BRASELTON
MODERN DIFFERENTIAL
QU A T I O N S
SECOND EDITION
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f cos
Table of Integrals
f
f~
Un du = _I_U"+I
n+I
du = Inlul
+C
'
n *1
+C
f cos
f sm." u
3
f
Q
"
au  I
du = _ea"
a2
f sin"2
 I
n n
f COS"2 u
3
f tan u du =
f sin u du = cos u
+
C
3
f sec u du =
f cos u du = sin u
+
C
u sin u +
tan 2 u
+ Inlcos ul + C
sec u tan u +
f sec u du = Inlsec u
+ tan ul + C
f esc u du = lnlcsc u  cot ul
f sec u tan u du = sec u
+C
+C
fsec 2 udu=tanu+C
 1. sin 2u
f sin2 u du = .!!.
2 4
f cos 2
U
du =
=n~
I tan u sec"2 u +
f u sin u du
= sin u 
f u cos u du = cos u
+C
+ sin2 u)cos u + C
+C
+ u sin u + C
U
+n f
U"I cos u du
I
a
Ua
f
sin(a + b)u
2(a + b)
C
+
sin(a  b)u
2(a _ b) 
fe
a
2
a

a 21 + C
+
2
a sinI.!!.
2
a
u
f
f
+u l +C
=
, ;  :2;    0
V u  a'i
1
2

+C
2

U
;;+
"
a
"
a')Ya2 
u> +
C
= u sinI u
=

+C
U
COSI
+~+C
U 
~+C
+
In(1
+ u2 ) + C
sin bu du =
ea "
+ b2 (a sin bu  b cos bu) +
C
cos bu du =
+ b sin bu) + C
flnudu=ulnuu+C
2
=
2" Inlu +
2
a
2
f~
du
lnlu + Ya + u2 +
a +u
f Yu'  a du I Yu a
2
u
u
du = 2 Ya 2  u2
e "
a 2 + b2 (a cos bu
, ;  :2;    0
2
Va
a
a'
I U
u+a
2" Inlu +
e
a
I
a
a2
2
f sin'u du
f cos1u du
f
I U
I
22
du =
ua
du
+Y
f tan1u du = u tan t u 
C
a
u= a
2
..
du
uVu 2 a 2
au
f u" cos u du = u" sin u  n f U"I sin u du
sm au sm bu du =
u cos m + lU
n+m
+
I U
du
u cos u
U
a 4 . 1
8sm
1
sinn 
.
u=
d
du = Inlu
u  a
2
2
f u Ya  u' du = f(2u 2
C
dU = u
a
22
: =if sec"2 u du + C
f u" sin u du = un cos
I + 1 sin 2u + C
f sin3 u du = }(2
d
Vau
k
f Ya2  u
cos(a  b)u
2(a  b)
u cos m u du =
,;:;0
+C
f sec" u du
f
I
sm  +
f ,r02
1 tan  + C
f +I
1 sec  + C
f I
IU  al + C
2 I n
f
f i =2 I IUn+ al + C
f w+;} =I Ya + +
a
I
+C
+
22
tan"I u  f tan"2 u du
f tan" u du = _1_
n I
.
f cot u du = Inlsin ul
f sin au cos bu du =
I sin"
+
C
mIf
n + m sinn u cosm 2
+C
"2 Inlsec u + tan ul + C
f tan u du = Inlcos ul
+
sin(a  b)u
2(a  b)
n  If
s· "+1
mI
  sin"2 u cos m u du = m
u cos
u +
n+m
n+m
du
+
+
sin(a + b)u
2(a + b)
cos(a + b)u
2(a + b)
2
f tan u du = tan u :..'u
a"
+C
f a"du = In a
+
du
U
~ COS"I
f cos" u du =
+C
+ cos 2 u)sin u + C
du =  ;
I sm
. "I u cos u
n: I
fe"du=e"+C
ue
du = }(2
U
au cos bu du =
C
"+1
u" In u du = _u_[en
(n + I) 2
udv=uv
f vdu
+ I) In u
 I]
+C
1 v:;i
Table of Laplace Transforms
f(t)
F(s) = ~{f(t)}
1
kt cosh kt
S
t", n a positive integer
e a'
sin kt
cos kt
sinh kt
cosh kt
e a, sin kt
e a, cos kt
e a' sinh kt
e a' cosh kt
teat
t sin kt
t cos kt
sin kt  kt cos kt
sin kt + kt cos kt
Icoskt
kt  sin kt
kt sinh kt
n!
sn+l
eat _ e b1
1
sa
k
ae at
+ k2
s
S2
S2
+ k'
k
k'
S2 
k',
k
(s  a)2 + k'
sa
(s  a)' + k'
k
(s  a)'  k'
sa
(s  a)'  k'
1
(s  a)'
2ks
(S2 + k 2 )'
S2  k'
(S2 + k')2
2k 3
(S2 + k 2 )2
2ks 2
S2 
(S2
t"e a" n a positive integer
t"f(t), n a positive integer
/,(t)
/,,(t)
k2
S(S2 + k 2 )
k3
S2(S2 + k')
8k 3s 2
S4
2k's
+ 4k4
S4
f(n)(t)
F(s  a)
F(s)G(s)
ea'f(t)
(f* g)(t) =
{f(t  v)g(v) dv
0
e as
OU(t  a), a ~ 0
s
f(t  a)OU(t  a), a ~ 0
f(t)OU(t  a), a ~ 0
8(t  to), to ~ 0
f(t  T) = f(t)
+ 4e
e roS
~
+ a)}
r
es'f(t) dt
0
y'7T
l/2
tnliZ,
eas~{f(t
H
t 1I2
t
easF(s)
1 e
2S 312
1 . 3 . 5 ... (2n  1)v7T
n = 1,2, ...
+ k')2
S3
cos kt cosh kl
be bt
s
(I + k 2t 2 )sin kt  kt cos kt (S2 + k')3
sin kt sinh kt
_
k(s2 + 2k2)
S4 + 4k4
k(s2  2k2)
S4 + 4k4
ab
(s  a)(s  b)
(a  b)s
(s  a)(s  b)
n!
(s  a)"+1
( 1)"F(")(s)
sF(s)  f(O)
s2F(s)  sf(O) f'(O)
s"F(s)  s"lf(O) S"2/, (0)  ... Sf"2)(0)  f("I)(O)
F(u) du
F(s)
{f(a) da
s
0
~ea'(l + 2at)
_ _I_(e b '
2v:;;:(3
_
e a')
S 
~ cosh(2Vkt)
a2
~ sinh(2Vkt)
1
Vs(s  a 2 )
1
Vs(Vs + a)
I
lea"erf(aVt)
a
ea"erfc(aVt)
Jo(kt)
~ cos(2Vkt)
1
Vs
e
1
Ids
S3/2
'TTk
Ids
e
sa
sb
e a')
In
2
t(l

cos kt)
I n  2
Ys2+k'
t2 (1 
cosh kt)
_1_  Ids
e
Ism kt
In 2s
tanI!
s
l(e b'
_
I
S2
1 .
Vs
+ k2
S
S2 
k'
Special Formulas
Trigonometric Identities
Hyperbolic Trigonometric Functions
cos 2 a + sin2 a = 1
I + tan2 a = sec 2 a
1 + cot 2 a = csc2 a
cos( a + (3) = cos a cos {3  sin a sin (3
cos(a  (3) = cos a cos {3 + sin a sin (3
sine a + (3) = sin a cos {3 + cos a sin (3
sin(a  (3) = sin a cos {3  cos a sin (3
sin 2a = 2 sin a cos a
cos 2a = cos 2 a  sin2 a
. 2
1  cos 2a
cos2 a = 1 + cos 2a
sm a=
2
1
_
cosh x = "2(e X + e X)
2
tana= sin a
cos a
1
seca=cos a
cos( a) = cos a
cot a =
C?S a
sm a
1
csc a =  . sm a
sine  a) = sin a
sinh x = t(e X
tanh x
=

sinh x
cosh x
e X )
=
eX  e x
eX + e x
sech x = _1_ = __2__x
cosh x
eX + e1
2
cschx = sinh x = eX _ e x
x
= _1_ = eX + e x
cothx
tanh x
cosh2 x  sinh2
eX  e
X
= 1
Maclaurin Series
x2
x3
xn
eX=I+x+++"'=)'2!
3!
,:;:;'0 n!'
00 < x < 00
.
x3
x5
n x 2n + 1
smx=x+'" = ),(1)  '   3!
5!
"~o
(2n + I)!'
00 < x < co
IX)
r
+f(t)
'TTk
Vs
~ + aea"erf(aVt)
1 Ids
s3/2 e
1
. Vkt
v:Jc
sm(2 kt)
Vs+a
2nsn+1/2
rea + I)
~
ta, a>I
a
ae ' 'erfc(a Vtt)
Logarithmic and Exponential
Function Properties
In aX = x In a, a > 0
In ab = In a + In b; a, b > 0
In E.
b = In a  In b'' a , b > 0
Inex=x
(s  ai 12
Vs=a~
e1nx=x,x>O
eX + Y = eXe Y
eX)'
= (eXV
00
x2
cos
X
= I 
00
1
<x<
X4
IXI
2! + 4!  ... = "~o ( 
x2n
I)" (2n)! '
00
1 _ x = 1 + x + x 2 + ... =
LX",  I < x < 1
00
n=O
rr
Modern
DifferentiaL
Equations
r~
[
is
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1
Introduction to Differential Equations
1.1 Introduction 2
1.2 A Graphical Approach to Solutions: Slope Fields and
Direction Fields 13
Chapter 1 Summary 22
Chapter 1 Review Exercises
Cover Credit: Copyright 1996 Eric PearlelFPG International.
MODERN DIFFERENTIAL EQUATIONS, Second Edition
ISBN: 0030287049
Library of Congress Catalog Card Number: 00103663
2
Copyright © 2001. 1996 by Harcourt, Inc.
AU rights reserved. No part of this publication may be reproduced or transmitted in any form or by any
means, electronic or mechanical. including photocopy. recording, or any information storage and retrieval
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Address for domestic orders:
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25
Separable Equations 25
FirstOrder Linear Equations 36
Substitution Methods and Special Equations 44
Exact Equations 55
Theory of FirstOrder Equations 64
Numerical Methods for FirstOrder Equations 70
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B:
C:
D:
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Address Jor editorial correspondence:
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Applications of FirstOrder Equations
10987654321
88
93
3.1 Population Growth and Decay 94
3.2 Newton's Law of Cooling and Related Problems
3.3 FreeFalling Bodies 111
A:
B:
C:
D:
Printed in the United States of America
86
Modeling the Spread of Disease 86
Linear Population Model with Harvesting
Logistic Model with Harvesting 89
Logistic Model with Predation 91
Chapter 3 Summary 121
Chapter 3 Review Exercises 121
Chapter 3 Differential Equations at Work
Web Site Address
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048
2.1
2.2
2.3
2.4
2.5
2.6
Chapter 2 Summary 82
Chapter 2 Review Exercises 83
Chapter 2 Differential Equations at Work
Requests for pennission to make copies of any part of the work should be mailed to: Pennissions Department, Harcourt, Inc., 6277 Sea Harbor Drive, Orlando, Florida 328876777.
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FirstOrder Equations
23
104
125
Mathematics of Finance 125
Algae Growth 128
Dialysis 129
Antibiotic Production 132
v
I
I
L
vi
4
Higher Order Equations
6.5 FirstOrder Linear Nonhomogeneous Systems: Undetermined
Coefficients and Variation of Parameters 340
6.6 Phase Portraits 347
6.7 Nonlinear Systems 360
6.8 Numerical Methods 369
134
4.1 SecondOrder Equations: An Introduction 135
4.2 Solutions of SecondOrder Linear Homogeneous Equations
with Constant Coefficients 147
4.3 Higher Order Equations: An Introduction 153
4.4 Solutions to Higher Order Linear Homogeneous Equations
with Constant Coefficients 159
4.5 Introduction to Solving Nonhomogeneous Equations with
Constant Coefficients: Method of Undetermined
Coefficients 168
4.6 Nonhomogeneous Equations with Constant Coefficients:
Variation of Parameters 183
4.7 CauchyEuler Equations 196
4.8 Series Solutions of Ordinary Differential Equations 205
Chapter 6 Summary 378
Chapter 6 Review Exercises 381
Chapter 6 Differential Equations at Work 383
A: Modeling a Fox Population in Which Rabies Is Present
B: Controlling the Spread of a Disease 384
C: FitzHughNagumo Model 387
7
Chapter 4 Summary 225
Chapter 4 Review Exercises 228
Chapter 4 Differential Equations at Work 230
A: Testing for Diabetes 230
B: Modeling the Motion of a Skier 232
C: The Schrodinger Equation 235
5
Applications of Higher Order Equations
5.1
5.2
5.3
5.4
5.5
Systems of Differential Equations
6.1
6.2
6.3
6.4
Applications of FirstOrder Systems
238
8
285
389
Laplace Transforms
419
424
8.1 The Laplace Transform: Preliminary Definitions
and Notation 425
8.2 Solving InitialValue Problems with the Laplace Transform
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
Chapter 8 Differential Equations at Work 492
A: The Tautochrone 492
B: Vibration Absorbers 493
C: Airplane Wing 494
D: Free Vibration of a ThreeStory Building
E: Control Systems 497
291
Introduction 291
Review of Matrix Algebra and Calculus 299
Preliminary Definitions and Notation 314
FirstOrder Linear Homogeneous Systems with Constant
Coefficients 323
L
383
7.1 Mechanical and Electrical Problems with FirstOrder Linear
Systems 389
7.2 Diffusion and Population Problems with FirstOrder Linear
Systems 399
7.3 Nonlinear Systems of Equations 408
Chapter 7 Summary 417
Chapter 7 Review Exercises 418
Chapter 7 Differential Equations at Work
A: Competing Species 419
B: Food Chains 420
C: Chemical Reactor 422
Simple Harmonic Motion 238
Damped Motion 247
Forced Motion 257
Other Applications 267
The Pendulum Problem 274
Chapter 5 Summary 281
Chapter 5 Review Exercises 282
Chapter 5 Differential Equations at Work
A: RackandGear Systems 285
B: Soft Springs 288
C: Hard Springs 288
D: Aging Springs 289
E: Bode Plots 289
6
vii
Contents
Contents
495
439
we quickly found out that others were interested in our work. but also help them to make the connection between a formula and what it represents. but also to improve the problemsolving and communication skills of our students. 549 Introduction to Partial Differential Equations and Separation of Variables 550 The OneDimensional Heat Equation 557 The OneDimensional Wave Equation 567 Problems in Two Dimensions: Laplace's Equation 578 TwoDimensional Problems in a Circular Region 588 Chapter 10 Summary 600 Chapter 10 Review &ercises 600 Chapter 10 Differential Equations at Work 602 A: Laplace Transforms 602 B: Waves in a Steel Rod 604 C: Media Sterilization 604 D: Numerical Methods for Solving Partial Differential Equations 605 Answers to Selected Exercises Index A1 11 ix L . We revised our materials to include experimental problems and thoughtprovoking questions in which students are asked to make conjectures and investigate supporting evidence. differential equations.4 Generalized Fourier Series 535 Chapter 9 Summary 542 Chapter 9 Review &ercises 543 Chapter 9 Differential Equations at Work 545 A: Signal Processing 545 B: Forced Damped SpringMass System 546 C: Approximations with Fourier Series 547 10 Partial Differential Equations 10. not only to emphasize technology.5 C omputer algebra system and sophisticated graphing calculators have changed the ways in which we learn and teach ordinary differential equations. This book is a culmination of years of "trials and tribulation" as the differential equations students at Georgia Southern can attest.1 BoundaryValue Problems. this metamorphosis in the teaching of differential equations occurred relatively "overnight" and coincided with our professional careers at Georgia Southern University. We also developed application projects called Differential Equations at Work. This book is designed to serve as a text for beginning courses in differential equations.viii Contents 9 Eigenvalue Problems and Fourier Series 499 Preface 9. we decided to develop a differential equations textbook to share this work with those who share our desire to improve mathematics education.2 Fourier Sine Series and Cosine Series 510 9. we want them to use their minds to understand what solutions mean and how differential equations can be used to answer pertinent questions. and this text is written at a level readable for them. we simply wanted to show students how they could solve more difficult problems by using a computer algebra system so that they could be exposed to the technology. In presenting our fmdings to colleagues around the country. However. Interestingly.3 10. Eigenvalue Problems. Instead of focusing students' attention only on a sequence of solution methods. SturmLiouville Problems 500 9. Our hope is that its use will inspire students to open their eyes to the exciting discoveries that differential equations offer.4 10. In the early stages. Usually. Over the past ten years we have learned some ways of how to and how not to use technology in the mathematics curriculum. To preserve the "wow" aspects of technology. we continue to use it to observe solutions in classroom demonstrations through such things as animating the motion of springs and pendulums. As a result. and applied mathematics courses. These demonstrations not only grab the attention of students.2 10. we soon realized that we were missing the great opportunity of allowing students to discover aspects of the subject matter on their own. Our interest in the use of technology in the mathematics classroom began in 1990 when we started to use computer laboratories and demonstrations in our calculus. introductory differential equations courses are taken by students who have successfully completed a firstyear calculus course.3 Fourier Series 520 9.1 10.
proofs of theorems are developed in the exercises or omitted. Figures are used frequently to clarify material with a graphical interpretation. Many examples are followed by a question indicated by a Generally. It contains all topics usually included in standard differential equations texts. physics. for a total of 2567 exercises. and they are documented by references. and controlling variables. realistic. In addition. Seven new Differential Equations at Work projects to provide a wider variety of projects to interest. with thorough explanations and a substantial amount of detail. Style To keep the text as flexible as possible. Greater motivation of material through applications of differential equations throughout the text (for example. The second edition of Modern Differential Equations is an extensive revision of the first edition. teaching approximation. encouraging mathematical experiments. Solutions to more difficult examples are constructed with the help of graphing calculators or a computer algebra system and are indicated by an icon. The inclusion of a chapter on Fourier series (Chapter 9) and a chapter on partial differential equations (Chapter 10) to give those who desire to use the text for two semesters or to use the text in an introductory applied mathematics or Fourier series/partial differential equations course the ability to do so. showing the mathematical significance of the computer revolution. The benefits of incorporating technology into mathematics courses are wellknown. key terms are highlighted in boldface. "Think about it!" ~. see Section 2. Applications Pedagogical Features Applications in this text are taken from a variety of fields. Generally. and proofs are concise but worded precisely for mathematical accuracy. addressing the needs of both audiences with different mathematical backgrounds and instructors with varying preferences. chemistry. especially in the context of applications. Some of the advantages include enhancing the ability to solve a variety of problems. 4. yet mathematically precise. but also in subsequent courses and in the workforce. Greater emphasis on qualitative and graphical aspects of solving differential equations throughout the text (for example. Definitions. Students who develop these skills will succeed not only in differential equations. Particular features include: 2. verbal. technology is implemented throughout this text to promote the following goals in the learning of differential equations: Second Edition Features 1. Thus. The (f]) icon is used throughout the text to indicate those examples in which technology is used in a nontrivial way to develop or visualize the solution or to indicate the sections of the text. and 5. numerous examples are given. supporting varied. Others focus on the graph of a solution. and in the Differential Equations at Work subsections at the end of each chapter.2). and challenge classes and students. • Many more computergenerated graphs to help students understand the meaning of the results.1). and making higherlevel mathematics accessible to students. Synthesizing: Making inferences and generalizations. Reasoning: Exploiting computer graphics to develop spatial reasoning through visualization. basic knowledge about the behavior of functions is sufficient to answer the question. engineering. These applications. Analyzing: Finding the most reasonable solution to real problems or observing changes in the solution under changing conditions. evaluating outcomes. exploiting and improving geometric intuition. helping students work examples. theorems are proved if the proof is instructive or has "teaching value". and visual skills to communicate mathematical ideas. Many of these applications are wellsuited to exploration with technology because they incorporate real data. classifying objects. These applications can be found in many of the examples and exercises. Many of these questions encourage students to use technology. theorems. Examples Throughout the text. In particular. see Section 2. these proofs are optional. and economics. Over 220 new exercises. show students that differential equations is an exciting and interesting subject with extensive applications in many fields. style. Theorems and defmitions are boxed for easy reference. motivate. Solving problems: Using different methods to solve problems and generalize solutions. 3. in separate sections and chapters of the text. In other cases. obtaining closed form solutions is not necessarily "easy" (or always possible). "Think about it!" questions help students determine when to use technology and make this text more interactive.x xi Preface Preface Technology Differential Equations is written in an easytoread. especially biology. such as those discussing numerical methods. Modern L . Communicating mathematics: Developing written. even if not formally discussed in class. in which the use of appropriate technology is essential. and illuminating applications.
In thIS presentation. Chapter 2 In addition to discussing the standard techni~ues for solving several o/!>es of fIrstorder differential equations (separable equations. and experiences from previous chapters and math courses. and linear equations). The problems are not connected to a specific section of the text. exact equations. Detailed hints regarding the use of technology in solving the problems encountered in Differential Equations at Work are included in the Student Resource Manual. Each Differential Equations at Work project can be assigned as a project requiring a written report.:" of cooling. Students are often reluctant to believe that the subject matter in calculus. an~ nonhomogeneous higher order differential equations. yet still have plenty for review in addition to those found in the review section at the end of each chapter. freefalling bodies). key terms and formulas. Chapter 1 After introducing preliminary definitions. and the problems in the subsections Differential Equations at Work Solutions. or hints to those exercises indicated by an asterisk are contained in the Student Resource Manual. students are encouraged to develop spatial visualization and reasoning skills. The Review Exercises following the chapter summary of l . We give an overview of some of the applications covered later in the text to po~t out the usefulness of the topic and some of the reasons we have for studymg differential equations in the exercises. Each Differential Equations at Work subsection illustrates how the material discussed in the course is used in real life. In addition. Because each Differential Equations at Work is cumulative in nature. The abundant "routine" exercises encourage students to master basic techniques. are included in each section of the text. Figures One of technology'S benefits is the ease of graphing and plotting. for group work. and differential equations classes relates to subsequent courses and to their careers. Throu"hout the chapter. Differential Equations at Work Differential Equations at Work subsections describe detailed economics. we establish a basic understanding of solutions and theIr graphs. Improved Euler's Method. This text provides an abundance of figures and graphs. In particular. and engineering problems documented by references. chemistry. and to discover and explore concepts from a graphical point of view. linear algebra. Chapter Summary and Review Exercises Each chapter ends with a chapter summary highlighting important concepts. including the appropriate use of technology. students must combine mathematical concepts. Answers to most oddnumbered exercises are included at the end of the text. we discuss direction fields n~t only for firstorder differential equations. It also stresse~ the PnncIple of Superposition and the differences between the properties of solutIons t~ lmear ~d nonlinear equations. but also for systems of eq~tlOns. Historical Material Nearly every topic is motivated by either an application or an appropriate historical note. especially those marked with ::l. RungeKutta ~e~od) and dISCUSS the existence and uniqueness of solutions to firstorder mItIalvalue problems. Instructors will find that they can assign a large number of problems. biology. especially for solutions to examples. population growth and decay. the figures and graphs have been completely computergenerated. To ensure accuracy. physics. methods (Euler's Method. to interpret graphs. they require students to draw different mathematical skills and concepts together to solve a problem. we encourage students to build an intuitive approach to the solution process by matching a graph to a solution without actually solving the equation. we introduce several numerical. The Student Resource Manual shows typical graphical output using Mathematica and Maple for exercise solutions. if desired. Chapter 3 Not only do we cover most standard applications of firstorder equations in Chapter 3 (orthogonal trajectories. detailed solutions to those exercises marked with an asterisk are included in the Student Resource Manual. partial solutions. or for discussion in class. the chapter culmmates m a Exercises Numerous exercises. the exercise sets for topics that students find most difficult are rich and varied. but we also present many that are not (due to theIr computational difficulty) in Differential Equations at Work. Technology Many students entering their first differential course have had substantial experience with various sophisticated calculators and computer algebra systems. Most sections also contain interesting mathematical and applied problems to show that mathematics and its applications are both interesting and relevant. Content The highlights of each chapter are described briefly below.xii Preface Preface xiii fer students extra practice on the topics in that chapter. techniques. homogeneous equatIOns. Differential Equations at Work also illustrate how. and theorems. These exercises are arranged by section so that students having difficulty can turn to the appropriate material for review. We have also indicated photos of many famous mathematicians and descriptions of the mathematics they discovered. Technology is used throughout the text to explore many of the applications and more difficult examples. differential equations are used in the real world. ranging in level from easy to difficult. Newton's la. Chapter 4 This chapter emphasizes the methods for solving homogeneous. These problems 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. After discussing CauchyEuler equations and ~trodu~mg series methods of solution to differential equations.
Falk. and page proofs by Elizabeth Bonawitz (Virginia Polytechnic h . University ofArizona Marie Vanisko. Michigan State University John Spitler. in an effort to reinforce the understanding of these important problems.com!mathexpress) has specifically been created for the second edition of Modern Differential Equations. In our applied mathematics course. Graphics are used so that students can see how the results obtained relate to the applications. and the wave equation in a circular region. partial solutions. California State Polytechnic University. LewisClark State College Marie Vanisko. Josefina Alvarez. the instructor will easily be able to cover the remaining chapters of the text. University of Nebraska Richard S. We gratefully acknowledge the contributions of our colleagues that were involved in the revision of this text: Elizabeth Bonawitz. University ofl'Vjloming Craig Steenberg. onedimensional wave equation. Chapter 8 Laplace transforms are important in many areas of engineering and exhibit intriguing mathematical properties as well. Pomona Philip Crooke. Carroll College For a onesemester course introducing ordinary differential equations. The Student Resource Manual contains detailed solutions to selected exercises (those marked with an *) and problems and explanations of prerequisite techniques needed for a standard differential equations course. Fresno Pacific College Stuart Davidson. Carroll College of Montana Chapter 9 Chapter 9 focuses on boundary value. Chapter 5 Several applications of higher order equations are presented. Exercises involving cylindrical and spherical coordinates are also included. Heimes. and 6. 2. plus Mathematica and Maple code and output for the Differential Equations at Work The accuracy ofthe examples and answers in the back of the book was carefully checked in manuscript. Laplace's equation (in a rectangular and circular region). but not necessarily mastered by students enrolled in the course. El Paso David O. Georgia Institute of Technology Helmut Knaust. Chapter lOIn this chapter. Vanderbilt University Steve R. 5. We owe particular thanks for the careful comments and suggestions from those who classtested this project during its initial development: Supplements The following aids prepared by the authors for instructors and students are available from the publisher: Lyle Cochran. Greensboro College Marie Vanisko. Lomen. University of Texas. The Student Resource Manual also contains solutions. 4. Technology is utilized to observe the convergence of these series and visualize the Gibbs phenomenon. including generalized Fourier series. we typically cover most of Chapters 1. Iowa State University DarVeig Ho. discussion of several special equations and the properties of their solutionsequations important in many areas of applied mathematics and physics. 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 this text: onedimensional heat equation. we cover most of the material in Chapters 8 to 10. Chapter 7 Several applications discussed earlier in the text are extended to more than one dimension and solved using systems of differential equations. Acknowledgments The development of this text has involved a thorough program of review. and 7. galleys. Throughout the chapter. Dunbar. many instructors will choose to cover topics from Chapters I to 7 or from Chapters I to 5 and Chapter 8. Although we direct most of our attention to solving systems oflinear firstorder equations with constant coefficients. New Mexico State University Sidney Birnbaum. We also show how to use eigenvalues and eigenvectors to understand the general behavior of systems of linear and nonlinear equations. The distinctive presentation illustrates the motion of springmass systems and pendulums graphically to help students understand what solutions represent and to make the applications more meaningful to them. In our introductory ordinary differential equations course. we point out the importance of initial conditions and forcing functions on initialvalue problems. For a twosemester course.xiv Preface Preface xv problems. Guenther. Suggestions regarding specific Differential Equations at Work are also included. or hints to some Differential Equations at Work problems and substantial guidance for users of Mathematica and Maple software. Chapter 6 The study of systems of differential equations is perhaps the most exciting of all the topics covered in the text. for both pedagogical and topical content and for accuracy. A website (www. Numerous applications involving nonlinear systems are discussed as well. technology allows us to investigate systems of nonlinear equations and observe phase planes. Rutgers University Ronald B. and instructors choose a variety of applications from Chapters 3. and SturmLiouville problems and Fourier series. Carroll College The Instructor's Resource Manual contains detailed solutions to the exercises. This website offers additional resources to instructors and students in conjunction with the adoption of the text.harcourtcollege. Ohio University Charles MacCluer. eigenvalue. Oregon State University Kenneth A. Virginia Polytechnique Institute and State University Steven Chapin.
Mathematics. we would like to express our gratitude to Liz Covello. particularly Imogene H. Abell. Senior Acquisitions Editor James D. W. First. Their careful and diligent work is greatly appreciated. we introduce and discuss the tOPICS covered In an 1 i l .. For example. we see that the motion of a pendulum can be modeled by a differential equation. The same is true for the motion of a mass attached to the end of a spring. as IN HONOR OF Imogene Holcomb Abell Joseph Abell Nelle Holcomb Karen Elizabeth Braselton Margaret Holcomb Evelyn Albrecht Farnsworth Emilie Abell Lorraine Maruth Braselton Thomas Abell Ada Braselton Amy Abell Martha Braselton William Abell IN MEMORY OF William J. Senior Art Director Charlene Squibb. and Martha Braselton. we indicate how certain technologies such as computer algebra systems and graphics calculators are used to enhance the study of differential equations. Lori Braselton. When we solve the problem of the motion of a pendulum. Applications. This is particularly benefiCial In the diScussion of applications because many physical situations are modeled with differential equations. Senior Production Manager Joanne Cassetti. The Georgia Institute of Technology) and Dr. This text would not have been possible without the substantial efforts of many at Harcourt College Publishers. Developmental Editor Amanda Loch. we must thank our families. for enduring with us the pressures of meeting a deadline and for graciously accepting our demanding work schedules. We could not have completed this task without their care and understanding. Martha Abell and James Braselton Statesboro. Editorial Assistant Frank Messina. we use technology to watch the pendulum move. In particular. :echnology is twofold. Ada Braselton. Senior Project Editor Paul Fry. in Chapter 5. Jr. Emmett Braselton Louise Chambless Abell Doris Jacob Braselton Mildred Holcomb Ada Moyle Maruth he purpose of Modern Differential Equations: Theory. t~e study of differential equations but also by overcoming some of the Visual limitations associated with the solutions of differential equations. Any remaining errors are our sole responsibility. Columbus State University) for their encouragement and good ideas about ways to teach differential equations and incorporate applications (especially biological applications that students find interesting) into the differential equations course that Martha learned during her participation in the Faculty Development Program at The Georgia Institute of Technology. Director of Production Introduction to DifferentiaL Equations In addition. LaPointe. Georgia March. Second. 2000 T undergraduate course in ordinary differential equations. Abell. James Herod (Professor Emeritus. Mathematics. we would especially like to thank Dr. Tim Howard (Assistant Professor. Finally. not only by eliminating some of the computational difficulties that arise in. I xvi Preface 1 Institute and State University) and Stuart Davidson (Greensboro College). The advantages of using technology such as graphics calculators and computer algebra systems in the study" of differential equations are numerous~ but perhaps the most useful is that of being able to produce the graphl~s ~ssoCiated with solutions of differential equations. and we would greatly appreciate hearing about them.
In other words.1 Introduction to Differential Equations (C = 0). Subsequently..4x dx ' dv = 32 dt . Many of the methods of solution we present in this textbook are from the great Swiss mathematician Leonhard Euler (17071783). When we substitute t = 0 into the general solution vet) = ..2 Gottfried Wilhelm Leibniz (16461716) (North Wind Picture Archives) Chapter 1 1. y(1) = 4. which depends on the variable t. when we apply the initial condition. The goal in solving an ODE is to find a function that satisfies the equation. Then.32t + C satisfies the ODE for any choice of C. suppose that the object considered earlier has an initial v~locity ~f. Although.) In fact. Examples of solutions include vCt) = .4x through integration. Indeed. the function is v. y(x) = x 3 where C is an arbitrary constant. not only lead to ordinary and partial differential equations but to other areas of mathematics as well. where vCt) is the velocity of the object (measured in ft/s).32. and (b) a point on the graph.. Therefore. we solve the IVP. representing time (measured in seconds). we have v'Ct) = 32 or (North Wind Picture Archives) =!!.32t + C. y). An equation like this involving a function of a single variable is called an ordinary differential equation (ODE). This shows that there are an infinite number of solutions. to a large extent. In this case. For example. In having this ability to use technology. we find a general solution to dyldx = 3x . make the study of differential equations more interesting and pertinent to the real world. the inventors of calculus. Notice that unlike the ODE. This yields C. the IVP has only Introduction vCt) dt dv = 32.4x. We can solve this ODE through integration: = f aCt)dt = f (32)dt 32. because aCt) = v'Ct). C = 64 so that v(O) = 64 is satisfied. many problems. Although Chapter I is short in length.) In this case. v(O) = 64.y' constant. For example. Therefore. where we solve the initial value problem by first finding a general solution to the ODE and then by applying the initial condition to determine the arbitra. suppose that the slope of the tangent line at any point on the graph is given by dy = 3x2 . then it is called a partial differential equation.8. and suppose that the graph passes through ~e point (1. we find that y(I) i l = l'  2(1)2 + C = 1 + C = 4 . suppose that the acceleration aCt) (measured in ft/s 2 ) of a falling object is aCt) = 32. We express this initial value problem (IVP) as Isaac Newton (16421727) (North Wind PIcture Archil. subsequent chapters will take advantage of the terminology and techniques discussed here. mathematical applications are also included throughout the textbook.32t + C is a solution of the ODE for any choice of C.32(0) + C = C. (If the equation involves partial derivatives.4). Therefore. we have verified that vet) = . dx 2 As in the previous example.4x. and v(t) = 32t . This means that the solution to the IVP is vet) = 32t . From our experience in calculus. such as determining the motion of a string. Another application of differential equations found in calculus is finding a function when given (a) the slope of the line tangent to the graph of the functIOn at any point (x. interesting applications are included throughout the textbook to motivate discussions. Therefore. the vocabulary introduced here is used throughout the text. we obtain . However. both Leibniz and Newton were more concerned with solving differential equations than fmding areas. we obtam v(O) = .:64 ft/s. and indicate how some people use differential equations beyond this course. the study of differential equations becomes much more meaningful as well as interesting. the velocity at time t = 0 seconds is represented With the mItial co. we are familiar with some differential equations. Many times we are given a particular condition that the solution must satisfY.:es) 3 Introduction = 32t + dy = 3x2 .32t  2x 2 + C.ndition v(O) = 64.32t + C is a general solution of dvldt = 32 through weil as many other problems. mathematics is also interesting in its own right. the ordinary differential equation is given by dyldx = 3x. (We call this a general solution because it involves an arbitrary constant. Any formal introduction to differential equations should begin with German scientist Gottfried Wilhelm Leibniz (16461716) and British scientist Isaac Newton (16421727). we have found every solution of the ODE because each is expressed as . Although we learn in integral calculus that the area under the graph of a smooth positive function is given by a definite integral. (C = 8). we need to find a solution of the ODE that also satIsfies the initial condition. where we try to fmd the funct10n y(x) that satisfies the initial condition y(l) = 4. We can verifY that vet) = . differential equations is full of rich and exciting applications. dt We begin our study of differential equations by explaining what a differential equation is. For example.64.32t + C. Now. (32t + C) = When we substitute our solution into the left side of the ODE. This result indicates that vet) = . vCt) = 32t + 32 (C = 32). the value on the right side of the ODE. substitution: dv dt ~ Leonhard Euler (17071783) one solution. this chapter may be read quickly.
'The next level of classification is based on the fonowing dermition.n. Notice that the ODE has an infinite number of solutions while the IVP has only one solution. "1'''''•• Determine which of the fonowing differential equations are linear: (a) dy/dx = x 3 d 2u d 3y dy (b) dx 2 + u = eX (e)(y . l . Notice that the slope of the tangent line is dy/dx evaluated when x = .3 Graph ofY(I) = + anI(x) ~~ dxnI + . solving for dy/dx gives us :1 Solution (a) Differentiating.1.3. Also observe that the number of initial conditions in the IVP matches the order of the ODE. 2 = 5 2 y + 5. Because the solution depends on at least one constant.. d 2x dx (d) df2 + 2 dt + 3x = sin t d~ an(x) dxn : 1 So~ution (a) This eq~ation is firstorder because it includes only one firstorder denvatlve.1. In this case. y' (0) = I. dy/dx. Therefore... y' (0) = CI cos 0 C2 sin 0 = CJo so CI = 1 so that the second initial condition.. Therefore. df2 + Y = CI sm t  4 4 6 Figure 1. (e) ThiS IS a frrstorder eq'fltion because the highest order derivative is the rrrst derivative. . Laplace's equation is a secondorder partial differential equation. + a2(x) d~ dx 2 + al(x) ~ dx + ao(x)y = f(x).4(1) = 1.1 Solution to dyldx 3x 2 . are of order :W? He~ce. t + C2 cos t satisfies the secondorder ODE d 2y/d(2 + Y = 0 where CI and C2 are arbitrary constants..'.j = 0.1 shows the. Figure . d 4yldx 4 represents the fourth derivat~ve ?f y with respect to x. we say that the functions shown in Figure 1. (b) Evaluating the function at t = 0 yields yeO) = CI sin 0 + C2 cos 0 = C2' Then. uxx. dy (e) dx (a) Show that y = CI sin. (b) ThiS equation is classified as secondorder because the highest order derivatives.2 Graph of y = CI sin I + C2 cos I for various val· ues of CI and C2 C2 cos t + CI . We graph this solution in Figure 1. Therefore. Raising that derivative to the fourth power does not affect the order of the equation. . (d) The highest order derivative is d 2x/dt 2 . sm t + C2 cos t = 0. andf(x) are given and an(x) is not the zero function.C2 cos t.1 so that C = 5. and do not represent the same quantities: (dy/dx)4 represents the derivative of y with respect to x. we obtain dy/dt = CI cos t . representing a 2ulay2. the equation is said to be sin I nonlinear. some of the properties that lead to classifying an equation as nonlinear are powers of the dependent variable (or one of its derivatives) and functions of the dependent variable. The prev. is satisfied. 4). + x 2y :1 Solution = X d 2x (f) dl 2 + sin x = 0 (g) Uxx + YUy = 0 (h) U xx + uUy = 0 (a) This equation is linear because the nonlinear term x 3 is the functionf(x) of the independent variable in the general formula for a linear differential equation. y(l) = sin t is the solution to the IVP. Using u as the name of the dependent variable does not affect the linearity. We can equations of this type firstorder ordinary differential equations because the order of ~ differential equation is the order of the highest order derivative appearing in the equation. dy/dx. The expressions (dyldx)4 Introduction Figure 1. representing a2u/ax2. yeO) = 0. y(l) = 4 along with the tangent line at (1. I. so the function satisfies the ODE for any choice of CI and C2' We graph the solution for several values of these constants in Figure 1.C2 sin t and d 2y/dt 2 = CI sm t . the coefficients in a linear partial differential equation are functions of the independent variables. and uyy . (b) Find the solution to the IVP d 2Yldt 2 + Y = 0. A similar classification is fonowed for partial differential equations. (e) Ify is the dependent variable. where the functions aJ<x).2 in helpmg us bett~r understand the behavior of solutions of differential equations.2. An ordinary differential equation (of order n) is caned linear if it is of the form Detennine the order of each of the fonowing differential equations' 2 (a) dy/dx = x 1y2 cos y (b) Uxx + uyy = 0 (e) (dy/dx)4 = y + x .lOu~ two ~xamples are similar in that they each involve an ordinary differential equatLOn m which the highest order derivative is the first derivative. the solution to the IVP is y(x) = x 3 y x Figure 1. yeO) = 0. . graph of the solution together with a portion of the tangent hne at the pomt (1. y'(O) = 1. dy/dx = 3(1)2 .1) dx + x cos(y) dy = 0 (d) dx3 + Y dx = x 'iE'"I.4x. raised to the fourth power. 4)  2x 2 d y. so the equation IS second order. Therefore. This observation will be useful in Section 1. (b) This equation is also linear. Similarly.4 Chapter 1 Introduction to Differential Equations 1. indicates that C2 = O.2 are members of the family of solutions of the ODE. If the equation under consideration is not of this form. the initial condition.
this equation is nonlinear in the dependent variable y. Hence. [In 12 . dy dy x dy 1 (a) dx = cos x (b) dx = v'?"+l (c) dx = 16 + x2 composition of . J "2 v'?"+l y  = 1 2x v'?"+l + C.x2 1 that satisfy the equation (2 _ x)(2 A = B = :.\ + C.1 Solution In each case. there is a product of u and one of its derivatives.0.4. known as the pendulum equation because it models the motion of a pendulum. 2 +x These values are 1. First. dv = eX dx. is nonlinear because it involves a nonlinear function of x. solving for dx/dy yields dx cos y =x dy ly· J 16 + Y 1 4sec2 0dO (4 tan 0)2 1_2. J v du.+ C y=In 4 2x +C = 1 4. In these cases. (e) Use partial fractions to evaluate this integral.4 0 + C ± tanI (d) To evaluate y = J u dv = uv  If the ODE has the form dy/dx = I(x).. The term x 2 is the coefficient function.x + _B_.=4 t 1. Letting x = 4 tan 0 ~ < 0 < ~ so that dx = 4 sec2 0 dO gives us . the equation is nonlinear (in y). (Why?) Thus.5 Graph of y = \I'?+l + C for various values of C + C. y 7 Introduction = 1.xl + In 12 + xl] + C 4 .4 1 2' which is determined by finding the constants A and B dy (d) dx = xe x x y 4 y (e) dy =_1_ dx 4 . 2 J U. we integrate the indicated function and graph the solution for several values of the constant of integration. we can use integration to determine y. ' 2 2 Because the right side of this equation includes a nonlinear function of y. each solution is given as a function y = y(x~ of the in~epend~nt variable. =  (See Figure 1. Then. 4 Graphy = 2 0 JdO = 1. with u = x.eX + C.' Figure 1.6 1 dx = 1.1. (See FIgure 1. (e) This equation is linear. (f) This equation. (a) y = J cos x dx = sin x (b) To evaluate y = 2 Figure 1.. if x is the dependent variable.6. the solution is said to be explicit. The following examples of differential equations of this type illustrate some of the methods of integration that may be encountered. = dx by hand..1 Chapter 1 Introduction to Differential Equations 6 dy dx ~ (c) To integrate y = x cosy J16 ~ x 2 dx. we say that we have found an implicit solution.112 du = u l/2 4 xl (See Figure 1. .) J~ + x2 y = + x) In Example 4. so the equation is nonlinear. Each solution contains a constant of integration so there are (infinitely) many solutions to each equation. vdu "E'"I. sin x.. t is the independent variable. (d) The coefficient of the term dy/dx is y instead of an expression involving only the independent variable x. In this case.5.) L _A_ 2. and 1. du = dx.) Graph of 1 12+. however. However. In solVIng some dIfferentIal equations. Figure 1. and v = eX.I. Note that x is the dependent variable in this case.. (1) + C ifC Jxe x =4 = tan 8 :9"'= tan . find the partial fraction de Solve the following differential equations. 2x 4 = 1.. we use the integration by parts formula. 2 J Vu _1_ du = 1.4 Graph of y = sin x + C for various values of C Find C ify(l) = 2. I dx' we let u = x 2 + 1 so that du = 2x dx. we use a trigonometric substitution. 4 J(_1_ + _1_) dx 2x 2+x 1 In \2+x .4 sec 0 dO J__ 16 sec =J This equation is linear in the dependent variable x. This gives y = J xe x dx = xe x  Je~ x = xe . (g) This partial differential equation is linear because the coefficient of u y is a function of one of the independent variables. we can find only an equation involving x and y that the solution satisfies. (h) In this case.
We will see that systems of differential equations arise naturally in many physical situations that are modeled with more than one equation and involve more than one dependent variable. we will see that it is often useful to write a differential equation with order greater than one as a system of firstorder equations. although mathematicians were first concerned with rmding analytic (explicit or implicit) solutions to differential equations.I) dx dt  +x = 0 ax = 0 .x 2) are undefmed when x = 2 or x x 2 ) has vertical asymptotes at these two values of x.1 (:r + UUx 15.1 1 0. UUxx • constant (J" 16. 1). I).y dy = 0 2 4. we will learn in Chapter 6 to solve the system of linear equations "ii.4x . + 2 smx = sm 21 *13. Notice that the solutions of dy/dx = 1/(4 . s Introduction + 0 x(~r + 2y = 2x 0 +4 6x = 0 dx dl + 37x = 0 2 d x (e) L dl 2 + g sin x = 0 d 2x dx *(d) df2 .. if we zoom in near the points (1.y) dx .9 O.x 2 ) dt 2 d x (e) 1df2 + (b . This is because lI(4  6 2 +/ dy dx 2xy + 5x = 0 satisfies the differential equation : I Solution 4x dy + 2y dx dy . 0 at the where a. I .2 2.) Figure 1. Therefore. dy 2y . = 2.dy = 0 dy 3 dx .8. b. (2x . 3) and (1. .2x dx .8 Notice that near the points (1. .5 dx = 2y .'.J.2xy + y2 .s 3.2xy + 5x = 0 for y as afimetion of x (see Figure 1. (2x .1) = O. ylll . Consequently.1 dy dx (2y . we can determine the corresponding y value(s) for a given value of x. For example. For example.9 o. we see what appears to be the graph of a function. 5 = y2 + 2y . In addition. d 2y 6. 3) 3. In fact. Later. then s Figure 1.2y +5= + 5x = 0: 0 EXERCISES 1. then detennine (a) the order of the ordinary differential equation.S = (a) df2  2 (I.2x We use implicit differentiation to compute y' = dy/dx if 2x 2 + y2 . 3) and (1.2 1.7). if x = 1. auau 14 .2y = x 2 d 2x 10. 0. and d represent constants and differentiation is with respect to t. y : + y4 = sin x + 2. they have since (frequently) turned their attention to addressing properties of the solution and finding algorithms to approximate solutions.y) dx .. 1) lie on the graph of 2x 2 5x = O.S 1.9 1.2 1.9 O. we can also consider systems of differential equations.3 = (y + 3)(y . Write each of the following secondorder equations as a system of f1rstorder equations.2y" u[ .4x . ax ay = u 3 a y = c2 a y • al2 ax 2 L 11. constructing an explicit or implicit solution is nearly always impossible.5 2X dy 2y .2xy + 5x = + by + dy' ax y' = ex X' = { VerifY that the equation 2x 2 Y 9 In the same manner that we consider systems of equations in algebra.3) and (1.S L + 5y + Y = I eX + y= 0 d 2x d x *(b) 4 dl 2 + 2y = I a2z a2 z = ax 2 a2z ay2 7.4x .1 1 0. If the equation is an ordinary differential equation.1 3 *5.L(1 . .1 We will see that given an arbitrary differential equation.dy = 0 tion is linear or nonlinear. dx 2 + 2. (See Figure 1. 2y . the points (I. 1. df2 12.5 The equatIOn satls les the I erenlla equatIOn dx = 2y _ 2x 2 Although we cannot solve 2x + y2 .7 Graph of 2x 2 + y2 2xy+5x=O 2 + y2 + 2y  2 + y2 . f' d'ffi .1) the implicit solution looks like a function. and (b) if the equa . .4x . 3) and (1.5 2y .'.2xy d y 1.?aIi UU x + Ut = dx dt  2 dy + x dx 8. .2 1.2x Determine if each of the following equations is an ordinary differential equation or a partial differential equation. if x and y represent functions of t. we will discuss in greater detail the relationship between the differential equation and its solutions. (2x .I) dx . Find an equation a/the line tangent to the graph 0/2x2 points (I.8 Chapter 1 Introduction to Differential Equations 1.2x) = 2y . e. x dx 2 *9.
The number of cells P(t) in a bacteria colony after I hours is determined by solving the initialvalue problem + 9y = O. + dP=kP dl P(O) = Po { ax .1 Introduction to Differential Equations P(I) = a + ee" fmd the solution that satisfies P(O) = Po. ax + Be 2x + Ce. find the solution of this initialvalue problem. x sin y) dy = 0. X 28. +B ax d y ax 2 11 Introduction y"(O) 42. yeO) = 0 cos(~). x. y(x) = A + Bx + Ce 2x 2 V(I). th e 101ltal . The displacement (measured from x = 0) of a mass attached to the end of a spring at time I is given by x(l) = 3 cos 41 + ~ sin 41. . x = 1 d 2y ax' (x = ax = x . 2 = 1. + Be lx ° (Note that c > is the proportionality constant.. x = ° + y) ax + x(x 2 + 6y) dy = 0. l ~~ = mg .S = where I 1+ 10 0 ' S(I) is the number of pounds of salt in a particular tank at time I. +x B sin I 25. solve the initialvalue problem. y(x) = A + Be. ax + y = smx. use the indicated conditions with the indicated solution to determine the solution to the given problem. = A cos 3x + B sin 3x d'y x lim. x 52.OOO (I + 100)' .2x 46. is used to approximate the amount of salt in the tank containing a saltwater mixture in which pure water is allowed to flow into the tank while the mixture is allowed to flow out of the tank. y(1) = 1.: = kP is P(I) = use the initial condition to find C. X(I) = A cos I = I + £. y(x) = Ae x *61. 1 ax = 0. B.x' 1)(x' + 1) d'y ax ' 4 ax 2 d y ax 2 dy 55. Show that x satisfies the ordinary differential equation x" + 16x = O. + Be 2x + Ce..2x 2 = 0.. the Belgian mathematicianbiologist Pierre F. + sin 2x dy ax . verify that each of the given functions is a solution to the corresponding differential equation. y'(1) = I. 29. d y ax 2  dy ax  d'y ax 2 +9 27. X(I) = Ae 2t + Be" d 2x *23.cv is + Ke .) (a) If a general solution to m 2 r dy = xl.) 17. sin I 4  6x 2 2 X d 2y ax 2 2 0. Show that u(x. ° show that S satisfies What IS . The differential equation ddS + __ 3_. cos I .1m. y(x) = e 26. cos I ax + 40y = 4 +x 0. Verhulst (18041849) developed the logistic equation dP/dl = rP . 45. yeO) = 0.y(O) = 1. y(x) = A *51. 12x dy ax + 42y = dy ax + Sy = + 3x 0.y(x) =Ax 6 2(x + S) = (x + 2)(x . d 2y dy 2 .y(I) = O.y(O) = I. ax =  56. What is the initial position of the mass? What is the initial velocity of the mass? 64.3X)'  36 dy = 'ax dy cos 2x.aP'. d2 54. ° 62.Chapter 1 10 In Exercises 1728. where r and a are positive constants.y(I)=O dv mTt=mgcv v(O) = Vo v(t) = ~g = 0. dy ax = O.2x.y'(I) = 1. yeO) = 1 .2x dy 1. X *41 dy = 43. + y = sm x. ax = y' x + y2 = 16. Graph the solution on an appropriate interval. 2   ax  y(x) = Ae 4x 12y (a) If a general solution to this equation is X + 2. If S(I) = IS. (b) Find the value of k so that the popUlation doubles in 8 hours. use integration to fmd a solution to the differential equation. Graph each equation using a graphing calculator or computer algebra system. what happens to the amount 63. y cos x x=O 33.y'(O) = 1. x = 1 (x 2 . yeO) = 2.lOx = 0. y(x) = Ae.4) . y(x) = e 48. y(x) = e 4x. y(x) = (4  + B sin 3x + 9y = 0. dS Tt + 1+ 3100 S =. *19.y(x) = e.12x 2 X )3/2 1 x2 (a) If a general solution of d 2y 2 2 In Exercises SSS8. The temperature in a thin rod oflength 217' after I minutes at a position x between and 217' is given by ° . y(x) = ex '/2 ax .y(x) = Se. 22.cos 2x. sin I +.!. x 2 ax =xlnx dy (b) Determine dy + 9 ax = O. to predict the population P(I) in certain countries. 12y =e 1 _ 32.. *37. y(x) = A + Be.. : 16 58. + 3x ax + Sy = O.. . { ~ cos x + ~ sin x 2 0. y(x) = A d 2y  4 y(x) = xI[A cos (2 In x) dy + Y sin x y(x) = A cos 3x 35.. ' = 3.9x y"(O) = 0. 38. : J 53.OOO. 49. y'(0) = 1. 18.. y(x) 2 20. '2 cos x + '2 sin X x  ax + (2y + sin x) dy = In Exercises 3443. 6x In Exercises 2933._~ 60. x dy 0. of salt in the tank? 00.9x d 2x ax '7ft2 + 3 dl . (A. (b) Determine limH~ P(I).. y'(O) = 1. y(x) = A 1 = x In x sin (2 In x)] 2 dy 2y ax = ~  ~ dy dy 44. and C represent constants. l)(x ' . Use the equation to determine y for the given value of x. The velocity of a falling object of mass m that is subjected to air resistance proportional to the instantaneous velocity v of the object is found by solving the initialvalue problem In Exercises 4SS4. y(x) dy ax = 40. x . yeO) = 0. 50. dy ax + xy = 0. + Bx 7 59. + y2 satisfies Laplace's *65. d 2y ax 2 ax + (In x  y2 cos Y = 0. = sm 2x .y) = In v'x 2 equation u= + Uyy = O. yeO) = 0.y(O) = O. d 2y dy *47.y'(0) = 1.ax = 0. x sm(x 2) 39. y(x) = e lx d 2y dy 2 .(A cos(2 In x) + B sin(2 In x)) 4X'  Cela. dy . dy ax + 2y = O. y(x) = Ax 6 + Bx 7 ax ax = xe + x'y = 100. 3Y(X2 x=2 *31. dl 2 24. x'y + 3xy2 = 8. dy ax ax ' d'y ax ' cos y) dy ax = = 0. 21. = 0. dy ax *57. y (0) = 0.cos I.!. amount of salt in the tank? As I . verify that the given equation satisfies the differential equation.:= ~ + Bx + Ce 2x 30..12 d'y (? + y In x 34. In 1840.y'(O) = 1. dy ax + 2y = 0..y(O) = 2.y(~) = 1 dy Inx ax =.2x ax + 42y = a. ax ax 3.
319. Verify that independent Schriidinger equation. X(I) = (a) solution of this differential equation? Is y = 0 a singular solution? 2 = C is an implicit solution of the y . Find the value(s) ofm so thaty = xm is a solution of x 2y" .  + 24y' + d 3y { Often the calculus and algebra encountered in solving differential equations can be tedious. y"(O) = 1. { y=y(t) *79. x = e . Find the value(s) of m so that y = e= is a solution of y" . y' = 2x + 2y IS X = C 1e . In Exercises 7577. + C. . What is the value of u at the endpoints x = 0 and x = I for all values of t? *67.e . Today many sophisticated calculators and computer algebra systems are capable of performing the integration and algebraic simplification encountered when solving many differential equations. y'(O) = I. y(O) = 0 and graph the resulting solution on the interval [0. I) = 3 . an inductor. L . d ljJ(x) . satisfies the Systems of Ordinary Differential Equations and Direction Fields Relationship Between Systems of FirstOrder and Higher Order Equations Suppose that we are asked to solve the ordinary differential equation dyl dx = e .2] X [2. find conditions of E so that ax 3 x J. (a) verify that the indicated function is a solution of the given differential equation. Show that u satisfies "rzu" = u"". which contains a resistor. y(O) = 0 and graph X(/). where R and L are constants representing the resistance and the inductance and E(I) is the voltage source.2y(l)' [4x(x' and then graph X(I). (h) Graph X(I).2]. In some cases.ISy = O. we know that either we made a mistake in constructing our proposed solution or our conjecture about the general shape of the graph of the solution is wrong.' Is Y cos 3x. Use the fact that dx (e y) = e dx gration to solve eX : + 2e 2xy 74. and (h) graph the solution on the indicated interval(s). t7T] =0 a so lution of this differential equation? Is y = 0 a singular solution? sin v31 + 20 cos + [4y(x' + y') X = X(/) y=y(/).:) (c) Approximate all points on the graph of (x' + y2)' = 5xy with xcoordinate 1. Solve dy/dx = sin4 x. + Y = cos x.5x] dy = O. dy dIfferential equatIOn dx y2 + 2xy = x2 . and these tools allow us to check and verify our work. y(t). *77.t [ C is an implicit solution of dy 80. t) = sin 7rX cos t. [0. /4) + ~y" _ 5y' + 629 y = 0 2 16 {y(O) = 0. f 83. and the parametric equations where C lo C2 .3y' . Having access to these tools can be a great advantage: a large number of problems can be solved relatively quickly. y = sin x. oo? 66. Y= IjJ(x) = A sin 1ft = E(/). [27r. (0. we use graphs of solutions of differential equations. + ~ + 1.. x 3x14 X' = 4y 82.e6t. A general soluuon 0 the system { {x' = 5x+4y. y(t). A general solution of /4) + ~ y" . we will find that it is easier to examine the graph of a solution than it is to examine the solution (if we are able to construct one in the first place).? In this Case.. xy' • 71. What is the initial temperature (t = 0) at x = 7r? What happens to the temperature at each point in the wire as t . If the graph of our proposed solution does not appear as predicted.. 68.. Use the fact that dx (e y) = e dx tegration to solve e dy 2x dx + 2e 2xy + eXy = xe • and m x x • + e y and mte h .x12(C 1 cos 3x is a solution of the system of differential (x . (See Exercise 21. 47T]. and C4 are constants.. cos 41' were 1 an 2 are X' 78. C3 . (a) Show that (x 2 + y2)' = 5xy is an implicit solution of 5y] dx { and graph the resulting solution.2 13 A Graphical Approach to Solutions: Slope Fields and Direction Fields I u(x. 1. 27T] 76. The timeindependent Schriidinger equation is given by 2 differential equation RI + L (b) Graph (x' + y')2 = 5xy on the rectangle [2. are con6t 3t stants. y(O) = 0 X =X(I) { y=y(l)' I v3t] A Graphical Approach to Solutions: Slope Fields and Direction Fields C C XX(I) for 0 OS t os 27T. Show that u satisfies u. The current I(t) in an LR circuit. and a voltage source.) Instead. 75. . Is this equation linear or nonlinear?'Determine the order of the equation.12 Chapter 1 r Introduction to Differential Equations 1. {X'(I) = 4y(l) equauons y'(t) = x(l) . A general solution of the system { y' = 4x is (d) Approximate all points on the graph of (x' + y')' = 5xy withycoordinate 0. and C. = ku=. where C. = y y . d x xdy 70. Solve the initialvalue problem 00 V3 sin v31+ 20 cos v3I] 3 4~V3 { = 4y y' = 4x x(O) = 4. 7T] is a solution of the time 72. and the parametric equations + 1)  + C2 sin 3x) + exl2 (C3 cos 2x + C4 sin 2x). Use implicit differentiation to show that x +x XI 2 153y = 0..61d cos 4x.40y = 0. y(I).4Czey = 2C. ef y(l) = e. we make conj ectures as to the general form of a solution to different forms of differential equations. Solve the initialvalue problem 81. and the parametric equations y = e.e3..2xy' + 2y = O. The displacement u of a string of length 1 at time 1 and position x where x is measured from x = 0 is given by u(x.2m Throughout Modern Differen/ial Equations: Theory..C 1 cos 41 y = C 1 sin 41 + C. . Show that x + x l constants. d '" 2x dy *69.4)y3 the differenual equatIon dx = x3(y _ 2)' Is y = 0 a 73. y"'(O) = . 0) U (0. In other cases. Solve the initialvalue problem { X' = 5x + 4y y' = 2x + 2y x(O) = 4. . x 3 If U(x) = 0.5y' + 629 y = o is given by 2 16 dy + x dx . we are able to predict what the graph of a solution should look like. sin(3 lnx). we do not attempt to solve this equation through integration as we did in the previous section because of the presence of the function/(x) = e'? on the right side of the ODE. . if not completely overwhelming or impossible.. Technology.z + U(x)ljJ(x) = EljJ(x). y = e 2 d y dx 2 h CdC X = C. we Can gain insight into the behavior ofsolutions of this ODE through a graphical approach by considering the slope of the tan . Applications.. sin 4t . 16y" 2 (n.
dy/dx = ex' (0. we draw several short line segments using points of the form (0. In the case of this system. that of y(t) is dashed. We can graph each function separately as we do in Figure 1. we usually let a computer algebra system do the work for us.". y) and y(2) = I (vln2.9 Several line segments in the slope field for dy/dx = e x' In Figure 1.10 2 2 x I 1 1 2 2 Slope field for Figure 1. In Chapter 6.832555. Notice that we use a triangle with base I and height I to assist in sketching the tangent lines with slope I at these points.9. 1) at this point..!. solution to dy/dx = e . 2'1T. (Note that because constructing a slope field is time consuming.12. We show the slope field for dyldx = e. dt we can verify that the parametric equations x(t) = sin t { y(t) = cos t _. y) is 1. 27T Direction Fields We can also consider systems of differential equations. if we wish to determine the slope of the tangent line to the solution to the ODE that passes through (0. although we did not determine a formula for solutions to the ODE or the IVP.\ \ . l and dy dt = d dt (cos t) = sin t = x.2] X [2.  0. Therefore.. we willieam how to solve systems of firstorder ordinary differential equations of the form .y) = (0.This is because for large values of x (in absolute value). 4). we expect solutions to "flatten ouf' as Ixl increases.11 Sketchi.vln2.y). we have the slope 15 Figure 1.] Another option is to graph them as a pair of parametric equations as in Figure 1.11. Thus. b.x ' on the square [2. c. . we must indicate the orientation of the curve (the direction of increasing parameter value t). 1) into the right side of dyldx = eo? Because the right side only depends on x. the slope of the line tangent to solutions at all points of the form (0. we were able to determine some properties of the solutions by using the slope field of the differential equation. For example.. x>±oo We can use the slope field to investigate the solution to an initialvalue problem such as dy ': 1 y 0. dx d .c. . We use a triangle with base 2 and height I to help us draw the lines of slope 112 that are tangent to solutions at the points (. t:::.. dx = eX. so that x 2 + y2 = sin2 t + cos 2 t = I. :!: 1. Notice also that the slope appears to be zero for larger values of IxI. y( 2) = I satisfy the system because by starting at the point ( . dt = dt (sm t) = cos t = y Systems of Ordinary Differential Equations and Figure 1. As we recall. :!:2. Recall from Section 1. t OS. we construct the slope field of the ODE.13.I) and tracing the solution by following the tangent line slopes.= x . :!: I. x(O) = sin 0 = 0 and yeO) = cos 0 = 1.13 Graph of the parametric equations X(t) = sin t { yet) = cos t for 0 OS. we find that the slope is dy dx y y gent line to solutions of the ODE.12 Graphs of xU) = sin t andy(t) = cos t over 0 ::. we find that at t = O. and d are given constants.) Observe that at each point along the yaxis. However. we obtain the same slope at all points (vln2. y) for y = 0.2 A Graphical Approach to Solutions: Slope Fields and Direction Fields Chapter 1 Introduction to Differential Equations 14 dy = dx e(O)' 2 2 = 1 = e(v'hi2)' = e1n2 = e1n2' =. y) = 2 x 1 ... dy . Therefore. we solve for x(t) and yet).832555. By drawing a set of short line segments representing the tangent lines to solutions of the ODE at numerous points in the plane. [The graph of x(t) is the solid curve. we substitute (0. At the point (vln2.10. :!:3...5 6 I = ax dy x + by dt = ex 'I: = y + dy . if we consider the system Figure 1.2] in Figure 1. where a. the graph of this pair of parametric equations is a circle of radius I centered at the origin because x 2 = sin2 t and y2 = cos 2 t. x Figure 1.5 '. dyldx = 0 because lim eo? = O.. the slope is 1 as we predicted earlier. In fact. For this pair of parametric equations. This solution is sketched in Figure 1. 2' Again.1. y) for y = 0.2.. y) in the xyplane. :!:2.1 that the differential equation gives the slope of the tangent line to solutions of the ODE at the given point (. ±3.
x(O) = 1. In the parametric plot. l/V2). O). I) to (I. We can perform a similar analysis for points in the other two quadrants.16 ::. yet) = cos t} satisfy the initialvalue problem ~ = y. x). In the second quadrant.. we can find the slope at other points in the plane. In a SlITU. At the point (l/V2.16. we must indicate the orientation when we graph parametric equations. We place an arrow directed from (0.. This means that the solution through (1IV2. dx/dt = y > 0 and dy/dt = x < O. we write the firstorder system dx dt = ax 17 Relationship Between Systems of FirstOrder and Higher Order Equations Again. x(t) and yet) increase along solutions in the second quadrant.14 Slope field for dyldx = xly d: j with comr [ I l Figure 1.y(O) = I because they satisfy the system of differential equations as well as the two initial conditions. We say that the system of two firstorder ODEs is equivalent to the secondorder ODE d 2x/dt 2 + x = O.14.1(r + Figure 1. we obtain the vector (l/V2. we obtain d 2 x/dt 2 = dy/dt.15.:::. For example. so we consider the vector (dx/dt.:::~:~~o . the solution to this initialvalue problem passes through the point (x(O). ! t· !. A collection of solutions in the xyplane is called the phase portrait of the system. which is similar to a slope field. so the orientation is clockwise. to !his system that passes through!hi s pornt hon l/v2 i 10 I '5 10 10 x 5 10 x 10 5 't.2 A Graphical Approach to Solutions: Slope Fields and Direction Fields ponents from the system of differential equations. I) to (1. l/V2). dx/dt = y > 0 and dy/dt = x > O. The parametric equations (x(l) = sin t. as we mentioned in our earlier discussion. an initial condition is given for each of the variables x and y that depend on t. In Figure 1. dxldt = y for { dyldt = x and solutlOn curves . The direction field is made up of tangent vectors such as (112. we have d x/dt = x or d 2x/dl2 + x = O. the solu. consider the system {ddx//ddt = y . if we equate dy/dt = x and dy/dt 2 2 2 2 = d x/dt . . First. to I = 'TT/2 because x( 'TT/2) = sine 'TT12) = I and y( 'TT/2) = cos( 'TT/2) = O.16 Direction field . l/V2). Notice that at points in the first quadrant. l/V2) has tangent vector (l/V2. 1!V2) to solutions at points in the plane.~. we show the direction field for this system. Therefore. l/V2). This means that the solution moves from (0. where x < 0 and y > 0. The vectors in the direction field indicate that solutions to this system are circles in the xyplane that are directed clockwise. so we can determine the slope of tangent lines to solutions at points in the xyplane. If we differentiate the equation dx/ dt = y with y I=x respect to t. Often. so it is similar to the slope field for dy/dx = x/y shown in Figure 1.~~oo~ f SffiUIM". At the point (l/V2.. we consider (y. In the case of this system.I . we can consider the slope field associated with this differential equation. h as sI ope ~ 1/V2 = . how + by dy { dt=ex+dy as a firstorder equation with dy dx dy/dt ex + dy = dx/dt = ax + by' y Then.0) as I increases. I). 0) to indicate this orientation. This means that x(t) increases and yet) decreases along solutions in the first quadrant. yeO»~ = (0.. Another way to view a system of ordinary differential equations is through the use of a direction field. Notice that in the case of an initialvalue problem involving a system of differential equations. However. We graph several solutions along with the direction field in Figure 1. dy/dt) or : y y ' : . :'l ''10 I lar manner. (I.15 Direction field for dt = y dyldt= x {dx1 Figure 1.. Therefore. except that vectors are used to indicate the orientation of solutions.i' 0 { dy dt = x. if we refer back to the system { ~ =y dy . where x> 0 andy> 0. dt= x i 10: we obtain the firstorder equation dy/dx = x/y.
dyldx = xly ever. dyldx = x . Replacing dx/dt in this equation with y.5 1 l. we begin with a secondorder ODE of the form d 2x/dt 2 + b dx/dt + ex = J(t) and would like to write the equation as a system of firstorder ODEs.19 Figure 1. 1. dyldx 2.ex + J(t) so that dy/dt = b dx/dt . dyldx = x 2 +/ Figure 1.2 0.ex + J(t). x By writing the secondorder ODE as a system of fIrstorder ODEs.20 y = ylx In Exercises 58. use the slope field to determine if the indicated path is that of a solution to the differential equation. We do this by letting dx/dt = y and by differentiating this equation with respect to t to obtain d 2x/dt 2 = dy/dt.ex + J(t).2 A Graphical Approach to Solutions: Slope Fields and Direction Fields Introduction to Differential Equations 6.5 0. dyldx = xly Figure 1. we find d 2x/dt 2 = b dx/dt . we obtain the following equivalent system of fIrstorder ODEs:  Y y dx/dt = Y { dy/dt = by . dyldx = x 2 3.24 .17 ii l Figure 1.21 Figure 1.Chapter 1 18 19 1.18 Figure 1.5 2 1 0M!it 1.y y 2 1. A similar procedure is used to transform an ODE of degree greater than two into a system of fIrstorder ODEs. we investigate the behavior of the solution of the secondorder ODE by observing the behavior in the direction field and phase portrait of the corresponding system. use the slope field to sketch the solutions that pass through the given points.22 4.5 2 In Exercises 14.5 0. 5.5 2 l.5 10. dyldx = x 2  Y y 7.5 EXERCiSES '6. Solving the secondorder ODE for d 2x/dt 2 . x Figure 1.23 y y x x Figure 1.
dt 2 +4x=0 0._ooy(t) in each case (if they exist).5. Do the solutions appear to matcb the results described at the beginning of the section? t 23.26 I 0 0 sin t + 4x' + 13x = e' *21. dt' ._oox(t) and Iim.ilar or ilifferent? Why? . (c) How do your grapbs affect your conjecture in (a)? 2 4 x 4 Figure 1.5 0. IS *17. (b) Yo = . (b) Graph the solution to the IVP dy/dx = ex'. :=t In Exercises 1520. as long as not both x(t) and yet) are the zero function. Determine limxoo y(x) if yeO) = Yo. yeO) = 0. l x dy di= 25. (a) Use a computer algebra system to solve dy/dx = ex'.5 1 x I 0.15 10. yeO) = 0. 1.27 y 22.75. (a) (x(O) = 0.S 1 ~I "':1 0. Does limx_ooYex) exist for any initial condition yeO) = Yo? Solve the ODE and find limx_ooY(x). write the secondorder equation as a system of firstorder equations. (c) Yo = 1'/2. System: {x.2. Does this match the graphical result? 1 Does Iim x_ooY(x) x + I exist for any initial condition yeO) = Yo? Solve the ODE and find Iimx_ oo yex). Does Iimx_oo y(x) appear to exist? : 1 1 I 2 y 14. (a) Use a computer algebra system to grapb the slope field for dy/dx = sin(2x . yeO) _ 5}. System. x" = 0. 10 = y. and (iv) xeD) = 0. yeO) = 0. yeO) = 0.25 . yeO) = a for a = 2. Graph the slope field fory' = sinx. use the direction field of the given system to sketch the graph of the solution that satisfies the .y2y. y =x = 2. (iii) x(O) = 0. In Exercises 1314.5 i x I 0.5.5 D.2 9. +4 dx dt + 13x = + 7x = d x di2 + 16x = 20.indicated initial conditions. (Competing Species) The system of equations y y d 2x 15. d x2 dt 21 (a) For given in.Chapter 1 20 Introduction to Differential Equations 1.itial condition yeO) = 5.0.5 =y Figure 1. (d) Yo = 31'/2. yeO) = 0.5.75.5 I y 0.itial conditions.25.5. Consider the systems =y dy =x dt and : 1 0. where (a) Yo = 31'/2.y).{x'y ' =43xx .5 2 16. yeO) = 0. (ti) x(O) = 0.5 Figure 1.5 0. Use the illrection fields to graph the solutions that satisfy these initial conilltions: (i) x(O) = 0.5 dy =x dt 0. (b) Figure 1.28 l 1 x 0.~' A Graphical Approach to Solutions: Slope Fields and Direction Fields 0.28 shows the illrection field associated witb each system.5 0..2 .5. (ti) x(O) = 0.5 0. 1. Graph tbe slope field fory' = siny. (b) Use the slope field to graph the solutiony(x) that satisfies the in. 2 (d) For each system.5. .1'/2.5 0.25.25. Determine lim.y(0) = OJ.5 I I x .27 sbows the illrection field associated with each system. and (iv) xeD) = 24. Does Iimx _ oo y(x) exist for any initial condition yeO) = Yo? Solve the ODE and find limx_ooY(x).5 0. do you think that solutions of the systems are similar or illfferent? Why? . d x _ 5 dx = 0 dt 2 dt 2 19. (c) Graph the slope field of the differential equation together with the solutions in (b). yeO) = 2). Graph the slope field for y' = e x.• (x(O) _ 0._oo yet). (c) (x(O) = 2. Does this match the graphical result? IS x 5. Use the direction fields to graph the solutions that satisfy these initial conilltions: (i) x(O) = 0. yeO) = 0. 0. use your graphs to calculate Iim. Consider the systems '4 2 (b) Figure 1. Plot the slope field for y' = >. yeO) = and d 2x dx 18. (b) (x(O) Hi IS 10 5 *11. (iii) x(O) = 0._oo x(t) and Iim.6 dt 4 (a) For given initial conilltions. Does this match the graphical result? 12. (c) How do your graphs affect your conjecture in (a)? Figure 1.75.y(0) = 2) 13. do you think that solutions of the system are sino.
aux + U t = 0. competing for common food supply. +2 Concepts & Formulas 4. (li) Use the direction field and your graphs to determine the fate of the species with population yet).22 Chapter 1 Introduction to Differential Equations dx = x(a .cos x . and d2 = 1..4 0.. Ordinary Differential Equation If a differential equation contains only ordinary derivatives (of one or more dependent variables) with respect to a single independent variable.d2 y) 1 where a.: 2 5. and d2 = 2. What happens to the species with population X(I)? o.b. a constant CHAPTER 1 SUMMARY d 2 3.2 0.6 0.21 Slope Field Phase Portrait A collection of graphs of solutions to the system in the xyplane. Direction Field A collection of line segments that indicate the slope of the tangent line to the solution(s) of a differential equation.2 0. + an_leX) d"'y dx"' Trivial Solution y(x) = o. (b) Graph the solution to the IVP dy/dx = ex'. m and k constants a¢ a ¢ a¢ ax ay. y = (x .2.1)/2 12y = 2. y" .11 Differential Equation An equation that contains the derivative or differentials of one or more dependent variables with respect to one or more independent variables. = I. +y=O 8.16y = 0.y) dt dy dt = y(e . y) = General Solution of an Nth Order Linear Equation A solution that depends on n arbitrary constants and includes all solutions of the equation.2 L 0. d. .sin x)/2 14.xy' .) dy 6. o. b. o.6 O. (A and B denote constants. 1 d"y a"(x) dx" 26. ax2 = In Exercises 613.. the equation is called an ordinary differential equation.y = sin x.6.b. (c) Graph the slope field of the differential equation together with the solutions in (b). verify that the given function is a solution to the corresponding differential equation. (a) Figure 1.cos x = 0 3x) dy +x = 0. 1. dx 2 sin 6x) + Bx.30 shows the direction field for the system if a = 1.4 0._oo x(t) and lim.. dy x' 16. c. verify that the given implicit function satisfies the differential equation.d. ISection 1.3y) dx + (2y  15. dx + Y cos x = . h.6y' 2 In Exercises 14 and 15. x 2y" d 2y 12. Partial Differential Equation A differential equation that contains the partial derivatives or differentials of one Or more independent variables with respect to more than one independent variable. Solution A solution of a differential equation on a given interval is a function that is continuous on the interval and has all the necessary derivatives that are present in the differential equation such that when substituted into the equation yields an identity for all values on the interval. + . (ii) Use the direction field and your graphs to approximate lim.75.8 > 1 x Figure 1.1. b2 = 1.29 shows the direction field for the system if a = I. f 1.. . x 2y" . Linear Ordinary Differential Equation A linear ordinary differential equation is of the form ! l l + 4y' . b. and (c) if the equation is linear or nonlinear.75.0..x . y = Ae 3X + Be 4x + 1/6 sin I.s·. CHAPTER 1 REVIEW EXERCISES 0. mX d ~ + Icc = ISection 1. y = Ax' 11. Explicit Solution A solution given as a function of the independent variable. y = (eX . = 0. y" . bb b2 .30 1.5y = 0. y = e 3x (cos 6x  10. determine (a) if the equation is an ordinary differential equation or partial differential equation.s . : . (y cos(xy) + sin x) dx sin(xy) . represented by x(t) and yet). = 1. Do the solutions appear to match the results described at the beginning of the section? f 23 Chapter 1 Review Exercises Implicit Solution A solution given as a relationf(x.. dx = xe .y = x'(cos(lnx) + dy 2 dx *13. >1 x Figure 1._oo yet). (i) Use the direction field to graph various solutions if both x(O) and yeO) are not zero. e = 1. + a2(x) d 2y dx 2 + aleX) dy dx + ao(x)y = f(x) Order of an Equation The order of the highest derivative in the differential equation is called the order of the equation. y' = Y 2.4· 0. Tmd a solution of the differential equation. d. (b) the order of the ordinary differential equation.6 0. e = 0. db and d2 represent positive con~ stants that can be used to model the population of two species. Y = e'x.7y' + + 2y = sin(\nx» x.· 0.29 L 0. x 2  3xy + y2 = I cos(xy) dy = 0. = 2. (b) Figure 1. (a) Use a computer algebra system to solve dy/dx = ex'.S In Exercises 15. (2x .y = e'"U 7. yeO) = a for a = 2. O. In Exercises 1619. y" *9.3 + 3xy' + 2y = O. Y = eX + 45y = 0. (i) Use the direction field to graph various solutions if both x(O) and yeO) are not zero.67. = 0.
In Exercises 23 and 24. The direction field for {x' = x. The slope field of y' = 2(y . Several of the equations and methods of solution discussed here will be used in later chapters of the text. numerical. y' = 2y} is shown.y'(I) = y = A.5 x 1 x 0. The height u of a long string at time t and position x where x is measured from the middle of the string (x = 0) is given by u(x. Sketch the graph of the solution that satisfies the indicated initial condition.l _. For a particular wire oflength I unit.5 ~ '1 0. For example. Show that u satisfies the heat equation U t = ku=.x2 + Bxzlnx V3st + ~ sin 27. or 25 . Show that u satisfies the wave equation Un = 4u xx What is the initial height (t = 0) at x = O? 4x . I 1 Figure 1. ! Introduction to Differential Equations perature (I = 0) on the surface of the hall? What happens to the temperature as t . 22. yeO) = I. dx = cos x sm x. W 31. determine if limx_~ y(x) exists.yZ) is shown. (b) yeO) = 1.5 1 Figure 1. yeO) = I.30)..5 3 2 1 0. t) = sin x cos 2t. If there are no other factors affecting the rate of change in the population. dy/ dt.lx + . Show that u satisfies the firstorder equation du/dt = k(u .9 3)213' yeO) FirstOrder Equations f t ~ . What is the initial displacement of the mass? What is the initial velocity of the mass? 0. The displacement (measured from x = 0) of a mass attached to the end of a spring at time t is given Vx 2  y 21. =. dx = 26. Also. (e) yeO) = 0.32 l Separable Equations Many interesting problems involving populations are solved through the use of firstorder ordinary differential equations. 30. i equation Uxx + Uyy = O.1)(x 2 + I) x dy 19. Graph the solution on an appropriate interval. Is it possible to select initial conditions so that limt_~ x(t) = 0 and limt_~ yet) = O? y 2 1.X + I . dx (x . y) = tan ley/X) satisfies Laplace's dy 2.31 2 *29.Chapter 1 24 17.5 0. implicit. dx ± 2 2 y' + 4y = x. use the indicated initial or boundary conditions with the given general solution to determine the solution(s) to the given problem. (a) yeO) = 0. t) = en'la sin 7TX . then dy/ dt equals the rate at which the population increases (the birth rate) minus the rate at which it decreases (the mortality rate). In this chapter we discuss firstorder ordinary differential equations and some methods used to construct explicit. numerical. What is the initial temperature (t = 0) at x = I? What happens to the temperature at each point in the wire as t + oo? 28.t ( cos by x(t) = I In Exercises 2022. 2 + 2y = x .5. dx ! that x satisfies the ordinary differential equation x" + 2x' + 36x = O. oo? =xzsinx 2 18 dy = 2x . implicit. solve the initialvalue problem. Y = x/4 + A cos 2x + B sin 2x x 2y' + 5xy' + 4y = O.5. dy 20. and graphical solutions of them. The temperature on the surface of a steel ball at time t is given by u(t) = 70e la + 30 (in OF) where k is a positive constant.. =0 25... and graphical solutions of differential equations. Show that u(x. 23. y (1T/4) = 1T1l6. let yet) be the fish population size (in tons) at time t (years) and suppose that the population has birth rate by(t) and mortality rate my(t) where we are assuming that these rates are proportional to yet). What is the initial tern e will devote a considerable amount of time in this course to developing explicit.y(l) = l.Zz 4 2 e.5. the temperature u at time t hours at a position of x feet from the end (x = 0) of the wire is estimated by u(x.lx 2 + Ae.5 1 2 3 os 0.4 n'la sin 27TX. yeO) = 0 = 3(x _ r V3st)' Show o dy 24.e.
25. and 4.4.y2 or Definition 2.f(I) = 3. we investigate the behavior of solutions on the intervals y < 0.3.0. solutions that satisfy yeO) = a. we like to solve for yet). We say that y = 0 is unstable because there are solutions that begin near y = 0 and move away from y = 0 as t > +00.75. ==~.2.e k '.5. and we eliminate the absolute value to obtain a general solution of the ODE. = ky.y) = O. In Figure 2.2.0. 3. so the equilibrium solutions are yet) = 0 andy(t) = 2. An equilibrium solution of y' = fey) is a (constant) solution of the ODE that satis dt A firstorder differential equation that can be written in the form g (y)y' = f(x) or g(y) dy = f(x) dx is called a separable differential equation_ C Equilibrium Solutions of y' = fey) fies fey) = O. Therefore.2 dy di = 2y . (This is a non linear ODE because it involves the termy2. yet) = yoe where k = b . First. 2.y2 = 0.5. because yet) represents population size.y2.3.1 Phase line for dy =2y. which is equivalent to the result obtained above. We use anarrowdirected downward to indicate that solutions decrease on this interval.0. This gives Figure 2. This can be done by substituting a value of y on each interval into fey) = 2y . sody/dt< 0 ify< O..1. so dy/dt> 0 if 0 < Y < 2. we obtain y(t) = C. then we find yet) by solving the initial value problem dy dt dy = kdt. When possible. In a similar manner. we find that yeO) = Ce k ' O = C.75.) Instead of solving by separating variables. the solution to the IVP is Mathematically. let's use a graphical approach to determining properties of solutions. respectively. Applying the initial condition. = (Birth Rate) . and y > 2 by sketching the phase line. we must choose C so that yeO) = Yo. then we simplify IYI = Ce k ' with Y = ±Cek '. 2. we determine the sign of dy/dt on each of the three intervals listed above. y=2 After we place the ODE in this form.1. we represent this relationship with the differential equation dy my = (b  m)y or dy dt = ky. 1. 0.1 To solve the initialvalue problem. After marking the two equilibrium solutions on the vertical line in Figure 2. Solutions that satisfy yeO) = a where a < 0 or 0 < a < 2 move away from y = 0 as t > +00. Based on the orientation. so we classify y = 2 as asymptotically stable.y2 because dy/dt = 0 andy(2 .1 Separable Differential Equation kt • The equation dy/dt = ky is a member of a special category of separable equations because it has the form y' = fey). Finally. Therefore.75. 0. we find thatf(l) = I andf(3) = 3. If yeO) = Yo is the initial population size. dt = by  Separable Equations Figure 2. 0. yeO) = Yo· lniyi = 27 y(t) = Ce kt . although we are able to solve many equations of this form.75. where C 1 is a constant of integration. 1.5. Notice that the ODE can be written as Integration yields kl Note: If we had not assumed that y(t) 2: 0 for all t.0. and dy/dt < 0 if y > 2. 1.~. 2. We learn more about the differences in linear and nonlinear equations in Section 2. we solve through integrating each side with respect to the indicated variable. 0.0.3.3. Sinlplifying this result gives us iyi = Ce kt . 3. a = 0. we can learn much about the behavior of solutions without actually solving the differential equation. Notice that solutions with initial value near y = 0 move away from this line while solutions that begin on 0 < Y < 2 or y > 2 move toward y = 2 as t > +00. Forexample. We include arrows on the phase line directed upward and downward. 1.5. In this case. 0./ dt + CJ.~ . or y(2 . Next. Malthus.(Mortality Rate).y2 Solutions to ~= 2y . where we replace the constant e ' with the constant C. 2.0 to illustrate this behavior. The roots of this equation are y = 0 and y = 2. 0 < Y < 2.y) = O. we use the exponential function and its properties: elniyl = e kt + c . 0. to indicate this behavior.m> O. = ekte c . we locate the equilibrium solutions of the equation by solving 2y .25.25. yet) 2: 0 for all t.Y dt.26 Chapter 2 FirstOrder Equations : 2. where either 0 < a < 2 or a> 2 approaches y = 2 as t > +00. we graph solutions to this equation (in the typlane) for yeO) = a. Notice that each ofthese functions satisfies dy/dt = 2y . This is known as· the Malthus model and is due to the work of the English clergyman and economist Thomas R. Consider the equation dy = 2y . We find that.5. by letting C2 = ±C.0. which indicates that C = Yo.25. y M W We say that this ODE is separable because we are able to collect all of the terms involving y on one side of the equation and all the terms involving t on the other side of the equation.
Solution When we separate variables. separable differential equations can be stated along with an initial condition. then k.V2) + tanI(2Y V2 = _1_[tan. so that an implicit solution is circles centered at the origin of radius in Figure 2.C1• Applying yeO) = 0 yields 1= 112 .y2 5 . Notice that the graph of the solution shown in Figure 2.'. 0).521. a separable differential equation may be difficult to solve because of the integration that is required. because over time.28 Chapter 2 FirstOrder Equations 2. as shown = 0 an implicit solution olthe equation? Explain. we obtain ~=(x4+ y4 +I I)dx. yeO) = : 'I Solution In some cases. +00).(2Y + V2)] f~ + 2V2 V2 "i'd'. we find that .T+CI' Multiplying by 2 and simplifying gives us x 2 the solutions satisfy the equation x 2 + y2 Figure 2. we refer to equilibrium solutions as steadystate solutions. Is x 2 + y2 Yk. we find that separated as eYdy = e 2xdx. we see that the variables are I + V2y . If we let k = 2CI. Integration gives us eY = e 2x/2 + Clo and simplifying results in _ I[ 2V2 tan _1(2Y V2 . we see that the equation is separable by expressing it as Application of the natural logarithm yields 2. Using a computer algebra system. we use the equation eY = e2x/2 . The right side of the equation is easily integrated.' I y4 Solve the initialvalue problem dy/dx = e 2x + y . For example. the solution approaches a constant value that no longer depends on time t.y2 .5 The domain of the natural logarithm is (0. so this solution is valid only for the values of x such that 3 . If it had not. Therefore. the left side presents a challenge. if we interpret the solution y(t) of the differential equation to represent the size of a population. + _1_ Inll + V2y + y21 + C 4V2 If we write the equation as dy/dx = e 2x eY. Figure 2. If this is the case.3. : :I Solution In this case. we would check for mistakes in our solution procedure.510. As we have seen. we find a general solution to the differential equation using the separation of variables technique and we then apply the initial condition to determine the unknown constant in the general solution. 1 o.3 Graph of x 2 + y2 = k for various values of k = + y2 = 2C1 .e2x > 0.4 xdx = ydy. Integration yields x2 _ 29 Separable Equations y2 T. However.4 passes through the point (0. yeO) = o.1 Note: Sometimes.v'2) + tan _1(2Y V2 + V2)] + _1_ Inll + V2y + y21 + C = ~ x5 + x. which is equivalent to e2x < 3 and has solution x < In(3)/2 = 0. o "d""'·' : ]I Solve dy/dx = (x 4 + 1)(y4 + I). Show that the equation dy/dx = x/y is separable and solve this ODE. we expect the population to approach 2 as t > +00. 4V2 I + V2y .C lo so C 1 = 3/2 and thus the solution to the initialvalue problem is 32.5 or To find the value of C 1 so that the solution satisfies the condition yeO) = 0.5493. then if y(O) = a where either 0 < a < 2 or a > 2.
slopes become steeper as the y·coordinate in· creases [or decreases because we obtain the same values for dyldx at (0. 0) as we did at (0. dx = cosy + I . dx y+ I' Figure 2. We generate the slope field with a computer algebra system in Figure 2.5 dy = (x' dx Slope field for + 1)(y4 + I) Figure 2.x. 2.4 cos y dy = 0 *15. We notice that y approaches +00 as x approaches a value near 0.r.:) =~ yeO) = I +x ' =0 I dy sin x 42. the solution to the corresponding IVP becomes unbounded (i. (x 2 + 2vx) dx = T y .Y(l) = 2 *37 dy = ~ yeO) = 2 . 2) because dyldx is symmetric in x and y. dx 38. (cosh 6x *27. 2)]. 4 sinh 4y dy = 6 cosh 3x dx 8.e.. The slope at (0. dx = x 2 (8 + 9y2) =7 3 .9. y(V:.2 y dy sinh y dy = 0 16 dy = e2YelOx 'dx x X = = y' yeO) = 2 ! = A. x sin(x ) dx = dy I 4. 0) and follow the tangent line slopes shown in the slope field for x > 0 and for x < O. dY =I+2o' dx o'x Inx + 9) + cos 3 2x sin 2x dx != e X . _V_tn_XX dx=~dy x y 31.yeO) = 0 . For example. tan.r.Y2) +tan _1(2Y .l12 dx + y2 dy = 14. 9 cosh 9y dy = 4 sinh 4x dx y 31 Separable Equations = 0 != *41 dy .:: + Y2)] v2 v2 1 I n II + Y2y + y21 =x 1 5 +x +4Y2 I + Y2y . and that at (0. 30. (SX S .y2)(X' = dx. Doing so. and InlII = O.!. *11.6. 6.4 cos x) dx + (2 cos 9y + 2 sin 7y) dy = 0 17. Along the x·axis. sin2 y dy *19. (10 cosy 2 dy = sin3 x cos x dx (1 . 2 25. dy = 5dx y2 + 8) dy dx = (ys . 0) is ~ EXERCISES 2.30 Chapter 2 I First·Order Equations 2. We also note that given any initial condition. !=COSX. cosy dy = 8 sin 8x dx 13. and y approaches 00 as x approaches a value near 0. dy = L yeO) = e Iny dx 0 3 22. yeO) =0 39. 0 24. (6 = (0 4 4 + 1)(0 + I) = 1. dy = sec x dx sec y tany cos 3 = x . (2  siny 31y 32.Stny) In Exercises 3142.y(0) = 4 34. 0) at (0. (0' . = 0 +X7)dx+(9+y2_4Y')dY=0 vYvY dy cos 0 28. yeO) = 2 36. we begin at the point (0. we obtain the curve shown in Figure 2. I) is dyldx = (04 + 1)(14 + 1) = 2.1(Y2/Y2) = 'lT14. tan y sec2 y dy 40.r.6 ! = (x' Solution to + 1)(y4 + 1). dx = cos x dy. sin2 x dx = cos 2 Y dy 21. 2 20. 1) and (0..:: . To understand the solution of the IVP.y(i)=1 + S sinh 4x) dx + 20 + 7e 3x) dx  (S .dY x 2 _ 4x + 3 y y2 '~In .4 cos y) dy :2) dy + 4 2 dx t *33. dx = 7y3 dy *3. ~ + vY) dy 12.1 Substitution of x = 0 andy = 0 (from the initial condition) into this equation indi· cates that C= 0 because tan. y approaches::!: (0) as the xcoordinate moves away from O. solve the initial·value problem. As we see.) 2 dy 6x 1. We can gain insight into the graph of this solution by observing the slope field of the ODE.:: 2v2 _1(2Y . dx 5.. we obtain the same slopes at (I. 0) and (2. 3y7 + 4x + dx ) (:9 :3 2 (s + . (A computer algebra system or table of integrals may be useful in evaluating some integrals. yeO) = 0 Vx dy 35. This means that the solution to the IVP is _ 1[ tan .!.6y2 dx = ( x2 dx=(I_. (3 sin x .2 cos X)3 sin x cos' y = 29. Graph the solution on an appropriate interval. yeO) = *23.5. the slope of the tangent line to the solution passing through (0.Y. dy = x dx yY(l .9. dx x sin(x 2 ).. 2) is dyldx = 4 (0 + 1)(24 + 1) = 17.y2 5 . 3 sin x dx .1(Y2/Y2) = 'lT14. 26. solve each equation.Sl2 dy 10..!.r 1 9.) dy tx 213 .. dx *7.sin 3x) dx = (cos 4y .8y 3) dy = 0 18. 1) and (0.1 In Exercises 130.)2.
dx =y 5y+4 yZ resonator (b) 1 by changing to polar coordinates + 4y  = 16y .ro) e(t) = wi + eo + roe " tal Absorbing medium (N2 < N l ) and the solution to dx = x(1 . find and classifY (as asymptotically stable or unstable) the equilibrium solutions of the f"Irstorder equations. Then.7 _ ..= lV dt = 12 *53. This causes a decay of the pulse with a photon lifetime Amplifying medium (Nz > N I ) 1 is _2X dy 55.x _ 2 at each point (x. : 46. (3) Show that the system dy = 3y 33 Separable Equations Atom in lower State I Figure 2. : 56.r) .r) dt de =w de r(O) = ro. y) on the curve. Group A dx = x(1 . Use this transformation to solve (3) dy/dx = (x + Y . N2 47. and~. 1. When the inversion reaches its peak. eo = 0. > N2 . which causes a large buildup of the oscillation and a simultaneous exhaustion of the inversion by simulated transitions from Level 2 to Levell.. which are now in the optical resonator. the sUbstitution u(x) = ax + by + k as the new dependent variable yields a separable equation. match each differential equation in Group A with the graph of its direction field and two solutions in Group B. . without actually solving the equations. On the other band. dx (.= r(1 .r) + wx 51.4)z and (b) dy/dx = (3y + I)'. A measure of this property is the quality factor Q. dy = y' dx x' 17t dy 48.wy dt r = dy . dx = y dy Z 52.c4 V n + 1)(y4 + 1) (a) {X = r cos e.NI builds up to a high value without oscillation. if b 0. What happens if you increase w? What happens if you increase eo?) pomt (0. Ie Total inversion at threshold Decay time constant for photons in passive c v h Phase velocity oflight wave light wave frequency magnetic f"Ield x Suppose that a light wave of frequency v and intensity Jv propagates through an atomic medium with Nz atoms per unit volume in Level 2 and NI in Levell.1 dy 50. determine how ro affects the solution. the factor Q is suddenly restored to its ordinary value. 8(0) = eo r(t)= { 2 Total number of photons in optical resonator Length of resonator Number of atoms per unit volume in Level 1 Number of atoms per unit volume in Level 2 Volume of optical resonator Total inversion given by (N2 . dx (c) How does the solution cbange for various initial conditions? (Hint: First determine how w and eo affect the solution.::.r) . Let w> 0. dy = x' + 1 dx y' + I +1 + I)(y' + 1) can be rewritten as the system dy 49. dx = (x' +1 cf> I N.8y2 nj Group B dr . If N z > N" then the medium is amplifying as is the case with lasers.r) dt de . the laser medium is well above its threshold. dx = y .7.R)" The quantities of cf> and n are related by the differential equation (d) r e' 0 (1 . Try graphing the solution if w = 2. then the medium is absorbing.R escaping from the resonator with each bounce. At this point. . y=rsme r (b) Show that the solution to dr = r(1 .r) + wx 1 Y XZ + y. * 54. y2 2. This is done by lowering the quality factor Q during the pumping so that the inversion N2 . dt = y(l . 0) and has slope .2 (b) Legend: is fx = r(t) cos 8(1) )y = r(l) sin e(I)' In Exercises 5055. Optical resonators are used to build up large f"Ield intensities with moderate power inputs. However. (Lasers) The variables that characterize a twolevel laser are listed in the follOWing table. and ro = !. These two situations are pictured in Figure 2.32 Chapter 2 FirstOrder Equations 43_ Find an equation of the curve that passes through the .Y In Exercises 4649. if N.wy dt r=YxZ+yZ d ' = y(1 . These photons bounce back and forth between the reflectors with a fraction 1 . Atom in upper State 2 field energy stored by resonator power dissipated by resonator A technique called "Qswitching" is used to generate short and intense bursts of oscillation from lasers.N I ) V Initial inversion n. where Q = wX (e) nl Ie = c(l . 44. This process converts most of the energy that was stored by atoms pumped into Level 2 into photons. A differential equation of the form dy/dx = f(ax + by + k) is separable if b = 0. *45.
N is the number of viable organIsms. H. Generate the direction field for the equation with Ao = I. V = I. Similarly.~1:~~/Air Flames at 10 bar. Calculate .L.1.05. and V= I to verify your results. 0. 0. 0. S. called the reactants. (Bo .oo N(t) = kik. Bo = 50.y). initialvalue problems can often be solved quickly with a computer algebra system. and other external forces.z .1. Assuming that Bo > A o. Millis. \.2 to 2? . This destruction follows the rate of reaction N(t) = ~ e:" + C kd where C represents an arbitrary constant. Use the fact that N(D) = toNo to find D in tenns of k. particle SlZe. The fermentation industry is interested in improving this process of sterilizing media. dx = Y cos x. Academic Press (1973). sketch the graph of N(t) if N(O) = No for No = 0. The reaction depends on the concentration of the reactants because the rate of the reaction is proportional to the product of their concentrations. Humphrey. * Microbiologists use the tenn decimal rednction time D to indicate the time of exposure to heat during which the original number of viable microbes is reduced by onetenth. and Yo = 0. (B . In Exercises 6066.1. computer algebra systems can be used to perfonn the integration and algebraic simplification associated with a separable differential equation and can sometimes solve them. Do the same for the parameter values K = 0. then the concentration of A at any time is. [0. When substances A and B are placed in the test tube and begin to combine to fonn C. Biochemical Engineering. 0. V = I." International Journal = Yo· (In other words. d. [0.y)][. If N(O) = No.L. (a) Identify the equilibrium solutions of the equation. (d) Suppose that K = 0.. How does the value of Bo affect the accuracy of the approximation in (c)? In many cases. ' show that the maximum power ontput occurs when n = nt • (Hint: Solve aPlan = 0. dx . then we may approximate the solution to this problem by solving the simplified equation x2 2 9 x dx.. and Yo = 0. If the initial amounts of suhstances A and B are Ao and Bo and if the volume in the test tube is V. 35 Separable Equations (c) If Bo is much larger than Ao. dy 60. 4'1T] 1+ y2 62.:Z ~hYs~~.1 58. Feldennann.2.. The destruction of microorganisms by heat indicates loss of viability as opposed to physical destruction.L(n +n)+'2n 2°'l'0 0 (c) If the instantaneous power output of the laser is given by (a) Rewrite the equation dNldt = kJV' fonn P=~ + kdNin the t. [0.r. Aiba. combine to fonn substance C. is a constant that relates to how well particles fall apart. There V dN kc kd where kis the reaction constant (min') and is a function of tem~erature. Compare the solution found in (b) to that found in (c). chemical agents. Let yet) represent the amount of substance C in the test tube at any time. 2.5. . Ao = I. (b) Assuming that the initial values of 1> and n are 1>0 and no at t = 0. CY y=2 { x y(I) = I change as c changes from . and 2. or electromagnetic waves. they can also be destroyed by heat. What bappens when either yet) = Ao or yet) = Bo? (b) Assume that yeO) = Yo and solve the initial value problem to determine yet)..y)] "L V V 0 . V:l~: 1~~~:::~ ~f9~~. Why is the assumption that kd > 0 reasonable? (e) For each pair in the table. is a constant that relates how well particles stick together.l!. [2. K= I. 10] *63. 61.75. (Kinetic Reactions) Suppose that substances A and B. 163 5 125 26 95 57 49 85 ~ 1£ = dt J. Regardless of the initial condition N(O) = No.L.) kJV' + kdN dN = dt and use partial fractions to show that *57. Both of these constants depend on temperature. However. Second Edition. and Chern.34 Chapter 2 FirstOrder Equations (a) Solve this equation to detennine the total number of photons in the optical resonator 1> as a function of n (where 1> depends on an arbitrary constant).y) and that of B is.'stry e "S t p rti I C [. (Ao . 240242. Ao = I.~.5.y).~~. and k d . lim. what do you notice in each case? Do pollution levels seem to be more sensitive to kc or kd? Does your result make sense? Why? (d) Show that if kd > 0.sm x.. t 1>=~ln"+. Chr.L. cos x dx = ~ dy. (b) Find C so thatN(t) satisfies the condition N(to) = No· The following table lists typical values of kc and kd · (c) For each pair of values in the previous table.y) Bo = y(Ao .y)..y. we detennine yet) by solving d[= kN. How does this limiting value relate to th~physical situation described by the problem? t J dy I ] KEo dt = "LV(A o . I. centrifugation.01... or flotation.V I . (Ao .y(O) V fore. 2] 64. How does the graph of the solution to the initialvalue problem . Bo = 2. Which situation results in the highest pollution levels? How could the situation be changed? 59. calculate limt+oo N(t) = kikc. (pollution) Under nonnal atmospheric conditions the density of soot particles N(t) satisfies the differe~tial equation dN = k"'+kN dt "'. E. rmd N(t). the reaction stops when substance A is exhausted. show that 1> can be simplified to obtain where kc' called the coagulation constant.2. pressure. (Destrnction of Microorganisms) Microorganisms k" can be removed from fluids by mechanical methods such as filtration. 4'1T] dy _ • r.. Calculate lim y(t). 65. find a general solution of the given equation and graph various solutions on the indicated interval.y)(Bo . A. Jander and H Gg W of Research in Physical Chem. pp.) Solve this initial value problem. called the dissociation constant. F. N. Bo = 10. An important component in the desi"" of a sterilizer is the kinetics of the death of micro~r ganisms. the amounts of A and B diminish and the reaction stops when either A or B is no longer present. Solve the initialvalue problem 1£  x 2 V97 eYcosy dx  1 yeO) = 0 and graph the solution on an appropriate interval. and t IS time. yet). eY cos y dy = V K = V2 (Ao . classify each as stable or unstable.
In other words. : ') Solution (a) By solving y . The phase line indicates that solutions to the IVP dy/dt = y . so we can rewrite the equation as 12.1. In addition to being separable. (a) Assume that y(l) > 0 and r Multiplying the ODE by !L(t). the arrow is directed downward.' Consider the IVP dy/dt = Y . we determine the population size by solving dy dt = ky .8.I or .66. (ii) limH~y(l) = 0.2 FirstOrder Linear Differential Equation A firstorder linear differential equation can be written in the form dy dt + p(t)y = Figure 2. Confirm your results by graphing each solution. dY di=yf(t) { 37 2. then dy/dt> 0 while if y < 112. We draw the phase line in Figure 2.h in this form.h are constant functions. yeO) = Yo.21 FirstOrder linear Equations :t[eJP(I)dly] = q(t)eJp(l)dl. so I e y = te'.: efp(l)dl (b) Find three functionsf(l) so that (i) y(1) is periodic. Conversely. we obtain is f(t) dt exists for d: + yet) = 2e11J(u) du. so p(t) = . Writing dy/dt = ky . the arrow is directed upward and on o oS y < 112.y = 112. we tmd that the rate at which the population size changes satisfies We solve this equation by integrating each side.112 as a firstorder linear equation by rewriting the equation as dy/dt . The integrating factor is !L(t) = ejp(l)dl = eJ(I)dl = e.8 Phase line for dy I Yty=Z population size. yeO) = a with a > 112 increase as t '> +00. However. (b) Find the solution to the IVP. solutions to this IVP with 0 < a < 112 decrease as t '> +00. l'Ei. and (iii) limH~y(t) = "'. This expression is the left side of the previous equation. we remove fish from the population by fishing at the rate h. Show that the solution to the initialvalue problem I .'. is it possible to choosef(t) so that limH~ f(t) = c? Explain. y(l) = 2 p(t)eJp(l)dly = q(t)eJp(l)dl.112. Therefore. yeO) = a.112 = 0.k and q(t) = . notice that by the product rule. we have • dy dt  . I I.'. We illustrate the solution method in the following example. yeO) = I. 2I e.. We solve a firstorder linear ODE by using the integrating factor !L(t) = efp(l)dl. Yle . and yeO) = 1/2.I .h. By modifying the Malthus model developed in Section 2. (b) We solve dy/dt = y . so the equatlOn can be wntten as e ky = h. We include only nonnegative values on the phase line because we are interested in y(t) 2: 0 because y(t) represents where Yo represents the initial population size.1. (e) Investigate the behavior of solutions of the IVP using yeO) = 1/4.112. Therefore. o Definition 2... Note that if y > 112. Ids e . we find that the equilibrium solution is y = 112. (a) Determine the behavior of solutions by drawing the phase line.IY = '2e I I IntegratlOn I dy dt  [e1y] = + C. on the interval y > 112. In addition to the assumptions made in the fish population model at the beginning of Section 2. suppose that we harvest the population at the rate h.2 FirstOrder linear Equations Chapter 2 FirstOrder Equations 36 ~[eJp(l)dy] dt = ejp(l)dl dy dt + p(t)eJp(l)dly. q(t). In this case. this differential equation is classified as a firstorder linear differential equation. then dy/dt < O. the fish population grows at the rate of I (ton per year) and fish are harvested (or fished) at the rate of 112 (ton per year). (e) If c > 0 is given. :t .
0 < t < cos t 7T/2. dt + tan t r = sm t.] We should note that any solution to this IVP withy(O) < 112 becomes extinct at some time. Then.5 y Therefore. 39 ~ + 5x y 4 JL = x4.5 0. then it remains at that level.25 0. Then.: x 1 Figure 2.5 1 0. the solution to the initialvalue problem is o 'ifi. then y(t) = 112 as expected because yet) = 112 is an equilibrium solution.5 0. Therefore.10. (See Figure 2. so C = 36/5.5 x Solution to : ]Solution y I . "E''''''OO t = In 2 = 0. the concentration cet) at time t is given by . 1.6 so that integration of both sides of the equation yields 0.10 1.'. [We ignore the portion of the solution curve where y(t) < 0.4 ti + C r = (cos t)ln(cos t) + C cos t.. If the population is initially 112 ton. If yeO) = 112. = X4 ~ [JL(t)r] using the integrating factor eJ5x'dx = eX'. 0. This gives 7 = 115 + C.38 Chapter 2 First·Order Equations 2.2' yeO) = 2 { 1. We graph y(t) in Figure 2. solving the equation for drldt yields dr dt = sin t  r tan t dr().9. In fact.2 0. or t . We find the unknown constant C by substituting the initial condition yeO) = 7. 1/2 + C = I indicates that C = 112. 2.2' yeO) = 1 =.x ' .25 y(t) = dy = y _ dt Solution to t ..12 Notice that if t is the dependent variable. + Ce. yeO) = 7. the integrating factor is "iI.9 0~" "21 + Cet. Graph the solution on an appropriate interval. 4 3.5 Solve the initialvalue problem x A general solution is Figure 2. II = _1_.2 First·Order Linear Equations Y yet) = 0. With pet) = tan t. Therefore. 1. then yeO) = 112 + C implies that C = 114.5 1. 2' ~:. yet) = t + tel. We begin by solving the linear equation ~ + 5x 4y (t) = eJ<an I dl = e Inlco.tel 4 = 0."'.11.5 1. J Solution Fig~re the population grows without bound.0 smtrtant < t < 7T/2. Identify the graph of the solution that satisfies the condition yeO) = 7.5 (e) If yeO) = 114..25 0.) 2. yeO) = 2.5 t+ Figure 2. the equation is nonlinear (in t). we must rewrite an equation to place it in the form of a linear firstorder differential equation.11 dy dt 1 Solution to 1 = Y .12 shows the graph of y = In some cases. Y= 5 ~~ = sint\tant t(l) = 7T/4 . or which is a linear equation in the dependent variable r.M' If a drug is introduced into the bloodstream in dosages of D(t) and is removed at a rate proportional to the concentration. so y(t) > 0 for all t.75 0.693147 year. Notice that the population becomes extinct when 2. the equation can be written as = JL(t) sin t d[l] sint r dt cost =cost 0.8 _I_r = lnicos cos t 0.5 Ce x' for various values of C.1 Solve the initialvalue problem 1 dy dt = y . If yeO) = 1. 2 x Solve dt dr 1.'·.5 Figure 2. (Why?) However.tel. as we see in Figure 2.
we see that as 10 is increased.40 Chapter 2 2. 12. 9. Ex. 24 o dl = 24.8. How does increasing 10 affect the concentration of the drug in the bloodstream? How does increasing k affect it? 10 .15.15.kt it eksDr (s) ds. solve each equation.10. dx + ~ Y = eX 4 dy +.~y=x' dx I + x" dy 8.13 24 20 C 16 1 .05. and 20. *7.!. the total dosage over a 24hour period is r. we find the inte = e kt .20 for 10 = 4.) .I x Ex. + kC = 30 ektD(t) so 20 f o C fo or cel) = e kt /0 f 1 24 .2 In Exercises 124.4 2 Ex.y=xex dy 1 .. 0 1 (b) that integration yields ektC = 30 D(I). we obtain ~ [ektc] = 16 . to=20 20 10. C 30 10::: 4 20 10= 8 " //" 10= 12 10= What is the total dosage and average dosage over a 24hour period? (e) Calculate and then graph CCI) on the interval [0. D.05. 30] if k = 0. Therefore. 30 =8 10= 10 eksD(s) ds.Veriag (1990). piecewise dermed function: cel) = e 30 1 to = 20 (c) Figure 2..05 (b) k = 0. a drug is introduced into the bloodstream at a rate of 24/10 for exactly 10 hours and then stopped so that i~ 0 :s I :s 0.kt eks . while increasing k increases the rate at which the drug is removed from the bloodstream. If I > 10 t. Springet. 1 . 10 (d) L (e) To compute cel) = e.9 + I . if I> 10 je 0 fo ~: kt (1 . : dy I 1. to 10.(I) dt = 24 f r .10.10 (e) k = 0. dC =D(t) . dy = • 1.\" 10 ' 1 to=4 24 t. the average dosage is 10 30 10 eksD(s) ds . dx+~y=smx dy 1 *3. 8. we must keep in mind that Dr (I) is a o ' . dy = > to' 'dx 6.20 EXERCISES 2._~y=X3 dx 4x' . pp. 12. to 24 e. From the graphs.ytanx = e.20 for to = 4. 0. 645649. if 0 :s 1:S 10 r. dx + Y cot x = cos x *11. the maximum concentration level decreases and occurs at later times. 16. /<'~~ 10 (a + :X) dx x. 10 20 (a) 1 Solution (a) After rewriting the equation as = grating factor to be /L(t) e JMr ~.=x6~ ! 10 y) dx Ex.2 FirstOrder Equations where k > 0 is the constant of proportionality. and 20 in Figure 2. i 20 20 to=4 to= 12 (b) In each case. FirstOrder Linear Equations 30 c to=4 to= 8 to = 102= 16 :':'.2x .ds. * (a) Solve this initialvalue problem.I = 1 x(IOx 2 + 7x + 1) y 10x 2 + 7x 13.15 (d) k = 0.e. 16. and 0. 30] if k = 0. (b) Suppose that over a 24hour period. 0.e. (a + x2 .(s) ds = o = kt f eks 24 ds. Murray.kC dl { CCO) = 0 ' D (t) = { 24/10. dx _ lOx" . and 0. if 0 :s 1:S 10 ~: (ek(tr. 0. 0. 0 Dr (t) dl= 0 t.kt ) if t j o (a) k = 0. dl = kt r i eksDr. dx +~y=x 2.~y=x" dx x" . 41 We graph cet) on the interval [0.13.. Mathematical Biology.).0 i24 0 1 Dr.
a general solution of the nonhomogeneous equation is >0 = _ x _ y(O) = I e'+I' 32_ = {4. show that y = y. (a) Suppose that r(t) = r. Solve y'  58. The goal of this exercise is to determine if equations of this form have a periodic solution.5 2 2. Solve y' . Do they approach the periodic solution found in (a) as x > +00 or as x > oo? (c) Based on your findings in (a) and (b). dy =_1_ dx y2 + X 21. y'  dy 29. where k is a positive constant.5 2 2. have a periodic solution? How does the value of c affect the other solutions? 61. solve the initialvalue problem. y' +Y = 2 cos x +x + cy =f(x) where f(x) is a periodic function and c is a constant. Do larger or smaller values cause the drug to remain in the system longer? How would the chemist working for the pharmaceutical company design the drug? 36. suppose that the drug is used by the body at the rate /gI. =x FirstOrder linear Equations does the IVP have a periodic solution? Graph the slope field for this ODE. where x.y' dv I 24' +v=e ds t (b) Use the result obtained in dy _ dx + 2y = e '+ cos x. dx . where y' (a) yp(x) = A cos x = 5 cos x 60.2 y 0. dx = 3>y2 dy 1. For what value of a . ' y(O) 47. 4 51. Sketch the phase line for dyldt = r .0:5X:52 ( px)= { I. we attempt to find a solution of the nonhomogeneous equations by guessing the form of the solution. x > 2 . Then.:. dy 44. Graph the solution on an appropriate interval."2 y = sm x. Solvey' e.sin(27JX)Y = l.:. y(l) = I. x + ~y e'+1 (b) 10 10 >0 4 ~dx + l=y x +4 33.y'+4y=8cos4x 56..x by assuming thatyp(x) = AxeX. (b) Next. For what value of a does the IVP have a periodic solution? Graph the slope field for this ODE. y = /gI.x>2 + p(x)y = .(x) + Y2(X) satisfies the nonhomogeneous equation dyldx + p(x)y = r(x). In addition.y(O) = 4 *27. by assuming that In Exercises 5459.y = 2e x + y=4 + 3ex *59. Suppose that a drug is added to the body at a rate r(t). x(O) = = 4 2 o l=.42 Chapter 2 FirstOrder Equations 2. dx . we can solve the corresponding homogeneous equation y' + Y = O.{x) is also a solution. Substitute yp into y' + y = cos x to show that the undetermined coefficients are A = 112 and B = 112. (a) Show that Yh(X) = Ce x is a general solution of this equation. (Method of Undetermined Coefficients) Consider the firstorder nonhomogeneous equation 6 + .5 1 1. Ify = n(x) satisfies the homogeneous equation dyldx + p(x)y = 0 and y = Y2(X) satisfies the nonhomogeneous equation dyldx + p(x)y = r(x).dx 16x 2 + 25 Y . where f(x) is a periodic function and c is a constant.= dy 30_ dx y Y p(x) I y= l. then y = y.(x) is a solution and k is a constant.5 1 1.y = sin 2x.:. the net rate of change iny(t) is given by the equation dy/dt = r(l) . I +Y = +y = 5e 2x by assuming that yp(x) = A e 2x. y(O) = + p(x)y = *53.>y dy 25. 52_ Solve y' + 3y = 27x 2 + 9 by assuming that yp(x) = 0. First. y' . Suppose that this particular solution is yp(x) = A cos + B sin x. y = n(x) + yz(x) is also a solution.>y = x *19. dy dx to Without actually solving the problems in Exercises 3840. y' q(x). y(O) = O.x *15_ ~ . The equation dyldx + p(x)y = 0 is called a homogeneous firstorder linear equation because q(x) = O. We can solve the problem in two parts. Observe Figure 2. = dx 20. dx dy 43. .(x) are solutions. match each initialvalue problem in Group A with the graph of its solution in Group B./gI.y = 4e'. and lety(l) represent the concentration of the drug in the bloodstream at time t hours. Solve y' . dy dx 0.y(O) = I + 3x'y = solve Group A 38. Solve y' 8(0) = 0 35. solve each of the following equations using the Method of Undetermined Coefficients. the drug is added at a constant rate. y(O) = a. x > + 2ex + B sin x + Ce x . y(O) = a.0 :5 x :5 2 q(x) = { 0. In this case. dy dx 2e'.y(O) = I _ + Y = e '. Describe how the value of k affects the concentration of the drug in the system. IVP dx . (a) Solve the dy I IVP dx + "2Y = sin x. Describe the behavior of the other solutions.. we determine y(t) by solving the initialvalue problem dy dt = r(t) .y(O) = O.X? 50.13. dp dl dy = 0 = 13 + E. does the ODE !+ cy = f(x). *49. (What integral would need to be evaluated if we used an integrating factor to solve the ODE?) 48.y(O) = 2 dy 28. dx 43 54. dx (a) 22.y(O) =2. y' . Why don't we choose yp(x) = Ae. dy 18.(x 41. Describe the behavior of the other solutions. (b) Show that ify = y. dx+>y=x' *23.0:5X:51 q (x) = { 0. (a) Show thaty = 0 (the trivial solution) is a solution. x *31. 40. Ce x  t cos x + t sin x.O :5 x :5 I y + 2>y = 2x. 10 34.3y = 27x 2 +Y = Group B e" . Solve y' + Y = 2 .5y = x by assuming that yp(x) = Ax + B.2 14 ~_ 1& . o y(x) = Yh(X) 0.5 1 1. Ifat t = 0. (a) Show that if y = n(x) is a solution of dyldx + p(x)y = r(x) and y = y. (FirstOrder Linear with Periodic Forcing Function) Consider the differential equation 46. there is no drug in the body.(x) + Y2(X) is a solution of dyldx + p(x)y r(x) + q(x). *55_ y' + lOy = 2ex 57_ y' ./gI.5 = 1. Y dx . Then. y(O) = 4 x +4 0. dx + . Do they approach the periodic solution found in (a) as 1 > +00 or as t > oo? (b) Solve the dy I . y' . x > I ' y(O) = 1. In Exercises 2534.(x) and y = y.!. where 4.(x) is a solution of dy/dx + p(x)y = q(x).5 3 x (c) y 2 ~~ = e" + 2e.= I. dx dy *45_ dx = l.y(O) = I I cos x ( 7T) 4 x' Y"2 = :. +Y = q(x)._ _9_x_ y dx 9x 2 + 49 dy 16_ dx + (2 cot x)y = cos x dy 17./gI.e2x by assuming that yp(x) = A + Be 2x. where r is a positive constant. dx dt = x + t + I.y(O) = I X2~ t I 39. +Y = + yp(x) = 3 " cos x.5 3 x Ax 2 + Bx + C. (c) Show that if y = y.. dy x =y + 3y2) dy 42. dy 26. where 2. dx *37.5 2 2.
Finally. yeO) = Yo· integrating factor w /1(1) = e fkdt = e kt .44 Chapter 2 2. (e) Comment on this statement: if (iii) We would like to transform the logistic equation from an ODE that depends on y and I into one that depends on w and t. Similarly. Graph various solutions on the dw dt or rectangle [0. so that k . Compare the solutions of and k = 1.0. we can consider a more complicated model that involves a nonlinear equation with dt = which we solve with d kt kt dt [e w] = ae .ky = _ay2 gives us 62. yeO) = Yo. (ii) ~O~ ~ ~t.ay . yeO) = Yo dy dt = ky  and h.) It can also be expressed as the or = Yo· However. sin x.ayo C 1 = Yo . their solutions are compared and conjectures about general patterns can be discovered and tested.31 Substitution Methods and Special Equations Substitutions are used often in integral calculus to transform integrals into forms that can be computed easily. particularly those that are frequently encountered in an elementary differential equations value problems (i) ~O~ ~ ~ x. and eX.. where 1(. we find that Yo = k I a k .. this rate depends on y. we have considered population problems modeled with the firstorder linear IVPs: dy dt = ky. so we find dwldl with the chain rule: dw _ dw dy _ _ 2 dy dt . yeO) = I for k= 2. Find a general solution of the equation x !+ Y = x cos x. = e' and k = 1. is almost linear because it can be written as dy/dt . I a Applying the initial condition. dy * 65. 64_ Compare the solutions of !+ Icy = x.2. y we find that The equation in this model. In this case. How does this limit correspond to the pliase line? 63.y(O) dy 2 ky . Compare the solutIOns of dx + Y = x.ayo kt • + ~ e . Many computer algebra systems are capable of solving a variety of linear equations. with some differential equations. Describe what happens to 'the drug concentration over time. (b) Solve and graph the solution to the initial One advantage of using technology is that often when a large number of problems are solved. 66. known as the logistic equation.ay)y yeO) = 0. Determine lim yet).. 1 = a k + C). 1. with the substitution w = y 1. Instead. (b) Suppose that rCt) (e) Suppose that ret) = I + sin t !+ y =I(x) Substitution Methods and Special Equations dy dt = subject to 45 (k.lit. the solution also slightly changes.g concentration over time. Solve the IVP. For example. we can solve the ODE by another approach through the use of the substitution = k for k= 2. Determine lim yet) (if it exists). 10]. and e~o~ ~ ~. Solve the IVP.2.ay). we slightly change the initial conditions in a linear initialvalue problem. we can perform substitutions that transform a given differential equation into an equation that is easier to solve. kt CIe . Therefore. we obtain the firstorder linear ODE dw dt + kw = 12. yeO) to show that it differs from dy/dt = ky in that the rate of growth (the coefficient ofy).dy dt y dt . .so a. 1. we have y 1 = kt ka + CIe .! yet) (if it exists). the rate at which the drug is added decreases over time. + kyl = a. (k . .x.3 FirstOrder Equations Solve the IVP. (a) Graph the direction field for the equation y' = y . Therefore.0. 27T] X [10. cos x. the drug is added at a periodic rate. (The y2 term on the right side causes the equation to be nonlinear. Determine .<) = x. Returning to the original variable. Describe what happens to the ct.k' or C 1 = ~.ky = a/. 1. 1. Although this is a separable equation. is not constant. Solvmg for y. course. Substitution of this expression into dy/dt . a =k+ Therefore. In this case.
Solving for w. because w = y3. Therefore. The equation (y . Because this equation is not of the form fi (x)gl (y) dx + f2(x)gz(y) dy = 0. We solve this equation with the integrating factor /L(x) 1 0. we graph this function using the parameter values Yo = 114.5 dw 3w 3 ~+. dw Multiplication by 3y. so we would not need to make a change of variable to solve the equation. I equatIOn . However. can be wntten as O. we find that w = 1 + Cx 3. In doing so. This equation is separable and can be written as dx=~du. a = I. Equations such as the logistic equation are classified as Bernoulli equations. or t In(u z + 1) + C. Multiplying the ODE by /L(x) and simplifying yields ~ [x 3w] = 3x 2.x+ l erenlia y.x) dy + (x + y) dx = 0 is called a homogeneous equation. Bernoulli equations may involve variables other than y or t. consl'der thed'ffi yx (y . and the right side of the equation can be written as y 2/X .x) dy + (x + y) dx = O. where dw/dx = 3y2 dy/dx so that dy/dx = (y2/3) dw/dx. ddx y = . so resubstitution gives us InJxJ = tanley/X)  t InC(y/x)' + 1) + C as a general solution of (y . so that x 3w = x 3 + C.. if n = 0 or n = I.3 Bernoulli Equation 2 47 n q(t)y . so p(x) = lfx.14. Now. q(x) = l/x. and k = 3. Of course. if we let y = ux. for other values of n. . we find that dy Solve dx y + x = 1 2' X 0/ > O.x) dy . then we use the product rule to obtain dy = u dx + x duo Substituting these expressions into (y . x > O. we transform the nonlinear equation into the linear equation dw dt + (1 .= 3 . In this case.5 2 1.x)(u dx After solving this equation for w by using an integrating factor. such as n = 2 as we considered in the previous example. X u2 + 1 Because the right side of this equation is equivalent to (u2 ~1 u2 : I) du. 2.x) dy + (x + y) dx = 0 and simp lifying results in (ux . we solve these equations with the substitution w = yln. .. we make the substitution w = yl(2) = y3.l u  : ] Solution . Substituting w = y3 and solving for y gives us i Definition 2.gives us the firstorder ODE ~ 3y 3 + . I Of course. u = y/x because y = ux.=. With this substitution. solutions to the logistic equation are bounded. + (x + y) dx = W h'IC h + x du) + (x + ux) dx = 0 or x(u z + I) dx + x 2 (u . N ow. Notice that unlike solutions to the Malthus model. =. and k = 3) dy dt + p(t)y = = e f (3/x)dx = e 3lnx = x 3. and n = 2. we return to the original variable with the substitution w = y In and by solving for y. we obtain y2 dw 3~ Y y2 + .46 Chapter 2 First·Order Equations 2. InJxJ = tan.n)p(t) w = (1 . . a = 1. but we follow a similar solution method. However. it is not separable.5 4 10 x A Bernoulli equation is a firstorder equation of the form Figure 2. 1 Notice that the absolute value is not needed in the term '2ln(u2 + I) because u 2 + 1 > 0 for all u.I) du = O. the independent variable is x (instead of t as it was in the previous problem).3 Substitution Methods and Special Equations In Figure 2.14 Solution to the logistic equation (yo = 1/4. We can always reduce a homogeneous equation to a separable equation by a suitable substitution. this equation is linear..n)q(t).
Notice that the curve passes through the point (0. ty) = t"N(x. ~. The initial condition includes a positive value of y. the solution to the IVP is y = ~.)3 = F X (Y) . y). y) = _y2. 1 Figure 2. Y v 2y2 + y2 = Y /(v 2 + I) = Iyl~ as y~. ~ y or Using a table of integrals or a trigonometric substitution to evaluate dv . because M(x.15 Applying the initial conditions gives us Graph of mI7+~J(~r + 11 = 0 .y2 dy = 0 is homogeneous. y) = x 2 + yx and N(x. In addition to verifYing that M(tx. y) = x + Yx 2 + y2. As with the separation of variables technique. we obtain I Solution dy dx = where F(t) = 4t 2/(1 4xy2 x 3 + y3 + t 3).J Solution 49 Substitution Methods and Special Equations 2.rydy . ty) = (txi + (ty)(tx) = t 2(X 2 + yx) = t 2M(x. dy Solve the initialvalue problem dx x+~ 4 = x/y. y). we find that v Inl~ + J(~Y + 11 and Homogeneous equations are reduced to separable equations by either of the substitutions dv = dy. = x + k+ ' x2 y2 yeO) = I.48 Chapter 2 FirstOrder Equations + y 2 dv . so we can solve the IVP with this assumption. ty) = t"N(x. solving the differential equation 4xy2 dx + (x 3 + y3) dy = 0 for dy/dx. 1 7( = 4 4~)2 2 xy ) .(x + \1\2 + y2) dy = 0. X Use the substitution y = ux if N(x. and use x = vy if M(x. We can simplifY and separate the variables in this equation to obtain A firstorder differential equation that can be written in the form M(x. The equation (x 2 + yx) dx . we let x = ry so that dx = v dy + Y dv. there are other ways to determine if an equation is homogeneous or not. .weobtam vv 2 + I Show that the equation (x 2 + yx) dx ..y~ dy = O. Therefore.15.(ry + Yv 2y2 + y2)dy = 0 + Y x 2 + y2 = Inlyl + C t = C2y = C2y = C2y 2 y=±~~. . y) dx + N(x.'i'"I. this technique was also discovered by Leibniz.3 ~2 VI + 2C2 • 0 = I so C2 = I.y2 dy = 0 Inlv + ~I = Inlyl + Ct. . y) and N(tx. try the other substitution to see if it yields an easier problem. y) dy = 0. When we write the ODE in differential form. y) J ~ + (~r + 1 y = ux or Y x = ry. Returning to the original variables with is homogeneous of degree 2 because M(tx. For example. y) is less complicated than N(x. If a difficult integration problem is encountered after a substitution is made.<. y dx . 1) as required by the initial condition. . we find that + (2::. Then. we recognize that the ODE is homogeneous of order one. y). ty) = t"M(x. y) = y is less complicated than NC. y) is less complicated than M(x.. We graph this solution in Figure 2. (x 3 + y3) x3 x = I Similarly. rydy Definition 2_4 Homogeneous Differential Equation Notice that by writing we are making the assumption that y ~ O. y2dv=y~dy f Let M(x. where M(tx. ty) = t"M(x. y) is called a homogeneous differential equation (of degree n). y) and N(tx. Substitution yields y(vdy + ydv) .!.I.
