l
(-lt: IA1nl)
Ac= -J~21J JA.22J (-1) IA2nl
. .
Definition 6.5 Id ntit) \I tr~i~------~--------
(- 1)"~ 1 JAniJ (-l)~JAn2J
(
!Anni

Th n n m tri (i ~ : !) i \led the n x n id ntiti m t•i , d n t ·d

Example 3

I r I,,.
alculate I I if - r-45
5
-2
-4 -Ii
-3.
-2

If nn mmtri on 111 lied a qu r m tri ). th n f .\ Solution

I = ..
-4 -2 - 1
I I -4 -3
5 -2
D et er m in n t nd I n
= (- 1)2(-4)1-~ =21 + (-1)3(-2)1; =~I+ (-1)4(-1)1; -~1
- 4(( 4)( 2) - ( 3)(1 )) + 2((5)(-2) - (-3)(5)) - ((5)( I) - (-4)(5))
9.

Definition 6.7 djoint and Imer e

= - I 121·
21 B 1: an inwr e of the 11 X /1 matrix A mean that AB = BA = I. The adjoint,

-( ·:
a, ..
...)
aln
• 1 nn m tn
\
0
, of an 11

IAI -: /:
11 matn
I
\ is the transpose of th ofactor matrix: .\a ( {. If

0 and B = - - ",then AB -= BA I. Therefor , iflAI 'i= O. the mver · of

1 1
\ is given by
n M

n-1 tn I m th 1th nd;th lunm

 6.2 Review of Matrix Algebra and Calculus 305
pt r tern of Diff r ntial Equation

For convenience, we tate the following theorem. The proof i left a an exerci e.
Example 4

Find I jf \ = ( 2
-3
-1) I .
Theorem 6.1 lmer e of a 2 X 2 Matrix

,Solution In thi .I = I-J"1) ) - 11= - -

I
=- 1-:1:.0 •

- I
e. t t . fore-
Let = (~ ~).If IAI =ad - be i= 0, then

\a=(' 2
and A I
A I - l (
- ad - be -e
d -ab).
Example 5

Fm A 1
if = (- ; - ~ ~)· Example 6
1 - 1
Find - i if = (52 -1)3 .
IAI = (5)(3) -
\ = - l 2(- .. ) 1
l 0
- 1) ( - 1) 01 ( - 1) {I 1- ~I= Solution Becau e (2)(-1) = 17,
- 1 - l
c- - - \) (I - -) (1 - 1) ==- l A
1 =_I ( 3 1) = (
17 -2 5 -
?1
2
1

\\ th n th fad r :
1
The inver e can b u ed to olve the linear y tern of equation Ax = b. For
= - l) = - 1. .4 12= (- 1) 12 - 01= 2.
-~)(;) = (-i;) in which A=(; -~)and b = (-i;), we
11 0
- l I ample, to olve (;
' 1 =(- 1) 1- ~ :~)(-i;) = (- ~). We can find
_, II= find · -
1
b = (- everal u e for the inver e

.I= - 1
- 1
l - 1
= o. 22 = - 1)
I -
- 1
- 1. in , lving y ·t m of differential equation a well.

Eigenvalue and Eigenvectors

= -1 1-~ ~I= -·
- l l
-1 - - 1. Definition 6.8 igenvalue and Eigenvector
non=ero \cctor 1s an eigenvector of the quare matrix if there i a num-
= -1 1-= - 111
:::;
b •r A. called an eigem alu e of , o that
A ..

- I - l
- I
-l \'ote 8 definiti n, an e1genv ct r of a matrix i never the zero vector.
-l - l
 pt r tern of Diff renti I Equation 6.2 Review of Matrix Algebra and Calculus 307
6

Example 7

1 th t (-D nd (:) re tgem t rs f (

-1
4 .
implifying yield the y tern of equation
{9xx, _ 6yy, == 0, o y 1 = µ 1. Therefore,
3
1 -
2
1
0
3

m lu
(~;:)
1_
if x 1 i any real number, then i an eigenvector. In particular, if x 1 = 2,

then (32) . an eigenvector

.
t o f A= (4 -6)
3
.hcorre pond"mg eigenvalue
_ wit
7
. A= -5.

imilarly, if we let C~) denote the eigenvector corre ponding to A = 2, then

{ n
(~ =~)- 2 ( ~ }(;~) = 0, which yield the y tern {~~ = ~;.~ : ~· 0

Yi = ~x 2 . If x = 3, then C) i an eigenvector of A = (~ =~)with corre ponding

m.: p nding ig malu ,.\,th n - "\ . B.
2
1.:qu ti n ( ,.\I) = . '*- an e1gen,e··
eigenvalue A = 2. otice that con tant ( calar) multiple of the eigenvector G)
- I) = ? an thi . olution
and (D are al o eigenvector corre ponding to ,.\ = -5 and ,.\ = 2, re pectively.)

Example 9

Find the eigen alue and corre ponding eigenvectors of A = (- ~ ~).

Solution In thi ca e, the characteri tic polynomial i I=~ _~I = A2 + 1, o

th h ra kn tt1.: p )1) n mial of \ ar th Ju the eigenvalue are the root of the equation A2 + 1 = 0. The are the imaginary
number A - i and A = - i where i = v=T. The corre ponding eigenvector are
fi und by ub tituting the eig nvalue into th equation ( - Al )x = 0 and olving
Example 8
ti r "· For ,.\ - . th1. equat1. n .1 (-i
1. _ 1 l)(x') = (0)0 , wh.1ch· eqmva
-i Yi · lent to thet

al ul t th nd 1.:orr • p ndin m t rs .\ = (4 ). :tern {-Lt

-x, , -+ :l'' =- IJ'1
0. oticc that the ec nd equation ofthi
0
y tern i a con tant

multipl (i) of th fin quation. Hence, an eigen ector (;:)mu t ati fy y 1 = ix 1.

luti n = ) i
Th refi re. (:'"')
/.\I
= (~)x
I
1 i an eigenvector for any value of x 1. For example, if

-I = \ 1 = 1, then C) i an ig n c tor. Fr A = -i, the y tern of equation i

= 0. th I n' ·
( - 1I
l. )( r 2 )
I I',
(0)0 . which is equivalent to {-x2i.x ++ r
2
:
2
IJ'2 -
= o·
- 0 Becau e the econd
m; ndin
'qua ti n equal · ttme · the fir ·t equation, the 1genvector (x2) mu t ati fy
I m l'2
 Chapt r of Diff rential Equ tion 6.2 Review of Matrix Algebra and Calculus 309
08

}i = -ix2 • Hen e, (
-n2
. 2
) = ( -11.)x 2
I .
i an ig nv tor for an valu of "=· (-i;;) ~ (-i)z, i an eigenvectO< for any value of z,.
Th r fi r if x = I. th n (
2 . L an 1g me tor
-1
If A = 2, we have
-1 0
2 1 1 y2
Q)(X2)- (Q)0 , - which equivalent to
(
0 2 2 Z2 0
==a
(~ ! !J~:H~l
R II that th mp!' njugat of the c mplex numb r
a + b1i\ reduced form. Thu , x 2 =0 and

== a - l mple njugate of th ve t r = a2 ~ b2i I I th m

0

(-:;) ~ (-f)z,
n larl). th
(
Gn b,.i/ i an eigenvector for any value of z,

r - = (=•' =!2'!) that the igcmc tor th mpl'

If A = 5, then
-4
2
0
-2
Q)(X3)- (Q)
1 y3 - 0 , which equivalent to
a,. - b,.i (
0 2 -1 Z3 0
i~ m lu

njugat . Thi i n in id n c. \\ n pr \ that th II!•"·

-pond to comp/ r ei~ nmlu art• th rmefre complex co11;11gat•'

Example 10

I ult th matri Definition 6.10 Eigenvalue of Multiplicity 111

~__.:...~-'---~~~~~~~~~~~

uppo e that (A - A1)"' where m i a po itive integer i a factor of the charac-

teri ·tic p lynomial of the /1 X n matrix A, while (A - Ai)"'· 1 i · not a factor of
thi polynomial. Then A A1 i an eigenvalue of multiplicity 111.

Solution m b) finding th h ra ·t •ri ti p l)n mial of A'' ith

I - 0 0

0 2 4-
= (I - )I -- 4-
I= (I - A 10 We oft n ay that the eigenvalue of an n X 11 matrix A i repeated if it i of
multiplicity /11 where /11 2:: 2 and m ~ 11. When trying to find the eigenvector( )
rre ·p nding t an eigen alue of multiplicity m, two ituation may be encountered:
= (I - A ither m r fewer than m linearly independent eigenvector can be found that corre-
p nd t A.

Example 11

-3
Find th igen alue and rre p nding eigenvector of (a) -5
-6

(~
iuh1re d t
0
= I = :1 (b) B
-4 OJ
0 2.
2
 6.2 Review of Matrix Algebra and Calculus 311
hapt r 6
310

:e:::~::e'.g~n:~::~~~f:.":::'(f 2=~ 1l@e~(tr:~:~d :q::::

Solution m: lu ar found with

l - A -3
3
6
- - - A
-6
\! Al= l l~A - A3;;;:;: O.
alent ro (~ ! ~)~:) mThecomponeot of vmust atisfy
= x, = -2z, and
C!. ') C~)z, that corre ponds
-5 -

p lyn mial mg th1 r t with

y, = 0. We find only onee;genvectocv = = ro the
LA - l = (A ..)2 (A - 4 ::: O.
eigenvalue A = 5 of multiplicity 2. We leave it to you to find an eigenvector corre-
2. \\ h n we try to find an igen·
ponding to A=0.

rr p ndmg t A = - .. , w e that
Matrix Calculus

(6
3
6 -~:)= m Definition 6.11 Derivative and Integral of a Matrix
a, 1(!)
)' teJ1l I~ 02
ft r th n ·f)'r\\ p rati n , w find that thi The derhative of then X m matrix A(t) = )(t)
(
Gn1(t)
1 -1 I ("1) (Ol
~ ~ -~: ~
a,;(!) i differentiable for all value of i and j, i
(0 =
d d d
Y<h1ch mdi at that =0 r '"1 =) 1 - =1· lf =1 = Q. th n ,\I ::::; .'°I' dt a, 1(t) dt a!2(t) dt G1m(t)
1 - •1 : 1

H n "= ~~) = m,; n -;gen'< t d r on ch ; fy 1• nth th r ha!ld d

dt
(t) =
d
dt a21U)
d
dt G22U)
d
dt G2m(t)

1 m 1
=> 1 -=i.) 1 =O.th n 1 = -z 1. Th·r fir ,, 2 =

The integral of {t), where alJ(t) i integrable for all value of i andj, i

Ja 11 (t)dt Jadt) dt f G1m(l) dt

I (t) dt = IG21U) dt IG22(t) dt f G2mU) dt

. ~. \- -' 2 fGn1(f) dt fGn2(t) dt

= - -, =
 Ch pt r 6 of Diff renti I Equation 6.2 Review of Matrix Algebra and Calculus 313
312

-(-~
2 2 -38
Example 12
14.
-I
-3 0 -2
-2 -5 4
and
") *33. A = c41 4~ 44
6
-21
-3
")
3t
d \
Fmd dt t) and . J ..\ t) dt if ..\(t) = ('c 3 -5 -3 -3
I

~
I -3

8 - ( -3
-2 -2
-:) 34. A-(: -I
0
!)
Solution \\'c fmd !L (t) b\ differentiating a h element f (t). Thi· )I Ids -5 2
dt - 5 3 -3 -5

d
dt A I = (-
in 3t -eI ') •
e In Exer 1 · 15 - 19. find the determinant of the square matrix.
In Exerci e 35-40, find d 'dt A(t) and JA(t) dt.
larl_, \\' md J \ t) dt by integrating a h !cm nt of ..\(t). 15. ,\ = (-1 -~) 16. A - (
3
-!) 35. A= v~~,) 36 . A = ( in 3t)
co 3t
-5

I .\ I dt =
-
I

I
.
tn ( II
- I

- 1
t

os(t 2 )
C1~

+ c~ e'
-c
'+ c") • 11.
-(-1 ~) -2
2
3 18.
-P -3
3
I -~)
2 -3
• 37• A = (c?mtr tt c?mt') 38. A = (e-1
t
te-')
t 2

.
(- I C21
C21
2 0 -2

, 1,;h c r pre cnt n rbitrary onstant. 19. •

-
= ( _l1
-2
- I
0
0
- 3
0
-:i
-3
I
*39. A=
(
e4' )
c?
m 31
3t 40. A= ( t
Int)
I~ t
In I

In Exer t e -0- - . find the inve of ea h square matrix. *41. If A = (~ ~) and IAI =ad - be* 0, then how

EXERCISE 6.2 20. -(~ - :) • 21. = (~ -D that A • = I (

ad - be -e
d -b)a ·
22. · { -;
Many computer oftware package and calculator contam
In bui lt-in function for working with matrice . U e a computer
-4 )
2 -
\ - (0 =: 0 =~ nd *23. A
(
-01 - 01 or calculator to perform the following calculations to become
familiar with the ·e function .
I. 8 - \ 0 0 -2
3. (8 - _8
eigemalu : nd corresp nding 42. If
_
- -6
(
3 -I

-6
0
0
7
5
I
-i)
-2
and

In

\
Ill \ (=2 ~ -(=~ ~~ 1) *25. \ = ( =~ _ I)
B =(-i =~ -~ -~)·compute (a) 3A-2B;
27. \ - (- 0 - 0)
5 6 3 6

-I * 11. \ nd = _: =~) *29. \ (=~

-1) (b) BT; (c) B; {d ) 1AI, IBI, and IAB ; (e) A 1•

.. \ = (-1 =I) *43. Find the eigenvalue and corre ·pondrng eig nvectors
\ B
- 8)
t ••
- ) B= J I. of the matnce
i. - \ B -4 4
-4) (I 5)
B lH P.
-I
=~)
-I
d ·-(=, -1
=i) 2.
(
2 3 - 4 and B =
5 0 -1
5
-3

-5 -2 3
0.
314 pter em of Oiff r ntial Equation 6.3 Preliminary Definitions and Notation 315

igenvectors of an n n matnx for n = 2, 3, and 4. = a11(t)x1(t) + a!2(t)x2(t) + ... + a1n(t)xn(t) + fi(t)

44. Find :i A t) and J t) dt if (a) a computer algebra ·y ·tern to compute the
a t value of th e1g malu and corr ponding
xl(t)
x2(t) = a21(t)x1 (t) + a22 (t)x 2(t) + ··· + a2n(t)x,,(t) + fi(t)
,2
-- -~ ~ -~1
re ' {
m -' - 4t
2
= a,,1(t)x 1(t) + a,,i(t)xi(t) + ··· + a,,,,(t)x,,(t) + f,,(t)
x~(t)
· of \\ nte
\ t) = c 6 r 3
21 --- I
t(t - I)
e1gem to =
r_ 0 I 0
3 _2 1
equivalent to X '(t) = A(t)X(t) + F(t).

4 d wn a porti n of th re ult (or print it and taple 11

1):7
in 5 t r3 in t 10 your h m w rk). (b) omput approx1mat1ons 0 ~
Example 1

45.
-1-
etg m I 0
(~ -I :r) and
th ~ (i:r~I: ~ "1 ~71~::;:~h:•:oo~ :,:~ ~ · the homogeneou
(a ) Wnte y tern {x'y=-x+y
, = - Sx + Sy .
S . fiorm. (b) Write the
m matnx
l~-oo< 2). H m Ju -3 -2 I
2 0 I 2 0 x' = x + 2y - in t . .
< o:i? m re m nmgful to ) u'? nonhomogeneou y tern
{y , m matnx form.
= 4x - 3y + t2

Solution x' = - Sx + Sy . .
(a) The hornogeneou sy tern { , S + 1s equivalent to the sys-
Y =- x y

x' = x + 2y - sin t . .
(b) The nonhomogeneou y tern , 2 ts equivalent to
{y=x-y+t
4 3

Preliminar Definition and otation (;:) = (! -D(;) + ( - / f).

y tern f qu ti n in km 'ntaf) lg bra
t thi point, given a y tern of ordinary differential equations, our goal is to
con truct an e plicit, numerical, or graphical olution of the sy tern.
We now tate th theorem and terminology u ed in establishing the fundamen-
luti n (x. \) =(- I._). In tal of olving y tern of differential equation . All proof: are omitted but can be found
in advanced differential equation textbook . In each ca e, we as ume that the matrix
(t) in the y tern =
'(t) = A(t)X(t) + F(t) and X'(t) A(t)X(t) is an n X n matrix.

a11(t) a12(l) ••• a1,,(t)) Definition 6.12 olution Vector

= = a 2 ~ r) a2:(t) · · ·
.. ..
au;. t) . and
olution vector of the y tern X '(t) = A(t)X(t) + F(t) on the interval Ii an
(
. 11 X I matnx of th form
a,, 1(11 a,, (I ann(t)

Th n. th h m
j I
t m of fir..t- rd r !in ur di ff r nti I
X(t) = (:;~:~)·
I
, I = Xn(t)
wher the \ 1 (t) are differentiable function on I, that ati fie X'(t) =
, ' \(I), '(t) . F(t}.
 Ch pt r tern of Di i r ntial Equation 6.3 Preliminary Definition and Notation 317
316

2 5 2 51
Example 2 -2)(-2c 1e ' - c2e ' ) - ( (-2cie ' - c2e ) - 2(c 1e 2 ' + 2c2e 5'))
2 5 2
6 c 1e ' + 2c2e ' - 2(-2c,e ' - 5
c 2e ') + 6(c 1e 2' + 2c2e 5')
' that · = ( - -e~)
2 I a .
lutton f ," = (1
2
-2)6 ' . 2
-4cie ' - 5c2 e ')
5

- ( 2c 1e 2' + 10c2 e 5 ' ·

Therefore, the linear combination of the olution is al o a solution.

Solution (t) = (-~e~~ and G -6)(- -:~:) = (=;e~: -~:~ ) ~ We define linear dependence and independence of a et of vector-valued func-
~X . (r) = (-... :~~ i a lutt n of th tern. tion {X 1(t), X2(t), ... , X,,(t)} in the ame way we defined linear dependence and in-
dependence of et of real-valued functions. Then, the et {X 1(t), X2 (t), ... , X,,(t)} is
linearly dependent on an interval I if there i a et of con tants {Ci, c2 , . . . , c,,} not
all zero uch that
c 1X 1(t) + c2X2(t) + ··· + c,,X,,(t) = O;
otherwi e, the et i linearly independent. ote that 0 is the zero vector with the arne
r n olution of thl: ) km of ftrst- rder dimen ion a each of the X;(t),j = 1, 2, ... , n.) A with two real-valued function,
• "'{I)= AU). ·u) on thl: p'n int n I two vector-valued function are linearly dependent if they are calar multiples of each
other. Otherwi e, the function are linearly independent. For more than two ector-
valued function , we often u e the Wron kian to determine ifthe function are linearly
independent or dependent.
luti n of.·• t) = 11 • • I)
Definition 6.13 Wron kian of a et of Vector-Valued Function
The Wron k.ian of {X 1(t), Xi(t), ... , X,,(t) } i defined a the determinant of the

matrix with column X 1(t) = (~;:);i). X2{t) = (;;;~;;)· ... , X,,(t) = (~~~;;):
Example 3 x,, 1(t) x,, 2 (t) x,,,,(t)

h th t. t = :) nd ( ) = c,
(_,- lutt n of
X11

X21
X12

X22
X111

X2n
W(X 1, X2 , ... , X,,) =
., = --
x,,, x,,2 x,,,,

dure u d in mp! Theorem 6.3 The Wronskian of Solution

th Prin ipl upe uppose that X 1(t), 2 (f), . . . , X,,(t) are /1 ·olution- of the -y-tem of fir-t-
.
Jutt n
\\ ordcr linear h mogeneous differential equation· . '(I) - (t)X(r) on the open
intenal /, '' hcrl: each component of (t) 1 · continuou · on /. If the et
,, I ~ I •. I ( t). XiU). ' .• nU>} is linearly dependent, then W(X l • X2. . . . .. ) 0
ntm t) = n., on /. If the set { 1U), ,(t), . . . , • ,,(f)} 1 · lmearly independ nt, then
JI(,· 1, • •~· ..) : 0 for all \alues on /.
318 Chapt r 6 m f Di er ntial Equation 6.3 Preliminary Definition and Notation 319

Example 4 - 2 in 2t + 2 co 2t) ( 4 co 2t )
both ( . 2t
sm and sm
. 2t - cos 2t are solutions to the sy tern · Com-

= (- 2 :~:) and X2(t) = (~:~:) are linear!

puting the Wron kian, we have
\ ri th t • •1 1 mdep ndent olut1on ·

of. , = e -~
in 2t + 2 co 2t
in 2t
4 co 2t
in 2t - co 2t
I
= (- 2 in 2t + 2 co 2t)( in 2t - cos 2t) - (4 co 2t)( in 2t)
Solution d arli r that • 1(1) and , 2(t) re lut1on of th given Y·-
- 2 -es'
= -2 cos 2 2t - 2 sin 2 2t = -2.
7
t m. Th r al ul t H( , 'J =I e2' 2es' = '. Th ve t r-
Thu , the et {( -2 in 2t. + 2 co 2t) , ( . 4 cos 2t )} 1s
. hnearly
. .
mdependent
lu d function r lin arl · mdep ndent b au W(.' 1, X 2)-= -3 '* 0 fir all m 2t m 2t - cos 2t
' Ju oft. and i con equently a fundamental et of olution .

2 in 2t + 2 co 2t) and ( . 4 cos 2t )

how that any linear combination of (-
in 2t m 2t - co 2t
t of
f 11
lution
Im arl. md1.:pendent lut1 n f. (') :::
fundam ntal t of lution n I
- i al o a olution of the y tem.

Theorem 6.4 General olution of a Homogeneous ystem

uppo c that X 1(t). X 2(t) ....• X,.(t) are n olution of the ystem of fir t-order
linear homogeneous differential equation X '(t) = A(t)X(t) on the open interval
I. where each component of A(t) i continuous on I. Then every olution ofX'(t)
Example 5 A(t)X(t) i a linear combination of the e olution . Therefore, a general so-
lution of X'(t) A(t)X(t) on Ii·
fi r

Example 6

Solution \\ fi t r n rk that th qu ti n (\'(l))= (--1

,•(1
- ) X 1)
2 .' (1)
I •qui\ • Find a general olution of X' = G -2)6 x.
I nt t th
2
Solution In previou example , we have hown that X 1(t) =( ;~'.) and

nu tin , 2 (t) ""' (-e5t)

2
e
5'
• m•dependent olutton
are linearly • of I
= (12 -2)6 X. Becau e
(t) 1 a 2 X 2 matrix, we need two linearly indep ndent olution to form a gen-
ral olution. Therefore.

(t)
th t m. Th n:fi

{ Y U h uld \ rit, th I
1• a general · lution.
20 Chapt r o Di i renti I Equati n 6.3 Preliminary Definitions and Notation 321

Graph of everal solution are shown in Figure 6.9. (a) Identify the graph of the
olution that ati !fie the initial condition x(O) = 0 and y(O) = I. (b) Find c 1 and c2
o that (t) = c1 (e
2
e
1
2 )
21
(-3e
+ c2 es'
51
) •
at1sfies X(O) = (0)1 .
<I> I) = · .I • 2 •• )

· (') = A(r). • t) n /.Thu . a _cn-

rat luti n an critt n . \\her

(~:"1)·
Figure 6.9
Example 7

that
t=C und m ntal matri
4
.\"' t = th m tn find luti n of

. '(t) = EXERCISES 6.3

Solution B
In E rci
.ll)' = (--
-4
') = (-24 tri f; rm.
1- . ,,rite th ·y tem of first-order equation m
12 ( cos 21 ) ( I - 2 in I )
· -2 ·in 2t ' -4 int co t
2

·t' ==_\\ - )'

I 21

41' 2 r' = 2r - 31'

.
1. ,
. {r' =\
+y

4
. {, ' = \' _\
,. =x-
.
~>
4. {':=y-.4,
th m .··u =
- I
\' =I' - \

5. -.\'= \'=I'
, =\ 6
· { y' =\ + c s
,t. '-
I

Jy =0 In xcr 1·e · 15 -0, determine whether the given matrix i a

0. • ,
\' - ' = t.' -1
fundamental matrix for the sy tern.
1
-7e Se /') and
15. <l>(t) = ( - e 81
14. d t mtin if th1: g1,en \CCtors ar· linearly e
21
~~)
-3
= (_ 21
• '(I)= ( 1 (t)
{'-101
-3e~ 1 )
16. <1>(1) = (
2
£' io1
e·~ 1 and
'(I) = (- 55 1~)X(t)
322 Chap! r 6 tern of Diff r ntial Equati n 6.4 Fir I-Order linear Homogeneous Systems with Constant Coefficients 323

_ int
*l 7. <!> t =( First-Order Linear Homogeneous Systems with
mt
-- Constant Coefficients
(
")
and X ' t = ~ _2 X t
Di tinct Real Eigenvalues Complex Conjugate Eigenvalues Alternate
31
Method for Solving Initial-Value Problems Repeated Eigenvalues
e' Je
• <!> t) = ( e' -e
)
and ' t x t) rw = -g _ _!_
m
(c ,waX'([X]i [}"]2)(b-I - +

lcDp.·H "\ [\']2 [n 2) ow that we have covered the nece ary terminology(~ t7e : o~. a~~nt)ion to olving

linear y tern with con tant coefficient . Let A = af 2 af 2 ·. · · afn be an n xn

ant an2 ann
matrix with real component . In thi ection, we will ee that a general olution to the
homogeneou y tern ' = AX i determined by the eigenvalues and corre ponding
igen e tor of A. We begin by con idering the ca e when the eigenvalue of A are

2 ·-T-:: e
di tinct and real or the eigenvalue of A are distinct and complex, and then con ider
the ca e when ha repeated eigenvalue (eigenvalue of multiplicity greater than one).

1 -2 0
d. '(t) = -- -3 -5 xt Distinct Real Eigenvalues
( 3 3 3
In ecti n 6.3, we verified that a general olution of the 2 x 2 sy tern X' =
(-~ =
1
) , where the eigenvalues of(-~ =D are At = -2 and A2 = 5 and

c rre ponding eigenvector are v t = G) (-i),

and v 2 = re pectively, i
1

21. <f> I) = (
3
= Ct ( e-
21

+ c2 (-3e = (I) e
5

+ c2 (-3) es'.
c 21 )
(t) - <l>(t) 2e e5' ') Ct 2 -21 1

22. t) = 0)=
M re gen rally, if the eigenvalue of the /1 X n matrix A are di tinct, we may expect a
general olution of the linear homogeneou ystem X ' = AX to have the form
B.
(t) = CtVte"•' + C2V2e"' + ... + CnVne"·',
1

wh re At• Ai, ... , An are the n di tinct real eigenvalue of A with corre ponding eigen-
2-l. , . t rs , t• , 2 , . . . , vn, re pectively. We inve tigate thi claim by a urning that X =
wAI t · a · luti n f , ' = . Then, X ' = J..ve"' mu t ati fy the y tern of differen-
tial equall n , whi h implie that

·ing l ' yield ·

AlveAI = AveAI
eAt - Al eAt = 0

- Al) eAt = 0.
324 C pt r f Difi rential Equation 6.4 First-Order Linear Homogeneou System with Constant Coefficients 325

• - AI h = . ln ord r for tht ·y t m of equation 3 5 3 5

(r m mb r that e1g n\' tor.; ar n v r th z r ye -
c 1e ' + c2 e {x(t) = c 1e ' + c2 e '
')
( , () _ or 3, . Several solutions along with the direction
2c 1e 3 y t - 2c 1e
field for the y tern are hown in Figure 6.10. otice that each curve corre ponds
I - Al = 0. to the parametric plot of the pair t~~~ for particular value of the constants c 1 and
c 2 .) Becau e both eigenvalue are po itive, all olution move away from the origin
a t increa e . The arrow on the vector in the direction field how this behavior.

Complex Conjugate Eigenvalues

\ A.1. • • • • , • ~ = \n ,.t
Figure 6.10 If ha complex conjugate eigenvalue A1 = a + {3i and A2 = a - {3i with corre-
p nding eigenvector v 1 = a + bi and V2 = a - bi, one olution of X' = AX i
(t) = v 1eA1 1 =(a+ bi)e<a-.f'i)t = e 0 '(a + bi)e'"' = e 01(a + bi)(cos {3t + i sin {3t)
=e 0
'(a co {3t - b in {3t) + ie 0
'(a in {3! + b co {3t)
= x 1(t) + ix2(t).
Becau e i a olution to the y tern X' = AX, we ha e that xl(t) + ixi(t) = Ax 1(t)
Example 1
+ i x2 (t). Equating the real and imaginary part ofthi equation yield x!(t) = Ax 1(t)
and ~ i(t} = Ax 2 (t). Therefore, x,(t) and x2(t) are olution to X' =AX, and any linear
combmation of. 1(!) and ). 2(t) i also a olution. We can how that x 1(t) and x2 (t) are
Jin arly independent ( ee E erci e 41 ), o thi linear combination forms a portion of a
general olution of, ' = AX where A i a quare matrix of any size.

Theorem 6.5
Let be a square matrix. If has complex conjugate eigenvalues A1 = a+ {3i
and A~ = a - {3i. {3-=!= 0, and corre ·ponding eigenvector v 1 = a + bi and
, , = a - bi two linear! independent olution of X' =AX are 1(!) =
e;'1(a os {3t·- b sin {3t) and x2 (f) = e"'(a sin {3t + b co {3t).

If 1 · a 2 x 2 matrix with omplex conjugate eigenvalue A1 = a+ {3i and A2

=a - {3i and rre p nding igenve tor V1 = a + bi and V2 = a - bi, a general o-
lution f. " 1.

(f) - 1 1(!) + c2 2 (t) = c 1e"'(a co {3t - b in f3t) + c2e 01

(a in {3t + b co {3t).

Example 2

Find general · lution to • ' -2)

-I,.
 Ch pt r 6 f Diii r ntial Equation 6.4 Fir t-Order Linear Homogeneous Systems with Con tant Coefficients 327
326

Solution luc of = (! =~) ar At = I + ~i and A2 = I - _;.

5 - ,\
-6
5
-6 - ,\
2
-5
= 't•) that c rr p nd · At =I .,.
~I att·fie· 6 6 5 - ,\
n 1g m t r ' 1

-6 - ,\
·~:) =(~). The fir t quati n. (- - -ih1 - -Y1 = 0. 1
qui\· = (5 - A)
1 6
-5 _ 5 /-6
5-A 1 6
-5 I+ -6
5-A 21 6
-6 _ ,\
6

I nt t th nd quation. 4l 1 <- - - 21h·1 = 0. W n write = (5 - A)(A 2 +A) - 5(6A) + 2(6,\) = -A(A 2 - 4A + 13) = O.

+ 3i and
th ·:)=(~). ''hichindkate tht •1 =( 1 - 1h1· h .-
Hence. ,\ 1 = 0 and A = (4 ± Yl6 - 52) '2 = 2 ± 3i, o A2 = 2

:) = ~ ;) = (:) +; _~). Th r fi r . m th not:i·

A, = 2 - J;. n e;genvectoc v, = ~;) com pond;ng to A, = 0 ai; fie the y _
1
rm

a= C) ml b = (_~).
tern
(- 5~ - 5~ -;2)(X1)
~: - (0)
~ . which, after row operation , i equivalent to

(0b 0b 0~)(~~:) = (~)-

tem i~
fJ =2 luti n t th Thu , X1 + y 1 = 0 and z 1 = 0. If we choo e y 1 = I,

_1-(_ in -1] '[C) (_~)

=1 0
) in2t · -']
1
,., =c~:) = ClJ. One oluhon of the y tern of d;ff.,ent;aJ eq""t;on
in_, - o _,J
X, ,e'" =Cl)•'°'= Cl} We find two olut;on that coc.e pond to thecom-

plex •Jugate pa;, of e;genvalue by find;ng an e;genvectoc v2 = (m corre ponding

3
~6 i
3
t A2 2 + i. Thi · vector ·ati fie the y ·tern ( - ~ 3i ! 5 )(~~~i =
6 6 3 - 3i =2

p l m n h d thr u h th u lu nd •= ·o- (n whkh an be ceduced to (~ ! -l(~ ;x~:H~)

+ Th.,efo.e, the

Example 3
mponent of v2 must satisfy t2 = f <I + 0=2 and .1'2 = - = 2· If we let .:2 = 2, th n

(j =(~ 1
;) =(~2) + (~ ); =a + b; Thu , tvvn I;neacly ;ndependent oluuon

luti n
that corr . p nd t the e1gen,alue A = 2 ::!:: 3i are

. ·, = e ~'
[(
I)
- 2 cos t - 0 sin 31
2
(I)
0
l (e
=
2
'( cos 3t
-
sin
2e 2' co · 3t
2e 2' co 3t
31))
 6.4 Fir t-Order Linear Homogeneous Systems with Con tant Coefficients 329
328

an Alternate Method for Solving Initial-Value Problems

We can al o u e a fundamental matrix to help u olve homogeneou initial-value prob-
lem . If ~(t) . i a fundamental matrix ~or the homogeneou y tern X' =AX, a gen-
eral olution 1 X(t) = <l>(t)C, where C 1s a con tant vector. Given the initial condition
(0) = X 0 , then through sub titution into X(t) = <l>(t)C,
luti n 1
X(O) = <l>(O)C
I = I•·. c Xo = <l>(O)C
1
C = <I> (0)Xo.

Th refore, the olution to the initial-value problem X ' = AX, X(O) = Xo i X(t) =
<J> t)<J> I (0) O·

=
-. Example 4

20 ea fundamental matrix to olve the initial-value problem X' = (

1 1
-2 )x ub
-
(~) )°•Id
4
pph I n th initial nd1ti n l = Jet to, (0) = (-~}
( )
= cl=O \ili h h u th tm f quatil)fl.'
Solution The eigenvalue of A=(~ -D are ..\ 1 = 2 and ..\2 = -3 with

"th luti n 2 = 1. 1 = 2. and = I. Th'r'~ rt:. th'

fa)
c rre·ponding eigen ector v, = C) and v 2 =(_~).re pectively. A fundamental

p bl ffi I
matrix i then given by <l>(t) = (;~: -~e\J We calculate <I> 1
(0) by ob erving

-!). (=~ - ~)=(-~)(=~ -~).

1
that<l>(O) =C o<I> '(O)= -4 -1
= Henc,

(t) · <J>(t)<J> I (0)

e
o = ( e2'
2
' e-
-4e
3
r )( 1)(-4 -1)(I - 21)
Jr -5 - l
b

2 2t 3 3t )
e 3rJr)(=2) = 5e + 5e .
=( - 4e 3 2 21 12
( -e - - e 3,
5
Figure 6.1 h w. a graph of the olution. otice that a t-+ :x:, the value of x(t)
x(f) \ b th I ' 2r
and r(f), wh re , (f) = ( i·(t) )· are
J
c e to 5e becau ·e hm, ,,, e · = O. Thi
1'1 111/tl I on /ti
rn m ans that the · lull n appr a h the line y - '" be au e for large value oft, x(t)
and r(t) are appr ximately the ame.
1· - - - - - - - ---
---

Chapt r tern o Diff r nti I Equati n 6.4 Fir t-Order Linear Homogeneous Systems with Con !ant Coefficients 331

Find th olutwn th t ati 1 • th initial condition (0) = (~). Fi11d conditions on x 0 , y 0 , and zo, if possible. o that the(.:~m)it a t -7 oo of the

o/ution X(t) that atisfies the initial condition X(O) = y 0 i O.

Repeated Ei en alue
Zo

If an eigenvalue of multiplicity m ha fewer than m linearly independent eigen-

vector , we proceed in a manner that i imilar to the ituation that aro e in Chapter 4
when we encountered repeated root of characteri tic equation . on ider a y tern with
the repeated eigenvalue A1 = A2 and corre ponding eigenvector v 1. (A ume that there
i not a econd linearly independent eigenvector corre ponding to A1 = A2 .) With the
eigenvalue A1 and corre ·ponding eigenvector vi. we obtain the olution to the y tern
X 1 v 1e" '. To find a econd linearly independent solution corre ponding to Ai. in-
Example 5 tead of multiplying 1 by t a we did in Chapter 4, we uppo e that a econd linearly
independent ·olution corresponding to A1 i of the form
X 2 - (v 2t + w2)e"•'.
To find th vector v2 and w2, we ub titute X2 into X' = AX. Becau e X2 =
A1( 2t + " 2) ·"•' + v2e"•', we have
oluti n 'I= =- nd, = -t of
I
X2 = AX2
tn mpl 11 fi und th t th ·i_' ·o· A1(v 2t + w2)e"•' + v2e" 1' = A(v2t + w2 )e"•'
A1v2t + (A 1w2 + v2) = Av 2t + Aw 2 .
ndin_ Jin· rl. ind
·quating c efficient yields A1v2 Av2 and A1w2 + v2 = Aw 2 . The equation A1v2 =
" = [) that ""' •'' \, , mdicate· that v2 is an eigenvector that correspond to Ai. o v2 = v 1. implifying
A1\\ , i- v w 2 , we find that

A1w 2 + v2 = Aw 2
..J
~ du v2 == Aw 2 - A1w 2
v2 = (A - A11)w 2 •

1th =--- .
: 11
Hcnc \ n 2 atisfie the equation

Ther\!f re, a H'cond li11ear~r independent so/11t1on corre ·ponding to the eigenvalue A1
has the form

Theorem 6.6 Repeated Eigemalue "ith One Eigemector

Id \ b ·a squ,m.: matn . If \ has .1 rcp1.:atcd cigcm, lue A1 = A2 \\ith only one

(lrf p mdm • (lincarl) indcp ·ndcnt) cigcmcdor ' 1, l\\.O linear!) indcp ndcnt so-
11111011 ot• • , \ •
arc • 1 - V1<' .\ t an d (' 11 + \\ 2)e At, wI1cre n sat1sfie
2
Fi r 6.1 ( \ -,\1 1)"
 pt r f Di f renti I Equation 6.4 Fir t-Order Linear Homogeneous System with Constant Coefficients
332 333

A2 \\1th onl)' on or- Figure 6.15 how the graph of everal olution to the y tern along with the di-
r luti n t • " = . · 1s rection field. otice that the behavior of the e olution differ from tho e of the
A y tern ol ed earlier in the ection due to the repeated eigenvalue . We ee from
• t = C1 \' 1e 11
C_{\11 "~ the formula for X(t) that lim1-+oo x(t) = 0 and lim1-+oo y(t) = 0 (why?). In addition,
d1cre ' 2 i fi und b, - 1n"2 = "•· the e olution approach (0, 0) tangent toy = -4x, the line through the origin that
uppo th t. h a rep ated ei~ nvalue A1 = 2 and ll? canjmd onZv on
orn- i parallel to the vector v 1 = (-~). (We di cu why thi occur in ection 6.6.)
1JOndm {Im arl} independent) i •em ctor \ t • Hnut happen if} OU try to fin~ a
ond /in rl> ind 'P nd nt o/11tion of the form ' 2te •' a " did in olnn{? l11~htr
ord r q11at1on , 11h rep ated root o the haro teri ·tic quation in e tion ./../?

Example 7
Example 6

Fin lut1 n t • '(t = ( ~ - I) ( ) olve ' -( ; ~ -3) x.

-5
-4 2 -3

Solution Th i malu = (~ -~) r 1= 2 = -4. ,.\11

5 3 -3)
I= -4 It fie th ~ ~t nt
Solution The eigenvalue of A = (2
-4
4
2
- 5
-3
are determined with
Q\ th I -3
- A 3
3 2
(0)0.Hn 4-A -5 == -A + 6A + 15A + 8 = -(A+ l)(A + l)(A - )
hi hi (~ 0 I) \1) =
'1
C,)I = - 4\t·
4 -3 -A

luti n to the ) t m t.
(
_
I ,
4 t
I
.
Oto be A, A,= -1 and A, = . An e;genvecto< v, = ~:l that com ponds to
Juti n + " '"
( 6 3 -3)(x'z, )-(o)
0 md" = rl)' ind pendent (\'11
A1 = - I ·a ti fie 2 5 - 5 y, - 0 . Thi y tern equivalent to
-4 2 -2 0
) = (_~).
! -!)(~:) m
-I

u1 I nt t
(~ = Hence, x, = 0 and y, - z, = 0 If we let y, = I, then

" (rJ. The<e" "·one ·olut;on to the y tern; X, = (:)• '.A econd hne.,ly

+'
==(-~
independent solution 2 (v 1t 2)eA
11
i found by olving (A - A11)' 2 = v1

(_~ =J~:J= (:)

=O,thn> =-!, " ..

lutt n 1
gi,en b 5
2
fo<the vecton, =(~~)Th; y tern; equ;y.

=
aknt t (~ r -!)(.~;)=Ci). wh<eh md<eate that x, = -' and'" - =' = !

Fgu 6.ts
H lu 1 n 1

,_
1 -
Hen c, ;r =' - 0, y, = '. o"' -cJ) ·econd t;neacly ;ndependent oluHon ;
 of Diff r ntial Equ ti n 6.4 Fir I-Order Linear Homogeneous Systems with Constant Coefficients 335
34

imilar to the previou ca e, = = and the vector found by

C))-·
V3 V2 Vi. W2 = W3, 03 j
the:i third Im arly indep ndent luti n 1 found u ing olving the y tern
((: (A - A11)u 3 = w2.
an i
- mt: t r
' =~) rre ·p nding to A3 = . \\ht h ati fi The three linearly independent olutions have the form

= v 1eA ' 1
X2 = (v 1t + w2 )eA 11
and X3 = (v1 ~ + w2 t + u3 )eA''.

c~ ~.)=(~}
1 , ,

qu1vaJent to
- 4 B au · thi. ) t m
- 11 otice that thi method i generalized for instances when the multiplicity of the re-
peated eigenvalue i greater than 3.
I 0
0 I th mp n nt
0 0 0 ;)=m
Example 8
: = 0. If ~ 1 t : = - -· th n .\1 = 9 nd Y1 =

ol e X' =( ~
nt:ral luti n i th n gi' n -3 2

Solution The eigenvalue are found by olving

1-A
2 1- A -1
-3 2 4- A

= (1 - A),1; A 4-=-\I- (l),_~ 4 -=_\/ + (1),_~ 1; Al

luti n t th -) t m al ng '"ith th di· = -A 3 + 6A2 - 12A + 8 = -(A - 2)(A 2 - 4A + 4) = -(A - 2) 3 = O.

Figure 6.16

Hence A=A=A=2. We find eigenvector v, =~:) corre ponding to A= 2

1 2 3

:::: ,\ :
wUe Y t m c~ -l -l)~:) = m Widi elementruy row operation, we

u
o·
reduce tlll y tern to (~ ! !)~:) =m Thu , x, =0 and y, + z =0 If1

nd
th ~I· we ele t z 1 =I, dien y, =-1and v, =(-:} Therefore we can find only one
(lin arly indep nd nt) eig nvector corre ponding to A = 2. U ing thi eigenvalue

- 11 '' =' . ' •' = ' . =' . :::: ,,

and cig n cctor, we find diat one olution to die ystem i , = v,e' ' = (-:)•b.
- II U
 Diff r nti I Equation 6.4 Fir t-Order Linear Homogeneous Systems with Constant Coefficients 337
336

EXERCISES 6.4
Th , tot , , = C;) in nd !in acly ind p nd nt lution of the fonn x, •

b:-t -·_i'.)f~~Ft~:r::::, n~ ::)rffll~:)

= - I and } 2 = - I.
i) t::,:I

if \\e :2 = 0, then Y2 =
:tr11:

-1. There·
In Exer 1 e 1- 12, u e the given eigenvalue and corre pon-
ding (lmearly independent) eigenvector of the matrix A to find
a general olutton of X ' =
12. A = I
(

A2
3

= -2
0 -4
2
l

- i, V2
- 3)
I ; A1 = -2 + i,

-4 ( 3 - i )
= -24+ i ; ,\3
V1

= 4, V3 =
=
( 3+i )
-2 - i ;

(~ 7)
-~

H =l
:
2

~ re. '2 =(=l} 0 _ ( 1 ( e''. Finall). "' mu t dtonnine th" e<· In Exerci e 13- 32, find a general olution of the ystem.

11 u = t) in th thitd !in arl) ind•p,md nt luri n · ·' (' i' + " '' + " ' '
13. X' = (_; -:~) x 14. {
x' = x - 2y
y' = 2x + 6y

~
~: (~;) { l} *15. { = fu - y 4 3
16. X' = ( )X
b_ t m (..\ - Iu = " 2 • Thi )ield - 1 - '. -=Sx
-5 -4
dt

\"hl.:h l ui\ lent t

1 0 0
0 I I
(0 0
0-(=:} Th d t • <
= - .,- an d _;
: _; ~
17 {
x' = 7x
" y' = Sx - 8y 18.
:=8x+9y
dy
{ di= -2x - 3y

= =- . =(=:
O. th n ) Hn u
a third lin arly ind -
*19. X' = (-S
2 - 10
3
)x 20. {x:y == 8x-IOx
+ Sy
- 6y

=(Hfi (=i}+(=~) ~
dx
luti n i th' 0 - = -6x-4y
21. dt 22. X' = ( I 8) X
luti ni • -2 -7
{ -dy = -3x- IOy
dt
- I\ n
{x'
• 1) = .
I• I c
*23 = -6x
. y' = - 2x - I Oy
+ 2y 24. x· = (~ 0
)x
-1)
= c ((-J (=l) -~ (
25.X'=(-~

., _ x· (l 0
0 )x 26. {x:Y == Y-13x - 4y

-c 21
= -2
0 -I :ix
= -ci
I
c -1 - I 21
28. X' =
C' ~
3
-3
-5
-·i
0
-4
x

Ci .u I 21
29. x·+~- 4
-I
-I _;)x
2 -3

-~)
4
30. '= c5 0 -I
 Chapt r 6.4 First-Order Linear Homogeneou Systems with Constant Coefficients 339
338

Group A Group B Group A Group B and Yo o that at least one of x(t) or y(t) approache
x' = 2r
..,_
3:
zero a t approaches infinity. (c) I it po ible to choo e
x
*31. >' = J 4 . ( )
4 . {
x' = x - y
(t) x 0 and Yo o that both x(t) and y(t) approach zero as t
\ =' = -:! y' = 2t
approache infinity?
x'=> 54. (a) Find a general solution of X' = AX if
32 . .i' =:
I=' =
(;)A~(~
~)
=x - 0 0
X(t) =
C')J
X2(t)
X3(t)
X4(t)
and
,\
0
0
,\

In E. rct 33- 4 , oh th m1u I-\ lu p Im 0 0

A~(~ ~} A~ (~
1 0
= (01 2I) .
~J
0
33 .•. , ,\ 0 ,\ I
lb) 2 (U) 0 ,\ (ii;)
49 • hO\\ t hat bot h x(t) = e 2'(c 1 co. t - c2 in t) an d 0 ,\
{ y(t) = e '(c m t + c co t) 0 0 0 0
1 2
34. + e2u) + c2i(e2" -

('
x(t) = te<2- 1>'[c1(l l)] 0

35. , = 4
~)·
{ y(t) = te<2 •l'[c1i(l - e2") + C2( 1 + e2")] and (iv) A = ~ ~
0 0
A
0
!} (b) Foe'"' Y"<m ;"
are gen ral ·olution of the y tern
(a), find the olution that ati fies the initial condi-
.. -(4 t '(t) = 2t(t) - y(t)

~ (-i) ~ -i
6. • - 0 {y'(t) = x(t) + 2y(t)'

;f A
3.. , = (0 - .
( ) x' = 2t - v tioo X(O) ond lhoo graph x ,Ct),
0) = (0) l' = - -\.' 0. olve the y ·t m (a) · , • ;
{y = - x + 3y
(b) {X: -
2
'"
l' = x + 2v
; (c) = + Y {x: x
4
v = - 2x - Y
ubJeCt to s I 0. How are the o-
x 2 (t), x 3 (t), and x 4 (t) for 0 :S t

3 . •
., - ( 0
- -1
1) "
-4 ' = (~) t(O) _: 1 and i·(Of - 1. In ea
h ca e, graph the olu-
lution similar? How are they different? (c) Indicate
how to generalize the result obtained in (a). Explain
tton parametncally and md1v1dually.
how you would find a general olution ofX' =AX if

{~)
• l. Fmd a g n ral olution of the y tern
*

, = -v
(~
0
-~ 2) \'.
-4 1
raph th ·olut1on for variou value
A= (~ ~ ~ ~)-
OOOA!
: How would you find a

4 • I-(-!
-1
4 . {i·' = ..:.x
(d) of th c n ·tant -
2. HO\\ d the general olution and direction field of general
OOOOA
olution of X' = AX for the 5 X 5 matrix

41.

41.
the y tern \'. - U ~)x change a - A goe
Ive th · t m fi r value of A between

n id ·r th· inttial-valu problem

hange .
from

A= (o~A ~ r I
0 0 0 ,\
l)? How would you find a gen-

era! olution of X' = AX for the n X n matrix

c -(-~ ) ,\
0 ,\
0 0
0
0
0
l \(0) = \ 0 • y{O) =Yo
..
raph th dire uon field a · iated with the
= ?
0 0 0 ,\ l
) \, (b) find c nd1t1 ns on Xo 0 0 0 ... 0 ,\
340 Chapt r 6 I m of Diff r ntial Equation
6.5 Fir I-Order Linear Nonhomogeneous Systems: Undetermined Coefficient
and Variation of Parameter 341
fir t-Order Linear onhomogeneous Systems:
Undetermined Coefficients and Variation of Parameters ume that there i a particular solution of the form Xp(t) = ae 31 + bt + c. Then
XP(t) = 3ae ' + b and ub titution into the nonhomogeneous system X' ~
3

nd termin d Coefficient Variation of Parameter

AX+ a)e 3
' + (~)t, where A=(~ ~}yields
In
th
th
3
3ae ' + b = Aae
3
' +Abt+ Ac+ (~)e3' + G)t.
X1(t)) ollecting like terms, we obtain the sy tern of equations
_ X2(t)
L· - . '
(x (t)
3a = Aa + (~) (Coefficients of e 3~
fun m nt I matri of th
b = Ac (Constant terms)

. · = <I> t) (~) = 0
'' h re n tant matri\·
Ab + (Coefficients oft)

= (-~)or(-; -~)(:~) =
3
From the coefficients of e ', we find that (A - 3I)a

'' ritt n in th (- ~). where a =(:~). Thi ystem has the unique solution a = ( =O· Next, we
olve th y tern Ab + (~) = oor(~ ~)(t~) = (-n for b. This yields the unique
Undetermin d Coefficient

olution b = (-J). Finally, we olve b = Ac or (~ ~)(~~) = ( ~) for c, which

give u c = (-~} A particular solution to the nonhomogeneous sy tern is then

p(t) = .,,, + bl + , = ( =D·" +Wt+(-~)= (=r.:: =t).

o a general olution to ' = AX + (~) e 31 + (~) t is

Example 1
0
h '=

luti n = t ') = (1 )
t I ( n(
nd
•
lull rt
(l1
To gi e another illu tration of how the form of a particular olution is elected,

upp · that (t) = (

4 2
t) = ein,
in 2t + (~)
1 in Example I. In this case, we
a ·um that p(t) = a co 2t + b in 2t + ce and find the vector a, b, and c through 1
(~)e-
t m . ·• = (~ (I = sub 't1tut1 n int th nonhomogeneou y t m.
,.
\\ It.
th m n nt of
Find a particular solution to I - (
20 o) + (4 ein 2t).
1
342 Chap r 6.5 Fir t-Order Linear Nonhomogeneous Systems: Undetermined Coefficient 343
and Variation of Parameters

ariation of Parameter - .1e 111

matrix given by <l>(t) =( : lit Becau e <I> l(t) =
an b u d to h linear nonhom gene u )'·tern a well.
p: m , that " d 'n\ ed the mdhod of variatt n of parameter for oh· e 4t _ 3 e- 4r) ( - 2 e111 §e'',)
2
rda diffi ~ntial quati n . \\ea · um that a parti ular lution of the non- ---~-e-,5-t ( -e lit -~e - llt = -~e4t re4t '
n b~ ' pn: din th' form
1 -(-fe1e4t 111
~ellr)(e 2r)-( -f e9r + ~e111)

(:::~::).
<I> (t)F(t) - 2 I 4t l - 2 2t + I 4t .
1e e e 7 7
= <1> t)\ (t). \\h n: \'(t) = Therefore,
v (t)

<1> ' t)\ (t) Then if p att fi · X

-2
<1> ( )\ (/) = \ <l> t)\ (/) (f}. By variation of parameter , we have the particular olution
H fundam nt 1 maui <I> t) t1 fa: = <I>'(f) = \ <I> t) . H n '.
3e 41)(-2 e9, + 6 ellr) (-~ + 9e 21)
<I> I \ ' t) \<1> )\ (t) = <1> t) \ (t) Ft)
-'t)
P\
= <l>(t) I<I> '(t)F(t) dt = (- 1e - llr ie lit
e 4r
63 77
~e2' + 21 e4,
8
-
-
44
~
4
+ ~e 21 .
<I> t)\ (I) = F(t) . Therefore, a general olution i given by
1
f thi qua ti n b • <I> icld 1e111 41
<1> I I <I> )\ ( ) = <I>
(t) •
1
(/) V)
X(t) = <I>(t)C + Xp(_t) = ( ; 11 ,
3e
e 41 c2
)(c')
+ (1.i + ~e 21)
-A + ~e 21 .
_, ' ul = <t> 'ul ·ul. .
In F1gur 6.17, we graph x(t), y(t), and {x(t)
y(t) for everal value of c 1 and c2 .
- 15 dt. parti ul. r luti n i
2
f <I> 1
(tl t) dt.
Evaluate Jim, "" x(t) and lim, "" y(t). Doe the choice of c 1 or c2 affect the limit?

<I> /) f <I> 1
(t (t) dt.
ariation of param ter allow u to olve y tern that we cannot olve u ing
the rneth d of undet rmined coefficient .

Example 2
Example 3

( ~) u in rfation f p m t rs. x' = 2t - Sy + c c t

Iv the initial-value problem y'
{
= x - 2y + ec t , 0 < t < 7T'2.
'!11.I x(7T4) = 5,y(7T4) = l
luti n 1rst ' kulat a fun darn
.. , = (- ;

( )
Solution Fir t, we write the ·y ·tern a X' = (~ -s)x +
-2
(c ct) and ohe the
ec t
rre p nding homogeneou y tern X'=G -5)
-2 x to obtam ,,(t) =
-5 ·in ~ ). A fundamental
. l I
IUlll I t + 2 in t) + c2 (
c1(c mt o t 2 ·mt matri <I>( t) =
rt!, t I 2 ·int
(co t - 5 mt. ) wit. h mver
. e
in t CO ' f 2 mt
 6.5 Fir t-Order Linear Nonhomogeneous Sy tern : Undetermined Coefficients 345
344 C pt r and Variation of Parameters

EXERCISES 6.5
r-- int ·mt . ) . Then.
int o·t-t-- mt

0
---
I
+--
In I l~ E. ·erc1 e 1- 24, olve th y tern by undetermined coeffi- x' = -2x - 2y - 2z +I
\ l) = f<J>- 1 t dt = f ·1n t -
. t
dt =
cient:; or vanation of parameters. 18. y' = -2y + z + t 2
I
z' = - 2y - 5z + t
( - 10/ I l.X'= (-o -~) +(1r) x' = - x + y - z + e -41
*19. y'=4x+y-5z+te- 21

(
In ( 10 t) -
-- In
-t - In
· t)
0 t)
2· · = e9) + e~) I='
= - x - 2y - 2z + t

I -65 -4)2 X + (te1 41

)

a part1 ul lution i
20. X' = -2
0 ( 0 6 e61

= 21. X' = (i l)x +(;,)

0
3

(! -~)x + (·~·)
In ( in _t In 0
- - int 1) -
2

n
= - 2 In t) 22X' =
0
/
=
r ln in 1 - _t
in r ln ( m t
t ln ( r) 2 in 1 ln ( in 1
r) - 2 t In (
- 4t 1n )·
tl
* . f·'.= - .\
\' = - r • 23. X' = (! -Ji-4
2
I
-4
X+ 0
t
' = (-6 - )·.+ ( ~1!21 5
_,l X + C" ')
r-·
)
luti n t th n nh m 4 I ·m 2t
24. X' = -1 2 ~ e~41
- (-6 4)
4 -6 .
-3 -2
=
.r' = - .\ -Y e- · ·e 2r In E erci e 25- 30, olve the initial-value problem.
_ In ( in ·) - .tr . . { y' =- I ' ·' e . _t
) 25.X'=(-~;) +(~).X(O)=(~)
;; 4) =: nd \
26. X' = (-~ -!)x + ( i~ ,). X(O) = (n
*27. X' = (; ~)x + (~} (0) = (-~)
12-- F- = --
--c
- 2 I 111 - - -4 -.. fi-
1~. Jx: = - • 4 tan r 28. X' = (~ -~) + (r2 ~ 1)· X(O) = (n
h- ln - .!..
4 - -=l b = ,.
- ..
I f.r' = 29. X' = ( _; ~)x + (i~). (0) = (-~)
l>'=-, - - II
-
1
.1
nd 1. J;. -, 30. '= (! =:) + (c~n ;). (0) = (~)
l>' =
Jn xerc1 e 31 35, without olvmg ea h of the followin

(,~)
0
/ut1 (_ 0 ~nitial-value problem, mat h each probl m with the graph ~ 0
1t olutton.
 Ch pt r 0 Oiff ntial Equ lion 6.6 Pha e Portrait
346 347

x(t) 38. (a) how that

Initial-value problem
Graph of x(t) (in dark blue) and Y (t)
(in light blue)
Graph of {y(t)
*36. Let X = X(t) = (~~~;~)· x = -tie-41 + ,6,e9t - ,\e9' r e-9'/( ) d +

r
0
Xn(l) 41
lte 4
e 'f(s) d

_=(=;: =;~ :.:.: :f:).F(t)=(~~;~).and

0

y = - ne
' - 4/ + 13e - ne
16 91
), e
8 91 (' 9,
'f( ) ds +

r
0
a,,1 a,,2 · · · a,,n /,,(f) 18Je-4' e4'J(s) d
0
<1> t) be a fundamental matri:\ of the sy ·tern X ' AX.
(a) hO\\ that 1f X1 and X2 are any two olution of the solution to the imtial-value problem
\X .,. F(t), then X1 - X, 1 a olut1on to X'
X (b) ho\\ that if X p i a particular olution to ~; =- 7x+6y+f(t)
+ F(t) and X""> 1 any olullon to X' dr
F(I). th n there 1 an 11 X I constant vector --=-- = -Sx + 12r
{ dt .

-w 0 thot x.. ~(t) ' x,.

x(O) = 0, y(O) = I
(b) ls it po ible to choose /(I)
lim, .. r(t) = 0? o that Jim,.. y(t) = O? o
o that

*3 . that both lim,... x(t) - 0 and Jim,... ,., y(t) = O?

a computer algebra y t m to olve each of the
Why or why not? Provide evidence of your re ult
follm\ ing initial-valu problem . In each ca e, graph
by graphing vanous olutions.
. . { x(I)
,.( t), y(t), and th param tnc equations y(t) for the
mt
In Exercise 39 41, graphically compare olutions to each
) - - indicated value· oft.
) = o.
M ( (:.:) :E o.:: 2!~/- (,,.' ,):
1
o., , ., 1o
nonhomogeneous ystem and the corresponding homogeneou
y tern.

39. X '(f) = (-~ -~) X(t) + (~). X (O) = (-:)

(- 10) (/~e
2
0-< t<

'"
\.
(b) \. - 9 · .,. - te' )' - x'(t) = - 6x(t) +I
( = 1. 40. y'(t) - x(t) - 6y(t) + 12
l(O)

= _,
r(O) 0
l
x(O) 0, y(O) = I

-~)xcn+(e3'e~~2r) .. (Q) ;;:(~)

l
dt 51 'Ill 41
41. X'(r)=(-9
14. [
(c) = •h - -1' - te
cfio '; 0 - t :S 27T

,~~) = I. y(O) = I

n I 6.6 Pha e Portrait

'· [ Real Di tin t Eigenvalue Repeated Eigenvalue
omple Conjugate Eigenvalue tability

In th1 ·' tton. we con ·1der ·olut1on · of

.r' = ax + hr
{y' =ex + c{r
348 C pt r 6 tern f Difi r ntial Equation
6.6 Pha e Portrait
349

from a m tri point of' i \\ ott that (0. 0) i a olution of th t m of qua-

tion obtain d by nin th nght ·1d of th dtffi renttal quatlon equal to z r . 2. If both eigenvalue are po 1tJve, uppo e that 0 < A2 < A1. Then e>.,r and e>.21 both
beco_me unbounded a~ t incr~ases: If c1 =f. 0, then X(t) become unbounded along
ax by=- 0 the lme through (0, 0) m the direction ofv1. If C1 = 0, then X(t) become unbounded
{ C\' dy = 0 along the line through (0, 0) in the direction given by v2 . In thi ca e, (0, 0) i an
un table improper node.
for II \ Ju 3. If the eigenvalue have oppo ite ign , uppo e that Ai < 0 < A1 and c =f. o. Then
1
X(t) become unbounded along the line through (0, 0) in the direction of v a i~
did in (2). However, if c 1 = 0, then due to the fact that A2 < 0, limr-+ X(;) = o 00
along the line through (0, 0) determined by V2. If the initial point X(O) is not on the
line through (0, 0) determined by v 2 , then the line given by v 1 i an asymptote for
the olution. We ay that (0, 0) i a saddle point in this ca e.

Example 1
fir.;t tn\ ·ti at pr p rti

x' =ax+ b ·
Cla ify the equilibrium point (0, 0) in the sy tern (a) {x:y == x2y and (b) {x'y' =x
= Y_
{ •' =ex+ t{l'.
Solution (a) The coefficient matrix in thi ca e i A=(~ ~). o we identify
O. \\hi h ha · only the n quilibrium p int (0. 0). We h '
u in th 1g m Ju . and ndin igen· th eigenvalue of A by olving / 1 ~A2
~Al =(I - A)(2 - A)= 0. The eigen-

1) gr atly. value A1 = I and A2 = 2 are real and unequal o we cla ify (0, 0) as an un table
improper node. ub titution of A1 =I into (A - Al )v = 0 indicate that v 1 = (~)
i an eigen ector a ociated with Ai = I. irnilarly, we find that v2 = (~) i an
eigenvector corre ponding to Ai = 2. Therefore, a general olution i

lu
otice that both component of the olution move away from zero a t ~ co while
\ = (u ~)
r r I i m Ju ,,1th
I and 2 1
f \\ h re I < I b th approach zero a I ~ -co.
rre Juu n oi There i a relation hip b tween olution of the y tern and the eigenli oe ,
th I:. h n.
line· through the equilibrium point in the direction of the eigenvector . In thi ca e,
'=
th igenline · c rre ponding to v 1 and V2 are the y-axi and the x-axi ,
re pectively.
= ~ e the relation hip between olution and the eigenline , we find trajectorie of
11
'( 1' I ltj.
·t m by writing the y tern a the fir I-order equation

dy - dy1dt - 2y
dx - dx1cit - 7·

parating variabl , integrating, and implifying give u

y = Cx 2 •
 Chapter 6 6.6 Phase Portraits 351
350

To determine the behavior of solution as t ~ 00 , notice that if c 1 * o, then X(t)

become like c 1(:) e becau e }~~ e-
1 1
= 0. In other words, solutions become a ymp-
totic to the eigenline a sociated with the positive eigenvalue y = x a t ~ - oo. In a
imilar manner, we determine the behavior of solutions as t ~ - oo. In this ca e,

olution are dominated by the term c2( _~)e- 1 (if c2 * 0) becau e _!!1E- 1 00
e= o.
1

Therefore, olution approach the eigenline associated with the negative eigenvalue
*
y = -x a t ~ -oo. Also if c 2 = 0 and c 1 0, then the olution approache the
origin along the eigenline y = x as t ~ oo. When we olve
}'
dy dy/dt x
dx dx/dt y'
we obtain x 2 - y 2 = C, which repre ents a family of hyperbolas (for C 0) and *
the line y = ±x (for C = 0). When we ketch the phase portrait in Figure 6.21, we
begin by drawing the eigenline . The line y = x is a ociated with a po itive eigen-
value o we place arrows directed away from the origin on this line. In contra t,

I~
1 2
1= A - I = 0. y = - x corre pond to a negative eigenvalue, o the arrow are directed toward the
origin on thi line. ext, we sketch hyperbolas centered at the origin and assign ori-
I and A2 = - I In th1 a on 1g n,alu entation ba ed on that of the eigenline (a ymptote of the hyperbola ). Ob erve that
I stf) (0. 0) a a add! p t~t · t - that the! all olution approach the eigenJine . They become asymptotic to the eigenline
, .1 = !)and ' 2 = ( - : Figure 6.21
.\" =:: I
Phase portrait of v = x a ociated with A1 = 1 (the po itive eigenvalue) a t ~ oo and become
·a ymptotic to the eigenline y = - x a ociated with A2 = - 1 (the negative eigen-
iated\\ithv 1 and, , r \ = x and y = - .,.re- l-' =:: x value) a t ~ - oo. Thi is a property linked to other saddle points we encounter.

Note: Eigenlines are trajectorie of the y tern becau e each can be obtained by
setting one of the arbitrary con tants c, or c2 in the general olution equal to zero.
Therefore, other trajectorie cannot inter ect the eigenlines because doing so would
contradict the uniquenes of solutions of IVP involving a fir t-order linear homo-
g n ou · system of ODE .

Example 2

la ify the equilibrium point (0, 0) of the system of differential equation

. {x'
and ketch the pha e portrait: (a) ,
= 5x + 3y
y= - 4x - y 3
; (b) ,
= x - 2y
y= 3x- 4y
{x'
;

(c) {:~: : -;;r+-42:'

Solution (a) The eigenvalue are found by olving

- A 3
-4 -3- A
I
= A2 - 2A - 3 = (A - 3)(A + 1) = 0.
352 Ch pt r 6 em of Diff r ntial Equation 6.6 Pha e Portraits
353

B Ju dy dy/dt 3x - 4y
mt. t th t the dx = dx/dt = x - 2y '

and we ob erve that trajectorie ha~e ho~zontal tange~t line , where dyldx = o(when
ut the be ha' ior of luu n · of
3x - 4y = 0). In ot~er wo~d , ~aJe~ton~ ~ross the !me y = 3x/4 horizontally. Thi
~act and the vector m the direct10n field indicate that trajectorie approach the eigen-
lme y = x a t ~ oo and are parallel toy = 3x/2 a t ~ -oo. (Remember that tra-
jectorie cannot c~o ~igenline ,-) We ~I o recall from. Example I that trajectorie
are tangent to the e1genhne a ociated with the m~ller eigenvalue (in ab olute value),
.v.= x, and b.ecome parallel (a t ~ ±oo) to the e1genhne a ociated with the larger
e1gen alue (m ab olutc value), y = 3x/2. We graph the pha e portrait in Figure 6.23.
Figure 6.22 Figure 6.23 Pha · portrait for The line = 3xi4 i da hed. Both eigenline have a ociated with them arrow di-
ample 2, Exarnpl ~. · lullon (b ). rected toward the origin becau e both eigenvalue are negative.
(c) Becau e

-13-,\ -21 = A 2
- 3A + 2 =(A - 2)(A - 1) = 0
1 4-A '

th eigenvalu A1 = 2 and A2 = I are real and unequal. Therefore, (0, O) i an

th JI

o. then improper node. ote that corre ponding eigenvector are v 1 = (-~)and v2 = (-:).
m t
re pe ti ely. The olution become unbounded along the line through (0, O) deter-
lull n~ mined by the e vector , )' = -µ. and y = -x. In thi ca e, the eigenJine are
y = - x 2 and y = - x. We graph the e line in Figure 6.24 and place arrow on
oc. In a th m directed away from the origin due to the po itive eigenvalue . Ba ed on our
arlier finding , trajectorie are tangent toy= -x a t ~ -oo and become parallel
-oo. In thi 3' • Figu
E re 6.24 Pha ·e rtrait for toy - -3x,2 a t ~ 00 . Following a method imilar to that in (b), we ee that tra-
. arnple ~ .. lutton (c) Je t rie cro the line y = - 3x/4 horizontally (thi line i da hed in Figure 6.24).

Th
Repeated Eigenvalues
We re all from our previou experience with repeated eigenvalue of a 2 X 2 y tern
that the eigenvalue can have two linearly independent eigenvector a ociated with it
r nl one (linearly independent) eigenvector a ociated with it. We inve tigate the
I - ha\ 1 r f luti n in the a e of repeated eigenvalue by con idering both of the e
= I , 2) =
1 =-I nd I. If the igenvalue A = A1 = A2 ha ~o corre ponding linearly ind pendent eigen-
ve tor · v 1 and v2 , a general luti n 1

{t) - 1v 1eAt + c2 v 2 e>.t = (c 1v 1 + c2 v 2 )eAt.

If A > O. then , (t) b come unbounded along the line thr ugh (0, 0) determined
b the,. t r c 1v 1 + c 2 v2 , where c 1 and c2 are arbitrary con tant . In thi ca e, w
all th cqu1ltbrium p mt an un table tar node. However, if,\ < O, th n (t) ap-
pr a h s (0, 0) al ng the e line'. and we call (0, 0) a table tar node. ote that
th name "star" \va ·ele ted due to th hape of the ·olution .
354 Chapt r t m o Oiff r ntial Equation 6.6 Pha e Portraits
355

")
only on m.: p nding (lin arly md pend nt) igcm·e t r \'1 · 3
two linearly independent vector uch a v 1 = (~) = (~). we obtain two
and v 2

2[ ' 1' \\ ;z]

1
=(C1 \ 1+C~\\2k
1
c_,,teM linearly independent eigenvector corresponding to A1 = A2 = 2. (Note: The choice
of the e two vectors doe not change the value of the olution, becau e of the form
vb r ( luti n a
- 'I " of the general olution in thi ca e.) Becau e A = 2 > O. we cla ify (0, O) a a de-

generate un table tar node. A general olution i X(t) = c 1( ~) eir + Ci(~) eir =

imc tig t' th b·ha'i r luti n. If A < 0, th 0

(cie
c,e~:). o if we eliminate the parameter, we obtain y = cixlc 1• Therefore, the tra-

=0 nd C_\\ 2) luti n. ap· jectorie ofthi y tern are line pa ing through the origin. In Figure 6.26, we graph
F'
the eigenline (the x- and y-axe ) a well a everal trajectorie . Becau e of the po _
all (0. 0 3 I:19U re 6.26 Pha e portrait for iti e igenvalue, we a ociate with each an arrow directed away from the origin.
n~ thi. !in" Xarnple , olutton (b).

