student sm

© All Rights Reserved

27 views

student sm

© All Rights Reserved

- Differential Equations
- Practice Questions 1
- Time-Independent Massive EKG Solution in a Schwarzschild Exterior
- Midterm A Solutions S10
- AME 90931 Solution
- Fall 2010_MTH401_1_SOL
- Midterm A Solutions S11
- Notes
- 12033-0130670227_ismSec3
- PDEsepvar
- Ordinary Differential Equation
- 9709_w12_qp_32.pdf
- Power Series Problems
- Inter g Ration2
- 1R
- A Simple Method to Find Out When an Ordinary Differential Equation is Separable
- 9781461436171_sm
- Differential Equations Schemel
- 5233-l12 Special Solutions of Laplace's Equation
- Mathsisfun Com (83)

You are on page 1of 176

Davidson

ORDINARY DIFFERENTIAL

EQUATIONS

Student Solution Manual

January 23, 2012

Springer

Chapter 1

Solutions

Section 1.1

1. The rate of change in the population P (t) is the derivative P (t). The

Malthusian Growth Law states that the rate of change in the population is

proportional to P (t). Thus P (t) = kP (t), where k is the proportionality

constant. Without reference to the t variable, the differential equation

becomes P = kP

3. Torricellis law states that the p

change in height, h (t) p

is proportional to

the square root of the height, h(t). Thus h (t) = h(t), where is

the proportionality constant.

5. The highest order derivative is y so the order is 2. The standard form is

y = t3 /y .

7. The highest order derivative is y so the order is 2. The standard form is

y = (3y + ty )/t2 .

9. The highest order derivative

is y (4) so the order is 4. Solving for y (4) gives

p

3

(4)

the standard form: y = (1 (y )4 )/t.

11. The highest order derivative is y so the order is 3. Solving for y gives

the standard form: y = 2y 3y + y.

13. The following table summarizes the needed calculations:

1 Solutions

ty (t)

Function

y1 (t) = 0

y2 (t) = 3t

y3 (t) = 5t

y4 (t) = t

ty1 (t)

ty2 (t)

ty3 (t)

ty4 (t)

y(t)

=0

y1 (t) = 0

= 3t

y2 (t) = 3t

= 5t

= 3t

y3 (t) = 5t

y4 (t) = t3

the same. Thus y1 , y2 , and y3 are solutions.

15. The following table summarizes the needed calculations:

y (t)

Function

y1 (t)

y2 (t)

y3 (t)

y1 (t) = 0

y2 (t) = 1

y3 (t) = 2

y4 (t) =

1

1e2t

=0

=0

=0

y4 (t) =

2e2t

(1e2t )2

2y(t)(y(t) 1)

1

1

2y4 (t)(y4 (t) 1) = 2 1e

2t

1e2t 1

1

= 2 1e

2t

e2t

1e2t

2e2t

(1e2t )2

17. The following table summarizes the needed calculations:

Function

y1 (t) = t

y2 (t) = et t

y3 (t) = t

y4 (t) = t

2y(t)y (t)

1

2 t

= 1

2 t

t 1)

(e

2 et t

= et 1

2 et t

1

2 t =1

2 t

1

2( t)

= 1

2 t

y2 + t 1

( t)2 + t 1 = 1

( et t)2 + t 1 = et 1

( t)2 + t 1 = 2t 1

( t))2 + y 1 = 1

19.

y (t) = 3ce3t

3y + 12 = 3(ce3t 4) + 12 = 3ce3t 12 + 12 = 3ce3t .

Note that y(t) is defined for all t R.

21.

1 Solutions

cet

(1 cet )2

1

1

1 (1 cet )

cet

y 2 (t) y(t) =

=

=

.

(1 cet )2

1 cet

(1 cet )2

(1 cet )2

y (t) =

If c 0 then the denominator 1 cet > 0 and y(t) has domain R. If c > 0

then 1 cet = 0 if t = ln 1c = ln c. Thus y(t) is defined either on the

interval (, ln c) or ( ln c, ).

23.

y (t) =

cet

cet 1

ey 1 = e ln(ce

1)

1=

1

cet

1

=

.

cet 1

cet 1

Since c > 0 then y(t) is defined if and only if cet 1 > 0. This occurs

if et > 1t which is true if t > ln 1c = ln c. Thus y(t) is defined on the

interval ( ln c, ).

25.

y (t) = (c t)2 (1) =

y 2 (t) =

1

.

(c t)2

1

(c t)2

y(t) is defined are (, c) and (c, ).

27. Integration gives y(t) =

29. Observe that

t+1

t

e2t

2

t + c.

32 sin 3t + c1 t + c2 .

33. From Problem 20 the general solution is y(t) = cet + 3t 3. At t = 0

we get 0 = y(0) = ce0 + 3(0) 3 = c 3. It follows that c = 3 and

y(t) = 3et + 3t 3.

35. From Problem 24 the general solution is y(t) = c(t + 1)1 . At t = 1

we get 9 = y(1) = c(1 + 1)1 = c/2. It follows that c = 18 and

y(t) = 18(t + 1)1 .

37. From Problem 28 the general solution is y(t) = tet et + c. Evaluation at t = 0 gives 1 = y(0) = 1+c so c = 0. Hence y(t) = tet et .

1 Solutions

Section 1.2

y = t

1.

5

4

3

2

1

0

1

2

3

4

5

5

0

t

y = y(y + t)

3.

5

4

3

2

1

0

1

2

3

4

5

5

5.

0

t

0

t

5

4

3

2

1

0

1

2

3

4

5

5

1 Solutions

7.

5

4

3

2

1

0

1

2

3

4

5

5

9.

0

t

0

t

5

4

3

2

1

0

1

2

3

4

5

5

we see that y = 0 is the only constant (= equilibrium) solution.

13. The equation 1 y 2 = 0 has two constant solutions: y = 1 and y = 1

15. We substitute y = at + b into y = cos(t + y) to get a = cos((a + 1)t + b).

Equality for all t means that cos((a+1)t+b) must be a constant function,

which can occur only if the coefficient of t is 0. This forces a = 1 leaving

us with the equation 1 = cos b. This implies b = (2n+1), where n is an

integer. Hence y = t + (2n + 1), n Z is a family of linear solutions.