::[ Find values of ao.5 0.5 I + (a2 . (Use each direction field to graph several solutions to each equation.a2)u .5 (e) Y 1. 0.50 Chapter 2 FirstOrder Equations 2. az = 1. a2 = 7. A general solution of the equation : Fi~ure 2.ao) dx . We begin by generating random values of ao. Several of the results we obtam are shown m FIgure 2. a2 = I. a.xy + y2 = C for various values of C This solution is complicated and nearly impossible to analyze analytically. a3 = 2 (f) ao = 5. a2 = 6.5. a2 = 7.5 0.16. dy Show that the nontrivial solutions to dx = aox : alY are periodic a2x a3Y 2 a1 + aOa3 < O. so we proceed graphically. a2 = 1. = 5. ~ equatlOn dx = In Vao + (al . = 3. a. and then graphing the direction field associated with the = 3 3x 2Y is 2x 2 . : . 51 Figure 2_16 (a) ao = 4. . 0.17 Graph of ~ .5 0.0.y Figure 2.5 dy dx where F(t) ~ y alo This equation is homogeneous because ·0. solutlOns to dx = + are pen odIc. and a3 = 2 yield periodic solutions to the equation. a3 = 5 (b) ao = 4. which is a family of ellipses as shown in x .5 I I I IX (f) (e) = a2 + a3 t ' Letting y = ux leads to x(a3u2 (b) (d) + alt Ix 'I 0. so that the nontrivial ..x2(a3u + a2) du ~ . none of which are zero.5 0. a2x a3Y : ] Solution I" . This indicates (although we have not shown it in general) that an equation is homogeneous if we can write it in either of the forms dyldx = F(ylx) or dyldx = G(xly).xy + y2 = C (why?). . and a3. £} '1 x '. a2 = I.5 1 a2.0. ::0. al = I. dy aox + alY . 05 0. a2 = 2. a3 = 4 = 0 y Integrating and substituting u = ylx yields a general solution of the equation . = 7. . a. We see that the choices ao = 3.5 0. a.5 IX I 0.5.. a3 = 2 (d) ao = 3. a.17. = 1. if a2 = al and .5 where G(t) = 4tl(t3 + I). a. and a3 = 2 may lead to periodic solutions.'·'·' (a) ao 0. we see that the choices ao = 3. none of which are zero.) From these graphs. a3 = 2 (e) ao = 2.fi.5 I x } 0.al)u .5 ':'0. al = I.a3u2  ~x+a~ a2x + a3Y .3 Substitution Methods and Special Equations I 2 (4xy ) y y3 y 1.5 . alo az' and a3. = 1. = I. a3 = 3 (c) ao = 3.
y '2y =C% 6. without actually solving the homogeneous equations. y *3'Y'~y=y3cOSX . dx x (a) Use the chain rule to show that the derivative of f(xy' . x dy .y) = g(y') In Exercises 4245.1n(4y2) dy 14. cos 2y dx 16.y)x . detennine its degree. Yx 2 +xydyxydx=0 10. dx 44 dy = ye .y(l) = 1 *35.In y) dy = y dx *9. (x 2 + y2Yx2 + y2) dx . (Hint: Let t = 1Ix.(3.y) is xe~/Y f'(xy' . yell = 3 38.h + b.y'+3y=vYsinx In Exercises 716. 2x dx 41.'2 y = y 2.6) dy = 0 46. Show that if the differential equation dyldx = f(x. (2x 2 53 + C2) dy = 0 can be transfonned into a homogeneous equation with a transfonnation.(x 2e yix + y2) dx = 0 *31.4x 2 ) dy are called Clairaut equations after the French mathematician Alexis Clairaut (17131765) who studied these equations in 1734. If f' (xy' . . Use the following steps to solve the Clairaut equation xy' _ (y')3 = y . { 02h + b k + C2 = 0' reduces this equatIon to a 2 homogeneous equation in the variables X and Y. IfM(x. (x 2 + xy + y2) dx . Firstorder equations of the fonn b2y . (b) Show that the equation (b) (a) + y) dx .) (b) (5x + 2y + 1) dx + (2x + Y + 1) dy = 0 EXERCISES 2.i . k) satIsfies the linear system o. (x (a. detennine if the differential equation is homogeneous. y which is equivalent to 2 [('(xy' .x + b.y') where' denotes differentiation with respect to the argument of the function. I y(l) = 1 37. 0 Y + (xy + y) dy = 32. y4 dx + (x 4  3.'3 40. y(l) = 0 36.y)x .3 (a) (x .2 dy = 0 = 0 0 dy=O Y) (In ~ dy = 0 v?"+"l dx + Y dy = 26.y) dy = 0 is a homogeneous equation. Substitute y' = c into the differential equation f(xy . show that the change of variables x = r cos aand y = r sin atransfonn the homogeneous equation into a separable equation.52 Chapter 2 FirstOrder Equations 2. xy3 dx .xy2 dy = 0. Y dx . cos !r  *47. This is called the singular solution of the Clairaut equation. solve the initialvalue problem. Group A +. Solutions to this equation are detennined by differentiating each side of the equation with respect to x. (e) (d) y y 3 2 .g'(y')]y" = 0. { Y = Y + k' where (h. (b) Use the form of a general solution to find that xc . .x dy = O. (~+~)dx+ sin 2x 15.2. 0 txy + 5y2) dx + xy dy = 0 dy 4/ _X2 33.y) dx + N(x. 17.3y . Equations of the fonn x dy = 0 *27. to find that a general solution is f(xc . is obtained by differentiating both sides of the Clairaut equation with respect to x. :r . solve each equation. y2 dx = (xy . (x 3 + y3) dx . the equation can be written as dyldx = F(ylx). 3 I : . If 021a.y)x . = b2lb. dx y xeYlx dy yeYlx 43.y) = g(c). = 0.g'(y') = O.) :1 xy3) dy = O.3 + 1) dx . (y3 . this equation can be used along withf(xy' . If y" = 0.(y + Yx 2 + y2) dx = 0.4x dy = 0 8.y(l)= 1 11..k + c. .2y .3x) dy = 0 18.y) dx + x dy = 0 f(xy' .2 I '::'~C2 1 '1. Y dx 25.y2) dy + (y2 + xy) dx = 0 30. Find an equation of the Curve that passes through the point (Ve. y) is homogeneous. y) on the curve .y'~y=y3Sinx 5. (e) Find the singular solution by differentiating xy' . (2y .x 3 ) dx . 2 In x dx .y (d) (2x In Exercises 16. 'I '.Ix 1• Y . 2 +Y = xy 4.y = c3 and solve this equation for y.y reduces this equation to a homogeneous equation in the variables x and z.4x + y *23.y) = g (y ') to detennine another solution by eliminating y'.(x 4 + y4) dy = 0. (x + 3y) dx . Ve) and has slope ylx + xly at each point (x.' 3 x (a) Place the equation in the appropriate fonn to find thatf(x) = x andg(x) = x 3. 1. If so. dx =~.y2) dx + x(x . 2 ~3 :'3 (e) This result indicates that y" = 0 or f'(xy' .xyYx 2 + y2 dy + y' . (y 0 + 2Yx 2 + y2) dx  + (y . y In (~) dx + L dy = Y x+y *13.3x) dx + x dy = 0 *19.x + b. In Exercises 3339.2y Substitution Methods and Special Equations + 1) dx + (4x .2) 3 x ~2 .(y')3 = Y with respect to x to obtain . the transfonnation z = o. x(ln x . (x 2 . 34. + . x.y) = g(y'). 49.y(l) = 2 + (a2x + = f'(xy' . If a2101 '" b21blo the transfonnation X=X+h . = k.(6x . = 0 . dx = 2y dy x exly 48. 7. solve the Bernoulli equation. (xy .y + C1) dx In Exercises 1732. (x . 28. dx 24. y' = c where c is a constant.xy2 dy = 0 2 dy_x+4y 2· dx . xy dy .g' (y ') = 0.y)(xy"). dy 42.xy dy = 0 21. dx = x =y xlY dy 45. Use this transfonnation to solve the following equations.3) dy = 0 + 3y + 1) dx + (4x + 6y + 1) dy = 0 (e) (3x .3y) dy = 0 20. match each equation in Group A with the graph of its direction field in Group B.y)(xy" =y Group B r(xy' .=.rxy + x) dy = 0 29. y(l) = 1 *39. (y2_X2)dx+xydy=0 + (x + y) dy = 2y (_x_) dx + e x + 12.y)(xy") = g'(y')y".
(x { y(l) = 2 y2 _ x2 62.2.y. (a) The sine integral function.2vv : (c) Express the equation as :v (e.ay)y and compare it to the value si~ I dl.f(p) which is equivalent to dx dp 55. which can be simplified to [x . These equations are solved by making the substitution + g (y ') with respect to + f(y') + g'(y')y".x d () an solve c Rewnte IS equatlOn as dp = 52. I . dy = 0 4.. Nevertheless. + Cp 1/2 into the In Exercises 5658. th' .2v .2vz. y) dx + where = e. + f'(p) x=~ f(p) .y) = (y. Solve the initialvalue problem { y(4) = 0xy graph the solution for 0 < x + x sin(x/y» and graph the solution. _~~. y) dy = 0. a general solution of (sin y +y cos x) dx + (sin x + x cos y) dy = 0 can be calculated. y = + g'(p)]. p.xy" + (Y'ty". M(x. 67T].3(y'i]y" = O.) solve this equation for z. y) dx + N(x..2(xy' . y) dx + N(x.2(xy' y)' =y' to obtain p 55 Exact Equations 2... (a) Differentiate y = xf(y') x to obtain + Cpll2. Sincey" = owas used to find the general solution. (a) Differentiate the equation with respect to x to obtainy' = y' .5 Exact Differential Equation A firstorder differential equation that can be written in the form .p p4 57. Substitute tbis expression for y' into xy' .. I + Y . p . many firstorder differential equations carmot be reduced to separable differential equations by a suitable substitution. solve the Lagrange equation.~ line for dy/dl = (k . solve x . (iv) Can you predict limx_~ Si(x)? ing lltilities can be used to help Tmd solutions of separable equations. (b) Substitute p into the equation to obtain + f(p) + g'(p) = p and x = differential equation y = xy' p =y'(x). (b) Show that . (ii) Graph Si(x) on the interval [0. is defined by 60. the firstorder differential equation (sin y 58.3(y')2 = 0 for y' to obtainy' = (X/3)112.2v and M(x. ~ =x(:r + 3(:r 2(:)' x(: + 1) + (2 : + 1) + (2(:r + I) (y')5 using the following steps.:p this firstorder linear equation for x to obtain x = tp4 54. Solve the equation (x lI3y 213 + x) dx + (X2/3y 113 eral solutions. (h) Graph the direction field associated with the equation y sin(x/y) dx . 50. f(y ') = y' and +(  kt . solve the Clairaut equation.". (c) Solve the initialvalue problem + y) dy = O.4 Victor J. dp = f(p) + dx [xf'(p) dp dx xf'(p) + g'(p) p . dx p4 . A History of Mathematics: An Introduction.I = (y')2 y' y' = xf'(y')y" = + (p)4 : .. (iii) Approximate the of. xy' .y = (y ')' to obtain a relationship between x and y. For example. Solve the equation y = xy' + t 56. Consider the solution to the logistic equation y = In the same manner that computer algebra systems and graph .. Katz. (c) Solve this equation for dx/dp to obtain the linear equation dx dp t tain a fonnula for y. and Exact Equations Unlike homogeneous equations. af ax (x. as we will see in this section.f(p)" This linear firstorder equation can be solved for x in tenns of p. y) is called an exact differential equation. dv v v (a) Multiply the equation by the integrating factor e.~~y(t).3(y'iy" = y'.y.vz) = e. * Euler used the following steps to solve the equation + Y cos x) dx + (sin x + x cos y) dy = 0 is neither separable nor can be reduced to a separable equation by an appropriate substitution. SimplifY this equation to obtain In Exercises 5053.2".: ) 59. (h) Substitute y' = p +I . ayo kkyo (e) Graph the splution curves for various values of C. Graph sevy':5 y sin (x/y) dx . 61.2e. Then..)2 dp p = xf'(p) dx dp p . x(p) can be used with y = xf(p) + g(p) to obtain an equation for y. In this case. y) dy for some functionf(x. Equations of the fonn y = xf(y ') + g (y ') are called Lagrange equations. y=X(2 . Si(x). (d) Substitute y' *63. 503 .2. dx z 1 2z+=.. maximum value of Si(x). HarperCollins (1993). g(y')=t(y')'.(x + x sin (x/y» dy = O. they can also be used to help solve and graph solutions of homogeneous equations. Definition 2. r (i) Evaluate Si'(x) and limx_o Si(x).v.x dx dp 2p dx = pO_x' 51. xy' .xy' = In(y') *53.54 Chapter 2 FirstOrder Equations xy" + y' . y + t(y')5 to ob ayo)e Find lim y(I). Euler was the first mathematician to take advantage of integrating factors to solve linear differential equations.~ . + e. II< . y) dy = af ay (x.". Sketch the phase Si(x) = . (e.
y) dy = 0 is exact and M(x. y) dy. y) dy = 0 is exact if there exists a function f(x. y) = x sin y + y sin x + g (y) with respect to y results in af .56 57 2. Then the differential equa· tion becomes sin x + x cosy + g'(y) = sin x + x cosy. the general form of the functionf(x.1 Test for Exactness The flrst·order differential equation M(x. y) dx + df= O. f(X. ay = sm x + 3x 2y2). y) that satisfies af . which indicates that g'(y) = O. it must be true that If the equation M(x. Thus. y) and N(x.) dy = 0 is exact if and only if aM = aN. A general solution of the equation is Therefore. (See Exercise 55 in this section. y) dx + N(x. ·th I . y) be a function with aa = sin y + Y cos x and af = sin x x ay af ."'.i.'M' Find a general solution of (sin y ~ . t egratmg ax = sm y + Y cos X WI respect to x resu ts m = x siny +x cos y. + Y cos x) = cos y + cos x = :x (sin x + x cos y).' ~ ] Solution + N(x. then . y) whose partial derivative with respect to x is iJf/ ax = sin y + Y cos x is given by +y sin x + g(y). In· + y sinx + g(y). we can find a function af af f(x. Hence if axay ayax ' M(x. ~~ = :x (:~) = :y (:~) = aa~' Theorem 2. a'i a'i contmuous on an open regIOn R. y) dy = 0 af ay (x. we can prove the following. y) = ay (x.ax (5xy2). ax' ay' axay' ayax . y) = x sin y +y sin x + k. y) = ax (x. We must include this arbitrary func· tion g (y) because the derivative of a function of y with respect to x is zero. 0 is not exact because cos y) dy = O.. . This means that g (y) = k for some constant k. y) dx + N(x. where C is a constant. y) f(x. y) dy is the total differential of f(x. (x 2y) ay a~ + 5xy2 dy = = x2 (1 f Letf(x. y). where g (y) denotes an arbitrary function of y. ay ax +y cos x) dx Show that the equation 2xy3 dx + (I + 3x 2y2) dy = 0 is exact and that the equa· tion x 2y dx + 5xy2 dy = 0 is not exact. .. af af a'i and a'i are . the equation x 2y dx . we learn that the total differential of the functionf(x. f(x. y) dx In calculus. y). and differentiating f(x. y) is af df = ax (x. ay = smx *' 5y2 = . + x cos y.'.on R. That is..= .1 Solution In fact.'. . y) such that M(x.i. y).y) =x siny dy = 0 is an exact equation + (sin x + x The equation is exact because f (siny + y cos x) dx lif'"I.4 Exact Equations Chapter 2 First·Order Equations M(x. y) dx + N(x. y) dx + N(x. y) dx + N(x. +x cosy + g'(y). y) dy is the total differen· tial off(x. y) such that M(x. In multivariable calculus. we learned that if f. y) dy = 0 is exact.. The equation 2xy3 dx + (1 + 3x 2y2) a~ (sin y because :y (2xy3) = 6xy2 = Conversely. Because we are looking for a functionf(x. y) dx + N(x... the equation M(x. .y) = C..
y) be a function such that af = e ax ~~ 1_) ~ (eY1X . 2 1_) dx + ~eYlx + __ 2 x 1+x + g'(y) This equation is exact because _L2 e y1x = ~ (eY1x ).'.y ing. = C.1). y). a~ (2x sin y) = 2xcos y = :x (x 2 cos y Letf(x. y). Figure 2. Thus.. because it is included inf(x.C I is a constant. is a general solution of (sin y + y cos x) dx + (sin x + x cos y) dy = O.18 by graphing several level curves of the functionf(x..1.18 We graph various solutions to the equation by graphing several level curves of the function/ex.) Substitute g(y) into the result obtained in step 2 for f(x. 59 Exact Equations ® ® (j) + N(x. y) and N(x. y) = C.58 Chapter 2 2.4 FirstOrder Equations 2 f(x. N(x. (Add an arbitrary function of y. From the differential equation..y A general solution of the exact equation is then x sin y . !). ~IO 'if'. A similar algorithm can be stated so that in step 2. x ax ay x Let f(x. Integrat = J2x siny dx = x 2 siny + g(y). and differentiatingf(x. : 1 Solution M(x.. y) = x sin y y Therefore..19.y = k. Apply the initial condition if given. g(y). We see that the graph passes through the point (0. y) G) o The equation is exact because = 2x sin y and aflay . as required by the initial condition. Notice that the arbitrary function g(y) serves as a "constant" of integration with respect to x.. the implicit function x sin y + y sin x + k = C I or x sin y + y sin x = C. y) = x 2 sin y + g(y) af 2 ay = x cos Y with respect to y gives us "ii. A general solution isf(x.' Solve (e Y1X  ] Solution 2 x cosy .19 Solve 2x sin y dx + CI x 2 sin y . Our solution must satisfy yeO) = t so we must find the solution that passes through the point (0. we obtain 0 2 sine!) . y) dy = 0 af af Assume that M(x..] Several members of the family of solutions are graphed in Figure 2. Substituting x = 0 and y = ! into the general solution. 2 5 y 2 and g(y) = y + C I so that substitution into f(x. (There is no need to include an arbitrary constant. The solution is graphed in Figure 2. !). y) be a function with aflax ing aflax with respect to x yields f(x..y = !.k represents an arbitrary constant.) Differentiate the result in step 2 with respect to y and set the result equal to N(x. =x 2 cos Y . y) = ax (x. Solve for g'(y).'.1 ay . y) with respect to x.! = k so that k = ! and the solution is x 2 sin y . y) = ay (x. we have _ . y) dx CD @ + (x 2 cos Y  1) dy = 0 subject to yeO) = 112. Integrate M(x. y) = x siny + y sin x.. where C = C 1 . + g'(y).1 = x cosy g'(y) = 1 e y1x dy = O.". y). y).y) = x siny .~ ey1x + __ 1+x y1x  2 = ~ e y1x + x . y) = x sin y + y sin x.I.1 + g(y) yields + CI . Simplify where k = C . where C is a constant. Integrate g' (y) with respect to y to obtain an expression for g (y). lOX Solving the Exact Differential Equation Figure 2. we have af = x2 cos Y . [Note that there is no need to include an arbitrary constant inf(x. y) is integrated with respect to y as we show in Example 4. y) = C.
tan.22 The solution is not unique near this point because when we zoom in.5. )= ay .Wj 3" " 4" x C0 (cos x cosy .y) Therefore.21.1 0.siny = C for various values of C :~ = so g'(x) e y1x +x ( :2 e Y1x ) + g'(x) = I ~ x 2 ' This implies thatg(x) = = e y1x  .9 a (cos x cosy . eY 1 1x + g'(x).sin y = C for various values of C.x e y1x + g(x) = xe y1x o 21t 1t Exact Equations 61 y 21t 0 1t y ()() + g(x) " 1t where g (x) is an arbitrary function of x. From the graphs.sin x) dx exact because + (cosy  21t ~ <::: (g) : ISolution ~ " Find a value of Yo so that there is not a unique solution to the initialvalue problem { (I) (e) y 2" (h) \: 3" 4" x \: Figure 2. yeO) = Yo The equation (cos x cos y . ..smxsmy).. 21t 21t (a) (b) 2" 2" " " . sof(x. coSx smy 4. ali initialvalue problems we have considered have had a unique solution. './ 21t 1t c. ~ c:: " Figure 2. it is possible to find Yo such that there is not a unique solution to the initialvalue problem.2 0. Indeed an exact value of Yo is 371'/2.6 4. y) = Je y1x dy = I. (This topic is considered again in Section 2. we see that if C = 0.60 First·Order Equations Chapter 2 2. Differentiating f(x. y) with respect to x leads to Figure 2.22.x. Up to now.7 A general solution is found to be cos x + sin x cos y + sin y = C.sin x siny) dy = O. we see the graph of more than one function passing through the point.) o 21t (d) 2" <::: l'fi"".2 Figure 2.5 0.1 0. IdentifY the curve(s) corresponding to C = 5.) 4. (e) \ '. = axa (cosy .20 shows the graph of x cos y + 4x .21 (a) C = j(b) C = 1 (e) C = 4(d) C = 0 (e) C = l (f) C = 1 (g) C = l (b) C = ! sin x siny) dy = 0 is 4. this need not be true.. which we graph for various values of C in Figure 2.sin x) dx + (cosy .smx . af cate expreSSiOn than ax gives us +11 2 and x f(x.4 f y1x aa = e • Integrating af with respect to y because it is a less compliy ay d .8 4.20 Graph of x cosy + 4x . (Why?) (See Figure 2. a general solution of the exact equation is xe y1x = xe y1x + tanI X = + tanI x. However.
 dy eYcosx _eX cosy 43.L sat (e) Show that if J. find a differential equation that J. y) _ ON(x. dx = (al X1Y y = eYX(cosx .y) dx . [JLMl y = lJ.x 2eY + 1) dy = 0. we use the fact that if the equation J.L(x). y)M(x. 54.dx eYcosyeXcosx + eY1X dy = + (My  (f. dJ.eX sin y dy = 0 e (x2 cos(?) 0 MJ. (y _ X)2 dx . (cos x .dx 2 2xy (a) Use the product rule to show that J. (3 + x cos(xy) dy = 0 + 2x) dx + (tan x) dy = 0 3xy2 dy + y3 dx = 0 (x .2xy dy = 0. + y2 *25. N(x. (a) LetgCy) = J(N(X.L(x) = Group B + y2 sin(?)) dx (b) exp that dy= 0 J. (See Exercise 46. Cy2 . 2n·f~ + y' sin(?)) xy2 (J (d) If J. Suppose that M(x. 52.2 sin 2x) dx + (1 + 2xy) dy = 0. e (x2 cos(?) 11.x) dy = 0 9.NJ.L(x). solve each equation. l _ [aM(x.LNlx solutions in Group B. (1 63 Exact Equations 51.L. y(2) = 1 + 5x . 2xy2 dx 0 32.4 40.L must satisfy the differential equation Group A dy dy = 0 2x y cos(x 2 ) .Nx N J.L(x.L(x. y) yields an exact equation.(x _ yj' dy = 0 2 22.Ly .y)  ~J M(x. yeO) = 0 39. use an integrating factor to solve each differential equation. cos(xy» dx 26. 34.2 31. Graph the solution on an appropriate region.yeY) dy = 0 + y2) dx . 3x 2 dx . 7tC 53. yeO) = 1 = 0.1 _[ ON(x.x 2 dy = 0 (y + 2x 2 ) dx + (x 2y . J. 7t (e) 0. 8. «3 + x) cos (x + y) + sin (x + y» dx + x dx+ Y dy=O YX 2 +y2 YX 2 +y2 4_ (y sec 2 x 5. without actually solving the equations. y) ax ay Y In Exercises 3140.sin x + y) dx + (sec y tan y + x) dy = 0. y) dx + J.y) dx) dy.dy = 0 is a function of x only.L = J.L(Y). 20. _2xy2 sin(x 2 ) dx + 2y COS(X2) dy = 0 24. EXERCISES 2. dx .Nx h My . Nx)J.4 (~ + y) dx + (eY + x) dy = 0. (l + 3y2  1) dx + (x 3 + 6xy) dy + (cos(xy) :2) dx  ~ dy = + 3x 2) dx + (x 2  = I = 0 .y2) dx . y)] d ). determine if the equation is exact. yeO) = 0 + (xeY .2 dy = 0 y Y 15.L = O. match each equation in Group A with the graph of some of its In Exercises 110. y) dx + N(x.Lx (b) Use this equation to show that if J. *55. J.(y2  2_ 2~) dx + (2xy  \IX + 1) dy = 0 *7. y) dx + N(x.x) dy = 0 (5xy + 4y2 + 1) dx + (x 2 + 2xy) dy = 0 (2xy2 + y) dx + (2x 3 . (2x . In(xy) dx 10. y).Y sin(x 2 ) x2 dx 28. multiplying it by an appropriate function J. dx *13.sin x) cos y + siny dy 0 + ~ eX)' dy = 41. dx = eY sin x .L(x. Show that a separable equation of the form g(y) dy hex) dx = 0 is exact. y)N(x. y(2e X + 4x) dx + 3(e X + x 2 ) dy = 0 37t 1) dy = 0. yeO) = 0 y+y2 X+X2 *21.(e Y .L NM must satisfy and a restriction on Show In 12. y) dy = 0 is exact. = J. (lntegrating Factors) If the differential equation M(x.L(Y) = + 3y2 dy = 0 y2 dx + 2xy dy = 0 .(vY + cos 2x) dy = 0 2r (e + y) dx . y) dy = 0 is an equation for which aMlay = aNlax.y2 sin(xy» dx + 2x 2y dy = 0.y sin x) dx + Cy6 + cos x) dy = 0 Cy sin 2x) dx . yeX)' (cos(xy) + sin(xy» dx sin(xy» dy = 0 *3_ y cos(xy) dx 6. 1. y) ay ax =r. yeO) = 0 + (2x . y) dy = 0 is not exact. x 2y dx + x 3 dy = 0 48. (eY .were N 44 dy = eX sin x + eY siny . To find J.sin y 42.2xy) dx 23. . (I + 3y2 ) dy = 0 19. 27.L isfies the differential equation exy(cos x + sin x) cos y . 46.x tan y) dy = 0 49. yeO) = 1 2 2 38. y) _ aM(x. y)] dx). + y3) dx + (3xy2 + 4) dy = ~ dx + (. yeO) = 0 l+x In Exercises 4144. (2xy 27t 0.L _ My . " 27t 45. eY1x( y) x dx x + 30.xy sin(xy» dy = 0 C~ 27t 37t X In Exercises 4754. 3x 2 x3 14. solve the initialvalue problem. 2xy dx 18.x 2) dy = x2 .) (d) 47. (2xex' + 2xeY ) dx + (ex' . y dx SO.x) dy = 0 2 (2x + tany) dx + (x . (3x y + *33. (2xy + (x2 + y2) dy = 0 2xy3 dx + (1 + 3x 2y2) dy = 0 2 sin ydx + x sin 2y dy = 0 (3x 2 + 3y2) dx + 6xy dy = 0 *17.L = J.L(x. y(l) 36. exp (J M(x. yeO) = 0 *37. eX)' dx + ~ dy = y + (xy cos(xy) + sin(xy» + xeX)' (cos(xy) + dy =0 + x) cos (x + y) + sin(x2) x *29. 0 x 2y X1Y In Exercises 1130. (2x 16.(x + 2y) dy 35.62 Chapter 2 FirstOrder Equations 2.
and Yo = 1. and for K < 0. dy ear equatwn dx (1 + e""y + y cos(xy» dx + (1 + e""x + x cos(xy» ~ + cos(cx» dy = 0 change as c takes on values from . y) = y. if K 0. A questIOn we may ask at this point is whether the IVP has more than one solution if we use another initial condition.'.x 2 = satisfies the IVP. the IVP has the unique solution y2 .9x + 2y) dy = O. and (iii) (2x + 1. y2 _ Theorem 2_2 Existence and Uniqueness Consider the initialvalue problem y' = I(x./(x. y) dx is a function of y by showing that :x (N(X. Thi~ equation is solved by separating the variables to obtain y dy = x dx and by inte2 /2 + Cor y2 x 2 = K. an initialvalue problem may have one or more solutions depending on how the problem is stated. the hyperbolas intersect the xaxis (Figure 2.xol < h centered at Xo on which there exists one and only one solution to the differential equation that satisfies the initial condition. y) dx. How does the graph of the solution to the initialvalue problem (sin(cy) .8x + 2y) dx + (2x + 2y) dy = 0.2 to 2? 60. y(xo) = yo· If/and af/ay are continuous fimctions on the rectangular region R: a < x < b. then the IVP would have only one solution. 0). 37Tj X [O. Theory of FirstOrder Equations (' Some Differences Between Linear Equations and Nonlinear Equations To better understand the solution or solutions to an initialvalue problem consider the following: ' dy dx = x Y" yeO) = o.24). Find a general solution of the equation dy dx (b) Graph the direction field for each equation along with several solutions. y) .37T]. y) dx) = O. For example. we have the same general solution. yeO) = 1 has a unique solution.yc sin(cx» dx + (xc cos(cy) { yeO) = I 56. there exists a unique solution to the differential equation that satisfies the initial conditiony(O) = 1.:y (b) Letf(x.(1)2 = K. Find restrictions on p and q so that the firstorder lin 57. This tells us that if another initial condition were used instead of yeO) = 0. Yo) = (0. In the case of this initialvalue problem. + p(x)y = q(x) is exact. Hence. we ° Figure 2_23 y2 _ Graph of x 2 = K for several values ofK>O Does the fact that the IVP dy/dx = x/y. both I and aj/ ay are continuous on all rectangular regions containing the point (xo.x 2 = lor x 2 .••' VerifY that the initialvalue problem dy/dx = y. 1). the solutions also slightly change. Therefore.. + af dy. ay As with other types of equations. we are interested in finding the solution or solutions that satisfY yeO) = O. For K > 0. Therefore. By the Existence and Uniqueness Theorem.9y) dx + (1.23). y) = x/y and (xo. The following theorem helps us understand the types of initialvalue problems that have a unique solution. The hypothesis of the Existence and Uniqueness Theorem is not satisfied because I is not continuous at (0. y = x and y = x. so y2 . (a) Find a general solution for each of the following differential equations: M(x. we say that it has a unique solution. y). M(x. if we consider Graph several solutions.x = K. 0). 0). We verifY this by solv : ] Solution .x 2 = K. Show that af dx ax would see that no other solution curves intersect.x)(y + x) = 0. 0) into y2 . Find a general solution of the equation (2x .y2 sin(xy» dx + (cos(xy) . Graph various solutions on the rectangle [0. y2 . In this case. : .' "i'. y) dx + f f (i) (2x + 2y) dx + (2x + 2y) dy = 0. Hint: Show that N(x. so K = 1. I(x. technology is useful in solving exact equations or in performing the steps necessary to solve an exact equation. Hence. as before. so the IVP has two solutions. we have hyperbolas that intersect the yaxis (Figure 2. + N(x. 58. this solution is represented graphically by a family of hyperbolas. In other words. we require that the solution curve(s) pass through (0. y) = g(y) M(x. When we sub2 stitute (0. . * where K = 2C. we find that K = 0.y2 = I. As we see from this example. we find that (0)' . Yo).xy sin(xy» dy = O. the fact that the IVP has two solutions does not contradict the Existence and Uniqueness Theorem. yeO) = Existence and Uniqueness Theorem? ° has two solutions contradict the In this case. Xo = 0. when we apply the initial condition y(1) = 0.5 Theory of FirstOrder Equations dy = O. y) dy = 65 2.24 Graph of x 2 = K for several values ofK<O x = Y"y(1) = 0." *59. Yo) = (0. y)  ~ f M(x. Factoring indicates that (y . c < Y < d containing the point (xo. By observing the family of hyperbolas. then there exists an interval Ix .64 Chapter 2 FirstOrder Equations Show that g is a function of y. (c) Comment on this statement: "If we slightly change a differential equation.I Solution y gratmg each SIde of the equation to obtain y2/2 = x "f''''''. (ii) (1. However. Figure 2.
then we would have selected co < x < 0. This is a difference between nonlmear and linear equations. Some Differences Between Linear Equations and Nonlinear Equations While solving both linear and nonlinear firstorder equations throughout Chapters I and 2. equations. which is graphed in Figure 2. When we find a general solution of a linear equation. I If p and q are continuous on an open interval I that contains x = xo..27 Solution of xy' + 2y = x cos x.5 2 2. If an initialvalue problem does not satisfy the hypotheses of the theorem. or many solutions. yeO) = I? If J ~I = lnly + + c. . Y = 2 cos x .25. you may have noticed some of the differences between the two types of.. . The Existence and Uniqueness Theorem gives sufficient.) Therefore.3 x6 _ x 2y2 discontinuous at the point (0.3 Existence and Uniqueness: FirstOrder Linear Equations and 2(xy3 .5 3 x Figure 2. in Exercises 1. and the solution that satisfies the initial condition yeO) = 1 is y = eX.x y2) dy = O'f 'bl ' 1 POSSI e. conditions for the existence of a unique solution of an initialvalue problem. The function p is continuous for x < 0 or for x > 0. Solution + 52 y=(%X2 II + C1 + o '. In fact.26. Dividing the equation by (X4 + y2)2 leads to an exact equation that has general so2 4 lution x y = C(x + y2). This equation is separable and equivalent to dyly = dx. .fi. and this also satisfies the initial condition. 5 (b) The equation 2(xy3 . which means thatx y = C(x4 + y2) is a solution to the initialvalue problem for any value of C.) If we solve this IVP. 0) specified by the initial condition. Are the hypotheses of the Existence and Uniqueness Theorem satisfied for the initial h ~ = ~. no solution. Several solutions are graphed in Figure 2. + 2y = x cos x. It approaches zero as 0< x < +co. (We call y = o a sin~ar solution. . 1'£·. we cannot conclude that a unique solution does not eJcist. There are infinitely many solutions to the initialvalue problem. For example. The solution becomes unbounded as x x > +co.27 to observe that the solution is valid only on > 0+. Application of the initial condition leads to the unique solution y = (516)315 X615.x y) dx + (x 6 .5 ing the initialvalue problem. Applying the initial conditiony(O) = 0 results in the iden2 tity 0 = 0. then there eJcists one and only one function that satisfies the differential equation for each x in I.xSy) dx yeO) = 0 CJ to + the initialvalue problems (a) 6 2 (x . if the initial condition were y( 2) = 4. so the solution is nonunique."'Find y a solution (b) {2(xy3 . Therefore. This interval is 0 < x < +co. we must determine the interval containing Xo = 2 on which both functions are continuous.y(xo)=yo. we considered the ODE dyldx = _2xy2 WIth solution y = l/(x 2 + k) where k is constant.~==F'~ 0.25 Figure 2.xSy) are y. the problem may have a unique solution.66 Chapter 2 First·Order Equations 2. . dy x. the solution technique used to solve this sepa:able nonlinear ODE does not generate all solutions. (Of course. y(2) = 4 2 2.26 and I tence of a solution to either problem because both 4 dy x dx = y213 { yeO) = 0 67 Theory of First·Order Equations Find an interval on which the IVP xy' tion.5 1 1. We noted that although y = 0 also satisfies the ODE it cannot be obtained from y = l/(x 2 + k) for any choice of k.'lUE cr. ()Th a e equatIOn dx = y213 IS separable and has solution 1y513 = lx2 l l The EJcistence and Uniqueness Theorem does not guarantee the eJcis Consider the initialvalue problem Figure 2. q is continuous for all values of x.1 Solution y 400 350 300 250 200 150 100 50 +"::::. x "'2 (sm 2 x x x ' x. Theorem 2. +2 cos28 ) + sm We graph this function in Figure 2. we fmd that : .x 2y2) dy = 0 is more difficult to solve."'2 sm. We can also state an EJcistence and Uniqueness Theorem for IVPs mvolvmg flrstorder linear equations. y 1 does a unique solution to this problem exist? Does more than one solution exist? value problem i y'+p(x)y=q(x). but not necessary. we obtain all possible solutions to the equation. A general solution is given by y = Ce x .1. y(2) = 4 has a unique solu First. we write the ODE in the form y' + (2/x)y = cos x to identify p(x) = 21x and q(x) = cos x.
68
Chapter 2
2.5
FirstOrder Equations
As we see, the interval on which the solution to a firstorder IVP is unique depends on the functions p and q in the general form of the ODE. This is not necessarily true with an IVP involving a nonlinear ODE. In this case, the interval of definition
of the solution may depend on the initial condition, as we illustrate in the following
example.
"ii,,','.,
y
Determine the interval of definition of the solution to y' = y3, yeO) = a, a
10
: 1 Solution
X
+ C,
fore, y
1 0.5
Figure 2_28
such that simplification gives us y 2
= lIYK 
f ~ = f dx
yields
±
y 2
=
= 2x + K where K = 2C. There= a indicates that K =
2x. Applying the initial condition yeO)
a 2 , so y = lIYa 2  2x. This solution is defined only if a 2  2x > 0 or x <
(a 2 )/2. In Figure 2.28, we graph the solution for K = a 2 = 1,2,3. In this graph,
notice that when a 2 = I the solution is defined only for x < 112. The other two
solutions are defined on x < I and x < 3/2, respectively. Notice also that each be
1.5 x
0.5
This equation is separable. Integrating
> O.
Graph of
_I_forK=1 23
Y= _
YK2x
' ,
comes unbounded as x approaches (a 2)/2 from the left.
Another difference between linear equations and nonlinear equations that you
may have noticed while working problems in this chapter is that a linear equation has
an explicit solution because of the way we solve linear ODEs. Conversely, a nonlinear
equation often has an implicit solution that cannot be solved analytically to find an explicit form of the solution.
EXERCISES 2.5
L Does the Existence and Uniqueness Theorem guarantee a unique solution to the following initialvalue
problems on some interval? Explain.
dy
(a) dx
dy
(b) dx
+ x 2 = y2, yeO) =
+
0
x 2 = y2, yeO) = 0
dy
(e) dx = Y
+
I
I _ x' y(1) = 0
2. According to the Existence and Uniqueness Theorem,
the initialvalue problem dy/dx = Iyl. y(l) = 0 has a
solution. (a) Must the solution be unique? (b) Solve
the problem by hand. Is the solution unique? Hinl:
Separate the initialvalue problem into two parts. First
solve the problem for y 2: 0 and then solve it for
y < O.
*3. The Existence and Uniqueness Theorem implies that
at least one solution to the initialvalue problem dyldx
= yllS, yeO) = 0 exists. (a) Must the solution be
unique according to the theorem? (b) Solve the problem by hand. Is the solution unique? Note that y = 0
satisfies the differential equation as well as the initial
condition.
4
4. Show that y = 0 and y =
value problem
~6 both satisfy the initial
xI dydx = _vry, yeO) = O. Does th,S. con
tradict the Existence and Uniqueness Theorem?
5. Show that y = 0 and y = xlxl both sa~fy the initialvalue problem dyldx = 2V1Yi, yeO)  O. Does this
contradict the Existence and Uniqueness Theorem?
2
6. Does the initialvalue problem dy/dx = 4x  xy2,
y(2) = 1 have a unique solution on an interval containing x = 2?
*7. Does the initialvalue problem dy/dx = yVx, y(l) =
I bave a unique solution on an interval containing
x = I? Verify your result by solving the problem.
S. Does the initialvalue problem dy/dx = 6y 213, y(l) =
o have a unique solution on an interval containing
x = I? Solve the problem using separation of variables. Is y = 0 obtained through this method? Is
y = 0 a solution?
9. Does the initialvalue problem y' = sin y  cos x,
y( 1T) = 0 have a unique solution on an interval containing x = 7T'?
10. Does the initialvalue problemxy' = y,y(O) = I have
a Wlique solution on an interval containing x = O? Verify your response by solving the initialvalue problem.
11. Show thaty = sec x satisfies the initialvalue problem
y' = Y tan x, yeO) = 1. What is the largest open interval containing x = 0 over which y = sec x IS a solution? Explain.
12. Show thaty = tan x satisfies the initialvalue problem
y' = I + y2, yeO) = o. What is the largest open interval containing x = 0 over which y = tan x is a solution? Explain.
13. Using the Existence and Uniqueness Theorem, determine if dy/dx = ~ has a unique solution
passing through the point (a) (0, 2); (b) (4, 1);
(e) (0, 1/2); (d) (2, I) is guaranteed.
14. Using the Existence and Uniqueness Theorem, determine if dy/dx = Y25  y2 has a unique solution
passing through the point (a) (4, 3); (b) (0, 5);
(e) (3, 6); (d) (4, 5).
In Exercises 1522 use the Existence and Uniqueness Theorem (for linear IVP;) to determine the largest interval on which
the solution is guaranteed to exist.
15. y'
+
16. x'y'
2
(I/x)y = x , y(l)
=0
+ x4y = 2x', yeO) = 0
*17. 2y'
+ xy =
18. y'
+ (sec x)y
In x, y(e) = 0
= x, yeO) = 0
69
Theory of FirstOrder Equations
19. y'
+ _I_y =
x3
20. (x  2)y'
*21. y'
+
22.y'+
_1_,y(_I) = 0
xI
+ (x 2 
4)y = x
I
+ 2'Y(0) =
3
Yy
, =x,y(O) = 0
4  x
Y
y
2 =x,y(3)=1
4x
23. (a) Over what interval is the solution to the IVP y' +
(1Ix)y = sinx,Y(1T) = I certain to exist? (b) ~olvethis
IVP and graph the solution. (e) Is the solution valId
on a larger interval than what is guaranteed by the Existence and Uniqueness Theorem for Linear IVPs?
24. (a) Over what interval is the solution to the IVP y' +
(tan x)y = sin x, yeO) = 0 certain to exist? (b) So~ve
this IVP and graph the solution. (e) Is the solution
valid on a larger interval than what is guaranteed by
the Existence and Uniqueness Theorem for Linear
IVPs?
In Exercises 2528, determine the interval of definition of the
solution to each IVP. Graph the solution for several values of a
to verify your result. Assume that a is positive.
25. y'
= y>, yeO) = a
26. y' = xy2, yeO) = a
*27. y' = x/y, yeO) = a
2S. y' = _y3, yeO) = a
29. Find all points (xo, 0) in the rectangule
R = {(x, y)IO :5 x :5 21T, 1T:5 Y :5 1T) such that the
initialvalue problem
dY
cosxsinx+sinxsiny
dx = cosxcosycosysiny
{
y(xo) = 0
has more than one solution. Confirm your results
graphically.
30. Find all points (xo, Yo) in the rectangle
R = {(x, y)IO :5 x :5 41T, 0 :5 Y :5 41T) such that the
initialvalue problem
dY =
dx
{
cosyycosx
xsiny+smx I
y(xo)
=Yo
has no solutions. Hint: Graph the direction field associated with the equation.
70
Chapter 2
o~
FirstOrder Equations
2.6
Numerical Methods for FirstOrder Equations
, Euler's Method (' Improved Euler's Method
(" RungeKutta Method
(' Errors
Y
=
71
Therefore, the approximate value of the solution at x =
Tangent Line
Y I(x", Yo)(x  xo)
Numerical Methods for FirstOrder Equations
+ Yo
Yl = f(xo, YO)(XI  xo)
(X).YI)
I
In many cases, we cannot obtain a formula for the solution to an initialvalue problem
of the form
dy
dx = f(x, y), y(xo) = Yo·
x
For example, we cannot solve
+ Yo =
Figure 2.29
using any of the methods we have discussed to this point. Of course, we can determine
certain properties of the solution by looking at the slope field. However, we sometimes
would like to find numerical values of y at particular values of x. For that reason, we
now discuss numerical methods for approximating solutions to initialvalue problems.
We begin with a method based on tangent line approximations.
+ Yo·
Xl),
so we find the approximate value of y at X = X2 is
Y2 = f(xo, YO)(X2  XI)
Exact solution (X•• y(x.))
is
Notice that we refer to the approximate value of y at x = Xi as Yi while w~ refer
to the exact value of the solution at x = Xi as Y(xi)' This means that Yl approxlmat~s
Y(XI)' (See Figure 2.29.) We remember from calculus that ~is gives a .good approxImation if h is a small number. Next, we assume that the pomt (x" Yl) IS on the solution curve. If we determine the equation of the line with slope f(x" Yl) that passes
through (X" Yl), we obtain
Y  Yl = f(x" Yl)(x dy
.
dx = sm(xy), yeO) = I
Xl
hf(xo, Yo)
+ Yl
= hf(xo, Yo)
+ YJ.
We continue this process until we reach YN, the approximate value of Y(XN) = y(X). In
doing so, we obtain a sequence of points of the form (x", Yn)~ n =:' I, 2, ... , N. We
show several points of this type along with actual values of Y m Figure 2.30.
Euler's Method
Euler's Method
The solution of the initialvalue problem
Suppose that we wish to approximate the solution to
y'
dy
dx = f(x, y), y(xo) = Yo
Figure 2.30
over the interval Xo :5 x :5 X, where X is a specified value of x. For example, we may
wish to approximate the solution on 0 :5 X :5 1. This indicates that the initial condition is specified at Xo = 0 and that X = I is the end of the interval. Now, we partition
Xo :5 x :5 X into N subintervals of equal length h, where
Therefore, the nth value of x in the partition is
This means that Xl
+ nh, n = 1,2, ...
,N.
= Xo + h,X2 = Xo + 2h, ... ,xN= Xo +Nh = Xo +N(X~XO) =
X If we are solving the IVP dy/dx = f(x, y), y(xo) = Yo, then the point (xo, Yo) is on
the solution curve. Therefore, as we discussed in relation to slope fields, we can follow the line tangent to the solution curve at (xo, Yo) to approximate the value of the solution at the next value of x, x = Xl' Because the slope of this tangent line isf(xo,yo),
we find that the equation for the line is y  Yo = f(xo, Yo)(x  xo) or
y = f(xo, Yo)(x  xo)
Yn = hf(xn" YnI)
+ YnI
(n = 1, 2, ... ),
i where Xn = xo. + nh and h is the selected stepsize.
o "fi""'.'
h = Xxo
N .
Xn = Xo
= f(x, Y), y(xo) = Yo
is approximated at the sequence of points (xn, Yn) (n = I, 2, ... ), where Yn is
the approximate value of y(xn ) by computing
+ Yo.
Use Euler's method with h = 0.1 and with h = 0.05 to approximate the solution of
y' = xy, yeO) = 1 on 0 :5 X :5 1. Determine the exact solution and compare the
results.
1 Solution
First, we note thatf(x, y) = xy, Xo
have the formula
Yn = hf(xn" Ynl)
Then, for x, = Xo
+h =
Y,
Similarly, for X2 = Xo
+ Ynl
= 0, and Yo = 1. With h = 0.1, we
= O.lxnIYn1
+ Ynl·
0.1, we have
= O. lxoYo + Yo = 0.1(0)(1) + 1 = 1.
+ 2h =
0.2,
72
Chapter 2
FirstOrder Equations
Y2
2.6
= O. IX ,y, + YI = 0.1(0.1)(1) + 1 = 1.01.
Xn
Xn
1.3
1.2
I
1.0
0.6
1.15873
0.1
1.0
0.7
1.22825
0.2
1.01
0.8
1.31423
0.3
1.0302
0.9
1.41937
0.4
1.061 II
1.0
1.54711
•
1.1
Yn
0.0
0.5
•
1.4
Euler's method with h = 0.1
Yn
1.6
1.5
see that y( 1) is approximately 1. 54711.
TABLE 2.1
y
y
1.6
In Table 2.1, we show the results of this sequence of approximations. From this, we
0.2
0.4
•
•
0.6
•
1.1
O.S
0.2
1 x
0.4
0.6
O.S
(a) h = 0.1 (b) h = 0.05
Improved Euler's Method
Euler's method is improved by using an average slope over each interval. Using the
tangent line approximation of the curve through (xo, Yo), Y = f(xo, Yo)(x  xo) + Yo, we
find the approximate value of Y at x = x" which we now call yj. Then,
yj = hf(xo, Yo) + Yo,
Yn = hf(xnlo Ynl)
+ Ynl
= 0.05XnIYn1
+ Ynl
Euler's method with h = 0.05
Xn
Yn
Xn
Yn
0.35
1.05361
0.70
1.2523
0.05
1.0
0.40
1.07204
0.75
1.29613
0.10
1.0025
0.45
1.09348
0.80
1.34474
1.39853
0.15
1.00751
0.50
1.11809
0.85
0.20
1.01507
0.55
1.14604
0.90
0.25
1.02522
0.60
1.17756
0.95
1.52357
0.30
1.03803
0.65
1.21288
1.00
1.59594
i
and with the differential equation Y' = f(x, y), we find that the approximate slope of
the tangent line at x = XI is f(x" yf). The average of the two slopes, f(xo, Yo) and
Tangent Line Approximation
Average
.
ApproXImauon
Xo
XI
Figure 2.32
1.0
Yn
1.3
(b)
Figure 2.31
to obtain the values given in Table 2.2. With this stepsize, the approximate value of
y(1) is 1.59594.
The exact solution !o the initialvalue problem, which is found with separation of variables, isy = eXl2, so the exact value ofy(l) is e '12 = 1.64872. The smaller
value of h, therefore, yields a better approximation. We graph the approximations
obtained with h = 0.1 and h = 0.05 as well as the graph ofY = er12 in Figure 2.31.
Notice from these graphs that the approximation is more accurate when h is
decreased.
Xn
1.4
1.2
For h = 0.05, we use
0.0
1.5
•
Ca)
1.10355
TABLE 2.2
73
Numerical Methods for FirstOrder Equations
fe
*).
Xh Yl , IS
f(xo, Yo)
+
f(x" yi) and
2'
Y=
X
f(xo, Yo)
an equation of the line throu"h (x
/:l
+ f(x" y!)
2
(x  xo)
0,
y) with
0
+ Yo·
We illustrate the determination of this average slope and the position of these lines in
Figure 2.32.
At x = x" the approximate value of Y is given by
YI =
f(xo, Yo) + f(x" yi) (
)
2
x,  Xo
+
_
Yo 
f(xo, Yo)
+ f(XI, yi)
2
h
+ Yo.
Continuing in this manner, the approximation in each step in the improved Euler's
method depends on the following two calculations:
y~ = hf(xn" YnI)
1.45796
where Xn = Xo + nh.
+ Ynl
74
2.6
Chapter 2 First·Order Equations
Improved Euler'S method with h = 0.1
TABLE 2.3
Improved Euler's Method
= f(x, y), y(xo) = Yo
is approximated at the sequence of points (X., Yn) (n = 1, 2, ... ), where Yn is
the approximate value of y(xn ) by computing at each step the two calculations:
y~ = hf(xnI> Ynl)
_ f(xnI> Ynl)
Yn 2
where Xn = Xo
+ Ynl
+ f(x., y~)
(n = 1, 2, ... ),
h
+ Ynl
Yn (EM)
0.0
1.0
1.0
1.0
0.1
1.005
1.0
1.00501
0.2
1.0201755
1.01
1.0202
OJ
1.0459859
1.0302
1.04603
0.4
1.083223
1.06111
1.08329
0.5
1.1330513
1.10355
1.13315
1.1970687
1.15873
1.19722
1.277392
1.22825
1.27762
1.3767731
1.31423
1.37713
1.4987552
1.41937
1.49930
1.6478813
,1.547111
1.64872
+ nh and h is the selected stepsize.
0.7
""".,'.'
0.8
0.9
Use the improved Euler's method to approximate the solution of y' = xy, yeO)
on 0 :=; x :=; I for h = 0.1. Compare the results to the exact solution.
: ] Solution
In this case, f(x, y)
= xy,
Xo
= 0,
and Yo
= I. Therefore,
=1
we use the
equations
y~ = hxn1Ynl
Yn=
XnIYn1
2
h+Ynl
for n = 1,2, ... , 10. For example, if n = I, we have
Y1'
= hxoYo + Yo = (0.1)(0)(1) + I = I
YI
= XoYo +2 XIY1' h + Yo = (0)(1) +2 (0.1)(1)
(01)
.
+ I = 1.005.
1.6
y~
1.5
= hx1Yl + Yl
1.4
yz =
1.3
XIYl
= (0.1)(0.1)(1.005)
+ xzyi
2
h
+ Yl
=
+ 1.005 = 1.01505
Figure 2.33
0.4
0.6
0.8
1 x
Errors
pansion.
Recall from calculus the Taylor formula with remainder:
(0.1)(1.005)
+ (0.2)(1.01505)
2
+
dy
dx (xo)(x  xo)
1 dZy
Z
dxz (xo)(x  xo) +
+ 2!
+ ~ : . (xo)(x  xor +
(0.1)
+ 1.005
= 1.0201755.
0.2
~~~.r~====."=='~~c,,"
I dn
1.2
1.1
,
y(x) = y(xo)
Then,
y
1.0
When approximating the solution of an initialvalue problem, there are several sources
of error. One of these sources is roundoff error because computers and calculators
use only a fmite number of digits in all calculations. Of course, the error is compounded
as rounded values are used in subsequent calculations. Therefore, one way to minimize
roundoff error is to reduce the number of calculations.
Another source of error is truncation error, which results from using an approximate formula. We begin our discussion of error by considering the error associated with Euler's method, which uses only the first two terms of the Taylor series ex
+ Ynl
+ xnY~
Actual Value
Yn (I EM)
The solution of the initialvalue problem
y'
75
Numerical Methods for First·Order Equations
In Table 2.3, we list the approximations obtained with this improved method and
compare them to those obtained with Euler's method in Example 1 (see Figure 2.33).
Which method yields a better approximation?
...
1
(n
+
dn+1y
1)1 dxn+1 (e)(x 
xor+\
where e is a number between x and Xo. The remainder term is
I
dn+1y
n+l
Rn(x) = (n + 1)1 dxn+1 (e)(x  xo)
,
so the accuracy of the approximation obtained by using the first n terms of the Taylor
series depends on the size of Rn(x). For Euler's method, the remainder is
76
Chapter 2
FirstOrder Equations
2.6
77
Numerical Methods for FirstOrder Equations
where
and
so at x
= xI = Xo + h, the remainder is
We also use the Taylor series expansion ofy to obtain another representation ofYn+1 =
y(xn + h):
IRI(xI)!
oS
h2
2
"( )
+ hy'(xn) + hZ Y ;n + ...
y(xn + h) = y(xn)
Therefore, a bound on the error is given by
= Yn
+ hy'(xn) + hZ
Ty"(x ) + ....
Now, because
max
Xo
s xS
Yn+1 = Yn
x!
"ii,,1,".'
Find a bound for the local truncation error when Euler's method is used to approximate the solution of the initialvalue problem y' = xy, yeO) = 1 at XI = 0.1.
+ Akl + Bkz = Yn + Ahf(xm 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
Yn+ I agree. Notice that if we let A = I and B = 0, then the relationships match up to
order h. However, we can choose these parameters more wisely so that agreement occurs up through terms of order hZ. This is accomplished by considering the Taylor expansion of a function F of two variables about (xo, Yo), which is given by
F(x, y) = F(xo, Yo)
: ] Solution We found in Example 1 that the exact solution of this problem is
Y = eX'12. Therefore, a bound on the error is
+
aF
ax
(xo, Yo)(x 
xo) +
aF
a;
(xo, Yo)(Y 
Yo)
+ ....
In our case, we have
f(xn
2
dy
'10
d y,
where  = xeX"  and  = ern
dx
dx 2
Then,
+ ah, Yn + bjh(x., Yn») =
,
+ x 2eX"12
.
f(X., Yn)
(0.005)[
max
O:SxsO.l
oS
(0.005)[e(O.I)'12
af
Z
The power series is then substituted into the following expression and simplified to
yield
Yn+1 = Yn
oS
af
+ ah ax (X., Yn) + bhf(x., Yn) ax (X., Yn) + O(h ).
leX'12 1 +
max
OsxSO.I
+ (O.lie(o.I)'12l
Ixz/lzll
= 0.005075.
Notice that the value of Y = eX'12 at X = 0.1 is 1.005012521 and the approximate
value obtained with Euler's method is YI = 1. Therefore, the error is 1.005012521
 1.0 = 0.005012521, which is less than the bound IRI(xI)! oS 0.005075.
= Yn
+ Ahf(xm Yn) + Bhf(xn + ah, Yn + bhf(x., Yn»)
Z
af
af
Z
3
+ (A + B)hf(x., Yn) + aBh ax (X., Yn) + bBh I(x., Yn) ax (X., Yn) + O(h ).
Comparing the above expression to the following power series obtained directly
from the Taylor series of Y given by
Y(Xn + h) = Y(Xn)
hZ
hZ af
af
3
+ hf(x., Yn) + '2 ax (X., Yn) + '2 ff:x., Yn) ay f:x., Yn) + O(h )
or
RungeKutta Method
In an allempt to improve on the approximation obtained with Euler's method and to
avoid the analytic differentiation of the functionf(x, y) to obtain y", y"', ... , we introduce the RungeKulla method. We begin with the RungeKulla method of order two.
Suppose that we know the value of Y at Xn. We now use the point (xm Yn) to approximate the value of Y at a nearby value x = Xn + h by assuming that
Yn+l = Yn
+ Akl + Bk2 ,
Yn+1 = Yn
hZ af
hZ
af
3
+ hf(X., Yn) + '2 ax (X., Yn) + '2 f(X., Yn) ay (X., Yn) + O(h ),
we see that A, B, a, and b must satisfy the following system of nonlinear equations:
A
+B
=
I,
I
aA =2'
and
I
bB=2·
Choosing a = b = I, the RungeKulla method of order two uses the equations
78
Chapter 2
FirstOrder Equations
Yn+1 = Y(xn
+ h)
2.6
1
1
+ "2hf(x., Yn) + "2hf(xn + h, Yn + hf(x., Yn))
= Yn
Therefore, the RungeKutta method of order two approximates that the value of Y
at x = 0.1 is 1.005. Similarly, if n = I, then
1
kl
+ "2 (k l + k2 )
= Yn
= O.lX1Yl =
k2 = O.I(XI
where kl = hf(x., Yn) and k2 = hf(xn
alent to the improved Euler method.
79
Numerical Methods for FirstOrder Equations
+ h, Yn + k l ). Notice that this method is equivY2 = Yl
0.1(0.1)(1.005)
+ 0.1)(y1 + k 1) =
1
+ "2 (k1 + k2) =
= 0.01005
0.1(0.2)(1.01505) = 0.020301
1.005
I
+ "2 (0.01005 + 0.020301)
= 1.0201755.
In Table 2.4, we display the results obtained for the other values on 0 S x S 1 using the RungeKutta method of order two.
RungeKutta Method of Order Two
The solution of the initialvalue problem
y' = f(x, y), y(xo) = Yo
is approximated at the sequence of points (X., Yn) (n = 1, 2, ... ), where Yn is
the approximate value of y(xn ), by computing at each step
Yn+1 = y(xn
+ h) =
Yn
Xn
0.0
+ thf(x., Yn) + thf(xn + h, Yn + hf(x., Yn))
(n = 0, I, ... )
= Yn
TABLE 2_4 RungeKutta Method of
Order Two with h = 0.1
I
where kl = hf(x", Yn), k2
lected stepsize.
= hf(xn + h, Yn + kl)' Xn = Xo + nh, and h is
the se
Use the RungeKutta method of order two with h = 0.1 to approximate the solution
of the initialvalue problem y' = xy, yeO) = I on 0 S x S 1.
] Solution
In this case,f(x, y)
we use the three equations
kl
k2
= xy, Xo =
0, and Yo
= 1. Therefore, on each step
= hf(xn, Yn) = O.lxnYn
= hf(xn + h, Yn + k 1) = O.I(xn + O.I)(yn + k 1)
Yn+l = Yn
I
+ "2 (k1 + k2)'
For example, if n = 0, then
Yn
Actual Value
(RK)
1.0
1.0
1.005
I
I
1.0201755
0.3
1.0459859
0.4
1.083223
0.6
'ifi,,"'·'
I
0.1
0.2
+ "2(k1 + k2),
i
I
1.00501
T
iI
1.0202
1.04603
1.08329
1.1330513
1.13315
1.1970687
1.19722
0.7
1.277392
1.27762
0.8
1.3767731
1.37713
0.9
1.4987552
1.4993
1.0
1.6478813
1.64874
The terms of the power series expansions used in the derivation of the RungeKutta method of order two can be made to match up to order four. These computations
are rather complicated, so they are not discussed here. However, after much work, the
approximation at each step is found to be made with
kl = O.lxoYo = 0.1(0)(1) = 0
k2
= O.I(xo + O.I)(yo + k 1) =
Yl = Yo
1
+ "2 (k1 + k2 )
= I
0.1(0.1)(1)
I
+ "2 (0.01)
= 0.01
and
= 1.005.
80
Chapter 2
FirstOrder Equations
Numerical Methods for FirstOrder Equations
2.6
RungeKutta Method of Order Four
Y1 = Yo
The solution of the initialvalue problem
=1+
y' = [(x, Y), y(xo) = Yo
h
= Yn + "6 [k1 + 2k2 + 2k3 + k41
(n
= 0,
I, ... ),
TABLE 2.5
I
FourthOrder RungeKutta Method with h = 0.1
Yn
Actual Value
1.0
1.0
0.1
1.00501
1.005
1.00501
0.2
1.0202
1.0201755
1.0202
0.3
1.0
1.04603
1.0459859
1.04603
~~
0.4
0.5
1.13315
1.08329
1.1330513
1.19722
1.13315
1.1970687
1.19722
0.7
1.27762
1.277392
1.27762
~~
0.8
=
( Xn +
=[(Xn +~, Yn + h~2) = (Xn + O~I )(Yn + 0.~k2),
k4
= [(Xn+b Yn + hk3) = Xn+l(Yn + 0.1k3)
Yn+!
= Yn + i[k1 + 2k2 + 2k3 + k41 = Yn +
0(/ [k1
+ Oil )(YO +
1.3767731
1.37713
+ 0.~k1)
1.4993
1.4987552
1.4993
1.0
1.64872
1.6478813
1.64874
=
0.~k2) = (0.05)(1 + 0.0025) = 0.050125,
+ 0.0050125) = 0.10050125. Therefore,
0.9
EXERCISES 2.6
+ 2k2 + 2k3 + k4].
For n = 0, we have k1 = XoYo = (0)(1) = 0, k2 = (xo + Oil )(YO
1.37713
~~
01)(Yn + T
0Ik ) '
T
k3
and k4 = X1(Yo + 0.lk3) = (0.1)(1
1.083223
+r
kl = [(X., Yn) = XnY.,
+ 2hk1)
1.08329
~~
With[(x, y) = xy, Xo = 0, and Yo = I, the formulas are
(0.05)(1) = 0.05, k3 = (xo
+ 2 . 0.05 + 2 . 0.050125 + 0.100501251 = 1.005012521.
0.0
0.6
h Yn
k2 = [ (Xn + 2'
6
~~
Use the fourthorder RungeKutta method with h = 0.1 to approximate the solution
of y' = xy, yeO) = I on 0 :0=; x :0=; 1.
: ] Solution
0 1 [0
~
o ,id,,"'.,
Detailed discussions of error
analysis as well as other numerical methods can be found
in most numerical analysis
texts.*
1
(RK Order 4)
Yn (IEM)
~~
f '
h Yn + 2
hkl) ' k3 = [ ( Xn + 2'
h Yn + hk )
+ 2'
k4 =[(Xn+1, Yn + hk3), Xn = Xo + nh, and h is the selected stepsize.
where kl = [(X., Yn), k2 = [ ( Xn
°f/ [k + 2k2 + 2k3 + k41
In Table 2.5, we list the results for the RungeKutta method of order four to five
decimal places. Notice that this method yields the most accurate approximation of
the methods used to this point.
is approximated at the sequence of points (X., Yn) (n = I, 2, ... ), where Yn is
the approximate value of y(xn), by computing at each step
Yn+l
+
81
In Exercises 18, use Euler's method with h = 0.1 andh = 0.05
to approximate the solution at the given value of x.
+ 3x + 2, yeO) = 1, x = 1
= 4x  Y + 1, yeO) = 0, x = 1
1. y' = 4y
2. y'
*3. y'  x = y2  1, yeO) = 1, x = 1
4. y'
.. See, for example, Richard L. Burden and 1. Douglas Faires. Numen"cal Analysis. Third Edition, PWS
Publishers (1985).
+ x = 5yll2, yeO) = 1, x = 1
5. y'
= ~ + 5y, y(l) = 1, x = 2
6. y'
=xyll3 
y,y(1) = l,x = 2
*7. y' = smy,y(O)
8. y'
= sm(y 
= 1, x = 1
x), yeO) = 0, x
=1
In Exercises 916, use the improved Euler's method with
h = 0.1 and h = 0.05 to approximate the solution of the corresponding exercise above at the given value of x. Compare these
results with those obtained in Exercises 18.
9. Exercise 1
*11. Exercise 3
10. Exercise 2
12. Exercise 4
82
Chapter 2
13. Exercise S
14. Exercise 6
*15. Exercise 7
16. Exercise 8
In Exercises 1724, use the RungeKutta method with h = 0.1
and h = O.OS to approximate the solution of the corresponding
exercise above. Compare these results with those obtained in
Exercises 116.
17. Exercise I
18. Exercise 2
*19. Exercise 3
20. Exercise 4
21. Exercise 5
22. Exercise 6
*23. Exercise 7
24. Exercise 8
Chapter 2
FirstOrder Equations
25. Consider the IVP dy/dx = y, yeO) = 1. (a) Find the
exact solution to the problem. What is y(1)? (b) Approximate y(1) with Euler's method using h = 0.1,
h = 0.05, and h = 0.025. (c) Do the values in (b) approach the exact value of y(1) as h approaches zero?
26. Repeat Exercise 25 using the improved Euler's
method. Do the approximate values of y(l) obtained
with the improved Euler's method converge more
quickly than those obtained with Euler's method?
27. Repeat Exercise 25 using the RungeKutta method of
order four. Do the approximate values of y(1) obtained
with this method converge more quickly than those
obtained with the improved Euler's method and Euler's
method?
As indicated in our examples, computers and computer algebra
systems are of great use in implementing numerical techniques.
In addition to being able to implement the algorithm illustrated
earlier, many computer algebra systems contain builtin
commands that you can use to implement various numerical
methods.
! Section 2.6!
Bernoulli Equation
A differential equation of the form
y'
+ p(x)y =
Euler Method
The approximate value of y at x = Xn is
q(x)yn.
~ection 2.4!
Yn = hf(Xnlo Ynl)
where Xn =
28. Graph the solution to the initialvalue problem
Exact Differential Equation
A differential equation that can be written in the form
dy = sin(2x _ y)
dx
.
{ yeO) = 0.5
on the mterval [0, IS].
M(x,y) dx
*29. Graph the solution of y' = sin(xy) subject to the initial condition yeO) = i on the interval [0, 7] for i =
0.5, 1.0, I.S, 2.0, and 2.S. In each case, approximate
the value of the solution if x = 0.5.
30. (a) Graph the direction field associated with
dy
dx = x 2 + y2 for 1
:SO
x
:SO
1 and 1
:SO
Y
:SO
1.
(b) Graph the solution to the initialvalue problem
{t
=x 2 + y2
yeO) = 0
+ N(x,y)
M(x, y) dx + N(x, y) dy
dy = 0
aJ
= ax (x, y) dx
+
aJ
ay (x, y) dy
for some functionJ(x, y) is called an exact differential
equation.
Existence and Uniqueness Theorem
IfJ and
Z
are continuous functions on the rectangular region
xol
(c) Approximate y(I).
y' = J(x, y), y(xo) = Yo·
y~ = hf(Xnlo Ynl)
+ Ynl
_ J(Xnlo Ynl)
Yn 2
+ J(xn, y~) h +
RungeKurta Method of Order Two
The approximate value of y at x = Xn is Yn+ 1
Yn
+ 21 (k, + k2) where k,
hJ(xn
!Section 2.5!
+ Ynl
+ nh.
Xo
Improved Enler's Method
The approximate value of y at x = Xn is computed with
where
R: a < x < b, c < Y < d containing the point (xo, Yo), then
there exists an interval Ix < h centered at Xo on which
there exists one and only one solution to the initialvalue
problem
on the interval [ I, 1].
83
Review Exercises
Ynl'
=
= hJ(x., Yn) and k2 =
+ h, Yn + k,).
RungeKulta Method of Order Four
The approximate value of y at x = Xn is
Yn+' = Yn
h
+ 6"[k, + 2k2 + 2k3 + Ie.],
n = 0, 1,2, .
h Yn + :2
hk') '
( + 2'
h
hk,)
k3 = J (Xn + 2' Yn + 2 ' and Ie. = J(Xn+1 Yn + hk3)'
where k, = J(X., Yn), k2 = J Xn
CHAPTER 2 SUMMARY
"
... _,
~ Concepts & Formulas
CHAPTER 2
! Section 2.1 !
Integrating Factor
An integrating factor for the firstorder linear equation,
Separable Differential Equation
A differential equation that can be written in the form
g(y)y' = J(x) or g(y) dy = J(~) dx is called a separable differential eqnation.
: + p(x)y =
q(x) is
efp(x)dx.
In Exercises 123, solve each equation.
1 dy _ 2x'
• dx 
! Section 2.3!
! Section 2_2!
FirstOrder Linear Differential Equation
A differential equation that can be written in the form
t
+ p(x)y =
equation.
q(x) is called a firstorder linear differential
REVIEW EXERCISES
Homogeneous Differential Equation (of degree n)
A differential equation that can be written in the form
M(x, y) dx + N(x, y) dy = 0, where
M(tx, ty) = tnM(x, y)
S/
2. cos 4x dx  8 siny dy = 0
and
*3 dy = sinhx
· dx
2 coshy
8y
dy
4. dx
=""7
5 dy
= e'x
• dx
y4
e
N(tx, ty) = tnN(x,y)
is called a homogeneons differential equation (of degree n).
6. (x'
+ x 3) dx
 (2y4  6y 9) dy = 0
*7. dy = __
y_
dx
e2x Iny
8 dy _ (4  7x)(2y  3)
• dx 
(x  1)(2x  S)
9. dy = cos 7x sin(3x)
e Y cos 6y
dx
10. 3x dx
+ (x 
4y) dy = 0
*11. (y  x) dx + (x + y) dy = 0
12. (y2  x 2 ) dx + (x + y) dy = 0
fermentation research must be carried out on fully monitored environmental systems.xy' = 2 In(y') Solve the following Lagrange equations. ) ME=2. (b) The maximum energy absorbed by the shoe. y).x) dx + (4y2 . Uo represents the maximum rate of change of the vertical displacement of the midsole in meters (m).2xy) dy = dy y2 + x 2 14. Swigart. y' = 38. yo)h + 42. 43. (2x ..(x y"(x) + y' (xo)(x . y). Arthur G.cos y) dy = ° + (xsec 2 y+ 1) dy= + (~. yeO) = 1. + I(x""Y"I)h 2 dJ h dx (xn"y"I)2 + I(xo. pp. dx dy y (e) dx = . Yo) is used to determine 1. (b) the improved Euler's method. (~+ lOY) dx +(~+ lnx) dy = O.) Y2 = y(X. (HigherOrder Methods with Taylor Series Expansion) Consider the initialvalue problem = cos x Solve the following Clairaut equations. yeO) = 1 on 0 S X S 1.x) dy 3! = 0. y 23. [0.y) dx + y'''(xo) h' . the environmental observations must be correlated with existing knowledge of cellu '" John F. + = 5 1) dy ° Hence..) 28_ y .0) represents the rate of change of the vertical displacement of the midsole. (ye'"  + Y'(XI)(X = xy'. in the following manner. yo)h.y(xo) = Yo.x) dy = 2 17.cos(x .Y =xy3 32. solve each initialvalue problem. cos(x . y) into this expansion. (tany x) dx *19.x _ 2.2xy' = 4(y'j' y(xo + h) = y(xo) + y'(xo)h + Y "(x) 0 21 h2 In Exercises 3035.) + xy = + 1. y' +Y ° Chapter 2 Yx . Show that Fouo ( 1T.y .x. dE =Fdu dl dl' F(I) = = Y"I + I(x"" Y"I)h.4 + . + h) = 1 dl y(xo) . Section 2.. . y(x) = y(xo) *27. yeO) = 0. y = . so that an approximate value of y(x2) is 41. and I represents time in seconds (s). dx=~ + sin x) dx + (fX' 18. the rate of change of energy absorbed by the shoe is given by de dt = Fouow . y' 22_ dx +~= 2 dy y Y 26. [1. 4765. ME. (x Iny) dx 20. the initial point (xo..xo) + y'''(xo) 3 +3!(xxo) + . y' x dy *25. yeO) = 1 + (1 . Cain.2) dx y.) + 3y. yeO) = 0 Solve the following Bernoulli equations.y. Does the Existence and Uniqueness Theorem guarantee a unique solution to the following initialvalue problems? ° dy (a) dx = xy'. To achieve meaningful environmental control. 1] Substituting y' = I(x. A fourterm approximation is derived in a similar manner to be y" = y(XnI) + J(xn" YnI)h Fo 2" [1 . We know the value of y at the initial value of x = Xo. y' = y2 . [1. we determine y I from 40. [0. one of the goals of the molecular biologist is to control the environment and regulate the fermentation. + (2y . (sin y Y(1T) = 34. (a) Find the energy absorbed by the shoe from I = I. 2] *39. y( 1T) = 2x) dx + xe'" dy = 0. (a) Use the threeterm Taylor method with h = 0. use (a) Euler's method.2xy' = 2(y')' zf. In other words. ° 1T *33.y(2) = x ° +Y y' = I(x. w represents the frequency of the input profile in radians per second (rad!s). which is near xo.y» dy = 0.1 to approximate the solution of y' = 1 + Y + x 2 .COS(wl)] represents the force magnitude and pulse duration exerted on the shoe and + I(x" y. = Yo + l(Xo. y' = x *15 dy =~ • dx y2 + x 2 2 16. "An EnergyBased Method for Testing Cushioning Durability of Running Shoes.. Y .. 8 represents the phase angle between F(I) and u(t) in radians (rad). 2] y" A IlIstorder approximation is obtained from this 2 series by disregarding the terms of order h and higher.84 Chapter 2 13_ (2y . we have = *21. (See Exercise 54. (x . and Patrick 1. Volume 9 (1993). = Xo + h to yield *29. (x y FirstOrder Equations . (Running Shoes) The rate of change of energy absorption in a running shoe is given by where If we use the first three terms of the Taylor series expansion instead.)h + We call the approximation which uses the first three terms of the expansion the threeterm Taylor method. We next use the point (X"YI) to approximate the value of y at X2 = x. + h.y) dx + (y . Y = xy' 1. (See Section 2. yeO) = 1T ° 35.sin x) dy = 0.1 to approximate the solution ofthe initialvalue problem y' = xy. Continuing this procedure. yell = + yl/3. Calling this value Yo.) y"(XI) 0 2 i ( x x.3. y2 dx + (2xy . . and y''' = 2 d1 dx2 (x. 2 y" = Y(X"I) = Y"I + J(X"" Y"I)h + dJ h dx (x"_" YoI) 2 dl h' dx (x"_" YoI) 2' + J(X"lo y"_. yeO) = y cos x) dx + (x cos Y . then we obtain the approximation xo)2 = (b) Use the fourterm method with h 0.0).+ 3! dx2 = y.y(l) = 1 f (x.) dy 24..2 cos y sin y) dy = 0. 1] ° Review Exercises + 2 d1 h' + d7(Xn"YnI)6 du = dl UoW 2 sine wI .)h. (See Exercise 48. We IlIst evaluate the Taylor series at x. Thus. = 8/wand 12 = (1T + O)lw." JournalofApplied Biomechanics. we have that the approximate value of y at x = X" = X"I + h is given by Recall that the Taylor series expansion of y about x = Xo is given by = e Xy2 + I(x" YI)h 85 + . Erdman. is found by calculating the energy absorbed if I. y' = sin(xy). to 1=12.y). so we use this value to approximate y at x.· The constant Fo represents the maximum maguitude of the input force in Newtons (N). y . yo)h' + . (Fermentation) In the fermentation industry. dx .3. yeO) = 0 on 0 S x S 1. yell = 37.x. using y(xo) = Yo and calling this new value y" we have YI = y(xo For each of the following initialvalue problems.. yeO) = 0 *(b) : y(x) = y(X.) 30.1 +4 sm8 . yo)h. y" = Y(X"I) (xo.. 36.4 . 31. 1 d 21 2T dx (xo.cos(wl)] sm(wl .3.[1 . and (e) the RungeKutta method with h = 0. = Xo + h. Section 2.05 to approximate the solution to the initialvalue problem 00 the indicated interval.
the individual becomes immune to the disease.C)* (a) If C(O) = 0. R(t) could represent the percentage of persons who have had a particular disease. "Three Basic Epidemiological Models.1'1 + J. the equation _ becomes dC dt  = kLa(C* . and feedback control of the fermentation environment. or streptococcal sore throat). determine Cit) as a function of kp. Thomas G. 1(0) = 10. For example. (b) Suppose that Cp is the concentration of dissolved oxygen that corresponds to the sensor reading and kp is the sensor constant that depends on the conductance of the membrane and the liquid film o~ide the ~ns~ If Cp ~tisfies the equation C£CrJdt = kp(C . Hallan. an infected person will spread the disease to A people per day. the amount of dissolved oxygen can be determined. 4. where C' is the concentration of dissolved oxygen that is in e<J!:liIibrium with partial pressure p in bulk gas phase.Qo. I I . SpringerVerlag (1989).(1' { 1(0) = 10 + J. l' = 2.L)]1. then the percentage of people susceptible to becoming infected with the disease. One component of envirorunental control is the measurement of dissolved oxygen with a steamsterilizable dissolved oxygen sensor made up of a polymer membranecovered electrode. 119143. In other diseases. Individuals recover from the disease at a rate proportional to the number infected with the disease with proportionality constant 1'. Biochemical Engineen"ng.Ll to a linear equation and 2. analysis.1'1 . (a) Show that the solution to the initialvalue problem 1'(t) = [A . can be modeled by the system { S'(t) = AlS + 1'1 + J. 1.Al2 { 1(0) = 10 I. Aiba.1) .1'1 solve the result with the substitution y = 11. kLa is the volumetric oxygen transfer coefficient. and Louis J.L) represents the average number of contacts an infected person has with both susceptible and infected persons.Ll as l' (t) ': ' " Differential Equations at Work: = Al(1 . C is the concentration of dissolved oxygen in 87 Differential Equations at Work bulk liquid.6. and C'.let).')(ul)t a[e(HJ. The constant A represents the daily contact rate_ On average. To model the spread of various diseases.' Since Set) = 1 . and have subsequently become immune to the disease.Cp) and Cp(O) = 0. like most venereal diseases. once an individual has had the disease. the average period of infectivity is 111'.L = 1. the individual does not become immune to the disease. edited by Simon A. and environmental control conditions must be reproduced through continuous computer monitoring. is the specific rate of oxygen uptake (microbial respiration). * Herbert W Hethcote. By knowing kp in advance and by observing Cp experimentally. determine C(t) as a function of C' and kLa. Second Edition.L)]1  1\A 2 is e(A+J. meningitis. the number 11J.Ll S(O) = So. like chicken pox. once an individual has had the disease and recovers from it. 317336. l(t) the percentage of the popUlation infected with the disease.x. the value of kLa can be estimated with the solution oftbis initialvalue problem. and X is the cell mass concentration.L . N. Susceptible and infected individuals die at a rate proportion to the number of susceptible and infected individuals with proportionality constant J. A E. and the percentage of people in the population infected with the disease.J. Convert the Bernoulli equation l' (t) = Al( 1 .(1'+ J. let). Modeling the Spread of a Disease Suppose that a disease is spreading among a population of size N. If a person becomes susceptible to a disease after recovering from it (such as gonorrhea. 3. Humphrey. kLa. pp. we begin by making several assumptions and introducing some notation. Levin.Ll and thus we need to solve the initialvalue problem A. The contact number a = AI(l' + J. = I = 2.I) . l' >I< S.J. Let Set) denote the percentage of the popUlation susceptible to a disease at time t.L called the daily death removal rate. pp. Academic Press (1973).C) .')(ul)t  let) = 1 1]/(a  1) + 1110 ' I if a oF 1 At ." Applied Mathematical Ecology. lII ' if a = I o and graph various solutions if (b) A = 3. the individual again becomes susceptible to the disease. Suppose that the electrode is immersed in a liquid medium and that the oxygen is reduced according to the chemical reaction 00 + 2HoO + 4e + 40H The rate of change dC/dt in dissolved oxygen concentration at a particular point in a fermentor vessel is given by dC dt = kLa(C' .LS l' (t) = AlS .L is the average lifetime or life expectancy_ 2. If there are no cells present. and J.1'1  1'(t) = [A . J. Qo. S(t) + let) This model is called an SIS (susceptibleinfectedsusceptible) model because once an individual has recovered from the disease. (c) A = 3. Gross. The constant l' is called the daily recovery removal rate. Subsequent encounters can lead to recurrence of the infection.86 Chapter 2 FirstOrder Equations lar control mechanisms. recovered. F Millis.6. J. Set). Thus. we can write l' (t) = AlS . and R(t) the percentage of the population unable to contract the disease. In some diseases.
yeO) = Yo. we may wish to replace the constant contact rate A by a periodic function A(t). That is. 'Y = I.. Consider: y' = ay . 5. The value of a represents the growth rate. minimum value. determine lim yet). (e) Solve the initialvalue problem. h = 10. In each case. yeO) = Yo· (a) Determine the equilibrium solution. During what time intervas does fishing occur? During what time intervals are fish added? What IS the maximum value. while that of h represents the fishing (or harvesting) rate.cy2 . (d) What happens to the population if there is no equilibrium solutIOn? 7 2.5. Consider the logistic model with harvesting. determine yet).5. yeO) = 50 (e) a = 1110. rubella. (f) If Yo = 1.5.5.. oscillates seasonally. instead of harvesting. (a) Find the equilibrium solutions by solving ay . h cos 7? Using the indicated parameter values. and streptococcal sore throat continue to persist in the population. and h the harvesting rate. How does the average contact number affect I(t) for large values of t? 5. The solution yet) represents the size of a population at time t. yeO) = 50 2. (b) Sketch the phase line. c the inhibitive factor. yeO) = 20 (e) a = 1/10. 'Y = I. and the modely' = h .condition must hold so that there are two real solutions to this equatIOn? What conditIOn must hold so that there is only one equilibrium solution? What condition must hold so that there is no equilibrium solution?) (b) Sketch the phase line assuming that there are two equilib?um solution~. and /L = 2. In which model do you predict that the population will become extinct more quickly? VerifY your response. h = 2. h = 20. Graph various solutions if (a) A(t) = 5 . h = 10. determin'. Logistic Model with Harvesting I. Consider the modely' = y .5./0 y2 . h = 1. (f) If Yo < hla. yeO) = 50 (b) a = 1/10. (What . y' = ay . (e) Sketch the phase line assuming that there is only one eqUlhbnum soluhon. you decide to add fish at a rate of r = 112. (b) Sketch the phase line. (a) Determine the equilibrium solution.h = O. What does this mean in terms of the popUlation? 1. where a represents the growth rate. h = 4. How does the contact number affect I(t) for large values of t? 3. h = 1. find the contact number.1. (a) a = 1/10. Explain why diseases such as gonorrhea. Evaluate liml>~I(t). ~ second year. t . yeO) = 20 (b) a = 1110. yeO) = 0. fishing occurs while at others fish are added. Consider the problem. y' = 10 Y . (e) If Yo = hla. describe what happens to the size of the population over one year. calculate the average contact number.cy2 :.y(0) = 0. 4. where a and h are positive constants. Do you think there is any way to eliminate these diseases completely from the population? Why or why not? B. Consider y' = IY . and period of the harvesting function h( 1  sin 7)? Using the indicated parame ter values. and /L = 4. In which model do you predict that the popUlation will become extinct more quickly? VerifY your response. Suppose that you own a "fish farm" and that during the first year.1. (d) If Yo > hla. (e) If Yo = 2.sin 7). and period of the function. such as measles. the growth rate of the population is a = 112 and the harvesting rate is h = 1/2. yeO) = Yo· (a) What are the two equilibrium solutions? (b) Sketch the phase line. and the model y' = h .h. determine yet). What does this mean in terms of the popUlation? 3.y(O) = 0.2 sin(6t). at some times.. determine the value of t such that y(t) = O. C. . meningitis. 4.'the value of t such that y(t) = O. Suppose that in problem 5 above. (e) Solve the initialvalue problem. If yeO) = 0. yeO) = Yo· What is the maximum value. The incidence of some diseases. yeO) = Yo. minimum value.h( 1 . and gonorrhea. In each case. However. yeO) = 20 8.5.l. and (b) A(t) = 5 . Suppose that fishing occurs on a seasonal basis so that the situation is modeled with y' = ay . h = 4. To model these diseases. How does this value compare to the ongmal Size of the population? How much time T is required so that yeT) = yeO)? 7. find y(2). yeO) = 20 (d) a = 1110. describe what happens to the size of the population over one year (a) a = 1110. during the 1. fmdy(2). you do not fish or add to the populatio~ after ~he first year. determine lim y(t). How does this value compare to the original size of the population? What (approximate) value of r should be used so that y(2) = yeO)? 6. Suppose that a situation is modeled with y' = ay .5. yeO) = Yo. Consider the model y' = h . Linear Population Model with Harvesting I.88 Chapter 2 FirstOrder Equations 89 Differential Equations at Work and /L = 2. yeO) = 50 (d) a = 1110.ty(O) = 0.1.h cos 7. Each of these constants is positive...h. (d) If Yo = 3. If yeO) = 0.2 sin(6t).I.
5. 12. Consider the problem.) (b) Describe solutions to the model with h = ho. b = 2. if W= 0. Investigate the solution to this IVP over 0 :S t :S 12 for a = 2.peW). Investigate the solution to this IVP over 0 :S t:S 10 for a = 2. 6. 8.. What eventually happens to the size of the population in each case? = Yo. 10.7 1 0 1 IS gIVen y y = 10 y . k = IS.. 8. Notice that for low population levels. k = 20. in which fish +(I  ing occurs at different rates. Consider the model y' = 1 Y y2 sin yeO) = a. .ct to happen to the population? ?o y  l~ y2  h.W . peW) has a limiting value (that is. (e) If yeO) = I. the birds eat only what they need). Although they do not destroy the tree.5. . lay eggs in the needles of the trees.Wi(O) k b + W2 ' 1. 5.. fish are added.. b = 2. 4. the birds have a limited appetite. 6. we make two assumptions. 14.SIn . the model demonstrates exponential growth rate r. (Do this experimentally by selecting values for k and then plotting. Later. a = 5. however. 6. What eventually happens to the size of the population in each case? 7 3 9. they spin a webbing in the needles and devour new growth until they are interrupted.2 1SIn . (c) Describe solutions to the model with h < ho. fish are added. Second.. This value is a bifurcation point. 14. (b) r = I. then peW) = 0 (that is. In WhICh fIShIng occurs at certain times while at other times. oo? 2. which are moths in the adult stage.5 over the entire interval 0 :S t:S 5..o· W2) as W . 10. .. b = 2. dW = dt rW ( I  1) kW . Based on the logistic model. What is the size of the population after five years? Describe what happens to the population size on the interval 0 :S t :S 5.4. birds eat budworms). 10.. CanSI'der the rnadeIy' = 10 1 y2 . . Using various initial conditions. Let Wet) represent the size of the budworm population at time t. (a) What value of h. where peW) is a function of W describing the rate of predation. 12. k represents the carrying capacity of the forest. Investigate the solution to this IVP over 0 :S t:S 12 for a = 2. Consider the model y' = 10 Y . Compare this result to population that follows y' = 13 I 0 1 10 y 10 y. 10. 4. 7. then detennine lim y(t). b .2' where yeO) = 0. approximate the value of k that leads to three equilibrium solutions. Sketch a phase line in each case. fishing continues after the first year.5 over the entire interval 0 :S t :S 5.2aW2 . 6. 14. A function that satisfies both of these properties is peW) = (aW2)! (b 2 + W2). causes this model to have only one equilibrium solution? (This value is called a bifurcation point because the dynamics of the model change for values slightly larger and smaller than this value. Logistic Model with Predation One of the more predominant pests in Canadian forests is the spruce budwonn. What is the limiting value of peW) = (aW2)/(b 2 + = W. 4. Properties of the Predation Function To develop a formula for P( W). the birds have none to eat). yeO) 4.2' where yeO) = 0..yeO) = a.90 Chapter 2 FirstOrder Equations (c) If yeO) = 3. what do you 3. in which fish 13 lOy 1 2.) Sketch the phase line. After the first year. the growth rate remains the same while no fishing is allowed.10 y. (That is. We can model the rate of change in the size of the budworm popUlation by building on the logistic model. t>~ (d) If yeO) = 6. the larvae eventually tunnel into the old foliage of the tree. 3. Using the values r = I. How important is it that you do a good job? (Use the three cases above for guidance. What is the size of the population after five years? Describe what happens to the population size on the interval 0 :S t :S 5. budwonns weaken the trees and make them susceptible to disease and forest fires.CanSI'der themo deIy ' 91 Differential Equations at Work 7). 12. a = 5.ho. this gives a maximum size of the budworm population. our model becomes: dW = rW ( I dt 1) . In the absence of predation.10 y.13 I 0 I IS gIven y y = 10 y .4. Compare these results to the corresponding phase line. Compare this result to population that follows y' = 7 1 0 I 10 y . (That is.2' where yeO) = 0. then detennine lim yet). the growth rate remains the same while no fishing is allowed.10 y2 sin yeO) = a.10 y. 6' m yeO) = 10 . 6 = lOy Ing occurs at dIfferent rates... Investigate the solution to this IVP over 0 :S t:S 12 for d = 2. D. generate numerical solutions to the two situations in problem 2 above and to that in problem 3. After the first year. After hatching. (d) Describe solutions to the model with h >. a. 12. Consider the model. What eventually happens to the size of the population in each case? m).) 5. Using the indicated parameter values. fishing continues after the first year. 8. a = 5. y' = ex~. however. One factor that helps control the budworm population is predation by birds (that is. if there are no budworms. h = h o. 14. (a) r = I. approximate the equilibrium solutions.2' where yeO) = 0. 8. Suppose that over the first year. Even if the budworm population is large.) I I i I I . These insects.. What eventually happens to the size of the population in each case? 7 8. b . the rate of change in the size of a fish population . Suppose that your job is to determine the carrying capacity of the forest.) 13 y 6. occurs at certain times while at other times. in which fishing 0 (0 + 7. First. the rate of change in the size of a fish population .2 1 ( 1 . Therefore. Suppose that over the first year.
july 7.usask. 3 Forest Heal~h Notes. Drouin. Yeargers. Discuss the differences in the following three models: (a) y' = 0.nrs. Ronald W.htm. Spruce Budwonn Management Plan. Manitoba Natural Resources Forestry Branch: http://www.48Y(1  +Y) ~.5 +Y (b) y' = 0.92 Chapter 2 FirstOrder Equations 6.rreenetmb. http://www. 1997: http://www. In this chapter. Edmonton: http://www. An Introduction to ~he Mathematics of Biology with Computer Algebra Models. 1996. Eating Worms. Dave Bawngartner.L Y) ~. Northern Forest Research Centre. 1997: http://ext.wsu. Peter Griessmann. and James V. we show how these problems can be expressed as firstorder equations. 17 ~ 4 + y2' 4 + y2' References: Laurentian Forestry Centre Success Stories.edulinfo/fhn/wesprbdw.html.mb. the population of a species.cal74a. and numerous other applications. The same can be said for finding the flow of electromagnetic forces.ca/natres/forestry( budwonnldocwnenthtml. A.ag.html. ShonkwIler. July 30. Birkhauser.cfl. Manitoba Model Forest Inc.calcofaldepartmentslhortlhortinfo/pestslbudworm.48Y(1 _ _ 1_y) _ 15. by J. hen a space shuttle is launched from the Kennedy Space Center.48Y(1  . Columbus State University. 5 4 (c)y' = 0. by Do~a I?ekkerRobertson.winnipeg. Sproce Budworm. the temperature of a cup of coffee.: http://www. 93 . the minimum initial velocity needed for the shuttle to escape the Earth's atmosphere is determined by solving a firstorder differential equation. Applications of FirstOrder DifferentiaL Equations Spruce Budworm. Boston.edulthowardlwelcome. We focus our attention on setting up problems and explaining the meaning of the subsequent solutions because techniques for solv W ing the firstorder equations were discussed in Chapter 2.calmanmodf/mmfar/mmfar26. Herod. by Edward K. by Tim Howard. and Don Hanley of the Washmgton State UruverSIty Cooperative Extension.forestry.colstate.html.gov.html.
The halflife of a nuclide is the time for half the nuclei in a given sample to decay (see Table 3.51 Radon Radium HalfLife The wood of an Egyptian sarcophagus (burial case) is found to contain 63% of the carbon14.5) Henri Becquerel (18521908) discovered radioactivity in 1896. found in a presentday sample. we can let it represent the fraction (or percentage) of yo that remains after time t. we see that the halflife of 14C is 5730 years. Thorium 230Th 75. (An alternate approach to obtain the solution is to solve e5730k = 0.94 [I!J 95 Population Growth and Decay 3. Solving for k yields: In(e5730k) = In(. received the Nobel Prize in Physics in 1903 for their work on radioactivity. after 1.stood. named it radioactivity. began studymg thiS decay ill 1898. This decay that occurs in some nuclides was first observed.1 Halflives of Various Nuclides Element Nuclide Aluminum 26Al HalfLife 7.82 days :J Solution 226Ra 1700 years . Turkey. Marie Curie subsequently received the Nobel Prize in Chemistry in 1910 for discovering poloniwn and radiwn. is 100 years. =!2 dY=ky { Marie Curie (18671934) and Pierre Curie (18591906) in their Paris laboratory (1896). however. What is the age of the sarcophagus? 9 X 10 From Table 3.5) In 2 k = 5730 = 5730' Thus. but not under. we evaluate 1)501100 y(50) = Yo ( "2 = 0. Hence. Sarcophagus A Roman sarcophagus in the Antayla Museum.71% of the original amount of209po remains after 50 years. Pierre Curie. 70. Marie Curie. Instead of letting yet) represent the amount of the substance present after time t. along with her husband Pierre Curie (18591906) and Henri Becquerel. We see that the rate of decay ~f a.51 Carbon I4C 5730 years Chlorine 36Cl 3. To determine the percentage of Yo that remains.1).5.0K Beryllium l.' Element Nuclide Polonium 209pO 100 years Polonium 21OpO 138 days 222Ro 3. Forms of a given element with different nwnbers of neutrons are called nuclides. nuclide is prop~rtional to the amount present because the halflife of a given nucILde IS constant and llldependent of the sample size. and discovered the radioactive substances poloniwn and radiwn. approximately half of the sample will have decayed to 40Ar."'Ui. Some nuclides are not stable. For example. In Example 1. (AlP Emilio Segre VISual Archives) dt . to investigate population growth if k > O. It can also be applied to problems mvolvmg the decay of radioactive material if k < O.000 years Uranium 23·U 4. yet) = e kt = e ~i~g t = ZtI5730. we use the initial condition yeO) = 1 = 1.01 Iodine "II 8. Marie Curie (18671934).5) years 5730k = In(.1. by He~ Becquerel (18521908) in 1896. yeO) = Yo can be used. we determined the percentage of the original amount of 209pO that remains even though we do not know the value of Yo.5 for e k instead of for k.. and Henri Becquerel shared the Nobel Prize in Physics in 1903 for their work on radioactivity.05 days Potassium . (North Wind Picture Archives) "ii""'N' If the halflife of poloniwn. 209pO. Marie Curie.1. This . y(t) = yoe .00 to indicate that 100% of Yo is present at t= O. The kt amount present after t years is yet) = yoe • Using y(100) = ~yo and y(100) = Population Growth and Decay yoe 100k. the Malthus model. yet) = yoekt 1 )tI100 = yo(ek)t = Yo ("2 . so y(5730) = e5730k = 0.2 X 109 years. Given a sample of 40K of sufficient size. Theny(O) = 1. Now.4 X 10' years 6 10 years IDse l.7071yo· Therefore. potassiwn40 (4oK) naturally decays to reach argon40 (40 Ar).1 Chapter 3 Applications of FirstOrder Differential Equations ") Solution Let Yo represent the original amount of 209pO that is present. we solve yoe (' Logistic Equation (' Population Model with a Threshold 100k k = ~yO for e : e IOOk As we discussed in Section 2. Let yet) kt be the percent of 14C in the sample after t years. In doing so.'. 14C. TABLE 3. the initial amount of 209PO. Perge. determine the percentage of the original amount of 209pO that remains after 50 years. (Borys MalkiniAnthroPhoro) 1n(. as we did in Example 1.2 X X X 10' years 9 10 years .
Another model that better approximates the population would take other factors into account. Year (I) Value of y(f) = S. Use the Malthus model to approximate the population for years after 1800 if k = 0. L TABLE 3. t (in years) 5730 In flo _ 5730(1n 100 .97 1860 (60) 31. .63 = In(T'15730) = In t 5730 In 2 = In t= flo flo 3. which was mentioned in Section 2.'. To obsen:e son:e of the limitations of the Malthus model.45 yet) = yo(e k )' = Y0203. We find when the popUlation triples by solving y(t) = Y02'13 = 3yo for t. Therefore..44 32. Solvin this equation results in: g 2115730 = 0. The logistic equation (or Verhulst equation).l.1 We conclude that the sarcophagus is approximately 3819 years old. Yo = 5.1 • y (in millions) 120 • so • 40 • • Population Growth and Decay 97 "f'"I. so the population is given by yet) = yoe kt and : ~(3) = 2yo bec!use the popUlation doubles after three days. fin days.19 23.68 13.20 261.64 9.21 106.In 63) In 2 In 2 = 3819.2 .yoe .' The population of the United States was recorded as 5. we have 1830 (30) 12.98 78.60 1910 (110) 92.63.o ll 1800 (0) 5.03. .03. yields e k = (. the accuracy of the approximation diminishes over time because the population of the United States does not exclusively increase at a rate proportional to the population.86 .755 2 0~ Actual Population (in millions) 1810 (10) y(3) = yoe 3k = 2yo. A graph ofy(t) with the corresponding points is shown in Figure 3.5)115730 = (!)1I5730 = 2115730 S b ftuti _ kt _ k 1 .30 5.031 .70 1850 (50) 23. 1840 (40) 17. Substitution mto yet) = yoe then Yields ~~r.24 7. Substituting this value . Is this a good approximation for years after 1800? • : I Solution flo In this example. In this problem. we must find the value of t for which y(t) = 0.15 1880 (80) 50.02 193. .::e find. 7. the population triples in t = 31n~3 = 4. we see that another model is needed.that e = 2 or (e k )3 = 2. 3k ~olving for ek.04 1900 (l00) 76. is the equation y'(t) = (r .ay(t»)y(t). Population and Values of yet) L Logistic Equation Because the approximation obtained with the Malthus model is less than desirable in the previous example. .yo(e ) gives the same solutIOn as found previously.) .28 Suppose that the number of cells in a bacteria culture doubles after three days. We can use the Malthus model to predict the size of a population at a given time If the rate of growth of the population is proportional to the present population. e k = 2113.3e o.2 along with the corresponding value ofy(l).56 43.23 143. Compare these results to the actual population.3. we consider a populahon problem m which the rate of growth of the population does not exclusively depend on the present popUlation. k = 0. This yields 03 = 3 or 2 = In 3. u S I on 0 s expreSSIOn into y(t) . U. yeO) = Yo. ) Solution In this case. o 40 SO 120 Figure 3.ol l Year (f) Actual Population n (i millions) I Value of yet) = S. and our model for the population of the United States at time t (where t is the number of years from 1800) is yet) = 5. mto y(t) = yoe .S.06 1930 (130) 123.3eo.19 58.3 million in 1800. To compare this model with the actual population of the United States. Determme the number of days reqUired for the initial population to triple.3. .30 1870 (70) 38.96 Chapter 3 Applications of FirstOrder Differential Equations f thi .06 17.3eo.48. census figures for the population of the United States for various years are listed in Table 3.75 1920 (120) 106.83 I Although the model appears to approximate the data for several years after 1800. Therefore.66 1890 (90) 62.42 1820 (20) 9. L Determine the number of days required for the culture of bacteria considered in Example 3 to reach nine times its initial size.
00053 + 0. Inir  + ayi 1.ay)y ( _a_ r .14 1840 (40) 17. I Actual Population (in millions) I Value of yet) Year (I) Actual Population (in millions) Value of yet) 1800 (0) 5. dy = rdl + Iniyi Use a compuler algebra system to solve the logistic equation.2.03 . U.33 1820 (20) 9.33 185.24 7.0001 . 3)e· 031 We solve this expression for y using the properties of logarithms: In/y/ r ay = o 'if'"I.71 252.82 1870 (70) 38.= ±ert + c = Ke r . and Yo = 5. a = 0. 5.23 98.78 1890 (90) 62.) dy = (~ r ay y Population Growth and Decay rI· Notice that liml>ro y(t) = ria because lim/>oo e.98 Chapter 3 Applications of FirstOrder Differential Equations 3. Note that this model appears to approximate the population more closely over a longer period of time than the MaIthus model did (Example 4).03 .ay)y = ry .33 1990 (190) 248. we solve the logistic equation as a separable equation.06 16.ay Year (t) )1 . Use the model obtained to predict the popUlation of the United States in the year 2010.ayo After .03/ .ay 99 Use the logistic equation to approximate the population of the United States using r = 0. This equation was first mtrodu~e~ by the..) y dl = rt rl We + c. Population and Value 5 of yet) TABLE 3. Separating variables and using partial fractions to integrate with respect to y.= 0 if r > O.03.44 1960 (160) 179.3 + (0. we find that ~=K. The loglslic equation differs from the Malthus model in that the term (r .ay)y dy dt = or (r . This equation can be written as dyldt = (r .32 205. show (by hand) that the two are the same.ay2 where the term _ (_y2) represents an inhibitive factor.68 12.56 38.3 y..42 1970 (170) 203.02 119. a.63 1980 (180) 226.52 1920 (120) 106.02947e . we compare the approximati on of the popUlation of the United States given by the approximation y (t) with the actual population obtained from census figures. Compare this result with the actual census values given in Table 3. r . the solution can be wntten as ryo ayo + (r  aYo)e of r. : :1 Solution dy = dt (r .45 1860 (60) 31. subject to the condition yeO) = Yo.98 63. and Yo into 0.S.38 1950 (150) 151. y = indicated values In Table 3..30 224. = ryo rt to obtain the approximation of the population of the y ayo + (r aYo)e United States at time I. If the result you obtain is not in Ihe same form as that given above.05 1880 (80) 50. as we can +c I e.3. This makes the solution to the logistic equation different from that of the Malthus model in that the solution to the logistic equation approaches a finite nonzero limit as I > 00 while that of the Malthus model approaches either infinity or zero as 1> 00.16 163.44 29.64 9. we have + l!!:.0. 5.Bel~an mathematician Pierre Verhulst to study population growth.159 0.1 :vhere r and a are constants.19 22.0001' 5. where t represents the number of years since 1800.19 49.08 1830 (30) 12.54 239.90 1940 (140) 132.ay(t)) is not constant.30 1900 (100) 76.59 1850 (50) 23.0001.substituting this value into the general solution and simplifying. For convenience we write the equation as ' y' = (r . Here.21 79.rl y = r( if substitute the 0.20 141.3 yet) = 0.61 1810 (10) 7.30 5.94 . Under these assumptions the population is neither allowed to grow out of control nor grow or decay constantly as it was with the Malthus model.71 1930 (130) 123.I.11 1910 (110) 92. rl . +a Applying the initial condition yeO) = Yo and solving for K.3. r.ay)y.
1. we see that y = 0 is asymptotically stable.oo yet) = 3.f)y Figure 3. the population follows logistic ~rowth. Suppose that twothirds of the cells in a culture remain after one day.71 million to 300. theny' < O. What is the limiting population? . then liml>ro yet) = 0. ' Figure 3. when does 1/6 of the initial amount of chemical A remain? How much of the initial amount remains after 15 hours? 10. Solve the logistic equation if r = 1/100 and a = l! I O' given that y(Ol = 100.2. and y = B is asymptotically stable. 13. use the Malthus method.02947e . From the phase line in Figure 3. To predict the population of the United States in the year 2010 With thiS model.000 grows at a rate proportional to the number present.so we call y = A the threshold of the population. What is the halflife of this element? 14. To describe this situation mathematically. population using the result obtained in Example 5? 21.210  L Population Model with a Threshold Suppose that when the population of a species falls below a certain level (or threshold).300 0.3 Y' = r(1  Phase line for ~)(I . how much remains after 1 hour? How much remains after 500 hours? 6. we predict that the population will be approximately 300 million in the year 2010. and if 1 < Yo < 3 or Yo > 3. theny' > 0.03. Solve the logistic equation by viewing it as a Bernoulli equation. Suppose that mold grows at a rate proportional to the amount present. the population doubles over the next year.In[y(12l] . Thus. the species cannot sustain itself. Suppose that the popUlation in a yeast culture triples every seven days. we evaluate y(210) to obtain y(210) = 0. Consider a radioactive substance with halflife 10 days.000? What is the popUlation after five years? *7. What is the limiting population. In this case. respectively.e in ~igure 3.3.4. the equilibrium solutions are y = 0. we generate the corresponding phase line. then lim.1 Solve the following problems. As with the logistic equatIOn..1 se. The halflife of 14C is 5730 years. determine the amount of mold present after one day. scientists find an ancient tool near a fossilized human bone. 12. when will the popUlation reach 25. If y(l) represents the percent of a radioactive element that is present at time I and the values of y(ll) and y(t2) are known. show that the halflife H is given by (12 . What is the population after 35 days? How much time is required for the popUlation to be 10 times the initial population? *3. How much decays after two weeks? When does half of the original amount decay? *15. limHoo y(ll. y = B IS the carrying capacity. y = A is unstable. we introduce the differential equanon where 0 < A < B. determine the approximate age of the fossil. If 90% of the initial amount of a radioactive element remains after one day. When is the amount of mold !OOO g? 4 8.159 0. 4. 18. theny' < 0. 560 g remain. when does the population triple? 15 Figure 3. Note that projections of the popUlation of the United States in the year 2010 made by the Bureau of the Census range from 298. Determine the percentage of the original amount of 226Ra that remains after 100 years.y(3)y using different values for the initial population yo. If the tool and fossil contain 65% and 60% of the amount of 14C as that in presentday samples. but otherwise. Due to the construction of an interstate highway. On an archeological dig.100 Chapter 3 250 Y (in millions) Applications of First·Order Differential Equations 3.25(1  101 .S. what is the age of the artifact? 17. In this case. Suppose that the popUlation of a small town is initially 5000. Ifthere are initialiy 5000 g of the substance: how much remains after 365 days? 5.0 I g. The population doubles in five years. Notice that If 0 < Yo < 1.y)(l . y = A.f)y 9.. Suppose that a culture of bacteria has initial population of n = 100. determine if the tool could have been used by the human.2  Population Growth and Decay Yl( 1. EXERCISES 3. determine the number of bacteria present after 30 days.000. If there are initially 100 g. what is the halflife of the element? *11. 16_ If an artifact contains 40% of the amount of 230Th as a presentday sample. if A <y < B. In how many years will the popUlation triple? *19. andy = B. chemical A is converted to chemical B at a rate proportional to the amount of chemical A present. . In Figure 3. Suppose that the halflife of an element is 1000 hours.t l ) In 2 H = In[y(lll] . Unless otherwise stated...59 million so the approximation obtained with the logistic equation seems reasonable. Find y(25l. If 0 <y < A. 800 g of a radioactive element remain. After 10 days. If this population doubles after 100 days. In a chemical reaction. A certain group of people with initial popUlation 10. How much time is required for the population to reach 4250 in number? 2.4 to y' = 20 Several solutions 0. If the population doubles every three days. If the original amount of l4C in a particular living organism is 20 g and that found in a fossil of that organism is 0. the threshold is y = 1 and the carrying capacity is y = 3.00053 + 0. To understand the dynamics of the equation. If there are initially 500 g of mold and 6 hours later there are 600 g. If half of chemical A remains after five hours. we graph several solutions to y' = 0?5(l . 20. Suppose that the rabbit population on a small island grows at a rate proportional to the number of rabbits present. Notice that we expect the population to die out when y < A. and after 15 days. of the U. Use this information to determine the number of days until only onethird of the initial population remains. and ify > B. 10% of the initial amount of a radioactive element decays. After one week. If the rate of growth is proportional to the current population.
8 0..0.=~_~~~":::""'~=='~:"" .Ra Woman Playing Mandolin Laughing Girl 1968).01. Then. a general solution of dP/dl = rP . Use this equation to find S(I) if S(O) = So. Let SF denote the ratio of 210Pb to 226Ra per unit mass of lead.3 0. pp.26. 34. and C = 1501.y/A)y.Ra)! Po = O.26 0. 413415. 0.5. and let S(I) represent the value of the investment at time I. yeO) = Yo to find y(I). (b) Describe how this equation differs from the logistic equation. or unstable) of the following differential equations. We may use graphing utilities to investigate the behavior of solutions of the logistic equation under different conditions.ky..) 24.Ar (SFI)e Ar+l' Po for 0.0001.31 0. Considerthelogisticequationwithr = 0.. dP = rP . Five college students with the flu return to an isolated campus of2500 students.102 Chapter 3 Applications of FirstOrder Differential Equations 22. Solve the initialvalue problem dy/dl = r . Banks use different methods to compound interest.03..1 28.. then m ~ Compare limr.15 5. (d) What is the maxunum allowable harvest rate to assure that the species survives? (e) Generalize your result from (d). For arbitrary a and r. what is limr.0 using Yo = I. Solve the model.Ra)/(Po) at time I is given by equilibrium solutions (as asymptotically stable. h = 2. graph P(I) if h = 0. h = 1. I . The last two paintings. (b) Graph (i . and 1. When interest is compounded continuously. 0. h = 2.. for very old paintings (i . and P(O) = 5.5 0. Under what conditions does the limit of tbe solution approach (b) a nonzero number as 1 . Volume 160 (April 26.aP'. The equilibrium solution y = c is classified as semistable if solutions on one side approach y = c as I _ 00. yeO) = 5 to find the number of infected students after I days if 25 students have the virus after one day. a = 0.* On the other hand. semistable.30 0. Assume that h 2: r2/4a.6 0.25 and h = 2. Suppose that glucose enters the bloodstream at the constant rate of r grams per minute while it is removed at a rate proportional to the amount y present at any time. At what time will the species become extinct? (e) If r = 0. One student in a college organization of 200 members proceeds to spread a rumor.98 Woman Reading Music Po 10.oo y(I)? *31.0 0. fishing." Science.) 26.2)' 32. and the initial concentration is yeO) = 500? After 20 min? Does the concentration appear to reach its limiting value quickly or slowly? (See Exercise 24..Ra)/(Po) SF= 100. How many students know the rumor after two days? Will all of the students eventually be informed of the rumor? (See Exercise 22. where r and A are positive constants.97 8.1'2)].::. dS/dl = kS. Solve the model.5 1.. Find and classify the equilibrium solutions of the Gompertz equation. 35. then S(I) = So( I r' + r'. 27.94 Lace Maker 1. 210po concentration (dpm/g of Pb) Painting 30. solve the initialvalue problem dy/dl = ky(2500 . Shortly after the Chernobyl accident in the Soviet Union in 1986.2 '. If the rate at which this virus spreads is proportional to the number of infected students y and to the number not infected 2500 . Bernard Keisch. while the halflife of 26 radium226 Ra) is 1700 years. How many students have the flu after five days? *23. If the rate at which this rumor spreads is proportional to the number of students y that know about the rumor as well as the number that do not know. plot the solution with these values. Consider the differential equation dy/dl = r(i . a > I. 0. and if interest is compounded m times per year.4 0. "Dating Works of Art through Their Natural Radioactivity: Improvements and Applications. 250 using The table on page 103 shows the ratio of (I . h = 1.91 Boy Smoking 4.85. (b) Suppose that for a certain species it is found that r = 0. What is the concentration of glucose in the bloodstream after 10 min if r = 5 g per min.05.h dl *29.a Iny). approximate when they were painted. Make a table of the level of l311 in milk as a multiple of that considered safe for human consumption for the first three weeks following 22. (a) y' = y(y .y). (a) Use a graphing utility to investigate the behavior of the solution if values ofr. oflead210 ('loPb) is 22 years. e (b)y' =y2(yl) (e) y' =yVy (d)y' = y2(9 _ y2) 33.5..98 Woman Drinking 8. 0 < a < I.h is P(t) = L [r + Y4ah 1 . (a) Find the equilibrium solutions.0001. sketch the phase line. 1.3. (e) If A = 2 and y(O) = 1.1 0.8 0.. If the interest rate is k. then the rate at which the value of the investment changes is the interest rate times the value of the investment. If the compounding takes place continuously.oo So( I in Exercise 26.r2 tan(2 a (C . a. How does the value of r affect the solution? where A is the disintegration constant for 21OPb. where r and a are positive constants. several nations reported that the level of 131 1 in milk was five times that considered safe for human consumption. 0.01. dy/dl = y(r . (Harvesting) If we wish to model a population of size P(I) at time I and consider a constant harvest rate h (like hunting. what is limr. then we might modify the logistic equation and use the equation (e) Determine if it is likely that the first six paintings were also painted by Vermeer (which would make them very valuable!). The approximate value of SF for works of art created in the last 80 years is 100. but on the other side they move away from y = c as I _ 00.0. If not. 00.Ra)/(po) for various famous paintings.5. and Yo are varied. the quantity oflead (i .y. Suppose that we deposit a sum of money in a money market fund that pays interest at an annual rate k. 1 . to model the popUlation under consideration. plot the solution with these values. h = 2.2 0. + 1.17 0. and 1. Use this definition to classify the . and (e) zero as I~ oo? Hinl: Consider 0< 1''. r> I. What is the eventual concentration of glucose in the bloodstream according to this model? 25. How does the value of k affect the solution? _I__R_a = (SF .. a = 0.. (Dating Works of Art) We can determine if a work of art is more than 100 years old by determining if the leadbearing materials contained in the work Were manufactured within the last 100 years.3 0.05.00. to the formula obtained 3.5.99 Disciples of Emmaus 8. then solve the initialvalue problem to find the number of students informed of the rumor after I days if 50 students are informed after one day. or disease).I)e.03.0 using Yo = I and a = I. Consider the Malthus population model with k = 0.al)Y4ah . Lace Maker and Laughing Girl were painted by the Dutch painter Jan Vermeer who lived from 1632 to 1675. (a) Show that if h 2: r2/(4a).0. what is the maximum allowable harvest rate that ensures survival of the species? 36. 103 Population Growth and Decay .oo y(I)? (d) If A = 2 and y(O) = 3.1.::. 1.0..~'t="C!"'~_=z:=.5.~. and classify the equilibrium solutions. (a) Determine the disintegration A for 210Pb where the amount of 210Pb at time tis y = yoeAt.1. The halflife. and compare the results. and compare the results. Ra concentration (dpm/g of Pb) Washing of Feel 12.ap2 . k = 5.. h = 0..07 6.
where C1= eC. T(O) = To.T) dt s Ts. and separating variables gives us dT T. the pie has a temperature of l50°F. T(t) = 275(e k )' + 75 k = 275(fr).75)e kt + 75 = 275e + 75. Solve the IVP y' = r( 1 ~)( 1 . each of these problems depends on a basic principle. and an engineer can design the cooling and heating system of a manufacturing facility. Newton's Law of Cooling The rate at which the temperature T(t) changes in a cooling body is proportional to the difference between the temperature of the body and the constant temperature Ts of the surrounding medium. To better understand the model.. Notice that instead of solving the ODE as a separable equation. a medical examiner can find the time of death in a homicide case./15 = (. so T(t) is a decreasing function. 105 Newton's Law of Cooling and Related Problems is separable. After how long did the milk become safe for human consumption? quires a large number of cohorts to achieve success_ ful reproduction.2. where r and A are positive constants.Ts)e kt + Ts· "f·"I..distinct.. Therefore. Describe the behavior of dyldt based on this result. the object cools off if the surrounding temperature is greater than the object's temperature.. yeO) = Yo. (d) Show that if Yo > A. + 75.yIA)y. Similarly. Show that this solution is concave up for 0 < Y < rl(Za) and concave down for r/(Za) < y < ria. then determine limH~ y(t). we could have solved it as a firstorder linear equation. Yo yeO) = Yo. Using the properties of natural logarithms and simplifYing T = C 1e kt + Ts. the passenger pigeon population was thriving. Substituting thesektvalues into T = (To .Ts = kdt.. Which popUlation model should be used to describe this situation? 37. Newton's law of cooling. the popUlation size continued to decrease and the bird is now extinct. . However. Applying the initial condition implies that To To . 38.I. which is used to develop the differential equation associated with each problem.. suppose that k < O. This situation is represented as the firstorder initialvalue problem dT dt = = C1+ e Thus. so C1= Notice that if k < 0. For example. Although . To solve the problem we must find k or e k.' A pie is removed from a 350°F oven and placed to cool in a room with temperature 75°F. (b) If Yo < A.Ts. (a) Find the solution to the IVP dyldt = r(1 . 39. Newton's Law of Cooling and Related Problems Firstorder linear differential equations can be used to solve a variety of problems that involve temperature. so T(t) is an increasing function. Therefore.2 Chapter 3 Applications of FirstOrder Differential Equations the accident. so T(15) = 275e 15k + 75 = 150. The equation dT = k(T. Consider a solution to the logistic equation with initial population Yo where 0 < Yo < ria.oo e kt = O. From the early 1800s to the mid1800s.~)y.~ T(t) = Tso so the temperature of the body approaches that of its surroundings. We know that T(15) = 150. if T < Tso then dT/dt > 0. Determine the time required to cool the pie to a temperature of 80°F. a chemist can determine the time required for a plastic mixture to cool to a hardening temperature. due to hunting. the population size was reduced dramatically by the late 1800s. Hint: Differentiate the right side of the logistic equation and set the result equal to O.104 3. the passenger pigeon re § Yo ) . In 15 min. show that limH~y(t) = +00.. Unfortunately. then Y(I) has a vertical asymptote at I = 1 In( Ar 40. Having fallen below this level. (e) If Yo > A... lim. Solving this equation for e k gives us 275e 15k = 75 k(T . lim. Therefore. If T> Tso then dT/dt < 0. so lnlT .Ts). the solution of the equation is T = (To .Ts)e kt + Tso we obtain T(t) = (350 . whereas it warms up if the temperature of the surroundings is warmer than the object's temperature.)1115 11 .. To = 350 and Ts = 75.Tsl = kt yields + C.. where To is the initial temperature of the body and k is the constant of proportionality. : 1 Solution In this example.
53 hours before the body was discovered.? + 771'" 0 9 711 cos 12  3 . Newton's law of cooling can be used to approximate this time.)t12 + 65 = k( C(t) . To find the value of t for which T(t) = 98. From the formula T(t) = 275(n)'lls + 75. Using T(2) = 72. so T(/) = 275(n). the pie never actually reaches room temperature according to our model... then dul dt < 0.'.. In the investigation of a homicide. Therefore.6. This gives us + 7"? . However.106 Chapter 3 + 75 3.lls + 75 > 75. which implies that u increases. if C(t) > u(/).. where T(O) represents the temperature of the body when it is discovered and T(2) represents the temperature of the body two hours after it is discovered.37Tsin ~) + C e1 1/4 . determining the temperature inside a building over the span of a 24hour day is more complicated because the outside temperature varies.. what was the approximate time of death? :I Solution This problem is solved like the previous example. the time of death was approximately 10:30 A. 711) 7T sm 12  9 10"? 1/4 + .u(t)) where cet) is a function that describes the outside temperature and k > 0 is a constant that depends on the insulation of the building. the time of death is important. then duldt > 0.= [275(n)'lls + 75] = 75..264.10 cos( 711/12). we note that 275(n)'/1S > 0. the temperature of the surroundings was assumed to be constant. we solve the equation 275(nyils = 80 for I: 3 )'/1S 11 = 5 2.I. and substituting these values into T = (To .)'/1S =.. its temperature is 82°E Two hours later.97647) ln7lnl7 1.5.Ts)e kt + Ts yields T(t) = (82 . this does not have to be the case.6°E Suppose that when a body is discovered at noon. 0 :5 t :5 24.53569. : ] Solution The initialvalue problem that we must solve is du = k (70 .. because the body was discovered at noon. the differential equation that needs to be solved to find the temperature u(t) at time I inside the building is ~~ Figure 35 Graph of T(t) = 17(f. as we observe in Figure 3. An interesting problem associated with this example is to determine if the pie ever reaches room temperature. Let T(t) denote the temperature of the body at time t. If we assume that a building has no heating or air conditioning system.. ' l'i'"I.. We then apply the initial condition u(O) = 60 to determine the arbitrary constant C1 and obtain the solution _ 10 (63 u() t . if cet) < u(t). To find the value of I for which T(/) = 80.. In this case we have To = 82 and Ts = 65. .9 cos ~ .65)e kt + 65 = 17e kt + 65..53 t = t= 15ln55 3 In( 11 ) 107 Newton's law of Cooling and Related Problems 15ln 55 In3ln11 46. Thus. so T(t) = 17(e k )' + 65 = 17(ily/2 + 65. 2 4 In each of the previous cases.!. However. we solve the equation 17(il)'/2 + 65 = 98.2 Applications of FirstOrder Differential Equations This result means that the time of death occurred approximately 1. we solve the equation T(2) = 17e 2k + 65 = 72 for e k to find e k = (il)1/2.M. ( 11 55 275 ( t T(t) 60 40 s In( 515) = In 55 I 5 In( {I) In 55 3 In( 11 20 = t (in hours) 2 1 1..10 cos 711 dt 12 { u(O) = 60  u) . the outside temperature in OF is given by cet) = 70 . Georgia.? (63 ~) and use an integrating factor. Therefore. For example. o "ii. Suppose that during the month of April in Atlanta. it is 72°E If the temperature of the surroundings is 65°F. The differential equation can be solved if we write it as ~~ + ku = k (70 .'. we see its temperature approaches 75° as t increases because lim .9 + .? e . which means that u decreases. (This implies that the average value of cet) is 70 0 E) Determine the temperature in a building that has an initial temperature of 60°F if k = 114. For example. However..lOcos u(t) = 9 !O.6 for t and obtain t = 2 In(1. the normal body temperature of most healthy people is 98. According to this equation. the pie will reach a temperature of 80°F after about 46 minutes.
(y(t) ~)(R gal ' min V( t) gal 2 (Rate liquid enters the tank) .000/(t + 500)3. and R2 = 3. V(O) = 500 with the general solution V(t) = t + C.(Rate liquid leaves the tank) =(R ~)(R~) . ~)(R ~) . is the generation of heat from the occupants of the building.000.31.t [(t 3y 4. we can use a numerical solver to find that the approximate solution to t + 500 . which we ignored in prior calculations.7.500 3 = 31.000. Determine how much time is required for 1000 lb of salt to accumulate. pounds per gallon is allowed to flow into the tank at a rate R.108 Chapter 3 Applications of FirstOrder Differential Equations 3. when will the popsieles be frozen? *3.) 6. and after 5 min. What is the temperature of the tea after 60 min if it is 60 0e after 10 min in the cooler? that the temperature of the surroundings is 60°F. at which time the father tests the temperature of a popsiele and finds it to be 5°e.3 = 1. and 6soF 3 hours later. we use the integrating factor = eJ(3dt)I(t+500) = e 3'n(t+500) = (t + 500)3. A hot cup of tea is initially 1000e when poured. If the father placed the popsieles with a temperature of 15°e in the freezer at 12:00 P.000.2 ~) min ' where Vet) is the volume of solution (liquid) in the tank at any time t and y(t)/V(t) represents the salt concentration of the wellstirred mixture. then V(528. including people and machinery.7 + 500 = 1028. we solve the equation that gives the net rate of change in the amount of liquid in the tank. A thermometer is placed outdoors at SO°F.t + 500' yeO) + (3y)/(t + 500) = 250.6. it reads n°F. Therefore.M. After 2 min. What does the thermometer read after 5 min? 4.'. gallons per minute while a wellstirred mixture flows out of the tank at the rate of R2 gallons per minute. Ifthe tea is initially at 75°F and it has a temperature of 70°F after 1 hour.250. However. suppose that the tank initially holds 500 gal of liquid and 250 Ib of salt. A thermometer that reads 90°F is placed in a room with temperature 70°F.' Rewriting the ODE as dy/dt /L(t) to obtain . To determine V(t).7 gal.. How long does it take for the tea to reach a temperature of 50 0e if it is at sooe after 15 min and the room temperature is 30 0e? 2. then the equation that describes the net rate of change in the amount of salt in the tank is dy dt = = (rate salt enters the tank) . = 4.7 min. L '* dy At what time during the day is the temperature in the building increasing (decreasing) at the fastest rate? u (in oF) 75 70 65 t (in hours) 10 Figure 3. min 2 min using the initial condition V(O) = Vo. the thermometer reads 6soF.000/(t + 500)3 = 1000 is t = 528. so the tank would overflow before 1000 lb of salt could be present in the tank. then when does the tea reach 55°F? 8. so that yeO) = 250 indicates that C2 = 250. An application that involves' a differential equation similar to the one encountered with Newton's law of cooling is that associated with mixture problems.250. the thermometer reads SO°F. = 1. I'i'. From the graph.7) = 528.M. = 4. can 1000 Ib of salt be present in the tank at any time before the tank reaches its maximum capacity? 1.M. A can of orange soda is removed from a refrigerator having temperature 40°F. suppose that a tank contains Vo gallons of a brine solution. a heating or cooling system is installed to control the temperature in a building. It is then placed in a conventional oven at 300°F and =~~ . which is graphed in Figure 3..000. Applying the initial condition yields V(t) = t + 500. If the tank holds a maximum of 800 gal.250.. R 2 . so that the IVP used to find y(t) is where k = 114. which corresponds to 3:30 P.6 15 20 dt = In many situations. we determine Vet) by solving the IVP dV/dt = 4 . yet) = t + 500 + C2 /(t + 50W. and the temperature of the freezer is . R. In this case. It is then placed in a cooler with temperature 15°e. If the can is at 50°F after 5 min. We investigate the inclusion of these factors in the exercises at the end of this section. Suppose that the tea in Exercise 1 is allowed to cool at room temperature for 20 min. If yet) represents the amount (in pounds) of salt in the tank at time t minutes. After graphing yet) = t + 500 31. how long does it take for the can to reach a temperature of 60°F if the surrounding temperature is 75°F? *7. In addition. EXERCISES 3.2 Newton's law of Cooling and Related Problems 1 Solution We notice that the volume (of liquid) does not remain constant in the tank because R. Determine the time of death if a corpse is at 79°F when discovered at 3:00 P. At the request of his children. Suppose that a container of tea is placed in a refrigerator at 35°F to cool.5 hours. After 3 min.6°F.M. t 2: 0 + 500iy] = 4(t + 500)3 so that (t + 50Wy = (t + 500)4 + C2 • Therefore. one of the children asks if the popsicles are frozen (O°C). Another factor in determining the temperature.'. (Normal body temperature is 9S. We then use the solution Vet) to solve the previous ODE for y(t) where yeO) = Yo is the initial amount of salt in the tank. Find the amount of salt contained in the tank at any time. At 2:00 P.2°e. we see that the temperature reaches its maximum (approximately 72°F) near t = 15. if t = 528.(rate salt leaves the tank) (S. What was the initial temperature reading of the thermometer? 5. Assume 9. A casserole is placed in a microwave oven to defrost. A brine solution of concentration S. a father makes homemade popsieles. a mixture of salt and water. ~= 109 Suppose that S.
The mass m of the body is constant.25.75(68 . Newton's Second law of Motion The rate at which the momentum of a body changes with respect to time is equal to the resultant force acting on the body. After dinner. His companion waits 4 min before adding the same amount of cream to her cup. Determine the temperature in a building that has an initial temperature of 60°F if k = 114. If after baking an additional 30 min its temperature is 200°F. the system could run constantly. Determine the amount of salt yet) at any time t. then its velocity is determined by solving the differential equation dv n!di= mg or dv 7t=g. If the rate at which these factors affect (increase or decrease) the temperature is given by A(t). DC. R2 = 4 galImin. A tank contains 200 gal of a brine solution in which 10 Ib of salt is initially dissolved.75(68 .10 cos (711112). 0 :5 t:5 24. C(t) = 70 .) *15. but we know that most are controlled by *23. when is the temperature of the coffee 140°F? 12. the temperature of the wine is 58°F. A brine solution with concentration 2 Ib/gal is then allowed to flow into the tank at a rate of 4 gal/min and the wellstirred mixture flows out of the tank at a rate of 3 gal/min. what is the concentration of the brine solution in the tank when the volume reaches this maximum? 20. SI = lib/gal.0 :5 t :5 24. (b) A(t) = 0. 0 :5 t :5 24. Find the temperature in a building that has an initial temperature of 40°F if k = 1/4. Ohio. we must model the system with an appropriate function. andB(t) = O. SI = 2Ib/gal. Yo = 20 (e) R. If a heating or cooling system is considered. where m and v represent the body's mass and velocity. the outside temperature in OF is given by C(t) = 40 . What is the eventual concentration of the brine solution in the tank? (b) If instead of water a brine solution with con· centration 2 Ib/gal flows into the tank at a rate of 4 gal/min. so differentiation leads to the differential equation If the body is subjected to the force due to gravity. and F is the sum of the forces acting on the body. A bottle of wine at room temperature (70°F) is placed in ice to chill at 32°F.u(I)). 13. 21. and (a) A(t) = 0.10 cos (711112). where the constant k > 0 depends on the insulation of the building. where kd is a constant approximately equal to two for most systems. After 20 min. (a) Water (containing no salt) is then allowed to flow into the tank at a rate of 4 gal/min and the wellstirred mixture flows out of the tank at an equal rate of 4 gal/min. Determine the temperature in a building that has an initial temperature of 50° if k = 1/4. at which time its temperature is 150°F. a couple orders two cups of coffee. and C(t) = 70 . = 4 gal/min.25. Upon being served. the differential equation that models this situation is ~~ = k(C(t) . the outside temperature in OF is given by C(t) = 70 . and C(t) = 70 . Determine the temperature (and the maximum temperature) in a building with k = 114 and initial temperature 70° if (a) A(t) = 0. what is the eventual concentration of the brine solution in the tank? *19.75(Ud . Suppose that during the month of January in Cincinnati.10 cos (711112). its temperature is 170°F. S. The body's momentum is defined as the product of its mass and velocity. and R2 affect the (b) RI volume of liquid in the tank. (Assume that the building has no heat or air conditioning system.10 cos (711/12). A tank contains \00 gal of a brine solution in which 20 Ib of salt is initially dissolved.AUd . Suppose that the desired temperature is Ud' Then B(t) = k. Find the amount of salt yet) in a tank with initial volume Vo gallons of liquid and Yo pounds of salt using the given conditions.25. what was the temperature of the casserole when it was removed from the microwave? 10. and (3) the temperature outside the building based on Newton's law of cooling. (Assume that the building has no heating or air conditioning system. . a thermostat. and C(t) = 70 .110 Chapter 3 3.u(t)). (Assume that the building has no heating or air conditioning system.) 17.u(t)). and the wellstirred mixture flows out of the tank at a rate of 4 gal/min. R2 = 6 gal/min. Vo = 500. determine the value of Ud needed so that the average temperature in the building over a 24hour period is 70°F. the outside temperature in OF is given by C(t) = 20 . and C(t).. so this statement is modeled as d dt (mv) = F.10 cos (711112). If A(t) = 0. (Assume that the building has no heat or air conditioning system. and B(t) = 0. Which person has the hotter cup of coffee when they both take a sip of coffee after she adds the cream to her cup? (Assume that the cream's temperature is less than that of the coffee. R2 = 2 gal/min. Yo = 0 = 4 gal/min.5 cos (711112). Of course. Georgia. (e) A(t) = I. If the temperature of the room is 68°F.5 cos (711112). B(t) = \.75(68 . (2) the heating (or cooling) produced by the fur· nace (or air conditioning system). (a) RI Vo = 4 gal/min. (b) A(t) = 1. Suppose that during the month of August in Savannah. A tank contains 300 gal of a brine solution in which 30lb of salt is initially dissolved. 0 :5 t :5 24. and B(t) = 0. Yo = \00 Describe how the values of R.) 14. When will its temperature be 50°F? *11. = lIb/gal. Find the temperature in a building that has an initial temperature of 65°F if k = 1/4.u(t)). B(t) = 1.25. 18.3 Applications of FirstOrder Differential Equations bakes for 30 min. respectively.lOcos (711112). B(t). Suppose that during the month of October in Los Angeles. the outside temperature in OF is given by C(t) = 85 . Determine the amount of salt yet) at any time t. C(t) = 70 . B(t) = \. Determine the amount of salt yet) at any time t. Two minutes later.25. the gentleman immediately pours one container of cream into his cup of coffee. We begin by explaining some of the theory that is needed to set up the differential equation that models the situation. 22.) Explain. and C(I) = 80 .10 cos (711/12). A brine solution with concentration 4 Ib/gal is then allowed to flow into the tank at a rate of 3 gal/min. What is the concentration of the brine solution after 10 min? What is the eventual concentration of the brine solution in the tank? For what values of t is the solution defined? Why? The temperature u(t) inside a building can be based on three factors: (I) the heat produced by people or machinery inside the building.u(t)) 111 FreeFalling Bodies + A(t) + B(t). Find the temperature (and the maximum temperature) in the building with k = 114 if the initial temperature is 70°F.u(t)).5 cos (711/12). § Free·Falling Bodies The motion of some objects can be determined through the solution of a firstorder equation. C(t) = 75. B(t) = 1. (e) A(t) = 0. respectively. Vo = 600. If the tank can hold a maximum of 400 gal. = 400. When a cup of coffee is poured its temperature is 200°F. Suppose that during the month of February in Washington.) 16.