Complex Conjugate Eigenvalues

We ha e een that if the eigenvalue of the y tern of differential equation are ,\ 1 =
Example 3 a+ {3i and A2 = a - {3i with corre ponding eigenvector v 1 = a + bi and vi =
a - bi. then two linearly independent olution of the y tern are
,'=\ \I ,· == 2.\.
u1h num p mt ( • 0) in th ) ·t m : ( ) {) , = _, _ ) : { ·' == -) 1(t) = e" (co
1
{3t a - in {3t b) and Xi(t) = ea1(co {3t b + in {3t a).
general olution i X(t) = c,X,(t) + ciXi(t), o there are con tant Ai. A 2 , Bi. and
Solutio n Th I 0\ lu r fi und hin B2 uch that x and y are given by

I - x(t)) (A ,ear co {3t + A 2 ear in {3t)

= 4 4 = = 0. X(t) = ( y(t) = B,e"1 co {3t + Bieorr
-I - - -, in {31 ·

I. If a = 0, a general olution i
Hn = - In th1 a n
X(t) - x(t)) (A 1 co {3t+Ai in{3t)
10) ( y(t) - B 1 co {31 + B2 in {3t .
= th r i
B th x and 1· are peri die. In fact, if Ai= B, = 0, then
t = (x(t)) = (A 1 CO {3t)
() y(t) Bi in {31 .

In re tangular c rdinate thi olution i

x2 vi
-2 + -'-z-= I
A1 Bi
\\here the graph i · either a cir I or an ellip e centered at (0, 0) depending on the
\aluc f A 1 and B2 . H n e, (0, 0) i cla ified a a cente r. ote that the motion
= = ar und th c1rcl · r ellip ·e · 1 either clo kwi e or counterclockwi e for all 0 _
lull ns.
01
If a O, e"' 1· pre ·ent in the ·olut1on. The e term cau e the ·oiution to piral
n\ ' 1 = ar und th' equtlibrium p int. If a > 0, th olution piral awa from (0, 0), 0 w
I ss1f (0, 0) a· an un table pi ral p int. If a< 0, the olution piral toward
' •' n1 m tr. I (0. 0). o w ·a that (0, 0) 1· a table pira l point.
 Ch pt r 6 t m of Difi r ntial Equation 6.6 Pha e Portrait 357
356

Example 4
Stability
We now under tand the behavior of olution of sy tern of linear equation based on
la i : th quilibrium point (0. 0) in a h of th foll wing t m : (a) { >=
:r:' = - l'
x·; the eigenvalue of the coefficient matrix. In addition, we would like to comment on
the tability of the equilibrium point of the sy tern u ing the same information. Look-
x' =x - :: ing back, we cla ified equilibrium points a addle point , nodes, spiral , or center .
b { >' =x - 3/ In the ca e of addle point , some nodes, and ome piral point in which at least one
eigenvalue i po itive or has a po itive real part, trajectories move away from the equi-
Solution ) Th i_ m Ju ar found by h ing librium point a t ~ oo. (Note: In the ca e of a saddle point, all olution except the
eigenline a ociated with the negative eigenvalue move away from the equilibrium point
-11= >..2
- >..
I = 0. a t ~ oo.) Each of the e clas e of equilibrium points i unstable. Then, when we con-
sider node and piral point in which both eigenvalues are negative or have a nega-
tive real part, olution converge to the equilibrium point as t ~ oo. The e equilibrium
point are a ymptotically table becau e of this convergence. Finally, center are sta-
ble if a olution that tart sufficiently clo e to the equilibrium point remain clo e to
a first- rd r quati the equilibrium point. ote: An equilibrium point that i not table i con idered un-
table. We ummarize our finding in Table 6.1.

TABLE 6.1 Cla sification of Equilibrium Point in Linear System

Eigenvalue Geometry Stability

A., Ai real; A1 > Ai > 0 Improper node Un table

Ai. Ai real ; A1 = Ai> O; I eigenvector Deficient node Un table

Ai. Ai real; A1 = Ai> 0; 2 eigenvector tar node Unstable

Ai. Ai real; Ai < A1 < 0 Improper node A yrnptotically table

Ai. Ai r al ; A1 = Ai< O; I eigenvector Deficient node A yrnptotically table

1- I
-_.I= 2 A1• Ai real; A1 = Ai < O· 2 eigenvectors tar node A yrnptotically table

A., Ai real; Ai< 0 < A1 addle point Un table

A1 a + f3i , Ai - a - f3i, /3 =f:. 0, a >0 piral point Unstable

lull n oi
A1 = a + f3i, Ai= a - f3i, f3 =f:. 0, a < 0 piral point Asymptotically stable

A1 - {31 , Ai - {31, /3 *0 Center table

~ b tt r under tand the meaning of the term un table, a ymptotically stable,

and table. w take an th r look at graph of olution to everal y tern in the ex-
ampl problem . In tead of graphing the e olution in the pha e plane, howe er, we
graph th m in th tx- and f) ·-plane . on ider the y tern in Example 2 that included a

ddl point with g n ral o utton 1. (t ) (-3)

=C t
2
e 3, +Ci ( _ 1) ,
2
e . When we graph

i t) =- c 1e 3' + c2e ' and y (t) = 2 c 1e 3' - 2c2e ' for variou value of c 1 and c 2 in
 o Diff r ntial Equ ti n 6.6 Pha e Portrait 359
358

EXERCISES 6.6

In Exerci e 1 12. cl 1fy the equilibrium point (0, 0) of the In Exercise 17-20, u e the given eigenvalues to (a) develop a
Y tern. corresponding econd-order linear equation; (b) develop a cor-
re ponding system of fir t-order linear equations; (c) cla ify
r'=-x-4\
1. { y 9 - \
• --x 2 {x' = -x -+7y3y
· y' = - 3x
the stability of the equilibrium point (0, 0).

*J
•
{x'
\ '
1
= r - 4y
= 9x - 4y
4 x' = 4x - 2v
.
. { v' = -6x + Y
17. A1 =2,A 2 = -1
18. A1 = -3,A2= -1

r' = -10x - 2\'

. {y' = - 2r - 1Oy 6 {x'
= 6y
· y' = - 3x - 9y
*19. A1 = -3, A2 = -3
20. A1 = 3i, A2 = -3i
* . {x'\' ' == -x
-v
x' = 3x
. {y'= y
21. (Linear onhomogeneous ystems) Consider the
x' = x - I
y tern { , + .
9_ {x' = -9y
1
x' = -
10. { J' ' =-LA-
r +Sy
.... 2y
y =x y
\ = 6. 4y (a) how that (I, -1) is an equilibrium point.
*ll
•
fl'= - x.,..
I
v=- 10.t
y
y 12.
{\·'
v='
=
- 4x - 4v
•
(b) how that with the change of variable u = x - 1
and v = y + 1, we can transform the y tern to
Figure 6.28(b} otice that if the equilibrium point
Figure 6.28(a) l . ( in ar ) t m "ith Zero igenvaJue ) { u' = u
v' = u + v·
ph of' t) ==
.. I
I - 2~ 1• ( ) h " that the eigenvalue of the Y tern i (x 0 , y 0 ), then the change of variable i u =
[ \. - 2\ are A 0 and A2 = -2. x - x 0 and v = y - Yo·)
_\ - 1
\
(c) Cla ify the equilibrium point (1, -1) of the orig-
h " that all p mts on th y-axi are equilibrium inal y tern by cla ifying the equilibrium point
m ·. (0, 0) of the tran formed y tern.
c) lvmg d\• d.t = - 4 1- 2\ - 2, h w that the (d) ketch the pha e portrait of the original y tern
traj t ri -re th lin y = 2r + C, wh re C i by tran lating that of the tran formed y tern.
arbitrar) .
(d h " that a gen ral s lutton of th y tern For each of the following y tern , follow tep imilar to tho e
'(1) - ( c.t2' ~ ,,). in E erci e 21 to locate the equilibrium point of the y tern,
c c.e • cla ify the equilibrium, and ketch the phase portrait.
e) Find hm
f)
I
(t)
the mfi rmati n in ( ) and (e) to ketch the
x' = 2x + y
22. {y' = -y + 6
*2J. {x'y' = x - 2y+
= - 2x y - 6

ph portrait f the
x' = x - 2y - 1
24 {
t ·ketch the phase · y' = Sx - y - 5

. {x' =ax+ by
25. on 1der th y tern,
y =ex
+ dy , where a, b, c, and
14. fx', == - 4:c - J-l'
-.:.l -
d are real con tants. how that the eigenvalue of
thi y tern ar found by olving A2 - (a + d)A +
= -\ (ad - be) = 0. Ifwe let p - a+ d and q =ad - be.
' = -·h how that the eigenvalue are A1.2 = 1 2( p :!: ':i)
. { •= I ...\ - l
where 1 = p2 - 4q. how that each of the following
, =I \ - I' i true of th qu1libnum pomt.
 Ch pt r 6 of Difi r nti I Equali 6.., Nonlinear Sy tem ·
361
360

can quickly ho> that the linear y tern ha a addle point at (0, O). We how everal
trajectorie of thi y tern together with it direction field in Figure 6.32. ext, in Fig-
ure 6.33(a), we graph everal trajectorie of the nonlinear y tern along with it direc-
tion field . We ee that the nonlinear term affect the behavior of the trajectories. How-
ver. the beha ior near (0, 0) i " addle-like" in that olution appear to approach the
origin but ev ntually move away from it. When we zoom in on the origin in Figure
6.33(b), we ee how much it re emble a addle point. otice that the curve that ep-
arate the trajectorie re emble the line y = x and y = -x, the a ymptote of trajecto-
rie in the Im ar y tern, near the origin. The e curve , along with the origin, form the
eparatrix, becau ·e olution within the portion of the eparatrix to the left of the
2 y-axi behave differently than olution in other region of the .xy-plane. In thi ec-
tion. we di u how we cla ify equilibrium point of nonlinear y tern by u ing an
a ociated linear y tern in much the ame way a we analyzed the e two y tern .
hen working with nonlinear y tern , we can often gain a great deal of infor-
mation con erning the y tern by making a linear approximation near each equilibrium
point of the nonlinear y tern and olving the linear y tern. Although the olution to
the linearized ·y tern only approximate the olution to the nonlinear y tern, the gen-
p
ral beha"i r f olution to the nonlinear y tern near each equilibrium point i the
·am a that of the corrc ponding linear y tern in most ca e . The fir t tep toward
Figure 6.31 =p = approximating a nonlinear ·y tern near each equilibrium point i to find the equilib-
--'
dt
= sB1B2 - I 2 rium p int of the sy tern and to linearize the sy tern at each of the e point .
2 d Recall from rnultivariable calculu that if= = F(x, y) i a differentiable function,
·, = k A2. '2 = k 8_. . ,
the tangent plane to the urface given by the graph of= = F(x, y) at the point (x 0 , Yo)
d t nnm the quihbnum oluttl
I.

==- F,(xo. Yo)(x - xo) + F,.(xo, Yo)(y - J'o) + F(xo, Yo).

ear ea h equilibrium point (x0 , Yo) of the nonlinear y tern

onlin r
\'

,-
{,. =
\
2 .\

, =\
{,. =
Figure 6.33 (a) Tra1c tone of Figure 6.33(b) Pha e portrait
n nhnear system with dire tton of nonlinear sy ·tern near the
field . on gm .
 6.7 Nonlinear Sy tern 363
Chap r of Oiff r ntial qu ti n
62

.\' = j(x. •) ® If (x0 , y 0 ) i cla ified a a center in the a ociated linear system, (x0 , Yo) may
be a center, un table piral point, or a ymptotically table piral point in the non-
{y' = ~(x. y)' linear y tern, o we cannot cla sify (xo, y 0 ) in thi situation (see Exerci e 28).
m n be pproximated \\ ith @ If the eigenvalue of J(xo, Yo) are real and equal, then (x 0 , y 0 ) may be a node or
th
a piral point in the nonlinear sy tern. If A1 = A2 < 0, then (x0 , y 0 ) is asymptoti-
J; x . Yo Y - + f{x · Yo)
Yo) cally table. If A1 = A2 > 0, (xo, Yo) i un table.
~,(x . Yo Y - Yo) + R(xo. Yo)
The e finding are wnmarized in Table 6.2.

TABLE 6.2 Cla ification of Equilibrium Point in Nonlinear System

-x y- o) Eigenvalue of J( 01 Yo) Geometry Stability

A1, A2 real; A1 > A2 > 0 Improper node Un table
hi h n ritt n in m tri
A1, A2 real; A1 = A2 > 0 ode or piral point Unstable

l' ·o) A1, A2 real; A2 < A1 < 0 Improper node Asymptotically table
rr p ndin t th non· A1• A2 real; A1 = A2 < 0 ode or piral point A ymptotically table
the I t that "
h:l\, re·
A1• A2 real; A2 < 0 < A1 addle point Un table

1f1 d b) th' A1 = a + f3i, A2 = a - f3i, f3 -:f. 0, a >0 piral point Un table

mt "o 'o) f th

th m tn
A1 = a + f3i, A2 = a - f3i, f3 * 0, a< 0 piral point Aymptotically table

A1 = f3i. A2 = {31,{3 -:t- O enter or piral point Inconclu ive

=
Example 1

x' = 1 - y
Find and cla ·ify th equilibrium point of { ,
y =x 2 -y 2 .

Classification of Equili bri um Points of a Non li near System Solution We begin by finding the equilibrium point of this nonlinear y tern by
\• h mg {, 2 1_- } ~· Be au e y = l from the fir t equation, ub titution into the
u1hbrium int th • t m {;: : nd 1 t . 1 n •
·e nd equati n yield · ' 2 - I - 0. Therefore, x = ± 1, o the two equilibrium point
th m tn are (I. I) and ( J, l). Becau e f(x, y) = I - y and g(x, y) = x 2 - y2,
/;(.\. 1·) = 0. j..(.,, l') = - 1, gJ\'., y) = 2x, and g,(x, y) = -2y o the Jacobian

matn 1s J(.\, l') = (~' -2\.). ext, we cla ify each equilibrium point by finding
th· 1 en\alu :-. f the Ja b1an matrix f ea h linearized y tern.
F r (I. l). we obtain the Jae bian matrix J(l, 1) = (~ =D with eigen-
1 2
\alu •s that satif , _A
2
Al A + 2A + 2 = 0. Hence, A1 = -1 + i and
364 Di f r ntial Equ tion
6.7 Nonlinear Systems
365

mpl x-valu d w1th n gat1Ye real part·

The Jacobian matrix i
tab! p1ral in th a 1at d Im anz d , ·
i an )mpt t1 all table p1ral m th
J(x, y) = (7 - 2x - 2y -2x )
For -1. 1).\\ o tain.Ji - 1, I) =( -~ =~). 1nth1 igem-alu - -y 5 -x - 2y.

luti n f 1-- 2 - 1
- - - ,\
I= ,\2 _,\ - =
0. Thu, A1 = --=:.__2--""'
We clas ify each of the equilibrium points (x0 , y 0 ) of the as ociated linearized sy _
tern u ing the eigenvalue of J(xo, Yo):

= - I - \ -3 < 0. (- I , I
-l 11 > nd 2 = _ -., - 1\h
- 1 a addl p int
J(O, 0) = G ~} At = 7, A2 = 5; (0, 0) i an unstable node.

Figure 6.34 Figure 6.35 J(O, 5) = (=; -~} ~t = -3, A2 = -5; (0, 5) is an a ymptotically stable
improper node.

J(7, 0) = (-~ -~;} ~t = -2, A2 = - 7; (7, 0) is an a ymptotically table

improper node.
In hn r ppro 1m t1on b ut 1, ) 1

J(3, 2) = ( _2
-3 -6)
_
2
; At = I, A2 = -6; (3, 2) is a addle point.
=
In each ca e, the cla ification carrie over to the nonlinear ystem. In Figure 6.35,
v.:e graph everal approximate solution and the direction field to thi nonlinear ys-
tem through the u e of a computer algebra y tern. otice the behavior near each
equilibrium point.

Id ntify the equilibrium point in Figure 6.35.

Example 3

..... Example 2 I nve t1gate the tability of the equilibrium point (0, 0) of the nonlinear sy tern

u1lt num point r{ I=

7 -. - 2v
, =) - - \'
x' = y + 2Cx + Y
x 2 2
)

{ )' 2
y' = - x + 2Cx + y 2)

Solution Fir t, we find the Jacobian matrix,

3 2 J 2
2x +2y I+ xy )
J(.\, y) = I 3 .
( - I +-\}' - x2 + _ 1 ,2
2. 2 -'

Th n. at th quilibrium pomt (0, 0), we have J(O, 0) = (- ~ ~} o the linear

uppr imati n 1.
6 r nti I Equati n
6.7 Nonlinear Sy tern
367

I =y
{
y' = -\ *19. {x' = I - D'
20.
' x
x = y- 2
Group A Group B
y' = v- x 3 [
y' =I -xy x' = y2 + 2xy
24
· {y' = x 2 - 4x - 5
(b) I'
21. (Pop ulation) upp e that we on 1d r the relation-
hip bet\\e n a ho ·t population and a para ite popula-
tion that i modeled by the nonlinear y ·tern
x' = (a 1 - b1x - c1.r)x
[
y' = (-a 2 + c2 x)y ·
\\h re \(I) repre · nt the number in the ho t p pula-
tlon t ltme t. r(t) th number in the parasite popula-
tion at tim t. Gt th gr \\lh rate of the host p pula-
ti n. a 2 th ·tan.ati n rate of the para tte population, *25 {x' = -Sxy -
· y' = 3xy + y
)'3
+ 2x
(c)
nd b th interferen e when the h st p pulallon over-
populare · Th c n ·tant · c 1 and c 2 relate the interac-
tion· bet\\ en th t\v p pulat1 n. leading to de ay m
th h t pulat1on and growth m the parasite popu-
latton. n: ·pe tively. Find and cla ·s1fy the equilibrium
point( ) of the ystc.:m 1f all n tant m the sy ·tern
are po tlt\e
22. ( nomic ) Let l(t} represent the m ome of a com-
pan) nd 1 (t) the.: amount of c nsumer spending. lso
t' = -3y - 3.l)>
up ' that : repr •sent the rate of company e:\pen- 26. { y' = 5y2 - x + 5
Figure 6.36 Dir 'ti n 1 Id f; r d1tur . Th y tern of n nlm ar equations that mod-

t\
i thi 1tuati n i
--
l
l"' = l -( 2 2)
1
=\ - GI'
l' =- I
, = b(.\ - y - :)
. \\here I < u < x . and I s b.

( ) If:: = : 0 i con t.int. find and classify the equ1-

h num point fth ·ysh:m Is con ider the spe-
1 I if b == I.
(b) II th

~
. /

a ·h of th follo\\ in 1 sy tem in
n fi Id in roup 8
Group A Group B

{
X' = I
11. { 1' = - 4 (a)
28. ons1der the nonlinear y tern
1'. { 14 { • :
7 ~' dt =1•+µx(x2+v2)
dt . .
.{
--
=I-
{ { dr
dt
,
= -r + µ,v(.r + v~)
, ·

.~. { .{ (a) hO\\ that thi · ·y ·tern has the equilibrium point
(0. 0) and the lmeariz d ·y ·tern about thi point
68 C pt r 6.8 Numerical Method
369

0
dx
-;r,=
librium pomt. (b) lf 0 < r < I. <T > 0. and b > ;
h v. that th tern 1. )mptou all) t bl 3 ~ Numerical Methods
(0, 0. 0).
{ ~=-
Euler' Method Runge-Kutta Method Computer Algebra Systems
I
•3 t. n ·nmg ) t m t e pl re i the ) t m
= µ.' Becau e it may be difficult or even impo ible to con truct an explicit olution to ome

tl"' ) - x2
v' = µi - l" -yh"
1.:d' lut: ofµ .
y·)
•)
y tern of differential equation , we now turn our attention to ome numerical meth-
d that are u ed to con truct olution to y tern of differential equation .

\\ that the nl. qu1hbrium int of th ,~,.

Euler's Method
(0, 0)
(b) lu o th Ja bian m trt" Eul r' method for approximation, which wa di cu ed for fir t-order equation , can
quih nun1 b xt nd d to include y tern of fir t-order equation . The initial-value problem
- 1
~; = f(t, X, y)

{
r
-=µr

~=-1
(c)

e)
'" n
.
lull n'
-1
f

1
Idy
dt = g(t, X, y)
x(to) = Xo, y(to) =Yo

approx1mat d at ea h tep by the recur ive relation hip ba ed on the Taylor expan-
i n ofx and r up to rder h,

{Jn·~n +I1-)n+hg(tmXmYn)
: -~n + Jif(tm Xm Yn)'

wh re tn = t0 + 11/z, 11 = 0, 1, 2, ....

....... Example 1

ul r' meth d with h = 0.1 and h = 0.05 to approximate the olution to the
m1t1al-valu problem:
dr
-·-=x-r+I

I
dt .
dr
-·-
dt = .r + 3r. +e
x(O) = 0, y(O) = I
mpar the ·e re ult with the e act olution to the y tern of equation .

Solution In th1 · ca ·e, /(.,, y) x - y + I, g(x, y) = x + 3y + e - 1, t0 = O,

\o 0. and y 0 I, \\e u ·e the fomiula
\ 'n I - \n "1"' h(.\n - .l'n + l)
[ l'n I =Yn + h(.\n + 3yn + e - r.)'
\\hl:fC fn = (0.1)11,11 = 0, I,-· ....
 of Di i r ntial Equali n 6.8 Numerical Method
70 371

If 11 =0 th n TABLE 6.4

(approx) (exact)
fx 1 = x0 h x0 - •0 + I) =0 fn Xn Xn Yn (approx) Yn (exact)
b = 'o + h Xo
I Yo l' , ) = IA. 0.0 0.0 0.0 1.0 1.0
I
-
0.05 0.0 -0.00532 1.2 1.21439
prob! m ''hi h can b d t rmin d u ·ing th m th d f
0.10 - 0.01 -0.02270 1.42756 1.46032
•I
0.15 - 0.031 -0.05447 1.6 644 1.74321
3 Ie 21 _ I I rc 21
6
11 tt 21 •
6
0.20
0.25
- 0.06779
- 0. 12023
- 0.10335
-0.17247 - 1.980 4
2.31552
2.06545
2.43552
0.30 0.1920 13 - 0.26543 2.69577 2. 5904
0.35 - 0.2 640 -0.38639
.. 3.12758
-r---
3.3433
0.40 - 0.40710 - 0.54011 3.6 1763 3. 96 2

---.:...:.:...:..:.:.._ _ _ _ _ _ _ _ _ _ _ _~----------
(e'ac tl
___.. 0.45 - 0.55 34 - 0.73203 4.17344 4.52 76
--+-
tn ( \ t) fn (approx) n~ 0.50 0.74493 - 0.96 41 4.80342 5.24975
~~~~~~::._~~~~~~~-=--_:_:_.~~~~-

LO I. 0. - 0.97234 - 1.25639 5.51701

00
1..ic-03: 0.60 1.246 l - l.60412 6.32479
01 0 -o. J.i 1.4
0.65 1.57529 -2.02091 7.23 61
0- -0 I. 1
0.70 l.96609 - 2.51737 .27174 9.2 63
2..: 1.:
0.75 2.4279 -3 .10558 9.43902 10.6645
0 11 ~

- 2.97133 - 3.79926 10.7571 12.23

0 - .60776 - 4.6140 12.2446 14.0071
-1 12 0 90 4.35037 - 5.56767 13 .9222 16.0232
Q- (13·
o ~ 0.95 5.214 - 6.6 027 15. 134
1--·~ ~
1.00 - 6.21 37 - 7.9746 17.944
1 ()23 ;

10 2

Run ge- Kutta Method

, ·ausc w1.: w uld hk to b able to improve the approximation without u ing uch a
small \alu' for h. we ·eek t improve the method. with fir t-order equation , the
ungvKutta meth d can be extended t ·y t m . In thi ' ca e, the recur ive formula at
ca h step 1s
h
I = Xn -r
6
(k1 + 2k2 T- 2k1 I- k4)
h •
1 =Yn + - (1111 + 2111 2 + 21111 + m4 )
 of Oiff r ntial Equati n 6.8 Numerical Method
72 373

h r k, = x0 - Yo+ l =0- 1+ I =0
1= In• X,., ) m1 = t,.. \,., y,.) m, = Xo + 3y0 + e- 10 =0 + 3+ l = 4

2= I,.
h
-:;-. x,.
h
..,
-
I
•,. h:'•) m- = ( rn
"
-. \ ",. -
hk1
.. .)-'n ":i) k2 = ( xo + 2hk 1 ) - (
y 0 + -hm- ) + 1 = - I - -4(0.1)
2
1
2
- + 1 = -0.2

= -h ,. " h
-
2
. }n h:2) m = \!(f,, "..
- • .\~n
hh
--.y,.
.. ~) m2=(xo+ h~')+3(yo+ ";')+e (lo+h2l=3(1+4(~.l))+e -0.05
Jim, . = 4.55123
= 1,. h. h ')' hm 111 = ~(ln Ji. Xn hk . y,.
"
hk ) ( '1111 2) (0.1 )(0.2) I (0.1)(4.55123)
k3 = ( xo + 22 - Yo + -2- + I = 2 - - 2 + 1
Example 2 = -0.23756
luti n t th .. I_, Ju
m1t1a
Run - ·un m th ppr . imat th hk2) + 3(Yo + -hm2)
m3 = ( Xo + 2 - + e- (to+ h 2)
2

= (0. 1~ 0.2) + 3(1 + (0.1)(4~55123)) + e - 005 = 4.62391

k4 = (. 0 + hk3 ) - (y0 + 111113) + l = (0.1)( - 0.23756) - I + (0.1 )(4.62391) + 1

= -0.4 615
lull n t th m4 = (x0 + hk3 ) + 3( Yo + hm3) + e - <io+ h)
= (0.1)(-0.23756) + 3(1 + (0.1)(4.62391)) + e- 01 =5 .26 26.

= -} 1. '. t = 0. \ : : : o. Therefi re,

{: I=
"
" m ) = O + .QJ_[O
6
+ 2( - 0.2) + 2( - 0.23756) + - 0.4 615] = -0.0226 7

and
I = I,. = .. I = '"' "' \n = .. "' ." - t.

~
.i· 1 = .r 0 + .QJ._(111
6 1 + 2m2 + 2m3 + 1114)
hm 1
= It
"
= l ..QJ._(4 + 2(4. 12 ) + 2(4.62391) + 5.26 26] = 1.46031.

- It .. = ."
tht: a t "alu .
·h w the re.-ult · obtained with th1 meth d and compare them to
t1 that the Runge-Kutta mcth d i · much more accurate than
= Euler' mt:th d. In fact, the Rung -Kutta with h 0.1 1 • more a curate than uler'
.. n =
m th d with h 0.0 ( omparc th re ult here to tho e given in Table 6.4.)
 tern o Difi r nti I Equati n 6.8 Numerical Methods 375
3 4 Chap r

tn n (appro ) n (e act) n (appro )

n
(exactl
-
- TABLE 6.6

fn Xn (R-K) Xn (linear) Yn (R-K) Yn (linear)

0.0 1.0 1.0 0.0 0.0 0.0 1.0 1.0
0.0 0.0
1460 1 1.46032 0.1 0.09983 0.09983 0.99500
01 - 0.0-., - 0.02-70 0.99500
"41 06::i: 0.2 0.198669 0.9 013
O~ - 0.10 :2 - .10 5 -· 0.19 67 0.98007
2. 59~ 0.3 0.29553 0.29552 0.95566
0 - 02 4 0.95534
Q6 2
0 - o: - 0. 4011 3. 0.4 0.3 950 0.389418 0.922061 0.92106
,_4956 - .24Q/5 0.5 0.87994
- 0. 27 - 0. 41 0.47966 0.47943 0.87758
0
~ . oo Ot>
- I - 1. 0412 7.00 7 0.6 0.56523 0.56464 0.83002 0.82534
06
1~ i - _.:17. 7 9.2 -9 0.7 0.64544 0.64422 0.77309 0.764 42
- 2

2 - 3.7 926 L .2- 4 12.-: 0. 0.71964 0.71736 0.70999 0.69671

16 . 0-~3
10.0232 0.9 0.7 726 0.7 333 0.641545 0.62161
0 - : : 767
20. 97· _o. q~ 1.0 0. 47 0 0.84147 0.568569 0.54030

Computer Algebra Systems

umerical and graphical olution generated by computer algebra system are u eful
in helping u ob erve and under tand behavior of the olution( ) to a differential equa-
ti n, p ially " hen we do not wi h to utilize numerical method like Euler' method
r the Runge-Kutta method.

Example 3 Example 4

pp ' 1m t th luti n t th • 11 n· Ra) leig h ' equation i the nonlinear equation x" + (~(x') - 1)x' + x = O and
2

m ~·= 0, ) = 0. , . 0 = I. n · ·in th tudy f the motion of a violin tring. We write Rayleigh' equation a
a tern b I tting y - x'. Then,

y' =.\" = -( 1 (x') 2

- I )x' - x= -( ty 2
- 1 )y - x
Ra I igh' · quation i qui a lent to th y tern

We · that th on! quihbrium point of thi y tern i (0, 0). (a) la ify the
qu1h num p int (0, 0). (b) I it p ibl to find Yo *
0 o that the olution to the
initial-\'alu pr blem
 Ch.apt r of Diii nti I Equ ti n 6.8 Numerical Methods 377
3 6

, =y EXERCISES 6.8

{
-
)• = -e-y~ I )y - x
x!Ol = 0. y(O) =Yo
In Exerc1 e 1-6. u Euler' method with h = 0.1 to approxi- 14. x" + 4x' + 4x = 0, x(O) = 4, x'(O) = 0, t = I
lllate th olution of th initial-value problem at the given value *15. x" + 9x = 0, x(O) = 0, x'(O) = 3, t = I
Oft.
tern b ut the p in~ (0. 0) 16. x" + 4x' + l3x = 0, x(O) = 0, x'(O) = 12, t = I
\ = ..!.2 -+ ~; x' = -x + 2r +
/\ I
(0. 0)
I. { 1,, = 2 t _ •
. .1 4
+
• x(O) = I. y(O) = 0, r = 1 17. t 2x" + tx' + l6x = 0, x(l) = 0, x'(I) = 4, t = 2
2
Figure 6.37 Id fthe~)~- 18. t x" + 3tt' + x = 0, x(I) = 0, x'(I) = 2, t = 2
2 {·''=x+y '.x(O}=l •.1·(0)=-1,t=l
. I,=.\ - 1·
d Uf\ . Jn Exerci e 19 24, u e the Runge-Kutta method with h = 0.1
nditiOO· x' = x - 1· to approximate the olution of the initial-value problem in the
• . + 2. x(O) = - 1. 1·(0) = 0. r = 1
_1· =x - 2.I t • earlier exerci e given. Compare the re ult obtained to tho e in
ing initial nditi 0 ·
~
graph f the . Juuo
n ,.• - X .,. -1· +CO I
Exercise 13- 18.
4. ,
f = x- ·
J ~l'
.x(O)=O.r(O)=l,t=l
._ 19. Exerci e 13
.\' =. 2 - l' 20. Exerci e 14
I'
,
=x · . t(O}
,I'
= -1 •.r(O) = 0. t = 1
*21. Exerci e 15
6· { x', = .n • t( 0) = I. .r(O) = I. t = 1
22. Exerci e 16
y =x -y
23. Exerci e 17
~E . 24. Exerci e I
to x._rc1 -12. u th Runge-Kutta method with h = 0. 1
appro imate th olution of th initial-value problem at the
&l\en value at c. Find the exact olution of the following initial-value problem
and then approximate the olution with the Runge-Kutta method
t' =.\ - ) e'
i'=-x 6_1
• \(0) = 0, y(O) = I. t = 1 u ·ing h = 0. 1. ompare the re ult by graphing the two olu-
tions.
x' = 4x - , . • \(0) = -1.y(O) = O. t =1
f'gure 6.38 II · {>' = -\ 5• 6 mt 25. {X:y =2t-y
= y , x(O) = 0, y(O) = I

. { x', = ,. - .1· = 0. r(O) = =1

= '-y e' 2t'
\(0)
·
0, I
*26. {X:y=-y-
= y
4 13x
, x(O) = -1, y(O) = I
1
10. fJ' = y t V t7T. \(0) = o. y(O) = O. t 2
27. {X:y=-y-x
=y , x(O) = 2, y(O) = 0
u'=t--1· 2
1 { ,-
1. , -
= -\)' -I • l(Ol = 0. 1•(0) = I. t = 1 28. (a) Graph the direction field a ociated with the non-
I
linear y tern {X:y == I'- .
mx
for - 7 :s x :s and
mp/ /11111 ph 12. f x' = \lj 1) = I. I I 1) = l.t = 2 y :s 4.
b·=.-y -4 :5

(b) (i) pproximate the olution to the initial-value

problem [ ~~l : -~ in x 1 •

x 1(0) = 0. y 1(0) = I

(1.1') rap
h {x,(t) ti 0 7 d d. 1
l'i(t) or :s t :s an pay the 1

lJ, ..
i..X = 0, 0 = 0, ,'(Ol""' -3. t = 1 graph together with the direction field. Doe
 Chapter 6 Summary 379
3 8 pt r

the Ye t r field are tang nt 10 th1 · Uf\ '? L a 11 (t) at2(r) ··· a1m(t)) General olution
xi(r) + .\ ir) a olull n to th Y1 111 (r) = a2~(t) a 2 ~(t) · · · a 2 ~(r) ' A general olution of X '(t) = A(t)X (t) i X (t) = c 1<1> 1(t) +
{ )'1(t) Y2(t) . . . c2<l>2(t) + ··· + Cn<l>n(t) where {<l>,}7=1 is a et of n linearly
( independent olution vector of the y tern.
l' =)' . '?Explain. an1U) an2U) Gmn(t)
{ y' = - ·m .\
\\h re av (r) i · differentiable for all value of i and j, is Fundamental \latrix
( ) oh the initial-\ Ju pr bl m

/ (:~: =~: ::: !'")

I = V
lution pJf3·
d
dr a, ,(r)
d
dr a!2(r)
d
dt a,"'(t)

l = ·_·in
0) = 0. •(O = .
and graph the

II) fi r 0 s r s 7. I thi. th ~raph of

d
dr
(r) =
d
dt a21(t)
d
dt a:dt)
d
dt a2mU)
<l>n) = .
:
<l>nl
.
:
<l>n2
.2n
:
cl>nn
called a fundamental matrix of the system X' (t) =
d d d (t) X (t) where {<I>,}:' 1 is a et of n linearly independent 0•
t upcrpo 111 n ' lid ti r n n!Jo· dtana(f) jadt) dt amn(t)
ct lution vector of the y tern.
·ar ) t ms'? plain
lh int gr I of (t). wh re a41 (t) 1· integrable for all values
of' andj, i
f a11(t)Jt fau(t)dt fa,.Wt) Section 6.4 J
J, (t)dt = I U2 1:(t)dt f au(t)dt { a2m(t)dt .
Distinct Real Eigemalues
( If i an n X 11 matrix with n di tinct real eigenvalue
JOni (t)dt fadt)dt JUn,.,(t)dt
CHAPTER 6 {Ak}Z " a general olution to ' = AX i the linear combi-
nation of the et of olution {X" X2, ... , X"},
Cone pt Se tion 6.3 X (t) = c,v,eA,r + C2V2eA 2' + ... + cnvneA,.t.
Olut••n\~ctor
omple'\ onjugate Eigenvalues
n 6iJ In
luti n '
int n l / 1
t r of the s)stcm . ' (t)
an n l matn of the ti rm
(t) X(t) + F(t) on If A ha complex conjugate eigenvalues A1 = a+ f3i and
A2 = a - f3i and corre ponding eigenvector v 1 = a + bi
and v 2 = a - bi, two linearly independent olution of

( :~~;~) X' = AX are 1(t) = e 01(a co /31 - b in f3t) and X2(t) =

e"'(a in f3t + b co f3t).
()

\ n(t) Repeated ligen\alue

If the y tern ' = AX ha the repeated eigenvalue ,\ 1 = A2
\ '(r) :::th I ( ) are d1ffi rentiable fun It ns that attsfy with only one corre ponding eigenvector va, two linearly
( ) (t) f (t) n /. independent olutions corresponding to A1 = A2 are
l-'11nd rn
1 = v 1eA,r and X 2 = (v1t + w2)eA,r where w2 ati fie
( - A1I)w2 = v 1•

tn
{..,); , = rr~~1r I,, tio••tl> iodop<0doo1
<II I I
= ( )\.( ) n , n 1ntcn l I is called
Section 6.5
lution nI
\ariation of Param ters
general olution to , ' - X + F(t) i
(11 11

.. , <JI,. ) • d I
11
121
<J>1n)
<l>t" X(t) - <l>(t) + r(t) = <l>{t) f
+ <l>(t) <I> 1(t)F(t) dt,
(
111... <11nn where <l>(t) 1 a fundamental matrix of the y ·tern , • =
 8 pl r Chapter 6 Review Exerci e
381

ection 6.6 j Section 6.8 where

E:ut r' :\Jethod

The initial-value problem
dt
df = f(t, X, y)
I 2 real: A1 = 2> n t ble dv
dt = g(t. x, y)
.A., .A re I: .= 2> ru table
r{to) = xo. y(to) = Vo
A1 • .A2 I: A2 < 1<0 Imp )mptoti II) t bl
~ 3
PProximat d at ea h t p b the recursive relation hip and
Aa. A2 re I, ·= II) tab! d on the Taylor expan ion of x and y up to order h:
Aa. A2 re I .= 2 <0, - lly tab! l",, I = X,, + hj(t,,, x,,, y,,)
{
_l',.+ I = Yn + hg (I,,, X,,, y,,)
I• 2 re I 2<0 _ ( h hk 1 hm 1 )
"'here t = to + nh, n = 0. I, 2.. ... m2 - g t,, + 2• x,, + T• J'n + -2-
A,= fji, =a-fjJ fj . a>O
~n -h.utt \lethod
_ ( h hk2 hm )
A, • fji, i=a-{34 fJ <O mt lly b rn Rung -Kutta m thod for y tern u e the recur 1ve for- 1113 - g f,, + 2• Xn + T• Yn + -2-2
Ula t a h t p
n r

ili t

CHAPTER 6 REVIEW EXERCISES

.. =
I• < < ble

= < ble 1-9. find th ig m Ju ·and c rre ·p ndin eigen- 3

I•

O<
=(-1 (-4
9. =C'00 -2
-3 J)
= • fJ
l.
) 2. \= ~)
-
In Exerci e I0-34, find a general olution to each y tern or
= fJ =(-1
-I -~)
4. \-c 5) olve the initial-valu problem.

I=(-~ -5)6x
~(-I~
-2
~)
0 JO.

--
I 6. = (--
0
0
0 =;) - 2I -4)5 x
+:
1 (
11. • -

0
~) . \ (-~
-3 0 =;J 12. X' -6) x.
=(-~ -7 (0) =(-D
 o Di r ntial Equati n Differential Equation at Work 383
82

*IJ. =
2 0
-1
0) = 3
.~Y~ Differential Equations at Work:
in 2t
A. Modeling a Fox Population in which Rabies Is Present
14 . . , = (=: :).
*29 . . ., = (01 - 01 - in/ . X (O) = (~) nder \'ariou a umption , the nonlinear y tern of differential equation

15. = dX
- = rX- yXN- ~
Pr du ti n) Th 1 ,el o~ dt ~
01
an mod I db; th . ) t m di
. , =( dt = {3XY- (u + b + y )/
-1 dY
*1 = dR
di= cn-b R dt = ul - (a+ f3 + y )Y

d
2 dl
di= 1R - b2L • dt = aX - (b + yN) - aY
1 = -1
dT ha b en u ce fully u ed to model a fox population in which rabies i pre ent. * Here,
0 dt =g L I - ;) - bT
X(t) repre ·ent · the p pulation of foxe u ceptible to rabie at time t, !(t) the popula-
I
ti n that ha contracted the rabie viru but i not yet ill, Y(t) the population that ha
develop d rab1e . and (t) the total population of the foxe . The symbol a, b, r, y, u,
2 = 0) -
a, and f3 represent con tant and are de cribed in the following table.

2
21. = Description Typical Value(s)
= b To. R d Con tant
0 a a repre ·ent the average per capita birth rate of foxe .
-2
b 1 b denote fox life expectancy (without re ource limita- 0.5
-1 t10n ). which 1 typically in the range of 1.5 to 2.7 year .
2 = d , t mI r a b repre ent the intrin ic per capita population 0.5
r

24. = - - ~rowth rate

K = ~ repre ent the fox carrying capacity of the Varie

'Y
defined area. which 1 typically m the range of 0.1 to 4
•2c;. = -2 -1 I• - bl fo. e per km 2 . \i e will compute Kand rand then
appro. 1mate 'Y·
1 u repre ·cnt · the average latent period. Thi 12.1667
r presents the average time (in year ) that a fox can
carrv the rab1 · '1rus but not actually be ill
with rab1e . Typically. l fu i between 2 and 30 day .

Cl: a represent the death rate of foxe with rab1e . l 1a 73

i · th life expectan y (in year ) of a fox with rabie
and 1st. pi ally between 3 and 10 day .

f3 f3 represents a tmn11111s ·ion coefficient. Typ1cally, 0

1 f3 i etwe n 4 and 6 day .

J
 Differential Equation at Work 385
84 C pt r

into con ideration. Thi model might be u ed to model di ease that are epidemic to
I.
a p pulation: tho e di ea e that per ist in a population for hort period of time (le
than one year). uch di ea e typically include influenza, mea le , rubella, and chicken
po .

K. that r r) . a
1-
J. how that if 0 < r, the di ea e die out, while an epidemic results if So > r.
di (AS - y)I P 'Y .
2. hO\ that -d = AS! = -1 + S' where p = A' has solution
n ult d rd n t ma
I+ - p In S = Io + So - p In So.

3. What i the maximum value of I?

When di ea e per i t in a population for long period of time, births and
death mu t be taken into con ideration. If a per on becomes immune to a di ease
after recovering from it and birth and death in the population are taken into ac-
ount, then the p rcentage of per on u ceptible to becoming infected with the
di:ea (t) and the percentage of people in the population infected with the di -
ea e f(t) can b modeled by the y tern
'(t) = -AS!+µ, - µ.S
mp !"I! th'
!
I'(t) =AS! - yl - µ.! .*
S(O) = S0 , 1(0) = Io

Thi . m del i called an IR model with vital dynamic because once a per on
ha had the d1 ea e he become immune to it, and because births and death are
taken mt n ideration. Thi model might be u ed to model diseases that are en-
demic to a p pulation: tho e di ea e that per i t in a population for long period
f ttm (t n r twenty years). mallpox i an example of a di ea e that wa en-
B. C ntrollin the pread of d mic until it \\a eltminated in 1977.
S'(t) = -AS!+µ, - µ.S
h w that the quilibrium point of the y tern { I'(t) =AS!_ yl _ µ,! are
'Y + µ, - µ,[A - (y + µ,)]
I. I = 0 and ~· I - A( y + µ,) ·
e aus (f) + f(t) + R(t) = I, it follow that (t) + J(t) s I.
·e the fa t that (t} t /(t) :S I to determine condition on y, µ,, and A o that the
'' (t) A I + µ, - µ.S ha the equilibrium point S = 'Y + µ,
y tern { J'(f) / -yl - µ.I A '
= µ[A - ( 'Y µ)] . Jn thi ca e, cla ify the equilibrium point.

{ =
1

-
1 A( 'Y µ,)

It R1 n
 hap r o Difi nti I Equati n Diffe rential Equations at Work 387
386

n y. µ.. and ). o that the u(l - R) < I

not hav th qu1librium point (]" - CTR < l

-uR < l - CT

u-1 l
nd typi al nta 1 R > - - = 1--.
(]" (]"

For each of the di ea e Ii ted in the following table, e timate the minimum per-
entage of a population that need to be vaccinated to achieve herd immunity.
l pical contact
numb r
(T Minimum Value of
R to Achieve Herd
0I 4 14,Q 7 Immunity

10. 0.09 2 11.

0.0 2 16 h1cken p .
0.0" 714.. 9 Mump
arlet fever
'i.,
I µ.I 70 y th t µ. = 0.0142 -
t bl . u th f, rmula 17 ~ 9. mg the value obtained in the previou exercise , for each di ea e in the table
graph the direction field and e era! olution (1(1), {t), R(t), and{~~?) u ing both
m d ) . Di cu cenario in which each model i valid and note any ignificant
d1fferen e between the t\vo model .
Io. What are me po ible way that an epidemic can be controlled?

C. FitzHugh-Nagumo Model
ndt:r certain a· umpti n '.the FitzHugh- agumo equation, which ari e in the tudy
f th, tmpul. · m a nerve fiber, can be written a the y tern of ordinary differential
equat1 ns
dV =W
dg
dW = F(V) + R - uW,
d~

dR - !..(bR - V - a)
d~ ll

,,h•r F(I) = V' - 1'. *

turr.i , \f,ithtt11<J11«1/ Bwloi.r..1. pnng.:r-Vcrlag (1990), pp. 161 - 166. Alwyn con. "The elec-
troph) ~ of a n~n fib~r." Rt•1·1eln of \fodi:rn Phnin. Vol. 47, l\o. 2 (Apnl 1975). pp. 4 7- 533 .
1
388

I. raph th lution to th FitzHu_h- agumo quation that at1 fi th initial on·

diti n IO)= I, JJ\0)=0.R(0)- l 1fE=O.O .a=O. ,b=O,andu= I.
2. raph th luti n that ti:fi th initial ond1t1on 1"(0) = 1. W 0) = 0.. R(O)
= 0. - if E = 0.0 . a = 0.. b = 0 .. and u = 0 6.
th m ·imum nd minimum valu . 1f the e. 1 t. of J', H'. and R in

Applications of Systems of
Ordinary Differential Equations

7.1 Mechanical and Electrical Problems with First-Order

Linear Systems
L-R-C Circuit with Loop L-R-C Circuits with One Loop
L-R-C Circuit with Two Loop Spring- Ma System

L-R-C Circuit with Loops

indicated in hapter , an electrical circuit can be modeled with a linear ordinary
differential quati n with con tant coefficient . In thi ection, we illustrate how a cir-
uit mv hing I p can be de cribed a a y tern of linear ordinary differential equa-
ti n · with con ·tant c fficient . Thi deri ation i ba ed on the following principles.

Kirchhoff' Current Law:

~

1 h1: current entering a p int of the circuit equal the current leaving the point.

389
90 hapt r 7 ppli ti n of tern of Ordinal') Oiff r ntial Equation
7.1 Mechanical and Electrical Problems with First-Order linear Systems 391

Kirchhoff' Voltage Law: dQ =I

dt
Th um f th hang in' ltag around ea h loop in tht: ir uit i z ro.
{ di = __I_Q _ RI+ E(t)
dt LC L L

in hapter -. '' u th1: foll '' ing . tandard ·• m I · fi r the with initial conditions Q(O) = Qo and /(0) = Io on charge and current, re pectively. The
method of variation of parameter (for sy tern ) can be used to olve problem of thi
typ .
Jt = urrent \\h l t) = ~; (t). Q t) = harg . R = r . 1. tan = apa 1tan e.

E =' It g . and L = indu tan e. Example 1

rr p ndin~ to th· dr p in \Oita_? Determine the charge and current in the L-R-C circuit with L =I henry, R =
>lated in Table . I . 2 ohm , = 4 '3 farad and E(t) = e 1 if Q(O) = I and /(0) = I.

Solution We begin by modeling the circuit with a y tern of differential equa-

tion . In thi ca e, we have
dQ
-=I
L di dt
dt { di
df = -4Q -
3
2/ +e I
.
R r RI
with initial condition Q(O) = I and /(0) = I. We can write thi nonhomogeneou
y ·tern in matrix form a

-£(/)

L- R- uit ith n oop

Th eigenvalue of the corre p nding homogeneou sy tern are A1 = -112 and
Ai - '2, with corre ponding eigenvector v 1 = (- ~) and v2 = (- ~). re pec-
tively. Thu a fundamental matrix i
- 2e 2e 312 )
®I <I>(/) =( e I
ri
2 -)e 312

and

--e
l t 2)
_ Ie3t2 ·
RI = 2

Then. b , aria ti n of parameter , if we let (t) - ( 9c~;)). we have

 pt r ~ Difi r nti I Equ tion 7 .1 Mechanical and Electrical Problem with Fir t-Order Linear Systems 393
392

In Example I, do the limits lim1--+oo Q(t) = Iim1--+oo I(t) = 0 lzoldfor all choice of the
•. I = <I> I IQ 0 <I> t) J; <1> - 1(11) 11) du
initial condition ?

~i) :)
L-R-C Circuit with Two Loops
= (-;: ' ( 4
- L. - ~ The differential equation that model the circuit become more difficult to derive a the
number of loop in the circuit increa e. For example, con ider the circuit that contain
two I op , a hown in Figure 7.3.
u2

(-2 - - e-l!
_,, 2

- L f -41.
0
4
I 3u
0 dll
u

=
- ~)
( --e -L
e-1.
2 -_',; ir.(-~~ -:}·
(b)
-. (a)

=
) (-
4
-r
'- - 2 - ,,_
2 - •)
Figure 7 .3 (a) (b) two-loop circuit.

In thi a e, the current through the capacitor i equivalent to 11 - fi. umming

= the voltage drop around each loop, we obtain the y tern of equation
4
"} thll
R1f1 + ~Q- E(t) = 0
pl th lutt m tn lly in dl2 1 .
{
\\
ldt + Rifi - CQ =0
lving the fir t quation for 11 yield
I I
11 = J?i E(t) - R,CQ.

sing the relati n hip dQ ·dt = I = 11 - 12 give u the y tern

'
dQ _ __I_Q _Ii+ E(t)
dt R 1C R1
{ d/ 2 _ _ l_ Q _ Ri I
2
dt LC l

Example 2

Hnd /), /(/), / 1(1), and I (I) in the l-R- circuit with n.vo loop given that R 1 =
F r 7.2
R2 =I hm, I farad l I henry, and E(t) = e ' if Q(O) = l and / 2 (0) = 3.
pt r 7 iff r nti I Equati n 7.1 Mechanical and Electrical Problem with Fir I-Order Linear Systems 395

Solution Th n nh tern that rn d 1 thi ir Ult I.

= (e-' co
3e ' co
t - 3e '
I +e
~n t) + (-e -1
mt e
1

co
int e : c? ')(co _t -
e mt mt
1)
_,
dQ = - Q- f,
= (e ' co t - 3e ~n t) + ( _ e ' sin t )
1
dt •
3e co t + e
1 1 1
' mt e - e co t
{ dfi = Q _ I
dt •
e ' co t - 2e ' in t )
th m tho<l = ( 2e 1
co t + e ' + e ' sin t ·
) t rn I
Be au e dQ dt = I and Q(t) = e ' co t - 2e ' in t, differentiation yield
1 I •
/(t) --e 'co 1-e' int+2e int-2e 'co t=-3e 'cost+e Sm t.
Is , becau ·e / 1(t) = l(t) + Ii(t),
1 1
/
1
(t) - l(t)+l2 (t) =- 3e 'co t+e int+e int+2e 'co t+e - 1
= -e 'co t + 2e 1
sin t + e-'.
We graph Q(t), 11(1), fi(t), and /(I) together in Figure 7.4(a). In Figure 7.4(b), we
graph {Q(t) parametrically to how the pha e plane for the y tern of non-
l2(t)
hom gene u · equation u ing everal different initial condition . otice that ome
I 1) = I
t)t = 6 I of the solutions overlap, which doe not occur if a y tern i homogeneou .

Find the limit of Q(t), 11(1), fi(t), and I(t) as t ~ 00 • Does a change in initial condi-
tions c~ffi.•ct these limits?

I rn tn 1 pring-Ma Sy terns
The displa ment of a ma · attached to the end of a pring wa modeled with a econd-
<I) I = ord 'r linear differential equation with con tant coefficients in Chapter 5. Thi ituation
an be e. pre" cd a a s ·tern of fir t-order ordinary differential equation a well. Re-
ali that if there 1s no external forcmg function, the econd-order differential equation
<f) I 1) mt that m dcls the situation 1
2
d x dr
,,,- , + c- + kr = 0,
dr dt
"her. 111is the mass of the object attached to the end of the pring, c i the damping
t fli ·ient, and kts the spring con tant found with Hooke' la\. Thi equation i tran _
form d intt a s stem of equations with the ·ub titution d.rdt = y. Then, olving the
-
litl"n:nti,11 equation ' /dt ' , we have cI r' It c/' \ dt 2 = - kf
for d ".\ · m x - c 1m d rIdt, which
·
) 1 •Ids th1.: .) stem

'"
- = 1•
dr ·
{= t~I'
dt
_!_x - .::_ r.
Ill ,,, .
 o Ordin Difi ntial Equ ti n 7.1 Mechanical and Electrical Problems with First-Order Linear Systems 39 7
396

EXERCISES 7. 1

olve ea h of th following y tern for charge and current us-

tng th proc dur d1 ·cus d m the example problem .
*l. olv th one-loop l-R-C circuit with L = 3 henry •
Example 3 R = 10 ohm . C = 0.1 farad and (a) E(t) = 0;
ment f th m -· tf
(b) £(1) = e . (Q 0) - 0 coulomb . 1(0) = I amp.)
2. Ive the one-I p l-R-C 1r uit with L = I henry,
R - 20 ohm·. C = 0 01 farad and (a) £(!) = 0;
(b) £(1) - 1200. (Q(O) = 0 coulomb • 1(0) = I amp.)
. th item (a) (b)
olution 1
· Fmd Q 1). /(1). / 1(1). and /2(1) in the two-loop l-R-C
1rcu1t with l I. R1 = 2, R2 = I, = I '2, and Figure 7.6 (a)-(b) A three-loop circuit.
(a) £(1) = 0; (b) E(t) - 2e 12 . (Q(O) - I 0 6 cou-
lomb. / 2 (0) 0 amp .) In Exerci e 7-11, olve the three-loop circuit u ing the given
4. Find Q(t). /(1). / 1(1). and 12(1) in th two-loop L-R-C value and initial condition .
=
ir uu. with L I. R1 = 2. R2 - I, C = l 2, and 7. L2 = L3 = l henry, R1 = I ohm, R2 = I ohm, C =
=
(a) £(1) = 0. (b) £(1) 90 in 1 (Q(O) = 0 coulomb, l farad, and (a) E(t) = 0 volts; (b) E(t) = e- 1 volt .
luti n o I= 1 ~ I
= '
2
I = O. 1.2
•
= - '·
\11 12(0) = 0 amp )
* · Find Q(1), /(I), / ,(1). and / 2(1) in the two-loop L-R-C
(Q(O) = 10 6 coulomb, fz(O) = h(O) = 0 amp .)
8. L2 = L3 = I henry, R 1 = R2 = l ohm, C = I farad,
=
= (!) = (~) ;(~). I~ ind'·
lin 1rcuit. ''ith L = l. R1 I, R2 - 3. C = l, and and (a) £(1) = 90 volt ; (b) E(t) = 90 int volts.
' 1 I (a) E(t) = 0. Q(O) = 10- 6 • and 12(0) = 0; (b) £(1) = (Q(O) = 0 coulomb, li(O) = h(O) = 0 amp .)
. Q(Ol = 0. /JO) = 0.
n nt I I ...
1
) 0 I - (~) in I= ( - in',) nd 6. n id r th cir uit mad up of thre loop ' illu trated
*9. Li= I henry, L3 = l henry, R 1 = Ri = l ohm, C =
I farad, and (a) E(t) = 90 volts; (b) E(t) = 90 int
m Ft ure 7.6. In thi ircuu. the urrent through the volt . (Q(O) = 0 coulomb , Ii(O) = l amp, h(O) =
t = (~) in t (~) t = in :}
t t r R2 1 /. - /,, nd th urrent through the ca-
p tt r i / 1 - f. . sing the e quant1t1e ~n 1:11e
0 amp.)
10. Li = 3 henry • L3 = I henry, R 1 = Ri = l ohm, C =
olta' -dr p um cquaii ns. rn del th1 · circuit with
lu 1 n 1 l farad, and (a) E(t) = 0 volt ; (b) E(t) = 90 int
th th -dam n 1
volt . (Q(O) = 0 coulomb , fi(O) = I amp, IJ(O) = 0
amp.)
11. Li= 4 henry , L3 = I henry, R 1 = R2 = I ohm, C =
l farad, and (a) E(t) = 90 volt ; (b) E(t) = 90 in 1
I
-- Q
d/,
l • -di· R2(1. - Id =0 volt . (Q(O) - 0 coulomb , fz(O) = l amp, h(O) =
0 amp .)
12. how that the y tern of differential equation that
model the four-loop circuit hown in Figure 7.7 1
m th rel ll n hip dQ dt =
I, - 12 and . h ing th di,
tr qu ll n fi r 11. h \\ th t '' btam · th ··tcm L1 dt = - (R1 + R2)I, + Ril2 + R1/ 4 + E(1)
df,
L2 d; = Rili - (R2 -t- RJV2 + R313
Figur 7.5
di,
L3dt R,!2 - (R, + R4)/3 + RJ4
d/4
di l4dt - R111 + R413 - (R, + R4 )/4
-;;--
98 pt r 7 ppli tion of m of Ordin r. Differ ntial Equation 7.2 Diffusion and Population Problem with First-Order Linear Systems
399

dt
-=v
dt .
7.2 Diffusion and Population Problems with First-Order
Linear Systems
{ !!:__ = -~x - ~l.'
dt m m· Diffu ion Through a Membrane C" Mixture Problems
Population Problem
n m, c. and k to la· ify thi>
t bk nod or t bl piral.
Diffu ion Through a Membrane
(c)
olving problem to determine the diffu ion of a sub tance ( uch as glucose or salt) in
Figure 7.7 a medium ( uch a a blood cell) also leads to fir t-order systems of linear ordinary dif-
ferential equation . For example, consider the ituation hown in Figure 7.8 in which
two olution of a ub tance are eparated by a membrane. The amount of substance
luti n to erc 1' ' that pa e through the membrane at any particular time i proportional to the differ-
d tennine th
en e in the concentration of the two olution . The con tant of proportionality, P, i
ao.
called the permeability of the membrane and describes the ability of the ubstance to
.. s. Con en1ration ..tl!)
permeate the membrane (where P > 0). If we let x(t) and y(t) repre ent the amount
• = ----- . Vi of ub lance at time t on each ide of the membrane, and V1 and V2 represent the
•tJ.
(constant) volume of each olution, re pectively, then the sy tern of differential equa-
Figure 7.8
14. x· = t1 n i gi en by
2 . \ th ir uit " th l = 4. R "" O.
6 u·
15. x" =O ( 0.0 ' int Q(O) = 10
I mb /(0
I =O
2 .
17. =
0
=O wher the initial amount of x and y are given with the initial condition x(O) = x0 and
= 1·(0} = l'o· ( otice that the amount of the ub tance divided by the volume is the con-
0ce11tration of the olution.)
=O
fn t/11 y ·tem, if y(t) 'V2 > x(t) Vi. is dx/dt > 0 or i dxldt < O? Al o, is dy1dt > O or
21. 1 dr,dt < O? U. ing the e re ult , does the ub tance move from the side with a
=O /ow •r co11ce11tratio11 to that with a higher concentration, or is the opposite true?
12.

Example 1

upp · that two alt concentration of equal volume V are eparated by a mem-
bran f permeability P. Gi en that P = V, determine the amount of alt in each
c nc 'ntrati n at time t if x(O) = 2 and y(O) = I 0.

Solution In th1 ca e, th m1tial-value problem that model the situation i

'I. d\
dt = y-x.
x(O) = 2, y(O) = I 0.
d1•
{ -·-=x-v
dt .
4 pt r 7 t m of Ordin I) Diff r ntial Equ ti n 7.2 Diffu ion and Population Problems with First-Order Linear Systems
401

Th i~ m Ju of\=(-: _:) ar A1 =0 andA2=--. rr p ndin~ 1gen- dx

dt =RC-v;.
Rx

ar found t \ 1= c) and \ 2 = (- : ). g neral oluti n 1 irnilarly, we find dYfdl to be

• t = c
~)) = C1G)
dy
dt = v;-
= Xo
Rx Ry
V.
2

c: - ~;) = ( 1~ . ,, ha' th t c=
1 and = 4. th ~ tu· We u e the initial condition x(O)
y tern
and y(O) =Yo to solve the nonhomogeneou

U DI dx Rx
-=RC--
dt v,
{ dy - Rx - Ry
dt - V1 V2

for \(t) and y(t).

(a}
Example 2
J, 1 = and) 0 =) d t lim . ' I) = lirn ) (/) =
I
10 Determine the amount of alt in each tank in Figure 7.10 if V1 = V2 = 500 gal,
R 5 gal min, = 3 lb/gal, xo = 50 lb, and y 0 = 100 lb.
Pro I m
Solution In thi ca e, the initial-value problem i

~; = (5)(3) - ~ = 15 -
5 l~O
dy 5x Sy _ x y , x(O) = 50, y(O) = 100,
{
dt = 500 - 500 - I 00 - 100

F·gur 7.9
wh1 h in rnatri form i '= (-:t -,~) + ( 1 ~) = AX + F(t), X(O) = ( 1 ~~}
The matrix ha the repeated eigenvalue A, = A2 = -11100, for which we can
mm
I= R. find ne (lmearl independent) eigenvector v, = e} Therefore, one olution to the

rre p ndmg h rn g n ou y tern X' = AX i X,(t) = (~)e ' 100

, and a econd

.
lull n 1• X (t) - [(O)1 t + (JOO)]
0
e - r 100 , o

'h(f)=ci(ne tl00+ci[(~)t+(1°~)]e rlOO=(c,e ~?~C~::::rlOO).

ot1c that F(t) = (1 0) 1 n t contained in h(t), o with the method of undeter-

mined dfic1cnts wt: a .-ume a particular olution ha the form p(t) = 8 = (:~)
 0 of rdin Diif r nti I Equati n i.2 Diffu ion and Population Problems with First-Order linear Systems
4 2 403

(t}. Thi ;i Id dx
dt = a,x - a2x + b2y = (a 1 - a2)x + b2y,
0 = (-1 100 0
and the rate at which population y change i
(0 I 100 - I 10
dy
dt = b,y - b2y + G2X = (b1 - b2)Y + G2X.
th luti n a 1 = 1-oo n and
Therefore, the y tern of equation that mu t be olved i

t) = . la t ). ~ = (a 1 - a 2 )x + b2 y
:o dy '
= (1 Ct
::?
l 0
+ 1-0 )
100
{ dt = G2X + (b1 - b2)Y

luti n to th initi I-' lu • wh re the initial population of the two territorie x(O) = x0 and y(O) = y 0 are given .

Example 3
. , =(· :J=(-14 Determine the population x(t) and y(t) in each territory if a 1 = 5, a 2 = 4, b1 = 5,
and b2 = 3, given that x(O) = 14 and y(O) = 7.

Solution In thi ca e, the initial-value problem that model the ituation i

Figure 7.11 1(1)
dx
- = x + 3y
dt
wh I i: thi l {II< dv , x(O) = 14 and y(O) = 7.
{ -·- = 4x + 2v
dt -

(~
p
Th eig nvalue of = ;) are A, = - 2 and A2 = 5. Corre ponding eigen-
0.1 0_ 0. ~ 0..l 0 I
ve t r · ar fi und to be v 1 - (-!)and v2 = (!). o a general olution i

c~~D = c,( _;)e-21 + c2(!)e 51 = (~~~e ~1+}~;:;~,).

2

X(f)

14
pph. at1· n of the m1tial
. . . con d'.
1t1on X(O) -- (x(O))
y(O) = ( 7) y1e. Id the y tern
p
-= 1 c2 = 14 , o c 1 - and c2 = 3. Therefore, the olution i X(t) = (x(t)) =
{ 4c2 = 7 y(t)
-e 21 + 9e ~1 ) I . ti . . F.
Si• 21 1~e · 1
~ • Wi graph the ·e two popu at1on unction m 1gure 7.12(a). In
(
ri~ure 7. L(b), we graph everal · lution to the y tern of differential quation for
, ari u m1t1al cond1t1on m the pha plane. A we can ee, all 'olution move away
fr 111 th ngm m the dire t1on of the eigenvector V2 =(!).which corre pond to
the.: p . ttl\'' 1gc.:nv Jue A1 5.
404 pt r 7 m of Ordina Diff r ntial Equation
7.2 Diffu ion and Population Problem with Fir t-Order Linear System
405

Example 4

De~rmine ~e pop~ation ~the three territ?rie if a 1 = 3, 02 = o, 03 = 2, bi = ,

4
b2 - 2, b3 - 1, c, - 5, c2 - 3, and C3 = 0 1f x(O) = 50, y(O) = 60, and z(O) = .
25
Solution In thi ca e, the y tern of differential equation
dx
di= x + 2y + 3z
dy
di=y
BLE 7.-
dz
Birth Rat
di = 2x + y + 2z.
z Becau e the characteri tic polynomial i

a2 a1 1 - ,.\ 2 3
0 1-,.\ 0 =(l-,.\) 2 (2-,.\)+3(-2)(1-,.\)=
l b2 b b1 1 2
I J 2-,.\
= c. c Ci (I - ,.\)(,.\ + 1)(,.\ - 4) = 0,
the eigenvalue are ,.\ 1 = 4, A2 = 1, and ,.\3 = - J, with corre ponding eigenvectors

m th p
that d O'
W· '~ (-!J ~ (-~J and v, re pectively. A general solution is

: = (a 1 - a. - a l ·
X(I) cm~ c{D·" c,(-D·' +cfD· '~+
41 1
C1e + c2e - 3c3e-')
-6c e'
- = •' - b c- = b1 - b - b )\ ( c,e4' + 4c2) + 2c3e ' .
I

C1 + C2 - 3c3 = 50
mg th initial condition , we find that -6c2 = 60, 0 c1 = 63,
z [
c, + 4c2 + 2c3 = 25
-= b .
c2 = - l 0, and c3 = 1. Th refore, the olution i
mu th
x(t))
, (I) = y(t) -
(63e
4
1Oe' - 3e ')
' -
60e' .
(;;(t) 63e 41 - 40e' + 2e 1
W ~raph th ·e.three p pulation function. in Figure 7.13. otice that although pop-
ulat1 n \' 1 m1tially greater than p pulat1on x and ::, the e population increa e at
a much higher rate than d e v.

- = =
/11 Example 4. doe1· populat1011 y approach a limit or do all three population in-
rea.1· ' £'\ponentw/(1•?
 pl r - of of Ordina Difi r nli I Equation
7.2 Diffu io n a nd Population Problems with Fir t-Order Linear System
407

EXER C I f 7.2 1 . olve th problem de cribed in Exerci e 17 u ing the

30. In Exerci e 27, what i the half-life of ub tance X?
unequal volume V1 = 100, V2 = 50, and V3 = 25.
How do the limiting value of x(t), y(t), and ::(t) 31. In the reaction de cribed in Exerci e 27, how that if
differ !Tom tho e in Exerci e 17? k unit of X are added per year and h unit of are z
removed, then the ituation is de cribed with the
I)
olwne I:
~ Exerc1 e · 19- 22, olve the initial-value problem u ing the y tern
T ~l\en param ters to find the population in two neighboring ter- d.x
ntorie . Do eith r of th population approach a finite limit? If df =-ax+ k
o, What i the limit?
1. p... - JI = I_ = I. dy =ax - bu
2. P= =I, Figure 7.14 = 10.o = 9,b = 2,b = l;x(O) = 10,y(O) = 20
19. o 1 2 1 2
dt J•

-2 20. o = 4. o2 = 4. b 1 = 1, b2 = 1; x(O) = 4, y(O) = 4

1 d-
~ = bv-h
dt .
14. *21. = -· o = 0. b 1 = 2. b = 3; .r(O) = 5, y(O) = 10
01 2 2

22. o 1 = 1. o2 = I, b 1 = I. b2 = l; l(O) = 5, y(O) = JO where o, b. k, and h are po itive con tant .

) =I
1
~E
32. olve the y tern de cribed in Exerci e 31 if o -¢ b,
rc1 · · 2 26. ·oive the m1ttal-valu problem u ing the x(O) = Xo, y(O) =Yo. and .:(0) = =o· Find lim,_" x(t)
15. &t\ .n Paramet · to find the population m three neighboring and lim,_ y(t). How do the e limits differ !Tom
1
l'l'Jtorie . \\'hi h population 1 · large t at t = I? tho e in Exerci e 27? If k = h, then find lim,_~ .:(/).
If k > h, then find lim,_ .:(t). De cribe the corre-
2 · o 10. o 2 = 6, o 3 =- 7. b 1 = 6. b2 = 3, b3 = 3,
ponding phy ical ituation.
ca= .c2 = .c3 = l:x(O) = 17,y(O) = 0,::(0) = 34
24. 01 -· o 2 = I, o 3 = 4, h 1 = 6. b2 = 4, b3 = 5,
In Exerci e 33-36, olve the radioactive decay model in Ex-
.~
= -· c2=. = c3 4: r(O) = 0, y(O) = 4, ::(0) = 2 erci e 27 with the given parameter value and initial condition .
'· 2 · o = 7. o2 = 2. o 3 - 4, b 1 = 7, b2 = 5. b3 = ' If ::(t) repre ent the amount (gram ) of ub tance Z after t hours,
<- = . . = 1. c 2. \(0) = . y(O) = 2, ::(0) = 0 how many gram of Z are eventually produced?
26. 01 = , 02 = 2. U3 = 4. b1 = 7. b2 = 5, b3 = • 33. o = 6, b = l, xo = 7, Yo = 1, =o =
c . c. = I. C3 = -: \(0) - 0. 1•(0) - o. ::(0) = 16
R 2 34. o = 4, b = 2, x0 = l 0, Yo = 2, =o = 4
35. o = 4, b = 2, x 0 = l, Yo = I, =o = 1
Figure 7.15
36. o = I, b = 4, x 0 = 2, Yo= 2, =o = 2

In Exerci e 37- 40, olve the radioactive decay model in Ex-

d\"
di= -a\ erci e 3 J with o = 1, b = 1, and the given parameter value and
initial condition . De cribe what eventually happen to the
d amount of each ubstance.
-dt =a.\ - b •. \1h r a and h r· p ·111ve con ·rant'.
37. k = 2. h = I, x 0 = 2, Yo = I, .:0 = 2
d: b
J; == J 38. k = 0, h = I 0. xo = 4, Yo = 2, .:0 = I
*39. k = I 0. h = 0, 'o = • Yo = 2, =o = 2
· s into on unit
40. k=0,'1=5,xo= 1,yo= 10,.:o=5
· into n unit of
*41. olve the m1ttal-value problem to find the concentra-
tion of a ub tance on each ide of a permeable mem-
brane modeled by the y ·tern

2 dr
-=P~-- (l' x)
.\(0) =Xo. dt V2 V1
, x(O) = o, y(O) = b.
F u 7.16 \(f). { dv
~=P--~
.\
( V1
I'
dt V2 )
 ha 0 Ordi Oiff r nti I Equati n 7. onlinear Systems of Equation
4 409

' lue of Ph~

population indicate that a predator overtake a member of the prey population. To in-
clude the e interaction in the model, we as ume that the number of interaction i di-
*4 . rectly pr portional to the product of x(t) and y(t). Therefore, the rate at which x(t)
t-· change " ith re pe t to time i
dx
- =ax- bxy
dt '

where b > 0. imilarly, the rate at which y(t) change with re pect to time i
dy
-dt = -cy + dn1
-J•

where d > 0. The e equation and initial condition form the Lotka-Volterra prob-
lem
d¥:
- =ax - bxy
dt
dy , x(O) = x 0 , y(O) = y 0 .
{ - = -cy + dxy
dt
i.3 nlin r of Equ tion

Example 1

Find and cla ify the equilibrium point of the Lotka-Volterra y tern.

ax - bxy = x(a - by) = 0

Solution olvmg { -cy + d l)' -_ y ( -c + dx) = , we have x = 0 or ·1· = a lb and
0
y O r r = c1d. The equilibrium point are (0, 0) and (c1d, ab). The Jacobian

matnx
.
f the non Imear . i(
y tern 1 J 1X, y
)
= (a -dybv· -c- +bxdx ) . ear (0, 0), we

have J(O, 0) ( ~ ~c) with eigenvalue A1 = -c and A2 = a. Becau e the e eig n-

\alue arc real with oppo ite ign . we cla sify (0, 0) a a addle. imilarly, near

n1.:ar (c d, ab), we ha e J(c•d, ab) = (a~ b -~c'd). with eigemalue A1.2 =

i ~. : the p int ( ·d, ab) i cla ified a a center.
Jn 1gure 7.17, we how everal olution (which were found u ing different
di- initial p pulation ) parametrically in the pha e plane of thi y tern with a = 2,
> b I. c , and d I. otic that all of the olution o ciliate about the center.

-- -
I \
Th' ·e ' lut1 n · r veal the relation hip between th two population : prey, x(t), and
predat r, r(t). · we fi II " on ycle counterclocb i e beginning, for example,
n1.:ar th p mt ( 2, I) ( e Figure 7. I ), we notice that a the prey population, x(t),
m rcas . , the predat r p pulati n, y(t), fir t lightly decrea e · (i that really po i-
bl '>), and then m rt'a · until the predator b ome overpopulated. Then, b cau e
th' pr1.: p pul 11 n i · too mall t upply the predator p pulation, the predator pop-
ulati n de rca e , wh1 h lead t an increa e in the population of the prey. At thi
410 pl r 7 pp i t m of Ordina Diff r ntial Equ lion
7.3 Nonlinear Sy tern of Equations
411

mall to ntrol th pr ) pop-

\ erp pulated and th y I re-

6 6

0
.\
4 4 x
2 ::?.

2 10 L I .t

b
fa)
(b) (c)
f"gure 7.18

th p riod o a olimon with an initial point 11t or th equilibrwm point Solution We find the equilibriwn point by olving
~ comp re to th t o a ol11tion ldth an initial p illl that i not lo alt i n ' )' = 0
th1 pomt' {-x - µ.(x 2 - l)~v = o·
4 \ Fr m the fir t equation, we ee that y = 0. Sub titution of y = O into the econd
m: mp in
ilia- equation yield x = 0 a well. Therefore, the equilibrium point i (0, O).
The Jacobian matrix for thi y tern i
nd ..p<1'·
tU til 11 J(x, y) - (
-
I 02
- µxy -µ.(x
~- )
I) ·

Figur 7 At (0. 0). we have the matrix

(b) e .19 ( lµ =
= 0.
- I ,.•
nd- rd r diff·rcnti I qu :
(d I"
) l.l == 3.
() µ= J(O, 0) ( 0
- I
I)
µ. .
n , ;:::: .
We find the eigenvalue · of J(O. 0) by olving

I=~ µ.~,\/ - ,\ 2 -µ.A+l=O.

J.-' - \\ h1ch has root · ,\ 12 (µ. ± ~) '2. otice that ifµ.> 2, then both eigen-
lJ'=- -µ - I;'
\alu ·:are po ·iti\·e and real. owe clas ify (0, 0) a an un table node. On the other
hand if O < µ. < 2. the eigenvalue are a complex conjugate pair with a po itive
real part. Hence (0. 0) i · an un table piral point. (We omit the ca e when µ. = 2
because the e1gemalucs are repeated.)
In Figure 7.19. we shO\ ·everal curve in the pha e plane that begin at dif-
f!·rent p rnts for various \alue · ofµ.. In each figure. we el! that all of the curve
appr ach a curve called a limit cycle. Phy ·ically, the fact that the y tern ha a limit
cycle ind1 ates that for all o ·ctllations the motion eventually become periodic, which
Example 2 i n:pre ·ntt:d b a closed curve m the phase plane.
n the other hand 111 figure 7.20 we graph the lution that at1sfie the ini-
th tial c ndit1 ns \(0) 1 and 1(0) 0 parametrically and indindually for variou
\alucs f µ. 011 e that for small value ofµ. the sy tern more clo.-ely approximat
 C pt r ~ ppli ati n o Diff r ntial Equation 7.3 Nonlinear Sy terns of Equations 413
412

that o th h rm tor au th damping ffi nt i mall. The Uf\ •

m for I rgcr ' Ju f µ..

-4 4 x

-2 -2

--4 -4

(JI (k) (I)

Figure 7.20 continued (j) µ. =2 (k)-(1) µ. =3

Graph several olution curve in the pha e plane for the Van-der-Pol equation if
µ. = 0.1 andµ, = 0.00 I. Compare these graph to the corresponding solution curves
for the equation x" + x = 0. Are they imilar? Why?

EXERCISES 7.3

1. Th pha path of th otka Volterra m del b 1 = c 1 = c2 = I, locate and clas ify the three equi-
librium point . (b) If a 2 = 2, a 1 = b 1 = c 1 = c2 = I,
dr cla ify the t\vo equilibrium point .
- = a.\ - b.rr
cit *3. The national economy can be modeled with a nonlin-
tfr ear y tern of differential equations. If I repre ents the
{ -'- = - n. · + dw
di national income, C the rate of consumer pending, and
d
G the rate of government pending, a simple model of
cl1· cl1· tit - er+ dw .
I\en bv -
· d\
=-·-
d\ dt
= ·
m - b.n
. olve th1 the economy i

parable equati n t find ,m imp Ii 11 equallon of the di

-=I-aC
Ph path dt
prcd t r prey model dC
{ dt = b(I - C - G),

-d\cit = (a1 - b1 \ - C1Yh

• where a and b are con tant . (a) uppo e that a =
b = 2 and G = k (k = con tant). Find and clas ify the
{ -d = ( - a C \°)I '
dt • - . equilibrium point. (b) If a= 2, b = 1, and G = k, find
and cla 1fy the equilibnum point.
n. y(t) the
=
4. If a b 2 and G = k1 + k21 (k2 > 0), how that
1
there 1 no equilibrium point if k2 ~ for the national
economy mod I in Exerci e 3. D cribe the economy
und r the e condition .
F 7.20
414 pt r 7 0 Diff r nti I Equ tion 7.3 Nonlinear Sy tems of Equation
415

di: 17. In a mechanical sy tern, suppo e that x(t) repre ent

(c) dt = xy2 po ition at time t, K kinetic energy, and V potential
energy, where K = 1/2 m(x) (dxldt) 2 (m is a positive
{ dv
dt = x2+ Y function) and V = V(x). If the y tern is conservative
then the total energy E of the system remain con tan;
14. Let E and be po itive con tant and uppo e that f during motion, which indicates that l '2 m(x)(dxrdt)2 +
1 a contmuou odd function that approache a finite V(x) = E. how that with the change of variable u =
limit a l" ~ oo, 1 increa ing, and i concave down for
t > 0 Th voltage over the deflection plate in a
J\/,;;(X) dx thi equation becomes d 2u/dt 2 + Q'(u) =
0, where Q (11) = V'(x)l\/,;;(X). This means that an
1
·\\ pmg circuit for an o cillo ope are determined by
2
lvmg equation of the form d x/dt 2 = f(x) is a conservative
sy tern, where f is a function repre enting force per
unit ma s that doe not depend on dx/dt.

18. Con ider the conservative sy tern d 2x/dt 2 = f(x) in

which/ is a continuous function. Suppo e that V(x) =

B nd1 · n' th orem ("ee xerc1 13) to how

-J f(x) dx o that V'(x) = -f(x). (a) U e the ub ti-
tution dxldt = y to tran form d 2x/dt 2 = f(x) into the
that thi · · t m ha no limit cycle .

{
*t on 1der the relat1n tic quat1on for the central orbit ~ =y
of a planet, d 2u de2 + 11 /m 2 a, where k and a y tern of fir !-order equation
dy .
are po ·ttive c n tan (k 1 very :mall), 11 ""' I r, and r dt = -V'(x)
nd 0 arc polar coordmat ·. (a) Wnte this e ond-
ord r equation a y ·tern of first-order equation . (b) Find the equilibrium points of the sy tern in (a).
(b) h \\ that ((I - \. I ~a) '2k, 0) i a center m What i the phy ical ignificance of the e points?
th Im ari zed y t m. (c) Use the chain rule and dx1dt = y to show that
dyldt = y dy/dx. (d) Show that the path in the phase
~; = P(x, y ) plane are i y2 + V(x) = C.
16. n idcr the st m of equation *19. ( ee Exerci e 18.) What are the path in the phase
{ d)'
dt - Q(x, y ), 2
plane if V(x) = i x ? How doe thi compare with the
cla sification of the equilibrium point of the corre-
1'. \\ h re P and Q re p I n mial , of degree n. Finding
ponding y tern of first-order equation ? otice that
th m 1mum num r of limit y le of this y tem,
if V ha a local minimum at x = a, the sy tern has a
II d the Hilb rt number Hn. ha · b en mve ttgated
center at the corre ponding point in the phase plane.
pan of Hilben ' 16th pr blem veral of thee
num ar kn wn : Ho 0, H 1 0. H , 4, Hn - 20. ( ee Exerci e I .) What are the paths in the pha e
(11 - I 2 (i f n 1 d). and Hn < oo. D tcrmine the plane if V(x) = -i x 2? How doe thi compare with
H1! n num r ( r restricu n on the Htlben num- the cla ification of the equilibrium point of the cor-

r-,-·
ber Ii r re ponding y tern of fir t-order equations? otice
that if V ha a local maximum at x = a, the y tern

b) ()
r - = 10
dt
d)
-=-
dt

{~_,,_,,
dr -
(b)

(d) r ,
dt
cfr
- = 1•+ I
dr ·

-= \
dt
.

51'
ha a addle at the corre pondmg point in the phase
plane.

21. U e the ob ervation made in Exerci e 19- 20 con-

cemmg the relation hip berween the local extrema of
V and the cla ificat1on of equilibrium points in the
phase plane to cla 1fy the equilibrium pomts ofa con-
ch 4
ervattve y tern with (a) V' (x) = x 2 - l ; (b) V' (x) =
-=\ - = I0' 7
'"' I' ,. - .\ 3.
dt dr
416 Chap r 7 0 t m o Ordinal) Diff r ntial Equati n Chapter 7 Summary 417

(a) Find and las 1fy the quilibrium points ofth1 ·) · CHAPTER 7 SUMMARY
tern if /(t) = O. a = c = I and b = I (b) Graph the!
dire t1 n fi Id a iated \\ ith the . .., tern and then ap-
Concept & Formulas
pro 1mate the phas plan b; graphing e\· rat olu·
ti n' near e h equih rium pomt.
•2 2 . Find t > 0 that the lull n to th initial·\ tue Population of 1\~o Neighboring Territorie
Section 7.1
prob! m

I ~::~\ - (\ 2 -
tO) = \,y(u) = O
!)\•
l-R- ircuit \\ith
dQ
-=!
ne Loop
:

{ dy
dt =
= (a1 - a2)x

G2X + (b1
+ b 1y

- b2)Y

l
dt
nfirm ~our re ult raphi ally. di I R E(t)
2 . \\' ' th t luti n to th L t - \'olt rra proble!Tl: -= --Q - -1+- Population of Three "leighboring Territories
dt LC l l
dt
f.\ 1
= \(II - by). l(0) = \ Q 0) - Q0 , /(0) = lo dt = (a1 - a2 - a3)x + b2y + c2::
l>'= - dt) ){Ol = ··
dy
dt = G2X + (bi - b2 - b3)y + c_;;
d=
dt = G3X + b3y + (c1 - C2 - C3)=

14 .
- = TI LT1 t dt nd ) =TI lo( l (t t. [ Section 7.3 j

Predator-Pre) (Lotka-\olterra y tern)

d\'
-= v dt
dt . - =ax - bxy
dt
_:;.
( ) = - b\ . { d\• = _.!_\' - ..:.. \'
dt ,,, ,,, . { dy
+ dxy
=!'...)
- = -cy
dt

b) Int h r r - In
dr
l t r""
0),,,.
Section 7.2
\an-der-Pol' Equation ( y tern)

f< - b\ t ) dt t n - In
pert•
Oiffu i
throu h •~mhran
r" + µ.(x 2 - I )x' + x = 0; {X:y :- Y-x- µx( 2 - )
1y

~ = p(~
dt "~
- .:+)
I I

{ d\
-
dr -
- p-
\I
1'1
--
\;)
I';

t
uthn
I
1n
,,.
I tu Probl m ith r 0 I nk
 ppli tio o t m of Ordin Oiff r ntial Equati n Differential Equations at Work 419
418

E p rimental data indicate that the formation of The rate con tants k 1 and k2 have been deter-
CHAPTER 7 tnchlorobenzene i mall. Therefore we will neglect mined experimentally. We give the e con tant in the
It, o the rat quation are given by following table.* IfxA(O) =I andx8 (0) = 0, olvethe
y tern for each of the e three temperature . Graph
d\j
-dt = k 1x.J xA(t) and x 8(t) imultaneou ly for each temperature. I
*I I. the thr • -dim n i nal populall n pr blem "ith
\ 1: there a relation hip between the temperature and the
- ~
2 a 2 = 1. a = =
4. b 1 6. h = 4 b = 5. 1 - ~· {
dr
dt8 = k,x, - kixo
' time at which x 8 (t) > x 1(1)?
c2 = c = 4. x(Ol = 4. >(0) = 4. nd :(0) =
''her x 4 i · the m le fraction (dimen ·ion le -) of ben- 4o·c ss·c 70°c
z ne and \ i the m le fracti n of monochloroben- k 1 (hr 1
0.0965 0.412
) 1.55
z ne. Th formation of tri hlor benzene 1 neglected,
1
o '' a · ·um that xc. the mole fraction of k2 (hr - ) 0.0045 0.055 0.45
di hlorobenzcne. i: found with 'c = I xi - \9.

{ : : _b - - '"
dt L

b) that th

A. Competing Species

The sy ·tern of equation

-dx
dt
= x(a - b 1x - biy)

dy
{ dt = y(c - d 1x - d 2y),

where a, bi. b 2 , c, d 1, and d 2 repre cnt po itive con tant , can be u ed to model the
p pulation f tw pecie , repre ented by x(t) and y(t), competing for a common food
·uppl .
1 (a} md and cla s1fy the equilibrium point of the y tern if a= 1, b1 = 2, b2 ;:;; 1,
· c I, di_ 0.7 , and di= 2. (b) Graph everal ol_utio~ by u ing diffe_rent initial
p pulation parametrically in the pha e plane. (c) Fmd lim,_."° x(t) and hm,_. y(t) 00

1f b th x(O} and y(O) are not zero. ompare your re ult to (b).
2. (a) ind and clas if the equilibrium point ofthe y ter:1 if ab= 1,_ bi d"".ffil, bi"". 1,
0.67. di 0.75, and di I. (b) Graph evera 1 o1utlon y _u mg 1 erent mi-
tial p pulati n. parametrically in the pha e plane. (_c} D~termme tl_ie fate ?of the
sp etc ,, ith p pulati n r(t). What ha~pen to ~he pec1e _with ~opulat1on -~(t). Wh~t
happens to the specie with population y(t) if the pec1e with popul~tlon x(t) 1
·uddenl rem ved' (Hint. How d e the term -dixy affect the equation dyldt =
I (c d1X c/21')'?
Find nditt ns on the po it1.,,e con ·tant · a, bi. bi. c, di. and di o that (a) the y -
tem has e actly n, equilibrium p int in the fir ·t quadrant and (b) the y t m ha

.imu ·I \\', B 111 .m. Th<' /11d1/\fnal Pmctin• of Cht•mical ProC<'H £11g111ecr111~. 1IT Pre ·. ambndge,
1 \ ( I Q6 ), l'I' I 24
420 of Ordina Differential Equation Differential Equation at Work 421

p it1,·e n· x; = ax, - b~ - cx,xi

und? If o. {x2 = -dxi + €X1Xi - h.
10. Leto= 36, b = 4, c = 2, d =I, h =I, x,(O) = I, and xi(O) = 2. Compare the
olution to that obtained in (6). How does harve ting affect the population ?
11. Leto= 36, b = 4, c = 2, d = I, h = 4, x,(O) = 1, and xi(O) = 2. Compare the
8. Food Chain olution to that obtained in ( 10).
12. Leto= 36, b = 4, c = 2, d = I, h = 4.5, x,(O) = 1, and xi(O) = 2. Compare the
olution to that obtained in ( 10) and (11 ). Suppo e that we con ider all five trophic
le el in the food chain, where we let x3(t) repre ent the ize of the population at
the third level, x4 (t) that at the fourth level, and xs(t) that of the fifth (or top) level.
Thi ituation i modeled with the sy tern

x; = a 1x 1 - ai~ - a3x 1xi

x~ : -b,xi + biX1Xi - b3XiX3
X3 - -c,x3 + CiXiX3 - C3X3X4

I x4 = -d,x4 + diX3X4 - d3X4X5

x5 = -e 1x 5 + eix4x 5.

otice that we a ume each level benefit from an encounter with a member of
)lut1on of thi Ut - bd ( l))
the ne t lower level.
. = 2, and d = I. What i th quilibrium tum n in
uppo e that o 1 = oi = 03 = I, b, =bi= b3 = 1, c, = ci = c3 = 1, d, =di=
d, = 1, e 1 = ei = e3 = I, x,(O) = 2, xi(O) = 3, x3(0) = 8, x 4(0) = 10, and
1(0) = and ,_tO) ~ x~(O) = 12. umerically olve the system u ing the initial population and graph
1
. \\'hat i lim,_. ' 1 t ' \\ . th e function on the arne et of axe . Determine lim1--+oo x 1(t), lim1--+ 00 xi(t),
1
t h w mlfl) ' lim 1 x 3(t), lim 1 ~ X4(t), and lim, "'xs(t)? De cribe the corresponding phy ical
·ituation.
up th t " han t th bJ' 14. Repeat (13) with 03 = 2.
I . Repeat ( 13) with o 3 = I 0. If we fi h at the ba e level at rate h, we obtain the
-h tm

xi = o 1x 1 - Oi-~ - a3x1xi - h
= I nd •• 0 = mp x2 = -b1Xi + biX1X2 - b3X2X3
x3 = -c,x3 + CzX2X3 - C3X3X4
x4 =- d,x4 + d2X3X4 - d3X4X5
x5 = -e 1x 5 + eiX4X5.
16. upp that a 1= 10, oi-= a3 = I, b, =bi= bJ = I, c, =Ci= c3 = 1, d 1 =
d 2 - d, - I, e 1 ei - e = J, x,(O) = 2, x2(0) = 3, X3(0) = , x4(0) = 10, and
v.
~(0) - J2. umencally , Ive the y tern u ing the initial population and graph
the e function on the 'ame et of axe . Determine lim1 "'"' x 1(t), limt--+ xi(t),
hm, . x3(t , lim 1 •. x 4 (t), and lim1 . xs(t)? De cribe the corre ponding phy ical
·1tuali n.
17 upp that we fi h at the third level at rate h = . How doe thi form of har-
' est mg affi t the p pulati n ize ?
422 t m of rdin Difi r nti I Equ lion Differential Equations al Work 423

where T;n i the temperature at which the chemical flows into the tank. Solve thi
Figure 7.21 ntmu u -Fl t :·dTank Re tr equation for dT/dt.
3. The equation in (I) and (2) form a system of nonlinear ordinary differential equa-
tion . how that the equilibrium point of this sy tern satisfies the equation
C. Chemical Reactor
cm - c = -qvck(T) and

if we a ume there i no cooling y tern. Solve the first equation for c and ub ti-
tute into the econd equation to find that
HVcm
T - T;n = qCP + VCPk(T) k(T).
We call value of T that ati fy this equation steady state temperatures.
I 'T
4. If Tm= I , HVcm = VCP = qCP = I, and k(T) = e , graph y = T- Tm and
v = HVcm '(qCP + VCpk(T))k(T) to determine the number of roots of the equation
BIT
in (3).
If Tm= 0.15, HVcm = I, vcp = 0.25 , qCP = 0.015, and k(T) = e - 3 T, graph y =
B
r- y
T and = HVcml(qCP + VC).."(T))k(T) to determine the number of root of
R t th t th q~ation in (3) . How doe thi ituation differ from that in (4)?
)= R t m of ) - ( R t ut f )- di p~ ~ otic that y = T - Tm de cribe heat removal andy = HVc;nl(qCP + VCpk(T))k(T)
by the r ti n de cribe heat production. Therefore, if the lope of the heat production curve i
greater than that of the heat removal curve, the teady tate i unstable. On the other
hand. if the lope of the heat production curve i le than or equal to that of the
heat removal curve, then the teady tate i table. U e this information to deter-
.!!... J = q - q - J min which of the temperature found in (4) and (5) are table and which are un-
dr
table. What do the lope of the e curve repre ent?
1 -:::
th n thi qui Int t d 7. ppro imate the olution to the y tern of di_~erential equations using the parame-
t r value given in (4) and (5). Does the tab1hty of the sy tern correspond to tho e
th h ith fi und tn ( )?

t) - R l Ul
 8.1 The Laplace Transform: Preliminary Definition and Notation 425

GnY(n ) + On ,y<n I) + ... + a,y' + aoy = f(t)

u ually difficult.
In thi chapter, we di cus a technique that transforms the differential equation,
GnY(n) + On - ,y<n I) + ... + a,y' + GoY = f(t),
into an algebraic equation that can often be olved to obtain a olution of the differ-
ential equation, even iff(t) it not a smooth function .

Introduction to the 8.1 The Laplace Transform: Preliminary Definitions

Laplace Transform and Notation
Definition of the Laplace Transform Exponential Order
Jump Di continuitie and Piecewi e Continuou Functions
The Inver e Laplace Tran form

W are already familiar with everal operation on functions. In previous cour es, we
1 arned to add, ubtract, multiply, divide, and compo e functions . Another operation on
fun tion i differentiation, which tran form the differentiable function F(t) to it de-
rivative F' (t),
D,(F(t)) = F'(t).
imilarl , th operation of integration tran form the integrable function/(!) to its in-
tegral. For example, iff i integrable on an interval containing a, then

[f(x) dx
a

is a fun ti n oft.
In thi · ·ecti n, we intr duce another operation on function , the Laplace trans-
form, and di · u · · ·ev ral of it propertie .

Definition of the Laplace Transform

Definition 8.1 Laplace Tran form

Lct/(t) b a function defined on the interval (0, +oc). The Laplace transform
of/(f) i · the function (of \°)

< {/(t)} = f e ''J(t) dt,

pro\ ided that the impr per integral ex1 ·t .

426 Chap r 8 lntr du i n t th L pl Tr n form
8.1 The Laplace Tran form: Preliminary Definition and Notation
427

The fonnula found in Example 2 can be u ed to avoid using the definition a ·11
. , S I US-
trated m Example 3.

integral:
Example 3

3
mpute (a) {e '} and (b) :£{e 5'}.

3
Solution (a) {e " '} = l/( - (-3)) = ll(s + 3), s > -3, and (b) :E{es'} =
Example 1 I '( - 5), > 5.
C mput {ft} ifjit =I.
Example 4
olution

F( = {fit}=r '· I dt = lim

I
{\I -
)0
1
• I It =It-•
lim [--']'-''
,.. o
ompute {·in t}.

Solution To evaluate the improper integral that re ults, we use a table of inte-
=-.!.lim[ - "-1). gral · or a computer algebra y tern. Otherwi e, we would have to u e integration by
\I
part twice.
I = 0. Ul I"\\ . , th limit d
{ int} = ( e '' in I dt = Jim (Me -sr int dt
l I I Jo M-+oo Jo
1} = -- lim (e - 11
- I]= - - (0 - I = -. > O.
(
e - sr ]r- M
=. lim [ - -2- - (s in t + cos t)
\f "" +I r=O

= - -2-J - 1·1m (e -rM( . + cos M)

+ I M-+OO · s m M - 1]

If 1· > 0. Jim\! • e >\t( • in M + co M) = 0. (Why?) Therefore,

Example 2 { mt} = --2- 1- lim [e dt( in M +co M) - 1] = - 2 1- s> o

s +1 11
00
s + 1' ·

t =
Example 5
olution
mputc '{/(t)} if/(t) = t.
= •)I r

Solution ~ mpute F( ) = {f(t)} = JO' e st t dt we use integration by part

= lim
I
111th 11t and dv e '' dt. Then du = dt and v = -e '' s, o

= lim LM e -st t dt
• th n hm
I
F(. ) = {/(t)} = l
0
oo
e -st t dt
\I-+ 0
=
-( =-· '7
_,., /'-\!) + Jim
=\{lim (.::..!!:__ -
1 \(
r
e _ ,, dt
S 0 .\I I JO
28 pt lntrodu i n to th L place Tran form 8.1 The Laplace Tran form: Preliminary Definitions and Notation
429

=0 - 2I 1·im (e - 'l'-m)
r-o . Solution (a) {6} = 6 {l} = 6(1 /s) = 61 . (b) ;£{5 - 2e '} =
\ f
5 {l} - 2 {e t}=5(l ls)-2(1[ -(-1)])=5/s-2(s+l).
If >0 lim 1 • - " = 0. Th refore.
For what values of do the transforms in Example 6 exist?
F( = {JV }= - 11 iVm (e - ' - I) = ~. > 0.
Exponential Order
In c~lc~lu we aw. t~at .in ome ca e improper integral diverge, which mean that
the . hm1t of the definite integral f ~1J(x) dx doe . not exi t a M ~ co · Hence , we may
believe that the Laplac~ tran fonn may not e~1 t for ~me function . For example,
f(t) = I t gr?iw too rapidly ~ear t = 0 for the 1mpr?per mteg~al f oe- s1/(t) dt to exist
and f(t) = e grow too rapidly a t ~ 00 for the improper mtegral f 0e -s1/(t) dt to
e\i t. We pre ent the following definition and theorem to better understand the type
f fun tion for which the Laplace tran form exi t .

ork m c lculu 1th d rt tfl '

b )) '"' .£..,
d
f( b: ()], Definition 8.2 Exponential Order
~~~~~~~~~~~~