17. Implicit differentiation with respect to t gives 2yy 2t 3t2 = 0.

19. Differentiation gives y = 3ct2 + 2t. However, from the given function

2

t . Substitution gives y =

2

3 yt

+ 2t =

t

3y

t

t.

1 Solutions

Section 1.3

1. separable; h(t) = 1 and g(y) = 2y(5 y)

12ty

3. First write in standard form: y = 12ty

as a

t2 . We cannot write

t2

product of a function of t and a function of y. It is not separable.

. Here we can write

t

12t

y 12t

.

It

is

separable;

h(t)

=

and

g(y)

= y.

t

t

y2ty

t

2ty

+3y 2 . We cannot write y = t2 +3y 2 as a

product of a function of t and a function of y. It is not separable

g(y) = y 3 y

2

ty . Clearly, y = 1 are equilibrium

solutions. Separating the variables gives

y

1

dy = dt.

1 y2

t

Integrating both sides of this equation (using the substitution u = 1 y 2 ,

du = 2y dy for the integral on the left) gives

1

ln |1 y 2 | = ln |t| + c.

2

Multiplying by 2, taking the exponential of both sides, and removing

the absolute values gives 1 y 2 = kt2 where k is a nonzero constant.

However, when k = 0 the equation becomes 1 y 2 = 0 and hence y = 1.

By considering an arbitrary constant (which we will call c), the implicit

equation t2 (1 y 2 ) = c includes the two equilibrium solutions for c = 0.

13. The variables are already separated, so integrate both sides to get y 5 /5 =

t2 /2 + 2t + c, c a real constant. Simplifying gives y 5 = 25 t2 + 10t + c. We

leave the answer in implicit form

15. In standard form we get y = (1 y) tan t so y = 1 is a solution. Sepady

= tan t dt. The function tan t is continuous on

rating variables gives 1y

the interval (/2, /2) and so has an antiderivative. Integration gives

ln |1 y| = ln |cos t| + k1 . Multiplying by 1 and exponentiating

gives |1 y| = k2 |cos t| where k2 is a positive constant. Removing the

absolute value signs gives 1 y = k3 cos t, with k3 6= 0. If we allow k3 = 0

we get the equilibrium solution y = 1. Thus the solution can be written

y = 1 c cos t, c any real constant.

1 Solutions

0 and y= 4. Separating vari1 1

1

ables and using partial fractions gives 4 y + 4y

dy = dt. Integrating

y

y

and simplifying gives ln 4y = 4t+ k1 which is equivalent to 4y

= ce4t ,

4t

4ce

c a nonzero constant. Solving for y gives y = 1+ce

4t . When c = 0 we get

the equilibrium solution y = 0. However, there is no c which gives the

other equilibrium solution y = 4.

1

19. Separating variables gives y2dy

y = t+c.

+1 = dt and integrating gives tan

Thus y = tan(t + c), c a real constant.

1

21. In standard form we get y = (y+1)

y1 1+t2 from which we see that y =

1

solution. Separating variables and simplifying gives

is an equilibrium

dt

2

2

y+1 1 dy = t2 +1 . Integrating and simplifying gives ln(y + 1) y =

tan1 t + c.

dt

1

1t . Integrating and simplifying gives y = ln|1t|+c , c real constant.

25. y = 0 is the only equilibrium solution. The equilibrium solution y(t) = 0

satisfies the initial condition y(1) = 0 so y(t) = 0 is the required solution.

27. In standard form we get y = 2ty so y = 0 is a solution. Separating variables and integrating gives ln |y| = t2 + k. Solving for y gives

2

y = cet and allowing c = 0 gives the equilibrium solution. The initial

2

condition implies 4 = y(0) = ce0 = c. Thus y = 4et .

u

29. Separating variables gives dy

y = u2 +1 duand integrating gives ln |y| =

2

ln u2 + 1 + k. Solving for y gives y =

c u + 1, for c 6= 0. The initial

2

condition gives 2 = y(0) = c. So y = 2 u + 1.

variables gives

dy

dt

= 2,

2

y +1

t

and integration of both sides gives tan1 y = 1t + c. Solve for y

by applying the tangent function to both sides of the equation. Since

tan(tan1 y) = y, we get

1

y(t) = tan + c .

t

c 1 = /3, so c = 1 + /3. Hence

10

1 Solutions

1

y(t) = tan + 1 +

.

t

3

To determine the maximum domain on which this solution is defined,

note that the tangent function is defined on the interval (/2, /2), so

that y(t) is defined for all t satisfying

2

t

3

2

The first inequality is solved to give t > 6/(6 + 5). The second

equality is solved to give t < 6/(6 ). Thus the maximum domain

for the solution y(t) is the interval (a, b) = (6/(6 + 5), 6/(6 )).

limtb y(t) = limtb tan 1t + 1 + 3 = limx/2 tan x = .

33. Let m denote the number of Argon-40 atoms in the sample. Then 8m is

the number of Potassium-40 atoms. Let t be the age of the rock. Then

t years ago there were m + 8m = 9m atoms of Potassium-40. Hence

N (0) = 9m. On the other hand, 8m = N (t) = N (0)et = 9met . This

ln 8

8

implies that 89 = et and hence t = 9 = ln

2 ln 9 212 million years

old.

35. The ambient temperature is 32 F, the temperature of the ice water.

From Equation (13) we get T (t) = 32 + kert . At t = 0 we get 70 =

32 + k, so k = 38 and T (t) = 32 + 38ert . After 30 minutes we have

1

ln 23

55 = T (30) = 32 + 38e30r and solving for r gives r = 30

38 . To find the

rt

time t when T (t) = 45 we solve 45 = 32 + 38e , with r as above. We get

ln 13ln 38

t = 30 ln

23ln 38 64 minutes.

37. The ambient temperature is Ta = 65 . Equation (13) gives T (t) = 65 +

kert for the temperature at time t. Since the initial temperature of the

thermometer is T (0) = 90 we get 90 = T (0) = 65 + k. Thus k = 25. The

constant r is determined from the temperature at a second time: 85 =

T (2) = 65 + 25e2r so r = 12 ln 45 . Thus T (t) = 65 + 25ert , with r = 12 ln 45 .