This differential equation is solved by integrating both sides of the equation to obtain s = 32t + 30e . called the limiting velocity. (e'v) = 32e'. and applying the initial velocity gives us yeO) C = . The roots of this equation can be approximated with numerical methods like Newton's method. we see that set) = 1000 near t = 35.'. From the graph of this function. Notice that the velocity of the object cannot exceed 32 ftlsec.8 mlsec2 (international system).3 FreeFalling Bodies 113 Solution (a) First. We choose to solve it as a linear firstorder equation and use an integrating factor.7 Force diagram ~~ = I ! variables. If this offsetting resistance is considered. "ii.'. so v = 32 . the differential equation is linear or nonlinear based on the resistance of the medium taken into account. 40 32. The air resistance is equivalent to the instantaneous velocity. Mathematically.8 Graph of s = 32t + 30e .. we write the equation as m dv = 32 . . we must solve the equation s = 32t + 30e' . . Therefore. . so See  FR = v. Numerical methods show that s = 32t + 30e' . (It also can be solved by separating sides gives us e'v = 32e' negative direction FR too~ mg positive direction Figure 3.nm / (32.4 Units Useful in Solving Problems Associated with Newton's Second Law of Motion ~~ = mg .1875.30e'.) With the integrating factor e'.4.1875\0/ s = 32t 1:::. = v = 32  60 + 30e'  30. 20 t (in seconds) _I. and the distance traveled by the object is given by s (in feet) where FR represents this resistive force.' (a) Determine the velocity and the distance traveled by an object with mass m = I slug that is thrown downward with an initial velocity of 2 ftlsec from a height of 1000 ft.30.Chapter 3 Applications of FirstOrder Differential Equations 112 where g = 32 ftlsec 2 (English system) or g the summary of units in Table 3. (b) Determine the time at which the object strikes the ground and its velocity when it strikes the ground. We state the differential equation in the form: or dv mat ds dt = mgFR . (forces acting on the object). + C2 • Application of s(O) = 0 then gives us s(O) = 32(0) + 30e o + C2 = 30 + C2 = 0. We use a force diagram in Figure 3.7 to set up the differential equation that models the situation. so C2 = 30. Air resistance acts against the object as it falls and g acts in the same direction of the motion. s(t).FR then gives us dv = 32 . Assume that the object is subjected to air resistance that is equivalent to the instantaneous velocity of the object. the velocity of the object is = 32 + Ceo = 32 + C = 2.30 = 1000 for t.1875 Figure 3.1875). (b) The object strikes the ground when s(t) = 1000. we have + C. we must discuss all of the forces acting on the object. / o V.30 30e' with initial condition s(O) = O. shown in Figure 3. we set up the initialvalue problem to determine the velocity of the object.8.v dt yeO) = 2 ' + Ce'. which is found by evaluating limt>~ v(t). = 9. Note that down is assumed to be the positive direction. Hence. we solve the firstorder equation where the direction of motion is taken to be the positive direction.0 ftlsec by evaluating the derivative at the time at which the object strikes the ground. The resistive force is typically proportional to the body's velocity (v) or a power of its velocity. Therefore. 3. given by s' (32. The velocity at the point of impact is found to be 32.30 = 1000 when t = 32.v dt ' International English and imposing the initial velocity yeO) = 2 yields the initialvalue problem I Cbsec2) sug ft kilogram (kg) Force pound (lb) Newton(~) sec Distance foot (ft) meter (m) Time second (sec) second (sec) Mass { which can be solved through several methods. The formula m TABLE 3. To determine the distance traveled at time t. Integrating both so v = 32 This differential equation is applicable only when the resistive force due to the medium (such as air resistance) is ignored. 2000 1500 .
...4v21 = 8v2t v + 4v21 = Iv4v2 +C 2 (in s) 2.. e v = g and t h en caI · rewntmg bY f Irst 4v2(Ke 8Vzt + 1) v= 1 . For example. consequently. so { + 2v2 ._ . This shows that the object does not have to endure as great an impact as it would without the help of the parachute.'.Ke 4Y2(Ke 8VZt 1. Applying the initial condition yeO) = va and solving for C + gm)/e so that the solution to llie initialvalue problem is gm v(t) = .9).9 The velocity functions from Example I and Example 2.. so the parachute causes the velocity of the object to be reduced (see Figure 3.. llie velocity function for llie case willi m = 11128 slugs.4v2 lnlv .5 "ii. This function is 11160. .10. (.:: + eva + gm e e cdm yields C = . (." / 0. 4125 / This situation is modeled by the initialvalue problem dv 32 _ v (I) from Examp~. the differential equation that must be solved in this case is the linear equation dvldt = g . 8VZt )v = v. . e = .. Multiplying each side of the equation = e + . Ce 8Vh v + 4v2 = Ke 8VZt v4v2 (K = :tC).__. The limiting velocity of 1. Therefore..£... so g and FR act against the upward motion of the object as shown in Figure 3.4t15 . Inte grating we obtain ectlmv = . (ecdmv) = _ge ctlm . assuming that the air resistance equals ev where e is a positive constant..2v2 at culating the integrating factor In Example 1. Notice how the different forces due to air resistance affect the velocity of the object.40.E. 20 IS / dv _1_ [ 8v2 v o positive direction motion dt _ dt + 4v21  Inlv ..5 We solve the differential equation by separating the variables and using partial fractions: (4v2 .ctlm .3 "F''''''.!. we find that v + 4v2 = Ke 8VZ. g = 32 ft/sec 2 and va = 48 ft/sec is v(t) = 8Se.gm e ctlm + C and...:. ve ctlm = _geC'lm so that. the limiting velocity is 32 ft/sec.v)  1 ___1__] dv = dt + 4v2 v .(clm)v.10 By drawing a force diagram. Vo .:..v negative direction Figure 3. . sec.._..Ke 8Vzt Application of the initial condition yields K = yeO) = (cvo + Ce.' v (in ftis) _. we see that g and FR are in the negative direction...... the equation . Determine a solution (for the velocity and the height) of the differential equation that models the motion of an object of mass m when directed upward with an initial velocity of va from an initial position So. ( 4v2K . I . eI~d' at ctlm . / + v)(4v2 .4v2) or (l ._. dv = g ..5 I : ) Solution The motion of the object is upward.. e v as dv + ./ v (t) from Example 2 dv = 32 _ v 2 dt { yeO) = 2 v2 = ...__. 25 10 1 Solution 115 FreeFalling Bodies + 1). the general solution is by e ctlm gives us e ctlm dv dt m e dt vet) = gm e 1 .:g 30 Suppose that the object in Example 1 of mass I slug is thrown downward with an initial velocity of 2 ftlsec and that the object is attached to a parachute.(v .114 Chapter 3 Applications of FirstOrder Differential Equations 3. increasingthis resistance so that it is given by v 2 • Find the velocity at any time t and determine the limiting velocity of the object.2 ft/ the object IS found wIth I:Hopltal's ru e to be hmt>oo v t) = ~ = 4 v L. g ~~=g..._. We solve the initialvalue problem Inl v4v2 v + 4v21 = 8v2t + C Solvi~ for Figure 3.
41667 sec are required for the object to travel from a height of 50 ft above the pond to a depth of 25 ft below the surface. A more accurate value of the time at which the object hits the surface is t = 2.4tI5 (in black) Weight and Mass Notice that in the 'English system.3166.32. when the weight W of an object is given. Integrating and applying the initial condition results in v(t) = 32 . While the object is in the air. pounds describe force.9833e 6t.11. where W is the weight of the object.985572.47864) = 29.. is determined by integrating the velocity function: 0. 117 s (in ft) 30 set) = 3.·. shown in Figure 3. Similarly.6t which gives the depth of the object at time t.6v. s (in ft) v (I) If the initial height is given by s(O) = So. we see that the object is 25 ft beneath the surface of the pond after approximately 4 sec. and solving ds/dt = 16/3 + 23.ct1m ) dt 20 gm =  c Figure 3..13. From the graph of this function. Thus.. yeO) = 29.12 using the parameters m = 11128 slugs. dv = 32 .99722 . In most cases.5 10 s(t) = Jvet) dt = J( ~ + cVo . gm e. s(O) = 0. The solution of this initialvalue problem is v(t) = 16/3 + 23. With this. the initialvalue problem that determines the velocity of the object beneath the surface of the pond is given by dvldt = 32 .3. The velocity at this time is then detennined by substitution into the velocity function.25) 25+.93802. obtaining s(t) = 32e.99722e.99722 .t Graph of + 32t  32 Figure 3. so that 40 _ gm s (t) .40t . Note that this value is the initial velocity of the object when it hits the surface of the pond. c = 11160. Finally. Detennine how much time is required for the object to reach a depth of 25 ft in the pond. There· fore.14 Graph of s(t) = + lft 3. The height function set).3166.40 (in blue) and set) = 110 . The equation dvldt = 32 ..3 FreeFalling Bodies Chapter 3 Applications of FirstOrder Differential Equations v (in ft/s) 40 30 20 10 This problem must be broken into two parts: an irlitialvalue problem for the object above the pond and an irlltialvalue problem for the object below the surface of the pond..11 cmvo + gm2 t c2 e ct1m + C. the force due to air resistance is v.93802 Figure 3. is proportional to the velocity m ~~ = mg .v) = dt. we find that 32 Ib = m(32 ftlsec 2 ). solving for C results in C = (gm2 + c2so + cmvo)/c2.. in the International system.cv is a simplified model used to illus trate how differential equations are used to model physical situations.32e to To find the velocity when the object hits the pond's surface. "f·.' A 32lb object is dropped from a height of 50 ft above the surface of a small pond.v is separable and rewriting it yields dv/(32 . which represents the distance above the ground at time t. 20 15 10 5 However.IIOe. the mass of the object (in kilograms) is typically given. Thus. A more accurate approximation of the time at which the object is 25 ft beneath the pond's surface is t = 3. so m = 1 (lbsec 2 )/ft (slug). we see that the value of t at which the object has traveled 50 ft appears to be about 2.116 3. From Figure 3. the initialvalue problem above the pond's surface is found to be graphed in Figure 3. resulting in v(2.'.14. g = 32 ftlsec 2 .13 set) = 32e . Hence. we must know the time at which the object has fallen 50 ft. we see that s' (t) = vet) = 0 when t = 1.47864. The time at which the object reaches its maximum height occurs when the derivative of the position is equal to zero. Notice where v(t) = O. we find the distance traveled by the object by solving dsldt = vet).t  30 cmvo + gm 2 c2 e crlm + gm 2 + ?so + cmvo c2 20 10 10 20 The height and velocity functions are shown in Figure 3.3.99722e 61 + 136 t. 120 100 80 60 40 20 Figure 3. From the graph of set) shown in Figure 3. (3. Conversely.t + 32t . We now combine several of the topics discussed in this section to solve the following problem. Solving s' (t) = 0 for t yields the better approximation t = 0.93802.9833e 6t. we must calculate its mass with the relationship W = mg or m = Wig. s(O) = 0 we obtain t (in seconds) 3 4 3. this function can be used to investigate numerous situations without solving the differential equation each time. However. Note The model presented in this section in which the force due to air resistance : I Solution The mass of this object is found using the relationship W = mg.. the time required for the object to reach the pond's surface is added to the time needed for it to travel 25 ft beneath the surface to see that approximately 6. and Vo = 48 ftlsec as well as So = O. to detennine the irlltialvalue problem that yields the velocity of the object beneath the pond's surface. when the object is in the pond it is subjected to a buoyancy force equivalent to 6v.v dt { yeO) = 0 . the velocity of the object when it reaches the surface must be known.12 Graph of vet) = SSe 4t15 . . This value of t represents the time at which the object reaches its maximum height and begins to fall toward the ground.5 sec.12. Using techniques discussed in previous examples.. the velocity of the object above the surface must be detennined first.
A parachutist weighing 192 lb falls from a plane (that is. A tennis ball weighing 8 oz is hit vertically into the air with an initial velocity of 128 ftlsec.006 mi/sec2 . (b) When does the ball reach its maximum height? *7.8 mlsec.6 mlsec. Use the results of Exercise 13 to find the velocity and height functions if m = 11128. "I/2iR. In a camival game. (b) How far does the object drop after 5 sec? *11. (a) Find the velocity of the object at time I if the air resistance is equivalent to twice the instantaneous velocity. g = 32 ftlsec 2 . the parachute is opened so that the parachutist is subj ected to air resistance equivalent to FR = 100v. what can be said about c in the force due to air resistance FR = cv acting on the object? *23. when does the object hit the ground. (b) What is the velocity ofthe rock at I = 2 sec? 3. At a great (radial) distance r from the center of the Earth. After one minute. 127135. Solve this problem to find Q(I) if E(t) = Eo where Eo is constant.2gR. An object weighing 1 Ib is thrown downward with an initial velocity of 8 ftlsec. (a) Find the velocity of the object and the distance fallen at time t. If the limiting velocity of an object of IDass m which is thrown vertically into the air with an initial velocity Vo mlsec is 9.6 farads. what can be said about the relationship between m and c in the force due to air resistance FR = cv acting on the object? *19. 18. 119 FreeFalling Bodies any time I. 9.118 Chapter 3 Applications of FirstOrder Differential Equations the equation in which the force due to air resistance is assumed to be proportional to the square of the velocity m ~~ = mg .'" 2. If in the RC circuit described in Exercise 25 C = 10. A projectile of mass 100 kg is launched vertically from ground level with an initial velocity of 100 mlsec. a capacitor C. (Escape Velocity) Suppose that a rocket is launched from the Earth's surface. "The Velocity Dependence of Aerodynamic Drag: A Primer for Mathematicians.3 14. assuming that the object is thrown from ground level? (b) What is the parachutist's velocity vet) after the parachute is opened? (c) What is the parachutist's limiting velocity? How does this compare to the limiting velocity if the parachute does not open? 21. Long and Howard Weiss. find the velocity and distance traveled by the object at time t. (c) Compute lim. (a) What is theparachutis!'s velocity when the parachute is opened? 24. If the limiting velocity is 19. and a vo1tage source E(t).5 lb is thrown downward with an initial velocity of 16 ftlsec from a height of300 ft. Consider the situation described in Exercise 13. find k and show that the rocket's velocity is found by solving the initialvalue problem dvldt = _gR2Ir2. show that the minimum value of Vo for which this is true (even for very large values of r) is Vo = This value is called the escape velocity and signifies the minimum velocity required so that the rocket does not return to the Earth. (b) What is the velocity of the object at I = I sec? How does this compare to the result in Exercise 3? 5. and E(t) = 200 volts. (a) Find the velocity of the object at time I if the air resistance is equivalent to twice the instantaneous velocity. When the parachutist's speed is 60 ftlsec. (See Exercise 21) Determine the minimum initial velocity needed to launch the lunar module (used on early space missions) from the surface of the Earth's moon given that the moon's radius is R = 1080 miles and the acceleration of gravity of the moon is 16. assuming that the object is thrown from ground level? 22. Ifv > 0 (so that the rocket does not fall to the ground). If the mass of the object is I kg and the object is subjected to resistance equivalent to 1/10 times the instantaneous velocity. Volume 106.3 1. What is the velocity of the object when it hits the ground. Find 1(1) = Q' (t) where l(t) is the current at any time t. Vo = 48 ftlsec. (b) Show that dvldt = v dvldr so that the solution to the initialvalue problem v dvldr = _gR2Ir2. (b) What is the limiting velocity of the object? 10. An object of mass 10 kg is dropped from a great height. find the velocity. An object weighing 16 Ib is dropped from a tall building. Suppose that an object of mass 10 kg is thrown vertically into the air with an initial velocity vomlsec. Vo = 0) and is subjected to air resistance equivalent to FR = lOy. (See Exercise 21) Compare the Earth's escape velocity to those of Venus and Mars if for Venus R = 3800 miles and acceleration of gravity is 85% of that of the Earth. A ball of weight 4 oz is tossed into the air with an initial velocity of 64 ftlsec. . use the results of Exercise 21 to compute the escape velocity of the Earth. Which planet has the largest escape velocity? Which has the smallest? 25. vCR) = Vo is v 2 = (2gR2Ir) + v~ . find the velocity of and distance traveled by the object at time t. Consider the situation described in Exercise 13. 13.5 Ib is dropped (with zero initial velocity) from a height of 300 ft. What is the limiting velocity of the parachutist? 20. (b) What is the velocity of the object at I = 2 sec? How does this compare to the result in Exercise I? *3. and for Mars R = 2100 and acceleration of gravity is 38% of that of the Earth. (a) Find the velocity of the object at time I if the air resistance is equivalent to the instantaneous velocity v. where k is the constant of proportionality (k > 0 if the rocket is falling toward the Earth. (b) What is the velocity of the object at I = I sec? 4. a participant uses a mallet to project an object up a 20m pole. In fact. A rock that weighs 32 lb is dropped from rest from the edge ofa cliff. (b) What is the maximum height attained by the projectile? 12. deter· mine the velocity of and the height of the projectile at '" Lyle N. Assuming that air resistance is ignored. yeO) = Yo. If the air resistance is equivalent to 1164 times the instantaneous velocity. Instead. An object of weight 0." The American Mathematics Monthly. determine if an initial velocity of 20 mlsec causes the object to reach the top of the pole. Compare these results to those in Exercise 7. 26. find the velocity and height functions if an object with mass m is thrown vertically up into the air with an initial velocity Vo from an initial height So. the charge Q on the capacitor is found by solving the initialvalue problem R ~~ + ~ Q = E(t). pp. If the object reaches its maximum height after T sec. (a) Find the velocity of the object at time I if the air resistance is equivalent to 1116 the instantaneous velocity. R = 4000 ohms. 17. In an electric circuit with one loop that contains a resistor R. 16. EXERCISES 3. Vo = 0). the rocket's acceleration is not the constant g. Q(O) = Qo. (a) Ifthe projectile is subjected to air resistance equivalent to 1/10 times the instantaneous velocity. A rock of weight 0. (a) If a = g at the Earth's surface (when r = R). (a) Find the velocity of the rock at time I if the air resistance is equivalent to the instantaneous velocity v. and So = 0 ft. (a) Find the velocity of the object at time I if the air resistance is equivalent to half of the instantaneous velocity.~oo. Does the rock hit the ground before 4 sec elapse? 8. k < 0 if the rocket is moving away from the Earth). (a) If the object is subjected to air resistance equivalent to 10 times the instantaneous velocity. What is the shape of the height function? What is the maximum height attained by the object? When does the object reach its maximum height? When does the object hit the ground? How do these results compare to those of Example 3? *15.cV' does a much better job in predicting the velocity of the falling object. A parachutist weighing 60 kg falls from a plane (that is. a = Idr 2 . the parachute is opened and the parachutist is then subjected to air resistance equivalent to FR = 3v 2 • Find the velocity vet) of the parachutist. the first model typically works only whenan object is dropped in a highly viscous medium or when the object has negligible mass. If R = 3960 miles andg = 32 ftlsec 2 = 0. If the air resistance is equivalent to 1164 times the instantaneous velocity. An object that weighs 4 Ib is dropped from the top of a tall building. according to Newton's law of gravitation.5% of that of the Earth. Number 2. Suppose that an object of mass I kg is thrown with a downward initial velocity of 5 mlsec and is subjected to an air resistance equivalent to the instantaneous velocity. (b) When does the ball reach its maximum height? 6.
~.:::::. ' ·IS eqmvaent . yeO) = Yo bas the solution The velocity of the falling body is found by solving the differential equation determined with m dv = dt y = ayo [section . how old is the artifact? 9. classifY the equilibrium solutions. Using Newton's second law ofmotion by summing the forces along the surface of the slide.l. we tmd that the velocity of the object satisfies the initialvalue problem m dvldt = Fl + F2 + F.T..... If the force due to air resistance is FR = v before she opens her parachute and F R = 10v afterward.LN = l(24V3) = 6V3. Therefore. 1. At t = 0. reO) = To has the solution T = (To .2v with initial velocity 20 mph. Suppose that after four days the popUlation is 3yo. After one day the culture contains 600 cells. *35. (b) the component of the weight perpendicular to the slide: N = 48 cos 30° = 24V3.. it is subjected to a buoyancy force equivalent to 6v 2 Determine how much time is required for the object to reach a depth of 25 ft in the pond._ What is the limiting velocity? 32. + F2 or 10 dvldt = 12 . 250 initially have a virus... x(t). Because the total weight (boat and rider) is 320 Ib..•.. y' =y(I2y) 2.. the velocity satisfies the differential equation m dvldt = F. The forces acting on the boat are F 1 = 12 in the direction of motion and the force due to resistance in the opposite direction. What is the equilibriwn solution of dvldt = 32 .5 that is released with an initial velocity of va = 16. m = 320/32 = 10..)e/a CHAPTER 3 + T.. y' = y(l  ~)(1 . When is the population 5yo? 6. . 28.2 dv ~ = 24 .. If after one day. Compare the effects that air resistance has on the velocity of a falling object of mass m = 0. (c) the frictional force (against the motion of the object): F2 . yeO) = Yo has the solution Newton's second law of motion The rate at which the momentum of a body changes with respect to time is equal to the resultant force acting on the d y = yoe"'.5.. and (d) the force due to air resistance (against the motion of the object): F. Air resistance (lb) is nwnerically equal to onehalf the velocity (ftlsec). Determine the distance traveled by the object at time t. 37..~.. and plot the velocity function with m = I. ..~. and va = O.T.:.v 2 ? How does this relate to the solution v = 8 4V2(Ke rv'2 + 1) ? 1 . c = 11160. Because the mass of the object is m = 48/32 = 312.::. (c) If va = 48 ftlsec. and So = 20 ft have on the height function. body: d/Cmv) = F.j.*) 5_ The initial population in a bacteria culture is Yo. I.K e 8 rv'2 ..':':::':'. So = 10ft. x(t). exerting a constant force of 12 Ib in the direction that the boat is moving.). A boat weighing 150 Ib with a single rider weighing 170 Ib is being towed in a particular direction at a rate of 20 mph. Suppose that in an isolated population of 1000 people. compare the effect that the initial heights So = 0 ft.5 that is released with an initial velocity of va = O. I mi 5280 ft w hlch to v(0) = 2 OhfX ~ I hr 3600 sec x 88 . and 2. compare the effect that the initial velocities va = 48 ftlsec. On which toss does the object reach the greater maximwn height? (b) If So = 0 ft. What percentage of the original amount of the element 226Ra remains after 50 years? 8.. oo? *27. g = 32. or 1.:. y' = y *3.::. Logistic equation (or Verhulst equation) The initialvalue problem y'(t) = (r .. If an artifact.v? How does this relate to the solution v = 32 + CeI? 30. What eventually happens to the charge and the current as t . the tow rope is cut and the rider begins to row in the same direction.:. Find the equilibriwn solution to dvldt = g . Solve this problem for vet). Consider the problem discussed in Example 4.(c/m)v. y' = I "4Y (Y .4) 4.2v. What is the equilibriwn solution of dvldt = 32 . Compare the effects that air resistance has on the velocity of a falling object of mass m = 0. = lv. F2 = . =""3 ftlsec.:ug. Use the values of c = 0. *31. Suppose that a falling body is subjected to air resist_ ance asswned to be F R = cv. Consider FR = 16v 2 andFR = 16v.ay(t»y(t). contains 10% of the amount of 14C as that of a presentday sample. and g = 32 ftlsec 2 • (a) Suppose that on the first toss. how many days are required for threefourths of the population to acquire the virus? . REVIEW EXERCISES In Exercises 14.. va = 64 ftlsec..6V3  1.. Suppose that a culture contains 200 cells. Fmd vet) and the distance traveled by the boat. and va = 80 ftlsec have on the height function. Consider FR = 16v' andFR = 16Vv. Instead of a buoyancy force equivalent to 6v.~ 1Section 3_31 1 Malthus model The initialvalue problem dyldt = ky. ~ ~ Concepts ~ection 3_1 _~z::nE:3:i~~~. 36... Consider the velocity and height functions found in Example 3 with m = 11128.L = 114.~""':~~:::~~:::::'~~=:C:i. if x(O) = O.:. aYo)e 3_21 Newton's law of coo1ing The initialvalue problem dTldt = k(T . A woman weighing 125 Ib falls from an airplane at an altitude of 4000 ft and opens her parachute after 5 sec.~.120 Chapter 3 Applications of FirstOrder Differential Equations find Q(t) and let) if Q(O) = O. if x(O) = O..:J & formulas + (r  I (forces acting on the object). An object that weighs 48 Ib is released from rest at the top of a plane metal slide that is inclined 30° to the horizontal.:. How does the value of c affect the velocity? 34... we find the following forces: (a) the component of the weight parallel to the slide: Fl = 48 sin 30° = 24.". "~~Gn:J:"*=:::::r_"=:". Chapter 3 121 Review Exercises CHAPTER 3 SUMMARY ~ ::. the object is thrown with va = 48 ftlsec from an initial height of So = 0 ft and on the second toss with va = 36 ftlsec and So = 6. how long does it take for the woman to reach the ground? 38.. How many cells does the culture contain after two days? *7. Find the equilibrium solution to dvldt = g_ (c/m)v2 What is the limiting velocity? 33. The resistance is equivalent to twice the instantaneous velocity (ftlsec). suppose that when the object is in the pond. 500 have the virus.~~=. and the coefficient of friction is j.2 v' yeO) = 0.. 29.
500'. were determined to be r = 0.600v2gh._c_]h(t) dt.. O:s t:S 24. Hint: If there is no harvesting. 287306. and. Find h(t) if h(O) = 150. If the fish are sold at price p and 8 is the interest rate. New York (1980). find the velocity vet) of the container at any time t. A bottle that contains water with a temperature of 40°F is placed on a tennis court with temperature 90°F.. By determining the rate at which the volume changes. A can of diet cola at room temperature of 70°F is placed in a cooler with temperature 40°F. and k = 0. then find yet). It is then placed in a conventional oven at 325'F and bakes for 1 hour. p= J(~ e. Determine the depth H of the ocean so that the seal will not break when the canister hits the bottom. the velocity satisfies the equation m(dvldt) = W .kv.a In y) is used by actuaries to predict certain populations. Atomic waste is placed in sealed canisters and dumped in the ocean.75 Ib is thrown vertically in the air with an initial velocity of 20 filsec. Volume 9. . O. A cylindrical tank 1. Solve this firstorder linear equation for vet) and then integrate to find the position yet).637 kg/sec.qE) . and Richard M.2 sec otan 0 = 0.".7 . (b) Solve the equation dxldt = «r .00266 Vh. we fmd that dh 0. c. When the parachutist's speed is 30 filsec. (Assume that the car has no heat or air conditioning system.2." International Journal of Mathematical Education in Science and Technology. Laws. After 20 min. B is the buoyancy force. "Some Problems in Biomathematics.cm'.h(l) dx dt = (r  ax(t) )x(t) .25 X 10. Hallam. What is h(t)? Suppose that Xo = I. What happens to the whale population in each case? What advice would you give to the whaling industry? (f) Approximate P = r e&~  q:Ct) }(t) dt using the values in the following table. r = I. When is the can at 45°F? 13. dr (a) I' dO + 4 sin 20 = O. and q for the Antarctic whaling industry. so dhldt = 0. SClence. if the tempera· ture is constant. The Gompertz equation given by dyldt = y(r .y). where A is the crossdt sectional area of the outlet and B is the crosssectional area of the tank. and Colin W. What is the water's temperature after 30 min? 12. SpringerVerlag.p. The reaction A + B . If the object is subjected to air resistance equivalent to FR = 5v. Thomas G. '" 1. the water is 65°F. Find limH~ y(l) if a> b and if b > a. 25. Ntunber 4403 (July 20.50 m and is initially filled with water. ing velocity of the parachutist? 20. Solve the following equations for 1'( 0). 2. It has been determined that the seal will not break and leak the waste when the canister hits the bottom of the ocean as long as the velocity of the can· ister is less than 12 mlsec when it hits the bottom. then h(l) = qEx(t). M combines a moles per liter of substance A and b moles per liter of substance B. Find y(t) if yeO) = O.122 Chapter 3 10. An object of mass 5 kg is thrown vertically in the air from ground level with an initial velocity of 40 mlsec.50 cm that is opened at some instant so that draining starts due to gravity. and a = 112. Us· ing Newton's second law. If y(t) is the number of moles per liter that have reacted after time t. Find the temper· alure in a parked car that has an initial temperature of 70°F if k = 1/4. (a) Evaluate P if 8 = 0. Assume that a typical firm expects a return of 10% on their investment. John R. After 30 min the can is at 60°F. cm' and B = 50. A rock weighing 4 Ib is dropped from rest from a large height and is subjected to air resistance equivalent to F R = v.qE) . Graph the po' lar equation that results. find the velocity of the object at any time t. What is the limiting velocity of the package? Compare this to the limiting velocity if the parachute does not open. "Bioeconomic Modeling and Resource Management. What is the maximum sustainable harvest rate? In other words.[p .05. edited by Simon A. "Management of MultlspeCles Fishenes. (e) Approximate P= r eSt[p  q:Ct) }(t) dt if (i) E = 5000 and (ii) E = 7000.ax(t))x(t). jected to air resistance equivalent to FR = 2v'. Levin. Clark. According to the law of mass action. the size of the population of the fish x(t) satisfies the differential equation dx = dt (I'  123 Review Exercises ax(t) )x(t) . What is the velocity of the rock after 3 sec? How far has the rock fallen after 3 sec? 16. qE = O.50 m high stands on its circular base of radius r = 0. x(t) = I. what was the temperature of the turkey when it was removed from the microwave? 14.. A ball weighing 0. A frozen turkey breast is placed in a microwave oven to defrost. If the container is sub· jected to air resistance equivalent to F R = 2v/3. see Robert M. where E represents the effort in catcrung the fish. and h(t) = ~. A parachutist weighing 128 lb falls from a plane (vo = 0)..000. pp.) *15. and q = J. P = 7000. find the velocity of the object at any time t. Sidney 1. pp. 22. 0. I.". Number 3 (August 1978). W is the weight of the canister. determine the time at wruch the velocity is 12 mls.10. (d) Graph x(t) and h(t) for 0 :s t :s 20 using qE = 0. When does the object reach its maximum height? What is its maxi_ mum height if it is thrown from an initial height of 5 ft? *19.kv. Clark. 23. 1'(0) = 4 dr . c = 5000. What is the velocity of the container after 5 sec? How far has the container fallen after 5 sec? Approximately when does the container hit the ground? 17. B = 2090 New· tons. If yeO) = Yo.3 X 10. Suppose that during the month of July in Statesboro. the values of 1'.* qx(t) 8t o where c and q are constants related to the cost of the effort of catching fish (q is called the catchability). At the bottom of the tank. If after baking an additional 45 min its temperature is 150°F. Find the velocity vet) of the parachutist.10 cos (7Tl/12). After 2 sec the parachute opens and the package is then subjected to air resistance equivalent to FR = 4v'.05. . Colin W.B . A relief package weighing 256 lb is dropped from a plane (vo = 0) over a warravaged area and is sub· jected to air resistance equivalent to FR = 16v. Find the velocity v(t) of the rock at any time t. Holt. Find limH~y(t) Chapter 3 Applications of FirstOrder Differential Equations if a> O.600~V2g Vh. a = 1. F~r m~re ~fo~atl. May. 1979). 11:7.ax(t))x(t) '::. Goss. Suppose the fish are harvested at a rate of h(t).6 sin! cos! = 0 reO) = 0 (c) dO 2 2 ' 24.0'. (Fishing) Consider a popUlation of fish with size at time t given by x(t). where g = 980 cmlsec' and h is the height of the water. What is the limit.y)(b . the reaction rate is dyldt = k(a . If the ball is subjected to air resistance equivalent to FR = vl64. 267277. Beddington. Ifwe assume that the harvesting rate h(t) is proportional to the population of the fish. If W = 2254 Newtons. pp. A container of waste weighing 6 Ib is accidentally reo leased from an airplane at an altitude of 1000 ft with an initial velocity of 6 filsec. N.on. Find the velocity vet) of the package. and Louis J. under certain assumptions.. the present value P of the harvest is given by the improper integral. Georgia. Volume 205. . and the drag is given by . 1'(0) = 2 *(b) ~~ .5 • Assume that t = 0 corresponds to the year 1965 and that x(O) = 78. the outside temperature in OF is given by C( t) = 85 . In this case. This equation can be rewritten in the form «r . When does the object reach its maximum height? What is its maximum height? 18. v = 0. = and find the solution that satisfies the initial condition x(O) = Xo. 21. at which time its temperature is 100°F.qEx(t). (c) Graph x(t) if there is no harvesting for 0 :s t :s 10. Kapur. then the velocity of a chemical reac· tion is proportional to the product of the concentra· tions of the substances that are reacting. A = 0. According to Torricelli's law." Applied Machemacical Ecology. there is a hole of ra· dius r = 0. the parachute is opened and the parachutist is then sub. what is the highest rate at wruch the fish can be harvested with· out becoming extinct? At what rate should the fish be harvested to produce the largest overall harvest? How does this result compare to (a)? In 1965. where v(O) = 0. so that 8 = 0. *11. a.
not perpendicular to each other. Therefore. tories are curves along which heat flows.124 Chapter 3 r eB'[p . y) = c. find the electric lines of force. (b) Show that the curves are orthogonal at the point CV2/2.q~t) ]h(t) Approximation of E p= dt 1000 1500 2000 2500 3000 3500 4000 4500 What value of E produces the maximum profit? What happens to the whale population in this case? (g) Some reports have indicated that the optimal stock level of whales should be about 227. we must solve the initialvalue problem dx dt =rx { = *37. dy/d:!.I/fCx. = 2ex. The orthogonal trajec.2ex = c 2 a selforthogonal family of curves (parabolas)? 34.y). 36. For example. are orthogonal. . Ca) Show that the slope of the tangent line at any point on the parabola y = ex 2 is dy/d:!. Suppose that an electrical current is flowing in a wire along the zaxis. If the streamlines are y k/x. y). A family of curves is selforthogonal if the family of orthogonal trajectories is the Same as the original fam· ily of curves. are called isotherms. y = e= *31.x 2 + c andx2 + 2y2 = k2 + y. y) ~ tan 0 1 + fCx. x Figure 3. andk2 35. with slopes and (c) Find a family of curves that intersects the family of curves x 2 .1.y2 = C at an angle of rr/4. a family of ellipses.(y2/2) = c if the curves of heat flow are given by y 2 + 2xy . V2/2) because the derivatives evaluated at this point are 1 and . y). = 1/fCx. y). Then. y) = c with respect to x and solving for dy/d:!.. Graph several members of both families to confirm your result.500. and let 0 denote the angle between = 28. Graph several members of both families to confirm your result. (d) Find a family of Curves that intersects the family of curves x 2 + y2 = c' at an angle of rr/6. Y 125 Differential Equations at Work Applications of FirstOrder Differential Equations x(O) = P for x. determine the orthogonal trajectories of the given family of curves. = 2ex to obtain dy/d:!. (a) Determine the orthogonal trajectories of the family of curves y2 = 2cx + 2c2 (h) Graph several members of both families of curves on the same set of axes. The curves given by T(x. Let T(x. We refer to this set of orthogonal curves as the family of orthogonal trajectories. consider the curves y = x and y = v'1="? (a) Show that the derivatives of these functions are y' = 1 and y' = x/v'1="?. e.16 might help. Find the family of orthogonal trajectories of the set of curves y = ex 2 by carrying out the following steps. Then. Suppose that a family of curves is defined as FCx. f(x. m2. = In Exercises 2932. where k.15 m. CFamily of Orthogonal Trajectories) Two curves C.:~ Differential Equations at Work: A. and C2 are orthogonal at a point of intersection if their respective tangent lines to the curves at that point are orthogonal. the tangent lines are perpendicular at (V2/2. Cc) Solve the equation dy/d:!. y) represent the temperature at the point (X. so we must solve dy/d:!. find the equipotential lines. = (x . Find a value of c so that the two families of curves y = k. where c is a constant. V212).' e. y2 = x 2 them as shown in Figure 3. (c) What is your reaction to the graphs? Mathematics of Finance Suppose that P dollars are invested in an account at an annual rate of 1""10 compounded continuously. respectively. the family of orthogonal trajectories is fouod by solving dy/d:!. = . y). and the orthogonal trajectories are called equipotential lines. How does this number compare to the maximum number of whales that the environment can sustain? Hint: Evaluate lim. respectively. If the electric lines of force are the orthogonal trajec· tories of these circles. y) x/(2y) to find that the family of orthogonal trajectories is 2 x /2 + y2 = k.~~ x(t) if there is no harvesting.15.) + 2x = c 30. Show that the isotherms are Cx 2/2) + xy .y) tan o· e m. Therefore. are constants. 38. Show that x(t) = Pe". To find the balance of the account x(t) at time t.x 2 = k. The path along which a fluid particle flows is called a streamline. Is y2 .y)/(x + y). = f(x. 1. I I . = fCx. = 2ylx. (Graph the orthogonal trajectories and curves simultaneously. 27. y2 =x 2 + c 32. Hint: Studying Figure 3. Cb) Solve y = ex 2 for c and substitute this result into dy/d:!. 29.m.16 Figure 3. l/f(x. y) when it is obtained by differentiating F(x. we would like to find a set of curves that are orthogonal to each curve in F. Use (al to show that if we want to find a family of curves that intersects this family at a constant angle 0. = Cx + y)/(x . we must solve the differential equation dy d:!. y) = c and that the slope of the tangent line at any point on these curves is dy/d:!. + ex 33. respectively. the equipotential lines in the xyplane are concentric circles centered at the origin. which is an exact differential equation. y tan () = m2  ml 1 + m2m. Then the slope of the tangent line of the orthogonal trajectory is dy/d:!. (Obliqne Trajectories) Let and 2 denote two lines. How can the whaling industry make a profit and maintain this number of whales in the ocean? 26. + tan 0 (al Show that m2 = 1 . Hint: On the heat flow curves. tan O' (b l Suppose we are given a family of curves that satisfies the differential equation dy/d:!. Given a family of curves F.
and !5 = In(l + r) = In(1. is 8%. how long will it take to pay off the mortgage loan if the monthly payment is increased at an annual rate of 3%. compounded monthly. Suppose that an account like a savings account. I(t) > EU). in months. pp. at the same time the first investor stops. compounded monthly. If you are given a choice between saving $150 a month beginning when you first start working and continuing until you retire. during retirement years. corporate pension plans and social security generally provide a relatively small portion of living expenses. Suppose an investor begins by investing $250 per month in an account paying an annual interest rate of 10%. inflation erodes the buying power of the dollar. Volume 22. and 30 years? 9.783789. If $1000 is deposited into an account with an annual interest rate of 8% compounded continuously. 1. 20. SIAM (1987).I 126 Chapter 3 Applications of FirstOrder Differential Equations 2.000 and that monthly payments are made in the amount of $599. is given by x(t) = 17398. If an investor invests $250 per month in an account paying an annual interest rate of 10%. how much will the investor have accumulated at the end of 10.122. compounded monthly. how long will it take to pay off the mortgage loan? 6. Suppose that the initial balance of a home mortgage loan is $80. when I(t) represents income from sources such as corporate pension plans and social security.000 and that monthly payments are made in the amount of $130. which should you do to help ensure a financially secure retirement? From Exercises 8 and 9. 20. and 20 years? If we allow additions or subtractions of sums of money from the account. (e) How long will it take to pay off the loan? 5. If at the age of 35 the investor stops making monthly payments. compounded monthly. Show that the balance of the account at time t = to is '" Thoddi C. is 9%. which corresponds to a monthly increase of ~%? 7.3 .EU)." International Journal of Mathematics in Education.5398. T. 3. We assume that the amount deposited into the account each year is I(t) . then after 20 years the person would have living expenses of $20. Suppose that the initial balance of a student loan is $12. If the annual interest rate. Generally. we see that if inflation were to average a modest 3% per year for the next 20 years and a person has living expenses of $20. pet) = 130. 15. 180]. then P = 12. the problem becomes more complicated. is 8%. during working years. Klamkin. or saving $300 per month beginning 10 years after you first start working and continuing until you retire.0075'. In addition.rr dt}.09/12 = 0. and Technology. How much will the investor have accumulated at the end of 10. and 30 years? 127 Differential Equations at Work 8. Then. Edward W Herold ·'Inflation Mathematics for the Professional. home mortgage loan. Kotiah. Show that the balance of the account at time to is given by 4. IU) < EU)· Suppose that an account has an initial balance of So and the aftertax return on the account is r%.0075). Let pet) denote the money flow per unit time and !5 = In(l + r). Who has a larger investment at the age of 65? 10.EU)]e. If the annual interest rate. satisfies the initialvalue problem dx _ Ox = pU) { dt * x(O) = P . (b) Graph xU) on the interval [0. "Difference and Differential Equations in the Mathematics of Finance. As an illustration. Number 5 (1991). we see that consistent savings beginning at an early age can help assure that a large sum of money will accumulate by the age of retirement. I II I I IE II I . Suppose that a 25yearold investor begins investing $250 per month in an account paying an annual interest rate of 10%. What is the balance of the account at year t.000. 10. (a) Show that the balance of the loan at time t. student loan or car loan.E(t).000' 1. r = 0. Here t = 0 might represent the year a person enters the work force. I Im ~ R t!i ~ <:1 . compounded monthly. in terms of E(O). what will be the account balance when the investor reaches 45.25 . 206209. How much money does a person need to have accumulated to help ensure a financially secure retirement? For example. pp. S(O) = So II. 55. SUo) = erro{so + f.0075. Science.o [IU) . especially for those with aboveaverage incomes.000 annually. and in addition increases the amount invested by 6% each year for an increase of Wo each month. what is the balance of the account at the end of 5. large sums of money today will not necessarily be large sums of money tomorrow. xU). Assume that inflation averages an annual rate of i. If the annual interest rate. and 65 years of age? Suppose that a 35yearold friend begins investing $250 per month in an account paying an annual interest rate of 10%. Then the balance of the account at time t. compounded monthly.03 20 = $36. Edited by Murray S.000 and that monthly payments are made in the amount of $599." Mathematical Modeling: Classroom No'es in Applied Mathematics. Let t denote years and suppose that a person's aftertax income as a function of years is given by I(t) and E(t) represents living expenses. has an initial balance of P dollars and r denotes the interest rate per compounding period. Set)? S must satisfy the initialvalue problem ~~ { = rS(t) + I(t) I. compounded monthly. Suppose that the initial balance of a home mortgage loan is $80. corresponding to the loan balance for the first 15 years.
Therefore. 274280. graph of S for this value of T. 0 s.000 . while social security provides 30% of his living expenses at that time. Upon retirement after T years of work. Douglas E. estimate the number of cells at the end of 24 hours and 36 hours. Thus. must spread over the surface without being washed away.3 . smallest value of T so that the balance in the account is never zero. onefourth of all patients requiring kidney . e°. t s. let) = l(o)ef r.= /L(N+A) 12. * where T denotes the number of working years. sometimes overnight. 2. Using the growth rate obtained in Problem 2. However. "Microbial Colonization of SolidLiquid Interfaces.Q3T. we assume that let) is given by a fixed sum F. An equation describing this situation is given by E(t) = E(O)e it • Similarly. and t time. small patches of algae take over the pool surface. The organisms. in terms of 1(0). where N represents the cell density. /L the growth rate. 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. creatinine.Q3T.128 Chapter 3 Applications of FirstOrder Differential Equations provides a continuous supply of nutrients. Estimate the growth rate at the end of each hour.06. Caldwell. Annals of the New York Academy of Sciences.ical Engineering V. Algae Growth When wading in a river or stream.!1. if you have a swimming pool. during working years we assume that annual raises are received at an annual rate of}. such as a corporate pension or annuity. C. /L(N+ A). The leading causes of chronic kidney failure in the United States are hypertension (high blood pressure) and diabetes mellitus. 18. and a portion indexed to the inflation rate V. we assume that inflation averages 3%. Further. Dialysis The primary purpose of the kidney is to remove waste products like urea.000 . t> T dN dt . so that r = 0. wastes accumulate in the blood. so that i = 0. and excess fluid from blood. while the aftertax return on the investment is 6%. (a) How would you advise a person 22 years of age first entering the work force to prepare for a financially secure retirement? (b) How would you advise a person 50 years of age with no savings who hopes to retire at 65 years of age? (c) When should you start saving for retirement? B. during retirement years. when toxic levels are reached. Sketch a graph of S for this value of T." Biochem. New York Academy of SCiences (1987). however. The number of cells N at the end of t hours is shown in the following table. In fact. I. such as social security. (a) Find the 30 years (b) Find the Sketch a smallest value of T so that the balance in the account is zero after of retirement. F = 0. solve the initialvalue problem f. you may notice that microorganisms like algae are frequently found on rocks. e°. Underwater surfaces are attractive environments for microorganisms because water movement removes wastes and t N 1 3 2 9 3 21 4 45 J1 3.000 and receives annual average raises of5%. 13. so that { N(O) = 0 for N and then solve the result for /L. Similarly. A the attachment rate. What is the relationship between the results you obtained in Exercises 9 and 10 and that obtained in Exercise 12? 14.( ) _ {1(0). In a colony of cells it was observed that A = 3. Suppose that a person has an initial income of 1(0) = 20. so that} = 0. 18.000. If the attachment rate A is constant. If conditions become unfavorable. pp. T . When the kidneys are not working properly.. t  F+ Vei(lT). .. Then.2 . death is certain. so that V = 0. we assume that the person receives a fixed pension equal to 20% of his living expenses at that time.05 and initial living expenses areE(O) = 18. they must be able to free themselves from the surface and recolonize on a new surface.03. you may notice that without maintaining appropriate levels of chlorine and algaecides. Volume 56. during retirement years let) = F 129 Differential Equations at Work dN dt = + Vei(rT).
typical urea nitrogen levels are 1123 mg/dL (1 dL = 100 mL). N. If we let u(x) represent the concentration of wastes in blood and vex) represent the concentration of wastes in the dialysate.u(L)]. dx Qs QD Next solve for z and subsequently solve for u and v.vex)] dx = Qs[uo . QD is the flow rate of the dialysate through the machine. the patient's blood is pumped through a dialyser. will the level of wastes in the patient's blood reach normal levels after dialysis is performed? For what waste levels would dialysis have to be performed L twice? 3. The amount of waste removed is given by k[u(x) . CL.DV U v . and the initial concentration of wastes in the blood is u(O) = uo.v) . usually at a rate of 13 deciliters/min. W B. Use the solution obtained in (a) to show that '" D.2~ and L = I. 15091519.8 using a dialyser with k = 2.v) + ~ (u . * We let L denote the length of the dialyser. we must solve the initialvalue problem Qsu' = k(u . Qs. The cleaning fluid. Fortunately. Black and Esther MatassarmJacobs. Modeling with Differential Equations..130 Chapter 3 Applications of FirstOrder Differential Equations 131 Differential Equations at Work where k is the proportionality contant. then let z = u . called the dialysate. eaL _ ecxx QD ' e""(e aL I) Qs . Borrie. Show that the solution to Qsu' = k(u .v) . 4145.2 mg/dL. pp. which permits wastes (but not blood cells) to diffuse to the cleaning fluid. Waste products from the blood diffuse to the dialysate through the membrane at a rate proportional to the difference in concentration of the waste products in the blood and dialysate. If the flow rate of blood.!L (u t o i k[u(x) . Fourth Edition. During the hemodialysis process. and Qs is the flow rate of the blood through the machine. The clearance of a dialyser. The patient's blood is separated from the "cleaning fluid" by a semipermeable membrane.v) . = . 4. Joyce M. Luckman and Sorensen's MedicalSurgical Nursing: A Psychophysi%gicApproach. {QSU' = /. Saunders Company (1993). veL) = 0 is aL Qse"" . where x is the distance along the dialyser. is flowing in the opposite direction as the blood.v. Show that o linear equation Compressed air dialyzing solution temperature.:(u . Burghess and M. veL) = 0 I. 17751808.v) QDV' = k(u .QDe u(x) = Uo e""(Qs _ QDeaL) vex) = Uo where (l' k k . is 4 dL/min. and the total volume of blood is 4 to 5 L (1 L = 1000 mL). usually at a rate of 26 dL/min. while serum creatinine levels range from 0. QD. Then. pp. kidney dialysis removes waste products from the blood of patients with improperly working kidneys. then Qsu' = k(u .vex)] dx. while the initial concentration of wastes in the dialysate is veL) = O.v) { u(O) = uo. .v) { QDV' = k(u . bath Diagram of a kidney dialysis machine dialysis have diabetes. Ellis Horwood Limited. S.61.v) = ~ (u . { u(O) = uo. is 2 dL/min while the flow rate of the dialysate.. In healthy adults. The cleaning fluid contains some substances beneficial to the body which diffuse to the blood.v). First add the equatlOns Q ' _ k( _ ) to obtam the Qs QD . 2.u(L)].v) QDV' = k(u . Suppose that hemodialysis is performed on a patient with urea nitrogen level of 34 mg/dL and serum creatinine level of 1. is given by CL = ::[uo .
Graph tp(l) on the interval [24.000 patients were on dialysis while only 7000 kidney transplants had been perfonned.aL ' QD Typically. Substitute these values into the result obtained in Problem I.KaP. Annals of the New York Academy of Sciences. which we will assume is constant.KdP. One approach to alleviating this problem and to maximize cycloheximide production is to remove extracellular cycloheximide continuously. where X represents the mass concentration in gIL. Wang. Rs = IOQpaE. 3. However. a kidney transplant can free patients from the restrictions of dialysis. 16. 12. During the production of cycloheximide. the number of available kidneys also affects the number of transplants perfonned. 1000]. It is known that Rd = KdP. The rate of growth of Streptomyces can be described by the equation ~= /Jmax(1 . your doctor may prescribe antibiotics to prevent or cure infections. Solve the initialvalue problem dP dt = I I I 10QpaE .QB e.I . X(I) = 10 and (I + (PIK[))I = I. Furthennore. For example. /Jm"" is the maJdmum specific growth rate. The rate of accumulation of cycloheximide is the difference between the rate of synthesis and the rate of degradation: dP dt = Rs ." we see that production of the antibiotic cycloheximide by Streptomyces is typical of antibiotic production. so dP dt = 10QpaE . Of course. hemodialysis is perfonned 34 hours at a time three or four times per week.XX max )x. 5. E represents the intracellular concentration of an enzyme. In the journal article "Changes in the Protein Profile of Streptomyces griseus during a Cycloheximide Fennentation. and Xm "" represents the maximum mass concentration. Antibiotic Production When you are injured or sick. >I< Kevin H. Experimental results have shown that /Jmax = 0.Rd.132 Chapter 3 Applications of FirstOrder Differential Equations 1 . where Q represents the specific enzyme activity with value Qpo = 0. Volume 56. pp." Biochemical Engineering V.' I. where kd = 5 X 10. what happens to the net accumulation of the antibiotic as time Increases? I I I I Ii . the mass of Streptomyces remains relatively constant and cycloheximide accumulates. o 133 Differential Equations at Work 2.aL CL=QB:"'~1 . Dykstra and Henry Y.3 hr. Thus.20. 511522.3 h. In some cases. extracellular cycloheximide is degraded (feedback inhibited). For large values of K[ and I. 24]. 8. "Changes in the Protein Profile of Streptomyces griseus during a CycloheXimide Fermentation. P Rs = QpaEX ( 1 + K[ D. transplants have other risks not necessarily faced by those on dialysis. once the level of cycloheximide reaches a certain level. = Rs  Rd is equiv )1 . Find the solution to the initialvalue problem by first converting the equation ~= /Jmax( 1  X~ax) Xto a linear equation with the substitution y = XI. After approximately 24 hours. New York Academy of Sciences (1987). so dPldt alent to dPldl = Rs . and 24 hours. (a) Graph X(!) on the interval [0. the mass of Streptomyces grows relatively quickly and produces little cycloheximide. hr ~d K[ represents the inhibition constant.6 g CH/g protein . If instead the antibiotic is removed from the solution so that no ?egradation occurs.e.I and Xmax = 10 gIL. in 1991 over 130. What happens to the net accumulation of the antibiotic as time increases? 6.KdP { p(24) = 0 4. (b) Find the mass concentration at the end of 4.
we now investigate a more general approach to solving secondorder equations. We call this the equilibrium position. we attempt to find a solution of this . Both Bernoulli ~nd Euler realized that a solution to the equation is y = e x1k but that other solutions to the equation must also exist. Daniel Bernoulli's (17001782) study of the vibration of an elastic beam led to the fourthorder differential equation d 2x dl 2 4 k4 d y dx 4 = y. y2Ct) = cos I is a solution because Y2 = sin I andy~ = cos I. Similarly. and ao(t) = 2.4. In addition. we are not always able to determine solutions of a differential equation by inspection as we have in this case.1 A springmass system dx + al(l) at + ao(l)x = 1(1). This is a linear secondorder ODE because it has the form whic. it is above equilibrium. then the object is below equilibrium. and the highest order derivative in the equation is of order two.h de~cribes the displacement of the simple modes. such as polynomials. There are many instances in which we encounter equations of this type. For example. This equation can be rewritten In the form 4 +3 d 2x a2(1) dl2 Figure 4.1 4 135 SecondOrder Equations: An Introduction ~ SecondOrder Equations: An Introduction r: The SecondOrder Linear Homogeneous Equation with Constant Coefficients r: The General Case r: Reduction of Order In this chapter. so this equation is homogeneous. Let x(t) represent the displacement of the object from equilibrium. However there are many ~hysical situations that need to be modeled by higher ~rder differential equations. there is a relationship between a system of two firstorder ODEs and a secondorder ODE. Of course. If x(t) > 0. exponential functions. Let's consider the secondorder equation y" + Y = 0 or . we see them in the study of vibrations and sound. a2(t) = 1. we must determine a function with the property that the second derivative of the function is the negative of the function itself. If we assume there is a damping force acting on the object that impedes motion. trigonometric functions. if X(I) < 0. then we can find x(t) by solving a secondorder linear ODE such as I n Chapters 2 and 3. and as we mentioned in Chapter I.) For now.1). The object comes to rest.k dx' = O. When we consider functions familiar to us. we focus our attention on solving linear ordinary differential equations of order two or higher. Of course in this equation.f(t) = 0 for all t. We begin this discussion by considering a problem studied in physics./' = Yo To find a solution. The SecondOrder Linear Homogeneous Equation with Constant Coefficients Suppose that we attach an object to the end of a spring that is mounted to a horizontal rod (see Figure 4. we saw that firstorder differential equations can be used to model a variety of physical situations. For example. so the coefficient functions are constant. 134 dx at + 2x = O. 4 d y Y. Therefore. a I (t) = 3. (We give more details on this springmass problem in Chapter 5. and natural logarithms. in 1735. we can conclude that YI(t) = sin I is a solution because Higher Order Equations yj = cos I and y7 = sin I.
is also a solution of the ODE. We know that rt there are no values of t so that e = O.t + 4c2ezr. In the case of a secondorder equation. We verifY this through substitution as well.r and d 2xldt 2 = e'.3 XCI) = e. Substitution into d 2xldt 2 + 3 (dxldt) + 2x = 0 then gives us r2e rt + 3re rt + 2en= 0 or After finding a general solution of the ODE.r + 2e.Zt and d Zxldt 2 = c!e. Factoring yie:ds (r + 1)(~ + 2) = 0. the charactenshc equatIOn IS quadratic.zl ) 3 3. we graph this solution for several different choices for CI and Cz.t. This shows us that the trivial solution always satisfies a linear homogeneous ODE.2 0.2cz.quation~.2). = O. 4t}. The set S is linearly dependent on an interval I if there are constants C! and Cz not both zero.2cze. =0 y 137 SecondOrder Equations: An Introduction x(O) = 0.5 x Figure 4. The General Case Now that we have discussed a representative problem considered in this chapter. Notice that the curve passes through (0.2t  Graph of solution e.Zt a general solution of thIS secondorder ODE because all solutions are obtained from it. that X(I) = e .r to the IVP x which we graph in Figure 4. Therefore. Therefore.3e. then dxldt =_e. For example.t + C2eZt) r = cl(e. We call xCt) = cle. we can state more precisely several theorems and definitions that were mentioned earlier. called the linear combination of X(/) = e t and X(/) = e Zt.. so that dx d(2 + 3 It + 2x = (cle.1 Linearly Dependent Let S = {f! Ct). the unique solution to this IVP is x(t) = e. . The set S is linearly independent if S is not linearly dependent (that is. NotIce that these two functions are not constant multiples of one another. so we solve the system e rt (r2 + 3r + 2) CI + Cz = 0 { C! . This mean. Definition 4. so we say that the two functionsfiCt) andf2(t) are linearly dependent if they are constant multiples. d 2x dx d(2 + 3 It + 2x = e. If x(t) = c!e. we verifY iliat xCt) '" e also satIsfIes the ODE. Substituting this value into C! + Cz = 0 then indicates that Ct = l. so we can either factor or use the quadratic formul~. (e) {sin 2/.2. 0) because of the initial condition x(O) = O. tells that if we have two linearly mdependent solutions of a linear homogeneous ODE.1 0. Notice that if we select Ct = Cz = 0. we obtain Cz = I. IfxCt) = e'. The curve then moves in the downward direction because dxldt (0) = l.t + cze. Notice that dxldt = re rt and d 2xldt 2 '" r2e rt.15 0. (b) {e '.1 ~DE by assuming tha~ solutions have the form xCt) = e rt because err and its deriva_ tlV?S are cons~t ~ultlples of one another. This means that the object eventually comes to rest.05 0.Zt  6e. OJ. so w. Zt In the previous problem. In a similar manner.t ) + cz(4e. called the Principle of Superposition.136 Chapter 4 Higher Order Equations 4. e. and. f2(t)} be a set of functions. They are linearly independent otherwise. so Cz = l. th:2.. Nonce also that for arbItrary constants Ct and C2. Ifwe are given additional information about the springmass system such as the mltIal dIsplacement and the initial velocity of the object. we need to solve Note: We can rewrite ct/t(t) + c2h(t) = 0 ashCt) = (Ct/C2)fi(t).r = O. suppose that the object is released from equilIbnum (x = 0) with initial velocity dx/dt (0) = l. then we have a secondorder initialvalue problem (IVP). (d) {t.2cz = 1 for C! and Cz. then dxldt = cle.2cze. when solving equations of this type. Graph of general solution for various values of Cl + czh(t) = for every value of t in the interval!. (a) {2t.. dx It (0) = l.t ) + 2e.3.r + 3(e.t + C2ezl. . We find the value(s) of r that lead to a sort lution by subshtutmg x(t) = e into the ODE.2 and C2 0 This property.I . Therefore. In this case.e say that x(t) = e t and x(t) = e 2t are linearly independent. then any linear combination of the ~o solutions is also a solution. Because simplification of the left side of the ODE yields zero (the riaht side of = e t satisfie~ the ODE. we solve the characteristic equation r2 + 3r + 2 = 0 to find the ~lues of r that ~atisfY the equation.25 5 Y figure 4. In Figure 4. Therefore. we obtain the trivial solution xCt) = O. we have x(O) = Ct + Cz and dxldt (0) = Ct . We verifY this by substituting these two functIOns mto the ODE. Adding these equations.t }. Let's begin with the definition of linear dependence and linear independence. we seek nontrivial solutions. : Determine if the following sets of functions are linearly dependent or linearly independent. x(t) dZx V 23 0. so r = lor r = 2. Notice also that limt>oo x(t) = 0 (as with any general solution shown in Figure 4.e.t + 4c2ezl) + 3( Ctet . Therefore.zr Ct/! (t) + 2e. Therefore. we apply the two initial conditions. 5 sin t cos t}. if C! = C2 = 0). the function x(t) = Ct e t + C2 e z'.2r ) + 2(cle. a general solution is x(/) = Ctet + cze.zi . This algebraic equation tells us that either e rt = 0 or r2 + 3r + 2 = O. x(t) = e 21 each satIsfY the ODE. .
y' (to) = b has a unique solution on I. Use the Principle of SuperpoSItIOn to fmd another solution of this ODE. assume that a2(t) '" 0 for each value of t in I so that we may divide the equation by a2(t) to write the equation in normal form given by y" + p(t)y' + q(t)y = f(t). the functions are linearly dependent.) Therefore. q(t). y' (0) = 4. Because we can obtain the zero function by mUltiplying the second function by 0. the initialvalue problem PROOF OF THEOREM 4. Another way to express Theorem 4. Therefore. so YI satisfies the OD. then y = cdt (t) + c2h(t) is also a solution of y" + p(t)y' + q(t)y = 0 on I. yet) = Cl cos 2t + C2 sin 2t.(t) = sin 2t are linearly independent because they are not constant multiples .. Iff(t) == 0. Notice that the two functions YI (t) = cos 2t and y. sented by y" + p(t)y' + q(t)y = 139 Second·Order Equations: An Introduction "i'u"'.' Show that Yt (t) = cos 2t and Y2(t) = sin 2t are solutions of the second~rder linear homogeneous ODE y" + 4y = O. where p(t) = at(t) la 2(t). Theorem 4. If f(t) is not identically the zero function.of each other. t = 0. so the functions are linearly dependent.1 is to say that any linear combination of two or more solutions of y" + p(t)y' + q(t)y = 0 is also a solution of this ODE. ao(t). In a SImIlar manner we can show thatY2 is a solution of the ODE. any linear combination of these two functions. yet) = CI cos 2t + C2 sin 21. Then. so they are linearly independent. Find the solution to the IVP y" + 4y = 0. Let y = Cdl(t) + c2h(t). is also a solution of the ODE. (d) This se( contains the zero function. (b) These functions are not constant multiples of one another. and F(t) are continuous on the open interval 1. f~(t) + p(t)fi(t) + q(t)fi(t) = 0 and f2(t) + p(t)f'. We found a general solution of the ODE. the set is linearly dependent.(t) + q(t)h(t) = O. (c) We use the identity sin 2t = 2 sin t cos t to show that ~ sin 2t '" ~(2 sin t cos t) = 5 sin t cos t.. we have yi(t) = 2 sin 2t and y~(t) = 4 cos 2:. so Ct = 4. y(to) = a.1 Principle of Superposition Iffl(t) andh(t) are solutions of the linear homogeneous ODE y" + p(t)y' + q(t)y = 0 on the interval I. Application of the initial condition yeO) = 4 gives us yeO) = CI cos 0 + C2 sin 0 = c[. and if Ct and C2 are arbitrary constants. : I Solution O. andf(t) = F(t)la2(t).. at(t). To apply the condition y' (0) = 4. Theorem 4. if f(t) is identically the zero function. because the ODE is secondorder and we know two linearly mdependent solutIOns.. the equation. Then. "ii"'. For YI(t) = cos 2t. Consider the secondorder linear ODE a2(t)y" + al(t)y' + ao(t)y = F(t). where the coefficient functions a2(t). we can state an existence and uniqueness theorem for an initialvalue problem involving a secondorder linear ordinary dif· ferential equation. . if 0 is a member of a set of two functions. then the equation is homogeneous and is repre. and f(t) are continuous functions on an open interval I that contains t = to. Then. so that y'(O) = 2CI sin 0 + 2C2 cos 0 = : 1 Solution . Substitution into the left side ofthe ODE yields y" + p(t)y' + q(t)y = = (cdrct) + c2!'2(t)) + p(t)(cdi(t) + C2!2(t») + q(t)(clfi(t) + c2h(t») CI(f~(t) + p(t)fi(t) + q(t)fi(t») + c2(fM + P(t)f2(t) + q(t)h(t») = CI(O) + C2(0) = 0 Therefore. q(t) = ao(t)lazCt). Then. by the Principle of Superposition.138 Chapter 4 Higher Order Equations 4. we compute y'(t) = 2CI sin 2t + 2C2 cos 2t. 0 . so the functions are linearly dependent. (We leave thIS task to you as an exer~ise. y~ + 4YI = (4 cos 2t) + 4(cos 2t) = 0. that is. .2 Existence and Uniqueness Suppose that p(t). yet) = CI cos 2t + C2 sin 2t. y = clfi (t) + c2h(t) is also a solution of y" + p(t)y' + q(t)y = O. in Example 2.1 :. Also. + p(t)y' + q(t)y = f(l).E. Solution (a) Notice that 4t = 2(2t). a general solution of the ODE is the linear combination of these two functions. As with firstorder initial value problems.1 y" Suppose that fi(t) and h(t) are solutions of the linear homogeneous ODE y" + p(t)y' + q(t)y = 0 on the interval I. y' = cdi(t) + Co!2(t) and y" = cd~(t) + c2!'2(t). is nonhomogeneous. y" + p(t)y' + q(t)y = f(t). yeO) = 4. Then.
Therefore. Suppose that YI (t) and Y2(t) are linearly independent solutions of this ODE on 1. 2y = 3t 2( . I = sin2 t . we call the formy(t) = CIYI(t) + C2Y2(t) a general solution of this ODE. Compute the Wronskian of S = {t 2/3 .4 General Solution te 2t Consider the secondorder linear homogeneous equation y" + p(t)y' + q(t)y = 0.140 Chapter 4 Higher Order Equations 4.(t) . as the linear combination y(t) = CIYI(t) + C2Y2(t).' SecondOrder Equations: An Introduction 141 Theorem 4.!!(t)h(t)· we find YIlt) = 2t. so n(t) = t 2/3 satisfies the ODE.e') = e'(te t + e') . 4t} are linearly dependent. we can show that Y2(t) = t is also a solution. 4t}. we see that the coefficient functions p(t) = 2/(3t) and q(t) = 2/(3t 2) are not continuous at t = O. where pet) and q(t) are continuous on the open interval 1.2 Wronskian of a Set of Two Functions Let S = ifl (t). 4tl 4 = 8t . so C2 = 2.1 2C2. t}. 00) because the coefficient functions pet) = 0.1I3 /3 and y~(t) = 2t. (b) S = {e'. (a) S = {sin t. 2C2 = 4.3.2ty' "f·. h(t)} be a set of differentiable functions. 00).j + 2)t 2/3 = 0. denoted by W(S) = W(jj(t). (e) S = {2t.l = te 2' + e 2t _ Theorem 4. . cos t}. Suppose that YI (t) and yz(t) are solutions of this ODE on 1. if Y is any solution of this ODE. . q(t) = 4.. (We leave this to you as an exercise.4/319) .tt 2/3 = +t 2l3 • "* Notice that W(S) 0 for all values of t except t = O. Then. Then. then we have all solutions.2t(2t . = e 2'.3? j~~ZI = fi(t)!. Now we discuss why we can write every solution of the ODE. Y2(t)) = 0 on 1.e'(te t ) (e) W(S) = 2t 2 1 = I:: t/~ e.'. The unique solution to the IVP is yet) '" 4 cos 2t . Recall also that we concluded in Example 1 that the functions in S = {2t. and the Existence and Uniqueness Theorem guarantees that the solution is as well. This theorem states that if we have two linearly independent solutions of a secondorder linear homogeneous equation.1/3 /3) + 2t 2/3 = (~ . In a similar manner.' Compute the Wronskian of each of the following sets of functions. After writing the ODE in normal form. t) sm t d c(os t dt cos t) I= I sin t cos t I~ ~I cos t sin t = ad  First.y" .cos 2 t = (sin2 t + cos 2 t) = 1. yzCt)) 0 for all values on 1. This solution is unique over the interval (00. Generally. we found that W(S) = O. then W(YI (t).8t = 0 In part (e) of Example 4. 3t>y" .2/(3t)y' + 2/(3t 2 )y = 0.] Solution . then W(YI(t). tet}. Definition 4. "* = We omit the proof of this theorem here. and !(t) = 0 are continuous on (00. + W(S) = 12~::/3 I = : t V3 . If YI(t) and Y2(t) are linearly independent.) Now. called a gen . jJ Solution (a) W(S) = We compute a 2 X 2 determinant with Iat d s(in.2ty' + 2y = O. Does your result contradict Theorem 4.·. y" + p(t)y' + q(t)y 0 with linearly independent solutions YI (t) and Y2(t). (b) W(S) = I~ ~t.2 sin 2t.. there are constants CI and C2 so that yet) = CIYI(t) + CzY2(t) for all t on 1. The Wronskian of S. We begin by stating the following definition.:e')1 e. where pet) and q(t) are continuous on the open interval 1. However.nt.. The theorem holds only on an open intervall where these functions are continuous.h(t)).3 Wronkians of Solution _ _ _ _ _ _ _ _ _ _ _ _ _ _.2t . If YI (t) and Y2(t) are linearly depende.41319. is the determinant W(S) = IAi:j Show that YI (t) = t V3 and yz(t) = t are solutions of 3t 2y" .. Consider the secondorder linear homogeneous equation y" + p(t)y' + q(t)y = 0. We leave it as part of the section exercises (see Abel's formula). bc. this does not contradict Theorem 4.
: ] Solution First. Y(to) = CIYl(tO) + C2Y2(tO) and Y' (to) = Clyi(tO) + C2y. In a similar manner. we say that {e. Z(t) '" yet) on I). and *" Notice that these values make sense only if YI(tO)y. We now substitute y. is not zero because Yl (t) and Yit) are linearly independent. Next. we have the equation fv" + (2f' + p(t)f)v' = 0. at least one of the values Cl or C2 is not zero.51 . we have yj' + 3y. W(Y1 (to). Because Z(t) and yet) each satisfy the ODE and have the same initial conditions.1 Show thaty = cle. In addition. Y2(t)) O. we must verify that Yl (t) = e . and these functionsmust be linearly independent. We illustrate this procedure. By the Existence and Uniqueness Theorem. because we have two linearly independent solutions to the secondorder ODE. Using these values of Cl and C20 let Z(t) = CIYI (t) + C2Y2(t) be a solution of y" + p(t)y' + q(t)y = O. (Cl> C2) (0.  IOYI = 25e.. Therefore. Withy. in addition to satisfying the ODE.yi(tO)Y2(tO). This means that the system has a nontrivial solution.y.lOy = O. The Wronskian is not identically zero.lOe. we learn how to find solutions of homogeneous equations with constant coefficients. or we can compute W(Yl> Y2) = eSt _5e51 I e 2t I 2e 21 = 2e 31 .(5e 3t  ) . as we mentioned earlier in connection to the linear independence of Yl(t) and Y2(t).51 + 3(5e.7e 3t .51 = 0.(to)Y2(to) 0. We accomplish this by attempting to find a solution of the form y = v(t)f(t) and solving for vet). given by the linear combination of the two solutions. This gives us y" + p(t)y' + q(t)y =!"v + 2v'f' + fv" + p(t)(f'v + fv') + q(t)vf = If'' + p(t)f' + q(t)flv + fv" + 2v'f' + p(t)fv' =0 l'i'"I. by considering a secondorder equation. Suppose we have the equation = fv" + C2e21 is a general solution ofy" + 3y' . e 21 } is a fundamental set of solutions of y" + 3y' . we obtain Y(to).y. Reduction of Order where the determinant of the matrix of coefficients at t = to.(to)Y2(to) . Therefore.1 Chapter 4 Higher Order Equations eral solution.51 andyj'(t) = 25e. That is.51 . Then. y(to) = y" + p(t)y' + q(t)y = 0. (to) + C2y.(to) . so the functions are linearly independent. Making this substitution gives us the linear firstorder equation . Differentiating with the product rule. In doing so.y'. We must determine a second linearly independent solution. we must have two linearly independent solutions. Then. Z(to) = CIYI (to) + c2y2Cto) = Y(t o) and Z' (to) = C. we have omitted the argument of these functions. called reduction of order. andy" into the equationy" + p(t)y' + q(t)y = O. We know from our previous discussion that to find a general solution of this secondorder equation.4 *" Let t = to be a value on I where WCYI(t). These values can be found through elimination to be *" .142 4. We will generalize this result to higherorder equations later in this chapter.lOy = O. For convenience. Y = cle. and we note that a fundamental set of solutions for y' + p(t)y' + q(t)y = 0 must contain two linearly independent solutions. we verify that these functions are linearly independent. they must be equal (that is.y. We can establish this by noting that the two are not constant multiples. or equivalently. In addition. Y2(to)) = Yl (to)y.51 and Y2(t) = e 21 satisfy the ODE. PROOF OF THEOREM 4. The number of functions in the set equals the order of the ODE. which can be written as a firstorder equation by letting w = v'.51 ) . Y2(t)} a fundamental set of solutions. the IVP y" + p(t)y' + q(t)y = 0.(tO) = Y' (to).I. + (2f' + p(t)f)v'. There is only one solution to the IVP y' = f'v + v'f and y" = f"v + 2v'f' + fv".51 In the next section.(tO)' We can write this system of two equations as 143 SecondOrder Equations: An Introduction 2t so Yl (t) = e 51 is a solution.(to) . we will find it necessary to determine a second linearly independent solution from a known solution.Y(to)y[(to) + Y'(tO)YI(tO) Yl (to)y2(to) . and that y = f(t) is a solution. 0). we can show that Y2(t) = e is also a solution.51 + c2e 21 .(t) = 5e. y'(to) = Y'(to) has a unique solution. we call {Yl (t). a general solution is the linear combination of the solutions.
S= {t. {yeO) = 1. Y2(t)} is a linearly independent set. ify = t. dt are [f(t)] 2.. fp(t)dt _e_ _ dt = [f(t)f f Using the fonnula for v. we must divide by 4t 2 to obtain an equation of the fonn 2 ..1/2 is a solution. y + C2te2'. S = {e. use the given solution on the indicated interval to find the solution to the initialvalue problem.y. pet) vet) = We solve this equation by integrating both sides of the equation to yield Inlwi = In ()2)  f 145 SecondOrder Equations: An Introduction f = 21t and f(t) = t 112. t > O.3t. {y(l) = 0.2y 0 13. In Exercises 712. < t< <Xl y = cle 41 + C2te4r . Y = c. .l . eSt sin 4t} solution to the differential equation 0 given thaty = e. Y = *9. 00 < t < 00 2 16 [t y" + 7ty' 7y= 0 y=c l t.y'(O) = 5' Y = Cle.7 .I} *3. We leave the proof that Y1 (t) = f(t) and Y2(t) = f(t)v(t) = f(t) linearly independent as an exercise. S = {t. S = {cos 2t.4y' + 4y = 0 = c. we obtain ef2ltdt . cos 2t + C2 sin 2t. so we obtain the separated equation Therefore. t>O [y" + Y = 2 cos t 17.dt = [t 1/2f f e.3y = 0 cle. dt .r + e2e21. Use the Wronskian to show that ifn andY2 are solutions of the firstorder differential equation y' + p(t)y = 0. y'(l) = _e 4 ._ .. Consider the hyperbolic trigonometric functions cosh t = (e t + e ')/2 and sinh t = (e t . y = e"(cl cos 4t + C2 sin 4t).8y' + l6y = 0 *15.6y' + 25y = 0 In Exercises 1317.efp(t)dt so we have the fonnula dv = J. . then y I and Yz are linearly dependent. = Y" .y' . y" .4t } 'if'. 00 <t< 00 18. (e) cosh2 t . )YeO) = 1. Determine a second linearly independent solution to the differential equation 4t d ? + 8t . Then we detennine the function vet) such that y(t) = f(t)v(t) with the fonnula : 1 Solution vet) = f efp(t)dt [f(t)1' dt = f e. y" + 4y = 0 12.3t.6 '.· Determine a second linearly independent y" + 6y' + 9y = 6. y'(O) = l' Y= Cl cos t + C2 sin t + t sin t. y" + 2y' + Y = 0 y" + 4y = 0 14. y" . show thaty = c.6t dt = f 7. Classify each set of functions as linearly independent or linearly dependent. )y(I) = 2. First we identify the functions pet) = 6 andf(t) = e.e')/2. f efp(t)dt 2 In Exercises 16. where eJp(t)dt vet) = J [f(t)f dt. clef 10. 19. sin 2t} *5.144 Chapter 4 Higher Order Equations fw' + (2f' + p(t)f)w = 4. ThIS gIves us the equatIon """if2 + Idt + 4t 2 y . S = {eSt cos 4t. I Solution 0 which is separable. calculate the Wronskian of the indicated set of functions. < 00 (d) cosh t and sinh t are linearly independent functions.f6dt [e3tf dt = 4. e 3t sin 3t} f e.(t) + C2y.3t is a solution. (b) dldt (sinh t) = cosh t..21n(t) 1 t dt = f t 1 dt = In t. 4t .r + czte.e 2t A second linearly independent solution is y = f(t)v(t) = te 3t. e.O. . y'(l) = 22' + C2t . Y= 0 + C2e. {yeO) = 1. This means that w = J.. y'(O) = 2' y = CI cos 2t + C2 sin 2t. t> 0. p(t) dt. S = {e 3t cos 3t.'.efp(t)dt or f2' dtf2 v(t) = f efP(t)dt [f(t)1' dt..·. EXERCISES 4_1 If Y = f(t) is a known solution of the differential equation y" + p(t)y' + q(t)y = 0. Y = dt = t. co < t 2 2d dt <Xl y" .L + y = 0.y"  11. t + c2er. d y 2 dy 1 _ y" + p(t)y' + q(t)y = O.sinh2 t = l.6t e..(t) satisfies the given differential equation and that {n(t). y" + 2y' .. A second solution is y = f(t)v(t) = t 1/2 In t..1 0 or f~~ + (2f' + p(t)f)w = In this case. Show that (a) dldt (cosh t) = sinh t. we can obtain a second linearly independent solution of the form y = f(t)v(t). e'} 1.. Y = cle 8.
4y = 32. the roots are r= b+~ 2a so the roots of this quadratic equation depend on the values of a. and two complex conjugate roots when b 2 . * O. we obtain ar 2e" + bre" + ce" = 0. YI(t) = t" t'y" . cosh kt + C2 sinh kt.i{3. (b) Show that (dldt) W(YJ. show that S is a fundamental set of solu· tions for the given equation.Jp(>)d'. e . (Abel's Formula) Suppose that y.l)y = 0 given that y = (cos 3t)I"Vt is one solution. = 01 . and m2 = m. show that {em". the Wron. begin with the system YI { yz + p(t)y! + q(t)YI = 0 + p(tM + q(t)y. and Y2 are two so. S = {e. e a . where pet) and q(t) are continuous. e. c" and e. n(t) *31. Given that y = (sin 4t)lt is a solution of ty" + 2y' + 16y = 0.21 are linearly independent. e S' sin 4t}. 42. 25.5 Distinct Real Roots ~ Let rl and r2 be the real solutions of ar2 + br + c = O.k 2y = 0 is Y "'c. YI(t) = t. cos 2t.Yly. t 2y" + 6ty' + 6y = 2 33. and c. y" . we solve the characteristic equation ar2 to determine r (because e" + br + c = 0 * 0 for all values of t).} is a fundamental set of solutions of ay" + by' + cy = O.2 (36t . ear independence. 36. *41.) + P(Y'Y2 . + C2 tan(c. YI(t) *27. t 2y" 4. = 147 Solutions of SecondOrder Linear Homogeneous Equations with Constant Coefficients r: Repeated Roots (' Complex Conjugate Roots (' Two Distinct Real Roots In Section 4.) = y'Y2 .} is a fundamental set of solutions of ay" + by' + cy= O. 44. With y' = re" and y" = r 2e".Ylh (c) Use the results in (a) and (b) to obtain the firstorder ODE dWldt + pW= O.4 . we restrict our attention to equations with constant coefficients. Prove Abel's formula using the following steps. (a) Multiply the tITst equation by (y. xe m. cos {3t. + C4 In t) is a solution of the nonlinear second·order equation ty" . y" 24. (h) If m. 0. cause YI and y. skian of y.lOy' + 41y = 0 lOy' 21. (a) Ifml '" m2 and both ml and m2 are real. Therefore. then a gen . If rl eral solution of ay" + by' + cy = 0 is yet) = cle'I' + C2e"'. sin {3t} is a fundamental set of solutions of ay" + by' + cy = O. (b) Is the Principle of Superposition valid for this equation? Explain. one real repeated root when b 2 . Two Distinct Real Roots Suppose that the characteristic equation of an ODE has two roots rl and r2. S = {cos 2t. or e"(ar 2 + br + c) = O. are solutions.146 Chapter 4 Higher Order Equations In Exercises 2023. where cosh kt = (e kt + e kt)/2 and SInh kt = (e'" . We now consider each case. sin 2t} is a fundamental set of solutions for y" + ay' + by = O. Is the Principle of Superposition ever valid for linear nonhomogeneous equations? Explain. *45. Be. show that {e a . that satisfy the boundary conditions y( 7T) = y(27T) = O. em. S = {e s .6'.(t) = e'z'. *37.) = Ce .4y' + 4y = 0 = e".1. (See Exercises 16 to verify lin. S = {e" cos 3t. is W(y" y. ay" + by' + cy = 0. y" + 4y = 0 = sin 7t. y" + lOy' + 25y = 0 29. = " + i{3. 39. * r2. a general solution is y(t) = CIYI(t) + C2Y2(t) = cle'I' + C2e'z'. Theorem 4. show that {em". so that Wen. *43. Of course.4'}.e. (c) If m.2yy' = O. {3'" 0.2'. Suppose that f(t) is a solution to the equation y" + p(t)y' + q(t)y = O. twnf(t) f eIp(t)dt U(t)f dt obtained by reduction of order 0 0 0 35. y. b.. t y" + 3ty' + Y = 0 34.ty' +Y = . = m2. We show that these solutions are linearly independent by computing the Wronskian rl * * 0. so thaty(l) = c. YI(t) = t. Hint: Use the WronSkian.YI Y2) = O.321 7T. There are three possibilities: two real distinct roots when b2 . Find a and b so that S = {e .4ac > 0. Show thatf(t) and the solu Solutions of Second·Order linear Homogeneous Equations with Constant Coefficients 14. where r2.rl Therefore. tmd and graph the solution(s). Given that y = (cos t)lt' is a solution of y" + b(l)y' + c(l)y = 0.y" + 6y' + 8y = 0 = e2'. Find a general solution of y" + b(t)y' + c(t)y = 0 given that y = (sin t)lt 2 is one solution. YI(t) = cos 2t. y" . so two solutions to the ODE are YI (I) = e'I' and y. we started to investigate the method by which we solve secondorder linear homogeneous equations. Then.2 . In Exercises 2534. Show that a general solution of y" .4ac < O.) 20. 38. (a) Find conditions on the constants c" C2. lutions ofy" + p(t)y' + q(l)y = 0 on an open interval I. YI(t) = t.) and the second by YI' Add the reSUlting equations to obtain (YIY2 . YI(t) 28. We find r by substituting this solution into the ODE. sin 2t}. find and graph the solution of the equation that satisfies y (7T/8) and y' (7T/8) = . YI(t) = e3 '.4ac = 0. Solve this equation for w: 40. order equation with constant coefficients and let m I and m2 be the solutions of the equation am2 + bm + c = O. if any. Y2) These functions are linearly indepe'ldent because r2 . Here. and y. y" + 6y' + l8y = 0 *23.5y' + 6y = 0 = e. y" . y" + + 24y = 0 + 4y = 0 22. and we solve the equation by assuming that Y = e" is a solution for some value(s) of r..kt )/2. YI(t) 26. Let ay" + by' + cy = 0 be a homogeneous second. cos 4t. e" sin 31}. Can the Wronskian be zero at only one value of t on l? Hint: Use Abel's formula. Find a general solution of 4t 2y" + 4ty' + 2 30. use reduction of order with the solution n (I) to find a second linearly independent solution of the given differential equation. y" + 49y = 0 + 4ty' .
.'M' Solve y" + 2y' + Y = O. You should verify that {e'" cos f3t. (I ...3! + !..!.. ei8 = cos IJ + i sin IJ.2 = '" :!: f3i.3T + 51 . so a general solution is y = eot(cl cos f3t + C2 sin f3t).2T . A general solution of ay" + by' + cy = 0 is y(t) = CleO' cos f3t + cze'" sin f3t = e"'(cl cos f3t + C2 sin f3t).4 '" (r + 4)(r . b . Dividing by a yields y" + (bla)y' + (da)y = 0.8 = " . Euler's formula also implies that e i8 = cos IJ .. In 2 other words.. a general solution is y(t) = clebt/(Za) tk t2 t3 t4 t =" . where".. ====:.148 Chapter 4 Higher Order Equations 4. Therefore. and f3 (f3 > 0) are real numbers and I = Y1. In this case.1) = 0.2 = '" :!: f3i.1 Solution l...4y = O.6 Repeated Root Let r = rl = r2 be the repeated (real) solution of ar2 + br solution of ay" + by' + cy = 0 is yet) = cIeri + C2te".f3i where". a general solution is yet) = cle. the ODE is ay" + by' + cy = o.'.. so pet) = bla..t + C2 te . with roots rl = r2 = 1. By the Principle of Superposition. be the s~lutions of ar2 + br + c = O.+ ..t.' Solve y" + 3y' 149 Complex Conjugate Roots .+ . e dt [e bt/(2a)f = e. and f3 (f3 > 0) are real numbers.f3i.4t + C2e t. Returning to the reduction of order formula. ) + i(IJ .7 Complex Conjugate Roots Let r = '" + f3i and r2 = '" .J .2 Solutions of SecondOrder Linear Homogeneous Equations with Constant Coefficients I'ii.. For example.6'0 = I = + czte bt/(20) S 00 00 t =~ (_I/t 2k+l e2k + 1)1 t3 t5 = t .. any linear combination of Yl and Y2 is also a solution..~2! + !t..Y2) = e'" sin f3t are both solutions.  and • 00 e. (_I)kt 2k = ~o (2k)! = I t4 t2 2T + 4T .) = cos IJ + i sin IJ. "".bt/(2a) f  feb/aId.. To construct a realvalued general solution.+ . 2! rj 3! 4! 5! i!)' + iIJ . we find that Yo(t) et + c = O..'. The characteristic equation for this ODE is r2 + 3r ... The characteristic equation for this ODE is r2 + 2r + I = (r + 1f = 0.. with roots rl = 4 and r2 = I.5! + . Therefore. A general (iIJ/ .'.4ac = 0 in the quadratic formula so that the root is r = bl(2a) or 2 (r + b/(2a)) is a factor in the characteristic equation.3! + 4T + 5! + . YI (t) = erl = e btl(2a).+/3i)t = e"t(cos f3t + i sin f3t) and Y2 = e("/3i)t = eot(cos f3t . a general solution is y(t) = cle.6'0 kl =I + t + 2! + 3! + 41 + 51.= 1 + iIJ k! ~ i~ i2~ hP i4rj is!)' + .".. We derive Euler's formula using these Maclaurin series and substitution: f _eebtla btla f __ dt = bt/(2a) dt = tebtl(2a) e .i sin f3t) are both solutions to the differential equation. so YI = e(..bt/(2a) = cIeri + C2 te ". Suppose that the characteristic equation of an ODE has the complex conjugat: ~s rl = '" + f3i and r2 = '" .. : . we denote the roots as rl.i sin IJ. Zl = t(Yl + Yz) = e"t cos f3t and Z2 = 1(n . 00 cos t SID efp(t)dt LYI(t)f dt.. e"t sin f3t} is linearly independent.'.+ . which can be obtained through the use of the Maclaurin series: Repeated Root Suppose that the characteristic equation of an ODE has a repeated root r = rl = rz.J Solution Theorem 4. Note: Sometimes. Theorem 4..... we use Euler's formula. Using the properties of sine and cosine. We use this solution to obtain a second linearly independent solution through reduction of order with the formula yz(t) = YI(t) f = e. Because r = b/(2a) is repeated. + .4! + . where p(t) appears in the general equation y" + p(t)y' + q(t)y = O.. we only have one solution of the ODE... :. The roots of the characteristic equation are m 1. Therefore.
. 28. y" ..2 "ii. a general solution of ay" (a) Note that aCt) = t 4 + t 2 + 1. l' Substituting c. yeO) = 2. = '" + if3 = a .. In Exercises 3035.e' + C 2te t is a general solution ofw" .y' = 0.: Tn. solve the initialvalue problem.7y' Theorems 4. Convert the Ricatti equation y' + (t 4 + t 2 + l)y2 + 4 2 3 2(1 .+. so that a general solution of the ODE is yet) = e. y" In Example 3.. j3 by' + cy = 0 is a + by' + cy = * 0. 21. yeO) = 0. . named for the Italian mathematician Jacopo Francesco Ricatti (16761754)..4y' .to show that wet) a(l) w'(t) 1 We make the substitutIOn yet) = ~ aCt) to solve . y" a'(t)w'(t) (W. + w = O..y(O) = 1.if3. t4 + t 2 + I 4t3 + 2t ( (4 + (2 + I  *27. (See Exercises 28 and 29. 9. =fo m2 and both m.(c. y'(O) = 1. y" 26.y(O) = 3..so that the secondorder equation is . yeO) = I. obtaining the system of equations {2(2 Graph of 2 yet) = e. A Ricatti equation.t + t 2 .y' = O. = a  y = Cle ' cos j3t + C2eat sin + by' + cy + = 3. y'(O) = 0 j3t = e'''(ci cos j3t + C2 sin j3t). = 3 into the second equation results in C2 = 5/4.3y = 0 y" + 4y' + 4y = 0 y" ..:. sin 4t .= 2 . 13.e' + C 21e') Ricatti equation.4y = 0.21 + t ) + 1 = 0 to a I + t2 + t4 y t 4 + 12 + I secondorder equation by using the following steps. we first calculate 2t y' = 2e..e~'. ij3.y(O) = 4.12y = 0. 29. y'(O) = 0 y" + 4y' + 20y = 0.a'(t)w'(t) aCt) 17. a general solution of ay" = 0 is @ If m. ..'(3 cos41+ i and C)I : 3 Cl . 100y = 0.1 Solve y" + 4y' + 20y ! ] Solution The characteristic equation is r2 + 4r 2 1". 4 Solutions of SecondOrder linear Homogeneous Equations with Constant Coefficients yet) = .b(I»)W' + a(l)c(I)W = O. sin 4t) + 16y = 0 + 7y = 0 y" . + 1 0. and (b) Show that wet) = C. = 0 w'(t) 1 Let yet) = . a general solution of ay" ® If m 1 = a + ij3. (t wet) aCt) 2 1 4 + t2 + which simplifies to w'  + P + t4 I) t 4 2w' 3 + t4 + ~2 + 1 ) . y" .. in our earlier notation.2w' + w = o.a(t)(w(t»)' . equanons.y'(0) = 2 + y' w"(t) + y' . solve the given Ricatti equation..4? + 3y' *7. w'(t) 1 (c) Use y(l) = . y" Solving SecondOrder Equations with Constant Coefficients Let ay" + by' + cy = 0 be a homogeneous secondorder equation with constant real coefficients and let m 1 and m2 be the solutions of the equation am 2 + bm + c = O.C2 sin 4t) 1 4 x 2 Figure 4.y'(0) = 6 Ricatt.. y" *15. 10.2t 25.(a'(t) .7 can be summarized as follows: 2. y" 18.:le. with the product rule and then evaluate both 151 EXERCISES 4. Thus. find a general solution of each equation.2 =  = 0.4 yeO) = c. *23. 12. yeO) = 1.'):.2y' + c(t) aCt) + 12y = 0.72y = 0 4y" + 9y = 0 y" + 8y = 0 In Exercises 1627. To find the solution for whichy(O) = 3 andy'(O) = I. y'(O) = 3 y" + 2y' + 5y = 0.(t»2 a(t)(w(t»2 w"(t) ....12y = 0 (b) Substitute y and y' into the Ricatti equation to obtain the secondorder equation 4. yeO) = 0.(a(t»)'w(t) Multiply this equation by a(t)w(t) to obtain 16...2c.) C2  1. 8. because the solutions of the characteristic equation are complex conjugates. = m2. Graph the solution on an appropriate interval. y'(O) = 2 = O.t + t .. cos 4t + 2C2 cos 4t . and m2 = m.'. yeO) = O. . CD If m.21 3 + bet) = 1 + 12 + t4 lOy = 0. yeO) = 2. is the complex conjugate ofm. m. y'(O) = 10 24.y'(0) = 0 W"  + 4y' + 4y = O.5 through 4. Does this limit depend on the initial conditions? Does this result agree with the graph in Figure 4. evaluate limH~y(t). yeO) = I.6y' + 25y = 0 y" . y" 14.) . 4 + Y4 2  4(20) = 4 ± + 20 V64 2 = 0 with roots 4 ± 8i = 2. cos 4t + C2 sin 4t). (a) Show that (4) 2(1 .7y' . 2(1 . 2y" . y'(O) = 7 + 36y = + and simplify the result to obtain the secondorder equation 20.:: satisfies the (t4 + t 2 + 1)(C. y" . y'(O) = 5 y' 0 is + b(t)w'(t) + a(t)c(t)w(t) c(t) = +Y = O.c. *11. y'(O) = 7 *19. w"(t) (w'(t»)' _ a'(t)w'(t) y (t) = a(t)w(t) .7y' (W'(t»2 a(l)w(t) .6y' + 9y = 0 6. and m2 are real.150 Chapter 4 Higher Order Equations 4.y'(O) = I 22. ± 4.a(t)(w(t»2 (a(t»)'w(t)' . y" + 8y' + 12y = 0 *3.+_C:::2"'(:et.2 and j3 = 4.. y" .t + t . '" = . the solution of y" + 4y' + 20y = 0 for whichy(O) = 3 andy'(O) = 1 isy(t) = e.2 In Exercises 115.2t(c.8y' + 20y = 0 y" + 6y' + 18y = 0 4y" + 21y' + 5y = 0 7y" + 4y' .. Therefore. yeO) = 3. y" . w + w = 0."..4y = 0 5.2t(3 cos 4t + ~ sin 4t)._C:::!. is a nonlinear firstorder equation of the form + a(t)y2 + b(t)y + c(t) = O. y'(O) = 2(2c2 . yeO) + + b(t)w'(t) a(t)w(t) w" . y" . 3y" ..
(b) If h(t) and Y2(t) ate both solutions of the equation.l6y = 0 (d) y" .(2 . ciple of Superposition valid? Explain • Maclaurin series for sin t and cos t to prove e . graph the phase plane associated with the system for I :$ x :$ I and I :$ Y :$ 1. 37. . if g(/) is not the zero function. 31. ..btla[ Cl cosh t~ + C2 81'nh t~] . y+ O. eat equations. y~ll are constants is called an nthorder initialvalue problem.6t t 2 +1 2(6 2 Higher Order Equations ) 41. we discussed how we needed two linearly independent solutions to solve a secondorder linear homogeneous ODE. .y'(O) = b has (a) neither local maxima nor local minima. y' + sin ty2 . (a) Use the Maclaurin series e t = L and the k k=Q 39. On the basis of this definition.i sin 8. (a) Show that the roots of the characteristic equation d 2x dx of dt 2 + 01 dt + aox = 0 ate ml. show thaty(/) = Yl(t) + h(t) is a solution.12y = 0 is a fourthorder homogeneous equation.. where PnCt) = anI(/)lan(t). 1. three points in the region ao < laI.5y' trivial) solution. Consider the homogeneous equation y" + p(t)y' + q(t)y = O. if we also assume that anCt) 0/= 0 for all I on J. y' + t 2 cos ty2 _ t tan t + 2t .3y = cos t is a thirdorder nonhomogeneous equation with constant coefficients. i = 0.2. andJCt) = gCt)lan(/).fnCt)} be a set of n functions. and that the boundary. "+2 '+5 =0 value problem L/c0) = .152 Chapter 4 30' 1 'Y+t 2 +1 Y 45(t 2 + 1) = 2 _ + t .f2(t). y' +ttan4t+ 1+ lOt + 4t csc4/sec 4/ y+ t 41 cot 4/ = 0 / 36.2 y + 2 s. An nthorder equation accompanied by the conditions YCto) = Yo.5y"y (b) (y'')2  153 Higher Order Equations: An Introduction \4. Use the substitution t = eX to solve (a) 3t 2y" .. using the horizontal axis to represent ao and the vertical axis to repre. Find conditions on a and b.4 Linearly Dependent and Linearly Independent Let S = ifl Ct). 44. Use factoring to solve each of the following nonlin. J. the boundaryvalue problem 32.3\ Higher Order Equations: An Introduction The ideas presented for secondorder linear homogeneous equations in Sections 4.!..t cot t Y + 26t csc t = 0 t 2 _ 4y t: + t(t 4 + 4(/2 + 4) = 0 4) y / 35. if any. In Sections 4.8y" + 1Oy' .=dx dt (d) For each pair of points obtained in (b)./J(/).3 y=x. and if the functions all). /nl(/) + PnCt)y(nIl(/) + '" + PI(/)y(t) = J(/). . . . while /4) . is called an nthorder ordinary linear differential equation. show that yet) = CYI (t) satisfies the equation.cot t)y + csc t = 0 t 34._t_ + t t _ I . '+ y _.c t = 0 33. t> 0 and (b) t 2y" . . We assume that the coefficient functions anCt). 00(1) and g (I) in the equation an(/)/nl(/) + an_I(/)/nll(/) + . dy = ~ dy and d y = dt 2 dt t dx 2y _ t 2 dx 2 dx' dY) . We begin with the general form of an nthorder linear equation. *42. Yo. Show that the boundaryvalue problem J y"+2y'+5y=0 h inr' )YeO) = 0.2 = at±~ 2 (b) Graph ao = kay and al = 0. (e) Write the secondorder homogeneous equation d 2x dx dt' + a 1 dt + aox = 0 as a system by letting a 40. (b) ex. Express the solution to each differential equation in terms of the hyperbolic trigonometric function (see Exercise 39).e L y "+2y '+5y 0 (0) = 0.8 = cos 8 . y( 7T/4) = 0 has no nontrivial solutions.2 can be extended to those of order three or higher.6y' . . (e) How does the phase plane associated with the sys· tern change as the roots of the chatacteristic equa· tion change? An ordinary differential equation of the form an(/)y(nlCt) + an_ICt)/nll(/) + . y' + sin t / t 4. y'Cto) = Yo.1 and 4. (a) If net) satisfies the equation and c is a constant. lution to the initialvalue problem Jy" + 4y' + 3y = 0 )YeO) = a. We now define this concept for a set of n functions because we need to understand this property to solve the higher order equations. sent al' Randomly generate three points on the graph of ao = ~ay.2ty' + 2y = 0. Therefore... (b) Use (a) and trigonometric identities to prove that e i • = cos 8 + i sin 8.'Y(7T~) = 0 has one (non. the equation is said to be homogeneous. not all zero. and (c) exactly one local minimum on the interval [0. + al(/)y'Ct) + ao(/)y(/) = g(/).. Show that a general solution of the differential equation ay" + 2by' + cy = 0 where b 2 . . x> O./nI)Cto) = y~l) where Yo. the equation is said to have constant coefficients. Compate your results with your classmates..3 nthorder Ordinary Linear Differential Equation 43. Definition 4. + aoCt)y(/) = g(/) are continuous on an open interval I. . so that the so. where an(/) ¢ 0. For which equations.16y = 0 + 4y2 = 0 2y"y + / = 0 (a) (y")2 .(d ~ kI t 38. "').. ••• .2t .y(7T/2) = 0 as Imtely many solutions. Therefore. if possible. Definition 4.. actly one local maximum... Cn ... the equation y'" . If g (I) is identically the zero function.fnl Ct). so that . Y . .. we gave a definition for the linear dependence or linear independence of a set of two functions. (b) y" . is the Prin.ty' + y = 0.. 2 Hint: Show that if t = eX. a (a) y" + 6y' + 2y = 0 + 6y=0 (e) y" .ac> 0 can be written as . S is linearly dependent on an interval J if there are constants c" C2. PICt) = ao(t)lai/). . and three points in the region ao > ~ai. the equation is said to be nonhomogeneous. n are constants.1 and 4.2. we can divide by an(/) to place the ODE in normal fonn.
I.I . yet) = cle . . we apply the identity sin 2t = 2 sin I cos t.. the set S = {I. and J(t) are continuous functions on an open interval I that contains t = to. (c) For the set S = {I. + C. is also a solution of the ODE. + PI (t)y(t) = 0 on the interval I.9 Existence and Uniqueness Suppose that P.. 3t . Cz.tinl(t) + cnJ. P?(t)/ I I : . C3 . = 0 for every value of t in the interval I.• I Then. we must define the Wronskian of a set of n functions. tZ}. Thus. the initial value problem y(')(I) + Pn(t)y(nIl(t) + .J. we conSider the equation + Cz sin 21 + C3 sin I cos I = CI cos 2t + 2cz sin 1 cos t + C3 sin t cos t = O. Y2(t) = cos I.. + YI = e. In a similar manner.1 Solution For YI(t) = e. Cz = 1....= 0... I} (b) S = {cos 2t. CheLsea PubLishing Company (1971). see Chapter 2 of C. Theorem 4. .... we must find constants CJ. Equating each of the coefficients to zero leads to the system of equations {CI + 3cz = 0.Yl(t) = e. + PI(t)y(t) = 0 is also a solution of this ODE. y' (to) = bJ. . Y'{' + Yl + Y. + c. c. I} i~ linearl~ depe~dent: (b) For thiS set of functIOns. .154 Chapter 4 Higher Order Equations cdi(t) 4. + PI (t)y(t) = J(I).(I) are solutions of the linear homogeneous ODE y(')(t) + Jet) + . Use the Principle of Superposition to find another solution to this ODE. we consider the equation CI(l) + czt + C31z = O.. IZ} : ] Solution + cz(3t  6) + C3(l) = (Cl + 3cz)t + (C3 .. and if CJ. Doing this. The proof of this theorem is well beyond the scope of this text but can be found in advanced differential equations textbooks.(t) implies that Cl + cz!2(t) + . The ?nly constants that satisfy the equation are CI = Cz = C3 = 0. we can state an existence and uniqueness theorem for an initialvalue problem involving a higher order linear ordinary differential equation. are arbl~ary constants. . and C3 = 2 lead to a solution.. (a) Here.. S = {fi(I). andy~'(t) = e. .6.. Principles oj Differential and Integral Equations.I + e. sin I cos t} (e) S = {I...I(t). Corduneanu.. C3 = 6cz. . so the set S = {cos 2t. (We call this a general solution of the ODE. .) Before moving on.(t) Another way to express Theorem 4.I + e. ' Theorem 4. then y = CI!I(I) + cz!2(I) + . .. .e. sin 2t.I .8 is to say that any linear combination of solutions of/')(I) + P... We also extend the Principle of Superposition to include more than two solutIOns.J. Cz.'M' Show that YI (t) = e .) Therefore by the Principle of Superposition. t. we can show that yz and Y3 are solutions ofthe ODE.lJ..J.I + Cz cos t + C3 sin t. so the set is linearly mdependent. S is linearly independent if S is not linearly dependent. and Y3(t) = sin t are solutions of the third_ order linear homogeneous ODEy''' + y" + y' + Y = o.. (We leave this to the reader.I. .. and C3 such that Cit CI cos 2t 155 Higher Order Equations: An Introduction As with firstorder and secondorder initialvalue problems.(t)} is linearly independent if cJ.6cz = O}.. . "i'd. For example.(t).. . This definition is particularly useful because determining whether a set of functions is linearly independent or dependent becomes more difficult as the number of functions in the set under consideration increases. The choices of Cl = 0.!2(t).(t) = eI. Therefore. sin 21.J.(t) is also a solution of this ODE on I. = = 0 o. PI (t).(t)/·l)(t) + .h(I). the linear combination of these three functions...8 Principle of Superposition rf!I(t)~!A(t). so YI satisfies the ODE. y(nl)(to) = bn ... we need to discuss why we can write every solution of the ODE y(n)(t) + Pn(t)y(nIl(t) + . sin t cos t} is linearly dependent.. * At this point. 31 .6. = c. + Pl(t)y(t) = 0 as a linear combination of solutions if we have n linearly independent solutions of the nthorder equation. With the choice CI = 3 Cz = 1 and C = 6 the equati?n is satisfie~. Cz arbitrary}.(t) = Cz = .I(t) + c. we havey.. Then.3 + cz!2(t) + .6cz) = O. This system has infinitely many solutions of the fonn {CI = 3cz.. + C.I has a unique solution on I.. y(to) = b o. (a) S = {t. Classify the sets of functions as linearly independent or linearly dependent. At least one of the constants is not zero.J...
. we find with the help of a computer algebra system that W(S) = '* t.6.. Yn(t) are linearly dependent. However. The Wronskian of S. The functions YI(t) t 4y<4) + 9t 3y'" + ..y '" + _1_1 __ ~y' + ~Y 4 2 3 I t y" 1 t = 0 ' for use with Theorem 4.. 6 000 3 X 3 determinant..10. we found that W(S) = 2 O.. We leave it as part of the section exercises (see Abel's formula). t In I}. . Y3(t) = t.J. . Although most computer algebra systems can quickly find and simplify the Wronskian of a set of functions.'i'"I..4 II 4/1 5 20lt 6 llt 2 21t 3 0 1201t 7 6114 0 I In t 1 + In t lit 1/t2 300 =(9" so W(S) 0 for t > O.) (b) "\S) Wronskian. I Solution (a) W(S) = I: ~ I.. Yn(t)) 0 for all values of t on I. t.. Recall that we concluded that the functions in S = {t. the following example illustrates how to compute the Wronskian for a set of three functions by hand. .) Then.. (b) S = {I.h('). Notice that we have assumed that I > 0. 3t .1. We can carry out the step given above for computing a ~ .= f!i(t).:n::s:"_ _ _ _ _ _ _ _ _ _ _ _. In part (b).io:. andY4(t) = tint are solutions of Ilt 2y" ... Y2(t). then W(YI (I). ... which means that one of the functions in the set can be written as a linear combination of other members of the set. observed that all nonzero entries lie on the diagonal or above. so we can divide each term by t 4 to place the ODE in normal form..propertJes are called upper triangular and lower triangular. Show that these solutions are linearly independent on the interval t > O. Note: This approach also works ~f the nonzero entries lie on the diagonal or below.4.6(1).(t)} be a set ofn functions for which each IS differentiable at least n .(t)).'. ..1. I"i.5 Wronskian Let S.o~f.. I}.4ty' + 4y = O... Y2(t) = t. .10 .. If YI (t). Therefore. Theorem 4.J. 3t. I} are linearly dependent because 3t . Y2(t). . whereas the Wronskian of a set of linearly independent functions is not equal to zero for at least one value. . Y2(t).::.o~lu~t::. so the detenrunant IS the product of the numbers on the diagonal. ~ could have. Y2(t). Matrices having these :. we found that W(S) = O. Yn(t) are solutions of this ODE on T. .S.. . . Yn(t) are linearly independent. where Pn(t). if S = {t4. respectively. (a) S = {t. PI(t) are continuous functions on an open interval I. .::.. 3t . Y2(t). (You should verify this.J..I times.156 Chapter 4 Higher Order Equations 43 Definition 4.h:(t). . This is no coincidence. the functions are linearly independent as we discussed W(S) = W(!J(t). Suppose that YI(t).iM! '* ================~ We omit the proof of this theorem here. . .. .6 = 3(t) . t.6. I: :fH ~H: ~I "I: :1' + In . Therefore. t 2}. Yn(I)) == o on I.'.. the row of zeros indicates that W(S) = O.(t) fi(t) f2(t) f~(t) In part (a) of Example 3. If YI(t). + PI(t)y(t) = 0.. :1 Solution 157 Higher Order Equations: An Introduction Y (4) + 2. denoted by '* is the determinant W(S) = fz(t) J.I(I). t. Compute the Wronskian of each of the following sets of functions.fz(I).. The Wronskian of a set of linearly dependent fUnctions is identically zero. (Note that we assumed t > 0 so that the coefficient functions in the ODE are continuous.dIDti". then W(YI(t). the functions are linearly independent on the interval t > O.h(t).i Consider the nthorderlinearhomogeneous equationy<nJet) + Pn(t)y<nI)(t) + .' We compute a 3 X 3 determinant with = t. . Nt) earlier.::.!nl(t).
andy. we assume a Y substitute this function into t1.t 3/2 + C4t 1/2+ c. Fommately. calculate the Wronskian of the indicated set of functions. e". . that S is a fundamental set of soluIn ExerCIses tions for the given equatIOn.2'. . S = {e t . t 2 e t .and y. te t . e 21 cos 5t. (e) Generalize your result. 0 th t (t) = e" is a solutIOn. Theorem 4. teSt} 7.. graph the Wronskian to see if it is the zero functIOn.r . y. y(4) _ 2y'" + 26y" + 38y' + 145y = 0 15.PI(t) are continuous functions on an open interval I.3 r: Distinct Real Roots r: Repeated Real Roots r: Complex Conjugate Roots Suppose that we wish to solve In Exercises 18.26y = 0 12. Suppose that YI (t). called a general solution. Sub_ stitute these values to obtam dWldt + p.. tf(t). 914. e. sio 2t. y(t) .2 sin2 t. e 2/.. We can show that the Wronskian of these n solutions satisfies the same Identity as that presented io Exercises 4.51 sio t.t .4'}. . ifY is any solution of this ODE.Yn) = \ ~i) ~~) y. . e. tll2+ + C7 tS12 t3/2 is the zero function? 21.Yn(t) are linearly independent solutions of this ODE on 1. and Y4(t) = tint are linearly independent. e. S = {e 3t. and these functions must be linearly independent. then we have all solutions.4 .158 Chapter 4 Higher Order Equations 4.1.. the number of functions in the set equals the order of the nthorder linear homogeneous ODE.St. Following the same procedure where an> a n .Zt • eSt. S = (e'.. * = CIYI(t) + C2Y2(t) + C'Y3(t) + C4Y4(t) = C1t4 + C2tI + C3t + C4t In t. t I .Yn(t). . + a. S = (e '.5y" + 3y' + 9y = 0 = {e'. (a) Show that ft W(y" Y2.11 tells us that if we have n linearly independent solutions of an nthorder linear homogeneous equation. e . . e" sin 5t} Theorem 4. y'" + 9y"+ 16y' .4 ' sin 3t}.2t 2) 2. e.. not all zero. e".O. (Abel's Formula for Higber Order Equations) Consider the nthorder linear homogeneous equatIOn inlet) + Pn(t)/nI)(t) + . e'. + cny. Y3(t) = t.. e" sin 5t}. e . The set {t 4 .11 General Solution Consider the nthorder linear homogeneous equationy(n\t) + Pn(t)y(nI\t) + '" + PI (t)y(t) = 0. and we note that a fundamental set of solutions for y(nl(t) + Pn(t)y(nIl(t) + .(t)y" + P2(t)y' + PI(t)y(t) = 0. t.Y2(3) . so that f(x) = c. Yn(t)} a fundamental set of solutions. (b) Use the ODE to solve lor y. because we have four linearly independent solutions of a fourthorder linear homogeneous ODE. cos 2t} 4 17.. Suppose that f(t) is a differentiable function on an ioterval I and that f(t) 0 for all x m 1.. with solutions y" Y2. S = {e". y'" + 7y" + 14y' + 8y = 0 10.. Y2(t). we can write a general solution as the linear combination : .. (4e t } 20.3t).5/2 + c. ..5' cos t}. Classify each set of functions as linearly independent or linearly dependent. e" cos 5t... k(35t  30t 2 + 3)} 18.. Y2(t) = t 1.. sin 4t) 19.ous and tImeconsuming.. e. l:a~3:~t. Then. I) 3.4') *5. If ~ec essary.e ODE t~ determ!:'e ~(e) ~l~:~) ::vt~~t. (b) Prove that f(t). S = {cos 2t. computer algebra systems ar~ capable of computing derivatives and evaluating the determmant encountered when calculating the Wronskian of a set of functIOns. + PI (t)y(t) = 0 must contain n linearly independent solutions.. _ .4 ' cos 3t. /4) + 12y'" + 60y" + 124y' + 75y = 0 (e) Solve this ODE to fiod that W(n. Y2 159 i \. . S = {e'. 2t . the graphing capabilities can be used to help determine whether the resulting expresslon IS or IS not zero.O. S = {e. teSt}. e. Therefore.(I)d. te").(t)W .1 Solution . we fmd that Y (t) = re .51 cos t} 6. 9.Yn) = Jp.arly iodependent on I. S = (3t 2. + PI(t)y(t) = 0 WIth solutions YI(l). sin t. eSt. e. sin 2t. Use the symbolic manipulation capabilities of a computer algebra system to help you prove the followmg theorem. (a) Prove thatf(t) and tf(t) are lin<. . Taking derivatives.." Determine a general solution of t 4 4) + 9t 3y'" solutions given in Example 4. tin t} is a fundamental set of solutions for the ODE.4r sin 3t} anY (nl(t) + a nl y(nIl(t) + . Moreover. S = {e t . d(3t 2 .s.z" e. a are real constants with an #. /4) _ lIy'" + 29y" + 35y' .y'(t) + aoy(t) = 0.4 Solutions to Higher Order Linear Homogeneous Equations with Constant Coefficients 8. Cn so that yet) = CIYI(t) + C2Y2(t) + . Ce Using traditional pencil and paper to compute. te"}. 12(t). Solutions to Higher Order linear Homogeneous Equations with Constant Coefficients EXERCISES 4. . 14..1.0~~ tions. e. . Y2(t). S = {e .4l cos 3t. Y2. S = {e'. Co~ute the Wronskian of each of the following sets S to claSSIfy ~ach set as lioearly independent or lioearty dependent.4ty' + 4y = 0 using the We showed in Example 4 that the four solutions YI(t) = t. and we I we used to solve ay" + by' + cy = 0. 16. S = {1 . Ii""". . S *11... sio 2t. 4(5t' . C7.(') . t 3 e l . sin 3t.. e. (In other words. we call {Y1 (t). S = (I.150y = 0 13.. . We do thIS for the thirdorder ODE y(') + p. and t f(t) are lmearly mdependent on 1.1> ••• . show. . cos 2t.) . e. In addition.. S = (sio t. *1. t. e. S = {e 3t.(t) for all ton 1. We omit the proof of this theorem because it follows the same steps as those used in the proof of the case for secondorder equations discussed in Section 4. cos 2t. the Wronskian of a set of functions quickly becomes ted. C2. .Y t . where Pn(t).I).. . given by the linear combination of the solutions. 4. . Is it possible to choose values of c" . l + Ilt 2y" . sin t. C6 + C2t.3r. e.(3) . e. there are constants CI. y'" . S = {e .
we found this in the previous example to be yet) = Cl + C2 e ' + C3 e '. + Qlre rt + aoe rt = .. Y2(t) = er". we see that the kth derivative is y<k)(t) = rke rt • Therefore.160 Chapter 4 Higher Order Equations 4. ti' tl'on) Then. I' = l/~ (of multiplicity k = 1). .) Typically.C3 = 2 Cz + C3 = 2 Repeated Real Roots When solving secondorder equations in Section 4. Later in Exercise 39. tinct (that is. Solve y'" .S IVP is yet) = 2 + (O)e' + (2)e' = 2 + 2e'. rn and they are dis.. .' 161 Rt Ch~ct: . yeO) = c. substi. we show that these solutions are linearly inde..2. I' = I.'f'.1) = O. c say . As we increase the order of the ODE. the roots are I' = 0 (of multiplicity k = 4). = 0 C2 . + C2 + C3..... + a.2' y + Y = 0 is 1'2 . In this case. + a.. we have 1'(1'2 .. we solve an initialvalue problem by first finding a general solution. However..12 Distinct Real Roots If the roots 1']. we encountered equations in whi~h the root of the characteristic equation was repeated. then a general solution of any(n)(t) + an_. yet) = Cl + C2 e' + C3 e to "i'"'. : J Solution + C2 + C3 Adding the last two equa~ons i~dicates that Cz = O..21' + 1 = 0 or (I' .y(nI)(t) + '" + aly'(t) + aoy(t) = 0 is yet) = c. ~lr . The three distinct roots are I' = 0. Yn(t) = e "'.S a m the .c.r n' + . case. .4) = 1'4(21' + 1)(1'  4) = O..71'5 . the k linearly mdependent solutions Iscequa.lOn of Cz . + aIr + ao = 0 0 for all values of t.e' + C2te'. Therefore. and I' = 4 (of multiplicity k = I). Then... the umque solutlOn to th. [eRe. respectively.1) = 1'(1' ... Solve 2y(6) .. I Solution (Notice that an initialvalue problem involving a thirdorder ODE reo quires three initial conditions. .~e :t~ either of the last two equations gIves C3 = 2. Theorem 4.3 into the first equation gives us c. and t I' = 1 with corresponding solutions eO = I. Factoring. + Cne r. we can have roots of multiphclty greater than two.y' = 0. y'(O) = 2. .41'4 = 0.'..2... yeO) = 0. no two are equal). .1)(1' + 1) = O. t2eRt. . . + aly'(t) + aoy(t) = 0 assocIated With I' are i~.e r" + C2er" + .71' . we obtain yet) = Cle' + czle' = (Cl + c2t)e' as we found m Example 2 in Section 4.l + .. Distinct Real Roots Suppose that the characteristic equation has the roots 1'].r + ao) = 0.+ . so we obtain the system of three equations and three unknowns: ~~{O) = or 0 ert(anrn Cl + an_l rn . fa~tor eRt. Then. and C2 + C3. 0 . Then we have the n solutions h(t) = e r". 1'2.. .·. and y"(t) = C2e' + C3e '. we obtain a general solution by taking the linear combination of the n solutions. Then.or y " . 1'2. y"(O) = 2. : I Solution . . so we present the following theorem. a general solution is the linear combination of these functions. r .I' = O... tkle Solve y'" . and we found a general solutlOn to e?. e .4y<4) = o. Therefore. substitut. In this . we apply the initial conditions where y' (I) = C2 e ' _ The characteristic equation is 21'6 .!. the four lmearly mdependent solu .7y(5) . y' (0) = C2 . or 1'4(21'2 .r + ao = 0 are real and distinct. Therefore. * + an_lynl + . SU?st~tution of~is :. charactenstic . the. tution yields Qnr"e rt + an_Ir(nl)e rt + . For e~ample.C3. the characteristic equation is 1'3 . b we (t)equatlOn that the root I' = I has multiplicity two. ~======. Therefore. Theorem 4...y' = O.4 Solutions to Higher Order Linear Homogeneous Equations with Constant Coefficients lowing this pattern.Rl.13 Repeated Real Roots n 1 Su pose that the root I' = R of the characteristic equation anrn ": an_lr .. Rof anY (t) an_ly<nI)(t) + ..J For example. and e'. + + ao = 0 has mUltiplicity k (that (I' . = 2. pendent. Next. { so the characteristic equation is anY" because e r . rn of anrn + an_. . applying this theorem to a secondorder equation w~th k = 2 and R = 1.
r ues OJ CJ. r = i. and t 3e O. while the solutions corre Cd) (f) (e) Figure 4. t. e. tI2 3 t .4/4 ) = 0 by taking the linear combination of the six (linearly independent) solutions: I.r r= ±i k= 1.2 and that associated 4t with r = 4 is e (Table 4.e t + C2e' TABLE 4. gu. Cz.162 Chapter 4 Higher Order Equations 4. Then. and t 3 • y(t) = c.14 Complex Conjugate Roots Suppose that 1'.C4 .1)(1' + 1)(r2 + I) = 0. Y = 13 r= 1/2 k= 1 y=e.'.t.7/ S ) . r = I.0.t cos 7= cos I and eo· Notice that the nwnber of solutions associated with r = 0 equals the multi_ plicity of r = O. t.. ~ gene:al solutlOn is the linear combination of these four linearly independent functlOns given by ondin :~.5 e'" cos f3t and 4 x 1 (a) eat sin f31.f3i (a and f3 > 0 are real) are roots of the characteristic equation anr" + an_. . (b) c.C3 . two linearly independent solutions associated with this pair of roots are 0..t. 3 1 . Y = 12.. 3x 2 10 : ) Solution In this case. + c2t + C3t2 + t to the complex conjugate pair r = :'::. t 2e O·t. and (c) C3 = C4 = O. e }. t . TABLE 4.2 Linearly Independent Solutions of y(4) _ Y = 0 Multiplicity Roots 2y(6)  163 Corresponding Solution(s) r = 1 k= 1 y= e l r= 1 k=I Y = e. a fundamental set of solutions for the ODE is {l.5 shows Ihe graph of y = c. We find a general solution of2y(6) .1). the characteristic equation is r 4  = (r2 . The nwnber of solutions in the set equals the order of the ODE.'  Y 20 4 x 1 Solve y(4) 3x (b) 3 = O.2). Y = sin t valFi re 4. t 2.1)(1'2 + I) = (I' . Linearly Independent Solutions of 7y(S)  4y(4) Root = 0 Multiplicity I r=O Corresponding Solution(s) k=4 Y = 1. C3. e 4t . 20 15 Complex Conjugate Roots 10 Theorem 4.i (where a = 0 and f3 = 1) ~re sin I = sin t (see Table 4. and r = i. + aIr + aD = O. Therefore. 10 form a general solulion of an nthorder linear homogeneous ODE.1 + C6e4t. e. Therefore.t. we lake the linear combination of Ihe n jUnctions in Ihe fundamental sel. t2. and c4· Idenlzify those graphs for whzch (a) c. + C3 ~ os 1+ c4 _sin I _for various _. r = I. = a + f3i and r2 = a .4 Solutions to Higher Order Linear Homogeneous Equations with Constant Coefficients tions corresponding to r = 0 are e O. k= 1 Y = cos t. t.. respectively. = ( C2 = 0.r n' + . y 3 2 1 (e) 10 I'E'"I. The solutions corresponding to 20 I so the roots are the roots r = I and r =I t are e and e t.tI2 r=4 k= 1 Y = e 4t + C3 cos t + C4 sin t. The solution associated with r = 112 is e '.5 (a)(f) . y = I.e t + C2e . te o. This solution is c4 3 + cse t12 yet) = c. 2 Note tI2 4tthat in Example 3. which are simplified to I.
83386a..164 Chapter 4 Higher Order Equations 4.496889t . +co). .496889{. te'" sin {3t.69889y'" 1e at sin (3t.91834St. then kl + k2 + .0.6932y = 0 y(O) = 0.999432.69889y '" Supp. then the k solutions associated with r are @ + C2 sin 3t + C3t cos 8 x Figure 4_7 Graph ofy(t) for various choices of a L .ose that r .496889t) in Figure 4.02168b) sin 0. " ' " . .4 Solutions to Higher Order Linear Homogeneous Equations with Constant Coefficients y(t) = e 2t(cI cos 3t We state the following rules for finding a general solution of an nthorder lin h '. tk1e rt• e'" cos {3t 3t "ii"I.496889t] . y'(t) = aeO.39914y' . y"(O) = b + 5.91834St.276615b = 0.91693t(cos 0..lds the three solutions y = e .91693t(CI cos 0. t + Cz sin 3t + C3t cos 3t 165 + c4t sin 3t) + cseSt + e 2t (c6 + C7t + C8t2).9I693t[(0. + C4t sin (a) If a is a positive constant.I' and r .'.21742y" . '9.84534 sin 0.69232y = 0 is 5 x y(x) = eO. find conditions on the constant b so that y(t) satisfies ert. . We see that limt>~ y(t) = 0 if 0.507273a + 0. . + aIr + ao = 0 5. numerically. then the other solutions associated with this pair are te'" cos {3t. where n is the order of the differential equation. rj are the roots of the equation of multiplicity k" kz. t 2e'" cos {3t.496889t 1. . (0. y = te 2t. : .276615b)eO..1. 0.) Solution The solutions that correspond to the complex conjugate pair 2 :!: 3i are 2t 2t y = e cos 3t and y = e sin 3t. Note that if r..on WIth constant coefficients because of the many situations tha are encountered.138893a 1.91693t(cos 0.5: the corresponding solution isy = e. ~ omogeneous equatJ.383497a) is the absolute maximum. and y = tZe Zt . If r is a root of mUltiplicity k where k .496889t) + + (0.. A general solution to the nthorder differential equation is the linear combmatlOn of the solutions obtained for all values of r.1.496889t Figure 4. a general solutIOn IS + e 2t(c6 + C7t + C8t2).999432. y'(O) = a. ter(..". while the solution to the initialvalue problem is Graphofly'(C) = a eO..7.21742y" .6 to locate the fITst zero of y' .1. Then. From the graph. respecllvely.. Therefore. we see that y' (t) = 0 near I and. (b) For this function.84534 sin 0. . To find and classify the first critical point of y(t).507273a + 0.. of an nthorder homogeneous linear differential equation with real constant coefficients.6 + C2 sin 0.3i k = 2' r = 2 + 3i k = 2' r = 5 k .999432.276615b) cos 0..91693t(cos 0.496889t . + k· = n. Then the two solutIOns assocIated with these two roots are and { y If the values a :!: {3i are each a root of multiplicity k of the characteristic equation. 0.and r represent the' complex conjugate pair a :!: {3i. we graph y(t) for vanous chOIces of a in Figure 4. •.5t • Finally.5. we obtain the critical number t = 0. These roots are repeated so the two other solutions corresponding to the pair are y = te 2' cos 3t and y = te 2t sin 3t. (2e rt .• . .496889t) + c3eO. tZe at sin {3t..1 + .2 k = 3.383497a. 0.39914y' . At this critical number y(0. c Find an eighthorder homogeneous linear ODE with constant coefficients that has general solution y(t) = e 2t(cl cos 3t Determining a General Solution of a Higher Order Equation CD Let r be a real root of the characteristic equation anrn + an_Ir n.383497a) is a local maximum: To see ~t (0. .84534 sin 0. y(t) = eO. which leads to b = .. For the single root r = . t k  1e at COS {3t.3..(0. we compute Determine a general solution of the eighthorder homogeneous linear ODE with ?O?stant c?efficients if the roots and corresponding multiplicities of the characterISltC equatIOn are r = 2 .3.: 2 of the characteristic equation. t k : 1 Solution + 5. . the root of multiplicity three 2t r = ~ Yle. find and classify the first critical point on the interval [0.8 eat sin {3t. so by the first derivative test.5..496889t) and graph e 0. A general solution of the equation 5. ert is the solution associated with the root r.999432) = 0." r2.507273a .'ii". 1 3t) + cseSt and limH~ y(t) = O..
x 2.j"y = 0 is also a solution of (D . (c) Differentiate this equation with respect to t to obtain (r2 . What is the order of the corresponding ODE? 26.773y = (a) y'" (b) 0. k= 2 7. e'. annihilates f(t). /5) + 8y(4) = 0. the ODE can be written as (a"D" + an_ID"1 + . solve the initialvalue problem. *37. sin t.y = 0._.lOy" 27. and C3 (not all zero) such that.I)(e') = D(e' . e'l4. r= l.9/4 ) . + ci/kI )e"'.8)y = 0 or in either of the forms (D + 2)(D .I)(e') = e' . . k= 3. y"'(O) = 0 36.e'" + C3e'" = O.e' = O. Then.y"'(O) = I = = O.32y = 0 = 0. r = 4. + aID + aD is a. y'" + 2y" .1 + '" + air + ao = 0 has = = Computer algebra systems have builtin functions that can be used to find exact solutions of nthorder linear homogeneous differential equations with constant coefficients as long as n is smaller than 5. Then. Apply the given differential operator to the given function. the roots of the characteristic equation can be approximated by taking advantage of the numerical approximation capabilities of the system being used.y'(O) 2..x 2 = 4x . (a) y" + y' + 7y = (h) y" + 16y = 0 (e) y'" + 8y' . Can {I. yeO) = 0.).y = 0. /5)(0) = 0 39. r = . this means that a solution to (D . cos 2t) be a fundamental set of solutions for a fifthorder linear ODE? *9.y'(O) = 2.k=1 " . y'" . the characteristic equation can be written as (r .9.I)D(e') = O. Therefore.. For example. 44.2987y = 0 8. y'" + y" . er']. e' cos I.2y" = O. y'" .36y = 0 20. and ef)t are linearly independent using the following steps: (a) Assume that the functions are linearly dependent.6y" . r = I /4) + 7y'" + 6y"  + 80y' two distinct roots.I)(x') = 2D(x') . y(4) . (f) How could you apply a similar argument to show that the ~ctions e"/'.rl)c.y" + 54y' . rl of multiplicity one andr2 ofmultiplicity k = n . Show that the functions e .166 Chapter 4 4. y"'(O) = 48.f(t) = I (h) p(D) = (I . In fact. or when n is greater than 4.e') = D(O) = O. .. y'" + 12y" + 36y' + 32y = 0 19.y'(O) = l. y'(O) = 0. Consider the linear differential operator p(D) = (2D . which contradicts the assumption. we have D(D . r = 3i. (Operator Notation) The nthorder derivative of a function y is given in operator notation by D"y d"yldt".y"(O) y'"(O) = 0. yeO) = 8.rl)(r. Graph the solution for various initial conditions. .t. 30.r.x = 2(2x) . *3. e .. Similarly. (A computer algebra system may be useful in solving some of the equations.f(I) = 12 (d) p(D) = (D' + 1). (D . yeO) = I. fonn a general solution. For example. ~onsider a general solution y = Cl e r1t + c2e"lt + r1t C3e 3.2y" . y"(O) = 0. (D . Graph the solution on an appropriate interval. k = I + i.. To find solutions of (D . y'(O) = 0. r= 3 . k = 3. we obtain (2D . Therefore.k=2 4. assume that y = v(l)e"".1 + .4)y = 0 or (D .t.4i k= 2' r=5 k=l. + aID + aD)y = O. y'(O) = 0.y' = O.r2j" = O.) ° + 25y' = + y" = *13. y'(O) = 8.r=J/3.r2j"y = 0. t.r2j"y = 0 must satisfy (Dkv)e'" = 0 or Dkv = O. yeO) = 16. 8y'" *21.8y' + 5. y'" + 7y" + 17y' + 15y = 14. yeO) = 0..4)(D + 2)y = O. .r. y"(O) = 3 34. 38. 32. r = I . y"(O) = 8.D"'y + .I).y = 0 is also a solution to D(D .7y' + 60y = 0 *17. r = i/2.3i.. . Write each of the following equations in differential operator notation.8) be a fundamental set of solu· tions for a fourth·order linear ODE? 8. there are constants c" C2. + alDy + aDY or (a. The linear differential operator p(D) is said to annihilate a functionf(l) ifp(D)[f(t)] = 0 for a1l t. wherep(D) = a"D" + a.78y' . y'" + 7y" + 24y' . (d) Multiply this equation by ev:. rn are real and distinct? called an nthorder linear differential operator with constant coefficients.72y = 0 32y' .rl)(r . y(4) . yeO) = 0.36y = 0 11. by induction. y"(O) = 0.)(v(l)e'2~ = (Dv)e'" so that.r= 1O. In cases when the roots of the characteristic equation are symbolically complicated. k = 3.9y'" (e) O. r = I.i.4y'" = O.2.I.D"y 31. r = i/2.. y'" .5y'" .5y" + 32.52y' + 40y = y(4) + 2y'" .. every solution of (D . r = 0.I 0.I)(t) + . e'. (Repeated Roots) Suppose that the characteristic equation anrn + an_lr n. f y'" + 3y" + 2y' + 6y = 0 (a) "\YeO) = O. the left side of the nthorder linear homogeneous ODE with constant coefficients.I) annihilates e' because (D . y(4) 2. er"t are linearly independent If the n roots rb r2. y"(O) = 2 *33..r2)k(v(t)e'2') = (Dkv)e'" for any function vet).r.2D .0.0y' + 0. (h) Multiply this ~quation byeTit to obtain CI + cze('"2. /4)  22.96y = 0 + y'" + lOy" . .rl)e("")' = O. + aly'(t) + aDy(t) = 0. . Suppose that the roots rIo r" and r3 of the character· istic equation of a thirdorder linear homogeneous ODE with constant coefficients are real and distinc~ and.4 In Exercises I .15y' . given the list of roots and mUltiplicities of the characteristic equation. 45. a solution of (D . /4)(0) = 32 = + a. Verify that yoU! result satisfies the initial conditions by graphing it on an appropriate interval. = 0.D)..y'(O) = O.D" + a. In terms of ODEs.32y = 15. (a) Use the product rule to show that (D ._ID. y(4) .. y'" = a. I'e') be a fundamental set of solutions for a fourthorder linear ODE? In Exercises II30. /5) . r = 2. cle'" + c. y'" .8y = 0 as (d .rl )(D . Use a computer algebra system to fmd a general solution of . y(4)(0) = 0 /6) 3y(4) + 3y" . k = I 5. Wben we apply p(D) to the functionf(l) = 2 12. y'(O) = 0. Then.8y" + 5y' + 14y = 0 16.3IY '" + 11.j"y 0 (see Exercise 42). (b) Therefore. el).J(t) = cos I 42. y'" ..rl)(D . y"(O) = 0 y"'(O) = 0 ' 35.y"(O) = 0 46. r = 2.16y' + 20y = 0 18. and differentiate the resulting equation to obtam c3(r3 . if PI = PI(D) annihilatesf(x) and if P2 = P2(D) is another linear differential operator. if we apply another linear differential operator such as D. Can (e 2t . . . Solve D"v = 0 (or v(k) = 0) to find vet) and to conclude that the portion of the solution corresponding to r r2 is y v(t)e'" = (CI + C21 + . Can (e"._ID"1 + .y"(O) =1 y(4) _ 8y'" + 30y" . we can write y" + 2y' . Therefore..rdy = o. when approximations are desired. Solve each of the following initialvalue problems. find a general solution of each equation. then P2P I = PIP. y(4)(0) = 0. cos t. (a) p(D) = 3D.f(I) = t (c) p(D) = D2. the ODE can be written in differential operator notation as (D .56y' + 49y = 0 (h) { yeO) = l.lOy" 12.. + aID + aD)y. k = I *29.y = +y = 0 0 0 (d) 16/4 ) 41.8y" + 16y = 0.y"(0) 1. Find a general solution of + 2y" + 5y' . y(4) . ..I)y = y' . 2t . Can (e'. (e) Follow similar steps to show that CI = C2 = 0. can be expressed as 0 In E~ercises 3138.k=2. 8y(4) ° ° ° 9y" = 0 + y' = 0 23. This indicates that C3 = O. 1. k=2.y(O) = l. t 2.16y = 0 24. r= 3 +4i. 6. y'(O) = 4. + 4y'" = /4)  0 6y'" . 9y(4) *25..y(O) = O.e("")' + C3(r3 . k = I. k = 2. 40. le'. e' sin t) be a fundamental set of solutions for a fifth·order linear ODE? fl4 10.rl)e("")' = O.2y" + 8y = 0 y(4) + 32y" + 256y = 0 28.. y'" + 11y" + 24y' . Show that (D .16y = 0./")(t) . y"'(O) = 0.26y = 0 + 18.y"(0) = 0 + 49y' + a"_I/.4 Higher Order Equations solutions to Higher Order Linear Homogeneous Equations 167 with Constant Coefficients  EXERCISES 4. k = I..I)y = y" . 43..3y = 0 (e) { yeO) = J.. k= 3.y'(O) = 1.r L)t + C3e(" ")' = o.