function/(!) i of exponential order (of order b) if there are number b,

O. and T > 0 uch that
c>
nd rm
//(t)/ $ Ceht

b ))d =ff d bf ( d.

v e can u e Definition .2 to how that if lim1-+oc/(t)e ht exi t and i finite,f(t)

1· of exp nential order; if limt ~ ',C, f(t)e ht = + 00 for every value of b > O,f(t) i not
nn th fun· f e ponential order. ( ee Exerci e 64.)

Jump Di continuities and Piecewise Continuous

t)
Function
-. In the ne. t ecti n ', we will ·ee that the Laplace tran fonn i particularly u eful in
ohing differential equati n in ol ing piecewi e or recur ively defined function . For
. 2
{x
+ I, ifx$).
ample, the funct1 nf(.r) = _ X, I.f X > 1 with the graph hown in Figure .l(a),
4
1 a pie ew1 · defined function . Becau e
= hm f(x) - hm (x 2
·- •I I I
+ I) 2 * 3 = lim (4 - x) = Jim f(x),
• -+ I .\ -+ I

th limit lim,_. 1/(.\) d e · not e i t and f(x) i not continuou if x = I. imilarly, the
.
fun t1 n I!(.\) define
db ) {I, 1f 0 c; x < I .
g(x - - I, if 1 $ x < 2. on the mterval [O, 2) and then
Example 6
re ur i\cl · by the relat1 n hip g(x) g(x 2) ( ·hown in Figure .l(b)). i di ontm-
Ure 8.1
( - b) =
u u "h n r 11, where n 1· an} n nnegative integer. For both/ and g, we ay that the
430 C pl r 8 lntrodu ti n to th Lapl ce Tr n orm
8.1 The Laplace Tran form: Preliminary Definitions and Notation
431
di minultt ar jump di continuitie becau the left- and right-hand limit both
·i ;t at th pomt of di, ontmu1ty but are unequal. t~e ~ of int~grals over which e -s'J(t) is continuous. The fact that e -s'/(t) is
p1ecew1 e contmuous on [T, oo) 1s also used to show that the second integral
r;.b;-s'J(t) dt, converges. Because there are constants c and b such that IJ(t)I ~
Ce , we have
Definition 8.3 Jump Di continuit)
L'tf 1 b- d'fined on [a. b].fha ·a jump di conti nuit) at t = c, a< c < b. if
th, on _ id d lim't ,im,_, {t) and hm, • f(t) are finite. but unequal. Yalu ·
t) h jump di continuit) at t = a if lim, .... /(~) i a finite Yalu~ ~1ff~r nt
=
fr m fi a . (t h 1 jump di conti nuit)' at t b 1f lm1 1 h j(t) 1· a f1mte 'alue = C lim lMe -(s-b)1dt
00
= C Jim [ _e_-_<s_-_b_)111=M
M-+ T M....+oo S - b 1= T
d1 r nt fr m (b .
= _ _f_ Jim (e-<s-b)M _ e-<s-b)T).
S - bM....+oo

Then, ifs - b > 0, limM-.oo e (s b)M = 0, o

ontinuou
oo
T e -s'J(t) dt
/l
I :S
C -(s-b)T
e _ b , s > b.

Becau e both of the integral Jle si f(t) dt and J';e s'J(t) dt exist, foe -s'/(t) dt
al o exi t for > b.

Example 7
l t = {l t - 1 · 0 S 1 < I pie( c1d ·e 011111111011 011 (0. 2]'? I. f(t) =
t. I s t s 2 .
1
• OS
/
< 1
pt em ·e onti1111011 011 [O. 00 )?
Find the Laplace tran form off(t) = { l,-I 't >0 4
< t
-< 4 .
{ 1 t-1)-. ISt

Solution Becau e /{!) i a piecewi e continuou function on [O oo) and of ex-

ponential order, F( ) = 9!,{J(t)} exi t . We u e the definition and evaluate the im-
ndition fi r proper integral u ing a um of two integral .
fundion on the.: int nal (0 00 ) and
{j( I } c i t for > b. F(s) = {f(t)} = {J(t)e si dt = { (- I )e si dt + {''e si dt
0 0 4
e -s111=4 . [ e -s111=M
= [- - + hm - - -
s 1~0 M "' S l'=T

> b. ·umin_ th 31
nd th, t It I f (!'I."
Ifs > 0, \fJim
~
e "' = O. o

[
I (t) ft, F( ·) = {f(t)} = _!_ (2e 4
·' - !), > 0.
T

otice that The r m .2 give a ufficient condition and not a nece ary condi-
ti n. In other w rd , there ar function uch a f(t) = t 1 2 that do not ati f) the
432 Chap r 8 lntrodu i n to th l pl Tr n form
8.1 The Laplace Tran form: Preliminary Definition and Notation
433
th r m for whi h th Lapla tran fonn an b found . 3 4 4 1 4
{t } = 3 !/ =4 61 , ;J;- { 6/s } = t 3 . (d ) otice that F(s) = 6/(s + 2)4 is obtained
from F( ) = 6/s by ub tituting (s + 2) for s. Therefore by the shifting property,

he Inver e Laplace Tr n form ;J!,{e - 2't3} = 6 so ;f, '[ 6 } = - 2rt3

(s + 2)4, (s + 2)4 e .
p to thi int. '' '' r on m d with findin th Lapla tran fonn of a gi' en
iv n a fun ti n F(. ) w want to find
1L ~ 4)} and ;e
fun tion. t thi int ''
Find
un tinf(t h tht ibl . '[ (s 2 :
4)}

Ju ta we u e the linearity of the Laplace tran form to find ;f,{f(t)} for many
function f, the ame i true for computing ;f,- 1{F(s)}.

f th funcu n F(.) i. th fun tion lf). if u ·h

/(t)} = F \). \\' d n t th imerse L pla Theorem 8.4 Linearit) Propert) of the Inver e Laplace Transform
1 1
uppose that r { F(s)} and { G( ) } exist and are continuou on [O, oo) and
that a and b are con tant . Then,
1
..£ {aF(s) + bG(s)} = af:e 1{F (s)} + b;f, 1{G(s)}.

If the function are not in the forms pre ented in the table on the in ide cover of
the book or in Table .1 at the end of this ection, we can make use of the linearity
prop rty to determine the inver e Laplace tran form.

Example 9

Find the inver e Laplace tran form of (a) F(s) = 1/s 3 ; (b) F(s) = -7/(s 2 + 16);
(c)F() - 5, - 2.( - 10).

Solution (a) · 1 [~} = 1[.2!. 2} = ..!.2 1[2}

3 = ..!.,2
s 2 . 3

(b) - I[ 2 : 16 J = -7 I[ 2 1
+ 16 - -
}- 7I£ I[4J s 2
4
+ 42
}

= --7 4
'[ 2 + 42J = _]_
4 in 4t .
4
Example 8
;j .
(c) '[--~1
- 10 5 '[..!.} - 2I£ 'L -l 10} =5- 2elor.
F( = I - ti: F(
Example 10

ind th mver · Lapla e tran form of F( ) = 2 +- 9 .

2
25
 pt r Tran f rm 8.1 The Laplace Tran form: Preliminary Definition and Notation
4 4 435

Solution The following theorem i u eful in hewing that the inver e Laplace tran form
of a function F( ) doe not exi t.

2
9' ·{?l 2}
=
9
1{ 25 2 1 Theorem 8.5
uppo ·e that/(t) i · a piccewi e continuous function on (0, oc) and of exponen-
=2 1 -7
9 -
m t tial order b. Then,

Jim F(s)
.\ '°'
= ."\-+
Jim ' {j(t)} = 0.
2
Find }.
m mpl th quar\; in the den minat r f Fl b ~ re find·
m Example 12

For the following function , determine if F( ) i the Laplace transform of a piece-

Example 11
'" i e continuou function of exponential order. (a) F( ) = ~ ;
6
3
D rmm
(b) F(s) = s2 + 16 .

Solution
.\ + '° .V x S->OO
*
(a) Jim F( ) lim 2 /( - 6) = 2 O; (b) Jim F(s) = lim _s__
S->OO $2 + 16
3

cc -#= 0. In each ca e, }ir;t; F(s) *

0, o F( ) i not the Laplace tran form of a piece-
'" 1se ntinuou function of exponential order.
..t
• • • ' fi.1fll1
mu t \\ Ok 1t 10 th In later · tton , we may u e Theorem .5 to determine if we ha e made an er-
md that r r in our lution proce · ·.

s' } exist?
s + 16
of the Laplace transform discussed here and in the exerci es,
Le pl c 'trclnstorms oi a large number of frequently encountered
h t th • L plclc e transforms of several oi these frequently en-
t1on . more cornpr hens1vc table 1s found on the in ide cover of

=
T B E 8.1 Laplace Tran forms of Frequently Encountered Function
1 1
= r -- 10 I.
f(t) F( ) = '.! {f(t)} f(t) F( ) - J'{f (t)}

11 !
1> 0
s n + l' ·> o
436
8.1 The Laplace Transform: Preliminary Definition and Notation
437
rm of Fr qu ntl En ount
k
(b) {e"' m A1} = ( _ a) 2 + k2 . . ,.. (-1r12n+1
in t = ..~ ( n + I)! to
f(t)
57. U e the Maclaurin erie
. ( hiftin Prop rty) uppo e that ;f{/(t)} = F(s) ex- 2
n! verify that ;f{sin t} = l (s 2 + 1) .
Ill
>a t"e
41
• n = I. 2. · · · - a)
o +I 1 t · for > a. U e th definition of {e 0 'J(t)} to how

L
0
that {e 'f(t)} = F( - a). (-1r12" to
58. U e the Maclaurin erie co t =
n O (2n)!
m e m :t verify that {cos t} = l(s 2 + I).
2
59. Find {co kt}.
kt ~ '
---...,,-=-- 60. Figure .2(a) hows the graph of a function f(t) and
at
-ar + ·
20. {e' in ~t} Figure .2(b) how the graph of its Laplace tran form
21. {e' co 3t} F( ) = {/(t)}. U e Figure 8.2 to ketch the graphs
mh kt 22. {e- 2' 41} 2
of {e '/(t)} and {e 3'/(t)}.
---2 I 23. {e ' in /}
24. {e 'r} 25. {e-'212}
/(1)

h kt
·- of th Lapla e tran form and
over of thi textbook to

26. /(I) =~ e' 27. /(t) = e ll

8. 1 2 . /(t) = -t - in 21) *29. f(t) - co.
2 J ,
(a)
0. j t) = I J. f(t) - I + in I
2. J(t)=J e <r . /(t) =- I ei' F(s)

-{I. O:St<lO,
4. J(t)=- (41!-~I
5. /(I)= ,1
IJ. (t - -1, 10 . /(t) = /3 * . /(t) = I
2 - 11
e
I = . J(t) = 14 .I . j(f) = I e
< - 41
t< ~.
I)• 4. I =- 14. (t = '·.
{ 4 . J(t = h 4t 4l. /(t) = I CO 3t
4 5 s
t) • m 21 42. (/ =t ·in (b)
I 4 . f(t) I in I
44. (r) = r
t ={ I I mh 61 *45. /(I) I inh 7t Figure 8.2 (a) (b).
4 · /(t) = e' ·inh I 4 . /(I) - e ~. CO ·h I

{~
61 61. U e the identitie in(A + B) = in A co B + co. A
I
in _, 49. /(t) =e 2
' co· 41
in B and co (A + B) = co A co B - in A in B to
*51. /Ct)= e~' · 7t
(I
={I - I I
I I = -~ inh I
a 1 t in finding the Laplace tran form of the follow-
ing function .
}=-_-- . I = in 4t 4t 41 (a) /(t) = in(t + 7T 4)
I) I =I in -1 (b) /(t) - CO (I+ 7T4)

(c) f(t) - co (t + 7T 6)
(d)/(t) in(t + 7T6)
62. The amma function, f(x), 1 defined by f(x) ==
1
Lt' e 'dt, x>O. how that
f(a+l) 1s" ~ .a> 1
I.
*63. ·e the re ult ofExerc1 e 62 to find the Lapla e trans-
12
fi rm of(a)/(r) - t ; (b)/(I) = 1 12 .
 Tr n rm 8.2 olving Initial-Value Problems with the Laplace Transform 439
438

(b 8.2 Solving Initial-Value Problems with the Laplace

Transform

91. (a) In thi ection we how how the Laplace transform is used to solve initial-value prob-
lem . To do thi we fir t need to under tand how the Laplace transform of the deriva-
tive of a function relate to the function itself. We begin with the first derivative.

Theorem 8.6 Laplace Tran form of the First Derivative

uppo e that f(t) i · continuou for all t ::::: 0 and i of exponential order b for
t > T. J ·o. ·uppo ·e that/'(t) i piecewi e continuou on any closed subinterval
of (0. oc). Then, for · > b
~
,. -I
{f'(t)} = s;f{/(t)} - /(0).

pl
3.
PROOF Of THEOREM 8.6
., __!__
• • 2 9 (}Fi =:r=- ()F( =--r
ing integration by part with u = e-sr and dv = f'(t) dt, we have
d J-1. >=-71 1
{f'(t)} = (""e s'J'(t) dt = Jim (e s'J(t) l
Jo M-+oo r~o
M) + s Jo(""e-s'J(t) dt
= -/(0) + ;£{/(t)} = s;£{f(t)} - /(0).

Pr f of Theorem .6 a ume that/' i a continuou function. Ifwe use the a -

·umptt n that/' i continuou on 0 <ti <ti< · · · < ln < 00, we complete the proof
b u mg

< {f'(t)} =J e
11

0
Hf'(t) dt + f
,,
1
e-s f'(t) dt + · · · + [e-s 1f'(t)
t,.
dt

Tht · 1 th ·am integrati n by part formula hown in the proof of Theorem 8.6 for
a h integral. \ we make the ame a umption of!' and!" a we did off and/',
r p tivel , m the ·tatement of Theorem .6 and u e Theorem 8.6 to develop an ex-
pr 1 n fir {/"(t)}:

{f"(t)} = {f'(t)} - /'(O) = [ {/(t)} - /(O)] - f'(O)

= 2 {/(t)} - if(O) - f'(O).

mtinuing this pr , we an c n tru t imilar expre ion for the Laplace tran _
f mn f high r- rd r denvativ . Thi lead to the following corollary to Theorem .6.
440 In th pl Tr n orm
8.2 olving Initial-Value Problems with the Laplace Transform
441

rder h on
y(t) = '{ (s _1 ) 2
4
J--
1
te 4 .
d
How i the olution changed ify(O) = 1?
n
(0) - tn I (0). In many ca e . we mu t determine a partial fraction decompo ition of Y(s) to obtain
term for which the inver e Laplace transform can be found.

m1 n ~ u d t h1: initial-,· Ju pr blt:nl~

Example 2
lu1: pr bkm that im oh t: y(t). '' u th fol·
ol\' the initial-value problem y'' - 4y' = 0, y(O) = 3, y'(O) = 8.

Solution Let Y() = {y(t)}. Then {y" - 4y'} = {O}. Becau e

tran f rm of >\ ). {y" - 4y'} = {y"} - 4 {y'} = s2 Y() - y(O) - y'(O) - 4(sY(s) - y(O))
~
f th pr p rt)
;f{y"} ;f{y'}
I } _ n ~ 0) _ ... _ J n l(O) _ n-1 (0
and {O} = 0 (why?), the equation become
quati n th, t an h ·d fi.r 2
Y(s) - sy(O) - y'(O) - 4 Y(s) + 4y(O) = 0.
pplying the initial condition y(O) = 3 and y'(O) = 8 re ult in the equation
2
s Y(s) - - 4 Y( ) + 4(3) = 0 or s(s - 4)Y(s) = 3s - 4.
Example 1 I
lving for Y( ), we find that
th 1mt1 1- lu p I m 1' - 4 = t '. y(O = 0. 3s - 4
Y( ) = s(s - 4) ·
f b th id f th· ditf·r·
If \H! expand th right-hand id of thi equation in partial fraction ba ed on the
. '' ha' 1: tw linear fa tor in the denominator of Y( ), we obtain
\I - \} = { '}
3 - 4 A B
I ( - 4) = - + --=4·
1} =-_-
1ultipl ·ing b th ·ide of the equation by the denominator s(s - 4), we have
1 3 - 4 =A( - 4) +B .
- {\ }
=--
If we ubst1tute . =- 0 into thi equation, we have 3(0) - 4 = A(O - 4)
4 4 l · that A = I. imilarly, if we ub titute = 4, we find that
+ B(O) or
= 4B 0
I B = ~ . Thcrefi re,
=--.
3·-4 =l.+_2_
( - 4) - 4

y(t) =
t} =I h
 . - ·-. - - _-:- =-- - ..

8.2 olving Initial-Value Problems with the Laplace Tran form 443
In rodu i n t th pla Tr n orm
442

ompo iti n inv h ing a r p at d Jin ar fa t r 1 11lu trat d in the Therefore,

y(t) = :£ 1{-6 - --
l + 9 2
} = 6 - e - 1 + 9te - 1
s s +l (s + l) ·
Example 3

th mtti l-\ lu pr bl mi'+ -v' y = 6.) (0) . i'(O = 10. In ome ca e , F( ) involve irreducible quadratic factor as we see in the next
example.
Solution If Yi = {y(t)}. th n
{/' ;} = {} Example 4
6
{ '} - { y'} {y} =- Iv the initial-value problemy"' + 4y' = - l0e 1,y(O) = 2,y'(O) = 2,y"(O) = - IO.

n = - Solution Let Y( ) = {y (t)}. Then

:£{ y"'} + 4:£{ y'} = :£{ -1 Oe 1 }
2 l)r() =- 20 3 Y( )- 2
y(O) - J"(O) - y"(O) + 4[sY() - y(O)] = _ _!Q_
'-------v-----' s- I
{y"'} {y'}
20
I)} ·) =-
(
3
+ 4 )Y( ) = _ _!Q_l
s-
+ 2s 2 + 2s - 2

n r r d f; t ring th 2
~

Y() = 10 + 2 + 2s - 2
} = (s - l)(s 3 +4 ) s 3 + 4s
3
2 -4 -8
t r nd th re- 2
s(s - l )( + 4)
iti n } )i
Finding th partial fraction decompo ition of the right-hand ide, we obtain

muluph ti n n th qu ti n
2
Multiplying each id of th equation by (s - 1)(s + 4) gives us
r
2 2
8
-s 3 4s - - A(· - I)( + 4) + 8 ( + 4) +(Cs+ D)s( - 1)
3 2
=(A+ 8 + C) +(-A - C + D) + (4A + 48 - D) - 4A .
m
quating c ffi 1ent · yi ,Id the y tern of equation

{ A+8+C=2
-A- +D=O
{ 4A + 48 - D = - 4'
h B =
- 4A = -

\\Ith · luti n A -· 8 2, and D 4, o

 Tr n f rm 8.3 Laplace Tran form of Several Important Functions 445
444

4 th re a relation ·hip between the power of the inde- {y" + 2y' + 4y = f - e I

24
2 + 4. pend nt \'anabl m the original equation and the or- • y(O) = I, y'(O) = -1
d r of the d1ffi rential equation involving Y? 2
25 {y" + 4y' + 13y = e ' co 3t +J
Th re 21. hO\\, that application of the Laplace tran form . y(O) = l,y'(O) =I
m thod to the initial-value problem (involving a
y" + 2y' + y = 2te 1 - e-•
au hy-Euler quation) 26 {
) I = · y(O) = l,y'(O) = -1
01'-1" + bty' + c:v = 0, y(O) = a. y'(O) = (3 27. Jn ection 4.8 we aw that Be el's equation i the
y1 I a Y" + (4a - b r + (2a - b + c)Y= 0,
2 equation
=2
wh re Y(s) =' {y(r)}. I the Laplace tran form x2y" + xy' + (x2 - µ,2)y = 0,
2 _, 2 in_,. m thod \\ rth\\ hi! in th a of auchy-Euler equa-
= 11 n -'>
where µ, 2: 0 i a con tant, and a general olution i
given by
22. n ·1d r th initial-value problem (involving Be el'
equation of rder 0)
y = c 1Jµ(x) + c2 Yµ(x).
(a) Find a and (3 o that the olution of the initial-
0·w + y' + 0· = 0. r(O) = I. y'(O) = 0,
x2 II+ I + ( 2 2) 0
value problem Y xy x - µ, Y = i
=
\\ ith olution y J 0 (t). the B · el fun ti on of order 0. { y(O) = a, y'(O) = (3
8.2 Lap! e tran form to how that { y(r)} = y = Jµ(x).
{J (r)} = k (\ 5'- ~ I}, \\h re k 1 a con tant. (b) Compute the Laplace tran form of each ide of
(Hint: {t\'"' - dd 1 [· 2 f(s}- s] and {rv} = the equation x 2y" + xy' + (x 2 - µ, 2)y = 0, ub-
d ds [>(s)] . titute { y} = Y(s), and olve the re ulting
•t . )f' - I - 1- = mt.)' ) = - l . .\ • 0) =l. 2 __ .) the binomial ·ene to expand econd-order differential equation forµ, = I, 2, 3,
12
[-1. 1] k
= ! + (1 ~). Take the
4, 5.

14. - y= 10 \ 1• I I (c) U e the result obtained in (b) to determine the

tn\ e tranti rm of •a h term in th ex pan ion to Laplace transform of Jµ(t) for µ, = l, 2, 3, 4, 5.
L.
( I }"r"" (d ) Can you generalize the re ult you obtained in (c)?
=O. h \\ th t J (r) = k , , • s the initial con-
,,--;-o -·"(11!)-
\I' (0) = o..l' 0) = . d11i n J 0) 1 t h \\ that k = I. Th refore. 28. Con ider the definition of the Laplace tran form,
tI =
2.
) =I.
{J r)} l (\ -,,-1). F( ) = {f(t)} = Lo e "f(t) dt. If/ atisfie the con-

dition given in Theorem .6 (The Laplace Tran form

of the Derivative), we can differentiate within the
4.
0) = -2. integral with re pect to s when >a. hO\ that
F'() = {-if(r)} and F"() = {1 2/(1)}. U e thee
re ult to generalize F<">(s) = ;£{(- l)"r"/(1)} o that
{1"/(t)} = (-I)" F<">( ).

1-a)

8.3 Laplace Tran forms of Several Important Functions

Piec wi Defin d Fun lion : The Unit Step Function Periodic Function
lmpul'e Functions: Th Delta Function

Piecewi e Defined Function : The Unit Step Function

1=
~· 11 imp rtant funct1 n inm de ling many phy ical ·ituation' i the unit tep function
•I. Ure 8.3 I. h '' n in 1gur- <• and defined a follow .
44 hap r 8.3 Laplace Transform of Several Important Functions
447

Theorem 8.8
------
U t - a . \\h r a i a giH:n numb r. i d fin db. up po ·e that F(s) 1
{f(t)} exists for s > b ~ 0. If a i a po itive con tant, then

l I -
={ol, osr<a
12:.a ·
< {f(t - a)'U(t - a)} =e avF(s).

PROOF OF THEOREM 8.8

Example 1 I
ing the definition of the Laplace tran form, we obtain

ph I - -) nd ( b) l 1). < {f(t - a)1l(t - a)} = f

0
e -' j"(t - a)oU.(t - a) dt

0 SI
th jump = re 'j"(t - a)"ll(t - a) dt + f'e "'l'(t - a)'.Jll(t - a) dt
I 2:. 0 '-----v------' a ~

1-
=0 =l
raph thi fun ti n in Fi_~
= f'e
1- r 12:. 0. \\'
'j"(t - a) dt
u

hanging variable with u = t - a (where du = dt and t = u + a) and changing

th, hmit · of integrati n, we have

Figure 8.4 Le - '< +u>J(u) du = e

0
11
us { "e suf(u) du = e - as {f(t)} = e - asF(s).
0

1- )- l1-b nd \\ n d m th un 11 n
Example 2

0-1<0 Fmd (a) { l(t a)}. a> 0; (b) c {(t - 3) 5'1L(t - 3)};
I< b {c) l{sin(t - 7T6)ll(t - 7T6)} .

b { U(t - a)} = {I· lL(t - a)}, f(t) =I.

Solution (a) B au e < Thu
ill h I n tn Fi •ul\: /(t a) I. and
I n
Figur 8.5 I, 0 t<
:F.{ ll(t - a) }= 1 {I · 1l(t a)}= e - u, {I} = e - 0 •(1-) = e -as .
{ Ii I •
{b) In this ca ea and/{t) = t 5 . Thu ,
I I
<J{(t - ) ll(t - 3)} =e 3, {15} =e 3s2l_= 120 e -3s
6 s6 ·

c) Iler a 7T 6 and f(t) ·in t. Therefore,

1 -m6
m6 { int }= e - m6_2_ _ = _e__
s + l s2 + I .

fwd { s(t - n6)/(t - 7T6)}.

448 8.3 Laplace Tran forms of Several Important Functions 449

.\ mu t alculat
4
f (t )
I -
e 4s} = j(t - ]
4)61L(t - 4) = 2<t - 4)261L(t - 4).
{ 3
{ ~(/) 1(1 - a) } 3
ink d of I 1 - a )}. To h thi pr bl m. w 1 t g(t) = j(t - a). Thi function i hown in Figure 8.7(a). For what values oft isf(t) > O?
1 1
ji t = e.t (b) In thi ca e, a= 7r12 and F(s) = 2 . Then f(t) = ;e- 1{ 2 } =
s + 16 s + 16
{g(t + a }.
! in 4t and

Example 3
'L~-+m: 6 } = ~t -
2

;)au(t- ;) = i sin 4(t - ;)au(1 - ;)

{t 2 t - 1 }: (b) { in (t - 7T)}. = ~ in( 4t - 27T)6IL(t - ; ) = ±

sin 4t au(1 - ; ).

Solution B (t = r 2 anda = 1. -1 We graph thi function in Figure 8.7(b). For what values oft doe f(t) = O?

{t I - 1 It}= - ( {,2 + _, l} = - (~ - l}
-r fb )
ith the unit tep function, we can olve initial-value problems that involve piece-
11" -t Figure 8.7 (a) - (b) wi e continuou function .
that in t 7T tn 1

in I 1 - ;; }= = < { in(r r.)} =e ' {- in r} Example 5

I
= -e -2+1· + 9y = {~: ~:; < 7T,
1=
-2--
olve y" ubject to y(O) = y'(O) = 0.

Fi d l - ;; }. Solution To olve thi initial-value problem, we mu t compute;£{/(!)}, where

0 ::; t < 7T. Becau e th 1s
{~:
' . . . . fun .
j(t) = 1 a p1ecew1 e contmuous ct10n, we write
t ";?. 7T
it in term of the unit tep function as

f(t) = l[ l(t - 0) - (t - 7r)] + 0[61L(t - 7r)] = 61L(t) - 61L(t - 7T).

0.1 a I Then
I e m
{f(t)} = {I - (t - 7r)} =- - -.

H n e
{ y"} + 9 { y} = {f(t)}
Example 4 ·
2
Y(s) - y(O) - y'(O) + 9Y( ) = s1 - - e m
5
-

( i + 9)Y() = _!_ - e- =
s
e- m
( 2 + 9) .
450 ran f rm 8.3 Laplace Tran forms of Several Important Functions 451

Th n
Definition 8. 7 Periodic F unction
I = c -I { }'( } =< }· function/(t) i periodic if there is a positive number T such that
f(t + T) = f(t)
)]}. In th fi nn f < - •{e -asF( }. a = 1T and
1{F(\)} anb fi und,,ith ith rapartiatfra - for all r 2: 0. The minimum value of T that satisfies this equation is called the
Fi
period of f(t).
ti n

dcr
The calculation of the Laplace tran fonn of periodic functions i simplified
through th u e of the following theorem .

= Theorem 8.10 Laplace Transform of________________________

Periodic Functions _J
Th n 'th ~, - T. r. in t in rr = - r. '' ha' '
uppo e that/(t) is a periodic function of period Tand that/(t) i piecewise con-
tinuous on ro.
oc). Then {/(t)} exi ts for s > 0 and i determined with the def-
inite mtegral

< {f(t)} = I 1 sT LT
e ''l'(t) dt.
9 - e o

m mm th luti n
PROOF Of THEOREM 8.10
~------------------------------~

= 'P } =
I
begin by writing ;£{/(t)} = f e s'l'(t) dt a the sum
..!. . 1] I I - rr) .
9 {f(t)} = ire s'l'(t) dt + re s'l'(t) dt.
0 T
n nt th1 d m d fun ti n If w hange the variable in the econd integral to u =t - T where du = dt, we
btain
..!. - ..!.
t =
I < ;;
J;e ''l°(I) dt = Le i(u r~ du= e - sr f e - wf(u) du= e - sr;e{f(t)}.
{ r. = f( u)

r
Then,

f gur 8.8
re th
( {/(f)} =re ''l°(r) dt +IT e ''l'(t) = e - s'l°(t) dt + e - 'T;f{f(t)},

''hi h can be s lved fi r {f(t)} to yield

1
nt pph m th m u {/(t)} = - .r Lr e - ''l'(t) dt.
1- e o
452 c p Tran orm 8.3 Laplace Tran forms of Several Important Functions 453

l th Lap/a t tro orm o a periodic jun ti on a p riodic jimction? 2

= -----,,---
2
( l - e =)(s + 1) ·
Example 6 Taking the Laplace tran form of both sides of the equation and solving for Y(s)
gi e u
Fmd th L pl tran form f th p ri di fun ti nj(I) = t. 0 st< 1.j(t I)~
1 , 12:.l. {y"} +;f{y} =;f{f(t)}
2
If r) Solution off. "hich 1 graph d in Figur .9. 1 T = I. Thr ugh in- 2Y() - y(O) - y'(O) + Y(s) = (1 - e =)(s2 + 1)
mput r I_ bra ) tern.
2
1
1d1 =
I - e
j _ {[ ' --
-- ']Io 11o --dr
-
•
I } Y(s) = (1 - e =)(s2 + 1)2.

Recall from your work with the geometric erie that if Jxl < 1, then

1
Figure 8.9 - - = 1 + x + x2 + x3 + · · · .
1 -x

Be au e we do not know the inver e Laplace transform of 2/[(1 - e =)(s 2 + l)],

we mu ' t u ea geometric erie expan ion of 1/(1 - e =)to obtain terms for which
we can calculate the inver e Laplace tran form. This give us
ily th n h initial-
1 = 1+ e 1rs + e 2.,,,. + e 3.,,,. + ...
I -e m '

-o
Example 7
~() - (!+ e m+e - 2m+e - 3=+···) ( 2 +
2
1)2
l,
JI

\= = 0 ifj (t) = -0. os r < ;; anJ

t t y(O = '(0) in '·
r; S t < -" I e = e- 2= e- 3m ]
th h - + + + + ...
- 2 [ ( 2 + I )2 ( 2 + l )2 ( 2 + l )2 (s2 + l )2 ·

luti n th p ri di T = _rr. " . h3' Th n

I e .,,,. e- 2m e- 3= }
, (tl dt () = 2 I + + + +· ..
vt { (2+l)2 (2+l)2 (s2+l)2 (2+l)2

=I- in I I 1" I• 0 r] _
- 2
( _ 1{
( 2
I
+ l )2
}+2 I{
( 2
e m
+ I)2
} + 2;£ I { e - 2= } +
(s2 + 1)2
"
,
=I -
m I dt. ·L .~ :~)2} + ... .
·I ,
mput t m. tic that 1
{I '( -2 + I )2} i needed to find all of the other term . U ing a com-

~1
. I
puter algebra y ·tern. we ha e

' - I{ l } = _!_( in t - t CO t) .

- = 1- Then
( i + I )2 2
4 4 lntrodu i n t th L pl Tran rm
8.3 Laplace Tran forms of Several Important Functions 455

\(I)= ( tn I - I 1) . (t 1T ] (I - 7T)
We now try to create the idealized impulse function by requiring that 8a(t - to) act on
mailer and mailer interval . From the integral calculation, we have

. t - 4jj)] l(f - 4,,) ... Jim I(t)

a~o
= l.

\ n TII th d fined fun tion We al o note that

6
I 1)
I. 0 :S I<" Jim 8a(t - lo)
O' 0
= 0, t i:- lo.

\ t) = 7T I. 2rr:St < 1T,

We u e the e propertie to define the idealized unit impul e function. otice that thi
idealized function repre ent an in tantaneou impul e of magnitude one that act at
_,,, sr< 4rr
t = t0 .