To answer the first question we solve the equation 75 = T (t) = 65 + 25ert

ln 2ln 5

for t. We get t = 2 ln

4ln 5 8.2 minutes. The temperature at t = 20 is

4 10

T (20) = 65 + 25 5

67.7 .

kert for the temperature of the coffee at time t. We are asked to determine

the initial temperature of the coffee so T (0) is unknown. However, we have

the equations

150 = T (5) = 70 + ke5r

142 = T (6) = 70 + ke6r

1 Solutions

11

or

80 = ke5r

72 = ke4r .

r

Dividing the second equation by the first gives 72

80 = e so r = ln 0.9.

5r

From the first equation we get k = 80e

135.5. We now calculate

T (0) = 70 + k 205.5

41. Let us start time t = 0 at 1980. Then P (0) = 290. The Malthusian growth

model gives P (t) = 290ert. At t = 10 (1990) we have 370 = 290e10r

1

30r

ln 37

=

and hence r = 10

29 . At t = 30 (2010) we have P (30) = 290e

3

37

290 29 602.

43. We have 3P (0) = P (5) = P (0)e3r . So r =

2P (0) = P (t) = P (0)ert for t. We get t =

ln 3

5 . Now we solve the equation

5 ln 2

ln 2

r = ln 3 3.15 years.

10,000,000

10,000

10,000

2,000+3,000ert = 2+3ert . Since P (2) = 3000 we get 3000 = 2+3ert . Solv10,000

ing this equation for r gives r = ln 32 . Now P (4) = 2+3e4r = 10,000

4

2+3( 23 )

3857

47. We have P (0) = P0 = 400, P (3) = P1 = 700, and P (6) = P2 = 1000. Us=

ing the result of the previous problem we get m = 700(700(400+1000)24001000)

(700)2 4001000

1, 400

Section 1.4

1. This equation is already

in standard form with p(t) = 3. An antiderivative

R

of p(t) is P (t) = 3 dt = 3t so the integrating factor is (t) = e3t . If we

multiply the differential equation y +3y = et by (t), we get the equation

e3t y + 3e3t y = e4t ,

and the left hand side of this equation is a perfect derivative, namely,

(e3t y) . Thus, (e3t y) = e4t . Now take antiderivatives of both sides and

multiply by e3t . This gives

y=

1 t

e + ce3t

4

for the general solution of the equation. To find the constant c to satisfy

the initial condition y(0) = 2, substitute t = 0 into the general solution

12

1 Solutions

to get 2 = y(0) =

value problem is

1

4

y=

1 t 9 3t

e e .

4

4

antiderivative is P (t) = 2t, and the integrating factor is (t) = e2t .

Now multiply by the integrating factor to get

e2t y 2e2t y = 1,

the left hand side of which is a perfect derivative ((e2t )y) . Thus

((e2t )y) = 1 and taking antiderivatives of both sides gives

(e2t )y = t + c,

where c R is a constant. Now multiply by e2t to get y = te2t + ce2t for

the general solution. Letting t = 0 gives 4 = y(0) = c so

y = te2t + 4e2t .

5. The general solution from Problem 4 is y =

t

0 = e + c. So c = e and y = et et .

et

t

1

y + y = cos(t2 ).

t

In this case p(t) = 1t , an antiderivative is P (t) = ln t, and the integrating

factor is (t) = t. Now multiply by the integrating factor to get

ty + y = t cos(t2 ),

the left hand side of which is a perfect derivative (ty) . Thus (ty) =

t cos(t2 ) and taking antiderivatives of both sides gives ty = 21 sin(t2 ) + c

where c R is a constant. Now divide by t to get y =

general solution.

sin(t2 )

2t

+ ct . for the

Now multiply to get e3t y 3e3t y = 25e3t cos 4t, which simplifies

to (e3t y) = 25e3t cos 4t. Now integrate bothR sides to get e3t y =

(4 sin 4t 3 cos 4t)e3t + c, where we computed 25e3t cos 4t by parts

twice. Dividing by e3t gives y = 4 sin 4t 3 cos 4t + ce3t .

11. In

we get z 2tz = 2t3 . An integrating factor is

R standard form

2

2

2t dt

t2

e

= e . Thus (et z) = 2t3 et . Integrating both sides gives

1 Solutions

2

13

2

et z = (t2 + 1)et + c, where the integral of the right hand side is done

2

2

by parts. Now divide by the integrating factor et to get z = t2 +1+cet .

13. The given equation is in standard form, p(t) = cos t, an antiderivative is

P (t) = sin t, and the integrating factor is (t) = e sin t . Now multiply

by the integrating factor to get

e sin t y + (cos t)e sin t y = (cos t)e sin t ,

the left hand side of which is a perfect derivative ((e sin t )y) . Thus

((e sin t )y) = (cos t)e sin t

and taking antiderivatives of both sides gives (e sin t )y = e sin t + c

where c R is a constant. Now multiply by esin t to get y = 1 + cesin t

for the general solution. To satisfy the initial condition, 0 = y(0) =

1 + cesin 0 = 1 + c, so c = 1. Thus, the solution of the initial value

problem is y = 1 esin t

15. The given linear differential equation is in standard form, p(t) = 2

t ,

an antiderivative is P (t) = 2 ln t = ln t2 , and the integrating factor is

(t) = t2 . Now multiply by the integrating factor to get

t2 y

2

t+1

y = 3 = t2 + t3 ,

t3

t

(t2 y) = t2 + t3

2

where c R is a constant. Now multiply by t2 to and we get y = t

1

2

for the general solution. Letting t = 1 gives 3 = y(1) = 3

2 + ct

2 +c

3

so c = 2 and

1 3

y(t) = t t2 .

2 2

17. The given equation is in standard form, p(t) = a, p(t) = a, an antiderivative is P (t) = at, and the integrating factor is (t) = eat . Now multiply

by the integrating factor to get eat y + aeat y = e(a+b)t , the left hand side

of which is a perfect derivative (eat y) . Thus (eat y) = e(a+b)t and taking

antiderivatives of both sides gives

(eat )y =

1 (a+b)t

e

+c

a+b

14

1 Solutions

y=

1 bt

e + ceat

a+b

19. In standard form we get y (tan t)y = sec t. In this case p(t) =

tan t, an antiderivative is P (t) = ln cos t, and the integrating factor

is (t) = eP (t) = cos t. Now multiply by the integrating factor to get

(cos t)y (sin t)y = 1, the left hand side of which is a perfect derivative ((cos t)y) . Thus ((cos t)y) = 1 and taking antiderivatives of both

sides gives (cos t)y = t + c where c R is a constant. Now multiply by

1/ cos t = sec t and we get y = (t + c) sec t for the general solution.