.' + C'.48493y = 0 { y(O) = O. consider a2(t)y"(t) + al (t)y' (t) + ao(t)y(t) = g (t) .. "5 sm t = .224975y" + 4.n_.. 48. C"n_.ct) = ~ cos t and y. we obtain y" +Y = e. y (t).3 sm t IS y" _ 4y = 0 with general solution Yh(t) = cle.4y = .) sin f31] + 3e 21 sin t) is also a particular solution of In this example.y'(O) =yo. Let y(t) = Yh(t) + Yit). of the nonhomogeneous equation can be written in the form y(t) = Yh(t) Definition 4. Cn (see Exercise 65).4y = .I with derivativesy'(t) = e.02063Y '" . Differential Equation Characteristic Equation has a unique solution.I + e. Show that if Yo '" 0 the problem + B~k + C sin::£k + D cos::£ k' 4.' . it is not hard to show that if y(t) IS any solutJOn to the equatiOn.6 Particular Solution A particular solution. .t n. The corresponding homogeneous equation of y" .2t + ···C2. Now we investigate ways to solve nonhomogeneous equations. Notice that if we substitute the function y(t) = e . + cnfn(t) is a general solution of the corresponding homogeneous equation any<n)(t) + an_ly(nl)(t) + . y" .4y = . co). Therefore. consider the equation y" + Y = 2e I. for some choice of c" C2.4yp = y'j. 4 . . this solution is called a particular solution of the nonhomogeneoUs equation. Substituting into y" .2 Show that yp(t) = !e 21(15 . . we see that yp(t) = ~ sin t is a particular solution of y" ~ 4y ~ _ 3 sin t.'. 13*0 y = ea'[(c.5 Chapter 4 Higher Order Equations 168 Show that the result you obtain is equivalent to xJk Y = Ae *47..') cos f31 + (C2.10e4' y" . Complete the following table. + aly'(t) + aoy(t) = g(t) and Yh(t) = cd/t) + C2I2(t) + .I satisfies the nonhomogeneous equation y" + Y = 2e I. and (c) exactly one local minimum on the interval [0. First we compute y.. (r .I = 2e'. = y'j. 4(Yh(t) + Yit)) + y. In fact.3 sin t.4.1 + . = a ± i{3. yp(t).3 sin t.. if yP(t) is a particular solution of the nonhomogeneous equatJOn any<n)(t) + an_ly<nl)(t) + ..0. To prove this theorem for secondorder equations..I andy"(t) = e. For example.. + aly'(t) + aoy(t) = get) is a specific function that contains no arbitrary constants and satisfies the differential equation..4yp = 3 sin t.4yp = I I 169 ..2. every solution.4y = . ..'.. we learned that this equation has the general solution yet) = Cl cos t + C2 sin t..2' + C2 e2'..sm t.3 sin t and contains no arbitrary con General Solution yen) = 0 stants.3 sin t because yp satisfies the equation y" . + c. In fact.4y = (Yh(t) Introduction to Solving Nonhomogeneous Equations with Constant Coefficients: Method of Undetermined Coefficients C" General Solution of a Nonhomogeneous Equation ("" Method of Undetermined Coefficients General Solution of a Nonhomogeneous Equation Suppose that we encounter the homogeneous equation y" + Y = O.486y' .(t) = ~ sin t. We conclude that y (t) = ~ sin t is a particular solution of y" . Verify that yp(t) = ~ sin t is a particular solution of y" . In previous sections. More generally.l n.I into this equation. + aly'(t) + aoy(t) = 0.. (b) exactly one local maximum.4y results in : 1 Solution y. then there are constants Cl and C2 SO that y(t) = Yh(t) + yp(t) (see Exercise 65). Roots of Characteristic Equation Introduction to Solving Nonhomogeneous Equations with Constant Coefficients: Method of Undetermined Coefficients liii. . .4Yh + Y. ~~ o 3sint We see thaty(t) = Yh(t) + yp(t) is a solution of the n0n?0mogeneo~s equationy" ~ 4y = _ 3 sin t. + yp(t»)"  + yp(t). . of the nonhomogeneous differential equation any(n)(t) + an_ly(nl)(t) + . yet) = e .4y = . 53 sm t 3. Then. 3 .y(4) = 0 has (a) neither local maxima nor local minima..k)" <rI.4Yh ..
+ a.(t) + aO(t)Yh(t) = az(t)[y"(t) .'. Let yp(t) = tt 3 . = [a2(t)y"(t) + a.~t2 + ~t and Yh(t) = et(c.. and y...'. Show that y(t) ~ y. + 2y~ + and asswne that {fi(t).get) = O.yp(t) is a solution to the homogeneous equation az(t)y"(t) + a.5 Higher Order Equations + a. This equation has characteristic equation r2 + 4r + 3 = (r + 1)(r + 3) = 0 so Yh(t) = cle is yet) = Yh(t) 3t Method of Undetermined Coefficients This means that every solution to the nonhomogeneous equation can be written as the swn of a general solution to the corresponding homogeneous equation and a particular equation of the nonhomogeneous equation.. (t)yl. cos 1 + C2 sin t). '. 3 The corresponding homogeneous equation of y" + 2y' + 2y = t is y" + 2y' + 2y = 0 with characteristic equation r2 + 2r + 2 = 0 and roots r = .(t) + Y2(t) also Now that we understand how to form a general solution to a nonhomogeneous equation. and yp(t) is a particular solution to the nonhomogeneous equation. yp(t) = ie'.(t) Yh(t) Definition 4. yet) .(t)y'(t) + ao(t)y(t)] .(t)[y'(t) . cos t = get) . A general solution to this nonhomogeneous equation is y(t) = Yh(t) + yp(t).6t let Yh(t) = yet) . (I)y' (I) + ao(t)y(t) 2yp gives = O.(f) + yp(f) is a general solution of y" + 2y' + 2y = t 3 t + C2e . sin t of the form yp(t) = A cos t +B sin t. that can be used to find a particular solution in some cases.(t) and Y2(t) are nontrivial solutions ofy" a solution? + 2y' + 2y = 3 t . Substituting this function into y" + 4y' + 3y = e ' yields y. + C2 e 3. an(t)/n)(t) 3) + 2(lt2  = et(c. (t)y' (I) + ao(t)y(t) = g (t).[az(t)y. we present a method. Notice that the function we choose for yp(t) must satisfy y" + 4y' + 3y = e'. .(t) = c.7 General Solution of a Nonhomogeneous Equation A general solution to the linear nonhomogeneous nthorder differential equation + l) + 2( 3 t t ltZ + It) + yp(t) is a general solution ofy" + Yp(t).3t + ~. There are constants c. Thus. is y.' y. Because g(t) = e'.(t)y~(t) + ao(t)y~(t)J Thus...fi(t)} is a fundamental set of solutions for the corresponding homogeneous equation az(t)y"(t) Introduction to Solving Nonhomogeneous Equations with Constant Coefficients: Method of Undetermined Coefficients = 0. and a = c.I ± i. (t)y' (t) + ao(t)y(t) = O.yit) so that substitution into the nonhomogeneous equation yields az(t)y. so that + a. Equating the coefficients of e ' gives us 8A general solution is Y ( f) = Yh ( t) + yp (t) Find a particular solution of y" + 4y = = 1 or A = i. y.YAt)] + ao(t)[y(t)  + a. Calculating y~ = ~t2 .3t• Now we must select the proper form of a particular solution yp(t). Therefore.(t) 171 :I Solution We first show that yp(l) = ~t3 . + yp(t). so we need to select a function that includes e' in the function and its derivatives.~t2 + ~t is a particular solution of y" + 2y' + 2y = t 3.y. ..(t)y'(t) + ao(t)y(t) + C2 + 2y' + 2y = sin t) t + t t 3 ltZ + It 3 '~ Ify. We let yp(t) = Ae ' and attempt to find A. called the Method of Undetemlined Coefficients. Consider the nonhomogeneous secondorder linear differential equation y" + 4y' + 3y = e t. This leads us to the following definition. + 4y~ + 3yp = Ae' + 4Ae' + 3Ae' = 8Ae' = e' . and C2 so thaty. If both yet) and yit) are solutions to az(t)y"(t) + a. y. + "8 e. 1 ..(t)y(n'\t) + .(t) + 2y~ + 2yp = y~(t)] y(t) = Yh(t) + a. cos t + C2 sin f). where Yh(t) is a general solution of the corresponding homogeneous equation + an_. = 3t .3.3t 2 + 31 = f3. a general solution of y" + 2y' + 2y = 0 is Yh(t) = e t(c.e _. we are safe to assume that a particular solution is a multiple of e'. where Yh(t) is a solution of the corresponding homogeneous equation y" + 4y' + 3y = O..3 + + 3 + t 3 .fi (I) + C2!i(l).yP(t) = c.'ii. Yh(t) = yet) .170 Chapter 4 4.Ct)] US 3t 2 .fi(t) + cz!i(t) which indicates that ' + czfi(t) or y(t) = ..c.fi (t) (3t  = 3t .
the associated set of functions is S = {1m. we cannot include this function in the particular solution. multiply each function in S by I' to obtain a new set S'. . 12. where Yh(t) is a solution of the corresponding homogeneous equation any(n)(t) @ o o Solve the corresponding homogeneous equation for Yh(t).. + 4y~ + = + 9Ale. Therefore. 2 kt t e . We let yp(t) = Ate. or gi(t) = tme a' sin {31. determine the associated set of functions S. . Determine the form of a particular solution yp(t) (see Determining the Form of Yp(t)).5 Now consider the equation y" + 4y' + 3y = Introduction to Solving Nonhomogeneous Equations with Constant Coefficients: Method of Undetermined Coefficients and yP(t) is a particular solution involving no arbitrary constants of the nonhomogeneous equation e. Determining the Form of Yp(t) (step 2): Suppose that g(t) = blgl(t) + bzg2 (t) + . an/n)(t) = g(l). . . . + alY '(t) + aoy(t) We learned how to solve h~mogeneous equations in Sections 4. we have the derivativesy~(t) = 3Ae. Form a general solution withy(t) = Yh(t) + yp(t).3Ate.12Ae.. . eO" sin {31. any(n)(t) We just saw that the solution of the corresponding homogeneous equation t y" + 4y' + 3y = 0 + C2e3t...3Ate.. . the associated set of functions is S = {Ime a' cos {31.3t .. . Determine the unknown coefficients in yAI) by substituting yp(t) into the nonhomogeneous equation and equating the coefficients of like terms. (A) If g.3t as we did in the previous example.3t . by multiplying 3t e. teat sin (3t..3t + 3Ae. we introduce an algorithm that can be used to determine the form of yp(t).t sin {31.t + 3Ate. (I) = 1m. so we must learn how to find the form of a particular solution to solve nonhomogeneous equations with the method of undetermined coefficients. .. te kt.eat cos {3t. lear sin (3t. + aly'(t) + aoy(t) = 0. teat sin {31. To eliminate some of the guessing requITed to apply this method..3t andy. e".4. Ime at cos {3t. . t 2 e at sin f3t.3t .. Ie"" cos {31.3t. we can obtain a function that resembles e 3t and includes e 3t in yp(t).3t .(t) = 9Ae.(I).2. i = 1.. Of course. t 2 e at cos {3t. I}. Im. 12 e"" sin {3t. which does not lead to determining the value of A.. . teat cos {3t. Ime kt .3t = 0 "* e. and y.3t an/nJet) y.. . e kt }. 12 e kt.. yp(t) = 1.Iekt..3r = e. Therefore. t 2. if we assume thatyp(t) = Ae. t 2 e at cos {3t. .. t 2 e kt.. eat cos {3t.Ie ". .j is a function of the form 1m. . . . yet) = Yh(t) + an_l/nI)(t) + '" + aly'(I) + aoy(t)  e 3t gives us 3yp = 6Ae. this should not surprise us because e 3t is a solution of the corresponding homogeneous equation. e'd.. Substitution into y" + 4y' + 3y = e. e"" sin {3t} .3t ... .(t) = Ime kt . where r is the smallest positive integer so that each function in S' is not a function in Yh(I).172 Chapter 4 Higher Order Equations 4. lekt. .. t. te kt .3t then yields iSYh(t) = cle y" + 4y' + 3y = 9Ae. . . . . . Y ~(t).3t + Equating the coefficients of e 3t then yields 2A = I or A = 1te 3t and a general solution is + yp(t) = cie. . Consider the linear nonhomogeneous nthorder differential equation with constant coefficients + an_Iy(nI)(t) + . cos {31. .(I). .. te. Hence. + bJgJCt) where bl> b 2.. . Outline of the Method of Undetermined Coefficients to Solve y~(t) = Ae. t 2e at sin (3t. For each function in g (I).r cos {31. Ime a' sin {31. . bj are constants and each g.3t  t 1. . where g (t) is a linear combination of the functions (j) 4(Ae. These two examples illustrate the guesswork involved in choosing the form of a particular solution. + alY' (t) + aoy(t) = g (t) where an "*.3t + 4y' + 3y = + an_Iy(nI)(t) + . . Im.3t . eat sin {3t.. I. . t. t 2 . e kt.0 and g(t) is a linear combination of the functions I.by I. teat cos {3t. (C) If gi(t) = Ime a. 1mIe"" cos {31. or 1mear sin {31.3t = get). If any of the functions in S appears in the homogeneous solution Yh(t).. The derivatives of this function are Substitution into y" 173 + an_Iy(nI)(t) + . 12 e a .. but that it is possible to find a particular solution of the form yp(t) = t(A cos 2t + B sin 21}. (B) If g.3t + C2e .. the associated set of functions is S = {tme kt. However.. cos (3t. 1mI.. A general solution of this differential equation is y(t) = Yh(t) + Yp(t).... Show that it is not possible to find a particular solution of y" + 4y = sin 2t of the form yp(t) = A cos 2t + B sin 2t..3t .3t ) 2Ae.2 and 4.
If we take the linear combination of the functions t 2 . we see that g(l) = 3e. (b) Here. Notice that none of these functions are solutions of the corresponding homogeneous equation.21 .2 ' + 5(Ae.'}.2' + 4Ale. I. For each of the following functions. Therefore. sin I}. . Then the associated set is S = {e.' sin 4t. and 1. Introduction to Solving Nonhomogeneous Equations with Constant Coefficients: Method of Undetermined Coefficients 175 Substitution of the derivatives y ~(t) = 2AI + B and y. because e 2. we determine the form of yp(I). we have + 6Ae' = l2Ae' = 2e t. le.. We determine A and B by differentiating yP(t) twice and substituting into the nonhomogeneous equation y. + (a) The corresponding homogeneous equation y" + 5y' + 6y = 0 has general solution Yh(l) = cje. t 2e. we must multiply this function by I' so that it is no longer a solution. Solution (a) Using (A). "5 cos I + "5 sm I. We mUltiply the element of S by II = t to obtain S' = {te 2. and (d) y" + 5y' + 6y = 4 cos I. and a general solution is ?l y(t) = Yh(t) + YP (t) = cle .. This system of equations has the solution A = L B = and C = Ji" so t. 12e. so A = B =~.2'.1 cos 41.' + 31. I} and that associated with g2(t) = 3t is S2 = {t.2Ale. p Yit) = Ae'. I "52 cos t + "52 sm .1 cos 41. Substituting this solution into y" + 5y' + 6y = Ae' + 5Ae' 2e'. and a general solution ofy" + 5y' 2 3 y(l) = Yh(t) + yP(t) = c.'.2t.2t. natIon of all functions in the associated sets where repeated functions should appear only once m the form of the particular solution. I}. le. 12.} because te 2' is not a solution of y" + 5y' + 6y = O. and (c)f(t) = 12 e.21 + C2e 3. Hence. e.21 . However.2' = 3e.. (b)f(t) = 13e2t. The set of functions associated with gl(t) = 212 is SI = {t2.2t. so the associated set is S = {cos I. + 5y~ + 6yp = 4Ae. Therefore. t. yp(l) = Ale 2'. 6A = 2. and 2A + 5B + 6C = O. S = {t 3e. Because g (t) = 2e'. so we take y (I) to be the linear combination of the functions in S. we have S = {1 4 . + 5y~ + 6yp = 6At 2 + (lOA + 6B)1 + (2A + 5B + 6C) = 212 + 3t Therefore. 1 Solution Notice that e' is not a solution to the homogeneous equation."E''''''. Solve the nonhomogeneous equations (a) y" + 5y' + 6y = 2e' .1 sin 41. Notice also that SI and S2 have two elements in cornmon. Thus.2t + c ze.1 sin 41}.5 Chapter 4 Higher Order Equations . we see that get) = 4 cos t.2 '. yp(t) = I? I 7 3"1" 18 t .+ C2 e 31 + . S = {t2e' cos 4t.108' 2 (c) In this case.. = cle 2' + C2e 31 1 2 1 7 + 3"t 18 1 . I. we choose S = {e'}. 2 2 . e. Because neither of these functions is a solution of the homogeneous equation.5A + 5B = 4 and 5A + 5B = yp(t) = 0. we take the particular solution to be the linear combination yp(t) = A cos I +B sin t. 13 .(t) = 2A into y" + 5y' + 6y = 212 + 3t yields y. I}.174 4. (b) In this case we use (B): yet) = Yh(l) (c) According to (C).B sin I . A = 3 so yp(t) = 3Ie. so a general solution of y" + 5y' + 6y = 2e' is yet) = Yh(t) + yp(t) = cle.5A sin t + 5B cos 1+ 6A cos t + 6B sin I = (5A + 5B) cos 1+ (5A + 5B) sin I = 4 cos t. (c) y" + 5y' + 6y = 3e. is a solution to the corresponding homogeneous equation. lOA + 6B = 3.' + yp(l) = Ae.2t }. then yil) = AI2 + Bt + c. e. The correct form of a particular solution is obtained by taking the linear combi. we see that g(l) = blgl(t) + bzg2(t) = 2t 2 + 31.21 + C2e3' + ie'.21 .' cos 4t.e. Differentiating yit) twice and substituting into the equation yields: 2 y. . + 6y = 3e 2t is (d) In this case. (Why?) Next. + 5y~ + 6yp = A cos 1. A partiCUlar solution is yp(t) = ke'.108' A general solution is ~ . determine the associated set of functions: (a) f(t) = 14. Equating the coefficients of et then gives us A = k. Hence.2') + 6Ate. le. (b) y" + 5y' 6y = 212 + 31.
This function has first and second derivatives + y" = 12t 2. Yh(t) = c]e.2t sin 3t + 4y' + 13y = 4e 21 sin 3t yield 6Be. we let : I Solution yit) =At 2e.12B)te. t 3. we arrive at the same result: yp(t) Introduction to Solving Nonhomogeneous Equations with Constant Coefficients: Method of Undetermined Coefficients y(t) = Yh(t) + Yp(t) = c]e 21 cos 3t + C2e21 sin 3t .2t + e2t.21 4te 21 (3A . first determine a general solution and then use the initial conditions to solve for the unknown constants in the general solution. However. + 5y~ + 6yp .8 Graph of y(l) = Yh(l) + Yp(t) for various values of c] and C2 = (2A +B)e. te. + e. e. Hence. the associated set of functions is 8 = {e. However. We mUltiply both sets by t to obtain 8i = {t 2e. which when substituted into the equation y" ( t te 2t cos 3t.2t + C2e3t + 2t 2e.tte. Nex~ we notice that get) = b]g](t) + b~2(t) = 4te. contain the common element te 21. so Yit) = At4 + Bt 3 + Ct 2.21 is 82 = {e 21}.21 .2t cos 3t p y Solve the following nonhomogeneous equations: (a)y" and (b) y" + 4y' + 13y = 4e. + (3B 177 and Notice that if we include the repeated function twice.21 + C2e31 is a genera! solution of the corresponding homogeneous equation y" + 5y' + 6y = O. which is 8 = {t 2 . Solve the initialvalue problem y'" (b) As in (a). yeO) = 0.21 } and 8. Equating the coefficients oflike terms.2t . we have 6A = 4 and 6B = O. 2A + B = I and 2A ticular solution + 4y~ + l3yP = + 2Ate. general solution : 1 Solution .21 cos 31. Figure 4. = {te.21 + C2e31.21 . 8' : {te 21 cos 3t.2t = . (a) As we saw in Example 4.21 sin 3t+ .2t sin 3t.21 cos 3t + 6B)e. Differentiating yp(t) twice and substituting into y" yields y. + 5y' + 6y = 4te.21 cos 3t + (6A .2t sin 3t.21 .2t . Notice that both sets contain a function that appears in the corresponding homogeneous solutionYh(t) = c]e. because Si and 8. This results in the par What is the limit as t > DO of every solution? Why doesn't the choice of c] and C2 matter? Hint: First.21 cos 3t.21 sin 3t.2B)te.(t) = (4A 2 x 1 y. 8' = {t 4.3te. Verify that a general solution of the corresponding homogeneous equation is Yh(t) = c]e.2t. so yp(t) = + 5y' + 6y = + Be.3.'. A = j and B = 0. Hence.21 sin 3t = 4e.21 + e.21 . which has characteristic equation r3 + r2 = r2(r + I) = 0 and thus. I}.21 cos 3t .6Ae.2t = = 4 soA = 2 and B 4te.4B)e. The set associated with g](t) = te. so we multiply by t so that they are no longer solutions. . Therefore.2t y. First. so we multiply the functions in 8 by t 2 so that the functions that result do not appear inYh(t). Hence.21 sin 3t + (12A .21 sin 3t. Next. both of the functions t and I are solutions ofy'" + y" = 0.2A)te.21 Therefore.) y'(t) = Ae. t. we set up the set of functions associated with get) = 12t 2. first find a general solution of the corresponding homogeneous equation y" + 4y' + l3y = O. e 21 sin 3t}.2t sin 3t.2t + e.8 (or generate your own) and then apply L'Hopital's rule. a general solution is = c]t 2e.2t + C2te21 + C3te21 = c]t 2e. identify and use the graph ofYp(t) in Figure 4.21 cos 3t + (5A + Bte.2t } and that associated with git) = e. y"(O) = 25.21 cos 3t + Bte. if necessary.21 + (C2 + c3)te.21 } so that neither set contains a solution to the corresponding homogeneous set. t 2}. To solve an initialvalue problem.5 "f'"I. but both of the functions in 8 are solutions to the homogeneous equation. te 21 sin 3t} and we let yp(t) = Ate.2t cos 3t + C2e2t sin 3t.21 is S. and the general solution y(t) = Yh(t) + Yp(t) = c]e. = {te. y'(O) = I.176 Chapter 4 Higher Order Equations 4.5B)te. Because g(t) = 4e. we solve the corresponding homogeneous equation y'" + y" = 0.
y'(O) = C2 .9 shows the graph ofy(t) = CI + C2t + C3ec + t 4 .1 0). we have yeO) = CI + C3 = 0. so CI = 1. andy"(O) = C3 + 24 = 25.24t + 24. C2.11 (i) y" + Y = cos wt Graph of the solution of { yeO) = 0. Figure 4. Therefore. Figure 4.12t 2 + 24t and y"(t) = C3ec + 12t2 . and C = 12.. and C3 = 1. solve the IIDtralva1ue problem yeO) = 0. { y" + Y = cos wt 0. + y.4t 3 + 12t 2 for vari.9 + yp(t) = CI + C2t + C3ec + t 4  4t 3 + 12t 2.5 The derivatives of ypCt) are y ~(t) = 4At 3 + 3Bt2 + 2Ct. B = 4. y' (0) = l' A general solution of the corresponding homogeneous equation y" + CI cos t + C2 sin t.5 yet) = x 0.(t) = 12At 2 + 6Bt and y. 2 Introduction to Solving Nonhomogeneous Equations with Constant Coefficients: Method of Undetermined Coefficients y y y 179 20 20 = 12t . so 12A = 12.I we can find a particular solution of the nonhomogeneous equation of the formyAt) = A cos wt + B sin wI.. so yp(t) = t 4  4t 3 + 12t 2. forming a general solution. y.C3 = 1. . First.178 Chapter 4 Higher Order Equations 4. the solution is periodic and bounded (why?). we apply the initial conditions. Applying the initial conditions. We see that if w*. and applying the initial conditions yields the solution x 20 20 20 y = 0 is YhCt) = 1 2 0. and 2C + 6B = O.10 Graph of y(t) = + 2t + e . Substitution into y'" + y" = 12t 2 then gives us y. ous values of CI. if w = 1 Notice that the behavior of the solution changes dramatically when w = 1: if o os: w < 1 or w > 1.cos wt) .5 w . the solution of the initialvalue problem is yet) = Yh(t) + yp(t) = 1 + 2t + e c + t 4  4t 3 + 12t2 (see Figure 4.(t) = 24At + 6B. 24A + 6B = 0. but if w = 1. To determine the unknown c()efficients Ch C2.1 1 ( cos t . This system of equations has the solution A = 1. If w *' 1 1 '2 Ct + 2) sin t. we compute y'(t) = C2 .11). If w 2: y (I) y 20 20 .5 (e) y 20 : 1 Solution y (d) 0. 20 and a general solution is yCt) = YhCt) Figure 4.. y'(O) = I for various values of w (a) w = 3/4 (b) w = 23/28 (e) w = 25/28 (d) w = 27/28 (e) w = I (f) w = 29/28 (g) w = 31/28 (h) w = 33/28 (i) w = 514 . o 'ifi""'. + sm t. and C3' Identify the graph of the solution that satisfies the initial conditions yeO) = 0. tbe solution is unbounded (see Figure 4. .C3ec + 4t 3 .4t 3 + 12t 2 I ' (h) (g) Figure 4. + t 4 . = 12At 2 + (24A + 6B)t + (2C + 6B) + 2C. and C3. Solving for a particular solution. C2 = 2. while if w = 1 we can find a particular solution of the form ypCt) = teA cos t + B sin t). y' (0) = 1 and y"(O) = 25.
20y = 2e t *39.2 1 !\I 0. yet) = cle.t. f(t) = 4t .6y = 3t. y" + 4y = cos 2t + t 22.4 = 4.2t.. show that every solution of the nonhomogeneous equation y" + Y = cos wt is bounded (and periodic).9 ' *15. yeO) = 0.4y' 2t + 13y = 2te.(t). (a) y' . Show that limHoo y(t) = Idc for every solution yet) of As when calculating solutions of homogeneous equations.yp(t) is a solution of y" . In Exercises 1324. y" . yeO) = 1.5y = 64St 2e" 40.1 f~ .y'(O) = 3 + aoy(t) and V yet) = Yh(t) = yp(t). then every solution of the nonhomogeneous equation. 5y" + y' . show that every solution of the nonhomogeneous equation y" + 4y = sin wt is unbounded.3t 7.4y = t 2 *.y = 2t  4 17. y'(O) = ~ y" .(t)} is a fundamental set of solutions for the corresponding homogeneous equation). y'(O) = 0 y" . f(t) = 2 sin 3t + 4 sin 3t . yeO) = 0. y'" + 6y" + lly' + 6y = 2e. .YI(t)) = o.4y' 16. . y" = 52 sin 3t 34. (Do not solve for the unknown coefficients. y" 30.4y = 32t 2 *31. ( a) Suppose that Yl(t) and Y2(t) are solutions of d 2y dy a dj2 + b dt + cy = f(t).t . 5S. determine the form of a particular solution for the given nonhomogeneous equation. (c j Ioi.) 0. .y'(t) x 47.1 2 0. y" = 3t 4  24.6y' + 8y = 256t 3 29. + a.4y = O.y(0) = O. f(t) = 6 sin 2t + 3e. is a particular solution of y" + Y = cos wt.t 42. { x(O) = 0.t *19.5  EXERCISES 4. y" . (b) x 2 .2 ) 0. yeO) = ¥" y'(O) = ~ y" + Sy' + 16y = 4. = 2t + 5 = 3 .5y' + 6y = 7S cos 3t 37. (b)y'+y=cos2t (c ) y' . 52. Group B Ca) 2 13. y'(O) = 6 y" + 2y' . y" .2t4 + t 6.64y' + 40y = l53e' 33. Group A x"+4x=cost x(O) = 0. + Cz/2(t) + ". 54. find a general solution of each equation. (b) Is the result of (a) true if b = O? 1n Exercises 5961. x'(O) = 0 + 2y' + 26y = 33St + 3y' . f(t) = 2t sin t 9. y" { 59.4t 2e 2t. *53. match each initialvalue problem in Group A with the graph of its solution in Group B.4 ' + 2t. thus. yet). Sy" + 6y' + Y = 5t 2 32. and c are Positive constants.4y = 3 sin t then yet) . x"+4x=cos2t 60.2 + 3y' = IS.2t + C2 e2t + yit).y' .St 2e. where A and B are constants to be determined. x'(O) = 0 181 d 2y dy adj2+bdi+cy=k. . y"(O) =0 0.. y"+ 2y' = 3 4t + Y = cos 2t + 4y = 4 cos t . y" . 180 Chapter 4 l~ Higher Order Equations 4. y"(O) = 0 y'" + 25y' = 325e. 55. 4S.3. Let Yit) = ~ sin t. 65. Show that if yet) is any solution of y" . Show that if Yit) is a particular solution of the nonhomogeneous equation an/n)(t) (e) In Exercises 465S. y" 64. for some choice of Clo C2. /4) .yp(t) = c. f(t) = 2te' *5.5 Yh(t) = cd.4y' + 3y = 2e 3' x" + 4x = cos 3t 61.15y ) 0. f(t) 2.Sy' . + a. (a) Find conditions on w so tilat Yit) = t(A cos wt + B sin wt). y'" + lOy" + 34y' + 40y = te.7t 3 + 8 *11. x'(O) = 0  For each function in Exercises 112. .'"y'(O) = 7 y" .te.3 12. Introduction to Solving Nonhomogeneous Equations with Constant Coefficients: Method of Undetermined Coefficients 62.2y = I 26. { x(O) = 0. + cnln(t) neous equation any(n)(t) + an_ly(nI\t) + . is a particular solution of y" + 4y = sin wt. solve the initialvalue problem.Se 4t 1.. + an_l/nl\t) + . SupjJOse that f(t) = k where k is a constant. y" . Use this method to solve the following problems.8y = 32t = 75t 28.6 = get) is a general solution of the corresponding homoge 0.+ C2e2t and. y" *27. f(t) . f(t) = 4e.4' S. technology is useful in helping us calculate and visualize solutions .Y *49. yeO) = y'(O) = to y" + 6y' + 25y = I.104y = llie' 44.. b.2J sin 3t 1n Exercises 2545.3y = 2.4y 50. (b) For the value(s) of w obtained in (a).S cos 2t 10..y'(t) + aoy(t) = 0 . Show that limHoo [y.2y' .y = e 4t 63. and 2t C2 so that y(t) . y" 20.) + Y = Se ' + 3y = e. where A and B are constants to be determined.3y' = _e 3t . y" .y'(O) = a = 32t. (e) Determine the solution of a d 2y/dt 2 = k and find limHooy(t).3t .5 (assume that {f. yeO) = 0. /4) .6y'" + l3y" .y' = 3t .sin r 21.2y' 14.24y' + 36y = lOSt 45. f(t) = 7e 2t + 2 4.f. determine the associated set of functions.y(0) = b'(o) = a y" + 7y' + lOy = tet.9y = 54t sin 3t 36. 16y" . y" .6y' + 13y = 25 sin 2t *35. y'(O) = 0.2y' = 2t2. y" . y" . y'" + 6y" . + y' . (a) Find conditions on w so that Yit) = A cos wt + B sin wt. .. can be written in the form 0. y" + 4y = 3te. y'(O) = S y" + y' .14y' .y(O) = O. y" . f(t) = e' cos 2t + I 12. 1 I 0. *57.y'(0) =! y'" + 5y" = 125t. cos t *43.lay'" + 3Sy" . y" *23.St 2 3. y" . y'(O) = 0. . Explain why there are constants C. y" .(t) . yeO) = 0. d~ • (d) Determme the solutlOn of a dj2 + b di = k and fInd limt_ yet). y" . (b) For the value(s) of w obtained in (a). y" + 4y' + 4y = 32t 2 cos 2t 3S.4y' . 67..(t) 0. y" .7y' + 12y = _2t 3e 4t 41. yCO) = .li(t). 46.4y = 3 25.5 . en' 66. without actually solving the equations. f(t) = te 2' sin t + cos 4t + 3t 2 . where a.. y'~ .y(0) = 3.e. 56.4r~ 51. yeO) =~. f(t) = 2te' sin t . T he method of undetermined coefficients can be used to solve fIrstorder nonhomogeneous equations.lJ. y" .2 0.2y' +y= t 2 IS.
6 that the solution to the boundaryvalue problem ~ . we find that y~(t) = t UI(t) sin f + u. we assume that u. fmd conditions ony(O) andY(7T) so CI (d) y(l) = CI cos I + C2 sin I + C31 cos I + C41 sin I + 13 sin I = is Y(I) [ y(4) _ h'" .) Eliminating this expression from y~(t) gives us so that the second derivative is .21y" . particularly when the calculations encountered are symbolically complicated. called variation of parameters. (a) Use the Fundamental Theorem of Calculus to vet. to use in finding them.182 Chapter 4 Higher Order Equations of nonhomogeneous equations. .6y" + 18y' . y"(O) = C . A general solution to the corresponding homogeneous equation y" + ~y = 0 is Yh(t) = CI cos (1/2) + C2 sin (t12). y"(O) = 0. (ii) the solution approaches 0 as x approaches infinity. a" and ao so that a general solution of Q1Y' + GoY = cos t has the indicated form. y'(O) a = I + C4 sin I cos I + C2 sin I + C31 cos I + c41 sin t + i cos t + ~ sin t  =. either find such values (and confirm your results) or explain why no such numbers exist. ify this result. (b) If possible.1 ae. Ifwe consider a differential equation over a certain in. (a) y(l) = cle It + C2e t + C3e' + C4e2t + 10 cos I (b) y(l) = cle t + C2e' + C3 cos icostttsint (e) y(l) = y" + y' . and c. Find a general solution of each equation. find a function f(l) and a value of a so that (i) the solution is periodic. Show that the solution to the initialvalue problem + 80y = cos 21 + 69. Confirm your results graphically.2t +.1 ae' _. we look for functions that satisfY this condition.(t) f + t U2(t) f + uS(t) f· cos cos sin To simplifY the process of finding UI (t) and U2(t). Confirm your results graphically. Graph the solution. and c so that the solution behaves like cos 21 for positive large values of I sin 21? 71. Solve the following initialvalue problems. b. Determine if it is possible to find values of a3. so that Y(I) ~ 0 as I~ 00. 68. (a) y'" .3' + e 2t cos 31 (b) y(4) . if any. Differentiating Yit). (b) Is it possible to choose a.56y = e. b.y" . Because the method of undetermined coefficients or the annihilator method are limited to equations involving these functions. 2Y '" . tme"'.) We find possible choices for UI (t) and U2(t) by substitution of Yp(t) into the nonhomogeneous equationy" + h = sec (t12) + esc (t12). (In other words. tme"tI cos f3t or tme"tI sin f3t.y'(O) = O. 73. y'(O) = 0. that can be used to find a particular solution of other equations such as this one.(t) cos f + uS(t) f sin = 0. which is not a function of terms of the form tm. we try to find a particular solution of the form Xu + 9x = sin (CI) x(O) = 0. (Notice that there should be many choices for U1(t) and U2(t) because we have two unknown functions and only one equation. y'(O) = b. We arrive at the name of the method from this replacement because we vary the parameters CI and C2 by allowing them to be jUnctions of t instead of constants.~y' + 5y = I (b) [y"'(0) = 0. x'(O) = 0 change as c assumes val ue from 0 to 6? 74. terval and are given conditions that must be satisfied at the endpoints of the interval. Confirm your results by graphing a (the) solution that satisfies the conditions.1 e 2t It f(x)e 2t dx 3 0 (as long as the integrals can be evaluated). which is our first restriction on UI(t) and U2(t).1 e' It f(x)e' dx3 3 3 0 .t cos 21 { yeO) = a. the nonhomogeneous function is g (t) = sec (tI2) + esc (t12). . How does the solution to the initialvalue problem { it 2 cos t 183 Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters SecondOrder Equations h For the nonhomogeneous equation y" + = sec (tI2) + esc (tI2). (a) Find conditions on a. of all functions uI(I) and U2(t) that lead to a particular solution to the nonhomogeneous differential equation.2y = f(l) { yeO) 0. where we replace the constants CI and C2 in Yh(t) with the unknown functions UI (t) and U2(t).y(O) = I y(4) 4. (b) If possible.2' + 4e 3t (a) { y"(O) = 1. In each case. the nonhomogeneous differential equation.9y'" 4 sin 21 + 24y"  36y' 70. we need to introduce another method. yeO) = I + Q3yIfI + Q2Y" + 72. and (iii) the solution has no limit as x approaches infinity. discovered by Lagrange. (a) Show that the boundaryvalue problem { Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters (" SecondOrder Equations (" Higher Order Nonhomogeneous Equations (" Green's Function 4Y " + 4y' + 37y = cos 31 yeO) = y(7T) has infinitely many solutions. In the method of variation of parameters. 0 < t < 7T. unique. Consider the initialvalue problem y'" + y" + 4y' + 4y = e. then we call this a bolindaryvalue problem (BVP).7y' + 15y = 12e. a2.
t 42 ) +I 2t + 4 Inlcos tl. Differentiating Yp(t). y" + p(t)y' + q(t)y = f(t). the second by cos (t12). Note that cos (tIZ) > 0 and sin (1/2) > 0 on 0 < x < 7T. ~ .6 . Here. we obtain y~(t) = ul(l)y.(t) and uz(t). and let (Notice that any anti derivative of uz(l) is a possible choice for U2(t). In general. and we obtain them by substituting yp(t) = Ul(t)Yl(t) + U2(t)Y2(t) into the nonhomogeneous differential equation y" + p(t)y' + q(t)y = f(I). 4I Ul (t) cos 2t .(t) cos t + uz(t) sin t = 0 = Cl cos t 1 . the second by sin (tIZ).(t) sin t] Yit) = ul(I)Yl(t) Then. t sm 2t J( sm. and adding the resulting equations yields cos 2I [t sec 2 Uz(t) = + csc is a general solution. to solve the secondorder linear nonhomogeneous differential equation byl 2t a2(I)y" I 2 U2(t) = J (t2 +csc 2t) t =2J ( f dt = 21 + 4 Inlsin tl· assume that a particular solution has a form similar to the general solution by varying the parameters Cl and C2. we have selected the anti derivative with constant of integration equal to zero.• the system by i cos (1/2). t + 2I U2'C) t cos 2' 2I U2'C)t cos 2I = sec 2t dt = cos Ul(t) cos t + u. 2t . (t) cos 2' t + 2IU2 Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters so one possibility for Ul(t) is (t2 + csc 2t) . we substitute Yp(t) into the nonhomogeneous equation y" + ~y = sec (tI2) + csc (tI2) to obtain Yp"+ I 4 Yp = 4I + t () t Ul t cos 2  uz(t) cos t + . 2t _ 2I Ul'C)t sm 'C) . . and add the equations that resu1~. so the absolute value signs can be eliminated from the arguments of the natural logarithm functions. if we multiply the first equation in . Then by variation ofparameters. cosI ) I + sin + al(t)y' + ao(t)y = where Yh(t) = C1Yl(t) + C2Y2(t) is a general solution of the corresponding homogeneous equation a2(t)y" + al(t)y' + ao(t)y = 0. I(I sm"2 sec 2 + csc 2I) ul(t) = I 2 g(I). . we have a second restric_ tion on Ul (t) and U2(t). Again. we assume ~' that the constant of integration is zero.2I Ul'()t sm t sm 2t . 2t + 2I U2'C) t t l 2I Ul'C)t sm t cos 2 = sec 2 + csc 2 that we solve for the two functions u.184 Chapter 4 Higher Order Equations Yp"( t) = 4. because Yp(t) satisfies the nonhomogeneous equation.4I U2 ().(I) which can be simplified to + Uj(t)Yl(t) + U2(t)YZ(t) + u2(t)Y2(t). we first divide the equation by a2(t) to rewrite it in the form so that one choice for U2(t) is obtained through integration to be cos t sec 2 + C2 sin t + cos t[21 + 4lnlcos tl + sin t[2t + 41nlsin tl] . 2 I sec sm Next. We need two equations to determine the two unknown functions Ul(t) and U2(t). t Ul t sm 2 2I t[  + dt = 2 I 2 4I U2 (). Multiplying the first equation sin (t12).) Similarly. 2t 2I Ul'C)t sm 185 + csc + U2(t)Yz(t) = cos t[ 21 + 4 Inlcos tl] + sin I 2' t[2t + 4 InlSin tlJ is a particular solution of y" + ±Y = sec (t/2) + csc (t12) and This gives us the system of two equations Y = Yh(t) + Yp(t) u. Yp(t) = Ul (t)Yl (I) + U2(t)Y2(t).
"" stated in Section 4. the second derivative is y. Yz(t)} represents a fundamental set of solutions of the corresponding homogeneous equation. e Z' dt e'(e' In t) J e Z' = J J dt = tin t dl 1 z 1 ="4 t "2 t Z In t In I dl = t In I .(t) + uz(t)yz(t) = f(t)' ..2y' e' In I. + czle.1 that W(S) 0 if the functions Yt (t) and Y2(t) in the set S are lin. W(S) O. The functions UI (t) and U2(t) are then found through integration. (t) Yz(t)) (ul(t)) y. these formulas can be found with elimination as we did in solving y" + iy = sec (1/2) + csc (t/2) at the beginning of the section. our second equation for determining UI(t) and uz(t) is u. W(S). Therefore." early independent.(t) + uz(t)yz(t) = u. Notice that this assumption is made to eliminate the derivatives of UI (t) and uz(t) from this expression for y ~(t). cle . matrix. so we have the system u. Hence.(t) + uz(t)yz(t) = f(t). or a computer algebra system.'. Y2(t)}.(t) + q(t)YI(t)] uI(t)[y]'(t) ® + U2(t)[y~(t) + p(t)y z(t) + q(t)Y2(t)] + u. A general solution of y" + p(t)y' + q(t)y = f(l) is given by y = Yh(t) + p(t)y~ + q(t)yp = f(t) then yields @ + p(t)y."4 3 t 2 e. Therefore. a table of integrals. algebra.+"2 . " Notice that this determinant is the Wronskian of the set S = {YI(t).(t)y.' Wi(S) I0 + p(t)y' + q(t)y = f(t): CD + uz(t)yzCt) = o."(t) = _ Yz(t)f(l) .(t)Y1(t) + uz(t)yz(t) = O. (t)YI (t) Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters Summary of Variation of Parameters for SecondOrder Equations Given the secondorder equation y" Find a general solution Yh(t) = ClYI (t) + czyz(t) and fundamental set of solutions S = {Yl (I). = eZ'. (t)YI (t) + uz(t)yzCt) = 0 { uj(t)y. which shu_ plifies the process for finding Ul (t) and uz(t). which is assumed to have the form yp(t) = UI(t)Y1(t) yp(t) = YI(t}f(I) W(S) . Therefore. Then a particular solution. + u..(t) I yz(t) *o. S = {e'.1)2 = 0 so Yh(t) = CI e' + C2 te' and ~ (0) In Imear . I = eZ' + teZ'  le z .6 with the assumption that u.(t)y. I> O. A particular solution of y" + p(t)y' + q(t)y = f(t) is given by yit) = UI(t)YI(t) +U2(t)Y2(1). ~.(t)y. we learn that this system has a unique solution if and only if Iy~((t) Y I t) y. (t) + uz(t)y2(t) = f(t) because YI(t) andYz(t) are solutions of the corresponding homogeneous equation. * yz(t) A(t) + yp(t).orm as h· h· wntten W IC IS In (YI(t) y. + p(t)y' + q(t)y = ® Integrate to obtain UI(t) and uz(t). this system has a unique solution that can be found by Cramer's rule to be "* u. the first equation satisfied by UI(t) and uz(t) is u.'. te' e' + te' and is IYI(t) y.(t) = W(S) and = Ie' e' Through the use of integration by parts. t> 0 .(t) = Ul(t)y]'(t) 187 (+ + 2 t  Z I In I) e' + UZ(t)Y2(t).2r + I = (r .186 Chapter 4 Higher Order Equations 4. We . = :1 Solution The corresponding homogeneous equation has the characteristic equation r2 . Therefore. @ Let Ut(t)  Substitution into y" y.. te'}. .(t) = f(t) I yz(t}f(t) W(S) UI(t) uz(t) = 0 f(t) W(S) I J te'(e' In t) U2(t) = Note: If you are not familiar with Cramer's rule.(t) + u2(tM(t) + uz(t)yz(t).Ct)y.(t) u. Because S = {Yl (t).t. With our simplified expression for y ~(t). "E'. +Y Solve y" . we compute f(t). + (I In I  t)le' = + IZe' In t  i 2 t e'. _ Y1 (t)f(t) W(S) and U2(t) W(S) . a general solution is yet) = Yh(t) + yit) = 1 l2 e 'Ini . . Y2(t)} of the corresponding homogeneous equation y" + p(t)y' + q(t)y = o.
. If A '" 2.4) 1 and. so Yh(t) = CI cos 2t + C2 sin 21 () J : ' 2t d t = . = = = A fundamental set of solutions of the corresponding homogeneous equation is S = {cos At. "f'"I. does the boundaryvalue problem + A2y = sin 2t have (a) one solution.. cos 21  t UI(t) = sin((2 . .A) sin((2 2. f'lrute . sin 21}. and (e) m .(I) h(l) sin 21 I 2 cos 21 = 2. 2 sin 4t .6 Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters We then evaluate yeO) = CI C2 = 5/8.J Solution The characteristic equation of the corresponding homogeneous equa. and (b) yeO) = 0 and y'(O) = 1. tion has the complex conjugate roots r = :':2i. 1y yeO) = O. If A".' . we should not expect a particular solution of the same form as that obtained through variation of parameters unless we simplifY the original functions u I(I) and U2(t) obtained through integration. 4) 1 2 .1 1 cos 2t Figure 4.)1) . c."8 cos 2t· sm 2t i t cos 21 + .A) cos((2 2A(A2 _ 4) 2 _ cos 2t if A = 2 8 ' so a general solution of the nonhomogeneous equation is + A)t) . .t cos 2t for various .1sm 16 and U2(t) = J± cos 21 sin 21 dt = t In the following example. :.2 . we obtain UI I = '.: 7T. Simplifying and using the identity sin 41 = 2 sin 2t cos 2t leads to the particular so. differ from those of initialvalue problems in that there may be no solution or more than one solution.(.1I . ditions (a) yeO) = 0 and y'(O) = 1. thus. if any. By variation of parameters. values of CI and Cz· IdentifY the graph of the solution that satisfies the initial con.114 = 1." y.y(7T) = 0 many solutions? {Y " cos z 2t.12 shows the graph y (I) = CI cos 2t + C2 sin 2t . yeO) = 0. 41 + .A)t) + (2 .1" cos A~sin 2t dl (2 1 + A) cos((2 . Hence.1.1.6 sin 2t cos 2t . Solutions to problems of this type. W(S) = Ic0 s 2: . Note: If we had used the method of undetermined coefficients. ( "4 t + 16 sm t cos 21 . a condition is given at each of the endpoints of the interval 0 :=. Through the use and S = {cos 2t. sin 2t _.4t 'f' = 2 16 .188 Chapter 4 Higher Order Equations 4. To solve the initialvalue problem. 189 i sin 2t  i t cos 2t..1sm2 4 '.: t :=. sin At} with W(s) = A.12 J + 2cz cos 2t  i cos 2t + ± t sin 2t..'. o 'ifi""'·' For what value(s) of A> 0. (b) no solutions. the problems that were solved in the preceding sections by the method of undetermined coefficients can be solved by variation of parameters as well. a general solution is + yp(t) "" CI cos 2t + C2 sin 2t  i and t cos 2t.2 sm 2t of trigonometric identities. 1 1 . = 0 and yet) = Solve the initialvalue problem y" + 4y tion of parameters. y'(O) = 1 using varia.(2 . Thus. so the solution is Of course.1. . called boundary value problems. * Figure 4. we compute y'(t) = 2cI sin 2t + A) = 4 yet) = Yh(t) sin A~ sin 2t dt (2 cos 2 2t . = 0 and y'(O) = 2C2 . uz(t) = f + A)t) . lution : 1 Solution y . (Why?) = sin 2t.
. Therefore. if we are given the nonhomogeneous equatIOn "* ger.. Y2(t)..·. if A = 2.\ is not an integer. Cl = 0.' A general solution of t y" + ty' = 0. Solve the non In this case.13 Cl = '+ C2 SID " 1l7T = A'TT .(t)Aml)(t) + .. if A 2 is an integer. = 0... S = {Yl (t). + un(t)Yn(t) yp(t) = UI(t)Yl(t) is a particular solution of the nonhomogeneous equation. I'i·.. . proVl'de d th at " IS not an mte. then y~n)(t) = (Ul(t)y~)(t) + u2(t)An)(t) + . if A = 2. n ...(t)y\nI)(t) nI) + u. because sin A1T = 0 if A is an integer. . However. we obtain + U2(t)Y2(t) sin At + _2_1. = get) and a fundamental set of solutions {YI (t).I. and a 0 . In t}. and if I~/:I + uj(t)y\ml)(t) = III. I.. Yn(t)} of the associated homogeneous equation /n)(t) + an_I(t)/nI)(t) + . using integration by parts.. t> 2 t . so W(S) = I~ UI (t)y\m)(t) + u2(t)Am)(I) + . the boundaryvalue problem has no solution if A = 2.. 2 2 t)(t ) = ' problem does not have a solution if A = 2..' 1T14 = 0 does nothave a solution (why?). if A Sin A1T= 0 "* 2 so Yit) = Ul(t)Yl(t) and y(t) = Yh(t) y Cl = 0 _ . . U2(t).. the solution to the system { Cl cos 2 = (I)(t In t general solution to the nonhomogeneous equation is .. 1\ "* "* + Yit) = Cl + C2 In t + "2I t 2. . t> 0 is Yh(t) = homogeneous equation t 2y" + ty' = 2t2. Higher Order Nonhomogeneous Equations inlet) + a n_l(t)/nl)(t) + . .. unCt) + U2(t)Y2(t) + . then any value of C2 is a solution to this system. Thus. + al(t)y'(t) + ao(t)y(t) we generalize the method for secondorder equations to find such that I Solution t Higher order nonhomogeneous linear equations can be solved through v~riation of parameters as well. so the boundaryvalue 3 Figure 4. so there are infinitely many solutions to the boundaryvalue problem if A 2 is an integer. Doing this..4 Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters Ul(t)=J ln t(2) dt=2Jtlntdt=t 2 Int+tt l "* 2 t cos 2t. Ul (t). 2 and Applying the boundary conditions yields the system of equations {Cl cos A1T+ C2 . But.190 Chapter 4 4. 2. if A A . { Cl "4= 0 The system { Cl + U2(t)Y2(t) = 0.. n .. Y2(t)} = {I. + Un(t)y~)(t)! + (u. + u.. Recall that we divided the secondorder equation a2(t)y" + al(t)y' + ao(t)y = get) by the coefficient function of y" to place it in the form y" + p(t)y' + q(t)y = f(t) before deriving the formulas for Ul(t) and U2(t). no solution if . Cl 00 IS + t 2 t ) + (In = 0 and C2 = 0. + un(t)y~ (t»). and infinitely many solutions if A 2 is an integer (see Figure 4. t> O. we have y" y~m)(t) = + y' = 2.1. .. .sin 2t. If then Cl + C2 In t.13).6 Higher Order Equations y(t) = Cl cos At I Cl = + C2 cos At + Cl cos 2t sin At + Ul(t)Yl(t) C2 + C2 sin 2t  t 191 so f(t) = 2...'.(t)yrI)(t) + . . . + u~(t)y~mI)(t) = 0 for m = I. In general. + un(t)y~m)(t) for m = 0. + al(t)y'(t) + ao(t)y(t) An advantage that the method of variation of parameters has over the method of undetermined coefficients is that nonhomogeneous equations with nonconstant coefficients can be considered. 2.
._ . .I Using this with Cramer's rule.'C. Then. Yn(t)) u· t  u..Zt cos t 4e... = 2" cos t.3t cos t 1 Ze. ~' ~:~..:1(t. A general solution is 3 = cos Ze Yp(l) = ul(t)y.(t) y~(t) y\n~l)(t) yr1)(t) y~~l)Ct) yit) ) IL. where Yh(t) is a general solu· tion of the corresponding homogeneous equation.. Because is a particular solution of the nonhomogeneous equation.:.I + C3ezl and a fundamental set of solutions is S = {l.14 : ) Solution You should verify that a general solution of the corresponding homo· geneous equation iSYh(t) = CI + cze.::.CYt(t). e' e. e'. :.:._.g..= =~ Ij. ::.(t) = I + Yit) = Cl 3 t+ 1 . u. l~ WCs) = e e.2t cos I t =~3:='~ = e cos Ze 31 and '( ) _ . Therefore..(t)yz(t) + . Z. . . Let Wm(yl(t).. = ~ etc cos t + sin I).. u.(t).o.2 ... by Cramer's rule. we find through substitution into this equation and simplification that yit) = l'o cos I + Yo sin t is a particular solution of the nonhomogeneous equation. .(I) = 4e 21 u3(t) Following a method similar to that of a secondorder differential equation.:z(t... Solve y'" 1~ 1 for i = I. we have ( Yl (t) yj(t) Yz(t) y.Zl )(Uj(t)) u. u~(t) using Cramer's rule.:yn::. . 1 0 o o get) 0 e 2t _Ze. (t) Yo e 2t (Z cos I + sin t).3 . yit)) denote the determinant of the matrix obtained by replacing the mth column of ..::. and W(yl(t). + u~(t)y~(t) = 0 Uj(t)Yl(t) uj(t)yj(t) 1 y\nl)(t)uj(t) + y~I)(t)u2(t/+ . and .Y::.(t=)) . so Yit) = UI Ct)YI Ct) + uz(t)yz(t) + '" + un(t)yil) + 3y" + Zy' I.!. uj (I) = .37t'by the column ( 1). and U3(1) = + U2(t)Y2(t) + U3(t)Y3(1)..(t) + . e' cos I Ze 31 sin t. U2(t) 1 = 2"e 21 cos t....t Integration then gives us u. 'W(yl(t).(t)y..14 shows the graph of y(l) = YhCt) C3' IdentifY the graph of yp(t).(I) \ l'f'"I._ /  y(l) = YhCt) t.... + y~l)(t)u~(t) . yz(t). we obtain the system of n equations + u. .Ct) = J g(t)W.. . 193 (0 ) 0 .3. . Yn(t)) Ze. + yit) for various values of c" Cz. . ...& Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters zl eZe... + u~(t)Yn(t) = 0 + u. COS t where = get) which can be solved for uj (t). + C3 e 21 To cos To sm .r e.... A general solution ofthe nonhomogeneous equation is given by y(t) = Yh(t) + yp(t).zl }.Y. YZ(t)..) ) _...). " 2 ___ . yz(t). Figure 4... we must solve the system Figure 4. h(I)._Ze.'.192 Chapter 4 Higher Order Equations 4. t + C2 e ....:ul _e. e 0 0 t cos I = 'Ze.Ct..W.... n. Yn(t)) U3(1) <ix. e. .'.o.'..:.
6y' + 37y = + 34y = 14. y" 26. y.(I) = t. y'(O) = 0. y'(O) = 0 for (a) f(l) = 1.. In this case. Use a Green's function to solve y" . y. y'(O) = 0. y" . we write the solution of this equation as y(l) = ". (d) f(l) = cos t.y. yeO) = 0.y" I> 0 + 6y' + 9y = e" In 1. yeO) = 0.4ty' . (b) the method of variation of parameters.(t)y' ~ ao(l)y . y" + 5y' + 6y = 3 ./4) = \12. the lead coefficient must be I. (t) and yit) be two linearly independent solu· tions of the secondorder homogeneous linear differential equation *35. sint cos 2 t a2(I)y" t' 36. x) = 2 . y" + 4y = sin I. y" .sin 4t.6 Higher Order Equations . W(S) x. (ii) exactly . EXERCISES 4. y".3t + ~ I> 0 t ' In Exercises 3945. use variation of parameters to solve t 2y" + 3ty' + Y = In I.6y = 0. (fif(t) = e2t cos I. the solution is t sin 2(1 . yeO) = y'(O)=o 4t 16y=_e_ 1>0 t4 ' le + p(I)Y' + q(t)y = O. and 12y = cos t .t Yz(t)y. Given that y = c. y'(O) = 0 for (a) w = 3.(t)y.Yo. Therefore.1.t csc 7t y" + 6y' + 25y = e3t(sec 4t + esc 41) y" .!! 13' 13 :S I:S I (t) J. (b) Find conditions on a and b.6y' + 18y = _e't sin 3t.8y' + 17 = e 4t sec t 39. y' (0) = O.x) . y" + 4y' + 20y = 21e. Based on the Method of Variation of Parameters. *27.16y eSt 43.(t)y. y" . y"(O) = 0 fy" + ~.) I> 0 I' sin 21 cos 2x . y" .(t)Y2ex) t. y" *3. *11.lOy' • + 2t t2 . y" + 4y 34.lOy' + 25y = e 5t In 21 y" . so and v is the solution of = sec 2t *7. (e)f(l) = e. y'" . 10. (c) w = 2.t 2 . y (to) = Yo can be written as Y(I) = U(I) lutlOn of + V(I) where U is the SD is called the Green's function. Recall that the Method of Variation of Parameters is based on the two equations Y(I) = u.(t)u' ~ aoCt)u .4y' + I3y = 8e 2t cos 31 2. If we use the solution in Exercise 51 to solve y" + k 2y = sin wi. what value of w leads to the behavior seen in Exercise 50 (d)? 2 *53. y" .24y = e.(x) . solve each differential equation using vari atIon of parameters. y" 8. (c) f(l) = e2t. (d) w = 2. y" . The function _1 47.(t) + ".x W(S) J.. ~ dx. Given that y = c. 1.(lo) = 0 and W(S) U2(tO) = O. y" . and Yz as a function of x. u (to) Yo 4t "+ I t t ' Y " 4 y =sec"2+ csc "2 32. cos 2t + C2 sin 2t. y" = 2.6 I~ Exercises 138. I> 0 2t *23. solve the initialvalue problem. *41. 6r 12. 3 24.t y.9y = __I _ I + e3t + a. y" .2t y" .2t cos I.2y" = . Show that y (to) = y' (to) = 0. y'" 6. y'(O) = O.(x) . t> 0.. W(S) dx and "2(1) = t. Given that y = c. y" *31 + 16y = 2 cos 41 + 4y' + 4y = e.J.(I)Y2ex) f( )dx t.4y' + 4y = e 2t tan' t .cos 2t sin 2x f(x) dx = o 2 sin 2(t .4y' + 4y =!!. y" . (b) f(t) = e'. Which method is more easily applied? " + 3y' + 2y = cos(e t ) y" + 4y' + 4y = e .2tv'l""=7.(t) .(t) + u2(I)Y2(1).t. y" . v' (10) = 0 . yeO) 71"/2 < t < 71"12 40. I yet) = What is a general solution of a2(I)y" + a.. y"+ 8y' ' Y2 satisfy y" 161 = 7'Y(0) = O. 46. y'(O) = 0. I> 0. Show that the solution of the initialvalue problem 1 :S t:S I + U2(t)Y2(1) = J. Green's Functions Suppose that we are trying to solve the initialvalue problem y" + p(t)y' + q(t)y = f(I).5. Therefore. 57. use variation of parameters to solve 12y" + ty' + 4y = t. so thaty(t) has (i) no local minima or maxima. + 9y = t csc t.6y = 2 In I.= 0 { u(lo) . y" + 8y' + 16y = = 2sinl 4.13y' IVP. use variation of parameters to solve t 2y" .2y' + 26y = et(sec 51 + esc 5t) + 4y' 9. v" + a.y = 2 sinh 1 22. ' y. Use a Green's function to solve y" yeO) = O.Q. Show that u. y(".3" sm 21. Consider the initialvalue problem dx and u2(1) = u.4y = f(I). so that the so· 4y" + 4y' + Y = e'12 { yeO) = a. sm 3t t> 0 t2 .2t cos 31 yeO) = + 6y' + 9y =.(I)y' + ao(l)y = g (t)? (Hint: In order to apply the formulas of variation of parameters.y. "W(S) 6' G( = 31 2. Use the Green's function obtained above to solve y" + 4y = sin wt. y" . y" + 12y' 13. (a) Show that regardless of the choices of a and b. G(I.y'(O) = b . = *19.t' + C2t' In I is a general solu· tion to t 2y" + 3ty' + Y = 0. y':' .7y' + lOy = e't 30. 29. What happens to the solution as w > 2? 51.lOy' . I.(x)f(x) ".2t 33. I> O. y" = 1+12 195 lution obtained with the Green's function satisfies the d' + ~. the limit as I > IX) of every solution is O. y(lo) = 0.194 Chapter 4 4. + 3y" . t> O. y" . to this IVP? + Thus.(x)f(x) dx J. the IVP.t Y2(x)f(x) dx y. y'" . Y'(71"/4) = 0 42 . (t) J.Y"'3Y"+3y'y=£ t>O 38. where Y2(x)f(x) J. divide by a2(t) and apply the variation of parameters formula.(I)y.(I) = t.t 6 + c21' is a general solution to t 2y" . _l. y'" .x) sin 2(1 .1> 0 25.k y = f(t).y'(O) = O. 54. y(l) = ".(I)y. I. yeO) = 0. ifpossible. 5. sin (2 In t) + C2 cos (2 In t) is a general solution to t 2y" + ty' + 4y = 0. + k 2y = f(t).(I)y' + ao(t)y = O. I> O. For o y (t) = 48.2y' + Y = e tv'l""=7. yeO) = 23150 y'(O) = 27/25 ' 17.(t)y. y'(O) = I. y" + +Y = _e. 28.25y = _ I _ I  J. yeO) = 0. ' Y2(x)f(x) W(S) 49.12y' + 37y = e 6t sec t 16.Yo. What type offunctionf(t) (if any) yields a periodic solution 55.2y' +Y 21.Ily' + 30y = e 4t 37. yeO) = 0. y"'+y' = sec 2t e Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters indicate that *56.4ty' . I > 0. I 50. y" + Y = tan t. we can solve the nonhomogeneous problem using an integral involving the functionf(I)..= f(l) LY(lo) . y'(to) = O. y" . (b) w = 2. Solve y" + 4y' + 3y = 65 cos 2t by (a) the method of undetermined coefficients. Here W(S) represents the Wronskian of y.y'(O) = 0 18. 44. y " .(t)v' + ao(t)v = f(t) { veto) = 0. e 't tan 5t St + 34y = e . Use the solution obtained in Exercise 53 to solve the IVP y" . *15. y" *45. Let y.x) 2 fex) dx.(t) and y'(I) = u..2y' y'(O) = = £t' I > 0 20. 52.(x)f(x) d. Y2" W(S) X ) = Yz(t)y. yeO) = 0. Suppose that we wish to solve y" + 4y = f(I)..(t) = c.t y. I y" . 0 2 sm x dx = 3" sm t .(t) + u2(l)Y2(1).I + 16y = csc 4t + 16y = cot 41 y" + 2y' + 50y = e. 58. yeO) = 0.4y" .
(a) Solve412y" sin 2t dt + an_IXnly<nl) + . Boyer. particularly when the coeff' I' erten la equallon is a fonnidable if not impossible IC en s are not constants Howe bl . find a and b so that y(l) has local extrema If I = 1 and I = 3. (e) Under what condItions.2] . Therefore. Generally. Substitution of y = x' with derivatives y' = rx. 5]. the order of each derivative in the equation equals the power of x in the corresponding coefficient. do infinitely many solutions satIsfY the boundary conditions y (7T) = y' (21T) = O? 0 are contin into this ODE yields + (161 2 . * sin 2x dx (d) If possible. One solution of ty" + 2y' + ty = + 2y' + ty = 0 is y = ~ I Here.!.2 Umqueness theorem? Explain.. theorem? ExplalD. two solutions of this equation are X2l3 and X. We assume that x > 0 because we are guaran . We begin by conside' d'ff<' . Support your conclusion with several randomly generated values of 10 and 11' 2 e 2'[y d dl y2 . . odic?.I) = 0.. 197 CauchyEuler Equations 4. a2. Factoring gives us (3r .4ty' + (t 2 + 6)y = 13 + 2t (b) ~I~d the solutions. Solve the equation y" + an_IXnly<nl) + . 496. so the roots are rl = 2/3 and r2 = I.2xy' + 2y = 0.I)x' . If any. .th~t iff(t) is constant.li1T.y'(O) = 2 is + 4y = f(t) IS pen odIc and find its period. find a and b so that yet) has exactly one local extremwn at t = 3. that satISfY the mltlal conditions y (0) = y' (0) = O.I) 16~312 (b) Find the solutions. (e) Find the solutions. (a) Solve 12y" . Graph y(l) on the 0 . y'(O) = 2' (e) Is it possible to determine a and b so that y(l) has (b) Show.. ver.8 CauchyEuler Equation (e) If f(l) is periodic.l] + 2x' = 0 ". if we obtain a repeated root or complex conjugate roots. 3r(r . we can solve the equation for x < 0. additional work is required to detennine a general solution (see Exercises 4345). I ar 0 ose scussed nng I erenllal equatIOns of the fonn ::n We are seeking a nontrivial solution. 60.71 CauchyEuler Equations (' SecondOrder CauchyEuler Equations (' N h Equations (' Higher Order CauchyEuler Equa~:n~mogeneous CauchyEuler In previous sections we solved r d ' ff< ."21 cos (2t) ]'0 f(t) f(t) cos 21 dt A CauchyEuler differential equation is an equation of the fonn anxny<n) SecondOrder CauchyEuler Equations Consider the secondorder homogeneous CauchyEuler equation 3x 2y" .5r + 2)x' = O. . p.l and y" = r(r . (Notice that in CauchyEuler equations.2x[rx.1) . if any.2)(r . that satisfY the initi~ condltlOnsy(O) = 0 :mdy'(O) = I. to (b) Find the soluti satisfies the initial conditions y( 1T) = I y (7T) = . we are a e to solve certain equations with variable c ff" di oe IClents usmg techniques sim'l t th previously. Graph the solutIOn for various values of the constants. . so a general solu2/3 tion is y = CIX + C2 X • This approach works nicely if the roots of the quadratic equation are real and distinct. 63.(d dtY)2J  21(1 + t)y2 = 0 ~y making the substitution y = e"U).. x > O. A History of Malhematics. the resulting solution f local extrema if I = to and I = t I (I0 *. (b) .I 1 b0 th arb ? Itrary). an are constants. Therefore. 62. . and y(l) = sin (2t) (iii) two distinct local minima and m=:: (e) If possible.5r + 2 = O. (d) Does the re~ult found m (e) contradict the Existence and . Conf'mn your result WIth a graph. O~e s. if any. : (a) VerifY this result by using the Fundamental Theorem of Calculus to show that oun ary conditi~ns y(1T) = y(37T/2) = O. solving task. aj.1)X. O 59.) Euler observed that equations of this type are reduced to linear equations with constant coefficients with the substitution x = e'. sin(2t) ]' f(x) cos 2x dx 2 0 is the solution to [YeO) = 0. 6]. However. aj. a2. Princeton University Press (1985). that satiSfY. is the resulting solution .4ty' + (12 + 6)y = 0 is y = t co~ I.1 + 2x' = 0 [3r(r .. if any. + aIX)" + aoy = g(x).) Suppose that a solution of this differential equation is of the fonny = x' for some constant(s) r. an are constants.l)y = 0 is + 4ty' + (161 2 . (e) Does the result found ID (b) contradIct the Existence and Uniqueness ~at t sin(2l) r Definition 4. called CauchyEuler equations.' ~ y' + ~ y = JX 3x uouS. we refer back to Euler's idea by using the substitution * Carl B.2r + 2]x' = 0 (3r2 .7 3x2[r(r .196 Chapter 4 Higher Order Equations one local mInlmwn or local max' . ..~ teed solutions where the coefficient functions in y"  (as long as the integrals can be evaluated). confirm your result with a graph. Graph yet) on the mterval [0. the solution y is a function of x. pen (a) Solve ty" [YeO) = O.. A s m . where ao. anxny<n) + .(sm21)/Vt. (Similarly. *61. where ao. These two functions are linearly independent because they are not constant multiples of one another. arbitrary :~ar ~. ~renllal equations with constant coefficients. + aIX)" + aoy = g(x).1)x.."21 cos(2t) ]' cos(21) ]' f(x) o mterval [0.2rx' 2 I 4. so we solve the quadratic equation 3r . ~ne solution of 12y" . Show that the solution to the initialvalue problem f y" + 4y = f(t) yet) = sin(2t) + o .olution of 4t 2y" + 4ty' y .
in terms of t. calculate lirnx_o+ (CjX + C2 X In x). x = e' (or t = In x). or The characteristic equation is r2 . Why lS a rzghthand limit necessary? Are the solutions in Figure 4. With 3t y'(t) = 3e (ct cos t + C2 sin t) + e 3t( Cj sin t + C2 cos t). x > O. then t = In I = O. (a) If rl CIX r ! *' rz are real. 2 +y ~§:~ C)J~ What is limx_o+ y(x)?  Theorem 4. = a + f3i. doing t.ng to the ongInal variable. We can transform the initial conditions as well. With the substitution x = e t .2r + I = (r = 0 with repeated root rl =. 0. a general solution is y(x) = Xa(CI cos(f3ln x) + C2 sin(f3 In x)).6r + 10 = 0 with complex conjugate roots r = 4(6 ± v'36 . A general solution of the transformed differential equation is yet) = e 3'(cI cos t + C2 sin t).40) = 3 ± i. (b) If rio r2 are real and rl = rz.his. a general solution of this equation is yet) = clet + c2te t. the charactenstrc equatIon is r2 . There.15.derivat!ves into a secondorder CauchyEuler equation yields a secondorder lInear dIfferential equation with constant coefficients.14 Solving SecondOrder Homogeneous CauchyEuler Equations Consider the secondorder CauchyEuler equation ax 2y" + bxy' + cy = 0. In terms of x. so solutions are of the form y = e't.15 bounded as X~ oo? we find that y'(O) = 3cI + C2 = 0.16.a)r + C = O. the c~ain rule must be used to transform the derivatives with respect to x Into denvatIves WIth respect to t.y'(O) = O.16 dy d(d(+y=O 2 d y dt2  dy 2d( + Y = O. we obtain the equation Y Y ] + lOy = 0 Z[xI2 (dd )] . x 0. In FIgure ~.5 = 0 Figure 4. which is graphed in Figure 4. Il Figure 4. this solution isy(x) = x 3(cos(lnx) .7 x = e t 199 l'f'"I.a) (dy/dt) + cy = O. x The characteristic equation is r2 . so C2 = 3ct = 3. After substituting the appropriate derivatives. . In this case. the initial conditions are yeO) = I and y' (0) = 0. Therefore. If x = e t .a(d2y/dt 2 ) + (b . y'(I) = O..6 d( + lOy = O. In. so the general solution of the transformed differential equation is yet) = e 3'(cI cos t + C2 sin t).6r + 10 = 0 with complex conjugate roots r = 4(6 ± \1'36 . yeO) = CI = I. . 1 ! Solution Substituting the derivatives above.198 Chapter 4 Higher Order Equations CauchyEuler Equations 4.3 sin t). Regardless of the choice of CI and Cz.'. we have y(x) = CtX + C2 X Inx.' 2 Solve x y" . Let rl and r2 be solutions of the equation ar z + (b . we have X2[:2 (~. so + lOy = 0. If x = I as indicated in the two initial conditions. This equation has ~o~stant c~efficients.15.~)J . t = In x. a general solution is y(x) = CIX" (c) If rl = r. Re. and the transformed initialvalue problem is y 2 . f3 0.5xy' : ] Solution I. *' + C2X" In x.5 [I x ddt 2 dt x dt 2y and x Substitution o~ these . a general solution of the CauchyEuler equation is y(x) = + C2 xr2 .xy' dy 7d y .~ . turnl..y(O) = l.3 sin(lnx)).[~ ~J x 2 d y dt 2 dy 1.15 Graphs of the solutions corresponding to various values of CI and C2 are shown in FIgure 4. r2 = 1. Therefore. this equation is transformed into the secondorder differential equation with constant coefficients. we graph the solution for several values of CI and C2' Notice that each functIOn approaches zero as x > 0 + .40) = 3 ± i. y(1) = Solve xZy" .fore.'.'e·".5 2 +y = 0.5 > O. y(t) = e 3t(cos t . Then.. .
x. dt dt 1 2 x fo and A = 1" so Yit) = 1.18.4"x 2" nx _1. which has complex conjugate roots r[.x2+.3/4 and y'(I) = c. + We begin by determining a solution of the homogeneous 2 f 2y" + 4.1 Therefore.'.x ) x I + (1.xy' + l3y = 4 + 3x. th we find t that (1) = c + C2 .mgthatyp(x) . Yh(t) = c. The following two exam_ ples illustrate two different approaches to solving nonhomogeneous CauchyEuler equations: (I) solving the transformed equation with the method of undetermined coeffi_ cients. so the solution to the IVP is 30 40 50 Figure 4_18 This general solution is plottedfor various values of the arbitrary constants CI and C2 in Figure 4.200 Chapter 4 Higher Order Equations 4. and (2) solving the equation in its original form using variation of parameters.I + U2(X)X 2.lnx~ 424 y(x) = Yh(X) + Yp(x) = 5x .0 and (b) y(x) = O. A general solution in the variable Returning to the original variable x = et (or t = In x). which is transformed mto d yldt.I + C2X .dt .4· We graph this function in Figure 4.!.4Be + I3A + I3Be t = IOBe t + I3A = 4 + 3e t. the method of undetermined coefficients should be used only when the equation is transformed to a constant coefficient equation. "ii"I.0 Therefore ' 2y = IOn 0 with . .uI(x)y. we obtain the differential equation 2 2y I (d dY ) I dy t dt2 .4 In x dx = x In x .2. y'(1) = O. On the other hand. The derivatives of this function are (dyJdt)(t) = Be' and (d 2Y/dt 2 )(t) = Bet. 3) 4 + 10 3 et.2C2 + 112. cos 3t + C2 sm t + 13 y(x) = X\CI cos(3 In x) + C2 sin(3 In x» + I~ 3 + 10 x.1/2 x In x. c[ . 9 _2+11 .2C2 + 112 = O} indicates that c[ = 5 and C2 = 9/4.2c2 X 3 + 1I(2x) • Applying the initial .5 fr !oX When solVing nonhomogeneozts CauchyEuler equations.xy' + 2y = 0. Nonhomogeneous CauchyEuler Equations X 201 CauchyEuler Equations Graph of y(x) = 5x.3/~ = 2. the method of variation ofparameters ca~ be used with the original equation in standard form or with the transformed equatzon. 2 4 A general solution is 10 20 t· 5 1. 0.e. h were Y '(x) = CIX 2 . substitution into 2 2 d yldx . Using the method of undetermined coefficients to solve the equation 2 d y dy 2 .= x In x.Ass~. : J Solution After substitution of the appropriate derivatives and functions of t.x and U2(X) =  = uI(x)y[(x) + U2(X)Y2(X) = (x In x = f .2..5 x y(x) = Yh(X) + yix ) = c[x [ + C2 X 2 I In + 2" x _1.4(dyldt) + 13y = 4 + 3e' yields t Be' .3. thus.5\0. u[ (x) = so yp(x) f uz(x) and _x. the methods of variation of parameters and undetermined coefficients can be used to solve nonhomogeneous CauchyEuler equations. Show that the solution that satisfies these initial con In x X 3 = .:. The characteristic equation of the corresponding homogeneous equation is r2 . r + 2) . 4' conditions. 2 Solve x y" .4 + 13y = 4 + 3e t.17..4r + 13 = 0.+ 3(dyldt) + equa x characteristic equation r 2 + 3r + = ( r + 1)( .4 x 2 _ 1. foe'.SOYh(X) = c. :? 2 which in simplified form is d yldt 2 .Inx=lnx Then. Solvmg e sys em {c[ 1C2 .. x 2 2 x In x dx = 114 x .t + C2e2t. Y (t) = e 2'(c. . x > O. we fi~d usmg vanatlOn of parameters With the equationy" + (4Ix)y' + (2Ix2)y = (lnx)lx. y(l) = 2.4(dyldt) + 13y = 4 + 3e t.that 3 4 x..' Solve xV' + 4.".4 .7 (Wo Just as we encountered in nonhomogeneous linear differential equations with constant coefficients.3x ~ dt + 13y = 4 + 3e . The solution becomes unbounded as x > 0+.'1. we have Figure 4_17 co~espondingo Solution u\(x) = we assume that the particular solution is Yit) = A + Bet. IdentifY the graph of the solution that satisfies the initial conditions y(I) = 2 and y'(1) = O..(x) + U2(x)YzCX) = UI(X)X. :j .xy' + 2y = In x. . Inx _1. B = t is given by m ditions is given by y(x) = x 2 cos(3 In x) sin(3 In x» + + and then approximate the first value ofx greater than 10for whzch (a) y (x) . .2 = 2 :t 3i and general solution Yh(t) = e 2t (c[ cos 3t + C2 sin 3t). l'i'd'.2 x 2Inx)x2 1.
9x 2y" . { yell = O... x 2y" . x'(ln x)'.17y = 0 38. {y(1) = 0._ and r3 = 6.a)(dyldt) + cy = O. pendent solutions that correspond to r are x'. Solve x 3y'" + xy' 12. { y(l) = 2. {y(l) = O. x' In x.. x y" 10. If a root r of the auxiliary equation is repeated m times. a general solution is y = CIX + C. 44. One solution to this equation is x. Figure 4.8xy' 4. 39. Hence.Ii.y'(I) = 0 + 4y = 0 In Exercises 2130.a)/Za). y"(l) = 0 x3y m .9xy' + lOy = 0 7. Therefore. *29. we must solve (2r 3 . Substitution into the differential equation and simplification yields (2r 3 .lOr' . x 2y" 17.5xy' + xy' + xy' x 2y" + 2xy' . . we substitute y = x' into the equation. cause in the transformed variable I. x > O. *27. 4x 2y" . > O. find a general solution of the Cauchy·Euler "". x 2y" . y'(1) = 1. 3X'y" . Ie".4xy' + 4y = 0 x 3y'" + 4x 2y" + 6xy' + 4y = 0 *19.l. x 3y'" 30. y" = r(r . !'ii. {y(l) = 2. {yell = 5. y'(1) = I + 5y = 0 + 2y = 0 + 8y = 0 + 7y = 0 *3. and a general solution is y = CI + C2X1 + C3x6. I'le".y'(I) = Z *9.3 + 70xy' + 80y = In Exercises 3142.7 In Exercises 120. 3x 2y" . 18.4x 2y" .  EXERCISES 4. x 2y" 24. for r.3..lOr' .5y = 0 *37. stant coefficients. solve the initialvalue problem.y"(I) = 1 x3y m + 15x 2y" + 54xy' + 42y = 0 36. 2x 2y" .y'(I) =1 9X 2y " + 27xy' + lOy = 42.202 Chapter 4 Higher Order Equations 4.2 + 4y = x. I'e". x 2y" + 5xy' 22. {yell = 0. {y(l) = 1.y'(l) = 1 XI 43.Y = 0.4xy' + 2y = 0 31. : ] Solution As in Example 5.I)x''. solve the nonhomogeneous CauchyEuler equation. 19). 4) ify satisfies the boundary conditions y(I) = y(4) = 0 (see Figure 4.1 = (r . *15. y = C1X r1 + C2xr2 is a general solution. (e) Use reduction of order to show that a second solution to this equation is x' In x. y"(1) = 0 0 2x'y" + 3xy' . 2x 2y" . a second is x In x. x 4y(4) + 9x 3y''' + llx 2y" .2xy' + 20y = 0 8.4x'y" . y"(1) = 0 x3y m . y'(I) = 0."'" equation. x 2y" 25.4xy' x 3y '" + 10x2y" .7xy' + 7y = 0 32. {y(l) = 1.y'(1) = 1.20xy' = 0. where rl and r2 are real and unequal.6x 2y" + 17xy' . This gives us 3 2 x'(r .20xy' = o equation that satisfy the boundary conditions yell = y(4) = 0 x 2y " + xy' + 2y = 0 34.2 21. Calculate the Wronskian of these two solutions to show that they are linearly independent. 26.16y = In x x 2y" + xy' + 4y = 8 x'y" + xy' + 36y = x' *23. . 203 CauchyEuler Equations X 13 4X"y" + Y = x' *41.7 Higher Order CauchyEuler Equations Solutions of higher order homogeneous CauchyEuler equations are determined in the same manner as solutions of higher order homogeneous differential equations with COn.4xy' In this case. 14. and y'" = r(r . and a third is x(ln x)'. x'(ln x)ml be. we have the deriva. 2.20xy' + 20y = 0 35. {y(1) = O. . the solutions are e". + 4y = x.'. if we assume that y = x' for x > 0.&y' Solve 2x 3y'" .2y = 0 20.3r' + 3r . 2x 2y" . rl = 0.6) = 0 : J Solution . then this root is r = ((b .1) = 0. (b) Show that if the characteristic equation for a transformed CauchyEuler equation has a related root.46xy' + 100y = 0 x 3y'" + 2x'y" .2)X.5 + 9y = x 3 + Y = x. { y(l) = 2. . Suppose that a secondorder CauchyEuler equation has solutions x'" and xr'2.. (d) Calculate the Wronskian of x' and x' In x to . Because x' '" 0. 28. x x 2y " +xy' + 4y = 0 *33.I2r) = r(2r + 2)(r . y'(I) = 2 x 2y " + 4xy' + 2y = In x 40. (a) Show that the transformed equation for ~e CauchyEuler equation ax 2y" + bxy' + cy = 0 IS a(d 2yldt') + (b .7xy' 5.'. where r3 .5xy' + lOy = 0 11. {y(l) = l. y'(I) = 0 2 16.X In x + C3X(1n xf.12r)x' = O.I)(r . 2x'y" .2x 2y" + 5xy' . 1. Find and classifY all relative extrema ofy(x) in the interval (1.4x 2y" . x 3y'" + 2xy' . ..19 Several solutions to the 2x 3y 'll . r2 = 1. + 2xy' . so the roots are rl = r2 = r3 = 1. the m linearly inde. x 3y'" + 3x 2y" + 16x'y" llxy' + 16y = x. 4x 2y" + 17y = 0 13. Y '(1) = 0.6y = 2x x 2y" + xy' .16y = 0 x 2y" + xy' + 4y = 0 x 2y" + xy' + 36y = 0 x'y" + 5xy' + 13y = 0 x 2y" + 2xy' + Y = 0 x 3y'" + 22x2y" + 124xy' + 140y = x 3y'" . Therefore.3r + 3r .y = x.y'(1) = 1 6. tives y' = rx.6y = 0 + xy' .
x > 0 52. In Exercises 5558. x > 0 53.12xy' + 48y = 0 (c) x 4y(4) + 14x 3y'" + 55x 2y" + 65xy' + 15y = 0 4 4 (d) x / ) + 8x 3y'" + 27x 2y" + 35xy' + 45y = 0 4 (e) x y(4) + IOx 3y'" + 27x 2y" + 21xy' + 4y = 0 63. then 3y 1 (d 7' dt 3 2 d y . Hint: x{3.B=2 (b) A = 4. = 2yy" _ (y')2 by differentiating both sides of the equation.a) dt + cy = I( e'). and q(x) = cn(x . we learned that Maclaurin and Taylor polynomials can be used to approximate functions. (b) approach zero as x > co if A > 1 and B> 0.xo. (b) Graph the solution on the interval [0. 00 n. . x 2y" + 4xy' + 2y = 0. Consider the second·order CauchyEuler equation x 2y " + Bxy' + Y = 0. 1. is it possible to find a and b so that both limx+o+ y(x) = 0 and limx_ y(x) = O? Explain.y. = cos(f31n x) + i sin(f31n x). The solution in Example 4 isy(x) = 5x. Determine limx+o+ y(x) as well as if y(x) is bounded as x > 0+ in each case: (a)B= I. = (e 'nx )". and factoring. (ii) B > I. Consider the equation x y" + Axy' + By = 0.gPP X(y')2 + yy' 205 Series Solutions of Ordinary Differential Equations p) dp is a solution of the exact equation ~ Series Solutions of Ordinary Differential Equations .. x y" + xy' + 4y = O. x y'" 54. y) + + C2 In x.y"(I) = 2' SO. (b) Is the Principle of Superposition valid for this nonlinear equation? Explain. (c) Find conditions on a and b so that limx+ooY(x) = O.Y = 0 {y(1) = a. If Xo is not an ordinary point. 0 is an exact secondorder equation.y') = o that satisfies the system is y2/2 = C1 ~(y' _ where p = y' is called an exact secondorder differential equation.y')y" + g(x. (a) Find a general solution of the nonlinear equation /= + 2plxy + p2/::: = gxP + pgyp . Series Solutions About Ordinary Points Consider the equation a2(x)y" + al(x)y' + ao(x)y = 0 and let p(x) = al(x)la2(X) and q(.(x. Solve the equation for each of the following.~ = (9 + 20x ..gy. Gamma Function (' Bessel's Equation In calculus.:) = aO(x)la2(x). This idea can be extended to finding or approximating the solution of a differential equation.3x 2 + 2x 2 In x)/4x 2 • Use I:Hopital's Rule to show that limx+oo y(x) = +co. 66.2.xo) . (b) Show that the different131 2 + bxy' + cy = I(x) is transformed dy + (b . An equation of the form/(x. pIe 3 with undetermined coefficients. where B is a constanl (a) Find limx+ooY(x) wherey(x) is a general solution using the given restriction on B. 2 limx+ooY(x). B = I (e) A 48. X < 0 2 57. (c) are bounded as x> 0+ andx> co if A = I andB> O. p(n)(xo) n we can write p(x) = bn(x . xy'. y. x y" + xy' + Y = x 2 . (a) A = 1. Because a n=O power series can be differentiated term by term. Show that if x = e' and y = y(x). { /xP + p/yp + 2/y .(x)y" + al(x)y' + ao(x)y = 0 is equivalent to y" + p(x)y' + q(x)y = 0. (a) x 3y'" + 16x 2y" + 79xy' + 125y = 0 4 (b) x y(4) + 5x 3y'" . (c)B< I. x 3y'" + 3x 2y" .!:.o+ y(x) and 4. 47. Consider the secondorder CauchyEuler equation stated in Exercise 59.y(I) = O..).2 + ! In x . (iii) B < I. y" Substitution into the equation y" + y' L bn(x n=O xo)" +Y L n=O + p(x)y' + q(x)y = 0 results in cn(x .x2 dt2 . Graph several solutions to confirm your results.y') = 0 (d) If both a and b are not zero. dYand 2 2y dx dt dx x dt '. Then. In Exercises 5053.l~··· 204 Chapter 4 Higher Order Equations show that these two solutions are linearly independent. which is called the standard form of the equation.y(l) = O. 46. tions. (b)B> 1.12x 2y" . Xo is called a singular point. Graph several solutions to confirm your reo suIts.y. (a) Show that the equation + W" = f I(x.3xy' = 8.xo)". Use variation of parameter to solve the nonhomoge. y. (a) Solve the initialvalue problem 6X 2y " + 5xy' ..dt .£x. y. L L 00 where Cn = (nl( ) ~. Suppose the roots ofthe characteristic equation for the transformed CauchyEuler equation are r = '" ± f3i. a. Letx = . d 2y mto a dt 2 61.8] and approximate all local minima and maxima of the solution on this interval. and that a general solution of X(y')2 + yy' + W" = 0 65. (b) Show that ".3 dt2 ~{ = dY ) + 2 dt . n=O If we assume that y is analytic at xo. (b) Determine if the solution is bounded as x > 00 in each case: (i) B = 1. p) = hex. x y" .8 55. we can write y(x) = L an(x  xo)". (a) Show that dy = dy dt =. Note: A function is analytic at Xo if its power series centered at x = Xo has a positive radius of convergence.y'(I) = 2 2 58. equation ax y" . neous differential equation that was solved in Exam. x > 0 (a) approach zero as x > 0+ if A < 1 and B> 0.y'(1) = lO. 3 51. x > 0 . where A and B are constants. B = 2 = I. 49. x > 0. so that two solutions are x a + f3. where b n = . 64. use the substitution in Exercise 49 to solve the following equations. A number Xo is an ordinary point of the differential equation if both p(x) and q(x) are analytic at Xo. y'(1) = b . 45. we can compute the tITst and second . x 3y'" + 3x 2y" + 7xy' + Y = 0. 3 + 3x 2y" + 37xy' = 0. dY ) d y _ I (d dx 2 . 60..1 . andx a {3. Use a computer algebra system to assist in finding a general solution of the following CauchyEuler equa. If Xo is an ordinary point of the differential equation y" + p(x)y' + q(x)y = 0. use the substitution described in Exercise 54 to solve the indicated equation or initialvalue problem.xo)" = O. (b) Find conditions on a and b so that limx+o+ y(x) = O. x < 0 56. Investigate limx.3xy' = 0. x y'" + 3x 2y" . y')y" + g(x...y'(l) = 1 2 59.. n=O n. Series Solutions About Ordinary Points 'Legendre's Equation (' Regular and Irregular Singular Points and the Method of Frobenius . y. x > 0 e'. Use Euler's formula and the Principle of Superposition to show a that x cos(f3lnx) and x a sin(f3lnx) are solutions of the original equation.xy' + Y = O. x > 0. set· ting the result equal to zero. I(x. (a) Solve the initialvalue problem x 3y '" + 9x"y" + 44xy' + 58y = 0 {y(1) = 2. Use the results of Exercise 47 to show that solutions 2 to x y" + Axy' + By = 0. Which method is easier? 62.
'~ I nanx n+I yields nI=1 31 . x 2 .3. Substitution of (n + 1) for n in ~. an + 4(n + l)a n+1 ..I)an~l)xn = O. 10.i.'.262144 x Equating the coefficients of Xo and x to zero yields When the coefficient ofx .20 Comparison of exact and approximate solutions to the initialvalue problem (4 ~ x 2 ) dy/dx + Y = 0 { yeO) = 1 3 128 x + + + ~ 6 65536 x 12767 10 268435456 x + . The graph of the polynomial of degree ten is shown in Figure 4. we substitute x = 0 into the solution obtained in (a)_ Hence.a n)/4(n + 1) for the + 3 2 y 4 l)an+l . Similarly.(n . +Y n n o 6 = 0 and (b) solve the initialvalue : ] Solution (a) Because x = 0 is an ordinary point of the equation.I) for n in ~. we have (4a l 187 . . so we change two of the three to match the third. and 1 + 32aox 187 7 . and give these values in Table 4. we obtain the recurrence relation an+l = ((n .33554432 x The equation (4 . Polynomial Approximation _y ~IX~21/4 x+2 3 128aox 1843 8 8388608 aox + 11 4 31 5 2048 aox . + ao) + (8a2 + al)x + L 4nanxn~1  n=3 5 L nanx n+ + L anx n = O..'~3 4nanxn~1 yields i 1843 8388608 1 3zao 4 n=O Note that the fIT~t terms in these three series involve xc. indices in the series. l)a n+IXn.'MI TABLE 4. and xc. .262144 aox n~2 n 10 Qo Y = ao . Substitution of this function and its derivatives into the equation gives us = f 4n~'nxnl  n=1 i nanx n+ l n=1 + f anx" = 2 O.262144 ao 7 + 3 11 2048 x 4_.8192 aox 4859 9 33554432 aox + + 69 6 65536 aox 12767 10 268435456 aox + .33554432 ao n=2 Now the indices of these three series do not match. We use this formula to determine the values of an for n = 2.... respectively.4aox n=2 After combining the three series.2[1/4 + 2 .'~o a.. +Y 5 8192 x 1843 8 4859 9 8388608 x .206 Chapter 4 Higher Order Equations 4. substitution of (n .x'. 3. is set to zero.2l. We can ap proximate the solution of the problem by taking a finite number of terms of the series solution.. so the series solution of the initialvalue problem is Y= 1 1 4x+ 1 2 32 x 187 7 .l)an~b n 2: 2. Separat ing. and applying the initial condition yields y = [~ ...3 (a) Find a general solution of (4 . (b) When we apply the initial conditiony(O) = 1.(n . ". integrating.8192 Qo 4859 . = 0 is a separable firstorder equation. we have the equation (4a l 9 Therefore. . If we pull off the first two terms in the first and third series.. Notice that the ac . ao = 1.8 207 Series Solutions of Ordinary Differential Equations derivatives of y and substitute back into the equation to calculate the coefficients a Thus. we obtain a power series solution of the equation.. all three series will begin with x 2 • Doing so. n 2: 2..20 along with the solution obtained through separation of variables.l)an~1 .x 2 ) dyldx Figure 4. 1 n=1 4(n + l)an+IXn+I~1 = n+l=3 f n~2 4(n + i (n  l)an~lxn~I+1 = i + ao) + (8az + al)x + L (an + 4(n + 12767 268435456 ao (n  l)an~IXn. we assume that y= ~.x 2 ) dyldx + Y = 0 pro bl em { yeO) = 1 ..x 2 ) dyldx (4 .
which is essential to successful application of the method.x n i + k(k + l)a.I) + 2n .k)(3 + k) 4 . 103107. however.. we have in the first series and simplify + 6a3]X + [n(n . Solution This theorem indicates that a polynomial approximation may not be accurate near singular points of the equation. I).X2)y" .2 as = (3 .k)(6 + k) 7. Then the power series solution y = L:~O a. . Find a general solution of Legendre's equation (1 . a3 = (k . where k is a constant. because the closest singular points to x = 0 are x = ± I.3 a2 . x = 0 is not an ordinary point for every differential equation.l)a nx n. At that time. a n+2(n +2)(n + I) an (n+2)(n+l) m Legendre's Equation Legendre's equation is Using this formula. 5 ·4· 3 .2n n I)]a.4 a3 = 5. "fi"i".k)(5 + k) (4 .:(k + + i + k(k + + 2)(n + l)a n+2 I)al k(k + I)anxn = 0 nO 2na.k)(5 6. which are sin~ points of the differential equation.2  n=4 [2az i + k(k + n(n . Legendre encountered these polynomials while trying to determine the gravitational potential associated with a point mass. * 209 4.4.Xo. The Legendre polynomials.2xy' . 2 (4 . ever. Academic Press (1966). then t = 0 corresponds to x = Xo.3.l)a nx·.2xy' + k(k + l)y = 0.. these are the closest singular points to the ordinary point x = O.2 . How.k)(3 + k)k(k 6. such as Introduction to Ordinary Differ ential Equations by Albert L. Of course.(x . Substitution of this function and its derivatives into the differential equation yields i i n(n . The following theorem explains where a series solution of a differntial equation is valid. we can always make a transformation so that we can use y = L:~O anx n to solve any linear equation.k)(4 + k)(k .I)(k 6 k(k+I)2 6 al = + 2) a). there is a solution of the form y = L:~O anxn. 6 . * Series solutions have been used since the days of Newton.1 _ x 2 Y Because x = 0 is an ordinary point. we find the following coefficients: (I .k)(4 + k) (3 . For example.I) . and suppose that R is the distance from x = Xo to the closest singular point of the equation.R. the equation IS y ." 2x .15 Convergence of a Power Series Solution Let x = Xo be an ordinary point of the differential equation a2(x)y"(x) + al(x)y'(x) + ao(x)Y(x) = 0. named after the French mathematician Adrien Marie Legendre (17521833). Rabenstein.k)(4 + k)(k  7 .8 Series Solutions of Ordinary Differential Equations A proof of this theorem can be found in more advanced texts.2.4.}x = O. t = 0 is an ordinary point of the transformed equation.x 2 )y" . (Why?) The reason for this is discussed in the following theorem. + k(k + 11=2 Equating the coefficients to zero.3. +~ k(k + 1) . Theorem 4. and _ n(n . pp. In standard form.6 as + k)(3 a7 = = (5 . Xo +"R).5.4. solutions of Legendre's equation. were in· troduced by Legendre in his threevolume work Traite des fonctions elliptiques et des integrales euleriennes (18251832).xo)" converges at least on the interval (xo .xn = O. because the series y = L:~o an(x ·xo)" is easier to work with if Xo = 0. we find that k(k + I) a2 = 2ao. if x = Xo is an ordinary point of a linear equation and we make the change of variable t = x . Hence. mathematicians did not concern themselves with such issues as convergence. :.2  n=2 [2a2 + i 2nanx I)al + 6a3]X n(n . a4 = _ (2 .k)(n + k + I) an"'" 2. .k(k + I) = (n .k)(6 + I) ao + 2) al . n=2 + 2) for each occurrence of n {en t + n=2 I)ao]x o + [2al i n n= 1 n=2 After substituting (n ing..k)(3 + k)k(k (2 .208 Chapter 4 Higher Order Equations curacy of the approximation decreases near x = 2 and x = .0 Y. Now we understand why the approximation in Example I breaks down near x = 2 and x = . This solution will converge at least on the interval ( I.2.3.I)anx'  n=2 + f. 2 + 1) ao I)(k + 2) al' . + k(k + I)y = O.5 a4 =  + k)(2 a6 = (5 .I)(k 5.I)anx n  + k(k + i I)ao]x o + [2al n(n .
21 an(x .. ) ~ 1 P2(x) = z(3x 2 y = 1)  and 1  30x 2 P. eral of these polynomials for suitable choices of ao and al in Table 4. so a general solution is (l y=ao k(k+ 1) x 2  (2 .2 : + (PI + P2X + P3 X2 + P4 X3 + + (~l "')C~o anCn + r)x n+r.70X' _ (5 . while if k is an odd integer the second series terminates. which means that both of these functions have a power series in x with a positive radius of convergence..k)(6 + k)(k  1)(k 51 + k)(3 . and P... n=O (k . Therefore...1) + por + qo = O.. . we see that the lowest term in the series involves x n + r .k)(6 + 3) + 15x) + k)(3 . Then the functions x p(x) and x 2q(x) are analytic. This solution is convergent at least on some interval Ix .4 and graph them in Figure 4.ao 1 .210 Chapter 4 TABLE 4. we have the indicial equation r(r .16 (Method of Frobenius) + k)k(k + 1) X4 4! + k)(2 ~lk)(3 + k)k(k + 1) x 6 _ Let Xo be a regular singular point of y" + p(x)y' + q(x)y = O. If k is an even inte. we find that the coefficient of x r  rao 2 = O.(X).. R > O.. we have a special notation for them: Pn(x) is called the Legendre polynomial of degree n and represents the nthdegree polynomial solution to Legendre's equation. Thus. is + r2ao + raoPo + aoqo = ao(r2 + (Po .k)(4 (3 . Hence. ) . If Xo is not a regular singular point.xo)2q(X) are analytic at x = Xo. ·)C~o anxn+r) Then. . 5 _ ( k(k + YI (X) .al x 6 x 1 P4 (x) = S(35x 4 I x7 _ and .21 Po(X) = 1 (4 .I) + (~o anqOxn+r2) + q2 + q3X + q4x2 + q5x3 + . We list sev.. PI (x). with n = 0. P 2(x).(x) = S(63x' . Regular and Irregular Singular Points and the Method of Frobenius Let Xo be a singular point of y" + p(x)y' + q(x)y = O.xol < R. then Xo is called an irregular singular point of the equation.8 We have the two linearly independent solutions 1.1)(k al x 6 + 2) 3 x (3 . Because these polynomials are useful and are encountered in numer.k)(3 Theorem 4.k)(4 Po(x). Higher Order Equations 211 Series Solutions of Ordinary Differential Equations 4.l)r + qo) = ao(r(r  I) + por + qo).xo)"+r. 5 .xo)p(x) and (x .(x) j J + k)(k  + 2) x 1)(k xp(x) = Po + PIX + P2 X2 + . . ger..21. and Therefore. then the first series terminates. Then this differential equation bas at least one solution of the form .21. polynomial solutions are found for integer values of k.4 Pn(x) for n = 0..k)( 4 (5 . Match each Legendre polynomial to the appropriate graph in Figure 4.k)(5 1) 2 x  (2 . + ( (k . .k)(4 + k)(k  + k)(k 5! 1)(k 1)(k + 2) x 7 _ 7! + 2) x where r is a constant that must be determined.k)(3 + k)k(k + 1) 4! 2' (4 . P. Substitution of these series into the differential equationy" + p(x)y' + q(x)y = 0 and multiplying through by the first term in the power series for p(x) and q(x). P 4 (x).k)(5 4 x  + k)(2 ~. ous applications. An interesting observation from the general solution to Legendre's equation given here is that the series solutions terminate for integer values of k. for any equation of the formy" + p(x)y' + q(x)y = 0 with regular singular point x = 0. ) ' Suppose that x = 0 is a regular singular point of the differential equation y" + p(x)y' + q(x)y = O. Then Xo is a regular singular point of the equation if both (x .k)(3 + k)k(k + 1) x 6 _ .1)(k + 2) 3 _ ( Y2 (x ) .. 5 + 2) 7! Figure 4.
2)anx n. (Notice that we always use rl to denote the larger root.4 .'~2 n(n . + P5 (n . ao 0 by assumption. n=2 ([n(n .anI = 0 obtained from the coefficient in the series solution.2) Notice that from this formula.212 Chapter 4 Higher Order Equations The values of r that satisfy this equation are called the exponents or indicial roots and are rl = +(1  Po r2 = +(1  Po  +V I. then th. then there are two linearly independent solutions of the equation of the form Yl (x) = x" I anx n and *" r2 and rl  + P5 I .'~o anx n+". Note that rl 2: r2 and rl .'~o bnxn.4qo = 0..2)]a n .2po f n=O 00 bnxn.4qo is an integer. ao = o. we have solutions of the problem of the form Yl(X) = x" xr! 3(n . so Po = 3 and qo = O. When n = 2.a n_dx .'~o (n . al = ao...3 n anx n and Y2(X) = Yl(x) In x + bnxlZ..3)a nx n. xp(x) = x(3/x) = 3 and x 2q(x) = x 2( lIx) = x. Thus. However.r2 = VI .~ r2 = V I .2)an . which can be obtained through reduction of order.2)a nx n.'~o anx n corresponding to rl = 0 with derivatives y' = ~.2)a nx n 3LanIx '1=1 I {[en .l)anx n..Y = 0 using a series expansion about the a = n anl n(n .'~o anx n = ~..4qo is not an integer.3)a nx n. Equating the coefficients to zero.1) a. f n 2 anx .2)(n . n(n .re are two linearly independent solutions of the equation of the form Yl (x) = x" heX) = CY1(X) In x (n . However. = n anx = 0 f n anx = 0 n=1 00 +I I n=O + 3n]an  n an_dx ' = n=2 + 3y' a nx n n=O n=1 (3a.) Therefore.3 + n=l anx" and n"':.1  n=1 n(n .2po f + n=i 00 + x" f n=O .3 andy" = ~. a second linearly independent solution is given by f eJp(x)dx [Yl(x)f dx.3 =~.3) + 3(n n . When solving a differential equation in Case 2.2)(n . . I.2po + P6  4q o) and V I . find solutions of the formYl(x) = x" ~.. we assume there is a solution of the form Y = ~. n=1 a = anI + 3) (n .2 with derivatives y' = ~.r2 = VI . 2(0)a2 .6ao)x3 " L r~. If rl . 3(n .3)anxn..2.al = 0.2)(n .n*2.1) + 3r = r2 + 2r = r(r + 2) = 0 with roots rl = 0 and r2 = 2.3  n=l n=O )' b"x n.'~o an x n . Substitution into the differential equation yields *" 00 I 00 n(n . Because al = ao. if Yl (x) is a solution of the equation. + 3n .2po + P5 .. where r2 is the smaller of the two roots. which indicates that al = O..1 and y" = ~.3  00 (n . this equation is y" + (3/x)y' . If rl 213 4. n~O 2. If rl I n=O 00 hex) = x" Solution In standard form.= 0 2 = 0 00 + L" " n3 = 0 3(n .. Several situations can arise when rmding the roots of the indicial equation. Because there is no series solution corresponding to r2 = .n::::l. we have .3 + (6ao .'.2)(n .l)a nx n.4qo.2)(n . first attempt to find a general solution using Y = x" ~. if the contradiction ao = 0 is reached.2. Hence.ao)x° Find a general solution of xy" regular singular point x = o.3 = O. ferential equation yields .'~o anx n and Y2(X) = cY1(x) In x + x" ~.'~I nanx n. When n = 2.'~o (n . then there are two linearly independent 00 I I n=O n=O In any case.2po + pi. the indicial equation is r(r .2)(n .1) "fi"I.ao)x° + f I 3na nx n..8 Series Solutions of Ordinary Differential Equations 1ao and ~ n>2 .2)a nx n.n 2 + 2n' o. we refer to the recurrence relation n(n . A general solution can sometimes be found with this procedure. we attempt to find a solution of the form Y = ~.3)a nx n.1 + n=2 (3al .(J/x)y = o.2po + P5  *" r2 and rl  r2 = VI . Y2(X) = Yl(X) f f n=O Equating the coefficients to zero. so there is no solution of this form. .l)a nx n' + n=2 f n 1 3nanx ."'O 3. Substitution into the dif 4q o).
.. a second linearly independent solution is given by 2= 0 11=0 J 11=1 Y2(X) = CYI(X) In x + x 3cYI(x) [l bn n n=O substitution into the differential equation yields x l [I + ~ + .4 9 4 12bz .2 . we see that b . 12b2 .2)(n .+ 2cyi(x) + 6b ox.2)b n xn xn 3 L + .8 ao 00 ( x + 360 00 = IIc.bo = 0. 12 120 +I l (x ± + ~ +.b) OX + (3b 3 n n  2 + c[xy~(x) + 3y i (x) bn _.4 n=O + .+ 3cyi(x) In x x 2cy (x) 00 x 11=0 __ .. }n ? + 60b 2  157 21600 288 3b s + 60b 2  157 21600 4 X s ) x + .(x) = . ..+ 2cyi(x) + I ~ + L.+ cy~(x) In x + x x 24 3 x + L360 + .£..2)nb n  bn x n  2 = 0 bn _. the other coefficients depend on the value of b 2 • We give these values in Table 4. .2)(n ..3)b n x n  x x 4.25 2  2 3 ..]x n  3 = o.]x n . we assume that Substitution into the previous equation then yields +I Y2(X) = CYI(X) In x bn x n .. x  4 3 + x...b2 + 1= 0.. .6 and substitute this function into the differential equation to fmd the coefficients b Because the derivatives of yix) are n·  288 25 4 x ) X"'.. n~ 00 3(n . + + .. J+ 2 I 00 0 2 1 2 2 bz 3 3b z .I b2)x O + (8b 4  3 b3)x  + (15b s  2 b4 )X = 0.0 + .. (n .YI (x)] In x  n~1 12b2 ( .3)b n x n  3+ I 00 3(n .2)bn x n  3  n=1 2cy.+ cy~(x) In x + L.5 and use them to 2 form YI(X) = o 4.2)nb n so we have the sequence of equations b ... and yi(x) = X ) To determine a second linearly independent solution. (n ..2)b n x"3 .2 n=O 2 Now we choose 3 X I + "3 + x24 215 Series Solutions of Ordinary Differential Equations CYI(X) y.2 9 ...£. ') n=O X "3 + x2 x3 24 + 360 + . .b4 + ~ = 0.+ 2cyi(x) + / [en .+ . + ? + 3 2 2 4 x x ( ~+"3+4+45+'" ) 4 45 . Hence. In particular..2)nb n  bn _ l ]x n  I 00 b  = 0 .2)(n .. 15b s ...5 Higher Order Equations We use this formula to calculate several coefficients in Table 4.3 = 0 [en ...25 288 5 60b z . (x) ~ X n~l .3 .. cI (I"3 + 12 + 120 2 ) + .x .. 8b4 .. b .6box...x .+ ..') bn ~ (n ..3)b n x n .3 n=O and " CYI(X) 2cyi(x) ~ Y2(X) = .. ..2)(n .CYI(X) In x . * 2( 2 + 2x + b x 2+ 3b.2 2 + 2x + b2x.3 + I 00 (n .157 21600 J (n .E.3)bn x n  YI(X) = 1 + 3+ 11=1 and (b 2 = 0) 00 I 00 3(11 ..b . However... TABLE 4..214 Chapter 4 TABLE 4. so x + ..2)b n x n . ) + 2 +(.x + = O. = 0 because Yt is a soLution where b 2 is arbitrary.n=O I bx [en .b3 + = 0. two linearly independent solutions of the equation are (c = 1100 = I) of the differential equation Simplifying this expression gives us 2cYI(x) . + 2 = 0. 3b 3 . = 2 and b o = 2. Solving these equations.6.....9 4 x 3+ + = (1 + f + ~: + . CYI(X) [ 2 2cyi(x) + .x  ~ + cyj(x) In x + L.
t2 + y' + .y = X X 0. IS the Gamma function.I n=O + (x 2  /L 2) I n=O anx n+". 176185.. . This top~c. Gamma Function rex) = + If x is an integer.t 2: 0 is a constant. which is defmed as follows. = 0 .) x 2y" I x 2 Figure 4.8 Series Solutions of Ordinary Differential Equations A gene.t)anxn+"..:'=o anx +". is given by 0 + Bessel's Equation Definition 4.22 Although we have only defined rex) for x > 0.(x). we assume that there is a solution of the form y = ~... Becausexp(x) = x.' Po = I and qo = /L2 • Hence. . HInt: If c = 0.I du = foo0 e.I) + 2 r . 2. which we will use shortly to solve Bessel's equa_ tIOn.ral solution is therefore given by y(x) = ClYI (x) are arbItrary. 1. Conway. which is a solution of Bessel's equation. using this property we have r(2) = r(1 + xy' + (x 2  /l. named after the German astronomer Friedrich Wilhelm Bessel (1784. 3 . Bessel's equation is The Gamma function. A useful property associated with the Gamma function is where CI and c 2 rex l./L = r2 . Second Edmon... denoted rex).2.22. This property is used in solving the following equation. pp.t2.b + I) = 1. euu x . r(r . + por + qo (n + /L)(n + J.J.I 846).:'~o anxn+r.t . We determine the value(s) of r with 2 2 I the indicial equation. with derivatives n y' = ~. Bessel determined several representations of J". fIrst mtroduced by Euler in 1768.2 .:'=o (n + J. = I andx2q(x) = x x J. where J. I) = 3r(3) = 3 . the result is a function of x.I)a nx +".l)a nx n+". + C2Y2(X).2 +x f (n + J. * 4 I) = n! Another important equation is Bessel's equation (of order IL).t)(n + J.t. the Bessel function of order /L. reS) = r(4 + I) = 4r(4) = 4 .(x). b o = 0. We assume that y = ~.J.I) : 1 Solution r(l) = r o euu l . Substitution into Bessel's equation yields x2 f n~O . To use a series method to solve Bessel's equation.' ". f(3) = r(2 + I) = 2r(2) = 2.J.t)anxn+". who was a friend of Gauss. which is impossible (why?). (2 :2 2) "E''''''..t . so c cannot be zero. Using the Method of Frobenius. by John B.u du = lim [e"]g b)r:¥) = 10. (e. = r(r . 2. first write the equation in standard form as y" x2 I  J.I and y" = ~. so x = 0 is a regular singular point. even though Euler solved the equation before Bessel. &... The equation received its name due to Bessel's extensive work with J". and noticed some of the important properties associated with the Bessel functions. + I) = xr(x).W' Notice that because integration is with respect to u. rex) can be defined for all real numbers except x = 0... r(4) = r(3 + and for the integer n. the indicial equation is Evaluate r(1). 2. ~ne ~f the more useful fu_nctio~s. (See Figure 4.9 Gamma Function r r(n I) = I . is discussed in most complex analysis books such as Functions of One Complex Variable. x > O.216 Chapter 4 Higher Order Equations 4. SpringerVerlag (1978).z)y = 0.:'=o (n + J. Explain why the choice ao = lie does not affect the general solution obtained in Example 3. r(1) = reI). .I ~ V I I I I I I I I I I I I  I I I I I I I I I : I I n iA LJ 4 2 ~u.t2 = 0 n with roots rl = /L and r2 = .t = x .
u .5 written as y = increases? We can show that J. 1. is given by ao + 2fL) (X)2n. This function.)_.u(x) and J_. we must determine if the functions J.u(x) = 0. 1.(x) + C2L.u(x).fL.75 2. We can show that if m is an integer and if Ym(x) = lim.24.fL2)y = O.u(x) + C2Y. rl . a similar derivation yields a second solution n=2 +I 219 4. fL = 0..fL2 = a6 = a8 = ao 2(2 ao 22(1 + fL)' a4 + 2fL) a4 6(6 + 2fL)' n.u (n anxn+.. A general formula for these coefficients is given by (I)"ao _ aZn  Y. we can show that a general solution of this parametric Bessel equation is 1 Figure 4.'O n!(1 + x2y" + xy' + (A2X2 .4)y = O.is)y = 0.fL + fL)anXn+. Also.u(x) are linearly independent..24 ao(I)nx 2n+.. 3 ...u 2n n~O 2 n!(1 _c. 2(4 22nn!(1 + fL)(2 + fL)(3 + fL) .(x.u+l  I fL2anXn+.u".u + (1 + fL)alx.u(x)...J.fL) = 2fL· If 2fL is not an integer. + fL)(2 + fL)(3 + fL)" '(n + fL) ao( 1)"2.I)aox. If fL > 0.u(x) and Y.fL_7T.I)anxn+.y' + (X2 .O: I n~O az nx 2n +.. fL = 0.23 + 2fL) a2 4(4 24 . ·(n (!.l. 3 . . is called the Bessel function of the first kind of order /L. Notice that these functions have numerous zeros. Notice that if fL = 0. denoted J. we have (1 + 2fL)al = 0 and an = (n + fL)(n + fL  1) + (n + fL) n(n . these two functions are the same. After simplifying the other coefficients and equating them to zero. y = c1J.) sin fL7T 0.u(X)..5 + fL)(2 + fL)(1 + fL) 111 If fL is not an integer.O: 2..that correspond to even indices are given by a2 (I)" . Therefore..u+l + I rex).O: Figure 4. Find a general solution of each of the following equations: (a) x 2y" + xy' + (X2 .u + p.u(x). by the Method of Frobenius the two solutiolfs J. . denoted by Y. we define the Bessel function of the second kind of order /L as the linear combination of the functions J.25 ao 2 8 • 4 ..2 in Figure 4..uo:.u(X). (n + fL)' n. then Jm(x) and Ym(x) are linearly independent. (1)" (X)2n+.u n!r(I + fL + n) 2' ' ~ y=) ~ + fLaoX. Now. ao 26 .·. from an = (an2In(n + 2fL».:::J.)2n+. al = O. In both of these cases. 2(2 + fL)(1 + fL) .u(x). From the Erst equation.u + (1 + fL)fLalX.(x.u(x) are linearly independent.I..) 2 .s.1) + (n + fL) n=2 .u(x) and J_.u(}. Notice that the coefficient of aox.. Our solution can then be f n".u = 0 n~Z + fL)(n +'fL .u(x) and J_./L and is denoted L.u is zero because rl = fL is a root of the indicial equation. we can show that if 2fL is an odd integer.!...{x) = 00. 2.{x) and J_.70 n!f(1 .="". so a general solution ofthe equation is y = c1J.u+Z n=O .t!.u + n) 2 ' What happens to the maximum value of Jm(x) as 2.u = o.u(x).u+l + I (n + fL)(n + fL ~o ~ . A more general form of Bessel's equation is expressed in the form 0.. n.. 2(3 + 2fL) a6 8(8 = 2~fL! which is the Bessel function of the first kind of order .:).25 + fL)(3 + fL)(2 + fL)(I + fL) ...218 Chapter 4 Higher Order Equations Using the Gamma function.u(x) are linearly independent. Therefore.u(X) is a general solution to x 2y" + xy" + (X2 . ~ Y= fL(fL . (c) x2y" + xy' + (9x 2 .fLZaoX.rz = fL . 3 are shown in Figure 4. we write this solution as This function. We show the graphs of the functions Y.8 Series Solutions of Ordinary Differential Equations "i'.u = = I 0.l6)y = 0.u + I n=2 ([en 1 where ao = . an = 0 for all odd n. 0.u fL)(2 + fL)(3 + fL) . The coefficients .:. then J. Through a change of variables.::o..(. For the other root rz = .u>m Y. (b) xV' + . a general solution is given by y = c1Jp.u(x) + C2Y.:.fL2)y = 0 for any value of fL.23. Notice that limx>o+ Y.fL2]a n + an_2}X n+.u(x) are linearly independent solutions of Bessel's equation of order fL. The graphs of the functions J.fLZalX.u(x).
(b) Show that the roots of the indicial equation for the series i: anx n+. y' x 25}'y" .I)y= 0 14y' 21. y"+ 3>' . yeO) = I. Show that if k is a nonnegative integer..7y = 0 + 3xy' + Y = 0 + k'y = O. y'(O) = 0 14. determine at least the first five nonzero terms in a power series expansion about x = 0 for the solution of each initialvalue problem. solve the equation with a power series expansion about t = 0 by making the indicated change of variable. the solution obtained with the Method of Frobenius is ab ala + l)b(b + I) x' y.x 2 )y" .l)y = 0 + (x .. (I 7. y" + (x . 26. In Exercises 17 and 18. Use a method siroilar to that in Exercise 15 to find the first three nonzero terms of the power series solution about x = 0 to Rayleigh's equation. (e) Show that nf~~ r = O. determine at least the first five nonzero terms in a power series expansion about x = 0 of the solution to each nonhomogeneous initialvalue problem.I )Y' + Y 4 (b) +Y = 0 *16. (x 2 + 7y d y + dw'w 29. 9xy" In Exercises 13 and 14. (c) + coY. x = t + 2 6. y" what are the first three nonzero terms of the power series for y2? (b) Use this series to find the first three nonzero terms in the power series solution about x = 0 to VanderPol's equation.8 = O.w) y = O.. the equation has an ordinary point at infinity if the transformed equation has an ordinary point at w = O. Hence. y" In Exercises II and 12. obtain a general solution of this equation for (a) k = 1 and (b) k = 3.220 Chapter 4 Higher Order Equations 4. (a) If y = ao + a. solve the differential equation with a 2S.x') d 2yldx 2 2x dyldx  n')y = 0 + n(n + l)y = 0 y" .aby = O.25(b). x(x 1. (a) Show that x = 0 and x = I are regular singular points.25 (a) y = c. w (a) d 2yldx' + xy = 0 + x dyldx + (x 2  (b) x 2 d 2yldx 2 (e) (I . Hermite's equation is given by *17.4x 2y = O. 4xy" 0 + 3x)y" . 4 2 + (y2 221 Series Solutions of Ordinary Differential Equations 2 )y'  35 y = 0 "j6x2 (~+ 2)Y' +(:2 +x)y= 0 series expansion about x = O. Compare these results with the solution obtained by solving the problem as a CauchyEuler equation. Use the chain rule and the substitution w = I/x to show that the differential equation d 2yldx 2 + p(x)(dyldx) + q(x)y = 0 is equivalent to ify(O) = 0 andy'(O) = 1. use the Method of Frobenius to obtain two linearty independent solutions about the regular singular point x= O. classify the point as regular or irregu + C2Y1I5(X) 18.xy' x(1 .2xy' 0 if yeO) = 1 and y'(O) = O.25(a). 2xy" . Write out at least the first five nonzero terms of each series.I)y' + 4y = + l)y" In Exercises 1924. Xo + q(l/. y" .25(e). y" + y= *5. We graph this solution for several choices of the arbitrary constants in Figure 4.(3~2 I + ( 2x 24.(x) (e) y = c.. = I In Exercises 9 and 10.2y = e. (b) Because J.J2(3x) + C2Y2(3x) = (b) y = C. (e) Using the parametric Bessel's equation with A = 3 and JL = 2. y = C1J 4(X) + C2Y4(X).3y' . then one of the solutions is a polynomial of degree k. y'(O) = 0 + 2x')y" + 2xy' .J. where a. Using a power series expansion about the ordinary point x = O. and c are constants. then one of the solutions is a polynomial of degree k. x'y" + 7xy' .(x) (1. x 2y" (1 .'») dy w dw 28.x)y" + [c  (a +b+ Ilx]Y' . In Exercises I and 2.  .y' . + 2 y" + (t(y')' .x 2 )y" + 2(x . + 22..2xy' + 2ky = 0. yeO) 2.3y = 0.xo=2 10. + 30y = 0 3. 20] for various choices of the arbitrary constants in Figure 4. 31.. yeO) = 0. 8. . y" . The differential equation d 2yldx 2 + p(x)(dyldx) + q(x)y = 0 has a singular point at infinity if after substitution of w = I/x the resulting equation has a singular point at w = O.x + y' = O. In each case. We graph this solution on [I. y" . 10 x 4 _ I)y' 27. b. Use these points to find an upper bound on the radius of convergence of a series solution about Xo. Chebyshev's equation is given by EXERCISES 4. 9. This solution is graphed for several values of the arbitrary constants in Figure 4. Similarly. 13. Show that if k is a nonnegative integer. (I = I. are r = 0 and r = Ic. y + xy' = sin x. y" y 4 y 4 2 2 2 4 (a) Figure 4.. JL = 4.8 :11 Solution (a) In this case.3y = 0 20. x = t + 12. determine the singular point of each equation. solve the differential equation with a power series expansion about x = O. The hypergeometric equation is given by I)y=o In Exercises 25 and 26. y'(O) = I 15. 11. obtain a general solution of this equation for (a) k = I and (b) k = 3. yeO) = 2. P(I/. y = c1JlIS(X) + C2YlIS(X).x + a. n 2: O.L = t..(x) = I + llix + 2!c(c + I) ala + + I)(a + 2)b(b + I)(b + 2) + 1)(c + 2) 3!c(c x3 + .2y = 0 (2 + 3x)y" + 3xy' = 0 (2 . y" + y' + xy = cos x.5y' . Notice that we must avoid graphing near x = 0 because of the behavior of Y4(x). an equation that arises in the study of the motion of a violin string. 4x'y" + (x + I)y' I = O. 30.x 2 + a3x3 + .11y' 4. we have y = C1J 2(3x) + C2Y2(3x). Using a power series expansion about the ordinary point x = 0.J1I5 (X) lar. determine the singular points of the equations. Use the definition in Exercise 42 to determine if infinity is an ordinary point or a singular point of the given differential equation.(x + 5y = 0 + 5)y' + lOy = 0 0 *19. x'y" . (x2)y"+y'y=0. x 2y" +xy' *23. y'(O) = 2 In Exercises 38. k 2: O.
i)y = 0 2 x y" + xy' + (16x 2 .+I(X) = 2f.8 + (1/4x)y = 0. ~xpress all solu:ions in terms of the function F(a. Compare your results to (aJ. How do these results compare to the value of 2/(2n + I). (Relationships among Bessel functions) (a) Using f(x + sin x if x '" 0 x ' 1(X) = { 1. (c) Graph the polynomial approximation of degree n of Ai(x) for n = 6. .4 satisfy the relationship ( Pm(x)Pn(x) dx = 0.(n + m)! 2 I to verify thatJo(x) = JI(x).. + ylv = + I) = (Hint: Let (b) Use polar coordinates to evaluate (r (d) Evaluate (c) Use the results of (a) and (b) to evaluate f(4) and then fG)... The function Ai(x) > as x > 00 while Bi(x) > +00 as x > 00. 1. tion is a polynomial.(x) and the second by Pm(x). 42.~o n!r(1(:I~ + n) (ft+" and d 1) = xf(x).(x) = Show 37. (a) Use a series solution to approximate the solution to the initialvalue problem xy" (c) Using the results of parts (a) and (b). Hint: P m(x) and P. 1. [Pn(x)f dx for n = 0. xy" + y' + exy = o. Assume that Jo(km) = Jo(kn) = O. (This shows that . + y' + k 2xy = .. (a) Show that x = 0 is a regular singular point of Laguerre's equation. show that dx [x"J. . .x)y' + ny = O. m. Its sum denoted F(a b c' x) is called the hypergeometric f:nction.. and 45 on the interval [15. m = 50. b. 30. 8. guerre's equation.2. c. ex'dx)(r ey'dY ) = rfe(x'+y')dxdy. 8 so that the calculations can be carried out with technology instead of by hand.(x)] = X"J.I(X)... (Most computer algebra systems contain builtin definitions of the Airy functions. fy" . b. integrate from I to 1. ..:('. Explain any unexpected results. (b) Find a power series solution of the equation and graph an approximation of the solution on an interval. (c) Calculate the first eight Laguerre polynomials with this formula (or find them using a builtin computer algebra system command). 5? . denoted L. Multiply the first equation by P.. . 35. 5].2x)y' = 0 Jm(x) = 0 and tively. (a) UsepowersenestosolveLY(O) = l. (b) Evaluate f. x2)p~(x)] + n(n + I)P.. (a) Show that x = 0 is a regular singular point of La. (b) Use a computer algebra system to generate a numerical solution of the initialvalue problem and compare these results with those obtained in (a) by graphing the two approximations simultaneously. Use the power series of expansion of the Bessel function of the first kind of order n (n an integer). Laguerre's equation is xy" + (1 . . and 13 to the numerical solution obtained with a computer algebra system. Show that the equation xy" equivalent f 32... . 5].(x). 2: (e) Show that f'oerLn(x)Lm(x) dx = 0 for n '" m. called the Laguerre polynomial of order n. show that J. . 44..) Hint: Follow a procedure like that deScribed in Exercise 33. m ~ d [(1 2 dx [(1 .. I]..25)y = (a) x y" (b) (b) Compare the polynomial approximations of degree 4.X2)y'] + k(k + I)y = O. 1] by showing that Pm(x)P. This series is called the hypergeometric series. solve each hypergeometric equation.2.)2n+m .(x) dx = 0.) 38. The differential equation y" . x). Note: All of the properties mentioned in this problem hold for all n. + ky = O. F(1. Two linearly independent solutions to Airy's equation.) (See Exercise 31. 2 + xy' + (x 2 . (This indicates that the Laguerre polynomials are orthogonaI. p > O. Show that y = Jo(kx) where k is a constant is a solution of the parametric Bessel equation of order zero. Use this equation to show that P m(x) and P.. J. (b) Approximate the first nine zeros of J.x)y" + y' + 2y = 47. By substitut ing n = ~ into the transformed equation. . where Ln(x) IS m=O m. Note: p is any real number. 3..X2 dx. (d) Show that the Laguerre polynomials satisfy the formula eX dn(xne X) Ln(x) = . f (I)" (!. are called the Airy functions. respec 34..... Ln(x) = I I( _ )1 x . The values of x that satisfy the equation Jo(x) = 0 are useful in many applications in applied mathematics. 5. (NotIce that when eIther a or b is a negative integer.~o n.x). Show that a solution of x(d 2yldx 2) + dyldx o is y = J o(2 Wv) where v is a constant.x)y' *33.! ~ for n = I.y'(O) = I.. Use integration by parts to show that f(p pf(p).. 1. (h) Find a series solution of Airy's equation and obtain formulas for both Ai(x) and Bi(x). .. 0 In Exercises 38 and 39.. and 45 on the interval [15.xy = 0 is called Airy's equation and arises in electromagnetic theory and quantum mechanics. n m. .. then the solu.. m ( * ~ (xy ') + k xy = 2 to xJo(kmx)Jo(knx) dx = 0. tions * O. 8.y'(O) = 0 .x)y' 223 Series Solutions of Ordinary Differential Equations 4. 15... b. 8.. .y'(J) =1. smg . Consider the initialvalue problemy" yeO) = l. graph each on the interval [15. This polynomial. 2.26. 3.. for n = 0.(cos x)y = sin x 46.. (a) Approximate the first ten zeros (or roots) of the Bessel function of the first kind of order zero. x(1 .222 Chapter 4 Higher Order Equations * where c 0. 2. 41. 45./. 36. x) = 1/(1 . 51. 2. . 3. Show that Legendre's equation can be written as d dx [(1 . n. Then. (a) Verify that the Legendre polynomials given in Table 4. Jo(x). . 8.(x)] = x"J. if x = 0 (a) Show that x = 0 is an that ordinary point of the equation. 15. which is graphed in Figure 4. + (2 . derive the solution to Bessel's equation with n = 1/2. f x" J. and subtract the results..) (f) Determine the value of foeX[Ln(x)f dx by experimenting with n = 1.(x) satisfy the differential equa. I +I(x)y' +Y = 0.x). (e) Find the solution that cor. 5]. 10. (1)" (X)2n+.{x) for JL = 1. y(l) = l.+I(X).. denoted by Ai(x) and Bi(x). (b) Use the Method ofFrobenius to show that one solution of Laguerre's equation is n (I)m n! m . x(i . (d) Graph the polynomial approximation of degree n of Bi(x) for n = 6.) 0 *39.. Compare your results to (aJ. . .3..(x) are orthogonal on the interval [1. I. Use the change of variables y = vex) to transform Bessel's equation x 2y" the equation v" + Yx + xy' + (x 2  [1 + i ]v n2 :2 n 2 )y = 0 into = O. where (a) If your computer algebra system contains builtin definitions of the Airy functions. if applicable. (c) Generate a numerical solution of the equation. 48..x)y" + (1 . Laguerre's equation is given by xy" + (1 . 30. Jo(kmx) and Jo(knx) are orthogonal on the interval [0. the solution is a polynomial. 7. ._I(X) . We simply chose the values n = I. x = ~o n!f(1 + JL + n)"2 ' d _ show that dx [s "J._I(X) dx..x )p.J. . n. (b) U' J (). (b) Use the Method of Frobenius to determine one solution of Laguerre's equation. n..(x) = 0 is o 40. 49. (d) Sho~ ilia. responds to r = Ic. if applicable. m '" n (called an orthogonality condition).(x)] + m(m + l)Pm(x) = 0. Find a general solution of each equation. is called the Laguerre polynomial of order k. (c) Show that if k is a positive integer.) that fG) = 2 fe. (a) Show u= x 2 . *43.2.