.IO. I a m th functi n'? (Th t i . i. y' ntinu u~·n

Figure 8.10 Definition 8.8 Unit Impul e Function
~~~~~~~~~~~~~~~

The (idealized ) unit impul e function 8 ati fies

Graph th 1111 lion t -{

tn I, 0 :S I :S " an dji t
o. :St< -r.
2;;) = (t)ontheinttn I 8(1 - lo) = 0, l *1 0

[ ' rr] {.,"" 8(1 - t0 ) dt = l.

lmpul Fun ti n , h D It Fun lion

an impul • that a t nl) O' ·r We now tate the following u eful theorem involving the unit impul e function .
ffi3) tnk r ·ndu]unl
m ir ·uit. In th • ' 3 ' ·~.
Theorem 8.11
upposc that g (t) is a bounded and continuou function. Then
I

• t 0:11
J.~ 8(t - t0 )g (t) dt = g (t0 ) .
n tmpul lf I ' r th 1n
tt=t - u d llU t I =I

Th "functi n" 8(t - t0 ), known a the Dirac delta function, i an example of a gen-
aali=ed function. It i n t a function of the type tudied in calculu . Thi function i
us ful in th d finiti n of impul e-forcing function that ari e in many area of applied
mathemati ·. Ithough thi function doe not po e the propertie required to apply
f'gur 8.11 11. th Lapla tran ti rm, we can determine { 8(t - to)} formally.

Theorem 8.12
I
I )- I - r !·or lo ;:: 0,
r {8(t t 0 )} =- e ' 10
 Tr n rm 8.3 Laplace Tran ·form of Several Important Functions 457
456

PROOF OF THEOR .12 ;E{y"} + {y} = {8(t - 7T)}

2
Y() - sy(O) - y'(O) + Y(s) = e-m
tran fi nn i tin ar. \\ find t 5(t - to)} through th fi II \\ -
2
n : (s + l)Y(s) =e ""'
e 'TrS
{ I - t } = Ui"b 5 0 1- lo)} = lim Y(s)=--.
s2 + 1
n nt th d 1t fun ti n 6 t - 10 ) in t m1 · f the unit tep fun ti n as Hence

i> t - t
I
= -[
-Cl'
I t - Uo - a)) - 1(1 - Uo a))]. y(t) = ;e-1{ ~~ml J.
2
H n B cau ef(t) = - 1{1 /( + l)} =sin t,

}= {+-[ I t - (10 - a)) - 1(1 - Uo ))] } y(t) = 1 e

{
m} =
2+T in(t - 7T)6U(t - 7T) =- in t6U(t - 7T).

=21[~ . h can be wntten

The graph of v(t), wI11c
-
. a y (t) = {O, . 0 :::; t < 7T , 1. hown in
- mt, t ~ 7T
Figure 8.12 Figure .12. otice that y(t) = 0 until the impul e i applied at t = 7T.

I - I 1- 1 ) = ltm e If we i11re1pret the problem

in Example 9 a a spring-mas sy fem with k = m, what
the maximum di. placement of the ma from equilibrium? Doe the ma s come to
; 1·
t:H pita!' rule.: t find re11?

I - I

= 8.3

Example 8 In
fi rd 1- --. find the Laplace transfi nn f the given *11. -14sin(t-
27T)1l(r- 27T)
\In I n. 3 3
( ) 1)} .

( \\1th to::: '"

.. l. - - l(t -
2. - 16 /(/ - 6)
)
12. -3 co (t - 2)1l(t - 2)
t 0 :St< I
::: J. *13. /(t) = { O, 1 :S 1 < 2 andf(t) = f(t - 2) if
t - Ti =
t ~ 2 ( ee Figure .13).
7 /(I - 4)
l(t - ) - 7 ll(t - 6)
Example 9 ) - 4 l(r - ) /(I)

= - (t - _)
pl
10, Figure 8.13
I - 2 I - ..,)
 Ch p r 8 lntrodu i n to th L pl Tran f rm 8.4 The Convolution Theorem 459
458

64. how that {g(t)1L(t-a)}=e" {g(t+a)}. how that

14. ft
I, 0 :s t < 1
= { __ t, 1 :s 1 < 2 ndf t
= (t - 2 (Hint: e the definition of the Laplace transform and
the change of variable u = t - a .)
1f t 1
*4 . 44. 2
o 4) 3e -2s - I) (. /(t) = {I, 0 :s t < a •

l
osr<I 65. ( quare Wave) If 71. Use an integration device to as i t in calculating the
f t) = f t - -1, a :st< 2a
15. (t) =
I, I :St< - ) 1f t i2: '
I - e-"'
Laplace tran form of each of the following periodic
-· _st<3 In th initial-valu prob! m Graph the f(t + 2a) =/(t), how that F(s) = 0 ,)
functions.
( Fa re 1 ) n an ppr priate mt n al (I + e
I as I, O:sr<l
-tanh- (a ) / ( = { - 1, 1 :St<2.f(t+ 2)=/(t)
t )
4 . y =f(l) (0) = 0, 2.
={ I. 0:St<2 66. (Tri ngular Wne) on 1der the function g(t) = {t,
(b ) I (t) = 2 - 0t, :s 1f < I
+ 2 > = /(t)
v o. t i2: 2 x, 0 :st< a
:s t < 2.f(t

4 . y' 5 =f(t),) (0) = 0. { 20 _ x, a < <

- t 2a
, g(t + 2a) = g(t). how that in t 0 :s t < rr
(c) /(t) = { _ i~ t, 7T :s t < 27TJ(t + 2rr) = f(t)
_ {·in r.t. 0 - t < I
Figure 8.14 a
/(tl - 0. t - I
G(s) = 2s1 tanh - .
2
(d) U e the re ults obtained in (a)-(c) to olve the
*4. l,.._4~· y=f(t). •(0) = 0, ' (0) = I. following initial-value problem for each function
t, 0 :st< I
(Hint ·e the ·quare wave function and the relation- f(t) above.
I)= t- )
1 • t) =

1f t
!
1, I st< -
- t, 2 t<
ft ={
~,
2
o s r<l
*6 .
hip g (r) - /(I) )

n1ooth Wa\e) lf/(t) = 1 a, O:st< a,f(t +a)=

d x
df2
2
+ x = f(t)
/(r). ·h \\ that d.:c
4. ,..
17. 11 , 0) =/(tl.y(Ol = - -.; '(0 = 0. { x(O) = dt(O) = 0
t-1 I e "'
*19. 1- -
(t =t:
O:St < I
nd t) = j(t - _) F{:) = -a~2 - s(l -e
-"' ).
*21. l:St<2 Plot the solution in each case to compare the re ult .
22. t - r. if t i2:: 2 · (R ctifi d in \\a\ e) Let/{t) = 1 in(m 'a)!. how that 72. olve y" + 2y' + y = O(t) + I O,OOOCU(t - 2rr) ub-
= t - tt') I, (0)=0,\'0)=0
F(~)
rra
= a1·2 2 +112 as
coth -:;-·
ject to y(O) = 0, y'(O) = 0. For what value of t
, fin 10\ = t- tt') f - 2 rr) I 0) = 0, \ '(Ol:::: O - doe y(t) decrease? For what value of t doe y(t)
increa e? Determine limH y(t). ls there a relation-
- 1.X' :c' 2:c= 0) = 0. '(0) = 0 69. (H lf-R tifi d in \\ave) lf/(f) = ship between thi limit and the forcing function
24. -10 52. X' t - ;;' . 0) = 0. • 0 =0 ·in("it a), 0 t 8(,t) + I 0,0001l(t - 2rr)? Will the limit be affected if
2'. - a. JU 2a) =j(t), show that
53. 0) =0 {0. a.St< -a the forcing function i changed to I 008(,t) +
I 0,0001i(t - 2rr)?
:::0, *73. olve y" + 2y' y = o(J) + o(J - 27T) ubject to
54. l' = t - -::')
y(O) = 0, y'(O) = 0. What i the maximum value of
t p) n idcr the fun tion g(t) = y(t) and where doe it occur? Determine limi- y(t).
Would thi limit be affected if the forcing function i
kd h th graph of g (t) on 0 s t :S 4.
·- - I
*
changed to 8(,t) + 8(,t - 2rr) + 8(,t - 4rr)?

8.4 The Convolution Theorem

The Comolution Theorem Integral and lntegrodifferential Equation

The Convolution Theorem

In man ca.· s, we ar' required to determine the inver e Laplace tran form of a prod-
u t oft\\ functt ns. Ju ·t a· in integral calculus when the integral of the product of
1,, l funcll ns dtd n t pr duce the product of the mtegrals, neither doe the inver e
460 hapt r 8 lntrodu ti n to th plac Tran form
8.4 The Convolution Theorem
461

mY r Lapla tran form ·

(why?), which can be written as

1{~} = • 1{~F( )} F( )G() = f'e st ff(t - v)g(v) dv dt = .:e[ff(t - v)g(v) dv} = ~{(/* g)(t)}.

rh in th r. \\ r llthat < 1
{F( } = f
0
f(a)da.wh rej(t) = - 1 {F(.)}. Therefore,
1
{ F( )G(s)} = ~-I { .;£{ (f * g)(t)}} = (f * g)(t).
..
-1 {Ft )} ( F-} -1 -1 { F( )} =j(t). Example 1

a dati n hip b m n th tn\ L pla traJ1 - ompute (f * g)(t) and (g * f)(t) if f(t) = e - and g(t)
1
= sin t. Verify the Convo-
1 Lapla trall~-
- {F( )G(\) }, and th tn\· lution theorem for the e functions.
'{G( )}.
Solution We u e the definition and a table of integral (or a computer algebra
y tern) to obtain

<f * g)(t) = [f(t - v)g(v) dv = [ e

0 0
(i- ..) sin v dv = e - 1 J ev sin v dv
1

1
[~"(inv-co '[~ (sint-co
1

=e v)J:=e t)-I(inO-coso)J
1={ /-\ \d\.

= 2J ( m
.
t- co t
)
+ 21 e . f

v ith a computer algebra y tern, we find that

(g f)(t) = l,
0
g(t - v)f(v) dv = J'
0
in (t - v)e" dv = J ( int - co t) +I e-'.
2
pr du t F( ) ) \dth th ov., a c rding to the Convolution theorem, ~{f{t)}~{g(t)} = ~{(/* g)(t)}. In
thi example, we ha e
1
F() = {f(t)} = {e "1} =- - and G(s) = {g(t)} = {int}= - 2
1
-.
+ 1 s +1
h1 h
Hen e

1
{F( )G( )} = 1[_1 ._I]
+1 s +1 2

hould equal (/* g)(r). We can compute

1{_1
+l
._1]
+1 2

thr ugh the partial fra tion e pan ion

A_+ B + C
_ 1_ , _l_ = _

- s + I s2 + 1 2
+ 1 + 1'
\\here A = = 11- and B = - I '2. Therefore,
 lntrodu ti n to th pl Tr n form 8.4 The Convolution Theorem 463
462

Solution
'{-11 __
I I }=.!. c •{-
2
II ~
We need to find h(t), so we first note that the integral in this equation
repre ent (h * g)(t) for g (t) = sin t. Therefore, if we apply the Laplace transform
to both ide of the equation, we obtain

=- -1{_1}-.!.
2
I
+ I ~
- ' {2 - } + _!.2
+ I
-1{_!_}
+ i I {h(t)} = ;£{4t} + ;f{h(t)};f{sin(t)}
or
I
- 'Int. 4 I
H(s) = - + H(s)--
s2 s 2 + I'
ht h i th m re ult r (j g t).
where ;f{ lz(t) } = H( ). olving for H(s), we have

H( )( 1 - _
2
I- ) = _i_2
s + I s
0
4(s 2 + l) 4 4
H() = 4 = 2 +4 ·
s s s

Example 2 Then by computing the inver e Laplace tran form, we find that

mt ind th Lap! tran nn of h(t) = ;f, {2s4+ 4s4}

1
= 4t + -t 3 .2
3

Laplace tran form are al o helpful in olving integrodifferential equations,

= int. Th w quati n that involve a derivative a well a an integral of the unknown function .

Example 4

dv·
l\.e - +y + J'y(u) du = 1 ubject
. to y (O) = 0.
dt 0

Solution Becau e we mu t take the Laplace transform of both ides of thi m-

Lapl tro orm o h t =f ' in ' d\•. tegr differential quation , we fir t compute

I Equ ti n
u: y (u) du} = {(1 * y )(t) } = { l } {y} = Y(s)_
s

H n e.

{ d~'} + {y}+;f, {J; y (u)du} = {1 }

Y( ) - y (O) + Y( ) + Y( ) = _!._
Example 3
2
Y( ) + Y( ) + Y( ) = l
Y( ) = l
f h 1- ' m' ' ·
2+ + l
464 pl r 8 lntrodu ti n to th L pla e Tr n orm
8.5 Laplace Tran form Methods for Solving Systems
465

) ( 1) B au
24. h(t) = 2 - [ h(v) dv 35. Expre s th~ integrodifferential equation in Exerci e 27
0
a an eqmv~lent econd-order initial-value problem
and olve this problem.
*25. h(t) - 4e 21 = co I - [ in(/ - v)h(v) dv
2 -i 2 . v3 0 36. Express the integrodifferential equation in Exercise 28
(I)= -ce m -t. a an eqmvalent econd-order initial-value problem
\'Cl 2 26. /(I)= 3 - [1u- v)v dv
0
and solve thi problem.
Th ~raph h wn in Figur .16. l th initial nditi n ati fi d? *37. Calculate (a) ;e-1{ 4 }
In E erc1 e 27- 2 , olve the given integrodilferential equation (s - 2)2(s 2 + 16) '
u tng Lapla tran form .
rodi trentia/ equation in Ernmple 4 i equi\'G/ nt to th econd-
quation r + y' + y = 0 by differ ntiatin~ the integrodijfe1< ntial 1' (b) ;f 'U;f~ -2(s/+4)Jl
*2 · d\·
dt - 4y + 4 y(v) d1• = t 3e 2', y(O) = O
Figun! 8.16
raph of
qu tion uth re p t to t. ub titut t = 0 into th int ~rodi r ntial equation ro
md th t)' 0 = I. of, the initial-w/ue problem ,.. + y' y = 0.) (0) = 0.
0
(c) . 'L~[ 4(s s+ 9) - 4(): I)]}
2

\ (t) = fi e
')
m-1
13 ; ' 0 = I. I thi problem qui\'Glent to th initw/-\'G/ue prob/ m in Exampl 4? 2 · ~; 16fr(v)dl·= in4t,x(O)=O 38. Verify each of the following:
2
29. how that (/ * g)(I) = (g * /)(!) by verifying that {a) ( in kt) * (co kt) =_!..sin kt
I: f(u)g(t - u) du - { g(u)f(t - 11) dt. (Therefore,
0
2 ,

(b) (sin kt) * ( in kt) =_!_sin kt - _!..cos kt·

the convolution int gral i commutative.) 2k 2 ,
0. h \\ that th convolution integral 1 as ociative by
(c) (co kt) * (co kt) =_!_sin kt +_!..co kt
pr Hng that(/* (g * h))(t) = ((/* g) * h (I). 2k 2 .
1. h \\ that the convolution integral satt fie the distrib- {d) U e the ere ults to verify that
tran fonn of_ ·~
, find th im e c L pl
m lution th rem and th re ult ot £
11111.property(/* (g + h))(t) = (/ g)(t) + (/* h)(t).
'{(s2 :k2)2} = f in kt,
2. h \\' th t for any c n tant ((kf) * g)(t) = k(/* g)(t). 2
1) = *3 . h \\ that (·in t) • (co kt) - (co t) • <! in kt).
;e· '{
( 2+k k2 }_ 2Ik sm
)2
.
kt -
- 2t co kt,
2
= 1T.
l. -=---
!)
4. h \\ th t t _,
h n . I.)
• t- i 2 ( ee Exerci e 31, ec-
and I{( 2:2k2)2} = 2~ in kt+ f co kt.

., * 15. --,,2----=-
I)
I)

In 7 8.s I Laplace Transform Methods for Solving Systems

I =[ e In many ca e , Laplace tran form can be u ed to olve initial-value problems that in-
volve a y tern of linear differential equation . Thi method i applied in much the arne
£ nl wa that it wa in olving initial-value problem involving higher order differential
equati n , e ·cept that a y tern of algebraic equation i obtained after taking the
I =£ 1-
Laplac tran form of each equation. After olving for the Laplace tran form of each
f the unkn wn function , the inver e Laplace tran form i u ed to find each unknown
21. (
1 = £ fun t1 n in th olution of the y tern.

II . t • ( Example 1

12 . I • ( I - • '· I - I =-[ t - \
l\e , ' (~ ~) + (2 ~~
/
t) ubject to (0) = (~).
466
8.5 Laplace Transform Methods for Solving Systems
467

Solution L t • t) = ( y(t)
x t) )· Th nw an r \\rrite th1 problem a Previou ly we olved y terns that involve higher order differential equations with
differ ntial operator . In many ca e the e system can be solved with Laplace trans-
x' =y in t form a well.
{y' =x 2 0 t
• x 0) = 2, l' 0) = 0.
11 m_ th Lapla tran form of both 1d of a h equati n • 1 Id th · tern Example 2

X( ) - x 0) = Y( ) 2 x" = 3x' - y' - 2x +y

olve { x' + y' = 2x _ y , x(O) = 0, x'(O) = 0, y(O) = - I.
{ Y( ) - (0) = .\"( ) -~--

Solution We begin by taking the Laplace transform of both equation . For the
whi h 1 qui\ I nt to fir t equation, thi yield

{x"} = .;£{3x' - y' - 2x + y}

.\ 2

{ -x)
s X( ) - sx(O) - x'(O)
2
X( )
= 3(sX(s)
= 3sX(s) -
- x(O)) - (sY(s) - y(O)) - 2X(s)
sY(s) - I - 2X(s) + Y(s)
+ Y(s)

2
( - 3 + 2)X() + (s - l)Y() = -1,
t tiply "n th nd uatl n b) and ddin th t\\ h \'
and for the econd equation,
·-1r =--
.;E{x' + y'} = S:{ 2x - y}
X() - x(O) + sY() - y(O) = 2X(s) - Y(s)
( 2
( - 2)X(s) + (s + I)Y(s) = -1.

fter fa toring the coefficient of X( ) in the fir t equation, we have the sy tern of
a) I) equation
m th m' L pl tran fi rm th n ·i Id ( - 2)( - l)X() + (s - I)Y(s) = -1
[ (s - 2)X(s) +( + I)Y(s) = -1.
·(r =- I
- -l -1
int.
4 Multiplying th econd equation by the factor -( - 1) yield

-( - !)( - 2)X(s) - ( - l)(s + l)Y() = s - I.

dding thi re ult to the fir t equation then eliminate X(s), owe can olve for Y(s)
\\ ith

[( · - 1) - ( - !)( + !)]Y(s) = - 2

- ( - I)Y(s) =s-2

s-2
Y() =
( - l)'
·mg the partial fra tion e pan ion

Y( ) - ( -=- ~) = -(.d_ + s ~ 1)
 pt r In o th Lapla e Tran form 8.5 Laplace Tran form Methods for Solving System
468 469

that = _ and 8 = - I. EXERCISES 8.5

}' = -(=--~) and y(t) =

-
-1{-(l- _I)} = -- + e'.
\" s - I

>'( ) fr m th f quation · b) In Exerci e 1- 26. use Laplace tran form to olve each initia l- x' - y = 0
nd quatt n b) *15. {y' + x = f(t)' where
vaJue problem. Graph x(t). v(t), and { ~~~- De cribe other
th fa t r (
x(O) = 0, y(O) = 0
rn th that ould be u ed to olve the -y tern.
I :r()+( - I l)Y{)=- 1) f(t) = { in I, if 0 :S t < 'TT
0, if I~ 'TT
- I :f(. ) - ( - I I )f( ) = - I. 1. t\·'-2r+3y=O _, _
,,. + 9x
4y = 0 . r(O) - O. J (0) - 4 16 { x' + 7x + 4y = f(t)
· y' + 6x - 3y = 0, where
x' 9x - 2i• = 0
- l )[ +I- l]X( ·) = - - 2. {y' + IOx - 3:v-= 0· x(O) = -2. y(O) = 0 x(O) = I, y(O) = 0
(. - I .\"(') = -- * . fx' - x v=O
f(t) = {I, 0
if :S t < I
0, if I~ I
• x(O) - 2. v(O) = 0
V
.\(. ) = ----_-1-r _. 4x _I -

2t -4r= 0
0 x' - 2x + 4v = 0
17. { y - x - 2'y = f (t), where
t

\ 1h th p ru I fi tt n
4.
t(
. ,•

\
1
-
2\
x
-
-Y = 0
• \(0) = O. r(O) = 6

4\ - ...:: = 0
· x(O) = - I, y(O) = 0
1, if 0 :S t < I
8 2\• 2: = 0 f(t) = - I, if I :S t < 2
-2
= -A { \, 2t
1o.
\' \
"" ----..,.--:-
V(-~;: ~. :(~; = 15
- 1· if f ~ 2
- I)
.l ·(0) - 0. JS. {x'y .-- 2rx ++ 7y2y == f(f)
m that = -1. 8 = -1. nd = 2. h •r>fi r . 0, where

I
4y + 2.: = 0

~1
= 0, y(O) = -
\" /) = :J 1{ - -I - 6x 2y - 2: = o. x(O) I
1
= -- ----=z
1
- l'
---=-=-
I 6
. =' x 7 '+ 6= = 0 f(t) = {t,2 - ift, 0 ~1f It<:S lt < 2 and
\(0) - -· i·(O) = 0. =<O> =2
=- 1-

nd { I). \\ at 1 th ri nt ti n f {;.~',) !
. {;. -\ '= e4'
y=O
. \(0) = 0. 1•(0) = 0
. *
f(t) = f(t - 2) if f ~ 2
{ x' + 2r + 3v = 0
In 1 ur .I
\ ( t) - 19. y' _ x + 6:v = f(t)' where
x(O) = I, y(O) = 0
0,
ifO:St<I
f(t)= I,
if l :St<2and
12,
if 2 :Sf< 3
/(/) =/(I - 3) if I~ 3
{ x' + 5x - 7y = f(t)
20
· y' + 3x - Sy = O. where
x(O} = I, y(O) = - I
if 0 :S t < I
t,
f(t)= I. ifl:St<2 and

..1
I
3 - t. if 2 :S f < 3
f(t) = f(t - 3) if f ~ 3
tn .. t
- 2 d2x - 2 d1 · = 0
•it. dt 2 dt • \-(0) = 2, X:(O) = I.
d 2v cfr y(O) = I. y (0) = 2
{ -- + r - - = co t
dt 2 • cit
 70 pt pla Tran f rm 8.6 Application U ing Laplace Transforms
471

2 . L pla tran firm· to Ive th y ·tern

termine value of a o that the output voltage, Q(t)IC (the voltage acros the ca-

{ , ' ' -y=e

5., + -Y = in I
pacitor), matche the input voltage, E(t).

raph th luti n for different initi I ndition . . Solution Thi circuit is modeled with
2 . c L pla c tran fi rm t Ive dQ l
R-+-Q =E(t)
dt c
becau e L = 0. Therefore, we olve the IVP,
dQ
dt + Q = E(t), Q(O) = 0.
The Laplace tran form of E(t) i

{E(t)} = l
- e
l 2as fo e SI dt = I [e - st]a = I - e-os
I - e - ias -s o s(I - e- 20s)
pp icati n U in Laplace Tran form l - e-os
s(I - e as)(l + e - os) s(l +e as)
L
Taking the Laplace tran form of each ide of the differential equation then give u

R
{Q(t)} - Q(O) + ;E{Q(t)} = I
s(I + e-as)'
(a)
o that

{Q(t)} = ( + 1)(1 + e - os).

L d
1
Writing the power serie e pan ion of 1 + e - as give u

- - -I- - = I _ e as+ e - 2as _ e - 3as + ....

1 + e - as I - (-e - as)
Figure 8.19 l-R- L di RI = EV
dr Thu
(bl l-R I II
nd {
I 0) = l o
{ Q I )} I [I _ e - as + e - 2as _ e 3os + .. ·]
R = ( + I)
e - as e - 2os e 3os
=--- ( + I) + (s + I) - s( + I) + ....
s( + I)

Becau·e - 1{! /( ( + !))} - I - e· r,

Q t) (I - e 1
(I e <r
0>)CLJ.(t - a) + (I - e 1
<- 20 »CU.(t - 2a)
Example 1 ) -

If - (I - e - <t 30 »1L(t - 3a) + · · ·.

ith th rt, R= ::: I
) :::: . l rigur .21 ·h ' · graph of the olution when a = J a = I 0, a = 20, and a = 50
.20
I = al n, with the input fun ti n, E(t). We notice that the output voltage, Q(t) C, move'
472 lntrodu ti n o th pl Tran form
8.6 Application Using Laplace Transforms
473

ond , th nth
to Example 2

A tank contain 100 gal of water. A salt solution with concentration 2 lb/gal flows
into the tank at a rate of 4 gaVmin, and the well-stirred mixture flows out of the
tank at the ame rate. If the alt concentration of the solution flowing out of the tank
equal the a erage concentration 1 min earlier, determine the amount of salt in the
tank at any time t.

Solution If we let y(t) repre ent the amount of alt in the tank at any time t, then
we determine the net change in the amount of alt in the tank with the differential
equation

dy = (2~)(4~)- (y(t - 1) ~)(4~).

dt gal mm 100 gal mm

Therefore, becau e there i no alt in the tank initially, we olve the problem

dy l
=I a= 10 di = s - Ey(t - 1), y(t) = o, - 1 st so.
In the exerci e , we have you verify that ;£{ y(t - I)} = e -sr(s). Using the Laplace
tran form, we find

Y( ) - y(O) = l _ 215 e sY(s)

2
( + 215 e s)Y() = ?
8 8
Y( ) = - - - -
(s + ise -s )
00

F gure 8.21 With th p wer ne expan ion 1/(1 + x) = l - x + x 2 - x 3 + · · · = L (-x)",

n=O
we ha e
1 )" oo (-1)" ens oo (-1)" e - ns
Y() - 2 ( - - e --• = --rI~-,, = 8L~ 5 n+2·
11--'o
25 nO nO

D u ti n Ther fi r ,
"' (-1)" (t-n)" +'
(f) -- oU(t - n).
Y = ,,~0 25" (n + l)!

In figur .22, we graph the olution (0, 150]. It appear that lim,_.oo y(t) = 200.
w ma a k h \ thi olution differ from that of the problem that doe not include
ad la ,
dz I
-=
dt
- Ez, z(O) = 0.
4 4 Ch pl r 8 lntrodu ti n lo th Lapla Tran f rm
8.6 Application Using Laplace Transforms
4 75

quation, we find that :(t) ==

Solution To find x(t) and y(t), we must olve the initial-value problem
th ·am hm1tmg value. but
: t). Th large t d1fferen
~4 . n ther
~~: = - 5x + 2y
div , x(O) = 0, x'(O) = I, y(O) = I, y'(O) = o.
{-·
2
=2r-2v
dt •

Taking the Laplace tran form of both ide of each equation, we have
C upled prin tern 2
X(s) - sx(O) - x'(O) = -5X(s) + 2Y(s)
Figure 8.23 { 2 Y( ) - y(O) - y'(O) = 2X(s) - 2Y(s) '
which i implified to obtain the y tern

(s 2 + 5)X(s) - 2Y(s) = I
{ -2X(s) + ( 2 + 2)Y(s) = ·
lving for X( ), we have
2
____+_2.,...s_+_2__ _ s 2 + 2s + 2 _ s 2 + 2s + 2
X( ) = ( 2 + 5)( 2 + 2) - 4 - s 4 + 7s 2 + 6 - (s 2 + I)( 2 + 6)'
Then, with the partial fraction expan ion

X(s) = As + B + Cs + D
2 2
s + l + 6'
we find that A = 2 5, B = I 5, C = -2 5, and D = 415, o
2s + I 2(2 - s)
X(s) = + --'---
ma+,= - 1\ k(y-\) 5(s2 + I) 25(s + 6)'

{ d; = -
m - )
Taking the in er e Laplace tran form then yield

t x(t ) = -l .
mt+ - co t - - co
2 2
6t
4
+-- tn 6t.
5 5 5 5 6
In ·tcad of ol ing the y tern to find Y(s), we u e the differential equation
+ 2y to find y(t). Becau e y = ~(x" + 5x), and
d 2 r dt 2 =- -5x

x' (t) Sl co t- 52.m t +2- 5 -6 m

6 4
t + 5 co 6t
and
. 2 12 4 6 .
'''(t) tn t - - co t +5 co 6t- - - m 6t,
5
12 4 6
) (t) = -=-1( 1 'int - ; O' t + 5 CO 6t- -5- tn 6t + int+

Example 3 4
2 co t - 2 co 6t+- m
6
'61)
v'6
5I CO
- I. 4
Stn t c st-15 ·m 6f T 6t.
- 1.
476 Chapt r 8 In odu tion to th L pl Tran form
8.6 Application U ing Laplace Transforms
477

The Double Pendulum

In a method imilar to that of the simple pendulum in Chapter 5 and that of the cou-
pled pring y tern, the motion of a double pendulum (see Figure 8.29) is modeled b
the following y tern of equation u ing the approximation sin () = () for small di:.
placement :
(m, + m2)€f()'{ + m2€1€2()2 + (m, + m2)€ 1g() 1 = o
{ m2€~()2 + m2€1€2()~ + m2€ig()2 = O'

-- where () 1 repre ent the di placement of the upper pendulum and ()2 that of the lower
pendulum. 1 o, m 1 and m2 repre ent the mas attached to the upper and lower pen-
Figure 8.29 doubt dulum , re pectively, and the length of each i given by 1 and e2 . e
Pendulum

Example 4

uppo e that m1 = 3, 1112 = 1, and each pendulum has length 16. If g = 32, deter-
mine ()I (t) and ()2(f) if {)I (0) = 1, ()I (0) = 0, ()2(0) = 0, and ()2(0) = -1.
•
d) e) 1) Solution In thi ca e, the y tern is

f 'gure 8.27 ( ) I - (c) I= I (d I= (e) I= 2 (f) I= (I?) I:::: } 4( 16) 2 ()'{ + l 62 e2 + 4(16)(32)()1 =0
) I - { 16 2 ()! + 16 2 ()2 + (16)(32)()2 = O'
which can be implified to obtain

ch prim~. Do• on o tht 4e'{ + e2 + 8e1 = o

rt Jh • 01/i r?
{ e'{ + e2 + 2()2 = o·
, th t m f ·qu 3• If we let { () 1(t)} = X(s) and ;£{ ()2(1)} = Y(s), we have
4[ 2X( ) - s() 1(0) - ()!(0)] + [s 2 Y(s) - s()2(0) - ()2(0)] + 8X(s) =O
d. { [ 2 ( ) - 01(0) - 01(0)] + [s 2 Y(s) - s02(0) - OHO)]+ 2Y(s) =O
m 1- = - k 1
di r
4( 2
+ 2)X(s) + s 2 Y(s) = 4s - 1
{ m2-=- F t { 2
'(s) + (s 2 + 2)Y( ) = - 1·
dt

mt \\ in oh mg thi , ·y tern fl r X(s), we obtain

3s 3 +- 2 3s 3 +8 - 2
X(s) = 3 4 + 16 2 + 16 = (3 2 + 4)( 2 + 4)'
\\1th th partial fraction expan ion
, _A+ B+C+D
~t( ) - 3 2 + 4 2 + 4 ,

\\ find that
F I
.2
478 Chap r 8 In rodu i n to h Laplace Tran form 8.6 Application U ing Laplace Transforms
479

Th n.
. 2t I 1 .
·m - - + -2 o 2t +- m 2t.
,11

Diffi r ntiatin~. ' ha\e

, I . 2t
4I
_/
I I = --r:{ ·m \h - ·--- tn .. t 0 2t
4
" 3 (a) (b) (c) (d)
d
. _, 2t -
I
tn -1.
2\h tn ,13 -
diffi r ntial qu ti n 40j + o; I= 0 yi Id i=- 4

_,
I = -4 j I - m -1 4

(e) (t) (g) (h)

Int ratin h\
2 . _,
tn h - - in -f + I•

Id 82 0) = - 11- - I- + c, == - I.

in_,_ _, c.
4
1'1JI (i)
c = 0. 2 = O. ''hi h indi t ·
Figure 8.31 (a) 1 = 0 (b) t = ~ (c) t = ~ (d) t = ~ (e) t = 5 (f) t = ¥ (g) t = !f
-' I in_, - 21. (h) t = ~· (i) t = I0
\h -4
) and p ram tri ti) ~
1
Doe the y tem in Example 4 come to rest? Which pendulum experiences a greater
I h " th rn ti n d1 placement from equilibrium?

8.6

n ·ider a ir uit with a capa 1tor 2. uppo e that we con ider a circuit with a capacitor
nd a v ltag ·upply E(t) = C, a re i tor R, and a voltage upply E(t) =
I00 sin 1, 0 s t < 7T .

Figure 8.JO
If l = O. find Q(t) and /(1) if {O, t 2: 7T . If L = 0, fmd Q(t) and /(t)

= 0. = -0 I c rad\, and R 0 n. if Q(O) = 0, C = 10 - 2 farad , and R = 100 !1.

480 Chapt r 8 lntrodu ti n to th L pl Tran rm 8.6 Application U ing Laplace Transforms 481

1 . in x r i · with £(tl "' In Exerc1 e · 20 and 21, u the given initial condition to de- e- 1, 0 s I< I
urrent tf /(0) =I te ·
~me th dJ pla ement of the obj t of mas m attached to a
36. /11 = I, k = 4, c = 5.f(t) =
{0, t ~I
Pnng '' ith pnng con tant k.
n td r th R-C 1rcuit in Figure _ in \\hi h
Et *37. m = I, k = 4, c = 5,f(t) ={cos m, Os / < 1
20. m = 4, k = 16, x(O) = I, .t'(O) = 0 0, t ~I
4. = IO ~ farad. and £(tl "'
21. m - I. k = 9, x(O) = 3, x'(O) = - 2 38. Show that the initial-value problem x' + x = 8(J),
L =l utput ' l13ge. x(O) = x'(O) = 0 is equivalent to x' + x = 0, x(O) =
In faerci · 22 - . detennine th d1 placement of the object 0, x'(O) = I. (Hint: olve each equation.)
of m m atta hed to a ·pring with ·pnng con tan! k if the
5. dampin 1· given by c dr dt · e the mitial conditions x(O) =
In Exercises 39-41, as ume that the mass i relea ed with zero
I• :c ,(0) - 0 tn ea h ·e
L= l initial velocity from it equilibrium po ition.
I d1 22. m = I. k - 6. c = 2 . m - I 2, k = 2. c = 2 39. uppose that an object with ma s m = I i attached
24. m = I. k = I . c = 4 *25. /11 = I, k = 4, c = 5 to the end of a spring with spring constant 16. If there
c is no damping and the spring is subjected to the forc-
In E erc1 · 26 - -9, d tennm the d1. placement of the o b'~eel ing function f(t) = sin t, determine the motion of the
of m m atta h d to a pnng \\Ith pnng on tant k if the pring if at t = I, the pring is supplied with an up-
~pin~ i. gt\ en b Co c~\- dt and ~h re 1· an ext~mal force /(t). ward hock of 4 unit .
h . us the m111al ond1t1on. x(O) = x (0) = 0. 40. An object of ma s m = I is attached to a pring
R 2 · m = I. k = 6. c with k = 13 and i ubjected to damping equivalent to
./(t) - ·m I
4 rJx,dt. Find the motion of the mass if the pring is
2 = I-· k = -· c -./(I) = fe - I
upplied with a downward hock of I unit at t = 2.
2.m = l.k = l. c 4./(1) = e -21 *41. An object of mass m = I i attached to a pring
2 · m = I. k = 4, c ./(I) = e 41 + 2e - ' with k = 13 and i ubjected to damping equivalent to
4 dxldt. Find the motion if/(t) = 8(t - l) + 8(t - 3).
Figure 8.32 42. (Population Problems Revisited) Let x(t) repre ent
the population of a certain country in which the rate
of population increa e depend on the growth rate of
the country a well as the rate at which people are be-
ing added to or ubtracted from the population becau e
of immigration, emigration, or both. Con ider the IVP
· m = (. k =0. C = . j(f) -_ {O.·in -1.I 2:. n0 _:5 I < 7T 2 x' + kx = 1000(1 +a sin t), x(O) = x0 , where a i a
con tant. (a) how that
1T1. 0 :S I < I
1. m = I. = .c= .j (I) = { 0. 1 2:. I x(t) = 1000 (I _ e kt)
k
21
0S t< I
2. m = I -· k = -· c = 2.j(t) = { ~. / 2:. I *' -
+ JOOOa (
1 + k2 e co t + k int)+ xAo
"" - *'.
0 s 1< l

l
e - ~'.
= I -· = 2. =...j (I) = I. IS t<2 (b) If k = 3, graph x(t) over 0 st s 10 for a= 0.2,
0. I 2:. 2 0.4, 0.6, 0.. De cribe how the value of a affects the
olution.
4. m - I
'·
'· 0 I < 7T
In Exerc1 e 43 49, olve the initial-value problem u ing
Laplace transfonn . Interpret each as a population problem. I
= I, = the p pulation bounded?
0 I < 7T
43. r' + 5x = 500(2 - sm t), x(O) = 10,000
1T I < -7T
44. x' + 5x = 500(2 + co t), x(O) = 5000
482 8 ntrodu n to th Lapla e Tr n form
8.6 Applications Using Laplace Transforms
483

*45. , 5x =
I hr. th n one half of the initial do age remains
46. x' = aft r 1 hr. Therefore, we olve x 0e 0 <1> = xof2 for is V2 = G). (c) how that two linearly independent
4 . x' - a =- 5 . a. which yields a = In 2. imilarly, we solve olutions corre ponding w 1 = ::!::SVJ are
4
4 . x' - 2x = - Yoe b\ > = yo/2 to find that b = (In 2)/4. Describe
co SVJt ) ( in SVJt )
what happen to the drug concentration in each ( - 2 cos S 3t and - 2 sin SVJt ; tho e corre-
*4
ca e. ·ume that c0 - 2.
sponding to w 2 = ±S are ( cos St ) and ( si~ St ).
( ) that the half-life of th drug in the GI 2 cos St 2 111 St
tra t 1 0 min and that in the circulatory y tern {c) Form a general solution to the y tem by talcing a
it i 4 hr. How d e · th1 · change affect the drug linear combination of the four olution . {d) If the ini-
on entration in the cir ulatory y tem? tial conditions are x(O) = 0, y(O) = 4, x'(O) = 0, and
(f) up ·e that th half-life of the drug 111 the cir· y'(O) = 0, determine the olution to the initial-value
problem.
culatol) :y tern in part (d) 1· S hr. How doe thi
hange affe t the drug concentration 111 the circu- 60. (Forced ystem: Method of ndetermined Coeffi-
latOI)' y tern? cients) uppo e that the system can be written a
( ) HO\\ d adding buffer to the drug to increase x" = Ax + f, where f = F 0 cos wt. Show that ifa par-
th half-life of th drug 111 the GI affect the drug ticular olution ha the form xp(f) = c cos wt, then c
1) - t, 0 = 0
ati fies the sy tern ( + w2I)c = -F0 . If w-:/= S,
n ntration in the circulat ry ·y ·tern?
S 3, find a particular solution of the sy tern in the
- b . .l tO) =O tifTn latri ) (a) h ,, that we may write
the ")·tern previou sy tern if F0 = (s00). ( ote: The constant
th I will depend on w.)
m1 dd~~ = - 1. 1., + k,(- .r - x)

j
1 . o s 1< 1 .. c(1 - ') = t . r· 61. (Delay Equations) According to the definition,
= {O. 1- s t < 4 ' ..
c/"1•
nh ~= - I. ( 1•- 1) { y(t - t 0 )} = Je
0
''.}'(! - t0 ) dt. If y(O) = 0 for
( ) h\\thtfirO dr ·
-t0 =:;; t =:;; 0, use the change of variable v = t - t0 to
in matri ti rm I " K'I: . where M - ('~ ,,~J
1 show that!£{ y(t - t0 )} = e '"'Y(s).

In Exerci es 62 67, solve the coupled pring-mas y tern

-(k1 ~ k~) k~ ) 1"
<"" I•") t th m ~ matri and K ( k~ -k modeled by
- t 2
. (b) ho'' that we can \rnte l\h"
1 1K . (Wh doe·
wu1 1· a olution
= .\ h '' that (t) w ·ati ·fie· the ·y ·tem
d nh 11 o = A. \\h ·re A 1. an 1gcnvalue of
u ing the indicated parameter value and initial condition .
. ·iatcd c1gcmc t r (d) TIP e1gen-
f \ are t. pi all} negative real number'. 62. = 2, 111 2 = 2, k1 = 6, k 2 = 4, x(O) = 0,
111 1

lut1 ns of th· }stem arc "\ 1(t) r'(O) = -1, y(O) = 0, y'(O) = 0
• cl)(. \\ h re a ~ - A
(t) = ' 111 w2 63. 111 1 = 2, 1112 = 2, k1 = 6, ki = 4, x(O) = 0, x'(O) = 0,
y(O) = l,y'(O) = 0
z. = I -· k . and k, 2S 111 64. m1 = 2, 111 2 = I, k1 = 4, k2 = 2, x(O) = 0, x'(O) = O,
t m ( ) h ,, that th e1g malucs r(O) = 0, y'(O) = -1

o ,\ = ~I - 50
:o - :io
- 'i--) arc A1 7S and *65. 111 1 = 2, 1112 = I, k1 = 4, k2 = 2, x(O) = I, x'(O) = 0,
v(O) - 0, y'(O) = 0
ri _ 1
= -w;
implies that W1
66. 111 1 = 2, 1112 - 2, k1 3, ki = 2, x(O) = 0, x'(O) =I,
implies that w. = +S. -
1·(0) - 0, l''(O) 0
I 'O\ ·tor rr •sp nd111g t A1
67. 2, 1112 2, k1 = 3, ki = 2, x(O) = I, x'(O) = 0,
=(- ~} th t ·im.:~p
111 1 -
1 , 1 nding to A1 = r(O) = 0, y'(O) = 0
484 Chap er 8 Int nt h L pla e Tr n form 8.6 Applications U ing Laplace Transforms
485

-:!:.q2i. where q1 and q2 are real numbers. What doe occur? (c) Find lim,-+"" l(t) (the steady-state current).
thi tell you about th olution to thi ystem? Doe (d) What is the frequency of the steady- tate current?
thi agree with the olution obtained with Laplace
90. olve the problem of the forced coupled spring- mas
m,!f:..
dt
=- transform ?
ystem with 1111 = 1112 = I , k 1 = 3, and k 2 = 2 if
6. In (a}-(d}, determine the motion of the object of ma the forcing functions are F 1(t) = I and F2(t) =sin t
d2
{m.-:o:- l. \C th imll I-\ lu pr blcm m attach d to a pnng with pring con tant k if the and the initial condition are x(O) = 0, x'(O) = I,
- dt damping i given by c dx'dt and there i a piecewise
1/L m \ = - k{x - )') y(O) = 1,y'(O) = 0. Graph the olution parametrically
=O, 11n" m iv= -Ai,) - x) d frned penod1c external force /(1). U e the initial a well a simultaneou ly. How doe the motion
condmon x(O) = x'(O) = 0 in each case.
x(Ol = - 1. r' 0) = 0 differ from that of Example 3? What eventually hap-
(a) m = I, k =6, c - 5.
= 1, F =1 1(0) = I. '(0) = 0. pens to th1 ystem? Will the objects eventually come
. f 1(t t
= mt \\
'
i th m tmum di pl
th amtial-\ Ju p I m
m nt of \ t and y(tl'? /(1) = n: ~ : ~ ~ ~.f(t + 2) = f(t)
to re t?
91. Con ider the three- pring problem shown in Figure
(b) m = I. k = 6. c = 5, 8.25 with 111 1 = m 2 = I and k 1 = k 2 = k3 = I. Deter-
f(t) ={-I, 1. 0 :Sl :St<2'
I < I /(t + 2) = f(t) mine x(t) and y(I) if x(O) = 0, x'(O) = -1, y(O) = O,
andy'(O) = I. Graph the olution both simultaneously
(c) m = I. k = I • c = 4. and parametrically. When doe the object attached to

/(t) = { in t, 2
:S t < TT.J(t + 2rr) = f(t)
o. 1T - t < 21T
the top pring fir t pas through it equilibrium po i-
tion? When doe the object attached to the ecoad
pring fir t pa through it equilibrium po ition?
(d)m = 1.k = I .c=4.
92. olve Exerci e 91 with the forcing functions F 1(1) = l
f(t) = {I. 0 :s t < I /(t + 2) = f(t)
and F 2 (1) = co I. Graph the olution both imultane-
3 \" - ·= 0 - 1. l:St<2'
ou ly and parametrically. When doe the object at-
(e) · a graphing d vice to inve ligate the olution
tached to the top spring first pas through it equilib-
=O obtain d in ( )- (d ). How doe the forcing func-
rium po ition? When does the object attached to the
ti n/(t) affe t th sub quent motion of the ob-
econd pring first pass through it equilibrium po i-
J t? th effe t of damping eventually cau e
tion? How does the motion differ from that in Prob-
the bje t to c me to re. t'! lem 91?
on id r th l-R- circuit in which R I 00 !1,
l = O. I henry. = 10 '.and£(/) = 155 in 771. *93. Con ider the double pendulum ystem with m 1 =
(. 11 th t th frequcn y of the voltage ource 1 3 slugs, 111 2 = 1 lug, and C1 = C2 = 16 ft. If g =
32 ft/ 2 , determine 81(t) and 82 (1) if 81(0) = I,
Hz = 60 c ·cle .)
81(0) = 0, 82 (0) = 0, 8.2(0) = -1. Graph the olution
parametrically and simultaneously.
94. uppo e that in the double pendulum 111 1 = 3 lug ,
= 1 lug, and each pendulum ha length 4 ft. If
111 2
2
g = 32 ft/ , determine 81(t) and 82 (1) if 81(0) = I,
Figure 8.34 81(0) = 0, 82(0) = 0, 8.2(0) = -1. Graph the olution
parametrically and imultaneou ly. How doe the
length of each pendulum affect the motion a com-
pared to that of Problem 93?
95. uppo e that m 1 - 111 2 = I slug, and each pendulum
ha length 4 ft in the double-pendulum y tern. If
g = 32 ft/ , determin 81(1) and 82 (1) if 81(0} = I,
2
m:uit in xer 1 · 7 ha
. { 15. O<t<l 8j(O) = 0, 82 (0) - O. 82(0) = - I. Graph the olution
urc l:(t) o. 1 _ / <.. 2 • parametrically and imultaneously. How doe the ma
hnd the urrent /(t) (b) What I. of the first object affect the motion a compared to
of th urrent and wh re d · it that of Problem 94?
486 p r 8 lntrodu ti n to th l pla Tran f rm 8.6 Applications U ing Laplace Transforms
487

(c) the condition y(t) = y(O) for - 1 s t s 0 to Y(I)

y(t)
-I
unphf) the expre ion in (b). ub titute thi re- 3 I

ult mto the e. pre ion in (a) and olve for Y(s) 6
-5
to find that
4
-10
-e'+
re »= -----"---'--'---;,.----'--'-,~---
- 15

(d) ·e partial fra tion to find that J I

=O (a) (b)
2
f(.) = 2~1 I (0)) I + 2sy(O) + y(O) (a) y(t) if y(O) =- 1, (b) y(t) if y(O) =0
-+ 3
I ( 2 e's) s
d·q - 0 99. The gestation period for whales is about two years.
dt (e) Find tate the (logi tic) differential equation that should be
u ed to model the ituation in which the decline in
population is proportional to the amount pre ent and
(f) Find ex- the increa e i due to the amount pre ent two years
ago.
pre ion a·
100. In Figure 8.37, the graph of the approximate olution
to the model in Exerci e 99 (a urning that µ, = v and
y (t) = 0.8, -2 s t < 0) i hown. How does thi re-
ult compare to the olution to the logistic equation
without including the two-year delay?

Figure 8.36 y
1.4
th p m 1.2
I
\ '(t) - ... ,. t - I) =t 0.8
t t th nd1t1 n 0.6
~) h II that
l (t = (0 fi r - I S I S 0 2 4 6 8
IU

- .. +zr(O) -11.·1 =
_e_ Figure 8.37
s" J
,f
1
2" 1(t - n)" JOI. The IR model, which model the pread ofa di ea e,
l(t - 11)[1 + 6y(O) +
(n +. )! i discu ed in Chapter 6 (Differential Equation at
I Work, Project A). In thi model, S(t) repre ents the
r - 1 r == ""f (-i10l - I )n] ·o that
number in the population u ceptible to the di ease,
I(t) tho e infected with the di ea e, and R(t) tho e re-
I ... I
covered from the disea e. In the standard IR model,
S' =- AS!
U(t - " (t + 6y(O) +
. {
I' = AS! - yl,
(-y(O} - l)n]. R ' = yl

where A and y are po itive con tant ; we a urne that

hl F1 th II 11 in• figure .) the member of the recovered cla remain m that
488 Chapter 8 Review Exercises
489

lapJ ce tran form of a periodic function

I) I -,r LT / Section 8.6 /
{/(r)} = e-"f(I) dt
1 -e o
I. L-R-C circuits in which the voltage is defined by a
(~//)
l nit impul e function piecewise defined function
0.~ RI .
li<r - to) = 0, t i: t0
2.
0
~
) I :! .i
-,
-
f_ ... O<t - t0 ) dt = I
Delay Differential Equations

{S(r-ro)} =e- 1
Figure 8.38 a) <bl

Section 8.4 1

om luti n th orem
1
- {F(1·)G( )} = - i{ {(/• g)(t)}}
= (/• g t)

=[Ju
0
- v)~M dv.
Int "r I qu tion The Double Pendulum
(mi + m2)Cf8'i' + m2f1f28'2 + (m 1 + m2) 1g8 1 = 0
ln1 ... ro d i111
'" nntial qu ation {
m2Ci8'2 + m2f1f28'i' + m2figfh. = 0

f lh~ 1r..t d rh th CHAPTER 8 REVIEW EXERCISES

.. -1 0
1- 4. md th L place tran ·fi rm of each function 15. 8(_t - 37T'2) 16. ru.u - 7)
m1t1 n. J 7. 611(/ - 7) - 41l(t - 4) 18. 36e - 4'CU(t - 2)
l. '(t) = I - t 5
J 9. -42e '1l(t - I)
2. t) =ft - •
20. 5 in(1 - 5)oU.(t - 5)
={I.0.
I th I pl
(t) 0 21. 12<ti(1 - 2)

I, 0:S1< 1 I I .
4. Ji t {' 0 :S t < I.
22. /(t} = { _I, I :s; 1 < 2 , (t) = (1 - 2) 1f 1 ~ 2
T. = 0. IC!! I
*23. /(t) = { 2/, _ 0/, :S II <:S II < 2 , /( t) =I (t - .
2) 1f I ~ 2
- 2 . find th pla minsli rm of ea h fun tion .
24. /(/) = in 1TI ifO :SI< l,/(t) = f(t - I) if t;;:::: I
. _ sinh 41
• l 21
in 7T/, if 0 :S I< I .
• 1' *25. /(/) = {0, l :S 1 < 2 .f(t) = f(t - 2) if I ;;:::: 2
10. -t'' in 1
/, 0 :S 1 < 2
12. 1 in -' 26. /(t) = 2, 2 :S 1 < 4 ,f(t) =/(I - 6) if t;;:::: 6
[
14. &.1 - 27T) 6- 1, 4 :St< 6
490 Ch.lpt r 8 lntrodu ti n to th Lapla e Tran form Chapter 8 Review Exercises
491

Lap! ~e tran nn of ch n pani n fortan -• (1 ~) . th1 :xpan·i nto u ing th giv n parameter value and function . A urne that
·int h cigarette and abv AtW(vt, t)e -b(x-w) Ax i deposited
h \\ that -•{ tan- 1(1 \)} = - 1- . (Hmt: t th unit of h nry. ohm. farad and volt are u ed re pectively,
between x and x + Ax. Therefore, the total weight de-
for l. R. C, and E(t).
laurin s ric e pans1 n of in \.) po ited by absorption in time t between x and x + Ax
57. L = I 4. R = I 2, C = 419, E(t) = 100, 10 = 0 is
d"
20 5 . {t''.l(t)} = (-1 )" d"'" F(.\) m th form (n == ll
5 . L = I 4. R - 2. C = 4 9, E(t) = 100 in 5t, lo = 0 abv [ W(vu, u)e -b(x-vu) du Ax= w(x, t) Ax.

32. ~
-I
10
(t) = -+ -•{~ F( >}to ln E:xer 1· · 9 and 60, interpret th initial-value problem as a
0

The total weight i then w(x, t) Ax + W(x, 0) Ax, so

that
() •{tn -~1 d(b)
Populatton prob! m. ln ach ca • d termine 1f the population
Ppro h · a limit a t oo
l4. - - - W(x, I)= W(x, 0) + abve -bx [ W(vu, u)ebvu du.*
5 . x' - ~l = I000(.t - I) •.l(O) = I0.000 0

1)
·', _
-'C
= {II 00.
OOt. 0s t < l ·(O) = JO OOO
t ?!:: I ' ' '
(a) Sub titute x = vt to show that

_2. f(t) = W(vt, O)ebvr + abv [ f(u) du,

61. up that the vertical d1 placement of a horizontal 0
f beam i m led b th b undary-value prob! m where f(t) = W(vt, t)eb•·r.
d\· (b) olve the integral equation in (a) if W(vt, 0) =
dr.4 = W.y(O) = O,y'(O) = O.y(I) = 0,y'(I) = 0, Wo.

\\ h re JJ 1· th uniformly di - Jn Exerci es 64- 68, olve each ystem.

tribut d I ng th be m. th two condition given
In p m t ' = 0 \\1th the mcth d of Lapla e transform to y" = -x - 2y, x(O) = 0, x'(O) = l,
= 1, a= O. b = -1. obtain a luti n that 1molvcs the arbitrary con tant 64. x" = - 2x - 4y
{
0St<r. = =
y"(O) nd 8 1'"'(0). Th n apply the condition y(O) = 0, y'(O) = 0
Jt ' - I t find A and 8 y" - 3y' = -x' - 2y + x, x(O) = 0, x'(O) = l,
62. up that th I ad m Pr bl m 61 1 not con tant. 65. y' + x' = 2y - x
{
y(O) = 0, y'(O) = - I
In t d tt i g1\ n b) H (.\) = { O.JO ' Os x < I '2
112
s .r < I · x" = -3x + y +cos 41, x(O) = 0, x'(O) = 0,
-{'· I 0 I< I In m:u1tn I\ 66. y" = 2x - 2y
f I - - t, I I t< • {
y(O) = 0, y'(O) = 0
t- • I I ~ = H"(x).y(O) = O.y'(Ol = 0. 1•(1) = O.y'(I) = 0 x' = x -
2Y [1o'. 0< t< 2
*67. { y' = 3y +f(t) J(t) = ?.-
=I. 0) = . x(O) = 0, y(O) = 0 1 2

+ _!_y + f(t)

I
x' = - x
4. = 68. I 3 +
2I ,f(t) =
{-I1: 0I :St<
st< I
2
Y = -4x 4Y 0, t ?!:: 2
=O = x(O) = 0, y(O) = 0
69. olve the pring- ma s y tern with two prings, as
hown in Figure .21, u ing m1 = m2 = k1 = 6,
k2 = 4, and the initial conditions x(O) = 0, x'(O) = 2,
y(O) = 0, and y'(O) = 0. (As urne no external forcing
function .)
70. olve the pring ma y tern with two springs, as

- hown in Figure 8.21, ifthe forcing functions F 1(t) =

ssociation of America, Macmillan, ew York (1967), pp. 153-157.

4 2 lntr u tion th Lapl e Tran form Differential Equation at Work
493

"' 2. he th d uble pendulum pr I m with m1 -:::..:.

~vhere c 1 i a con tant. In an attempt to u ea convolution, we multiply by e-.s:v dy and
- 2 -- 16 ft • g = -'l i and th in1t131
mi I - ' integrate. Therefore,
c nditi 81(0) = 0. 8;(0) = O. lJi(O) = -1. 8z(Ol""
1 ("'e .S:I' e• <P(z) dz dy = ("°e \}'Cl dy
"' 3. he th d ublc pendulum p bl m \\I.th m1 -- :·I Jo Jo vy=-; Jo
m I. 1 ( 2 16 .g= _ 2
.andth in1tt~
=
nd1t1 n 81(0) 0. 8j(0) = -1. JO) = O. o;(Ol - {</J*y 12} = {ci}.
1. B the onvolution theorem, thi implifies to

12
Then, becau e {t } = -v;:f;, we have
{¢} C1 1
7T=.£!. or {¢} =- -.
s s 7T Vs
.
: ,, · , )
Differential Equations at Work: pplying the inver e Laplace tran form with 1
{s - 112
} =t 12
/°\,/; then yield
Th e T. ut chr ne <P =~y - 112 = J.y 112_
• 11- 7T
f >ra\ 1t • ~
. f d'~. 0t
t1m R all that <P< v) = du dy repre ent arc length. Hence <P(y) = du dy =
(tfrldy) 2 , o ub titution into the previou equation gives

I + ( ~; r = J.y 112 or 1 + (dx)2

dy
= ki_
y

h ing for dxldy then yield dx/dy = Y(k2/y) - I, which can be integrated with the
. , ()
subst1tut1on y = "~ tn ~ .
/,,

Find x( ()) u ·ing thi ub titution.

1 ·e the identity in 2 () = (1 - co 2 0) 2 to obtain a imilar formula for y( O).
Figure .39 - m\ =m · - :)
· a de"ice capable of parametric plotting to graph the curve (x(O),y(O)) on -7r'2
h1 h s () s O for k = I, 2, 3. How doe the value of k affect the curve?
4. Find the time r quired for an object locate~ at (x(- TTl2), y(- TT'2)) to move along
\= ~ 1, -z.
the urve to the p int (x(O), y(O)). Doe tht re ult depend on the value of()?

B. Vibration Ab orbers

\ 1brJti n ab · rbers an b u ed to virtually eliminate vibration in y tern in which it

1sparti ularl undc ·1rable and to reduce exce ive amplitude of vibration in other . A
t \ ==· typt ·al t pc f nbration ab rber con i t of a pring- ma y tern con tructed o that
ih natural frequcn 1 ea ily varied. Thi Y tern i then attached to the principal y _
tern that is t have 1L amplitude of ibration reduced, and the frequency of the ab orber
1 sy rem 1 th n adjusted until th de ired re ult i achieved. ( ee Figure .40.)
 pt r Tran orm Differential Equations at Work
495

where

K~E!(_:
-3
CJ
0
6
-3 -!)
and
r;;:-
M~ m, (i
w =I~
\mi "
0

m
red i~n d to ha\c littl damping nd ar "tun d"' b) ' 0·
p bl m i mod h.:d b) th diffi r ntial quati 0 ~
4
0 f)
We can then write the sy tern a
m 1 dd/ k1 k2 )l 1 - A2' 2 = Fo m wt
o)C)x~ + ( 3
-lJ(;:J ~ m
-3
d· (10 04o EI 3 - 3 6
{ 1112 dt2 - k \I k \ =Q O O I x) m,e o -3

(a) oh·e the y-tem (~0 0~ ~)(:~)

1 x3
+ 1 ~~ 3 ~
1
~ 3~)(~)
0 -3
(-

x3
= (~)
0
- - ubject to

the initial ondition -'1 (0) = 0, x; (0) = 1, x2 (0) = 0, x2(0) = -!, x3 (0) = O,
\}(0) !.*
1112
µ =-=-
• (b) Determme the period of -'1. x2. and X3 for c = 0.0001, 0.01, 0.1, 1, and 2, where
and m, i"
(
El
--l.
1111(·
(c) raph .\ 1, x 2 , and .r3 over everal period for c = 0.0001, 0.01, 0.1, 1, and 2.
(d) Illustrate the motion of the component of the airplane under these condition .

D. Free Vibration of a Three·Story Building

If you ha\ e e\·er g n to the top of a tall building, uch as the ear Tower, World Trade
irpl n m cnkr, or mpire tate Building on a windy day you may have been acutely aware of
the 11my of the building. In fa t, all building way, or vibrate, naturally. U ually, we
ar' only aware of the ·wa of a building when we are in a very tall building or in a
building during an event ·uch a an earthquake. In ome tall buildings, like the John
Haneo k Buildmg m Bo ·con, th way of the building during high wind i reduced by
installing a tuned mass damper at the top of the building that o ciliate at the ame fre-
quenc) a the buildmg but out f pha 'e. We will inve tigate the way of a three- tory
building and then tr t determine ho\ we would inve tigate the way of a building
"ith more st n

= • ( I Jam . ( 1 • \1 Srmth. J. Wolford. and P \\. \Vhaley, Vibration ofJfecha111cal and Struc~/-
\ tetn'. ll 1rpa and Ro''· t:\\ \lirk ( 19 '9). pp 346 349.
496 Differential Equations at Work
497

where 111 1, 1112 , and 1113 repre ent the mass of the building on the first, second, and third
I vel , and k 1, k 2 , and k3 , corre ponding to the spring constants, repre ent the total stiff-
ne of th column upporting a given floor.*
I. how that thi y tern can be written in matrix form as

-~3) i
1 2 2
Th matrix (k - :2k k2-+k k3 called the tiffne s matrix of the sy tern.
0 -k3 k3
2. Find a general olution to the sy tern. What can you conclude from your results?
uppo e that mi= 2m1 and m3 = 3m1. Then we can write the sy tern in the
form

. Find xact and numerical olution to the y tern ubject to the initial condition
hi h Tl
r 1(0) = 0, xl(O) = 114, X2(0) = 0, x2(0) = - I/2, x3 (0) = 0, and x3(0) = I if
d I k 1 = 3, k2 = 2, and k3 = I for m1 = I, 10, 100, and 1000.
m1 l- 2
c. I 4. Determine the period of x,, X2, and X3 for 111 1 = I, IO, 100, and 1000.
rapli x 1, x 2 , and x over everal period for m 1 = I, IO, 100, and 1000.
(k2 =
6. fllu trate the motion of the building under these condition .
d \"
1 --- k . = 0, 7. H w d the y tern change if we con ider a 5- tory building? a 50- tory build-
dt ing? a 100- tory building?

m E. Control Sy tern +

n 1der th pring ma y tern or circuit de cribed by the IVP

2
a d x2 + b dr +ex= f(t), x(O) = x'(O) = 0.
dt di

tany tim the job of the

ngineer t

• t Jame . M m1th. J \\olford and P W Whaley. Vibration of "4echamcal and Strucr-;;;;/

rm' tilth \f1en>comp111a Applications, Harper & Row. ew York (1989), pp. 2 2 286. Robert K.
1
\ 1 n::k. 1il>rurwn ·Ina/rm. c nd Ed11ton, Harper ollms, ew York ( 1979), pp. 266 290.
Jo ph J Di ·1cphan . lien R. tubberud and hun J William , Feedback and Control S:v rems,
hawn' uthnc · nc,, . °C\\ 'rork (1967).
4 8 lntrodu n o th l pl e Tr n f rm

1. c ). L t P(,·) =I (m 2 b. + c). Tht fun tion

n of the } t·m andp t) = - 1 {P( ·) 1 1 alldthe

to h '' that the · luti n f .\'(. ) =P F . ) is

lkd for th ~ t m.

prin~ - ma
d " dx t'= =x' 0 = 0.
dr
h ,, th t P )= { t) (a 2 b + c). Tht:re- £jgenvalue Problems
d b!f_ ~- D(t) .•l 0) = .l' (O ) = 0 and Fourier Series
dt dt
r p n .
x = II l '' that H( ) = P(
= f pl dL Th r fore. h' t =I t). ·, ·

I = f h' l I - l dl.

I
n previous chapter we have een that many physical ituations can be
~ode led by e1th . r ordinary differential equations or systems of ordinary
d1t1 rent1al equation . However, to understand the motion of a tring at a
particular location and at a particular time, the temperature in a thin wire at a
p rti ular lo ation and a particular time, or the electro tatic potential at a point
on a plate, \\ must olve the partial differential equations listed in Table 9.1 be-
w a h o th s quant1t1e depend on (at lea t) two variables.

TABLE 9.1

\\ U\ c l!quation
H at equation 111 = c·' u....,
t nmn hr t u Lapla c · equation u.. + 11.,. = 0

I
m I r In hapt 'r 10, \\ ~ introduce a particular m thod for olving the e partial dif-
I
r nt1.1I qu tion (as well a other ). To carry out thi method, however, we
rntr du ' th ' n c ar tool in thi chapt r. We begin with a di cu ion of
und r ·\alu' probl ms and th ir olution .

499
500 Ei n lu Pr I m and Fouri r
9.1 Boundary-Value Problems, Eigenvalue Problems, Sturm-Liouville Problems
501

Boundar -Value Problem , Eigenvalue Problem , Solution U ing the. general olution , obtained in the previous example , we have
turm-Liouville Problem y(x) = c 1 co x + c2 m x. A before, y (0) = c2 = 0, o y(x) = c 1 co x. However
Prob! m Eig malu Prob! m becau e y'(7T) = -c 1 in 7T = 0 i= I, the boundary conditions cannot be atisfied
Pr bl m with any choice of c1. Therefore, there is no solution to the boundary-value
problem.

,, y initial-Yalu pr 1 rn. ·
If the boundary conditionin Example 2 are y' (0) = 0 and y( 7T) = O, then how many
olution doe the problem have?
ar 1j, n at l\\ ' lu of th
fa ond- rd r (t\\ -p int) indicated in the general form of a boundary-value problem, the boundary
condition in the e problem can involve the function and it derivative. However, this
modification to the problem doe not affect the method of olution, as hown in
(r).a < l < b xample 3.
kv, a = O' 11 ,y b) hv•' (b) = 13.
Example 3

v" - 1' = 0, 0 < x < 1

olve {y'(O)·+ 3y(O) = 0, y'(J) + y(J) = I.

Solution The characteri tic equation i r 2 - 1 = 0, with root r = ± 1. Hence

a general olution i y(x) = C1e' + c2e ', with derivative y'(x) = c 1ex - c e-x.
2
Example 1 pplying y'(O) + 3y(O) = 0 yields y'(O) + 3y(O) = c 1 - c2 + 3(c 1 + c ) =
2
4c 1 + 2c2 = 0. ext
1
y'(l) + y(I) = c 1e - c2e - 1 + c 1e 1 + c2e 1 = 2c 1e = 1.
·o 1 - l (2e) and c2 = -1 e. Thu the boundary-value problem ha the unique
· lut1 n

y(x) = -l e .t I - ··
- -e I \-
= -e I
- e x- 1
2e e 2

Wh 11 a eco11d-order homogeneou differential equation with con tant coefficient is

accompanied by a pair of homogeneou initial condition (y(xo) = y'(x0 ) = 0), then the
initial-rnlue problem has the unique olution Y = 0. Is the same true of a boundary-
nilue problem ll'ith homogeneou bo1111dary conditio11 ? (Hi11t: ee Example 1.)

Ei envalue Problem
\\' n \\ n ·1d r eigenvalue problem , bow1dary-value problem that include a pa-
ram 1 r m th differential equation. alue of the parameter for which the boundary-
' alu • pr bl m ha · a n ntm ial olution are called eigenva lue of the problem. For each
Example 2 ii?tmalu . the nontril'lal ·oluti n that ati fie the problem i called the corre pon-
· 0, eig nfunctio n. ( ti e that 1f a val~e of the parameter lead to the trivial olu-
ti n. th1.:n the \alue 1 not c ns1dered an e1~envalue oft~e problem.) We how how the
j •em tu s and 1g1.:nfun tJOns are found m the fi llowmg e ampl
502 9.1 Boundary-Value Problems, Eigenvalue Problems, Sturm-Liouville Problems
503

Example 4

y=O.O< <p. ubj tt y(O)=Oandy(p)=O.

,\ = An = k/ = (~TT r n = 1, 2, ...