21. The given differential equation is in standard form, p(t) = n/t, an

antiderivative is P (t) = n ln t = ln(tn ), and the integrating factor

is (t) = tn . Now multiply by the integrating factor to get tn y

ntn1 y = et , the left hand side of which is a perfect derivative (tn y) .

Thus (tn y) = et and taking antiderivatives of both sides gives (tn )y =

et + c where c R is a constant. Now multiply by tn to and we get

y = tn et + ctn for the general solution.

23. Divide by t to put the equation in the standard form

3

y + y = t.

t

In this case p(t) = 3/t, an antiderivative is P (t) = 3 ln t = ln(t3 ), and the

integrating factor is (t) = t3 . Now multiply the standard form equation

by the integrating factor to get t3 y +3t2 y = t4 , the left hand side of which

is a perfect derivative (t3 y) . Thus (t3 y) = t4 and taking antiderivatives

of both sides gives t3 y = 15 t5 + c where c R is a constant. Now multiply

by t3 and we get y = 15 t2 + ct3 for the general solution. Letting t = 1

gives 2 = y(1) = 15 c so c = 9

5 and

y=

1 2 9 3

t t .

5

5

2

y + y = t2 .

t

In this case p(t) = 2/t, an antiderivative is P (t) = 2 ln t = ln t2 , and the

integrating factor is (t) = t2 . Now multiply by the integrating factor to

get t2 y +2ty = 1, the left hand side of which is a perfect derivative (t2 y) .

Thus (t2 y) = 1 and taking antiderivatives of both sides gives t2 y = t + c

where c R is a constant. Now multiply by t2 to get y = 1t + ct2 for

the general solution. Letting t = 2 gives a = y(2) = 12 + 4c so c = 4a 2

1 Solutions

15

and

y=

1

+ (4a 2)t2 .

t

27. Let V (t) denote the volume of fluid in the tank at time t. Initially, there

are 10 gal of brine. For each minute that passes there is a net decrease of

4 3 = 1 gal of brine. Thus V (t) = 10 t gal.

gal

lbs

lbs

1

=3

.

input rate: input rate = 3

min

gal

min

gal

y(t) lbs

4y(t) lbs

output rate: output rate = 4

=

.

min V (t) gal

10 t min

Since y = input rateoutput rate, it follows that y(t) satisfies the initial

value problem

4

y = 3

y(t) , y(0) = 2.

10 t

Put in standard form, this equation becomes

y +

4

y = 3.

10 t

R

4

The coefficient function is p(t) = 10t

, P (t) = p(t) dt = 4 ln(10 t) =

ln(10 t)4 , and the integrating factor is (t) = (10 t)4 . Multiplying

the standard form equation by the integrating factor gives

((10 t)4 y) = 3(10 t)4 .

Integrating and simplifying gives y = (10 t) + c(10 t)4 . The initial

condition y(0) = 2 implies 2 = y(0) = 10 + c104 and hence c = 8/104

so

8

y = (10 t) 4 (10 t)4 .

10

Of course, this formula is valid for 0 t 10. After 10 minutes there is

no fluid and hence no salt in the tank.

29. Let V (t) denote the volume of fluid in the container at time t. Initially,

there are 10 L. For each minute that passes there is a net gain of 42 = 2

L of fluid. So V (t) = 10 + 2t. The container overflows when V (t) =

10 + 2t = 30 or t = 10 minutes.

g

g

L

input rate: input rate = 4

20 = 80

.

min

L

min

L

y(t) g

2y(t)

g

output rate: output rate = 2

=

.

min 10 + 2t L

10 + 2t min

Since y = input rateoutput rate, it follows that y(t) satisfies the initial

value problem

2y

y = 80

, y(0) = 0.

10 + 2t

16

1 Solutions

y +

1

y = 80.

5+t

R

1

, P (t) = p(t) dt = ln(5+t), and the

The coefficient function is p(t) = 5+t

integrating factor is (t) = 5 + t. Multiplying the standard form equation

by the integrating factor gives ((5 + t)y) = 80(5 + t). Integrating and

simplifying gives y = 40(5+t)+c(5+t)1 , where c is a constant. The initial

condition y(0) = 0 implies c = 1000 so y = 40(5 + t) 1000(5 + t)1 .

At the time the container overflows t = 10 we have y(10) = 600 1000

15

533.33 g of salt.

31. input rate: input rate = rc

output rate:

input rate output rate it follows that P (t) is a solution of the initial

value problem

rP (t)

P = rc

, P (0) = P0 .

V

Rewriting this equation in standard form gives the differential equation

P + Vr P = rc. The coefficient function is p(t) = r/V and the integrating

rt

rt

factor is (t) = ert/V . Thus (e V P ) = rce V . Integrating and simplifying

rt

gives P (t) = cV +ke V , where k is the constant of integration. The initial

rt

condition P (0) = P0 implies c = P0 cV so P (t) = cV + (P0 cV )e V .

(a) limt P (t) = cV.

(b) When the river is cleaned up at t = 0 we assume the input concentration is c = 0. The amount of pollutant is therefore given by

rt

P (t) = P0 e V . This will reduce by 1/2 when P (t) = 21 P0 . We solve

rt

the equation 21 P0 = P0 e V for t and get t1/2 = V lnr 2 . Similarly, the

pollutant will reduce by 1/10 when t1/10 = V lnr10 .

(c) Letting V and r be given as stated for each lake gives:

Lake Erie: t1/2 = 1.82 years, t1/10 = 6.05 years.

Lake Ontario: t1/2 = 5.43 years, t1/10 = 18.06 years

33. Let y1 (t) and y2 (t) denote the amount of salt in Tank 1 and Tank 2,

respectively, at time t. The volume of fluid at time t in Tank 1 is V1 (t) =

10 + 2t and Tank 2 is V2 (t) = 5 + t.

L

g

g

input rate for Tank 1: input rate = 4

10 = 40

.

min

L

min

1 Solutions

17

output rate = 2

L

y1 (t) g

=

min

10 + 2t L

2y(t)

g

. The initial value problem for Tank 1 is thus

10 + 2t min

y1 = 40

2

y1 ,

10 + 2t

y1 (0) = 0.

y1 +

1

y1 = 40.