8 0. so that cdi(t) + c2h(t) where {Clo C2} is a set of two arbitrary constants.6 + aly'(t) + aoy(t) = + czh(t) = o..4 0.6 0.2 0.2 0.. + aly'(t) + aoy(t) = 0 = get) . Solving secondorder homogeneous linear equations with constant coefficients If ay" + by' + cy = 0 and r..6 0. + al(t)y'(t) + ao(t)y(t) = g(t) + al(t)/(t) + ao(t)y(t) Constant coefficients any(n)(t) + . dt If(t)f .2 0.4 0. (t).6 0. tion is and both rl and r2 are real. = 0.2 0. and (c) y = e"'(c.2 0. S is linearly independent.8 0. 0.(x) (e) J 4 (x) (I) Js(x) (g) J 6 (x) (b) J 7 (x) (i) Jg(x) Principle of Superposition Any linear combination of a set of solutions of the secondorder linear homogeneous equation is also a solution.(x) (c) J 2 (x) (d) J.6 0. S is linearly dependent if there are constants c.8 0.6 0.6 0.6 0.31 General solution of a homogeneous equation If S = {I.8 0. 1Section 4. if r..21 S is linearly independent if S is not linearly dependent. a2(t)/2l(t) + a.26 + br + c = is the characteristic equation of the secondorder linear homogeneous differential equation with constant coefficients Wronskian The Wronskian of If W(S) _1_ e .2 0.6 (e) (f) + al(t)y'(t) + ao(t)y(t) = 0 Reduction of Order If y = f(t) is one solution of y" + p(t)y' + q(t)y = 0.::: Y = Cle rlt + c2terlf.6 a general solution of the equation is §tion4.4 0. (a) Jo(x) (b) J. 0 W(S) = INt) fi(t) h(t) I. 1Section 4. (a) y = cle'" + C2e"'.6 0. 0 and r2 = " = a . "* '2 {3"* Fundamental set of solutions A set S = {fi (t).i{3.rr~~= + al(t)y'(t) + ao(t)y(t) = a2(t)/2)(t) azCt)/2l(t) 0.2 0.2 0.(t)y'(t) + ao(t)y(t) + by' + cy = o. if rl = r2. 0.11 f(t) = cd.4 0.4 0.6 (g) (h) (i) Characteristic equation The equation ar2 ay" S = {l1(t).4 0.6 (a) 0.224 Chapter 4 Higher Order Equations Chapter 4 Summary CHAPTER 4 SUMMARY 0.6 ~~~~:::J"~~. if'l = a + i{3. a second linearly independent solution is y = f(t) vet). f2(t) "* 0 for at least one value of t in the interval I. h(t)} of two linearly independent solutions of the second·order linear homogeneous equation.h(t)}.Jp(') d.8 0. and C2 not both zero. f2(t)} is a fundamental set of solutions of the secondorder linear homogeneous equation Homogeneous an(t)/n)(t) + .2 0. h(t)}.4 0.8 0. nthorder ordinary linear differential equation an(t)/n)(t) + .(t) Secondorder ordinary linear differential equation (e) .2 0..2 0.8 0..8 0. 1 0.2 0.8 0.4 0. and r2 are the solutions of the characteristic equation ar2 + by + c = 0.6 (b) ~ Concepts & Formulas 0. (b) y :.4 0.4 J F(t) Linearly dependent and independent set of functions If S = {II (t).6 0.4 0. where vet) = Constant coefficients a2/2l(t) (d) F(t) Homogeneous 0. cos {3t + C2 sin {3t). Every secondorder linear homogeneous equation has a fundamental set of solutions from which a general solution can be obtained. then a general solu is the determinant Figure 4.4 0.
and ypCI) is a particular solution of the nonhomogeneous equation.7\ CauchyEuler Equation A CauchyEuler differential equation is an equation of the form + k(k + l)y = 0 Regular and irregular singular points Let Xo be a singular point of y" + p(x)y' + q(x)y = O. tela...(t) = o. A general solution to the nthorder differential equation is the linear combination of the solutions obtained for all values of r.(x . . . Power Series Solution method about an ordinary point 1.enI. Find the unknown series coefficients an through an equation relating the coefficients.(t) Y = c1x ml + C2 xm2 .. if applicable. + aly'(I) + aoy(t) = 0. .. Apply any given initial conditions. x> 0 Bessel's equation x'y" + xy' + (x' . Note that if rl. e kr }. . After taking the appropriate derivatives.f./. . + . . then the other solutions associated wi th this !lair are te Uf geneOUS equation cos {3t..Bt.I}.51 a • sin {3t.in S by I' to obtain a new set S' (r is the smallest pOS1llve mteger so that each function in S' is not a function in Yh(I).J.I(I). .x 2 )y" . an are constants.f2(t). so that C. General solution of a nonhomogeneous equation A general solution to the nonhomogeneous equation is yet) = y. where {eb C2. + 1{3.f. en} is a set of n arbitrary constants.1(t).f. Xo is called a singular point. Z. If the values a ± {3i are each a root of multiplicity k of the characteristic equation. General solution of a homogeneous equation If S = (fI(t)...41 Characteristic equation The equation cos f3t and eat sin f3t... If g..(t) = t m e"'.(t).• 4. ential equation.m2 are real. If r is a real root of multiplicy k where k 2: 2 of the characteristic equation. A partie· ular solution is obtained by taking the linear combination of all functions in the associated sets where repeated functions should appear only once in the particular solution.(t)f(t) ..(t) f2(t) nt) * If W(S) 0 for at least one value of t in the interval I. ah a2. I.Bt]. .6\ yp(t) = ul(I)YI(t) \ Section t 2e kt . Chapter 4 is the characteristic equation of the nthorder linear homogeneous differential equation with constant coefficients any(n) + an_1y(n1) + . + cJ.y'(t) + aoY(I) = get) is a specific function.. If Xo is not an ordmary pomt.h(t) + '" + fn. the associated set of functions is s::= where ao.h(t) + cJi(t) + .h(t). Legendre's equation where UI(I) = Particular solution {3 [Section 4. '" + aIr + ao = of an nthorder homogeneous linear differential equation with real constant coefficients.1ear sin f3t. S = {tme kt . Every nthorder linear homogeneous equation has a fundamental set of solutions from which a general solution can be obtained. Yp(t).. .8\ Ordinary and Singular points Xo is an ordinary point ofy" + p(x)y' + q(x)y =.(t)) ofn linearly independent solutions of the nthorder linear homogeneous equation.h(t) 0 2. Gamma function rex) = L OO e"u x  I du... + alY' + aoy = Solving higherorder homogeneous linear equations with constant coefficients 1. substitute y = 2:~~o an(x . tm1e kt .f. teat cos f3t. Assume that Y = 2:~~o a. r" . where n is the order of the differ.0 ifboth p(x) and q(x) are analytic at Xo.h(t).. If g. . eat cos {3t. S is linearly dependent if there are constants c" C2 . of the differential equation any(n\t) + . . . r..(t»).+ where Yh(t) is a general solution of the corresponding homo O. terti sin . then kl + k2 + '" + ~ = n.. Xo is a regular singular point of the equation if both (x . respectively. S is linearly independent Fundamental set of solutions A set S = (h(t)..(t)} is a fundamental set of solutions of the nthorder linear homogeneous equation + .h(t). Im  1 .226 Chapter 4 Higher Order Equations Linearly dependent and independent set of functions If S = {f. For each function in S. 227 Summary Method of Frobenius Indicial equation r(r . * o. .h(I). Convergence of the power series solution (1 . containing no arbitrary constants. + a. is the determinant Nt) Jl(t) W(S) = h(t) f.xoJ"· 2.L2 )y = 0 . . Y = CIX ffll + C2 Xml In x.f..(t). A particular solution. the two solutions associated with these two roots are eat Any linear combination of a set of solutions of the nthorder linear homogeneous equation is also a solution.. . the associated set of functlOns 1S S = {1 m .. . or g. ISection 4. = tme a • cos {31.. then the k solutions associated with rare Principle of Superposition an(I)/n>Ct) + n 1 an_1r . if ml = m2.. + CnIf.(I)).2xy' Variation of parameters A particular solution ofy" + p(t)y' + q(l)y = 12(t)f(l) Jw(S) f(t) is + U. dl and u2(1) = J y.. If any of the functions in S appear in the homogeneous solution Yh(I). k2' .. 3. ••. .. Nonhomogeneous CauchyEuler Equations Higherorder CauchyEuler equations \ Section 4. t 2e al sin /3t.xo?q(x) are analytic at Xo· If Xo is not a regular smgular point.. t k ._I(t) + cnf. and _ y = Xa[C1 cos({3 In x) + C2 sin({3 In x)] if ml = m2 = a t 2 . Then. t 2 e rtr cos {3t. Let r be a real root of the characteristic equation Wronskian The Wronskian of anrn S = (h(t). Cm not all zero.I(t).1) + por + qo = 0 \ Section 4. . t .xoJ" into the differential equation.(t). rtt tkt e cos /3t.(t) + yp(I). Xo is called an irregular singular point of the equation. ear sin . ••• . W(S) dt. teat sin /3t. if ml =I=.. . Then. tme at sin {3t. Suppose·that rand represent the complex conjugate pair a ± {3i. . 12(I)} is a fundamental set of solutions of the corresponding homogeneous equation. S is linearly independent if S is not linearly dependent.. ~.. + al(t)y'(t) + ao(t)y(t) = r + cJi(t) + . . •. a general solution of the equation is f(t) = c. If gll) = t m . determine the associated set of functions.(t) = tme ated set of functions is 3. 4."ethod of undetermined coefficients Method used to find a particular solution:. multiply each function .xo)p(x) and (x . sociated with the root r... . . S = {Y1 (I). the associ {tmeat cos f3t.h(I). General solution of a secondorder CauchyEuler equation an/n)(t) 0.. ert is the solution as.f. that satisfies the equation.(t)Y2(t).. are the roots of the equation of multiplicity k .
z=:::.~:.2t /4) + 6y'" + ISy" + 30y' + 2Sy = 37..Sty' J A < 0. e. Also. Use Abel's formula to find the Wronskian (within a constant multiple) associated with the following differential equations. y'(O) = 0 y" + 3y' .1. *13.3 e 4 ' 50. y" . S = {I. USe the Method of Frobenius to obtain two linearly independent solutions about the regular singular point x= O.y'(l) = 0 52.2y' *21.xy' + 2y = 0 *65. A < 0.. and In Exercises S96S. y" (b) IZy" . y" . Y = cleSt 11. (e) = *67. y. cos I) + __2_zy = 0 (1+ I) I In Exercises 1237. Sx 2y" . y" .. S = {t. 2x 2y" 71.. c. y" . find a solution to each hypergeometric equation.y' . Express the solution in terms of the function F(a.y(l) = O. Can the Wronskian be zero at only one value of x on n Hinl: Use Abel's formula.2 . IS.y = cre2l 10.2t sint = sin t.)(X) = CeJp(. y" . y'" + 3y" .. e. yeO) = O.3y = xe' (1 + 2xz)y" + 2xy' 66.2y' . 16. lOy = 0. y" 12. xZy" + 7xy' + 8y = 0 J2x Zy" + Sxy' + Y = 0 61.Sy' + 16y = t.. Y = + cze 2t + cze.y'(0) = 0 y" + Y = cos I. the Wronskian of Yl and yz is I 29.. y" .lly' + 2y = 0 20y" + y' . yeO) = O. 9y" + Sy' + 6y = O. and A> O. A>O. Then.Y = 0  fr and using the relationship y" = p(l)y' . y" + 1. /4) 42. 34. J y" . y" .2ty' + tZy = O.. p.2y = 0 ~y' + (:Z .y" W(YhY. 46. (Abel's formula) Suppose that Yl and yz are two solutions of y" + p(t)y' + q(t)y = 0 on an interval I where p(l) and q(t) are continuous functions. 72. yeO) = 2.y'(O) = 4 y" + 9y = sin 31.4y' = 3 sin *27.(A .(x) 0.z. solve the CauchyEuler equation. 1. Solve each of the following boundaryvalue problems.. *17. use variation of parameters to solve the indicated differential equations and initialvalue problems.2y' = Si z + 16y = 1. y" . (See Exercise 31 in Section 4. = I + I. + 2y = *54.12y"+Sy'+y=0 22.2y' = 2 cos 41 5. sin I} 6. 3xy" + lly' .. 1. x). x 2y" .4y = x. solve the differential equation with a series expansion about x = O..y'(O) = 8 y" + 2Sy = 0.(t)u + pz(t) = o..ty' + Sy = 0 59..6y' 8. cos I. yep) = 0' p + 6y = 0 *60. y" .9y' + Sy = e' *35. y" *3.q(l)y for yr to obtain a firstorder ordinary differential equation for W. sin I + C2 _ _2_y' t+ 1 33. = 0. y" + 4y = tan 21 + Y = csc I 4S. Show that the substitution u = y' Iy converts the equa· tion Pa(t)y" + p. y" 229 Review Exercises 56.4y = 0 + 4y' + l3y = 0 + 9y = 0 + y' + ty = 0 + Sy = 0 IZy" . 57. show that the function Yl (t) sati~fies the differential equation and find a second linearly independent solution.4xy' 58.3y' + 2y = 4e.y(O) = 2. (a) ty" (a) V(O) = 0. e' cos 2t + In Exercises 3S4S. and A> O.".. x 2y" .~'"TfJ"''~~~~~ ZUE&oiio " In Exercises 16.~\i. 0 0 12 38.y'(l) = 0 + Y = e' In I + Y = e' In I.(x) + 2y' + Sy = 3 sin 21 30. solve the initialvalue problem. 3t} + + Sy' 26.:m.. y'(I) = 0 + xy' + Y = 0 + 7xy' + 2Sy = *62.. 2y'" *23. xZy" 63. 2S.228 Chapter 4 CHAPTER 4 Higher Order Equations Chapter 4 REVIEW EXERCISES ~~. + 4y = 0 + 2y' . y" +'16y 44. .Sy' + 2y = 0 ISy" . y" *15. In Exercises 79.y ' + Y = 0 I Prove Abel's formula by computing + 13y = 3e.". 68. *31.2)y= 0 In Exercises 72 and 73. Compare the results. verify thaty is a general solution of the given differential equation.8).Sy = I In Exercises 46SI.y'(p) = O. y.(t)y' + pz(I)Y = 0 to Pa(t)(U' + u') + p.y'(O) = 4 40.lOy = 0 74..4y = e'. (a) y" *(b) y" + 3y' . (Simple Modes of a Vibrating Cbain) The equation that describes the simple modes of a vibrating chain of length C is . y'(O) = 0 y" .16y = e 4t In Exercises 10 and 11.4y = 0 y" +2y' + y= 0 y" + 3y' + 2y = 0 y" .tyt *25. + 3y" + y' = 0 + 36y' + 40y = 9y" + 12y' + 13y = 24. sin2 t} 32. Use Abel's formula to find the Wronskian (within a constant multiple) associated with the following differential equations.)d.2y' W(y" Y2)(t) 55.Sy' 20.p >0 Hinl: Consider three cases: A = 0. Use the substitution in the previous problem to solve y" . y" . 36. *41. y" .x)y" 73.!.4y' + y(l) = 1 >0 Hint: Consider three cases: A = 0. y" . y'(O) = 0 *49. + 4y'" + 14y" + 20y' + 2Sy = 51. yeO) = 1. 69. y" .y(l) = O. y!" . 6y" 14. x(I .7xy' + ISy = Sx In Exercises 6668. S = {e s" I} 2.:.I)y = 0 (d) { yeO) 0.3 e 4'.z" e'} 9. 43. yeO) = 0.t to solve this equation. obtain a fundamental set of solutions and compute the Wronskian directly. determine if the given set is linearly independent or linearly dependent.r e'(c.lOy' + 34y = 0 2y" . '\yCI) = 1. A < 0. y" + Ay = 0 (e) { y'(O) = O. x 2y" 0 *64. e. f'md a general solution for each equation.. Hint: You should obtain the differential equation duldt = .y = 0 0. y" + 9y' + 20y = 2Ie' y" + 7y' + 12y = 31 ze 4. S= {I. y(2) 0 Hinl: Consider three cases: A 53. x(I + (1 + 2x)y' + + x)y" + (t  lOy = 0 12x)Y' .3y = 0 In Exercises 6971.If Make the substitution v = u . y'(I) + 3y(0) = y" + Ay = 0 *(b) '\yeO) = 0. 45.~~~::a:::. *19.Y *70. tlnl} 7. y" 47. S = ie'. yeO) = 6.9y = cos 3t 4.y'(0) = 0 y" + lOy' + 16y = 0. y" (e) y"+4y'+4y=0 (d) y" = + 5xy' = 0 . + 7y' + lOy = 0 + Sy' . b. y" . 39.2y = O.(u . Y" + 2y' .12y ' . yeO) = O. S = {cos z t. Write out at least the first five nonzero terms of each series.
A highly accurate test that is frequently used to diagnose mild diabetes is the glucose tolerance test (GTT). and it is responsible for about onehalf of all nontraumatic amputations in the United States.Ho.4bd < 0 and t > 0.ag +J) and h' = i (g" . This equation was studied extensively by Daniell Bernoulli around 1727. (a) If the chain is fixed at the top so that y(e) = 0 and yeO) = 1. (a 2 .. oj< pp. many cases can be effectively managed by a balanced diet and insulin therapy in addition to maintaining an optimal weight. then this system of equations becomes g' = ag .e)2 . cortisone. Ellis Horwood Limited.e)2 . We assume that these values are equilibrium values. and glycosuria levels. Let G denote the cumulative level of glucose in the blood. and h = H . women who have given birth to a baby of weight greater than 9 lb. In the fasting blood sugar test. People with diabetes cannot metabolize glucose because their pancreas produces an inadequate or ineffective supply of insulin. The body attempts to remove the excess glucose through the kidneys. (d) Explain why it is reasonable to assume that glucose levels are periodic and subsequently that (a ..Go. where J(t) represents the external rate at which the blood glucose concentration is being increased. * If we assume that II and h are linear functions. and weight loss.ag' (b) Substitute h = (lIb)(g' . show that a solution to this equation is J o(2Wv). (_g' b . Blood and urine samples are then taken at 1. where a. which is not being provided by glucose. 2. g = G . However. and those who are over 40 years of age. N.ef .elI + dg to obtain the secondorder equation 1 b(g' . hormone (Ho). approximately onehalf of these people are unaware that they have diabetes. (e) If C = I.4bd). Saunders Co. During the GTT. glucose levels rise. The relationship between the rate of change of glucose in the blood and the rate of change of the cumulative levels of the hormones in the blood which affect insulin production is g' = 11(g. Although there is no cure for diabetes at this time. (c) Show that the solutions of the characteristic equation of (ae + bd)g = 0 are 1. graph J o(2Vliv) and approximate the last ten solutions of Jo(2Vliv) = o. loyce M. + J') into h' = + dg g' + (a + e)g' + (ae + bd)g = J' + cJ. + J(t) . for t> 0 we have that g' + (a + e)g' + (ae + bd)g = O.230 Chapter 4 231 Differential Equations at Work Higher Order Equations e. In a fasting state.ag +J) + J'). show that a general solution of g' + (a + e)g' + (ae + bd)g = 0 is D. The patient is then given 100 g of glucose... the glucose acts as a diuretic.e . glucose levels return to normal after two hours.ag' . Fourth Edition. People at risk for developing diabetes include those who are obese. Black and Esther MatassarinJacobs. Notice that g and h represent the fluctuation of the cumulative levels of glucose and hormones from their equilibrium values. urination. fat. Diabetes is a serious disease: it is the leading cause of blindness in adultS and the leading cause of renal failure. Since the glucose solution is consumed at t = 0. + J') e = b(g' . and protein are broken down and ketone levels rise. individuals vary greatly. people with diabetes have an increased rate of coronary artery disease and strokes. those with a family history of diabetes. H the cumulative level of hormones that affect insulin production (such as glucagon. resulting in increased water" consumption. Burghess and M. a patient fasts for at least four hours and the glucose level is measured. and thyroxin). 17751808. a blood and urine sample are taken from a patient in a fasting state to measure the glucose (Go). in diabetics the blood sugar levels either take longer or never return to normal levels.V(a . h) _: J  _ Differential Equations at Work: A. (e) If (a . Borrie. h) { h' = h(g. S. those suffering from excessive thirst. Since some cells require energy. Diabetes can be diagnosed by several tests. Modeling with Differential Equations.bh + J(t) { h' = eh + dg . the glucose level in normal adults ranges from 70110 mg/mL. In addition. lutions. respectively. W B. pp. Philadelphia (1993). and d represent positive numbers. hunger. which was developed by Rosevear and Molnar of the Mayo Clinic and Ackerman and Gatewood of the University of Minnesota. (a) Show that if g' = ag . b. An adult in a fasting state with consistent readings of over 150 mg probably has diabetes.ag + J) and h' = (lIb)(g' .4bd) and 1.ag' . epinephrine. where y is the displacement and x is the distance from the bottom of the chain. In a person without diabetes.4bd < O. (a 2 .e g' + (a + e)g' + + V(a  e)2 . Subsequently. e. Luckman and Sorensen s MedicalSurgical NurSing: A Psychophysiologic Approach.bh + J(t) then h= 1. and 4hour intervals. 3. Testing for Diabetes Diabetes mellitus affects approximately 12 million Americans. so people with mild cases of diabetes might have fasting state glucose levels within the normal range. 113116. (b) Convince yourself that for any value of the equation J o(2Vliv) = 0 has infinitely many so. II I .
The results for each patient are shown in the following table. • athlete must overcome the force of air friction). g [sin a . A the projected area of the skier. if any.69 98.76 Constant m B.(a . 40].. CD the drag coefficient. A.c If the slope has constant angle a.81 m' S2 the gravitational constant.t 0. Using Skiing as a Practi~ cal Example.h (tis! dl)2 as a firstorder equation and find the solution that satisfies yeO) = Yo.L~ where m is the mass of the skier. Use the substitution v = ds! dl to rewrite d 2s!dt = k' .ca +cl'/2[A cos( fV4bd . Hint: Use the method of partial fractions. Find s(t) if s(O) = O. we can rewrite this equation in the simpler form + B sin wt].54 '85. p the air density. (f) Suppose that you have given the GTT to four patients you suspect of having a mild case of diabetes.C)2) + B sin (fV4bd  (a .29 kg· m.06 CoA 0. F".fL cos a] is nonnegative) and h 2 = CoAp!2m. and velocity.59 t= 4 76. Fg is the gravitational force.64 t= 2 82.47 ~ If . and 10 on the interval [0.00 t= I 85.00 110. in this case. Which patients. 253269. and CoA are shown in the following table. graph v(t) and s(t) if yeO) = 0. In each case. is the friction force between ski and snow. Use the values given in the previous table to complete the entries in the following table. =di' Modeling the Motion of a Skier During a sporting event.2 = g[sin a .(a .39 96.25 92.9  i 8. Thf . and p are constants.unic drag (a pressure gradient exists between the front and the back of the athlete. Research has shown that lab results of 27r! w > 4 indicate a mild case of diabetes.16 m 2 3.14   Thus.32 91. 2. In downhill skiiing. friction is created between the ground and the athlete) and aerod .* Because g. 5. if the velocity is known. Thus. Then we can rewrite the gen where fL is the coefficient of friction. friction and dr affect the skier most because the skier is not working against gravity (why?).13 99. fL. have a mild case of diabetes? Remember that the relationship between displacement. a. we can rewrite the equation as i )] 2 d s CoAp (tis)2 .3 }.stance traveled by a skier moving down a slope is given by d 2s m dt 2 = Fg . and D is the aerodynamic drag. What is the limit of the velocity achieved by the skier? How does changing the initial velocity affect the maximum velocity? >to Sauli Savolainen and Reijo Visuri.. fL.dl 2m dl and that G(t) = Go + e. we can find displacement by integrating velocity. For each value of a.00 90. Some of the forces acting' an athlete include gravity (the athlete must usually work against gravity when m llg body parts.00 100. "A Review of Athletic Energy Expenditure.fL cos a] (assuming that g [sin a . . pp. v.F". if we let k 2 = g [sin a .C)2)} c)'. 113. Volume 10.fL cos a] . and g "" 9. 2 2 1.fL cos a] and CoAp!2m are constants. .~ has to perform work against many physical forces.232 Chapter 4 g(t) = eCa+cltI2[A cos (fV 233 Differential Equations at Work Higher Order Equations 4bd .61 91. . p. Typical values ofthe constants m.77 103. we see that we are able to express both s and v as functions of t.C)2) Let a = !(a + c) and w = eral solution obtained here as G(t) = Go !V4bd + ea'[A (a  cos wt + B sin (fV4bd  (a .26 t= 3 78. s. m.' Journal ofApplied Biomechanics. is ds v Patient 1 I Patient 2 Patient 3 I Patient 4 Go 80. CD. Number 3 (August 1994). an athlete loses strength because the at!. P Typical Value 75 kg 1. s is the distance traveled by the skier at time I. Thus. calculate the maximum velocity achieved by the skier.35 114.
Which of the variables considered here affects the velocity of the skier the most? Which variable do you think is the easiest to change? How would you advise a group of skiers who want to increase their maximum attainable velocity by 10%? the firstorder linear differential equation dw ds Skier 1 75 kg hV) Multiplying this equation by 2v and applying the substitution w = v 2 leads us to [V(S)]2 235 Differential Equations at Work e 2h 's) + v6e.14 rn z 0. graph v(t) and s(t) if v(O) = 80 and 100 on the interval [0.29 kg· rn.!. calculate the maximum velocity achieved by the ".. Multiplying dvldt = k 2 . 2 1 a ( r 2 aI/J) + 1. Resubstitute w = v2 to obtain [v(s)f = (k/h)2 Skier 3 75 kg p evA c. How do these results change if p.2h2s . Ii. The Shriidinger equation in spherical coordinates is given by . SaWlders College Publishing (1993).29 kg· rn.. Who wins the race if the length of the slope if 400 m? Who loses? Who wins the race if the length of the slope is 800 or 1200 m? Who loses? Does the length of the slope matter as to who wins or loses? What if the angle of the slope is increased or decreased? Explain. 7. cjJ) = R(r)6(Ii)g(cjJ) exists. we write dtlds = lIv because ds/dt = v. if possible..a (. and 10 on the interval (0.Q7 0.234 Chapter 4 Higher Order Equations k 2 = g[sin a ..12 rn2 The time independent Shriidinger equation. In each case.3 1. To do so.16 rn 2 The Schrodinger Equation where C is an arbitrary constant.3 J. Thornton and Andrew Rex. 10. . 2m ". proposed by the Austrian physicist Erwin Schriidinger (18871961) in 1926. it is more useful to express v (velocity) as a function of a different variable.3 1. dw 2v dx + h2v =  + 2h2w = k 2v. pp. 248253. describes the relationship between particles and waves. aI/J) ++(EV)I/J=O* 1 a I/J 2p.16 rad Constant m 4. + Ce.2h\ If we assume that a solution to this partial differential equation of the form + Ce 2h 2s. 5. the Schriidinger equation can be rewritten as three secondorder ordinary differential equations: Azimuthal Equation d 2g .118 rad h2 = (oAp  skier. dcjJ2 = meg >10 Stephen T./6 rad.19 rad = 45° = ".L 0.(r. Show that a solution of this differential equation is given by w(s) = (k/h)2 Skier 2 75 kg Suppose that these three skiers are racing down a slope with constant angle a = 30° = ". like s (displacement). smli2 r2 ar ar r2 sin Ii ali ali r2 sin Ii acf/ h2 .29 kg· rn. is increased or decreased? if CrA is increased or decreased? How much does a 10% increase or decrease in friction decrease or increase the skier's velocity? 9. Are your results consistent? 8. 1500].h 2v 2 by lIv and simplifying leads to ldv = l(~ v dt v . For each value of a in the previous table.. 6. The values of the constants considered here for three skiers are listed in the following table. Interpret your results. How does changing the initial velocity affect the maximum velocity? Compare your results to (3).05 0.1 2k2 1. then by a technique called separation of variables./4 rad a = 50° = 5". 40].. graph v(s) ifv(O) = 0. Modern Physics for Scientists and Engineers.06 0. Sometimes. Show that the solution that satisfies the initial condition v(O) = Vo is = k 2 + ~e2h2s + h2 e 2/'' h 2 2 v 0 (k)2 (1  = h 0. 5.JL cos a] a a = 30° = a a = 40° = 2". For each value of a in the previous table.
p du + [2(2 .12 F/m is the permitivity of vacuum.054572 X 10. ao = 471"Eoh2/ /Le2 and E = .0.d + h2 E + . the radial equation can be written in the form 2 d R + ~ dR + [2E + 22 _ e(e + I)] R = 0 dr2 r dr r r2 .u = O. e If e= . Find a series solution of n~O I . .. For the hydrogen atom. 2. r r r 471"Eor I.+ .. ' compare to these? For the hydrogen atom.854187817 X 10. 2ao. h. 4. Volume 21. . and 19 e = 1.236 Chapter 4 Radial Equation d( I 'd sin Angular Equation sm (J (J de) + [ece + 1) .. s divided by 271"). When this solution is substituted into the equation. and Eo are described later). .. . a solution of 2 d R dr 2 237 Differential Equations at Work Higher Order Equations +~ dR r dr + [2E + 22 _ e(e + I)] R r = 0 r2 has the form R(r) = e pru(r). 1.34 J . we obtain the equation 2 d u + 2 . where E is the energy of the hydrogen atom and 2 is a constant.. and the magnetic quantum number me depends on me = f + 1. and E for the hydrogen atom. The diameter ofa hydrogen atom is approximately 10. e. Find a power series solution to the equation of the form u(r) = anr n+{.. E. pp.p) ..p) du + dr 2 r dr r 2 [2 (2 _E. () ]e = O. (Jd(J '2 The orbital angular momentum quantum number e must be a nonnegative integer: f = 0.2.6260755 X 10. the equation 2 2 d R 2 dR 2/L ( e ) becomes . Number 6.60217733 X 10C is the elementary charge. the radial equatIOn IS ?1 d ( dR) dr r2 dr 2/L + l1" (E  e. .6 eY.smm.. is known to be approximately 13.. 6. ::':2. .a6.104434 X 10. "Solution of the radial equation for hydrogen atom: series solution or Laplace transform?" International Journal of Mathematical Education in Science and Technology.d 2 + . e: e. * When E < 0 and we let p = V . ~ 5. . 'How do the results you obtained in problem' .2E. 3. (1990). /L = 9.31 kg is the reduced mass of the proton and electron. EO = 8.J . 0. 1.. Show that the solutions of the indicial equation of 2 d u + (~. 913918.dr r dr r r2 (1 ) e(e 1)] .. Using VCr) = e2/471"Eor (the constants /L.10 m while the energy.R = O. V)R = O.. s is the Planck constant (6. Calculate ao.h 2 /2p. 2. Show that if R = Ae rlao is a solution of this equation. + I..) _ e(er2+ 1)] u = 0 are e and (e + I). The constants in the expression 471"Eoh2/ /Le2 are described as follows: 34 h = 1. ::': 1.. YiHsin Liu and WaiNing Mei.
x' (0) = (3. so after simplification we obtain the differential equation or The two initial conditions that are used with this problem are the initial position x(O) = '" and the initial velocity x' (0) = (3.' :alue problem I n Chapter 4. Figure 5. which describes the displacement of the object with respect to the equilibrium position at time t. is found by M''" . When the system is in motion. ~ Simple Harmonic Motion Based on the assumption made in deriving the differential equation.. In this chapter. we discussed .5. 238 A springmass + kx = 0 1 x(O) = "'.can be used to solve some initialvalue problems that model physical situations. the spring exerts a restor· ing force in the upward (opposite) direction that is proportional to the distance s that the spring is stretched. d2x m dt 2 where k> 0 is the constant of proportionality or spring constant. it is System English Metric Units Encountered when Solving SpringMass Systems Force Length Mass 2 Time pounds (lb) slugs (lbs /ft) feet (ft) lb/ft seconds (s) Newton (N) kilograms (kg) meters (m) N/m seconds (s) . this is stated as TABLE 5.several techniques for solving higher G ' differential equations. According to Hooke's law.1 we see that the spring has natural length b. the displacement from x = 0 at time t is given by x(t). Suppose that an object of mass m is attached to an elastic spring that is suspended from a rigid support such as a ceiling or a horizontal rod.1 system. When the object is attached to the spring. The units that are encountered in these problems are summarized in Table 5. positive values of x(t) indicate that the mass is below the equilibrium position and negative values ofxU) indicate that the mass is above the equilibrium position.. By Newton's second law of motion. If we assume that there are no forces other than the force as a result of gravity acting on the mass. we illustrate how those methods . Applications of Higher Order Differential Equations where m represents mass of the object and a represents acceleration.': .1. In Figure 5.ks . At equilibrium ks = mg. The object causes the spring to stretch a distance s from its natural length. we determine the differential equation that models this situation by summing the forces acting on the springmass system with m d 2x 0 dr = S (forces = k(s acting on the system) + x) + mg = . The position at which it comes to rest is called the equilibrium position.1 5 239 Simple Harmonic Motion stretched s units past its natural length to the equilibrium position x = O. The function xU).kx + mg. Mathematically.1 F= ks.
Being released from rest indio cates that dxldt(O) = O.. : . Nnti<"p '\. so s = 3 in. above the equilibrium position. The in· formation is given in English units.. Because kim = 64. X I filI2 in. (c) the object is released from the equilibrium position with a downward initial velocity of S fils. k = 120 lb/ft. . x(O) = O.k First. the initialvalue problem that models the situation is 4 k = 20. It has solutions r = ±Si. Notice. To find the values of CI and C2 that satisfY the initial conditions. and x(t) = cos St. By Hooke's law. 16 = k· 114. below the equilibrium position. that is stretched ' to a distance of 13 in. According to Hooke's law. so m = 15/S slugs. (b) A position 6 in. s = 3 in. Hence k = 16 lb/ft.ow " 1S set mto motion. We must convert all measurements given in inches to feet. and (c) are then found. as shown in Figure 5. Determine the function x(t) that describes the displacement of the object if it is released from rest 12 in. The differentia] equation used to find the displacement of the object at time t is 2 1. X I filI2 in. = 114 ft. so a general solution of the equation is xU) = CI cos St + C2 sin St. (b). Because the force F = 2 stretches the spring 3/2 in. (b) the object is released from rest 6 in. So CI = I. C2 = 0. so we have 60 = k· 0. is equivalent to I ft.. I Solution Because the mass weighs 5 lb. and 12 in. fore. . The object stretches the spring 3 in.. = 114 ft. below the equilibrium position with an upward initial velocity of 2 fils.10 = 3 in. Determine the spring constant of the spring with natural length lOin. We then fmd the mass m of the object with F = mg to find that 16 = m . ~:~ + 64x = 0 I "ii"I. An object weighing 60 lb stretches a spring 6 in. 60 = m . and because displacement from the equilibrium position is 13 . The dif . F = 5 lb. With F = mg. Therefore. above the equilibrium position. k is found by solving 2 = k· liS. retracing its motion. however. (a) Determine the function x(t) that describes the displacement of the object if it is released with a downward initial velocity of 32 fils from 12 in. Also. (a) Because 4 in. lem that models this situation if (a) the object is released from a point 4 in. = 113 ft and down is the positive direction. so the mass moves vertically. by an object weighing 5 lb. x(O) : 113. Determine the initialvalue prob.' Simple Harmonic Motion 241 (c) Because the mass is released from the equilibrium position.. the initial velocity is S fils in the downward (positive) direction.' An objective weighing 2 lb stretches a spring 1.1 Solution We first determine the differential equation that models the springmass system (we use the same equation for all three parts of the problem). the spring constant k is determined from the supplied information. L What is the maximum displacement of the object in Example 3 from the equilibrium position? "".1. Next._L . x'(O) = 2. An object of weight 161b stretches a spring 3 in. Notice that the spring constant is given in the units lblft because F = 5 Ib and s = 114 ft..'. we have m = 2/32 = 1116 slug. so k = 64 lb/ft. 240 Chapter 5 Applications of Higher Order Differential Equations 5.2. In this case. 32 or m = 1/2 slug.2 ddt2x + 64x = 0 .5 in. Hence.~.. F=ks 5= :I Solution 1. = liS ft.INM x(O) The characteristic equation that corresponds to the differential equation is r2 + 64 = O.1 1'1''''''. The solution is periodic. because the mass weighs 16 Ib. There. F = 16.5. F = ks. so we use g = 32 filS2. X I filI2 in. we calculate x'(t) = SCI sin St + SC2 cos St.. (b) At what value of t does the object first pass through the equilibrium position? : :I Solution (a) We begin by determining the spring constant. indicates that the springmass system never comes _. (or 112 ft) above the equilibrium position (in the negative di· rection) corresponds to initial position x(O) = 112... the mass m of the object is determined using F = mg. 32. Motion of this type is called simple harmonic motion.. X I filI2 in. o "d". that the initial velocity is 2 fils in the upward (negative) di· rection. x'(O) = O. Also. Then x(O) = Cl = I and x'(O) = SC2 = O. = I. The initial conditions for parts (a). so x'(O) = S.
the initial position above the equi· librium (in the negative direction) is x(O) = 1. w= x(t) = A cos (wt . (See Figure 5. we can write x(t) in terms of a cosine function with a phase shift. the roots are r = ± 16i.3.. 'I' =. is equivalent to I ft.t 1 (a) (b) (e) 2 x x + l6c2 cos 0 = 16c2 = 32.5) = 0.I (.3 Approximate the second time the mass considered in Example 4 passes through the equilibrium position. Comparing the functions and w x(t) = A cos wt cos </> + A sin wt sin </> A cos</>= a and cos </> = ~ and A x(t) = Cl cos 16t  T + Ji sin wt = 0 x(O) = I. Because 12 in. A gen· + C2 sin 16t. [f.. (alA)' + [{3I(Aw)f = 2 A. which appears to be a reasonable approximation based on the graph of x(t).. Application of the initial conditions then yields x(O) = Cl cos 0 + C2 sin 0 = Cl = I and x(in it) x'(O) = 16cl sin 0 ttHt++t+Jt.2 d2X dt 2 where Through the use of the trigonometric identity cos (a + b) = cos a cos b . C2 = 2. + . Aw' 1.sin a sin b. Sin wt sin + sin </> = 1.242 Chapter 5 Applications of Higher Order Differential Equations x (in tt) 5. The downward initial velocity (in the positive direction) is x' (0) = 32. Figure 5.) (b) To determine when the object first passes through its equilibrium position.1 x (in it) x (in it) 243 Simple Harmonic Motion with derivative x'(t) = 16cl sin 16t + 16c2 cos l6t. dx (0) = {3 dt x is x (t) = a cos wt 1 (g) 1 (h) __ " 'I' x(t) = a cos wt ferential equation that models this situation is 1116 d 2xldt 2 + 16x = 0 or d 2xldt 2 + 256x = O. A general formula for the solution of the initialvalue problem d2X m.03 s. First. Because cos 2 </> solution is wt sin </>. t = 1116 tan. Therefore. we solve the equation x(t) = cos 16t + 2 sin 16t = 0 or tan l6t = 112. (in s) 'Figure 5. The position function is given by x(t) = cos l6t + 2 sin 16t. we must solve the initialvalue indicates that problem Thus + 256x Because the characteristic equation is r2 eral solution is A Sin + 256 = 0. x'(O) = 32.ji2+kx=O (d) (e) 1 (I) x x(O) = a.</».Ji. the amplitude of the . let (i) ( {3 . Therefore.. Therefore.
q. Solve the initialvalue problem d 2xldt 2 + /0: = 0.. How does an increase in the magnitude (absolute value) of the initial position and initial velocity affect the amplitude of the resulting motion of the springmass system? From experience. determine the mass m and the spring constant Hor the given springmass system. We first compute 2.2 + 2 cos (wt . "ii. The initial position is x(O) = 1.5. x(O) = I 3' x'(O) 10.. cos. What is the maximum displacement of the object? When does it occur? *13. 1 x(O) = a. d x dt' + 256x = 9. cos (wt  Simple Harmonic Motion 5. F = (4)(9. A 4lb weight stretches a spring 1 ft. Therefore. determine the time required for the weight to return to the equilibrium position.q. x'(O) = 2 8. Note that the period ofx(t) is In many cases. above the equilibrium position and released. . If the object is lowered 1 ft below the equilibrium position and released.75. the maximum displacement of the mass from its equilibrium position is Vs = 2. determine the time required for the object to return to its equilibrium position. and w = VI00/4 = 5. + 128x = 0. determine the displacement of the object. (Assume the English system. : 1.2 + {ilw2 "I/ki. We must solve the initialvalue problem (0) = {3.4.11 rad.). x'(O) = 2 "4I ddt2x 2 4 . determine the displacement of the mass.392. and the initial velocity is x'(O) = 10. dt 2 *7.(l/Vs) = 1. We then find the spring constant with 39. x(O) = 1. x(O) = 5.) d 2x 0.) w Vs cos 1 (5t  = . x(O) = I.. x(O) = 0. 2 dt' x (in meters) 2 III ~ ~ t rr /n"1 l (ip s) fr 1 2 V Figure 5. If it is then put into motion with a downward velocity of 2 ftls. c1D'_~quired for the mass to return to _~ c<julllbrium position. x(O) = 0. What is the maximum displacement of the object? When does it occur? d2X m dt 2 + /0: = 0 A 4kg mass stretches a spring 0. x'(O) = 4 0. A 6lb object stretches a spring 6 in.. x'(O) = 1 1 d x 16 d(2 + x = 0. If the object is lifted 3 in. express the ~ulutJ(in of the initialvalue problem in the formx(t) = Va2 + ~/W2 cos (wt </».4' x'(O) = 2 12 + . (a) Determine the displacement function if the mass is released from I m below the equilibrium position with a downward initial velocity of 10 mls.!. we have . V V ! 1\ {\ d2x dt 2 + 25 x(O) = 1.8) = 39..) is x = Vs.. The mass returns to its initial position every 2'TT15 = 1. find the time required for the weigbt to return to the equilibrium position. and it comes to rest in its equilibrium position. x(O) = 2.. 4 (e) What is the approximate period of the displacement function? dt' + 9x = d 2x : J Solution (a) Because the mass of the object (in metric units) is m = 4 kg. d x2 . x(O) = I.2 N. below the equilibrium position and released. = R2 . x'(O) = 0 2 *3.. 10 d 2x 1 d(2 + lox = 0.. x(O) + 4x = = 3. = cos 1 ( V" ) and w = .236 meters. we know that the maximum value ofx(t) = Vs cos (5t . x (0) = I + 16x = 0. we use this with F = mg to determine the force. so k = 100 N/m.. does this agree with the actual physical situation? EXERCISES 5. Using the general formula with" = I..2 = k· 0. and 9. 15. 14. .</J) 5 = ' 1 InExercises 510.I. q. If the weight is lowered 4 in. A 16lb weight stretches a spring 8 in. What is the displacement of the object at t = 5 seconds? If the object is released from its equilibrium position with a downward initial velocity of I ftls. x'(O) = 10 x V = Simple harmonic where q. cos (5t . A 16lb weight is then attached to the spring. questions about the displacement function are more easily answered if the solution is written in this form. 25 dt + 4x = 0 x(O) 2 5. d x dt' +x = d 2x g02 6.392 m.244 Chapter 5 Applications of Higher Order Differential Equations and Jcl. What is the period and amplitude of the solution? = 0 either directly or with the general formula obtained previously. A 16lb object stretches a spring 6 in. x'(O) = 4 2 0. 0. The differential equation that models this springmass system is 4 d 2xldt 2 + 100x = 0 2 2 or d xldt + 25x = O. (b) What is the maximum displacement of the mass? 245 (b) From our knowledge of trigonometric functions.1  In Exercises 14.+ ~ x(t) = where q.1 = 1 1 12. d x dt' + 9x = q. x(t) = 0.. (3 = 10. x'(O) = 0 for values of k = 1. Comment on the effect that k has on the resulting motion. which we graph in Figure 5. (e) The period of this trigonometric function is T = 2'TTlw = 2'TT15. What is the displacement of the weight at t = 4 s? If the weight is released from its equilibrium position with an upward initial velocity of 2 ftls. 4.!.'.257 s. x(O) = 2.).4 motion. Interpret the initial conditions. x'(O) = 1 11.
5 Of the displaced liquid equals the force of gravity on the object. H = 12 in.5.2 dt + c dx + 10: = dt O. Find the motion = = 247 Damped Motion displacement from the equilibrium position. 2. m 5. x' >0 0. Consider the cylinder of radius r = 3 in. heigbt H = 12 in. of the cylinder ifit is released with 1. We follow procedures similar to those used in Section 5. after summing the forces acting on the springmass system. Find the mass m if the spring constant is k = 32 lb/ft. we have d 2x dx m = c . The object is in equilibrium when the buoyant force Equilibrium position ""'"r"""h+Y'l0. Show that the solution to the initialvalue problem l m~:~+kx=O x(O) = "..25 N/m. Find the period ofthe motion of an undamped springmass system if the mass of the object is 4 kg and the spring constant is k = 0.5 Ib/ft is h 0.. x'(O) = 0 for values of m = 1. x' =0 \ 1.815 ft 9. so 0. For c > 0.) Consider the cylinder of radius r and height H of which h units of the height is submerged at equilibrium. 21. 1. is above the water. duldt (0) = 0. Do these results agree with those that would be obtained with the general formula A = V d + ~/w2? *27. What is the maximum displacement of the cylinder from its equi· librium? 26. find (a) the maximum displacement from the equilibrium position. Compare this result to that obtained with m = 3 slugs.. u satisfies the initial conditions u(O) = ". The displacement function is found by solving the initialvalue problem 2 m d x2 + c dx dt dt + 10: = \ x(O) = a. where Sgn(~) = \ 1. x = 0. Show that when the cylinder is raised out of the liquid. *25. An object with mass m = 1 slug is attached to a spring with spring constant k = 4 lb/ft.) Therefore.. (b) r = 4 in. (Hint: At t 0. a more realistic model is needed. Comment on the effect that m has on the resulting motion. H= 8 in. and 9. at equilibrium 7Tr'hp = mg. (b) the time at which the object first passes through its equilibrium position. and FR = c Sgn(~). The object is pulled downward and released from a position b ft beneath its equilibrium with an upward initial velocity of 1 ftls. Solve the initialvalue problem d'xldt' + . The period of the motion of an undamped springmass system is 7T/2 seconds.2.1 disregarded all retarding forces acting on the motion of the mass.22 in. dx (0) = (3 dt can be written as x(t) = u(t) + vet). the initial position is yeO) = = 29. W= 50 lb. Suppose that a 70gram mass stretches a spring 5 cm and that the mass is pulled downward and released from a position b units beneath its equilibrium with an upward initial velocity of 10 cmls. 22. h = 9. (e) Use Newton's second law of motion to show that 2 m d yldt' = 7Tr'[h .. 20..y(t)]p. W= 20 lb. Graph the solution for {3 = 1. W = Sib. Determine the value of b so that the mass first returns to its equilibrium at t = I s. An object of mass m = 4 slugs is attached to a spring 30. How does varying the value of {3 affect the solution? Does it change the values of t at which the mass passes through the equilibrium position? = 28. Archimedes' principle states that a body in liquid experiences a buoyant upward force equal to the weight of the liquid displaced by the body. librium is 7Tr'hp. If the object is released from 9 in.4. (See Figure 5. where u and v satisfy the same differential equation as x. An object of mass m = 3 slugs is attached to a spring with spring constant k = 15 Ib/ft. H= 9 in. and weight W: (a) r = 3 in. . the downward force is 77T'[h . Therefore...78 in.78 in. functions such as ~ I dt) . 24. Determine if the cylinder can float in a deep pool of water (p = 62. 18. find the maximum velocity of the object.246 Chapter 5 Applications of Higher Order Differential Equations 16. Determine the value of b so that the maximum displacement is 2 ft. Graph the solution for" = 1. If the object is released from 7 in. find (a) the maximum 31..5 ftls.y(t)]p . (g = 980 cmls') 19. How does varying the value of " affect the solution? Does it change the values of t at which the mass passes through the equilibrium position? (b) Determine the displacement function of the object if x(O) = 0 and x' (0) = {3. and v satisfies the initial conditions v(O) = 0. with spring constant k 20 lb/ft. (c) r = 6 in.1 to model simple harmonic motion and to determine a differential equation that models the springmass system. what is tbe maximum displacement from the equilibrium position? How does this compare to the result in the previous exercise? Determine the maximum displacement if k 24 lb/ft. Determine the motion of the cylinder of weight 512 Ib. above its equilibrium with a downward initial velocity of2. and weight 10 lb. radius r = 1 ft. dvldt (0) = {3.. and height H = 4 ft if it is released with 3 ft of its height above the water (p = 62. If the motion of an object satisfies the initialvalue problem d'x m+kx=O 2 dt 1 x(O) = ". If the spring in Problem 28 has the spring constant k = 161b/ft. below its equilibrium with a downward initial velocity of 1 ftls. Studies in mechanics reveal that the resistive force due to damping is a function of ~he velocity of the motion. Show that the portion of the cylinder submerged in water of density (P) J 62.':!IIfWater line 1 Figure 5.mg.22 in. (b) the time at which the object first passes through its equilibrium position. (a) Determine the displacement function of the object ifx(O) = "andx'(O) = O.10: dt 2 dt or d 2x m.4 lb/ft') using the given radius r. which includes damping. (e) the period of the motion. Simplify this equation to obtain a secondorder equation that models this situation. find the maximum displacement from the equilibrium position.51b/ft J ) with a downward initial velocity of 3 ftls. Suppose that a Ilb object stretches a spring 118 ft.4. *17. height H. = ~ Damped Motion Because the differential equation derived in Section 5.. (b) Lety(t) represent the vertical displacement of the cylinder from equilibrium. x' <0 can be used to represent the damping force. (Archimedes' principle) Suppose that an object of mass m is submerged (either partially or totally) in a liquid of density p. (e) the period of the motion. 23. of its height above the water with no initial velocity. Assuming that FR = c dxldt. If the mass in Problem 30 is m = 4 slugs.i. 0 . (a) Show that the weight of liquid displaced at equi.2 Positive ydirection x(O) = 1. 4. x' (0) = {3. : (0) = (3.
4 = 2 ft and that F = 8 lb. (b) the object IS released 6 in. which is graphed in Figure 5. spring of length 4 ft.4mk > CO  4mk = 4c2te 4'. Thus.6. 0. would you perceive its motion? 0 (b) In this case. An 8lb object is atta~hed to a. the displacement is negative (above the equilibrium position) initially. so k = 4 lb/ft. determine the displacement function if the object is released from 1 ft below the equilibrium position with (a) an upward velocity of 1 fils.2 From our experience with secondorder ordinary differential equations with con tan ff" . The differential equation that models this springmass system is 1 d 2x "4 dt 2 d 2x dx + 2 dt + 4x = 0 or dx so r + 8r + 16 = (r Critically damped Jf the object in Example 1 is released from any point below its equilibrium position with an upward initial velocity of 1 fils. ' s Case 1: c? .1 Solution (a) Because F = 32 lb. + 4)2 = 0.5 Figure 5.".4 0. The corresponding characteristic equation is r2 (in s) This function. IOns o f th e dI erentm equation have the form xU) = e rl • Then the characteristic eq ti is mr2 + cr + k = 0 with solutions ua on r= Differentiating yields x' (t) = (4cI .. so CI = 0 and 4c.3 .. the spring has le~gth of 6 ft.".5 1. 1 . can it possibly pass through the eqUilibrium position? x (in ft) 0. (b) an upward velocity of 6 fils. because the damping coefficient c is small in companson with the spnng constant k. The initial position is x(O) = 1. so k = 4 lb/ft. The characteristic equation of the differential equation is 1'2 + 51' + 4 = (1' + 1)(1' + 4) = 0. What is the maximum displacement from the equilibrium position? Jfyou were looking at this spring.i. but the positive initial velocity causes the function to become positive (below the equilibrium position) before approaching zero. comparison with the spring constant k. can it possibly pass through its equilibrium position? Jf the object is released from below its equilibrium position with any upward initial velocity. the spring constant is found with 32 = k(8). indicates the importance of the initial conditions on the resulting motion. + C2te4'.z + 8 dt + 16x = O. . Because of the resistive force due to damping.7.1 0. which is shown in Figure 5. With a slight decrease in the damping coefficient c. In fact problems of !hi type are classified by the value of c 2 . The solution depends on the value of the quantity c 2 . the mass of the object is m = 8132 = 1/4 slug. and the solution is x (in ft) This situation is said to be overdamped. and c. Figure 5. s t coe IClents ill Chapter 4. Critically damped :. If the resistive force due to damping is FR = 5 dxldt. Also. = 4 is a root of mUltiplicity two.248 Chapter 5 Applications of Higher Order Differential Equations 5.1 0. I Soluti~n Notice that s = 6 . Notice that x(t) is always positive. """'4 A 32lb object stretches a spring 8 ft. The differential equation that models this situation is d 2xldt 2 + 5 dxldt + 4x = O. When we apply these initial conditions.2 0. the solutions to initialvalue problems of this type depend 0 the values of m. so the object is always below the equilibrium position and approaches zero (the equilibrium position) as t approaches infinity. Determme the displacement function xU) if FR = 2 dxldt and (a) the object IS release~ fro~ the equilibrium position with a downward initial velocity of 1 fils. Hence C2 = 3. 2. In this case. A general solution is xU) = c. we find that x(O) = CI = 112 and x'(O) = 4cI + C2 = 4(112) + C2 = 5. At equilibrium. Also.4.4mk as follows. c±~ 2m 249 Damped Motion 0 This situati~n is described as criticaUy damped.4mk. Suppose we assume (as we did in Section 5. because the damping coefficient c is lar . .e. Case 3: CO  4mk < 0 I This situation . k.7 motion.is called underdamped. the object is not allowed to pass through its equilibrium position. + C2 = 1. We find the spring constant With 8 = k .6 motion.. ge m Case 2: + c2)e 41  (a) The initial conditions in this case are x(O) = 0 and x'(O) = 1. C2 = 1 and the solution is x(t) = te 41.1) that solut' n 'ffi . and the initial velocity in (a) is x' (0) = 1. m = 32/32 = I slug. x(O) = 112 and x' (0) = 5.5 t (in s) 0. above the equilibrium position with an initial velocity of 5 fils in the downward direction.. because the resulting motion is osCillatory.
we see that the initial velocity in part (b) causes the mass to pass through its equilibrium position. e '''".'.250 5. Therefore. the trigonometric component of the solution causes the motion to oscillate. m = 16/32 = 112 slug.• "~V~5. Notice that c2 .4(1/2)(S) = 63/4 < 0. Because x (in ft) (b) Using the initial velocity x'(O) = 6.9(a)..4 The graph of this function is shown in Figure 5. the differential equation is I d 2x I dx ++Sx=O 2 dt 2 2 dt The initial position is x(O) the initialvalue problem 2 or d x + dx + dt 2 dt 16x=0 = 2/(3 V7)}./2 (Cl cos 2 x'(t) = 2I e II". so the springmass system is underdamped.2 4 (a) 0 IS .) Applica. we solve the system {Cl + C2 = I Cl .2 (b) Figure 5.. Notice that this solution is always pos~ Itlve and. the exponential portion forces the solution to approach zero as t approaches infinity. Of course.2 0. ' 0. in Figure 5. 3V7t) + C2 sm 2. Approximate the quasiperiod of the solution in Example 3. .4 : d2X + dx + 16x = 0 dt 2 dt { x(O) = 0.( c] 3V7t cos 2 . = 0 and the initial velocity is x' (0) = I. these results indicate the importance of the initial conditions on the resulting motion..6 0.8(b). approaches zero as t approaches infinity.8(a).+ C2 cos . / 2sm 3V7 2 (a) L "fi. C2 = O}.2 0. This is illustrated with the simultaneous display of these functions in Figure 5. Physically.8 •o application of the initial conditions yields {Cl solution is Because F = 16 lb. Determine the displacement x(t) if the resistive force due to damping is FR = (1/2) dxldt and the object is released from the equilibrium position with a downward velocity of I fils. 3V7t x(t) = e _.4(1)(4) = 9 0.! and _______.4mk = 52 .1 we developed a general formula for the displacement function. The solution of the initialvalue problem is x (in ft) dx + 16x = + dt (b) Figure 5. 0. 0.2 Chapter 5 Applications of Higher Order Differential Equations x (in ft) 251 Damped Motion with roots rl = 1 and r2 = 4.9(b). Therefore the object is always below its equilibrium position.e . but the larger negative initial velocity causes the function to become negative (above its equilibrium) before approaching zero./2 2C] sm . C2 = 5/3}. Notice also that the solution is bounrl~rl "hr.4C2 = I solution {Cl = I.8 0. 2 .9 'Notice that when the system is underdamped as in Example 3.8 and 0. 0 f ddt x A general solutIOn 2 > 0. () = 2. x' (0) = 1. The time interval between two successive local maxima (or minima) of x(t) is called the quasiperiod of the solution. A general solution is 0. We must solve In Section 5. Our model only approximates the behavior of the mass.6 2 (Because c .2 . 3V7t 3V7t) + e . In this case.1 the below by the ell horizontal axis. As in Example I. Assuming that the springmass system is underdamped. 3V7t) + C2 sm 23V7 ( . the differential equation m d 2xldt 2 + c dxldt + Icc = 0 has the . We can do the same for systems that involve damping. the Solutions of this type have several interesting properties. First. 0. the amplitude (or damped amplitude) of the solution decreases as t '> 00.4c2e4'.2 . so the solution to the initialvalue problem is x(t) = eI The graph of x(t) is shown. Therefore.'·' ._ . the motion of the spring is illustrated in Figure 5. Hence. but there are no values t = T such that x(t) = 0 for t > T as we might expect from the physical situation. Therefore. Also. due to the dampmg. the position of the mass in this case oscillates about the equilibrium position and eventually comes to rest in the equilibrium position. the system is overdamped. These qualities are illustrated in the graph of x(t) in Figure 5..2 :11 Solution C2 x (in ft) Can you find a minimum value for the upward initial velocity Vo in Example 2 so that the object passes through its eqUilibrium position for all values greater than vo? A 16lb object stretches a spring 2 ft. Also. the spring constant is determined with 16 = k· 2. with our model the displacement function x(t) '> 0 as t '> 00.4mk = (1/2)2 . ' (3V7t) xt .4C2 = 6' which has solution {CI = 2/3. the displacement is positive (below its equilibrium) initially. = 0. with tion of the initial conditions yields the system of equations {Cl + C2 = I Cl .10. (t) = cle' .". k = 8 lb/ft.
cos 2 cp + sin2 cp = 1..2 x .LI ) and 0.L· Now.Lt + C2 sin tv 2 0 with roots r = (c ± 4mk .p .2 x Damped Motion cp). we have Acoscp=a .Li and a general sof.2 2" I = f3 + ap Af.2 253 characteristic equation mr2 + cr + k = Ifwe let p = c/(2m) and f. (Note that functions of this type are not periodic. and sin f. SID f.PI(A cos f.Lf3 + ap.) We can also determine the times at which the mass passes through the equilibrium position from the general formula given here.c )/(2m). Applying the initial conditions x(O) = a and x'(O) = f3 yields the solution X(I) = e.LI cos t 0.LI + f.2 t (in s) 2" t 0.L ]2 and 20T 0.I.LI  cp + A Then. 'f' x A= J p 2 + [f3+aa f.LI sin cp).LI 0. which can be written as x 20T + x cp + A sin f.( a cos f. x(i) = Ae.LI sin cp). f3+ap and A SIDCP=. so a/A2 + [(f3 + ap)/(Af.10 is called the quasiperiod of the function.L)f = 1. sin f.Pi 21T t where 0.L = v'4mk lution is x(l) = eP'(cl cos f.LI cos x f3: ap sin f. x(l) = e P'(A cos f.L a ( \i ]2 cos (f. 2 c /(2m).2 t x(l) = e. \ .2 Figure 5. x (inft) x 5. the decreasing amplitude of the solution is 0.L which indicates that 27r t 0. Therefore. then r = p ± f.2 0. Comparing the functions Pt( a cos f.2 x(l) = e . The mass passes through the equilibrium position at .LI).P' cos (f..2 x cp = cos.1 J+ ~ [f3 + ap f.LI . because the cosine function is zero at these values. We do this by setting the argument equal to odd multiples of 7r/2.2 x(l) = e 2" .cp)./'t""J f The quantity 47rm 27r' 0.LI).
x'(O) =1 cos (31 .2' cos (3t . when. x(O) = 0. cp = Tr14. if so. if so.2 + 3' A .1 (IIYz) = '1T14.11 X(I) = V2e. dx + 4dt + 13x = O. After reaching its equilibrium position. e equi' The initialvalue problem that models this situation is 1 dx = 2e 21 2 d x 1. x'(O) = 3 dx + 10 dt + 25x = 0. x(O) = 3. x(O) = I. An ~bject . dJl I d x 32 dt2 2 I d x dJl *3. x'(O) = I dx dx + 10 dt + 41x = 0. A weight having mass m = I is attached to the end of a spring with k = 5/4 andFR = 2 dxldt. dJl + 4 dt t (in s) 0. n = 0. x'(O) = 0 dx 2 dt d 2x 9. (cl d2X dx m. dl 2 21 The quasiperiod is 4'1T 2'1T 2 Y4(13) .leased with no initial velocity from a position mass passes through its equilibrium position and.+ j . I +2]2 cos + 3 = 0.4 0.L. . 17. x(O) = 0. In each case. x(O) = 4. cos 31 + C2 sin 3t) + 3e + dx 4 dt + 3x = 0.cp).::: 2e d 2x 5.5 1= Figure 5. dJl d x dx 4. express the solution of the initialvalue problem in the form d x dx 6. In Exercises 14. (Assume the English system. m(2n + 1)'1T + 2mcf> _ (2n + Y 4mk _ c2  1)'1T + 2cf> 6 ' n = 0. find the displacement of the mass if it is set into motion from its equilibrium position with an initial velocity of 1 fils in the downward direction. If the resistive force is FR = 10 dxldt. x'(O) = I d " + 8 dt dx + 16x = 0.cos (j..2. x'(O) = 1. beyond its natural length. x'(O) = 2 + 2 dt + 26x = 0. +c+kx=O dr dt { x(O) = a.) c. x(O) = 3.x'(0)=2 In Exercises 58. dt 2 2 d " Describe the initial conditions. dJl + 20x = 0.tt  cp). x(O) = I. (31 . x'(O) = 2 *11.  • + 1)'1T + 2mcf>l . I.5 471711 d 2x 12. *19..of mass I slu~ is attached to a spring with spring constant k = 13 Ib/ft and.force of ~R = 4 dxldt due to damping. Determine the displacement of the mass if the object is released from the equilibrium position with an initial velocity of 3 units/s in the downward direction.S s~bJected to a reslstiv. x(O) = 5. general solution is x(t) = e. 1.5 3 The values of I at which the mass passes through the equilibrium are 1 1.5 21 21 (cl sin 31 + C2 cos 31). dJl dx + dx + 8 dt + 15x = 3dx I x = 0. determine the displacement of the mass if it i~ rp.4 dl 2 +2 +8x=0. x(O) = 1. find the quasiperiod and the time at which the mass first passes through its equilibrium position. Determine if the mass passes through its equilibrium position and. Classify each as overdamped or critically damped.. librium position. and damping coefficient c inFR = c dxldl for the given springmass system Use this formula to find the quasiperiod for the solution in Example 3. dJl dx + 5 dt + 4x = 0. If the initial posltlon IS x(O) = I and the mltlal velOCity is x' (0) = I.2 Applications of Higher Order Differential Equations [ (2n + 1) f+ cf>] _ [m(2n t= ~_ _. 20. 4' x(O) = I.5. where cf> = cos.V.2 V4mkc· r J Solution 255 Damped Motion d 2x *7. x'(O) = 5 2 d x *15.cp). ±I. x' (0) = /3. ±2. cf» = J2 [I dx + 7 dt + 12x = 2 which can be wntten as J d 2x 10.11. A 32lb weight is attached to the end of a spring with spring constant k = 24 Ib/ft. x(O) = 1. If the springmass system is critically damped. x'(O) = 4 +x a2 + a )]2 + [({3 j. Determine the maximum displacement of the object from the equilibrium position. x(O) = 0. spring constant kO b/ft ). solve the initialvalue problem. what is the value of c? 18.~e dt (t) EXERCISES 5.cf» = .e . x'(O) = I X(I) = e J' pI a p + [/3 . 2 The characteristic equation is r2 + 4r + 13 = 0 with roots r = . x'(O) = 4 d 2x 14.a t ]2 cos (j. dJl 2 Ap~lication of th: initial conditions yields the solution x(t) = e 21(cos 31 '1 x (I) = e· 0. x(O) = 0.LI p x (inft) e 1. x'(O) = I d 2x dx I 16. Determine the maximum displacement of the object from the equilibrium position. dt 2 dx + 6 dt + 9x = 0.l. when. ~.x'(0)=2 dt + sin 31). the object is pulled one unit above the equilibrium and released with an initial velocity Vo. x(O) = I. x'(O) = 2 13. x'(O) = 2 In Exercises 916. 2 0. dJl+dt+4'x=O.x(O) = l. An object weighing 8 Ib stretches a spring 6 in. dJl + '2 dt + '2 + 2 dt + x = O. (See Figure 5._ _2.x(O)= 1. Suppose that an object with m = I is attached to the end of a spring with spring constant k = I. dJl d 2x 8. If the resistive force is FR = 4 dxldt. determine the mass m (slugs). determine the quasiperiod of the solutlOn and fmd the values of I at which the object passes through th .) 2.25"4 Chapter 5 5..x(0)=0.~~'4:+13x=0 . ~ .21(cl cos 31 + C2 sin 3t) with deriva:.
An object of mass m = 2 slugs is attached to a spring with spnng constant k Ib/ft.c2 • 33.x'(O) = 3 for values ofc = 2 andc = vB. (Notice the effect of the coefficient of damping on the solution to the corresponding critically damped and overdamped equation. If the resistive force is FR = 6 dx/dl. For what values of k is the motion underdamped? For what values of k is the motion overdamped? { m~:~+c~+kx=O x(O) = a. Solve the initialvalue problem x" + ex' + x = 0.. and 2.) m { ~. x'(O) = 0 using c = I. hbnum position. lentto ~ dx/dl. (b). 31. ~ obje~t of mass m = 4 slugs is attached to a spring With spnng constant k = 64 Ib/ft. (e)f(l) = cos I.3 { '~'Q nroblem + 4x = f(l) X(~) = 0. in ad· dition suppose that the equilibrium position is I unit above the floor. In which case does the object pass through its equilibrium position? When does it pass through the equilibrium position? 39. dx (0) = (3 dl Can be written as X(I) = u(l) + V(I). Does the object pass through its eqUlhbnum posltlOn at any time? 22. If the quasiperiod of the underdamped motion is 71'/6 seconds when a 1/13 slug mass is attached to a spring with spring constant k = 13 Ib/ft. and dare all quantities that can be measured in the springmass ~ystem. 36. we note that we must solve u. If {3 > 0. show that the mass can pass through its equilibrium position at most one time (independent of the initial conditions). x'(O) = I. If the resistive force is FR = 8 dx/dl. :(I~ th~ :~I~ValUe problem x(O) = a. v' (0) ~ {3. k. 26. """. x'(O) = 0 for each of the forcing functions in (a). this force is included in the differential equation that models the situation by 2 mddlx2 2c71' Y4mkc 2 and indicates the rate at which the motion dies out be. when? ~ Forced Motion In some cases.0.". Ima of the position function is 471711 4km . is ' Show that the .2 kg is attached to a spring with spring constant k = 5 N/m that undergoes damping equiva. Determine how the value of c affects the solution of the initialvalue problem where c = 2\16. Plot the solutions and compare them. _ _ _ _ _ _ _ _ _ _ _ _ _ _ _JlI. u' (0) = 0 'and v satisfies the initial conditions v(O) = 0. cause of damping. x'(O) = {3 ~ critically dampe~. Therefore. Suppose that the springmass system 5. x' (0) = {3.V positive max. show that limH~ X(I) . A general solution of the homogeneous problem d 2xldl 2 + 4x = 0 is Xh(l) = CI cos 21 + C2 sin 21. 27.25 m beyond its naturallength. dx d2X { x(O) = a. 38. the motion of a spring is influenced by an external driving force. differential equations modeling forced motion are nonhomogeneous and require the method of undetermined coefficients or variation of parameters for solution._ _ _ _ _ _ _ ~~~_ . find the value of k so that the motion is critically damped. and \16. If (3 = 0. Assuming there is no damping and that the object begins from rest in the equilibrium position. dx cdt + f(l)· m dl 2 + C dt + kx = f(l) d2X { = kx  The resulting initialvalue problem is 32. If the resistive force IS FR = c dx/dl. find the value of c so that the motion IS critically damped. Suppose that the springmass system 25. If the springmass system m d 2x/dl 2 + c dx/dl + kx = 0 is either critically damped or overdamped. Ifthe restrictive force isFR = 280 dx/dl find the displacement of the object if it is released from a position 3 m above its equilibrium position with no ~iti~1 veloci~. In the case of underdamped motion. determine the position function of the object if it is subjected to an external force of (a).256 Chapter 5 Applications of Higher Order Differential Equations 21. where u and v satisfy the same differential equation as x u satisfies the initial conditions u(O) = a. Compute the logarithmic decrement of the system in (a) Example 3 and (b) Example 4. determine the displacement of the object ifit is set into motion from its equihbnum position with an upward velocity of 2 fils. show that the amount of time between two success.~  ~2~ dx dt' +c'dt+ 6x =0 x(O) = 0. show that the amount of time between two successive times at which the mass passes through its equilibrium is onehalf of the quasiperiod. find the quasiperiod of the resulting 34. 4\16. and O. 257 Forced Motion 30.0.) 37. x' (0) = {3 is critically damped. We first consider forced motion that is undamped. In the case of underdamped motion. Does the obj ect come into contact with the floor in any of the cases? If so. In Problem 35. find a condition on Il s~ that the mass passes through its equilibrimn posi. the value of d is useful in measuring the damp· mg constant c. Suppose that an ohject of mass m = I slug is attached to a spring with spring constant k = 25 Ib/ft.~ + c ~ + kx = 0 x(O) = a. lion after it is released. An object of mass m = 70 kg is attached to the end of a spring and stretches the spring 0. What is the quasiperiod of the motion? *23. 35. Mathematically. 28. f(I). Notice that because m. 4. The natural logarithm of the ratio in Exercise 33 called the logarithmic decrement. x(O) = 3. but that there IS no value I = 10 such that x(lo) ~ O. In the case of underdamped motion." ~ 0: (b)f(t) = 1. For what values of c is the motion underdamped? 24. (!he mass approaches but never reaches its equi. If a mass of 0. ~ *29. consider the solution that results using the damping coefficient that produces critical damping with x'(O) = 1. Solve the initialvalue problem 4x" + ex' + 5x = 0. e2c1r/V 4mkc 2• d= lSO~U~:. and (e). I.' An object of mass m = I slug is attached to a spring with spring constant k = 4 Ib/ft. : J Solution First. find the damping constant c. x(O) = 1.. Using the values of x'(O) and c in Problem 36. show that the ratio between two consecutive maxima (or minima) is motIOn.
25 = xhCt) + xit) = c] cos 2t x'(t) = 2cI sin 2t + 2cz cos 2t  + C2 sin 2t + t cos t. J 259 Forced Motion t Investi"ate the effect that tbe forcing functionfCt) = cos 2t has on the solution of the initialvalue problem d2x + 4x =f(t) 2 dt \ x(O) = 0.3 (a) Witb/(t) = 0. we say a w .l4 cos 21 + . substitution into the differential equation d 2xldtZ + 4x = 1 yields 4A = 1. the mass passes through tbe equilibrium position twice (near t = 2 and t = 4) over tbe period. x' (0) = {3. .12(a) tbat tbe object never moves above tbe equilibrium position. = 0 and x'(O) = 2C2 = o. Hence.) In thiS stants F] and:~ c~ ~~u:.75 = C] + *= 0 and consider this type of situation with the initialvalue VV' homogeneous equation.At cos first and second derivatives 'I Solution x~(t) = A cos 2t . tbe equation is homogeneous.75 J Applying tbe initial conditions then gives us x(O) so C] = t and C2 = O. with derivative 0. In this case.5 0.5 0. Z + 4x = cos 2t yields 4A sin 2t . "'e problem dZx2 + u/x = FI cos UJt dt \ x(O) = a. so x(t) = * X\'.. and it returns to tbe equilibrium position witbout passing through it at t = 27T.2cI sin 2t + 2C2 cos 2t. (Can you predict other values oft where this occurs?) Figure 5. tbe solution is x(t) = o. cause tbere is no forcing function.25 0. we considered equations in which the nonhomogeneous (righthand side) function was a solution of tbe corresponding . x(t) = Xh(t) x (in ft) + xpCt) = CI cos 2t + C2 sin 2t + t. Because f(t) = As we saw m Ex~mp e .. Witb x(O) x'(O) = 2cz = 0. This function has derivative L How does changing the initial position to x(O) = I affect the solution in (c)? How does changing the initial velocity to x' (0) = I affict the solution? Is the maximum displacement affected in either case? 1 + C2 sin 2t + "4 t sm + ~ . t sin 2t. . x (inft) xCt) 0.l 4· Notice from tbe graph of this function in Figure S. I 1 ()cos 2t + C sin 2t. In tbe of the corresponding homogeneous equatIOn 1S Xh t . so A = i. cos 2t is contained in tbis solutIOn. Xh t . +B sin 2t + 2Bt cos 2t and x.c] _ 2 2t + Bt sin 2t with .2At sin 2t sin t.12(b).25 x(t) = 0. ± t x(t) = Xh(t) + xit) = c] cos 2t x'(t) = 2cI sin 2t When we studied nonhomogeneous equations. .4At cos 2t + 4B cos 2t  4Bt sin 2t. we have C] = i and C2 = 0. so xp(t) = . (Note that one of the co~ where Fl and F2 are co I d G can be identically the zero function. .a:~~1 a.t sm 2t.t cos t. we assume that xit) . sm 2t + . 3I cos 2t + 3I cos t. so 0. equals tbe natural frequency. Substitution into d 2 xld? + 4x = cos t yields 3A cos t + 3B sin t = cos t. with derivative x' Ct) = . Thus A = 0 and B = 1/4.2t 1 2 + 1. c] = C2 = 0. . . Be. () _ wt + C sm wt. . no initial displacement from tbe equilibrium position. Thus. (a) + F z sin 'f". and + 4B cos 2t = cos 2t. (b) Using the metbod of undetermined coefficients with a particular solution oftbe form xpCt) = A.75 0.) (e) In this case.5 0. (b) Graph of xCI) = t cos 21 + cos I. so we apply tbe initial conditions to x(t) = c] cos 2t + C2 sin 2t witb derivative x'(t) = 2cI sin 2t + 2cz cos 2t. This ' solution indicates that tbe object does not move from tbe equilibrium position be.75 0.CI cos 2 f th tri ono e g e of tbis initialvalue problem. (b) The graph of one period of this solution is shown in Figure S. cause x(O) = CI = 0 and x' (0) = 2C2 = 0. Therefore. = c] + t = 0 and x' (0) = 2C2 = 0. x'(O) = O. t dZxldtO SubslltutIOn m t . 4 2 so application of tbe initial conditions yields Therefore. we assume tbat xit) = A cos t + B sin t.(t) = 4A sin 21 . so A = t and B = O.5 0.12 Ca) Graph of x(t) = cos 21 + ±.equency of the system because a general solution case. C] = Cz = 0. xCt) = wt + G(t) nstants and G is any function of t. (Positive values of x indicate that tbe mass is below tbe equilibrium position. 2 t.25 0.258 Chapter 5 Applications of Higher Order Differential Equations 5. tbe forced frequency.."'*) _. tbe frequency 0 ~~tric functions in F] cos wt + F2 sin wt + GCt). . and no initial velocity.
X with (a) f(t) = cos 3t and (b) f(t) = cos St. = 0. x' (0) = o. Therefore..'51 cos 3t.' where 4 Figure 5. a glass. 2t By the method of undetermIned coeffICIents.f3)tl2 oscillates relatively slowly nod 47T/( w + . Some of the sources of excitation that lead to the vibration of these structures include unbalanced rotating devices. either the spring will break or the mass will eventually hit its sUpport (like a ceiling or beam) or a lower boundary (like the ground or floor). Substitution into x + x = cos .13.(t) = Af32 cos f3t .14 = CI .13) is small. Xh(t) = CI cos 2t + C2 SIn . and x' (0) = 2C2 = .2 .260 Chapter 5 x Applications of Higher Order Differential Equations 5. 3 x'(t) = 2cI sin 2t + 2C2 cos 2t + '5 SIn t. x' (0) = 0. Th function sin (w + f3)tl2 oscillates qUIte frequently because It has pe p. when the quantity (w .. "4 3t 'elds : that x (t) = A cos 3t + B sin 3t. (w . a general solution is x(t) = CI cos wt + C2 sin wt + w2 ~ ~ x(t) .B) . Solution (a) A general solution of the corresponding ~omogeneo.2 + w x = F cos f3t.cos wt).3 The graph of this solution is shown in Figure 5. and moving vehicles. This indicates that the springmass system will encounter a .2 .' sume P IS d B 0 Thus x (t) = cos t 5Acos3t5Bsin3t=cos3t.)'1 3 . cos f3t. I = Xh(t) + xAt) = CI cos 2t + C2 SIll 2t . Many engineers must overcome problems caused When structures and machines are subjected to forced vibrations. Using the methodof undetermined coefficients. eanw e. e 13) M hil the function sin (w .f3)t form an envelope for the solution. do changes in the initial conditions affect the motion of a springmass system? Experiment by changing the initial conditions in the initialvalue problem in Example 2. (w + f3)t x(t) = A(t) SIn .f3)t A(t) = w2 _ 132 SIll 2' The phenomenon illustrated in Example 2 is called resonance and can be ex. w 2 _f32 2 2 (b) x(t) = Figure 5.13 Resonance. Because the derivative of this function is Application of the initial conditions yields the solution 3 .115 '51 cos 2t . strong winds. When we graph x(t). we as. we have x(t) = ~ sin (w + f3)t sin (w . ± w2 _ ~ SIn 2 Let us investigate in detail initiar~value problems of the form o 'ifi""'·' d2x 2 . (~ + 13) is relatively larg~ in com~ . Substituting into the nonhomogeneous equation d 2xldP ing the corresponding coefficients yields 2 + 4x=f(t) dt 2 { x(O) = 0. rough sUr.cos (A + B)] = sin A sin B.13 application of the initial conditions yields x(O) O.soA=1 an . 2F . The corresponding derivatives of this solution are x~(t) = Af3 sin f3t + Bf3 cos f3t and d and + w2x :)1 = F cos f3t and equat (a) B= O.< serious problem.' (cos f3t . so Using the trigonometric identity Hcos (A .f3)t. w . w '" 13 dt x(O) = 0. or a bridge. F x(t) = .'5 cos 3t. 261 Forced Motion Notice that the solution can be represented as . P 5 and Therefore. 2F . a particular solution is given by xAt) = A cos f3t + B sin f3t. creases as t increases.Bf32 sin f3t. th funcf IOns because it has period 47T/( w . faces. 1 Solve the initialvalue problem A general solution of the corresponding homogeneous equation is Xh(t) = CI cos wt + C2 sin wt. vortex shedding. x.anson.u~ equation is : . (w . tended to other situations such as vibrations in an aircraft wing. CI = 1/5 and C2 = 0.13). Therefore. Notice that the amplitude in. a skyscraper. we see that e Over a suffiCient amount of time.
The function h(t) is called the transient solution. (Why?) Note that the steadystate solution co~r:sponds to a particular solution obtained through the method of undetermined coeff. .15 x(t) = Some computer algebra systems contain commands that allow us to "play" functions. a general solution of the equation is 4 17 e I' 2 sm t. Notice that the effect of terms involving the exponential function diminishes as t increases.. and 263 Forced Motion 5 sm 2' 9 I 2 + 2 I' 2 + 2C2 cos 2t .3 Chapter 5 Applications of Higher Order Differential Equations The graph of this function is shown in Figure 5. . Over time. This phenomenon is commonly encountered when two musicians try to simultaneously tune their instruments or when two tuning forks with almost equivalent frequencies are played at the same time. x'(t) = 2C1 sm 2t (b) In a similar manner.+ : ] Solution I 'if''''''·' f(t) .r cos 2t has on the initial· value problem d2X dt 2 ( + 4x = x(O) = 0.14(a) along with the envelo . and 10. where limt>oo h(t) = 0 and set) = C1 cos At + C2 sin At. I' Applying the initial conditions with x(t) and t 2 . see Exercises 27 and 28. We now consider spring problems that involve forces due to damping as well as external forces. If this is possible with your technology. which has a solution of the form x(t) = h(t) + s(t). the solution x(t) approaches the steadystate solution. 8. 3t 21 sm 2 2 and . x'(O) = 0 for f3 = 6. consider the initialvalue problem ( ~2~ + 4x = = 2C2  which is graphed in Figure 5. and s(t) is known as the steadystate solution. Consider the problem ( C2 1 x'(O) and 0 ( 13x = cos t dt dt x(O) = 0. functions pe 2 . the forcing function f(t) = e . . dt dx +C dt + kx 2 cos t  o. In this case. the solution of the nonhomogeneous problem approaches that of the corresponding homogeneous problem.7 = o. so we observe simple harmonic motion as t > 00. x'(O) = 0 x(O) = Therefore. x'(O) = I .c. 34 sm 2t I + 17 e d2X m . x' (0) = f3. = p cos At x(O) = a.17 e cos t 17 e sm t."'" Investigate the effect that the forcing functionf(t) = e. Therefore. C1 I C1 17 cos 2t + cos f3t X(~) = 0. ~he graph of the solution is shown in Figure 5.21 cos 5t.I cos 2t approaches zero as t increases. 2 . so 9.. as t approaches infinity.'i'.15. What happens to the amplitude of the beats as f3 increases? £3 . I + C2 sm 2t + 17 e cos 2t C1 I cos 2t  4 17 e 2 sm t. t 5 sm 2 + xit) x(t) = Xh(t) = . x' (0) = = 9/34. In particular. Using the method of undetermined coefficients. 3t 21 sm 2' Oscillations like those illustrated in Example 3 are called beats because of the periodic variation of amplitude.262 5.14(b) along with the envelope tlons func.. the solution of the initialvalue problem we have d2X d2 + 4x = ( cos 5t X(~) = 0. is I x(t) = I 21 cos 2t .ents or vanatlOn of parameters. + 17 = = 1/17 and Figure 5. Solve the initialvalue problem d2X 2 + 4dx.
. Identify the transient and steadystate sol.15 0. 8.264 Chapter 5 Applications of Higher Order Differential Equations 5. A 6lb weight stretches a spring 6 in.1 0. below its equilibrium position and released. U 265 Forced Motion x x x 0.'0 sin t. with. de~vatives x~(t) = A sin I + B cos I and x. so x(t) .. determine the displacement of the mass if there is no damping and an external force off(t) = 2 cos I. xit) = 40 cos I + 40 sm t. sta~e solution is i<. cos 3t + k\ sin 3t) and the steady. Suppose that an object of mass 1 slug is attached to a spring with spring constant k = 4 lb/ft.. it comes to rest in its equi· Iibrium position.l. After substItutIOn mto d 2xldt 2 + 4 dxldl + \3x = cos t we 12A + 4B = I ' see that { 4A + 12B = 0 must be satisfied. If the mass is lowered I ft below its equilibrium position and released. An 8·lb weight stretches a spring 1 ft. find the displacement of the object if x(O) = 0 and x'(O) = O. If the resistive force is FR = 6 dxldl and the external force isf(t) = 2 sin 21 + cos I. do changes in the initial conditions in Example 5 affect the motion of the springmass syslem? Experiment by changing the initial conditions in the initialvalue problem in Example 5.+ 4 dx + \3x = 0 is xh(t) = A general solution o f dt 2 dt 2/ e. An object of mass m = I kg is attached to a spring with spring constant k = 9 kg/m.2/(c] cos 3t + C2 sin 3t) " 3t + C2 cos 3t) . We graph this solution in Figure 5. The so· lutIOn and the steadystate solution are graphed together in Figure 5. Over a sufficient amount of time. find the displacement of the object if x(O) = 0 and x'(O) = O.I cos t + 3e 2/( c] sm " 40 40' Application of the irntial conditions yields x(O) = c] + (3/40) = 0 and x'(O) = 2c] + 3C2 + (1/40) = I. We assume that a particular solution has the ~ xi t) = A cos 1.16 3 I . The reason for this is shown in the subsequent plot of the transient solution (in Figure 5. 1. What must the value of w be for resonance to occur? 6. Will resonance occur for any values of w? *7.1 l\ 'I Solu6on h .nd an external force of f(t) = cos t.(t~r::: A cos t . 40 sm .5..3 Therefore.3 sm . Notice that the two curves appear identical for t > 2. If the mass is lowered 4 in.16(c)). t + . If it is then put into motion with a downward initial velocity of 2 ftls. find the displacement of the object if x(O) = 0 and x'(O) = O. sin t 40 40' with derivative x'(t) = 2e. A 16lb weight stretches a spring 8 in.3 tha~ models the motion of an object of mass m = I slug attached to a spring wi spnng constant k = 13 Ib/ft that is subjected to a resistive force of FR = 4 dxl: a. An object of mass m = I slug is attached to a spring with spring constant k = 25 lb/ft. What is the natural frequency of the springmass system? 2.e 2/( . above its equilibrium position and released. 5.16(b).sin I.16(a). If the resistive force is FR = 8 dxldl and the external force is f(l) = cos I . A 16·lb weight stretches a spring 6 in.cos t + J.+ B sin t.5.001 (e) Figure 5. determine the displacement of the object if x(O) = 0 and x' (0) = O. does the maximum displacement increase or decrease? .15 0. so 10/ \j (b) (a) i \ \5 t \ 0. c] = 3/40 and C2 = 11/40. which becomes quite small near t = 2. What is the natural frequency of the springmass system? *3. EXERCISES 5. If the resistive force is FR = 3 dxldl and the external force is f(l) = 2 cos wi..(t) + xiI) = e 2/(C] cos 3t + C2 sin 3t) + . determine the displacement of the mass if there is no damping and an external force off(l) = 2 cos I. Hence A = 3/40 and B = 1140. An object of mass m = 2 kg is attached to a spring with spring constant k = I kg/m. find the displacement of the object if x(O) = 0 and x' (0) = O. Ifa 16·lbweight is attached to the spring. Therefore. determine the dis· placement of the mass if there is no damping and an external force f(t) = cos 31. If there is no damping and the external force is f(l) = 4 cos wi. The mass is raised 3 in. X(I) = x.(c] cos 3t + C2 sin 3t)..403 cos 3t + 11 3 cos t + 40 I sin t. cos t + . If the motion of the object is undamped and subjected to an external force of f(l) = cos I. 9. tIOns. What functions envelope this displacement function? What is the maximum displacement of the object? If the external force is changed to f(l) = cos (tI2). An object of mass m = 2 slug is attached to a spring with spring constant k = 6 lb/ft.B sm t. Determine the displacement of the mass if there is no damping and an external force off(l) = 2 cos 51. 4.3t) + 40 This indicates that the transient solution is e 2'( i<.
The steadystate solution (the approximation of the solution for large values of I) of the differential equa· tIon In Exercise 19 isxh(t) = g(y) sin (yt + 0). zq. Solve the following initialvalue problem involving a piecewise defined forcing function over [0.D OS I OS '1T' _ .a = O.b = I. Find the solution to the initialvalue problem 2 d x d(2 + X = {cos I.9t and (b) f(t) = cos 2. In each case.0. x'(O) = 0 using W Z = 6000. 20. In each case. x'(O) = (3. Determine the displacement of the object if x(O) = 0 and x' (0) = O. F = 2.25.50. x (0) = o. Graph the solutions simultaneously to determine the effect that the value of w has on each solution.0 OS I OS '1T' I . 1 dx dt 1)2 + 4A2 1' dr = {I. Describe the motion if the external force has frequency V wZ .Ar sin * . ifpossible. Find the solution to the initialvalue problem d 2x . 13x = J(I).7J.) 16. I. x(O) = O. 1. {3 = 6000. 0 os I os '1T' 0. (3 5. Determine the displacement of the object ifx(O) = 0 andx'(O) = O. describe what happens to the maximum magnitude of g (y) as c > O. Find the solution of the differential equation dx 2 18. the solutions when they are played. What is the transient solution? What is the steadystate solution? 12. w 1'(3 = 0.50.. * (3 x(O) = 0.2 have been obtain~d from experimental data.) = 3 cos 2t. w 28. m = 10. (Note: The purpose of the high frequencies is to assist in heariu!. x'(O) = 0 +x= Z F cos {31. What is the value of (3 if the maximum displacement of the object is 21l1V2 ft? I.) ~at satisfies the initial conditions: (a) x(O) = a. 4mk < 0 + O. x(O) = 0. What is the transient solution? What is the steadystate solution? d 2x + kx = F sin wi.75. R. Find the solution to the initialvalue problem *27. Find the solution to the initialvalue problem X(I) = Ae. 26. b = l.b= O. as c > 0. Solve the initialvalue problem = Fsinyt x" sin 0 = x(O) = 0. x(O) = a. A < w. I > '1T' ' x(O) . x'(O) = 0. It is subjected to a resIstIve force of FR = 40 dxldl and an external force J(I) = 600 sin I. The voltage drops across the circuit elements in Table 5.. Determine the phase difference between these two functions. To hear beats.1>2'1T'. 2 2 .If + 4Azl. show that the maximum value Z of g( y) occurs when y = 2 V WZ  (' Deflection of a Beam c 2A z. where A = Vof + d. 2]: and *15. plot and. 17. and C represent the inductance. Solve the initialvalue problem x" + x = cos t. c 2  + 0. 2Ay Y(W2 _ ! 21 24. Consider the function g (y) = FN (wz . x'(O) = o. x(O) = 0. Anobject of mass 4 slugs is attached to a spring with s~r~ng constant k = 26 Ib/ft. 0. respectively. Also. The quantity Y w . It is subjected to a resIstIve force of FR = 4 dxldl and an external force J(I) = 250 sin I. if possible. Anobject of mass I slug is attached to a spring with spnng constant k = 25 Ib/ft. w d 2x dl2 +4 dx dl + C di + kx = F sin wI. { ~:~ + 4x = J(t) \ 0..I l' + 4A defined in Exercis\. 0 OS I OS I J(I) = { * *11. resistance. x'(O) = 0 using w2 = 6000. (Hinl: Solve the initialvalue problem over each int~rval.17 An LRC circuit. 0.2A /2'1T' is called the resonance frequency for the system.4 2 w _I coso= Y(wz _ I)z + 4A zl' Graph the solution using the initial conditions a = I.d12 + X = J(I). Secondorder nonhomogeneous linear ordinary differential equations arise in the study of electrical circuits after the application of Kirchhoff's law. solve the initialvalue problem (0) = O. If the motion of the object is undamped and subjected to an external force of J(I) = cos {31. 1. (Note: The purpose of the high frequencies is to assist in hearing the solutions when they are played. (c) x(O) = a x'(O) = (3.17) where L.0. where 21 ' 0.62. 0. In each case. and the damping coefficient: c = 2A = 2.. (c) x(O) = a ~~=~ . and F = 2.2A zI2'1T'. 2 21. determine the displacement of the object ifx(O) = 0 andx'(O) = O. I < I is 13. .. play the solution. x'(O) = 1 using values w = 0. 0. (b) Graph the function for k = 49. Solve the initialvalue problem x" + x = cos wI. (b) x(O) = 0. To hear resonance. Anobject of mass I slug is attached to a spring with spnn~ constant k = 4000 Ib/ft. x (0) = 0. x (0) = 0. cos <I> = czlA. x(O) = 0.266 Chapter 5 Applications of Higher Order Differential Equations 10.I. Suppose that let) is the current in the LRC series electrical circuit (shown in Figure 5. By differentiating g WIth respect to y. (a) Graph this function for k = 4. and a = I. Choos~ constants appropriately so that the fun~: tlOns x and x are continuous. where ~ g(y) = FIV(w . using the method of undetermined coefficients and compare the result with the forcing function 3 cos 2t. 0. F = 20. I> '1T' ' x(O) = 0.) OOStosl 1< t OS 2 1>2.I. x'(O) = (3.0.9 and w = 0. Investigate the effect that the forcing functions (a) J(t) = cos 1. x' (0) = busing b = 0 and b = I. (b) x(O) = 0. solve the initialvalue problem dZ~ + w2x = { dl x(O) F cos {3t. and the phase angles ¢ and 0 are found with sin <I> = cIIA. how does the resonance frequency relate to the natural frequency of the corresponding undamped system? How do these results differ from those of Example 3? Are there more or fewer beats with these two functions? 19. Choose constants appropriately so that the functIons x and x' are continuous. f3 = 5991. Other Applications (' LRC Circuits LRC Circuits R Figure 5. x'(O) = b ~at satisfies the initial conditions: (a) x(O) = a.25.A21 + <1» F + =yr(:=w"'2=_=1~)2=+=4A=:02=='1 sin (yt + 0). plot and.lx' + x ' {I. play the solution. x(O) = O. ' d x m dl 2 OS (Hinl: Solve the initialvalue problem over each' t~rval. + dx 2Adi + w2x cV w2 . and capacitance of the circuit. Find the solution of the differential equation m dl 2 5.75. d2~ + x dZ~ + w2x = dl{ 25. m = I. Show that a general solution of d 2x dl 2 *23. and F = 2.1>2. '1T'< los 2'1T' whereJ(I) = 14. and the damping coefficient: c = 2A = 2.7. Graph the solutions simultaneously to determine the effect that the nonbomogeneous initial velocity has on the solu· tion to the second initialvalue problem as I increases.lt have on the initialvalue problem x' (0) ~ 0 267 Other Applications 22. where Q is the charge of the capacitor and dQldt = I.
.2 = 20 ± 60i.1(0) = 24 = Q'(O) = o.. optics.4 = 24~r A = 3/500. Substitution into d 2Qldt + 40 dQldt + 4000Q = 24 yields 4000.(c! cos 60t + C2 sin 60t).20I(c! cos 60t + C2 sin 60t) + 60e 20I (cl sin 60t + C2 cos 60t).3/500 and C2 = 11500.cos 60t) .. For convenience. = Qo. we assume that the partIcular solu2 tion has the form 0 (t) = A.2o'(3 = 2 e . If the initial charge and current are Q(O) = Qo and 1(0) ~ Q' (0) = 10 .1 Solution Using the indicated values. we solve the initialvalue problem and 5~0 cos 60t .3. (Northwind Picture Archives) 269 Other Applications Q(O) Consider the LRC circuit with L = I henry.e.2 yields the differential equation L dIldt + RI + (l/C)Q = E(I). Therefore. Therefore. worked in spectrum analysis.2o'(3 sin 60t 500 . Gustav Robert Kirchhoff (18241887).5~0 sin 60t) + 5~0' and the current is given by Q '(t) = _.+ Q = E(t) TABLE 5. C = 114000 farads. 500 5 cos 60t .3 Electrical Quantities Inductance (L) Units Henrys (H) Resistance (R) Ohms (0) Capacitance (C) Farads (F) Charge (Q) Coulombs(C) Current (I) Amperes (A) The physical principle needed to derive the differential equation that models the LRC series circuit is Kirchhoff's law. so a general solution of the corre20 sponding homogeneous equation is Qh(t) = e. Because the voltage is the constant function E(t) = 24. a general solution of the nonhomogeneous equation is Q(t) = Qh(t) + Qp(t) = e 20I (c! cos 60t + C2 sin 60t) + 5~0' with derivative Q'(t) = 20e. Resistor RI Capacitor J. the terminol_ ogy used in this section is summarized in Table 5. The characteristic equation of the corresponding homogeneous equation is r2 + 40r + 4000 = 0 with roots rI. Using the fact that dQldt = I.4 d2Q dQ I L2 + R . Therefore. we also have 2 d Qldt 2 = dIldt. we have Kirchhoff's law: The sum of the voltage drops across the circuit elements is equivalent to the voltage E(t) impressed on the circuit.268 Chapter 5 Applications of Higher Order Differential Equations 5.' ( Applying Kirchhoff's law with the voltage drops in Table 5.. Determine the current in this circuit if there is zero initial current and zero initial charge.l9. 1(0) = Q' (0) = 10 + 40 dQ + 4000Q = dt 0. After application of the initial conditions. which can be solved by the method of undetermined coefficients or the method of variation of parameters. :.&Q. and electricity... for the charge Q(t). The solution is differentiated to find the current I(t). R = 40 ohms. the equation becomes L d 2Qldt 2 + R dQldt + (l/C)Q ~ E(t). e ... Gennan physicist.' dt C Our goal is to model this physical situation with an initialvalue problem so that we can determine the current and charge in the circuit. so the charge in the circuit is 20 Q(t) = e.2 1 dt dt C Circuit Element Voltage Drop Inductor L:!!. CI = . and E(t) = 24 volts.201 sin 60t.. Q(O) = 3 CI + 500 = 0 dQ (0) = 20c! dt + 60C2 = O. Q l'f·"I.'. the initialvalue problem that we must solve is d2Q dt 2 Q(O) 1 TABLE 5.sin 60t) + .
s(p) = 0.19 This equation is linear and can be differentiated twice to obtain 2 4 d m = EI d s dx z dx 4 ' (a) x=o "f'.2 0. If we had used free ends at both x = 0 and x = 1 in Example 2. s"(p) = 0 (simple support). which are specified in pairs at x = p. and s'(p) = 0.. Let m(x) equal the turning moment of the force relative to the point x.20(c).. and the following boundary conditions are used: s(O) = 0. Cl = 5 and C2 = 3. then the deflection of the beam can be expressed as a function of x.l8(a) and (b) to verify these observations. and (a) sell = 0. ' d 2s m(x) = EI dx 2 ' x=o Boundary conditions for this problem may vary. (c) Because s'(1) = 8 + 3Cl + 2cz = 0 and s"'(1) = 48 + 6Cl = 0. how is the charge Q(t) affected if E(t) = 48 volts? What happens to Q(t) if R = 40vlO ohms? Deflection of a Beam An important mechanical model involves the deflection of a long beam that is sup. what is the displacement? Is this what we should expect from the physical problem? . (b) Figure 5.21 to compare the different boundary conditions. sex) = 2x4 . two conditions are given for each end of the beam.Chapter 5 270 Applications of Higher Order Differential Equations These results indicate that in time the charge approaches the constant value of 3/500 which is known as the steadystate charge. 0.1 0.19.. We show the graphs of Q(t) and I(t) ~ Figures 5.) We next determine the arbitrary constants for the pair of boundary conditions at x = O.. These two functions are related by the equation [(inA) Also. Thus. the denominator of the righthand side of the equation can be approximated by the constant I.006 0. include s(p) = 0.05 (b) (a) Q(t) (b) let).008 0. Notice that both ends are fixed.1 m(x) = 0.3 (a) In Example 1. L P Q (in C) 0. with derivatives s'(x) = 8x 3 + 3CIX2 + 2C2X + C3. (ll + (:rr EI dZs dx 2 where E and I are constants related to the composition of the beam and the shape and size of a cross section of the beam. and w(x) represent the weight distribution of the beam. :1 Solution .20(d). In most cases.. 4 We begin by noting that the differential equation is d s/dx = 48. s'(O) = 0 (fixed end at x = 0). Because s(O) = C4 = 0 and s' (0) = C3 = 0. (d) In this instance s(1) = 2 + Cl + C2 = 0 and s'(1) = 8 + 3Cl + 2C2 = 0. We see from the graph that the end is free at x = 1. which is a separable equation that can be solved by integrating each side four times to yield sex) = 2x4 + CIX 3 + C2X2 + C3X + C4.2 0. This difficulty is overcome with an approximation.2 0. the equation is simplified to beam x=a I. where x is the distance from the left end of the beam and s the measure of the vertical deflection from the equilibrium position. because of the exponential term' the current approaches zero as t increases.. as shown in Figure 5.20(b). s"(l) = 0 (simple support at x = 1) (b) s"(l) = 0. Also. so Cl = 8 and C2 = 12. Suppose that the shape of the beam when it is deflected is given by the graph of the function y(x) = . s"'(l) = 0 (free end at x = 1) (c) s'(1) = 0. Finally.25 Figure 5. Hence 0.. s"'(p) = 0 (sliding clamped end).20(a). We graph y = sex) in Figure 5."'·' Solve the beam equation over the interval 0 :5 x :5 1 if E = 1= 1. so Cl = 4 and C2 = 2.4x 3 + 2x 2 . (a) Because s(1) = 2 + Cl + C2 = 0 and s"(l) = 24 + 6CI + 2cz = 0. Therefore. s"'(l) = 0 (sliding clamped end at x = 1) (d) s(1) = 0.. the turning moment is proportional to the curvature of the beam. s"(x) = 24x2 + 6CIX + 2C2. 4 .18 271 5.002 t(in s) 0...05 0. Assuming that in its undeflected form the beam is horizontal. ported at one or both ends.. respectively. s'(1) = 0 (fixed end at x = 1). The deflection of the beam is given by sex) = 2x4 .. all four graphs are shown together in Figure 5. s"(l) = 24 + 6Cl + 2C2 = 0 and s"'(l) = 48 + 6Cl = 0.004 0. Hence sex) = 2x4 . From the shape graph ofy = sex) in Figure 5. Y = sex) is graphed in Figure 5.8x 3 + l2xz.sex). (b) In this case.3 t 0. Therefore. For small values of s. we see that the end at x = 1 is clamped as compared to the free end in (b). where p = 0 or p = a... Some of these conditions. x=a !s(x)~ which is then used with the equation above relating m(x) and w(x) to obtain the single fourthorder linear nonhomogeneous differential equation 4 d s EI dx 4 = w(x). = 8 and C2 = 8. coefficients or variation of parameters to find this solution. The boundary value problem that models iliis situation is derived as follows. w(x) = 48.5x 3 + 3x 2. s"(p) = 0. Notice that this equation is nonlinear. sex) = 2x4 . s'(p) = 0 (fixed end).4 Other Applications sex) = 2x4 + CIX 3 + C2X2.15 ..8x 3 + 8xz. We can visualize the shape of the beam by graphing y = sex) as shown in Figure 5. s"'(p) = 0 (free end). C. and s"'(x) = 48x + 6CI' (Note that we could have used the method of undetermined 0.
How does the maximum displacement compare to that found in each case in Problems 9 and 10? constants E and I such that EI = I. (In this case. What is the displacement of the beam from s = 0 in each case? How does the value of EI affect the solution? *11. (fixed end at x = 0).) *13.) 14. s"'(10) = 0 (sliding clamped end at x = 10) (d) (d) s(O) = 0. weight distribution w(x) = 48 sin mil 0 and boundary conditions: d2Q I L+ Q=O dt 2 C { Q(O) = Qo. If the resistance. C = 0. with constants E and I such that EI = 100. Suppose that the beam in Exercise 9 is fIXed at x = 0 and has simple support at x = 10. (simple support at x = 0). Detennine the value of Q(I) as t approaches infinity. 2.. s'(IO) = 0 (fixed end at x =. s"(O) = 0. In this case. Consider the LCseries circuit in whichE(t) = 0 modeled by the initialvalue problem 12.\5 0. Detennine the shape of the beam of length 10 with \x 0. s"(O) = 0.8 0. L = ~ henry. (a) s(O) = 0. and E(t) = 16t volts. s"'(IO) = 0 (sliding clamped end at x = 10) (d) s(O) = 0. and E(t) = 16 sin 4t volts. s"(O) = 0. Compute the reactance and the impedance ofthe circuit in Example I if E(t) = 24 sin 4t. s"(IO) = 0. s"(O) = 0. (See Exercise 21. s(IO) = 0.00 I farad.. L = 2 henry. 1. C = 1/64 farad. find the charge on the capacitor and the cur· rent in the L·C series circuit (in which R = 0) assuming that Q(O) = 0 and 1(0) = Q'(O) = O. R.. (fixed end at x = 0). s'(IO) = 0.4 0.) . EI = 10. Determine the shape of the beam of length 10 with constants E and I such that EI = I. s"'(10) = 0 (free end at x = 10) 0.oo [(I). (fIXed end at x = 0).05 0.5 (b) s(O) = O.10) Discuss the differences brought about by these conditions.2 0. (simple support at x = 0). s'(IO) = 0 (fixed end at x = 10) Figure 5. let E(t): 126 cos t + 5000 sin t. s(IO) = 0.06 0. Consider Exercise 9 with simple support at x = 0 and Figure 5.8 \x 0. *3. s"(O) = 0. s"'(10) = 0 (free end at x = 10) (c) s(O) = 0. C = 1/32 farad. Detennine the solution to this initialvalue problem. s'(10) = 0.. Find the charge Q and the current 1. Consider the solution to the L·R·C series circuit indicated in Exercise 5. (fixed end at x = 0). A beam of length lOis fIXed at both ends.2 2 4 0. EI = 10. s"'(IO) = 0 (free end at x = 10) (c) s(O) = 0. and E[ = I. C = 1/64 farad. Consider the L·RC circuit given in Exercise 5 with E(t) = I. 5. and boundary conditions: 0. s'(O) = 0. Detennine the maximum displacement using constants E and I such that EI = 100. R = 25 ohms. and V (Lw .4 In Exercises 14. Consider the LC series circuit in which E(t) = 0 modeled by the initialvalue problem d2Q I L7+c Q =0 { Q(O) = 0. L = 2 henry./(O) = Q'(O) = 10 . s'(O) = 0. What is the maximum charge? What is the maximum current? 16. s(10) = 0.02 \ 10. and boundary conditions: EXERCISES 5.2 henry. Consider the LRC circuit modeled by d20 dQ I . s(10) = 0. Find the steadystate current. C = 1/50 farad. and EI = I.6 \ 0. Ly+R+Q=Eosmwl dt dt C { Q(O) = Qo. 1(0) = Q'(O) = [0.12 (e) x = 10.I(O) = Q'(O) = o. and 1(0) = Q'(O) = 4 amps. Iim.IICw is called the reactance of the circuit. s"(O) = 0. s'(O) = 0. (simple support at x = 0).20 Discuss the differences brought about by these conditions. Find the charge Q and the current 1.21 s 273 Other Applications (c) s(O) = 0. and E(t) = 220 volts.5 9. weight distribution w(x) = x 2 .04 (a) s(O) = 0. Detennine the shape of the beam of length /0 with constants E and [ such that E[ = I.25 6 (a) (b) . s'(IO) = 0 (fixed end at x = 10) Discuss the differences brought about by these condi· tions. 18. (See Exercise 22.4 3 3.6 0. (simple support at x = 0).5 2.I/Cwi + R2 is called the impedance of the circuit.5 5 0. Find the charge Q(t) on the capacitor in an L·R·C series circuit if L = 0. weight distribution w(x) = x 2 .\ 0. s(10) = 0. Lw .5 s . s"(O) = 0.\ 2 0.272 Chapter 5 s Applications of Higher Order Differential Equations s S 0. (See Exercise 23. s"(10) = 0 (simple support atx = 10) (b) s(O) = 0. we say that electrical resonance occurs. Q(O) = 0 coulombs. s'(O) = 0. s(IO) = 0.08 1. (simple support at x = 0). What is the resulting charge on the ca· pacitor? What is the maximum charge attained. s"(IO) = 0. s"(10) = 0 (simple support at x = /0) 0.2 5.4 0. 19. E(t) = 0. Detennine the shape of the beam if the weight distribution is the constant function w(x) = 8. is changed in Exercise 5 to R = 8 ohms. At what time does the charge first equal zero? What are the steadystate charge and current? 8. and when does the charge first equal zero? (a) s(O) = 0. (simple support at x = 0). s"(O) = 0. and E(t) = 220 volts. What is the maximum charge on the capacitor? 6. where both of these quantities are measured in ohms. (simple support at x = 0). L = ~ henry. of this problem. *7. s"(10) = 0. (simple support at x = 0). s'(10) = 0. s"(IO) = 0 (simple support at x = 10) (b) s(O) = 0.5 2 \ 3 1. Show that the maximum amplitude of the steadystate current found in Exercise 17 occurs when w = I/YLC. Note that in this fonnula.) 15. s"'(IO) = 0 (sliding clamped end at x = 10) (d) s(O) = 0. What is the maximum charge? What is the maximum current? How do these results compare to those of Exercise 15? *17. 4.
274 Chapter 5 20. Consider the differential equation with I = I.23. (Notice that the force mg cos (J is offset by the force of constraint in the rod. To better understand the solutions to the elastic beam problem. Describe the motion that results in each case. and the boundary conditions are (a) s(O) = 0. Repeat Exercise 22 with EI = 100. (simple support at x'" 0)' s(IO) = 0. c is the damping constant. s"'(10) = 0 (sliding clamped end at x= 10) = = 0. How do these solutions compare to those in Exercise 23? 27. where orepresents the amount that the weight is twisted at time t. (simple support at x'" 0)' s'(10) = 0. s(lO) = 0. (fixed end at x 0). 275 The Pendulum Problem y = mgsin (J. s"(O) = 0. Graph the solution of the beam equation if the beam has length 10. s = L(J. which is measured counterclockwise in radians from the vertical axis shown in Figure 5. If the initial displacement (position of the mass) is given by (J(O) = eo and the initial velocity (the velocity with which the mass is set into motion) is given by e' (0) = va. e' (0) = Va 1 to find the displacement function eu)· 2 2 Suppose that o} = giL so that the differential equation becomes d (Jldt + o}e = O. s"'(10) = 0 (free end at x = 10) . s'(O) = 0. (b) TCt) = sin 77X. s'(O) = 0. I is the moment of inertia. and the angle (J. functions of the form e(t) = Viii.. Then. (fixed end at x = 0).22. Repeat Exercise 21 with the following boundary conditions: Figure 5. 0(0) = 00 .23 A force diagram for the swinging pendulum. f"les mL""dt2 d (J = mg sm .24 26.23.24. Figure 5. we have the relationship 23. the weight of which is negligible.) We want to detennine an equation that describes the motion of the mass in tenus of the displacement 6(t). the constants E and I are such that EI = I. s"(O) 0.22. c = 4 and k = 13. s(10) = 0. s'(10) = 0 (fixed end at x = 10) . and T(t) is the applied torque. s"(O) = 0. . s"'(10) = 0 (free end at x = 10) (c) s(O) = 0. 21. (Elastic sbaft) The differential equation that models the torsional motion of a weight suspended from an elastic shaft is I d 2 0ldt 2 + c dOldt + kO = T(t).( 77X/I 0). we obtain the linear equation mL d 2 eldt 2 + mg e = 0 or d 2eldt 2 + (gIL) (J = 0. s'(10) = 0. (simple support at x'" 0). we have the initialvalue problem Suppose that a mass m is attached to the end of a rod of length L. 2 24.. s"'(10) = 0 (sliding clamped end x = 10) (c) s(O) a. Repeat Exercise 21 with EI = 10. s"(IO) = 0. s'(O) = 0. (fixed end at x = 0). the weight distribution is w(x) '" 48 sin . sin(J=(J. the weight distribution is w(x) = x 2 . How do the differing boundary condi· tions affect the solution? x = mg cos (J which are indicated in Figure 5. s"(IO) = 0. because the force mg sin (J acts in the opposite direction of the motion of the mass. and the boundary conditions are the same as in Problem 22. mg sin (J W=mg (ds) 2 d s where s represents the length of the arc formed by the motion of the mass. m dt 2 = mgsm (J. s"~O) = 0. 0(0) = 00 . s'(10) = 0 (fixed end at x = 10) (d) s(O) 5. Notice that the forces are detenuined with trigonometry using the diagram in Figure 5. . In this instance. s(lO) = 0. How do these solutions compare to those in Exercise 22? mg cos(J axis (d) s(O) = 0. s'(O) = 0. = = 0. so the rate of change of the momentum is Discuss the differences brought about by these conditions. · 3! 5! ' and that for small values of e. (fixed end at x = 0). and 0' (0) = 0. Attempt to find solutions of the beam equation in Exercises 2123 using other combinations of bound· ary conditions. k is the elastic sbaft constant (similar to the spring constant). A force diagram for this situation is shown in Figure 5. we have the equation d 2s . because we are only concerned with small displacements. (b) s(O) = 0. so mg and mg cos (J cancel each other in the sum of the forces. 25. the length of the rod.) Using the relationship from geometry between the length of the are.f. we can use a graphics device to determine the shape of the beam under different boundary conditions.5 Applications of Higher Order Differential Equations 22. Therefore. Graph the solution of the beam equation if the beam has length 10. This is possible if we are given an initial position and an initial velocity of the mass. s (10) = 0 (SImple support atx '" 10) ~ The Pendulum Problem axis The momentum of the mass is given by m dsldt.. CI cos wt + C2 sin wt. (J or The displacement (J (t) satls Figure 5. Find O(t) if (a) TCt) = 0.+!. which approximates the original problem. where w = satisfy the equation d 2eldt 1 + giL e = O.22 pendulum. Therefore. (See Figure 5. sin e = e. However. (s~ple support at x'" 0).. we note from the Maclaurin series for sin (J. s"(10) = 0 (simple support at x = 10) (b) s(O) = 0. the constants E and I are such that EI = I. and which is a nonlinear equation. cos (J = mglx and sin (J = mgly. When we use the conditions (J(O) = eo and e' (0) = va. we find that the function . d2e + ~e = 0 dt 2 L (J(O) = eo._ . Repeat Exercise 23 with EI = 100. so we obtain the forces A swinging d dt m dt = m dt 2 ' (a) s(O) = 0. and 0' (0) = O.
. Solution I = 32/8 = 4. if the length of the pendulum in Example 1 is changed to + B. The period of this function is d2IJ 5 dt 2 ation is IJ(O) g The initialvalue problem that models this situation is I Because giL + A pendulum ofiengthL = 8/5 ft is subjected to the resistive force FR = (32/5) dIJ/dt due to damping. fun· . Determine the displacement function if IJ(O) = I and IJ'(O) = 2. the force due to damping is given by dIJ 5 dt When does the object in Example 2 first pass through its equilibrium position? What = 71"S. = 271"J 328filsft ~g 2 7r t Figure 5. motion affected L = 4? IJ = 0 IJ(O) = I. we solve the initialvalue problem Vo sin wt w satisfies the equation as well as the initial displacement and velocity conditions. 0.'.5 The Pendulum Problem l +b L d2IJ dt 2 </».1 trcks/mm.2 = 2 ::': 4i.'M' Use a computer algebra system to approximate the solutions of the nonlinear problems d2IJ (a) FR = b dIJ + 32IJ = is the maximum displacement from equilibrium? (Notice that we can use our knowledge of trigonometry to compare the period with If the pendulum undergoes a damping force that is proportional to the instantaneous velocity. Therefore.. Hence the clock makes approximately 19 ticks in one minute. the initialvalue problem that models this situd2IJ 7+4IJ= 0 1 = D. the number of ticks made by the clock per minute is c.. we can write this function We . We graph this solution in Figure 5...5 A .'i.e pendulum is part of a clock that ticks once for each tIme the pendulum makes a complete swing. As did with the position function of springmass systems. Iudes a phase shift with asa cosme ctlOn that mc V5 IJo + w2 cos (wt 2 IJ(t) = 277 5.' . to find the displacement function IJ(t).'N. Sill and (b) d2IJ 5 dt 2 IJ(O) = + 32 dIJ + 32 sin IJ = 0 5 dt I. How is. Notice that the damping causes the displacement of the pendulum to decrease over time. we obtain the nonlinear equation L d 2IJ/dt 2 + b dIJ/dt + g sin IJ = O.alculat.25 dt· 0 In many cases.ed with the conversion (l rev/71" sec) X (l tickll rev) X (60 s/I min) "" 19. IJ' (0) = Vo where </> = cosI(IJO/Ve5 + V6/(2) and w = Note that the approximate period of IJ(t) is T = 271"/w = 271"VTJg. T= 271" fi.. we use the linear equation L d IJ/dt + b dIJ/dt + gIJ = 0 to approximate the situation. What is the period? If th. IJ'(O) = 2.general solution of the differential equation is IJ(t) = CI cos 2t + C2 sin 2t. we can use computer algebra systems to obtain accurate approximations of nonlinear problems. A general solution is IJ(t) = e 21(CI cos 4t + C2 sin 4t). o . Determine the displacement of a pendulum of length L = 8 feet if IJ(O) = 0 and IJ' (0) ~ 2.276 Chapter 5 Applications of Higher Order Differential Equations IJ(t) = IJo cos wt + Incorporating this force into the sum of the forces acting on the pendulum. IJ' (0) 7r/2 = 2. 2 Simplifying the differential equation. Viii. T = 271"/2 = 71".'.'ii. IJ'(O) = 2 . using the approxi2 2 mation sin IJ "" IJ for small values of IJ.25. l. Application of the initial conditions yields the solution IJ(t) = e 21( cos 4t + sin 4t). IJ'(O) = 2 I I . we obtain d 2IJ/dt + 4 dIJ/dt + 20IJ = 0. which has characteristic equation r2 + 4r + 20 = 0 with roots rl. "f. how many ticks does the clock make in one minute? :1 Solution dt IJ(O) = IJo. dIJ 7 1 +4 IJ = 0 IJ(O) = IJ. Again. so application of the initial conditions yields the solution IJ(t) = sin 2t.) Therefore."I.
critical damping.5 Applications of Higher Order Differential Equations Compare the results to the approximations obtained in Examples I and 2.02 the linear problem d2e dl 2 *7.05. 0..003 0.05. Solve the initialvalue problems given in Exercise I. In this case. where e is a small positive number. use the initial velocity e' (0) = 2.8 13. e' (0) = 0.278 Chapter 5 5.(eoN ~ + v'oIw2). However. (Why?) In 1. For the undamped problem 5. S.sin a sin b with the solution in Exercise 5 to find A so that e(l) satisfies the initial·value problem in Exercise 5. Assuming that a clock ticks once each time the pendulum makes a complete swing. how long (in feet) does the pendulum need to be for the clock to tick once per second? Viii (e) 0. 4.27. b.4 Numerical solution to the nonlinear problem 0. e 0. where w = 2 satisfies the equation d 2eldl + (gIL)e = o.5 So/~t. e' (0) 0 = va· Determine restrictions on the parameters L. 0.12 0. = 0.006 0. Show that e(1) = eo cos wi + ~ sin wi. (c) The absolute value of the differ· ence between the two approximations. 0.". *19. Solve the initialvalue problem d2e L dl 2 { de + b dt + ge = F cos yt e(0) = 0.002 1 2 *3. If L = I m.6 14.005 0. Consider the situation indicated in Exercise I. (a) The approximations are quite similar for small values of I. dx e(x.04 ro/2 /' Exact'solution to 1TI (a) + s. Consider VanderPo!'s equation. Suppose that the pendulum in Exercise I is subjected to a resistive force with damping coefficient b = 40.L=lm 9.2 { 7T'/2 1T I (b) Figure 5. L = 2 m 10. determine the maximum displacement (in absolute value).26. In Exercise 13. Describe the physical situation in each case.26 . the results are nearly identical. e'(O) = 0 (b) e(o) (e) e(O) = 0. L = 8 ft d2? dl + Ke = e(O) = eo.on We show the results obtained with a typical computer algebra system FIgure 5. and underdamping. (b) The absolute value of the dIfference between the two approximations.004 21T I 0. L = 2 ft *11. Use the linear approximation of the model of the simple pendulum to determine the motion of a pendulum with rod length L = 2 ft subject to the following sets of initial conditions: (a) e(O) = 0. e' (0) = va· In Exercises 811. However. d 2x dt 2 + . Show that the phase angle in e(1) = A cos (wi . e = 0 L e(o) = eo. assuming that b2 . what is the maximum value of e(t)? For what values of t does the maximum occur? 16. we can approximate a solution of . Describe the motion of the pendulum as 1> "'. We see that as t increases. I 279 The Pendulum Problem EXERCISES 5.2 0. We show the results obtained for (b) with a typical computer algebra system in Figure 5. approximate the period of the motion of the pendulum using the given length.). Notice that this equation has a nonconstant damping coefficient.08 0. how many ticks does the clock make in 1 min if it ticks once for each time the pendulum makes a complete swing? e(o) dt = eo.4gL < O. 0 L e' (0) = va. 0.05.4 *15. Solve the initialvalue problem L d2e + b de + oe = 0 dt2 { Viii 6. how long (in meters) does the pendulum need to be for the clock to tick once per second? 2. Verify that e(l) = C I cos wi + C2 sin wi.27 (a) The approximations are quite similar for nearly all values of I. we see that the error diminishes as t increases. .6 0.2 0.001 27T t (a) (b) 1T1l2 1T16 I Figure 5."') is I '" = cos. e'(o) e'(O) =1 = I In each case.8 12. for small values of t. For what values of I is the pendulum vertical in Exercise 15? 17. How does the maximum displacement (in absolute value) differ from that in Exercise I(b)(e)? 0. Let e(l) = A cos (WI . and compare the resulting motion to the undamped case.1 0.06 0. Exact solution to the linear problem 0.. where w = is the solution of the initialvalue problem { 0. the approximate solution obtained in Example I becomes less accurate. Because e is small. (b) The absolute value of the difference between the two approximations. 18.. and g that correspond to overdamping. Use cos (a + b) = cos a cos b .1) dt +x = 0.
L1:. Repeat Exercise 25 using d'O I dO. 0'(0) = 3 0(0) = 1. the amplitude of the solution is A = + REQ + J.:. Compare the results you obtain with each. Use a builtin computer algebra system function to ap· proximate the solution of the pendulum problem with a variable damping coefficient dZO dl 2 +1(0' _ 11(0) = 00 .) .::::::. Forced motion (i) 0(0) = I.3) ~tion 5. we have S(X2 + I) dx/dl = sAw(!A' .4mk> O. 0' (0) = Va. Q = E(I) dldl C Q(O) = Qo. Solve the initialvalue problem { (j) 0(0) = 1. 0'(0) = I ) Section Simple harmonic motion The initialvalue problem (g) 0(0) = 1. 0'(0) = I (b) If we ignore the term involving the higher harmonic sin 3wl.. 0'(0) = 0 0'(0) = 1.O = 0 { dl' L 0(0) = 00 . Plot the solutions obtained in Exercise 22 individually and then plot them simultaneously. (a) Substitute x(t) = A cos wi into the nonlinear term in VanderPol's equation to obtain (I..2) Damped motion ) Section with the initial conditions stated in Exercise 22. w . { Deflection of a Beam d 4s EI dx 4 = w(x). Plot each solution indiVidually and plot the seven solutions simultaneously. is the approximate solution periodic? 20..:=. 8'(0) = 1 (c) 0(0) = 2.. 5.:'::':. 0'(0) = 2 (g) 11(0) Jlooke's Law F~ ks (h) 0(0) = I.. Critically damped c' . This method of approximation is called harmonic balance.sm wi.. 24. 0' (0) = va 5.':'::=::=D:::::~::~::S7":~.:::'::.. ... Concepts & formulas subject to the initial conditions: (d) 0(0) = 0. 22. solve the problem d'O + 1 dO + sin 0 = 0 dl' 2 dr 11(0) = 00 .280 Chapter 5 Applications of Higher Order Differential Equations VanderPol's equation with x(t) = A cos wi.7:z.~::::::=:::::. 8'(0) = 3. 0'(0) = 3 _.::::':::~'..·.dx s(XI)=sAwA . Explain the physical interpretation of these solutions. 0'(0) =2 (b) 0(0) = 2. 0'(0) = 0 (b) 11(0) = l.:::'5~ozs:.:. 0'(0) = 1 0 0(0) = 00 .I) dx/dl..:'':::~~~.::~::2.'~. Comment On the behavior of solutions obtained in Exercise 19 if (a) A < 2 and (b) A > 2...Jf V. Compare these results with those of Exercise 24.I~:C::::~.. 21.5) Motion of a Pendulum The initialvalue problem d20 + E. Give a physical interpretation of the results.':~:::. { 7 bas the solution cI<) 0(0) = 1. Substitute this expression into VanderPol's equation to obtain the linear equation 2 d'x/dl + sU A' . 281 Chapter 5 Summary Overdamped C'. + .:::::::£':':"""".1) sin wi = sOA' . 0'(0) = 2 (I) (d) 0(0) = 0. 26.. 0'(0) = 1 (f) 11(0) = I. I Section 5.4mk = O. Underdamped C'.. 0'(0) = 2 (e) 0(0) = 0. (3 ..:X:. 0'(0) = I = I. 0' (0) = Va has solution 0(1) = 00 cos wi + ~ sin wi.lA 4 sin 3wt.4mk< O. { d'x x(t) = " cos wi 23.:.c". 0' (0) = va..(. 0'(0) = Vo 2 l) dO dl + 0= 0 using the initial conditions stated in Exercise 22.I smwt dl 4 CHAPTER 5 SUMMARY ~:::::'::~"""'.:.4) 0 X(O.1) (e) 11(0) = 1.. x'(O) = (3 0(0) = 00 .. + (3'/w'. 7+Z(o'l)di+ smO =0 { + kx = ISection 5. 1(0) = Q'(O) = 10 . 0'(0) = 0 (f) 11(0) = I. a solu2 2 tion of d x/dl + x = 0 (the equation obtained when s = 0).: .. is the approximate solution periodic? (d) If A '" 2 in the linear equation in (b).. Use a computer algebra system to solve the initialvalue problem { dOO dl' + 0= subject to the following initial conditions: (a) 0(0) = 0.. 0'(0) =0 (c) 0(0) = 0. where w = *25... = ".I) dx/dl + x = o.~ i (a) 11(0) = l..:~:.2.'. If the computer algebra system you are using has a built in function that approximates the solution of nonlinear differential equations.:::. 0'(0) = 1 i (c) If A = 2 in the linear equation in (b).::. Kirchhoff's law The sum of the voltage drops across the circuit elements is equivalent to the voltage E(I) impressed on the circuit LRC Circuit vw.