otice that the ub cript n is used to indicate that the parameter depends on the
value of n. otice al o that we omit n = 0, because the value k = O was consid-
ered in Ca e I.) For each eigenvalue, the corresponding eigenfunction is obtained
by ub titution into y(x) = Cz sin kx. Because Cz is arbitrary, let c2 = 1. Therefore
2
the eigenvalue An = (n7rlp) , n = 1, 2, ... has the corresponding eigenfunction '
c I:

In th1 th rep at d r t· are y (x) = Yn(x) = sin( n;). n= l, 2, ...

otice that we did not con ider negative values of n. This is due to the fact that
in( - nTTXlp) = - in(nTTXlp). Because the negative sign can be taken account for in
the con tant, we do not obtain additional eigenvalues or eigenfunctions by using
: : o. fl = - 1, - 2, . . . .
''" ob·

To b tter under tand the re ult of the previous example, con ider the boundary-value
c 0 problem

f;1' +(~'TT)\ = 0
~(O) = 0, y(p) = o·
ing the eigenvalue and eigenfunctions obtained in Example 4, we know that this
prob! m ha the olution y (x) = in(57TX/p), whereas problems like
2
y -
II (57T)
p y= 0 and
y" = 0
[y (O) = 0, y (p) =0
[
y (O) = 0, y (p) = 0
2
hav no nontri ial olution b cau e A = - (51rlp) < 0 and ,\ = 0, respectively, in the
differential quation, and the boundary conditions are the ame a those considered in
ampl e 4.
will find the eigenvalue and eigenfunctions in the previou example quite
us ful in future ection . The following eigenvalue problem will be u eful a well.

Example 5

Ivey"+ ,\y = 0, 0 < x < p, ubject to y' (O) = 0 and y' (p) = 0.

Solution tic that the only difference between thi problem and that in the
pr \ 10 u e. ample appear in the boun?ary condition . Again, the characteri tic equa-
11 n 1 · r + ,\ O, o we mu t con 1der the three ca e ,\ = 0, ,\ < 0, and ,\ > O.
t that a g neral lution in each ca e i the ame a that obtained in the previ-
us ampl . However, the final re ult may differ due to the boundary condition .
504 Ei n alu Pr bl m and F uri r
9.1 Boundary-Value Problems, Eigenvalue Problems, Sturm-Liouville Problems
505

Ca e I: 0 Case I: A= O
Th r for . \' (0 = c = 0. ·o
1

The repeated roots of the characteri tic equation are r = (- 2 ± Vo)/2 = _1

l (p) = 0 for
all valu f C1· o a general olution is '
nding 1g nfun ti n
y(x) = c 1e '+ c2xe - '.
ub tituti?n ~f y(O) = 0 yield ~~O) = c, = 0. Hence y(x) = c2xe-x. Applying
c II: <0 y(2) = 0 1mphe that y(2) = 2c2e = 0, so c2 = 0. Therefore, the assumption that
A = 0 lead to the trivial olution, and thu A = 0 is not an eigenvalue.
Ca e II: ,\ ..,. 0
Let A = k 2 > 0. Then

r=
-2 ± V4k2 -2 ± 2k
Ca Ill: 0 2 2 = -1 ± k,
=k > 0. 'll') = 1 kx 2 in kx and y' tx)"" o a general olution i
) '(0) = c2k = 0. c2 = 0. n qu ntl)·
ti fi d ifkp = nrr, n = I.-. .... Th r fo!'C·
y(x) = c,e< l+k}x + C2e< 1- k)x

Then y(O) = c 1 + c2 = 0, o c2 = -c,. Al o,

(n-)2. = c 1e + c2 e2< t - k) = c,e 2(e 2 *-

2
y(2) <- t+kl e 2*) = 0, o c1 = c2 = 0.
, =, = n ~ n = I. -· ....
(v hy?) Becau e we obtain the trivial olution, there are no positive eigenvalues.
2 = 0 in X = 1 2 ink. th
Ca e Ill: ,\ 0

n ..
L t A= -k2 < 0. Hence
= = n = l. -· ... .
n )
r=
-2 ± V-41? - 2 ± 2ki = -1 + ki'
2 2 - '
and a general olution i
y(x) = c 1e 'co kx + c2 e ' in kx.
" =0 Th n y(O) - c 1 = 0, o y(x) = c2e ' sin kx. Applying y(2) = 0 we have y(2) =
= ], - · ...
n
=r --. n ..
p
n =I, -· · .. ce 2
in 2k ~ O. Therefore, to avoid the trivial olution, we mu t require that
j . - nrr, 11 = l, 2, . ... Hence k =kn= n1T'2, n = 1, 2, ... , and the eigenvalues
are
,\ = An = - k-, = - (n1T)2
2 , n = 1, 2, ...
Example 6
B · letting c2 = 1, the eigenfunction are
t t J 0 =0 nd • = 0.
f17TX
\\ 1 y(x) = Yn(x = e)
T
· m-
•
-.
In n ir u- -1== 2

turm-Liouville Problems
Be aus f the imp rtan e of igenvalue problem , we expre the e problem in the
g •n ral Ii rn1
5 6 9.1 Boundary-Value Problems, Eigenvalue Problems, Sturm-Liouville Problems
507

a. x y x · a1 x)y'( ·) [a (x) >.]y(x) = 0. a < x < b. .

Theorem 9.1 Linear Independence and Orthogonality of Eigenfunctions
O on [a b]. nd th b undary ndit1 n · at th ndp int x = a and
I lf J'm(x) and y,,(x) are eigenfunctions of the regular Sturm-Liouville problem,
~Titt na
*
2)''(a) =0 nd 11,y(b) + '12y'(b =0 j nality condition t
where 111 n, then Ym(x) and y,,(x) are linearly independent and the orthogo-
s(x)ym(x)y,,(x) dx = 0 (m * n) hold . '

I
z
otice that the limit of integration on the orthogonality condition are obtained
p(x) from the interval, a < x < b, on which the eigenvalue problem is defined.
nd (x) = ----r-:-)• Becau e we integrate the product of the eigenfunctions with the function s(x) in
a2,.\
the orthogonality condition, we call s(x) the weighting function.
·m tht quh 1 nt uati n
Example 8
.!!...
dx
( xd>d ) (q(r + \(\·)) 1= .
n ider the eigenvalue problem j' + >.y = 0, subject to y(O) = 0 and y(p) = O
wht h we olved in Example 4. Verify that the eigenfunctions y 1(x) = sin( 1TX!p) and
Yi(x) = in(2m'p) are linearly independent. Al o, verify the orthogonality condition.

Solution Wecanverifythaty 1(x) = in(mlp)andy2 (x) = sin(277X/p)arelinearly

independent by finding the Wron kian.
. 1TX . 21TX
m- m--
p p
Ex~mple 7 'Tr 1TX 27r 21TX
-co -cos--
p p p p
· = 0 in I - dj int rm. 2 'Tr . 77X 2 1TX 'Tr 77X . 2 77X
=-sm-co - - - - c o s - m--.
p p p p p p
= 0. H n otice that if x p,'2,

= 2 > .q =-- p
·)
)
= . nd W( l't • y 2 ) = p27r .
m
'Tr
l co 7r - p co
'Tr 'Tr
2
.
m 7r =
27r 0
-p :F .

Becau ·c If'( 1•1• y 2 ) i not identically zero, the two fun~tion a.re linearly independ-
ent. (\ve uld have al· d termined that the two are lmearly mdependent, because
th y are n t ·calar multiple of one another.) The equatio? y" + ~J'. = is in ?
· If-adjoint fi rm with -(x) I. (Why?) Hence the orthogonahty cond1t1on 1

f()
.l'm(.r)y,,(x) ch = 0. We verify thi with y,(x) and Y2(x):
P LP m. -77X m. -277X - LP . 2 77X cos -dx
1TX
Lr
0 •
(x) 1·,(x) cl\ =
1
• • o
- dr -
P
2 sm -
P o P p

rtt '• I = ~~ [ in 3 ; r= 0.
~ 8 Ei n lu Probl m and Fouri r 9.1 Boundary-Value Problems, Eigenvalue Problems, Sturm-Liouville Problems
509

EXERCISES .1 (c) r" + 2y' - (A - l)y = 0, y(O) = 0, y(2) = 0, In Exerci e 37-3 , olve the eigenvalue problem with non-
I , 2,. con tant coefficient .
· = Jn
.r(x) · (x ) -- e -, m
· -ll1TX
-, /1 -- ..
2
37. x\" - .ry' + Ay = 0, y(I) = 0, y(e) = O
3 . how that the eigenvalue and eigenfunction of 2
p m. In 2 . >'' ;' A.i= O,y(O) = O.y(l) = 0 f/' Ay = 0, - p < x <p 38. x y" + xy' + Ay = 0, y( I) = 0, y(e 2 ) = O
V<-p) = y(p), y'(-p) = y'(p) are
2 I' - ·h ' -A\ = 0. J (0) = 0. y(I) = 0
In Exerci e 39-42, solve the nonhomogeneous boundary-value
Ao = (o~-:)(.~) = 1 /11TX • /11TX • problem if a olution exi t .
{ An = p ,Yn(.r) = an co -;:-- + bn m p 39. /' = I, y(O) = 0, y(2) = 0
(Th ig nfun tion of thi eigenvalue problem will
40. y" - y = x,y(O) = l, y(I) = 0
d
dr [(I - r )) '] +nn Iy =0 be very u · ful lat rm th1 ·chapter and m hapter I 0.) *41. y" + y = in 2x, y(O) = 0, y( 1T) = 0
6. on ider th general form of a homogeneou bound- 42. y" +y =co x,y(O) = O,y(1T) = 0
Le ncire lyn m I mu. t t·
ary-valu problem 43. Con ider the turm-Liouville (eigenvalue) problem
ajx)y"(x) + a 1(x)_1 '(x) + a0(x)y(x) = 0, a< x < b, y"+Ay=O
nn IP,. =0 and
x)
k, 1 (a) k2y'(a) = 0 and h 1y(b) + h2y'(b) = 0. [ y(O) = 0, y(I) = o·
It an .·h \\n that 1f 1•1(.\) and y~(.r) are linearly in- Use an integration device to verify the orthogonality
-((1 - 2
).P;., x)] m(m I P,,.(x) =0 d pend nt · lut1 n of a2 (x)y"(x) + a,(x)y'(x) + condition for any two eigenfunction y 1(x) = in mm:
a Ix) •(.l) 0 u h that and y 2(x) = in n1TX, m n. *
lk 1y 1(a)
h1Y1U»
k~ 1(a)
+ '12 1·j(b)
k 1 y~(a) + kiy2(a)
'1 1y 2 (b) + h2y2(b)
I* 0
'
44. In ection 4.8, we di cu ed Legendre's equation
2
d 1dx [(I - x )dyldx] + n(n + l)y = 0 on the interval
[ -1, I], which has a olution the Legendre poly-
then th only · lution t th b undary-value problem nomial P0 (x) = I, P 1(x) = x, P 2 (x) = Wx 2 - 1),
i y(r) =
0. If P3(x) = i (5x - 3x),
3
P4 (x) = ~ (35x 4 - 30x 2 + 3),
I= 1 5
P5 (x) = (63x - 70x 3 + 15x), . . . . Verify the or-
I 1J1(a) k2; j(a) k 11'2 (a) + k2l''.?(a)
h1Y1(bl '1 2 1-j{ll) '1 1 l'~(b) /i, 1•2(b)
0
'
th n n ntm ial lutt ns e ist se th1 · theorem with
thogonality condition for the et of eigenfunction . (In
Exerci e 30, we proved thi condition.)
th indi atcd luti n to d ·term me 1f the following {Po(x), P1(x), P2(x), P3(x), P4 (x), P 5 (x)}.
problems ha\c only the tri\1al olu-
*45. Con ider the eigenvalue problem y" + Ay = O, y(O) =
0,y(I) + y'(l) = 0.
·in x,
(a) how that A = 0 i not an eigenvalue.
(b) how that there are no negative eigenvalue .
u. b) , 1 = 0. '(0) = O. r( ;) = 0, y 1(x) sm '·
(c) how that the po itive eigenvalue A = k2 sati fy
'4. the relation hip k = - tan k.
(17'" I )I'= 0. 1•(0) 0. r(5) 0, (d) Approximate the fir t three eigenvalue . otice
mm.) (\)=e co m that for larger value of k, the eigenvalue are ap-
,. = o.; <1>=o.1 k 0..1•,<xl = proximately the vertical a ymptotes of y = tan k,
r, l = ls In 'l =
o A,, [(2n - I )7r'2]2.
510 C p r nd
9.2 Fourier ine eries and Co ine Series
511

nd Co me ene which \\as described b~ Euler in a 17~8 paper. Independent of Euler, Daniel Bernoulli
\\lls able. to shO\\ that tor t = 0, the d1 ·placement of a vibrating stnng of length ( can
be descnbed by
00

.\'
/
n~O "in Stn - ( - .
• (fl'TTX)

ub equently, Euler asked 1f any function/(\·) can be written in the form

/(.r) ~ An
=,;--0 ·in(nrr.r)
( ,

''here the ·ocffic1cnts, -l,,, are to be determined.* In fact, u ·ing the orthogonality re-
lations deuloped m cct1on 9.1, we\\ ill ·ee that we can compute the coefficients, An,
in the same manner as the were computed by Clairaut, Euler, and, subsequently, Fourier.
Ta) lor and Maclaurin series arc called power enes because they involve power
of one 'an,1ble. ' HO\\e\ er, we can extend the idea of ·eries by con idering other func-
tions m our sencs. such as the smc functions in the serie developed by Euler. In gen-
nm e1.1I. suppose that

/(.\) = ~ c"y,,(x).
,, 0

,, here { 1 n<,.)} is a set of eigenfunctions of a particular eigenvalue problem and the en·
,1rc umstant that must be determined. s \\ ith power series. we can (and will) u ·e
these eigenfunction e pansions (or sen cs) to approximate function·.
. {1·"
Recall the Cl!!Cll\alue problem . (0) Al• '0 0 ) o· which . wa ·ohed In
~ y = .y(p =
ample 4 m ect1on 9.1. The eigemalues of this problem are A = An= (nnp) 2, 11 _
I, 2.... . ''1th corresponding eigenfunctions 1 (.r) sin( nm p). 11 = I. 2..... There-
for" for ·ome functions ( '' e can find coeffic1t:nts h,,, so that
~ h . 1111".\
j(x) n sm -- .
,:--'1 p

\ ·rit: l)f tht form 1s called a Fourier sine series. To make use of these sene ·. we
mu t dctamine the coefficients hn. We accomplish this by takmg advantage of the or-
th )gon.1ltt) propcrtrt:s of eigenfunctions. Because the differential equat10n 1" ~ A)' =
O 1 111 ·lf-adJoint form. \\ c h;l\ e that 1'(.r) I ( cc ect10n 9.1.) Therefore, the or-
th '011 ltt;. ltmdition i
• 11 m . 111 m·
111 - - sm - - c/.r = 0 (111 -=I= 11) .
p p
 Probl m nd f-ouri r • rie 9.2 Fourier Sine Series and Cosine Series
513

Ti u = n-1 b in(11 T.:\. p) b~ the 1gen- = 1-[- x co

7r 11
nx]1T + 1_ Jrr cos nx dx
o 7ro n
= 2 cos
n
n'Tr 2 [sin nx]rr
+7r --n2
-o
t:Jch ide of th quation from
rresponding ig n\'aluc prob- 2 co
- - + -2-1 (sm
- -n'Tr . n'Tr - sm
. 0)
II 'Trtl~

2 cos n7r + ~(O) = 2 cos ll'Tr

in~ in~d:r. II 7Tll n
p p
nn mt ·_rau n 1 d on th nght-hand ide f tht: ·qua-
otice that CO ll'Tr = (- 1 r, becau e COS 'Tr =- 1, COS 2 'Tr = 1, <:OS 3 7r = - l, ....
Hence
2(-1)" 2c-1r+ 1
m-'7:\- d x -
II" b LP m--
II tt:\ • m ;;J. \" b,, = n n
m-- m sin- ·
p P n-1 0 P P
and the Fourier ine series is
11 ln( ) - m n ;;:i: p • n =I 2. . . . r' rthog 111.11. ,o
f11TX 2(-1y + 1
I
00 00

m n;- p) - 0. 1f m n. nth• oth r h d, if m = 11. f(x) - __, b,. in -;;:;:- =

11 0 " /1 I fl
m nx

m-
n.
p
m - - dx
mrr
P
mn;;-
--r
p
d =..,
0 -
l ±(1 -
.
2 sm x -
·2 2.3
m x+3 1.
sm x - 2 m 4x + · · ·

p ~11 ii otice that we can use a finite number of term of the series to obtain a trigono-
m-- !!......
p ... metri polynomial. In Figure 9.2, we graphf(x) = x on 0 ::::; x ::::; 7r along with one

h rm m th um
y
n .. mrr I'
m m-- ~ 3
p p 2.5
2.5
2
n H n 1.5
I5
I I
p 0.5
05
0.5 I 1.5 2 25 3 ·' 0.5 I 1.5 2 2.5 3 x

(a) (b)

\'
I.-·
3
2.5
2
1.5
I
Example 1 0.5

() 5 I 1.5 - 2.5 ' I

0.5 I 1.5 2 2.5 3 x
(d)
( )

lut10n Figure 9.2 (11) p 1(1) - 2 sin .1, (b) p~(.r) =2 in .l - sin 2\, (c) p 3(x) = 2 sin x -
2 I .
n m sm 2r +3 sm 3.\ - 2 m 4x
 9.2 Fourier inc erie and Cosine Series
515

2 4 2
ho = b2<J> = - (4) = - , b10 = b2<SJ = --(4)
6 1T 3 1T 101T
= __±__
51T' . . • l

4
b 2c2n tJ = (2n _ l)7r' n = 1, 2, ... ,
·o we have the erie

((\) = ~, - 4
- m
2(2n - l)m = "'
>
4
.
- · (2n l)7r 2 ~ (2n _ I)~ m(2n - l)m
b n I n I "

4
f"gur 9.3 10 nn. b) 0 rm sm 1TX + -4 . 3
m 1TX
4
+ s~ in Sm+ ....
1T 31T "

In Figure 9 4, we graph/(.\') \"ith several polynomial . otice that with a large num-
ber of terms the approximation i quite good at value of x where/ i continuou .

~;~.J-J
0.
-1!----4---+-1_ ,
0.5 1.5 2 I
0.5
0+---+---+---+--------
0.5
0.5 2 .\

( t) (b)
Example 2

l. 0 0.5
{ -I
O-t---+---+---+---'--
0.5 I5 0.5 1.5
- 0.5
\· ' < ( • - 1
'T
1 n ..
m-- I
-I
\
l (d)
(c)

n.

:J~._-,.
I .

nr.
5---+-
2-1
j 1.5
I
'
2 r

(f)

4
figure 9.4 (a} p( 1 l = ..:!.r. 111 m . (b) p(x) = ..:!.. sin m
rr
+ -3 rr in 3 m . (c) p(x) =
mm - 4 ,,n .17T\
, 4 sin
+ --- . ::im.
- (d) p (.\ ) = -4 sm
. m + · · · + - 4 sm 7m
TT JTT ::irr rr 71T ·•
(c} px)
TT
m -
_ rr1
~ sml · m.(f)p(\') = ..:!..sinm
rr
4
-t- ··· + -- sinl9m
197T ·
-16 Ei n lu Pr bl
9.2 Fourier ine erie · and Cosine Serie
517

2£" f(x) dr.

p 0

If 111 > 0, then we note that by the orthogonality property,

J; an cos(111rxlp) cos(1111rxp) dt - 0 if 111*11. We also note that

r I mm·
r 1m
0
u ul I nfun..ti n i
l1
0 -
a0 cos - - cfr
p
=0 and
r
lo co 2 nm-
--dr =-
p -
p
2"

o· Hence
• l '(p
(" 11 m· p
ml m Ju nd n: J,/(.r) cos - ch= 0 +an · - .
() p 2

nd

nr.x
r --
p
n
II"
.
0

II

f th
I. 2.

nn
oh ing for an, \\C have

lln -

'oticc that this fommla also works for

-2J"
Po
. . .!!..!!2..
P
d\,.
/(.\)COS

11
II = I,-,? ....
= 0 because cos(O · mla) = cos 0 = I.

p
Example 3

I ind the fouricr cosmc series for/(x) -= r, 0 < x < rr.

Solution In this case, p = rr. Hence

2 [x
2

m 11)
a0 = -rr2 Jrr x cir = -rr2- ]7T - rr
0 0

and

~
J£7T \ 'OS ~th
nm· 2(rr
=-L r cos flX dr (integration by parts)
rro rr rro
nm
I 2 {r \sin II\ ]7T - £.,,.sin 11.\ dr} = 2 [cos211']7T
rri II o O II 1T II o
.., ')

_ ... _(cos11rr- l)= ~[(-It- I].

rm mi-
l)lll'l'th.II for C\ en \ ,tlucs of 11, (-I)" - I = 0. Therefore, a,, = 0 if n is even. On
th th r haml if /1 is odd. ( - I l" - I = -2. Hence
4 4 4
--, a - 9rr' 11 ~
iT

lht: f uuna 'O inc scms of fl~·) ' on 0 < r < rr is

1T 4 ..,
((\) - - - , COS(-11 I )x.
2 rr n -1 (211 - It
18 nd 9.2 Fourier ine erie and Co ine Serie 519

0
16. /(x) = { ·
I. v(.\, t) =~An in(nmH)cos(n111 (). If the initial
n 0

*t . f(x) = {x. shape of the string i 1·(x, 0) = f(x). then hov. that
I
I. An= 21( Lj(.\) sin(n1TXd) d'<.

I . f(x) x, 0 <'<I
{ 2-x l<r<2 30. (a) Use the formula derived m Exercise 29 to find the
d1 ·placement of the string ifj(x) = x(( - x), O < x <
19. (x)= '. 0< < 1 ( (b) What 1s the displacement ifj(x) = m 2t, O <
20. fix =e . 0< x < 1 t < ( (Hint Integration is not neces ary)

31. Find the Fourier cosine ene and the Fourier me · .

, u e tngonometric identities to obtain the nes for the following functwn . In each ca e, graph
for ~a~h of th· followmg functions. the function a well as approximat10n · usmg a finite
-1. f(x) = o 2
x number of terms from the serie . Which enes con-
verges to the function more rapidly (that 1s. requires
-2. m 2 2x
the fewer number of terms to approximate the func-
*2J. /(r) = r (Hmt l· pand cos' = ,ku: + e n) and tion)'?
unphf \\ nh l·ul •r' formul.1 ) (a) f(x) = x 1. 0 < x < I
onometne itkn1111es to obtain the (b) f(x) = x 2 ( I - x), 0 < x <I
4
f the folio'' mg funcuons (c) f(x) = x , 0<x < I
2 2
(d) f(x) = ' (1 - x ), 0 <x < 1
d
·~ I erc1se 23 \\ ith s111 ' = 32. In Example 2, we found the Fourier ine series for
. )
p(
j (x = fl·_ I, O-sx<l b
1 ~ ·' < 2 to e
mm
nm f
l
P
26. p \ ) a cos-cos -1/\ = 0 1
p p
=~ 4
0 n
j(x) ) sin(2n - 1)=
_n_d _E.. 11 I ( 2n - 1 1T
m
p
=-:;;4 sm =+ J4rr sm = + Srr ·m m: + · · · .
.3 4.5

ubstitution of = 112 into both ides of th1 equa-

l
tion yields

1) 4 . TT 4 . 3 rr 4 . 5rr
11:h tnm 111 th· J-
( 2 = 1T
-sm-+-sm-
2 )TT 2
t-.-sm-+ · · ·
)TT 2
4 4 4
or l=---+-+···
TT 3rr 5rr

= .:!.(1
1T 3 + ..!..
- ..!.. 5 - .. ·) .

Therefore. 1 - 1 3 + 1 5 - · · • = rr 4. HO\\ man.

tenns of this alternating series are needed to approx-
11.
• 27 r· 1·'(0) imate n 4 to w1thm an error of I 0 5 ? \\hat is th1 · ap-
hould b · use l'? pro. imation'? (Jlint· Recall alternating serie from cal-
0 culus)
m nt l f 1 trill' of kn •th
t \ ath th. ne olutwn \\e discuss convergence of series more m e t1on 1O 2.
520 Ei \ lu Probl 9.3 Fourier Serie 521

F urier Serie P m7TX

= JP -21 a0 m7TX
J p f(x) co - - dx
p p
cos - - dx
p

F uri r rie
+ rf P n=I
(an cos n7TX cos m'TTX + bn sin n7TX cos m7TX) dx
p p p p
r th i~ m lu p I m th t \\. l\en in
- p<x<p
m
= r P
~ ao COS m:; dx + f
n=I
(JP
- p
an COS n7TX
p
COS !!!!!!._ dx
p
p . ,. ( - p) = ,• p .
+ Pp an m--co
. n7TX m7TX
- - dx)
Tht p lu
J p p .

If m = 0, then u ing the integral in Table 9.1 we notice that

=
{
n-
n =0

-f) '
2
Tl = I. -· ... r p
f(x) CO O. 7TX dx = JP j(x) dx,
p - p

and all of the integral that we are wnming have the value zero. Thus this expression
implifie to
. Tl 7i.\ P JP 1
bn m - -. n = I,-· ... ·
p J- p f(x) dx = - p 2a0 dx
fun ti n . H n '' rit p 1
up th "

nmp ) I p
J(x) dx = 2ao[2p]
bn .in - - •
p ao = _!_JP f(x) dx.
p p

*
th rn i e if m 0, then only one of the integral on the right-hand side of the
pre ·ion yield a value other than zero, and thi occur with
P
(mm p) co (117TX 1p) dx =p if m = 11. Hence
J ~

____... P f (x ) CO -/l7TX d:x =p · On

J- p p
n -n •
P - r p p
=O
On
1 Ip
=p n7TX
PJ(x) cos p dx, n = 1, 2, ...

= r = {o.p. =
n
,,,,,,,,,,,
\\' find bn (n
from r = - p to t
1, 2, ... ) by multiplying the erie by in(m7TX/p) and integrating
- p. Thi yield

n I. - · ...
r /(')
p
·m -- ct r
mm
p
=

P -I a i nm1TX
--· lh + JP ....., (On co n7TX m'TTX
in - p · . -
+ bn m n7TX
- in m7TX ) dx
J p - 0 p I' n I p p p

P ( • fl/1T\ d
(') m - x=
J p p

I
~22 p er 9 Ei n\ lu Pr bl m and F un r rie 9.3 Fourier Series 523

P I nm in .!!!.E.. d.x - - lf 2 ll1TX - -1 Jo/1) cos - - ll7TX

l
+ 2I (2) cos -WTTX
2

Jp -
-a in!!!.;_ dx
p p p
an -
2 2
/(x) co 2 dx - 2
2
dx - dx
2

r
p n
. nr.x . mo.x ..1-
m -p- m--cu..
p
J [ 2 . n7TX]o 1 [ 2
= 2 -;;. m -2- 2 + 2 . 2 ll7T
. n7TX]2
sm -2- o = 0.

that t rm\\· int grati n i p nnitt d. gain. with th integral· in

th t nly n o th inkgral n th ri~ht-hand id i n t ~er . In
0 2
= __!_[_l_ co n7TX] - _!_ · 2 [_l_ co f17TX]
P • mo.x . nm d
m - - m-- \ = {O. m n 2 f17T 2 2 2 f17T 2 0
J P p p p. m= n
l 2
m = - fl7T
-(! - co 111T) - - (co
f17T
n7T - 1)

r p
x . n.. d. =p· b
m--p n
1
= -fl7T
-( I - co 1m)
1
= -t17T
-(1 - (-If).

Therefore,

f(x ) = -23 + n___,I (I - ( - I)") - I nm

. -
m -
fl 7T 2
3 2 . 7TX
= - + - m-
+ -2s m
. 37TX 2 . 57TX
- - + - m--+···
nth fouri r ri 2 7T 2 37T 2 57T 2
graph f(x) with evera l term of the erie in Figure 9.6. If we extend f
b m !!.!!__ over more period , then the approximation by the Fourier erie carries over to the e
p
interval .
h

dx r
25
nr.x 2
n
p I5
~
nm
m-- .n=I. 0.5
p
.\
-I 0 -2 -1 0 2
lb
Example 1 v

{I· = •
Figure 9•6 (a) p (x ) -3
2
-t- -
2 ·m
117T
. -1TX
2
+ - 2 sm
WTT
. -
37TX
-
2
3 + 2 . 1T.\ 2 77TX
(b)px ( ) =- - ·m - + ···+- in -
H 2 117T 2 n1T 2
o.~ 3 2 m· 2 . l 17TX
(c) p(x) = - + - sin - + · · · + -
I
=-[ -.
I
-[~
-I -2 -1 () 2 \
2
3
111T
2 . m:
2 111T
2
m --
2
157TX
0 (d) p(x) = - m - + · .. + - m--
J)
2 111T 2 111T 2
524 Ch pt r 9.3 Fourier Series
525

Jn£.:. amp/ /, l\har · th value o each Fouri r polynomial pat x = O? How do if n i even. Putting thi information together, we can write the coefficients a
1h1 lalu relar to the \G/u o to th le t and to the ri~ht of\" = O? 2
Gin= (2n - 1)(1 + 2n)rr' n = 1, 2, ...

Example 2 imilarly,

Fmd th off ' = {o..m -rrx.

- 1 s x < 0 . '' h r
0 s \' s I J ,
r,l.\ + -.) =f x). bn = II fl
1
f(x) sin nm: dx = LI sin m: sin nm: dx,
0

Solution In thi .p =I. o ifn = 1, then

a =.!.I J' xdr:=f,o)dx L' in rrx dx = - _rrx ]'

" 0
b1 = Lo in
1
2 1
m: dx = { - (1 - cos 2m:) dx = -
o 2 2
1
(x - sin2rr2 m:)' = 1-.
2 0
I

If 11 * l , then we u e = ! [cos(A + B)].

=-- 0
..
= 1..
b,. =If
in A in B

[co (1 - n)m: - cos(l

- B) - co (A

+ n)m:] dx
Hence

"
= .!.I J' I nrr:r dx
_ ..!_[ in(! - n)m: _ sin(! + n)m:]I _ _
- 2 (1 - n)rr (l + n)rr o - 0, n - 2, 3, ...
={ m ..
Therefore, we write the Fourier erie as
Th nth ' Ju f 11. If 11 = I. th n '' h 'e I I . 2 ~ I
., r f(x) = 7T + 2 1
m m: - rr ,~ (211 - 1)(1 + 2n) co 2nm:.
I -1' . _ T.:\
m r =- ~ r -:.m
"
= o.
We graph/along with everal approximations u ing thi eries in Figure 9.7.
8)) Ill
in 8 =.[in - 8) m

=.!.Jcm1-11 .. y

- -~[---------­
= -t{['----'---"-- I - n "
th I - n d I 11 re ' 0.5
-1 -0.5 0
(b)

1
Figure 9.7 (a) p(x) = _!_ + - in 1TX - __?__cos 21TX
1T 2 37T
I I . 2
(b ) p (x ) = -
1T
+ -2 m 1TX - • • • - --
157T
cos 47TX
2
(c) p(x) = _!_ + _!_ in 1TX - • • • - - - co 6m
1T 2 357T
I -0.5 0 0.5 I I . 2
(d ) p (x ) = 1T +2 m 1TX - • • • -
63
1T co 8m
d)
526 9.3 Fourier Serie
527

erman mathemati 1an u ·ta\ P t r L J un Din hi I Theorem 9-2 can be used to determine the sum of many series that cann t b
pap r. t 11 u th t th F un r fi r an) fun t10n on- 0
found with the techniques introduced in calculus. e
pt t point of dt - ontinuil)

Example 4
ric

U e the Fourier series for f(x) = G: -2:sx<O

o :s x :s 2' f(x + 4) = f(x) to find the
om rge. value of
1 1 1 (-1r+• "" (-l)n+I
l - 3 + S -7 + ... + 2n - 1 + . . . = n.0!
2n - 1 ·

Solution Recall that we found the Fourier series to be

f(x) = l
2
+I
n= I
(1 - (-1r)-n1T1- sin !!l!E
2
3 2 . 1TX 2 . 37TX 2 . 51TX
=-+- m-+-sm--+-sm--+ · · ·
2 1T 2 37T 2 51T 2

otic that f i continuous at x = 1, so the Fourier series for f converges to f(l) at

x = I. Hence
Ex~mple 3 3 2 . 7T(l) 2 . 37T(l) 2 57T(l)
f(l) = 2+ 1T sm -2- + 37T sm - 2 - + 51T sin - 2 - + ...
={I, <O nd 4) = (4 ). th n d t ·rm in th num n I ' tu 3 2 2 2
-· \ (U''
2= 2+ 1T - 31T + 51T + ...
of th fi II ''in
= _!_
2
= 2(1 - _!_ + _!_ + .. ·)
1T 3 5

1T 1 l
4= l -3+5+ ....

Th r fore, th um of the erie i 7T/4. otice that other values of x (such as any
integer multiple of 112) where Ji continuous can be used to obtain the same result.

Even, Odd, and Periodic Extensions

F gur 9.8 far w have a urned that the function/ wa defined on the interval -p < x < p.
nfi rtunat ty, thi i not alway the ca e. ometimes we must take a function that is
\ r::p
d fin d on the interval 0 < x < p and represent it in terms of trigonometric functions.
Thr wa fa comp Ii hing thi ta k are to extend f to obtain (a) an even function
n - p < r <.. p; (b) an odd function on -p < x < p; and (c) a periodic function on
- p < .\ < p . ing the function hown in Figure 9.9, we illustrate the e three situa-
ti n · m Fi ur 9.10.
 Ei \al Pro I !Tb and fouri r 9.3 Fourier Serie
528 529

\'

The odd ex ten ion /odd off i an odd function , so

Go = -j JP /odd(x) d.x = 0,
p -p

=P 1 JP /odciCx) co -
an = -PP WTTX
x=p
p- d.x = 0 (n = l , 2, . .. ) , and

- - I JP ;odd
r (X ) m
. -
nm:
- d.x = -21P f(x) sm
. -
nm:
- d.x (n = I 2 )
bn -
p p p p 0 p ' ,. ...
a
The periodic extension f,, ha period p. Becau e half of the period is /2
F gure 9.10 21" p,
ao = - f(x) dx,
p 0
a,, - 2 p L"0 f(x) cos --p
211m: d.x (n = 1, 2, ... ), and

b,, 2
p
L" f(x) .m -
0
2nm:
p- d.x (n = l ' 2 ,. ...
)

Example 5

Let f(x) = x on 0 ~ x < l. Find the ~ou~er erie for (a) the even extension off;
(b) the odd ex ten ion off; (c) the penod1c ex ten ion off

Solution (a) The graph of the even exten ion of/i hown in Figure 9.11. Here
p I, ·o
[x2]1
Go = 2
1 0
1
x dx = 2 T = 0
l,

d n -p < < p. th n r
p
Cln = 2
1
1

o
x co nm: d.x =~(co n1T - 1)
n 1T
2

= -i-i-[(- It - I] (n = I, 2, ... ), and

II 1T
f'
9llre 9.11
bn = 0 (11 = l, 2, · · · ).
·au ·e an = O if 11 1 even, we can repre ent the coefficient with odd subscript
a
4

fher fi re. the ·ouner co we erie

.
fc, 11
(.1) =-I "
- ._,
I ( 2II -
4
I),
~1T
2 cos(2n - l )m:.
1 -· 2 "

\\' ,raph the e'en e ten. ton with ·everal term of the Fourier co ine erie in Fig-
ur 9. 1-.
 pt nd 9.3 Fourier Series
5 0 531

\'
(c) The periodic exten ion ( hown in Figure 9.15) has periodp =I. Thus

a = 2 fx dx = 2[~ I = I,
2

a =2{ x cos 2n7TX dx = _!_ cos 2w1r + 2n7T' sin 2n7T' I

n 0 2 ,,2~ - 2n2~
= 0 (n = 1, 2, ... ),
and

Figure 9.15 b = 2
n ),0
r'x in 2n7TX dx = _ _!_ -sin 2n7T' + 2rm cos 2n7T' -
2 ,,2 2 -
2n7T'
---
71 2,,2~
4 I
Figure 9.12 ;;'.l, (b) p(x =---c
tr I
= -- (n = I, 2, ... ).
n'TT'

H nee th Fourier erie for the periodic extension i

d t n~tOl1
.I . r th 00

/,.(x) = -1 - -I m
.
2n7TX.
P 2 n";;"I n'TT'
2(-1 n I

= f,' x " = I .... ... \.\> graph the peri die e ten ion with everal term of the Fourier series in Figure
b,. .. n-:r= 11-;:
9.16.
H
I y y
- - 1"
in nr.x.
......
n•I
n-;:

n \\Ith ral rm th uri r in

Figure 9.13

-I -0.5 0 0.5 I x
(b)
al

Figure 9.16 (a) p(x) = 21 - -;1 . 2

m 7TX - • • · -
l
S7T
.
sm 107TX
1 ·m 2m 1
(b) p(.l) = J.... _ 7T
···- - -
!07T
in 207TX

Tin 1
· 'II etten ion of the function in Example 5(a) is the same as what periodic

1111
tion on -1 < x < 1? The odd extension of the function in Example 5 (b) is the
wnt a 11 /zat periodic function on - 1 < x < 1? 1 the erie in Example 5 (c) a
Fauria \'Int 1·eru!1·, a Fourier co ine erie , or neither?
n tn
532 Chapt r
9.3 Fourier Series
533

EXE RC/SES 9. 3 ln Exerc1 e 34-37. find the value to which the Fourier erie
In Exerci e 46-49, (a) sketch the periodic extension of the
con\'erge at the md1cated value of x. In each ca e, ketch the
J>eriodic function . function from the given exercise; (b) find the Fourier series of
the periodic exten ion.

In I t d 24. upp th t f i an e\en fun tion and g i. an odd 34 I'. ) {l, - I s x< O 46. f(x) =xi, 0 s x <I
. '(x = - 2, 0 s x s I ,f(x + 2) = /(x). (a) x = 0,
In. fun ti on. Pr 'e th t fg i an odd fun hon.
(b) x =- 1, (c) x = I, (d) x = J '2, (e) x = -1 '2. 47. f(x) = {O, 0s x < I
25. \' rify th integral in T bl 9.2. 2, I s x <2

2 • h '' that th Fourier · ri ffi i nt of th on· J . /(x) = { 1T,

- x, 0 -1T s x < o.f(x + 27r) =f(x) . (a)x =
s x s 1T
48. f(x) = I - x, 0 s x < 1T
'lt fun tion f(l) = k. ''h re k i a n tant. are
0, (b) x = -1T. (c) t = 1T, (d) x = -1T 4, (e) x = 57r/4. *49. f(x) = x(7T- x), 0 s x < 7T
11 = = =
- k and ll n b,. 0. n = I. -· . • • . (Hint.
50. Show that ifI and g are periodic functions of period
R pr nt f a th penodi fun ti n / (:c)"" . -4 • - 1T
-< "
< - 21T T, then the sum (/ + g) is a periodic function of
¥

- n ~ X < p. j{. =/ {\).)

-p) period T.
ffi ient of the .,urn 36. f (x) = + 21T)
, f(x = f(x). 51. IfI and g are periodic functions of period T1 and Ti,
rre ndm F urier
then is the um (/ + g) nece arily a periodic func-
0, !!.. s x s 1T tion? If not, then what conditions on T 1 and Ti cause
2 (/ + g) to be periodic?
(a) x = 0, (b) t = - 1T 2, (c) x = 7r '2, (d) x = 31Tl 4,
(e) x =- 1T. 52. (Fourier Serie -Complex Form) (a) Use Euler's
8
formula e; = co 8 + i sin 8 to how that cos nx =
'>
-· - Is x< - 2I l(e""' + e •nx) and sin nx = f,(e'nx - e - 'nx). (b) Write
the Fourier erie
I I I
x, --S x <- x
* . /( ) = - 2 J(x + 2) = f(x), f(x) = 2ao + L (an co nx + bn sin nx)
n I
I
- 1.
2s xs I of the function f of period 2 7T as
I I ""
11. ( = (a)' = 0. (b), = -,. (c) x = 2· (d) x = - 1, f(x) = Co + L (cne'nx + Cne "u").
n I
( ) t = I.
(c) how that

14. f
er i - 41. ( ·k tch th , en ex ten ion of the given
tion: (b) find th F uner · rie of th even exten ion.
I
Cn = 27T f"_f(x)e lnx I
and Cn = 27T 1·_f(x)einx dx.
J · ( l = ' 2• 0 .s \ < I (d) Using the notation c n =cm how that the eries
x

( = [0. 0 .S ' < I can be written in the complex formf(x) = L cne""',

<- -· I s x where
n

..t • /( - I - '· 0 s \ < rr

*41, (.t) =. r, - \ ). 0 .S \ < TT Cn = - I
2rr
f" f(x)e
- w
mx dt, n = 0, ±1, ±2, . ..

t h th • dd extension of the func- In Exerci e 53 - 54, find the complex form of the Fourier e-
: (b) find th Fourier ·enes of the rie for the given function.

53. /(x) = x, -7T s x < 7T.f(x + 27r) = f(x)

O, - 7T s x < 0
4l ,< J 0 54. I (x ) = { I, 0 ::5 x < 7T ,f(x + 27T) = f(x)
I \<-
44. Ji
) = I - t, 0 \ < iT 55. (The Weier tras M-Test) If ......., Mn i a convergent
n 1
= 1T - ~> O S \ < TT sene · of po ·1tive constant· and lan(x) j ::5 Mn on the
534 pt
9.4 Generalized Fourier Series
535

em: for ((x) = (rr - x) - on 0 < x < 21T •' +T

mt I I of , th ~ a,,( ) um nnl) nt = (Ip) J = I, 2, .... 63. In Example 4 we bowed that J - 113 + J 5 + ... =
" I "' ( mm')"· (b) \"erify that/(x) ati:fic th ondi-
b,.
'
f(x) in(11nxlp) dr:, "
rr/4. Experimentally determine the number terms of
..~. t Find the Fouri r erie for the given periodic function:
n /. h mnxt umfi nnl) the serie that are needed o that the first five digit

r
nt

n -ac<
"' u ru fi r t'nn-b}-tenn intcgratt n (c) h \\ tha
(a) /(x) = 2 - r, I s x < 3.f(x + 2) = f(x) of the approximation of rr/4 agree. (Suggestion: Use
/(l) d' = b(2rr - b) 4. (d) Integrate t nn-by-tertn
(b) f(x) = 2l' - s x < 2rr,f(x + rr) = f(x) a graphing utility to graph two period of the periodic
- .(
1T, 1T
) )= .-IS extension of the function in Exerci es 1- 1O. Graph
th f. urier ·n fi r (x). ( ) R pla e b in th e •
pr ton m p rt (c) by \"' t h \\ th t
(c) /(x) = [01.' -112 s x < I 2 f(x + 2) = f(x) an approximation for each function u ing several
l/2Sx<32' term of the erie . Also, carry out imilar graphing
technique with Exercise 38-49.)
x2rr-x = 2- (d) /(x) = [x • - I s x< I 2 /( . + ) =f(x)
n-=-1 n ,,. , 1 112 s x < 2 • .\
b)
f Th 1 n· repre nt th• n-
n-;-1
nt _ m th

0< <-"· 1 ,,2 ) find-

,.--;-,
. .'. . ( ) \\ hat 1s th \ tu of
~ Generalized Fourier Series
1-L2" \'(_ .. - \) IL\".,
.. 0 4
In addition to the trigonometric eigenfunction that were used to form the Fourier e-
h) \ 'h t i th ' Jue of
nc · in ection 9.2 and 9.3, the eigenfunctions of other eigenvalue problem can be
I 12 ,,_,.- ,) u · d to form what we call generalized Fourier series. We find that the e series will
-; 0 4
lO IL\",,
~LE 9.4 a. 1 ·tin ol ing problem in applied mathematic that involve physical phenomena that
II annot be m deled with trigonometric function .
th fun ti n f ~ Recall Be el' equation of order zero
I
I nn-b, -1 rtn
1n· 2
x y" + .xy' + A2x 2y = 0,
pp imat th \ ru· f
with Jin arly independent olution Jo(Ax) and Yo(Ax). If we require that the olutions
of thi differential equation ati fy the boundary condition Iy(O)I < co (meaning that
th olution i bounded at x = 0) and y(p) = 0, then we can find the eigenvalue of
th boundary-value problem
14.9. 09
x 2y" + xy' + .A 2x 2y = 0, 0 < x <p
{ 1,v (O)I <co, y(p) = o

general lution of Be el' equatio~ is Y = c1Jo(Ax) + c2Yo(Ax). Becau e IY(O)j <

x, we mu t choo e c2 = 0 becau e ,lul;l. Yo(Ax) = -co. Hence y(p) = c 1J 0 (.Ap) = O.
Ju:t a we did with the eigenvalue problem olved earlier in ection 9.1, we cannot
ch e c 1 = O, owe mu t elect A o that Jo(.Ap) = 0. Unfortunately, the values of x,
\\here Jo( Ax) O, are not a ea ily expre ed a they are with trigonometric function .
Fr m our tud of Be el function in ection 4. we know that thi function inter ect
th \-a. 1s m infinitely many place . In thi ca e, we let an repre ent the nth zero of
th B ·sel fun tion of rder zero, Jo, where n = I, 2, .... The e value are found in
table · m man applied mathematic and phy ic book and can be approximated through
the u ·e of a c mputer algebra ·y tern a well. We Ii ta few of them in Table 9.4 and
n • 0. I. • t h \\ th graph of J0 m Figure 9.17. By ob erving the graph, do the value in the table
9ure 9.17 J. com: p nd to the ro t f Jo?
536 pt r Eil~emalu Prob m and Fouri r eri 9.4 Generalized Fourier Serie
537

to find th ig malu . \\ mu t Iv lri Ap = 0. From ur

ci e 4 .. Becau e ,\=An= anlp, n = 1, 2, ... , the functionJ0 (anxlp) = J.0 (,\ x) at-
ati ft d \\ h n Ap = a,.. n - I, 2, . . .. Hen th
i fie Be el' equation of order zero given by
,_ n

, -- A -- an • n -- 1. ~ . . ..
p
Multiplying by the factor
th rr nfun tion ar

=J, ,.l")=Jo(a;·'').n =1,2, ....

\Ve can write the expre ion as
n 9.- and J.
ri e pan i form

Integrating thi expression from x = 0 to x = p, we have

ffi I nt C,..
f rder
2..\/ f0
x[Jo(AnX)] dx
2
= An 2P2 [fo(..\np)] 2 + ..\/p2 [Jo(..\np)]2.

Becau e AnP = (an·P)P = am we make the following ub titutions

2
2A/ J:x[Jo(,\nx)] dx = ..\/p2 [J(i(an)] 2 + ..\/p2 [Jo(an)]2.

th 1ghtm_ un i n i = x. th rth nalit: nditi n 1. Then J0 (an) = 0, becau e an i the nth zero of Jo. Also, with n = 0, the identity

• . 'rtf11 indicate that J 0(an) = -J1(an). Therefore,

r
11
p) nd mt granng
2An 2 x[lo(..\nx)] dx
2
= ..\/p2 [-J1(an)] 2 + ,\/p2(0)
0

where th alue of J 1(an) can be found in many applied mathematic and physics text-
( r through the u e of a computer algebra y tern). Therefore, the series coeffi-
are found with
n th ti ht-h nd _,
Cn = 2
2
LP xf(x)Jo (anx)
- dx, n = l, 2, ....
p 2 [J1(an)] 0 P

= I. -· ... Example 1
2
Find th Be el Fourier erie for f(x) = I - x on 0 < x < I.

Solution In thi · ca e. p = I, o
538 Chapt r 9 Ei nvalue Problem and Fourier erie 9.4 Generalized Fourier Series
539

1 y y
Cn = -
[J1fan]
2 Lo x{I - x 2)10(anx) dx

= [1 ( -a,,)]~,
1
{J
o
1
xJ0 (a,,x) dx -
1
Jo x J (cr,,x) dx}.
3
0
0.
0.6
0.8
0.6
0.4 0.4
ine th1.: fonnul ddr: [r:"J,,(x)] = -x"Jn with n = I,
1(x)
0.2 0.2
1
Lo I xJ0 o,,x) dr: = (.::.l
o,,
tl,(a,,x)] = .::..l.11(an).
o a,, 0.2 0.4 0.6 0. I x 0.2 0.4 0.6 0.8 I x
(b)
that th f: tor 1 0 11 i du to th hain rut fi r differentiating the argument of
t (a)

1 1 a,,x. \\ u int eration b) part \\ ith 11 = ,.i and dv = r./0 (a x) to valuate

f x J0 a:,,x dx. in th first int gral. \\ btain \' = --a,,1- 1 1( o,,x). Th n. becau:e

du = -\" d\", v. h\ 0.6 Theorem 9.3 Convergence of Bessel-Fourier Series

f x .Ii a,,x dr: = [:Ix J (cx,,.\)r + ;,, L1 rJ

1
2
1(a,,x) ch 0.4
uppo ·e thatf and/' are piecewi e continuous function on 0 < x < p. Then the
Bes ·el Fourier serie · for f on 0 < x < p converges to f(x) at every x, where f is
continuou-. At x r 0 , where f i discontinuous, the Bessel Fourier series con-
= -I 11( " _ _l_[_I_ ,2J2(a,,t)l1 = .::..l.11(a,,) - \ J;(cr,.>·
a,, et., u,, o a,, a,, verge to the average

Thu th f (xo + ) + f(xo

2

erie involving the eigenfunctions of other eigenvalue problems can be formed

a· well . We illu trate thi procedure in the following example.

.... - Example 2

In Example 2 in ection 9.1, we found that the problem y" + 2y' - (A - J )y = O,

ubj ct to y(O) 0 and y(2} = 0, ha eigenvalues A = A,, = -k 2 = -(n7Ti2)2,
l th 11 I. ... . . . and eigenfunction y(x) = Yn(x) = e ' in(n77X)/2. U e the e eigen-
function to approximate /(x} = e ·' on (0, 2].

Solution To appro imate/, we need the orthogonality condition for the e eigen-
function . We obtain this condition by placing the differential equation in elf-
adjotnt form u ing the formulas given in ection 9.1. In the general equation,
02
(.r} = l, a 1(x) 2. and a0(x) - 0. Therefore, p(x) = efM = e2.• and (x) =
p(x)'a 2(x) = e '', o the equation i

dx
drJ
- d [ e2.' -·- - (A - I )e2.'l'
dr ·
= 0.

Ul th
F·1
9ure 9. 20 J:(~
Thts means that the rthogonality condition, r (/
s(x)y,,,(x)y,,,(x) dx = 0 (m i= 11 ) , i
 Ei en alu Probl m and Fouri r erie 9.4 Generalized Fourier Series 541
540 Chapt r

EXERCISES 9.4
• nmdrT = 1~ . -nmd = 0( m .....r n .
L
\\ u
2e2x -

thi
• m ..
m -.,-e - m

onditi n to d t nnin the co ffici nt in th

0
m -m1TX
- m
2
- x
2
ig nfunct1on expan ion
n1TX For ea h eigenvalue problem, verify the given eigenfunction . (Fou r ier-Legend re Series) In Exercises I 0-20 we
J (x =~ CnJ'n(X) =~ Cn m-2-. Th. n use the e1genfun tion to obtain the generalized Fourier investigate the use of Legendre polynomials in ei~en­
n•I n• l ,, ene fi r ea h of the indicated function f(x). function expan ions.
1ulupl,in., th id of th quati n by l,,.(x) - e in(mm 2) and x) =- 10. The Legendre polynomials satisfy the R odrigues for-
1. l Ay = 0, 0 < x < l,y(O) = 0,y' (I) = O;yn(x) =
n th n int .,ratin~ rom x = 0 to x = 2 ) 1eld ! d 2
(2n - I )m
m ,n = 1, 2, . . ;j(x) = l.f(x) = x, mula, Pn(x) =
2nn! dxn [(x - If]. U e this for-
2x -
2
e mula and integrate by parts n times to show that
f(x) = x 2 I 2
P n 2(x) dx = - - - = 0,I, 2
J
. -
m m..- ux
,J.
= ~
1·, .m- Cn
nm- m-
2
- d·c
. mm
2
2. r

o
Ay = O,O < x < l,y'(O)=O.y(l)=O:yn(x)=
(-n - l)m
, n = 1. 2, . . . ; f(x) = I, /(x) = x,
- 1
2+1'n , ....
n
11. Show that the coefficients of the Fourier-Legendre
- n -1 0 2 00

h int _rat m th um on th ri •ht-hand id of th quati n i z ro. e. pt ,,h n f(x) = .\ 2 series/(x) = 2: c,,Pn(x) for the function/ defined on
= n. In thi r 2
m n...x -) dr = 1. Th r for .
• . l' T -Y' + ( 1 - ,\)y = o.
y ( I)= 0: y ,.(x)
0 < x < I, y(O) = 0,
=
e-• in nm. n = I. 2, .. · :
(-1, I) are en = -
2
-
n 0
211 +I JI
_ 1 f(x)Pn(x) dx. (Hint: Use

r
the orthogonality condition of the Legendre poly-
nr.x d f (x) = l./(x) = {'· O< x < I 2 .
Cn= 0
2
1 (
X
x •
m2 \'.
4. J'' y' + Al' =
0,
0. O < .t
I - ~ t :S I

< 3. y(O} = 0. y(3) = 0;

nomial ,
l
Pn(x)Pm(x) dx = 0, m *- n, and the result

F rjix = of Exerci e 10.)

=e- • · in~. n = I,-· ... J(x) = I,
f
2 y,.(x)
nm: . nm: 12. Find the coefficient en for n = 0, I, 2, and 3 for the
c,.= in - "- d = J,0 m - - dx
/ (x) ={ l. O< r < 12 Fourier-Legendreseriesfor/(x) = { •
1
0,
-~ :S x < o.
0 - x <I
- 1. - S \ S

=[-.2.. n;;
.!!.!!!l2
- Jo
= _i_ (
nrr
nr. - I) ~. \ I )y = 0. 0 < x < 5, y(O) = 0, 13. Find the coefficient Cn for n = 0, I, 2, and 3 for the

tt - 1 ". '' an ''rit th igcnfun ti n p:in~i n )'( ) = 0: y,.(x) = e · ·n

1
_nm
5 • 11 = I ' 2• . . . ' Fourier- Legendre eries forf(x) = {O,2x, -0I-<:Sxx<I
< o_
n'":" l uh
I 0 <\< 14. Iff i an even function, then all powers of x inf must
/ (x) = 1, j (\) = { o'. s \' s
n;:x be even nonnegative integers. Are the functions P2"(x),
n = 0, I, . . . , even? Therefore, if f is an even
I
= - 1n - ]) m- · " ·h·' (4= O. 0 < r < 2, y(O) = 0.
9A)y
function, then the coefficients (with odd sub cript )
J (2) = 0: y,.(\) = -;.:., sin .!!.!!2., 11 = 1. 2, ... : c2n.,. 1 = 0. Show that the other coefficients are given
r.x 4 4 7f.f
=- m- m --
'tr rr 1i I. 0 < .\ < I by C2n = (411 + 1) L' f(x)P2n(x) dx.
nz·t'l' f <x) = l. j (x) = { - 1. I S \'::5 2 .
h th pp bt in d \\Ith th I t thn: n 15. Find the first three nonzero coefficient in the Fourier-
Legendre erie for f(x) = I < x < I. i.rl. -
J 6. If f i an odd function, then all powers of x in f
must be odd nonnegative integer . Are the function
P2n ... 1(x), n = 0, I, ... , odd? Therefore, if/is an odd
function, then the coefficients (with even ub cript )
c2n = 0. how that the other coefficients are given by
C2n + I = (411 + 3) f
0
f(x)P2n +1(x) dx.

17. Find the fir t three nonzero coefficient in the Fourier-

lnl I
- I -I< x < 0
nfun ti m • pansi n obtained in . erci e Legendre erie for f(x) = { ' < - · .
1' 0 -X< I
F. 9.21
r) = \•
m the intcn.11 0 <.. \ < I
542 Cl~pter 9 6 n alu Prob! m nd Fourier rie Chapter 9 Review Exerci es 543

2 . Th' fun hon i called a generating Section 9.2 j Section 9.4 ,

2
I - hu \ 11
function for th L g nclre polynomial because Fourier ·in . ·erie Generalized Fourier eries
co

19. ,........;== = : :;:- = P,.(x)1l'. "\"'

/(x) = L . n7TX
b,, m - - , where b,, = -
2 LP wrrx
f(x ) in - - dx f(x) = L CnYn(x), where the y,,(x) are eigenfunctions of an
..~o
2 n= l
\, I - 2Tu 11 nl P P o P
eigenvalue problem and the coefficients c,, are found with the
\' nfy th1 relatton hrp b · u ing th binomial e p3Il· Fourier o ine erie orthogonality condition of the eigenfunctions.
i n for ,I - "1th 11 = t..Xu - '
11· . E pand
th I n7TX Bessel-Fourier Series
VI -·1• f(x) = 2ao + ~ a,, co
1th c,. = pre :ion that re ul
po\\ r · of 11.
and oll t lik term· in the
Wh ere a,. = -2 LP f(x) co
n I
p
f(x) = I c,, 10( a,,x ) . where
n= I p
-n7TX
- dt, n = 0, I, 2, ...
24. In E rci 11, the ffi i nt · of th Fouri r- p 0 p

20. th1: onnula m to I th thr Leg ndre nes /(x) =~ c,.P,,(x) for th fun uon}
n •O
= 1f d fm d on (- 1. I) are found to be c,."' Section 9.3
-
II
2n-.,- I
- J fl,. P,.(x) dT. Find th
1
ft t 1en fft ient: ~ uriu ric

for th
- I

fun tt n
. (a) /(.\) = {I.
1
- I S \<0
_ \',
0 s , < )" ' r(¥) I +
'·' = -ao n7TX
( a co - - . -
+b m n1TX
-), where
2 ..~1 "
(b)
_{t 2
x, 0 s , < 1
r -
• - I s T <o
• In e h a . g P
ra h/
0• = -I Jo f(x) co
p n p

~ dx, n = 0, I, 2, . . . , and
·1
imult n u ly "tth th B 1- Foun r polyn rn 13 p - o p
fil"it ten
b,. = .!. JPf(x) m ~ dT, n = I, 2, . · ·
p -p p

CHAPTER 9 REVIEW EXERCISES

and y (L) = 0. (a) Solve the eigenvalue problem

y" + Ay = 0, 0 < x < L
I - dj int form of th turm - 1 ioU\tll Pniblcnl {y (O) = 0, y (L) = 0 · (b) What are the eigen-

.!. (p(:c) dx) values? (c) For what values of w is y a function other
h than y = O? (These value are called the critical peed
of angular rotation.)

2. The beam problem that was discu sed in Section 5.4

can be interpreted a an eigenvalue problem. Let y(x)
represent the di placement from the equilibrium posi-
tion of the beam, the x-axi . Then the situation of the
displacement of a beam that is subjected to a com-
pressive force i modeled by the differential equation
(d 2/dx 2 )[Ely"] - Py'= 0, 0 < x < L, where E i the
544 pt r Ei em lu P bl Differential Equation at Work 545

I 2 in(2n - l) x f(x + 4rr) = f(x). Determine the numerical value to

.f(x)= { I. O<x S rr.,
- 1. rr <\ S _;r f(x) = -2 + -1T n~I 211 - I which the Fourier series off converges at (a) x = O;
(b) x = - rr/2; (c) x = rr; (d ) x = 2rr; (e) x = Srr/4.
thJ re ult to verify that
*21. Using the trigonometric identities sin 3 x = l sin x -
(-tr J I I I 1T 4
-'----'----- = I - - + - - - + ...
= - .
* (x) = {T.2 - 0<
T.
t
I< \
s I
s 2
n"=°'J 2n - I 53 7 4 4I sm. 3x and co 3
x = 43 cos x + 4I co 3x, determine
- I - 2rr S x S - rr

!
3
the Fowier series for f(x) = sin x and f(x ) = co 3 x.
I . Ji x) ={ I - .T, 0 < ·~ S I 20. onsJd r the fun tion/(x) = x. - rr < x s rr •
0. l < \ s - I , rr <xS 2rr

rct c l 1- 16. omputc the F wi r · ric for e h p<!n·

_rr) =/(x)

12. (:c
={- 1. - ;r S r < O (.\ _rr) = f x
~ ;')J~ Differential Equations at Work
I. O S < rr ·

* 13. r
- o: S \ < O.f
(x)= l . O S < ;r _;r) = (.\
A. Signal Processing
uppo e that we have a ignal that is made up of oscillatory functions as well a a com-
- r: :S \ < 0 f ponent known a noi e. The goal of signal proce sing is to find the useful part of the
1-'. (:c) = {.T: Q :S \ < rr • (T _rr) =
ignal while filtering out the noi e. Let us uppo e that the signal is

15.
{1· - t s , < O
) = I - x, 0 s T< ,.f(\ 2) = j(x) f(t) = Ao +
JO
L an co (2nm) + L bn sin(2nm) + noise(t)
10

•= O
n J n~ J

.. = 0 1, - l :S \ < O
1 • f T) -- { r. 0s < I
/(
• '
2 =f \) Then. becau e of the orthogonality propertie of the functions cos(2nm) and sin(2nm)
n the interval [O, l], we can determine Ao, am and bm (n = 1, 2, ... , IO) in the e-
I'=
1 • \ n th t th for , = 2
- - <r ~
rie expan ion of the filtered portion of the signal with the calculation
·= o
nr. f j(x)k(f, X) c/.x, where k(t, X) = 2m
JO

'i;J CO 2111111 CO 2m1TX

JO

+n~I Sin 2m11'f in 2m1TX.

,;.
(Note: Th ame re ult are obtained by calculating the integrals A 0 = f f(x ) dx,

'· 2
... ::: 15" a,, = f f (x ) co 2nm dx. and bn = f f(x) sin 2m11X dx individually.)

J. What i th frequency of co 2m11X and sin 2m11X?

4. -{o.
I,
ef
. .. =,__. 2t, I < 114
I . 1 - 2t, 114 < t < 1/2
I _
-{2.- -· Let/(t) = g(t) + lo m (307Tf) - 4' whereg(t) - 2 t _ I, 112 < / < 3 4 . Graph
{
2 - 2t, t > 3/4
... =--
th ·1gnal on [O. I] . 10 10

Filter the ·ignal to obtain Ao + __,an co 2n1Tf + L bn in 2n1Tf. Graph this func-
n J n J

ti n n [O. I].
 Differential Equations at Work 547
546

3. U e the value of A and B in 2 to express A cos nt + B sin nt as a cos(nt - A.)

'\f 2 2 .
where a = A + B , co </>=Al a, and sm </>=Bi a.
'j',

4. Write out the fir t ten terms of xµ(t).

5. What i the natural frequency of the spring- mass sy tern if damping is excluded
6. from the ODE? Which term in the eries representation of xµ(t) ha the largest co-
efficient (amplitude)? Plot xµ(t) over [O, 27T]. What is the approximate amplitude of
7. xµ(t) over mo t of this interval? How does this relate to the coefficients in xµ(t)?
if th 1gnal i Ji t = in
1
+\ 40 ). Graph th
d th n i n [O. 1]. C. Approximations with Fourier Series
uppo e that we find the Fourier serie for the function/(x) on the interval -p < x <
Forced Damped Sprin -Ma Sy tern p, and uppo e that we u e the fir t k term of this Fourier series to approximate f If
8.
we define the error in the approximation to be
R 11th prin - m
m r' k · =j(t) E = f(x) -[tao+ nt (an 1
co n; +bn n;)J
sin

nt in Chapt r -. Her· \\ • take an ther appr a h to . h ing thi

then the ize (or magnitude) of the error is
that m = 1 g. c = 0.0- k~ . k 0 k' . nd

-"· O<t<rr4
11£11 = rp lf(x)] dx -
2
p[ ~ ao + n~l(a/ + b/)J
2

Ji t { " ~ < t < rr 4 ,/(t

= 0. -") = f(t).
Recall from Example l in ection 9.3 that the Fourier series for
~" n r4 <t<- rr J, -2!5x<O.
nd u • thi infi rmation to h \\ th t th F uf1 r j(X) = { 2, 0!5x!52 I
I.

4 nrr
f(x) =l +
2
f (l - (-
11
I
In-1- sin
tl7T
n7TX
2
or
in - Ill.
4 3 00
2 . (2n - 1)7TX
f(x)=2+L (2n-1)7T m 2 ·
• th D n I

I • nrr (a) ompute 11£11 for n = IO, 20, 30, 40, 50. (b) What happens to the value of llEll as
=- in - nt.
,.-, n~ 4 11 in rea e ?
(c) Becau e 11£11 ~ O a n ~ oo, we have Parseval' equality,
2.
• 1l r.
_!_JP
p p
[f(x)] 2 dx = -ao +L (a/ +
1
2
2

n
00

I
b/).
in -
4 ·e Par e\al •, equality to determine the um of the erie
ul lu 1 n nn B in ub lltut int th
4
,__,,
n I
n;;
=-- in- erie converge ?) Verify your re pon e by approximating
n" (HO\\ d we kn \ that thi
the ·um with
nn IOOO
4
B m-
n;; n

r t n i nt lut1 n t) th
548 Chapt r Eigem-alu Prob m and Fouri r

d Th Fourier rie ti r (x = \. -2 s x < .. .f(x + 4) = f(x). i

(2n - I )'ITT
x = I - -, , 0
Tr n-;'I (-n - It 2

P qu lit) to find th um f

n-;'1 (2n - I )'1 •

Partial Differential
Equations

n the previous chapters, we saw that many physical and mathematical it-

I uation are de cribed by ordinary differential equations. We also saw that

other are d cribed by partial differential quations. For example, previ-
ouslv we noted that the time-independent Schrodinger equation in spherical co-
ordi~ate i given by the partial differential equation

7f or
2
1 CJ ( r CJ'I' )
CJr +
1
, i. sin (J
1-(
CJ(}
in 8 Clo/) +
CJ(} r 2
1
sin 2 (J
CJ
CJ<fi
2
'1' + 2µ,2
h (E
_ _
V)"IJI - 0.

In this chapter, we \\ill inve tigate one way to solve ome partial differential equa-
tion , the method of separation of variables, which was mostly developed by
Fouri r in hi · stud of the heat equation. Many other methods have been de-
\ lop d to solve many partial differential equations, both analytically and nu-
m ricall ·. olving partial differential equation , when pos ible, can be a difficult
probl m. In fact, under tanding the behavior of the olutions of most partial dif-
1 rcntial equation can be a difficult problem, a it i with most ordinary differ-
ntial equations.

549
550 Ch pl r 10 Part· I Oifi r ntial Equati
10.1 Introduction to Partial Differential Equations and Separation of Variables
551

10.1 Introduction to Partial Differential Equations and 1 u(x, y) = ln(x

2
+ y 2) also a solution of u= + ".v.v = O?
Separation of Variable
We notice that the solution to Laplace's equation differ in form. This is unlike
paration of\ riabl deling with Partial Diif r ntial Equation· olution to homogeneou linear ordinary differential equations, in which we found that
olution were imilar in form. In thi chapter we find a solution to a partial differen-
tial equation that model a phy ical ituation by using the boundary or initial condi-
tion a ociated with the phy ical situation. For example, if we require that the (time-
independent) temperature u(x, y) at each point in a rectangular region centered at
(0, 0) obtained by olving U v: ~ uyy = 0 be bo~ded at the origin, then the solution
F(x . .l u = G(x. y ). 2
could not be u(x, y) = ln(x + y ), becau e hm ln(x2 + y 2 ) = -oo.
(x, y )->(0, 0)
·ay that th qua·
If the olution to Laplace's equation must satisfy the boundary conditions u(O, y) =
u( 'Tr, y) = 0, then which of the functions u(x, y) = y 2 - x 2 and u(x, y) = eY sin x
(that ali ify u , + 111:.- = 0) mu t be eliminated?
Example 1 ome of the techniques u ed in constructing solutions of homogeneous linear or-
dinary differential equation can be extended to the study of partial differential equa-
I ditTt:n:nti I equatt n . twn ·. a we ee with Theorem l 0.1.
llll =

nd- rd •r plfli 3 l Theorem 10.1 uperposition Principle

E = 0.
I
Be·au~t: 1
If 111 , 112 • .•• , u,,, are olutions to a linear homogeneous partial differential equa-
l tion in a region R, then
m
C1ll1 + C2U2 + . ' . + Cmllm = ...._, CkUk,
k=I
I
\\h re c 1, c2 , . . . , Cm are con tants, is al o a olution in R.
- I

The uperpo 1t1on principle will be u ed in olving partial differential equations

throughout the re t of the chapter. In fact, we will find that equations can have an in-
finite et of lution o that we construct another olution in the form of an infinite
·erie .

Example 2 Separation of Variables

meth d that can be u ed to olve linear partial differential equation is called sepa-
• ·qU.