5+t

Integrating and simplifying gives y1 (t) = 20(5 + t) + c/(5 + t). The initial

condition y(0) = 0 implies c = 500 so y1 = 20(5 + t) 500/(5 + t).

L

y1 (t) g

= 20

input rate for Tank 2: input rate = 2

min

10 + 2t L

500

g

.

(5 + t)2 min

output rate for Tank 2:

output rate = 1

y2 = 20 500/(5 + t)2

L

y2 (t) g

y2 (t) g

=

.

min 5 + t L

5 + t min

1

y2 ,

(5 + t)

y2 (0) = 0.

y2 +

1

500

y2 = 20

.

(5 + t)

(5 + t)2

((5 + t)y2 ) = 20(5 + t)

500

.

5+t

y2 (t) = 10(5 + t)

500 ln(5 + t)

c

+

.

5+t

5+t

y2 (t) = 10(5 + t)

+

.

5+t

5+t

18

1 Solutions

Section 1.5

y 2 + yt + t2

1. In standard form we get y =

which is homogeneous since

t2

the degrees of the numerator and denominator are each two. Let y = tv.

Then v + tv = v 2 + v + 1 and so tv = v 2 + 1. Separating variables gives

dv

dt

= . Integrating gives tan1 v = ln |t| + c. So v = tan(ln |t| + c).

v2 + 1

t

Substituting v = y/t gives y = t tan(ln |t| + c). The initial condition

implies 1 = y(1) = 1 tan c = tan c and hence c = /4. Therefore y(t) =

t tan(ln |t| + /4).

3. Since the numerator and denominator are homogeneous of degree 2 the

quotient is homogeneous. Let y = tv. Then v + tv = v 2 4v + 6.

So tv = v 2 5v + 6 = (v 2)(v 3). There are two equilibrium

solutions v = 2, 3. Separating

the variables and using partial frac

1

1

dt

tions gives

v

3

v

2

t

v 3

= ln |t| + c. Solving for v gives v = 3 2kt , for k 6= 0, and so

ln

v 2

1 kt

3t 2kt2

y =

, for k 6= 0. When k = 0 we get v = 3 or y = 3t, which

1 kt

is the same as the equilibrium solution v = 3. The equilibrium solution

3t 2kt2

v = 2 gives y = 2t. Thus we can write the solutions as y =

,

1 kt

k R and y = 2t. The initial condition y(2) = 4 is satisfied for the linear

3t 2kt2

equation y = 2t but has no solution for the family y =

. Thus

1 kt

y = 2t is the only solution.

5. Since the numerator and denominator are homogeneous of degree 2 the

3v 2 1

. Subtract

quotient is homogeneous. Let y = tv. Then v + tv =

2v

2

v 1

v from both sides to get tv =

. The equilibrium solutions are

2v

2v dv

dt

v = 1. Separating variables gives 2

=

and integrating gives

v

1

t

2

2

ln v 1 = ln |t|+c. Exponentiating gives v 1 = kt and by simplifying

solutions v = 1 become y = t. These occur when k = 0, so are already

included in the general formula.

p

p

y + t2 y 2

. Since (t)2 (y)2 =

t

p

p

2p

(t2 y 2 ) = t2 y 2 for > 0 it is easy to see that y =

y + t2 y 2

is homogeneous. Let y = tv. Then v + tv = v + 1 v 2 .

t

1 Solutions

19

dv

dt

Separating variables gives

=

. Integrating gives sin1 v =

2

t

1v

ln |t| + c and so v = sin(ln |t| + c). Now substitute v = y/t to get

y = t sin(ln |t| + c). The equilibrium solutions imply y = t are also

solutions.

9. Note that although y = 0 is part of the general solution it does not

satisfy the initial value. Divide both sides by y 2 to get y 2 y y 1 = t.

Let z = y 1 . Then z = y 2 y . Substituting gives z z = t or

z + z = t. An integrating factor is et . So (et z) = tet . Integrating both

sides givesR et z = tet + et + c, where we have used integration by parts to

compute tet dt. Solving for z gives z = t + 1 + cet . Now substitute

1

. The initial condition

z = y 1 and solve for y to get y =

t + 1 + cet

1

1

implies 1 =

and so c = 0. The solution is thus y =

.

1+c

1t

11. Note that y = 0 is a solution. First divide both sides by y 3 to get

z

y 3 y + ty 2 = t. Let z = y 2 . Then z = 2y 3 y , so

= y 3 y .

2

z

Substituting gives

+ tz = t, which in standard form is z 2tz = 2t.

2

R

2

2

2

An integrating factor is e 2t dt = et , so that (et z) = 2tet .

2

2

Integrating both sides gives et z = et + c, where the integral of the

right hand side is done by the substitution u = t2 . Solving for z gives

1

2

z = 1 + cet . Since z = y 2 we find y =

.

1 + cet2

13. Note that y = 0 is a solution. Divide by y 2 and (1 t2 ) to get y 2 y

t

5t

y 1 =

. Let z = y 1 . Then z = y 2 y and substituting

2

1t

1 t2

t

5t

t

gives z

z=

. In standard form we get z +

z=

1 t2

(1 t2 )

1 t2

5t

. Multiplying by the integrating factor

1 t2

(t) = e

t

1t2

dt

= e 2 ln(1t

= (1 t2 )1/2

gives z(1 t2 )1/2 =

2 1/2

5(1 t )

+ c and hence z = 5 + c 1 t2 . Since z = y 1 we have

1

y=

.

5 + c 1 t2

15. If we divide by y we get y + ty = ty 1 which is a Bernoulli equation with

n = 1. Note that since n < 0, y = 0 is not a solution. Dividing by y 1

z

gets us back to yy + ty 2 = t. Let z = y 2 . Then z = 2yy so

+ tz = t

2

20

1 Solutions

2

2

2

2

2

2

so (et z) = 2tet . Integrationgives et z = et + c so z = 1 + cet .

2

condition implies

Since z = y 2

we get y = 1 + cet . The initial

17. Note that y = 0 is a solution. First divide both sides by y 3 to get

z

y 3 y + y 2 = t. Let z = y 2 . Then z = 2y 3 y . So

+ z = t.