If there is no damping and the object is subjected to the forcing function f(t) = 4. running at speed b in pursuit of the rabbit. and E(t) = 100 ·ifQ(O) = Q'(O) = O. determine the displacement of the object assuming the force due to damping is FR = 20 dx/dt. Find the charge and current in the LRC circuit in Exetcise II if E(I) = 100 sin lOt. F. How does the motion differ from that in Exercise 19? 21. A cubeshaped buoy of side length C and mass density p per unit volume is floating in a liquid of mass density Po per unit volume. How do these limits compare to those in Exercise 9? *11. What is the steadystate solution? What is the transient solution? 9. lo ·is the polar moment of inertia of the wheel about its center. g = 9S0 cmls . If the initial conditions in Exercise 17 are 0(0) = 0 and 0' (0) = I. it oscillates up and down.1745 rad' s'. above equilibrium with a downward initial velocity of 1 fils. At the same time. If the object is released from the equilibrium position with an upward initial velocity of 1 mis. If the buoy is slightly submerged into the liquid and released.y)lx. and density P where P :s 0._. It is then reo leased so that it is acted on by two forces: the force of gravity (in the downward direction) equal to the weight of the buoy. Determine the displacement of the springmass system with mass 0. x(O) = 25 cm and x' (0) = O. If the resistive force is FR = 6 dxldt and the external force is f(t): 12 cos 2t. Determine the shape of the beam in Exercise 13 if there are fixedend boundary conditions at x = 0 and simple support at x = 10. determine the displacement. Find limHoo Q(t) andlim. What is the maximum displacement of the object from equilibrium? When does the object first pass through the equilibrium position? 4. By the chain rule. What is the maximum displacement of the object from equilibrium? When does the object 1mt pass through the equilibrium position? 6.._oo x(t) and the quasiperiod.t2 . 0) along the dog's path. Deter3 mine the amplitude of the motion if Po = I g/cm .andE(I) = 220 if . What is the maxi· mum displacement of the pendulum from the vertical 283 Chapter 5 Review Exercises Applications of Higher Order Differential Equations Figure 5. Find the rlisplacement of the buoy if x(O) = I and x'(O) = O. and the force of buoyancy (in the upward direction). weight distribu· tion w(x) = x(1O . 0) on the xaxis. The differential equation and limHoo J(I). and the force of buoyancy (in the upward direction) equal to the 2 weight of the displaced water.. Initially. R = SO n. where the negative sign indicates that s increases as x decreases. and driving force f(t) = cos t . C = 1/436 farad.xg or phx" + gx = O. we have the differential equation pC2X" + gpox = O. Find lim t _ oo Q(I) 18. where x = x(t) is the depth of the base of the cylinder from the surface of the water at time t. An object of mass 2 slugs is attached to a spring with spring constant k = 5 lb/ft.28).!.69 S2. d) on the yaxis. Describe the physical phenomenon that occurs. If the object in Exercise 5 is subjected to the forcing functionf(t) = 4 cos 2t. If there is no damping and no air resistance. What is the period of the solution? What is the amplitude of the solution? 25. Solve this initialvalue problem. A rabbit starts at the origin and runs with speed a due north toward a hole in a fence located at the point (0. 8. below the equilibrium and released from rest. e = 100 cm. Find the charge and current in the LRC circuit if L = 4 H. determine the displacement if x(O): x' (0) = O. t > I :s I :s 1 ' yeO) = y'(O) = 0 can be thought of as an undamped system in which a force F acts during the interval of time 0 :s I :s 1.  position? When does the pendulum first pass through the vertical position? REVIEW EXERCISES *7. 12.at.l(I). Find the charge and current in the LRC circuit in Exercise 9 if E(I) = 100 sin 2t. then dsldt = b is the dog's speed. Find limH~ x(t) if it exists. Differentiate both sides of this equation with respect to t to obtain xy" = a dtldx. determine the displacement function x(t) if x(O) = x'(O) = O. If s is the length of the arc from (c. where ois the angle measured from the state of equilibrium.5 g/cm (the density of water is 1 g/cm 3 ). Use the linear approximation of the model of the sim· pie pendulum to determine the motion of a pendulum with rod length L = ~ ft subject to the initial condi· tions 0(0) = 1 and dOldl(O) = O. determine the displacement.Chapter 5 282 CHAPTER 5 1. which can be written as xy' = y . the initial angle is 15° = 0.25 g/cm 3 . = mg = pC3 g . The barrel is braked with heavy springs (see Figure 5. This is the situation that occurs in a gun barrel when a shell is fired. 0 { 0. Also. 10.. Find lim. !!!. where Po > p. determine the displacement of the objec~ assuming there is no damping. How does the motion of the pendulum in Exercise 17 differ ifit undergoes the damping force FR = 8 dOldl? 20. Describe the physical phenomenon that occurs. we have the 2 differential equation pm. 13. assuming there is no damping. Find the enveloping functions. 14.. Q(O) = Q'(O) = O.. Find limHoo Q(t) and lim.. 22.ds=_. Find lim Hoo x(t) and the quasiperiod.2168 rad. determine the displacement of the object. What is the maximum displacement of the object from equilibrium? When does the object first pass through the equilibrium position? How often does the object return to the equilibrium position? 2. For what frequency of the driving force would there be resonance? 23. *15. and k is the torsional stiffness of the rod.2 hg. If the object in Exercise 3 is released from a point 1 m below equilibrium with zero initial velocity. Determime the shape of the beam in Exercise 13 if there are fixedend boundary conditions at x = 0 and a sliding clamped end at x = 10. F2 = m. 16.28 24.250 kg. If the object is lowered 4 in. Determine the shape of the beam in Exercise 13 if there are fixed·end boundary conditions at x = 0 and a free end at x = 10.4 sin I if there is no damping. Determine the shape of the beam of length 10 with constants E and J such that EJ = I. and zero initial velocity. y" +Y = I . the buoy is acted on by two forces: the force of gravity (in the downward direction). C= 104farad.2 h. Consider a buoy in the shape of a cylinder of radius 3 r. what is the maximum displacement of the pendulum from the vertical position? When does the pendulum 1mt return to the vertical position? *19. zero initial position. If the object in Exercise I is released from a point 3 in.) The slope of the tangent line to the dog's path is dyldx = (at . height h. Then by Newton's second law with m = pC3._!!!.. Solve the model in Exercise 17 with the damping force FR = SY3 dO/dt. where x = x(t) is the depth of the base of the buoy from the surface of the water at time t. If the object in Exercise 5 is subjected to the forcin function f(t) = 4 cos t.. F\ = mg = pm. spring constant k = 2. a dog starts at the point (c. An object weighing 32 Ib stretches a spring 6 in. 2 p = 0. What is the maximum displacement of the object from equilibrium? When does the object first pass through the equilibrium position? How often does the object return to the equilibrium position? *3. 17. the buoy sits with its base on the surface of the water. and fixedend boundary con· ditions at x = 0 and x = 10. e 26. which is equal to the weight of the buoy. (Note: The dog runs directly toward the rabbit. An object of mass 5 kg is attached to the end of a spring with spring constant k = 65 N/m.25 kg/s 2 .x). Find the charge and current in the LRC circuit if L = I H. J(I)... Solve this equation if kilo = 13. An object of mass 4 slugs is attached to a spring with spring constant k = 16 lb/ft. What is the maximum displacement of the object from equilibrium? When does the object first pass through the equilibrium position? 5.R = on. Find limH~ Q(I) and limH~ J(I).~ dxdsdx b ). detemUne the displacemen. F2 = 2xgpo. .2 hx" = m.xg. Using Newton's second law of motion with m = pm. and the initial angular velocity is 10° s' = 0. dsldx = _~. which is equal to the weight of the displaced water.. Undamped torsional vibrations (rotations back and forth) of a wheel attached to a thin elastic rod or wire satisfY the differential equation loY' + kO = 0.
A system with coulomb (dryfriction) 27.. viscous damping is damping that can be represented by a teon proportional to the velocity (as when an object such as a vibrating spring vibrates in air or when an object slides over a lubri· cated surface).P)/m] x' + (kim) x = 0 are 28. Whaley. x m m B (0. (d) At the rightendpoint of the interval obtained in (c). Friction forces oppose motion. length I. 1 C.5. Smith. and if P < e the solution is the solution for a free damped system. where Tmax represents the maximum kinetic energy and Urnax the maximum potential energy. HarperCollins. and a linear spring of stiffness k. dt (T+ U) = o. where k = a/b. we differentiate the law of conservation. (b) Solve the initialvalue problem x"+W2x=£ { x(O) = = :0. New York (1989). and Motion to left x" + w~x =..P x' + .. d) Y (a) Show that the roots of the characteristic equatioos of x" + [(e . (c. Vibration Analysis.O) x Figure 5. we can write yx xs=]· • Robert K. to obtain d o. pp. (c) Find the values of t for which the solution in (b) is valid. which can be rewritten as x" + e . Vierck.31. (Selfexcited vibrations) The differential equation that describes the motion of a springmass system with a single degree of freedom excited by the force Px'is xoi = O. The kinetic energy of a system is a function of the velocities of the system masses. where F represents the friction force. a rack of weight W.29 I)jXf . However. We then use Tmax = Urn"" to determine the natural circular frequency of the system. m the mass. and P. what is the displacement of the object? (e) What must the force F be to guarantee that the object does not move under the given initial conditions? '" M. (b) Show that if P > e the motion of the system diverges (dynamically unstable).:.30.. L. Suppose that the kinetic coefficient of friction is /1. Vibration of Mechanical and Structural Systems with Microcomputer Applications.. and = klm. pp. James.5. we have one equation for motion to the right and one equation for motion to the left: Motion to right Differential Equations at Work: A. we cannot use a single differential equation to model the motion as was done with previous damping problems.. W. if P = e the solution is the solution for a free undamped system. Therefore. Make the substitution p =y' or 285 Differential Equations at Work I I " =dp y dx ~+I I I I to find the path of the dog with the initial condition y'(e) = O. . 7072.) I I mx" + ex' + kx = ~±J(~)2 _. Second Edition. 137139. I I I . G. and a mass of"Y per unit length. because F is a discontinuous function. To determine the differential equation to model the motion. the force as a result of friction F is shown opposite the direction of motion in Figure 5. (Coulomb damping) Damping that results from dry friction (as when an object slides over a dry surface) is called Coulomb damping or dryfriction damping. Harper & Row. If a < b. when does the dog catch the rabbit? Does the problem make sense if a = b? (See Figure 5.* w..284 Chapter 5 Applications of Higher Order Differential Equations so substitution into the equationxy" = a dt/dx yields the equation xy" = k~. 2m 2m m Px'. The rackandgear system cO!lsists of two identical gears of pitch radius r and centroidal mass moment of inertia I. T + U = constant. 4J:] F=/lW w ! I (Motion to right) Figure 5. M. Because the static displacement Xs of any point on the spring is proportional to its distance y from the spring support. (a) Find a general solution of x" + w~x = F/m. Let T represent the kinetic energy of the system and U the change in potential energy of the system from its potential energy in the staticequilibrium position. On the other hand. Wolford.29. New York (1979). x'~) I RackandGear Systems Consider the rackandgear system shown in Figure 5. The potential energy of a system consists of the strain energy Ue stored in elastic elements and the energy U/:' which is a function of the vertical distances between system masses.30 damping. Instead.
The change in the strain energy Ue for a positive downward displacement x of the rack from the staticequilibrium position where the spring is already displaced t:. The total kinetic energy of the system in terms of 0 is • M. Vibration of Mechanical and Structural Systems with Microcomputer Applications. W (riJl + 1'. pp. mon practice in physics and engineering. (b) Ue = (e) (a) A rackandgear system:c(b) Staticequilibrium position... 1 C. (c) Springforce di. the change in potential energy Ug as the rack moves a distance x below the staticequilibrium position is Ug = Wx and the total change in the potential energy is O=~. and P. M. 8286. or k(x + t.286 Chapter 5 Applications of Higher Order Differential Equations 287 Differential Equations at Work T = if1. New York (1989). .s from its free length [see Figure 5. James. O. When the rack is displaced a distance x below the equilibrium position. the gears have the angular displacements 0.* xs = 1' The kinetic energy of a differential element of length I W + '2 gr + 2(3) + Differentiating with respect to t then gives us the differential equation so the velocity at any point on the spring is . we have Xs = [I yrO 1' 2 m3r2J. W.30(b)] is the area of the shaded region [see Figure 5.) ~7!x where m3 = yl is the total mass of the spring. which are related to the displacement of the rack by '2I kx 2 + Wx.31 agram. given (through differentiation of 0 with reo spect to t) by or 6= ~r' (Notice that we use a "dot" to indicate differentiation with respect to t... Smith. Whaley. Similarly. r Then the angular velocity of each gear is. Harper & Row.+ 1..) Because x = rO.. ~ Gears 2 g 2 II (_yr_iJ)2 dy 1 0 ~~~' ~ Rack Spring kt. This is a com. Wolford.30(c)] given by w (a) Figure 5. L.. Substitution of these expressions into the equation T dy of the spring is g 3 dT= t/'Cxs)2 dy.'2 tJ I + '2k(r/J) 2 U = constant yields = constant 2 yr6 8+[ 2i + Wkrr2 + m3r2]0=0.
Determine O(t) if 0(0) = 0 and 11(0) = Oown • d2x + O. How does increasing the initial amplitude affect the period of the motion? B. we model the physical system with d2X dx d2X m2 3 m2 + c. we find that A = F o/(k 2 . les."'. For spnngs of thiS type. Finbd codndditions on '" and f3 so· that limHoo x(t) (a) converges and (b) becomes 2. Soft Springs D.(w'+4>{w) with imaginary part M(w)Fo sin(wl + cf>(w)). How does the natural frequency change as r increases? dt x(O) = "'. x(9) = "'. 4. Approximate the solution to I. For springs of this type. Because e . For spnngs of thiS type. 2. dt ( where k(t) where j is a positive constant. for various values of '" and f3 in the initial conditions. Therefore. the spring force weakens with compression or extension. d2~ + 4etl4x = 0 x(O) = "'. x' (0) = f3. Approximate the solution to t dx + c dt + kx + jx 3 x(O) = "'.w2 . the spring constant weakens with time. Assuming a solution of the form zit) = Ae i . dt2 + 0 as I > dt = f(t) x(O) = "'. we model the physical system with the nonlinear equation In the case of an aging spring. Comparing the forcing function to xp. the spring force strengthens with compression or extensIOn. we can consider the complex exponential form of the forcing function. Determine the natural frequency with these two quantif Compare this value of Wn with that obtained above.+ k(t)x dx 0.oo x(t) exists.2icw) = (e . Now we can write H(iw) in polar form as H(iw) = M(w)e i 4>{.2icw)/(k2 . which has imaginary part Fo sin wI.2icw)/[(k 2 . the system is underdamped. 1. so we take the particular solution to be xp(t) = M(w)Fo sin(wl + cf>(w)). A particular solution can then be written as zit) = M(w)Foe i'"'e. 2.2x3 = 9. X' (0) = f3 for various values of '" and f3 in the initial conditions.1((w2 k2 )/2cw) (7r~cf>~0).w2 + 2icw = 0 only when k = w and c = 0."l.w2 . Aging Springs In the ~ase of a soft spring. x' (0) = f3. = f(t) E. 2.w2 + 2icw) or A = Fo/(e . 1.+ kx .3x + 0. a particular solution is zp(t) = H(iw)Foe''"'.8 ( x(O) = "'. Find Tmax ~nd Urn"". Therefore. 3.w2 + 2icw) .04x 3 = 0 2 ( 3. does the motion of the spring converge to its equilibrium posllion? Explam.jx = f(t) dt dt ( .288 Chapter 5 Applications of Higher Order Differential Equations 289 Differential Equations at Work I.2 dt + dt lOx . x'(O) = ( f3 for various values of '" and f3 in the initial conditions. x' (0) = f3 co. What happens to the period of the oscillations as time increases? Is the motion oscillatory for large values of I? Why? un oun e . Bode Plots Consider the differential equation d 2xldt 2 + 2c dxldt + ex = Fo sin wI. C. To find a particular solution. 2 2 2 (e . Determine the natural frequency Wn of the system.0. Approximate the solution to d2X > dx + c .w i + 4C W ] Fo = H(iw)Fo.") = M(w)Foe. we model the physical system with d2X m d 2 ( where j is a positive constant. x'(O) = f3. substitution into the differential equation yields A[ w2 + 2icw + e] = Foe''"'. where M(w) = IrV(e . If .( 2 )2 + 4c2 w2 and cf>(w) = cot. where c and k are positive constants such that c < k.limr.w2 .4>{. Foe''"'. we see that the two . Hard Springs ~ the case o~ a hard ~pring.
4. Also. we obtain the firstorder system of differential equations { v~(t) = 0 v~(t) = g. have the same form but different amplitudes and phase shifts Th . g) = gj. ngIneers 1. 3.) Then if we let the velocity of the object be represented by the function vet) = (vit). Compare the values of M(2) and <p(2) with those obtained in N urnb er 2 . e refer to the value of 20 [oglo M(w) as the gain in decibels. 5. vit». h h· . where vit) is the horizontal component of the velocity vector and vy(t) is the vertical component. the coordinates of the object at time t = T are given at the terminal point of the vector reT) = (x(T). we have mg = ma so that the acceleration must satisfy aCt) = g or (v~Ct). In this case. Graph the corresponding Bode plots. IS M(w) and IS called the gain. v~(t» = (0. we can assume that the only force acting on the object is caused by gravitational acceleration. Approximate M(2) and </>(2) using the graph in Number 2.y(T». to model the situation. (Note that this force acts entirely in the vertical direction as expected. . yCt» = x(t)i + y(t)j. 2. g). if we launch a model rocket or kick a ball.290 Chapter 5 Applications of Higher Order Differential Equations functions. F = ma. In other words. Graph ~e solution simultaneously with the forcing functionf(t) = sin 2t. en we grap e gam and tb p ase s 1ft agamst w (using a loglO on the w axis) we obtain the Bode plots E . radians to the nght. Following a method similar to that discussed in Chapter 3 concerning falling bodies. ~e ampl~tude of~e particula:: solution (or steady state). g = (0. so </>(w) is called the phase shift Wh h th ~ </>(w)I.". ~ Introduction Suppose that we consider the path of an object in the xyplane. v~(t». to th~t ofe~:tio of mg. xp is shifted in time b I fore. For example. M(w)Fo. 291 . F?. . Solve the initialvalue problem 6 ~:~ + 2~ + 4x = sin 2t I x(O) Systems of Differential Equations = 2' x' (0) = I. function. we would describe the object's position in the plane with the vectorvalued function ret) = (x(t). and the acceleration function with aCt) = v'Ct) = (v~(t). Equating the corresponding components of these two vectors. then we can make use of Newton's Second Law.
X2(t). responding components as we did earlier.. in the dx/dt equation. if va = 64 ft/s. . if the two popUlations are foxes. va sin a). we could have x(O) = 0. we find that vit) = C I and vy(t) = . then we consider the IVP Jx' (t) = va cos a. . vy(O» = (va cos a.gt + va sin a) with components vit) = va cos a and vyct) = gt + Vo sin a. Otherwise. Therefore. g = 32 ft/s 2 . For example. Vy(O) = va sin a· Through integration. there are n unknowns Xl (t). xct) andy(t).b. For example.5 10 7. x(O) = 0 ty'(t) = gt + va sin a. + a2nCt)xn + hU).5 +2+04+06+0S+0100+'':X Figure 6. yeO) = I. Sketch to deter + va sin a· If we also assume ihat the object is laUnched from the position reO) = (0. zontal (Figure 6. h) (Figure 6. yeO) = Yo where the initial populations are x(O) = Xo and yeO) = Yo. denoted by x. + ann(t)xn + !n(t) In this system.j = 1.3 Path of projectile with orientation. We may also encounter systems that involve secondorder differential equations. we will focus much of our attention on systems of firstorder linear differential equations. we can then model the situation with the IVP ml d2~ m2 df2 l Jx'(t) = Vo cos a ty'(t) = gt = klX dt d 2y = + ko(y  x) . tion involving v~ and Vy does not appear in that describing v~.1 Sketch to deter· mine components of v(O). Of course. This means that we detennine the components of vct) = (vit). while it helps the fox popUlation because the coefficient d of the xy tenn is positive in the dy/ dt equation.n. we can detennine the displacement of the first and second springs.2). + alnCt)Xn + fl(t) + a22(t)x2 + .. we must specify an initial condition for each of the unknowns. Equating the cor. .2 mine reO). This interaction hurts the rabbit population. ± gt 2 + (va sin a)t + h) with components x(t) = (va cos a)t and yet) = _~gt2 + (va sin a)t + h. The tenns xy indicate an interaction between the two populations. the initial velocity vector is v(O) = (vxCO)..2. . For example. and d are positive constants. if we let x(t) represent the size of the prey population and yet) that of the preda· tor population. so ° rCt) = «va cos a)t. and rabbits..1 293 Introduction dx The equations in this system are uncoupled in that Vx does not appear in the equa.1). predator and prey.. vy(t» by solving the IVP { v~(t) = 0. respectively. x'(O) = I. Ifjj(t) == O.5 2. Therefore. we can solve this system by finding a solution of each individual firstorder equation. and h = 0. we can consider a population problem involving the interaction between two populations. the solution is vet) = (va c?s a. In the case of a system of secondorder equations. xn(t) and n differential equations. a = 7T/6. The object moves in the direction of the orienta· tion as t increases. we can solve the individual differential equations. and y'(O) = o. In this case. tion function ret) using the relationship r' (t) = (x' (t). then 2 rCt) = (32tY'3.. For example. k2 (y .. Although we can solve and approximate solutions of many different types of systems of differential equations. We detennine the posi.292 Chapter 6 Systems of Differential Equations vo/1 ~VOSina Vo cos a Figure 6. by solving the system Figure 6. Then. while . c.x) Later. we discuss how this system is modeled using Hooke's Law and Newton's Second Law. cation of the initial conditions x(O) = C3 and yeO) = C4 indicates that C3 = and C4 = h. For example. viOl = va cos a v~(t) = g.. xct) and yct). tion yields xct) = (va cos a)t + C3 and yct) = _~gt2 + (va sin a)t + C4 . then xy denotes a rabbit being eaten by a fox. = X2 { Xl = Xl is an example of a firstorder linear homogeneous system. yeO) = h" As in the previous system. 6... the system is nonhomogeneous. + a n2(t)x2 + . . we may encounter systems of differential equations that are more dif· ficult to solve than the previous system. The system X. as indicated by the negative coefficient of xy. if we attach a second spring with spring constant k2 and mass m2 to the end of the first spring. so that application of the initial conditions viOl = Cl and viOl = C2 indicates that C l = va cos a and C2 = va sin a. Integra. 16t + 32t). y' (t» = v(t).3 in· dicating the orientation of the curve. then we say that the system is homogeneous. Notice that when we have a system of two firstorder equations. x(O) = Xo dy dt = CY + dxy..bxy.gt + C2. Then. we could consider a springmass system in which an object of mass ml is attached to the end of a spring with spring constant kl that is mounted on a support (as we did in Chapter 5). . We graph this function (parametrically) in Figure 6. l = all(t)xl ~2 = x~ a21 Ct)XI = ani (t)XI + adt)x2 + . and a. we must have two initial conditions for each unknown to define an initialvalue problem. we obtain the system of firstorder equations l dt = ax . b. y 15 12. denoted by y. appli. These systems can be written as x. If we assume that the object is launched with an initial speed va making an angle a with the hOri.
c.294 Chapter 6 "'~ Systems of Differential Equations Xl = {Xl = 6. =I = t sin 2t. Sy.y into this equation then gives us x" = x y' The VanderPol equation is the nonlinear ordinary differential equation + Sy + Sy with respect to t. Therefore.) We can also plot them parametrically in the xyplane as done in Figure 6.~ sin 2t. Substitu. For example. ing the secondorder linear ODE with constant coefficients x" . Nonlinear differential equations can often be written as a system of firstorder equations as well. and that ofy(t) is the dashed curve. so CI = O. yeO) = !C2C2). Xl = w" = iL(1 .w )w' . We can also begin with a system of firstorder equations and transform it into a higher order equation. Then.w 2 )w' + w = O.XI' •• .Xi)X2 . = x' + S(x  = x  w" . . y' = x . (We can recognize the functions by referring to the initial conditions.4.S.13x + 2 sin t. For example.S Parametric plot of (x(t) = l sin 2t. In our case.x) to detennine yet).13x Figure 6.iL(1 . the orientation is clockwise because we move from (0.Sx . 1/2) as t increases. the previous system can be written in terms of xCt) and yet) with X' xy . we show graphs of the solutIOn III the Illitlalvalue problem x" .Sy. we obtain = + Sy. except that the coefficient of w' that corresponds to damping is not constant.(CI cos 2t + C2 sin 2t)] S XtXz = is nonlinear because of the nonlinear terms xi and Xl X2' Of course. Now. o "f''. . consider the system X' t( then we would apply the initial conditions to a general solution of the system. so C2 = ~. yet) = cos 2t . the secondorder equation x" ~ 4x' + 13x = 2 sin t is equivalent to the sys. yields Sy = X' .• In Figure 6. Therefore. so the VanderPol equation is equivalent to the nonlinear system Xi)X2  Xl = X2 { = iL(l . + 2 sin { { If we differentiate x' = X = X y) = x' y.2cI)sin 2t + y(l) = cos y Solving x" .. xn(l) can be used.. We revisit that topic now by consider. Figure 6.(t) and X2(t). yet) = cos 2t  + sin 2r} Write the VanderPol equation as a system.~ sin 2t}. Then. tion of x" = y' and x' = y into this equation then gives us y' = 4y .[( 2cI sin 2t + 2C2 cos 2t) . I) while t = 7T/4 corresponds to (SI2. iL(l  2 Let Xl = wand X2 = W' = Xl.4x' + 13x = 2 sin t We can write this equation as a systeci of firstorder equations by making the substi: tution X' = 295 Introduction . x(O) = X' We can graph these two functions of t as done in Figure 6.Sx . if we had considered the initialvalue problem We mentioned in Chapter I that there is a relationship between a single higher order equation and a system of firstorder equations.X so that substitution into x" = x' .W = x].4 Graphs of x(l) = l sin 21 and 21 .Sx . Solving x' = X + Sy for y (or in this case. variable names other than XI (I). Substituting y' = x . we refer to this situation as variable damping and can observe its effect on the system. The graph of x(t) is the solid curve. 1/2).6.x) = 4x. and the solution to the IVP is y so that differentiation with respect to t yields x" C2 .(x' . .6 Graph of x. xit)..1 which is equivalent to the system. y X' = { y' = 4y .Sy gives us the secondorder equation x" = x' . A general solution of this equation is x(t) = CI cos 2t + C2 sin 2t.)cos 2t.4x' + 13x = 2 sin t for x!' gives us x" = 4x' . The value of t = 0 corresponds to the point (0. { = {x(t) x yr.1 Solution 3 Figure 6. we have x(O) = C]. A system such as { x~ : Xl  XI  X2  X2 + XIX2 = { y' = X  X2  y +xy yet) = 1. . yeO) 0 . tern of firstorder linear differential equations t( Therefore. or x" + 4x = 0. x' + 5y'. I) to (SI2. :.13x + 2 sin t. Note: We should include the orientation of this curve.y' x" 2C2 . Notice that this equation is similar to those encountered when studying springmass systems.I". We can use y = !(x' . Therefore. we have solved the system of firstorder equations by solving the equivalent secondorder equation. This gives us X2 + sin t XI is a firstorder linear nonhomogeneous system because h(t) = sin t.
2y y' =x +y 8 {x' = 8x .3x + 2y = 0. ar The observation that these solutions become periodic is further confirmed b a graph of Xl (t) (the horizontal axis) versus xzCt) (the vertical axis) shown in Figur~ 6. f th . 13. x(O) = 0.Dy to find x. . *3 . graph X(I). { y' X' 6.+y 6y {X' = x .7 { y' I sin I e! + 3y" + 6y' + 3y = + y" = a where 21.7.3x' 297 Introduction = X' a x" * x t + IL[ (x')'  solution approaches an isolated periodic solution. If = 0. e 12. yet).2y = et as example. Solve each of the following initialvalue problems.Y = a or dy + Y = O. the solution approaches certain fixed path.y . Graph the solution to the initialvalue pr~blem {w" + (w . Rayleigh's equation is Figure 6. x(O) = 0. XI(O) = = x. bl e varIa es {Dy + x = 0' we can e Iffimate one 0 e' x + 2y + cos t 3x + 2y In Exercises 2830. Therefore. Using this notation.2)y = e" LI = (D .2y = 5x + y X' =  Xl The graph of {Xl (I)) indicates that the 23. called the phase plane.y' .4).2x . x" = 2y . For EXERCISES 6.c. 2 I] x' + x = 0. {x~ = 3x" x.2x yeO) = a 30. 7. which is called a limil cycle. x. w(O) = 1. xl! + 16x = +x= 17. (Operator Notation) Recall the differential operator D = dldl.296 Chapter 6 Systems of Differential Equations 6. x" = X = 1 x' = e' = a Solve each system by solving the equivalent secondorder equation. + sm 21 In Exercises 1318. X' {y . + sin I. x' . If at least one of the other two determinants is not zero.2y + 2x' . X' = x + 2y . cos I { y(l) = CI cos I + c. At this point.5x 24. For example. { y" = 2x . We will find that nonlinear equations ara more easily studied when they are written as a system of equations. If I~~ ~:I = 11. 25]. {X:y == 4x3x.i:~ ~:I = I~~ 1. we have the secondorder ODE . sin I) = Cl sin t . 25]. 5. x" . = ILl L'I (d . write each equation as an equivalent system of firstorder equations. sol ve the system using the operator method. ate. we can write the system y" + 2y' . = (D' + 2D).C2 cos t. x' .y = 12(1)' where . L3 = (d + I). andL. y' = 2x + 3y { z' =x + y (a) Write Rayleigh's equation as a system. if we consider the system {DDX = y Or y =x Solve each of the following uncoupled systems of equations.(O) = 1 x. X' { y' 4. +1 = Y y' = x X' { 16.x' + 4x = cos I {x" + x + y" .x. y'" 18.Xl XI(O) = I. sin I. the system has no solutions..4. We see that as t increases. y' = x .D .ator ( . in the system (D' { (D' + 2D)y .4)x = cos I + I)x + (d . and L.I)w' + w = 0 on the . + 4x = a 14. Operator notation can be used to solve a system. For each 20. X2(0) = I on the ~terval [0. + 2y +1 {X" + y" + x + Y = a y" X' = { y' = 22. solve the initialvalue problem. L" L20 L3.4)x = cos I { (d + I)x + (d . y'=x+6y 10 . X2(t { y' +4 = 2x . x" = y .D .Y = a + 2z + 2z + cos I ·equatIons · {~0 probIem.x .2)y = e r DX .y = frCI) dIfferential equartons has the form L3 X + L.3x = _ 3y 3x + 2y 26. a general solution of the system is . {x~ = Xl + I. we can repeat the elimination procedure to solve for x. or we can use the equation Dy + x = a or x = . (b) Show that differentiating Rayleigh's equation and setting x' = z reduces Rayleigh's equation to the VanderPol equation.i:~1 = 0. w'(O) = 1 interval [0. sin ( In Exercises 2127. which was introduced in Exercises 4. x(O) = 0.1 25. X' *19.2x . y(4) X(t) = CJ sin I .(O) = 1 by applying the oper.D . 1.y + 2z { z' = xy IL is a constant. then the system has infinilely many solutions. This equation has the characteristic equation r' + I = a with roots r = ±i. notice that X2(t) > 0 when XI(t) is mcreasmg and X2(t) < 0 when Xl (t) is decreasing. y'(O) = a Cd + 2D)y .D) to the second equation Dxy=O to obtain { _ Dx _ dy = O· When these two equations * 9.Y *29. L. (Degenerate Systems) Suppose that the system of linear . X = 0. are linear differential operators. = I = cos I {X'y' == a2y 2.2z 27.y = a I' . {x'y' == 4xx++2y2y are added.2). { y' = x xT)X2 . x'(O) = 0. {LJX + L. x" Therefore. y" = y yeO) = 0. Note that these functions appe to become periodic as t increases. = I. = . which means that the system has infinitely many solutions or no solutions.CD . and the parametnc y(t)' 28. y' .2y yeO) = I = 0. called a limit cycle. +y = 10. y(l) = CJ cos I + c. x" + 6x' + 9x *15.(O) = I x. y' .D'y . L. we say the system is degener£. Applying (D) to y yields x(l) = DY(I) = D(CI cos 1+ c.(D . Because we let X2 = XI.1 [:l : ~~  X' = y 11.
yeO) = 0 = 4 cos I In Exercises 37 and 38. x(O) = 1. for 0 S x S 6 and 0 S Y S 6. Use the direction field to sketch the graphs of the solutions {.Yl 4x  we often prefer to write the system in terms of matrices. { 2x" + y'/  y' = tel + 2y" . ~ie(IiI2)t _ x" = F 1(1. we transform the system X' while the solution obtained with another was = cos I X + x' . which is particularly useful if the system under consideration is nonlinear. For example.n that satisfy the initial conditions (a) x(O) = 2 and yeO) = 3.2 sin(tt)).y' *35. X(I) = e '(cosGI) . y. (e) How are the solutions alike? How are they different? matrix Vn ) a row vector. X"=3X+ y (a) { y" = x . x" ~ Review of Matrix Algebra and Calculus + cos 31 40.8. { y(l) = ~e .298 Chapter 6 Systems of Differential Equations In Exercises 31 and 32.x 36. determine restrictions on c so that the system has no solutions.2 {X" = x + 2y y" = 2x + y + 3y' x' l = sin I + y" = 33. Detailed discussions of the defInitions and properties discussed here are found in most introductory linear algebra texts. x'.2y 3y' [ El. we can use a computer algebra system to generate numerical solutions to a system of equations. y')' x" = x + 2y i)e(1112). x. andyz =y' = y. (Numerical techniques for systems are discussed in more detail in Section 6. Consider the initialvalue problem x" + y' = cos I 32. determine the value of k so that the system has infinitely many solutions.y') If we let Xl =x. x.YI =y. Definition 6.2 Transpose The transpose of the n X m matrix = Y2 Transform each of the following systems of secondorder equations into a system of f'lrstorder equations. show that the system has infinitely many solutions.cy = e' *37. { y" (' Basic Operations (" Determinants and Inverses (" Eigenvalues and Eigenvectors (" Matrix Calculus The solution obtained with one computer algebra system was = 21e' In Exercises 35 and 36.8 . Suppose that we have a system of secondorder equations of the form G X(I) = { yet) = = 3x . and (b) x(O) = 3 andy(O) = 2. then we can transform the original system to a system of f'lrstorder linear equations. x'.y + 5 sin I + G+ i)e(1+I12). X' + x .=3y+xy dl 61' + 5 sin I + 2y *41..2y' =I = kt { y" . ~ie(l+jl2)f . sinGI) [ : Often.8y + 2x = 2e' When we encounter a system of linear firstorder differential equations such as .x2 =x' =Xi. 5 I 6x . { 2x' . into the f'lrstorder system :~ ~Xl + = x { y' = Show that these solutions are equivalent { y" = F2 (1. with these substitutions.) Yl dx=2x_xy dl Basic Operations Definition 6. we now briefly review matrices and the basic operations associated with them.4x' .4x = Y ' =lx 4 In Exercises 33 and 34. 4y" + Icc 2x .. {2x" 39.8 shows the direction f'leld associated with the nonlinear system of equations 2Yl Y2 = 3Xl . show that the system has no solution.y. Figure 6. 31 {x' + x+ y' = e' .' ! .Y x" + 4y' = cos I + 8y' = c cos I 38.1 n x m Matrix An n X m matrix is an array of the form with n rows and m columns. x' + x + y' = 2e' ( b) 6. { 4y' . This matrix can be denoted A = (aij).. {4x" + 4y" = 12 4/2 X" 34. Because of their importance in the study of systems of linear equations. 3 1·. { 3x" 299 Review of Matrix Algebra and Calculus Figure 6.
... If B = (bij) is also an n X m matrjx.2 Review of Matrix Algebra and Calculus is the m X n matrix '. : ) Solution = allb ll 36 36 (~ ~ _~~) and B = 3A . .).9B if A = Because 3A = 18 9B = ( 63 + a12b21 + . b.. ) a21 AT = a~2 a22 aim a2m ('" B = an2 b~1 bu b 22 bil b.. 4 Because A is a 2 X 3 matrix and B is a 3 X 2 matrix. A + B is ob. Matrix Addition Let A = (aij) be an n X m matrix and c a scalar..2 ('" . k~1 and """p. + a1jbjl k~1 Hence. + auibiv = + (9B) = (21 45 48 48· 78) 30 "i'"I". .2 bim au a nm '")('' C is the unique n X m matrix Definition 6.9B = 3A Definition 6. cA is the matrix obtained by multiplying each element of A by c. (~~ 1~ _~~) and 72) 18' + a u2b2v + .. AB is the 2 X 2 . C = C~I ('" Cnl i Cl2 C22 Cn2 ' ") G2m Cnm where j Cll = L alJPklo i GI2 = allb 12 + al2b22 + .'.' i GUY = aulb lv Compute 3A . In other words. 301 "") b 2m .. : IS a. k=1 (. X m matnx.3 Scalar Multiplication. The scalar multiple of A by c is the n X m matrix given by cA = (caij)..300 Chapter 6 Systems of Differential Equations 6. Compute AB If A = : 1 Solution matrix: 4 5) andB=i (3 (0 5 15 :). .. then the sum of matrices A and B is the n X m matrix A + B = (aij) + (bij) = (aij + b. .. tained by adding corresponding elements of the matrices A and B that have the same dimensions.4 Matrix Multiplication L aukbkv.m AB = a~1 azz a2i b21 b 12 b 22 b lm b 2m ani a n2 ani bil b.2 = L aIJPk2. the element Cuv is obtained by multiplying each member of the uth row of A by the corresponding entry in the vth column of B and adding the result. + ali b..
3+4. AC.") 1 0 by I or In. Determinants and Inverses Ci 1) 1 2 2 4 3 . 4 + 5·4 =trcr (1 al2 a22 al n a2n an2 ann : ani =:t (_l)i+ia'i det(AiJ) =:t (I). =il : = (_1)2(_4)1 4 5 31 + (1)\1)1 2 5 31 + (li(2)15 2 5 Definition 6. : 1 IAI 1= 0 and B = IAfAa . 4 + 0. If (::: : B is an inverse of the n X n matrix A means that AB = BA = I. 4 ) 5·4+ 1 . The cofactor matrix. Ay IS the A is given by anI a n2 . then AB = BA = I. If ::: ::: :::).7 Adjoint and Inverse ~~ . then a22 Definition 6.6 Determinant = 4((4)(2) . the inverse of . Aa. Therefore.1 = ( 5·3+1·5+5·1 = (15 25 4 . _:) 4 1 5 14 det(A) = o. of A is the matrix obtained by replacing each element of A by its cofactor.(4)(5)) a J2 ).'. if IAI 1= 0. IS an n X n matrix and. then IA = AI=A. Hence. 36) 36· o 0 o (I) IA2nl IAnni 'if'"I.+iaij"IA. A= More generally.302 6. is det(A) = all.' 0 Calculate IAI if A = If A is an n X m matrix (an n X n is called a square matrix)..5+5.2 Chapter 6 Systems of Differential Equations AB = (0 5 5)(=. ann (n .. .1) matrix obtained by deleting the ith row andjth column from ~~ Al=~Aa J IAI .((5)(1) . 4 + 5 .J i=l i=l IAIlI IA2'! lAd IA221 l)n+IIAnll (I)"IAn2 1 A' (( Definition 6. if A = (all 303 Review of Matrix Algebra and Calculus + 2((5)(2)  41 1 (3)(5)) .1) X (n . denoted by det(A) or IAI. ISo/ution IAI = I~ =. = 59. a21 (I)":'IA.5 Identity Matrix ThO" X" all a21 The number (Iy+i aij det(Aij) = (l)i+iaijIAijl is called the cofactor of aij. of an n X n matrix A is the transpose of the cofactor matrix: A a = (Acl. the determinant of A. The adjoint.(3)(1)) If A = (all).
to solve (. More Let A = (~ ~).17 2 . Find A I if A = (.2 3 .0. if you have taken linear algebra. Eigenvalues and Eigenvectors Definition 6..304 Chapter 6 Systems of Differential Equations 1.'. e Because IAI = (5)(3) .be . 'if :J Solution Review of Matrix Algebra and Calculus 11 1 =1 11 = 2 ° ' We almost always take advantage of a computer algebra system to perform operations on matrices. 1 Then A nonzero vector x is an eigenvector of the square matrix A if there is a number A. : 2 A 31 =(1)4 111 ~I =1 11 =1 1 ' A 23 =(1)5 1.(2)(1) = 17. l~  . so that Ax = Ax. then a FindAlifA= We begin by finding IAI.) = (~.. (f. an eigenvector of a matrix is never the zero vector.2 11 = O. ?. which is given by °1 1 + (_1)3(_1)1 2 °1 3 1 + (_1)4(1)1 (2)(1) 2 3 ~I = : 1 Solution °1 = 1 ' I .0.be AI ' "f'"i. so AI exists. . + (1)(2) + (1)(1) =1. IflAI = G .)(.). We then calculate the cofactors: AlJ = (1) 2111 305 For convenience. In addition. 1°1 = 2 ' 2 A22 = (1)4 1.1 Inverse of a 2 X 2 Matrix = 2 ..2 1) Find AI if A = ( 2 1. so A = G .~ The inverse A I can be used to solve the linear system of equations Ax = b.'.) in which A = (. we (_~ ~)( ~. you can use techniques such as row reduction to find the inverse of a matrix or solve systems of equations. 2 1 1 .) and AI = I ! ( = (=~ =. called an eigenvalue of A.) = (~).I. ~I = 2 1. 3 C over.'.). A32 = (_1)5 1.).. 1 . For example.. we state the following theorem. Note: By definition. The proof is left as an exercise.) and b = (~.3 = 1 *. ( 1 . : ) Solution *. °1).' 6. 123 AI2 = (I? A 21 =(I)3 111 _~I = 0. A13=(I)412 3 1 = ad . A = In this case. find x = A Ib = . ad .'. IAI = 1.3 1) A I .3 (d ab). I ( 3 51)  .8 Eigenvalues and Eigenvectors 2 A33 = (1)6 1. We can find several uses for the inverse in solving systems of differential equations as well.. .'ii.  iI Theorem 6.
{ 9X I . For A = i.~) {(~ =~) 1 Solution Notice that the roots of the characteristic polynomial of A are the eigenvalues of A. (i I)(XI) (0) h' h. respectively.5. the eigenvalues and A = 2. cause this equation is equivalent to the equation (A . poIynorrua '1'IS IA In this case. These are the imaginary numbers A = i and A = .. 2) . 2X I then (.~) must satisfy . Let (.) 7 is 76 _ A = A2 + 3A . Y2 2 = jX2' Ifx2 = 3. "* lfdet(A . the system of equations is ~)(X2) = (0).AI)x = 0.5 and I. an eigenvector (. 6) 7' (D 6) + 5)(A  2) = 0. Be.AI)x = 0 and solving . det(A . .• •' Definition 6. II = A2+1 .2 G) are eigenvectors of ( eigenvalues . so _A the eigenvalues are the roots of the equation A2 + I = 0.'.J Solution 307 Review of Matrix Algebra and Calculus Xl = 1. . denote the eigenvectors corresponding to A = 2. In the study of dif· fer:ntial equations. i ( 1 (~:) = then C) C)XI is an eigenvector for any value of Y2 For example. we see that there is actually a collection (or fam· ily) of eigenvectors correspon· dina to A.) is an eigenvector of A = ° The equation det(A . then . if we let (~ =~) with corresponding eigenvalue A = 'ifi . =~) with corresponding Find the eigenvalues and corresponding eigenvectors of A = ( _ . Because the second X2+ rY2 equivalent to {_ ix2 equation equals i times the first equation.. the charactenstIc I G) ~ ~).. The characteristic polynomial of A = (. The corresponding eigenvectors are found by substituting the eigenvalues into the equation (A ..306 Chapter 6 Systems of Differential Equations "f''''''.AI) is called the char~cteristic polynomial of A. what is the solution of (A  ° _ . for x.6YI = J Th fi Slmphfymg Yields the system of equatIons 3XI _ 2YI = 0' so YI .10 = (A + 5)(A . respectively. For A = i. . . Hence. Show that ( ~) and 6.(~ n}(.~) Similarly.9 Characteristic Polynomial i .AI) "* 0. I 5 is an eigenvector of A = {~~ ~~ :~. x 0 is an eigenvec. we find that we only need to find one member of the collection of eiaenvectorS. if is an eigenvector. so = (.:) must satisfy ix system = rYI YI = Therefore.Xl' ere ore. tor if and only if det(A . I If x is an eigenvector of A with corresponding eigenvalue A. thIS equatIon IS I i YI = 0' W IC IS eqUlvaIent t0 th e l + :1 0. then Calculate the eigenvalues and corresponding eigenvectors of A = (.AI) = is' called the characteristic equation of A. we usually eliminate the arbitrary con· stants when we encounter them in eigenvectors by select· ing particular values for the constants. are also eigenvectors corresponding to A = 5 and A = 2. corresponding to the eigen· value A. Therefore. are A = (i) = 0. then Ax = Ax. Notice that the second equation of this system is a constant {ix XI = ° multiple (i) of the first equation.. the eigenvector (.' Because the eigenvalues are found by solving (A (. (Notice that constant (scalar) multiples of the eigenvectors and .. as we did in Example 8. . which is r XI' l· ° + Y2 :: 0°. which yields the system eigenvalue A = 2.i where i = v=l. 4 _ 3 WIth corresponding i1Solution AI)x = O? Can this solution (vector) be an eigenvector of A? When finding an eigenvector .2). if XI = 2. Then. In particular.:) denote the eigenvectors corresponding to the eigenvalue A = 5. then (/1) is an eigenvector. if Xl is any real number.AI) = 0.
so (~J = mY3 is an eigenvector for any value of Y3' Calculate the eigenvalues and corresponding eigenvectors of the matrix A = Definition 6. ] Solution Suppose that (A ..b. Thus. and . o 2 Therefore. we obtain Example 11 (~ ~ ~)~:J m = which is reduced to (I ~ r)(~:) (~} =  so XI = .bnl 309 Review of Matrix Algebra and Calculus then (i ~ I)(~:) = m· (~ ~ ~)(. . n. This is no coincidence. if X2 = 1. which are complex conjugates.:) = (_~ )X2 is an eigenvector for any value of Y2 = Xl.:) = (~).A. J We begin by finding the characteristic polynomial of A with o 3. Recall that the complex conjugate (i if = a .5). Then A = A. while (A .. conjugate eigenvalues A = i and A ~ i in the previous example are C) and (_~). we frod the corresponding eigenvectors by substituting the eigenvalue A into the equation (A . _. We can prove that the eigenvectors that correspond to complex eigenvalues are themselves complex conjugates. is an eigenvalue of multiplicity m. C~ ! !)~~) (n = reduced form.AI)x = 0 and solving for the vector x.A) 1 . so equivalent to Y2 !)Z2 is an eigenvector for any value of Z2' N' . the ( a.A 2 I 4A 1 = (I .  and y.) .z  vector x = a2  I I)~. Similarly. then ( _~) is an eigenvector. Find the eigenvalues and corresponding eigenvectors of (a) A = z. two situations may be encountered: either m or fewer than m linearly independent eigenvectors can be found that correspond to A.2 ix2· Hence.A)(A2  7A + 10) = (1 .bi. The eigenvalues of A are A = I. When trying to find the eigenvector(s) corresponding to an eigenvalue of mUltiplicity m.308 Chapter 6 Systems of Differential Equations 6.2)(A . X3 I Z3 =0 and Z3 which is 0 = 2Y3.A 2 ~ I 4A 3 = (1 . which X2 = 0 is and equivalent to = Z2.AI)m where m is a positive integer is a factor of the characteristic polynomial of the n X n matrix A. (~::) = (})ZI is an eigenvector for any value of z. If A = 2. For each eigenvalue. = kz. If A = 1. Hence. and A = 5. (b) B = (r ~ n (i =~ !). Therefore.A)(A . A = 2.' olice th at the eigenvectors corresponding to the complex b 2i an . :.10 Eigenvalue of Multiplicity m (~ ~ r). (_ . We often say that the eigenvalue of an n X n matrix A is repeated if it is of multiplicity m where m 2: 2 and m s.)m+1 is not a factor of this polynomial. .~) = ( = we have m in If A = 5. .
then XI = ZI' Therefore. .YI = 0.1. A = 5 is an ei enVa1(U.I)Of multiPliC(i~ ~ I =(I_A)I~A 4. We find only one eigenvector V = (2z1) ~I = (2) ~ ~.11 Derivative and Integral of a Matrix all (t) must be satisfied. anm(t) dt .1.1. ofYI. we find that this system is equivalent to The derivative of the n X m matrix A(t) = ( adt) az)(t) azz(t) anl(t) anz(t) a". is Hence. VI ifinxI = = YI  YI + ZI ='0 or XI = YI  ZI.2 (a) The eigenvalues are found with 3 4 .A Review of Matrix Algebra and Calculus 3 5 .. ZI) ~ = (I) ~ ZI (forany The integral of A(t). 3 1_ (_3)1 63 4. O. 3 I+ 5 .16 = (A + 2)\.4) == O. 2~~ ~)s(~~)se. When we try to find an eigen. Using this root with synthetic or long division.= 2 is an eigenvalue of mUltiplicity 2.1.A 6 responding eigenvector v = ~.1.12.WhiCh is equiv satis~ XI = 2z eigenvalue A = 5 of mUltiplicity 2.1. Vz = ( d dt adt) If ZI = 0.3 .1.310 Chapter 6 Systems of Differential Equations J Solution 6. .=0.(t) is differentiable for all values of i and j.  5 J J J J J J J J Jal1(t) dt (b) The eigenvalues ofB are determined by solving 2 d dt a22(t) d dt A(t) = choice of Zl) is another linearly independent eigenvector corresponding to A = 2 because V2 is not a constant multiple of VI' Therefore. = The components of v must 1 Note that A = 2 is a root of the characteristic polynomial.1.1.1. We leave it to you to find an eigenvector corresponding to A = 4. we see that Definition 6.3==0. We leave it to you to find an eigenvector corresponding to . Yl = vector v = ~:) corresponding to A ~ ~.2 of multiplicity 2. (~ ! ~)~:) = m. ~~) = (l)Yt is an eigenvector for any choice Zt. we have found two linearly independent eigenvectors that correspond to the eigenvalue A = . where aij(t) is integrable for all values of i and j. . . After the necessary row operations. we find that . On the other hand. Hence. w(~e)n we find a cor b . = 2. =: and ZI that corresponds to the Matrix Calculus which indicates that XI  1 J A(t) dt = 1 1_(_4)1 A 0 II a2I(t) dt anl(t) dt adt) dt a22(t) dt adt) dt alm(t) dt a2m(t) dt . then XI = YJ.AI 6 6 alent to =16+12. is ~ 1=(5A)I~ ~ 5.we solve 6 3 311 g Hence.
A= _~ Review of Matrix Algebra and Calculus *29.) !) 3 18. A = (cos 1 1 cos I) sm t (sm t eigenvectors of the matrix. A = e 51) 35. EXERCISES 6.3C) + (C .0 =:) I and B = ( ~ . A = = ( 0 3 6 02 I 7 0 5 6 (~ =! 5 6 _~) and 2 0 ~ ~). 8B .) A=(~ ~) 3 4 5 I2)3 (=~ _~) 32. Find the eigenvalues and corresponding eigenvectors of the matrices 31. A = ( 0 _~) 36.cos 3t + C12 e 3 5 3 2 1 2 + C21 2 cos(t ) + C22 e I ~) 15.5B) 12.0.. 6 (=~ (b) BT.) andB = the given matrices. I I 3 3 5. find dldl A(t) and *39. A = 3 . 5 2 3 . find the eigenvalues and corresponding 4 1) 0 I 34. A = (Sin 31) cos 31 that AI = 1d d a .'f''''''. A = (I5 ! "W(=! _. 2A . D *23. B = (~ ~). A = +C 4. 2 3 _3)andB= 2 C *11 . A 1) 26. A = ( ~) 12 In I) In 1 tl~ t and IAI = ad . (A . B . A = (2 3 4 3 2 4 (.2 In Exercises 14.. = (~ D ~) *41. we find = (3 sin 3t I sin( 2 ) . A = (: 5 4 I 2 0 2 4 0 4 24. 3 "31 sm t + Cll cU" sf by differentiating each element of ACt). 5 2 0 5 3 2 5 3 3 2 2 3 1 3. (B 2.9A 8. This yields e t e 3 cos 3t + 2t2 cos(t2 ) ') . . perform the indicated calculation if A= (~ 3 ~).a 42. and I 3 4 5 (~ 22.be *. and IABI. A = 2 2 0 2 I 0 A= (~ !). A = 38. I *43.A=(=. ' 20. (e) AI. If A = (: . (d) IAI.) + cn + C23 represents an arbitrary constant.4(B + C) C= C25 (~ 4 2 0 2 I 5 3) B= .5B) In Exercises 58.~ ~). A = ( ~ ~) 3 2 3 ~) 2 0 3 0 A=(_~ I ~:) 10. 5 0 B= 0 4 4 ~) and 4 3 I ~l) ~. IBI. A= C3~ 3 18) 21 3 6 In Exercises 2023. find the determinant of the square matrix. A= (4I _. Use a computer or calculator to perform the following calculations to become familiar with these functions. J ACt) dt = where each 2 2 14. ACt) dt Similarly. compute AB and BA. I) 5 I In Exercises 914. 13. 2A + C) . perform the indicated calculation if 38 44 21 *17. using 3 2 *21.2B. 2 (~ =~) 28. If A (=~ 3 30. A = (( 5 16. A = (e' te') 1 40.4A 9. A C~ r ~) = *25. when defined. A = Many computer software packages and calculators contain built·in functions for working with matrices. 3 compute (a) 3A . find the inverse of each square matrix. 4C + 2(2A . A = CI~ I ~). J A(t) dt by integrating each element of AU). A = ( e e4t ) I JA(I) dt. A = ( 5 A= (~5 .2 (. In Exercises 3540.A 3.') : 'I Solution ~ A(t) We find .) andB = (_: 6. A = cos 31 ( sm 3t 3 In Exercises 2434. (~ 4 I I 2 (~. and C = (_~ ~).312 Chapter 6 Systems of Differential Equations 6.E.c c B= 27. (~ ~) I) 2 andB= C3 I I I *37. 1. . then show b ( b). A = ( 1 2 ("2 t ') 313 *33. A = C41 4~ 2 4 and In Exercises 15 19. (e) AB. 7A + 3B 7.
. Cb) The nonhomogeneous system { y' = 4x _ 3y + t2 IS eqUivalent to ~ (~:) = (~ _. C (b) W't th Ca) Write the homogeneous system. the homogeneous system of firstorder linear differential equations l Xl(t) = all(t)xl(t) X2(t) = a21(t)xl(t) x~(t) = anl(t)Xl(t) + adt)x2(t) + '" + aln(t)Xn(t) + adt)x2(t) + '" + a2n(t)Xn(t) + an2(t)x2(t) + '" + ann(t)xn(t) is equivalent to X' (t) = A(t)X(t). or graphical solution of the system. Definition 6..5y = 13 { 3x+6y=15 is a system of two linear equations in two variables with solution (x. given a system of ordinary differential equations. 3. nee { y = .I) 3 2 t sin t 1 2 0) and e(rrn)SP::~i:~~:e::::::s:: 1k2) :e= <k< o I 2 0 more meaningful to you? 2k . y) = (1. that satisfies X'(t) = A(t)X(t) + F(I). .)(~) + (:~n t). nonhomogeneous system { y' = 4x _ 3y + 12 m matnx form. ] Solution X' = . aln(t») a2~(t) a2~(t) .314 Chapter 6 Systems of Differential Equations 44. X' = X + 2y . .5x + 5y .orm. nte 3 2 I o I 2 0 down a portion of the result (or print it and staple it to your homework).. (a) The homogeneous system.. . X' = 5x + 5y . Preliminary Definitions and Notation We first encounter systems of equations in elementary algebra courses.3 + adt)x2(t) + . a 2:(t) .5x + y m matnx . Let all(t) A(t) = adt) .. . ann(t) A solution vector of the system X' (I) = A(I)X(t) n X 1 matrix of the form Then. In each case. .)(~). and 4 (a) Use a computer algebra system to compute th' t 2 sin 2t *45. we assume that the matrix A(t) in the systems X' (t) = A(t)X(t) + F(t) and X' (t) = A(t)X(t) is an n X n matrix. + a 2n (t)xn(t) + f2(t) + a n2Ct)xzCt) + .'. (b) Compute approximations of 3 315 Preliminary Definitions and Notation eigenvectors of an n X n matrix for n = 2.sin t .sin t . our goal is to construct an explicit..'N.12 Solution Vector and ( an I (t) anzCt) At this point. numerical. . Calculate the eigenvalues of 6. 3x . We begin our study of systems of ordinary differential equations by introducing several definitions along with some convenient notation. For example. X' = X + 2y . Find 1t A(t) and f A(t) dt if te.. 5 IS eqUivalent to the sys{ y=x+y tem(»=(=. . + aln(t)Xn(t) + fi(t) + adl)x2(t) + . We now state the theorems and tenninology used in establishing the fimdamentals of solving systems of differential equations. How do the eigenvalues change for +oo? 46.. Nearly every computer algebra system can compute exact values of the eigenvalues and corresponding Xl(t) = all(t)xl(t) l X2(t) = a21 (t)XI (t) and.2).l 6 A(t) = cos t 4 VIt 2 3 sec 2t sins t cos t 0 (I 00 (~ 9 :~::~v::::: :e=el(·g~rl~eI + 4t 2 :: I t(t. In the same manner.. xn(t) where the x/(t) are differentiable fimctions on I. + ann(t)xn(t) + !n(t) A(t)X(t) + F(t). All proofs are omitted but can be found in advanced differential equations textbooks. x~(t) = anl(t)xI(t) is equivalent to X' (t) = "i.. and the nonhomogeneous system X(I) = + F(t) on the interval I is an (:~~:~). we can consider a system of differential equations. .. co:r)po:mn ·.
. . .'i'. ~.. X2(t). 2t Show that X(I) .... X2(t).. If the set {XI(t).. . Xn) =.e + 2c2eSt = 2(2c. . the set is linearly independent.. (I). XnCt)} in the same way we defined linear dependence and independence of sets of realvalued functions...13 Wronskian of a Set of VectorValued Functions The Wronskian of (X. Otherwise. we often use the Wronskian to determine if the functions are linearly independent or dependent. of X' = = ( 2ee 2t ) IS.3 The Wronskian of Solutions Suppose that XI(t). X 2(1).e 2t + IOc2 eSt . the lin. Xn(t)} is linearly independent. (t) xn2(1) xnn(t) ••. We 2t 21 4c. Xn2 2t .. . the set (X..'. X. a ~)x. Cn are arbitrary constants. 317 0. . 2.(t) Theorem 6. . where each component of A(t) is continuous on I..e2t . . Xn(t)} is defmed as the determinant of the matrix with columns XI (t) .. .. We define linear dependence and independence of a set of vectorvalued functions (X. X2(t).e . X 2(1) = X2t(l) . Xn(l) are n solutions of the system of firstorder linear homogeneous differential equations X' (I) = A(t)X(t) on the open interval I. .2 Principle of Superposition ~uppose that XI (I).C2eSt ) .2(c. (Note that 0 is the zero vector with the same dimensions as each of the Xj{I). Xn(l) = X2~(t) : (2c. the linear combination of the solutions is also a solution . . because X' = AX. . .3 .(t)..e + 2C2e )) 2t 2t 2t 6 c. 4e (~. XiI).1 Solution .5c2e ) = ( 2c. two vectorvalued functions are linearly dependent if they are scalar multiples of each other. Then. e 2t + IOc..) As with two realvalued functions.... . For more than two vectorvalued functions.. . . Then. the functions are linearly independent. then W(X" X 2 . . . C2.~:). Xn(t)} is linearly dependent on an interval I if there is a set of constants {c" C2. . . .'ii. Xn) "" 0 for aU values on 1.e+2t . otherwise.X.316 Chapter 6 Systems of Differential Equations 6. Definition 6. Xn(t) are n solutions of the system of firstorder Imear homogeneous differential equations X' (t) = A(I)X(I) on the open interval I. X'n X'I XI2 X21 X22 . X 2(t). . .e . . Xn) = . venfY thIS now by first writing X(t) as X(t) = ( c«)) Xn. Xnn Theorem 6... of the two solutIOns .(t).c2e ) (( 2c. If the set (XI(t). where c].. j = 1..5c?e St 2c. 0 on I.eSt) and (Xd'l) + C2(_eSt) 2e St are solutions of : ) Solution syve let the reader follow the procedure used in Example 2 to show that : ("(0) = X2) (t) .'. . ... . + 6e2t " .I.C2e St) .e + 2c2eSt) 2t St 4c... By the Principle of Superposition. + cnXnCt) = c. . . ear combmatlOn . (2ee ) and (_eSt) 2e St is also a solution. . Therefore. Xn(t)} is linearly dependent..St) satisfies X' = . Cle 2t 2C2e51 Then X'(t) ~ . then W(Xh X 2 . Then. 2t 2)(2e 2t) 6 e Preliminary Definitions and Notation = (2e 2t2t  2e 2t) . Xit). the linear combination X(I) = cIXI(t) + C2X 2 (1) + . is also a solution ofX'(t) = A(I)X(I) on I.e ..e . + cnXn(I). a solutIOn NoticethatX'(I) = (4e~:) and 2e (12 1 (2 (12 2)6 X. [ I I . X(I) = (2. .."w' _eSt) Show that X(t) = ( 2eSt and X(t) = CI (1 2)6 X' = 2 (2e2t) e 2t X(I) = ( W(X" X 2 .. .::) is a solution of the system. . cn} not all zero such that + C2X2(t) + . . ' St 2t 2t St 2)(2C. X2n Xn ..C2eSt) + 6(c. . . n.
lent to the system . The vector_ \ valued functions are linearly independent because W(Xh X 2 ) = . . Xit).4 General Solution of a Homogeneous System Suppose that XI(t). .3 Chapter 6 Systems of Differential Equations .'. Therefore. { (~~: ~:).. * (2 cos 21 cos 21 + In previous examples. L Show that any linear combination oj ( (4 2 sin 2t + 2 cos 2t) cos 2t ) sin 2t and sin 2t . . Therefore. Xit) are n solutions of the system of firstorder linear homogeneous differential equations X' (t) = A(t)X(t) on the open interval I. Definition 6. ] Solution 2x .. Therefore. * X:(t)) = (2 ( y (I) I 319 Preliminary Definitions and Notation We first remark that the equation (~: ~~~) = ( i Find a general solution of X' = 8)(X(t)).. Therefore... 42 cos 2 t2) are solutIOns to the system. + 2 cos 2t) and ( . 2 y (I) IS eqwva· + C2X2(t) + .318 6. G 2)6 X. + 2 cos 2t) . + cnXn(t).. we calculate W(Xh X 2 ) = e2t 2e St = _3e . Thus the set 2 sin 2t. = Theorem 6.. both 2 sin 2t. we have "fi. sm 2t {( and is consequently a fundamental set of solutions. L 2:::) + C2( ~:::) = (~~:~~: . 42 cos 2t 2 ) }IS.cos 21 Solution cos 2t) . Comsm2t sm tcos t ( puting the Wronskian. .14 Fundamental Set of Solutions Any set {XI(t). and Because A(t) is a 2 X 2 matrix.2 sin 2t = 2. .cos 2t is also a solution oj the system. (b) {(2 sin 2: + 2 cos 2t).cos t .'.3e 7t 0 for all values of t.·. Xit)} ofn linearly independent solutions ofX'(t) A(t)X(t) on an open interval I is called a fundamental set of solutions on I.. Then every solution of X' (t) = A(t)X(t) is a linear combination of these solutions. . X 2(t). we have shown that XI(t) = = CI( is a general solution.8y.I. linearly mdependent sm t .' . where each component of A(t) is continuous on I. sin 21) 2 sm 21 (~: ~I)} is not a fundamental set of solutions. 4 cos 21 )} sm 21 sm 21 . Which of the following is a fulldamental set of solutions for 8)(X(t))? 2 Y (t) X(t) = CIXI(t) (a) {(cos 2t) (sin 21)} sm 21 ' cos 2t "f·. not a solution .(4 cos 2t)(sin 2t) ."'.c::~:t) . a general solution of X' (t) = A(t)X(t) on lis "i·.... . · h sows w h IC us that (cos sin 21 to the system. { y' =x + 2y X' = X 2 (t) = (a) Differentiating we see that C~S 21)' ( sm 2t = (2 sin 21) 2 cos 21 8.cos 2t = (2 sin 2t = 2 cos 'I Solution We showed earlier that XI(t) and X 2(t) are solutions of the given sys_2e 2t _eSt\ 7t tern. \ 2 sin 2t + 2 cos 2t sin 2t 4 cos 2t \ sin 2t . ( . (2e2t) (_eSt). 2 + 2 cos 2t)(sin 2t 2 2t . we need two linearly independent solutions to form a general solution. ( .. Venfy that XI(t) = e 2t and Xit) = 2e St are Imearly mdependent solutions of X' = (2I 2)6 X. (b) You should verify that are linearly independent solutions of X' = X(t) h 2t) IS . (~:::) (2:~:) G ~)X.
=~: .2t = EXERCISES 6_3 Because (2 =4:2t)2t (4 2 =13)(2:2t)2t = St in Exercises 18. X.' Figure 6_9 Show that <I>(t) = (2: X'(t) = (_.3e5t) e5t is a fundamental matrix for the system Use the matrix to find a general (_~ =~)X(t).e 5t l = 7e 3t 0/= O. e5~ I2:2t2t 6 fx' = 2x . cI>(t) = ( X'(t) = 8t t) 2e 5e e8t e' and (~ ~~)X(t) elO' 16_ cI>(t) = ( 2e lOt * ) t X'(t) = (_. solution of 5t e2t) and (3e 4 e5t ) are solutions to the system X'(t) = ( 2 both ( 2e2t fx' = x + 4y V=2xy X' = y + 2x 3_ { y' = x .1""00 = bo writt= ~ ~.5y 3) 1 XCI).(t) are n solutions of the system of firstorder linear homogeneous differential equations X' (t) = A(t)X(t) on the open interval I.9.320 Chapter & Systems of Differential Equations &.I· (0) Suppose that Xl (t).Y = ° V + x = 2 sin t 2. (a) Identify the gral!h of the solution that satisfies the initial conditions x(O) = 0 and yeO) = 1.) is called a fundamental matrix of the system X'(t) = A(t)X(t) on I.x = 1 5 3)(3e \ 5t I e )' X = et 5_ { y'=x+y 3e5t . _ e 2t) so that X(t) = Cl ( 2e 2t + C2 e5t satIsfies X(O) . 15. we find n linearly independent solutions. 11. determine whether the given matrix is a fundamental matrix for the system. After finding these solutions. and _1~)X(t) . determine if the given vectors are linearly independent. fx' +x 11' . ° In Exercises 914. 4t) ( 2t) 6 6: 41 ( 3e4t . . a genom! .)C.3e ) .I 2t (2: 2t *13..4x V =yx fx' = Y 8. The matrix <I>(t) = (Xl X2 ••• 321 Preliminary Definitions and Notation X. : 1 Solution 2t)' ( 2:.y' =x+cost 3y = e.if·.". X(Q • (l:) wh= C • . write the system of firstorder equations in matrix form.2 sin t ) COS 12_ eu) e~r. 7. : 2t . (b) Fznd Cl and C2 5t (. (cos2t)(Sin2t) 2 sin 2t' 2 cos 21 4') (2e 41 2e e4t e 21 In Exercises 1520.3y V =x + Y fx' = Y . 14. where each component of ACt) is continuous on I. X'(t) = =:)X(t). .1. Xi  The solutions are linearly independent because W 2t) ( 3 5t)) = ((2:2t. ( 2 sin 2t' 4 sin I cos t t t A general solution is given by X(t) = <I>(t)C = 2 2t ) ( 1 . and 5t 3e )' = (15e ) = ( 4 ( e 5t 5e 5t 2 The theorems and definitions introduced in the section indicate that when solving an n X n homogeneous system of linear equations X' (I) = A(I)X(t).. ( ( 2e' e3ee (eee=: t) . Thus..3 ~~~~~~~==========~~ Definition 6_15 Fundamental Matrix Graphs of several solutions are shown in Figure 6.. 4. we form a fundamental matrix that can be used to form a general solution or solve an initialvalue problem. _3e St) eS. 41. fx' . X2(t).
afn be an n X n matrix with real components. tnx to construct a general solution to the system. Then. . cos 3t ' ~)X(I) (b) (e'(sin 31 . '. we verified that a general solution of the 2 X 2 system X' = (_~ =Dx. X(O) = l e ') e " A ' = (62 = m 3)I' X(O) = (46) 23. Cl 2e 2.' f CDPAY"V[X'f + fry) Write this system of two secondorder nonlinear ti equa· ons as a system of four fiIstorder equations. we may expect a general solution of the linear homogeneous system X' = AX to have the form + c2vzeA2t + . X'(t) = ( ..2 sin 21) sm 21 cos 21 ' A = Constant Coefficients 2CDpAX'~) 0) e' e' e and " e' 0 2 0 3) ( 3 4 FirstOrder Linear Homogeneous Systems with 1 . More generally. . the position of a spiked volleyball can be modeled by the system of two secondorder nonlinear equations (a) (cos 3t .3 cos 3t) 2e' sin 31 5e' cos 31 ) e'(cos 31 .sin I) cos I 6. pp... . Kao.. and Joan M. where the eigenvalues of d.sin 3t sm 3t '.cos 3t). X' = AveA< must satisfy the system of differential equations.3 sin 3t) . Stevenson "A Math ma Ii Applications. (principle o~ Superposition) (a) Show that any lin. Richard W Sellens. (~ =~)X(t) Now that we have covered the necessary = (n In each case. + Cnvne A"'.+ C2(3)1 e . 95109.3. 21. We begin by considering the cases when the eigenvalues of A are distinct and real or the eigenvalues of A are distinct and complex.322 Chapter 6 Systems of Differential Equations *17. . What sim. = IS 5 ( e2') + C2(3ee5' ') = Cl (1)2 e _". (Mo~eling the :"otion of Spiked VoUeybaU) Under certam assumptions.AlYeA< = 0 (A . sin 3t . X(O) = (~) 24. Also. and (c) subject to X(O) (' Distinct Real Eigenvalues (' Complex Conjugate Eigenvalues (' Alternate Method for Solving InitialValue Problems (' Repeated Eigenvalues XU) (c) (e'(sin 31 + 3 cos 3t) 2e' sin 31 323 FirstOrder Linear Homogeneous Systems with Constant Coefficients ~ ( CMW"Y'([Xf + [Y'f)(bl)/2 _ =. «1>(1) = (2 cos 21 + 2 sin 21 2 cos 21 . use the given fundamental matrix to obtam agenera. solution to the system of firstorder homogeneous equatl?n'. we will see that a general solution to the homogeneous system X' = AX is determined by the eigenvalues and corresponding eigenvectors of A.t sin t Y" = g  ~ ( CMW"X([Xj" + [Y'fPl)12 + .6. ~'(t) = (_~ ~)X(t) X'(t) = 5e' cos 31 ) e'(cos 3t + 3 sin 3t) .:~:) and X'(I) = (=~ ~)X(t) (_~ _~). We investigate this claim by assuming that X = veAl is a solution of X' = AX.2 sin I sml and X'(I) = 18. X = AX. ." Journal of Applied Biomechanics Human Ki 'to P bleh cal Model for the Trajectory of a Spiked Volleyball and Its Coaching . X'(I) = 2 cos I . «1>(1) = (3e4< 2e4< _:=:).. Inc. . ne lCS U IS ers. att:~:)ion to solving linear systems with constant coefficients. use the fundamental rna. . • . (1994). (b) Is the Principle of Superposition ever vahd for nonhomogeneous systems of eq f Explain. A G .4 AveA< .)X(t) 27e6' *19. 5. 25. In Exercises 2123. . XU) = ClvleA" (d) Use the results of (a). In this section. . «1>(1) = (:: U X" = 3 0 5 X(I) 3 2e' sin I ) e'(cos I + 2 sin I) 3e.6 . Show that each matrix is a fundamental matrix for the gl. and (c) to solve (a). which implies that Using Iv = v yields AlYeA< = AveA< • Shawn S. (b).AI)veA< = O. . «1>(1) = (~::: 22. correspon mg eIgenvectors are VI = = <I>(t)C = (_~ =D are Al = 2 and A2 = 5 and (I)2 and V2 (":'3I)' respective . In each case. find the solution that satisfies the gIven mInal condition.). and then consider the case when A has repeated eigenvalues (eigenvalues of multiplicity greater than one). graph the resulting solution for 0 :S t :S 2?T. Let A = af2 af2 anI Q n2 ann Distinct Real Eigenvalues In Section 6. if the eigenvalues of the n X n matrix A are distinct. «1>(1) = 2ge. i1arities and differences between the graphs do you observe? terminOlogy(~I:e ~~ o~~. ( 36e. where A" Az. ear combmation of solutions of the homogeneou tern X'(t) = A(t)X(t) is also a solution of the h~:~: geneous system. «1>(1) = (cos I :. v"' respectively. ua IOns? 26.ven system. (b). An are the n distinct real eigenvalues of A with corresponding eigenvectors Vb Vz. Iy.
we have that x. (~ (~  =. .m A solution A to this. we can write the general solution obtained here as X(t) = (X(t») = y(t) _. = I. If we let X2 )x o. equat~on is eigenvalue of A while a nonzero vector v satisfy. You may notice that general solutions you obtain when solving systems do not agree with those of your classmates or those given in the Exercise 6.~ X(t) Figure 6..bi.2 = a .bi.AI)v = O. an eigenvector V2 = (..). g (A .b sin (31) + ie"t(a sin (3t + b cos (3t) = XI(t) + iX2(t).324 Chapter 6 Systems of Differential Equations 6.5x . because. You may have simply selected different values for the arbi· trary constants in finding eigenvectors. Hence. we can fmd a set of n linearly independent eigenvec. If A has complex conjugate eigenvalues Al = a + {3i and . is = clvle"t + C2v2e"t = CI (~) e 3t + C2 (~ ) eSt.  . The eigenvalues bf A = G:) co~esponding to Al ing to .1. Because X is a solution to the system X' = AX. . (Notice that each curve corresponds ~ IA  All = O.. V2 = V2 satisfies (X~) = (. realize that your solutions may be correct. .1. ..1. eAt 0.)(3 . XI(I) and x2(1) are solutions to X' = AX. An}.b sin (3t) and X2(t) = e"t(a sin (3t + b cos (31). Therefore.31) X is the same as the system {X'. two linearly independent solutions of X' = AX are XI(t) = e"t(a cos (3t .. tors {VI> V2.cle 3t3+ C2eSt .(t) = Axl(t) + iAx 2 (t). we are able to obtain two linearly independent solutions from knowing one of the eigenvalues and an eigenvector that corresponds to it. v n }.2 =5 Hence. ~~~ 3t C2 e St) or {(t) cle + 3t X ... Theorem 6..1.. and corresponding eigenvectors VI = a + bi and V2 = a ."'IM' Find a general solution of X' = (. one solution of X' = AX is X(I) = vle"t = (a + bOe(a+/3. C2.2 = 5. )G~) = (~)...10.5 .· .1. + c2e"t(a sin {3t + b cos (3t).. . and any linear combination of XI(t) and X2(t) is also a solution..on other than v = 0 (remember that eIgenvectors are never the zero Ve . . a general solution of X' = AX is = a . In ?rder for this system of equations .Y.~) *" correspond.2 = a + bi and V2 = a . Several solutions along with the direction ( 2cle yet) = 2cle t field for the system are shown in Figure 6..A) VI =.. .(3i with corresponding eigenvectors VI = a + bi and V2 = a .4 First·Order Linear Homogeneous Systems with Constant Coefficients 325  *" Then. we Similarly.IN' Find a general solution to X' = (! 2) I X. Y = 3y Thus. so this linear combination forms a portion of a general solution of X' = AX where A is a square matrix of any size.. if A has n distinct eIgenvalues {AI> .1 Solution The eigenvalues of (5 ..(t) = Ax2(t). If A has complex conjugate eigenvalues Al = a + {3i and ._ If A is a 2 X 2 matrix with complex conjugate eigenvalues Al = a + {3i and . An eigenvector = 3 satisfies the system solutIOns to this system satIsfy 2x1 .1. . to have a solu1:J..) Because both eigenvalues are positive.(I) + ix:..bi.. . Remember that the system X' = (.  ~ ) X. The arrows on the vectors in the direction field show this behavior.. all solutions move away from the ongm as I increases...2 = a .YI obtain the eigenvector VI are AI . we have (A ..1. if A is an n X n matrix with n distinct real eigenvalues {A }" a general solution of X' = AX is the linear combination of the set of sol~~~ {XI> X 2. Before you be· come alarmed. to the parametric plot of the pair {X(t) for particular values of the constants CI and yOO . Equating the real and imaginary parts of this equation yields xW) = Axl(t) and x:.{3i.' 1 Let A be a square matrix. . 1 I = = o. so = (~). (3 0.)t = e"t(a + bOe i /3t = e"t(a + bi)(cos {31 + i sin (3t) = eW(a cos (3t .'i'. which indicates that Y2 = is an eigenvector for any value of X2.10 = 3 and ..:) = (~). We can show that XI(t) and X2(t) are linearly independent (see Exercise 41). A (5o 1)3 are found with 15 0 A 3..AI)v = 0 IS an eIgenvector that corresponds to A. ~ ) (. From these eigenvalues and corresponding eigenvectors we fi the n linearly independent solutions ' onn u: Complex Conjugate Eigenvalues Therefore.. Xn}. :.4 solutions. Therefore.2. = 0 or YI = 2x1 • Choosing XI = 1. a general solution of the system X' = (...(3i and corresponding eigenvectors VI XU) = CIXI(t) + C2~2(t) = cle"t(a cos {31  b sin (3t) "ii"i. Notice that in the case of complex conjugate eigenval· ues.1.
. = 2 ± 3i are (~ ~ ~) satisfy )(.1.2i alent to 4.\1 l ( Figure 6.1.. Notice the spiraling motion of the vectors in the direction field. a general solution to the system is XU) = cle'[G) cos 2t 5 ..2 .. is equivalent to + YI = 0 and = O..)1. (_~) sin 2tJ + c2e [G) sin 2t+ (_~) cos 2tJ Figure 6.1..326 Chapter 6 Systems of Differential Equations Solution An (2 The eigenvalues of A = eigenvector VI = (. 4xI the system as e~ i a = f3 Al = I + 2i G) ~ i) = satisfies + (2  5 6 6 6 ..I.. Chaos. !5 3 . and (~ ~ ~)~:) (~ ~ !)~:) = VI = cle' cos 2t + coe' sin 2t ) = cle'(cos 2t + sin 2t) + c. Al = 0 I . and ~:) corresponding to Al = 0 satisfies the syswhich.3i.I..1. in the nota.) = (~). i)xI.5.~) = X..)(. is equiv.1. If we choose ZI YI = I. XI in Example 2 ijx(O) _ oo x(t).. which indicates thatYI = (1  ing XI = I..1.1.1.\1 . two lmearly that correspond to the eigenvalues ..2 + A) . Solve X' = ( + + 21~6 5::. .. after row operations.. This vector satisfies the system (3 "F'..cos 2t) . The first equation.3i Z2 Therefore... ' 6 = (5 .."'. cos 3t 0 2e 21 cos 3t .. and IimH _ oo = 0 and yeO) = I.11 shows the graph of several solutions along with the direction field for the equation.mdependent solutIOns . (2  2 .= (4 ± ~)/2 = 2 ± 3i. then (I ~2+ i) = (I) . the Z" If we let z. ~2 + (I) ~ i = a + hi.1. 2i)xI . t% Calculate limHoo x(t).4 (! =D that are Al = I corresponds to ~ 2i 2~ 2i)(.3 = 2 .11 We see that all (nontrivial) solutions spiral away from the origin.. The eigenvalues of A = We find two solutions that correspond to the com = 2 + 3i. ~ so 66. ~) X subject to X(O) = m..times the second equation.) = (l} XI = vle"" = (l)e(O)' = ( i} to . = e'l [( I) 2 cos 3t 2 (I) 1 21 (e (cos 3t .sin 3t)) 0 sin 3t = 2e 2 . 5 2 6 5. This is due to the product of exponeniial and trigonometric functions in the solution' the exponential functions cause x(t) and Y (t) to increase.2i. 6 + 13) = . We can Write G) + i( _~). Thus. and 51~6 = (5 . we obtain VI = (. (~.) = (~). = 2.2YI = 0. yet).(. Therefore.1.) = .5(6. y(t). while the trigonometric tions lead to rotation about the origin.. lim Hoo y(t). limH (n = (n Thus.2 = I .1..) = (I tion used in Theorem 6.. 1 2i)YI = O.) 2(6. Hence.AI One solution of the system of differential equations is Initialvalue problems can be solved through the use of eigenvalues and eigen' vectors as well. ~)(. func Sketch the graphs ofx(t).0  components ofv2 must satisfy X2 5 6 1 Solution + 3i O.4.I. With a = I and + 2i and .e'(sin 2t .1..6.1. An eigenvector VI = tem and = 2 from the eigenvalues. 327 FirstOrder Linear Homogeneous Systems with Constant Coefficients X2) ~~ ( which can be reduced to = (~ =t 6 5 _8 _ 3i 6 ! t(1~ i))~:) + = 1c1 + i)Zl andY2 = (~:) corresponding = m.A 5 ::.) 6.1.2 = 2 plex conjugate pair of eigenvalues by finding an eigenvector V2 = m...
the that «1>(0) (a) Graph of X(I).2e 2t sin 3t satisfies the initial conditions in 2t 2t 2e cos 3t + 2e sin 3t Example 3. and Z(I). then through substitution into X(t) = «I>(t)C.2e 2t cos 31 .12 VI = matrix is then given by «I>(t) = y 2 e t(cos 3t . 0. graph. the solution to the initialvalue problem X' «I>(I)«I>I(O)Xo. X(O) = Cl 40 10 Y = + C2 + C3 [ Cl  x + C3 C = «I>\O)Xo. A fundamental (:~: _~~~3. This means that the solution approaches the line y = x because for large values of t. x(t)./ / / / / = (b) Figure 6.: sin 31) + c3e2t(s~ 31 + cos 31») Cl .3t = O.sin 31») 2e. Given the initial condition X(O) = Xo. Z(I) L ~ . Dx sub = (D = (! and D V2 = are Al (_!).Ve graph..(1).n along with the direction field associated with the system of equations. and z(t) and we show the parametric plot of {x(t)." o . :.. (t)(::: Figure 6. If «I>(t) is a fundamental matrix for the homogeneous system X' = AX. = 0 2C2 = 0 with solution 2C2 = 2 = AX. where X(I) = 00. where C is a constant vector. a general solution is X(t) = «I>(t)C.cos 31 2t 2e cos 31 zCe) CC~I~::C: C3) (~). x(t) and y(t) are approximately the same.2e 2t sin 31 2e 2t cos 31 + 2e 2t sin 31 In Figure 6..sin 3t) + e 2t(sin 31 + cos 31») 2 . 2t Figure 6. = 2 and A2 = 3 with respectively.y(t).13 (a) Graph of x(t) and yet). Notice that as t ~ andy(t). . 2e 2 SIn 31 so a general solution is X(O) = «I>(O)C _ (1) +  1 Cl 40 C2 o 20 _ (Cl  20 40 Xo = «I>(O)C 2t (e (cos ~It ..2)."~. (b) Graph of {."'..' solution of the initialvalue problem is 20 o :S I :S (e (Sin 31 + cos 31») 2e 2t sin 31 2e 2t sin 31 2 + c2e t(cos 31. (b) Graph of 7T/2.2e 2t sin 31 2t 2e cos 3t + 2e 2t sin 3t = Y(I).4 and 329 FirstOrder Linear Homogeneous Systems with Constant Coefficients Alternate Method for Solving InitialValue Problems X3 =e 2t 1) [( 1= (1) 2 sin 31 + 0 cos 31 2 0 2t We can also use a fundamental matrix to help us solve homogeneous initialvalue problems." ( 2 + 2e cos 31 ) 2 . Therefore. Cl = 2. Hence.2c3e2t SIn 31 . Identify each The eigenvalues of A Ca) Cb) (! ject to X(O) = (_.). (e (Sin 31t + cos 31») 2e: ~in 31 . Identify each graph. 2t 2 + 2e cos 31 ) 2t Verifo that X(I) = ( 2 . are both close to ~e2t because limt+~ e. so «1>1(0) = _41_ 1 (=~ D= ( t)(=~ ~).).328 Chapter & Systems of Differential Equations 6. Notice that limt+~x(l) = 00.rl). z(I)} In three dunenslOns. the values of x(t) ~~~~). and hmH~ z(t) = 00.12. Therefore. . which gives Use a fundamental matrix to solve the initialvalue problem X' = (~) yields us the Co • =1 .2e cos 3t . so the solution is directed away from the initial point (0. {.2e 2t cos 31 . 2c2e2tl1os 31 + 2c3e2t sin 31 Application of the initial condition X(O) = Ca) 2t 3 2 1 / 2 3x //1 . limH~y(t) = 00. We calculate «1>1(0) by observing G _!). and 2 40 X(t) = ( + system of equations :1 Solution C3 corresponding eigenvectors = 1. X(O) = Xo is X(t) = "f·.2c2e cos 31 ..13 shows a graph of the solution.
a second linearly independent solution corresponding to the eigenvalue Aj has the form X 2 = (vjt + wl)e A".) Aj(Vlt which can be reduced Cj(~)e2' + C2(~)e" + C3(~)e4' = ((Cj ~eC~. To find the vectors V2 and Wz. The equation AjV2 = AVl indicates that Vl is an eigenvector that corresponds to AJ. Find conditions on xo. Theorem 6. so V. = (v.Aj I)w2 = v. In the case of m linearly independent eigenvectors. (Assume that there is not a second linearly independent eigenvector corresponding to Aj = A2') With the eigenvalue Aj and corresponding eigenvector v].. ~ea:~s:3f~:dO~t = (l) and Vl =Cn to A3 = 4 satisfies the system An eigenvector V3 C~ =~ ~)(m with row operations to the system Y3 = Figure 6. A general solution is X(t) = cjvje A" 4 (~ = = + w2)e A". X. + 2c3e4' Figure 6. limH~ y(t) = 00.14 shows graphs of several solutions to the system along with the direction field. = A2 with only one corresponding (linearly independent) eigenvector v" two linearly independent solutions of X' = are X. = Vj. Simplifying AjW2 + V2 = AWl.:SS:~:O:l6:.2. = (m = that corresponds m· Hence.AjI)w" Hence. so that the limit as t > '" of the solution X(t) that satisfies the initial condition X(O) = Repeated Eigenvalues 331 (~:) is O.330 Chapter 6 Systems of Differential Equations 6.:dE::.6 Repeated Eigenvalues with One Eigenvector Ii Let A be a square matrix. we substitute Aj(vlt + wl)e A" + vle"". Vj If an eigenvalue of multiplicity m has fewer than m linearly independent eigenvectors. Notice that if C3 "" 0. instead of multiplying X j by t as we did in Chapter 4.14 6 x I =l)(m m.~I. where W2 satisfies (A . = AX2 the eigen T' Choosing Z3 = 2. As we discovered in Section 6. ~o We now consider the case of repeated eigenvalues. Therefore.' Solve X' = (~ =~ !)X' Xl = (Vlt :~ :o:u(rn=tr)O. we suppose that a second linearly independent solution corresponding to Aj is of the form cle 2' Therefore.~~"c:e2e4'). = AWl V2 = AW2 . many of the vectors in the direction field are directed away from the origin. we find that Ajw. a general solution is found in the same manner as the case of m distinct eigenvalues. AX ======================~ . and zo. we obtain V3 = (1). To fmd a second linearly independent solution corresponding to AJ.t + (AjWl + v. we have 6 6 4 value Aj = A2 = 2 of mUltiplicity 2 has two corresponding linearly independent eigenvectors.AjW.AjnWl = Vj. + V. Consider a system with the repeated eigenvalue Aj = A2 and corresponding eigenvector Vj. we proceed in a manner that is similar to the situation that arose in Chapter 4 when we encountered repeated roots of characteristic equations. = vje"" and X. and limH~ z(t) = 00. Tills is more complicated than the other cases because two situations can arise. V2 = (A . we obtain the solution to the system X j = vje"". Yo.4 Find the solution that satisfies the initial condition X(O) = (~). X3 = ~ and 2 = = Because X. an eigen_ value of multiplicity m can either have m corresponding linearly independent eigen. "i''''''. FirstOrder linear Homogeneous Systems with Constant Coefficients ifpossible.t + wl)e"". If A has a repeated eigenvalue A. W2 satisfies the equation (A . vectors or have fewer than m corresponding linearly independent eigenvectors. where W2 satisfies (A . o X2 into X' = AX.~:n. then limH~ x(t) = "'.AjI)w2 = Vj. + C2v2eA" + C3 v 3 e "3' I + wl)e A" + V2eA" AjV. = + wl)e A" AVlt + AWl' A(v2t Equating coefficients yields AjV2 = AVl and AjWl + Vl = Aw2.
Hence. An eigenvector VI = + w2)e A".. ! =~) 2 are determined with 3 ~ A =~ 1= _A3 + 6A2 + 15A + 8 =(A + 1)(A + I)(A 2 = 0 to be Al 8) 3 . Y2 = = = I· (t). What happens if you try to find a second linearly independent solution of the form V2teA" as we did in solving higher order equations with· repeated roots of the characteristic equation in Section 4. these solutions approach (0.~) o is found by solving (A .AII)W2 = VI ~ ~ =~)(.A second linearly independent solution is . If we let YI =1. .332 Chapter 6 Systems of Differential Equations 6. we solve (A . Solve X' = ( XU)· = (~~ ~) which is equivalent to is parallel to the vector VI = ( o !'f·.:) = (~). a general solution is + w2)e A. W2 = (_ ~). XI =0 and YI  ZI = o.) 5 X.( 0 0 Hence. the line through the origin that + C2(V l t + w2)e A. (We discuss why this occurs in Section 6.15 shows the graph of several solutions to the system along with the direction field... 333 FirstOrder linear Homogeneous Systems with Constant Coefficients 6 3 3)(XI) _(0)o. This system is equiv 4 Hence. If we let X2 = 0. Suppose that A has a repeated eigenvalue Al = A2 and we can find only one corre_ sponding (linearly independent) eigenvector v I. (1). 0) tangent to y = 4x.YI = 4xJ. A 4 14 . Hence.AII)W2 = VI. if Z2 = 0.'.>~ x(t) = 0 and limt>~ yet) = 0 (why?). then VI = (r).4? [ Find a general solution to X'(t) = :lSolution The eigenvector VI (~: eigenvalues = (. In addition.A (:J =A2 =I and A3 =8.! where W2 is found by solving (A . ! 3) 3 2 5.:) = (~).'.! Figure 6. Z2 0 t so W2 = which indicates that Z2 X2 = k and Yz  Z2 = *.~) (~) for the vector W2 (.VI = (_!) Al = 4 Al = A2 = 4. 4 are _!). then Yz = 1. one solution to the system is XI = (r)e'. I'f'.4 If A is a 2 X 2 matrix with the repeated eigenvalue Al = A2 with only one co responding (linearly independent) eigenvector VI> a general solution to X' = AX is r· X(t) = clvle A. We see from the formula for XU) that lim.AII)W2 = VI> which in this case is of A = ( eigenvalues 4 satisfies the system (~ ~)(. A second linearly which indicates that 4X2 + Y2 = 1.'.:) !)(. and a second linearly independent solution is independent solution X 2 = (VI! given by ( alent to = Figure 6.6. 5 (42 25 2 0 Al = I satisfies YI  that corresponds to This system is equivalent to ZI This system is equivalent to (~ : !)(::) =m.Therefore.~)(.*. An : 'I Solution The and one solution to the system is XI (.'. Notice that the behavior of these solutions differs from those of the systems solved earlier in the section due to the repeated eigenvalues.~).15 2 2 Z2 (~ ~ . so if we choose XI To find W2 = (~~ of A 1)o that corresponds to = I.~) in a second linearly independent solution X2 = = (Vlt (_!)e 4'. L.
~:) corresponding to A = 2 =( Thus. 2 Using the formula for X in Example 7 and the direction field in Figure 6. X3 = = 0 and = (1 . Using this eigenvalue and eigenvector.)(~:) = (~). determine if the solutions approach the origin as t increases if C3 oF O. we select Zl Substitution of these solutions into the system of differential equations yields the following system of equations. which is solved for the unknown vectors V2. If we let Z3 = 2. 2 0MP = W3. which Because this system is equivalent to the components of V3 must satisfy X3 + ~Z3 ~Z3 = O. 4 2 ~1 0~ (0)~' J~)(X3) ~: Y3 + X3 = = ~~) 11 = A iliffd lin=ly ind'Pmdd>' Similar to the previous case. (A .A1I)W3 and = V3. W2. V3.A1I)W2 = V2. • an eigenvector (.(1) 3 A similar method is carried out in the case of three equal eigenvalues Al = A2 = A3 . with the system reduce this system to = (V3~ + W3t + U3 )eA". Systems of Differential Equations 334 fum X. X2 = (V2t + w2)e A". where we can find only one (linearly independent) eigenvector VI' When we en· counter this situation.16. V3 = (_~) and o (_~)e81.6.16 = V2 = Vb (A . w" and U3: A1V2 = AV2. = Figure 6.A ~' W2 The three linearly independent solutions have the form satisfies : ]I Figure 6.4A i i)~:) m· (~ ! !)~J (n then Yl 1 \ 4 . 1} Xl =0 and Yl + Zl = O.A 2 ! = (1)e 2t • .16 shows the graph of several solutions to the system along with the di· rection field. (A .12A = A2 = A3 = 2.All)U3 I 1. V3 solving the system "00 • fonnd "". we assume that X3 ~ + W2t + U3 )eA".' 00•• corresponding to A3 = 8. A1V3 = AV3. A general solution'. Hence. we fmd that one solution to the system is Xl = vle = W3' 2)' With elementary row operations.A1I)U3 = W2' 0 Z3 335 FirstOrder Linear Homogeneous Systems with Constant Coefficients C~ = 1. (A .A .A 1 \ \ 2 2 4 .A) Xl and the vector U3 is found by Notice that this method is generalized for instances when the multiplicity of the repeated eigenvalue is greater than 3. = vleA". What happens to the solutions if C3 = 0 and either Cl oF 0 or C2 oF O? and (VI (j l)x. ! ( ((1} + n)~ '. V3 =. If Therefore we can find only one (linearly independent) eigenvector corresponding to A = 2. and 1. we = = 1 + (1) \ 32 2)(A2 .is then given by Solve X' = Solution Hence Al The eigenvalues are found by solving 1 1 4A \ _A3 + 6A2 . + 8 = (A  We find eigenvectors = and VI VI = + 4) = (A  = O.4 Chapter (. then X3 = 9 and Y3 = 7.
336
Chapter 6 Systems of Differential Equations
The vector
W2 =
6.4
~~) in a second linearly independent solution of the form X
2
(=i + rli~r ~ir:: i~:~:~
Hence
X2
f=, w,
tor U3
=
'"
:(l~flX~):~:)
= I and Y2 + Z2 = I, so if we choose Z2 = 0, then Y2 = I. There.
~ (=iJ.
wX,
~ ((1)'+ (=i)),,'
F_y,
m~"'~,ho_
(~~) in the third linearly independent solution X3 = ~ + wzI + U3 )eA"
..
which is equivalent to
(~o 0~ 0~)(~:) = (=;).
Therefore,
0
I
2
X3
_
~)(~:) = (= :),
2
Z3
In Exercises 112, use the given eigenvalues and corresponding (linearly independent) eigenvectors of the matrix A to Tmd
a general solution of X' = AX.
l.A=G
2.
3. A =
= 2 and Y3
 3. If we select Z3 = 0, then 13 = 3. Hence U3 =
+ Z3 =
p~don,wlutiMi'X, ~
((
if,
+
(=~). so a third linearly inde.
(=i)' + (=m'>A,""~WIUtiUUti~
gIven by
4.
(=~ ~); Al = 4, VI = (~} A2 = 2, v, =
*S.A=(_:
6. A =
(~ ~); Al = 6i, VI =
7. A= (_;
cIe
21
+ C2( I 
l)e zl
2)e zl
+ C3 ( ~
8. A=
(=~
(t2" e
2
cle
21
+ C2 te + C3
21
t 3
)e
Zt •
_~).
Al =
: ~);
1
13 X' = ( 1 10)x
.
10
l
14.
X'
{ y'
= X  2y
= 2x + 6y
16. X' = (4
5
:;
=5x
dt
{x' = 7x
18.
. y' = 5x  8y
*19.
1
7
dx =6xy
*15.
A, = 6i,
Al = 1, VI = (:); A2 = 2,
(7)
i
In Exercises 1332, find a general solution of the system.
I+2i, vI = (i: I}
3
(3
A2 = 2  i, v, = 2 +i i) ; A, = 4, V, =
4
17
(~} A3 = 3, V, = m
V3=m

U}
A, = 1 2i, v, = (i ~ 1)
3 0
*9. A= 0 2
(
o 0
1
~}AI=A'=2'VI=(:)
V,=(~I")
V2 =
+ C3( 
o
A=(~ ~}AI=A'=5'VI=(~)'V2=m
3
 C2e21
m
( 3+i )
2 3)
1
1; Al = 2 + i, VI = 2  i ;
4 4
4
3
12. A = 1
(
:);AI =2,VI=G}A2=4,V2=(:)
A=(_~ ~);AI=0'VI=m;A2=4,v,=(~)
0
Z3
337
EXERCISES 6.4
(VI
by solving the system (A  AI)u3 '" w2 . This yields (;
3
FirstOrder Linear Homogeneous Systems with Constant Coefficients
X'
=
(~ _1~)X
X'
{ y'
*27.
(_~ ~)X
26
=
30. X'
=
(~
4
5
I
1
2
4
1
C
~
= 8x + 5y
y' = lOx  6y
8)x
=
=
{
24 . X' = (02 0
28. X' (~o 5~ 4
~)X
29. X'
2x  3y
=
X' (~~
~)X
o 01
) 21
dt =
22. X' (I2 78)x
= 6x + 2y
= 2x  lOy
25. X' =
~=8X+9Y
dy
X'
20.
21.\ :dt : ~: ~ ::y
*23.
!
3)x
4
~)X
5)OX
3
I
{x'
= y
. y'=13x4y
,
338
Chapter 6
Systems of Differential Equations
X' = X + 2y + 3z
*31. y' = Y + 2z
{
z' = 2y+z
6.4
Group A
=x
, 2
=
Group B
FirstOrder Linear Homogeneous Systems with Constant Coefficients
Group A
Group B
and Yo so that at least one of x(l) or y(l) approaches
zero as I approaches infinity. (e) Is it possible to choose
Xo and Yo so that both X(I) and yet) approach zero as I
approaches infinity?
X'
43.
{y
y
(a)
48.
X'
( y'
= x Y
= a
(I)
=Y
y' = z
X'
32.
{
54. (a) Find a general solution of X' = AX if
z' =x  y + z
I'
0.5
(~
DX, X(O) =
(~)
X'
{ y'
=x
= 2y
(b)
,f':":': c'
I ..
(~ ~)x, X(O) = (~)
..'. ~:'D~'i .~
.. ""..<' '
*35. X' =
36. X' =
37. X'
!)X, X(O) =
= (~
38. X' = (_
,
~)x, X(O) = (~)
45.
{
X' =x
,
2
Y =  Y
e (2"'[c, (1
X'
=y
46. { y' =
a
(d)
+ e 2i') + c2i(e 2"
+ C2(1 +

X' = a
{y' = 3x + 2y;
(X;
= a +Y3 ;
y = x
y
(X' = x + 4y
.
x(O) = I and yeO) = 1. In each case, graph the solution parametrically and individually.
(o~
solution
4 1
of the constants.
(~ ~)X
and X3 =
(VI~ + W21 + U3 )e).", where U3 satisfies
= W2
and W2 satisfies (A  AI)w2
= VI'
53. Consider the initialvalue problem
X' =
47.
(
y'
=
x  Y
a
X'
l
(e)
1 :)X
2
I
2
f)x.
,
(~ ~ ~),
:
000"
(1 : ; 1)~) err,~ ,~
m
(b) Find conditions on Xo
n) ;, ,
I '""
.00
,",h <,V),
~ ~ I ~ ~).
How would you find a
0 0 A 1
o 0 0 0 A
general solution of X' = AX for the 5 x 5 matrix
A =
0
(~ ~ I ~ ~?
How would you find a gen000 A 1
o 0 0 0 A
eral solution of X' = AX for the n x n matrix
,
= Xo, yeO) = Yo
(a) Graph the direction field associated with the
system X' = (
In Exercises 4349, without solving each system, match each
system in Group A with the graph of its direction field in
Group B.
= (
x(O)
A =
,
change as A goes from
2 to O? Solve the system for values of A between
 2 and 0 and note how the solution changes.
42. Show that in the 3 x 3 system X' = AX with the
eigenvalue A of multiplicity 3 with one corresponding eigenvector VI, the three linearly independent
solutions are XI = vIe).", X 2 = (VII + w2)e).",
Q,) A 
i
(1 1!)
X2(1), x3(1), and X.(I) for 0 :5 t :5 10. How are the solutions similar? How are they different? (e) Indicate
how to generalize the results obtained in (a). Explain
how you would find a general solution of X' = AX if
of the system X' =
~ ~) X. Graph the solution for various values
the system X' =
(iii) A =
OOA
tioo X(O) 
y' = a _ y subject to
(e)

(a), find the solution that satisfies the initial condi
52. How do the general solutions and direction field of
41. Show thatxI(I) = ea'(a cos f31  b sin f31) and X2(1) =
ea'(a sin f31 + b cos f31) are linearly independent functions.
(A  AI)u3
~ ~ ~),
~d
I)]
e 2it )]
are general solutions of the system
X'(I) = a(l)  y(l)
( y'(I) = X(I) + 2Y(I)'
*51. Find a general
~o 2
~)x, X(O) = (~)8
1
l
t
y(l) = te(2"'[C,i(1  e 2i')
(h)
X(O) =
40. X' = (:
,.
X(I) =
50. Solve the systems (a)
! ~)x, Ci)
2
00 A
XU) = e 2'(CI COS I  C2 sin I)
49. Show that both ( y(l) = e"'(cI sin I + C2 cos I) and
(e)
~ ~!)x, X(O) = (~)
(~
I
,,",","'
~T
m
I
*39. X' =
c
~r~;~~~~'~:+~7:~~~~~1~

(~ ~)x, X(O) = (~)
(~
and
I
44.
34. X' =
1 x
0,'
0.'S
In Exercises 3340, solve the initialvalue problem.
33. X' =
339
A
0 A
0
I
0
0
A
0
0 ... 0 A
...
0
0
0
0
A=
0
0
340
Chapter & Systems of Differential Equations
&.5
FirstOrder Linear Nonhomogeneous Systems: Undetermined Coefficients
and Variation of Parameters
FirstOrder Linear Nonhomogeneous Systems:
Undetermined Coefficients and Variation of Parameters
sume that there is a particular solution of the form Xp(t) = ae 3t + bt + c. Then,
Xp(t) = 3ae 31 + b and substitution into the nonhomogeneous system X' =
r Undetermined Coefficients r Variation of Parameters
AX
.
+
(~)e3t + mt, where A = (~ ~). yields
In Chapter 4, we learned how to solve nonhomogeneous differential equations through
the use of undetennined coefficients and variation of parameters. Here we approach
the
sO~e:o: ~ :;:e:S(::i~,)~~~og(~':~":ti:~)~(:~~)'::~("
3ae
31
+b
= Aae
= AX "
X=
~(~C ""=
C
= (:) " m
+ Abt + Ac +
(~)e31 + (~)t.
Collecting like terms, we obtain the system of equations
~(t)
'Y""" X'
3t
00 ,
3a = Aa
Xn(t)
anI a n2 ... ann
fundamental matrix of the system X' = AX. Then a general solution to the homo
g'=~
341
+ (~)
b = Ac
1
+
Ab
• X I ,_"'" """"
G)
= 0
(Coefficients of e
(Coefficients of t)
..
3t
From the coeffIcIents of e , we find that (A  31)a =
Undetermined Coefficients
solve the system Ab
We use the method of undetennined coefficients to find a particular solution Xp to a
nonhomogeneous system in much the s:qne way as we approached nonhomogeneous
higher order equations with constant coefficients in Chapter 4. The main difference is
that the coefficients are constant vectors when we work with systems. For example, if
solution b
we consider X'
= AX + F(t)
where F(t)
= (e~2t) = (~)e2t + (~)
')
(Constant terms)
To find a general solution to the linear nonhomogeneous system X' = AX + F(t), we
proceed in the same way we did with linear nonhomogeneous equations in Chapter 4.
If X p is a particular solution of the nonhomogeneous system, then all other solutions
X of the system can be written in the fonn X = <fI(t)C + Xp (see Exercise 36).
(
3
(1) (3 8)(a
0 or
2
~), where a = (:~). This system has the unique solution a =
= (_1)
~.
+
m
= 0 or
(~ ~)(~~) =
Finally, we solve b
(_
= Ac or
(02
n
3 a2l ) _
(=0.
Next, we
for b. This yields the unique
8)(C)
0 c~ =
(!)
.
~ for c, whIch
gives us c = ( _~). A particular solution to the nonhomogeneous system is then
and none of the
Xp(t) = ae 31
tenns in F(t) satisfy the corresponding homogeneous system X' = AX, we assume that
a particular solution has the fonn XP(t) = ae 2t + b where a and b are constant
vectors. On the other hand if A = 2 is an eigenvalue of A, we assume that Xp(t) =
ate 2t + be 2t + c.
(i) + (0) _(~e31 it)
+ bl + c = (~)
,e31 + 0
7
X'
so a general solution to
= AX
t
I
16

2 31
7e
 l'
 16
+ (~)e31 + (~)I is
"f''''''.'
31
(0 08) X + (et ) .
Solve X' = 2
:J Solution
In this case, F(t) = (e;t) =
To give another illustration of how the form of a particular solution is selected,
(~) e 3t + (n t and a general solution to
the corresponding homogeneous system X'
C2
= (~ ~)x
(~) e 41. Notice that none of the components of F(t)
is Xh(t)
= cI
(De
4t
+
are in Xh(t), so we as
suppose that F(t) =
(4sine
I
(4).
2t) = 0 sm 2t
21
+
(0)1 e
 t ·m
E
le
l. In this case, we
xamp
21
assume that Xp(t) = a cos + b sin + ce t and find the vectors a, b, and c through
substitution into the nonhomogeneous system.
.
.
.
,(0 08) X + (4 sin
e t 21) .
Fmd a partlcular solutIOn to X = 2
342
6.5
Chapter 6 Systems of Differential Equations
343
FirstOrder Linear Nonhomogeneous Systems: Undetermined Coefficients
and Variation of Parameters
Variation of Parameters
2
Variation of parameters can be used to solve linear nonhomogeneous systems as well.
In much the same way that we derived the method of variation of parameters for solv..;
ing higher order differential equations, we assume that a particular solution of the nonhomogeneous system can be expressed in the form
x
1.5
05
1.5
2 t
XP(t) = cI>(t)V(t), where Vet) =
(::~~~).
Therefore,
vn(t)
+ cI>' (t)V(t). Then ifXp satisfies X' = AX + F(t), we have
cI>(t)V'(t) + cI>'(t)V(t) = AcI>(t)V(t) + F(t).
Vet) = f cI>
Notice that Xp = cI>(t)V' (t)
(a)
Xp(t)
+ AcI>(~)V(t) = AcI>(t)V(t) + F(t)
cI>(t)V' (t) = F(t).
= cI>(t)
1.5
0.5
V'(t) = cI>I(t)F(t).
1
1.5
2
Xp(t) = cI>(t)
f cI>I(t)F(t) dt,
X(t)
2
Solve X' =
: ] Solution
( 2
= cI>(t)C + Xp(t) = cI>(t)C + cI>(t)
I
f cI>I(t)F(t) dt.
To apply variation of parameters, we first calculate a fundamental
5
(
2
_1~)X'
The
(c)
conditions. (e) Graph of {;~h
for various initial conditions.
eigenvalues of A = (;
ing eigenvectors
VI =
(~)
_I~)
and
are Al = 4 and A2 = II with correspondV2 =
(t),
respectively, A general solution to
the homogeneous system is Xh(t) = CI(t)e II '
= ( Te~II'
I
II'
3e ')(if e91
4
+ f,e
llt
)
=
~e21+.ge4t
e 4t
(f.i4++
2
e ')
e' t '
III
= cI>(t)C + Xp(t) = ( :~Ilt
4
3e ')(c I )
e
41
C2
+
(f. ++ ~e21)
e2' .
5
1
44"9
+ c2(De 41 ,
C2
affect the limit?
o lif',,',".'
~) X + (e 2:) using variation of parameters.
matrix for the corresponding homogeneous system X' =
Figure 6.17 (a) Graph ofx(t)
for various initial conditions, (b)
Graph of yet) for various initial
fcI>I(t)F(t) dt
Variation of parameters allows us to solve systems that we cannot solve using
the method of undetermined coefficients.
l'fiuN.
5
lll
+ ~ell') _ (ife9' + f,e )
+ 17e 4' dt  17e 2, + 1.
41 .
2S e
Evaluate liml __ x(t) and limt>oo y(t). Does the choice of CI or
and a general solution to the system is
4
e9'
;1 21
7e
x(t)
In Figure 6.17, we graph x(t), y(I), and {yet) for several values of CI and C2'
Therefore, V(t) = fcI>I(I)F(t) dt, so a particular solution is
(b)
(:f
I
X(t)
cI>I(t)cI>(I)V' (t) = cI>I(t)F(t)
2 t
f
Therefore, a general solution is given by
Multiplying both sides of this equation by cI> I(t) yields
05

(t)F(t) dt 
By variation of parameters, we have the particular solution
However, the fundamental.matrix cI>(t) satisfies X' = AX, so cI>'(t) = AcI>(t). Hence,
cI>(t)V'(t)
I
so a fundamental
X' = 2x  5y + esc t
Solve the initialvalue problem y' = X  2y + sec t
,
{
x( 7T/4) = 5, y( 7T/4) = I
] Solution
First, we write the system as X' =
(~
X' =
(~
corresponding
homogeneous
system
=;)x + (~:~ ~)
=;)x
(cos t : 2 sin t) + c, (  5 sin t ). A fundamental
smt
cost2smt
Cost+2sint
5sinl) 'thO
sin I
cos I  2 sin t WI mverse
(
C
I
0< t < 7T/2.
to
and solve the
obtain
matrix
is
Xh(t) =
cI>(t) =
344
Chapter 6 Systems of Differential Equations
<1>1(1) = (cos I .2 sin t
sm I
V(I) = f<l>l(I)F(I) dl =
6.5
..
5 sin I. ). Then
cos I + 2 sm I
'
f(~~:: 2 2.+
5c~~n/)dl
sm t
In Exercises 124, solve the system by undetermined coefficients or variation of parameters.
=
In (sin I)  21  5 In (cos I))
2 In (cos I)
,
Xp(t) = <I>(t)
=
=
f
=
(~ _~)x + CI)
2. X'
=
(~ ~)x + C:)
5.
5 sin /' )(In (sin I)  2t  5 In (cos t))
cost2smt
2 In (cos t)
I)
(cos I In (sin I)  2t cos t  5 cos I In (cos t) + 2 sin 1 In (sin I)  4t sin
sin I In (sin t)  2t sin 1  sin I In (cos I)  2 cos I In (cos I)
.
*
(~
= 2,;  2y  2z + I
= 2y + z + t 2
= 2y  5z
o
~)x + (~:)
{X' =  3x + 7y + cos t
7. y' = x + 5y + e 41
21. X' =
(~
22. X' =
(~
X' =
(!
*23.
2
=
4
I
te
' )
sm 2t
24. X' =
= (:
COS
(
1 (Cl + In (sin I)  21  51n (cos t)) + sin t (2C1 5C2 + 21n (sin t) cos 1 (C2  21n (cos t)) + sm t (Cl  2C2 + In (sm t)  21  In (cos t))
X'
41))
10.
.
To find the solution that satisfies the initial conditions x( 1714) = 5 and y( 1714) = I,
we solve the system of equations
XCI)
= (_~ _~)x + (e" ;~ 2/)
Jx' = 6x  5y + e"
12. \y' =
2.5
yCr)
Jx(f) t
=
1tI4
1tI2
2.5
I
5
I
I
7.5
I
I
I
Figure 6.18
I
lY(f)
=
Cl Y2 
i
C2 Y2 + + Y2 In 2 
+CI Y2  +C2 Y2
+ +Y2ln2 
i
t
+ 2y + e' sec 2t
X
+ 4y + e"
17Y2 = 5
13. Jx' = y
= x
+ sec t
17Y2 = 1
Jx' = y
14. )y' = x
+ 4 tan 1
for Cl and c" which yields Cl = i17  2 In 2 = 0.184501966 and C2 = YzIn 2 = 2.107360743. We use the values of Cl and C2 to graph x(t) and yet) for
0< t < 17/2 in Figure 6.18.
Find limt>o· x(t), limHo• y(t), limH.".;z x(t), and limH.,,/z y(t) for the solution to
Ihe initialvalue problem in Example 3.
II
*15
e6'
6
~)x + (:,)
0
3
0
2
0
2
1
~)x + (e~)
3) X + (e0
4
4t
I
4
(=13 2;
)
t
~)X + (:i:'4;)
0
0
In Exercises 2530, solve the initialvalue problem.
{x'
X'
{ y'
=y
= x  2 esc 1
17. X' =
25.
X'=(~ ~)X+(~),X(O)=(~)
26.
X' =
cos 21
= y
. y' = x  2 cot t
16.
0
1
{ y'=lOx+5y+e'csc21
*11. X'
7.5
= 3x
_~ ~)x + (t~41)
20. X' = (_;
8. X' (6 3)X + (
9. X'
=:)x + (:=::)
A general solution to the nonhomogeneous system is
+t
= x + y  z + e 4'
*19. y' = 4x + y  5z + te 2,
{
z' = x  2y  2z + t
2
X' = (=~ _I~)X + (:1 :,)
6. X' =
{
X'
, _(2 2)X + (e",\
4. X  3 I
e')
<I>l(t)F(I) dt
(cos t + 2 sin I
sml
1. X'
X'
18. y'
Z'
Jx' = 6x + t
*3. )y' = x  6y + t 2
so a particular solution is
345
EXERCISES 6.5
cos I
(
FirstOrder linear Nonhomogeneous Systems: Undetermined Coefficients
and Variation of Parameters
C~ ~ _~)x + (2)
*27.
(_~ _~)x + (s~ I)' X(O) =
X'=(~ 1)X+(~}X(0)=(D
28. X' =
(~
Dx
+ (/ 2
~ I)' X(O) =
m
m
, _(53 2)I X + (10'
0) X(O) _(21)
30. X' = (34 I)X
+ (cos I), X(O) = (0)
I
sm
0
29. X 
1
In Exercises 3135, without solving each of the following
initialvalue problems, match each problem with the graph of
its solution.
346
Chapter 6
Initialvalue problem
= 2x + Y
31.
y' = 8x  2y
{
x(O) = 0, yeO) = I
Systems of Differential Equations
Graph of x(t) (in dark blue) and y(t)
(in light blue)
6.6
X(t)
Graph of { y(t)
. , . Lcl X
X'
(a)
38. (a) Show that
~ XV, ~ (:i::)
,yet)
all
al2
x 
~~(t) a l")
anI
Q
n2
...
y 
,and
(h)
C~
I
33.
{
X' = 2x + y + sin I
y' = 8x  2y
x(O) = 0, yeO) = I
_ l e 41
i3
m~ ." ~ "','C
x..,
+ 13
.l.&e 9r _ ..!i.e9t
13
dx = 7x
dt
(=~
=D(;) + (te~) ~ t~
0
(e)
yO)
6
10
yeO) = I
+ y + sin 31
8x  2y
x(O)
= 0, yeO) = I
(e)
9s/(S)
f
o
ds
+
e 4 )(s) ds
+ 6y + let)
= 2x 
5y
= (~ _~)X(t) + (~), X(O) = (_:)
X'(t) = 6x(l) + t
40. y'(t) = X(I)  6y(t)
{ x(O) = 0, yeO) = I
+ sin 41
41. X'(t)
dy = 4x _ 2y  te'; 0
dt
x(O) = 1, yeO) = I
1
In Exercises 3941, graphically compare solutions to each
nonhomogeneous system and the corresponding homogeneous
system.
~ t ~ 27T
= (_~
+ 12
_DX(t) + ( ' ;~~ 2t). X(O) =
,
= 2x
0
I: e '/(s) ds
1
10
=
It e
+
4
(b) Is it possible to choose let) so that
lim,_oo X(I) = O? So that lim,_ oo y(l) = O? So
that both lim,_ oo X(I) = 0 and lim,_oo y(l) = O?
Why or why not? Provide evidence of your resuIts
by graphing various solutions.
39. X'(I)
X' = (8 IO)X + (t2e~'); 0~ t ~ 3
{ x(O)7= 1,9 yeO) = 0M
dx
dt
(d)
2
X'
e 9)(S) ds
dy = 8x + 12y
dt
x(O) = 0, yeO) = I
+ ""
indicated values of I.
X'
y'
0
.
.
{X(I)
X(I), y(I), and the parametric equatIOns y(l) for the
(c)
(b)
{
I'
is the solution to the initialvalue problem
*37. Use a computer algebra system to solve each of the
following initialvalue problems. In each case, graph
x(O) = 0,
35.
9
1.
l3 e '
f,e 41
=
(a) {(;:) =
= 2x + y + sin 21
34.
y' = 8x  2y
{
x(O) = 0, yeO) = I
9
+ '"e
13 ' 
hCt)
ann
<I>(t) be a fundamental matrix of the system X' = AX.
(a) Show that if XI and X 2 are any two solutions of
X'
AX + F(t), then XI  X 2 is a solution to X'
AX. (b) Show that if Xp is a particular solution to
X' = AX + F(t) and. X=y is any solution to X' =
AX + F(t), then there is an n X I constant vector
=
X' = 2x + y + I
y' = 8x  2y + I
{
x(O) = 0, yeO) = I
'"L3 e 41
¥,e 4,
(fi(t))
a~2 ":.' af", F(t) = J,~t)
A = afl
(
32.
347
Phase Portraits
30
20
~ Phase Portraits
r Real Distinct Eigenvalues
10
C
10
C Repeated Eigenvalues
Complex Conjugate Eigenvalues '.~ Stability
In this section, we consider solutions of
20
30
X' =
ax
{ y' = ex
+ by
+ dy
m
348
Chapter 6 Systems of Differential Equations
from a geometric point of view. Notice that (0, 0) is a solution of the system of equa.
tions obtained by setting the right sides of the differential equations equal to zero,
ax+bY=O
{ ex+dy=O
for all values of a, b, c, and d. In fact, if IAI =
349
6.6 Phase Portraits
I~ ~I"* 0, then the only solution of
"*
this system is the origin. Note: We make the assumption that IAI
0 throughout this
section. We call (0, 0) an equilibrium point of the system of ODEs because (0, 0) sat.
isfies the corresponding system of algebraic equations. In this section, we investigate
the properties of the equilibrium point based on the eigenvalues and corresponding
eigenvectors of the coefficient matrix A by viewing the phase portrait, a picture of a
set of solutions (trajectories) and equilibrium point(s) of the system. As we saw in Sec.
tion 6.4, solutions of these systems vary greatly.
Before we move on to nonlinear systems, we first investigate properties of sys.
terns of the form
2. If both eigenvalues are positive, suppose that 0 < A2 < AI' Then e A1 ' and e A" both
become unbounded as t increases. If CI
0, then X(t) becomes unbounded along
the line through (0, 0) in the direction of VI' If c, = 0, then X(t) b.ecomes unbo~ded
along the line through (0, 0) in the direction given by V2' In this case, (0, 0) IS an
unstable improper node.
"*
3. If the eigenvalues have opposite signs, suppose that A2 "': 0 < AI. and CI
*" O. The~,
X(t) becomes unbounded along the line through (0, 0) m the dire~tlOn of v I as It
did in (2). However, if CI = 0, then due to the fact :~~ A2 ":: 0, lim,coo X(t) = 0
along the line through (0, 0) determined by V2' ~f the .mltral pom.t X(O) IS not on the
line through (0, 0) determined by V2, then the line gIven by VI IS an asymptote for
the solution. We say that (0, 0) is a saddle point in this case.
o """.,'.'
.
{x' == x2y and (b) {x'y' == yx.
Classify the equilibrium point (0, 0) m the systems (a) y'
ax + by
{ y' = ex + dy'
X' =
where
I; ~I
= ad  bc
"* 0, which has only the one equilibrium point (0,0). We have
solved many systems of this type using the eigenvalues and corresponding eigen.
vectors of A =
(~ ~) and have seen that the solutions vary greatly.
(a) The coefficient matrix in this case is A =
.
the eigenvalues of A by solvmg
(a b)
improper node. Substitution of A,
Real Distinct Eigenvalues
where A2
<
Al with
corresponding eigenvectors VI and V2, respectively. Then, a general solution of
X' = AX is
X(t)
= (;~%) = clvle A1 ' + C2v2eA" = eA1'[cIVI + CZv 2e(A,A 1)1.
I. If both eigenvalues are negative, suppose that Az < Al < 0 so A2  Al < O. This
means that e(A,A1)1 is very small for large values of t, so X(t) = clvle A1 ' is small
for large values of t. If CI
0, then lim,_oo X(t) = 0 along the line through (0, 0)
A
in the direction of VI. If CI = 0, then X(t) =
". Again, because A2 < 0,
limt_ oo X(t) = 0 along the line through (0, 0) in the direction of V2. In this case,
(0, 0) is a stable improper node_
"*
czvze
I
)
'
2 _0 A = (1  A)(2  A  O. Th
e eigen
=I
into (A  AI)v
= 0 indicates that v I = (~)
is an eigenvector associated with Al = I. Similarly, we find that V2 =
X(t) =
~)
A
(n
is an
eigenvector corresponding to A2 = 2. Therefore, a general solution is
correspondmg eIgenvectors of c d '
Suppose that Al and A2 are real eigenvalues of A = (;
11 0
(~ ~), so we identify
values A, = I and A2 = 2 are real and unequal, so we classify (0, 0) as an unstable
The behavior of the solutions of this system and the classification of the equilibrium point depend on the eigenvalues and corresponding eigenvectors of the system.
We more thoroughly investigate the cases that can arise in solving this system by considering the classification of the equilibrium point (0, 0) based on the eigenvalues and
'.
: 1 Solution
cI(~)e' + c2G)e2' = (~'::,).
Notice that both components of the solution move away from zero as t > 00 while
both approach zero as t >  00.
•
•
There is a relationship between solutions of the system and the eIge.nlmes,
lines through the equilibrium point in the direction of the eigenvecto:s. In this .case,
the eigenlines corresponding to VI and V2 are the yaxis and the X~IS, respect.Ively.
To see the relationship between solutions and the eigenlines, we fmd trajectorIes of
the system by writing the system as the firstorder equation
dy
dx
dy/dt
2y
= dx/dt = ~.
Separating variables, integrating, and simplifying gives us
y = ex 2 ,
which represents a family of hyperbolas (for C 0) and the Iinesy = ::':x (for C = 0).2 = 1. y = x corresponds to a negative eigenvalue.19 { X' =x y' = 2y Phase portrait of Figure 6.G Chapter 6 Systems of Differential Equations c: To determine the behavior of solutions as I . totic to the eigenline associated with the positive eigenvalue y = x as t .... so the eigenlines associated with spectively. (We will find that this behavior holds in other systems that include a node.. We can also graph several members of this family along With the directIOn field of the system.. the yaxis.350 G. .2y (c) { y' = 3x + 4y : .1. rows) and become parallel to the other eigenline..3 = (A . . 00. In contrast. = x and y = x. we sketch hyperbolas centered at the ongm and assign onentation based on that of the eigenlines (asymptotes of the hyperbolas).... where.2 _ 2.? .I are VI = 351 Phase Portraits Figure 6.) Solution Figure 6. we place arrows directed away from the origin on each eigenline.. is an arbitrary constant. In this case.. 0) as a saddle point. then X(t) CI(I)1 e' because lim e I = O. Therefore.) To sketch the phase portrait. (We can obtain the same result by eliminating the parameter from the so.. The line y = x is associated with a positive eigenvalue so we place arrows directed away from the origin on this line. VI and V2 are Y and V2 = ( n.) Notice that the tra. other trajectories cannot intersect the eigenlines because dOIng so would contradict the uniqueness of solutions of IVPs involving a firstorder linear homogeneous system of ODEs. These trajectories are also directed away from the origin because of th~ positiv. (b) By solving I[ A = . so solution curves are parabolas with vertices at the ongm. When we sketch the phase portrait in Figure 6. 00. 00 (as we move against the direction of the ar. Observe that all solutions approach the eigenlines.3)(.2y .2 = 1 (the negallve eigenvalue) as I . solutions approach the eigenline associated with the negative eigenvalue I . When we solve *" y = x as dy dy/dl x dx = dx/dl = Y' *" we find that the eigenvalues are A I = I and .INj Classify the equilibrium point (0.. one eigenvalue is positive and one is negative.19).2 = . lution for X(t) found earlier. In other words. In this case.y2 = C.1.. we begin by graphing the elgenhnes..20..A [ 4 3 [= .1. as I .. Also.irnro e' = O. . solutions become asymptt1X> solutions are dominated by the term c2(_De' (if C2 *" 0) because.A + 1) = O..... the xaxis.. we determine the behavior of solutions as I .1. (b) y' = 3x .21.. Next.e eigenvalues. or C2 in the general solution e~ual to zero.. as done in Figure 6. y y [3 "fi"i. Based on our earlier observation. tion of trajectories. A general solution is. 00.":ard ~e origin on this line.!. They become parallel to the eigenline associated with the larger eigenvalue (in absolute value).1=0 becomes like respectively..20 Solutions with direction field of {x: = x? y =y (a) The eigenvalues are found by solving 5. then the solution approaches the origin along the eigenline y = x as I . re notice that if CI *" 0. 3 . Note that the G) 00.. we graph several parabolas (Figure 6... 00. to view the orienta.1..4y' x X' = x ... Because each is associated with a positive eigenvalue. In a similar manner. This is a property linked to other saddle points we encounter. 00..1. so the arrows are di~ected to. and sketch the phase portrait: (a) y' = 4x _ 3y. as I . solutions become tangent to one eigenline. jectories are tangent to the eigenline associated with the smaller eigenvalue (in absolute value). we begin by drawing the eigenlines... 00. if C2 = 0 and CI 0. 0) of the systems of differential equations {x' = 5x + 3y {x' = x . 00 an~ be:ome asymptotic to the eigenline y = x associated with .. They become asymptotic to the eigenline y = x associated with AI = 1 (the positive eigenvalue) as I . Therefore. Note: Eigenlines are trajectories of the system because each can be obtained by setting one of the arbitrary constants c.21 Phase portrait of y { y' = x X' = we obtain x 2 .. .1. eigenvectors corresponding to AI = 1 and . Next... so we classify (0.
0) on the line. y = x and y = ~. 0) in the direction of these vectors. y = 2x. As menhoned ~ a p~eVlous e~ample .l + 1)(A + 2) = 0. Repeated Eigenvalu es We recall from our previous experience with repeated eigenvalues of a 2 X 2 system that the eigenvalue can have two linearly independent eigenvectors associated with it or only one (linearly independent) eigenvector associated with it. 0) along the lines through (0.A 3 00.A 2 I = A2 .I= te~ c2(_I)e' (if Cz =f. trajectories cross the line y = 3x/4 horizontally. We graph the phase portrait in Figure 6. To better understand the shape of the phase portrait. In this case.22 Phase portrait for Example 2.2y . For example Figure 6. Therefore. We sketch th~ phase p~rtralt In F:gure 6.Iated ~th the ~Igenlmes to ~sign the proper orientation to the trajectories.. The line y = 3x/4 is dashed. and becomes parallel (as t > ±oo) to the eigenline associated with the larger eigenvalue (in absolute value).22.6 = 3 and A2 = I have opposite signs. . where dyldx = 0 (when 3x .vle At + C2v2eAI = (c.3xl2 as t > 00. However.2x. Following a method similar to that in (b).v. corresponding eigenvectors are VI = G) and V2 = (3). In other words. O. 2). and V2.r. 0) 2 00.24 Phase portrait for Example 2. solution (b).! e. solutions become asymptotic to the el~enlIne assocIated wIth the. 0) is a stable ~proper 1 . 0) is a saddle point. u:mlru:ly.3A 3 4A +2= (A . (0. (Remember that trajectories cannot cross eigenlines. the eigenvalues AI = 1 and A2 = . + C2V2. the eigenvalues AI = 2 and A2 = 1 are real and unequal. respectively. the terminal point of the vector. ~ote that the eigenvectors corresponding to Al and A2 are v. become asymptotic to the eigenline associated with v. the eigenlines are y = . we see that trajectories cross the line y = . 0) determined by the vectors c. 2 / 4 _ A = A2 and we observe that trajectories have horizontal tangent lines. =f. = (. then Notice that the behavior of the solutions agrees WIth what we observed in our earlier discussion. has slope m = (2 .4y = 0). a general solution is XU) = c. Th we draw. 0) is an In a 00. (0. (3) . + c2v2)eAt. If A > 0. We investigate the behavior of solutions in the case of repeated eigenvalues by considering both of these possibilities.352 Chapter 6 Systems of Differential Equations y Because the eigenvalues Al 6. the elgenlme assocIated with V2 is y = 2x.4y x . y = x. / 1.24).1) = 0. notice that in a general solution of this system. X(t) = CI( XU) becomes like cI(. = 353 Phase Portraits node.positive eigenvalue as t > 00 and they become asymptotrc to that assocIated with the negative eigenvalue as t > _00. and C2 are arbitrary constants.24 and place arrows on them directed away from the origin due to the positive eigenvalues.using the eigenlines as asymptotes and follow the directions as:: c. One way to find the equation of an elgenlme IS to determIne a point in addition to (0. Note that corresponding eigenvectors are VI if c.)e 31 + De" C2( E. 0) along these lines. where c. solutions sImIlar manner. solution (a). '" equaIon y . I.. then XU) approaches (0. WIth arrows dIrected toward and away from the origin.) and V2 = (2). y = ~ and y = x. respectively. For another interpretation of the behavior of solutions as t > 00.2)(A . First.. we convert the system to the firstorder equation Figure 6. solutions approach the eigenline associated with V2 = A~ = I). we draw the eigenlines.o:. Both eigenlines have associated with them arrows directed toward the origin because both eigenvalues are negative. We graph these lines in Figure 6. If the eigenvalue A = A. we call the equilibrium point an unstable star node. = ( _.)e31 because .3xl2 and y = x. To obtain an idea about the behavior of solutions of' for v. respectively. (0. (D (or because lim t:. 1 In this case.3x/4 horizontally (this line is dashed in Figure 6. so the solutions approach (0. = A2 has two corresponding linearly independent eigenvectors v. we fmd equ~tions of the eigenlines. The solutions become unbounded along the lines through (0. we know that trajectories are tangent to one eigenline and become parallel to the other. In this case. In this case.y = 3x12.) as t > solutions are dominated by the Figure 6. so the eigenline corresponding to v. and we call (0. we can determine the behavior of solutions as t > dy dx = (.23 Phase portrait for Example 2. trajectories are tangent to y = x as t > 00 and become parallel to y = .Involving a saddle point. 0) a stable star node_ Note that the name "star" was selected due to the shape of the solutions.v.23. y = . if A < 0. (b) Because the characteristic equation is > 3x . Based on our earlier findings.3. (e) Because 0. solution (c). 0) determined by these vectors. 2' another point is (. Based on our earlier findings concernmg nodes. then XU) becomes unbounded along the lines through (0. as t dyldt = dxldt = improper node. y this syste~.0)/(3 .) and V2 = (  D.0) = 2/3 and f 2x/3 S' . In other words.2 are distinct and both negative. This fact and the vectors in the direction field indicate that trajectories approach the eigenline y = x as t > 00 and are parallel to y = 3xl2 as t > 00. Therefore.2x/3 and y . + 3A + 2 = (A e31 = O. curves .) We also recall from Example 1 that trajectories are tangent to the eigenline associated with the smaller eigenvalue (in absolute value).