u .) = in re pl ration of "ariable (or the product method), fir tu ed by the French mathematician
J s ph Fourier ( 176 I 30) in approximately 1807 when olving the partial differen-
ti.il equation that de cribe the temperature on a rectangular plate.* When the plate
r , 3 h s 1t equilibrium point (independent of time), Fourier determined that the tem-
p raturc 1·(\, y) at the p int with coordinate (x, y) sati fie the equation

olut1 n of Parual Differential Equation by eparation of Variable : A Hi toric~

tudie in Mathematic , Volume 26, Mathematical
552 Chap r 10 Parti I om: r nti I Equati n 10.1 Introduction to Partial Differential Equations and Separation of Variables 553

a2 v a1 v Example 3
ax2 ay2 = 0.
U e eparation of variables to find a solution of xux = uy
temp ratur \ x,}) could b writt n a the pr du t \ x, y) ==
itutin~ i •) into th quati n re ult in Solution If u(x, y) = X(x)Y(y), then ux = X'Y and Uy= XY'. The equation then
become
~J = X tr)Y()) X(x)Y ') = 0,
xX'Y=XY',
which can be written a the eparated equation

X'lr> r y)
xX' Y'
~= - Y()).
x y·
otice that the left-hand ide of the equation is a function of x and the right-hand
f ,. and all rnlu f 1 t
ide i a function of y. Hence the only way that this ituation can be true is for xX'IX
y and Y' 'Y to both be con tant. Therefore,
x. r » 2
..\1;t =- l\y) =
rdin I) diffi r nti 1 0 we obtain the ordinary differential equations xX' - kX = 0 and Y' - kY = 0. We
find X in the manner that follows.
nd
2
ru = 0. xX'-kX= 0

xdX =kX
dx

dX =!dx
x x
lnJxJ = k lnlxl + c1
X(x) = ec'xk = C1xk
1milarl , we find
Y' - kY= 0
Y'= kY

dY = kY
dy

dY = kdv
y -
''} '. II = 1", nd u = \} ",
lnjYJ = ky + C2
Y(y) = ec,eio = C2ekv.
Therefore, a ·oluti n i u(x, y) = X(x)Y(y) = (C1xk)(C2ekv) = CJXkekv, where k
and , 1 2
arc arbitrary con tant . ( otice that the fir t equation is a Cauchy-
554 C~pt r 10 Partial Differential Equation
10.1 Introduction to Partial Differential Equations and Separation of Variables
555

\\ ould ha\ u ed the techrnque. co,·er d m tl n 4. to

where r i the con tant of proportionality. By taking the limit as .1x ~ o th
ould ha' u d a hara ten tt quati n to Ive th ond , e approx-
!mation beco~es ?etter a~d bett~r. Also because x ~ x + .1x, the value of x = used x
m the approx1~at~on obtamed with the ~T is more accurate. Hence the flow of heat
through the Wlfe 1 modeled by the partial differential equation
odelin ith Partial Differential Equation
2
where c = rk/8 i called the thermal diffusivity of the wire. We call this the one-
=0 x=p ~imensional hea~ equation, bec~use th~re is only one dimension in space, the posi-
tion x along the wire. We solve this equat10n through separation of variables in the next
ection.
Figure 10.1 \\1re of ngthp

n).
EXERCISES 10.1
Figure 10.2 11
1 n of~
rti n I t th' qu t1cnt f th fl \\ f heat intt'

t.: para1ion of vanable · to find a ·olution of the following In Exerci es 17-22, show that the function satisfies the wave
n.) ti Partial differential quatron .. equation 11;0 = u"
l, II = -11,, 17. u(x, t) = (1 + t) 2
2. = II 18. u(x, t) = 4xt
3. - yuy= 0 *19. u(x, t) =sin 2x cos 2t
4. II - 11 =0 20. u(x, t) = (cos t + sin t) sin x
5. - u =11 21. u(x, t) = in kx cos kt
. u.. =U 22. u(x, t) = sin wx sin wt

1.H =
,. . u, II

=O
In Exercises 23-28, show that the function satisfies the heat
x =· n thl: int r. I ·• ' eq uation llu = u~

23. u(x, t) = e _, sin x

10. u =11-11
24. u(x, t) = e - 4 ' sin 2x
*25. u(x, t) = I Ox+ l + e - 161 cos 4x
11 - 16. h w that the function satr fie Lap la e'
u = 0. 26. u(x, t) = 100 + e- 25' co 5x
1H = 27. u(x, t) = e 1c2, co kx
It. I :r. \ = 2- ) 2

12. u . . = 28. u(x, t) = 2t +x2

29. Det~rmine the value(s) of k o that u(x, t) =
!l, I \,)) = .r e k·t cos x atisfie the heat equation uxx = I 6ur
14. U X.) = 30. Determine the value(s) of k o that u(x, t) =
e ' sin kx sati fie the heat equation uxx = ~ur
2
l. u = tan ' -
*31. Determine the value of c so that 11(x, t) =
i, I
. \) = co ct in 4x sati fies the wave equation uxx = 4u,r
 - -~ ---- ---

556 Chapter 1 Part" I Di r ntial Equati n

10.2 The One-Dimensional Heat Equation
557

40. (a) how that u(x. t) = e - 4' in 2x at1 fie 11., = Ur

(b) ub titute th re ult obtained in (a) into ox/or=
b) If O s x s 7T, th n what 1 the maxLmum value of for r and s and substituting the re ulting values
- 3xt, x(O, ) = and olve for x.
mto the re ult obtained in (c).
u if / = I, 2, and 3? c) ub l!tute the re ult obtained in (a) and (b) into
(c) If u repre en th temperature in a thin wire 1 OU or = xt, u(O, ) = and olve for II. (e) Use the fact that the{~i:a~ condition u(x, O) = x
po 1tion x and time t, what i the initial tempera· (d) olve for u(x, t) by first olving the equation
ture of the wire at x = 1T 2? ha parametrization t = 0 to graph the olution
t= r l/= s
41. (a) how that u x. t) = 100 e- 161 in 4x ati fies forOsssJ5.
[ x = e-Jr12
II 11,.

(b If 0 s x s 1T, th n what i the m imum ~ lu of

u if I= I, 2, and)?

110.2] The One-Dimensional Heat Equation

The Heat Equation with Homogeneous Boundary Conditions
42. parti I di erent1 I qu uon of th form Nonhomogeneous Boundary Conditions Insulated Boundary
u OU
u(x. • u) OX b(x, y. 11) oy = C(X, y. 11) One of the more important differential equations is the heat equation,

u, = c2 uxx.
In one patial dimen ion, the solution of the heat equation repre ents the temperature
(at any po ition x and any time t) in a thin rod or wire of length p . Becau e the rate at
which heat flow through the rod depends on the material that makes up the rod, the
2
con tant c , which i related to the thermal diffusivity of the material, is included in
th heat quation . everal different ituation can be considered when determining the
2 temperature in the rod. The end of the wire can be held at a constant temperature, the
.
--=- end may be in ulated, or there can be a combination of these ituations.

The Heat Equation with Homogeneous Boundary

R=O Condition
The fir t problem that we inve tigate i the ituation in which the temperature at the
qu ti n nd of the rod i con tantly kept at zero and the initial temperature distribution in the
=0 r d i r pre ented a the given function/(x) . Hence the fixed-end zero temperature is
'CtU u1 = I, 'C. 0) =
gi\en in th b undary condition
u(O, t) = u(p, t) = 0,
and the initial temp rature di tribution i given in
u(x, 0) = f(x).
au th temperature i zero at the endpoint , we ay that the problem has homo-
geneou boundary condition (which are important in finding a olution with epa-
) rat1 n f variable ). We call problem of thi type initial boundary value problems
(18\'P), b cau e they include initial a well a boundary conditions. We ummarize
•) ==I, 1(0, =0 th pr blcm a ti JI \ .
 C pt r 10 Partial Diff rential Equati n 10.2 The One-Dimen ional Heat Equation
558 559

u, = e2u . 0 < x < p, t > 0

u(O. t) = 0. 11(p, t) = 0, t > 0.
{
u x, 0) = (.\'), 0 < .\' < p where we have replaced the constant A by one that depends on n. To find the value of
bn, we mu t apply the initial condition u(x, 0) = f(x). Because
h tht pr bl m thr u::-h p ration of' n bl . b) a· urning that
\\
u(x. I) = X x)T(t) . Un(X, 0) = bn Sin n; e -c,A(O) = bn Sin n;
ituti n int th diffi nti 1 quati n ) · Id
i ati fied only by function of the form sin(m/p), sin(2m:,P), sin(3nx!p), ... (which
T' .X" in general is not the ca e), we u e the Principle of uperposition to state that
-=-=-..\
CT \' . 00 00
2
ti (X, "' u,, (X, t) -_ L...,
l ) -_ L..., "' bn Sill
· - nm:
- e -c At
n. tant to bta1n an n I n I P
, riabl , we ha'
i al 0 a olution of the problem. (Note that this solution atisfie the heat equation as
well a the boundary condition .) Then when we apply the initial condition u(x, O) =
T' c2, T = 0 and X" ..\X=O. j(x), we find that
00 00

P rat d th \ ri. bl . \\ tum ur att nti n t th und·

hO-
u(x, 0) = o-J
. nm: 2
bn m - - e c A(O) =I nm:
bn in - - = f (x).
f tht: fun tion X(x) and T(t , th bo
n I P n=I P
Therefore, bn repre ent the Fourier ine eries coefficients for/(x), which are given by
nd u(p, t) = X(p)T(t = 0.
b,, = -2 JP f(x) sm. -nm: dx, n = I, 2, ...
p 0 p

and X(p = 0, Example 1

p 1m 111 = u'C.,, 0 < x < I, I > 0

Ive u(O, t) = 0, 11(!, t) = 0, I> 0.
<.<p
= 1
u(x. 0) = 50, 0 < x < I

·11.111
r r t th r ult th t \ t Solution In thi ca e, c = 1, p = 1, and f(x) = 50. Hence
00

u(x, t) =I bn sin nnxe At

= n =(
i n;) , = I I, -· .. ·
n=I

where

b = -2I J'o 50 111 n1TX dx = -100 [co n'TT'nnxJ'o = -100

- (cos n'TT' -
n'TT'
1)
n-:-::'l 1 n
= m--.n
p = ·-·· ..
=- 100 [(-!)" - J), n = I, 2, ...
l/1T

and ,\ _ A,, = (n'TT') 2. Therefore, becau e b,, = 0 if n i even, we write u(x, t) as

u(x. t) 200 ) in(2n - I )m:e (2n 1)2..?1

,;--', (211 - I 'TT'
 Ch p r 10 Partial Diff renti I Equati n 10.2 The One-Dimensional Heat Equation
560 561

tirn ot1 what happ n · to

In Fi_ ur 10.3. " we can choo e the boundary conditions for S to be the nonhomogeneous conditions
th t mperature
S(O) = T0 and

·entually b - and the boundary conditions for v(x, t) to be the homogeneous conditions

v(O, t) =0 and v(p, t) = 0.

Condition Of course, we have failed to include the initial temperature. Applying this condition
we have u(x , 0) = v(x, 0) + S(x) = f(x) , so the initial condition for v is '

v(x, 0) = f(x) - S(x) .

Therefore, we have two problems, one for v with homogeneous boundary conditions
and one for S that ha nonhomogeneous boundary conditions. These two problems are
tated a follows .

0. t = To nd II p. I) = T1. v1 = c 2 v= , 0 < x < p, t > 0

11 S" = 0. 0 < x < p
and v(O, t) = 0, v(p, t) = 0, t > 0

Figure 10.3 h
d ' 1th h in th pr bl m
u, = c2u . 0 < " < p. t > 0
{ (0) = T0 , S(p) = Ti
lv(x, 0) = f(x) - S(x), 0 < x < p.

um Becau S i needed to determine v, we begin by finding S. A general solution of

0. I) = T. . ti p. t) = Ti, I > 0. "= Oi (x ) = c 1 + c2x. Then S(O) = Ct = To and S(p) = T0 + c2p =Ti. so c2 =
{u . 0 = (\"). < r<p (T1 - T0 ) p. Hence
u b und ry ndt·
n n • th t mp
•• no>
ra tvi~
tO S(x) = To+ (Ti~ To )x.
We are now able to find v(x, t) by olving the heat equation with homogeneous bound-
lim u . t) ( '). a l)condition for v. Becau e we olved thi problem at the beginning of this ection,
t .
we do not need to go through the eparation of variable procedure. Instead, we use
the formula that we derived there u ing the initial temperature v(x, 0) = f(x) - S(x).
ll , I = \ . , I) I\). Therefore.
. 1 O' I•' 00
f\\ fun lll ·
th h I qu:illtf\
v(x, t) = L"'"' bn Stn
. !11TX
- - e
n- 1 P

where
. /) = \' . t) (\ ) . 00

v(x, 0) = Cn
. !11TX
m - = f (x) - S(x).
mt n..._,1 P

u, = ll Thi m an that bn repre ent the Fourier ine erie coefficient for the function f (x)
,, = (x) given by

th n n id r th bn =}; I: (f(x) - (x)) in n; dx, n = I, 2, . ..

= \ p. t p = Ti· he Juti n to the original problem i , therefore, u(x, t) = v(x, t) + S(x ).

= n p. I
 Ch p r 10 Partial Diff r nti I Equation 10.2 The One-Dimensional Heat Equation
562 563

Example 2
llt = C2U.w 0 < X < p, t > 0
u,(O, t) = 0, llx(P, t) = 0, t > 0
[
11, =u , 0< < I, t >0 u(x, 0) = f(x), 0 < x < p.
u(O, t) = 10, u(l, t 0. I> 0.
( otice that the
. boundary conditions. are homogeneous , so we can use s epara t.10n o f
l x 0) = 10, 0 < x < l . .
variable _to fmd u(x, t) = X(x)T(t) (i.e., there rs no need to introduce the steady-state
and transient temperatures when the boundary conditions are homogeneous). B ti0 1_
Solution ,c l,p = L To= 10. T1 60. and (x) = 10. Therefore. lowing the steps taken in the solution of the problem with homogeneous boundary _
th ) - tat · , we o b tam
.1t10n · th e ord'mary d'ffi ·
1 erentral equations ycon
d

x) = T0 ( r, P- To).··, IO (
60
~ l O) · = I0 -ox. and X"+ AX= 0.

However, when we consider the boundary conditions

Th n th m1t1 l tran 1 nt t mp tur ' i
)= I0-( 10 + -ox) = - "0\.
u,(O. t) == X '(O)T(t) == 0 and ux(p, t) = X'(p)T(t) = 0,
we wi h to avoid letting T(t) == 0 for all t (which leads to the trivial solution), so we
· I 1ut1on
· \ r, t ) = bn m n ;;;\ ,.: .,,.., an:
th t th ffi1 1·nt m t 1' ,.-, ha\e the homogeneous boundary conditions
X'(O) =0 and X'(p) = 0.
b,. m n m d.x = J,' x inn;;x d.\
Therefore, we olve the problem
0

X " + AX= 0, 0 < x <p

{X'(O) = 0, X'(p) = 0

th to find X(x) . This problem was also solved in Section 9.1, so we will not repeat the
step at thi time. We simply recall that the eigenvalues and corresponding eigenfunc-
\ •t t10ns of thi problem are
:--. ,, 1T
l, n= 0
0. II - 0

ll t)
-1,,
- - in
,, .:ox.
A
n
=
[( p),
n7T 2
11 = l, 2, ...
and X,,(x) = n7TX
[ co -p'
- n = 1' 2' ...
.

II rr 2
e\.t, we ·olve the equation T' + c AT == 0 for the An given previously. First, for A =
Ju ft m fJ gur 10.. Ao O. we have the equation T' == 0, which has the solution T(t) = A0 , where Ao is a
Figure 10.4 ph u
" um constant. Therefore, when A = Ao == 0, the solution is the product

u0 (x, t) == Xo(x)To(t) = A0 .
• t b th rom th ' mm/a nd rom Ft 'lJ I0
2
Then for A = A,, = wrn p. we olve T' + c AT = 0, which has as a general solution
T(t) = T,,(t) = an<' c2.\i. For the e eigenvalues, we have the olution

,, ·)7'
.'!.,,(.\ () -
1,, t - an
f17TX
cos--e c2At
.
11,,(x, I)
p
Therefore. by the Principle of superposition, the olution is
x
'\
11(.\, t) Ao + an cos -117TX
-·e <' At
,;--'1 p
Appl ication of the initial temperature yield
 10.2 The One-Dimensional Heat Equation 565

Chap P rti I Difi renti I Equ tion

EXERCISES 10.2
nm
0 = an o. - = (x).
II X, 0 p
" I
\\hen:: th1: efficient Ao i. equt\ lent to 10. · er i. e 1- 6. oh·e the following problem (heat equation 1l {llu = 11,, 0 < x <I, t > 0
ect1on 9.2. Therefore. · u(O, t) - ux(O, t) = T0 , u(l, t) = 0, t >O
\\1th homogeneous boundary conditions).
- m th
= 11
0 < X < I. ( > 0
l2. {u'u(O," = 111, 0 < x < I, t > O

l t) = To, 11( I, t) + uJ I, t) = Ti. t > O

llu 1•
} l-fP \(P and
A -a = -- J, J x dx = -p J.0 f x) dr 1. 11(0. t) ;: 0. 11( l. t) = o. t > 0
- - p u(x. 0) = IOOx. 0 < x < I *l3. {Uu = 11,, 0< X < I, f > 0
u(O, t) = T0 , 11,(l, t) = 0, t >O
=.::. fP (x o .!.!.E.. dx. l. 2.....
" p Jo p
11 211 0 = '"· 0 < t < I t > 0
2. utO.r) ·0.11(1.t)=O. t>O
{uu -
u = u,, 0 < x < !, t > O
14. 11(0,t)=T ,u(l,t)=T" t>O
1
u(x. 0) = x( I - x). 0 < x < I
15
0

{11.., - (u - T) = 11,, 0 < x < I, t > 0

.
l
~ 11 = < I. t > 0
11,. 0< X . 11(0, t) = T0 , u( I, t) = Tl> t > 0
Example 3 .
-t 0. t) = 0. 11( I. t) = 0. t > 0
0

16. {""' - (u - T) = u" 0 < x <I, t > O

u(x. 0) = t( I - t). O < x < I u(O, t) =To, u(I, t) = T0 , t > 0
U = u,. 0 < .\ < rr. t > 0
0
In Exerci es 17-20, olve the problems with insulated ends.
4. u 0. I) = 0. 11( rr. t) = 0. I > 0
. .
u~ • \\C n1:cd th, toun r co~1ne ·
~ e-
I u x. 0) = ·in 2x. 0 < ,. < TT llr= llx:n 0 < X < 7T, I > 0
= 11,, 17. 11,(0,t)=O.utC7r,t)=O, t>O
Solution mpk "\ e ion 9.2. There.'' 5.
o: 0 < \ < TT. I > 0
(0. 1) = 0. 11 rr, l) 0. I> 0
x. 0 = ·m 2t sin '· 0 < x <TT
= l 11(x, 0) = I, 0 < x < 7T
111= llw 0 < x < 7T, / > 0
= 11,. 0<
\ < 2. t > 0 18. u,(O, I)= 0, uJTT, t) = 0, t > 0

l
llu:

0
6. II 0, t 0. 11(-. /) = Q. t > Q 1 u(x. 0) = cos 2r - 4 co 3x, 0 < x < 7T

II ·• 0) ={'·
0 :S \ < I . 0 < \' < 2 0 < x < 7T, / > 0
11, = u,,,
- - \. ls\ s 2 *19. u,(O, I)= 0, u,(7T, t) = 0, t >0
( 2
n 1th mt rat1 u(x, 0) = 4 in x, 0 < x < 7T
In E rc1 7-10. he the problem with nonhomogeneou
~d = -=-- [(-1 " - l) n 1. 2, ... bollndary nditi n 11, = llx.,. 0 < x < 7T, t > 0
20. u,(O, t) = O. u,( 7T, t) = 0, t > 0
r. 7Tll
ll = II , 0 < \ < I. t > 0 [
u(x. 0) = x( l - x), 0 <x< 7T

1 lull n 1
2n l , ,
I.
I
110.t)=O.u(l.t)= IO. t>O
u x. 0 = 0. 0 < ' < I In Exercise 2 J-23, use separation of variables to solve the
initial boundary value problem. (Hint: The eigenvalue problems
solved in ection 9.1 may be useful.)
h \\11 tfl
II I u, = u"" 0 < x < l, t > 0
II = 11,, 0 < x < I. I > 0 21. 11(~.1)~T0.11,(l,t)~O, t>O
[ 11(.\,0)-.f(x). O<x<l
• II , I) = 20, 1 I. t) = I0. I > 0
[
11(1:, 0 , 0 <,<1 111 = llu, 0 < x < I. t > 0
= Q<
l, I> 0 < 22. u,(?·')_:'0,u(l.t)=.T0 , t>O
Ill,
[
U
II
111,
.t)- .II l.t)= 10. t>O
i:, 0 = I 0.\. < <I
1
11(.\. 0) - /(.\),

2
0 < .\ < I
II L/1 - c 11", -TT< X <TT, f > 0
*23. u( ~TT, ~-= u( 7T, t), u,(-TT, t) = 11,( TT, t). t >O

Im
t nnrn · the ·ae.1dy-state solution to the
!
11(.\, 0) - /(\ ), -7T < .\ < TT
 10.3 The One-Dimensional Wave Equation 567
566 Ch pter 1O Partial Diff rential Equ ti on

24. ohe the heat equation m E ·" 1 21 lth/(x) To.

32. Con id<:r the problem ~ The One-Dimensional Wave Equation
25. ohe th h at quatt n m E: -1 vnth (x) - r 11, = c211;u +e
0 < x < I. I > 0
'
The one-dimen ional wave equation is important in solving an interesting problem.
2T0 . u(O. r) = 0. u 1, r) 0. r > 0
26. oh the he t equation m
.x(l - x) + To-
x) =
t u(x. 0) /(xl. 0<x
v.h re th term e • n:prc. t:nt · tht: lo ofht:at thro_ug~
<1
up pose that we pluck a string (e.g., a guitar or violin string) of length p and constant
mass density that is fixed at each end. A question that we might ask is, "What is the
position or displacement of the string at a particular instance of time?" We answer this
27. ohe the h at quatton m = To- radio th· dc:ca' of th' \\ir'. U ea pr cedurc ~inw question by modeling the physical situation with a differential equation, namely the
2 . ohe th h at quauon To tar to th t d • n.bc:d in x •rci c 31 to find a ,o\uuon wave equation in one spatial variable. We will not go through this derivation, because
of th1 prob km we did it with the heat equation in Section 10.2, but we point out that it is based on
detem1ining the forces that act on a small segment of the string and applying Newton's
30. ·econd Jaw of motion. The partial differential equation that is found is

which is called the (one-dimensional) wave equation. In this equation c 2 = Ti p, where

T i · the ten ion of the string and p is the constant mass of the string per unit length.

Uu u,. 0 < X < I. I > 0 t~'

-0 t=p
The olution u(x, t) represents the displacement of the string from the x-axis at time t,
as ·hown in Figure 10.6. To determine u we must describe the boundary and initial
u, 33. u O, 1) = 0 u I. 1) = O. r > 0 condition that model the physical situation. At the ends of the tring, the displacement
Figure 10.6 tnng
\ I x, 0) x1- x ' 0<x< I from the x-axi is fixed at zero, so we use the homogeneous boundary conditions,
urround- displaccmc:nt
u - 11,. 0 < x < I. r > 0 u(O, t) =0 and u(p, t) =0 for t;:::: 0.
34. u 0, l) - 0. 11( I. l) = 0. I > 0
\ 11 x, 0) = e\ 0 < < I The motion of the string also depends on the displacement and the velocity at each
11,. 0 < x < I. r > 0 point of the tring at t = 0. If the initial displacement is given by f(x) and the initial
35. 0. I)= :o, 11(\, I) 100. I> (l velocity by g(x), then we have the initial conditions,
x.O)=x(l- ), O<x<l u(x, 0) = f(x) and ui(x, 0) = g(x) for 0 :::: x :::: p.

for m dH Therefore. we determine the displacement of the string with the initial boundary value

(a) problem
c2un =U
11 , 0< X < p, l > 0
'I. 1~.(0. ru,.
(b)
and u(O, t) = O. u(p. t) = 0, t 2::: 0

{
u(x, 0)
O<x<l.1 0
1 u(x, 0) = f(x), ur(x, 0) = g(x), 0 :::: x :::: p

I. on 1der th
."1~.(o. ,""
11( 0)
0,11,I,/)
<<I
I
ottce that the wa\·e equation requires two initial conditions, whereas the heat equa-
tion on!) needed one. This is because there i.s a .seco~d derivative wi_th respect to t in
the \\ave equatwn, and there is only one denvatlve with respect to t m the heat equa-
* 'Q· he tion otc also that for consistency we must require that/(O) = f(p) = 0 and g(O) =
(
u. O<x<t.1>0
0 ~(p) 0
=
E
• r) 0. 11 (I. t 1, I). I This problem i , solved through separation of variables by assuming that u(x, t)
( )
• 0) (x ). x < I. Xp:)T(f) ubstitution into the wave equation yields
c2X"T=XT"
b Fm •
X" T"
-=-=
2
-.A
X cT '

so \H~ obtain the two second-order ordinary differential equation

 10.3 The One-Dimensional Wave Equation 569

Ch pt r 10 Parti I Diff r ntial Equation

568
Then
00
and "' cn7r . nmc
u,(x, 0) = L bn - p sm - p = g(x),
h th quauon that imohes tht: homogen ous boundary con-_ II I
:<.1th th heat equation. tht: boundaf) ondition in term~ ot
u 0, t) '{0 Tit) 0 and 11\p. t) = \lp)T(t) = 0. :o \\C ha,e p
-o bn cn7r repre ent the Fourier sine series coefficient for g(x), which means that

'(0 0 nd x p) = 0. p 2 JP . -
nmc 2 JP . nmc
bn =- - - g(x) sm
cn7r p o p
- dx = - - g(x) sm - - dx n = 1
cn7r p ' '
2
' ····
0
.' d t mun' Xx) b) h mg the dgemalue problem
X" AX= 0, O< < p
{,\ 0) = 0, ,\ p) = 0 .
nd oht:d n c t10n 9.1. The Example 1
~iu h
lln = !111, 0 < X < 1, t > 0
olve u(~, t) =:_ 0, u~, t) = 0, t ~ 0
[ 11(.x, 0) - x(l x), u,(x, 0) - 0, 0s xs l

ith Solution In thi case, c = P = l,f(x) = x(l - x), and g(x) = 0. From this in-
. nm fom1ation, we compute
.X( 1n-.11= 1·-··· .
= -2 f,l x(l
p 4 cos n7r 4
a11 - x) sin nmc dx = n3,,?
+--
n3,,?
1 0

cnm =
43 3 (1 - (- 1 n, n = 1, 2, ... '
fl 'Tr"
bn m p
,, here integration by part mu t be used twice. (Note: Of course, a table of integrals
mun1;d. Puttm~ thi infom1ation tl !:-c:tht:f.
or computer algebra sy tern could be used as well.) Because g(x) = O, the coeffi-
andb mu t b 3
cient bn 0 for all 11. U ing the fact that an = 0 when n is even and an = 8/(n ,,?)
cno.t II "'i"i1 ) II ..-:\.
bn 1 np - 111--. if 11 is odd, then the olution is
p J
u(x, t) =- "\~ 8 ) ,,? cos(2n - l )7rt sin(2n - l )me.
3
Pnn 1pl h ,;--"1 (211 - l

h
n
m--
p
nm) mnn
-.
JI
The graph of 11(x, t) for various values oft is shown in Figure 10.7.

1 tn 1 ld

;-,
m-
J
n. Example 2

"" O<x<l.t>O

!
1111 ,
'I\ 11 , oh e 11( 0. t) = 0. u( I. t) = 0, . t 2:: 0
u(x. 0) 0. 11 1(.r. 0) - 111 2m, 0s xs 1
2....
Solution Herc the string is initially horizontal and an initial velocity that depends
on the posiuon x 1s gl\·en. With f(x) 0, we kno\.\< that an = 0 for all n. Then
usmg the 1111t1al vdoc1ty function g(x) = sin 2m, we note that
u m
nm n
1n-
Jr.;\
p
p
 10.3 The One-Dimensional Wave Equation 571
Ch pter 10 Partial Oiff rential Equation
570
u u
u 0.2 0.2
u 0.15 0.15
I U
0.. 0. 1 0.1
0.05
O.'.'.~ 0.05
0.1 . x
I
x -0.05 I - 0.05
O.'.'. 0.4 0.6 0. - 0.1
-0.l O.'.'. 0.4 0.6 0 I - 0.1
-0.15 - 0.15
-0.2 - 0.2
-0 ..
u u
0.2 0.2
0. 15 0.15
0. 1 0.1
0.05 0.05

\ 0.2 0.4 0.6 0.8 1 x - 0.05

1 -0.05 - 0.J
-0.1 - 0.15
-0. 15
-0.2 - 0.2

ti
u
0.2
0.2
0.15
0. 15 0.1
O. l
0.05
0.05 -j-~,..--;-~r--r-~.__

l x - 0.05 0.2 0.4 0.6 0.8 l x

- 0.1
- 0.15
- 0.2

figure 10.8 tnng di placement at various times

F gur 10.7

a node and represent pos1t1on where there is no motion in the string. We graph
0 = = in - :7.\. in nrrx in Figure 10.9 to illu trate the nodes. Notice that the frequency wn increases
U X,
,,_, b,.n;; 10 II tt'X
a ch increased. Becau e c! = Tip, the larger the tension Ton the string, the higher
=I _ .. th fr qu nc · of the motion. Therefore, a higher pitch results.
b ·-;;=I. Th r ~ r'.

D' Alembert' Solution

in _;rx, Th \\ U\e equation wa fir t derived and olved by the French physicist and mathe-
. . F urc 10. matic ian Jean te Rond d' lembert (1717- 1783) in 1746. He hoped that he would be
lull n 111 1_ u ·e a · m iar method to ol e many other problem , but this did not prove to
1 1
b th ca ·e. lmpr ment to hi elution were ubsequently made by Euler.
n mtcre ·ting er ion of the wave equation i to consider a string of infinite
length . Therefore. th boundary condition are no longer of importance. In tead, we
tn;pl w rk v ith th wave equation with the initial di placement and velocity func-
tion · To · Ive the problem
c2u,, = 11 11 , - oo < x < oo, t > 0

-- en
2 p'
\\ u · the ·hange f vanable
{ u(x. 0) = f (x), u,(x, 0) = g(x)
 10.3 The One-Dimensional Wave Equation 573
pt r 1 0 Partial Oiff rential Equation
572
where F is an antiderivative off and G is an arbitrary function of s. Returning to our
original variables gives us
u(x, t) = F(x + ct) + G(x - ct).
I .\ The function F and G are determined by the initial conditions, which indicate that

u(x, 0) = F(x) + G(x) = f(x)

u1(x, 0) = cF'(x) - cG'(x) = g(x).
We can rewrite the second equation by integrating to obtain
g(x)
F'(x) - G'(x) =-c

F(x) - G(x) = -1 lxg(v) dv.

c 0
n=

Figure 10.9 rap t> = in n;;:t fi r n = I.... • 4 Th refore. we olve the y tern
F(x) + G(x) = f(x)
F(x) - G(x) = -c1 lx0 g(v) dv.
r = .\ ct
dding the e equation yield
. = x - t.
.3bl
= t~(x) + ~
~
mput th d ri' th· s 11 , nd 11 11 in t rm of th \'art F(x) J: g(v) dv]
and ubtracting gi e u
II

u = 11,
" G(x) = ~ ~(x) - ~ I: g(v) dv].
U = II, - II )
Ther fore,
a= [ II, - 1
F(x +ct)= 21!(x +ct)+
1 r c ix+ct g(v) dv] and
0
t1tut1 n mt th
II = 1111 G(x - ct)
lf
= 2i!(x - ct) - cl lx-ct g(v) dv],
0
- -" II ]

th lution i
r + ct) + cl ix+ctg(v) dv] + 2l l!(x
= 2l l!(x r - ct) - c1 lx-ct g(v) dv]
II = 11 x. t)
0
0
first mt • tin 'ith .,
" = n
1
l 1 fx+ct
= 2 [f(x + r) + f(x - ct)] + 2c x-ct g(v) dv.
11, = r
t t r. " How i · the term -
1 J.,+ctg(v) dv obtained in D'Alembert's olution?
r. tin '1th
2C , -cl

r. =
 575
10.3 The One-Dimensional Wave Equation
Chap r 10 P rtial Diff r ntial Equati n
574 u
u
u

Example 3

\ {u = Un. - oc < x < :io. I >0

u x. 0 = '.! 1 - . 11, x. 0) = 0.
-20 -10 t= 13 10 20 x -10 - 10 t= 14 10 20 x -10 -10 t= 15 10 20 x

Solution B au c = I. /lx) = I (I + x 1
), and x) = 0, we ha\' th o\uuon
Figure 10.11 continued String displacement at various times

x. t =~ Ux +t f(x - tl] =~ L (.; + r)' + 1+ ~_ 1 .]

D' Al mbert' solution is sometimes referred to as the traveling wave solution be-
cau e of the b havior of it graph. The waves appear to move in opposite directions
(.l - t)l along the x-axi a t increases, as we can see in Figure 10 .11.
-20
Th ~raph
Figure 10.10 lmll I tnn th lution
d1 pl ccm nt Example 4
II

0
I {llu =
e u(x, 0)
llu, -oo
= 0, u,(x, 0) = -
< X < oo, f > 0
4xe -x2 ·

Solution U ing c = 1 and the initial conditions, f(x) = 0 and g(x) = -4xe -x2,
we ha e
l J.x +t
= [e "]~:: = e
2 _ 2 . _ 2 _ _ 2

II -10 10 \
u(x, t) = -2 - 4ue " du (x+1) - e (x t).
' •/
I~
0 \: e graph thi olution for t = 0, 1, 2, ... , 5 in Figure 10.13. In this problem,
the tring i initially horizontal. otice that traveling wave are produced by the ini-
tial el ity function a they were in the previous example. However, because
F' T(X) = - 4xe ,.i i negative for x < 0 (a hown in Figure 10.12), a negative dis-
igu re l0.12 initial ,.el ity pla ement re ult to the left of x = 0. In the exercises, we use D' Alembert's solu-
t10

II
II

-5 5 10 x
10 x -10
10
\
- 10 'i
-I - 0.5

-1
-I
-1
1=2
,.o t-1

01,pl~1 l!nit:nt at 'uri u · times

Figur 10.13
o.
576 Chapt r O rtial Di t r nti I Equation 10.3 The One-Dimensional Wave Equation 577

u
A change of \anable can be u ·ed to olve ome partial differ- "" + llss = 0. How does this compare to Laplace'
ential equation m a manner ·1m1lar to that u ed in D'Alem- equation?
bert" · ·olut1on e the indicated change of variable to tran - *27. Show that the olution of the problem
fonn th equation into an equation involving r and s.
llxx = 0 < X < 1, t > 0
1111 ,
11. u>..,, = u..,. r = x + y. s = x - y
-10 10 -10 10 ,( -10 10 u(O, t) = u(I,
t) = 0, t 2:: 0
t
12. llu - 211 - 3111.,. = 0, r = x - y, ~ = y + 3x (
u(x, 0) = sin 'TTX, u1(x, 0) = 0, 0s x s I
* lJ. 11 - 11.u = 0. r = X + y, =y
14. 11 - -U n + 11.u = O. r = ,\ + y. s = y obtained u ing D'Alembert's solution is the same as
that found u ing eparation of variables.

Th partial differential equation ·luu + Bu" + C11 11 + Du, + 28. how that the olution of the problem
r= r= r=
Eu Fu - G(x. 1'} 1· cla · ·1fied m the following manner: llu = 1111 , 0<X >0 < 7T, t
f"gure 10.13 continued u tim fa) b)perbolic 1f ff - 4A > O: (b) parabolic if 8 2 - 4AC =
O; !c) elliptic 1f ff - 4..1 < 0 las 1fy each of the following
u(O, t) = u( 7T, t) = 0,
t 2:: 0
(
equation· hyperboli , parabolic. or elliptic. u(x, 0) = 0, u,(x, 0) = sin x, 0 s x s 7T

l . u , - 211 0 • u 11, = 0 obtained u ing D'Alembert' olution i the ame as

16. 411 that found u ing eparation of variables.
211 = 0
*l II - 411 0 + 211 = 0 29. olve

II r - 411 - II,~ + 11 = 0 Liu = 1111 , 0<X< 7T, I> 0

19.11 11 +11 +11,=0 u(O, t) = 11( 7T, t) = 0, t 2:: 0
1
20. 14 -11~, -11 ~ + II - 11 =0 /
u(x, 0) = 1 in x, u,(x, 0) = - in x, 0s xs 7T

21.
u ing D'Alembert' olution.
30. on ider the tring problem with an endpoint that
o ciliate parallel to the u-axi (vertical axis). If the
string has length p and c = I in the wave equation,
then an initial boundary value problem that model
22. thi situation 1

.I • O,
u .o -
I c. 0
1- O!:i
:!>I
""' =
u(O. I)
/ 11(x, 0) = 0,
llm 0<x <
= 0, u( 11', I) = A
0s xs
7T, t

7T,
>0
in t, I 2: 0

23. where A is a mall number. A ume that the olution

0 of thi problem i 11(x, t) = F(x + t) + G(x - t). U e
0 :S ;:
the boundary and initial condition to find u(x, t)
24. within an arbitrary con tant. [Hint: Try F(t) =
Bt in t.]
;: 31. e eparation of variables to solve the initial bound-
ary value problem
2
0 C 11u = 1111 , 0< X < p, I > 0
u,(0. t) = 0, u.(p, t) = 0, t 2:: 0
2 cquatl n. 11 + 11 11 = 0, 1•
!u(x, 0) = f(x), 111 (x, 0) = g(x), 0s xs p

Find a general fonnula for the unknown coefficients.

2 1lu = O is elliptic :e the
r = r - . , = •h to shO\\ that 32. olve the initial boundary value problem m Exerci e
1711, = O is cqui\alcnt to 31 1f p = 7T,/(x) = 1 + co 2x, and g(x) = 0.
 579
10.4 Problems in Two Dimensions: Laplace's Equation
Chapt r 10 Part· I Diff r ntial Equ lion
578

o ub titution into Laplace's equation yields

10.4 Problem in Two Dimen ion : Laplace's Equation
X"Y+XY"= 0
pl
X"
-x= - - =
Y"
y - A,
Lapl ace' Eq uatio n
r· where - A i the eparation con tant. Therefore, we have the ordinary differential
L pl qu ti n. oft n II d the p t nti I qu tion, i g1v n m r tangular
dmat equation
Y"- AY= 0.
u + ll = o. X"+ AX= 0 and
otice that the boundary condition along the line x = 0 and x = a are homogeneous.
In fa t, becau e u(O. y) = X(O)Y(y) = O and u(a, y) = X(a)Y(y) = 0, we have X(O) =
0 and X(a) = 0. Therefore, we fir t olve the eigenvalue problem
X"+ AX= 0
{X(O) = 0, X(a) = O'
whi h wa olved with a= pin ection 9.1. There we found the eigenvalues and cor-
r p nding eigenfunction to be An = (mr'a) 2 , n = I, 2, ... and Xn(x) = sin(n7T.Xla),
n - I, 2•.... ( otice that the problem i defined on O< x < a in tead of 0 < x <
p.) We then olve the equation Y" - A2 Y = 0 u ing the e eigenvalue . From our expe-
0 < x < a. 0 < y < b rien \ ith econd-order equation , we know that Yn(Y) = ane"'l'A,;V + bne-.....r>:J, which
an be written in term of the hyperbolic trigonometric function a
x. b) = (x). 0 <'<a
•). 0 <y < b = Y,,(y) VA;; + Bn VA;; =An co
YU') = An co h inh a + Bn sinh ney.
h ll7TJ' a
h Fi_ ur 10. l .
\\n 111
h d thr u h p rati n f ' Th n u ing the homogeneou boundary condition u(x, 0) = X(x)Y(O) = O, which indi-
in at · that Y(O) - O. we ha e
<u. 0 <y<b Y(O) = Yn(O) = An co h 0 + B,, inh 0 =An = 0,
= , 0 < <u . An = 0 for all n. Therefore, Yn(.Y) = Bn inh Ay, o that a olution i
= 0. 0 < •< b
. ney . n7T.X
II,, (X, )') = B,, tnh - - tn - - .
a a

". the Principle f ·up rp ition, we have

"° . n'TT)' . "7TX
u(x, v) = ~1 B,, mh - - m -a -'
• a

wher th c efficient · are determined with the boundary condition u(x, b) = f(x). ub-
·titut1on mt the · lution yield
• . nnb n1TX
u(x. b) = ,.,_, B,, mh - - in -a-= f(x),
0
,, 1

\\h re B,, mh -11-rrb repre ent the Fourier ine erie coefficient given by
a
• F gu 10.1
 581
10.4 Problems in Two Dimensions: Laplace's Equation
Chapt r 1 Partial Di I rential Equati n
580

!r
Solution Assume that u(x, y) = X(x)Y(y). Notice that this problem differs from
the previou problem in that the homogeneous boundary conditions are in terms of
Bn inh n: = /(:c) in n;; dx
the variable y. Hence, when we separate variables, we use a different constant of
eparation. Thi yields
Bn = - -n-
'
f,"o f :c)
in nm dx
a
X 11 Y+XY11 = 0
a mh--
a
X" Y"
-=--= A
x y '
Example 1
o we have the ordinary differential equations X" - AX= 0 and Y" + AY = 0.
U.a u =0. 0 < x < I. 0 < )' < 2
Therefore with the homogeneous boundary conditions u(x, 0) = X(x)Y(O) = 0 and
x. 0) : . I x, 2) : X( I - x . ' 0 < x < I. u(x, l) = X(x)Y(l) = O, we have Y(O) = 0 and Y(l) = 0. Recall that the eigenvalue
{
u 0, > - o. 1. > - 0. 0 <) < -
problem

Solution In thi Y" + AY = 0

{ Y(O) = 0, Y(l) =0
4 nrr 4 )
_:....:...:....,--+--
n'1'3 ,,- rr
ha the eigenvalues An = (n7T/1) 2 = n2 n2, n = 1, 2, . . . and solutions Yn( y) =
4 in n'TT)', n = 1, 2, . . .. We then solve the equation X" - AX = 0 using these eigen-
=-..,........,,.---- I- - I n). n = l. 2....•
n .. inh 2n;;- value to obtain Xn(Y) = anen= + bne - n=, which can be written in terms of hy-
perbolic trigonometric function as
th lu i n i
.mh(( - n - l)m) .tn (- " - ~. X(x) = Xn(x) = An sinh n1TX + Bn sinh n7T( 7T - x).
" . inh n ... • in /1 ;;:'(' = ......
n• I
(_n - I )3 rr3 tnh( _n - l 7T)
ow, becau e th boundary conditions on the boundarie x = 0 and x = 7T are non-
· luti n.
In Ft pl l".) in tht.: fi rst fo t nn homogeneou , we u e the Principle of superposition to obtain
figure 10.15
00

Jn Exampl I. l'.h th pp to th l /u 0 ~ 11 au ~ rom) = .:? ll(X, y ) = L- (An sinh n1TX + Bn sinh n7T( 7T - x)) sin ncy
n- 1

· Therefore,
00

t1(0, y ) =L Bn inh 11n2 in ll'TT)' = sin 2cy,

n- 1
mpl I," · \Id ha' u d th r,, lin rly in
B
2
inh 2,,? = 1 or B2 = I/ inh 2n2 and Bn = 0 for n * 2. Similarly,
lu I
00

II" • 11·-m.b - vl u( 7T, y ) =~ An inh nn2 in ll'TT)' = 4,

mh ___:.. nd tnh • .
n= l

,, hi h indicate that An inh nn2 repre ent the Fourier sine series coefficients for
the c 11 ·tant function 4, which are given by
1
An inh ,,,,;. = 2 J,0 4 in ncy dy = - s[co /17Tncy]'0
Example 2 1

= -=-[c-1t- l]. = 1,2.....

fl7T
11

< I
 10.4 Problems in Two Dimensions: Laplace's Equation
583
Ch pt r 1 Partial Oifferenti I Equation
582

the teady- tate temperature satisfies Laplace's equation,

Sxx + Syy = 0,
becau e there i no dependence on t. Also, we describe the temperature around the
boundary of the rectangular region as we did in the Dirichlet problem, which gives us
a imilar problem to olve to find S(x, y) .

Example 3

Find the teady- tate temperature in the rectangle bounded by x = 0, x = 7T, y = 0,

and y = I if the edge y = 0 and y = 1 are insulated and the temperatures along the
Figure 10.17 d1ffi rent , i " of th<!
F'gure 10.16 Th raph fu edge x = 0 and x = 7T are given by S(O, y) = 100 and S(7T, y) =cos 1lJ'·
rapl f
Solution To de cribe the in ulated edges mathematically, we recall that insula-
pr . th~- ·o- tion top the flow of heat over tho e edge . Because flow across these edges is in
th t ,. = 0 if n i · the y direction, we have
Sy(x, I) = 0 for 0<x< 7T.
Sv(x, 0) =0 and
211 1 = -----~-
2II -- -2-), n = I. -· ...
- 1 7r
Th refore, we olve the boundary-value problem
XX + s )'.V = 0, 0 < X < 7T, 0 < Y < J
t t lut1 n

;;- in - "J l Sv(x, 0) = 0 Sy(x, 1) = 0, O < x < 1T

S(O, y ) = 100, S(7T y ) = cos 1lJ', O < y < 1
•

·urning that (x, y ) = X(x)Y(y), we perform separation of variables. Notice that

in thi ca e, the homog neou boundary condition are as ociated with y because
; -1 -" - l rr ,(x, 0) = X(x)Y'(O) = 0 and .S:,.(x, 1) = X(x)Y'(l) = 0 lead to the conditions

II
nd Fi ur 10.17. Y'(O) = 0 and Y'(l) = 0.
Ba d on our experience with eigenvalue problems, we choose the constant of sep-
ql13ti ll jp- arati n o that we obtain the equations
- th'
r a mi tur· l 1 X"- AX = 0 and Y" + ,\Y = 0
f pr bl 11-. 111 th.
when eparating variable . Taking advantage of the homogeneou boundary condi-
ti n , we fir t l e the probl m
Y"+ ,\Y = O, O<y< 1
{ Y'(O) = 0, Y'(l) = 0

with eig n\'alue and corre ponding eigenfunction

o, n=o
i\,,
l
= ( 17 7T ) 2 = 11 2 ,;i. ,

1,
1

f1 =0
11 = I, 2, ... and

Y,.(y) - o ll77J
I ' = co I 1'7T'\1
" J' ' II = I , 2, ... ·
II • 111
1
 585
10.4 Problems in Two Dimensions: Laplace's Equation
Ch pt r 10 Partial Oiff r ntial Equation
584

m lu . ''e h X" - AX= 0. If A = Ji.0 = 0, th n w ha,·e the EXERCISES 10.4

in_
luti n
.\"(x) = X (x) = c 1 c_x.
u +u =0 O<x<oo,O<y<b
= , ~ = ,,~ r?. n = 1. ~ ..... '' find th t In Exerc1 I - . the problem in olve three bomogeneou and xx )'V '
00
one nonh mogen ou b undary condition. U e the method di - u(x, 0) = 0 and u(x, b) = 0, 0< x<
.\ X = Xn x) =An ·h nm +B ·mh nm. cus ·ed m the example to ohe the boundary-value problem . u(x, y) is bounded as x - oo
(
r ult , i.; ind with th Prin 1pl f ·up'rp iti n that 11-u II,. = 0, 0 < x < 1, 0 < )' < 2 u(O,y) = f(y), 0 <y < b
om inin th
1. 11(x. 0) = O. 11(x, 2) = 0, 0 < x < I (a) Using separation of variables with u(x, y) =
1
II o. y) = 0. II I. y) = 1 + y, 0<y < 2 X(x)Y(y), how that Y satisfies the eigenvalue
problem

!
llu 11., = 0, 0 < x < 1T. 0 < y < 1T
h nm B,, mh nm) 2. II . ,0) = 0, ll(X, 7T) = 0, 0 < X < 7T Y"+ A.Y= 0, 0 <y< b
11 0, y) = 0, 11( 7T, y) = I 0, 0 < }' < 1T { Y(O) = 0, Y(b) = 0
lln = 0, 0 < x < I, 0 < y < 2

!
llu
0. > = I00 ) i Id * . 11 x. 0) = =
0, 11(x, 2) 0. 0 < x < I
and find the eigenvalue and eigenfunctions of
thi problem.
u(O,y)=y.u 1.y)=O, O<y<2
O,y=c1 (b) how that X,,(x) = Gnen'TTX!b + bne -n-rrxlb_ Find a
" f".u 11" = 0. 0 < x < 7T, o < r < 27T restriction on one of the constants so that X,,(x) is
~. j11x.0)=0.11(:c.27T)=O, 0 <~< 7T bounded as x -t oo.
110.y)=y 2,11(1T.y)=O. O<r<27T
(c) F,?rm the serie solution u(x, y) =
llu = 0. 0 < X < I. 0 < y < 2
"'"
ll(X. 0) = I, II x. 2) = 0, 0 < .\ < I
I Bne -n-rrx/b sin l1b1T)I and find Bn u ing the
n I
f
LI 0. y) = 0. 11( I. y) = 0, 0< y < 2 boundary condition u(O, y) = f(y).

... =1 nm·=· m. 11.u 11, = . 0 < < I. 0 < y < I

. 11.\,0)= in2m.ux.1)=0. 0 <.\ < 1
ln Exerci e 12-14, u e the olution found in Exerci e 11 to
olve each boundary-value problem u ing the given parameter
hn ) 1
II O.y) =
0, 11(1.y) = o. 0 <y < 1 value and boundary condition.
11 11, = 0. 0 < \ < I. 0 < y < 2
12. b = 1T, u(O, y) = JOO
= 0. 11 .\ . _)=sin m. 0 < x < I
0)
1
• 1 '·
I ' J) = o. II I. y) = o. 0 < )' < 2 13. b = I, u(O, y) = To
14. b = 2, u(O, y) = y
11,'\ = 0. 0 .\ < I. 0 < \' <

I
ll 1T
II \, 0) = 0. II(\, 1T) -
inh m· • in ::?.t. 0<' < I 15. U e a method similar to that in Exercise 11 to solve
11(0. y) = 0. 11( I. y) - 0. 0 < y < 7T u.o+uw=O, O<x<a,O<y<oo
ph ,) u(O, y) = 0, u(a, y) = 0, 0 < y < oo
u(x, y) i bounded as y -t oo
(
u(x, 0) = /(x), 0 < x < a

In Exerci es 16- 18, u e the re ults of Exercise 15 to find the

olution of each boundary-value problem using the given pa-
.\ < 1T
rameter value and boundary condition.

16. a= 7T,f(x) = I
17. a= 2,f(x) =x
0.18 I
t· t~ h:mpcratur ·in mi- Infinite trip) l 8. a = I.f(x) = 3 in 2m
w1 1n . , tu • pr bkm
 1 0.4 Problems in Two Dimensions: Laplace's Equation 587
Ch pt r 10 Partial Diff rential Equation
586
Find a general formula for each of the unknown co-
C(Uu u ) = Un. 0 < \ <a. 0 < )' < b 29. a= I, b = 2,/(x. y) = .t:r(l - x)(l - y), g(x, y) = 0
efficients A,, and B,,.
u • 0, 1) = 0. u(:c, b. 1) = 0. 0 < t <a 30. a = b = rr. f(x, r) = 0. g(x. y) = .\)'
(c) In a manner similar to that in (b), olve
U 0. )'. I) = 0. l a. y. I) = 0. 0 < )' < b 3 L D tennine th ·teady- ·tate ·olution of the two-

l
dim n ·1onal heat equation
wn+11\:,.= 0, O<x<a,O<y<b
u(x.).O)=f(\.V).0<\<a. O< ·< b
w(x, 0) = 0, w(x, b) = 0, 0 < x <a
u,x.y.O =~X.)).0<\<a. 0<_1 <b. k(t(u .)=111, O<x<a, O<y< b
II
w(O, y) = h(y), w(a, y) = k(y), 0 < y < b.
u(x, 0. t) =Ji(x), 11(.\, b. t) fix), 0 < x < a
Find a general formula for each unknown coefficient.
2 (
11(0. •. 1) =
g 1(x), 11(0, y. I) g 2(:c), 0 < y < b
u(x. I'. 0) = F(x. y), 0 < x < a, 0 < 1· < b.
In Problems 34 42, u e the results of the Exercise 33 to solve
32. U · the r ult of xerc1 e I to find the steady- tate each problem. Use technology to as ist in determining the co-
temperature m the rectangular plate R: 0 < x < I, efficient in the solutions and graph the olution (with a finite
0 < y < w 1f the temperature 1s fixed at zero around number of terms of series olution when nece ary), and no-
ea h edge of the region except 11(x. 0. t) m m. tice how the boundary conditions affect the solution.
2 I. ( ub f
To he uu+ un.= O, O<x< l,O<y<l
11.., u )= O. O<,·< a.O<y<b 34. u(x,0) = 10,u(x, 1)=0, O<x< I
[ 11(0, y) = 0, 11( I, y) = I 0, 0 < y < I
11(.\, 0) =/(.\). u(x. b) = g(.\), 0 < x <a,
lln + Un• = 0, 0 < X < 1T, 0 < J' < I
u(O. y) = h(y), u(a, y) = k( y), 0 < y < b
1 35. 11(x, 0) = co x, u(x, I) = 0, 0 < x < 7T

X..,.l". = nlu.\
m- -
n ..
m-;:-. '' · um that 11(\, 1•) =
1· .\, r) 'f" 11· .\, 1·). (a) how [ 11(0. y) = I, u( 7T, y) = 0, 0<y < I
0 that 1f v and w ·a11sfy the problem ·
11 + u.,. -= 0, 0 < x < 7T, 0 < y < I
th t • :::; 0

1'.u I' = 0. 0< \ <a. 0 < I' b 36. 11(x, 0) = 0, u(x, I) = x( I - x), 0 < x < 7T

I.\, 0) = j(x), I{\, b)= 1,'(X). 0 < \'< a and [ 11(0, y) = I, u( 7T, y) = 0, 0<y < I

1 I 0, )')

'" = 0. I U, _1') = 0. 0 <_I'< h

*37.
Un + U11 = 0, 0 < X < 7T, 0 < )' < I
11(.\, 0) = 0, 11(x, I) = x(I - x), 0 < x < 7T

I
= 0. 0 < ' < a, 0 < y < b [ 11(0, y) = I, 11( 7T, y) = I 0, 0<y < I
t) = ;:'\ \\ \, 0) = 0. II \, h) 0, 0 < \ < (/ = "" + u,, = 0. 0 < x < I, 0 < y < I
rrx ~
II 0. )') = /i( _1'). 11{<1. I ') = k( 1'), 0 < .\' < h
m ...,.t in- 10
b 38. 11(.r.O)=x(l -x),u(x, 1) = 0, O<x< I
·) 11 .\, 1·) 1: a solution of the
[ 11(0.y) = 0,11(l,y) =J', O<y< I
11"+11 =0,
11
O<x< l,O <y< I
2
luti n of 39. 11(.r, 0) = 0, 11(.\, I) = .\ , 0 <x < I

n:r 1 v1 =O. O< \ < a.O <y< h 1

11(0, y) = y. 11( I, y) = I - y. 0 < y < I
11" + 11 1., = 0, 0 < x < I, 0 < y < I
1n - I t, 0 = (\"), I \, b)= g{X). 0 < \ < ll
=
11(.r, 0) sin m, 11(x. I) = .r. 0 < x < I

-'·""··
40.

- l. -·. ....
1 1{0. ) = 0. I (I,)') = (}, (} <_I'< h
1+
11(0, y) = y. u( I, y) = l - y, 0 < y < I
11" II , 0, 0 < \ < I, 0 < J' < 2
1l 2
*4 1. 11(.\,0) = 0,11(.\,2) -x( l -x ), O<x<I
.y) =
I

nm
b inh -·-nm') nm
1
11(0, y) = I, 11( I, y) 0, 0 < y < 2
h ~
" a
Sill - -,
a II\\+ 1111 = 0, 0 < x < I, 0 <y < 2
a
42. 11(x, 0) = 0. 11(x. 2) - 2
.\(I - x ), 0 < x < I
2 - I
=- tn .. m "" h n wntt n ' [ 11(0. 1') =.1 • 11( I. y) sin rry/2, 0 < y < 2

- ... tn 1n ·'
nm nTT(b -
8,. mh - - - . 111 - - .
r)). nm
In Problems 43 - 46, find the potential in the ·quare R: Os
\ s rr, 0 :Sy :S rr by solving (by hand) the followmg bound-
1
- • I
mh- a a
 88 pl r 1 Parti I Diff r ntial Equ ti n 10.5 Two-Dimensional Problems in a Circular Region
589

ry-\ luc prob! m m 4 . /(x) mx

Al o, we want our olution to be bounded at r = 0, so another boundary condition is
a graph th equipor 44. f(x = m t
stant. /u(O, 8)/ < oo for -7T< 8< 7T.
4_. (t)= in·' - - m ~,·
Finally, we can pecify the value of the solution around the boundary of the circle. This
I i given by
46. f x) = -. m r
u(p, 8) = /(8) for -7T < 8 < 7T.
Therefore, we olve the following boundary-value problem to solve Laplace's equation
(the Dirichlet problem) in a circular region of radius p.

10.5 T o-Oimen ional Problem in a Circular Region Urr + J_Ur + ~ U99 = 0, 0 < r < p, -7T < 8 < 7T

Cir ul r R ~i n Th \\a\ Equati n in a {

u(r, -~) u~r,
= 7T), utf..r, -7T) = utf..r, 7T), 0 < r < p
/u(O, 8)/ < oo, u(p, 8) = f( 8), - 7T < 8 < 7T.
ing eparation of variable , we as ume that u(r, 8) = R(r)H(8). Then, substitution
into Laplace' equation yield

R"H + J_ R 'H +RH"= 0

r

R"H + J_ R'H= -RHn

r
rR" + R' -H"
--rR--=-H-= A

pl tion in a Circul r Re i n Therefor , we ha e the ordinary differential equations

Th'
h in m m pr bleni H"+ AH= 0 and r 2R" + rR' - AR= 0.
ir ul r ~ ,?i n . \\ tth th
that the boundary condition
u(r, - 7T) = u(r, 7T) and II ,/._r, - 7T) = U r/.._r, 7T)
imp! that
-1·
rdin t " , "• = . t p) I3f R(r)H( - 7T) = R(r)H( 7T) and R(r)H'(-7T) = R(r)H'(7T),
that
I
11,,. -
r i ,
r u
- = 0. 0 < r < p. - " < < "· H(-7T} = H(7T) and H'(-7T) = H'(7T).
hi means that we begin by olving th eigenvalue problem
H" + AH - 0, - 7T < 8 < 7T
{ H( 7T) = H( 7T), H '(-7T) = H'( 7T),

whi h was ·ohcd in xerci e 5 in ection 9.1 and u ed to e tabli h the Fourier e-
ri "· The eigenvalue and corre ponding eigenfunction of thi problem are

r
- r, ' r, -TT u r, '11 r r <:. P· " = { (),i
n.
II -

11 -
_
0
1. -·...
and Hn( 0)
{ J, 11

On CO ' /1 8
=0
+
b
n in n8, n = !, 2, ... ·
590 Ch pier 10 Partial Oift'. r ntial Equation 10.5 Two-Dimensional Problems in a Circular Region
591

rR' - , R =0 i· a au hy-Eul r quation, w ·um that

Ao= -2l
1T
f 7T

- TT
IO/ dO = -1Tl l7T
0
0 dO = -l [-e2]7T =
1T 2 Q
1T'
2
m m - I r r"'-2 2
mrr"' 1
- Ar"' =0 and with integration by parts,
r [m m - I m- A) = 0
l JTT IOI co nO dO
A,,=-,, = - 2,,I _ , lTT 0 cos nO dO = (-l-2) [cos n1T- l]
~ -TT 1T 0 ~~

"'2 - :. =0 =( 1
, 2 )((-l)" - l], n;::::: l.
1T2" n
m=_
-2
c2 In r. H " '' r. b au otice that A2,, = 0, n 2:: 1, and A211-1 = 7T22,,_ 2( n _ l) 2' n
2
2:: 1, so the solution

oo r2n - I
=; - ~
u(r, 0)
1 1 7T22,, _ 2( n _ l)2 cos(2n - l)O.
2
In Figure l 0.19, we graph this solution over the circular region.
l r. = o r" n nO B,, in nO),
n•I

ind th ffi i nt by pplying the

2
1.5

0
,,-. p" ( " B,, mn ) = /(0).

ffi i nt in th fi II '' ing " ~ :

Figure 10.19 Graph of the potential
th F uri r 2 over the circular region

In an earlier example u ing rectangular coordinates, we discussed how we asso-

II (n - I.-· ... ) ciate th olution to Laplace' equation to the steady-state temperature. Of course, the
am can be done with polar coordinates. We illu trate thi approach in Example 2.
B =-I ( n =I , •. ... l
" rrp" )_
Example 2
th thi ' lu Find the teady- tate t mperature in the circular region of radius p = l 0, if
u(IO, 0) - 70.

Exampl~ 1 Solution In tead of introducing a new variable to represent the steady-state tem-
perature a we did m ection 10.4, let u(r, 0) be thi temperature. Common sen e may
= < r < -· --rr < < -rr t II u · that the temperature at each point in the circular region eventually attains the
value f th t mp rature around the boundary. The formula for u above verifie
<r<
thi· e au· A0 - li(27T) JTT 70d0 =70, A,,= I/(7Tl0") J7T 70co nOdO=O,
TT 7T

n n un tt n n - 1T.
and B,, = l/(7TIO") JTT 70 in nO dO = 0. Therefore, u(r, 0) = 70.
- TT
=
592 rti I Difi nti I Equ ti n 10.5 Two-Dimensional Problems in a Circular Region
593

Equation in Circular Region ':"ith other problems, we are abl~ t~ us~ eparation of variables to find u by as-
ummg that u(r, t) = R(r)T(t). Substitution mto the wave equation yields
m re int re tine prob! m im oh ing t\\ pati I dim n ·1 n (x and \') 1 the
qu ti n. 2
c ( R"T + + R'T) =RT"

rR"+R' T"
rR = c2 T = -k2,
r
\\ \ e equat1 n m ircular rcgi n. where -k2 i the eparation constant. Separating the variables, we have the ordinary
rdinate In th pre\ iou. s1:C· differential equation

and T" + c2 k2T = 0.

I
u -ur -u We recognize the equation r 2R'' + rR ' + k2r 2R = 0 as Bessel's equation of order zero,
r r
which ha olution
nm b
I I
c2 u,,. - llr -11
) = "n· where J0 and Y0 are the Be el functions of order zero of the first and second kind, re-
r r
·p ct1vely. In term of R, we expre the boundary condition /u(O, t)/ < co as

/R(O)/ <co.
Ther fore, becau e limr 0 Yo(kr) = -co, we mu t choo e c2 = 0. Then applying the
ther boundary condition R(p) = 0, we have

R(p) = C1Jo(kp) = 0.
'Ti av id the trivial olution with c 1 = 0, we find k ati fying

wh re an 1 the nth zero of J0 , which wa di cu ed in Section 4.8. Because k depends

fi r I> 0.
n 11. we write
r ·quir th t lh

The luti n f T" + c2k2T = 0 i

r ~
Tn(f) ..; An co cknt + Bn in cknt,
0 r< P with the Pnn 1ple f ·uperp ition, we have
lh m t II x

u(r. t) \ (An co ck,,t + Bn in ck,,t)Jo(k,,r),

n~I

\\her th' effi 1ent 1,, and B,, are found by applying the initial di placement and
00

\ k ity tun ti n . With u(r, 0) =~ A,,Jo(knr) =f(r) and the othogonality conditions
n• I

r I the.: B s cl f'unct1 ns. we find that

594 Chapt r 10 Partial Oiff r ntial Equati n 10.5 Two-Dimensional Problems in a Circular Region
595

r rf(r Jo( ,,r) dr 2 p

0. 800~. 0.800~
A
"r
= 0

0
r[J. ·,,r ]2 dr
=
[J,(anW o
, L rf(r)Jo knr) dr, n = 1, 2, .... 0400~
0.600
0.400
0.200
. 1
..·. ..
· ..
0.300
0.200
0.100
0.4 . ·. 0
.. 0 . · ... @
""' .
·

-0.500®
I= 0 t= 0.25 t=0.5
:m:larly au

u,(r. t) = (- ·,,An in cknt -0.100 -0.200~. -Q.400~.

-0.400
-0.600
-· . .
.
:)
- 0.150 ·. . .
-0.800 -0.800~
n~I - 0.200

h \
I= 0.75 t = 1.0 t = 1.25

Th fo
11,(r, 0) = . . __
,. .. cknfJ,.Jo knr) = r.
-0. 200~··
-0.400
:8:~ .· '
.

l 0
r Jo ,,r) dr
I= 1.5

B,,=-------
"r 0
r{J. .,,,. ]2 r
r)J. k,,r) dr, n = I, -· .. · · Figure 10.20 Circular drum at various values oft

Example 3

EXERCISES 10.5

. t> 0
= 0, 0 < r< I lo
or :\ _r i I - 10. ·ol\' L pla e •. equation in a circular region In Exercise 11-16, olve the wave equation in a circular re-

olution In th1 , p = I, r) =I- r • nd r = 0. Th r re. 8 n

== ofor l'ad1u I g1v n the und f) cond1t1on 11(1. 8). gion of radius p = I that is radially symmetric using the initial
condition functions given as follows. (If possible, graph the so-
n" I 8
lution with a computer algebra system for various times to view
the motion of the drumhead.)
,. = l. * . u I.
(J, 11. f(r)= lo(a 1r), g(r) = 0
4. 1.<(I .
with tlt 12. f(r) = 0.1 lo(a3 r), g(r) = 0
nt ral p rt l.6) = e2
*13. f(r) = 0, g(r) = lo(a 1r)
01 01 I~ · " I. = 8 ·in 8
ul "J,. = -0.) h n th di: I I
I, =[I.- 1. - 0rr<< 8B<< rrO 14. f(r) = 0, g(r) = 4 lo(a2r)
1
15. f(r) = - lo(a2r), g(r) = 4I lo(a2r)
ca,,t J, ,,r . . u 1. =[ 100.
. - 0rr << 88 < 01T
16. f(r) = lo(a1r), g(r) = lo(a2r)
· u I, = [o: .. 8 0 In Exerci e 17-20, verify the integrals involving Bessel func-
0 < 7T
tion by u ing the identity ~ [xnln(x)] = xnln - i(x) and inte-
=[~
I, - -r < 8 < 0
< Tr gration by part when neces ary.
596 pt r 1 arf I Di i r nti I Equ ti n 10.5 Two-Dimensional Problems in a Circular Region 597

h that
L
I
rJ. a,,r dr =-a,.I J1(a,.)
2 \ • the boundary-\ luc problem m
,11)-100 -;r-1/).
erci 24 1f

) In
(Hint: r - I
P,,.(x)Pn(X) dx = 0, m if; n, and