2 R

e2t and hence (e2t z) = 2te2t . Integration by parts gives e2t z =

1

1

(t + )e2t + c and hence z = t + + ce2t . Since z = y 2 we get

2

2

1

y = q

.

t + 12 + ce2t

19. Let z = 2t2y +1. Then z = 22y and so y =

2 z

. Substituting we

2

2 z

get

= z 1 and in standard form we get z = 2 2z 1 , a separable

2

differential equation. Clearly, z = 1 is an equilibrium solution. Assume

for now that z 6= 1. Then separating

and simplifying using

variables

z

1

1

1

1/(1 z ) = z1 = 1 + z1 gives 1 + z1 dz = 2 dt. Integrating we

get 2y + ln |2t 2y| = c, c R. (We absorb the constant 1 in c.) The

equilibrium solution z = 1 becomes y = t.

1 + z2

. Separating variables and simplifying

standard form we get z =

z2

1

we get 1

dz = dt. Integrating we get z tan1 z = t + c.

1 + z2

Now let z = t + y and simplify to get y tan1 (t + y) = c, c R.

23. This is the same as Exercise 16 where the Bernoulli equation technique

there used the substitution z = y 2 . Here use the given substitution to

get z = 2yy + 1. Substituting we get z 1 = z and in standard form

z = 1+z. Clearly, z = 1 is an equilibrium solution. Separating variables

dz

gives

= dt and integrating gives ln |1 + z| = t + c, c R. Solving

1+z

for z we get z = ket 1, where k 6= 0. Since z = y 2 + t 1 we get

t

y 2 + t 1 = ket 1 and solving for y gives

y = ke t. The case

k = 0 gives the equilibrium solutions y = t.

25. If z = ln y then z =

Then

y

. Divide the given differential equation by y.

y

y

+ ln y = t and substitution gives z + z = t. An integrating factor

y

1 Solutions

21

t

so z = t 1 + cet . Finally, solving for y we get y = et1+ce , c R.

Section 1.6

1. This can be written in the form M (t, y) + N (t, y)y = 0 where M (t, y) =

y 2 + 2t and N (t, y) = 2ty. Since M/y = 2y = N/t, the equation is

exact, and the general solution is given implicitly by V (t, y) = c where the

function V (t, y) Ris determined by the solution method for exact equations.

Thus V (t, y) = (y 2 + 2t) dt + (y) = y 2 t + t2 + (y). The function (y)

satisfies

V

2

d

d

=

(y t + t2 ) +

= 2ty +

= N (t, y) = 2ty,

y

y

dy

dy

so that d/dy = 0. Thus, V (t, y) = y 2 t + t2 and the solutions to the

differential equation are given implicitly by t2 + ty 2 = c.

3. In this equation M = 2t2 y and N = t + y 2 . Since M/y = 1, while

N/t = 1, the equation is not exact.

5. In this equation M = 3y 5t and N = 2y t. Since M/y = 3, while

N/t = 1, the equation is not exact.

7. This can be written in the form M (t, y) + N (t, y)y = 0 where M (t, y) =

2ty+2t3 and N (t, y) = t2 y. Since M/y = 2t = N/t, the equation is

exact, and the general solution is given implicitly by V (t, y) = c where the

function V (t, y) Ris determined by the solution method for exact equations.

Thus V (t, y) = (2ty + 2t3 ) dt + (y) = t2 y + t4 /2 + (y). The function

(y) satisfies

2

d

d

V

=

(t y + t4 /2) +

= t2 +

= N (t, y) = t2 y,

y

y

dy

dy

so that d/dy = y. Hence (y) = y 2 /2 so that V (t, y) = t2 y + t4 /2

y 2 /2 and the solutions to the differential equation are given implicitly by

t2 y + t4 /2 y 2 /2 = c. Multiplying by 2 and completing the square (and

replacing the constant 2c by c) gives (y t2 )2 2t4 = c.

9. This can be written in the form M (t, y) + N (t, y)y = 0 where M (t, y) =

y and N (t, y) = y 3 t. Since M/y = 1 = N/t, the equation is

exact, and the general solution is given implicitly by V (t, y) = c where the

function V (t, y)Ris determined by the solution method for exact equations.

Thus V (t, y) = (y) dt + (y) = yt + (y). The function (y) satisfies

22

1 Solutions

d

d

=

(yt) +

= t +

= N (t, y) = y 3 t,

y

y

dy

dy

so that d/dy = y 3 . Hence, (y) = y 4 /4 so that V (t, y) = y 4 /4 yt and

the solutions to the differential equation are given implicitly by y 4 /4

yt = c.

Section 1.7

1. We first change the variable t to u and write y (u) = uy(u). Now integrate

Rt

Rt

both sides from 1 to t to get 1 y (u) du = 1 uy(u) du. Now the left side

Rt

Rt

is 1 y (u) du = y(t) y(1) = y(t) 1. Thus y(t) = 1 + 1 uy(u) du.

u y(u)

. Now integrate

u + y(u)

Rt

R t u y(u)

both sides from 0 to t to get 0 y (u) du = 0

du. The left side

u + y(u)

R t u y(u)

is y(t) 1 so y(t) = 1 + 0

du.

u + y(u)

Rt

5. The corresponding integral equation is y(t) = 1 + 1 uy(u) du. We then

have

3. Change the variable t to u and write y (u) =

y0 (t) = 1

t

u2

t2

1

1 + t2

y1 (t) = 1 +

u 1 du = 1 +

=

1

+

=

2 1

2

2

2

1

Z t

t

u2

u4

5 t2

t4

1 + u2

y2 (t) = 1 +

u

du = 1 +

+

= + +

2

4

8 1

8

4

8

1

2

Z t

3

5

4

6 t

5u u

u

5u

u

u

y3 (t) = 1 +

+

+

du = 1 +

+

+

8

4

8

16

16 48 1

1

Z

29 5t2

t4

t6

+

+

+ .

48

16

16 48

have

Rt

0 (u

1 Solutions

23

y0 (t) = 0

Z t

t2

y1 (t) =

(u + 0) du =

2

0

2 2 !

Z t

Z t

u

u4

t2

t5

y2 (t) =

u+

du =

u+

du =

+

2

4

2

20

0

0

!

2

2

Z t

Z t

u4

u

u5

u7

u10

+

du =

u+

+

+

du

y3 (t) =

u+

2

20

4

20 400

0

0

=

t2

t5

t8

t11

+

+

+

.