= a where (A  AI)W2 = VI' If we write this solution as X(t) = teAt[+(CIV I + C2W2) generate unstable star node. 0) as a de = clvleA.G Chapter G Systems of Differential Equations 2. Note that the motion around these circles or ellipses is either clockwise or counterclockwise for all solutions.andyaxes) as well as several trajectories. the tra jectories of this system are lines passing through the origin.) Because A = 2 > 0. we graph the eigenlines (the x.A 1 o 0 1 2 _ A = (2 .A 1 L.eat cos {3t + B 2e at sin (3t . 0) is a stable spiral point. so there are constants A" A2.I'S a.' {x. we associate with each an arrow directed away from the origin. Complex Conjugate Eigenvalues We have seen that if the eigenvalues of the system of differential equations are AI = '" + {3i and Az = '" . solution (a). In this case. the elgenlme . 0) is classified as a center.Y :. In fact. an = (Xl) eigenvector v. because an eigenvector VI = (Xl) satisfies the (~ ~)(~:) (~). (0. proach (0. we classifY (0.eqUIvalent . we obtain two linearly independent eigenvectors corresponding to A. 0) determined by v J.'. _ A = 2 < 0 ' (0 '.x13. 0) as an unstable spiral point. the solution spirals toward (0.bi. . 0) a stable defiCient node. a general solution is Hence.there is only 0 (13 39)(XI) _(0)0' which one corresponding (linearly independent) eigenvector v (3Y. so we say that (0. If A = Al = ~2 h~s only one corresponding (linearly independent) eigenvecto general solutIOn IS r Vlo two linearly independent vectors such as v. is an eigenve::or.. theu lim. (Note: The choice of these two vectors does not change the value of the solution. then two linearly independent solutions of the system are ClassifY the equilibriwn point (0. Al = A2 = 2.(3i with corresponding eigenvectors v.. and at X(t») (Aleat cos (3t + A2e sin (3t) X(t) = ( yet) = B. Therefore..26 Phase portrait for Example 3. (b) {x'y' == 2y'2x (a) The eigenvalues are found by solving 1. solution (b). . + C2vlteAt X(/) 355 phase Portraits I Xit) = ea'(cos {3t b + sin (3t a). to (I0 3)(X) (0)0' soY. Figure 6. if A2 = BI = 0. so we classifY (0. any nonzero choice of v. 0) is an unstable deficient node. In Figure 6. y(t) B I cos {3t + B2 sin (3t Both x and yare periodic.25 and direct the arrows toward the origin because of ~e negative eigenvalue. 0) in the systems: (a) : J Solution Figure 6. ' + 4A + 4 = (A + 2)2 = O. If A < 0. we obtainy = C2xlc" (C2Cle~:).~oo teA'  (~) and V2 = (~). A general solution is X(t) = + C2V I ]. = a + bi and V2 = a ... (b) Solving the characteristic equation 2. 6 we have A. If".26.fi. 0) . . d egenerate stabl e nod e. The eat term causes the solution to spiral around the equilibrium point. I n thiS Y . Because of the positive eigenvalue.0.(t) B2 such that x and yare given by + C2Xz(t).Ai = 0.25 Phase portrait for Example 3. ) system = A2 = 2. and A general solution is X(!) = CIX. If '" *. the solution spirals away from (0. If '" < 0. We graph this Ime m Figure 6.Y (3)I Y" B. we sketch trajectories that become tan· gent._oo[It ( CIVI + C2W2) + C2V I ]= C2VI' o I. 0). CI(~)e2' + C2(~)e2' = so if we eliminate the parameter. 0). If A > 0. 354 G. and we call (0. to the elgenhne as I > co and associate with each arrows directed toward the ongm. satisfies . because of the form of the general solution in this case. However. O! along the Ime through (0.e YI  IS Y: I y x = I = = cause ' case. then X(t) = (X(t») = (AI c~s (3t). If we select = X(t) = (x(t») = (A I cos (3t + A2 sin (3t). 0and\'Im. s me. IS. e we can more easily investigate the behavior of this solution. = A2 = 2. + C2[VIt + w2le At = (CIVI + c2w2)eA. 0) depending on the value of A I and B 2 • Hence. 5 9_ AI = A2 I..'. the solutions become unbounded along \hi \' and we say that (0.xx+ 9y5y. = 0. The solutions ap. > 0.. y(t) B2 sm {3t In rectangular coordinates this solution is x2 y2 A7 + B/ = 1 where the graph is either a circle or an ellipse centered at (0. BJ. If". eO't is present in the solution. 2. Next..
27(a). Then. however. Therefore.y and ~ = x.0. A2 = a .27(b) Phase portrait for Example 4. Similarly. A2 < A.\.= . trajectories move away from the equilibrium point as t > 00. (Similar observatio~ are made in the other two quadrants. 0) if K = O. (if Ca) Figure 6. centers are stable if a solution that starts sufficiently close to the equilibrium point remains close to the equilibrium point. a < 0 Spiral point Asymptotically stable A.1 Note: In the case of centers and spiral points.) Each of these classes of equilibrium points is unstable. Several solutions are graphed m Figure 6. Looking back. 2 eigenvectors Star node Unstable Improper node Asymptotically stable At.' Stability Classify the equilibrium point (0. To better understand the meaning of the terms unstable. A. see this by observing the equations in the system. = A2 < 0. asymptotically stable.3cle3t + C2e t and y(t) = 2cle3' . on solutIOns In the first quadrant.  . { y' =x . (0.0. Solutions spITal in toward the origin. a > 0 Spiral point Unstable A._ . A2 real. solutions of the system are circles K> 0) c?nte~ed at the origin. A2 real. = A2 < 0.27(b). A.27 (a) Phase portrait for Example 4.2cI sin t CI Sin t + C2 cos t  + 5C2 sin t).2c2e t for various values of CI and C2 in . and stable. To better understand the behavior of solutions. we graph them in the tx. A. the direction field may be particu· larly useful In determining the shape of solutions as well as their orientation. Instead of graphing these solutions in the phase plane.2+1=0 . = a + f3i. we take another look at graphs of solutions to several systems in the example problems.. When we graph x(t) = . th~ eigenvalues are A '= (2 ± Y4=8)/2 = 1 ± i. = f3i.i. A2 = a . A2 real. spirals. 0) is a stable spiral pomt because a = 1 < O. 0). These equilibrium points are asymptotically stable because of this convergence. A = ::!:. TABLE 6. and some spiral points in which at least one eigenvalue is positive or has a positive real part. Because these eigenvalues have a zero real part (that is they purely imaginary). Thus. y 357 Phase Portraits Hence. 2 eigenvectors Star node Asymptotically stable Saddle point Unstable A" A2 real. (b) Because the characteristic equation is We now understand the behavior of solutions of systems of linear equations based on the eigenvalues of the coefficient matrix.ystem ~ . nodes. both compone?ts to zero as t ~ 00.0 sin t The trigonometric functions cause solutions to rotate about the origin. We summarize our findings in Table 6.A 1 3 _ A = A2 . In the case of saddle points. We. these equations mdlcate th~t x < 0 and y > O.356 Chapter 6 Systems of Differential Equations 6. we have y dy = x dx:'so that integration yields /12 = x 2 /2 + C or x + y2 = K (where K = 2C). A2 real.= Separaf . when we consider nodes and spiral points in which both eigenvalues are negative or have a negative real part. so x and y both decrease in this quadrant.and typlanes. some nodes. we classified equilibrium points as saddle points..f3i. Cb) Figure 6. f3*. dx dxldt y' mg van~bles. We can view solutions of this . < 0 At. Finally. solutions converge to the equilibrium point as t > 00.'. 1 eigenvector Deficient node Asymptotically stable At. Center Stable A2 = f3i. ~ :. (Note: In the case of a saddle point.) . In Figure 6.f3i. or centers. f3 *.3y i J Solution (a) The eigenvalues are found by solving 1/ A =.. + 2A + 2 = 0.. A2 real. The arrows indicate that the solutions move counterc~o~kwlse aro~d (0. while e' forces.1. A2 < 0 < A. Note: An equilibrium point that is not stable is considered unstable. The solution is (0. = A2 > 0. . in the second quadrant where x < 0 and y > 0 x' < 0 and y' < 0. A. x decreases while y Increases.5y. th ~ ~ ~ wntmg e system as a firstorder equation with . f3 *. solution (b). we would like to comment on the stability of the equilibrium point of the system using the same information. all solutions except the eigenline associated with the negative eigenvalue move away from the equilibrium point as t > 00. > A2 > 0 Improper node Unstable At. we graph the phase portrait. Consider the system in Example 2 that included a t saddle point with general solution X(t) = cl(~)e3t + c2(_De.6 o "fI"i. A2 real. 2C2 Classification of Equilibrium Point in linear System Eigenvalues Geometry Stability At. consider a general solution of this system.0) in each of the following systems: (a) {x: yo '= y =x ' (b) x' = x . In addition. solution (a). (0. 0) is a center. X(t) = e'(CI ~os t . A. = A2 > 0. Therefore. Al = a + f3i. / 5 / 1. In t~e first quadrant where x ~ 0 ~d y > 0. 1 eigenvector Deficient node Unstable A.
when we graph solutions to the system in Example 4(a) containing the center x(t) = Cl cos t + Cz sin t and yet) = Cl sin t + C2 cos t in Figures 6. follow steps similar to those in Exercise 21 to locate the equilibriwn point of the system. (e) classify the stability of the equilibrium point (0.Xo and v = y . { y' = _y + 6 X' 4 Ca) In Exercises 1720.9y 8. when we graph xCt) = e t( Cl cos t .2y 5. = p2 .2e2 sin t).30(a) Graphs of x(t) = cos t + C2 sin t. show that the eigenvalues are A'. {.)'1 = 3.. Figure 6_28(b) Graphs ofY(I) = 3r . classify the equilibrium point (0.lOy { y' y *7. (Notice that if the equilibrium point u' = u { v' = u+v is (xo. we classifY the equilibrium point in a system possessing this property as asymptotically stable. In Exercises 112.6y = 18x . I Figure 6. 13. use the given eigenvalues to (a) develop a corresponding secondorder linear equation. { y' = 5x ..::. If we let p = a + d and q = ad .be) = O.A 2 =I 18.2 = l/2(p ± v'il:) where!!. X' = 2x + Y 22.A 2 =1 *19..2Cl sin f + 5e2 sin f). { y' = 4x X' 4 Figure 6. b. (f) Use . 2 = 2x .29(a) and 6.4y X' = x . In contrast. (b) develop corresponding system of firstorder linear equations.3CI e + cze to *11. AI = 3i. { y' = 4x . (e) By solving dyidx = 4xi2x = 2. Show that each of the following is true of the equilibrium point.(a + d)A + (ad . which are the coordinates of the equilibriwn point of this system. Show that the eigenValues of this system are found by solving A2 .2c2e t.2C2 sin t). I) of the original system by classifying the equilibrium point (0.5y = 8x . { y' = 8x 3x X' (a) Show that the eigenvalues of the system Xi = 2x are AI = 0 and A2 = 2. X(I) = ( Cl +e e2  e2 e (e) Find lim X(t). and d are real constants.30(a) and 6. we see that all solutions diverge from xCt) = 0 and yet) = 0.2Cl sin t + 5C2 sin t) and yet) '" t e. 4 4 6 x Figure 6.ooinfonnation in (c) and (e) to sketch the phase portrait of the system. show that the trajectories are the lines y = 2x + C. we see that all solutions asymptotically approach xCt) = 0 and yet) '" O. X' = 9y 9.9y = 3.29(a) Graphs of x(t) = e '( CI cos t . Therefore.. { y' = _ 3x + 3y = _ 9x . (d) Sketch the phase portrait of the original system by translating that of the transfonned system.A I =2. classify the equilibrium. then the change of variables is u = X . (b) Show that with the change of variables u = xI and v = y + I. X' = 1.2y = 4x . Finally.28(a) Graphs of x(t) = 3l . 0) of the transfonned system.2y = 6x + 8y X' = X' y 359 Phase Portraits X' = 2x + y . we can transfonn the system to .4q.4y y'=9x4y X' *3_ { X' 4.28(a) and 6. EXERCISES 6..7y 2.be.I 24. (Linear Systems with Zero Eigenvalues) y y {x'y' =y x X' = 2 0.y . 0). Hence. 10. and sketch the phase portrait.6 *23 { .28(b).(cl sin t + C2 cos t . = lOx . AI 4 Follow steps similar to those in Exercise 13 to sketch the phase portrait of each of the following systems. solutions in Example 4(b) that involved a stable spiral point. 2Cl e 3 = { y' = { 6y y' = 3x . e. + 5y lOx + 3y X' = { y' = 8x + 5y 2x .Yo·) (e) Classify the equilibrium point (I.2y X' x 2 2 = 2x 15. A2 = 3i 21.30(b).5 x 6. Yo). 4 CI Cb) Figure 6_30(b) Graphs of yet) = CI sin t + Cz CDS t. I) is an equilibrium point. { y' = 2x . For each of the following systems.29(b).358 Chapter b Systems of Differential Equations b_b Figures 6.2y =x . I 2 (d) Show that a general solution of the system is 6 x 2 2')' 2t Figure 6_29(b) Graphs of y (t) = e '(el sin I + e2 cos t . 16.4y 12. where C is arbitrary. y' =x . { y' 5x .6 . A2 = 3 20.Y 14.2y . { y' = 4x (b) Show that all points on the yaxis are equilibriwn points. we notice that solutions neither converge to nor diverge from x(t) = 0 and yCt) = O. a 17. in Figures 6. . (Linear Nonbomogeneous Systems) Consider the X'=XI system { y' = X + y' (a) Show that (I. We there_ fore call the equilibriwn point in this case unstable. { y' = 6x + 4y I = 4x . 0) of the system.5 X' = ax + by 25_ Consider the system { y' = ex + dy' where a. the equilibrium point is stable. X' { y' = 12x .
Let K._ yet). along with the origin. we see how much it resembles a saddle point. < O.A 2 .C2 models this situation. and A2 combine at rate kA to produce compound B. then the system A kaB . 0) is a spiral point if p 0 and A.7 (3) (0. Find the eigenvalues of the system and classify the equilibrium solution. In the circular chemical reaction. Therefore. However. Yo)· Near each equilibrium point (xo. 0). Notice that the curves that separate the trajectories resemble the linesy = x andy = x. Find limr.C2  kA A.) Also solve the system.32 Trajectories of corresponding linear system with direction field. We show several trajectories of this system together with its direction field in Figure 6. Although the solution to the linearized system only approximates the solution to the nonlinear system.co. dt = 26. The first step toward approximating a nonlinear system near each equilibrium point is to find the equilibrium points of the system and to linearize the system at each of these points. respectively.x k. = p2 . we graph several trajectories of the nonlinear system along with its direction field. (d) (0.de:ermine x(t) and y\t).3l.33(b). When working with nonlinear systems. the general behavior of solutions to the nonlinear system near each equilibrium point is the same as that of the corresponding linear system in most cases.kaB .33(b) Phase portrait of nonlinear system near the origin. 0). If we remove this nonlinear term. z = FxCxo.B2 = = O. These curves. ear. 1 dC. and K J = keG2. the system of equations ~' p Figure 6.33(a). the asymptotes oftrajectories in the linear system. It is asymptotically stable if p < 0 and unstable if p>O. 27. Show that (0. The parabola is the graph of A.. These nonlinear systems possess many of the same properties as linear systems. because solutions within the portion of the separatrix to the left of the yaxis behave differently than solutions in other regions of the xyplane. the behavior near (0.32.oo x(t) and lim. In fact. terns to assist us in our understanding of the behavior of nonlinear systems.Yo) + F(xo. the tangent plane to the surface S given by the graph of z = F(x. 0) is a node if q > 0 and A. D~ these limits correspond to the physical situation? q > O.31 Graphs of A. form the separatrix. This compound reacts with compound B2 at rate ka to form C" which in turn combines with compound C2 at rate kc to form A . Recall from multivariable calculus that if z = FC. (c) (0. Next. we rely on our study of the classification of equilibrium points of linear sys. We see that the nonlinear term affects the behavior of the trajectories. (e) Place the classifications in parts (a)(d) in the regions shown in Figure 6. Figure 6. . = kAA2' K2 = koB2.6. Figure 6.c.x . Suppose that substance X decays into substance Y at rate k" which in turn decays into another substance at rate k2 • If x(t) and y (t) represent the amount of X and Y. in Figure 6. and k2 are positive constants. ~= dy dt = can quickly show that the linear system has a saddle point at (0.kCC. y) is a differentiable function.~ 360 Chapter 6 Systems of Differential Equations 6. we discuss how we classify equilibrium points of nonlinear systems by using an associated linear system in much the same way as we analyzed these two systems. Yo) of the nonlinear system Nonlinear Systems We now turn our attention to systems in which at least one of the equations is not lin.xc) ~ 361 Nonlinear Systems + FyC. compounds A.s the equtltbnum solutIon of thiS system. Yo)(y .4q = O. It is asymptotically stable if p < 0 and unstable if p > O.33 (a) Trajectories of nonlinear system with direction field. 0) is a center ifp = 0 and . Yo) is k.k2 y is solved t? . which is also an equilibrium point of the system of nonlinear equations. we Figure 6. and determine the equilibrium solutions of the system. 0) . In this section.B2 . near the origin. we obtain the linear system X' { y' =y =x This system has an equilibrium point at (0. kA. Using the techniques discussed in Section 6. 2: O. (Note: k.. 0) is a saddle point if q < * ! O. For example.. consider the system X' = y y y { y' = X + x2 2 which is nonlinear because of the x term in the second equation. 0) is "saddlelike" in that solutions appear to approach the origin but eventually move away from it. y) at the point (xo. (b) (0. When we zoom in on the origin in Figure 6. Yo)(x . we can often gain a great deal of information concerning the system by making a linear approximation near each equilibrium point of the nonlinear system and solving the linear system. = p2  4q = keG.A 2 d!.
y) = x 2 . y)) is classified by the y = g x. Yo) { y = gx(xo.. 363 If (xo.2 < 0.12 + 2.. = {3i. y) = 1. or asymptotically stable spiral point in the nonlinear system.~ AI = . + 2 = O. A2 < A. or an asymptotically stable or unstable spiral point in the associated linear system. = a + {3i.Yo) + g(xo.{3i.y). Yo) are real and distinct). y) = I . Yo . = . Because f(xo. A2 = a  A. Yo) where we have used the tangent plane to approximate f and g in the two differential equations. so the Jacobian matrix is J(x. CD If (xo. Yo) )(X . Yo) A" A2 real.~ = O.JIo) gy(xo. Yo)( y . fx(x. Yo) may be a node or a spiral point in the nonlinear system. Al with eigen = 1 + i and . which is called the Jacobian matrix.Yo) + f(xo. Yo)(Y . Yo) h(xo.1. {3 A.1 = O. = A2 < 0 ! A" A2 real. a saddle point. If A.Yo Note that we often call this system the linearized system corresponding to the nODlinear system or the associated linearized system due to the fact that we have removed the nonlinear tenns from the original system. Next. Yo) of the associated linearized system about the equilibrium point. Yo) be an equilibrium point of the system {x: = f(X( .y eigenvalues of the matrix J( Notice that the linearization must be carried out for each equilibrium point. Yo) . A2 = {3i.xo) + gy(xo. = a + {3i.xo) + gy(xo.y) { y' = g(x. A2 < 0 < A. Yo)(Y . After determining the Jacobian matrix for each equilibrium point. and . Yo) is classified as a center in the associated linear system. Yo) are real and equal.Y and g(x. we classify each equilibrium point by finding the eigenvalues of the Jacobian matrix of each linearized system.\gx(xo.(fx(xo.2. (y \gx(xo.. {3 * 0.2 > 0. Because y = 1 from the first equation. a> 0 {3i..Xo) +h(xo. so the two equilibrium points are (1. Yo) = 0 (why?). Yo) h(xo. Yo)(X . (xo. 1) = values that satisfy 1. y) = 0. gxCx. Yo) is classified as an asymptotically stable or unstable improper node (because the eigenvalues of J(xo. A2 = a . 1). we obtain the Jacobian matrix J(I. (~ =. Yo) has the same classification in the nonlinear system. Yo)(x .) Hence.7 Nonlinear Systems @ ® X: = fx(xo. { y = gxCxo.\2 y = g x. y) = (~ ~. 1) and (I. substitution into the x . a < 0 A.. Yo)(x .Yo) . < 0 A" A2 real. Yo) is unstable. Yo) of the system {x: = f«X. hex. (xo. For (1.y be the eigenvalues of the matrix (fx(xo. * 0. A. Therefore. TABLE 62 Classification of Equilibrium Point in Nonlinear System I Geometry I Eigenvalues of }(xo.1. Yo)(Y . Yo) may be a center. we find the eigenvalue of the matrix in order to classify the corresponding equilibrium point according to the following criteria.' Find and classify the equilibrium· points of ) Solution Stability {< Y = 1 2 =X  Y 2' Y We begin by finding the equilibrium points of this nonlinear system by solving { 21 . Yo) gy(xo. then (xo. x = :!:: I. Yo) ) \gxCxo.. Yo) in this situation (see Exercise 28).xo).1. so we cannot classify (xo. These findings are summarized in Table 6. Al I = A2 > 0 I A" A2 real. y) = 2y.y2.y)) and let A. _. unstable spiral point.362 Chapter 6 Systems of Differential Equations X' = f(x.y)' the system can be approximated with 6. Classification of Equilibrium Points of a Nonlinear System Let (xo.y = 0 second equation yieldsx 2 . and gy(x. y) = 2x. = .1.xo) + h(xo. If A. Yo) gy(xo. the approximate system is x: = fx(xo.Yo) which can be written in matrix fonn as x:) = (fx(xo. Because f(x. Yo)(x . If the eigenvalues of J(xo. Yo) is asymptotically stable. {3 *" 0 ! Improper node Unstable Node or spiral point Unstable Improper node Asymptotically stable Node or spiral point Asymptotically stable Saddle point Unstable Spiral point Unstable Spiral point Aymptotically stable Center or spiral point Inconclusive o I'''". then (xo.. 1). Al > A2 > 0 A" A2 real. Yo) = 0 and g (xo. Yo) y . Yo) h(xo. ) . The equilibrium point (xo... (xo. Yo) ) Xo.
35 J(O.x . =~). 0) or X' = { = (~ ~} Al = 7. Therefore. we can transform this [u' v system to v' == 2u . If x = 0.'. If y = 0. Yo) of the associated linearized system using the eigenvalues of J(xo. In each case. Yo) is u = X . mated with the use of a computer algebra system. Because these eigenvalues are complexvalued with negative real Part. In Figure 6. (0. (I.2y Notice that this (nonhomogeneous) linear system has an eqUilibrium point at (1. A2 = 7. '0) is a saddle point. 0) = ( 0 In Example 1. 0) of the nonlinear system f x' = y 'I'b . The corresponding equilibrium points are (0. Thus. 0) and (0. the eigenvalues in the associated linearized system and this classification carries over to the non.1 and v = y . f(x 2 + y2) First. 0). we classify (1. Thus.x .ution i' The eqUl' l i b umrpomts 2x) 5 .1.j 5. Al = 1.35.35.1 2x . We can see how the Solutions move toward and away from the equilibrium points by observing the arrows on the vectors in the direction field. we have J(O.2y = O} and {y = 0 or 5 .x . A2 = 6. . f {x' = x(7 . (0.Yo. The other possibility that leads to an equilibrium point is the solution to {7 + . 1) is 1)(X 1) = (y + 1) (YX:) = (02 2 Y. . the linear approximation about (1. we obtain J(I. Finding the eigenvalues of the matrix of coefficients indicates that (0.x . + ~(X2 + y2) 1y' = x .Xo and v = y . {x = 0 or 7 . 5) is an asymptotically stable 5 improper node. I) = A are solutions of 2 I _ r. "f'"I. 0) = ( _ ~ approximation is b)' so the linear . 5).y) = 0 so y = 0 or y = 5.2y 3 J(3. Identify the eqUilibrium points in Figure 6. fy {X(7 =0 y(5_x x. (7. we find the Jacobian matrix.7 A2 = I . (3. Notice the behavior near each equilibrium point. For (I. we graph solutions to this nonlinear system approxi. A2 = 3 Figure 6.  ~~} Al = 2.jI.I)isasaddlepoint L Note: 7 In this case. Al = 3. which indicates that x = 0 or x = 7. Yo): =1. 0) is an unstable node.2y) ' d d I 'fy th Fm an c asSI e equII numpomts 0 y' = y(5 x _ y) . _ 0).IS' o. we graph several approximate solutions and the direction field to this nonlinear system through the use of a computer algebra system. o "i'.2). 0) is an asymptotically stable Improper node.i.'._2y) y) = O· : ] Solution 5: }~ x : ~ which is x = 3 and y = 2. at the equilibrium point (0. where the change of variable for the equilibrium point (xo. then x(7 . _ (IX2 + +y2 J(x.34 J(x. and we obtain the equilibrium points (0. _ r. 2) is a saddle point.2y 2x_y. In Figure 6. then y(5 .so(1.y = O}. 1+ v3>OandA2 = (_~ =D.2v with equilibrium point (0. A2 = 5.2 = O. Investigate the stability of the equilibrium point (0.34. 1) is an asymptotically stable spiral in the nonlinear system. The equilibrium point associated with this possibility is (3. 0) (which we found earlier) and (7. We classify each of the equilibrium points (xo. J(O. y) = ( I 2 365 The Jacobian matrix is 21 _ A = A2 + 2A . y' = 2x . and we can sketch the phase portrait of the linearized system by translating the axes back to the original variables. the classification carries over to the nonlinear system. . y) l+xy I + xy ) I 3' _X 2 +_y2 2 2 Then.2y .0). With the change of variable u = X . Figure 6.364 Chapter 6 Systems of Differential Equations 6. I).2V3 Nonlinear Systems 0 f thoIS system satls .x) = 0.v3<0. I) as an asymptotically stable spiral in the associated linearized sYstem. 5) = ( 5 7 J(7.1). Al = 2 +2 2v3 _" 2 . linear system. :. 0). 2) = ( 2 y + 1 ...
0) and the linearized system about this point . = b(x . EXERCISES 6.:: ~ + y2 4y y' = 4x X' = 6. However. fmd and classify the equilibrium point ofthe system. { y' = {x'y' =x = y + y2 +Y X' 5.X with eigenvalues Al = i and A2 = i. > 28.'. ::i:::t.l~+ :: = (a2 + C2 X )Y . '.:t5~I~o. 0) is a (stable) center in the lin.7 Chapter & Systems of Differential Equations 36& X' = y X' { y' = . find and classify the equilibrium points (if they exist) of the system. __ 1. X' Jx' \y' X' = y2 24. (population) Suppose that we consider the relationship between a host population and a parasite population that is modeled by the nonlinear system t y2) = 1 .5.ay . Consider the nonlinear system 2.. where I < a < 00. 0. { y' = x 2 + 2xy  4x . then we cannot draw any conclusions concerning its classification in the nonlinear system.5 5 7. fY i 1"i o. tories appear to spiral away from (0.2x 2 . Y x _ x2 { y' =Y = x +xy X' = x { y' =y + Y + y2 2.SJ.36. {X' = x(3 .3xy { y' = 5y2  X +5 Cd) 1. Find and classify the equilibrium point(s) of the system if all constants in the system are positive.y . (Economics) Let x(t) represent the income of a company andy(t) the amount of consumer spending.. { y' = 4x2 . 9.4 X' 26. 0) is an unstable spiral point of the nonlinear system. and I :5 X' = 5xy _ y3 *25. The constants CI and C2 relate the interactions between the two populations leading to decay in the host population and growth in the parasite population. = 3y . Therefore. ' Group B Group A ~ = y  2 *19. when we graph the direction field for the original (non. trajec.36 Direction field for X' = 2 .1+ " I : O. { y' = y _ x3 { y' = 1 . { y' = 2x + 4y X' = 4y2 + 3x 23.5~~~O'5 ~1~~i~r~5i . *7. dy . and b l the interference when the host population overpopulates. {< = x +Y Y =x +xy 4. '6 i (a) If z = Zo is constant.y) y'=x+y+1 2 {<=IX y =y X' = 2x + y2 18. = X = xy 17.elY)x where x(t) represents the number in the host population at time t.5+ +Id+++7. { y' = x2 2xy X' + y2 _ 4 + 16 y' = y+ 1 *15 xy + xy 4 X' 10.2xy = 4y + 2xy =y 12.5t' . When an equilibrium point is a center in the associated linear system. { y' = y + ~(x2 + y2) X: 1'(x + 2 20. sf . . Instead. Also suppose that z represents the rate of company expenditures.5+  dx = y + fJX(x 2 + y2) dt .z) ". I'.xy 367 Nonlinear Systems x .5 2. The nonlinear terms not only affect the classification of the equi. In Exercises 120. .10+ 12.5 2. linear) system in Figure 6.~J.5~:='i. y (t) the number in the parasite population at time t. I .L I ce)1. Also consider the special case if b = 1. 8 Ce) 4 (b) If the expenditure depends on income according to the relationship z = Zo + ex (c > 0). Note: This is the only case in which We cannot assign the same classification to the equilibrium point in the nonlinear sys. al the growth rate of the host population.5! 5+ 75+ .SX 2. 16. 13. librium point but also change the stability.blx . a2 the starvation rate of the parasite popUlation.5 . tern as we do in the associated linear system. X' { y' = 2x + x 2 = 4y + y2  {x'Y . Group A I __ lOX 2 In Exercises 2327. { y' = 3xy + Y + 2x X' = 1.~ oA . The system of nonlinear equations that models this situation is . *3 .5 . { y' = sin X X' 14 . (0.+ y2) dt 1 (a) Show that this system has the equilibrium point (0.st =i.6.s.5 ·I.2 2t = (al .'+ '~L~t Group B +2 4 x 2 . =x.= x + FLY(X. . { y'=x+y X' = * 11.xy = 2 X {X' =x 2 2 lOx {x'y' = y + y X . earized system. classify the equilibrium points of the non· linear system..7 r  4 4~' 22. y 2 2 x I I Figure 6. {. respectively. 0). { + y3 y + xy 8. 0) is not a center. { y' = lOx . =y3y . match each of the following systems in Group A with its direction field in Group B.5 Ca) b.xy 21. so (0. we observe that (0.
we now turn our attention to some numerical methods that are used to construct solutions to systems of differential equations.y { ~ 369 (c) How do you think the direction field of the sys. (b) Sketch the phase plane and determine if the origin is a stable equilibrium point (e) Solve the linearized system about (0. 0) assigned the same classification as in (b)? for fixed values of J. point (0. y) dy Yt = get. 2. where tn = to + nh.368 Chapter 6 Systems of Differential Equations is J: ~ ~ l 6. X2.x . to = 0. An exciting system to explore is the system Jx' = }. 0). y) x(to) = xo. 0) and compare the result to that found in (b).0. (a) Show that (0. 0) is an equi .. aod (b) x(O) = 3 and yeO) = 2.. (b) Consider the change of variables to polar coordinates x = r cos 0 and y = r sin O. n = 0. Is (0. (a) Find a general solution of the system librium point (b) If < r < 1. (a) Show that the only equilibrium point of the system is (0. 0). 1. 2. dictions in (c)? (' Computer Algebra Systems Euler's Method Euler's method for approximation. Numerical Methods Compare these results with the exact solution to the system of equations.= 3y +xy dt x :0: 6 and ° :0: Y :0: 6. Use these equations with the chain rule to show that dxldt = drldt cos 0 . + hg(tm Xm Yn) 1. (c) How are the solutions alike? How are they different? o 1'*. ) + 3y + e'.I to I? 30. Xn+l : Xn {Yn+l .Yn + 1) _'" ' + h(xn + 3Yn + e where tn = (O.8 ° x. . does r increase or decrease for r > o? Using these observations.. dx=2xXY dt for ° :0: dy . a> 0.r dOldt sin 0 and dyldt = drldt sin 0 + r dOldt cos O.I)n.LX + Y .L goes from . Use elimination with these equations to show that drldt = dxldt cos 0 + dyldt sin 0 and r dOldt = dxldt sin 0 + dyldt cos O. which was discussed for firstorder equations. how would you classify it? {X:Y =y+x = x 2 by solving the first equation and by substituting the result into the second.. is the equilibrium point (0. Trans form the original system to polar coordinates and substitute the equations that result in the equations for drldt and r dOldt to obtain the system in polar coordinates dr = J.Yn 32.Ly . 0) is classified dt as a center of the linearized system.L ± i and classify the equilibrium ( '::1 = ax Numerical Methods (" Euler's Method (e) How do your results in (d) differ from your pre.L. y) = x . (b) Show that the eigenvalues of the Jacobian matrix ~) are J.Lr'."'·' Use Euler's method with It = 0. g(x. Consider the Lorenz system X' + y2) (d) Graph the direction field and various solutions of the system for several values of J. I(x. The following figure shows the direction field associated with the nonlinear system of equations l (" RungeKutta Method Because it may be difficult or even impossible to construct an explicit solution to some systems of differential equations. Use the direction field to sketch the graphs of the solutions tr~ that satisfy the initial conditions (a) x(O) = 2 and y (0) = 3. (0.0).y + 1..Lr' dt *31. The initialvalue problem ~ I = l(t. . tern changes as J. and b > 0 show that the system is asymptotically stable a.. z' = bz + xy which was developed in the 1960s by Edward Lorenz to study meteorology.y(x2 dO = I' dt (e) What does the equation dOldt = I indicate about the rotation of solutions to the system? According to drldt = J.Yn + h(xn .1 I 1 I : _ 3 4 5 6 '] Solution In this case. 0). x.. y(to) = Yo is approximated at each step by the recursive relationship based on the Taylor expansion of x and y up to order h. . 0. Also. + hl(tm Xm Yn). y) = x Xo = 0. n = 0.1 and h = 0.. 1 29. x(O) = 0. also classified as a center for the nonlinear system? If not. can be extended to include systems of firstorder equations.L between 1 and!.. show that (0. yeO) = 1 + OJ' y' = rx .x(x 2 + y2) jy' = J. x. which was classified as a center for the linearized system.05 to approximate the solution to the initialvalue problem: dx Yt=xy+I l dy Yt _ = x + 3y + e '. so we use the formulas ~ rX n+l : Xn lYn+l . and Yo = 1.
0 0. we display the results obtained with this method and compare them to the actual function values.944 20.89682 0.43902 0.10335 1.4· The exact solution of this problem.97468 15.06545 2.89682 0.78076 7.45 0.4 (exact) 1.2 0.96841 4.68644 1.0071 5.97468 17.10 om 0.0 0.97133 3.69577 2.65 1.60412 6.68027 15.42756 1. is 0 tn 371 Numerical Methods Yn (exact) 2.85904 0.02270 1.3088 1.45042 5. the RungeKutta method can be extended to systems.0 0.24975 0.30470 0.56767 13.35416 3.8987 I 0.90 4. then TABLE 6.23 I 12. In this case.57529 2.32479 7.26543 2.60 1.35037 7.8134 18.40 0. 9.5 Yn 0.74321 0.t .17344 4.52876 0.75 2.96609 2.4 fXl = Xo + h(xo  LYI 0.55834 0.9 3.51701 6.28638 10.07394 0.97234 1. i 0.00 6.28640 0.6862 20. We do this by entering the value h = 0.46032 0.5615 I (approx) Xn 0.0232 1.9255 7. which can be determined using the method f variation of parameters. we seek to improve the method.0 Yn (approx) Yn (exact) 1.96841 4.00532 1.05 0.91048 0.9222 16. we at· tempt to improve the approximation by decreasing the increment size.) = 1.44423 5.4 0.370 Chapter 6 Systems of Differential Equations 6.54011 3.02091 7.46032 0.3 Xn Xn tn Yo + 1) = 0 = Yo + h(xo + 3yo + e.3 (approx) Xn 0.97607 1.26543 I (approx) 2.17247 2.21537 7.04 0.20 0.23 RungeKutta Method In Table 6.00806 0.60842 12.80342 5.60412 5.42798 3.34338 0.57423 0. As with firstorder equations.05447 1.25 0.0 .0 0.0 (exact) 0.74493 0.85904 I I 9. Because we would like to be able to improve the approximation without using such a small value for h.27174 0.38639 3.2446 14.4.03188 0.8 2.31552 2.8987 ! .6 0.192013 0.23861 8.2 0.95 5.24681 1.79926 10.3005 16.50 0.0 1.8 Ifn = 0.79926 0.3.0 4.25639 5.54011 3.0 1. Because the accuracy of this approximation diminishes as t increases.60776 4.12758 3.15 0.1 I 0.51737 0.47226 9.06545 0.0232 TABLE 6.214 6.6645 0.39053 3.61763 3.73203 4.10335 1.35 0.43552 0. Notice that the approximations are more accurate with the smaller value of h.07171 1.02270 1.0 0.24975 1.05 and repeating the above procedure.28638 0.06779 0.55 0.56767 12. the recursive formula at each step is .13505 0.0 0.98084 2.10558 9.40710 0.70 1.55176 2.00806 0.30 0.21439 0.12023 0.0 II 0.7571 0.51737 8.85 3.61405 12. We show the reo suits of this method in Table 6.7 1.80 2.
In fact.1 is more accurate than Euler's method with h = 0. then + 2(4. + 2k2 + 2k3 + k4) +"6 (m! + 2m2 + 2m3 + m4) = 0 + °i/ [0 + 2(0.g In 373 m2 = (xo + h~!) + 3 ~o + h. if n = 0.48615 x(O) = 0.!) + e(to+hI2) = 3(1 + 4(~.+ 1 = (0. y) = x + 3y + e. Notice that the RungeKutta method is much more accurate than Euler's method.55123)) 2 +e 0.1)(0.O ! = (0.(Yn + 2= 1 + 0(/ [4 k3 = ( Xn + 2hk2)  (Yn + 2hm2) m4 = (xn + hk3) + 3(Yn For example.0226878 where and k2 = ( Xn hm!) + 1 + 2hk!) .372 Chapter 6 Systems of Differential Equations 6. (Compare the results here to those given in Table 6.12 +1 "" 0. we use the formulas :lSolution f Xn+! ~ Xn + lYn+! .4.2) (0. we show the results obtained with this method and compare them to the exact values. g(x. hm2) + e _(/"+hIlI"c.) . the RungeKutta with h = 0. Xo =0. y) = x and Yo = 1.05.2) + 2(0.55123) 2 . Compare these results with the exact solution to the system of equations as weI! as those obtained with Euler's method.1)(4.1)) + eo. + 1 m3 _.1) + 2hk!) .55123) + 2(4.1)(0.Yn ~ y + 1.23756) + 0.1+ 1= 0 + 3yo + e to = 0 + 3 + 1=4 4(0. t (k! + 3( 1 + (0. yeO) = 1 for h = 0.62391) + 1 "" 5.1)(4.I.62391)) + e.05"" 4 2391 .1.(hm!) Yo + 2..23756) .2 k2 = ( Xo _ ( m3 .1)(0.+hl In Table 6.+ 1 = 1 .(Yo "" 0.1 + (0. Therefore.46031.23756) 10 = 0.8 where Numerical Methods k! = m! = Xo k2 = / ( In h hm!) hk! + 2' Xn + 2' Yn + 2 Yo Xo  h hk2 hm2) + 2' Xn + 2' Yn + 2 + 1= 0.2 .1)(4. + hm3) + 1 = (0.6 _I m4 = (xo + hk3) + 3(yo + hm3) + e(to+h) + 3(1 + (0.os "" 4.2) 2 k4 = (xo + hk3) .26826] "" 1.23756 Use the RungeKutta method to approximate the solution to the initialvalue problem dx 7t=xy+1 j dy 7t = x + 3y + e = (0.48615] "" 0.1)(4.26826.+ 1 = 0.62391) + 5.55123 o "fi""'PJ k3 = ( Xo hk2) +2  ( Yo hm2) + 2. Because/(x.( Xn + 2hk2) + 3 (Yn + 2 + hm3) + e(I.1)(0.5.
24956 0. x'(O) = 1. more accurate than those obtained by solving x" + x = 0.69671 12.9 5.51737 0.1 0.64422 0.82534 9.02269 0.764842 0.8 3.389418 0.00778 7.4 0.79882 3.06545 0.. x(O) = 0.198669 0.64544 0.0232 0.0 I I I (approx) 0.54030   The RungeKutta method can be extended to systems of firstorder equations so it can be used to solve higher order differential equations.~ " 374 Chapter 6 Systems of Differential Equations TABLE 6.II_.28596 9. We write Rayleigh's equation as a system by letting y = x'.96841 5.56523 0.0 Yn (approx)  1.06541 2.5 Xn tn 0.71964 0.6 under the heading "linear. we expect the approxima· tions obtained with the RungeKutta method (which is a fourthorder method) to be.54011 3. I I i I I TABLE 6.2 0.B I 0.0 0.46032 0. We il· lustrate this with the pendulunl equation that we have solved in several situations (by using the approximation sin x = x)." we give the corresponding values of the initialvalue problem x" + x = 0.47966 0.I)X' .x so Rayleigh's equation is equivalent to the system X' { =y .95566 0.10332 0.56767 1.97379 7.09983 0.7 0.5 0.26538 0.4 0.1 to approximate the solution to the non· linear initialvalue problem x" + sin x = 0.19867 0.6 under the heading RK.2 0. 0).TY 2 .84147 0.3 0. 0).60412 0. Detailed discussions regarding the error invo Ived in using Euler's method or the RungeKutta method to approximate solutions to systems of equations can be found in advaoced numerical analysis texts.. so y = x' = cos t. especially when we do not wish to utilize numerical methods like Euler's method or the RungeKutta method.87758 7.99500 0. x(O) = 0.71736 0. so y' = x" = sin x.568569 0. :1 Solution We begin by transforming the secondorder equation into a system of firstorder equations. Rayleigh's equation is the nonlinear equation x" + G(x'f .54002 0. and get.56704 5. x' (0) = 1.0 0.60391 1.38950 0.0 Xn (exact) 6. We do this by letting x' = Y.85897 2. Computer Algebra Systems Numerical and graphical solutions generated by computer algebra systems are useful in helping us observe and understand behavior of the solution(s) to a differential equation. o """'M#I Use the RungeKutta method with h = 0.98013 0.0 1.1 0.99500 0.8975 20.922061 0.26543 2.6 0. f(t. x.. (a) Classify the equilibrium point (0.29553 0..10335 2.98007 0. o "fi"I.9 0.I' ~_':____________________________ ' __ '* .47943 0.89682 0.00806 0.7 2.0 (RK) Yn (RK) 1. We see that the only equilibrium point of this system is (0. x'(O) = I is found to be x = sin t.70999 0. y) = sin x.0 375 Numerical Methods Xn (linear) tn xn 0.85904 0. We approximate the nonlinear equation x" + sin x = 0 with x" + x = 0 because sin x = x for small values of x.77309 0. The solu· tion of x" + x = 0. (b) Is it possible to find Yo 0 so that the solution to the initialvalue problem ~~~~~_. x(O) = 0.3 0. x.83002 0.84780 0.78333 0.0223 16.46031 0. Because the use of the approximation sin x = x is linear.92106 ~ 5.96827 0.0 Yn (linear) 1.l)x' + x = 0 and arises in the study of the motion of a violin string.8967 3.02270 1.6 1. x'(O) = 1.79926 0.97468  .0 0. y) = y.23 16. y' = x" = (t(X')2 . Hence.09983 0.28638 0.8 0. With the RungeKutta method. Then.8987 1.56464 0.5 0.I ) yx .24975 0.0 7.95534 0.6 Yn (exact) 1.87994 0. Also in Table 6. This is accomplished by transforming the higher order equation into a system of firstorder equations.29552 0. (I Y = .= (t x y2  I)Y . x(O) = 0.51707 2.78726 0.2294 12.0 0.641545 0. we obtain the approximate values given in Table 6.62161 20.
X' { 2 5.39.y. t .x(O) x . x'(l) = 2. Choosing initial conditions outside of L yields the same result.8 l)Y . . {x' 5x + Y y' =x . x'(O) = 3.I X' =x + Y + 1 2 {. Exercise 14 y.9 and graph the result in Figure 6.38(b) shows the graph of the solution that satisfies x(O) = 0 and yeO) =s 3. shown in Figure 6. Exercise 13 22.37 tends toward L. t :=. yeO) = 0 28. x(O) = I. Does . = Y2x y = *26. use the RungeKutta method with h = 0. { y' = 2x _ y __ I. x(O) = 0. oft. { y' = x + 6y .x (a) The associated linearized system about the point (0. Exercise IS In Exercises 712. Approximate the period of the periodic solution in Example 4.y { y. = x +5y +6' sm t. In the direction field. T for various values of T. x" + 4x' + 13x = 0. y (0) = 0.1 to approxiIDate the solution of the initialvalue problem at the given value and the eigenvalues of (_ ~ Dare '\1.37. Compare the results by graphing the two solutions. t = I 6. use Euler's method with h = 0. 1 2X" + tx' + 16x = 0.x(O)=I. 3 and 3 :=. W.I1 All solutions tend to L {x' = x..1 to approximate the solution of the initialvalue problem in the earlier exercise given. x'(O) = 12. *21. Hint: Graph x(t) and y (t) together for 0 :=.y(O)O. x'(O) = 3. Y :=. 1 = I + 9x = 0." 23.y(l) = 1.1 to approximate the solution of the initialvalue problem at the given value at I.O.y(O)=I. x'(I) = 4. (a) Graph the direction field associated with the nonX' = y linear system { y' = _ sin x for 7 :5 x :5 7 and 4:. Exercise 18 Find the exact solution of the following initialvalue problems and then approximate the solution with the RungeKutta method using h = 0.37 ~  = 0. I = 2 _ __ 11. x(O) = I.3y + e' _ __ 7.9. {x' =xVy . Exercise 17 X' Cbl X' 3 Figure 6. 1 . 27. yeO) = I.I=1 y =x . I = 2 18. t = 2 14. x(l) = 0. YI(O) = I (ii) Graph {XI(i) for 0 :5 1:5 7 and display the yI(I) graph together with the direction field. 25. = 4y X'  Y ' x(O) = 0. { y' = _xy' x(O) . use Euler's method with h = 0. x(l) = 0. {x. = I x(O) = 2. 13.8y _ __ 9. x:=. x(O) = 0.y(O) . We find a numerical solution that satisfies the initial conditions x(O) = 0 and yeO) = 1.2 = t::': V.x .1 and yeO) = 0 in Figure 6.0.38 * (b) Can we find L? We use Figure 6. Compare the results obtained to those in Exercises 1318. 3.39 An isolated periodic solution like this is called a limit cycle. X' i so (0. t = I Y =x . x" 20. y:5 4. yeO) = I 13 . This result is conflrmed by the direction field of the system for 3 :=. 1 = I 16. proximate the solution of the initialvalue problem by transfOrming the secondorder equation to a system of firstorder equations. 0) is Dx Numerical Methods + 3x' + 2x = O. Jordan and P. This limit cycle is slable because all solutions spiral into it.2 ' { y . yeO) .37 to approximate a point at which Lin. = x Y =x  +y 3 Cal Figure 6.y . {x. Indeed.I 3 In Exercises 1924.I. We obtain y = 1.y X' = 3x  5y *3.I X' = 2y 12.= yx = 1. I .x(O)  = x 1. = 4x . x(O) = 4. which is published by Oxford University Press (I987).1. yeO) = 0. + 2y + 5 _ + 4 .f:s~:t:o:1 to the initialvalue XI(O) = 0.. for detailed discussions about limit cycles and their significance.y In Exercises 1318. (b) (i) ::::::m{ate. yeO) = 0. Smith.1 = I 24. { y =x.1 = I 17.2y + v't+l. 3 + 4x' + 4x = 0.2y+1 2.x(O)I.I. = xy . x(O) = 0.8 x' =y l y' = .y _ __ 8 {. Compare the approximation with the exact solution at the given value of I. x" 19.376 Chapter 6 Systems of Differential Equations 6. we see that the graph of the solution that satsifies the initial conditio~ x(O) = 0.1 to ap + See texts like Nonlinear Ordinary Differential Equations (Second edition) by D. y' = 3x _ y + e' cos 21' x(O) . yeO) .0. x(O) . x(O) = I. x(O) = 0. = x + 2y + cos 1 (0) = 0 (0) = I 1 = I y' = 5x _ 2y . {x.Y 3 377 EXERCISES 6. .0.y(O) . tersects the yaxis. 1 = I 4.1= 2 y' = x . The solution does appear to be periodic. x'(O) = 0. yeO) .0.x(l) = l. 12x" + 3tx' + x = 0. 1 . Figure 6. x" *15. yeO) = Yo InExercises 16.0) is an unstable spiral point.(ty2 x(O) 3 is periodic? 3 ] Solution X' = (' Figure 6.I = 10. use the RungeKutta method with h = 0. X' =y . we see that all solutions appear to tend to a closed curve L. Exercise 16 = x .
<p... fan. ~21 <p'll]n = [( q. (c) {SOI. <P.be e Eigenvalue of Multiplicity In Suppose that (A .. d dianm(t) 1Section 6.}7~. Derivative and Integral of a Matrix The derivative of the n x m matrix an I (t) General Solution alm(t)) a2m(t) The integral of A(t). :' . 1Section 6. ¢nn is called a fundamental matrix of the system X'(t) = A(t)X(I) where {<I>. Is this the graph of xI(t) + xz(t)? {YI(t) + Y2(t)" graph together with the direction field.~ (~ ~) and IAI = A' ad . = " + {3i and A2 = " ... yeO) = 3 metrically for 0 .A(t) = dt CHAPTER 6 SUMMARY Section 6.(t) d di aZ2(t) d diaZm(t) d di adt) Iall(t)dl fadl)dt f a 21 . Does it appear as though the vectors in the vector field are tangent to the solution curve? 379 Chapter 6 Summary Systems of Differential Equations xz~t) X(t) = ( xn(t) where the x.bi. is ( 1 . X n }. . janm(t)dl' 6. Characteristic Polynomial The equation det(A .e initialvruue (iv) Graph a II (I) aZI (I) A(t) = ( X' { y' X2(0) = 0.<I>.. Transpose of a Matrix Scalar Multiplication. + cn<l>n(t) where (<I>..}7~1 is a set ofn linearly independent solution vectors of the system. :: . is a set of n linearly independent solution vectors of the system.:'. . where <1>(1) is a fundamental matrix of the system X' = AX. where ay(l) is integrable for all values ofi and}.41 Ia. = A(I)X(t) is X(t) = e. = Vie'"~ and X2 = (v.:. is y' = sin X and graph the solution para.....z(t) azzCt) where aU(t) is differentiable for all values of i and}.. anzCt) anm(t) d dia.: 7 and display the (v) Graph {XI(t) + X2(t) for 0 . Matrix Multiplication Identity Matrix (2 I = X 2) (~ ~) Determinant of a 2 x 2 Matrix . x(O) = 0.A. Wronskian cIVleAlt 1Section 6. called an eigenvalue of A.: t .~0:2to th. of n linearly independent ir::cl solution vectors of X' (t) = A(t)X(t) on an interval I is caUed • fundamental set of solutions on I. Concepts & Formulas a.be *" 0.(t) + e z<l>2(1) + . <P2n : .(I) = eQ'(a cos {31 . clJ n1 ¢ln2 ..}7~. ear systems? Explain. A general solution of X'(t) d diall(l) + F(t) on X'(t)) a Eigenvalues and Eigenvectors A nonzero vector x is an eigenvector of the square matrix A if there is a number A.z(t) d dia'm(t) d diaz. = Az with only one corresponding eigenvector v" two linearly independent solutions corresponding to AI = A2 are X.(t)dt Distinct Real Eigenvalues If A is an n X n matrix with n distinct real eigenvalues {Ak}k~" a general solution to X' = AX is the linear combination of the set of solutions {X" X2 .AI) is called the characteristic polynomial of A. Matrix Addition..21 Matrix.(I) are differentipble functions that satisfy X'(t) = A(t)X(t) + F(t) on I.(I)dl f a22(I)dl Fundamental Matrix <P1I <I>(t) = (<I>.t + wz)e'" where W2 satisfies (A .A. Y2(0) = 2 = Y = ? sin x· E I' xp am.Chapter 6 378 the vector field are tangent to this curve? Is . Then A = Al is an eigenvalue of multiplicity m.. two linearly independent solutions of X' = AX are X.. .: 7.. Repeated Eigenvalues If the system X' = AX has the repeated eigenvalue A. XI(t) + xit) { YI(t) + Yo(t) a solution to the system it appear as though the vectors in the vector field are tangent to the solution curve? (iii) ::::::lln{ate~r:S.)m+1 is not a factor of this polynomial.b sin {31) and X 2 (t) = eQ'(a sin {31 + b cos {3t).(t) f A(t)dt = :.1 [section Inverse of a 2 x 2 Matrix 1 If A System of Ordinary Differential Equations A system of ordinary differential equations is a simultaneous set of equations that involves two or more dependent variables that depend on one independent variable. ••• . d dia".: t . so that Ax = Ax. Fundamental Set of Solutions A set {<P.: t . then (d b I = ad . Does it appear as though the vectors in (d) Is the Principle of Superposition valid for nonlin.Adm where m is a positive integer is a fac· tor of the characteristic polynomial of the n X n matrix A while (A . . + cnv"e Ant • Complex Conjugate Eigenvalues If A has complex conjugate eigenvalues A.: 7 and disYI (t) + Y2(t) play the graph together with the direction field.z <PZI <PZ2 <1>") = : : ( .31 X(t) = Solution Vector A solution vector of the system X'(I) = A(I)X(I) the interval I is an n X I matrix of the form ). det(A .n) . <l>z . the roots of the characteristic polynomial of A are the eigenvalues of A.. A solution to the system is a set of functions that satisfies each equation on some interval I.m + c2v2eAzt + . i£.AI) = 0 is called the characteristic equation of A.51 Variation of Parameters A general solution to X' = AX XCt) + F(I) is = <I>(t)C + Xp(t) = <I>(t)C + <I>(t) f<1>' (t)F(t) dl..m(t)dt) f a2m(l)dl .l)wz = VI. = a + bi and V2 = a .{3i and corresponding eigenvectors v..~. initialvalue problem {~~~h for 0 ..
I eigenvector Deficient node Unstable > 0.. Az < Al < 0 Improper node Asymptotically stable AI. Yo) Stability Geometry A" Ao real. A= (34 (~ 6. Star node Unstable A" A2 real. n = and + hf(tm Xm Yn) + hg(ln. 1.. A. y(to) = Yo is approximated at each step by the recursive relationship based on the Taylor expansion of x and y up to order h: where In = 10 hkz h + 2' Xn + T' Yn + 2 lYn+. A2 = ex .y) k3 = f ( In dy dt = g(t. A. (3 *' 0 + {3i.Yn + nh. A = 0 5.Chapter 6 380 Eigenvalues Geometry Stability A" A2 real. X' = 3 ~) X 0 3 12.). + 2kz + 2k. = Yn hkl hml) h hko hmz) + 2' Xn + T' Yn + 2 = g ( tTl + 2' x" + 2' Yn + 2 m3 m4 = g(ln Xn+1 = Xn h mz = g ( In + h. Al > A2 > 0 Improper node Unstable A" A2 real. A. + k4) + "6(ml + 2m2 + 2m3 + m4) \ Section 6. A2 + {3i. Az < 0 < Al Saddle point Unstable Spiral point Unstable Spiral point Asymptotically stable Center Stable A" Az real. I eigenvector Deficient node Asymptotically stable A" A2 real. A2 = {3i. A = *3 A = .x. find the eigenvalues and corresponding eigenvectors of A.{3i. {3 *' 0. X' = (. A2 < 0 < Al Saddle point Unstable Al = ex AI = ex + {3i.{3i.) 4. + t(k. {3 *' 0.{3i. (3 *' 0 Spiral point Spiral point Center or spiral point Unstable I Aymptotically stable CHAPTER 6 REVIEW EXERCISES In Exercises 19. X' = X. {3 II 381 Review Exercises where ~ \ Section 6. A = 2 1 3 0 8. {3 *' 0. Al > A2 > 0 Improper node Unstable A" A2 real. 2 eigenvectors Star node Asymptotically stable A" A2 real. x. ex < 0 Al = {3i. X 3 11. 2. Al = Az < 0 Node or spiral point Asymptotically stable A" A2 real. A2 = . = A2 < 0. < 0 Improper node Asymptotically stable A" A2 real. ex < 0 Al = {3i.. A = 2 3 ~) In Exercises 1034.7\ Eigenvalues of J(xo. A2 = ex . . Az = ex . A = C4 ~ i) 5)6 (_~ 4) 5 (b 6) 7 10. A=( ~) 9. = A2 < 0. Al = A2 2 eigenvectors *' 0. = ex Chapter 6 Systems of Differential Equations Euler's Method The initialvalue problem l ~ =f(l. ex > 0 = ex . Yn + hm. ex> 0 Al = ex + {3i. y) Xn+ I :: Xn {Yn+1 . . Xn + hk3. I. find a general solution to each system or solve the initialvalue problem. = A2 > 0. RungeKutta Method The RungeKutta method for systems uses the recursive formula at each step f hm2) x(lo) = xo. A = (~ 2 0 0 i) (1 i) b I (~ 3 3 *7. X(O) = (I)2 . A2 real.{3i.6\ A.{3i. Xm Yn) 0. Al = A2 > 0 Node or spiral point Unstable A" Az real. Inconclusive (16 ~) (II ~) 2. A2 < A.
(=. 0. 16. Differential Equations at Work: A. (~ I)X + (sin o IX/XC' . To). X(O) = m g2L (t  bzL T)  . X' = 26.1+ 1 27. The symbols a. Robert N.R  e 3) 24 · X' = 1 = (~ 383 .1667 a represents the death rate of foxes with rabies. then the equilibrium point of this system is (Ro. Anderson. 73 f3 80 represents a transmission coefficient. 11 a is the life expectancy (in years) of a fox with rabies and is typically between 3 and 10 days. This represents the average time (in years) that a fox can carry the rabies virus but not actually be ill with rabies. . which is typically in the range of 1. yet) the population that has developed rabies. 765771. Typically. 1/ f3 is between 4 and 6 days. Smith. X(t) represents the population of foxes susceptible to rabies at time t.382 Chapter 6 *13. X' = (_. 166 175. 30.b represents the intrinsic per capita population growth rate. f3 • 1.y(O) = I X' (4 S)x = Differential Equations at Work 12. + f3 + b I' !!l. Lo.3 sin 2t x(O) = 1.. * Here. Mathematical Biology. pp. b. "Population dynamics of fox rabies in Europe. I/O" is between 28 and 30 days.(b + yN)N .(0" + b + yN)1 .aY yN)Y Description Typical Value(s) lib denotes fox life expectancy (without resource limitations). pp. 0". {x:y=2x+yl = 3x + 4y + 1 l dz dt = g2y(t  T)  dN dt = aX . where 1) 6 X 9)X _ 8( 2 l)e 1 {X:Y == 3x4x+ 3ylOy. and N(t) the total population of the foxes. the nonlinear system of differential equations cost' dR dt = f(T) dX dt = rX  I dL dT dt = _:)X.xb2 y 0"1 .1981).X'=(_~ ~)x 20.b.. May & Anthony M.x 7' dY dt = a and that the associated linearized system is (2e2e4'4') 5 X+ f3XY has been successfully used to model a fox population in which rabies is present.7 years. d:c dt = j'(To): . Helen C.R dt = g.)X *21 X' = ( 2 · 18 22. 0. Typically. which is typically in the range of 0. Volume 289 (February 26. and f3 represent constants and are described in the following table. X' 4 (~ x' = 3x . • Roy M. I I I II II I I '" .b. X' = X' = 15. let) the population that has contracted the rabies virus but is not yet ill." Nature. Constant 42)X yXN  dl dt = f3XY . X' = 18. SpringerVerlag (1990).5 K = ~ represents the fox carrying capacity of the "y Varies defined area. X(O) = Systems of Differential Equations m ~)X *17. ')I.~y + ~ sin 2t 28. D. X' = 14. r. 2 2 Y = 4x + 3y + 2 cos 2t .5 to 2. t) X(O) = (I)0 Modeling a Fox Population in which Rabies Is Present Under various assumptions. (Modeling Testosterone Production) The level of testosterone in men can be modeled by the system of delay equations 19. G _~)x. l *29. Murray. X(O) = (D =!)x. (=._ dt g. Jackson. X' = (_~ 23 · X' = (8I 2 X *25.1 to 4 foxes per \an2 • We will compute K and r and then approximate "y. a. b3 z 1/0" represents the average latent period.(a a represents the average per capita birth rate of foxes. X' = 4 ~)x 1) (_~ .' b3 T Show that if f(O) > 0 and f(T) is a onetoone decreasing function.5 r = a .
Anderson and Robert M. Generate a numerical solution to the system that satisfies the initial conditio XC?) = 0.. t :s. Repeat (1) using the initial conditions XCO) = 0.L. (AS . If a person becomes immune to a disease after recovering from it. then the percentage of persons susceptible to becoming infected with the disease Sct) the percentage of people in the population infected with the disease let) and the percentage of the population recovered and immune to the disease RCt) can be modeled by the system S'ct) ret) R'(t) { S(O) = So. has the equilibrium point S = Y ~ J. Predict how the solutions would change if the transmission coefficient {3 were de~reased or the de~th rate a were increased. and A so that the 5. Show that dS = e t. 1\ + J. Murray. and N(O) = 1.05 d N(O) = 2.LS 4.J.y1 .~35. {S'(t) = ASI + J.L)] S= 1.pi . YeO) ~ 0. 1990.0 valid for 0 :s.L J.J. What happens to yet) for K < Kr? Explain why this result does or does not mak ~~ into consideration. 119143. '"Directly Transmitted Infectious Diseases: Control by Vaccination. This model is called an SIR model without vital dynamics because once a person bas had the disease. 3. measles. 611618.. Show that if So < dl 2.2. the disease dies out. 1(0) Because Sct) S' A' 3. Use the fact that sct) system '.384 Chapter 6 Systems of Differential Equations 1. R(O) = 0 = = This model is called an SIR model with vital dynamics because once a person has had the disease he becomes immune to it. estimate the smallest value of K.L.L[A . an 3.L[A(y+J.yl . we can compute R with RCt) = 1 . he becomes immune to it. pp. Levin. 1(0) = 10 6. A(y+J. 1982). This model might be used to model diseases that are epidemic to a population: those diseases that persist in a population for short periods of time (less than one year). while an epidemic results if So> f. Volume 215 (February 26. What if the average latent period U" were mcreased? Expenment with different conditions to see if you are correct. and Louis J. 1(0) ~ 0. a 4. I(t).L)· . rubella. How do they compare? 7. say K r . 40. May. 5. pp.(t) = SASI +f I (t) = A 'I . D. so that yet) is penodic functIOn. and because births and deaths are taken into consideration. Mathematical Biology. pp. and 8.' { S(O) = So. "Three Basic Epidemiological Models. If a person becomes immune to a disease after recovering from it and births and deaths in the popUlation are taken into account.p In So. + a)]/U"{3.02 YeO) = 0. it follows that Set) + I(t) :s. (U" + a)(a + a) U"{3 Show that if R > 1 then K > Kr and if R < I then K < K r.y)1 = 1 ASI R= U"{3K + a)(a + a) and Kr'. For. J. where p =. Define the basic reproductive rate R to be (U" 385 Differential Equations at Work ASI ASI . 1 = J. Hallan. 4.ICt). Roy M. SpringerVerlag (1989). 1 to determine conditions on y. and NCt) for 0 :s. b~th (1) ~d (2).. t :s.LS I'(t) = ASI . Compare the result to your approximations in (3).L) Because Set) + I(t) + R(t) = 1.93.L .035.1 has solution 1+ S ." Applied Mathematical Ecology. .. : usmg the values gIVen m the preVIous table if K = 1.93. 10531060. Such diseases typically include influenza.(y + I(t) + R(t) = I. 1.0. once we know S and I. 1. Yct). births and deaths must be taken into consideration. What is the maximum value of n When diseases persist in a population for long periods of time. . and because births and deaths are not taken • Herbert W Hethcote.L . and chicken pox. Gross. and births and deaths in the population are not taken into account.Set) . Use the values in the table to calculate Kr = [(U" + a) (a B_ + E.." Science. Tbomas G. 2.y J = yl = 10. e. In each cas graph xct).1= 0 andS= A' 1= A(y + J. ' . Show that the equilibrium pomts of the system ret) = ASI _ yl _ pi are y+J. edited by SimonA. This model might be used to model diseases that are endemic to a popUlation: those diseases that persist in a population for long periods of time (ten or twenty years). 1(0) = 0.pinS = 10 + So . J. Controlling the Spread of a Disease See the subsection Modeling the Spread of a Disease at the end of Chapter 2 for an introduction to the terminology used in this section. + ICt) :s. SpringerVerlag.L)] In this case classify the equilibrium point. Smallpox is an example of a disease that was endemic until it was eliminated in 1977. then the percentage of persons susceptible to becoming infected with the disease Set) and the percentage of people in the population infected with the disease l(t) can be modeled by the system S'(t) = ASI + J.if {S.
we must have O"S < 1.L 1= f. an infected person must infect less than one uninfected person during the time the person is infectious. What are some possible ways that an epidemic can be controlled? A Measles Chicken pox Mumps c. Minimum Value of R to Achieve Herd Immunity a 6. 47. when I = 0 we have that S = 1 . SpringerVerlag (1990). consequently.9667 Chicken pox 10. esti~ate the minim~ percentage of a population that needs to be vaccinated to achIeve herd unmumty.2 (Apol 1975). It is virtually impossible to vaccinate evel!'body against a disease. Murray.5 Mumps Disease Scarlet fever Disease 9.. and {set») .0952381 11. Scott. Thus. Vol. 0" 0" 8.L) The following table shows the average infectious period and typical Contact numbers for several diseases during certain epidemics. Because I + S + R = 1.0571429 8. we would like to determine the percentage of a populatIOn that needs to be vaccinated to eliminate a disease from the population under consideration.0526316 8.L)] Infectious Period (Average) Disease 1/')' Measles 0" R> 0"1 =11. for each disease in the tables . "The electrophysics ofa nerve fiber. Typical contact number ')' < 1 O"R A' A(y + f. and A so that the S'(t) = ASI + f.jLS system { I' (t) = ASI . Use the fact that Set) + I(t) :s. use the formula (J" = AI( y + f. 10. I = F(V) +R .R. 7.5 0. which a~ses in.L is 70 years so that f. 487533. A popUlation of people has herd immunity to a disease when enough people are immune to the disease so that if it is introduced into the population.Alwyn C.. Set).5 0. p. pp. D. Using the values obtained in the previous exercises.R) < 1 O"O"R<1 S= y+f. I II I II II . 1 to detennine conditions on y. FitzHughNagumo Model Scarlet fever Diseases such as those listed above can be controlled once an effective and inexpensive vaccine has been developed.L = 0.uW. both graph the direction field and several solutIOns I(t) usmg models.V .153846 14.L[A(y+f. € = (bR .386 Chapter 6 Systems of Differential Equations 387 Differential Equations at Work 6.the stu~y of the impulses in a nerve fiber." Reviews oj Modern Physics. ( I(t).L) to calculate the daily contact rate A. the FitzHughNagumo equation. Discuss scenarios in which each model is valid and note any significant differences between the two models. For each of the diseases listed in the following table.0142857. For each of the diseases listed in the following table. pp. To have herd immunity.* • J. No.5 0.3 Mumps 19 0. R(t). 161 166. Mathematical Biology..yI _ jLl does not have the equilibrium point 0"(1 .L . herd immunity is achieved when Under certain assumptions. it will not spread throughout the popUlation.a) u V. can be written as the system of ordmary differential equations dV = W dg j : dR  dg where F(V) = tv 3  I I I Measles Let's assume that the average lifetime IIf.1 Chicken pox Scarlet fever 17.
and u = 0. 389 . Kirchhoff's Current Law: The current entering a point of the circuit equals the current leaving the point. an electrical circuit can be modeled with a linear ordinary differential equation with constant coefficients.7.388 Chapter 6 Systems of Differential Equations 1. . W(O) = 0. 7 Applications of Systems of Ordinary Differential Equations Mechanical and Electrical Problems with FirstOrder Linear Systems (" LRC Circuits with Loops (" LRC Circuits with One Loop (" LRC Circuits with Two Loops (" SpringMass Systems LRC Circuits with Loops As indicated in Chapter 5. R(O) = I if e = 0. b = 0.the solution that satisfies the initial conditions V(O) = 0. 0~ph the solution to the FitzHughNagumo equation that satisfies the initial ditlOns V(O) = I. a = 0. R(O) 3. ' " In c. and (2). b = 0. In this section. =I W(O) ' = 0 5· .5 If e = 0.7.6. if they exist of v: W and R . and u = I Con· 2.8. This derivation is based on the following principles.08. a = 0. Graph .08. A(IP)proxinIate the maxinIum and minimum values. we illustrate how a circuit involving loops can be described as a system of linear ordinary differential equations with constant coefficients.
R = resIstance. We can write this nonhomogeneous WIt. with corresponding eigenvectors VI = dI RI + L dt I + CQ  Solving this equation for dIldt and using the relationship dQldt = I. dQ ..2 e '/2 ) + Then. The positive direction is from the negative symbol taward the positive symbol associated with the voltage source. 31/2 e (9g1)' we have .2I + " . Other. The relationships corresponding to the drops in voltage in the various compo.. the current is equal around the circuit by Kirchhoff's current law. C = 4/3 farads and E(t) = e . R = 2 ohms.390 Chapter 7 Applications of Systems of Ordinary Differential Equations 7." R 4 LRC Circuit with One Loop . ages in the clockwise direction.4 e '/2 <I>'(t) = E(t) = O. nents of the circuit are restated in Table 7. LC dt As was the case in Chapter 5. respec tively. if we let X(t) = .1.. (i) ( t 31/2 e _2. Also. we use the following standard symbols for the components of the circuit: L 391 E(O L with initial conditions Q(O) = Qo and 1(0) = 10 on charge and current. TI:e method of variation of parameters (for systems) can be used to solve problems of thIS type...1 "ii.) ~~~=J.I if Q(O) = I and 1(0) = I. E = voltage. wise this drop is subtracted. homogeneous systern are AI = 1/2 and The eigenvalues of the corresponding In determining the drops in voltage around the circuit. I condiu' ons Q(O) . I(t) = current where I(t) = d("(t). I~' Ca) C .'. In the case of the LRC circuit with one loop involving each type of component shown in Figure 7.). In this case. we consistently add the volt.. Q(t) = charge.1 (a)(b) A simple LRC circuit. and L = inductance.' I~:~~Q Voltage Drop Inductor L dl dl Resistor RI Capacitor '!'Q Voltage Source E(I) dt $1 . .1 Mechanical and Electrical Problems with First·Order Linear Systems l ~ :~1.I and 1'(0) = I . Circuit Element Determine the charge and current in the LRC circuit with L = I henry.'. Thus a fundamental matrix is 2e.:r.1. respectively. by Kirchhoff's voltage law. we have A2 = 312./2 <I>(t) = ( e 112 and _1. we have . h'mltla system in matrix form as C m~(Ot _:)(~HO. C = capacItance.. a drop across a component is added to the sum if the positive direction through the component agrees with the clockwise direction. ] Solution We begin by modeling the circuit with a system of differential equations. TABLE 7.0!'I+ Kirchhoff's Voltage Law: II The sum of the changes in voltage around each loop in the circuit is zero. we have the sys· tern of differential equations and V2 = (_. . by variation of parameters.. Cb) Figure 7. In summing the voltage drops encountered in the circuit.
For example.3 (a)(b) A twoloop circuit In this case. we obtain the system of equations .. E(t) = 0 LTt + R2I2 .. the current through the capacitor is equivalent to II ..tl2 )(t) oo 393 LRC Circuit with Two Loops I + (2e. we graph X(t) = (b) Ca) .2(b). in Figure 7. t ) _. Finally. . E(t)  = I = II l I RIC Q.tI2 3t12 2e_3e. consider the circuit that contains two loops.tI2 _le. I(t).3t12 ) ( e tl2 + e .3t12 (4e.'2. do the limits limHoo Q(t) = limt_ initial conditions? 4>\u)F(u) du )(t +)(1) I I "4 2 _1 ~.2 + ~Q  dI2 II = (a) I(t) = 0 hold for all choices of the The differential equations that model the circuit become more difficult to derive as the number of loops in the circuit increase. L = 1 henry. Notice that limHoo Q(t) = limHoo I(t) = 0. We also plot Q(t) and I(t) simultaneously in Figure 7.3t12 (~~i) for other initial conditions.tl2 4 = UI2) I e 2e. r: Find Q(t).. as shown in Figure 7. We plot the solution X(t) = (9(~i) Figure 7.1 Applications of Systems of Ordinary Differential Equations Chapter 7 X(t) = 4>(t)4>\O)X(O) tI2 e. II (t).C Q = Using the relationship dQldt Figure 7.12 gives us the system dQ = __I_Q_I + E(t) dt RIC 2 RI dI2 I R2 I2 Tt= Lc Q I (b) I· Solving the first equation for II yields Q(') (a)(c).t .3e.:3UI2 C~u)dU I U12) + (2etl2 e.392 7.tl2 . I 2 2 1 2 (e) 0 R. 0) as t increases.e.3t12 = ( t t t e tl2 + +e 3tI2 4 4 + 4et .2(c). and lz(t) in the LRC circuit with two loops given that RI = R2 = I ohm.3e 3t12 fo In Example 1. and E(t) = e .4e. C = 1 farad.3t12 ) It 2 Ie .112 = (2e + 4>(t) 3t12 2e.2(a). .t + 2et12 + 2e.3.12 • Summing the voltage drops around each loop.e .3 e 3tl2 0 ( _ _ u/2 2 du letl2 _le3t12 ) 2 2 + 4e. so the solution approaches (0. l RIII parametrically in Figure 7. e.3tI2 Mechanical and Electrical Problems with FirstOrder linear Systems o ·*fi".t if Q(O) = 1 and 12 (0) = 3.
where m is the mass of the object attached to the end of the spring. Notice that some of the solutions overlap. In matrix form this system is Because dQ/dl = I and Q(I) = e t cos I  2e t sin I.t cos I + 2e.t cos I + e.3e=' s~n I) + (_~t sin I e=' C?S I)(COS.4 + (e t sin I e t cos e .I) 3e t cos I + e t SIn l e t cos l e t SIn I SIn I =(e'cosl3e=ts~I)+( _tets~~1 3e.. solving the differential equation ford 2x/dt 2 . f ' me od o f vanatlOn 0 parameters to solve the problem.2 = 1 :t i.t SID I .t = e.I + e. Also.I . and an eigenvector corresponding to . and I(t) together ID Figure 7. and k is the spring constant found with Hooke's law.1 The nonhomogeneous system that models this circuit is Mechanical and Electrical Problems with FirstOrder Linear Systems 395 = (e. Then.t cos I + e.cos I) It (SID u) etcos I e t· SInt 0 cosu du (a)(b).2e' SID t ) = ( 2e. 12(/).t sin I .I SID 1(0) + e t cos t (1) = (e tt cos I) I I cos I(n .' cos I . and IiI) I 0 Find Ihe limit of Q(t).4(a). dx dt + kx = 0.j + i is VI = (i) T I· 1 = (0) I + i(l) O·wornearly independent solutions of the corresponding homogeneous system are XI(t) = (~gD = e X 2 (t) = (Q(I)) = e .sin + h(t). II(t).SID I I t) It (ee UcosSIDuu e I sin I + 0 U U e cos u)(e U) du e" SIn u 0 t (e.cos I Does a change in initial condi (al so a fundamental matrix is X(I) = <I>(t)<I>\O)X(O) 00.I SID t + e.sin I ' SpringMass Systems <I>(t) = (_~t SID I e 1 cos I The displacement of a mass attached to the end of a spring was modeled with a secondorder linear differential equation with constant coefficients in Chapter 5. The eigenvalues of the corresponding homogeneous system are . II (t).\ 1.Al = .t. This equation is transformed into a system of equations with the substitution dx/dl = y. tSIn I e 1 C?S I) . In Figure 7.t sin I.1 Solution 7.t cos t + e t SIn I e . which yields the system dx =y .t cos 1+ e.t sin I + 2e. t e. We graph Q(t).394 Chapter 7 Applications of Systems of Ordinary Differential Equations . which does not occur if a system is homogeneous.t cos I t = (et sin t e.4(b). As in Example 1 we use the th . lz(t).2e. This situation can be expressed as a system of firstorder ordIDary differential equations as welL Recall that if there is no external forcing function.1 sin I + e.' sin I e.t cos 1.e.t cos 1)(3) e.elm dx/dt.1 cos 1+ e.e.I sin t + 2e. the secondorder differential equation that models the situation is and · <1>\1) = . because II (t) = 1(1) 11(1) = I(t) + 12 (t) = 3e. differentiation yields I(t) = e. we have dy/dl = d 2x/dt 2 = klmx . t ( e cos I e SIn I d 2x md(2 + c Therefore..e cos ) I et cos I . = (e + <I>(t) fo <I>\u)F(u) du (b) t sin I etcosl Figure 7. = 1dl ~x ~y" m m . with initial conditions Q(O) = I and 12(0) = 3. we graph I(~) = (~~~~~~n/) 4 5 6' {~~:~ parametrically to show the phase plane for the system of non homogeneous equations uSIDg several different initial conditions. c is the damPIDg coefficient. and 1(1) as I > lions affeci Ihese limits? e.t cos t = 3e.
1. (b) E(t) = 90 sin t.01 farad.1 solve each of the following systems for charge and current using the procedures discussed in the example problems. L2 = I henry. Mechanical and Electrical Problems with FirstOrder Linear Systems 4. we found a general solution to be x(t) = c. L2 = L. 12(0) = I amp. (Q(O) = 0 coulombs.(0) = 0 amps.(t) in the twoloop LRC circuit. I sm t = (0) I cos t = = ~i. 12(0) = 1 amp.(O) = Damps.(t) yet) (b) Figure 7. = R2 = I ohm. C = 1/2. . (Q(O) = 0 coulombs.) *9. C = I farad.396 Chapter 7 Applications of Systems of Ordinary Differential Equations 7. (b) E(t) = e. which is the same as the first component of 11. 397 EXERCISES 7.6 COUlomb.I. dt + R 2)1.1/2 • (Q(O) = 10. dI. I. Problems of this type may also be investigated using the phase plane. Using the relationship dQldl = I. 1(0) = 1 amp. _\.·i.I" and the current through the capacitor is It . R2 = 1. R. Because the eigenvalues are A = ~ i. (a) is v. the current through the resistor R2 is 12 . Show that the system of differential equations that models the fourloop circuit shown in Figure 7.(O) = Damps. In Exercises 711. At that time.= x dt I 1=.l. R.6 . Solve the oneloop LRC circuit with L = 1 henry. = R2 = 1 ohm.1 In previous chapters. solve the threeloop circuit using the given values and initial conditions. (b) E(t) = 90 sin t volts. R2 = 3. and (a) E(I) = 0. C = 0.) 8.(t). R. + R.1 farad.(0) = O. sm t + C2 cos t (a) (b) Figure 7.6 coulomb.5 (a)(b). + R. cos t + C2 sin t. c. C = I farad.(t). describe the motion of the object in each quadrant and determine the sign on the velocity dxldt of the object in each quadrant. with L = 1. dt + R.(O) = 0 amps. (b) E(t) = 90 sin I volts. C = 1 farad. damped. (b) E(I) = e. R = 10 ohms. We graph this function for several values of the arbitrary constants in Figure 7.5(a) to illustrate the periodic motion of the mass. L. Consider the circuit made up of three loops illustrated in Figure 7.5 and the corresponding system of differential equations in Example 3. In followmg example.(R. = R2 = 1 ohm. .(O) = 0 amps. C = 1/2. we classify the origin as a center. + R. loCO) = 1.(t).• dy .7 is (. (Q(O) = 0 coulomb. R. Find Q(I).I volts. = 1. and 12(t) in the twoloop LRC circuit with L = 1. dl. co. = I henry. and (a) E(t) = 0. and (a) E(I) = 90 volts. and (a) E(I) = 0. = 2. and (a) E(t) = 0 volts. R. X 2(t) = 0 sm t + = + I = 0. and (a) E(I) = 0. = I ohm.12 and solving the first equation for I" show that we obtain the system L. R = 20 ohms. 1(0) = 1 amp. and I. (b) E(I) = 1200. and (a) E(I) = 90. = R. model this circuit with the threedimensional system: + C2 X 2(t) = ( c.s t + C2 sin t ). c = 0. L. which we solved in Chapters 4 and 5. = I henry. = 1 henry.f. C = I farad. (0).) X(t) = 12.. m J Solution In this case. 12(0) = 0 amps. and (a) E(t) = 90 volts. and (a) E(I) = 0 volts. l(t). with L = 1. = I henry. . C = 1. We graph the phase plane of this system in Figure 7. Over_ damped. let).12 . Solve the oneloop LRC circuit with L = 3 henrys. L. I. · pend ent solutions are X.l. th: "i'd'. the phase plane corresponding to the various situations encoun_ tered by springmass systems discussed in previous sections (undamped. (Q(O) = 10.) 2. L2 = 3 henrys. the displacement of the spring was illustrated as a functio of tim~.) 10.i~~) obtained in this instance. Find Q(t). C = 0. (Q(O) = 0 coulombs. Also notice that (0. let). (Q(O) = 0 coulomb.(R2 dl + R. = (R. the system is Tt=y .) *5.6. 6. and 12(t) in the twoloop LRC circuit. R. R2 = 1 ohm. . An so two linearly inde ( t) cos t and sin (Sin cos t) t . (Q(O) = 0 coulombs.1 = A 2 eigenvector corresponding to A. 7. L4 ~.(R.5(b). L2 = 4 henrys. .1 Solve the system of differential equations to find the displacement of the mass if = I. Using these quantities in the voltagedrop sum equations. (b) E(t) = 2e.)f. 1. 12(0) = 1 amp. = R2 = 1 ohm. 1. R2 = 1. Q(O) = 10. 12(0) = 1. R.6 (a)(b) A threeloop circuit. L. 1. + E(t) 2 L2 dl = R21.. Find Q(I). = R. L2 = L. (b) E(I) = 90. and (a) E(I) = 90 volts.X.)12 + R. = I henry.I • (Q(O) = 0 coulombs. + R212 + R. 0) is the equilibrium point of the system.) 3. so Au C) = (~) + i(~). 1.(t) = = i (I) 0 cos t  (I).) Notice that this system is equivalent to the secondorder differential equation d 2x1dt2 + x = 0. By observing the phase plane in Figure 7.) dx The eigenvalues are solutions of . (b) E(t) = 90 sin t volts. lz(O) = 0 amps.lz . R.)l. = 2. (b) E(I) = 90 sin I volts. and k = I. and 12(0) = 0. Q(O) = 0. *1.I. In this circuit. A general solution is X(t) = (x(t)) = c. C = I farad. and critically damped) are determined.
and k to classify this pomt as a center. x'(O) = yeO) = o.) 28.398 7. and l7 with the initial conditions x(O) = 1._oo Q(t). . *13. In Exercises 1320. R = 80. Find I. Solve the system of differential equations to fwd the displacement of the springmass system if m = I. R z = 80.004. = R2 = 2. e = I. and k = 3/4. is called the permeability of the membrane and describes the ability of the substance to permeate the membrane (where P > 0). and the initial conditions are Q(O) = 0. C = 0. (a) Find the equilibrium point of the springmass system *31. C= 0. !x" 14. Also classify the equilibrium point (0. Solve the twoloop LRC circuit with L = I. or critically damped by rmding the eigenvalues of the corresponding system.(t). overdamped. (t) and determine lim. and K! Is ~ saddle possible? 0 = 0 0 = 0 *21.7 A fourloop circuit. ~Xlf + tx' + ¥x 19. or stable spiral. stable node. Also determine th 0 + 5x' + ~x = 16. : 'J Solution In this case. x" + 6x' Concentration: x~:) Use a graphing device to graph the solutions to Exercises 2S28 SImultaneously and parametrically. 0). 4X 'l *17. = L2 = L3 = 1. Solve the twoloop LRC circuit with L = I. and lim. Use the system derived in Exercise 6 to solve the threeloop circuit shown in Figure 7.. (Q(O) = 10. !x" + 5x' + ¥x = + 9x g. Graph several solutions in the phase plane for this system. and V2 represent the (constant) volume of each solution. Figure 7. ify(t)1V2 > x(t)/Vlo is dxldt > 0 or is dxldt < O? Also. 12(0) = 0 amps. transform the secondorder equation to a system of rITstorder equations and classify the system as un· damped. Solve Exercises 13.(t). = 40. critical damping.) In this system. does the substance move from the side with a lower concentration to that with a higher concentration. How is the equilib· rium point (0. Graph several solutions in the phase plane for this system.Population Problems with FirstOrder Linear Systems C" C" Diffusion Through a Membrane Population Problems C" Mixture Problems (b) Fi~d restrictions on m. 0) classified? How do these values relate to overdamping. (Q(O) = o coulombs. c. underdamped. Find the eigenvalues for the springmass system 27. (Q(O) = 0 c~ulamb.'il Figure 7.. For example. The amount of substance that passes through the membrane at any particular time is proportional to the difference in the concentrations of the two solutions. is dyldt> 0 or is dyldt < O? Using these results. e = 2. C = 1. and V. L. or is the opposite true? "f'. limHoo I. 30.6 coulomb. P. 22. andE(t) = 120 sin t. "'.004. + ~x = 0 tx" + 4x = 15. consider the situation shown in Figure 7._oo I. and underdamping? 24. How is the equilibrium point (0.. c. 23. R. 1(0) = 0 amps. 1(0) = 0 amps. E(t) = 90. 12(0) = 13(0) = O. Solve Exercises 1720 with the initial conditions x(O) = 0. limHoo 12(t).) 0 0 18.'.. Solve the system of differential equations to rmd the displacement of the springmass system given thai m = 1. (Notice that the amount of the substance divided by the volume is the concentration of the solution.2 Chapter 7 Applications of Systems of Ordinary Differential Equations Diffusion and Population Problems with FirstOrder Linear Systems 399 Diffusion and. respectively. R. If we let x(t) and yet) represent the amount of substance at time t on each side of the membrane. C = 0.8 + Sx' + 2Sx = 20. the initialvalue problem that models the situation is x(O) = 2. and k = 112. Solve the oneloop LRC circuit with L = I R = 40 ·cC = 0.. 12(0) = 0 amps. IS.' Suppose that two salt concentrations of equal volume V are separated by a membrane of permeability P.) 29. determine the amount of salt in each concentration at time t if x(O) = 2 and yeO) = 10. !x" + x' Diffusion Through a Membrane (c) Can the equilibrium point be unstable for an choice of the positive constants m.6 if R. and E(t) = 220 cos t. yeO) = 10. and E(t) = IS0e' cost. then the system of differential equations is given by 26. = R2 = 40.8 in which two solutions of a substance are separated by a membrane. + ix = Concentration: ~ II Solving problems to determine the diffusion of a substance (such as glucose or salt) in a medium (such as a blood cell) also leads to fIrstorder systems of linear ordinary differential equations.(Q(0) = 1O6 cau_ lomb. The constant of proportionality.08.004.andE(t) = 120e'sint. !x" limit of these solutions as t . 0) classified? where the initial amounts of x and y are given with the initial conditions x(O) = Xo and yeO) = Yo.'. x'(O) = yeO) = 1. Solve the oneloop LRC circuit with L = 4.) . Given that P = V. ' 25.
. Determine the amount of salt in each tank in Figure 7. and a second C2 ° [(0) (100)] 1/100 ( 100C2etll00 ) 1 1+ e = CletiIOO + c2teI/lOO . we have that Cl = 6 and C2 = 4.. one solution to the corresponding homogeneous system X' = AX is X 1(t) = solution is X 2(t) = [(nt X h (t) = Rate: ' _ _ _ _" 0) Cl ( 1 e Notice that F(t) = ] + CO~) etll00.. we find dyldt to be ~ ~~:=~) tion is 2 Diffusion and Population Problems with FirstOrder Linear Systems = (. so with the method of undeter R Figure 7. ijx(O) 1(xo 10 y(t) = Xo and yeO) = Yo. = (~ _~) X + C~) = AX + F(t). and Yo = 100 lb. __ gal. is not contained in Xh(t). x (a) l In Example 1.(Rate at which salt leaves Tank 1). where XIVl is the salt concentration in Tank 1. The matrix A has the repeated eigenvalue Al = A2 = 11100. X(O) = (l~~). "ii"i. so the volume ofliquid in each tank remains constant. which in matrix form is X' (a)(b).9(b). Using this information. Xo = 50 Ib.jl. C = 3 Ib/gal. rates are given by (volume of liquid)/(time) and concentrations are given by (amount of salt)/(volume of liquid). it flows out. Corresponding eigen.10 if Vl R = 5 gal/min. Notice that the rate at which liquid flows into each tank equals the rate at which.9(a). Therefore.~~D = (66 ~ ~':2~) We graph this solution parametrically in Figure 7. we set up two differential equations to describe ·the rate at which x and y change with respect to time. for which we can find one (linearly independent) eigenvector Vl = (~). Solution In this case. respectively. = ( = (. yeO) = 100. the initialvalue problem is x(O) = 50. we used rates in . so the solu 4 X(t) = 2 4 6 8 (. 400 Chapter 7 Applications of Systems of Ordinary Differential Equations vectors are found to be X(t) 10 Because X(O) Vl = G) and v.9 401 Similarly. De so a general solution is 2t = (~: ~ ~~) = (l~). In general. Ifwe consider Tank 1.allmin and concentrations in ib/gal.'. so tIlOO + C~) (~)et/lOO. Notice that the amount of salt in each concentration approaches 6. The eigenvalues of A y 7. We then graphx(t) andY(I) together in Figure 7 .2.10 in which a salt solution is allowed to flow according to the given information.In deriving this system of equations.. : where the rate at which salt enters Tank 1 is R gal/min x C Ib/gal = RC lb/min. which is the average value of the two initial amounts. and the rate at which it leaves is R gal/min x xiVl lb/gal = RxIVl lb/min. = V2 = 500 4 2 4 (b) 8 t Consider the interconnected tanks that are shown in Figure 7. = (Rate at which salt enters Tank 1) .~ _ ~) are A1 = 0 and A2 = . Ry V2 · We use the initial conditions x(O) = Xo and yeO) = Yo to solve the nonhomogeneous system dx Rx =RC l dt Vl d:=~~ for X(I) and yet). Therefore.10 I. Let x(t) and y(l) represent the amount of salt in Tank 1 and Tank 2.2 mined coefficients we assume a particular solution has the form Xp(t) = a = (:~) . does limt_oo x(t) dy = limt_oo y(t) = + Yo)? Rx dt"=V.~h) = ClG) + C2(  = (~: n. Mixture Problems x(t) Figure 7. we can determine a firstorder differential equation for dxldt with :.
x(O) = 14 and yeO) = 7. 100 200 300 400 500 600 c 403 Diffusion and Population Problems with FirstOrder Linear Systems (.dlOO ~ cztetllOO + 1500 b2y + azx = (b l .12(b).TtedlOO + 1500 .===~ Application of the initial conditions then gives us X(O) = dt = (lOc~C~ ~5~~0) = (I~~). Figure 7. Notice that each function approaches a limit of 1500. This yields a2x + b 2y = (al . we graph several solutions to the system of differential equations for various initial conditions in the phase plane.(rate I eavmg. In ( 5e + I 2e Figure 7 .. we determine the respective populations of these two territories for any time t. Note that in.'.. ' ) dt .IMI 200 In Figure 7. We illustrate several situations througb the following examples. and that at which .2t + 4c2e51 .. Corresponding eigen (!).. so CI = 5 and Cz = 3. Therefore. is there a value of t for which x(t) = yet)? If so. Xp(t) = 100c etlIOO X(t) dx dt = alx  (1/100 11100 dt = bly  G. the initialvalue problem that models the situation is 100 40 Population Problems = Xo and yeO) = Yo are given.2t + 3c2e5t ) e + C2 4 e . We begin by determining the population in two neighboring territories where the . the system of equations that must be solved is : 1 ) .~~) and + 1500 = Xh(t) + Xp(t) = ( cle.. the rate at which population x changes is In this case. az = 4." dP = (rate entenng) . This idea can be extended to problems involving more than one population and leads to systems of ordinary differential equations. + ge 5t).b2)y + a2 x ..az)x + b2y dy 1500 1400 . and the rate at which population Y changes is dy with solution al = 1500 and az = 1500. The solution to the initialvalue problem is t X(t) = (x(t)) = (. = (al . b l = 5. As we can see. Therefore. We graph these two population functions in Figure 7.) D (I) vectors are found to be VI = (_ X(t)) X(t) = ( y(t) = CI I are Al = 2 80 100 X and Az = 5. the solution is X(t) = (X((tt))) = { CI + 4cz . l'fi. . a2X + (b l .. and b z = 3.7.11 In Example 2. (!). which corresponds to . Using the simple principles of previous examples. we graphx(t) andy(t) together.2 0. each problem we determine the rate at which a population P changes with the equation ~= 80 t 1 60 : 20 The eigenvalues of A = 0.4 0. what is this value? Which jUnction increases most rapidly hI' smaller values of t? Determine the populations x(t) and yet) in each territory if al = 5.11.1 0. given that x(O) = 14 and yeO) = 7. The rate at which citizens ofx move to y is a2. The birth rate of x is aJ. all solutions move away from the origin in the direction of the eigenvector Vz = the positive eigenvalue Az = 5. and V2 = Application of the initial condition X(O). so a general solution is 2t (3) 5t _ ( cle.5 c x + 3y . populations x and y of the territories depend on several factors.o + 1500 ) yet) 1400etIIOo . citizens move from y to x is b 2 • After assuming that the mortality rate of each territory is disregarded. = 4x + 2y (! . ::.7 Y 5t 5e ~Z:. which means that the amount of salt in each tank tends toward a value of 1500 lb. and that ofy is b l .3 0.~~) = e~) yields the system CI + 3cz = ~4 .2 Chapter 7 Applications of Systems of Ordinary Differential Equations 402 and substitute into the nonhomogeneous system X' = AX (o0) = + F(t).12(a). 1450e. .a2)x + b2y.cle.'.b2)y where the initial populations of the two territories x(O) so CI = [400 and Cz = [450/100 = 29/2. Therefore. y(c) 140 : J Solution 120 X(c) In Chapter 3 we discussed population problems that were based on the simple principle that the rate at which a population grows (or decays) is proportional to the number present in the population at any time t..
Cl = 5.2 Diffusion and Population Problems with FirstOrder Linear Systems 405 o "fF. A general solution is t + C2( De + c3CDe and the rate at which population y changes is t = cle4t ( Cl e4t 400 and that of z is Using the initial conditions.3 0. the rate at which citizens of z move to x is C2. . and z. and C3 = 1.4) = 0. y. the system of differential equations is : = x + 2y + 3z dy Tt=y 1 TABLE 7.40e t + 2e.2. In Example 4. and that at which citizens move from x to z is a3' Similarly. ( z(t) 63e 4t . and z(t) is similar to that derived in the previous example. so Cl = 63.) If the mortality rate of each territory is ignored in the model. The birth rates of x. Also. The rate at which citizens of x move to y is a2. and z(O) = Zo are given.13 "where the initial popUlations x(O) = Xo.4 t X(t)) (63e4t . and A3 and 4t = C1G)e V3 = = I. x. with corresponding eigenvectors (~} respectively.'·'. respectively.) y(t) = 60e . A2 = I. y(O) = 60. depends on several factors. the solution is 200 100 X(t) = Y(I) 0"1 0..t We graph these three population functions in Figure 7. Determine the population of the three territories if al = 3. Therefore. and C3 = 0 if x(O) = 50. the rate at which citi_ zens of y move to x is b 2 . a3 = 2.3C3 = 50 6C2 = 60.A (I .2 0. we find that 300 { + C2et . b 3 = I. J Solution In this case. these populatIOns mcrease at a much higher rate than does y. Ct + 4C2 + 2C3 = 25 C2 = 10. The rate at which population x changes is VI = = 4. does population y approach a limit or do all three populations increase exponentially? . and Cj.A)(A + I)(A .10e: .' Population problems that involve more than two neighboring populations can be solved with a system of differential equations as well. we can determine the respective populations of the three territories for any time t. Notice th~t although population y is iIritially greater than popUlations x and z. bj. X(t) = Vz G~) =( 30 =(IAi(2A)+3(2)(lA)= 2.6c2 et + 4c2et + 2c3et Cl + C2 . Suppose that the population of " three neighboring territories.2 From dz dt = 2x To x x  y b2 Z C2 1 J Birth Rate y z Because the characteristic polynomial is a2 aj' at i  b3 bt I c)  C1 I + Y + 2z. and that at which citizens move from y to z is b3 . I 2 IA 1 the eigenvalues are A1 The system of equations to determine x(t). and that at which citizens move from z to y is C3" (This information is summarized in Table 7. a2 = 0.3C3et) . G} D. y(O) = Yo.3e. b 2 = 2. and z(O) = 25. b 1 = 4.13. and z are aj. C2 = 3.404 Chapter 7 Applications of Systems of Ordinary Differential Equations 7. y. 05 I Figure 7. y(t).
15 16. yeO) = 10 In Exercises 2326. V. Show that we can model this situation through the system of differential equations 35. Yo = 2. V2 = t x(O) = 8.y(0) = O. solve the radioactive decay model in Exercise 27 with the given parameter values and initial conditions.VY) di= z x(O) = a. Zo = 2 = 5. = 7.2  EXERCISES 7.5. 2._oo X(I) and limtoo y(I). . b2 = 3. and V3 = 25. = 100 gal._oo y(I).z(O) = 34 c. Find limH~x(I). 4. y (t). yeO) = 4 4.Rate:R ~'e R Figure 7. how many grams of Z are eventually produced? 33. V. = V2 = 1. x(O) = 1. C3 = 2. = 6. and lim. and z(O) = zoo Find limtoo x(t) and lim. b = 2. Yo = I. y (t). Yo = 2. = 100. . Yo = 2. = 50 and V. = 1. Zo = 5 40. lim. = V2 = 20 gal.C3 = l. then find lim.yo= l.10 with R = 4 gal/min. V. lim. Describe the corresponding physical situation. =. then find lim. b. = 100. V. a. = 2. determine the amount of salt in each tank at time t. (b) Find lim. C2 = 8. use the tanks shown in Figure 7. yeO) = yo..406 Chapter 7 Applications of Systems of Ordinary Differential Equations 7. Yo = I. R = 4. = V2 = 1. b. and the given initial conditions. V2 = 8. V2 = 2.16 31. = 3 Limin. Suppose that pure water is pumped into Tank I (in Figure 7. yeO) = 10 22.x(O) = 10. Consider the tanks shown in Figure 7. = 7. Xo = 8. x(O) = xo. a = 4. 37. V. a3 = 4. andy(O) = 4. Consider the three tanks in Figure 7. Xo = 2. V2 = 50. and lim. Yo = 10.10 with R = 5 gal/min. = 7. D ConCenlr. x(O) = 0. if a = b. yeO) = 2 30. z(O) = 2 *25.J. : R = 1 gal/min.h = l. V.ltioD r~~~:~R_~_~__' x(l) Volume: VI Tank 1 C y(.) 28. = 10. solve the diffusion problem with one permeable membrane with the indicated initial conditions and parameter values. k = 0._oo =(t). Is there a time (other than 1= 0) at which each tank contains the same amount of salt? 14. Find the limiting concentration of each solution.. k= 2._oo x(t) and lim. V.. = 1. Find lim. In Exercise 27. a2 = 1. a = 1. * 32. k. Solve the problem described in Exercise 17 using the unequal volumes V. Vz = 50 gal. respectively. b = 1._ooy(I). D Rale:R2 . e = 3 Ib/gal. k (Assume that one unit of X decomposes into one unit of Y. x(O) = 0. R. show that if k units of X are added per year and h units of Z are removed. b.5. a3 = 4. x(O) = 5. How do the limiting values of x(I). where a and b are posItive constants. k = 0. b = 1.solve Exercise 11 with V.xo = 2. yeO) = 2 2. * Figure 7. c. = s. = 1. = 20 gal._oo =(t). = 7. dy P (Xv. yeO) = 2. = V. V. b. solve the radioactive decay model in Exercise 31 with a = 1.t? If so. Xo = 10. Zo = 2 In Exercises 3740. C._oo z(t). a. x(O) = 0. . and x(O) = yeO) = =(0) = O. yeO) = 0 p = 6. Xo = 1._oo x(t). P = 0. a. = V3 = 50 gal. = V. b2 = 4. x(O) = 8. Describe what eventually happens to the amount of each substance. = 2. yeO) = Yo. In the reaction described in Exercise 27. a. b2 = 5. 24.15 if . In Exercises 3336. yeO) = Yo. 1 gal. b. b2 = 5. What is the maximum amount of salt (at any value of t) in each tank? Find lim. yeO) = 4. = 2. (a) Determine x(l) and y(I)._oo yet) and lim. x(O) = 2. a. Zo = 1 36.14 8. b3 = 5. = ) ga~ x(O) = 2. = 2. Find x(t). b3 = 8. P = 0._oo z(t)._oo Z(I). x(O) = 0. = 4. and z(O) = zoo Find limt _ oo x(t).) Volume: V2 Tank 2 . = 2.. e = lib/gal. b._oo y(t). h = 0. and h are positive constants. = 6. =0 = I *39. Yo = 2. Zo = 4 = 2.14. = 10. how much salt is in each tank at any time I? *11. what is the halflife of substance XI given parameters to find the population in two neig~borin~ terntories. = 1. *21. a. yeO) = 1 6. = 2. yeO) = 4 In Exercises 78. and the given parameter values and initial conditions. a3 = 7. Determine the amount of salt in each tank at time I if x(O) = yeO) = 4. a2 = 4. 12. = 7. Solve the system of differential equations in Exercise 27 if a b._oo yet). V. = 50 L.::: ax dl l It d . a._oo y(I).16 in which the amount of salt in Tanks 1. = 2. h = 10. = V. x(O) = 1. b2 = 1. x(O) = Xo. lim. solve the initialvalue problem using the y(t) Volume: V2 Tnnk2 Rate Rate:RJ 407 Diffusion and Population Problems with FirstOrder Linear Systems *29. solve the initialvalue problem using the given parameters to find the population in three neighboring territories.by.x(O) = l7. z(O) = 16 34. P = 2. Xo = 4. a2 = 0. yeO) = 4 Figure 7. a = 4. = 4.b2 = l. How do these functions differ from those in Exercise l5? 17. = 8. and the initial conditions x(O) = yeO) = O. (e) Does one of the tanks contain more salt than the other tank for all values of t? *7. b2 = 3. then the situation is described with the system 19.2 In Exercises 16. = 1. Find the amount of salt in each tank in Figure 7. 26. If z(t) represents the amount (grams) of substance Z after I hours. and z(O) = =0.x(l) Concentration C Volume: VI Tank 1 *3. a. How do these limits differ from those in Exercise 27? If k = h. yeO) = b. C. C3 = 4. P = 2. and 3 is given by x(t). b. e = 2 Ib/gal. yeO) = 0. = 1._oo X(I) and lim. = ax . V. = 4 Limin. e = 4 Ib/gal. x(O) = yeO) = 0 RI 9. If x(O) = yeO) = 0. c. V._oo x(l) and lim. Find lim. Determine the amount of salt in each tank described in Exercise 15 using the initial conditions x(O) = 4 and yeO) = O. Do either of the populations approach a fmlte hm. Solve the initialvalue problem to find the concentration of a substance on each side of a permeable membrane modeled by the system ~ 1 = pu.a2 = 9. x(O) = 4. Suppose that a radioactive substance X decays into another unstable substance Y. Use the tanks in Figure 7. where R. C3 = 2. Xo = 7. If x(O) = yeO) = 0 in Exercise 9. How do the limiting values ofx(l) andy(l) compare to those in Exercise 11? 13. b3 = 8. x(O) = 5. a = 6._oo Y(I).. e = 0) and that V. b. b. P = 6._oo yet). and one unit of Y decomposes into one unit of Z. = 7.zo= 2 dz dt = by 38.c2 = 7. Calculate lim. C2 = 1. For how many values of I do the functions x(t) and yet) agree? *15.y(0) = 20 20. a3 = 4.. and Z(I). =0 = 8 27. yeO) = 1 18. If k > h. a2 = 6..b. e = 1 kglL. b = 4. = lO. az = 2. which in turn decays into a stable substance Z.10) at a rate of 4 gal/min (that is. x(O) = 4. R3 = 1 Limin. b3 = 3. h *41. (a) Determine X(I) and y(I). z(O) = 0 l dx = ax dt +k dY=axbu dt " dz =byh dt where a. a2 = 2. b dx . and z(t) differ from those in Exercise l7? In Exercises 1922. Solve the system described in Exercise 31 if a b. what is the limit? 1. yet). V. V. (b) Find limHoo X(I) and lim. Which function decreases more rapidly? 10. and z(t) if R = 5 gal/min. Solve the tank problem described in Exercise 13 using the initial conditions x(O) = 0 and yeO) = 6. Which population is largest at I = I? 23. Xo = 1. Solve the system in Exercise 27 with x(O) = Xo. = 5. a.
di = ax .by) = 0 __ dxy = y( c + dx) = 0' we have x . alb) is classified as a center. c = 3. Describe the effect that the value of P has on the corresponding solution. near the point (3/2. : ] Solution . we notice that as the prey population.bxy.O) = Let x(t) and y(t) represent the number of members at time t of the prey and predator populations. and the BonhoefferVanderPol (BVP) oscillator. Therefore. {ax + bxy x(a . we have J(c/d. 0) and (c/d. At this . Graph the solution in each case both parametrically and simul ~ . The Jacobian matrix of the nonlinear system is J(x.) Suppose that the positive constant a is the birth rate of x(t). As we follow one cycle counterclockwise beginning. x(O) = xo.bxy dy di = (UP//Bellman) . alb) = and that c > 0 is the death rate of y. we assume that the number of interactions is directly proportional to the product of x(t) and yet). Note that an interaction increases the growth of the predator population and decreases the growth of the prey population. (Examples of such populations include foxrabbit and sharkseal. which leads to an increase in the population of the prey. Notice that all of the solutions oscillate about the center. so that in the absence of the predator dx).17. yeO) = Yo a2 x + (b l Nonlinear Systems of Equations 409 populations indicates that a predator overtakes a member of the prey population. Near (0.masssystem. Similarly. yet). x(O) = Xo.2 = ~ i V. Then. describe what eventually happens to x(t) and y (t).25. yet).0 or y . alb). we Because these eigen (a~/b b~/d). y) = Biological Systems: PredatorPrey Interaction haveJ(O. b2)y where b > O. because an interaction between the two (~ ~c) with eigenvalues At = candA2 near (c/d. wrote first text on mathematical biology.3  dx di = . Nonlinear Systems of Equations cy + dxy.alb and Solvmg 0' = y = 0 or x = c/d.5. x(t).0).408 Chapter 7 Applications of Systems of Ordinary Differential Equations (a) Find lim. and (d) P = 2.. born in Ukraine._~ x(t) = limt~ yet) as t~ taneously. yeO) = Yo· cy + dxy r Biological Systems: PredatorPrey interaction r Physical Systems: Variable Damping Find and classifY the equilibrium points of the LotkaVolterra system. 1) (see Figure 7. because the prey population is too small to supply the predator population. the predator population decreases. and (a) P = 0. Can these functions increase simultane 42. with eigenvalues AI . (b) Detennine a condition so that x(t) > yet) as t > "'. we classifY (0._~ x(t) and limH~ yet). values are real with opposite signs. American biophysicist. Investigate the effect that the membrane penneability has on the diffusion of a substance. Find a condition so that yet) is an increasing function. first slightly decreases (is that really possible?). 7.a2)x dy dt = ously? (d) If VI = V2 and a = b. x(t). which indicates that dy _. and d = 1. When does lim. Suppose that VI = V2 = I. and predator. The equilibrium points are (0. b = I. *43. To include these interactions in the model. Several special equations and systems that arise in the study of many areas of applied mathematics can be solved using the techniques of Chapter 6.0.. the number of interactions between predator and prey affects the number of members in the two populations. x(O) = I. In Figure 7. ax . (e) P = 1. respectively.18). the rate at which x(t) changes with respect to time is + bly (al . the rate at which y(t) changes with respect to time is Are there possible parameter values so that the functions x(t) andy(t) are periodic? Are there possible parameter values so that the functions x(t) and yet) experience exponential decay? For what parameter values do the two populations experience exponential growth? dy di = where d> O. In addition to these factors. yeO) = 2.. for example. Similarly. the VanderPol equation that models variable damping in a spring. 0) as a saddle. so the point (cld.!X = a. These include the predatorprey popUlation dynamics problem. and then increases until the predator becomes overpopulated. we show several solutions (which were found using different initial populations) parametrically in the phase plane of this system with a = 2. cy in the absence of the prey population. near dx =ax dt di= (a ~/y 4 10 12 x Figure 7_17 Typical solutions of the LotkaVolterra system.0. These solutions reveal the relationship between the two popUlations: prey. the predator population. These equations and initial conditions form the LotkaVolterra problem dx l Alfred James Lotka (18801949). Solve the initialvalue problem oo? l tb: dt = (e) Find a condition so thatx(t) is an increasing function. alb). increases. (b) P = 0.
because the number of predators becomes too small to control the prey po _ ulation.'./L(x 2 .I)y. where /L is a positive constant. Therefore. the equilibrium point is (0. At (0.4)/2. r We find the eigenvalues of J(O.2 = (/L ± V > 2.= ~ (b)!1= 1 CC)!1=~ (d)!1. energy is fed into the system when there are small oscillations.3 411 Nonlinear Systems of Equations point. . (We omit the case when /L = 2 because the eigenvalues are repeated.I)y = O· From the first equation. "f'. On the other hand. We find the equilibrium points by solving J(x. 0) as an unstable node. in Figure 7. and positive for the large oscillations. Physically. '~ I Solution How does the period of a solution with an initial point near the equilibrium point (c/d. This system models variable damping because /L(x 2 .410 Chapter 7 Applications of Systems of Ordinary Differential Equations 7. damping is negative for the small oscillations. Dutch applied mathematician and engineer. (UPIIBettman) { y' = y = x . 2 Hence y' = x" = x . so we classifY (0. Notice that if /L . 0) is an unstable spiral point.) In Figure 7. The Jacobian matrix for this system is Physical Systems: Variable Damping In some physical systems. and energy is taken from the system when there are large oscillations. x(t) :~ 2 4 6 (Prey) 6 4 2 8 10 12 14 x \!~!~t~!t~ 2 Ca) YCt) (Predator) 4 6 x 8 10 12 14 t (b) (e) (b) Figure 7. we see that y = O.19. 0) by solving 1 IA I 1= A2  /L . we show several curves in the phase plane that begin at different points for various values of /L. if 0 < /L < 2. Find and classifY the equilibrium points of the system of differential equations that is equivalent to VanderPo!'s equation. On the other hand. Hence (0. A "differential equation that models this situation is VanderPol's equation x" + /L(x 2 ./L(x 2 .I)y' which is solved using an initial position x(O) = Xo and an initial velocity yeO) = x'(O) 2 = Yo· Notice that /L(x . 0)./L(x . Substitution of y = 0 into the second equation yields x = 0 as well.20 we graph the solution that satisfies the initial conditions x(O) = 1 and yeO) = 0 parametrically and individually for various values of /L..1) represents the damping coefficient. the eigenvalues are a complex conjugate pair with a positive real part. 0). Notice that for small values of /L the system more closely approximates /L2 .'. Ixl > 1. which has roots AI .I)x' + X = 0. we see that all of the curves approach a curve called a limit cycle. alb) compare to that of a solution with an initial point that is not located near this point? y=O { x . y) = (1 \. so the corresponding system of equations is X' Balthasar VanderPol./L(x 2 .A /LA +1 =0. We can transform this secondorder differential equation into a system of firstorder differential equations with the substitution x' = y. This indicates that the system undergoes "negative damping" for small oscillations and "positive damping" for large oscillations.= 3. then both eigenvalues are positive and real.X}' . 0) = ( 1 ~. Therefore.1) < 0 when 1 < x < 1 and /L(X2 . In each figure.18 Ca)(b). which is represented by a closed curve in the phase plane. the number in the prey population becomes overpopulated and the cycle r~_ peats itself. the fact that the system has a limit cycle indicates that for all oscillations the motion eventually becomes periodic.1 < x < 1.19 Ca)!1.1) > 0 when r:1 > I.I. we have the matrix 0 J(O.I)x' = x ./L(X~ 1»)'  (d) Figure 7.).
= C2 = 1.y)x.C . (a) Suppose that a = b = 2 and G = k (k = constant). The phase paths of the LotkaVolterra model 4 4 (d) (e) l dx=axbXY dl 4 dy = _cy dl (I) + dxy dy dy/dl cy + dxy . where a and b are constants. Compare these graphs to the corresponding solution curves for the equation x" + x = O. a2 = c. (a) If a.aC dl dC dt = b(l .c. =~ (i) f. If a = b = 2 and G = k. = = C2 = 1.x represents the interference that occurs when the prey popUlation becomes too large. b = I. and the constants a\. az.G). Are they similar? Why? y 4 4 4 EXERCISES 7. + k2! (k2 > 0). The national economy can be modeled with a nonlinear system of diffurential equations. and G = k. 4 2. . In this model. = 2.1 and f.L ~. y Y 4 separable equation to find an implicit equation of the phase paths. a.L = 0.3 that of the ~armonic oscillator because the damping coefficient is small. show that there is no equilibrium point if k2 2: ! for the national economy model in Exercise 3. Consider the predatorprey model 4 4 4 x ~ I = (a. .x . y (I) the predator popu1ation.L =1 (g)(h) f. = b. f'md and classify the equilibrium point.L = 2 (k)(I) f. a simple model of the economy is l EI.L =! (e)(f) f. (b) If a = 2. 4 4 ' yet) y 4 y 4 413 Nonlinear Systems of Equations 4 4 4 4 4 4 x 4 (1) (k) (j) Figure 7. Find and classify the equilibrium point. If I represents the national income.001. = c.L = 2 (a2 + C2 X )y where x(t) represents the prey population. are gIven by dx = dx/dl = ax _ bxy . locate and classify the three equilibrium points. Describe the economy under these conditions.412 Chapter 7 Applications of Systems of Ordinary Differential Equations 7. = 1.L.L = 3 4 (b) 0~. b. classify the two equilibrium points.20 (a)(b) f. and G the rate of government spending. The curves are more cITcular than those for larger values of f.20 continued 4 4 (a) yet) (j) f. C the rate of consumer spending. bi! ell 2 C2 are all positive.L (i) =± (c)(d) f. dy dt = 4 (g) (b) Figure 7. *3.b. (b) If a2 = 2. Solve thIS .L = 0. the term b. 4.3 (t) 4 ot 1. ~~:I' (c) Graph several solution curves in the phase plane for the VanderPol equation if f.
d 2uldOZ + u . Consider the conservative system d xldt = f(x) in whichfis a continuous function. (See Exercise 5. dy = Vex) dt (b) Find the equilibrium points of the system in (a). (a) Use the substi tution dxidt = y to transform d 2x/d/ 2 = f(x) into the system of firstorder equations 1~ = y . f(x) dx so that V'(x) = f(x). feu) duo 12. (b) Show that I . dl 16. (iii) F(x) .fx(x.x' . .) (c) Solve the equation in (b) to find the paths. Thus x 2 + y2 = I is a limit cycle. In a mechanical system. Use Lienard's theorem to determine which of the following equations has a unique limit cycle: (a) 17. Determine the Hilbert number (or a restriction on the Hilbert number) for each system: l dx=1O dt (b) dy =5 dl (c) dx = y2 _ 2xy d/ dy _=x2 + y2 dt j l~ = x . Hn '" (n .)/2k. j dy dl =g(x..) Use separation of variables to show that paths are t y2 . (d) What is the equilibrium point of this system and how is it classified? How do the paths in (c) compare with what you expect to see in the pbase plane? 8. where e is a constant. H2 '" 4. and Hn < 00.. Several of these numbers are !mown: Ho = 0. w. Finding the maximum number of limit cycles of this system. and is concave down for x> O. 1 . then Lienard's equation has a unique limit cycle. (See Exercise Il. y(l) = IIVI *11. (b) Vex) = X _x 3 . Show that with the cbange of variable u = V. dV2 Use Bendixson's theorem (see Exercise 13) to show that this system has no limit cycles. and V potential energy. jdx = y . Graph several paths in the phase plane of the system. u = IIr. Transform this equation into a system of firstorder equations. Consider Lienard's equation d'xldP + f(x) dxldt + g(x) = 0. (b) d'x dl' gM2 (Rx). wbere f is a function representing force per unit mass that does not depend on dxldt. wbere k and" are positive constants (k is very small).ku 2 = ". and (iv) g(x) is an odd function where g (x) > 0 for all x > 0. HI = 0. If the system is conservative. Show that tbe paths in the phase plane of x" + sin x = 0 satisfY the firstorder equation dyldx = (sin x)ly. Describe the physical significance of these points.y where P and Q are polynomialS of degree n. the system has a center at the corresponding point in the phase plane. dt = 415 Nonlinear Systems of Equations dx = xy2 dl ~ =y F(x) 10. where K = 1/2 m(x) (dxldt)2 (m is a positive function) and V = Vex). which indicates that 1/2 m(x)(dxldt)2 + Vex) = E. y) + gy(x. 6.y2) (a) Show that (0. *19. where Q'(u) = V(x)/V. 8(1) = I + b so that X(I) = UYI + ae. x = a (for some a > 0). Find and classifY the equilibrium point of the linearized system. e> 0. Graph several paths.)._ooy(l) to show that all solutions approach the circle x 2 + y2 = I as 1> 00. (a) Write this secondorder equation as a system of firstorder equations. + 3x 2dx dl +x' = 0 ~ =f(x. (a) Write the equation d 2xldl 2 + k 2x = 0. 9. I *15.r') { d8ldl= I . dy di= Q(x.. the system has a saddle at the corresponding point in the phase pLane. :too monotonically for x> a.. (See Exercise 6.y). 13. as a system of firstorder equations. (See Exercise IS.v'1 . dx di = x 3 j + x + 7y dy 2 dl=XY + feE . Show that this equation can be written as the system j dy di = x + y(1 _ x2 _ y') . (b) Show that x = r cos 8.here F(x) = f d'x d? + e{l dx . Cons. 0). Consider the nonlinear autonomous system + x(1 (c) + ae. ClassifY (0. x2 + (c) Show that this system has solution r(1) = lfY I + ae 2'. (d) Show that the paths in the phase plane are )y2 + Vex) = e.3 Applications of Systems of Ordinary Differential Equations + 5y 7 dy 7 4 .' where g is the gravitational constant. is increasing.~oox(l) and Iim. The voltages over the deflection plate in a sweeping circuit for an oscilloscope are determined by solving j l dy dl = g(x). 0) is a center in the linearized system. Suppose that a satellite is in flight on the line between a planet of mass M. and its moon of mass M 2 . 0) is an equilibrium point of this system. l dy dl 14. dx = _y dt 7.1)/2 (if n is odd). has been investigated as part of Hilbert's 16th problem. Use this theorem to determine if the given system has no limit cycle in the phase plane. Do these graphs agree with your result in Exercise 5? *7. 21.y).4k. which models the simple barmonic oscillator. Use the observations made in Exercises 1920 concerning the reLationship between the local extrema of V and the classification of equilibrium points in tbe phase plane to classifY the equilibri urn points of a con2 servative system with (a) V'(x) = x . and r and 8 are polar coordinates. . Let E and s be positive constants and suppose thatf is a continuous odd function that approaches a finite limit as x + 00.Y dy di=y+1 dx di =x (d) 1 I 0. 20.. X(I) represents the displacement from the position x = O. Suppose that Vex) = V.2t sin (I + b). .k 2x = O. Consider the system of autonomous equations (a) sV. y = y sin 8 transforms the system to the (uncoupled) system dr/dt = r{l .cos X = e.) Lienard's theorem states that if (i) F(x) is an odd function. called the Hilbert number H.= lOx +y dt . The distance x between the satellite and the planet satisfies the nonlinear secondorder equation x" = _gM. then the system has no limit cycle in R.y) Bendixson's theorem (or negative criterion) states that if.x 2 )di + x = 0.der the system of equatIOns . suppose that x(t) represents = x2 + Sy dV. Represent this secondorder equation as a system of firstorder equations. which are a constant distance R apart.. wheref(x) and g(x) are continuous.2. Consider the relativistic equation for the central orbit of a planet. What is the physical significance of these points? (c) Use the chain rule and dx/dt = y to show that dy/d/ = Y dy/dx. then the total energy E of the system remains constant during motion. K kinetic energy. (See Exercise LS. cos (I + b). (b) Show that paths in the phase plane satisfY dyldx = k 2xly. In this case.. Repeat Exercise 7 for the equation d 2xldl 2 .x dt dy di=3x.. Find and classifY the equilibrium points of this system. (ti) F(x) is zero only at x = 0.W.) What are the paths in the phase plane if Vex) = tx 2? How does this compare with the classification of the equilibrium point of the corresponding system of firstorder equations? Notice that if V has a local minimum at x = a. x = a.y) . This means that an equation of the form d 2x/dt 2 = f(x) is a conservative system.I. (a) position at time t.414 Chapter 7 5. (d) Calculate lim. y) is a continuous function that is either always positive or always negative in a particular region R of the phase plane. The differential equation x" + sin x = 0 can be used to describe the motion ofa pendulum.W dx this equation becomes d 2uldt 2 + Q'(u) = 2 2 18.V2 ) dt = sv2 + feE  (b) « dx = P(x.) What are the paths in the phase plane if Vex) = !x'? How does this compare with the cLassification of the equilibrium point of the corresponding system of firstorder equations? Notice that if V has a locaL maximum at x = a.
Why? Write this equation as a system. (b) Graph the direction field associated with the system and then ap. yeO) = 0 X' = x(a y( c by). where R is the radius of the brake drum. { I.= TI 1 Q(O) oscillate periodically.a2)x dt LRC Circuit with One Loop 28. and sgn (x) = 0. dOldt > 0 and 1/2 I(dOldt)' = FRO + C. Follow the steps below to prove that y. (d) Use the relationship in (c) to show that the paths in the phase plane are I121(dOldt}' = FRO + C. (c) Follow steps similar to those outlined in (a) and x = TI iT0 x(t) dt. ( 0 R y1+T + bly Q(O) = Qo. d (a) Show that 71 (In x) = a .) + y(1 .x _.LC Q is periodic.In(x(O)) = (b) to prove that E(t) LRC Circuit with Two Loops . Use this fact to solve the pre· ~ fy(t) dt. We saw that solutions to the LatkaVolterra problem: X' {y' Population of Two Neighboring Territories [ECtion 7_ 1 1 (Hint: it (In x) = f. *23. x> 0 wheel.(X2 _ I)y . = I dx = (al . x(T) = x(O).!. dOldt. tude of x(t) and yet) depend on the initial conditions.2) V2 Mixture Problem with Two Tanks dx Rx =RCdt VI .21 x" I I dxl dt =p(~~) dx2 = dt V2 p(~ VI VI _.by(t)) dt to obtain In(x(T)) .b3)y + C3Z 1Section 7.b rY(l) dt. 1. Find Xo > 0 s. where the period T and ampli.(X2  I)x' +x = X' =y 0. 26. Yo. (b) What are the equilibrium points of this system? (c) Show that d 20ldt 2 = dOldt didO (dOldt).x(l . dz = a3x + b3y + (CI  C2  C3)Z PredatorPrey (LatkaVolterra system) dx di= y I dx = ax . The BonhoefferVanderPol (BVP) oscillator is the system of ordinary differential equations : =x. Which of the following physical systems are conservative? (a) The motion of a pendulum modeled by 2 2 d x/dt + sin x = O. Recall that because x(t) is perio odic.a3)x dy = a2 x dt dt . x = O.by. = cld and y = alb. z = Zo is an invariant set.31 Diffusion through a Membrane vious equation for + b2y + C2Z SpringMass System I d a2 . 1/2) is the circle x 2 + y2 = 3/4 in the plane z = I12.b2 .416 Chapter 7 Applications of Systems of Ordinary Differential Equations 22.. x(O) x iT T (a) Show that Yr(x 2 + y2 = I. a = c = I and b = 1. Assuming that the force due to friction depends only on the angular velocity of the wheel. Consider the system { X' = y . we have I d 20ldt 2 = .1/6 x 3) = O.by) iTyet) dt dx = (a I dt RI x(t)) dt = o aT ..y2 _ Z2) y' = Z' = 0 x (a) Find and classifY the equilibrium points of this SYstem if l(t) = 0.. In symbols. dOldt < O. (b) Show that a solution with initial point (xo. this statement is represented with (b) Integrate each side of Z2 = Xo + dx). F is the frictional force. (c) A springmass system that includes damping.x 2 .E. How do these fmdings differ from those 2 of d xldt 2 + k' sin x = O? 25. What are these paths? 24. 27.Z2).J.. then locate and classifY its equilibrium points. { y' = x _ p. 1/2. + (b l . x<O (a) Let dOldt = y and transfonn this secondorder equation into a system of firstorder equations.bxy dt + dxy dy = _cy dt VanderPoFs Equation (System) 1Section 7.x 2 . yeO) = Yo' dy = a2 x dt dQ =1 dt dl I 71= .b2)y Population of Three Neighboring Territories = Qo. dy = _.(x 2 l)y { x(O) = Xo. I is the moment of inertia of the I. 1(0) = 10 dQ = __I_Q .y2 . zo) remains in the plane z = zoo Therefore. + Z2) = 0 if x2 + y2 + 2 so x + y2 + z2 = I is called an invariant set. (c) Show that the limit cycle for the solution with initial point (1/2.12 dt RIC 0 rea . Consider a brake that acts on a wheel.(0) = 10 iT I I x=T ox(t)dtandY=T oy(t)dt. Confinn your result graphically. 417 Chapter 7 Summary :=~~ + p. y dt m m 71 (In  ! + E(t) dI2 = _ R2 I Q dt LC L 2 1 + (b l .o that the solution to the initialvalUe problem = y y' = x. The equation d 2xldt 2 + k 2 sin x = 0 that models the motion of a pendulum is approximated with 2 2 d xldt + k2(X .FR sgn (dOldt) to describe the spinning motion of the wheel. proximate the phase plane by graphing severa! solu_ tions near each equilibrium point. Volterra's principle states that the time averages of x(t) and yet) remain constant and equal the corresponding equilibrium values. (b) A springmass system that disregards dsmping and external forces.3 y + 1(1) I : = c(x + a .
CI2 is dichlorobenzene. (e) Find lim. (a) x" + 2x' + x = 0.dzy)? 3. I I ~ [2 ~  ~ r: . d l = 0. = 3.0045 0. the mole fraction of dichlorobenzene. underdamped. Solve the oneloop LRC circuit with L = 3 henrys. 2. Q(O) = 10· coulomb. MlT Press. overdamped. = R2 = I ohm. (b) E(t) = e.xy affect the equatIOn dy/dly(e .* IfxA(O) = 1 andxB(O) = 0. Is there a relationship between the temperature and the time at which XB(t) > XA(I)? = k. Find conditions on the positive constants a. (a) Find and classify the equilibrium points of the system if a = I. d" and d z so that (a) the system has exactly one equilibrium point in the first quadrant and (b) the system has I + Samuel W BodmaI4 The Industrial Practice of Chemical Process Engineering. where HCI is hydrogen chloride. + HCI. C. then (n7T. b. = 5. yeO) = 4. C = 3 Ib/gal. c. With this assumption.45 Tt=y dy = by dt _.H4 CI2 + CI 2 > C. and (a) E(t) = 0 volts.C1 2 + HCI C.k2xB 55°C 70°C 0. and yeO) = 10. = 2. and (a) E(t) = 0 volts.d 2 y).055 .'10). tion when the predator population y (I) is not present. Competing Species The system of equations *13. R = 10 ohms.Cl. Solve the threedimensional population problem with a.d1x .. b~ =:'. 2. a2 = I. (d) Show that if n is even./z volts.. V.b. x(O) = 10.75. and the ratio a/kis much larger than c/d. andy(O) = 8.x . MA (1968). 10. and C. (a) Make the substitution dx/dl = y to write the equation as the system ' k. = 4.. a k. b" b2 . 40°C where XA is the mole fraction (dimensionless) of benzene and XB is the mole fraction of monochlorobenzene. d.d1x . 4. and k2 have been determined experimentally.r volts. Transform the secondorder equation to a system of firstorder equations and classify the system as undamped. R. R = 5/3 ohms. I. a2 = 2.:' suddenly removed? (Hinl: How does the term d. 12 (0) = 0 amperes. b2 = I. (e) Determme the fate of the species with populationy(t). (hr') kz(hr') ~?'Il'"'r£" I I 0. = 2 C2 = 8.0965 0. = I. 9. = R2 = 1 ohm. (b) Graph several solutions by using dIfferent millal ~opul~ti~ns p~a:netricahy in the phase plane. Graph XA(t) andxB(t) simultaneously for each temperature. where n is an integer.5. (mT. a2 = I.. (a) Find and classify the equilibrium points of the system if a = I. overdamped. d" and dz represent positive constants. and yeO) = 10. = 3. 0) is a saddle. = 4. Investigate the behavior of solutions of the twodimensional population problem with a. C. bh b2 . Cambridge. b2 ~ ~.ferent~al Equ'atio~s 'at Work: . b2 = 4. (b) E(t) = 120 volts. andy(O) = 20. or critically damped by finding the eigenvalues of the corresponding system. C = 3/2 farads. e. the system is : 1d: = x(a . = I.418 Chapter 7 Applications of Systems of Ordinary Differential Equations CHAPTER 7 REVIEW EXERCISES 1. dx/dl(O) = yeO) = O. dx/dt(O) = yeO) = 1.. 1(0) = 0 amperes. V.. where a. x(O) = 4. Investigate the behavior of solutions of the twodimensional population prohlem with a. Solve the mixture problem with two tanks (see Figure 7. = V2 = 80. = 1 d = 0 75 and d = 2. underdamped. Q(O) = 0 coulombs. Therefore we will neglect it..XA .D.usmg dIfferent ffil I I II I I I tial populations parametrically in the phase plane. and d z = I. b l ~ I. Suppose that the predatorprey model is altered so that the prey population X(I) follows the logistic equa.H. (b) x" + 4x' + :Ix = 0 *7.55 0. Experimental data indicate that the formation of trichlorobenzene is small.1 farad. Solve the twoloop LRC circuit with L = 1 henry. and k are positive constants. C = 0. is trichloroben2ene. e.1. What ha:ppens to the species with ~opulation ~(I)? Wh~t happens to the species with population y (I) If the species With populatIOn x(t) . 12(0) = 0 amperes.XA dx dtB = 12. x(O) = 20. ~: 1 *11. We give these constants in the followingtable. and (a) E(t) = 120e . j The rate constants k. 1824. = 6. Solve with the initial conditions x(O) = 0. competing for a common food supply.H. Compare your result to (b). so we assume that xc. b.XA . e = 0. (b) E(I) = 120 cos I volts. represented by X(I) and y (I). (b) Graph several solutions by.!I sin x· L tb) Show that the equilibrium points of the system are if n is odd. (a) x" + 4x = 0. is found with Xc = I .if. 14.b 2 y) = y(e . 419 Differential Equations at Work k. b. (b) E(t) = 120 sin t volts. a. (production of Monochlorobenzene) The Ajax Pharmaceutical Company has often thought of making its own monochlorobenzene C6 Hs CI from benzene CoH. R.. Find and classify the equilibrium points of this system. The formation of trichlorobenzene is neglected.XB' dx *3. = V. C = 1 farad. C = I farad. b l = 2. Transform the secondorder equation to a system of firstorder equations and classify the systems as undamped. b. Q(O) = 10· coulomb. b2 = 1. Solve the twoloop LRC circuit with L = I henry. '* where a.67. and (a) E(t) = 120 volts. I .412 1. . solve the system for each of these three temperatures. A. (b) x" + 4x = 0 6._ro x(t) and lim. Solve with the initial conditions x(O) = I. Q(O) = 0 coulomh. x(O) = 5. x(O) = 4.CI. so the rate equations are given by 5. 1(0) = 0 amperes. with R = 4 gal/min. and z(O) = 8. 0) is either a stable spiral point or a stahle node. b. 8.. The nonlinear secondorder equation that describes the motion of a damped pendulum is d 2x/dl 2 + b dx/dt + giL sin x = O. = I. pp. then (n7T. Solve the diffusion prohlem with one permeable membrane with P = 0. Solve the oneloop LRC circuit with L = I henry. and chloride CI2 (with a small amount of ferric chlo· ride as a catalyst) instead of purchasing it from another company. The chemical reactions are C 6H6 + CI 2 > C6H sCl + HCI C6 HsCl + CI 2 > C6H. or critically damped by finding the eigenvalues of the corresponding system._ro y(t) if both x(O) and yeO) are not zero. (c) Show that I I~rxf . can be used to model the popUlation of two species. 0).H. ' c.