32. (Thermal Explosions: Approximating the Solution
of a Nonlinear Partial DifferentiaJ Equation) Sup-
po e that a reaction produces heat throughout a cylin-
=- I 2 J
I 2 I 2
L
that r J 2
1 a,,r dr a,. .
J - I
P,. 2(x) dt = - - -1, n = 0,
2n +
l, 2, .... ) der of radius a at a rate proportional to the tempera-
ture, Qe -wr. Therefore, the situation is modeled with
Jr
1
= .!.. J 1 a,. -=-r" J 1
...£.. ( in <I> 1!!_)
-
19. h that J, a,,r) dr - 2 a,. - - (e) On th other hand if we u e the boundary condi- the nonlinear partial differential equation
a,. in <I> iJ<I> di/> tion lim u(r. </>) = 0, which i u ed when finding
Hint U int mil n by 1th u = r 2.) the temp rature out 1de of the phere, then form
arot (a-or+
pc-= k r -r ar)
- +
or
2
2
1 Qe-Pn
'
th ·olution in th1 c e. Find the unknown coef-
2 . that {r(I - r J.
fi ient. where T(r, t) is the temperature in the cylinder at ra-
dius rand time t, pi the density, and c i the specific
In rci e ~ - 30. find the first three nonzero term of the heat of the sol id. Suppo e that the temperature on the
t ady- late t mperature in ide th phere of radiu I u ing the urface of the cylinder is T(a, t) = T0 . Therefore, we
I\ n boundary c ndition . a sume that T does not differ much from T0 .
21.
( p2- II )
2 . u l.d>) I O = (a) how that
-d
22. p dp 2 . u( I.I/>) _ 0 ~<I>

( ) Let ' • <I> = R(p)F( </>). h \\ th t R u,fi'' 2 co· <I>+ I

,1R• lpR ' - kR = O h re i th ~ n tnn1 f plac • qu tion in ) lindrical oordinate ) o that
·paration up e that th ·urfoce of the cylinder x 2 + y 2 = a2
bet\\ n th plan : = 0 and : = b i in ulated and _!_=J_(I + T-To)-'.
= - u, - - (bl =
t t af k n n + I • th n th luti '
T T0 To
r r R =0 R,.(r = r" J that th re i a h at urce n th top and b ttom ur-
fa . \\'e an fmd the teady- ·tate temperature by Therefore, we u e the approximation
n hang
( ) th qu tion l I T- To
u =- , - u
r r I d( du )
-; dr r dr
a~u
iJ? = 0. r < a. 0 <: < b
-=----2-
T To T0
and Qe PIT= Qe PIToef'l..T- To)IT~ (Why?).
du
a;:-<a. => = o. luco. =>I< x. o< =< b I PIT. k
(b) Letu=T-T0 ,q=kQe •,andp= pc.Ve
1 r, 0 = (r). 11(r. b) = ~r), r <a
the e variable to obtain the equation
ond1tion do not depend 2
(I - '
1)F = o. II. ) _!_ dU = d 11 + _!_ ~ + qef'u,
K Of or 2 r or
L t 11 r. :) = R(r)Z(:) h w that R ·atisfie the
lu pr bl m where K = k pc.
(c) The teady- ·tate temperature 11(r) will ati fy
(rR ')' rR = 0. R'(a) = 0. !R(O): < oc.
2
1th lution R,.(r) = J, (A,,r). ·' the relation- 0= d 11 + _!_ du + qe1'".
dr 2 r dr
hip _.!L [J. l] = - J 1M t find A•.
(Why?) To solve thi nonlinear ordinary differen-
th equation z• - A~Z =0 tial equation with the boundary condition u(a) = O
(Why'>). let v = r d11 1dr. how that the differential

r,
- .__
" I
r. :) =
inh A,(h - :)J
equat10n become

_!_ d1•
r dr
= -qe1'".

B,, ·mh A.h . .tli . I dv

(d) D t erent1ate - d =
_pu .
-q~ with re pect to r to
find that r r
Fm th u n
98 pt r 1 Parti I Diff nti I E uati n 10.5 Two-Dimensional Problems in a Circular Region
599

d
dr
.!."\)
r dr
(c) r =r(l -r. r =r
L
0
2
1T
0
r
f(r, B)Jm(Am,,r)sin(m(})r dr d(}

d r--
r r
I \
\ =1p-r-
h olu tion r
b,,,,, = - - - - - : : : - - - - - - - - -
7T [Jm(Am,,r)]2r dr
0

( ) Int
H,,(x) = {
I. n = 0
.
a,, co n9 + b,, m nB
, 2
r
L0 0 g(r, (})Jo(A ,,r)r dr dB
r
1T 0
Aon=----------
=I p r 27TAo,,C [Jo(Ao,,r)]2r dr ,
r. rr, t = u r. - ;:, t d
tth u r, r.. t
re
= u r. - ;:, t) fi r
bl m
O<r<p d , . . o.
f
2

lo o
r
g(r, B)J,,,(A,,,,,r)cos(mB)r dr dB
1T

A,,,,,= - - - - - P - - - - - - - -
L
TTAm,,c [J,,,(A,,,,,r)] 2r dr

(f ) -::-< < ;:, t> 0

r, 8, I) =- ao,,Jo A .,r) and
L
21T r g(r, B)J,,,(A,,,,,r)sin(mB)r dr dB
B,,,,, = _0 _0_ _ _L_p____2 _ __
<r<p.t>O " TTA,,,,,c [J,,,(A,,,,,r)] r dr
0
+ _ a,,.,.J,,,(Am,,r) co (mB) co (Am,,ct)
0 < r < p. - ;: < 9 < -::, ,,,,,.
U e technology to olve the wave equation in a circular region
_ b...,, J,,,(A,,,,,r) in(m8) co (A,,,,,ct) of radiu p = 1, which depends on Busing the initial condition
111,11
functions/and g given a follow . Use the formula derived pre-
_ A0 ,,J0 ( r ) m(Ao,,ct) viou ly and plot an approximation of the solution for variou
time to view the motion of the drumhead. (Assume: c = 1.)
"
_A_J,,,( A,,,,,r) co (m8) in(A,,,,,ct) 35. J(r, B) = in 27Tr in 28, g(r, B) = 0
,,.,,. 36. f(r, B) = 0, g(r, B) = (r - 1)sin B
u
_ B.,,,J.,(A,,,,,r) ·in(mB) in(>..,,,,,ct).
IR ' 'rW)
I - =-=-
-
...... *37. f(r , B) = in 27Tr sin 2B, g(r, B) = (r - 1) in B

r R r II T 38. f(r, B) = co 7:{. g(r, B) = 0

rdrd 1T8
B. 39. f(r, B) = 0, g(r. B) = (r - l) cos T

7rr TTB
40. f(r, B) = co 2 •g(r, B) = (r - 1) co T
·(mti)r dr dO *41. f(r, B) = (r - I )B, g(r, B) = 0

[(' 42. f(r, B) = 0, g(r, B) = 3

r -
R 43. f(r. B) = (r - l)B. g(r, B) = 3
34.
6 0 pt r 10 rti I Di rential Equ ti n
Chapter 10 Review Exercises
601

CHAPTER 10 RY how that the olution i

9. Use separation of variables with the steps (a)-(c) to
Con ept u r, 0) = a0 + ,_, r -"(a,, co nO + b,, in nO) solve Laplace's equation (in spherical coordinates) in-
" I side the sphere of radius a (0 < p < a, O < ¢ < 11)
and find integral formulas for the coefficients. subject to the boundary condition u(c, ¢) = /(</>),

ection 10.1 I ction 10.3 1

6. e the re ·ults of the prev1ou problem to olve 0< <P < 71.

..!..u,+~u 8 =0,
(a) Let u(p, ¢) = R(p)F(¢). Separation of variables
u,, r>l,-11-<8<11 leads to the equation
r r
{ u(I, 0) = 10, - 11< O< 11 p2Rn + 2pR' - A2R == 0
u r, O)j < :x:, r ~ cc and

ection 10.4 1
• onstd r Lap la e · quat1on m a d1 k, sin cpF" + cos cpF' + A2 sin cpF = 0,
where the eparation constant is A2 .
ti n
u,..,. _!_ u,
r
--!,,
r· 8
u = 0, 0 < r < p, -11 < 0 < 11 (b) Sub titute x == cos <P into
{ up, fl)= /(fl), - 71 < 0< 1T in <PFH +cos <PF' + A2 sin <PF== 0
u(r. 0), < :x:, r ~ 0
and solve by using Legendre's equation with
with luti n A2 = n(n + I), n = 0, 1, 2, ....
u r, ) =A _ r"(A,, o nO + B,, in nO). Evalu- (c) olve the Cauchy-Euler equation,
,.., p2R" + 2pR' - A2R == 0,
I at u 0. 0) with th formula Ao= - I ITT f(O) dO. 2
u,,. -u, =O 211 1T with A = n(n + 1), n = 0, 1, 2, ... .,
r Int rp t thi re ·ult in term of th average value of a
(d ) Express u as a series, and determine the unknown
fun rt n.
coefficients u ing u(c, ¢) = f( ¢), 0 < <I>< 11
Figure I0.21 ), Laplace' with the orthogonality condition of the Legendre
polynomial .

J... {~( 2 au) -

1
.i..( in</>~)
10. Laplace' equation can be interpreted a the teady-
P op P op ·in <I> o</> o</> state temperature. Using the formula derived in the
previou problem, find the steady- tate temperature

+
I
in 2 <I>
oaoi2u} = O. in a phere of radiu I if the initial heat distribution
on the urface of the sphere i (a)/( 0) == 100,
R VIEW
ud n td nd on 0, then thi equa- 100, 0 < 0 < 1112
n 0 < O< 7i, (b)/(O) = { (0, 1112 < O< 11.

u -
-p up t <I>
- - 2 - 11•
p
= 0.
11. In cylindrical coordinate
place' equation i
( ee Figure 10.22), La-

l 1
Urr +- U, +2 U99 + U;:z == 0.
r r
If 11 doe not depend on 0, then this equation become
i. I
Urr + -r II, + U-- = 0.
U e eparation of variable to olve

II" + ++ u, l(::z = 0, 0 < r < a, 0 < =< b

u(a, =) = 0. 0 < =< b
{
Figu~ 10.21 u(r, 0) = 0, u(r, b) = T0 , 0 < r <a.
 Differential Equations at Work 603
Chapt r l rartial Oifi rential Equation
602
2. Show that the transformation of the partial differential equation is
1 . uppo that 11 x. r) and 1 :, t) n f) th qua-
0- . I 2
in of l1 n II~ " =0 and ,._ = -:;- I"' hO\\ that d-
- U- s 2 U = -smx
.
- ~ - c· dx2 '
11 x. }". :, t) = 11 x, .v) · 1 :, t) ati fie· the wa\'e qua-
l
tion in thre dim n ions 11._. + 11,J + 11_ = c~ 11,,. • with solution U(x, s) = U,,(x, s) + Uµ(x, s). Show that Uh(x, s) = C 1e - s + C2 es
14. The 1ibration of a ylinder an be found b, htng 1 .
• th ....-ave equation m a c hnd r
and Uµ(x, s) = s2 + 1 sm x.
3. Apply the boundary conditions to show that C 1 = C2 = 0, so that U(x, s) =
"" ..!.. u.
r
11-
-
= 2z.
c
lln, 0 < r < a, 0 <: < b. t > 0
1 .
~smx.
u r. 0. t) = 0, 11 r, b, t) = 0. 0 < r <a, t > 0 s +1 1 1
11 a, :. t) = 0,
1
0 < : < b, t > Q 4. Determine u(x, t) = :£ { U(x. s)}
s + -}.
1= sin x :£- { -2-

lu 0. :. t < oo, 0 < : < b. t > 0
r. :, 0) =j(r. :). 0 < r < a, 0 <: < b
Figure 10.22
u/...r. :. 0 = r, :). 0 < r < a. 0 < : < b
12.
The Laplace transform is particularly useful when the initial boundary value prob-
lem involve the interval 0 < x < 00 . For example, suppose that a long string is ex-
tended along the nonnegative x-axis, 0::; x < 00 • It is clamped atx = 0, and it slides
· to find '' r. :. t). (fiinl: along a frictionles vertical support at the right end. The string falls under its own
f th fif".il
weight. The initial boundary value problem that describes this situation is

C
2 a2
-- u g=-
u a 2
O<x<oo t>O
<Jx 2
at2' '
u(O, t) = 0, .lim
\--+
~u
uX 00
(x, t) = 0, t >0
)r;(j')\J~ Differential Equations at Work: au (x, 0) = 0,
. . u(x, 0) = 0, at 0<x< oo,
A. Laplace Tran form
where g i the gravitational constant.
how that the Laplace transform of the partial differential equation is
d 2-
c2 - U g = 2U - su(x, 0) - u,(x, 0),
't dt = (. .. ). dx 2
- -

2 2 2 2 2
and apply the initial condition to obtain d Uldx - s /c = g/(c s).
In t rmine the Laplace tran form of the boundary conditions by verifying that
- u \. 0) - " '· 0).
(0,.) - {11(0. t)} = {O} = 0 and
Jim dU (x, s) = :£{Jim ~u (x, t)} = 0.
'~ "" dx x~ "' ox
2
du
7. ind a g neral luti n of -d."< --, - ---;;-
c- = JL.
c2 s
pp! the b undar c nditions to determine C1 and C2.
< < r.. l > mpute 11(.\, t) - 1{U(x, s)}. What i the piecewi c definition ofu(x, t)?
9. 2
1> mph th ·olution u ·ing c = I ft and g = 32 ft/ for everal value oft. What is
10.
IO \ ,lim 11(.r. r)?
 rtial Oifi r ntial Equati n Differential Equations at Work 605
6 4

With the change of variables

B. Wave in a Steel Rod
=-1 Pi ton flow
"= 11max -
n=-,
no
n
x = L'PeB=-E,
z
x uL and

) I Turbulent flow
ii = (0. 2)11ma:
where E= is the axial dispersion coefficient, no is the initial concentration, L is the pipe
length, PeB i the Pe'clet number (or Bodenstein number), x is the axial direction, and
t i the nominal holding time, we can rewrite the differential equation as
Vis ou flow
ii= (0.5)llma,\ a2n _ PeB an _ an =
0
ax 2 ax a<P ·
Figure 10.23 01 tribuuon m-
rd round prp of veto tti . m If the initial conditions are
flui xh1b1110e different type·
Of flO\\ ~ <P = o, x > o, r; = 1
{<P = o, x < o, n = o
and the boundary condition are
I. mm th t th th p rtial diffi r ntial qu ti n i f th fi rm
x ~ o+, ~n - PeBn = o
x, r = _
,. .. a,. w,.J b,. tn w,,t) n x).

an
{ x~ I , ax
x
= o,
'

u
- (0. t) = - u (l. t) = 0
\'
then u e eparation of variable to find n.*

D. Num e rical Methods for Solving Partial Differential Equations

H re we di cu method u ed to approximate the solution to partial differential equa-
11 n b replacing partial derivative with finite difference approximations. We begin
\\ 1th a di u ion of th cla ification of econd-order partial differential equations and
th n pr nt numerical m thod for approximating the solution to equations in each
atcg ry.
c. 1 di riliz ti n
Cla ifi a tio n of Second-Order Partial Differential Equations
c nd- rder partial differential equation of the form

Au , + 2Buw + Cuw = F(u., Uv, u, x, y )

2 2
1· elliptic if A - B2 > O; parabolic if AC - B = O; and hyp erbolic if AC - B <
o r c ample, apl ace ·. equati n, u"' + u.1~· = 0, i elliptic. With the independent vari-
able~ ' and t, th heat equati n. u, = c 2um i parabolic and the wave equation, u11 =
"u\ , 1· hyperb lie.

• 'mun -1ba.-. E.-ll umphre

- . . F lilli • Biochemical Engineering, econd Edition, Academic
, '" ' rl.. ( 197 ). pp 25 267.
 Chap r 1 Partial om: r nti I Equation
Differential Equations at Work 607
606

[Notes: The mesh size is 2/3, and (0, 0) is the lower left-hand comer. Find u at the
um ri al lution to Elliptic Equation
boundary points uoi, uo2, u10, u20, u13, u23, u3" and u32 with the functions/(y) = o,
un ar)- Ju pr I m th t Iv Laplac · qua ti n v r a re tan_ u-
g(y) = y(2 - y), 0 < y < 2; and h(x) = 0, O < x < 2; k(_x) = {x,2 - 0
x,
< x1 < 1
s; x < 2.
111 12 11 22
(See Figure 10.24.) Solving
II I
' 11 11 21
U;+lJ + U;,j+l + U;-lJ + U;,j-1 - 4ulj =0
for uiJ, we find that
\'alu of U I vi\ 0
1
Figure 10.24 alue of u at Uij = 4 (u;+l,j + U;j+l + U;-1,j + U;,;-1).
th m h pom
init diffi ren tart by using the boundary conditions to define the values of u on the boundary.
Graph the solution.]
2. Repeat the method using n = 4.
U .,. hI [ X h )' - -11 X.)) 11 X - h. y))
d
Numerical Solution to Parabolic Equations
I We develop this approximation method using an initial boundary value problem that
u .,. h2 [u . y h - 2u \.)) II .) - /J}).
involve the heat equation,
pl ian u, = c2 uxx, 0 < x < p, t > 0
u(O, t) = Ti, u(p, 0) = T2 , t > 0.
h U - h.)) II .\.) - h - 411 X.} ]. {
u(x, 0) = f(x), 0 < x <p
,p· ub tituting the central difference approximation
that qu ti n an
1 [u(x + h, y) - 2u(x, y) + u(x - h, y)]
Uxx :::::: J;2
\ . • - /i) - 411 •) = .
J -- JJ I • II~·
II
•
- h. y and th forward difference approximation

u1 :::::: kI [u(x, t + k) - u(x, t)]

into th heat equation u, = c2u:rn we obtain

c2
/1 [u(x + h, t) - 2u(x t) + u(x - h, t)] = kI [u(x, t + k) - u(x, t)].

\\ ith .A = c2k111 2, uiJ = u(x, t), U;+ l.J = u(x + h, t) U;-1.J = u(x - h, t), and u;.;+ 1 =
u(. , t + k). thi appro imation to the heat equation becomes
u,_1 + 1 = .Au;+ 1•1 + (1 - 2A)uiJ + Au;-l.J·

- up th t we want to approximate the solution over the rectangular region 0 s; x s;

p. O _ t ~ T. " h r Ti a finite value of time. To partition this rectangular region, we
u · a art1tion iz of length h =pin on the x-axis and k = Tim on the t-axis. This
m an · th t th grid Jin perpendicular to the x-axis are x; = ih (i = 1, 2, ... , n) and
th · rp ndi ular t the t-axi are 0 =jk, () = 1, 2, ... , m). The procedure begins
d finmg th b undary condition
 1
Differential Equation at Work 609
608

= u p. t) = T (i = I. 2. .... n) u1 =(114)u..., O<x<2,0<t<3110

u = u o., = r1 d ""
u(O, t) = 0, u(2, 0) = 0, 0 ::st ::s 3/10
th miti J nd1u n {
u(x, 0) = sin 'TIX, 0 ::s x ::s 2
u = u x. =j(x).
u ing the Crank- ichol on method with n = 8 and m = 30.
r th Ju
h Numerical Solution to Hyperbolic Equations
u
Figure 10.25 u
on ider the initial boundary value problem
th m Ju i n. \ ' d pi thi I ·ul ti n in Figur I 0.- .
lu 1 n t
2
= Um 0 < X < p, t > 0
C l(rx

u(O, t) = 0, u(p, t) = 0, t > 0

<. < J,O<t< 1- {
u(x, 0) = f(x), ur(x, 0) = g(x, 0), 0 ::s x ::s p,
1.0)= . OSt< 1-
os,·s ). which ha a unique olution iff and g have continuous second derivatives on the in-
t rval 0 < x < p andf(O) = f(p) = 0. In this numerical method, we use the central dif-
,c= l.p = I. T = O.-.n=:. ferenc approximation

llxx = 21 [u(x + h, t) - 2u(x, t) + u(x - h, t)]

h

and
11
11
= !?-I [u(x, t + k) - 2u(x, t) + u(x, t - k)].

Th refor • c 2u , = Uu become
? [u(x
-, + h. t) - 2u(x, t) + u(x - h, t)] = ,I2 [u(x, t + k) - 2u(x, t) + u(x, t - k)].
11- ll

With th ub titution .A = cklh, we have

u, 1 1
- A.2tJ, 1, + 2(1 -
1
2
,\ )uu + ,\ 2u, l.J = u,,1 1

for i - I. 2, . . . , n - I and j = 1, 2,
. . . , m - 1. In thi method, we use n
gridlme · perp ndi ular to the t-axi of a partition ize h =pin and m gridline
p •rpcndi ular t the t-axi of a partition ize k = Tim. (Note: m and n are positive
integ .) Therefi re, the gridlme are located at x, = ih (i = 0, I, 2, ... , n) and 0 =
JI. (j 0, I. -· ... , m). The recur ive equation
_, . t]. u
11
._
1
= .A 2u, 1.
1
+ 2(1 2
- .A )uy+ .A 2u, 1,1 - u,,1 1
muk it p · 1bl fi r us to alculate 111•1 .-1 on the () + I) t time line from the alue
u .. and • fr m th )th time line and the alue of uk 1 1 from the () - l) t
= "
11
• 11
1 11
tim line ( e igure I 0.26.) In the proce , we u e the boundary condition to define
11 = 11(0. jk) 0 nd un1 = u( p, jk) - 0, a well a the initial condition to define
I - = u(.\ , 0) =j(x ). We al ·o mak u of the initial velocity. When j = 0, we have
1

J = . I. -I -I quati n
u t
610 Partial Di r nti I Equ ti n

To I ul t u ,, u u ,0 = R(x). b au at t = 0,
ll(X, , k) - U X1 , - k)
Answers to Selected Exercises
x,) =U X1. 0 ""' .k

c:::: ux,,

u.__1 = u, 1 - - x,).

Thrfo , 0 in th qu ti n \\hcn j = 0 b; ub tituting 111,-1 = u11 - -k~_, ,) into

CHAPTER 1
2u, - I - 2 llt0
dy = 0 ~ dy = _.::_; 02 + y 2 = 16 ~ y = ± 4;
u 1= 1.0
Exerci e 1.1
29. 2x + 2y dx dx y
1. ( ) ordinary: (b) ond-order: (c) lmear
(0, ±4)
2 a) partial. (c) linear
2
U11 =- 111 1,0 111 l,O ) (I - "'° a) ordinary. (b) f1rst-ord r; (c) nonlinear
( ) partial: c) Im ar
imat th th imt1al undaf) ' lu
9. (a) ordinary : (b) · nd-order; (c) nonlinear
= Um 0 < · < I, 0 < I < I
II
l I. a) partial. (c) n nlin ar
0. t = 0. " I, t ) = 0. 0 :S t :S I
{ 13. (a ordinary : (b) ft t-ord r: and (c) linear in
u 0 = in .. . u , 0 = 0. 0 :S :s I,

= -- >{t = -t - ) } n nhnear mt ( :~. - 2r ~ y)

l · (a rdinary·: (b) fir;t- rd r: (c) n nlinear in

(t arin .l (~~ 2l-~ Y)

3x 2 + 2xy
2 dy dy _
= \ _,-y). n nlin = 31. 3x2 + 2.xy +xi dx = 0 ~ dx - xi
d1 13 + y = 100 ~ y = 99; ( I, 99)
~
dt -- = (-- -2< ) e-1.x =0
19. ~ y=(- -· 2 In .\

_,, _ 21 I . ) .
( t : m\ = tn\

21. !!2_
<Jx2
9 d_
dr:
1
= IBe- 9~ 9( - 98e- 9 ' ) = 0

2
~
dt
= (- _!_ -
4
.!.)
2
in r - 20 10 20•

- 10

(s ~-:- t) or:
~=(- -f- 1) r+ ,.
33 · r + -=-
dt
dv
In x + co .v - x in v-=- = 0 ~
· d"(
dv

- B -!_ :) m I dv Y
(In .\ - x my) d_, = - co Y - ~ ~

d 41
_., d\· y
··~= 48~
. d\ . 4 l' - : ' "·, = co \' -
cfr . • x : 1• In I + co Y = 0 ~
dx = ,. ·my - In x ·

c s1·=
.
0~1·. = (211 +2 l)7T,11 = 0,±1,±2, . . .
A-1
 Answers to Selected Exercises A-3
A-2

..' · Exercises 1.2

57. >( )= - m(.;) ~ 10 ]. no

2. yes
I I 2 -5 l I

3. yes
10

4. no
9. (a) dy =
dx 5.
2
(b)
1.5
) x) c
i t) In In C
m 111
:w. r) ·q, ' r = -
c
'o.
) I
hm' r) = - C

41. 1. r. n nlm ar
dx
~. )= .!f..-
t
-12 r, d,{0 =
7.
• II
I.

d ¢ \)
4 I.
r

nm
m-y-
I.
6t 9. (a), (b) Jim y(x)
l .+XI
= n'2; (c), (d) lim
,, +XI
y(x) = -n'2
. ' 9
6t e I

12

10

I I

1
11. y - I -r ro - e ', hm ( r 0 + tan .r) y0 + n 2
r
 .4 Answers to Selected Exercises A-5

26. 13. y' = 3Ae 3x + 4Be 4x and y" = 9Ae 3x + I6Be 4x so

y" - 7y' + 12y = 9Ae 3x + l6Be 4x - 21Ae 3x - 28Be 4x
mt'
+ l2Ae 3x + l2Be 4x + 2 = 2
15. (y cos xy + sin x) dx + x cos xy dy = O ~
dy sin x + y cos xy
dx = x cos xy
dy ) . dy
cos xy ( x dx + y + sm x = 0 ~ dx =
. .. sin x + y cos xy
x cos xy
13. d
17. y = -x 2 cos x + 2 cos x + 2x sin x + C

Ch pt r 1 Revi w Exerci ·p
19. y = 2x .V~ 1 -~ 2
x 2 - 1 + 2 ln(x + V x - 1) + C
l. a ordinal) : (b fir t-order; (c) linear
3. a) ordinary; (b) · ond-order; (c) linear
21. y = 4x + cos 2x
(a) p rtral: (c) nonlinear
~". ( ) hm 1) • 0 2. hm 1) •
t 1 I
" = -I(
I. -
3
x+3
d'C -
m - o. ') ·o 23. y = -
3 cos
d I
-dx - l' - ·m :r = -2 ( in l - co· x) -
I
- c ·- t - int) - ·in ' =0
I .,

m 6r) +
r sin fo) -t-
r - ·m 6.\) 25. ddu = - 70ke *'; u(O) = I 00; Jim u(t) = 30
f I-+°"
=O
'B d 27. 11,(x, t) = --r?ke .,,,*,sin rrx + 4-r?ke _4 .,,,"' sin 2rrx
- 7· dx 2 =20 Ix uu(x, t) = --r?ke .,,,*,sin
4
7rX + 4-r?ke _ ,,r.kr sin 2ro.:

1t. u(I, 0) = O; lim u(x, t) =0

/.-+OC

2.xy -2.xy
tl.ll t
... In r
=O 29. uu(x, y) = (x2 + y2)2; u"(x, y) = (xi+ y2)2

I .

P r 2
2.1 5. Sr - - 9 7 + 6x + x 4 = c
7y
I.
7. osh 4.i = 2 sinh 3x + C

9. -+, + lx
3y - 3
3
+ !xn =
3
C
 Answers to Selected Exercises A-7
A-6

2r
11. -3 co = m c 15. 2I 2
"'
= -7x 2 2 oy=
4
-x
43. J(x) =- -
\" - 2
\ 3
5x c 4 . (c)
ll.
6
49. (b)
-0.5
15. mh · i. f = 0. table

1. I

19. -3 c
I
3c
- 2i c
c
·V 10.
>= 0. unstable: and y -

2 ---------
2. stable

63. x~ - 9 sin 1
(x/3) + eY(cosy + siny) = C

2x
I 2
''· 2 >= e• - I
---t--+---f--+--
2 1 2 ~.

-2

2 • -3

== I, tab! , ind l =4 unstJble

65. )' = ec (ex)

n l)* = I
2
___ _.___......___..,_
' . -0.5 I 5

1) :D=(ln IO)A""' Exercises 2.2

1. 1• = }x 2 + Cx 1

h) 3. 1 = e' - x 1
e' +Cr
1

5. 1 ln(l + \ 2 ) + C + x 2 In(! + x 2 ) + Cx 2
~-~
V\ -1(2V.r"- I +C)
7. _l
. b \(I
9. .l . = _}:_e
2' 2
+ _!_e ' tan x + C sec x
5 5
I.
t t. _l' -.,.i + 4x + (x 2 - 4)3 2 ln~r + ~-4J +
C(.r2-4)'2

13. v - - x + :f·'
143127
- 8 + C\ ~
4., • - Q

I. 15. I' = \.' + 9

49 + (' 9.\ •' + 49
 Answers to Selected Exercises A-9
A-8

= x2 - 2 ... ce-r 2 31. x = vy ~ dx = v dy + y dv ~ dx = v + y dv

17. \' = (exl xi - 2~ - C)e-r 3. x = - 4e' - t dy dy
dv 2 -v 2dy
19. x = -1·
2
- 2) - 2 Ce v + y - = -e +v~ vev dv = - ~ vev - ev =
dy v y
21. x = 3y
2
Cy 2 lnly/ + C
exly(~ - 1) = 2ln/yl + C
23. P = lr•
3
Ct

25. 1= 4 (x 1) 33. y 2 = lx x x7
2
2
(1 + 2
) or y =
2
6 · .l =e-'(I +k-e'+xe')

=e +l5 0 x tn\

(a) -4 4 x

4 . ~ = {2 -x + x - I. 0 s .\ s 1.
27. 1•=2 - xe 2e- . :c >I

4 . = {e-2x. 0 sxs I
2 - >I 1 2
35. y =
fxerci e 2.3
2 cx - I)
. 2:r
...x - -I ·m
yx y
1. .r 2 =--t-2+Ce'or .·=VCe'- 2x - 2 1.5

29. >=x-• 1 m )
(x) =C x I -2 2 x
l. ix - - - - -0.5
• .1 = _ _2_ o x + l_O inx + Celx
-0
4 mx
) • n =I 3
37. ~ = -ln /x/ + 9 or y = V'3x(9 - ln/x/)113
3x
=
I . 1(x =Ct!' 2x x

,·) = ce- .\' inx .x-1

tn j; - 1/ = - ln jyj + C
l. b) I =

39. y = ux ~ y 4 dx + (x 4 - xy 3 ) dx = O ~
(ux )4 dx + (x - xii3x 3 )(u dx + x du)= 0
4

3
1 1
1 - ~ x 4 u dx + x 5 (1 - u3 ) du = 0 ~ - dx = ~du
= x u
I
! - =- - · -1 ~ In /xi= 3u 3 - ln /uj + C
-1
.
 Answers to Selected Exercises A-11
A-10

11. ) = \' c 37. xy 2 + cos 2x + y = 2

=>In _l
- 3
lX -In) c 13. ,,.~ = c
l In 2
1:. 'Jl+-h =
2::>0=-· C=>C-
I . x)• ...!..y'=C
In 2 - ) - -I 2
19. x in 2 Y =C
I
21. -
)
=c + x I + \'
2 .
3. a I (l) =..1!!..!_' 0
2:. x J ·in ·'Y)
I 2 _ v2 ~f(x,y) -- tan -IX - xy2 +
fx(x, y) = 1 + X + g'(y)
~ c - o·
2 . (2 x) in ' 39 .
29. ) = -r In ti · ·
g(y) ~ f;.(x'.J'=) =C;-2ry
tan i 0 - 0 . 02 = C - '
tan 'x-xy2_0
31. X2\'2 = I tan -IX - X)' -

41. I 2x ln

3. (d
(h)
~. (

47 XI'= C > Q
(In I)' I> = y, Y
. .( ( 1 ) _
I
~
-dy - exp - 2 =>
1') = exp l' rcx. y) - y
~\ ) = --_-- 49. µ . "")dv O=>,. .. + g'(y) =>
) -In
2
y dr +
(2w2 - ) e .
j(X,J ·) = n·
- + g( r)
·.2,1·=>g(y· ) - -v · e
~.f.(x,) 2
. ') = 2lJ
,. + l'e' - 2e
2·
,.
~
xy2 _ )' e· ~ =C
g '( .\') =2-JI +t 21•e ' - ?e'·
.

5
v - ,, =
SJ.

53.
\'
-'--+2r+
·'

...!..=
\'
..!_\'2
2

57. {' " _ _,. + .1, + sm

. =

- 1- l
• r;:-;;--;
cv2r·

' (·'.•
"") =
c

ro 2.
1.

I.
A-12 An wer to Selected Exerci es
A-13

9. in cy) > o =I 13. f(x, v) = ~and af(x )') = ..!_( v 2 - I) l'2 •

27. jxj <a
(grphforc=-2 --.-1,-!,o,!.1.~.) •
i·
· ay • 2 -
.
29 . genera l so luhon: 2I sm. 2 x - sm. y cos x + 1 sin 2 y = C;
2y = \ J ~ _ ; unique olution guaranteed for (a) 2
1
only
. . . 'f
so l ution 1s not uruque 1 x 0 = T
7T
or z·
37T

l . (0, :x:)
1 . (0. :x:)
19. (- c, J)
21. (--. 2)
2 'In x -I
.T > 0,) = - - - co x. -oo <x< +oo
x -2

2 x>..!.
a
or x<-I
a

Exerci e 2.6
I. 4~ 3 42. 6 2 1 . I 5.34, 206.9 I
I ' . 2.09 4 15. 1 . l 95547, l.95609
17. 90.640 . 90.6927
19. 2 43 01. 243514
)<J
J ~
9.

I I. - "'7 4,
. 91, 21. -16. 2, 216.992
2 . l 9 629. I 95629
)y(l)=e -'. '(I)- I e 0. 67 79
h = 0.1 h = 0.05 h = 0.025
Eul r') i•(l) ... 0.34 67 y(I) ... 0.35 4 6 y(I) = 0.363232
2 · Imp ' J ul r·) y(l).., 0.36 541 y(l) = 0.36 039 y(I) = 0.367918
2 · Furth r rRun•e-1\.una) y(l)-0.367 y(l) ... 0.414 31 y(I) ""'0.429069
2
. ) 0. ) - 0. 144. 1.1.9 I. I. ) 3-.•. 23992. 2.7 297

'· =
I. 5. y 5 = e 5' +C
= =
9.

In
7. I (In y)
2
+I e-ix = C

9. I ,. co
-::;e 6 I m
6y + 37e . 6~ = - I co 10x
II. 20
+..!.co 4x + C
E rci
I 2 I 2
11. -·F +xy+2y =C

I 13. y2 + x = c
2
hr= 15. ) = C(y 2 - 4x)~ 12
A-14
An wer to Selected Exercises
A-15

_!_) -
17. 3 - m =C ~Inc in• .v = 2 ln(2)-
,. 2..
t <0
CHAPTER 3
19. x 2 ln
21. =l 2. =-p
Exerci e 3.1 o that y = 200, all tudents do not theoretically learn of
I. in - J' = ;;
1.
x day the rumor.
in -> mx=O
1 da 25. y(t) = 1 + 499e -si; y(20) = 1; quickly
25.
5. lnx lny=O (1) = 9 .93 g. \(500) = 70.71 g
(-4) = 10 6. g. t --· I hours
27. lim
m-+OO
s0 (1 +..!£.)"''is
ffl
found with L'Hopital's rule. Because

1
, ... L.9_ h urs. v(I ) = -y0 ( k)"'' = Jim mt In (I + -nzk) =
Jim In 1 + -
m-+OO nz m-+OO

-k/m2
9. - day
l'i. ln(I + ..!£.) I + k

-
n ~n n n (Eul 100) - 0. 6)0
m m . kt
l . Jim - - - - = lim - - = hm - - =kt
0 61.1 years old t~ 4222. I years old m .,oo 1 m->oo J m->oo J k '
0 mt tm 2
+- m
00 1.001 __ I. 1.:
2 II 0.1 I. : I
21.
124. 6; Jim S0 I + -
m- + ( k)"'' n1
= S0 hm . (I + -k)"''
m-+oo m
= S0ekt.

2
I I 1.011. 29. (c)y(t) = - rr• lirn y(t) = O;
2
I; be au ·e there 1 not 1 + e t->ac
1.0...013 (d)y(t) =~, Jim y(t)
3 - e f->OO
= 0
125 I 0 1:

6 I. y

7 I 1

1.0 • I
l.S
I1 1 I 41
o.s
11 .. I
2 5 r 4 5 x
I.I - 5
- 0.5
11 II
-I

11 (a) (b)

I.

4•

2 (> x
. I (c)
-2

41
~
(d)
A-16 to An wers to Selected Exerci es A-17

Exerci e 3.2 " 15. Because the object reaches its max. height when
I. I'"' mm v = - gt + vo = 0 or t = Vo and the air resistance is
g
'2. 9 min
ignored, the object hits the ground when t =
2vo.
5. • -2.45 hr, 12: 0 P. I. g
Therefore, the velocity at this time is
i1 - 6. °F
7 F
v (g2vo) = -g (2vo)
g +v 0 = v0 .
14
t I. 1.., 4 7 mm (c) u(t) = ; rr1-(333 + 37r1' + (27 - 2r1')e - 17. c = 5
9
27 - - 4 co (m 12) - 151T m (111 112)) 19. The velocity of the parachutist after the parachute is
1 . - (2. 'I
81
" · given
opene d is . by v()t = 8 l 7e 81 + 13 ; th e hm1tmg
. ..

5. (b) t • 29
' 10
9 (~)- 2)
0
velocity is lim v(t) = 8.
1~00
17e - 13

L. TT in(~) 21. (b) dt

dv
=
dv dr
dr dt = v dr;
dv .
(c) !~~ v
2
= v0 -
2
2gR

23. g = 32 ft/s 2 = 0.006 mi/s ; v0 =

2
v'2ifi. =
Y2(.165)(0.006)(1080) = 1.46 mils
t . rem in on t nt, t) = I~ 2 · ud ... 69. 2 3
If R1 > R2, V m ri If R1 < R2• V de re 25. Q(t) = E0 C + e it(RC)(-E0 C + Qo);
" 1
I gal l(t) = - -- e-i'(RC)(-EoC + Qo)
(c) h = 0. P(t = - - - - - I . R1 ""' ffitn· R2 = 1~ RC
1
13
I 27. v(r) = 12(4 - v'3) - 12(4 - v'3)e - ' ;
h - - P(t)
2
= x(t) = 12(4 - v'3)t + 36(4 - v'3)e- 113 - 36(4 - v'3)
29. v(t) = 32, lim (32 + Ce - i) = 32
I~""

31. v(t) = -gm/c, lim (-gm/c + Ce-c"'") = -gm/c

E~erci 3.3 I~ ""

1. \ t) = • 33. c = ·z: I v(t) = 64e 1'2( - I + e112).,

\ t) = _!_ ~'; I) .. 0.
I ft/· c = I: v(t) = 32e 1( - l + e 1 );
c = 2: v(t) = 16e 2'(- 1 + e 2 ')
t) = 4 - 6 - : 0) O wh n
h =-P(r = 1

I = _..!_ In (i ~) • 0
2
4 ·

{~ = - - I\ \'(0) = o} = I /) := 2 - 2e -
1

h = 2 P(t
{dt = \ I). 0) = o} = ·' /) = .t + 2e-
1
- 2;
4) • 9 . 9 < ()() =.03.41 ft a v th ground
o.s I IS 2 2.S 3 I

35. (numerical olution )

11.
0 08
Oo 0.6
0.4 0.4
13,
I /) = -gt 1•0: 0.2 0.2
I - ft'
0.2 0.4 06 o. I I 02 0.4 0.6 o. I I

fR• 16,.J FR= 16../;

A-18 An wers to Selected Exercises A-19

_()()()() 3 9
37. ~ t = 12 =I= --6-- ln 41000 ""I CHAPTER 4
Chapter 3 Revie d;
dt ="• •v(O) = 0 =-I'= 164600 t
Exercises 4.1
t. y = 0: i/20000000 ( - _ I sin t .
45. y = C-3- , C arbitrary
4 57 e 1. H~ ) - I ""- 0 for any t; Jin. mdep. t
3. H=> I .-3)""' 10417 9
3. Jr( ) = .e °' "'*- 0 for any t; Jin. indep.
1

3. ( ) 4r
2
= 2
0 - 16; r =2 (} "),

W( ) = e- 61
'*- 0 for any t; Jin. mdep.
0.2
0.15
0
(c) r =- 2
6 >- c,e' - c2e-'.y .. =c 1e' + c2 e ' 0.1
0.05
9. y' = e-'(-c 1 + c2 - c2t); y" = e '(c 1 - 2c2 + c2t)
29. =- k 11. y'= --c 1 in_, 2c2 co· 2t; 0.05 6

}'.. =
-4 I 2t - 4 2 :in .t -0.I
015
1 . i =e -1 - ei' -0.2

11 . T(t = - -- Of 15. 1 = e '(1

4
- t)
1 . >= c int+ x int Exercises 4.2

Iin:: 'I
13.
19. 2 2
mh t = I 1. y = c1e- 21 + c2e- 6'
= T(t = =co h t -
C= -- : (d) cmhht
3. y = c 1e- 4 ' + c2 e'
25. l t) = 21

2. 5. y = c, co 41 + c2 in 4t
I) - te 21
29. y 11 m _1 7. )' = c, co 7t + c2 sin 71
JI. =
F l. ) (1) - t 9. y = c 1e 3' co 4t + c2e 3' in 41
11. y = c 1e 3t co 3t + c2e 3t in 3t
I = 3. > t = -tI Int
' I 13. y = c,eJr7 + Cze t
= •. b 5
15. y = c,e 3' + c2 1e 3'
~I. ) = c1 tan c c4 Int) is a · lution of the equation
I . 1f
c;
2
17. y(t)= -2 1 +2 le' 3

=- = = 0 or c
t) -

--;='·
t

0
__ ,___ y c 1 (n t that if c.
fun ti n); r
4 = 0. 1• 1 a con tan!

15

c2 In t). The Prin iple of JO

1.
u rpo 1t1 n d s n t h Id.
0.5 1..5 2 I
·H.
19. -' -
19. y(t) = 14e 3' - 1l e4 '

21. - --\
l
• I
..... 0.4 0.5 I

' t
- 10
- 15
 I tcd E l'r • Answers to Selected Exercises A-21
A-20

31. y = I -t 47. y(t) = O.OS46098y0e 0471263 ' +

43. J(t)=t(c-a-b '+(3a b) -'}(a),'ol al
y 0e- 0207654 '(0.0S46098 cos(l.1262lt) +
trema if -+b <a s -b or -b - a < -+b: 0.8SSOl3 sin(l.12621t))

(b a ma.'< {-b. }b}. a:;'= -~b; Exercises 4.5

6
s=
b, -lb}. a
4 x 1. { t, 1}
4
c) a s mm {- =t= -~b
3. S 1 ={e 2'},S2 ={1}
5. S1 = {e-'}, S2 = {t 4 , t 3 , t 2 , t, I}
!Or 4.3
23, y t =c IOt tn
7. S 1 ={sin 2t, cos 2t}, S2 = {e-
4
'}
11 t, Im. d p. 3 . 2
= e' e-t (-co (\/Jr 2) - \IJ ·m('\'3t/2))
9. S 1 = {cos 3t, sin 3t}, S2 = {cos 2t, sin 2t}
3. W( '' :;'= 0 fi r n. t; Im. md p. 35. = -re-u + te 21
If )= - 7 I:;'= for n. t; Im. m p Jl. S1 ={e 'cos2t,e 'sin2t},S2 ={1}
~~ = t 41 +
12
=t= 0 for an t, hn. m p. 4 1. (a) D tl = 3: (b) (I - D)(t) = t - 1. (c) D 2(t 2 ) = 2; 13. Yµ(t) = Ae 2'
I.
"
'

l - . II (d (d I cost)= 0 15. Yµ(t) = Ate 3'

1 II
SI
45. (a) ·u)=
I
-2e
,, 2 cos \17.t . v2 in \.r 2t) 17. Yp(t) = At 2 + Bt +C
22
_1. 19. Yµ(t) = A cos 2t + B sin 2t
25, l 1) = 2
1 St)
21. Yµ(t) =At cos 2t + Bt sin 2t + Ct + D
23. yp(t) = At 6
+ Bt 5
+ Ct 4 + Dt 3 + Et 2
25 . y -_ c 1e r +ce 2r
+ l
2
2
4.4 4
21 27. y = c,e ' + c2 e 2
' - 4t + I
I. ct c ·'. 4
=O 29. y = c,e- 'cos St+ c2 e 1
sin St - 13t + I
0 b » t = -! 2
e ' <- 2 r) co. \!Jr + 31. y = c,e- '
14
+ c2 e-' + St 2 12
- 60t + 280
=
2 • t) 2
\/3 - i ,I) Lil \ht)
33. y = c 1 + c2e 2' - 4 in 3t + t cos 3t

35. y = c 1e 3' + c2 e- 3' - cos 3t - 3t sin 3t

37. v = c 1e 2' + c2 te- 2' - 4t cos 2t + 3 cos 2t -
Q, 41 2 in 2t + 4t sin 2t
11. 39. y c,e '+ C2e 5' - 36t 3e 5 ' + 18t 2e 5' - 6te 5 '
l 31 + c2e- 2' + C3e- 1 + te- 31 +tie-' - ±r2e-'

..-.
41. y = c,e-

c) 4
1. -. 43. I'= c 1e + cie- 5' cost+ C3e- 5' int+ e'
'

1· = c 1e ' + c2 te ' + c 3e ' cos t + c4 e 3 ' sin t + e _,

2 2 3
I 45.
3.
!I. 47. v(t) = -4 + 2e-' + 2e 1

6 I
49. v(t) = I- 2e
31
+ 2e'

41. 51. 1•(t) = 4I + e -41

+ 4re
-4r
 An wer to Selected Exerci e A-23
A-22

.3. 1·=-e
l
/ m r-- 9. ( ) (t = - l 1:! e -21 - .,
-C
/ , ~
-·"' 0t 1
1
4. (a) v(1) = (-- -
• 145 145(1
2
+ e-,,. 2 )
e -i7.) co 3t + 19. y = c e
I
r + c2 e / + ( -1 + -t
I ) e -1 + ( -t
4
1 - -1) e r or
2 2 4
4
1~
e-002 2 72t(O. .0- -1) 2 12 1
( - ce ) m 31 Y = c e - 1 + c e 1 +..!..le 1
+ ..!..1e
- 0.4464~6 in .0- _r)) I 2 2 2
21. y = c 1e 21 + c2 te 21 - e 21 Int
23. y = c,e - 31 + c 2 te - 31 + te 31 ln I
21
25. y=c 1e- 21
+c2 te - 1
-e co (e 1 )

e(c + ct + i-(1 2+ 2)~ + +in - c)

6 I
1 1
27. y = 1 2
2

I 21
29. Y = 2e (c1 + c 2t + (t 2 - I) tan - 1 t - t ln(t 2 + I))
b)> t) =: - 0.010 2:9
l b) n t po ible
_,. --
55.
- ,_ o:
-o.
Exerci .6
31. Y = (c1 - 2t - 4 In I ec(t'2)j) co (t/2)
(c2 + 2t - 4 In le c(l'2)j) in(/ '2)
+

1. )' = C1 .t C e /_ 1. 11
33. Y = C1 + C2 CO 2t + C3 in 21 - _!_I CO 2t -
4
_!._In! ec 2tl in 2t +_!._In/ 1 +sin 2t l
8 co 2t

4t •
'1 .
m 4t + -I te -21
37. y = c1e - 41 + c2e · 21 + c3e31 + ..!..e -31
. 4 / - -I r c · 4t +
c2 ·m 6
4
I . 39. y = -co t ln(I + int)+ co t In(cost) +
16 in 4t In in 4t 2 in I+ 2 CO

I <= n/2J
It c. -r m t - -re 1
co 71 + I
2.S I
~
T1 _,
m 11
I .
n m /

- 1S I --0.5 0.5 I I5 <

1 I I
41 "= - - + - co 4t + - in 4t + e- 21 - e - 31
. ·' 2 25 50
~9 .

I.
-lt/4

-- 1 'ln(I e- '} -
 -
-- ~ -~
~
- ---- ~ -- ~-----"--~

A-24 Answers to Selected Exercises A-25

y = c 1x o 3 In x) + c2 x m( ln x) 3 3 I 2 B > 1 ~ rt ,2 < 0 ~ y = Ctx'' + c2x'2 --'> 0 as x - oo;

1
43. )' = ---e' + l?..1e' + ...!...e- 21 · 31 3 · Y = 2x - 2x co (In x) +
2
2
x in(ln x)
B < 1 ~ rt, 2 =a± i{3, f3 * 0, a> 0 ~ y =
13 7 ) y = Ct :cl C2:C -3
xa(Ct cos(f3 In x) + c2 sin(f3 ln x)) unbounded as x--" oo.
11. ~· = c 1 in 2 In x) c2 co· 2 In x)
13. y = c 1x- 2
in(3 ln x) + c2 :c - 2 o 3 In :c) 63. (a) y =
2
- x- 2 (-53 + 28 cos(5 In x) - 35 sin(5 In x))
25
2 -2
1 =c 1x C;X ex
i
19. y= C1X c2 :c ·in In x) ex · ln x) (b) (0.241468, 11.3898) (min), (0.377358, 46.6735)
(max), (0.848419, 0.922604) (min), (1.32588,
I 3
I , 21. }' = -9:rS (9 1X 9c2 x 3 In i I) 3.78057) (max)
4 . l = --t 4
- I
J
- 3l
2
- I - 6
2 In x)) 40
I 22 ~ 5
3. l
.
=xi
- :r-- 30
3x
2 = -tx c1x2 c. 20
__________ _,__~~~ ......... - 2 c 1 in ~ In i) c c _ In i)
10
2 •
-· 2 t6 In x t
-0.25 -0.S -0. 15 1.25 1.5 1.75 x

l.
Exercises 4. B
Y = c,t-• C2t-I l I Int - 2
1. x = 0, R ~I
t
6. l - C1 2 In l) C2 0 - Int -1
1
3. y = C1 + C2X + ( - I 5ct + ; C2) x 2 +
5 l
5 . y = c 1t C2t-I ---lnz ··1 -- - lT ' -_4\ T-- - \ x l-n x 4 5
I ...
(-55ct + 6
91
c)x
2
3
+ (- ~ Ct+ ~:I c)x 2
4
+ ···

S. y=c1 +c2x+(ct +tc2 +t)x +

2

'. i
(fct + fc2)x +
3
(t + ict + i c2)x 4
4
+···
I 3 3 9 s
7, y = C1 + C2X - 4c2X + 16C2X 4 - BQC2X +'''

1. = c,12 cl I
c) - ri).\ ,, ,, I

C2 5c2 3
"· II •c,-
21
, c--
21
I I
=-
I
-· II
0
co
11. y =Ct + ci(x - I) - -g(x - I) + %(x - I) + · · •
2

00 _ I 3 I s I 1 37 9
13 · Y - I + 6 x - 3cJx + 240 x - 90720 x + ...
I.
2 + 2aoatx
+ (at 2 + 2aoa2 )x 2 +
I
'· 15. (a) y = a0
(2aoa 3 + 2a1a2)x + · · ·; 3

1 2 1 4 1 5 7 6
(b)y=x+2x -Bx -Bx - 120x +
B = l= = In \) c~ m(ln r) unb unded a 11 7 + ...
160x
 Answer to Selected Exercises A-27

.ii. a) Chapter 4 Review Exercises (b) W(yi. Y2) = Ce f4dx = Ce-4x;

1. Lin. indep. W(e ix cos 3x, e 2x sin 3x) = 3e- 4'

3. Lin. md p. (c) W(yi. Yi) = Ce f 4d' = Ce- 4';

W(e ix, xe-2-') = e 4x
5. Lm. indep.
(d ) W(y 1, y 2 ) =Ce fod, = C; W(cos 3x, sin 3x) =3
11. \ (r
- -
=~
l 57. (a) W({y 1,y2 }) =lit; (b) W({n.y 2 }) = t
5
;
I O)v4 (c) W({_1·1.Y2}) = t
b) 12 \ • 13. = c 1e
+ c2 e' 4 2

I
I 15. = ie
c.e 21 58. (a) y = 2e' I - e I x
10 O)x
1 . , = c 1e - + c e2'
(b) A= 0 ~ y = O; A< 0 ~ r = O; A> 0 ~An=
c) 19. ' = ie 4 + c.e' 5 (n'TT p) 2 ~ y,, = sin(n11X!p}, n ·= I, 2, ...
(c) A = 0 ~ 1· = I; A < 0 ~ 1· = O· A > 0 ~ A =
23. ' =e 2
~ ( 1 ·in t c2 cos t) (rmlp) 2 ~ y,;
= cos(n11Xlp}, n- = I, n 2. . . .
B. 2t I , I 1 (d ) A= 0 ~ y = 0; A> 0 ~ y = O; A< 0 ~An=
25. = C1 c_e 25 - 5t• + 3' -(117r'2) ~ y,, = e ' in(n7TX/2), 11 = I, 2, ...
2

,.
• I,
= C1e IC 2t c_e ' m 2t -
p
:; cos 2t + 17 sm 2t
3 59. v = c 1x 2 + c2 x 3
1 61. y=c1x i+c2x-12,y=-x-1+2r 12
d)
2 I I . I 63. y = x- 3[c1 in(4 In x) + c cos(4 In x))
\ = I c2e·' -
10
co' 4t - - sm .. t
20
2

65. y = c 1x 3 + c2 x 5 + x
29. t. 3 'r
l \ = cie' 0 2t c.< ' m 2t + -:;q e • 2
67. )'=Ct+ c2x + (fc 1 - c2)x + (tc 2 - c 1 + i)x 3
(h 33. = c, ' - 6tt' ' - 3t!e-4r - r'e 4r

3:.
)

\ = a
+ (tc1 - %c )x 2
4

- ~ -I.
1 + (_!_ 2 Ct + _.§.!__
20 - _!_ 120 C2 ) X 5 + ...
L \
\ = 1 . Ill 21 C1(C COS 2t
~ _ _2_ + _!_(2 '- 8'3( - _!_ . _!_ .2 _!_ 3 1 4
25 125 25 69. ) - C1X I 5x + 20·\ + 60x + 960x

+ 33!ooxs + .. ·) + c2(1 +-A-x + 3~8x2

41. \ = I .J + I 4 1 5 )
+ 15708 .l 1256640x + 144513600x + · · ·

=-- "' ....19

·H. I t t
=-t-- ,- .7(1+..!..2+_1_.4 _1_6 1 8
71. ) - cix 8x 160.\ + 5760x + 322560x
4 ~ =l, mt + · · ·) + C2.\ ln x(-J800x
6
- 225x 8 - ~ x 10
12 - 5 14
" 'I"'
'· tn I In 'Ill I - \co' r _ 2-,
16. -896.
-x + · · ·) + c,r(-86400
-· + 21600v
"
2

4 - 5..J00x4 + _1125 XS+ 33521X10 + ... )

I. J 2I! '
-4\ 73. r =cF(-tc l3 + 209), -t(l3 -\ m). f: -x)
1

+ c .r F(- ! (35 + 3 209), -i-(35 - 3\f209).

2
23

II 4' '=Se " 3. -x)

2.. .
I.
 rci Answer to Selected Exercises A-29
A-28

23. c = 32. 0 < c < 32

C H A P ER 5 25. c = 10 13
2
c= rs
d d
2 · m dc 2 (11 + v) + c dt (11 + v) + k(u + v) = 0~ 0.2
Exer i e 5.1 31. ~ ~ ... 0.910- d 11 2
du d 2
1· dv
-0.4

1. m = lug , k = 9 I rel d l eq ~th m-, c - + k11 = O and m - + c- + kv = O· -0.6

dt" dt dt 2 dt • -0.8
z ro mil -. I E erd -.2 x(O) = 11(0) + v(O) = a ~ u(O) = a and v(O) = O; -1

3. d\ du dv du
I. d from uihbnum \\ ith n cit (0) = d/(0) + d((O) = /3 ~ dt(O) = 0 and
p dv Exercises 5.3
5.
m = I 4, c = 2. k = l; rclc cd 6 in h -(0)
dt = ,.,
fJ.

\\Ith d nward imt \cl. of 1 1. x ()

t = -72 cos 4t + 2I sm. 4t + ?2 cos 3t, w = 4
2 . X(l) = ('1C pl C2te-P', p c/2m: x(O) = a, x'(O) ==
x 1) = ~-e
\flo 21
4>>. •c 'iO - 0 ~ x(I) = oe-P'(J +pt), x(t) = 0 ~ t = -1/p < 0 3S • r;; 4
os '1 - cJ> = c 3. x(t) =
141
cos(4 v 3t) + 4? cost
0 2 rad, Q.P.. 2;;- ', 1•0 3 5. c = 2\/6; x = te t\
6
: c = 4\16: x =
9. x(t) = \129-e w2 ~ (cos 3t - cos wt),
I) =- 1
0 (-1 - <J>), cf> = -'-e 2(3 "'l)l(-1 +et.>'' 2): c = v'6: x = S. x(t) = 9
'· 5 6 0. 2
[ 3t
11. m t =0 r
ra P·.;r t•O 9
f \1?.e-1 3 ·in( v'21) sin 3t,
resonance occurs if w = 3
w= 3

not pa

1 ~0 sin 3t) +
4 1
1 . 7. x(t) = -e- '(
20
cos 3t +
1
(2 cos t - sin 1)
40
15.
9. x(t) =
1
3 cost - 3
l
cos 2t; ± 3-2 sm. -z;
t
decreases
Ii. 4 ,

19. 11 . x ()
t = e -1'2(2 cos 2St - 4 sm. 2St) - 2 cos t + 11 sin t;
not com• into contact \\1th the floor in
21. '· Th St . 2
St) ; steady-state:
trans: e-112 ( 2 cos 2 - 4 sm
l~. .. - 2 cos t + 11 sin t
4 ,
o•
J3. (a) x(t) = a cos( .!1)-
m
Fw m sm
. (
o< -k -k t) + k F . wt
sm
k-mw 2 m -mw2
x'(0)•0

••
(b) x(t)=[/3- k Fw
-mw
2] m . ( -k t)
-sm
k m
+
F .
sm wt
k-mw2

4 , 4 I
(c)x(t) =a co ( .!1) +
Ill
/
,'(0). 2 [/3- Fw
k - mw2
J Ill
ksm
. ( -k t)
m
+ F
k-mw 2
sm wt

\.]JI
15. t()
f -
-
c-
-2
cos/,
COS I,
0:S.tS7T
I> 1T
 Answers to Selected Exercises A-31
A-30 OS\\ers to le led Exerci

= Q 0 cos,~: l(t) = -~
17. x(t)= t
1t ·o) - co~(20-\fi5r)) 15. Q(t) mVi(:'
- - · max . 5000
60000
t - in t, 0 :S I :S l vLC Vi(: 4000
50000
3000
Q = Q0 : max. I = , ~
40000
- 2 in l co I ( 2 CO l -1) mt 30000
7 2000
- - l, l <ts 2 M0- 11111111111111111111111111111 vLC 1000
20000
10000
S-10-

I
( in 2 - 2 ~in 1) co 4 o 1 m2
I
-:;-- m 1, t > 2 4
{a)
6 10 x 2
(c)
10 x

21. b = 0: x = +/ in 1; b = 1· x = 1 (2 mt I ·mt) 2000

1500
1000
4 Exerci ·e 5.4 500

1. Q I
s:
=--~co.
-:
4t 6 IO x
(d)

t 1 . 25. (a) s(x) = _ l _ 6 - 36x

5 3
3· Q( t =4 - 6-t sm 16t 36000x + -100 .
-x; (b) no solution;
9
6
(c) s(x) = _ l _ 6 -9x
36000x 5 3 +150x;(d)s(x)=
= I~:/ e ms.lt in(2·~f7 r): max.: 0.022" at t =
I 6 175 3 500 2
5. Q(1) 21. (a) s(x) = x - - -x + - 3-x ; (b) (x)
9
=
1 360 1 6 5 3 25
23. ( )x(t) - 39"( o 19t 10) - _t),
0.014- 36000x - 72x + 6x
1 6 ·oo , ..,so ~- < ) < ) _ 1 .6
360 x - -9-' + L. x . c s x - 360 ·' -
(b) x(I) = !. 10 ( -1 .1110
7. Q(t) =e 500 . , I 6 175 3
+ -500
2
- -\ + 7:>0x·. (d) s(x) =
360
x - - 9-x 3-x
30 800
600
9 20
400
10 200

7000 10 ' 2 6
6000 {a) (c)
~000
4000
urrt:nt: .1000
2000 12
1000 10
8
4 6 IQ I
6
{b)
2., I)=
I I 1
9. (a) x) = - : r 4
00
~
2
-r"; (b). x =-,
30
4
+
1~00
(d)
6 10 x

10 i I " 100 2 - _,.

20
-t -3- : (c) 'M ~x -,-x 1()00

500 Exercises 5.5

l I. :r) = ,~X4 4 6
(c}
1. (a) (J(J) =
1
20
cos 4t; (b) B(t) =
1
20
cos 4t + sin 4t; t
b) :r) = _!_:r"
0
(c) B(_t) =
1
20
cos 4t - t
sin 4t; max. displacement:
(a) 1/20; (b) and (c): '1/26120 = 0.255
20 21. (a) ;(x) =4 OOOOrr 4
sin(~): (b) no olution;
~ imp! up rt I 7 in 31 1
e -rV 7 cos 3t;
C)
3 3. (a) 8(1) = ':: e (V + 20
(c)' ') = - '0;; 4
(-ooOm - 300rr\· + rr3x -

0 0 sm{ ~ )): (b) B(I) = (':: +I)e -rv7 sin 31 +; 0

e-rv 7 cos 3t;

(d) , =240;; 4 (-1oom+mJ+2000 ·in(~)) (c) 8(/) -(V?

- 6o - 31) e
rV7 . 3
sm I
1
+ 20 e -rv7 cos 3t
A-32 ed E rci Answers to Selected Exercises A-33

9. T = 2rrv2i9.8 • 2 3 16 8

11. T = 2rr fM2 • 31

IJ. 2-rrVTJii8 = I L = 0 24 m
t • b2 - L > 0, over<tunpca; II)
dampe b2 - -2

1 • (c))i , d)no
2
21. ( ) t) = - 1.5
I
(d 05 0.5
(f) I -0.~ ·0.5
-1 I
-I ~ -1.5
-2 2

8 8
2
I 5
I
0.5
-0.5
-I
-15
-2

2 • •

, -0.5
-1
-1.5
2

2
1.5
I
05
J--1+---+---~--:1, ·0.5-¥----+--\+-- + --t+- - :
-I
-1.5
-2

6
A- 4 An wer to Selected Exercises A-35

2 0
- l"i.-- I 3 . J sm
. +
("
Ch pt r 5 R vi rd ? 2r J5
13. :c)=- 9:c Ll:c - 3 0
b
x t) = -1o co t - -10 . t- ~c1e
s. 50
')
I. x(t) - -
1
d1
I
=~.I
'IT
. 'IT
-o .,., (3c-' - 2c 2 )e ' - 2c3 te '
8 31

_.
15. t")
I
--x- 2"0
q-x
I
TI:c --x
I 1>
~ 1.
J (t) = + sm t + (3c; - -lc_,)e-1 + 3c,te-'
26 -22
30
-15

3. x(I) r --,
1-. I. m l.1= I
r;
.:(t = 7co 1 + lo
3 sm t + C1e 21 + c2 e ' + c J t e, ' 7. r-·
-30 - J 1!)
ma: :i -8 30 -2
I 20e' - 20te'
5.
I
2 ~I. I)= 0 0
29. {x(r) = -20
\ (1) = -30 'Oe' - 20re' 9. AB = ( 22
22
5
-24 -13)
-17 and
-31 -4 37
4

7. I) ~ I)
20
15

\it)
2 I

BA = (-2:
9
20
16
20 -3;)
0 -9 -8 -28
9. --40
•1tl -27 - II -22 22
1) 2
-60
/ r) 0
11. AB = (-1 -J I) and BA = (-2 -3)
,_ F -2
11 /) m w,.t - -28 -16 -27
II .
,
f
0

fJJ I
F ___
13. AB = r-19
- 12
22 -·i
-3 and

r,
-JO -36 -9
37. -4
( -1 - 4 11)
J9 . a) X2

'• =)
- \1
)
I: (b)
r=.,
, - - \ + 21'1
'2 -
1-' - I"
I
I
. •
, - _..,,.
.
+ cos

+ •1'1
31

IS. /A/= J7
BA = -22
-6
25
14
-6
12

H p 6 41.
' - -r1 I I )'2 -
17. /A/= 0
19. /A = 10

1~.
t mI
21. (_~ ~)
I.

~ ~)
I .
\\

0 23. (-
0
_:
0
-
-~

24 . Ai= -5, v 1 = (-:} A2 = -3, Vz = (-~)

25. A1 == -5, Vi== C} A2 == -4. Vz = G)

(~} V2 == (~)
I.
27. Ai== A2 == -3; V1 ==
I.
II. 29. A1 == A2 == -5; v = (~)
I .
A-36 to ed E er i An wers to Selected Exercises A-37

9. lin1:arly independent
3t. A1 = -- ...,, ' = (
- • I
I
I - _,
. 2 =-2 - 21, 25
y

11. tin ·arty ind pend nt

\' =( l
2 l
21
) I linearly ind pend nt
20
200

ISO
15.

-(-'
I:

-(=~}
100

33. 50
A, - -1," 2 - -- '
-1
no 0.1 0.2 0.3 0.4 0.S 0 6 0.7 I

A = .' -(-J .. I. t)
2e
= ( 3e'
I

23
x(I) = c,e-
· { y(t) = c2e-
1
+ (2c2 + 2c 1)1e- 8'
'+ (-2c 2 - 2c1)1e-' 37
x(t) = - 8 sin 41
· { y(t) = 8 cos 4t
2 co 21 + - m 21 2 co. .. 1 -

(~ iJ. = ( - in 21 x(t) = 2c 1 co 4t + 2c2 in 4t

c, I) 25. {
(_2 ".):,~, -c
y(I) = -c, in 4t + C2 CO 4t
10 10
L
C2 t:~ 21
2
~- in -1
)~I)

m1-1 ID',)
IO .t - 4 6 I
-10 -S
I Exerci e 6.4
-5

l. 1= c,(1)e~ c2(:) 41 1) = -~c2 3

' + c,e-' - c3 te-'
10 -10
29. yt)=c2e''+ce-'

J. X t = 1 (~)e ' c2 (~) u

{
: I)= 2c2e ' - 2c 1e-' + 2c31e-' x(t) = e 2' - 2e 3'
39. y(t) = 2e' - 2e 2' + 2e 3'
3. (a) l.2 =-I '• = I - •
5. 1) = I ') u
1 C [(:)/ (~)] I
x(1) = 1e' c '[ (-c 2- 2 c3)co 2t
l
;;(t) = -2e 2' + 2e 3'

.'·
1. {:c. - c 3) ·in 21]
'(-c3 .. 1 + c. in 2t)
1
11 ( 2 C3 in _I)
2 I

x 1) =4 u - 4e'
{y(I) = 4 .t

I. 41. a and b are linearly independent o /:~ ~~/ =

II. ,') a1b 2 - a2b1 * 0. Thu ,
W(e '(a co {31 - b in {3t), e 01(a co {3t + b in {3t))
0

3. 0

I I
_ 1e 0 '(a. co {3t - b, m {31) e '(a. co {3t + b. in {3t) I
01 01
- e (a2 co {3t - bi lil {3t) e (a2 co {3t + bi lil {3t)
t • = (a 1b2 - a 2bi)e 20' in(2{3t) 0 *
43. (e)
45. (a)
I = 47. (d)
I =I
A-38 Answers to Selected Exercises A-39

41
2e 4e I 23 71 41 I 28 41
1 . X(I) - - 3e
4
' -3e-' 80 + 1369 e - 4 1 + 37te
( 2e 41 e-' 43 59 41 3 8 4t
51. ( _!_c
2 I
- -ci
l - 200 - 1369 e + 10' + 37te
(-fc1 - -1-c2 13-, c )m _,, _Q + _l_I t _
16 4
1
2 91 48 41 I 4 41
400 + 1369e - 2ot-37te
_125+15( (2
32 8 x(t)=t-1 +e- 1
11 3 25. {y(t) = 0
16-4t
1.5
I I I I 2
r(t) = --te
36
21
+ -t - -
32
- t e
12
21
-
0.5 0.5
5~. (a) I 7 ?
216
e
21
i6e
41
+ -c2e -21 - Tlc1e 41 o oi.-::+-................-...:.:::+--+-
o. ~ I I5 2 25 3 ' 0.5 I I5 2 25 3
lit -e21_ 21 lit I 5 _, 1 9 I 3 +

{:.
=--- 21 41
I I
C1
J (t) = 1te - 432 e- 32 t+ 6-l -16te
5.
l .
r(t) = -le-'
3
- .!..e'
2
+ _!_e
6
5
'
...
=-- 2t lit
c_e 21
- I
lit

19.
-I t • e
24
21 15
- --e
12
41
+ (
c1 5 )e
16
41 27 .
?
{ v(t) = ::.e 1 I ~
I+ -e' + -e·'
. 3 4 12

'· {*--
(t = -16e
16
I .,.
mt c,
ZI

JO

(c2 4t - m 4t - .!..)
(b 9. { 1) -
4 6 8 IO'
\ (t) C1 m t .!..) I ,
x(t = -1 :-4e c1e '+ c~e '-t- c,te I

3 I (c 3 ) e _, _,
t) = 21.
\ (t =---
4
I
c 1e 1
2 - 2c c1te
i:(I) =
20 + e·'
13 , ( -13
7 co 3t I sm 31)
+ 39
:(t)
I I 12
- 1t'
~,

(-2c2 + tc1)' I 29.

{ r(t) = -30
-+
, 4
e·'(- + -39
31 .
2c 11e ' . 13 13 cos 3t sm 3t)
u. 2t I t 2t m 21
t 10 t) 40

1. t) m 2t) t- ~ sm 1)
I
m 2t)
2
2t t)
I( ! IO t)
__..._. +-+-+-
I . I l 100.

31. (b)
I . ( I
33. (a)
35. ( )
A-40 to An wers to Selected Exercises A-41

Exercises 6.6 17. (A-2)(.\ +I) A2 -A-2;x"-x' 2x=O;

453 -
1. A1 = -11. A2 I. saddle point. unstable
r 2e ') ().~
{yX: = ·2'' x + .\' ; saddle point. unstable
~
3 • (a) 2. A1 = -4. Ai = 6: saddle pomt, unstable
19. (A+ 3)(,\ + 3) - A. 2 + 6A + 9; x" + 6x' + 9x = O;
-1 I - I

- le
. t 2e ')
4
--0 ~
3. A1 A2 2. v 1 = G). deficient node, unstable
{yx'. - Y .
-9.\ - 6)'
; deficient node, asymptotically stable or

4. ,\ 1 = 2. ,\ 2 = 10: improper node. unstable x' ~ - Jr: star node, asymptotically stable
{ y' = -3y
5. A1 = -12. ,\2 : improper node. asymptotically
olutlon to th1:
·table 21. (c) A. 1 - A. 2 - I; v 1 - (~}deficient node, unstable
6. ,\ 1 = -6., 2 = - : improper node. asymptotically stable
,\ 1 = ,\2 = -l. \ 1 (~). \;;=(~}star node.
a·) mptoti all) stable

-l ' , 1 = (01) . \,• = (0I ) ' star node. unstable

9. 2 -,\fi. ,\1 = 2 - S-\ 2. spiral pomt. unstable
6 l
b) 10. ,\ 1 = -: 1. A. 2 = -5 - 1. spiral pomt. asymptotically
(l table 23. (-4. 2). A. 1 3. A.2 I: improper node.
asymptot1cally stable
12 l 11. A1 1 \141, ,\ 2 -1 \141: center. stable
4 I. (a tern n le : luu n t
12. ,\ 1 = ,\ = -2: , 1 ( ~); deficient node.
ymptott~all) table

13. (e) 1tm .\: 1) = (

1
l:)
0

c)
(b ph 0 th lutt n t th

Exercises 6.7
1 t. (0, 0). s:.iddlc point, unstable; (I, 0). mconclus1ve-
"· I= 0 2
ccnt~r or spiral point
J. (0. 0), ·addk point. un table; (I, - I), spiral point,
LIJ1't,1blc
5. (0, 0). 111~ nclll't\C cent r or spiral pomt
7. (0, 0). node or spiral point, un ·table
9. !O. 0), impropl'r nod~. asymptoticall) stable, (0. 4),
saddle: po111t, 1111 t bk, (2, 0). addk point. unstable:
(3. I). piral p int. un t ble
 __.--.n- - - - " - . ----

An wer to Selected Exercises A-43

A-42

t t. mt, Exerci e 6.8

1. .\(I)- .644 9.y(I)"" .29263
x(t) = -cos 31 cosh 21 - I cosh 21 sin 3t

13.
'' = 3. x( I) ... - ·- 62. i (I) "" -1.599
26.
+ cos 31 sinh 21 + I sin 3t sinh 2t
5. \(1)--0.11 115.r(l)==-1.06576 I 11 .
y(I) = 13 ( 13 cos 31 cosh 2t + h 21 m 3t
t.. I = t I)"" - _6 .• 0-t. y( I) "" 60 39 co
t(I)"" 0.16-L 1.y(I)"" -0.5045 7 I cos 3t si.nh 2t - I I
- 13 . 3t sinh
m . 21)
I . 11. x(l) ... I _ 19.) (I)"" 0.419975
39
.5. (d
l .
\' =-l
·,
.
: Euler · method yields
.
2 ( ' = -_\ - 3)'
I . 2.t
t(O) = 0. v(Ol =
( t = I t(I) ... -0.7- 91 .y(I)"" 0.40179; exact olution is
1.5
*)= t' -
21
e- 1 ·ox(I)= e 2(1-e)""
21. =- I• '( r -0.69 6 -·

(bl 15.
t' = _ _\: Euler .
=
..
i' method yield·
9
t = di

:ll. d) µ=-I - - _ _!_

. . 2'
_ _!_ 0• _!_ _!_ -
.i· - • .i·
1) .\(I)= m f
olut1on i -1 -0.8 -0.6 -0.4 -0.2

uler· meth d yield

I . (: I = ty)
J =-?°(I
x(t) = e '(2 + 21)
I) = 0. .1 ( I) = 4 27. { y(t) = -2/f! I

-) ... 0. 494_, Jl-l .. - -.90 4; exact olution i

• - in 4 In t) o t(-l = in(4 In -) = 0. 606 7.
l . 3 Rung -kutt >i Id \·(I) ... -0.697621. I
0 _91(>0. 0.75
\(1)""'0.141 07. 0.5
0.25

23. ) i Id \(I) .., 0. 0 45, 0.5

-0. ~5

- 0.5
075
-1

28. (a)
A-44 Answer to Selected Exercises A-45

(b) (1i)
{- ·--}. fC:). C~)} CHAPTER 7

· .,. InH~ll Exerci es 7. 1

1. (a}
Q(t) = l..___2.e
5
5 3
'
5
in(-
3
1) Q(t) = -te-' + 45e-' + 45 sin t - 45 cost
(b) 12(t)=e - '
[ / (t) = te - 1 - 45e - ' - 45 sin t + 45 cost

1-{(=~}(-:}(-;)j -'\'-e in(-ft) + e- co(~ t) 5113 3

{ l(t} = 513

" { .3. Q(t) = 90 - ie - 114 - 266 e-1

n) I -t 7 5
Q(I) = -e + - - e
3 15
St J .
m -/ -
3
(Vs ) 11. (a} J2 (t) = e _,,4
3 3
;

H- 1
- •}. [(~)f ')f -~ ')] (b}

I (t ) = 1
-3e - -2 3-e
5 -s11J
-1
1
3e
in(-35
s11J

r) +
(Vs )
co - 3-t
{ h(t) = -90 + ie-114 + 266 e-'
3
19
Q(t) = -45 cost+ 45 sin t - }-e-'14 + ; e- 1
3

(b) f2(t) = e - 114

11. =(
-
61
61

3e
4 St•3 (Vs3 )
co - - t {
/3(t) = 45 cost - 45 sin t + }-e - '14 -
19
; e- '

( } { Q(I) = 10- 6e I CO (Vl/}

: =y
13. d , ,\ = ±3i; undamped
{ !!Z = -9x
Q(1) = te_',..2 -
4
9
-e
2
' in( 2t) - dt
1999991 t
9000000 e co ( 21 ) : =y
(b 15. d , ..\ 1 = -1, ..\2 = -9; overdamped
I , (t ) -_ -e -£2 - 1999991 e t . (
m 2t ) - { !!Z = -9x - IOy
• 9 40 0 2 dt

9e I CO ( 21) dx = y
21 1
/)
17. : ,A.1=-5+5i,
~ { ...1'.. = -50x - IOy
dt
21)~
..\ 2 = - 5 - Si; underdamped
I)

e ::?t - 45te 21 : =y
19. d , ..\ 1 = -5, ..\ 2 = -5;
{ !!Z = -25x - IOv
dt .
critically damped

2 1. (l 3 ) fx(I) =co 31 ;
ly(t) = -3 m 31
t = 9 1 I -91
{ (I) r(t) = - : --e
t -
{ y(t) = --e + .2.e 1 91

2~. {
2 . ,\ -= -
2
cm :!::
2
Im Y c2 - 4 km, overdamped if c >
2

I. -.{ : 1 - t int
t I t
4 km; cnttcally damp d
c2 < 4 km.
1f c 2 = 4 km; underdamped tf
A-46 An wers to Selected Exerci es A-47

Exerci e 7.2
,
2 . hm Q(t d e · ,hm /,t
, (x(I)) =-- ( -23 e 41 + 3e
5 21) x(t) = I [bVi(I - e-Pt(v,+v,ycv,v,i ) +
3 I , 19. X(t) = Vi+ Vi
=- --eI
• y(t) 25e 4' Se 2' a(Vi + Vie-Pt(v,+v,i1cv,v,>)]
I. {
2 2
3
, 1m
I _, ,
1· (x(t). y(t )) = (3
1· - )
- -
-
41.
(t = - -:;e
21. X(t) -
, -(t(t)) -
(15e
2
' - IOe -')
IO _,
y(t) = I
Vi+ V2
[aV2(1 - e-Pt(v,+v,)>(v,vi)) +

b(Vi + Vie-Pt(V,+Vi)i(v,v,>)]
r(t) e
t =-.-3e- ,lim( . x(t) = ~+~v. , lim y(t) = ....:....__.:..___::_
(a) ltm ~+~~
67 -io1 171 71 + 663 -31 t-+ 00 Vi + Vi ,__.,,. Vi + Vi
{ t =-
..
-e
- £ , -7e +loe 70e
(b) Vi > Vi, Vi = Vi

t 2 . . '(t) -= {~~:~) = e
101 171 71 221
+loe - l o e
Jt (c) bV. - a Vi> 0, a Vi - bVi > 0, no
t) = I
, = 4-
x f).J(I)) = I. 4
\~t) 43. The problem can be solved as a system or the sy tern
can be written as a econd-order ODE, where x' =
,
2 . hm Q(t .'· {. t - 2te -• }.
2 -ioi+ 171 7,+663
7e loe 70e
·3/
(ai - ai)x' + biy' (derivative of first eqn.) or y' =
,hm = 10, t( I) ... =(I) .., I 7 2. 9
-t(x' - (ai - a 2)x'). ub titution of y' and y =

{ I =4 - 4 -t }
5te . ~ + 46 e'' _ _!_e - , ~
1implification
(x' - (ai - ai)x) into the second equation and

25. \. 1)
x
= y(I) =
I)) 4
-e
21
I 2 -
-e
3
t yield x' - [(ai - a2) + (bi - bi)Jx' +
LIO_ ( [(bi - bi)(ai - a2) - a2biJx = 0.
11. =t) 4 136 71 I - I We con ider the characteri tic of this equation ( ame a
21 e - 3e the eigenvalue of the y tern).
n. =I)..,. 709 . 6 Periodic if a 1 + b 1 = ai + bi and aibi - 2aib1 -
a 1b2 + a2bi > 0. For example, if ai = ai = -1, bi =
29. I hm I t = b 2 = I, x 0 = I, and y 0 = 0, then {x(t) = cos t, y(t) =
t - ax,tc "' - int}.
,hm t = - I mm. Exponential decay if (b 2 - b1) > (a 1 - a2) and
1·0 + =o (bi - b 2 )(a 1 - a 2 ) - a 2 b 1 ;;::: 0. For example, if ai = -1,
a2 = 0, b1 = b2 = I, x 0 = I, Yo= 0, then {x(t) = e-',
y(t)=O}.
61 Exponential growth if (a 1 - a2 ) > (b 2 - b1) (will have
: ,lim =U> = 16 at lea t one po itive eigenvalue). For example, if a 1 = 2,
a 2 = O. bi = b 2 = I, x 0 = l,y0 = 0, then {x(t) = e 2',
, __I 61
y(t) = 0}.
- I
2 Exerci es 7.3
I. {
: hm _I)= 3 I. a lnl.d h1 c lnlrl d\' = C