2

20 160 4400

Z t

y(t) =

(1 + (u y(u))2 ) du.

0

We then have

y0 (t) = 0

Z

y1 (t) =

y2 (t) =

=

y3 (t) =

y4 (t) =

y5 (t) =

t

u3

t3

u+

= t+

3 0

3

0

2 !

Z t

Z t

3

u

u6

1+ u u+

du =

1+

du

3

9

0

0

t

u7

t7

u+

=t+

63 0

7 32

Z t

u14

t15

1 + 2 4 du = t +

7 3

15 72 34

0

Z t

30

t31

u

1 + 2 4 8 du = t +

15 7 3

31 152 74 38

0

Z t

62

u

t63

1+ 2

du

=

t

+

31 154 78 31 6

63 312 154 78 316

0

t

1 + (u 0)2 du =

11. The right hand side is F (t, y) = y. If R is any rectangle about (1, 0)

then there are y-coordinates that are negative. Hence F is not defined on

R and Picards theorem does not apply.

ty

2t

. Then Fy (t, y) =

. Choose

t+y

(t + y)2

a rectangle R about (0, 1) that contains no points on the line t + y = 0.

Then both F and Fy are continuous on R. Picards theorem applies and

we can conclude there is a unique solution on an interval about 0.

24

1 Solutions

have

Rt

0

y0 (t) = 1

y1 (t) = 1 +

a du = 1 + at

t

a 2 t2

a(1 + au) du = 1 +

(a + a2 u) du = 1 + at +

2

0

0

Z t

2 2

2 2

3 3

a u

a t

a t

du = 1 + at +

+

y3 (t) = 1 +

a 1 + au +

2

2

3!

0

..

.

a 2 t2

a n tn

yn (t) = 1 + at +

+ +

.

2

n!

y2 (t) = 1 +

a k tk

. We recognize this sum as the first n

k!

terms of the Taylor series expansion for eat . Thus the limiting function

is y(t) = limn yn (t) = eat . It is straightforward to verify that it is a

solution. If F (t, y) = ay then Fy (t, y) = a. Both F and Fy are continuous

on the whole (t, y)-plane. By Picards theorem, Theorem 5, y(t) = eat is

the only solution to the given initial value problem.

We can write yn (t) =

Pn

k=0

17. Let F (t, y) = cos(t + y). Then Fy (t, y) = sin(t + y). Let y1 and

y2 be arbitrary real numbers. Then by the mean value theorem there

is a number y0 in between y1 and y2 such that |F (t, y1 ) F (t, y2 )| =

|sin(t + y0 )| |y1 y2 | |y1 y2 | . It follows that F (t, y) is Lipschitz on

any strip. Theorem 10 implies there is a unique solution on all of R.

19. 1. First assume that t 6= 0. Then ty = 2y t is linear and in

standard Rform becomes y 2y/t = 1. An integrating factor is

(t) = e (2/t) dt = t2 and multiplying both sides by gives

t2 y 2t3 y = t2 . This simplifies to (t2 y) = t2 . Now integrate to get t2 y = t1 + c or y(t) = t + ct2 . We observe that this

solution is also valid for t = 0. Graphs are given below for various

values of c.

1 Solutions

25

4

3

2

1

0

1

2

3

4

6

0

t

2. Every solution satisfies y(0) = 0. There is no contradiction to Theo2

rem 5 since, in standard form, the equation is y = y 1 = F (t, y)

t

and F (t, y) is not continuous for t = 0.

21. No. Both y1 (t) and y2 (t) would be solutions to the initial value problem

y = F (t, y), y(0) = 0. If F (t, y) and Fy (t, y) are both continuous near

(0, 0), then the initial value problem would have a unique solution by

Theorem 5.

23. For t < 0 we have y1 (t) = 0 and for t > 0 we have y1 (t) = 3t2 . For t = 0

y1 (h)

y1 (h) y1 (0)

we calculate y1 (0) = limh0

= limh0

. To compute

h0

h

this limit we show the left hand and right hand limits agree. We get

y1 (h)

h3

= lim+

= lim+ h2 = 0

h

h

h0

h0

h0

0

y1 (h)

lim

= lim+ = 0

h

h0

h0 h

(

0,

for t < 0

It follows that y1 (t) =

and so

3t2 for t 0

lim+

ty1 (t) =

3y1 (t) =

0,

3t3

for t < 0

for t 0

0,

3t3

for t < 0

for t 0

26

1 Solutions

3

There is no contraction to Theorem 5 since, in standard form y = y =

t

F (t, y) has a discontinuous F (t, y) near (0, 0). So Picards theorem does

not even apply.

Section 2.1

1. Apply the Laplace transform to both sides of the equation. For the left

hand side we get sY (s) 2 4Y (s), while the right hand side is 0. Solve

2

for Y (s) to get Y (s) =

. From this we see that y(t) = 2e4t .

s4

3. Apply the Laplace transform to both sides of the equation. For the left

hand side we get sY (s) 4Y (s), while the right hand side is 1/(s 4).

1

Solve for Y (s) to get Y (s) =

. Therefore, y(t) = te4t .

(s 4)2

5. Apply the Laplace transform to both sides of the equation. For the left

hand side we get sY (s) 2 + 2Y (s), while the right hand side is 3/(s 1).

Solve for Y (s) to get

Y (s) =

3

1

1

2

+

=

+

.

s + 2 (s 1)(s + 2)

s+2 s1

7. Apply the Laplace transform to both sides. For the left hand side we get

L {y + 3y + 2y} (s) = L {y } (s) + 3L {y } (s) + 2L {y} (s)

= (s2 + 3s + 2)Y (s) 3s 3.

(s2 + 3s + 2)Y (s) 3s 3 = 0.

Hence,

Y (s) =

3s + 3

3(s + 1)

3

=

=

,

s2 + 3s + 2

(s + 1)(s + 2)

s+2

9. Apply the Laplace transform to both sides. For the left hand side we get

1 Solutions

27

= (s2 + 25)Y (s) s + 1.

We now get

(s2 + 25)Y (s) s + 1 = 0.

Hence,

Y (s) =

s1

s

1

5

= 2

,

2

2

s + 25

s + 25 5 s + 25

1

5

sin 5t.

11. Apply the Laplace transform to both sides. For the left hand side we get

L {y + 8y + 16y} (s) = L {y } (s) + 8L {y } (s) + 16L {y} (s)

= (s2 + 8s + 16)Y (s) s 4.