X2(0) = 3.5. X2(0) = 3. Show that the equilibriwn solution of this system is (die. and xzCO) = 2. Determine limr_~ Xl (I). Compare the results with those of (5). 2. Suppose that XI(t) repre_ sents the SIze of thIS base level population and let X2(t) represent that of the second level in the food chain. ~tants a.bxi .I I . However. limr_~ X4(t). 13. and it enhances that of X2(t). Repeat part 3 using XI(0) = 1 and X2 (0) = 2. which feeds on the base level. where we let X3(t) represent the size of the population at the third level. d. we obtain the I I g X. At how many values of t does XI(t) = X2(t)? .corresponding physical situation.h. Compare the solution to that obtained in 4. CI = C2 = C3 = 1. If we fish at the base level at rate h. and (8). What is limt_~ X I(t)? What is limH~ X2(t)? Describe the . C = 2. d = 1. XI(O) = 1. The food chain in the ocean can be divided into five trophic levels.d3X4XS CIX3 =  el Xs + e2x4 x S Notice that we asswne each level benefits from an encounter with a member of the next lower level. e. = alxI . b = 4. How does harvesting affect the populations? B. 5. b = 4. limt_~ X3(t). 15. we model this situation with 12. = e2 = e3 = 1. XI(O) = 1. b = 4. c = 2. Then the system becomes • J. a. a2 = a3 = 1. b = 4. b I = b2 = b3 = I. Compare the solution to that obtained in (10). (e) Is it possible to choose positive c Xl = axI . C = 2.X2 .CXIX2 {X2 = dx2 + ex. and d = 1. d = I. c. xit) that at the fourth level. and X2(0) = 2. and xs(t) that of the fifth (or top) level. and d2 so that each population grows without bound? If~n Illustrate graphically. and xs(O) = 12. h = 1. In addition. Compare the solution to that obtained in (6). limH~ X4(t).bxi . = Xs + C2X2X3 . Nwnerically solve the system using the initial popUlations XI(O) = 3 and X2(0): 2 and graph these functIons on the same set of axes. bj. Suppose that al = 10. 10. b2. limH~ X2(t). Let a = 36. 17. Suppose that al = a2 = a3 = 1. an interaction between members of the first two levels of the food chain prohibits growth of X I(t). = d 2 = d3 = 1. where the base level is made up p~marily of seaweeds and phytoplankton. How does harvesting affect the popUlations? 7. h = 10. Volume 153 (Feb. Repeat (5) with h = 26. h = 4.CXIX2 . Suppose that a this case? = 36.bd)/(ce)). Compare the results with those of (5) and (7). = aIXI . In the absence of the second level. (t). Raloff. and X2(0) = 2. = 2. The system becomes Xl = axI . and limr_~ xs(t)? Describe the corresponding physical situation. b I = b2 = b3 = 1.bxi . "How Long Will We Go Fishing for Dinner?" Science News. and xs(O) = 12.a3 x l x 2 . X4(0) = 10. 9. XI(O) = 2. XI(O) = I and X2(0) = 2. Repeat (13) with a. d = 1. Nwnerically solve the system using the initial populations and graph these functions on the same set of axes. How does this form of harvesting affect the popUlation sizes? I I ~ ~ rl k ~ . Repeat (5) with h = 20. Let a = 36. This situation is modeled with the system X. Let a = 36. d = 1. X4(0) = 10. Suppose that we consider all five trophic levels in the food chain. limr_~ X3(t). C. d 1 = d 2 = d3 = 1. 6. Detenrune limt_~ x. Compare the solution to that obtained in (10) and (11).86. b = 4. limr_~ xzCt). 1998). c = 2.a3xIX2 X2 = bIX2 + b2xIX2 . Repeat (5) with h = 25. Repeat (13) with system I II I I I I . XI(O) = 1.a2xi . 0. Suppose that we harvest the second level at the rate h.420 Chapter 7 Applications of Systems of Ordinary Differential Equations 421 Differential Equations at Work no equilibriwn point in the first quadrant. X3(0) = 8. 8. Compare the results with those of (5).b3X2X3 X3 + C2X2X3  = C}X3 C3 X 3 X4 dIX4 + d2X3X4 . Suppose that we harvest the base level at the rate h. 14.b3X2X3 X3 j x~ = Xl = axI . e) = e2 = e3 = 1.h {X2 = dx2 + eXlx2. (ae . Nwnerically solve the system using the initial populations and graph these functions on the same set of axes. Suppose that we fish at the third level at rate h = 8. d I .X2' 1. p. 4. C = 2.CXIX2 {X2 = dx2 + ex.d3X4XS = elx5 + e2x4 xS x~ = Xs 16.C3 X 3X 4 dIX4 + d2X3X4 . XI(O) = 2. 7. Therefore. X3(0) = 8.a2x i . = C2 = C3 = 1. and limrro xs(t)? Describe the corresponding physical situation. asswne that X2(t) decays exponentially without the food supply of the base level. Food Chains* 11. h = 4. = 10. asswne that Xl (t) follows the logistic equation. What is the equilibrium solution in 3.h l X2 = bIX2 + b2xIX2 . Let a = 36. (7).
pp. Boston (1989). If H is the rate at which heat is generated by the reaction and VS(T) is the rate at which heat is removed from the system by a cool· ing system. a stream of chemical C flows into the tank of volume V. where Tin is the temperature at which the chemical flows into the tank. pp. Computational Methods for Process Simulation.B1T Because ol (Rat? that ) Rate of chan e ) . then we have the differential equation '" Applications in Undergraduate Mathematics in Engineering. Sup. C = (Rate m of C) . Mathematical Association of America. 2. we balance the heat of the reaction with Rate of Change) ( of heat content Heat rel~oved) y coo mg q and HV T . 175182.C dlsappear~ .VS(T) + HVk(T)c. and products as well as residue flow out of the tank at a constant rate q.· = (Rate in of heat) . where the constant of proportional. y reac"on Let Cp be the specific heat so that the heat content per unit volume of the reaction mixture at temperature T is CpT. suppose that the chemical C changes into products at a rate proportional to the concentration c of C. k(T) = Ae. tion. 122125. I I I I I I I I "" .21 423 Differential Equations at Work Chapter 7 Applications of Systems of Ordinary Differential Equations 422 qCpTin . Show that the equilibrium point of this system satisfies the equations ContinuousFlow Stirred Tank Reactor Chemical Reactor V c' .qCpT.Vk(T)c. Macmillan Company. W Fred Ramirez. ( of amount by the reaction we bave the differential equation' 1. Show that if V is constant.c) k(T)c.c = ck(T) Consider the continuousflow stirredtank reactor shown in Figure 7. dT Pdt = Flow Rale q Concentnltion c Tcmperarure T VC Tonk Figure 7.(Rate out of C) . New York (1967). The equations in (1) and (2) form a system of nonlinear ordinary differential equations.Tin = Cck(T).II Flow Raleq Concentration cin Temperature Tin BVolume V C.21. pose that a concentration Cin of the chemical C flows into the tank and a concentration C flows out of the tank. 3. Butterworths Series in Chemical Engineering. In this reac. Solve this equation for dT/dt. then this equation is equivalent to dc/dt = q/V(Cin . ity k(T) depends on the temperature T.(Rate out of heat) _ (b In I• + (bHeat pr~duced). Solve the first equation for c and substitute into the second equation to find that HVCin II I I I I II I d dt (Vc) = qCin . In a similar manner. q p if we assume there is no cooling system.qc . In addition. Because the reaction is continuous the composition and temperature of the contents of the tank are constant and are th~ same as the composition and temperature of the stream flowing out of the tank.
similar techniques can be used. In previous courses. . we might be able to use power series to find a solution. . + a. is a function of t. even ifl(t) it not a smooth function.. a o are constants.. into an algebraic equation that can often be solved to obtain a solution of the differential equation.1. anin) + an_linI) + . divide. then n previous chapters we investigated solving the equation an(t) yfn) + anl (t) ylnl) + . and discuss several of its properties. an. I Similarly. as when the equation is a CauchyEuler equation. multiply.. If the coefficients an. _.1 8 The Laplace Transform: Preliminary Definitions and Notation 425 is usually difficult... laplace is probably most famous for his contributions to astronomy and probability.. y' + aoY = 0. D. In this chapter. Introduction to the LapLace Transform [I!J The Laplace Transform: Preliminary Definitions and Notation r Definition of the Laplace Transform r Exponential Order r Jump Discontinuities and Piecewise Continuous Functions r The Inverse laplace Transform We are already familiar with several operations on functions. the situation is more difficult.. For example. .y' + aoy = f(t). In this section. In some cases. which transforms the differentiable function F(t) to its derivative F'(t).. + a . iff is integrable on an interval containing a. we learned to add. + a . Definition 8_1 Laplace lransform Let f(t) be a function defined on the interval (0.1. we can find a general solution of the equation by first finding a general solution of the corresponding homogeneous equation [f(X) dx Pierre Simon de Laplace (17491827) French mathematician and astronomer (North Wind Picture Archives) any!n) + anl ytnll + .. . the operation of integration transforms the integrable function f(t) to its integral. +00). However. the Laplace transform.(F(t)) = F' (t). In cases when f(t) is not a smooth function. however. we discuss a technique that transforms the differential equation. published in 1812. . implementing methods like variation of parameters to solve the equation 424 The French mathematician Pierre de Laplace (17491827) introduced this integral transform in his work Theorie .e{f(t)} = fes'[(t) dt. an. subtract. as when f(t) is a piecewisedefined function. .8. ao are not constants. In all of these cases.nalytique des probabilites. Definitiol1l of tlte laplace Tral1lsform and then finding a particular solution of anyfn) + an_1y lnl) + . The Laplace transform of f(t) is the function (of s) I I . In other cases. o I provided that the improper integral exists. the function f(t) has typically been a smooth function. and compose functions. Another operation on functions is differentiation. (t) y' + ao(t) y = f(t) for y. We saw that if the coefficients an. we introduce another operation on functions. + aI/ + aoy = f(t).
Therefore.st t dt = lim o st _te= lim M)oo ( S fM e.426 Chapter 8 8. Compute 5£ {f(t)} if f(t) = 1.'.s>a. lim [e... we often use the notation 5£{f(t)} = F(s) to denote the Laplace transform off(t). then limM_~ e (sa)M = O. lim [esM(s sin M s + 1 M?~ 1=0 + cos M) 21.' F(s) 427 The Laplace Transform: Preliminary Definitions and Notation F(s) = 5£{f(t)} = f~ e. as illustrated in Example 3. Then du = dt and v = e stls.a . t dt 0 M)oo I'=M) + lim 1 fM e.3t } and (b) 5£{e 5/}. 5£{sin t} Compute 5£{f(t)} iff(t) = eat.st . s . ~ = 5£{f(t)} = (3» "ii. "Ei"".. s > 5..SM)CQ. 0 MYX> (a) 5£{e.1] = O. We will fmd that the domain of most functions is s > a. Recall that we eVa!u~ ate improper integrals of this form by taking the limit of a definite integral: f~ f(t) dt = D The formula found in Example 2 can be used to avoid using the definition. note the Laplace transform of the function named with the corresponding smalliette The Laplace transform is defined as an improper integral. sa SQ To compute F(s) = 5£{f(t)} = f~ est t dt we use integration by parts with u = t and dv = e st dt. We use the capital letter to de. es' = If s "F'..1] = 21.'. we use a table of integrals or a computer algebra system. (Why?) Therefore. 1 dt = lim [ __e_ M7~ 0 S M>oo 1=0 To evaluate the improper integral that results. S +1 Compute 5£ {f(t)} if f(t) = t. l. If s .'. f~o e.= . (Otherwise.3t } 1/(s .) .oo If s > 0.=.S (0  1) = 5£{sin t} = 1... we would have to use integration by parts twice.s.'.st .' : JSolufion F(s) = 1/(s  : ] Solution "i·..1 Introduction to the Laplace Transform Because the Laplace transform yields a function of s. s > O. where a is a constant..st sin t dt = M)oo lim fMe . SM).sM  I] = 1. the limit does not exist) Therefore..S' s > O. ..2 . so the domain of 5£{I} is s > O.lim [esM(s sin M s + 1 M~~ limM_~ e sM(S sin M ]t=M + cos M) . Compute 5£ {sin t}. F(s) s> 3.(s sin t M)oo S + 1 Notice that the limit in Example I does riot exist if s < O.. This means that 5£{ I} is defined only for s > 0. 1. este at dt 0 t=O = = f~ e(sa)t dt 0 1) ..••1 Compute (a) 5£{e.dt o .I. Otherwise.5). = 5£{f(t)} = f e.'.st sin t dt 0 = lim [ . M'1 00 + cos t) lif'..I = 5£{f(t)} = r o M'1 OO S  es'f(t) dt a = r = 21 + cos M) .oo S  a I) ( 1) sa 1 sa .0 . (e (sa)M hm . (e (sa)M F(s)=5£{f(t)}=hm .. and (b) 5£{e 5t } = : ] Solufion I l'1m [sM = e 1] . so : ") Solution .M). [ e (sa)t]t=M = hm  [ > 0. lim fM f(t) dt...a > 0.. limM_~ e sM = O.st dt t=O M+oo S 0 . ) Solution = I/(s + 3). st]t=M = lim fMe.
2e.f(t) is of exponential order. limM~oo e.2(I/[s .sM = O. (See Exercise 64. the definition of the Laplace transform can be difficult to apply. For example.. F(s) = . Therefore.=!J In the next sections.2. on e Interva function g(x) defined by g(x) = { .:e{g(t)}..428 Chapter 8 8. If x > I is a piecewise defined function.2) (shown in Figure 8. For what values of s do the trallsforms in Example 6 exist? ~j'.:e{l} = 6(l/s) = 6/s. 4 . 2) and then I I. we say that the .t } = 5. and for integrals..:e{af(l) + bg(t)} = fest(af(t) o + bg(t)) dt = a (OOes'f(t) dt Jo +b feSlg(l) dt = a. if we wanted to calculate .. where n is any nonnegative integer.1 (a)(b). Let a and b be constants. C> 0. .:e{e.:e{1} . this property is II A functionf(t) is of exponential order (of order b) if there are numbers b.x) = limJ(x). Similarly. . Hence. We are familiar with linearity properties through our work in calculus with derivatives and integrals. tions fCt) and g (t) exists. f(x) 6 We can use Definition 8. fCt) = I/t grows too rapidly near t = 0 for the improper integral e s'f(t) dt to exist and f(t) = e t' grows too rapidly as t > 00 for the improper integral fa e s'J(t) dt to exist.:£{f(t)} Jump Discontinuities and Piecewise Continuous Functions + b. For both f and g. Because PROOF OF THEOREM 8. is discontinuous when x = n. we will see that the Laplace transform is particularly useful in solving differential equations involving piecewise or recursively defined functions. F'Igure 8 . For derivatives. which means that As we can see. lim (x 2 lim f(x) = xtl x+l 0 2 4 (b) Calculate (a) .x. we would have to integrate by parts n times.:e{5 .. For .(1)]) = 5/s ..1 Introduction to the Laplace Transform = 1 I' (stlt~m) O 21m e t=O' S The Laplace Transform: Preliminary Definitions and Notation 429 (a) .> 1) = ~.2 to show that if limt_oof(t)e bl exists and is finite. We present the following definitions and theorems to better understand the types of functions for which the Laplace transform exists.:e{ In} with the defiilltion. a difficult and timeconsuming task. Then. the limit of the definite integral f':ff(x) dx does not exist as M > 00. and suppose that the Laplace transform of the func. f(t) is not of exponential order.1 Linearity Property of the Laplace Tran_sf'_o_r_ID_ _ _ _ _ _.1 (a) . M+oo If s > 0. the graph shown In . : I Solution ..s > S 0~ O. the 0 S1 Sx < I th· I [0 . ) example the function f(x) = { X2 + I._ oo f(t)e bl = +00 for every value of b > 0. (b) .. if if x < 2.sM s M+r:T.:e{f(t)} g(x) + b.) Theorem 8. I(a. 6 x + 1) = 2 '* 3 = lim+ (4 ..:e{g(t)}.:e{5 . x)l xJol the limit limx_l f(x) does not exist andf(x) is not continuous if x = 1. Exponential Order In calculus we saw that in some cases improper integrals diverge.2 Exponential Order J g (x) dx. and T > 0 such that bl If(t) I S Ce I I fort>T.l(b)).2/(s + 1). We will investigate other properties of the Laplace transform so that we can determine the Laplace transform of many functions more easily. ===..t } = 5(1/s) . it is J [af(x) + bg(x)] dx = a J f(x) dx +b Definition 8.. if x S 1 WIth .:e{af(t) + bg(t)} = a.' recursively by the relationship g(x) = g(x . (b) . We begin by discussing the linearity property. r.t } Agure 8.:e{f(t)} = ~ lim (e.:e{6} = 6. which enables us to use the transforms that we have already found to find the Laplace transforms of other functions. we may believe that the Laplace transform may not exist for some functions. if lim. For example.2e.:e{6}.
' e s'J(t) dt converges for s > b. assuming that f(t) is a piecewise continuous function on the interval [0.Ii. a < c < b. but unequal. we have Definition 8. s .inuous on the finite interval [a. if the onesided limits limrc+ f(t) and lim f+ c .) if I f(t) is piecewise continuous on [0. limM~oo e(sb)M = 0.b> 0. . +co . > b. .2 We need to show that the integral I. However. b except at finitely many points at which f(t) : has a jump discontinuity. there are functions such as f(t) = t..fhas a jump discontinuity at t = c.430 8. I:=:.1 Chapter 8 Introduction to the Laplace Transform discontinuities are jump discontinuities because the left.1/2 that do not satisfy the . so M+oo F(s) = .and righthand limits both " exist at the points of discontinuity but are unequal. < < : ] Solution Theorem 8. we write the integral as {es'JU) dt = {es'J(t) dt + fes'J(t) dt. co) and of exponential order. Is f(t) = { t. The fact that e s'J(t) is piecewise continuous on [T. O:=:. Because f(t) is a piecewise continuous function on [0. Because there are constants C and b such that If(t) I :=:.e s'J(t) dt lif'"i.. I 431 The Laplace Transform: Preliminary Definitions and Notation the sum of integrals over which e s'J(t) is continuous. t pIecewIse contmuous on .'. Note: In this textbook.:e{f(t)} = {f(t)e. lim e. Ce for the constants b and C. Notice that because f(t) is a piecewise continuous function.2 gives a sufficient condition and not a necessary condition. typically we work with functions that are piecewise continuous and of exponential order. r. . pIecewIse contmuous on [0. bf Ce .1). Notice that Theorem 8.Ms = 0.. = M [ e(Sb)f]f~M e(sb)1 dt = C lim . i continuous at every point in [a. exists because it can be written as Ifs > 0. 't 0 t 4 >. in the exercises we explore functions that mayor may not have these properties. (0) and· that it is of exponential order b for t > T. 2]7 Is f(t) = t. if s .f(t) is a finite value different fromf(b).4 Piecewise Continuous A functionf(t) is piecewise con1. co) and that it is of exponential order b for t > T.2 Sufficient Condition for Existellce of . s > O.. also exists for s > b. I~ e s'J(t) dt. J6e s'J(t) dt. O:=:. [ eSf]t~M hm . Because both of the integrals J6e Sf f(t) dt and I'Te s'J(t) dt exist.:elf(t)} Suppose that f(t) is a piecewise continuous function on the interval [0.3 Jump Discontinuity Letf(t) be defined on [a. ' I e (sb)T : _ b 's T e s'J(t) dt:=:. hI iff(t) is .4S  1). 2 t< 1 .:e{f(t)} = 1s (2e. A functionf(t) is piecewise continuous on [0.Sf dt = f(l)e Sf dt + fesi dt 0 0 4 = eSf]f~4 [s t=O + . ..:e{f(t)} exists.f(t) are finite.f(t) has a jump discontinuity at t h ifJim'~b. I Find the Laplace transform of f(t) = { I. F(s) = .b l=T f = C lim M~oo T = = _~ lim (e(sb)M _ e(sb)T). Then. o 0 T bf where T is selected so that If(t)1 :=:. . N] for all N> O.. t :=:.:e{f(t)} exists for s > b. I:=:.MYX> S . . F(s) = . C> O.'•• 1I(t.bM+oo Then. b]. [D)? { 1/(t . co) is also used to show that the second integral. so is e $1/(1). In other words. M+C1:J S r=T PROOF OF THEOREM 8.. t < I . f(t) has a jump discontinuity at t a if limHa+ f(t) is a finite value different fromf(a). We use the defmition and evaluate the improper integral using a sum of two integrals.. so If Definition 8. converges. The first of these integrals. First. values.
(s + 2)4' (s+2t L Find . Definition 8. At this point we reverse the process: Given a function F(s) we want to fmd a function fCt) such that . (d) F(s) = 6/(s + 2)4. We denote the inverse Laplace transform of F(s) with Theorem 8.1 at the end of this section. if such a function exists.el{F(s)} and ... (b) Note that .el{F(s ..el{F(s)}.1 Up to this point....ets2 : 4J Just as we use the linearity of the Laplace transform to fmd ...2tr3.. then . "F''''''N..a)} = eatf(t). For example. : J Solution Ii ". f(t'f= .e{sin 2t} = 2/(s2 + 22) = 2/(S2 + 4).e{e2tt3} = _ _6_ so . the second row of the table indicates that ' . ..el{F(s)} + b.el{6/s4 } = t 3. (b) F(s) = 2/(i + 4).9 S2 + 25· + 16). we were concerned with finding the Laplace transform of a given function..6).(d)NoticethatF(s) = 6/(s + 2)4 is obtained from F(s) = 6/s 4 by substituting (s + 2) for s. .el{_ _ 6_} = e.1)/[(s . the same is true for computing . With this in mind.432 Chapter 8 Introduction to the Laplace Transform 8.'.el{lI(s .1/ + l6]} = et cos 4t... is useful in finding the inverse Laplace transform of a given function.el{(S ~ 4)} and .6)..4 Linearity Property of the Inverse Laplace Transform Suppose that . (e) F(s) = 6/s 4 . Then. we can make use of the linearity property to determine the inverse Laplace transform.el{G(S)}.. that satisfies . hypotheses of the previous theorem for which the Laplace transform can be found..el{2/(S2 + 4)} = sin 2t.el{aF(S) + bG(s)} = a. If the functions are not in the forms presented in the table on the inside cover of the book or in Table 8..el{4!1s5} = t 4 and the ninth row shows that . so .e {f(t)} = F(s).el{F(s)}. Such a table of Laplace transforms. Theorem 8.10). (a) Because .1 at the end of this section. 433 . given on the inside cover of this textbook as well as in Table 8.e{r3} = 3!/s 4 = 6/s 4 ...6)} = e6t.I Find the inverse Laplace transform of (a) F(s) = l/(s .i..e {f(t)} for many functions!..5 Inverse Laplace Transform The inverse Laplace transform of the function F(s) is the functionf(t). (See Exercises 62 and 63.el{F(s)} in the corresponding lefthand column.el{(S .) The Inverse Laplace Transform The Laplace Transform: Preliminary Definitions and Notation ... . we can compile a list of functions with the corresponding Laplace transforms. there is a onetoone correspondence between continuous functions and their Laplace transforms. (b) F(s) = 7/(S2 (e) F(s) = 51s . Therefore by the shifting property.e{fCt)} = F(s).. if possible. In the table. we look for F(s) in the righthand column to findf(t) = . This example illustrates shifting in the variable s.. 'if'.'/1 Find the inverse Laplace transform of F(s) = 2s ..e{e 6t } = l/(s .e{fCt)} = F(s) exists. .2/(s . (e) Because.'M' Find the inverse Laplace transform of (a) F(s) = lIs 3. As we mentioned.'..3 (Shifting in s) If . co) and that a and b are constants.el{G(S)} exist and are continuous on [0.
eI{ (s+l) }_.t cos 2t  2"I e. Then. In each case. b WIse contmuous functlOn of exponenbal order.!. (0) and of exponential order b. 5t.el{. Doing so.6) = 2 "* 3 0.'.eI{_S} _ 9.t sin 2t. A more comprehensive table is found on the inside cover of this textbook. 2.'{ 2s s .eI{~} = ~+~ The Laplace Transform: Preliminary Definitions and Notation The following theorem is useful in showing that the inverse Laplace transform of a function F(s) does not exist. ing .a)2 + k 2. s s + 2s + 5 s6 }. lim F(s) 0."'. we can compute the Laplace transforms of a large number of frequently encountered functions.el{F(s)}."5 L lim F(s) S)"XI Find .4s 2 + 8 }.. Sometimes we must complete the square in the denominator of F(s) before fmd. (a) F(s) = .5 to determine if we have made an error in our solution process.el{ (s + 1) . Does . 5t . .. TABLE 8. we may use Theorem 8.el{ 2 s S2 + 8s + 16 } exist? Using the properties of the Laplace transform discussed here and in the exercises.I (s + 1)2 +4' Therefore.1 :1 Solution . (b) lim F(s) S')OO "* = lim _. 9 sm . S3 (b) F(s) = S2 : ] Solution Notice that many of the forms of F(s) in the table of Laplace trans· .1 f(t) laplace Transforms of frequently Encountered Functions F(s) = X{f(t)) itt) F(s) = X{f (t)) L Find. so F(s) is not the Laplace transform of a pieces>oo wise continuous function of exponential order.. s s>o n! 7" s>o .el{_S} _ 2.'1 For the following functions.el{(3s + 1)/(S2 + = lim .e1{_1} ~+~ ~+~ Theorem 8. we find that s s S2 + 2s + 5 (s + Ii + 4 (s + I) .e{f(t)} = O.434 Chapter 8 Introduction to the Laplace Transform 8. forms on the inside cover of this book involve a term of the form S2 + in the de· nominator.5 = 2. Through shifting... . we must write it in the form (s + I) to find the inverse Laplace transform.1.e. Determine . determine if F(s) is the Laplace transform of a piece." "". this term is replaced by (s .I } S2 + 2s + 5 (s + 1)2 + 4 J Solution + 16' (a) lim F(s) = lim 2s/(s s+<Xl S+IXl "* .+ 16 S+OO O. . We obtain a term of this form in the denominator by completing the square. 8')00 16)}. This yields e s S2 + 2s + 5 (S2 s s + 2s + I) + 4 Because the variable s appears in the numerator.el{ 2 } (s + 1)2 + 4 2 (s + Ii + 4 = e.1 lists the Laplace transforms of several of these frequently en· countered functions. "E·._s_ _ = s.e1{_5} S2 = 2 cos + 25 5 S2 + 25 Suppose that/(t) is a piecewise continuous function on [0. Table 8. 00 In later sections. ..eI{ 435 s } _ .
f(t) = { 0 if I > 1'/2 sin lifO :S t:S 21' 10. (Shifting Property) Suppose that ~(f(t)) = F(s) exists for s > a. I? 10 1.k 2 = (s  The laplace Transform: Preliminary Definitions and Notation + 41 cos 4t 54. f(t) = cos kt (d) ~ 58. The Gamma function. s S2 _ k 2 eat (sa)~ cosh kt (s . f(l) = il sin 31 (c) f(l) = 56. ~(e tl2 t 2) Table 8. t? 3 + 2. f(l) = I 21 34.sin A sin B to assist in finding tbe Laplace transform of the following functions.. f(l) = 4 = 8 cosh 4t Figure 8..k + 2t=(f) *29. (The series diverges otherwise. f(t) = 21t 2. f(l) = t sinh 7t *51. Compare your results with those found in Table 8.1 Laplace Transforms of Frequently Encountered Functions F(s) = :£{f(O} e a' sa f(t) k sin kt S2 +~ s cos kt S2 sinh kt cosh kt F(s) = ~{f(m tne at . Find ~(COS2 kt). '.2. verify that ~(sin t) = I/(S2 In Exercises 2655.la ) to verify each ofthefollowing. f(t) = { 0 if I > I COS I if 0 :S I :S 1'/2 9.2 to sketch the graphs of ~{e2. f(l) = 61 4 e.a)'  Ie' In Exercises 2025.a)2 . .) to verify each of the following.1 cont. f(l) = if 0 :S t :S 2 if t > 2 {~ ifO:St:S1 ift> I I .2 ' sinh I 53.4 ' 17. 59. 20.I if 0 :S I :S I 8. Recall that the sum of the geometric series a + ar + ar2 + ar' + . 48.ik.I. k a)2 437 verify that ~(cos t) = s/(s2 k eat k S2 .j! to F(s) 16.la ) and sinhkt = 1(ela . f(t) = e 5' (a)(b). 26. = al(1 .r) if \r\ < 1. f(t. dl.sin 2t) 13.436 Chapter 8 Introduction to the laplace Transform TABLE 8. ~(e' sin 21) 21. f(l) = cos 51 38. 7e' 4. f(l) = 16e 2 ' 42.2' sin 71 2.a .. I? 2 0< I< 5 5 + cos 31. f(l) = 8 cos 3t 5.1 or the table on the inside cover of this textbook. 30. Figure 8. x> O.a)2 . f(l) = e 2f cos 4t k (s .2(b) shows the graph of its Laplace transform F(s) = ~(f(I)).. ~(e3tt) 25.2 49.. + I).t} 24. f(l) = (' sin 2t 61. f(t) = 2e' 14. + 1'14) + 1'14) cos(t + 1'16) (a) f(l) = sin(1 (b) f(l) = cos(t 55. O:S 1< 2. recall that the Maclaurin series for f(l) = e f is e' = 1 + I + 12/2! + l'/3! + . :£(e' cos 31) 22. f(t) = { 0. Use the Maclaurin series cos I = 1 + sin 51 33. Use the definitions cosh kt = ~ (ela + e. f(t) = sin 41 f(t) 1 41. 3. f(t) = e. f(l) = 28e' EXERCISES 8. use the definition of the Laplace transform to compute the Laplace transform of each function. s>a + k2 (b) :£(e a' sin kt) n! (s . f(t) = { 0 3t 12·f(l) = { 0. f(t) = I {I. f(l) = 12 sinh 61 ~(ea. (b)f(t) = t l12 • . :£{ e .a)'  Ie' Sa (s . Take the Laplace transform of each term in the series and show that the sum of the resulting series converges to ~ (e').) = ~ (I)"lln+1 57. 39. f(l) = 18e" 40. f(t) = { 0 if I> 21' I . Use the definitions cos kt = 1/2(e 'la + e 11a) and sin kt = 1I2i(e 'la . o 1. f(t) = 2 sin 2t *7.e. 27. (c) :£{ e a ' cosh ":t} _ s . f(t) = t cos t *15.7 ' 35. sin 5. f(t) = = O:S t < 10. Use the result of Exercise 62 to find the Laplace transform of (a)f(l) = t. t? It.a)"+1 sin fa eat cos let Sa (s . Use the definition of :£ (ea'j(I)) to show that :£(ea'j(I)) = F(s . f(t) = 18e" 32. Use the identities sin(A + B) = sin A cos B + cos A sin Band cos(A + B) = cos A cos B .a)2 +Ie' sinh kt k e a. *63.e. f(t) (a) ~{cosh kt} = ~ s .) Also. + 1"ln! + . f(l) = 7 e 6 ' sin 21 50. is defined by Show that rex) = ~(I·) = rea + l)/s·+I.(s . 1. a> 1.. I cos 71 52. f(l) = 2e. rex).. f(t) = I cos 31 46..1I2 .!(lll and :£(e''j(t)}. f(l) = 15 e.a).1 In Exercises 116.k 2 18. cos kt) = sa 2 2 (s . f(l) = sin kt I 6. f(l) = 31 sin I 47. (d) f(t) = sin(t r + 1'16) 62. Use Figure 8. ~(e2' cos 41) 23. f(t) = e' sinh I sinh kt) 60. (a) ~(ea. Ca) Cb) 43. f(l) *3. n = 1.1 or the table on the inside cover of this textbook to compute the Laplace transform of each function. f(l) = e 7 ' cosh *45. use the result of Exercise 19 to compute the following.2(a) shows tbe graph of a functionf(t) and Figure 8. f(t) = I sin 71 k (b) :£{sinh kt} = S2 _ ~ I). f(l) = I'e 4t *37.3t 44.k 2 (I)"Iln "?o (2.a) + k 3 r 5 . t 2 e. f(t) 8. 0 < I < 3 *11. f(l) = j(2t . f(l) = 17 36. use properties of the Laplace transform and 28.l e . Use the Maclaurin series sin I = ~o (2n + I)! to + k2 19.
Letf(t) be a piecewise continuous function on the in· terval [0. we have = j(0) + s:£{f(t)} = S:£{f(I)} .f(O)] .e{f(t)} . Use the results of Exercise 91 to rmd the given function. (s 74.~ S2 .21 (b) Show that ~l{tanl(als)} = (sin at)lt. We begin with the first derivative. s *69. S2 + 4s + 8 *89. (s 70.fn(t)} and then limn_o·F. Continuing this process.2 Introduction to the Laplace Transform tan1m} + 10 (b) PROOF OF THEOREM 8..sf(O) . s2 _ 14s *83. In Exercises 6789. S2 . tanleta  J.Chapter 8 438 64.14 *79. This leads to the following corollary to Theorem 8./.2 to show that if lim.6 Laplace Transform of the First Derivative IJ :£{f'(I)} = S:£{f(I)} .f(O) . compute the inverse Laplace transform of 66./. s. (b) Give an example of a function f(t) of exponential order b for which limroo f(l)e bl does not exist. wise continuous function of exponential order.. s2+Zs24 86. S2 .si and dv = /'(t) dl. Now we make the same assumptions of/. Graphically determine if the Gamma function is of ex· ponential order.6 for each integral.(0).) 80. Solving InitialValue Problems with the Laplace Transform 18. ee).6 to develop an expression for :£{f"(I)}: :£{f"(t)} = s:£{f'(t)} .f'(O) = S2. S2 + ~ 2)2 439 (b) Use these results to find ~I{1/[(s2 + a 2 )(s2 + b 2 )]} and ~1{s/[(S2 + a 2 )(s2 + b 2 )]}. (a) Use the linearity of the Laplace transform to compute ~{a sin bl . where n is any positive integer. I. and!" as we did offand/" respectively. 00) that is of exponential order b for t> T. (e) Is every function F(s) the Laplace transform of some function f(t)? Why? 97. (These formulas (a) 71. 96 . s 67.6 and use Theorem 8. Then. (c) Describe limn_o+ In(t). Theorem 8. s2: 16 + 56 Solving InitialValue Problems with the Laplace Transform Suppose that f(l) is continuous for all I 2: 0 and is of exponential order b for I > T. . 65. for s > b ~I{(S2 + 1~~:2 + 16J S2 I 82.Zs + 50 + Zs + 37 s+2 88. (b) Show thatf(l) = e " is not of exponential order. (s .4s s7 + 35 81. S2 J.6 F(s)=~ s+ I (d)F(S)=~ S2 + I 94. < In < ee. (c) Isf(t) = tn. and ~. in the statement of Theorem 8. Determine if F(s) is the Laplace transform of a piece. Show that h(t) = f~ feu) du is also of exponential order._oof(t)e bl = +00 for every value b.14s + 50 90. (s _ 5)6 I 91. (a) Use Dermition 8. we complete the proof by using This is the same integration by parts formula shown in the proof of Theorem 8. L et 'C)t In = {lin. if if I> n tS n. I 68. we can construct similar expressions for the Laplace transform of higherorder derivatives. S2 + + I IZs can be verified in a table of Laplace transforms or with a computer algebra system. (a) Graph '()t ~or In n = 10.I *87.f(O). s + 5 I 15s tanleta 92. 93. + 6)3 *75. S2 _ Zs + 37 s+I + 48 12 +2 s. (a) Computef(t) = "el{tanl(lls)} with n ~{I"f(I)} = (I)" dnlds F(s) in the form (n= I) f(t) = = _+~l{~ F(S)} _+~l{~ In this section we show how the Laplace transform is used to solve initialvalue problems. To do this we first need to understand how the Laplace transform of the derivatives of a function relates to the function itself.cos al}. _2_1s +9 76.s4 s (c) F(s) = 4s 2 s s . + 61 I IZs ~ts2 + 10~)(S2 + (a) F(s) = .b sin at} and ~{cos bt . Also._oof(t)e br exists and is finite.(s).6. of ex· ponential order? Why? 95.6 assumes thatf' is a continuous function. (b) 4 73.. /0. Using integration by parts with u = e. (c) Show that ~I{l12 + b)ls) + 112 b)/s)} = (sin at cos bt)lt. Is In(t) of exponential order? Why? (b) Evaluate foln(t) dt and limn_ o+ foln(t) tit.5s . (a) Show thatf(t) = t 3 is of exponential order.3)' s+3 78.7 S2 . Are you surprised by the result? Explain. Is this limit a function? " (d) Calculate Fn(s) = ~{.. s2 _ IZs 77. _ _ 1_ 72. Determine values of C and T that show that f(l) = (sin t cos 2t)lt is of exponential order t. S2 _ 4~  I 85. suppose that f' (I) is piecewise continuous on any closed subinterval of [0. Can you prove your result analyti· cally? Does the Gamma function have a Laplace tranS· form? Explain. 0S 0. f(t) is of exponential order and if lim. 8.(0) = s[s:£{f(t)} . Proof of Theorem 8. If we use the assumption that/' is continuous on 0 < 11 < 12 < . S2 + 6s + 5 84.f(t) is not of exponential order.
and 3..4y = e 4'.1'nl)(O)..4y} = !£{e 4t } 1 !£{y'} .yeO) = sY(s)..4!£{y'} = s2y(S) . .4y'} = !£{y"} ... !£{f(")(t)} = sn!£{f(t)} .4sY(s) + 4y(0) = o. we must determine a partial fraction decomposition of Yes) to obtain terms for which the inverse Laplace transform can be found. then for s > b I !£{f(')(t)} = s'!£{f(t)} .4y') = !£{O}.7 Laplace Transform of Higher Derivatives Solving InitialValue Problems with the laplace Transform 441 : . n .4(sY(s) . we use the following steps: 1.4· If we substitute s = 0 into this equation.4 Yes) = s(s .s·I/(O) . y'(O) = Let Yes) = !£{y(t)).2 Corollary 8..yeO)) . Solving for Yes) yields I yes) = (s _ 4)2· By using the shifting property with !£(t) = Ils2. Therefore. yeO) = 3. Typically. Then !£{y" . Because !£{y" .4)Y(s) = 3s  4.4 = A(O .. We now show how the Laplace transform can be used to solve initialvalue problems.4sY(s) + 4(3) = 0 or s(s .4) + B(O) or 4 = 4A so that A = 1. +00) for i = 0. . we have 3s . when we solve an initialvalue problem that involves yet).4~ = s _ 4 !£{y'} !£{y} 1 (s .4 = A(s . yeO) = o. Because !£{ y'} = sY(s) .sy(O) . Solve the resulting equation for !£{y(t)} = Yes). ential equation. I. we find that Solve the initialvalue problem y' . if 1'1}(t) is a continuous function of exponential order b on i [0.:!+_B_ s(s4) s s4· MUltiplying both sides of the equation by the denominator s(s . if we substitute s = 4.y'(O) . we have 3s . Applying the initial conditions yeO) = 3 and y'(O) = 8 results in the equation s2y(S) .y'(O) . 2.4)· If we expand the righthand side of this equation in partial fractions based on the two linear factors in the denominator of Yes)..4!£{y} = s ..sy(O) .4). . 00). How is the solution changed if yeO) = I? In many cases.4y' • ] Solution = 0./(nI)(O) ~ !£{y"} The advantage of this method is that through the use of the property we change the differential equation to an algebraic equation that can be solved for !£{f(t)}. Similarly.1 and1"l(t) is piecewise continuous on any closed i subinterval of [0.4 3s4 =. we have + Bs. Solving for Yes).S"I/(O) . Determine yet) by computing the inverse Laplace transform of Yes). More generally.. Compute the Laplace transform of each term in the differential equation.4)Y(s) = s . : 1 Solution We begin by taking the Laplace transform of both sides of the differ.. 8.. we obtain !£{y' . "fi".s/(n2\0) .8 . so . . we find that 8 = 4B so B = 2.3s .yeO) . we have 3(0) . !£{y'} and !£{O} = 0 (why?).S1'"2\0) . the equation becomes s2y(S) .· ' Solve the initialvalue problem y" .440 Chapter 8 Introduction to the laplace Transform 8.4) I ~Y(s) :.
s(s . + (S3 + 4s)Y(s) = s.4A.2 10 + 2S2 + 2s . so 5s 2 + 20s + 6 6 I = .D)s .s(s + 1)2 S S+ 1 s. so  .y'(O) + 2[sY(s) .y'(0) = 2.442 443 8.Q.y"(0) = 10.!. The partial fraction decomposition of Y(s) is 2 5s + 20s + 6 =:i s(s+I)2 s Finding the partial fraction decomposition of the righthand side. and C = 9. we obtain +~ + __ C_ s+1 (s+I)2' so mUltiplication on each side of the equation by s(s + 2s 3 .C+D= 0 4A + 4B .8 A B Cs + D =="'="= .2 Solving InitialValue Problems with the laplace Transform Chapter 8 Introduction to the laplace Transform A partial fraction decomposition involving a repeated linear factor is iJlustrated in th following example. we obtain the system [ 2S2 + 2s .8 = A(s .*.".y(O) = 2.4s . s(s + If 10 + 4~ = 9 +  (s + 1)2' with solution A = 2. Then ~~ 5£{y"'} + 45£{y'} = 5£{IOe'} 3 (S2 + 2s + I)Y(s) = i + 5s + 20 s 2 (S2 + 2s + I)Y(s) = 6 + 5s + 20s s 2 s Yes) .I = (A + B + C)S3 + (A .. A+B=5 2A +B s MUltiplying each side of the equation by s(s .4s .I 2s 3 . ~ s 5£{y"} 5£{y'} + 4y' = IOe'... F(s) involves irreducible quadratic factors as we see in the next example..2 (s .+ . C = 2.' = 5£{6} Solve the initialvalue problemy'" = i s : Holation s2y(S) .8 s(s .. 2s 3 . y'(O) = 10..4s .1)(s2 + 4) In this case. e Therefore.1)(s2 + 4) + BS(S2 + 4) + (Cs + D)s(s . yet) = 5£I{i _ _ s s +I (s + 1)2 .. and D = 4. B = 2.1)(s2 + 4) 1f gives the equation 5s 2 + 20s + 6 = A(s + 1)2 + Bs(s + 1) + Cs 5s 2 + 20s + 6 = (A + B)S2 + (2A + B + C)s or + A. the denominator contains the nomepeated linear factor s and the repeated linear factor (s + I).C + D)S2 + (4A + 4B .s yeO) . B = I.sy(O) .sy'(O) . which has solution A S2 + 4 .1) Equating coefficients yields the system of equations + C= 20. If Yes) = 5£{y(t)}. Solve the initialvalue problemy" :] Solution + 2y' + Y = 6.I. yeO) = 5.+ . A+B+C=2 A .y"(O) 5£{y"'} _.yeO)] + Yes) = i __~~~~~.D = 4' 4A =8 A = 6 1 = 6. then 5£{y" 5£{y"} + 2y' + y} + 25£{y'} + 5£{y} "ii"I.'ii". In some cases.e' + 9te'. Let yes) = 5£{y(t)}.1)(s2 + 4) gives us Equating like coefficients.1)(s3 + 4s) S3 + 4s yes) = 2 ~ 5£{y'} Solving for Yes) and factoring the denominator yields Yes) = 5s + 20s + 6 . 9_} 1_ + __ = 6 .
fJ so that the solution of the initialx 2y" + xy' + (x 2 . Show that application of the Laplace transform method to the initialvalue problem (involving a CauchyEuler equation) +4 2 : 4} + 2Xt ~ 4} 2 sin + bty' + cy = 0. yeO) = 0. [1.J. y'(O) = 0.:e{f(t)) = fes'l"(t) dt.:e{Jo(t)) + 4ty' Jl.y(O) = 1. Consider the defmition of the Laplace transform.s] and . I] = O.:e{ 27. 1. [112. Find the differential equation satisfied by Yes) for (a)y' . In Exercises 114. 4. 16y" + Sy' + 2. y'(O) = 3. substitute . ditions given in Theorem S. Show that 2 F'(s) = if(t)) and F"(s) = . y'(O) = 0. y'(O) = 0.2 . yeO) = 0. use a computer algebra system to assist in computing the inverse Laplace transform either by usiog a package command for performing the task or by determining the partial fraction expansion.13y' *13.y(0) = 1. +I 26.2y = 4. y" . y'(O) = fJ as 2 y" + (4a .IIs2. (Hint: . yeO) = 0.2.t = + y' + ty = 0..3 + ~ + Cs + D s .. y'(0) = 1 2t 25 fy" + 4y' + 13y = e. If/satisfies the con .y(0) = I. Graph the solution on the indicated interval.z. y'(O) 1 y" + 2y' + Y = 2te. yeO) = 0.t 24. [1/2.y(O) = I.1 S2 + 4 = ~ _ _2_ + 2s + 4 s s .4.5.3 An important function in modeling many physical situations is the unit step function shown in Figure 8. yeO) = 0.y' .2)y = a . dlds [yes)].:eI{y(s)) = 2t 2 .t . [0. y' + 3ty' . y'(O) = O.:e{ . where Yes) = .4y = 2. y" . (See Exercise 22.)1/2 ISS I 00 (_I)"t2n . y'(O) = I.2)y = 0. y'(O) = I (Legendre's equation).. y" + 4y = 0.4] + 37y = et + cos(3t). For I. (Hint: Applying the Laplace transform to each term in the equation yields Y'(s) + (3/s . .:e *7. 28.) 0. 37T] = 0. Use these results to generalize F(n)(s) = (Ipn/(t)} so that show that Jo(t) = k nO . y'(O) = 0.:e{ty} = EXERCISES 8. In cases in which the equation could be solved by other methods.sin(t). 7T/4] 12. yeO) = 0. yeO) = 1. Use the initial con2 (n!) (d) Can you generalize the result you obtained in (c)? dition Jo(O) = I to show that k = 1. inverse transform of each term in the expansion to (c) Use the results obtaioed in (b) to determine the Laplace transform of J. y'(O) = 2. I] *11. What is the order of each differential equation involviog Y? Is Laplace Transforms of Several Important Functions (" Piecewise Defined Functions: The Unit Step Function (" Impulse Functions: The Delta Function (" Periodic Functions Piecewise Defined Functions: The Unit Step Function t=a Figure 8. {yeO) = 1. Consider the ioitialvalue problem (involving Bessel's equation of order 0) ty" 445 Laplace Transforms of Several Important Functions + (1 + . y" + 3y' . ym + 6y" + 9y' + 4y y"(O) = 2. \. ~ =! y S2 10 cos 5t. value problem {yeO) = ex. y = c.3/2] 4.) Use the binomial series to expand = .cos 3t .8 = ~ + 4) s 1)(S2 8.y(O) = 2. [7T.s/4. where k is a constant.9y' + 36y = 0. I] 9. 5.(X).. y" y" + 40y = 0. y'(O) = 2. Graph the solution of each problem. au. 3. [0..1] 2. t cos there a relationship between the power of the independent variable in the original equation and the order of the differential equation involving Y? 21.2y = et. y'(O) = 1. Therefore. yeO) = 0. = 0. use Laplace transforms to solve the initialvalue problem.Jl. yeO) = 0. yeO) = 0. yeO) = 5.e.lay [112. y" + Sy' + 7y = *3. y" . y'(O) = = . we can differentiate within the integral with respect to s when s > a.2.4y" . I] 14.3 and defined as follows.1] I what value of C does {Y(s)} exist? Substitute this value and findy(t) = .:e{if(t)) = pes) to solve the initialValue problem 0. Is the Laplace transform method worthwhile in the case of CauchyEuler equations? fy" + 2y' + 4y = t . given by 2: + 24y = 0.Jl. yeO) = ex. 10.t 2 )y" . y'(O) = 1 22. y'  12y' + 40y = sin(2t). 16.2)y = 0.1/4] 5. . 20. ym . yet) = Xl{~ s __ 2_ + s. 6. Take the 23.1 S2 + 4 . yeO) .4y = 4. y" + lIy' [112. *19.6y = 3. [I. [7T.12y = e 2t .6 (The Laplace Transform of the Derivative). solve the initialvalue problem iovolving nonconstant coefficients.:e{ty") = dlds [S2y(S) . 47T] 8. + I).1. 21T] 15. In Exercises 1619. y'(O) = I. yeO) = I. and a general solution is (b) Compute the Laplace transform of each side of the equation x 2y" + xy' + (x 2 .S we saw that Bessel's equation is the equation x"y" + xy' + (x 2 where Jl.:e{ .b + c)Y = at 2y" yields 0.444 Chapter 8 Introduction to the Laplace Transform 3 2s s(s   4s .(t) for Jl. y" 18.:e{tn/(t)} = (I)"F(n)(s). [I. where pes) = 3/s . = 1. ym + y" + 4y' + 4y y"(O) = 0. Use the method of Laplace transforms to solve the following initialvalue problems. Use Laplace transforms to show that yet)) = . Use the integrating factor Jl.(x) . yeO) = I. yeO) = I. y" .s/4)Y(s) = .2Xt ~ I} + 2Xt = 2.y'(0) = I. describe these methods.1 2s S2 + 4} = 2Xl{~} .y' .:e{Jo(t)) = I/(Ys2 F(s) = . (Nonconstant CoeffiCients) Use the property that .y'(O) = a (Airy'sequatioD) and for (b) (I . the Bessel function of order O. y'(O) = fJ IS y=J. y'(O) = a + ty' .y'(O) = + 25y =  a is a constant. = 1. In each case.2y' [1.Sy = 4. yeO) = I. y'(O) = 0. [I.ty = O. [0.:e{t /(tll. 27T] 65y = 0.2e + 2 21 + 2 21. y'(O) = 0.3.b)sY' + (2a . Therefore. yeO) = 0. y'(O) = a y" + 2ty' .:e{Jo(t)) = k1(v?+l). \.(x) (a) Fiod ex and + C2Y.:e{y) = Yes). and solve the resulting secondorder differential equation for Jl. with solutiony = Jo(t). yeO) = 0..e.2ty' + n(n + I)y = 0. In Section 4.(s) = efp(S) >is to find that the solution of this firstorder equation is Yes) = s\4 + Ce s)'8).:e{y(t)). yeO) = 0. y"(O) = I. y'(O) = a "U(ta) ~ 17. y'(O) = a y" + 2ty' .
. Finally. and we can define the function t.8 r~~~~~==~ Suppose that F(s) = ::£{f(t)} exists for s > b . thenf(t) = = 0. t < a a:=. if t . b O. Figure 8.5 = I a O:=... S s a) a). However.i)ilU(t . (c) ::£{sin(t .(I) 5 0. t < a t.ilU(t .b)].a)}. = fa eS'[(t ...a)} = ::£{I' ilU(t .a)}.6 Unit Step Function . Using ~e methods in Chapters 4 and 5.3)silU(t . b (a) Because f(t . t < b. h(t).a)} = eas::£{l} = eas(+) = (b) In this case a + h(t)ilU(t  + h(t)ilU(t  Find (a) ::£{ilU(t . O. Consider the functionf(t) = ilU(t . we have ° ° a = res'[(t . the method of Laplace transforms can be used to avoid those complicated calculations. b. e~as.a) . O:=.i)} = e=16::£{sin t} = e=16 S2 ~ .O:t<a.6 lif'. ::£{Sin(t .a)} = easF(s).3)} = e. t _ a 447 Laplace Transforms of Several Important Functions ::£{f(t .::1:.. If :=.a) .. I.a)} = fes'[(t . The reason for writing piecewise continuous functions in terms of unit functions is because we encounter functions of this type in solving initialvalue problems..'. and ::£{ilU(t . 'v" Changing variables with u = t . f(t) = 1. (b) Here ilU(t) = ilU(t . I. a f(t) = g(t)[ilU(t .6 e.5t < 5' so the Jump . If a is a positive constant.a) dt o ='0 o:=. is defined by Theorem 8.a) = I. so ilU(f) = 1 for t . we solved the problem over each piece of the func· tlon.a)ilU(t . . get) = h(t). where a is a given number. 0. thenf(t) = 1 = 1.b).5. I I PROOF OF THEOREM 8. { 0. We graph ilU(t .a)} = ::£{I . as get) = h(t)[ilU(t .1'/6)}..8 Using the definition of the Laplace transform. { 0. Similarly.a)ilU(t . a > 0. 10 g(l) f(t) = {g(t).as feSUf(u) du = eas::£{f(t)} = easF(s). we obtain "fi"FilM' ::£{f(t ...5) = {O.4 "lJ.5) and (b) ilU(t).a)] + a) fo~eS(u+a)f(u) du = e.a).3s::£{tS} = e.1 = °° + J~es'[(t . .ilU(t .a (where du = dt and t = u the limits of integration.s.a) dt o Graph (a) ilU(t . (c) Here a = 1'/6 andf(t) = sin t..ilU(t . 1= Figure 8.5) in Figure 8. __ ~i The unit step function ilU(t . occurs at t. a function such as Figure 8.. t< b : t. (b) ::£{(t .446 Chapter 8 8.1'/6)ilU(t .3)}. We state the following theorem. Thus.3s i = .a)ilU(t . : ] Sit' 0 U Ion "lJ.4.3 Introduction to the Laplace Transform Definition 8. : J Solution o:=. t < b. If a :=.a)ilU(t ..'. t < a. t = 5. ::£{ilU(t .a) dt The unit step function is useful in defining functions that are piecewise con. 1= Thus .a) . 5' 120 3 ::£{(t ..0) . then I I ilU(t_a)={O.. Therefore. ilU(t . We graph this function in Figure 8.6.0). a In this case. ilU(t . tinuous. which is shown in Figure 8.3)'ilU(t .ilU(t . ilU(t .a)] Ia and changing 0 can be written as = g(t)[1 .t<a a:=. Hence.(I5) : ( ).ilU(t .b) = 1.a) dt I = 3 and f(t) = tS. 0. thenf(t) = 1 .a)ilU(t .
f)OU(t = sin 4t ou(t .s. For what values of t doesJ(t) = O? 1 .£{f(t)}. s s + 16 (a) Ifwe write the expression e.S2 +I S2 + l' 1t We graph this ftmction in Figure 8. sin 4(t .. .9 follows directly from Theorem 8.I2) t f)OU(t  f) ± f) t = sin(4t .4).7(b).8.S(S2 + 9)' .£1 ~ .4s/s 3 in the form easF(s).y'(O) { ""S/2} Find (a) .OU(t .'f'. 1tf2 .£1 {e asF(s)} = J(t .m . 7T To solve this initialvalue problem. 1 e= .£{g(t)OU(t .0) . where . 7T. t < t"" subject to yeO) = y'(O) = O. Hence . (b) .7T)] = OU(t) .3 In most cases.sy(O) . we must calculate I . . (b) figure 8.. Therefore.4)2OU(t .£{t2OU(t .£{sin(t Notice that sin(t + + 7T)} U3 + s~ +~). we see that a = 4 and F(s) = I/s 3 • HenceJ(t) = .£1 _e~} _ = J(t .a)} = eas.I. L :1 Solution Find ..7T)}.£1 _~_ _ . To solve this problem. we let g(t) = J(t .s· .£{f(t)} exists for s > b "" O. Thus 7T.= e. o:=. o:=. J(t) = {I. then + O[OU(t .'4. .a) so J(t) = get + a). we must compute .I)}.£{f(t)} = . For what values of t isJ(t) > O? instead of .27T)OU(t  f) f). ' .7T)}.:£1 {l/s3} = t 2 /2 and : J Solution + 9. t"" 7T it in terms of the unit step ftmction as J(t) = 1[OU(t .= .£{y} (S2 + 9Y(s) = .I)} = es. (b) .a)OU(t .. 00).£{g(t 449 laplace Transforms of Several Important Functions (b) In this case.7(a).7T). a = 7T/2 and F(s) = s2116' Then J(t) = .s 1 Yes) = S(S2 + 9) e= . = tsin4r"lL(trr.s (b) In this case. . Then .£{f(t .4) = (t 2 { S3 Itt) " . Theorem 8.£{g(t)OU(t .£{t2 + 2t + I} = e.£{sin tOU(t .448 Chapter 8 Introduction to the laplace Transform 8.' i: : { 4S} s2y(S) .£{sin tOU(t . . 7T) = sin t cos "IT + = e=.1 Solution (a) Because get) = t 2 and a = 1.9 Suppose that F(s) = . t < 7T. .4)OU(t .e.a)} 4 This ftmction is shown in Figure 8.£IL2116} = + a)}.£t.£{ sin t} ""S I =e = .a).:£{y"} .£{t 2OU(t .7T)] Theorem 8..'. Because this is a piecewise continuous ftmction.7 (a)(b) With the unit step ftmction.7T)} = . we can solve initialvalue problems that involve piecewise continuous ftmctions. If a is a positive constant and J(t) is continuous on [0. 6 r ~ sin 4t and . .£{f(t)} 1 e= = ..OU(t .+=~6} = J(t  (a) Calculate (a) ."'. we write 0. Solve y" + 9y = {Ol'.s + 9)Y(s) = 1 e.£{(t + l)2}. g(t) = sin t and a = cos t sin 7T = .a)}.sin t.a)OU(t .:£{I .7T)} = e=.£{cos tOU(t .OU(t .
9 + 1. Then with cos(3t . we have 1 . ~.[~]t =. 9 2 9 cos 3t.8 II .!. we obtain 'IT .3'IT) COI{ J. ~ ~ 0 = feu) Then.3'17) ]OU(t  [t + t A functionJ(t) is periodic if there is a positive number T such that J(t + T) = J(t) for all t:2: O. 0 s t< = fes'f(t) dt as the sum o = rres'f(t) dt Jo + fes'f(t) dt.3 Laplace Transforms of Several Important Functions 451 Then yet) = ~I{y(S)} = ~1{2_1_} s(s + 9) _~_I{ ~m }. Now J(t) = ~I{F(s)} can befound with either a partial fra • tion expansion or with the formula C J(t)=~t(S2~9)}= f~t2~9}da= ff sin 3ada = _1.:"""""'i1t 9 y(t) = { l I Figure 8. Combining these results yields the solution yet) = ~I{y(S)} = ~1{21_} + 9) . [ es'f(t) dt = T r~eS(U+TlJ(u + T) du = e. t:2: 'IT which is graphed in Figure 8. s(s _~I{~} + s(s PROOf Of THEOREM 8. a = 'IT and F(s) = 1I[s(s2 + 9)]. In the form of ~I{easF(s)}..9" cos 3(t  [t t ] 'IT) OU(t  cos(3t . 9 . s(s + 9) Consider ~I{e=/[s(s2 + 9)]}.cos3t 3 3 0 9 9 . Theorem 8. is pie~ewise continuous on [0.'IT). The minimum value of T that satisfies this equation is called the period of J(t)..7 Periodic Function cos 3t]OU(t .:. Jo + esT~{J(t)}. Then ~{J(t)} exists for s > 0 and IS detemuned WIth the definite integral 'IT) 'IT) = Definition 8.450 Chapter 8 Introduction to the Laplace Transform 8. ~{J(t)} ~{J(t)} Notice that we can rewrite this solution as the piecewise defined function IIY c==:===.[1. . The calculation of the Laplace transform of periodic functions is simplified through the use of the following theorem.. 00).1.T where du = dt.sT fesuJ(u) du = esT~{J(t)}.. ~{f(t)} = rT es'f(t) dt Jo which can be solved for + r~ es'f(t) Jr ~ {J(t)} ~{J(t)} = = r es'f(t) dt 0 to yield ~ 1. Can you determine where the behavior of yet) changes? Are the initial conditions satisfied? Periodic Functions Another type of function that is encountered in many areas of applied mathematics is the periodic function.9 cos 3t]OU(t  'IT) . .e T r es'f(t) dt..cos 3t.8..9 cos 3t .10 9) We begin by writing = 1. T If we change the variable in the second integral to u = t . e= } [I S(S2 + 9) = 9" = = cos 3t cos 3 'IT + sin 3t sin 3 'IT = cos 3t..1...10 Laplace Transform of Periodic Functions Suppose thatJ(t) is a periodic function of period T an~ thatJ(t).
e 1 Then 2 2"" 0 " e S'J(t) dl y(t) = = . a table of integrals. t"" 1.(s + I)e. Using integration by parts./(t + I) '" + ~{y"} :) Solu~ion I'estt dt Ie ~ S']I + I1_es.. or a computer algebra system yields ~{f(t)} 2~1 L2 ~ 1)2 + (S~~":)2 + (X:":)2 + (s~:~? + .452 Chapter 8 0~.e2 2"" I"e 0 sC' = 2 1.e "")(S2 < 1.I .e 2=)(S2 + 1) . f(t) 453 laplace Transforms of Several Important Functions _1_ = I Ix 1 .3 Is the Laplace transform of a periodic function a periodic function? """.. then + x + x 2 + x 3 + .1 Find the Laplace transfonn of the periodic functionf(t) = t...9.e 2"s [eSC(s ~in t . we must use a geometric series expansion of 1/(1 . (0) 0 if f(l) sin t. Through in.s {[ =  sc 0 3 t Figure 8. < I.e S) . value problems with periodic forcing functions.'. 0:5 t < 7T 0.e 2= S2 + 1 S2 + I 2(e= + 1) _ 2(e= + 1) (l .cos I)]" = 2 [e"" + _1_] s· + I 0 1 . } Notice that ~I{I/(s2 + If} is needed to find all of the other tenns. we have ~{f(t)} = I I ..!.S s2(1 . 2 . Because we do not know the inverse Laplace transfonn of 2/[(1 .(sin I . ~{f(t)} I) . 0 :5 t 2 (1 . + Yes) } 0 Recall from your work with the geometric series that if Ixl S2 S + ~{y} s2y(S) . d sm I I.. which is graphed in Figure 8. tegratlon by parts or a computer algebra system..(1 ..sy(O) . (f(t) is known as the halfwave rectification of 2 sin t. Using a com· puter algebra system."'"'' Solve y" f(t +y + 27T) 1 Solution so = = = ={2 f(t) subject to yeO) y.t cos t). Because the period is T = 27T.e=)(s2 + I)]. o 'ifF.9 I  S2 I  0 = ~{f(t)} 2 = (I _ e =)(s2 + I) 2 Yes) = (I _ e m)(s2 + 1)2 . is T = 1.dt leo s =~{_eS _[eS']I}=_I _ [_~+~] e s e s = I ~ 1 .. we have ~I{21_o} = (s + 1) Then + It . This gives us Laplace transfonns can be used more easily than other methods to solve initial. . 7T :5 t < 27T = f(t).) and We begin by finding ~{f(I)}.e "')(1 + e =)(S2 2~ I I {(S2 + + + 2~ }+ 2~ { =} I 1)2 e (S2 I 1)2 _e_ _} {2m (S2 + 1)2 + 2~ILX:~)2} + .y'(O) The period off.~" Introduction to the laplace Transform 8.e=) to obtain tenns for which we can calculate the inverse Laplace transfonn.. Taking the Laplace transfonn of both sides of the equation and solving for Yes) gives us f(t).
O'StS7T rap hthfi e .27T) cos(t .t < 27T [0.11 50 'o+a J= I Suppose that g (t) is a bounded and continuous function. Then f(t) dt.37T))OU(t . we let 25 to.a < t < to + a.to) = 0.to) act on smaller and smaller intervals.to) = 0.47T) casU . 7T S t < 27T y(t) = sin t .47T) 2 4 6 a. The Delta Function In some situations.to) dt = I. We also note that sin t .37T) . we consider a forcef(t).27T) . to .I'o+af(t) dt = I'o+a 21 dt = 21 ((to + a) Jtoa toa ex ex 8(t . 67T).to) = I { 2~' 0. known as an impulse. Is y a smooth function? (That is. that acts only over a brief period of time. +a .0.11. I 1 (to .tcos t + 7TCOS t.7T) . 2ex Notice that the value of this integral does not depend on a as long as a is not zero..O t< 37T.I).(t .37T) + 7T) + [sin(t . I Theorem 8.12 For to L 2: 0.37T) cos(t . .(t .a)) = (2a) = 1. 7T <:: andf(t .O lim 8a (t . Ioefinition 8.7T))OU(t [sin(t . What is the maximum value off(t)? The impulse off(t) = 8a (t . This functlO~ IS useful in the definition of impulseforcing functions that arise in many areas of applied mathematics. t f *" to +~ _ro 8(t .to)g (t) dt = g (to). Under these assumptions.mctlOn t = 0 . Notice that this idealized function represents an instantaneous impulse of magnitude one that acts at t = to. For example. It is not a function of the type studied in calculus. the impulse delivered by the force is given by We now state the following useful theorem involving the unit impulse function.(t . + . f() {2sint. We use these properties to define the idealized unit impulse function.t cos t) + [sin(t .7T) cos(t . is y' continuous?) Is y periodic? Figure 8. Although this function does not possess the properties required to apply the Laplace transform.10 lim J(t) = I. r: toa To better describe f(t) Suppose that this function has an impulse of lover the interval to . so that the impulse begins at t = to . G + 27T) = f(t) on the interval 8(t . t a. From the integral calculation. to .t cos t. 0 S t < 7T 7T cos t.a and ends at t = to + a. . 37T S t < 47T 6 4 2 455 We now try to create the idealized impulse function by requiring that 8a (t .47T))OUU .3 y(t) = (sin t .27T))OU(t . In these cases.a < t < to The "function" 8(t . known as the Dirac delta function. we have We can write y as the piecewise defined function yet) Laplace Transforms of Several Important Functions *" to.may be a voltage surge in a circuit.10. otherwise We graph 8a U . 27T S { 27T cos t.454 Chapter 8 Introduction to the Laplace Transform 8.27T) + [sin(t .05 Figure 8. Theorem 8. is an example of ~ generalized function.a < t < to + a.11 t: to to+0. we can determine 5/:{ 8(t .to) is given by . Graphf(t) = 8j(t .(t .to)} formally." ::::.8 Unit Impulse Function The (idealized) unit impulse function 8 satisfies G·" < .to).47T) ..05 f(t) = 8a (t . Impulse Functions. which is graphed in Figure 8. we may strike a pendulum (or springmass system) or there.to) for several values of a in Figure 8.
to)} = sin t.456 Chapter 8 Introduction to the Laplace Transform 8.sto .to)} = _ 5£{2~ [OU(t  (to .(e= . 42e.7"l1..to)} = 5£1 { ~m } = sin(t  The graph of yet). We solve this initialvalue problem by talGng the Laplace transfonn of both sides of the differential equation.OU(t .(t . 28"l1.I.12 5£{y"} Because the Laplace transform is linear.I)} = e.1')}.6) .e=).3) (a) In this case to = I.I)}. t ~ 1" IS S own m Figure 8. 2"l1. 0:5 t < 1 andJ(t) .4) 4. so 5£{o(t .2)"l1. o O$t<l'.(t .·. Therefore.2) 1 k: LL 1 2 Figure 8. This yields *11. 1:5 t < 2 t"" 2 (see Figure 8. "l1.(t .=e _ (e= _ e=) sto 2as y(t) = lim O'~o 5£{oa(t . : lSolution + Y = o(t  . .1') +1 = sin tOU(t  1').8) .7) .2) 9. 14Sin(t.(t . 6e t .sy(O) .(t .2n"l1.4) 5. (e) Because to = 0.a)) .(t .2) *13 J(t) = {t.OU(t . 16"l1.a)) .'f'.2a ~s.3 PROOF OF THEOREM 8. ] Solution *3.(t .m "s Yes) =_e_ _ . we use L'Hopital's rule to find that 5£{0(t .2.7) . = lim est. we find ing calculations: 5£{ o(t  457 Laplace Transforms of Several Important Functions + 5£{y} s2y(S) .2)"l1. s 5£{o(t .(t .13 3 4 5 t = J(t  2) if . (b) With to = 'IT. S2 Hence Becausef(t) = 5£I{l/(S2 5£{oa(t . find the Laplace transform of the given function.(t. y(t) = 5£1{ e+ I }.to)} = lim O'~o est.to) = 2a [OU(t .7"l1..(to + a))]} I [eS(t. 5£{o(t)} = 5£{o(t. + I)} rest? = lim est. h .2) 10.y' (0) to)} through the follow_ (S2 + + Yes) = 5£{o(t.t)"l1.(e= a~O = e.to) in terms of the unit step function as I oa(t .(t .8) *7.(t .(t . cosh(t .(se= + se=) 0'+0 2s 1 = e.(to Hence m + a))]. 4"l1. what is the maximum displacement of the mass from equilibrium? Does the mass come to Because the limit is of the indeterminant form 0/0. 12 sinh(2 . 6. EXERCISES 8.6) 1') subject to yeO) = y' (0) = o.12. 0.(t .' Solve y" 2.".(t .2) + 2"l1.+a)] .Slo e=) 2aS • s If we interpret the problem 2as l')OU(t ."l1. {"":sin t.a) eS(t.2) ..(t .s. .4"l1.4) 8. 1.2"l1. (b) 5£{ o(t . in Example 9 as a springmass system with k = m. which can be written as yet) = Figure 8. (e) 5£{ O(t)}. In Exercises 122.13).3 cosU . 3"l1.(t . Notice thaty(t) = 0 until the impulse is applied at t = 1'.5) + 7"l1.(t .(to .) 12.1')} = e m I)Y(s) = e.(t .12 5£{o(t . S2 + 1 We can represent the delta function oit .O)} = es(O) = I.4"l1.3 Find (a) 5£{ 8(t .1')} = e.
all = e"..7T) 4e 3s se 6' t< 2 S t.) 2 = oCt  + 8(1. Use an integration device to assist in calculating the Laplace transform of each of the following periodic functions.OSt<1 3e s + 5)(1 + 2e~ 1 (s2 + 3)(4e 44. + 10 G(s) = f(I). as t < 2a < a f(t ' + 2a) = f(I). solve the initialvalue problem. For what values of t does yet) decrease? For what values of t does y(l) increase? Determine lim. x' (0) = 0 x" + 9x' = oCt . (Sawtooth Wave) Iff(t) = t/a. IS. x'(O) = 0 x" + 6x' + lOx = 38(t . (Triangular Wave) Consider the function g(l) = = 0(1 . Solve y" + 2y' + Y = 8(t) + 1O.47T)? 32. a S 1< 2a' 1 . 0 S t < 7T f(t smt.7T) + sin t. x(O) = 0. '51. Would this limit be affected if the forcing function is changed to 8(1) + 8(1 .14 I. f(l) lOs t < 1 1st < 2 andf(l) = {2'. x(O) = 2. _e__ s. + e 4' . y'(O) = O. x(O) = 0.. y'(O) = 0. neither does the inverse . t< a X. + 9) 63. x'(O) = 0 = 0.._oo yet).5e{g(t + all· (Hinl: Use the definition of the Laplace transform and the change of variable u = t .r 31. x'(O) = 2 ~ The Convolution Theorem (" The Convolution Theorem .7T). yeO) = 0. Introduction to the Laplace Transform = f(t  2) *41. yeO) = 2.7s f(l 0 S I< a f(t) = { _ I. Figure 8. x" 60.  3s 64.t.I. (Rectified Sine Wave) Letf(t) = Isin(m/a)l. x' (0) = 0 x' + 9x = cos 3t + 8(t .as I.5e{g(t)OU(t . x'(O) = 0 55. x(O) = 0.7T). {i _ (d) Use the results obtained in (a)(c) to solve the following initialvalue problem for each function f(t) above..F e.1).7T).5. x" x' + 9x = cos t + 8(t . 28(t .3) 2 S t<3 . Compare the solution to that of the corresponding homogeneous problem.t). Sketch the graph of g (t) on 0 S t S 4.. The Convolution Theorem In many cases. y" ..4y' 3 .27T)? *73. s\1 + 2a) s *49.eS + se2s 34. { 2. 0 S I< 1 f(t) = 17. x'(O) = 0 30. x'(O) = 0 x' + 3x' + 2x = 0(1 . 65. e4S(s2 _ I) 3S._I__ S2(S2 + 1) 1 . cos 2tOU(t  20. ift.3. + 2x = oCt . (HalfRectified Sine Wave) Iff(t) = sin(m/a).1) S(S2 459 The Convolution Theorem solution to each problem on an appropriate interval.": *47. Show that +x (b) f(t) = F(s) = as2 . s3(l +e 40 s e Zs)(S2 . 8(t . y' {I.e_5_.  3 = f(I).27T) subject to yeO) = 0.I) 0S t + *57. x(O) = 0._oo yet). se 4s 4s *29.6e' . *43.4 *61.3. s e 4s(s2 . y' 16.7T) *53. 0 I S 1<2 andf(t) = f(t . 1) + 5y = f(t). If show that F(s) = s(1 + e"') = Show that G(s) = s(I .1) 4S. y'(O) = O.8(t . Is there a relationship between this limit and the forcing function 8(1) + 1O. 72.7T). 0 ~ ~12J(t + 2) = f(t) (c) f(l) = {sint. 58. x'(O) = 0 x" + 6x' + lOx = 38(t . x' (0) = 2 + 9x' = 8(t . as. x' + 4x' + 13x = °1. 8(t .) f(t) = 1. 0 f(t). tanh *67. 9 36. 16) In Exercises 4557.e as)' = { 2: + 4x' x" + 4x' J. s'(eZs _ 1) In Exercises 5863. ift.:!!. x(O) = 0.7T). e. x(O) = 0. 0S I< I 1 st<2andf(t)=f(t3)ift.":3 2 s t< 3 O. f(t) = 8. find the inverse Laplace transform of the given function. x(O) = 0. x': 52. x(O) = 0.S : : 11 """ji2 + X < aJ(t + a) = t e. (Square 1 tanh 0.__ + 3y = t (a) f(l) = 2 66.e "')" 71. x" I:' 3x' S2 .14).e. (Stair L OU(I  .3e Zs 2S.7T) + 8(t  56. y" + f(t) 7T/2) 3 3s *25.s(1 . x'(O) = 0 + 13x = 0(1 . Show that . x(O) = 0.27T) + 0(1 . a=:. x(O) = 0. x(O) 4s) 7T) 2 S x'(O) 54.0. 8(t . s2e4'(1 _ e 4. *19.000OU(t .. x(O) = 2. {Sin m. IOSt<1 I S 1< 2 andf(t) = f(1 . { + 2a) 0 S t<a 2 ' get 2a x. 3s) 62.f(t)= I. x(O) = 0. x" 23.7T). e.2) {~I.27T) subject to yeO) = 0.I) + 3y = f(t). se= *37. What is the maximum value of yet) and where does it occur? Determine lim.. solve the initialvalue problem. = get). x(O) = 0.1 Step) Consider the function g (t) = na).3 se 4s 26. x'(O) = 0 70._s_ s2 + 4 +e 2 +x 3 5 .2e Zs . < 2J(t + 2) = f(l) + 27T) = f(t) = f(t) = dx(O) = 0 dt Plot the solution in each case to compare the results.000OU(t .27T) 22.as 1 I. 0 S t { 0.7T).7T). oc. 7Tst<27r' (Hint: Use the square wave function and the relationship g'(t) = f(l)·) <1 50.: 3. 27.000GiL(I . Zs . show that lly' + 30y = f(t).e 4') 35. if t? 2 7T) In Exercises 2344.3) + 8(t  2) + 8(t 7T) + 8(t  *21. as. yeO) = 0. 15.7T). (see Figure 8. y'(O) = 1.a.458 Chapter 8 14. Graph the f(l) = { + I S2(S2 *45.27T)? Will the limit be affected if the forcing function is changed to 1000(t) + 1O. we are required to determine the inverse Laplace transform of a product of two functions. Solve y" + 2y' + Y = 8(t) + 8(t . Show that 2(1 . 2e . show that 27T).~ *33. S2 68.: 2. d2X 1 x(O) 7Ta F(s) = a2s' + =0 ri' as coth 2' 69.I 39. x'(O) = 0 x" + 6x' + lOx = 30(t . 1 3')(S2 +e (1 + 4)(3e 46. sin tOU(t .Integral and Integrodifferential Equations 59. Just as in integral calculus when the integral of the product of two functions did not produce the product of the integrals.27T). (1 + x' + 9x' = 8(t . 1 42.I) + e'. yeO) = 0. 8(t . x' (0) = 0 + 13x = 8(t .3) . Wave) 1 t? {cos(.
. which can be written as Laplace transfonn of the product yield the product of the inverse Laplace transforms We had a preyjew of this when we found .eI{F(s)} and . Then we obtain Jo a .e1r.eI{F(s)G(s)}.13 Convolution Theorem We use the definition and a table of integrals (or a computer algebra system) to obtain We prove the Convolution theorem by computing the product F(s)G(s) with the definition of the Laplace transfonn. according to the Convolution theorem. This yields F(s)G(s) = feSXf(x) dx· feSVg(v) dv.cos 0)] With a computer algebra system.e{f(t)} = F(s) and .•• : 1 Solution .4 Introduction to the laplace Transform 461 The Convolution Theorem (why?). and the inverse Laplace trans.cos t) + 1.S)} = . Verify the Convo Compute (f* g)(t) and (g * f)(t) iff(t) lution theorem for these functions. we have F(s) = .cos t) + ieI.e{(f* g)(t)}} = (f* g)(t) = f' f(t .eI H}.eI{F(s)G(s)} = . wheref(t) = . Theorem 8. Note that (f* g)(t) = f' f(t .eI{_I_. Then.e{f(t)}. = f' f(a.e{(f* g)(t)}. fonn of each function.v)g(v) dv dt = e.(sin v .v)g(v) dt dv.. o PROOF OF THE CONVOLUTION THEOREM r' e(tv) sin v dv = (f* g)(t) = f'fU .v)g(v) dv. o = e.15.v)f(v) dv = f: sin (t .. We recall that.eI{F(s)}.i(sin 0 . s +1 Hence .I} = _1_ s+1 and G(s) = .e{e. (sin t . 0 * . We can compute .e{g(t)} = G(s).S)} Therefore.v)g(v) dv dt = .I and get) = sin t.)da.e{(f* g)(t)}} = (f* g)(t).eI {+F(S)} earlier in the chapter.' [. o 0 which can be written as the iterated integral F(s)G(s) = rr o es(x+vY(x)g(v) dx dv. .e{g(t)} = . . r V)l = v where the region of integration R is the unbounded triangular region shown in Figure 8.v)e V dv = i(sin t . . dx = dt) then yields t F(s)G(s) = =v R Figure 8. In this example. SZ + 1 s + 1 where A = C = 1/2 and B = 1/2.e{L'f(t .eI {F. 0 Changing variables with x = t . we find that (g * f)(t) = {g(t . The Convolution theorem gives a relationship between the inverse Laplace trans. (0) and both of expo. Now.eI{F(s)ls} so we realize that . fonn of the product of two functions.v)g(v) dV} = . .eI{F(S)} = f(t).e{g(t)} = .e22' 0 e{~'(Sin t  cos t) . _I_} s + I SZ + I should equal (f* g)(t)._I_=~+ Bs+C s+ I f'es'f(t .v (t = x + v.15 rr o F(s)G(s) = o e. suppose that . o lifi".I (' e V sin v dv Jo 1 es'f(t . .. SZ + 1' . Therefore.eI{. F(s)G(s) = fesl L'f(t .e t ! 1.eI{.v)g(v) dv is called the convolution integral. Further.e{(f* g)(t)}.e{sint} = z_I_.eI{F(s)G(s)} = .eI{F(s)G(s)} = .eI{G(s)}.e{f(t)} = ..nential order b. Recall from multivariable calculus that the order of integration can be in· terchanged.460 Chapter 8 8.cos = 1.v)g(v) dv = Suppose thatf(t) and get) are piecewise continuous on [0. SZ ~ I} through the partial fraction expansion _I_.
: I Solution .:£1{_1}_. this theorem can be used to solve integral equations. This is no coincidence.:£1{_1_ + s+ I + I . :£{ ~} + :£{ y} + :£{I: y(u) dU} = :£{ I} sY(s) . (See Exercise 29.Ab 0 : ) Solution Because we must take the Laplace transform of both sides of this in. I' y(u) du = I subject .:£1{~} 2 s+ I 2 + I 2 + I S2 = I _..) H(s) ( so H(s) .. we find that Use the Convolution theorem to find the Laplace transform of o 4 .. wheref(t) = cos t and g(t) = sin t.462 Chapter 8 :£1 {_I_ ...'i'. Yes) = S2 +~ + I.=.1'. With a simple change of variable.!.yeO) Use the Convolution theorem to solve the integral equation * y)(t)} s2y(S) yes) I + sY(s) + Yes) = 1 + Yes) + s. we obtain + I} + I =.. dt Find the Lap/ace transform of h(t) = I: e'V sin v dv. I Then by computing the inverse Laplace transform.. H(s) = which is the same result as that obtained for (f * g)(t).. so we first note that the integral in this equation represents (h * g)(t) for g (t) = sin t. we tITst compute :£ Integral and Integrodifferential Equations The Convolution theorem is useful in solving numerous problems.'. :£{h(t)} = :£{4t} or Ze ... Yes) = :£{I}:£{y} = s· Hence. equations that involve a derivative as well as an integral of the unknown function. . 3 cos(t .:£l{_S}+. Solving for H(s). we can prove this relationship in general so that the convolution integral is commutative.. _I_} _ .'4iEi r Notice that h(t) = (1* g)(t).4 The Convolution Theorem Introduction to the Laplace Transform I S2 .. (g * f)(t) = (1* g)(t).!. Hence :£{h(t)} = :£{f(t)}:£{g(t)} = :£{cos t}:£{sin t} = (2S)(21_) s+1 s+1 s =(s2+lf' i(:1': = I.z + H(s) S2 + I' where :£{h(t)} = H(s). Therefore.!. . "ii. we have lo h(t) = + :£{h(t)}:£{sin(t)} Laplace transforms are also helpful in solving integrodifferential equations.Z cos t + Z sm t..S2 ~ 1) = ~ 4(S2 + I) S4 4 = .' d +y + Solve. which are equations that involve an integral of the unknown function. 463 8.'. :£{(I* g)(t)} = F(s)G(s).. Therefore.z + 4 S4' h(t) = :£1{~ s· + ~} = s 4t + ~t3. t {I y(u) du 0 } = :£{(I h(t) = 4t + r o h(t .. if we apply the Laplace transform to both sides of the equation. In particular. to yeO) = O. tegrodifferential equations. Notice that in Example I.!.2 s+ I S2 S S2 I Solution We need to find h(t). by the Convolution theorem.'i..v) sin v dv.v) sin v dv.
yeO) f' + 16 ox(v) dv f'J(u)g(1 . h(t) = 11. + .[ 4(/+ 9)  (b) (sin kt) 34. 1)2 1 18. the inverse Laplace transform is used to find each unknown function in the solution of the system. get) = e2.v)' dv (a) (sin kt) • (cos kt) = r g(u)J(t .464 Chapter 8 y(t) Introduction to the Laplace Transform 8. y'(O) = 1.71 v dv *15. Laplace Transform Methods for Solving Systems (t .!. except that a system of algebraic equations is obtained after taking the Laplace transform of each equation.. Is this problem equivalent to the initialvalue problem in Example 4? Figure 8. sin kt 2k + . solve the given integral equation using Laplace transforms. solve the given integrodifferential equation 0. d 465 35.v)h(v) dv 36.t =  4j: 1)]l 1 (S2 In Exercises 1922. In Exercises 2326. = k(J* g)(I).cos kt 2k 2 ' 2+S2k 2)2} + 4)(s + I) (S2 + 4)(s + 7) 1 = . get) 5.v)g(v) dv 1) + ( Solve X' = ( 0l O X .s . (Therefore.. This method is applied in much the same way that it was in solving initialvalue problems involving higher order differential equations. dt 4y f' + 40 y(v) dv = 13e 2<. cos kt.112 = * g)(I) = (cos I) 7T. ~l{ (S2 +k k')' } 2 * Gsin kt).4)'(s2 + 100) 22. (e) 38.v) dv ve' . 13.!. J(t) = t.V dv eV(t . + 16) (S2 *21.. * (sin kt) 30. x(O) = 0 ~l{ (s _ 2)'~2 + 16J. J(I) = 3  r o I: sin(t . find the Laplace transform of h.e V3 2 1:  dx 28. Calculate (a) In Exercises 27 28. = sin kt  .. 2 sin cost t) subject to X(O) = (2) O' .!.1.I 4. (See Exercise 31.sinkt. J(t) = I. find the inverse Laplace transform of each function using the Convolution theorem. Show that tion 8. (g * h»(t) = (U* g) * h)(I).. h(t) = *9. 19.2(/+ 4)Jl = 0 = sin 41..u) du 1. 2 ~l{ (S2 :k2)2} = f sin kt. get) = e.1)8(S2 + 25) ~ laplace Transform Methods for Solving Systems In many cases. Express the integrodifferential equation in Exercise 27 as an equivalent secondorder initialvalue problem and solve this problem. get) = 2 *3.) 14.16 Graph of 2 112.!. Show that the convolution integral is associative by proving that U. Solve the initialvalue problem y" + y' + Y = 0. h(l) = 2  1 Yes) = ::"S2 + s + 1 yet) = 0.. (e) (cos kt) * (cos kt) = 31.!..k sin kt.!.v)v dv The graph of y is shown in Figure 8.. hey) dv = cos I  *25. yeO) = 0. *27.) In Exercises 16.. ~l{f.5 Because 24. get) . (S2 17 + I) ~ • S4(s2 16. cos kt. V3 yt smt () = . _ _1_ _ s\s + 3) sin v dv (t . Express the integrodifferential equation in Exercise 28 as an equivalent secondorder initialvalue problem and solve this problem. Show that (J * g)(t) = (g • !l(I) by verifying that EXERCISES 8. 2 20.16. Show that (sin I) 1 112 * (cos kt) * 1.4e 2. I: f . h(t) = 10. (S2 + 1 16)(s . J(t) = 6. Show that the convolution integral satisfies the distributiveproperty (J* (g + h»(I) = (J* g)(I) + U* h)(I). h(t) = 12.10) + 100)2 v sin(t . 23. Verify each of the following: 29. Is the initial condition satisfied? *37. s (s . sin kt 2k f cos kt.1 Show that the integrodifferential equation in Example 4 is equivalent to the second_ order differential equation y" + y' + Y = 0 by differentiating the integrodifferential equation with respect to t. (b) using Laplace transforms. 1 (s . compute the convolution U' g)(t) using the indicated pair of functions.4 ~t~}[.u) dl. Sec and ~l{ (s = .31. J(t . Substitute t = 0 into the integrodifferential equation to find that y' (0) = 1. Show that for any constant «if) *33..2 0. J(t) = sin 2t. get) = e. 7.L e 1/2 v'3 r o v'3 t.v)sin v dv = o 0 the convolution integral is commulalive.. _'_1_ = sin 2t. ercise 1.1 . (d) Use these results to verify that 32. h(t) = f' eo I: I: f' o f: f: S2(S I = sin 4t In Exercises 712. h(l) .. get) = t 2 2. J(t) = 8. h(t) In Exercises 1318. After solving for the Laplace transform of each of the unknown functions. sin 2 26. Laplace transforms can be used to solve initialvalue problems that involve a system oflinear differential equations. J(t) = e. find the inverse Laplace transform of each function using the Convolution theorem and the results of Ex.
Yes) + (s . we have the system of equations 1 2(S2 1) 15 Y o+ft.2x + y.(sY(s) .I)(s .I)Y(s) = . {.yeO) + = Xes) "f'. we have 5 (h) Graph of + ."'M.5 Introduction to the laplace Transform Previously we solved systems that involve higher order differential equations with differential operators. .2x sX(s) . we graph x(t).x(O) 2 What is the orientation of + Yes) + Yes) and for the second equation. _ .y} Multiplying the second equation by the factor (s . We begin by taking the Laplace transform of both equations.2 cos t. . ="4 e +"4 e Figure 8.i e' 10 15 20 x x(t) 15 :1» = y'(t) 7.x(O) = Yes) 1sY(s) .x(O» . yet).yeO»~ .1) 10 + 2)X(s) + (s 2S2 + 3 +S2 + 1 = _. S2X(S) = 3sX(s) . + I)Y(s) = s .y' . x(O) = 0. so we can solve for Yes) with [(s . yeO) = 1.i~~ for  = ie' + (S .1. Adding this result to the first equation then eliminates Xes).yeO) = 2)X(s) + (s + I)Y(s) = After factoring the coefficient of X(s) in the first equation.2)X(s) .<++ .17.2)X(s) 1. In Figure 8.2 cos t s2 Yes) = .2 cos t . For the first equation.S2 + 1 10 2 +1 s +2 2s .:£{x"} = .2X(s) 2 + s .J)Y(s) = 1.:£{2x .I)Y(s) = s .21s + I sX(s) .I . we can solve the system for X(s) and compute x(t) with the inverse Laplace transform. and L ie' + t .1 (S2 + I)(s2 .1) = .sx(O) . sX(s) .1)" 3 {. . (.17 (a) Graph of xCI) andYCI) for 3 :5 1:5 3 3:51:53 t sin t.I)(s + I)]Y(s) = s .:£{3x' .I)Y(s) + (s + J)Y(s) (s .(s .2 Yes) = .x'(O) = 3(sX(s) . we can find x(t) more easily by substituting yet) into the second differential equation y' = x + 2 cos t. In many cases these systems can be solved with Laplace transforms as well.1) S2 ._7_. Taking the Laplace transform of both sides of each equation yields the system + . + cos t and x = y' ..y (0) = 0 . x'(O) = 0.(s .466 Chapter 8 8. + = 3X' .2 cos t 7 _.Yes) = 1 Xes) +sY(s) = xU) 30 2s 2 (S2 .2  t~h? Using the partial fraction expansion (A + s B)I s .s(s .sY(s) .2X(s) Multiplying the second equation by s and adding the two equations.1)X(s) (s . However.1) .s(s .1) yields t 10 (s  { At this point.:£{x' + y'} = + sY(s) .1) 4(s .J~"" 2 Y(s) = 3 t // 10 /y(t) 1 (S2 ..y' .I)(s 2" cos t..2)(s .3s 4(s + + + 1)' Taking the inverse Laplace transform then yields y(t) = i e' ._7_ (a) + y} S2X(S) . 2s2+1 +_2_= 4s +3 (S2 + I)(s2 .~h)' Then we can rewrite this problem as Let X(t) = X' { y' = y + sin t = X + 2 cos t' x(O) = 2 . = I = 1. . 2s S2 +1 467 laplace Transform Methods for Solving Systems ' x: Solve { . Because y' (t) = *e' + ie .2 s(s . we have 20 3 1 ._. this yields which is equivalent to . x y= 2x y : J Solution .rh' 2X(s) .
if2'. yeO) = 0.2y = J(t).rk *7. yeO) = 0 O.1)X(s) = 2 *3. { 14. + { y' X' 12.x(O) X'  { 3x .. yeO) = 2 X' + 2x . where o = x(O) = l. l~tl· 3 4 xCtl Cal {. y (0) = 4 x(O) .. so x(t) = In Figure 8. t . y'(O) = 2 ( dJl+yTt=cost . yet). What is the orientation of y 2 0. t < if t 2: 7T + 7x + 4y = J(t) + 6x . · z' .5x + 4y . yeO) = 0 J( t) = = 2.2)(s .3y = 0. \. Therefore.2 .5y = 0. B = I..6y = 0 y' _ x X'  11.x(O) = 0.. and . where X' *19. if 1 .7y + 6z = 0 ( x(O) = 2. ..I _ _ 2x + 4y = e2" x(O) . methods that could be used to solve the system.5 ::0.I)(s + I)Y(s) = (s + I)Y(s) = s .0. use Laplace transforms to solve each initialX(t) . { x(O) + 5x  7T x(O) = l.=y {.2)(s .l. 0.1.(s .5 shows that A = 2 andB = 1.18 (b) Graph of 0.e 21 + 2e'. t < 1 J(t)= 1. yet). if 0 . Adding these equations results in (s .. 2 *5 · we find that A = I. ift if 0. + I) 469 Laplace Transform Methods for Solving Systems J(t) = J(t . X' .:el{_(~ .4x + 5y = ey' .I)(s + 1)X(s) + (s . where X'  + 2x .s _ 2 +~.y = 0 V + x = J(t).. where 2: <2 d an 2 + 2x + 3y = 0 y' _ x + 6y = J(t). 2 } +. _ { t. t 3y = e 4 ' = 0 . t < 1 1 2x J(t) = X(0)=0. we eliminate Y(s) from the original system of equations by multiplying the first equation by the factor (s + 1) and the second equation by .2 +~. 2 {.6x . t < 2 and {2.I . yeO) = 0 X' ( 1 { x' 6.I)[s + 2. x(O) = 0. 1.2)(s .s . y' + 3x .5 In Exercises 126. if 1 .468 Chapter 8 Introduction to the Laplace Transform 8.(s .3) ift 2: 3 {x' + 5x .I J(t) = J(t .2)(s .2)(s .1]X(s) = 2 s(s .5x . 4y + 2z = 0 6 y' ..0. yeO)  I 5x .1) = ~ + s .y(O) =1 I X' ..s ~ I)} = yet) = 2 + e' . {I.1)X(s) .y(. In a similar manner.3y = 0 (0) = 1 (0) = 0 · y' .2y = 0 2x X'  X' . = 6 if 0 . y' {x'y' ++ 4x5x ++ 4y3y = e"0 (0) = 0 Y (0) = I 9 {x' + 2x . t < I J(t) = { 2 . 2 + lOx  y' · 2. if 0 .5y = 0 { y' + 4x + 3y = 0. y' + 2y = 2x y' _ x if 0 oS t < 1 if!. Figure 8. so Yes) = _(ls __s 1_) and 1 ..X { y' _ 5x = 0.y(O) =1 +y = { 2: + 4y = 0 y' _ x .5 2 1.2) if t .5x + 2y = sin 2t { x(O) = 2. if2.. where J(t) = {Sin t. Graph x(t).4y = 0 .2 *15. I .:(~)=15 X'  10.I)' 4.5 1'""0. z(O) = 2 8 2 t + 3y = 0 . I I 2.y(O) = 0 17.18 we graph x(t). value problem.4y = e . yeO) = 0 I. x'(O) = 1. 0. where X'  18.2y .2)(s . d2y dx ' yeO) = 1. if 0 .t.0 Cbl { Ix' .2z = 0 y' + 2x + 2y + 2z = 0.5 x 3y = 0 = 0. and { yet)" Descnbe other 1.2y = 0 X' . 2 Xes) = s(s .y(O) =1 +6x+y=t + 2x + 7y = e 4 ' t.I)(s { (s . [ *13..:~.el{ I I = .t<3 x(O) = 0. t.1).. Xes) = ~ . t<2 if t 2: 2 + 7y = J(t) + 2y = 0.~ *21. This yields (s .2y = sin 2t x(O) = O.~~.2z = 0.. if 1 .y(O) = 0 x(O) = O. 2: 3 2 . t < 1 J(t) = 1..i:~ for . J(t) = J(t .2: = a x(O) = 2. x(O) = 2.x(O) { y' + 9x + 4y = 0 X' + 9x .4y = cos 2t y' + 5x . yeO) = 0 5x .3) if t ~.y (a) Graph of x(t) and yet) for 2 . t < 3 _ _ 0' x(O) . yeO) . yeO) { y' + 2x .7y J(t) 2. and C = 2.2x + Y = 0' x . yeO) = 0 X = 1. With the partial fraction expansion Xes) = ABC s(s . t<2 and { 3t.  EXERCISES 8. { x(O) = I...
and capacitance. we solve the IVP.e (13a) )OU(t .e.e 2as L and ! ~ + RI = E(t). and a = 50. x'(O) = 1.e. moves .e(Ia)OU(t . which were introduced earlier. = o. J(O) = Tt (0) = Jo R LJ' +e s(l as I . Writing the power series expansion of IIas gives us +e Thus 9:{Q(t)} = __ 1_[1 .2y + x' = e" 2x" .2as + + 1m 1) s(s + 1) _ + .2y = 1 x(O) = 2.. R (a) La 0 R (b) ~i!Jute 8. Q(t) is the charge of the capacitor and dQldt = J(t).(l .e.20 with the property R = C =!.e. Use Laplace transfonns to solve 2x + 2y' = e' x(O) = 1.. x'(O) = 0. y'(O) = 0 0 2x + 2y . Figure 8.as s(l . yeO) = O. 'I Solution This circuit is modeled with Graph the solution for different initial conditions. E(t) is the voltage supply.I ) .CI .y' . a = 10.3a) + . J es(s 3as + . y'(O) = 2 dt + Q = E(I). along with the input function. y'(O) = 0 2 dQ 1 R+Q=E(t) dt C 28.. dQ subject to the conditions x(O) = 1. LRC circuit problems. + 1) = 1 .sl dt = 1 . find the charge Q(t) if Q(O) = O.2as :::. impulse functions.2x" .19).e.='0. 2y" . x'(O) = 1. J(O) = Jo where L.1 {lI[s(s """"'nD + e. 2x . Q(t)/C (the voltage across the capacitor).y'(O) = 2 · I' + y 471 8. However.y'(O) = 1 X' { x(O) = 2. sin t' yeO) = 2.5y' = 0 3y . We notice that the output voltage.. = sin t' yeO) = 1. De a 0:5 .es(l .e. we focus most of oflT attention on solving springmass systems. x' (0) = 1.3as ~ + e 2as s(s + 1) Q(t) = (l .x + 2x' y' I y = esin 3t' + 5x + 2y = termine values of a so that the output voltage.. Q(O) The Laplace transform of E(t) is 9:{E(I)} = ~ Applications Using Laplace Transforms (' (' Delay Differential Equations Couflled SpringMass Systems r The Double Pendulum Laplace transforms are useful in solving the applications that were discussed in earlier sections. Use Laplace transfonns to solve the system x(O) = 1.a) + (l s(s Because 9:.. matches the input voltage. = / x(O) = 2. yeO) " 1. { 2y" + 2y .Q(O) + 9:{Q(t)} = s(l I + eas)' so that + 1)(1 +e as)' LRC Circuits Revisited (b) L"R Circuit n [esIJa I . because this method is most useful in alleviating the difficulties associated with problems involving piecewise defined functions.19 Laplace transforms can be used to solve circuit problems (see Figure 8.. x'(O) = 1.6 Applications Using Laplace Transforms Chaflter 8 Introduction to the Lafllace Transform { I' 2x" .e as)(1 + e as) (' LRC Circuits Revisited L 1 1 . .as s(s + 1) = __ 1_ _ Consider an RC circuit in Figure 8. where J(t) is the current. and y' (0) = 1.2a )OU(1 . Therefore.".x = 0 .6x' = 24 {2 d 2xldt 2 • *25 • {x'  26 { 27.t .. respectively. R. Q(t)/C. Recall that the initialvalue problems that model LRC and LR circuits are d2Q dQ I I L7 +RTt+ C Q =E(t) (a) LRC Circuit dQ Q(O) = Qo. resistance.21 shows graphs of the solution when a = 1. 2y" . and periodic functions.e. d yld/ 2 + Y = sin t' yeO) = 1. x'(O) = 1. E(t). Graph the solution.2y' = 23. a = ZO.4i() 22 { .(l . and population problems that include functions of this type.2y = t' yeO) = 1. 0  as) s9:{Q(t)} .Za) .x' = sin t  because L = O. If E(t) = g~' ~ ~~: and E(t + Za) = E(t). E(t). and C represent the inductance. Taking the Laplace transform of each side of the differential equation then gives us 9:{Q(t)} = s(s L 1 e.e 2as) .
we have you verify that X{ yet .4 0. ~ ISO y(t) = 8 ~o 100 SO 20 40 60 80 100120140 Figure 8.2 473 Solution Ifwe lety(t) represent the amount of salt in the tank at any time t. We illustrate a problem of this type in the following example. Using the Laplace transform.6 0. If the salt concentration of the solution flowing out of the tank equals the average concentration 1 min earlier.8 0. 150].. Q Q 0."2s y (t  a= !O 1). there is a delay (or shift) in the argument of the dependent variable. then the mput Wlth ~ = 1 has frequency 500 hertz (cycles per second). ~loser t~ E(t) as a increases. this corresponds to a = 50. and the wellstirred mixture flows out of the tank at the same rate. Consider a mixture problem from Section 3.6 Applications Using laplace Transforms "i'"I.8 0.2 0. = I (x)"..2 0.22. then we determine the net change in the amount of salt in the tank with the differential equation dy = dt (2~)(4 g~l) gal _ (y(t .(t  n). Notice that if t is measured in milliseconds. " L L n n = 8" L n n+"· S n=O 25s s.ns ~ (1)" eYi(s) = 2 " _ _ e.2 (s + .21 With the power series expansion 1/(1 + x) 8 = 1."2s z.e.. 1 :5 t:5 o.I.yeO) 0.4 0. whIch has frequency 10 hertz..l.4 0. determine the amount of salt in the tank at any time t.. To include this assumption in the mathematical model of the situation. yet) = 0. we find 0. Q In the exercises. we graph the solution [0. We may ask how this solution differs from that of the problem that does not include a delay. . are A tank contains 100 gal of water.esy(s) 25 ~ 8 Y(s) = .n=O 25 S n=O 25 S Delay Differential Equations Therefore. 200 In some applications. we solve the problem 4 t 20 a=l 30 40 t dy 1 dt = 8 .. dz 1 dt = 8 . In this case.s = .s(s + f.I)} = esy(s). we assume that there is a delay in the effect that a salt solution flowing into the tank has on the salt concentration flowing out of the tank. we assume that the concentration of the salt solution flowing out of the tank equals the salt concentration in the tank at an earlier time. It appears that limH~ y(t) = 200...S ) 200 t a=50 Figure 8. n=O we have ns 8 ~ ( 1 )n 8 ~ (1)" e. In Figure 8.3. A differential equation that involves this type of shift is called a delay equation.472 Chapter 8 Introduction to the laplace Transform 8.22 t (1)" (1 ~ (n nr+ I + I)! rJU. \. z(O) = O.6 0.6 0. Therefore.5 es)y(s) 20 40 60 80 t a=20 50 100 150 =!s = . 100 gal mm mm Therefore.x +x2  x3 + .I) ~)(4~). however..6 sY(s) .8 0. lowfrequency square waves least altered by the circuit. because there is no salt in the tank initially.4 0.. A salt solution with concentration 2 Ib/gal flows into the tank at a rate of 4 gal/min.8 0.
x + k 2(y . respectively.V6 1 V6 52. 5 5v6 Instead of solving the system to find Yes). we end up solving a system of algebraic equations after taking the Laplace transform of each equation.5 2 1. V6t + ~ sin V6t) . Consider the springmass system with m. Because spring Sz undergoes both elongation and compression when the system is in motion (due to the spring Si and the mass mz). the force acting on mass m. and k z = 2. Certainly. and y' (0) = o. s2+1 s+6 we find that A = 2/5.: sm v ot. + 2 5 2 .2Y(s) = I { 2X(s) + (S2 + 2)Y(s) = s· Solving for Xes). which occurs when t = 24. x'(O) = 1. where F(s) is the Laplace transform off(t). To more precisely state the problem. Because y = 1(x" + 5x).sm v 6t + sm t + 2 cos t .sm t 5 Figure 8. x'(O). however.sm t + 54 cos t .sm t .: 4V6. We will see that the method is similar to that used in solving initialvalue problems involving a single equation. yeO) = I. yeO). with the partial fraction expansion Xes) = As + B + c~ + D.5 1 0. we use the differential eq1lllti pn d 2xJdt2 = 5x + 2y to find yet). respectively.(y .. the model becomes that of a system of secondorder equations. x(t) = .2Y(s) .z(t). Find the position functions x(t) and yet) if x(O) = 0. yeO) = 1. The largest difference between the two functions is approximately 3. kl = 3. we must solve the initialvalue problem Solving this problem as a firstorder linear equation. .x).:6+ 4 .:6 4V6.sf(O) . Suppose that x(t) and yet) represent the vertical displacement from the eqUilibrium position of springs S.5 475 8. x' (0) = I. and x'(t) = t cos t  + sin t + 2~ sin V6t + i cos V6t and x"(t) = 12 _ r.52 cos t +""5 cos vot .5. B = 1/5. Similarly. but how do they differ? In Figure 8. r. Another observation is that yet) .:6 cos t . C = 2/5. we have s2+2s+2 Xes) = (S2 + 5)(S2 + 2) . and Sz. r.cos V ot .15 sm 6t + 5 cos 6t. r. we find that z(t) '" 200e. y'(O) = O.x'(O) = 5X(s) + 2Y(s) {sZY(s) . Spring S2 is then attached to the base of mass mi. o "f''''''.x on mi.25 Force diagram for a coupled springmass system The initial displacement and velocity of the two masses ml and m2 are given by x(O). Laplace transforms can be used to solve problems of this type... Coupled SpringMass Systems The displacement of a mass attached to the end of a spring was modeled with a second_ order linear differential equation with constant coefficients in Chapter 5.£{f"(t)} = s2F(s) . y 2. Sz exerts the force kz(y . x=o x S2 y=o S2X(S) .sx(O) .2y Taking the Laplace transform of both sides of each equation.s) Xes) = 5(S2 + 1) + 5(S2 + 6)· Figure 8.z(t) ~ o. we have 20 40 60 80 100120140 t Figure 8.sy(O) .2 cos = V6.24 A coupled springmass system Taking the inverse Laplace transform then yields I. r.r.: . according to Hooke's law. Chapter 8 474 Introduction to the Laplace Transform To find x(t) and yet). if a second spring and mass are attached to the end of the first mass as shown in Figure 8. 2 1 2 .f'(O).24.23 s.4 = S2 S4 + 2s + 2 + tsz + 6 = S2 + 2s + 2 (S2 + 1)(sz + 6)· Then.. is the sum k. so 2s + I 2(2 .25 we show the forces acting on the two masses where up is the negative direction and down is positive.y'(O) = 2X(s) . = m2 = I. li 1. dt 2 = 2x . Because this system involves secondorder equations. y(t) = 2 \ 5 sm t . Recall the following property of the Laplace transform: .G Applications Using Laplace Transforms l ~:~ = 5x + 2y . these two functions have the same limiting value. This property is of great use in solving this prob· lem because both equations involve second derivatives. x(O) d 2y = 0.) Using Newton's second law (F = mal with each mass. let masses ml and mz be attached to the ends of springs SI and S2 having spring constants kl and k z respectively. we have the system which is simplified to obtain the system (S2 + 5)X(s) .5. (In Figure 8.23 we graph yet) .x) on m2 and SI exerts the force k.:6 51.r.x) and the force acting on m2 is k..5 cos t + ""5 cos v 6t . and D = 4/5. With systems. Therefore.sm vot.tIZ5 + 200. and y'(O).
the system is which can be simplified to obtain Figure 8. = O· In ~xample 3.(0) = 1..1 4 3s 2 + 4 + 1.+ 4 = 0 = 0 . m2i~8. o "ii. Finally. in Figure 8. Using the techmques of the earlier case. we illustrate the motion of the SPring~ mass system by graphing the springs for several values of t. the motion of a double pendulum (see Figure 8. these functions can be graphed par~etncally m the xyplane as shown in Figure 8.28 + 8X(s) + 2Y(s) Xes) = 1 2s .i28~ + m2izg82 = 0' where 8.. (g) l (h) (el t = 2 (f) t = ~ (i) (g) t = 3 l. we obtain 3s 3 + 8s . what is the maximum displ. m.(y d~ m2 dt 2 = k2(y .:t:{lW)} = Xes) and . One of the rea. 8. determine 8. this model becomes { + [S2y(S) + [S2y(S)  SIl2(0) . 1)..(0) = 1.: = klx + k.:t:{82 (t)} = Yes).. Of course. If g = 32.3s4 + 16s 2 + 16 With the partial fraction expansion Xes) = As + B 3s 2 + 4 S2 + Cs S2 +D +4' we find that Figure 8.2~ + 1 . we graph xU) and y\t) simultaneously.11. 0).26(b). and each pendulum has length 16.sll..'. + 28.28. we have 4[S2X(S) .'. m2 = I.. The Double Pendulum In a method similar to that of the simple pendulum in Chapter 5 and that of the coupled spring system. ~ons IS that the equations in the system of differential equations are secondord mstead offirstorder.6 In Fi~e 8. Notice that this phase.(O) .x) SI x y=o { 4(16i8'{ + 1628~ + 4(16)(32)8. the system of equalions becomes x=o In this case. plane IS dlffere~t from those discussed in previous sections. 4 s. that of the lower pendulum. and the length of each is given by i. ml 1 ~.(O) .(0)] or 4(S2 .27. + m2)ii8'{ + m2i.i28~ + (m.oduction to the Laplace Transform 8.29) is modeled by the following system of equations using the approximation sin 8 = 8 for small displacements: em. = 0 162 8.(0)] { [S2X(S) . { (a) Figure 8. = 0 { 8'{ + II. + 16211~ + (16)(32)82 = 0' 48'{ + II~ + 811.11.8~(0)] sll. :. If external forces FI(t) and F 2 (t) are applied to the masses.x) + FI(t) + F 2 (t) If we let .26 (a)(b) : I Solution .11.. We investigate the effects of these external forcing functions in Exercise 90.hereas that of xU) IS (0. respectively. 82 (0) = 0.g8.2 (s) . which is again solved through the method of Laplace transforms. Also. and m2 represent the mass attached to the upper and lower pendulums.29 pendulum y 477 Applications Using Laplace Transforms A double = 0 + m2i.27 (al t = 0 (a) (b) 1= i (b) (d) (b) I =l (f) (e) (el t = I (d) t = (i) t = 4.(t) and 82 U) if 8.2 (3s 2 + 4)(S2 + 4)' 3 Xi _ 3s + 8s . The previous situation can be modified to include a third spring with spring constant k3 between the base of the mass m2 and a lower support as shown in Figure 8.!cement of each spring? Does one of the sprzngs always attain its maximum displacement before the other? . represents the displacement of the upper pendulum and 8.476 Chapter 8 Int. = 3. Note that the initial point of yet) IS (0.(0) = 0. + m2)i. 1 (b) (e) Figure 8. T?e motion of the springmass system is affected by the third spring.' Suppose that m. and 8.sll.(0)] + 2)X(s) + s2y(S) = 4s + (s2 + 2)Y(s) = s  S2X(S) 1 r Solving this system for Xes). and i 2 .26(a).(O) .
31 (a) I = 0 (b) I = ¥ (i) I = 10 2 cos t.s .1 .. I"" I ' Q(O) = 0. 4 + co. O:S. = _I. and a voltage supply E(t) = IOO. C = 50. .2 farads. 2t 1 2t . so  C2 (i) = 0..cos 2t + Co.if Does Ihe system in Example 4 come to rest? Which pendulum experiences a greater displacement from equilibrium? EXERCISES 8. ~ sin .: 4 v3 Then. If L = 0. Again.(t) 2t v3 2t v3 . C = 10.8.."(t) = . . v3 3 v3 = 40? .30 (a)(b) 1. a resistor R.1 cos 2t + 2' sm 2t + c.sm 2t . 20 t 2 I Ii 8..2~ .: . . =1 1+ C2 = 0.(0) = I yields 0.. 112 I. Differentiating. 2t 2t I.6 479 Applications Using Laplace Transforms Then..sm .6 . and R = 50 n. 1< 7T. Suppose that we consider a circuit with a capacitor C. 2 Applying the initial condition 0. which indicates that v3. 2t.. 0.30(a) and parametrically in Figure 8. We also show the motion of the double pendulum for several values of t in Figure 8. by integrating. 2~ v3·.1 farads. = 0 yields O~ 40M .sin v3 1 ="2 cos 1 1 . sm 2t. 2 0'I (t) = .80.sm . Integrating.. find Q(I) and 1(1) {0. 2t v3 sm v3 . we have 0' ( ) 2 t = 2I cos 2t V3  2. a resistor R. 2t O2 (t) = .sm t v3 v34 v3 + 1 cos 2t 4 and (a) (b) (e) (d) (e) (I) (g) (h) 2 cos 2t.. we obtain V3.. (b) I = ~ (e) I = ~ (d) I =¥ (e) 1=5 (f) 1=11 (g) I = .. v3 = 112  + c..(t) (a) (b) Figure 8.cos . O2(0) 2t .i cos.30(b) to show the solution in the phase plane. O~(t) = + O~ + 80. because O2 (0) O2 (t) = = 0.31. = O.478 Chapter 8 Introduction to the Laplace Transform 8.."4 sm 2t  Figure 8.. 1< 1 If L = 0 find Q(I) and 1(1) if {0. O:S. + sin 2t + 4 cos 2t. These two functions are graphed together in Figure 8.89. and a voltage supply E(I) = 2. we have .(t) = .. +"2 cos 2t +"8 sm 2t. 4 sm V3 + cos v3 .2 cos 2t .(0) so c. and R = 100 n. 100 sin I.I sm 3 v3 2v3 v3 2 Using the differential equation 40? Therefore.+ I . Suppose that we consider a circuit with a capacitor C. I"" 7T if Q(O) = 0. O.
13. x(O) = 3. 4 X 10 n. x(O) = x' (0) = 0 is equivalent to x' + x = 0. 5. 0:5 1< 1 and 0./(1) = {0. and that there is no resistance due to damping. C = farad. 1:5 1<2 E(I + 2). x'(O) = 0 21. = 4. Consider a circuit withL = I. R = 100 n.2 ' sin 31.) R = 2. x(O) = 10. determine the motion of the spring if at I = I.. I?:. I. C = 4. + /a dx dt (0) = (3 _. m ' f(l) = {cos I. Solve the initialvalue problems in Exercise II using E(I) = 0(1 . (Hinl: Solve each equation. Use the initial conditions x(O) = I. 40. m = 1.2' 9. ". = 4. and J(O) = O. and L = IOOHifE(I) = {IOOI. 39.1). c = 5 C 1. 42. Consider the RC circuit in Figure 8.7d2). Fmd the current If is. Suppose that an object with mass m = I is attached to the end ofa spring with spring constant 16. ~?:. k = 2./(1) = 0:5 1< I I?:. c = 5. In Exercises 2225. C = 5. m = 1. emigration. c = 5. 271' 2 ' 0:51<1 1:5 1<2 I?:. 71' O::S t < { e. and 1(0) = O. graph x(l) over 0 :5 I :5 10 for a = 0.71'/2)sin 1)'lL(1 . 1\ Figure 8. m E(I) = {cos I._1JL I ~ *7. m = 1. c = 2. 1 3S. 0. x' + 5x = 500(2 . 1:5 I < 2 E(I + 2) = E(I). Solve the LRC circuit equation for J(I) if L = 1 henry. 1:5 I < 2 volts. (Nole: This equation cannot be solved as a differential equation because E(I) is discontinuous at I = 1 and I = 2. Show that the initialvalue problem x' + x = 0(1). use the initial conditions x(O) = x'(O) = O. m = I.1). R = 100 n. Find the current if J(O) = 100.SOthat (s + 1)(s + 1 ir sin I + i( cos I  In Exercises 3037. Consider the circuit in Exercise 13 with E(I) '" 1200(1 . Solve the LRC circuit equation for 1(1) using the parameter values L = C = R = I and 12.3). c = 5.kt ) k + 1000a kt k')ld 1 + k? (e.l' 480 Chapter 8 *3. E(I) = 100 volts. c e'~122_I_. k = 2. use the initial conditions x(O) = x'(O) = O./(1) = ~ sin I 27. m 481 Applications Using laplace Transforms In Exercises 20 and 21. 0. x(O) = 0./(1) = {0. 30. k = 13. 1 e.2. determine the displacement of the object of mass m attached to a spring with spring constant k if the damping is given by c dxldt and there is a piecewise defined external force f(I).2t cos 3t.sin I). m = 1. Determine the output voltage. 0:5 I :5 71' 1(0) = 0 I> 71" • 10.. 22. e" cos 31. Suppose that m = 1 slug. f(l) = COS 71'1. Solve the LRC circuit equation for 1(1) using the parameter values L = C = R = 1 and E(I) = {I. k c = 100HifE(I) = {IOOI. k = 1 Ib/ft.f(l) = le' ~:~ + c : x(O) = a. *41. E(I) = 100 sin I volts.6 71':5 1<271' In Exercises 4349. k = 4. x(O) = 5000 .'" 71'/2 = 1.= E(I). determine the displacement of the object of mass m attached to a spring with spring constant k if the damping is given by c dxldl and there is an external force f(l)· In each case. 5 6. Find the current J(I) if J(O) = O. I?:. C = 5. I?:. m = 1/2._s_ + s+I 19. x'(O) = 1. R = 100 n. Is the population bounded? 43. 31.000 44. Determine the current J(I) if (a) 1(0) = 0 and (b) 1(0) = 1./(1) = {0. we may use Laplace transforms to solve the IVP 1(0) = O.5 L = 100 H if E(I) = {IOO sin I.cos I + SID I + xoe . k = 4.I) + 8(1 . d th . I?:. c = 4. 0:5 I < 1 {0.) In Exercises 3941.m2'!)2. determine the displacement of the ~bject of mass m attached to a spring with spring constant k If tbe damping is given by c dxldl. m = 1. 17.71'12 Show that ~{f(l)} = = 1. C = 10farad. c = 2. and L = 100 H if E( ) = {50. Find the current J(I) if J(O) = O.2) + 0(1 . 14. Consider the circuit with no capacitor. Find the motion iff(l) = 8(1 . k = 6. 0.2). . Solve the LRC circuit equation that was derived before Example I for J(I) if L = 1 henry. 7r 35. and no capacitor. k = 9. Suppose also that the object is released from its equilibrium position with zero initial velocity and the object is subjected to the external force O. use the given initial conditions to detennine the displacement of the object of mass m attached to a spring with spring constant k./(1) = 34. Interpret each as a popUlation problem. Find the current if 1(0) = O. Find the current J(I) if J(O) = O. by solving the appropriate integral equation. 16. c = 2 = 13. . Find the current J(I) if 1(0) = O.6).8. ~ + e. = I. x' (0) = 0 in each case. 71':5 1<271' E(I + 271') = E(I). S. the spring is supplied with an upward shock of 4 units. and 0:5 1< 1 and 100(2 . I > 1 23. 0:5 1<1 { 1. 2 = I. k = 13.32 0:5 I :5 71' J(O) = O.e. assume that the mass is released with zero initial velocity from its equilibrium position. k = 2. I 0. . 0. Consider the circuit in Exercise 13 with E(I) = 0(1 . {e *33.4. 2 i(I)R (the voltage across the resistor). I COS 71'1. k = 6. 1. and E() I = { 1. . x' + 5x = 500(2 + cos I). t t 0. c = 2. 20. e. m = 1/2. An object of mass m = 1 is attached to a spring with k = 13 and is subjected to damping equivalent to 4 dxldl. f(l) = { 0. Fm e current If source E( I) = { 0. 0:5 1<71' and 0.f(t) = e4< + 2e' = f(l) which models a springmass system involving one spring. (a) Show that X(I) = 1000 (1 . 0. C = farad. x(O) = Xo. 0.1) + 8(1 . x'(O) = 2 *29. ShowthatX(s) = X(I) = sin 21 0:5 I < 71'/2 I. x(O) 2S. I > 1 . Find the motion of the mass if the spring is supplied with a downward shock of 1 unit at I = 2. R = 100 n. Consider the circuit in Exercise 13 with a voltage I. and L 8. 0 :5 I < 71'/2 0. 0. k = 4. 1 . solve the initialvalue problem using Laplace transforms. Consider the circuit with no capacitor.~ Introduction to the laplace Transform 0:5 I < 1 d 1:5 I < 2 an E(I + 2) = E(I).Z ' 0:51<1 32. and E(I) '" O. J(O) = ! m *25. Consider an LR circuit in which L = 1 and R = 1. (population Problems Revisited) Let X(I) represent the population of a certain country in which the rate of population increase depends on the growth rate of the country as well as the rate at which people are being added to or subtracted frorn the population because of inunigratioD. R = 6 ohms. c = 4 In Exercises 2629. 0:5 I :5 1 . R (SpringMass Systems ReviSited) Just as with systems. I?:. = 5. k = 24. 0:5 I < I {0. k = 2. If there is no damping and the spring is subjected to the forcing functionf(t) = sin I. m = 1.R = 4. where a is a constant. or both. *15. s +1 (I ./(r) = e. An object of mass m = 1 is attached to a spring with k = 13 and is subjected to damping equivalent to 4 dxldl. Consider the circuit with no capacitor. m *37. 0:5 1<71' f(l) = e" 36. C = 5 26. 0:5 I :5 1 . m = 1/2. k = 6. k = 6. m = I. 16.32 in which 4. R = 6 ohms. 10 each case. m = 1. Consider the circuit with no capacitor. (b) If k = 3. E(I) = 0(1 . k = 4. Consider the IVP x' + /a = 1000(1 + a sin I).I).6. m = 1. I> 71' ' *11. Describe how the value of ex affects the solution. k = 13. m = 1/2.
x' 46.ax. (Note: Xes) = 4ns _ e(4n+II2)S]) f __e_+o_[ea) .4n .eam at a rate that is proportional to the amount of glucose present in the bloodstream the rate at which the amount of glucose changes is ~od eled by dxldt = e .& 2. Suppose that We admmlster the drug once every 4 hours... O:s t < 1 f( I ) = { 0. x(O) = 0 1< \ f(1 + 2) = f(t). k.e(4n+ll2lj. y'(O) = 0 = I. (d) The eigenvalues of A are typically negative real numbers.kx. we solve yoe b(4) = yol2 to find that b = (In 2)/4.y'(O) =1 nl. use Laplace transforms to findx(I). yeO) = 1. Suppose that a bacteria popUlation satisfies the differential equation dxldl = x + 2008(1 . How does the solution of this problem differ from that found in Exercise 54? 56. oo? *55. determine the solution to the initialvalue problem. = 75 and wt A2 = 25. 1 m2 (a) Show that for 0 :s :s 24 (over one day). k z = 2.y'(O) = ° 63. k2 yeO) = O. I eo["U(t .' O:s t < 1/2 I12:s 1<4 ' e(t . mz = 2.112)] aod ~. m.x = f(t). x' . yeO) = 0 483 Applications Using laplace Transforms 8.kx. nl2 = 112. If at the same time the glucose is metabolized and removed from the bloodstr. Solve x' .x 11=0 6 is solutions corresponding (e) Suppose that the halflife of the drug in the GI tract is 30 min and that in the circulatory system it is 4 hr. yet) the amount of drug in the circulatory system. = 2.to)} = x) is the mass matrix and K = ((klk~ kz) (nll0 °) ~~J is 59. x(O) = 5000 47. If w 5.) a (d) If the halflife of the drug in the GI tract is I hr and that in the circulatory system is 4 hr. x(O) yeO) = 0.. t 6 .. Suppose that in Exercise 54 the patient receives glucose at a variable rate e(l + sin I). = 3.to) dt. wbere if = A = . kz = 2.c(t) = . . Let x(t) represent th amount of drug in the GI tract at time t hours. where X(I) is the amount of glucose in the bloodstream at time I and k is a con· stant. x' + 5x = + 5x = Introduction to the laplace Transform 500(2 .J(I + 2) = f(I). Show that two solutions of the system are X. (Note: Yes) = ±. 62. [fx(O) = xo. r eSry(t . x(O) yeO) = 0. and compare the solutIOn With that of Exercise 55. (c) Form a general solution to the system by taking a linear combination of the four solutions. 0..!!. = 2. l:s t < 2 dy dt = solve x' . *65. Let m. k. 0. where the dru :oves from the gastrointestinal (GI) tract (tankA) in! e mculatory system (tank B). (Note: The constants * :£{ yet . How does this change affect the drug concentration in the circulatory system? (g) How does adding a buffer to the drug to increase the halflife of the drug in the GI affect the drug concentration in tbe circulatory system? ml = e(I). Determine 50. 64.) We note that if the halflife is + k.~ = dZy dl 2 :£{e(t)} = e . = 3.2x = 500(1 48. If the emigration function is the periodic function + cos t). 5V3. .. = 6. the rate at which the amount of glucose changes is modeled by dxldl = e(l + sin t) .[(1. = 5000. = ±5V3 are COS 5V3t ) and ( sin 5V3t ). I  ° for to to m2 the stiffness matrix_ (b) Show tbat we can write Mx" = Kx as x" = Ax.. x' (0) = 0.70S(S (c) Use the Laplace transform and x(t) to solve dyldl = ax . Assume that Co = 2. Similarly. kz = 4. use the change of variable v = sbow that :£{y(t . Determine limr_oof(t) if 57. 24]. respectively. where M = 75 IS v.y(O) = O. solve tbe coupled springmass system modeled by using the indicated parameter values and initial conditions. where A = MIK. tben c satisfies the system (A + wZI)c = Fo. Therefore. (d) If the initial conditions are x(O) = 0. (Why does M. k.4n) . Co e(l) = { 0.y(s) .).. and C(I) be the dosage function. x(O) = 5000 initialvalue probl:m dx~dt = f(t) . (Dr~g Dosage Pro~lem) The drug dosage problems conSidered m ExerCises 5456 may be thought of as a two~ (compartment) problem. k. k. (a) Show that the eigenvalues (50 _ of A = M 'K = 50 25/2) 50 are A. x(O) = 5000 500(cos I + I).2x = *49. Does x( I) approach a limit as t . use Laplace transforms to find x(t). y'(0) = = 2.I exist?) (c) Assume that x(t) = ve'" is a solution of x" = Ax. nl. find a particular solution of the system in the 0 previous system if Fo = (5 0). = 2.e: 10 . x(O) = I. those corre( 2 cos 5V3t 2 sin 5V3t ' sponding to Wz = ±5 are V~~s5~t) and (2s~~n5~t ). (Delay Equations) According to the definition. mz = 2. where f = F 0 cos wt.ax. mz = I.E£.4ns .sin I). which yields a = In 2. 52. Show that if a particular solution bas the form xp(t) = c cos wt. then one half of the initial dosage remains after I hr.e: 5 Solve x' . x'(O) = 1.. x'(O) = 0. Sbow that x(t) = Veal satisfies the system if and only if if = A.kx. t. x(O) = 5000. nlz = 2. x(O) = 10.. (The Stiffness Matrix) (a) Sbow tbat we may write the system ax . = 2.. = 75. = 6. l:s t < 2' f(1 + 2) = f(t). 500(2 .Ifx(O) = xo. that correspondmg to Az = 25 In Exercises 6267. = implies that W. = Vz will depend on w. nl2 = 2. Describe what happens to the drug concentration in each case. Suppose that a patient receives glucose through an IV tube at a constant rate of e grams per minute. = 2. If yeO) = . If a and b are the rates at whi h the drug is consumed in the GI tract and the circul~_ tory system.) k. .by...2) with x(O) = 100. O:s t < 10 0. O:s t < 5 I. x'(O) = 0. Then. If the emigration function is the periodic function f(l) = g~OO?:S1 ~n. ° = 2. y'(O) = 0 67.482 Chapter 8 *45. x' .W or a = :±wi. k2 yeO) = 0. solve the (f) Suppose that the halflife of the drug in the circulatory system in part (d) is 5 hr. (Forced System: Method of Undetermined Coefficients) Suppose that the system can be written as x" = Ax + f. y'(O) = 0 66. = ±5V3. . x(O) = O."U(t .. mz = 1. How does this change affect the drug concentration in the circulatory system? Suppose that solve x' . =' 61..000. Therefore.~= Az = oJ implies that = ±5. . = 2. x(O) = 0. k.[e. aT = A. x(O) = 5000. yeO) = O. = 4. I 11=0 s (b) Use the Laplace transform to solve dxldt = c(t) . m. 58.to)} = er. then grapb tbe amount of drug in the GI tract and the circulatory system over [0. x(O) = 0. x'(O) = 0. x(O) = 0. and kz = 25 in the previous system. kz = 4.(y  = kz(y  x) G)' (c) Show that two linearly independent W. wbere A is an eigenValue of A and v is an associated eigenvector. in matrix form Mx" = Kx . m. we solve xoea(l) = xo/2 for a. __ 1_)e n~Os +b s s 4ns +a _(1. (b) Show that an eigenvector corresponding to AI = (I) "'2 .x = f(I). limr_oof(t).sin t). = 2. If the person in Exercise 54 receives glucose periodically according to the function e.cos I).to :s t :s 0. and if initially neither the G[ tract nor the circulatory system contain the drug model this situation with the system ' We b: : 1 51. k. m.(t) = Z v cos wt and xz(t) = v sin wi.x = f(t). Suppose that the emigration function is f(t) = {5000(2 . What is the popUlation at I = 5? 1 hr. O:s = e(t) . and y' (0) = 0. = 0. Suppose that the emigration function is f(t) = {5000(1 + cos I). y (0) = 4.x = f(t). O:s I < I f( t) = {5000(1 .. (Recall that we discussed halflife with regard to exponential de· cay in Chapter 3. x'(O) = 1. x(O) = 5000 + sin t). x(O) = xo.s __s +1_)e(4n+l/2><]. x(O) it exists. = 4. x'(O) = 0. 53.4) 54.by. 60.
0. = k2 = k. x(O) = 1. = m2 = 1. 0.25 with m. 0. The physical situation sh