I I

3. (a) (2k. k) ·table piral, (b) (2k. k) center

d\' =I'
dt •
5 . (hr. 0). k = 0, ::':::I, :':2.
· { dv
dt sin t
= -· ,hm -Ul = xi
(vertical p ·11ion of pendulum)

I I - '-/t
, I
7.
:~; =y di' di' cit
· - = - - = - - · -1·2
- k2" I
+-\
2
k .2 + C·
.
- -t ..1 { cfr = - kl\' d\ ch cit y ' 2 2
cit
t • I 0. hm :(I) , = Cr:l
(0. 0) center
 --.. -~---=----..:---
-- -
~

A-48 to An wers to Selected Exercises A-49

du 2 t,; ·' a numerical ohcr \\ ith mnial guess \ 0 = l and 5. (a) {.r(I) = e '+re '. y(t) = te '} (critically
u th t L m(x), the quat1on 1
0 graph the solution. Obser.c graph to sec that .\ 0 = 2. damped);
9. d r du
dt d\ dt
dxl 0 (b) {.r(I) =cos 2t, r(I) = 2 sm 2t} (undamped)

I
du
that di
du dx
cl\ dt •
d[dul
-dt -dr
I (l")
0 r
d\
d12
I"(\) =O. 7. fr(/) IS
2 2S e ~ t - _!2_
y () 2 .. s '}
2e
111 x) m(x)
11. l •

I l), p th 1rcl u1hbnum p mt· nt r:

9. {r(t) !Se.I' Se', y(t) ISe.1' Se}
I. ddl 1f -1; (b) ddk 1f x 0
~··
13. . r(t)
s e ,, 128 141 t 139 .II
51e 17e
l 3
~ mhbnum mt ( . 0),
di fR II. 7 ,, 64 14t J 39 It
dt I
gn r(I) 6e -51e + 34 e
d -FR \\1th I ~I+ 208 + 139 el'
1f dt 0 th n ' Ix =U> -6e 51e 141
34
FR
15.

~
0
12. J(.r. y) (
-1: cos\
d 2= nd
Jt
Chapter 7 Review Exerci e
}(//TT, 0) =( R 0
/, COS /ITT

Q l) I (3
sOOOOO .::! II IS odd: ,\
1. (a) 2
{ l(t I
+ e ')
:00000 ( 4 ~ J,
- -2- - (complex conjugate
pair or t\\O negati\e real)
9000003
(h)
{0tJ re '
1000000 e
2t I

3000001 2tJ IJ. (0, 0); A - a > 0, A2 -c < 0. saddle point, unstable;
I t) 3te ' - 1000000 e -

(T·a)0 • A 1 - -a< 0, A·= -c ad -

+T d (aT - dc) > 0,
{ t) 00
, ~OS I .
saddle po111t, unstable: (cd' adhd- ck) .
l
) I (t) , Ill r ck \~acd°1 + 4c2dk + c2k 2
2d
\\here 4dc( ad ck)< 0. so
-\l)l)l)l)l)( <) 2
, Ill r 1
tOs I
k- \ 4acd 2 -1- 4c?dk ... c 2k 2 < 0 1f 4acil -r
I) 0 0 1000000 e
(h{I r) 0 ' mI 60 1
C'Os I
2
4c dk 2
f;. > O (improper node) and A1..z has negame
6

real part 1f 4aut' 4c 'dk + c 2k2 < 0 (spiral p<)int);

as mptotic.111). . 1able
A-50 Answers to Selected Exercises A-51

e· co· 5. y = 2 co 2t
CH p ER 8 e co· /

,J ab(b 2 - a2 )
l. (a) --.-2-"--=--~--'-...,..._
21 (~ ai )( 2 + bi) • ( 2 + a2)(s2 +bi);
1. 2
(b)-b,
, - I [I
• - a· a b
I
·in at - - in bt]. -1
2 I -2
3.
- I - b ,, [ o · at co bt]
- - a· -]

-2--

93. ) lim - - = - 1. (b) Jim - - = 3

4 -. I • +I .
s2 5s1
(c) hm
4· 10
= +:x:, (d) ,hm• --,+- -I = +oo. The
_I_(
1 L pla e traru;fonn d · not ex1 t for any of the e

11. - I
I
5. C • - and T ... 0.44
2
o. 025

5 I
--0.25
!Ci. l. Exerci· · 8.2 --0.5

21. I. ) = -e 5
e 11
9. y = - 4e 1
co 21 - 2 in 2t

2'. 6
3.
4
ut

.,~

. 1.

61

I
l I. I' 16(2 cos 21 +- 154e 6' co 21 + 3 in 21 -
4 21
'· ) = --=- 7 456e 6
' sin 21)

- I I
y

l.

I ~

I.
 Answers to Selected Exercises A-53

39. l t - 4) l(t - 4) + (t - )1l(t - 8) - 49. x(t) = sin(t - 1T)<ilL(t - 1T) +I - cos t

l 5 l (t - 12) ll(t - 12) (t - 16)11(t - 16) 1- ...
13. IOe - r e I
0
13 I . 2.5
170 JO t \~)· 41. 4[sm 41 - smHt - L) ll(t - 3) + sin(4t 24)1l(t -
6) in(4t - 36) l(t - 9) + .. ·]

43 . ( ~ m 2t - >) 0.5

-'~(I2 - I -l
4t )
tn(2t - 4) {I(/ - 2) -t- I 2 3 4 5 6 1

9( -±1
i in<-r- ')) ll(t- 4) +

-,_(1_ 41 :--l sm(2t - ) 51. x(t) = CU(t - 1T)(e 1T-r - e27T-2r)

I
12) ll(t - 6) + ...

0.25
I
45. l(t)=3e '( l e'-e 1(2-t)+e 3 ~l(2-r)) 0.2

0.15
0.1
0.05

1 2 3 4 5 6 1

9.
4 I 53. x(t) = --31 e 2 1T
2
''1l(t - 1T) sm 3t + l....
40
in t -
IL
I cos t - 1 e • J
40 120
21
sin t + I e 2r
cos 3t
40
-~

I'.

0.15
1:. 01
0.05
1-.
µ
19.
r,-'
·-0.05
C I
--0.1
~I. 77")

-'
1
55. r(t) = -31W - 7T) sm 3t 1 gl cos t - g1 cos 3r

1.
A-54 An "er · to Selected Exerci es Answers to Selected Exercises
A-5 5

57. x(t) = -:U(t - l)e 2 - 21

+ (t - l)e•-r + e- 21 + 67. y(t) = -te-• + te- 1CU(1) + (10,000 - I0,000e2"-r + y

le -• - e-' 20 0007Te 2 "-' - I0,0001e 2 .,,. - 1 )1lll.(1 - 27T); lim y(t) = x(t) = le' + le -41
' t--+OO 9. 5 5
I 0,000; no, the limit is not affected if the forcing { y(I) =le'_ le - 4•
function is changed to IOOO(t) + 10,0000U.(t - 27T). 5 5
0.4

0.3
Ir
Exercises 8.4 -20 y
0.2
I 3
0.1 1. 31 -IS -10 -S

0.S 15 2 I 3. / - 1 + e-' -I
3. [ x(t) = 4e' sin 21 + 2e' cos 2t -I
3 3 . I 3 y(t) = -4e' sin 21
5. -321 + 41 +
59. x = 2 + 9I (I - e 9rr-9r)
· (1 - 7T) 128 sm 41 -2
y
I IO 200
7. -3
61. x(t) = 3:U(t - 7T)e 3 rr 31
in(! - 7T) (s + 1) 05 I l.S 2 2.S 3 ·
100
I
63. x(t) = 2e- 3 ' in t + 3'11.(t - 7T)e 3 "-31 in(I - 7T) 9.
s2( 2 + 1) IO x
e' - I e' - I I -100
65 · (a) (e' + I); (b) s 2(e' +I); 11. 2
s (s - I)
e"' + l 13. t - I+ e-• -200
(c) (s 2 + l)(e"' - I)
1
(d), (a) x(I) =(I - co 1)11.(1) + (-2 + 2 co (1 - I)) 15. 21 int
x(t) = _l!,_e, + 8e6' + le -3r
(t - l) + (2 - 2 co (I - 2)) (1 - 2) + 2 2 y
(-2 + 2 co (I - 3))11.(1 - 3) + · · · I I 1 5
17. 96 I 3 - 256 I + 1024 in 41 · y(t) = -3e' - 2e 6' + 5e - 3 '
/ z(t) = 15e'
I IOr 1
4 __5_ in 4t
19. 116e - 116 cos I 232
JOO
2 I
I I 200
21. - 200 t co IOt + 2000 in 101 -S
100
z(r)
23. g(t) = int
(d), (b) x(1) = (I - m 1) (1) + (2 - 21 + 2 m(t - 1)) Ir - 14 -12 - IO -8 -<i -4 -2 - IO
0.2
(t - 1) + (-4 + 21 - 2 m(1 - 2))11. 5 co ( 21) - -2 -2 in(
25. h(t) =I 21) + lQ.e-2' -100
3 3
(t - 2) + ...
-200
27. y(t) = (-fo-1s + ±1 )e 4 2
'

i
~·~1·~ 35.
d 2y
df2 -
dy
4dt + 4y = 2t3e2' + 2 2
31 e ', y(O) = 0, y'(O) = 0 13
x(I) = -i cos 21 + i cos 4t + i sin 21 - sin 41
· { 1 3 1 7
+-::...+----+2--J+----<~>-I y(t) = -4 cos 2t - 4 cos 41 + 6 sin 2t - sin 41
12
39. (a) (~t - )e 1
25
2
'
1
+ 25 co 41 - 1 ~0 sin 41"
1 y
(d), (c) X(I) = 2(-t CO t int) 1(1) -t- ((/ - 7T) CO I - 45 y
(b) _!_t 7 _ lls + 151 3 - 45t + 2 in(tv'2); 2S
14 2 2
m t)'l.1(1 - 7T) + ((t - 27T) co t -r in tfl.L 13 2 121 1 9 20
(1 - 27T).,.. ... (c) -6t + 27 + S4 co 31 - 2 co
IS

IO -2 -I 2 x

Exercises 8.5
x(t) = e 1 ' - e 51
-I
1. { y(I) = 3e 7' + e 5' 0.2 0.4 0.6 0.8 I 1
-2
)~t)
A-56 Answers to Selected Exercises Answers to Selected Exercises
A-57

- 1 15 1 13 2t 3 -2r 5. J(t) = (t - 1 + e-r) - (t - l)oU(t - 1) +

x( t) = t ( - 7T cos t + 7T cos t ClLJ.( 7T - t) - x ()
-1
t =Te
-Sr+ 3 -3r
2e - x ( t) -10 cos t + g - 4t +
40
e - lOe
23. (t - 3 + e-(r- 2 >)oU(t - 2) - (t - 3)Ci!L(t - 3) +
15.
{
t cos t ClLJ.( 7T - t) + sin t ClLJ.( 1T - t))
1 [-i- te-s<r-3) + e-3(r-3)Jau(t - 3) -
{
y ( t) =
1 .
lO 3
sm t - 4 -
13 2r
20
e - 5e 3 -2r (t - 5 + e-(t-4))oU(t - 4) - (t - 5)oU(t - 5) + ···
y(t) = - sin t(1T - 1T6U.(1T - t) + t Ci!L(1T - t)) 7. I(t) = 1OOte -Jt
2 _!_ + ]_ -su-2) _ _!_e-3<r -2J]auct _ 2) -
[5 10 e
-=l + ]_ -5(r-1) _
2
_!_e-3<r-1>]au(t _ 1)
-10
y

10 x
60 9. I(t) = -j-V3e-'12 sin(~ t)-
[5 40
-j-V3e-'12+7T12 sin(~ (t -
10 e 2 x(t)
+ ... 20 7T)}lU(t- 1T)
19. -1 -Sr 1 -3r
11. (a) I(t) = e- 4'+ 4oU(t - l);
y(t) = T e + 2e - 2.5 3 t

2
-20
(b) J(t) = e -41 + e -4t+4au(t - 1)
[~
-2 .t 1.5
1 _ le-s<r-3> + _!_e-3<r-3J]au(t _ 3) -40
0.5 15 5 3 y(r)
13. I(t) = t - 1 + e-' - (t - 2 + e-'+ 1 )Ci!L(t - 1)

-2
--0.5
-1
-1.5
......""'---+---+--'<+-r,.
+ [1-15 _]_10 e -s(r-2) + _!_e-3(r-2>Jau(t
6
- 2)
-60
2
15. I(t) = e -'oU(t - 2) + e 6 -'ClLJ.(t - 6)

+ [1- __l_ -s(r-1) + _!_e-3(r-1>]au(t - 1) 19. x(t) = t((-t cos t + sin t)oU(t) - (( ?T - t) cos t +
15 10 e 6 x(t) = _ _!_ - _!_e' + 2 sin t - 3 cos t -
2 3
+ ... sin t)ClLJ.(t - ?T))
4v2 . '~ 29
25.
1 3 .
- - sm v2t + 6 cos v2t
3 21. x(t) = 3 cos 3t - I sin 3t
x(t) = -e 21 cos 2t + (-2
1 - 121·2
2e sm t y ()
t = --t - - sm t - cost
2 2 23. x(t) = e- 2 '(2t + 1)
+ te 2r cos 2t) + (1 + e 2(i-l} sin 2(t - 1) - }'
25. x(t) = te- 41(4e 3 r - 1)
15
e 2 (t-I) COS 2(/ - l))Ci!L(t - 1)
10
+ (-_!_ - le 2<1- 2l sin 2(t - 2) + 27. x(t) = e - 2 '(4 - 4e' + 2t + 2ter)
2 2
29. x(t) = te- 4r0 - e 3' 3t + 6te 3')
te 2 (1- 2 l cos 2(t - 2) )ait(t - 2)
-
5 10 x
-5 -6 y(r)
17. - 1
y(t) = - 1 e2r sin 21 + ( -4
1 + 4e
1 21 sm
. 2t 2
-10 -8 31. x(t) - 36 + 13?T2 + 1T4 [((1T - 6) cos 1Tf -
2 x(r)

-15 -10
e- 3'(-12e 3 + 18e 1+ 2 - 3e 37T 2 + 2?T 2et+ 2 +
+ 1-e
4
2
r cos 2t) + (1- -
2
le 2U-ll sin 2(t - 1) +
2
3
5?Te ' sin m)oU(t- 1)) - e- 3'(-12 + 18e' - 37T 2 +
2 31 2
2?T e' + e ( 7T - 6) cos ?Tt - 57Te 3' sin 7Tt)ClLJ.(t)]
te 2<r- 1>cos2(t-1))ClLJ.(t- l)
27. x(t)= 5
1-ut+ 15 v22sm 1 tv22
' -
121
'r= . (2 r=) 33. x(t) = -te- 2'((3e 4 + e 21 - 2te 4)Ci!L(t - 2) -
+ (-_!_ + 1-e 2<r- 2> sin 2(t - 2) + 2 5 (l·r=)
4 4 x(t) = t + 1 + v2 sin v2t + cos v2t - sin t
9 cos t v 22 + 5 cos t, y(t) =TI+
5 2 2
(-2 + e + e ' + 4t - 2te 2 - 2t 2)oU(t- 1) - 2t 2 oU(t))
21.
{
2 2 9
ie <r- 2> cos 2(t - 2) )au(t - 2)
2
y(t) = 1 + v2 sin v2t - cos v2t + cos t
t\/22 6
sin(t1v22) + 1 1 cos(ttv22)-% sin t 2
35. x(t) = / e- '(3t sin 3toU(t) - (67T cos 3t - 3t cos 3t +
8
sin 3t)ClLJ.(t - 2?T) + (37T cos 3t - 3t cos 3t +sin 3t +
t(t) 6
Exercises 8.6 37T sin 3t - 3t sin 3t)oU(t - 7T))
60
60
50 W) 1. Q(t) =2-
2e-r - 2(1 - e 1 -')oU(t - 1), J(t) = 1
37. x(t) = 3(1T4 + l?n2 + ) [(3(n2 - 4) cos ?Tt -
40 2e-' - 2(1 - e 1 -r)O(t - 1) - 2e 1 -'oU(t- 1) 16

=to -
40 4 4 31
30

20 -2
3. I(t) e-r) -f 0 - e-U- >)oU(t - 1 1) +
e- '(15 7Te ' sin ?Tt + 16e + 1 - 4e 4 + ?T 2e 31 + 1 -
2 4
47T e )) · ClLJ.(t - 1) - e - 41(3e 41( ?T 2 - 4) cos ?Tt + l 6e 3'
-4 10 r to - 2 e-(r- ))oU(t - 2) - to - e-(t- 3 »auc1 - 3) +
2 3
+ ?T e ' - 4?T 2 - 15?Te 4 r sin ?Tt - 4)oU(t))

0.5 -6 -2
39. x(t) = 1~ (sin t - i sin 4t - 15 sin(4 - 4t)oU(t - 1))
 Answers to Selected Exercises Answers to Selected Exercises A-59
A- 58

cos t + ~ ~ cos 2t + / t sin 2t

(d) 7 89. See Instructor's Resource Manual and Student Resource
41. x(t) = +e- 2'(e 6 sin(3t - 9)1L(t - 3) + 1.5 x(t) =
0.8 18 2 Manual.
1.25 71.
2 0.6 7 7 I .
e sin(3t - 3)1L(t - I)) t = 9 cos t -
{ y () cos 2 t - 12 t sm 2t
0.4 0.75 9 x(t) = -t\/3 sin \/31
127150 ~ 250 1250 . 0.5
1, . 2t I . 91.
43. x(t) = 200 + - - - e + 13 cos 1 - 1 3 srn I, 0.2
81(t) = -8
r,:;
j sm v3 + 8 sm 2t
v 3 {
13 0.25
y(t) = t\/3 sin \/31
bounded 10 15 20 25 ( 10 15 20 25 ( 73
· { 82 (t) = _ _!_ v3 sin .J:!__ - _!_ sin 2t
4 v3 4 x(t) 0.6
y

4S· x(t) = 200 + 63 650 e - -1250 250 srn

- co t - l3 . t; (e) )
5,

bounded
13 3 1.5
1.25 cos ~ +
81 (t) = ± cos 2t ± 0.6
0.4
0.2
0.4

7S. 21
0.75 { 82 (t) = cos \/3 - cos 2t
47. x(t) = -250 + 5350e 2' - 200 sm t - 100 co t, -0.2
0.5
unbounded -0.4

~sin ~+±sin 2t
0.25 -0.4
81(t) = -0.6
10 15 20 25 ( -0.6
49. x(t) = -10000 + 17500e' + 2500 cost+ 2500 sin t +
(10000 - IOOOOe'- 5 + 2500e' 5 cos 5 - 77. v3 .
{ 82(!) = - - sm
2t 1 .
2500 cos 5 cos(t - 5) + 2500e'- 5 sin 5 - (f )
I 75 2
v3 - I sm 2t
2500 sin 5 cos(/ - 5) - 2500 cos 5 sin(/ - 5) + 1.5

2500 sin 5 sin(/ - 5))11(1 - 5) 1.25

81 (t) = -± cos ~ + ± cos 2t
79.
SI. x(t) = -5000{1 -%e' + t(cos t - sin t) +
0.75
0.5
0.25
{ B2(t) = 1 2t
-2 cos \73" - I
1
cos 2t
93.

21 ( - 2 +
-cosC\/ 2~ kw
2e ,_ I + e t I
cos I - cos t - e ( I .
sm 1+ 10 15 20 25 ( 2
x(t) = ).
. "'
sm t)-1.t(t - I)+ (i - Ie 3 ,-2 +II (cos(t - 2) - 59. (d ) x(t) =cos St - cos s\/31, y(t) = 81.
{ 1Y2k + kw2 ) '
2(cos St+ cos s\/31) y ()
t =cos ( '~
sin(t - 2)) )ll(t - 2) + · · ·} vm

S3. x(t) = e'- 2 ( l OOe 2

+ 20011(! - 2)) => x(5) =
x(t) = i co t - i cos V6 t max. distance = 1 for x and y.
2 9k kVfi
1.5
I
63. 4 I 83. x(t) has frequency w1> where w 1 = - - --· 0.5
e 3 (200 + 100e 2 ) = 18,858 { y(t) = 5 cost+ 5 cos V6t 2m 2m '
-0.5
2 9k kVfi
t t
-1
I -kt 1a ki kikt y(t) has frequency w2 , where w2 = - + --
SS. x(t) = k + k3 e (-c + ce + ck - c· +c· e + x(t) = cos t + cos 21
2m 2m -1.5

kxo + k3xo - ckekt cos t + ceela sin t) 65. 2 2 87 (a) Q(t) = 292175000 -100(5+2 6Jt
{ y(t) = 3 cos t - 3 cos 2t · 159587072641 e -
S7. {b) x(I) = f [o - )'1L(1 - 411) -
Co e -a<t-.in 1 7387691623 -100(5+2V6)t

(1-e ;u
n~O a
>yu(1-4n-t)]
.in
12 x(t) = i cos \/31 + t cos ~ 1276696581128"\/6 e
292 I 75000 4oov6i- 1oo(s+2V6J1
+
9S. See Student Resource Manua l.

(c) v(I) =
• n~O
c0 [lo -
b
e-b(r- 4 nlcJ.L(1 - 4n) -
67.
5
2
{ y(t) = - - cos v3t + - cos _t_
5 V2
2
159587072641 e +
1.5
7387691623 e 4oov6t-I00( 5 + 2 V6)t _
_ l_(e a(t-4n) +e b(t-4nl)l.l(I - 4n)]- I I . 7 I . 1276696581128"\/6
4 + l8 sm 21 + 12 cos t + l8 sm t +
2 0.5
b- a x(t) =
584350000 204799950
nt co(-i-(1 - e - 4n bit I2ii:u(1 - 4n - ±) - I 1
- cos t - -t cos t
6 6
159587072641 cos 3771 - 159587072641 sin
3771 -0.5
-1
1 I . 7 4 . 584350000
I a(t 4n 12) + 69. v(I) = - - - sm 21- - cos 2 t + - sm t + (c) J(t) = 159587072641 cos 3771 - -1.5
b- a ( e " 4 18 12 9

e bit 4n '".!))1L(1 - 4n - ±)] I

3
I
- cos t - - / cos I
3
204799950
159587072641 sin
3771 -1.5
 Answers to Selected Exercises A-61
A-60 Answers to Selected Exercises

+ 9
l
x 1(1) = -2 sin 1 45. x(t) = t cos I - t cos 31 - sin(3t)oU(t - 7r) C HAPTER
97. x 2(t) = sin t
x 3 (1) = 2 sin t 47. g(I) = I + sin I - cost
Exercises 9. 1 {e- 4-'(eix sin n17Tx)(e 2x sin n7TX) dx =
X· ·) s
51. ( a 2) - - (b) 1. y = 0 0
s - I s2 - I
53 2
5 + 2 3. no solution { sin m7TX sin m7TX dx =
(d) 4 0
(c) 54 + 4 s + 4 sin(m - n)7TX _ sin(m + n)7TX]1 =
5. y -- e (e 2, - e -2x) 0
s2 - 2 (f)
2s 2
e - e
-2 [ 2(m - n) 2(m + n) 0 ·
(e) s4 + 4 s4 + 4
7. y = 0 37. A,, = 1 + n 2 ef, n = 1, 2, .. , y 11 (x) = x sin(n7T In x)

53. x(I) = -2 sin f +s + cos(21)'11.(1 - 7r) - 9. y = C sin x

l
39. y(x) = 2x 2 - x

Chapter 8 Review Exercises

I I
3.
es' - 1
1
15
sin ( f) oU(t - 7r) - +s cos(21) + +s f)cos (
11. y = 27T cos 27TX - sin 27TX
13. y = 0
41. y(x) = C sin x - + sin 2"

1. -; - ~2 ~ 45. A1 = (2.02876) = 4.11586, A2 = (4.91318) 2 = 24.1393,

10~00 10~00 co (1001 -
2
0
55. Q(I) = -220( - 200)) 15. An = { 2n 2= O 2
,\3 = (7.97867) = 63.6591
5(s 4 + 24) n 7T , n = 1, 2, .
5. 7. (s - 2)- 2
11 11 I.n=O
'11(1 - 2) + - cos(lOOI) () = {
J'nX
2 500 500 cos n7TX, n = 1, 2, ...
4 s - 9 Exercises 9.2
9. 6(5 - I) 11.
(s2 + 9)2 57. /(I) = I OOv'2e- 1 sin(2\/21) ,\ = [(2n - 1)7T] 2 , _ . (2n - 1)7TX 2
17 • n , J,.(X) - SID , 1. ao = 1, a,,= 2 2 [ ( - l f - I], n ::2'.: l;
2 2
s+5 15. e 3";T.J:! 59. x(t) = I 0000e 21
+ I 00e 2
' 2'11(1 - I) 11 7T
13 n =I, 2, ... l "' 4
· s 2 +10s+34
w 4 3
f(x) = - - L(
_ l) 2 2 cos(2n - 1)7TX =
2(3 - 2e 3') -42e 5 s 61. y(x) = (x - 2x + x2) 19. A,,=±( I + k,,2). where tank,, = 2k,,, n = I, 2, ... ,
2 11=) 2 /1 7T
17. 19. 24 1 4 4
se7s s- 5 - - -2 cos 7TX - - - cos 3 7TX - . ..
y,,(x) = e-xiz sin(k,,x) 2 7T 327T2

21. _322
s e '
+-24' +
5 e.!.5
~
se-'
65
· [·~:
.
~l2 ~ 2e1 _ le2'
2 21. A" -- 2(1
1 + k,, 2), where tank,,= 2k,,, n = I, 2, ... , 3 · ao -l
- , a" -- 242 ( - l )" , n ::2'.: 1;f(x) =
3 n 7T
e' - I Yn(x) = e -xl2 sin(k,,x) 1 "' 4(-1)" 1 4
- + I _2_2_ cos t17TX = - - cos 7TX +
s\e'+ I) ,. = _l3 + e1 - _!_e31
3
+ 3 11=I n 7T 3 71
2
1
23. A,.= 2(4 + n 2ef), n = I, 2, ... , y,,(x) = eix sin n7TX
A

25.
'TTes +
e'(s2 + 7T2)(1
7i

- e 2s) = (e' -
rres
!)(s2 - .,2) 67. 2( ++ te 3'- 6 - }e'- )auc1 -
2
2)
25. s(x) = 1, Ym(x) =cos 1117TX, y,,(x) =cos n7TX; if /11 =F- n,
4
227T2 cos 27TX + ...

27. -2 sinh 51 r = _ _!_

. 3
+ _!_e3' -
3
(-..!. + _!_e31-6)cuc1 - 2)
3 3 f cos m7TX cos 117TXdx =
5. a 0 = 2, a,, = 0, n ::2'.: 1,f(x) = 1

29. 1 5 - 3 0 7. ao = 2, an = -.:J:..-.z(-4 + 4 cos n7T + n7T sin n7T)

t17T 2 2,
31. e St COS ( - 2 x(I) = i( v'3sin(~1))
2\/2 sin(v'21) +
sin(m - 11)7TX
-----+
[ 2(m - 11)
sin(m + n)7TX]1
2(111 + n) 0
=O
·
11 ::2'.: l,f(x) =

+ L~
69. t17T . 117T) cos--
117TX
33. 711(1 - 7) + 6'..ll(t - 3) { y(t) = t(-2\/2 sin(v'21) + 4v'3sin(~1)) . (2111 - 1)77X 1 222 ( -4+4cos-+117Tsm-
27. s(x) = 1, Ym(x) = sm , y,,(x) = 11=1 11 7T 2 2 4
35. 8 cos(I - 3)U(I - 3) 2
2
. (2n - 1)7TX . 9. ao = -2(e- 1 - 1) a = f127T~ + 1 [(-l)
11
+ 1e- 1 + l] '
37. d7 e 11(9r 2 e 31 - 6te 31 + 2e'' - 2)
7
1. {x(t) = -H('o" - <o• v'3t + 1'in 1) \ SIIl
2
; If /11
1 . (2m - 1)7TX . (2n - 1)77X
=F- n,
n ::2'.: l,f(x) =(I - e-
' II

1
) +
39. y(t) = e 1
' sin 1 y(t) = I -cos 1 + cos v'31 + 1 sin 1)
0 Lsm
2
sm
2
dx = ~
L 2 22 + I [( - J)" +I e - ! + I] cos n7TX =
n=l 11 7T
2 sin(2111 - 2n)7TX _ sin(2m + 211 + 2)7TX ]1 = 2(J + e I)
41. y(t)=61 + 1 I
\/3 sin( ~1))
[ 2(2111 - 2n) 2(2m + 211) O. (1 - e - ) + cos 7TX +
43 • .l (t) = -e
41
+ 2e
2
'
. {x(t) = t(-3 sin 21- 0 7T 2 + l
73 4 4 4
29. p(x) = ef- d' = e- ', s(x) = e- ·', y,,,(x) = 2(1 - e- 1 )

+ ( 8I + g-e
I 4 41 1 2
-4e 21) l(r _ I) y(1) = ±(3 sin 21 - v'3 sin( ~1)) eix sin m7TX, y,,(x) = e 2' sin n7TX; if m =F- n,
227T2 + 1 cos 27TX + ...
A-62 Answers to Selected Exercises Answers to Selected Exercises A-63

11. b,, = _1__c-1r+ 1;J(x) =

n 1T ,;-;;-1 n 1T
f
_1__(-1r ... 1 sin nm:= sine series for f(x), so A,, = tf f(x) sin(
11
;-x) dx. I
b,, = -(2(-1)"+ 1 + 1), n
111T
00
2: I; 43. b,, = n~[-cos nTT +cos ~1T Jn 2: l;
-2 sm 1TX - - 2 sm
. 2 m: + - 2 sm . 3 m: + · · · 31. cosine series: (a) a0 = 1 2, 1cx) = -I + I 2I2 c1 - c-1n cos 111TX +
[ ~ -
L . l17TX = -4 sin-+
4 [ -cos n1T +cos -ll7T] sm-- 1TX
1T 21T 31T 2 4 n=l n 7T n=ln7T 2 2 7T 2
a,, = 4"'4'(6 + 3(-2 + n2TT 2) cos nTT);
2
13. b,, = 2(-1)"[-3
n 1T
3- -
1
n1T
-J- ~ n r.
n 1T
2
(b)a 0 = I 6,a 11 =4"'4'(-6-(-6+n 2 >
1T-)cosn7r);
- -(2(-1)"+ 1 + I) sin nTTX] =..!.+~cos 1TX +
1
nTT
3 . I .
4 1T
4 . 37TX
37T 2
4 . 51TX
-sm--+-sm--+ · · ·
57T 2

f(x) = I [2c-1r[~- - -l- ~l

1
sin nm:=
n 7T
~(4(-6
- sm 1TX - -
1T 27T
sm 2 TTX + · · ·
4
45. b,, = - 3-[l - cos nTT], n 2: 1;
-4 n= I1 ) . n 1T2 ( ~7T)J . n2 1i ~ (c) ao = 215, a 11 =
n 7T
+ n2 TT 2 ) cos nTT);
- (e - e -1).,a,,-
- (-1)" (e-e -1) ,n-1,
n 1T
2 ( ---:;?" + 1T sm m: + 9. ao- > . 4
- ,. sm rr.:r
L - -[l -
00
-t- 2 2
2 (d) a 0 = 4 15 l+nTT 3 (-1)"] sin nx =
-4 (-l)n+ln1T I n=ln 7T
2 (--=!_
337T3
1
+ - -) sin 3 m: -t- • · •
37T
a,,= ~(-12 + n 2TT 2 ) cos n1T
n 7T
b,,=
1 + n 2 1T 2
(e-e- 1),n2:l;f(x)=-(e-e- 1)+
2 I ( ! ) sin (2n - 1)x = sin x + ~
(-1)" 2n 1 3 7T 7T
15. b,, = _1_(1 - (-1 t).f(x) = sine series: (a) b,, = ~ 2 3 (-6 + n 21T 2) cos nTT; L00 [

n=l 1 + n 7T
1
2 2 (e-e- )cosnTTX+
n=l

8 . 3
n1T n 1T
- 3- sm x + - 38- sm
.
5x + · · ·
(b) b,, = -
-4
(I + 2 cos nTT);
(-1)"+ 1n7T _1 ) sm. n1TX] = -(e
I -1 37T 57T
"" 4 . 3- - - -2- 2-(e - e - e )-
) ( l) sm(2n - l)m: = II 7T 3 l+nTT 2
n--='1 .2 n - 1i 2
(c) b,, = +sc24 - (24 - 12n 21T 2 + n4 TT 4 ) cos nTT) e-e- 1 (e-e- 1 ) . 47. ao = 2, a,,= 0, n 2: I; b11 = --(! + (-!)"), n 2: I;
4 sm 5x 2 cos 1TX - sm 1TX + 111T
-4 sm
. x + - 4 sm
. 3x + --- + ··· n 7T J+7T J+7T 2 2
-4(12 + n2TT 2 + (5n 21T 2 - 12) cos n1T) L-
00
1T 3r. )1i
e - e- 1
2(e - e- 1 )7r . f(x) = I + - ( ! + (-1)") sin n1TX = I -
(d) b,, = 5 5 -~2~ 2 cos 21TX + 2 2 sm 21TX + · · · l17T
17. b,, = ~ , (nr. (cos n1T - cos nr.) - 4 sin nr.). n
2 n 7T 1+21T 1+27T
n=l
2: 1 4 . 2 4 .
n ,.- 2 2 - sm 1TX + - sm 47TX + · · ·
11. odd;f(-x) = (-x) 3 = -x 3 = -f(x) 21T 47T
j(x) = Exercises 9.3
7· 13. neither;f(-x) = (-x) 2 - (-x) = x 2 + x * -f(x) or
11~:2 (nr. (cos n21T -
11 11 1T2 -1
cos nrr) - 4 sin ") sin 2
2 1. a0 = o·, an = 0 ' n >
- J '· bn = -n1T
- cos l11T = f(x) 49. a0 = 3' a,, = 7' n 2: I;
15. odd;f(-x) = -f(x)
19. b,, = 211
~ (I
+ n 1T 2
- e- 1(-1)").f(x) = ~(-1)"+ 1 , n 2: f
_1__(-1)".,. 1 sin n1TX =
l;f(x) = b 11 =0,n2:l;
x2
f 211
1 n 7T n 1T n-='1
17. odd;f(x) = { _;2, x -; <0 o,f(-x) = -f(x)
>
7T2 I 7r2
'.'. (1-e 1(-l)")sinnm:=
n'";;'I I + n·rr 2
-2sm
7T
. TrX - -
1
7T
. 2
sm TrX - +2
37T
·3
sm TrX + · · · f(x) = -
6
- L
oo
2 cos 2nx = -
n 6
- cos 2x -
19. neither n=l
21T(I + e-') . 4r.(I - e 1 ) 2 2 1 I
---~- sm 1TX +
1 + 1T 2 ,
1 + 22 1i"
sm 2 m: + 3. a0 = O; a,, = 0, n 2: I: b,, = ( - ; ) cos nTT = ~; 31. hint: let x = p. - cos 4x - - cos 9x - · · ·
4 9
(~; - 2
:)-1)", n
1
61i(l +e ) 33. hint: add the series in Exercises 31 and 32.
----=--,=-- sm 31TX + · · · l;f(x) = 51. If T 1 = nT2 , n is an integer.
I + 321T"
2:
1T 7T 37T
(c) 'TT; (d) 4; (e) 4
2 2
35. (a)
2 ; (b) 'TT; -e;",,.(l - in1T) + e-;n,,.(I + inTT)
2
21. cos x =I+ I cos 2x f (1;
n=l /1
- 7T )(- I)" sin 1zx = (27r 2 - 12) sin x +
n 3 1 I I
53. c,, = 27Tll2 , c,, =
2 37. (a) O; (b) 4; (c) -4; (d) 2; (e) 2
23. cos x =
J
43 cos x + 41 cos 3x (2
3 - 7T 2) . sm 2 x + ( -21T- - '9
4) sm
. 3x + · · ·
e;11 ,,.(l - inTT) + e-;",,.(l + in7T)
27Tll2
3 11
39. a0 = 2, a,, = _ _±__ sin 7T, n 2: I ;f(x) = l +
25 . sm
. 3x = 4
3 sm
, x - 41 sm
. '
xc
5. ao= -2;a 11 =0,n2: I; nTT 2
f(x) = ""( L --112 cos nTT sin nx + -11 27T sin nTT sin nx)
2-
2
bn = - (I - ( - I)"). n 2: I; ~ ( 4
L - - sm - . 111T) cos - - = I - -4 cos -1TX +
111TX n=I
oo 2(-1 )"+I . nTT n-1 l17T 2 2 7T 2
27. x = '> sm nx on 0 < x < rr: b = 11 .;., 4 . (2n - 1)TrX 4 37rX 55. Isin11 nx I s -\.; I -\. convergent p-series (p = 2 > I) .
~1 n f(x) =-I+ > sm ~-----'-- 37T cos -2- + ... 2
11~1 (2n - 1)7T 2 11 n=I 11
2(-1 )"+I
---'---'-:::2-. n 2: 2 4 . 1TX 4 . 37TX 7T2 2 1T2
=-I + - s m - + - s m - - °' 4(-1)"+ 1
n(l - n ) 7T 2 37T 2 41. a0 = 3' a,,= --;?[(-1)" + I], n 2: l;f(x) = 6 + 57. (a) L sin nTTX; (b) no; (c) no, the FS for g is
"", . (n-;::\·) (nr. · 0) 4 . 57TX 2 n= ll7T
J

L - -2((-1)"
00
29. v(x, 0) = n'";;'I A,, sm -f- cos - ( - = +-sm--+ · · · - I] cos nx = I + 4 cos x + not uniformly convergent.
57T 2
.;., A,, sm. (nr.x)
.!.... -(- = j'( x: ~,
) .!._ • sm -(- (nux). the Founer
. ~(1
n=l n
2 1 2,,. x(27r - x) 1T 2
= TT 2/6 .
3 , so ar)2
.ri,, 1:. 7. ao = ..!.: a11 = - (-1)"), 112: I; _±_cos
32 3x
, + ··· 59. ao = 7T dx =
11=1 ,, .. , 2 n·1T• 2 0 4
A-64 Answers to Selected Exercises Answers to Selected Exercises A-65

61. (a) an = 0, n ;::::: O; bn =

-2(-6 + n 2 rr 2 )
n3
J_ J,rr x 3 sin nx dx =
1T 0

cos n rr, n ;::::: 1

f r
5. p(x) = eix, s(x) = eix; c,, =

2n1T
e2xj(x)( e -x Sin n;x) dx; (a) Cn =
21. (a) Co= 71" 2/4, C1 = -3, Cz = 571" 2/16, C3 = -28/9, C4 =
8171" 2/256, C5 = -704/225, C6 = 3257T2 /J024, C7 =
-768/245, Cg= 20825rr 2/65536, C9 = -311296/99225;
7. a0 = O; a,, = __±__sin n 1T

9. ao= 1;a,,=
n?T

:
2

[2cos n 1T -1-cosn1T]
[e 5 cos n1T - 1] = (b) Co= 0, Ct = 3?T/4, Cz = -15/8, C3 = 7?T/24, C4 = 112 2
2
J," x 2(1 - x) dx = -2rr-,2 an=
1 n2 1T 2 + 25 -45/32, C5 = 319?T/480, C6 = -637/384, C7 =
(b) a = 0
0
1T
3 2n1T
n 2 7T 2 +
5 n .
[e(-1) -l],(b)c,,-
- 159?T/448, Cg= -289/192, C9 = 1012517T/J61280 11. a0 = 1· a = -~ sin n1T
25 ' " n1T 2
- 1 J," x (1 - x) cos m dx = 24 cos nrr, n ;::::: 1
2
3 3 1
rr o n [e 3 (n1T cos n1T - 5 sin nrr) - n1T]
1T
2 22 13. a0 = I - - ; a,,= - -2-[cos n?T - l]; b,, =
n rr + 25 5 5 2 n 1T
bn = J_ J," x 2
(1 - x) sin nx dx =
3 - ll27T2
Chapter 9 Review Exercises 1
1T 0 --[(?T + 1) cos n?T- I]
2(-6 + n2 rr 2 ) 7. An = , n = I, 2, ... ; c,, = n1T
4 1. (a)y,,(x) =sin n1;, n = 1, 2, ... ;
cos n rr, n ;::::: 1
n3 12
2f exg(x)(e-x sin nm:) dx 3 1 1
15. ao = - ; a,,= 22[1 - cos n?T]; b11 = - cos n?T
f r
4 nz1T2
0 2 n 1T n?T
(c) a0 = J_ J," x 4
dx =
2
rr , a,, = J_ rr x 4 cos m dx = (b) A11 = ----U-' n = 1, 2, ... ;
1TO 5 7TO 9. Cn = 2 exx 2(e-xl2 sin nm:) dx = 17. (a) letx = O; (b)x = 1T
8(-6 + n 2 rr 2 )
n4
cos nrr, n ;::::: 1; b,, = 0, n ;::::: 1 4(-1)" n1T
(
0
2 4
2 z)3(-112n ~+34+3211 7r )-
4
(c) w,, = nz j"ip, n= 1, 2, .. .
19. let x =
1T
2
4
I + 4n 1T
(d) a 0 = -1 J,"x(I - x 3 ) dx = -2rr
- . a,,= 64nrr(4n 2 ~ - 3) 3. bn = _!__[.?._ + .?._(-1)" - _i COS ll7T]
rrn n n 2 21. (a) b 1 =
3
4' b3 = -4, b,, =
I
0, n * 1, 3; (b) a =
3
4'
1T 0 5 (I + 4n21T2 )3 1

8 - sin n?T 1
J_ J,"x(I - x 3 ) cos m dx = l L""fl-I c,,P,,(x)Pm(x) dx. If m = 5. b = -
= 4' a" = 0, * I, 3
1T 0 11. f- l f(x)Pm(x) dx = n=l n, n n21T2 2 a3 n
-8(-6 +n 2
rr 2
)
fl P,, 2(x) dx = - -2 - Cw
n4
cos nrr, n ;::::: L b,,
f l
f(x)P,,(x) dx = c,,
211 + 1
f r
-I -I

J_ "x(I - x 3 )
rr o
sin m: d'C = -=3_ cos nrr, n;::::: 1
n If m * n, -I
c,,Pn(x)Pm(x) dx = 0. CHAPTER 10
63. Alternating series. n ~ = 0.000005 when n = 13. (See Section 4.8 for Legendre polynomials)
2 1
99999.5. Requires n = 99999 terms. co=2
LI 2x(l)dx=2;c1=2
I I 3 LI 2x(x)dx=I; Exercises 10.1 31. Uxx = -16 cos ct sin 4x, 411 11 = -4c2 cos ct sin 4x;
0 0
c = ±2
1. u(x, y) = Cek(x-y)
Cz = 25LI 2x (I I) )d'C = 8;
5 c3 = 2
2(3x -
3. u(x, y) = C/eio: 33. yes
Exercises 9.4 0

~ £12x(t(5x 3 -
1. (See Exercise 17, Section 9.1) c,, = 5. u(x, y) = Cekx+(k- l)y 35. yes, u1 = -2 sin 2x sin 2t
3x)) dx = 0. Then,f(x) =
1 (2n - l)m 4 7. u(x, y) = G(x) + F(y) au = cos(x + 1) = 0, x = rr/2 -
f
2 f(x)sin
o 2
dx; (a) c,, =
(2n- l)rr
: coPo(x)
1
+ c1P1(x) + c2P2(x) + c3P3(x) + · · · .
9. u(x, y) = Cxke -yk
39. (b) ax I, u(rr/2 - 1, 1)""
1
Lt x (2(3x I; u(O, 2) =sin 2; u(O, 3) =sin 3; The maximum
(b) c = 8
" (2n - I )2 rr 2 sm
. (2n - I) rr
2
8( - I)"+
(2n - I )2 rr 2 •
15. co= J,0 x(l) d'C = I c2 = 5
2;
0
1 2
- %;
I) ) d'C = - 11. llxx = 2, Uvy = -2 displacement, lul, is I in each case; (c) u( 11"! 4, t) =

(c) c -
16
,, - (2n - 1)2 rr 2
. (2n - l)rr
sm -----'--
2
32
(2n - 1)3 rr 3
C4 = 9 fx( 4 2
t(35x - 30x + 3)) dx = -
3
16
13. u= = ex sin y,
2xy
uvy = -ex sin y
-2xy
sin(t + ?T/4), u( ?T/4, 0) = sin( rr/4) = V212.
41. (b) 100; (c) I 00
16(-1)"+ 1
(2n - 1) 2 rr 2
32
(2n - 1) 3 rr~
17. c1 = 3 £' x d" = f; c3 = 7 f( 3
t<5x - 3x)) dx = -f; 15. llxx = (x 2

17. uu=2,urr=2
+ y2)2' UY>,= (x2 + y2)2
Exercises 10.2
1
19. u= = -4 sin 2x cos 2t, = -4 sin 2x cos 2t -200
I 5
15x) ) d'C = T6
11 I .
C5 = 11 J, ( 8(65x 70x 3 + llu
3. p(x) = eb:. s(x) = e2.x-, c,, = 2 { e2.x-f(x)(e
0
-x sin nr.:x) d'C:
0
-
2
21. Hu= -k Sin kx COS kt, Liu=
2
-k Sin kx COS kt
1. b,, = 2
Lo 100 x sm nm: dx ='--cos
n?T
n?T, u(x, t) =

(a) c,, = , 2nrr (1 - e cos nrr) =

19. If x =cos f), then dx = -sin df). If x = -1, then e 23. llxx = Sin X, l/ 1 = -e-r Sin X
-e-r L"" 200(-1)" + 1

sin wmce -n
2
""'
n·1T 2 + 1 8 = 7r; if x = 1, 8 = 0. Then, c,, = n=I n?T
2 25. llxx = -16e- 16' cos 4x, u, = - I 6e- 16' cos 4x
, ~rr [I - e(-1 )"]: (b) c,, =
2n+lfO
- - /CfJ)Pn(x)(-sin 8d8) = 3. bn = 2f1 x(l - x) sin nm: dx = -;- 3 (cos n?T - !);
4
n~1T +I 2 27. Uxx = -k 2 e-k2' cos kx, u, = -k 2 e-k2' cos kx o n 1T
2n + I J,rr .
2
2 2
n1T+1
( n;r - e 1 ·nrr
'
cos -nrr
2
-t- e 1 -, sm
.
-nrr)
2
- . , - f(8)Pn(x) sm 8 d8.
- 0
29. ux., = -e-li'' cos x, 1611, = -16k 2e-k2' cos x; k = ±_!_
4
u(x, t) =
n=t
L"" b,, sin nm:e -"
2
""'
12
 Answers to Selected Exercises Answers to Selected Exercises A-67
A-66

5. b2 = I, b8 = I, bn = 0, n * 2, 8: 11(x. 1) = sin 2r:e - 4 r + 1 . (2n - 1)71X 4To

9. 11(x, t) = ntl (an cos n:; + bn sin n:;) sin n;x;
~ . mr(l - x) . n11}1
64 25. an = 2 L [2T0 - To] sm 2 dr: = ( 2n _ l)TT 3. u(x, y) = L A,, s1nh
2
sm - -; An =
2
sin 8.xe '

20 27. u(x, t) = To
0

an =
1 1 n7TX
x sin - - dx +
Ji
n7TX
(2 - x) sin - - dx = -
2 2
L .
n=l
n7T)I
y sm - - dy =
-4
.nh cos nrr
7. S(x) = I Ox, bn = nTT cos nTT, 11(x. 1) = S(x) + 0 2 1 2 2 o 2 nrr SJ nn12
I TT l,.. 2 L,..
i bn sin n71Xe -nir.,
29. A 0 = -
TTO
x dx = -, an = -
2 TTO
x cos nx dx =
8
n TT
· -nTT ; bn = 0 , n
2 2 sin
2
?: 1
5. u(x, y) = I
00

B,, sinh nrr(2 - y) sin nm:;

fl l 2 n=l
20 - -(cos nTT - I), bn = 0 11. Ux = U,Tx + U,,Sx = Ur+ u,.; Uxx = Urr + 2Urs + Uss; Uy=
n 2 TT 2
9. S(x) = 20 - !Ox. bn =-(cos nTT - 2). 11(x. 1) = U,Ty + U,,Sy = Ur - Us; Uyy = Urr - 2u,s + Uss; Urs = O; B,, = 'nh (cos n7r - I)
nTT n7r s1 2n7r
u(x, y) = F(x + y) + G(x - y)
00

S(x) + ) bn sin nr.:xe

31. (a) S(x) = -tx 3 + ( T 1 - T0 + t )x + To; (b) v(x, I) = ..
n~l 13. llx = ur; llxx = urr; llxy = Urr + Urs; U(X, y) = 7. u(x, y) = I Bn sinh n11}1 sin n7TX; u(x, 2) =
To ) Bn sin nTTXe - n'-n2r, Bn = 2 { [f(x) - S(x)] sin nm: dx; F(x + y) + G(y) 00
11= I

11. S(x) = 2(1 - x) n-Jl 0

15. B2 - 4AC = (-2) 2 - 4(1)(1) = 0, parabolic I Bn sinh 2n7r sin n7TX =sin 7TX ==? B 1 sinh 2rr =I,
13. S(x) =To
(c)Bn = 2 £1 [-x(T1 + t)] sin nTTX dx = 17. B2 - 4AC = (-4) 2 > 0, hyperbolic
- 4(1)(2) = 8
n=l
1
B1 = --:---nh
2 71'
; B,, = 0, n =!= 1
.!_ cos nTT (6T1 + I) 19. B 2
4AC = (1) 2 < 0, elliptic SI
15. S(x) = T- I _ 1 (-Te - 1 + T- T1 +Toe 1
)ex + 3 nTT
- - 4(1)(1) = -3
e-e 00

1
T1 )e-x
6(8+4(-2+n 2 TT 2 )) _
21. B2 - 4AC = (2) 2 - 4(1)(-8) = 36 > O; Uxx = 9. u(x,y) = ao +boy+ I (a,, cosh ny + bn sinh ny) cos nx;
1
(T- eT+ eT0 - 33. bn = - 5 5 COS llTT, u(x, 1) - 16urr - 16urs + 4uss; Uxy = -4urr - 2Urs + 2uss; Uyy = n=I
e-e 11 TT 00

llrr + 2urs + Liss; "= + 2uxy - llyy = - 36urs; u(r, s) = u(x, 0) = a 0 + I a,, cos nx = 1 + 4 cos x; a 0 = 1,
17. A 0 =I, an= 0, n?: I; 11(x, 1) = I ~ 6(8 + 4(-2 + n2 TT 2 )) (-1) n 1 ',..2
F(r) + G(s); u(x, y) = F(y - 4x) + G(y + 2x)
) sin n71Xe-n- ' 11=1

19. Ao = 2, a2 = - 2. an = 0, n * 2: 11(x. I) = ,;-"1 11

5
TT
5
23. 8 2 - 4AC = (0)2 - 4(0)(1) = 0 a1 = 4, an= 0, n?: 2; b,, = 0, n?: 1, bo = -1
2 - 2 cos 2r:e 4 ' 35. S(x) = 50 + 50x,
25. B2 - 4AC = (0) 2 - 4(1)(1) = -4 < 0 11. (a) Y,,(y) = sin n;, A,, = ( nbrrr (b) a,, = O;
21. S(x) = T0 , 1::(0~ iii'°=' ixtO. I) = 0. 1> 0 .
bn = 2 { [x(l - x 3 )
0
2(-24 - S011 4 TT 4 + 4(6 - 311 2 TT 2
- (50 + SOx)] sin n7TX dx =
+ 2511 4 TT 4 )) 27. u(x, t) = t[sin n{x + t) +sin n{x - t)] = sin m: cos 7Tl (c) u(O, y) = L
~ . n11}1
B,, sm -b- = f(y) Bn =
v(x, 0) = u(x. 0) -
S(x) = f(x) - To
ns TT 5 cos n 7r,
==?

t[t t
n=l
. (2n - 1)TIX
t)] - b2 Jb f(y) sin -b-
n11}1

r
v(x, t) = X(x)T(t), Xn(x) = sm 2
.n = 29. u(x, t) = sin(x + t) + sin(x - dy
0
2
~ Jlx+r g1 sm. v d v = g sm x cos t - j . 1 . .
I, 2, ... , An = [ ( n I )TT n = I. 2. · · · :
I • 77{1 + e) 2 x-r g sm x sm t 13. Bn = 3..1 fo1 To sin n11}1 dy = 2 0
T (1 - cos nrr)
f
(2n - l)m
v(x, t) = ...:...... an sm e
.
;.,.r
·
37. A 0 =
L
0
ex sm 7TX dx =
1 +TT
2 • nrr
31. u(x, t) =At+ B + I (a,, cos cn7TI +
I
n- 1 2
(2n - l);;x an = { ex sin 7TX cos nTTX dx = n=I p 15. u(x, y) = n~I B,,e-"'rry/a sin n:' Bn =
I
an = 2 [j(x) - S(x)] sm
0
1
d-r. u(x. t) =
~
2TT(I
0
+ rr -
2
+ e(l + 77' - n 7T )) cos n7T
n2 -rr 2
n4TT4 _ 2n2TT2(TT2 _ I)+ (I + TT2)2
2 2 2
b
n
. -
sm cnm) nm· A
- cos -
P p'
= -1
Po
JP g (x) dx
'
B =
-
2 La
f(x) sin -
n7TX
dx
S(x) + v(x, t) a o a
LP f(x) dx, an LP f(x) cos -nTTX
+ f an
-1 = -2
22 L x sm
(2n - l)m TT(I + e) -n',..lr dx, b11 = 2
22. S(x) = T0 • i(x, I) = X(x)T(t), Xn(tl =cos u(x. I) = , cos nTTXe p 0 p 0 p . n7TX -4
2 J + TT" n-:;'l 17. B,, = - - dx =--;;:;;:cos n7r
- 2 LP g(x) cos -ll7TX dx
02
n= l,2 .... ,An=[( 2 n~ l)TTrn= 1,2, ....
Exercises 10.3
CnTT o p 00

19. S(x, y) = a 0 + b0 y + I (a,, sinh n7r( 71' - y) +

v(x, t) -
_f .f__, Gn cos
(2n - J)m A.z
., e
_ [(2n - l)rrl
. An - ., .
2
1. u(x. t) = cos 7TI sin 7TX
Exercises 10.4
n=l

n- 1 .... -
bn sinh n11}1) cos n7TX; S(x, 0) =
3. u(x. t) = I '(3 TT) sin 3 7TI sin 3 m:
..
00
(2n- l)m ~
n= 1,2... ,an=2
I
I _
LJ(x)-S(x)]co~ .., dr:
. n7TX . n11}1
1. u(x, y) = L Bn smh - - sm - -; Bn =
2 2
ao + I
n=l
an sinh nrr 2 cos n7TX =
0 - 5. u(x, t) = J/rr in 1TI sin m: + \ an cos nm sin nr.:x n=l

23. 11(x. I) = Ao +)
00

(an cos nx + bn sin m)e c'n'r. -2(1 +cos nrr)

nc l
nTT
l n11}1Li
(1 + y) sin - - dy =
1
cos 7TX, a1 = - . - -
s1nh rr 2
, an= 0, n =/= l; S(x, TT)=

n-::'1 \\here a 11 = , n ?: I 0 2
sinh-
n2 11'"
00

=-::1 J'" I
2
Ao= - 1 f1T f(x) dx. an /(x) cos 1L\ dY. bo71' + b,, sinh 7r 2y cos n7TX = 0, bn = 0, n ?: O;
21T -TT " 1 2 - 6 cos nTT n=l
" 11
7. u(x. t) = ) (an cos nt + bn sin nt) sin m·; a2 = I, sinh rr( 71' - y)
nTT
bn = -I f'IT j(x) sm n~l sinh mr u(x, y) = . cos
TT - rr
!IX dr:
a,. = 0, n * 2, bn = 0, n ?: 1; u(x, t) = cos 21 sin 2x 2 Slnh 71'
2 7TX
A-68 Answers to Selected Exercises Answers to Selected Exercises A-69

23 • B mn =- 4- l7T 11 (x + r) sm
(I )(I} 0 0 .
. mrr.x sm. nm·. cfr d1. = 11 2:

c,, sinh
I. u(x, y) =
nrr.x sin n71Jl
I"'
" l
(bn sinh 117T(l - y) sin nm: +
+ d,, sinh n7T(l - x) sin n71Jl)
24. u(r, ()) = i:
11 = l
r"b,, sin ne, b,, = l_
7f
r0
/(8) sin n() d(),
2 n 2: 1
---z23[-4mmr cos nnr + mn7T(I + 7T) co ·(m - 11)rr A,,= -1 f"'
e2(! + e2) cos n() d() =
m n rr
- 2mn 7T 2 cos nrr + mnrr(l + 7T) cos(m + n)7T] 41. a,,= .nh
SI
2
2fl7T
1 O
1
x(l - x
2
) sin nm: dx =
25. b,, = -
2
T sin
l7T 118
-2To
d() =--(cos nrr - 1), n 2: 1
7f - . r
4(-12 + n 2 (1+2-rr 2 )) cos n7T
7f o 0 , B,, = 0, n
f( ) -:~( 1 2 2 n7T 4 2: 1
2 -12 csch 2nrrcos b = =0 d = n
27. B mn = o·' A12 = C7T
\' 7T 7r
) = c\.'5 ~ n31'f3
n7T
n
0' Cn ' n
2 28. u(r, t) = I OOr Chapter 10 Review Exercises
Ciz = A~ 2 ( *) = 4c~ 5 s1
.nh(l , }
nrr 2 o •
f,
v sin(1111y/2) dy =
l
-4 cos nrr 2 4 1 1. (a) c = I; (b) c = 4; (c) c = 16
- - - - csch(tl7T'2), u(x, y) = 29. cos 2</J = 2 cos <P - I; 3P2 (cos </J) - 3; u(r, </J) =
29. B
mn
= -4-
(1)(2}
1'11 (xv)(l -
0 0 .
x)
"'
n7T
4 2 l 3. (a) Uxx = 0, Uyy = O; (b) llxx = 9e 3x
COS 3y, Uyy =
) (an sinh n11}' sin nm: + 3r P 2 (cos </J) - 3 3
2(y2 - x2) 2(x2 - y2)
. . nm dx dy
X (I - v) sm mrrx sm 2 n~l
d,. sinh 11rr( 1 - x)/2 sin(n71Jl/2))
-9e x cos 3y; (c) Llxx = (x2 + y2)2 • Llyy = (x2 + y2)2

=
-8
~((211-rr-
m 11 rr
, ,
- 8) cos n11i cos 117T -
, ,
(211-rr- -
8
) 43. 11(x, y) = sinh y sin xisinh 7f 31. R'(a) = dd [Jo(Ar)Jlr=a = -AJ1(Aa) = 0, Aa =
r
5. a0 = - I
27f - .r
f
1T j(())d(), a"=-,,
7rp
I .r
- .r
/(8) cosf 11() d(),
X cos nrr + 8 cos mrr - 8); Cmn = 0; 11. m 2: l sinhy sin x sinh 2y sin 2x a 1,n (nth root of J 1); A,, = a 1,,/a
b,, = - ,I , f1T j(()) sin 11() d(), 11 2: 1
45. u(x, y) = sinh rr 2 sinh 27f 7Tp - .r
2 17T . 211(1 +cos 1177)
35. an = - cos x sm fL'( dx = 2 1) • bn = 0.
33. (a) A 0 = -
f7T e2 cos() d() =
l
-2, A,,= 7. u(O, t) = A 0 ; u at the center of the disk equals the
7f 0 (11 - 77
2rr -7T
c,, = 0, n 2: I, d,, = -2
7f
f"
0
sin TLX dx = Exercises 10.5
-l f"
e2 cos ()cos n() d() =
average value off around the boundary of the disk.
11. rR"+ R 1 + A2 rR = 0, R(a) = 0, Z"- A2 Z = 0, Z(O) =
1. u(r. ()) = r cos () 7f -7T
-2n(cos 11~ - I) ( ·) _ 4 0, R(r) = c 11 0 (Ar)+ c 2 Y0 (Ar), c2 = 0 (bounded),
, , II X. _\ - (4rr - 4n rr) cos 117f
, I l J 0 (Aa) = 0, A,, = a,,la, a,, = 11th zero of Jo. Z(z) =
00
n-7T
3. co~- 8 = 2 +2 cos 2(), u(r, ()) = 2I l 2
+ 2r cos 2
()
7T(n - 1)3(n + 1)3 , B,, = 0, n 2: 1
c 3 cosh Az + c4 sinh Az, c 3 = 0, u(r, z) =
) (a,, cosh ny sin rtx + d,. sinh n7f( 77 - x) sin n 1l)°) 2~
1 f7r
J" e2 d() f"- 7T e2 L
00
n~l
5. Ao = - 1 = -I 7f 2, A,, = -1 cos n() d() = (b) Ao = 0, A,, = 0, B,, = - e2 sin ()cos n() d() = a,, sin A,,z J 0(A,,r), a,,= .nh b 2 J 2( , )
A,, 2
r
2rr _.,,. 3 7f 7f - .r "= l SI l Gil,,
37. bn = .2 l7Tx(I - x). sm
. nx dx = (8n - 811 3 ) cos nrr
rr smh n o 3 3,l12:] rJ0 (A,.r) dr
(n - I) (n + I) 0
2 csch n(2 + (-2 + n 2(1T- 1)7T) cos nrr) d
1131T • n

2 f" sin nx di: =

- 2( - 1 + cos 1177) h
csc n rr,
7. B = - -
n
2 l7T sm
7f 0
. n() d() = --(1
2
1!7f
- cos 117T),
7T sinh n1T o 11;; n 2: 1; A,, = 0, n 2: 0
Cn = .
2
,
7f smh nrr- o
1
sin 1 111l)' dy =
9. A. 0 = 17f f" () d() = 4;
7f
A,, = l
rr l7T 8 cos n() d() =
-20(-1 +cos nrr) , 2 0 0
- - - - ' - - , - - - csch nrr-.
nrr
11 2: 1
1
-,-(cos
n-7T
nrr - l); B,, = -1
7f o
() sm J" . n() d() =
"'
11(x, y) = Y (b,. sinh ny sin nx + c,, sinh nrrx sin nn:i + l
n I - - cos /17r, II 2: I
II
d,, smh nrr(rr - x) sin nm•)

39. bn =
7f
.
2
Sinh 117f o
x- sm L. , . 117TX
d:.'( =
1
2
13. u(r, t) = - - sin(ca 1t)Jo(a1r)
+ (- _
2 + 2 ca 1
- 2(2
-~-...:...._ _n_r._))_
cos r.
_11_ csch nrr. c,.

.2 fl
117T
.
(1 - v) sm 11m• cfr = - 2 csch 11rr. d,. =
15. u(r, t) = (t cos(ca2 t) + 4c a
1
2
sin(ca2t))J0 (a2r)
rrs1nh11rr 0 • · nrr

. ~? J y sin
1
1171)-' dy = -2co~nrr csc h n rr. 21. A11 -
_ 2 . , [J1(a,,) _ J2(an)]·
i ,
B n = O, n >- 1
7f Slnh 117f o 117T [J 1(a,,)]- a,, an

A Bonhoeffer-Van der Pol oscillator, 416
Abel's formula, 146, 159, 229
Adjoint, 303
Air resistance, 112
Airplane wing, 494
Airy's equation, 223, 444
Algae growth, 128
Amplitude, damped, 251
Analytic, 205
Angular equation, 236
Annihilator, 167
Antibiotic production, 132
Archimedes' principle, 246
Art, dating works of, 102
Associated linearized system, 362
Asymptotically stable, 27, 357, 363
Azimuthal equation, 235
B Clairaut, Alexis, 53
Balance, harmonic, 280
Beam, deflection of, 270
Beats, 262
Becquerel, Henri, 94
Bendixson's theorem, 414
Bernoulli equation, 46
Bessel, Friedrich Wilhelm, 21 7
Bes el equation, 217, 445, 535
Bessel-Fourier series, 537
Bessel functions
of the first kind, 219
of the second kind, 219
orthogonality of, 222
properties of, 222
zeros of, 535, 538
Bode plots, 289
Index
Curie, Marie, 94
Boundary-value problem (BVP), 182, Curie, Pierre, 94
189, 500 Curves, orthogonal, 124
c D
Cauchy-Euler equation, 197 D'Alembert's solution, 571
nonhomogeneous, 200 Damped
Center, 355 amplitude, 251
Chain, vibrating, 229 motion, 247
Characteristic Dating works of art, 102
equation, 147, 160, 306 Death, time of, 106
complex roots, 149, 162 Decay, radioactive, 94
real and equal roots, 148, 161 Decrement, logarithmic, 256
real and unequal roots, 147, 160 Deflection of a beam, 270
polynomial, 303 Dependent, linearly, 137, 153, 317
Characteristics, method of, 556 Destruction of microorganisms, 34
Chebyshev equation, 221 Determinant, 302
Chemical reactor, 422 Diabetes, testing for, 230
Differential equation
Ciairaut equation, 53 first-order, 4
Cofactor matrix, 303 Bernoulli, 46
Competing species, 21, 419 exact, 55
Complex conjugate, 150 homogeneous, 48
Compound interest, 125 separable, 26
Concentration of a drug, 39 linear, 5, 36
Convolution nonlinear, 5, 294
integral, 460 nth order, 15 3
theorem, 460 order, 4
Condition, initial, 3 ordinary, 2
Convergence of series solution, 208 partial, 2
Cooling, Newton's law of, 104 second-order, 135
Corresponding homogeneous equation, system of, 9
169 Differential
Coulomb damping, 284 operator, 16 7
Critically damped harmonic motion, total, 56
248 Diffusion, through a membrane, 399
1-1
1-2 Index Index 1-3

nth-order equations, 155 mode, 570 Laguerre's equation, 222, 223 dependent, 137, 153, 317
Dirac delta function. 455
:econd-order equations. 139 set of solutions, 142, 158, 318 Laplace, Pierre de, 425 independent, 137, 153, 317, 507
Laplace transform of. 455, 456
Idealized unit impulse function, 455 Laplace's equation, 11, 499, 578
Direction field 16. 23 Explicit solution. 7 Logarithmic decrement, 256
Exponential grov.ih and decay, 26, 94 Identity matrix, 302 in circular region, 588
Dirichlet problem, 578 Logistic equation, 11, 44, 97
Exponential order, 429 G Impedance, 273 in cylindrical coordinates, 597
Disease, controlling spread of, 384 with harvesting, 89
Implicit solution, 7 in spherical coordinates, 596 with predation, 91
Double Fourier senes, 586 Gamma function, 216 Improper Laplace transform, 425 Lotka- Volterra equations, 409
Drug concentration. 39 General solutions of linear equations integral, 426 of convolution, 459
Duhamel's pnnciple. 498 F first-order, 36 node, stable, 348, 363 of Dirac delta function, 455
nonhomogeneous. 170 Improved Euler's method, 74 M
Factor. integrating, 36, 63 nth-order, 15 8 of derivatives, 439, 440
Falling-body problems, 111 Impulse functions, 454 existence of, 430 Malthus, Thomas, 26
E second-order, 141 Independent
Fermentation. 85 systems of first-order equations, of integral equations, 462 Malthus model, 26, 94
linearly, 137, 153, 317 inverse, 432 Matrix, 299
Eigenfunction. 501 Field 319 variable, 3 linearity, 428, 433 adjoint, 303
Eigenlines, 349 direction. 16. 23 Generalized Fourier series, 535
slope, 14. 23 Indicial roots, 212 of periodic functions, 451 cofactor, 303
Eigenvalue, 305 Generating function, 542 Initial
multiplicity. 309 Finance. applications to, 125 Gibbs phenomenon, 516 properties of, 428, 432, 433, 435, derivative, 311
First-order ordinal") differential equa- boundary value problem, 557 447, 448, 432 determinant, 302
Eigenvalue problem. 50 I Gompertz equation. 122
tions condition. 3 table of, 435, 436 eigenvalue, 305, 309
Eigenvector, 305 Green's function, 19 5 Initial-value problem (IVP), 3
Electrical Bernoulli. 55 Growth and decay, 26, 94, 97 with partial differential equations, eigenvector, 305
solving with Laplace transforms,
networks, 267. 391, 393. 397. -no exact, 55 602 fundamental, 320
existence and uniqueness theorem, 440 Lasers, 33
resonance, 273 identity, 302
Integral equation, 462 Law of mass action, 122
Envelope. 261 65. 6' H integral, 311
homogeneous, 42, 48 Integrating factor, 36, 63 Legendre's equation, 208, 444
Epidemic, 385 inverse, 303, 305
Half-life, 94 Integrodifferential equations, 463
Equation, characteristic, 149 linear. 36 Leibniz, Gottfried Wilhelm 2 Jacobian, 362
numerical methods. 71, 74: 78, 80 Harmonic Interest, compound 125 Limit cycle, 411 '
Equilibrium pomt. 348 multiplication, 300
balance, 280 Inverse Laplace transform, 432
center, 355, 363 R1catt1, 151 Limiting velocity, l 13 transpose, 299
motion Inverse matrix, 303, 305
saddle point. 349, 363 separable, 26 Line, phase, 27 Method
systems of. 293 critically damped 248 Irregular singular point, 210 of characteristics, 556
stable deficient node, 354, 363 Linear differential equation, 5, 22
Fishing, 123 overdamped 248 characteristic equation, 221 of Frobenius, 211
stable improper node. 348. 363
FitzHugh->:agumo equation. 387 simple, 241 existence and uniqueness theorem, of undetermined coefficients, 43,
stable spiral, 355. 363 J
Food chains. 420 underdamped, 248 67, 155 173, 340
stable star node. 353. 363
Forced motion. 257 Harvesting, 88, 103 Jacobian matrix, 362 first-order, 36 Microorganisms, destruction of 34
unstable deficient node, 354. 363
Fourier- Legendre series. 541 Heatequ~~n,499, 555, 557 Jump discontinuity, 430 fundamental set of solutions, 142, Mixture problems, 108, 400 '
unstable improper node. 349, 363
Fourier series. 520 derivation, 554 158, 318 Monochlorobenzene, production of,
unstable spiral, 355, 363
complex form. 533 Hermite's equation, 221 general solution, 170 418
unstable star node. 353, 363 K
cosine sene~. 516 Hilbert number, 415 homogeneous, 42 Multiplicity of an eigenvalue, 309
Equilibrium solution, 27
asymptotically stable. 27 double. 5, 6 Homogeneous Kidney dialysis, 129 nonhomogeneous, 153
generalized series. 535 boundary conditions, 557 Kinetic reactions, 35 nth order, 153
semi-stable, I 02 N
on any mterval, 534 insulated boundary. 560 Kirchhoff's laws, 268, 389, 390 particular solution, 168
unstable, 27
sine series, 511 differential equation. 48, 135, 153 reduction of order, 143 Natural frequency, 259
Error, 75
Fox population. 383 corresponding, 169 second-order, 135 Negative criterion, 414
Euler, Leonhard 2 L
Frequency linear system with constant coeffi- series solutions, 205, 210 Neumann problem, 578
Euler's method 71, 369
fundamental. 570 cients L-R circuits, 470 systems of, see Systems Newton, Isaac, 2
improved 74
natural. 259 complex conjugate eigenvalues. L-R-C circuits, 267, 470 undetermined coefficients, 43, 171, Newton's law
Exact differential equation, 55
resonance. 266 325 four loops, 397 340 of cooling, 104
second-order, 205
Frobenms. method of, 211 distinct real eigenvalues. 323 one loop, 391 variation of parameters, 183, 191, of motion, 111
solving, 59
Fundamental repeated eigenvalues, 330 three loops, 397 342 Node, 348,353, 354, 363, 571
test for exactness. 56
Existence and uniqueness theorem~ frequency. 570 Hooke's law. 238 two loops, 393 Linearization, 362 Nonhomogeneous
matnx. 320 Hypergeometric equation, 221 Lagrange equation, 54 Linearly boundary conditions, 560
first-order equattons. 65. 67
 Index 1-5
1-4 Index

s Stability T Unstable
differential equation, 153 portrait, 17, 348
asymptotically stable, 357, 363 deficient node, 354
general solution, 170 Piecewise continuous, 430 Table of units, 112
SIS model, 87 stable, 357, 363 equilibrium point, 27, 357
Nonlinear Point Tautochrone, 492
Saddle point, 349 unstable, 357, 363 improper node, 349
differential equation, 5 equilibrium, 348 Taylor method, 85
Schrodinger equation, 12 Stable spiral, 355
system, 294 ordinary, 205. 221 Term-by-term
in spherical coordinates, 235, 549, deficient node, 354 star node, 353
classification of equilibrium singular, 205. 210, 221 differentiation, 534
556 equilibrium point, asymptotically,
points, 363 Pollution, 34 integration, 534
Second-order ordinary differential 27
Norm, 508 Population growth, 402 Testing for diabetes, 230
equation, 135 improper node, 348, 363
Normal mode, 570 logistic equation. 11, 44, 97
self-adjoint form, 506 spiral, 355, 363 Testosterone production, 382 v
Numerical methods \ialthus model, 26, 94 Threshold, population model with a,
Semi-stable equilibrium solution, 102 Standard form, 36, 185, 191 Van der Pol equation, 221, 279, 295,
Euler's method, 71, 369 rabies, 383 100
Separable differential equation, 26 Star node 410
higher-order with Taylor series ex- with harvesting, 88, 89, 103 Time of death, 106
Separation of variables, partial differ- unstable, 353, 363 Variables, separation of, 26
pansion, 84 with predation, 91 Torricelli's law, 123
ential equations, 551 stable, 353, 363 Variation of parameters
improved Euler's method, 74 with a threshold, 100 Total differential, 56
Series solution Steady-state for linear differential equations,
partial differential equations. 605 Potential equation. 578 Trajectories
about a regular singular point, 208 charge, 270 183, 191
Runge-Kutta, 78, 80,371 Power series solution, 205, 208 oblique, 124
convergence of, 208 solution, 28, 263 for systems of equations, 342
Predator- prey. 408 orthogonal, 124
method of Frobenius, 210 temperature, 560, 582 Vector, solution, 315
Principle of superposition, 138, 316, Transfer function, 498
Shifting property of Laplace trans- in semi-infinite strip, 585 Velocity, limiting, 113
0 154 Transient
form, 432 Step function, unit, 446 Verhulst equation, 97
Product method, 551 solution, 263
Oblique trajectories, 124 Shoes, running, 85 Sturm- Liouville problem, 506 Verhulst, P. F., 98
Production of monochlorobenzene, temperature, 560
Operator notation, 167, 297 Signal processing, 545 Superposition, principle of, 138, 154, Vibrating chain, 229
-H8 Transpose of a matrix, 299
Order, 4 Simple harmonic motion, 241 316, 551 Vibration absorber, 493
reduction of, 143 Simple modes of a vibrating chain, Systems of differential equations, 9 Traveling wave, 575
Vibrations, of three-story building, 495
Ordinary differential equation (ODE). 229 Euler's method, 369 Trivial solution, 23
Q Volleyball, modeling motion of, 322
2,22 Sine integral function, 55 Laplace transform method, 465 Volterra's principle, 416
Quasiperiod, 251. 253 Singular point, 205 linear, 293
Ordinary point, 205
at infinity, 221 at infinity, 221 degenerate, 297
u
Orthogonal irregular, 210 fundamental matrix, 320 Underdamped harmonic motion, 248
curves, 124
R
regular, 210 fundamental set of solutions,
w
Undetermined coefficients
trajectories, 124 Rack-and-gear systems, 285 Slope field, 14, 23 318 for linear differential equations, 43, Wave equation, 499, 567
self-orthogonal, 124 Radial equation. 236 Solution general solution, 319 171 in circular region, 592
Orthogonality condit1on, 507 Radially syrnmetnc. 592 equilibrium, 27 homogeneous, 293 for systems of differential equa- two-dimensional, 596
Overdamped harmonic motion, 248 Radioactive decay, 94 explicit, 7 nonhomogeneous, 293 tions, 340 Weight, 116
Rayleigh equation. 221. 297 fundamental set of, 142, 158, 318 undetermined coefficients, 340 Unit Weighting function, 507
Reactance. 27 3 general,2,23, 141, 158, 170,319 variation of parameters, 342 impulse response, 498 Weirstrass M-test, 533
p
Reduction of order. 143 implicit, 7 nonlinear, 294 step function, 446 Wronskian, 140, 141, 156, 317
Parameters, variation of. 183. 191. 342 Regular singular point. 210 particular, 168 Runge-Kutta method 371 Units, table of, 112 Abel's identity, 146, 159, 229
Parseval's equality. 54 7 at infinity. 221 trivial, 23
Partial differential equation (PDE). 2 Resistance, 112 vector, 315
linear second-order, 550 Resonance. 260 Species, competing, 419
numerical methods. 605 electrical. 273 Spring constant, 238
quasi-linear. 556 frequency, 266 Spring-mass system, 239, 395, 474,
Particular solut10n. 168 Rtcatti. Jacopo Francesco, 151 546
Pendulum equation, 6. 275 Ricatti equation. 15 l Springs
Periodic function. 450, 451 Rodngues · formula, 541 aging, 289
Phase Runge-Kutta method, 7 8. 80, 371 hard, 288
line. 27 Running shoe~. 85 soft, 288
 sin(a - b)u
Table of Integrals Jcos au cos bu du = 2(a _ b) +
J y 21 2 du= lnju + Yu2 - a21 + C
u - a

J_(u2___.:l:..___
sin(a + b)u du = u
.2 +C
2(a + b) +C
J
u" du
1
= -n+l
-u"+ 1 +C n
'
* -1 3
J cos u du = tC2 + cos 2
u)sin u + C
_ a2 )312 a Yu 2 - a2
2
=
cos(a - b)u "'vI a2 - u2 d u = -U "'vI a2 - u2 + -a sm
. _ 1 -u + C
· n
u du = --;;l sm
· n- 1
J sin au cos bu du 2(a - b) J 2 2 a
J~ du = lnlul + C Jsm u cos u +
cos(a + b)u
1 J sm
. n- 2(a + b) +C
J u2Ya2 - 2
u du= fC2u
2
- a2 )Ya2 -
2
u +
n --
- 2
u du
n
a4 . - I U
g-sm ~+ C
au - l c
J cos" u du = ~ cos" - 1
u sin u +
J sin" u cosm u du =

J ueau du = a2 eau + n-lf·n- 2 d sin" + 1 ucosm - lu J sin u du = u sin - u+ ~+ C

nn
- l
- - Jcos" - 2 u du - + - sm
n m
m
u cos u u =
n+m
+
- I I

m- 1 Jsm. n m- 2 Jcos - I u du = u cos - 1 u - ~ + C

J tan 2 u du = tan u - u+ C n+ m u cos u du

3
J tan u du =t 2
tan u + ln jcos ui + C J Ya2 -
1
du = sin - 1 ~ + C
Jtan - 1
u du = u tan - 1 u - t ln( 1 + u2) + C
u2 a
J sin u du = - cos u + C J eau sin bu du =
Jsec 3
u du =t sec u tan u + 2 1 l
d u=-tan - I U

J cos u du = sin u + C
Ja + u2 a
-+C
a eau
1 a2 + b2 (a sin bu - b cos bu) + C
2 1 d l
J u V u2 -a 2
ln jsec u + tan uj + C u = - sec
- I U
- + C
a a
J tan u du= -ln jcos ui + C Jea" cos bu du =
J tan" u du =n~ tan" -
1 2
u - J tan" - u du

J cot u du = lnjsin ui + C
1
I u-a
1
2 2 du = - l ln 1u-a1
2a
-- + C
u+a eau
a2 + b2 (a cos bu+ b sin bu) + C
Jsec" u du = n ~ 1 tan u sec" - 2
u+

J sec u du = ln jsec u + tan uj + C

I
n - 2 sec" - 2 u du + c
I a-u
1
2 2
du = - 1 ln 1u+a
- -1 + C
2a u - a Jln u du = u ln u - u+C

= lnicsc u -
n- 1
J Y a2 + u du
2
= fYa 2
+ u +
2

I u" In u du =
Un + I
[(n + 1) ln u - l] +C
J csc u du cot uj + C Ju sin u du = sin u - u cos u + C
a2 .----2
(n + 1)2
T ln\u + Ya2 + u j+ C
Ju dv = uv - Jv du
J sec u tan u du = sec u + C J u cos u du = cos u + u sin u + C
J . .va; 1+ u2 du= lnju + Ya2 + u2j + C
2
J sec2 u du = tan u + C Ju" sin u du= -u" cos u + n J u" - 1 cos u du

· 2d
sm u u
u
=2 - 4 l .
sm 2u +C Ju" cos u du = u" sin u - n J u" - 1
sin u du
J Y u2 - a
2
du = fY u
2
- a
2
-

J a2 ~--

I . au . bu du =
2
T ln ju + Y u2 - a j+ C
J cos 2 u du= f + t sin 2u + C sm sm
sin(a - b)u
2(a _ b) -

J sin 3 u du = -+(2 2
+ sin u)cos u + C
sin(a + b)u
2(a + b) +C