We now get

(s + 4)2 Y (s) (s + 4) = 0.

Hence,

Y (s) =

s+4

1

=

(s + 4)2

s+4

13. Apply the Laplace transform to both sides. For the left hand side we get

L {y + 4y + 4y} (s) = L {y } (s) + 4L {y } (s) + 4L {y} (s)

= (s2 + 4s + 4)Y (s) 1.

Since L e2t = 1/(s + 2) we get the algebraic equation

(s + 2)2 Y (s) 1 =

1

.

s+2

Hence,

Y (s) =

1

1

1

1

2

+

=

+

2

3

2

(s + 2)

(s + 2)

(s + 2)

2 (s + 2)3

28

1 Solutions

Section 2.2

1.

=

=

=

=

=

L {3t + 1} (s)

Z

(3t + 1)est dt

0

Z

Z

st

3

te

dt +

est dt

0

0

Z

1 st

t st

1 st

e +

e

dt +

e

3

s

s 0

s

0

0

1

1

1 st

3

e

+

s

s

s

0

3

1

+ .

s2

s

3.

L e2t 3et (s)

Z

est (e2t 3et ) dt

=

0

Z

Z

st 2t

=

e e dt 3

est et dt

0

0

Z

Z

(s2)t

=

e

dt 3

e(s+1)t dt

0

1

3

=

.

s2 s+1

5. L 5e2t = 5L e2t =

5

s2

5

4

2

7. L t2 5t + 4 = L t2 5L {t} + 4L {1} = 3 2 +

s

s

s

1

7

9. L e3t + 7te4t = L e3t + 7L te4t =

+

s + 3 (s + 4)2

11. L {cos 2t + sin 2t} = L {cos 2t}+L {sin 2t} =

13. L (te2t )2 (s) = L t2 e4t (s) =

2

(s + 4)3

s2

s

2

s+2

+ 2

= 2

2

2

+2

s +2

s +4

1 Solutions

29

15. L (t + e2t )2 (s) = L t2 + 2te2t + e4t (s) = L t2 (s)+2L te2t (s)+

2

2

1

+

L e4t (s) = 3 +

2

s

(s 2)

s4

4

t

4!

24

17. L

(s) = L t4 e4t (s) =

=

4t

e

(s + 4)5

(s + 4)5

1

1

=

19. L te3t (s) = L e3t

(s) =

s3

(s 3)2

21. Here we use the transform derivative principle twice to get L t2 sin 2t (s) =

2

4s

12s2 16

(L {sin 2t}) =

=

=

s2 + 4

(s2 + 4)2

(s2 + 4)3

2

s

2s

2

= 2

2

s +1

s +1 s

25. L {Ei(6t)} (s) =

1

1 ln((s/6) + 1)

ln(s + 6) ln 6

L {Ei(t)} (s)|s7s/6 =

=

6

6

s/6

s

1

1

27. We use the identity sin2 = (1cos 2). L sin2 bt (s) = L {1 cos 2bt} (s) =

2

2

1 1

s

2b2

=

;

2 s s2 + 4b2

s(s2 + 4b2 )

29. We use the identity sin at cos bt =

1

(sin(a + b)t + sin(a b)t).

2

1

(L {sin(a + b)t} + L {sin(a b)t})

2

1

ab

a+b

=

+

.

2 s2 + (a b)2

s2 + (a + b)2

1

1

31. L {sinh bt} =

L ebt ebt =

2

2

1

1

s+b sb

s2

b

b2

33. Let f (t) = sinh bt. Then f (t) = b cosh t and f (t) = b2 sinh t. Further, f (t)|t=0 = 0 and f (t)|t=0 = b. Thus b2 L {sinh bt} = L {f (t)} =

s2 L {f (t)} sf (0) f (0) = s2 L {f (t)} b. Solving for L {f (t)} gives

b

L {sinh bt} = 2

.

s b2

Rt

R0

35. Let g(t) = 0 f (u) du and note that g (t) = f (t) and g(0) = 0 f (u) du =

0. Now apply the input derivative formula to g(t), to get

F (s) = L {f (t)} (s) = L {g (t)} (s) = sL {g(t)} (s) g(0) = sG(s).

30

1 Solutions

37. Suppose f is of exponential type of order a and g is of exponential type

of order b. Then there are numbers K and L so that |f (t)| Keat and

|g(t)| Lebt . Now |f (t)g(t)| Keat Lebt = KLe(a+b)t . If follows that

f + g is of exponential type of order a + b.

39. Suppose a and K are real and |y(t)| Keat . Then y(t)eat is bounded

by K. But

2

et eat = et

at+ a4

a 2

a2

4

= e(t 2 ) e

2

= eu e

a2

4

a2

4

,

2

2

it is clear that limt et eat = , for all a R, and hence y(t)eat is

not bounded. It follows that y(t) is not of exponential type.

41. y(t) is of exponential type because it is continuous and bounded. On the

2

2

other hand, y (t) = cos(et )et (2t). Suppose there is a K and a so that

at

|y (t)| Ke for all t 0. We need only show that there are some t for

2

which this inequality does not hold. Since cos et oscillates between 1

2

2

and 1 lets focus on those t for which cos et = 1. This happenspwhen et

2

is a multiple of 2, i.e. et = 2n for some n. Thus t = tn = ln(2n).

If the inequality |y (t)| Keat is valid for all t 0 it is valid for tn for

2

all n > 0. We then get the inequality 2tn etn Keatn . Now divide by

eatn , combine, complete the square, and simplify to get the inequality

2

2

2tn e(tn a/2) Kea /4 . Choose n so that tn > K and tn > a. Then this

last inequality is not satisfied. It follows that y (t) is not of exponential

RM

type. Now consider the definite integral 0 est y (t) dt and compute by

parts: We get

Z

st

y (t) dt =

0

2

M

y(t)est 0

+s

M

lim y(t)est 0 = 0.

sL {y(t)}. The righthand side exists because y(t) is bounded.

(a) Show that (1) = 1.

1 Solutions

31

(Hint : Integrate by parts.)

(c) Show that (n + 1) = n! when n is a nonnegative integer.

43. Using polar coordinates x = r cos , y = r sin . Then dx dy = r dr d

and the domain of integration is the first quadrant of the plane, which in

polar coordinates is given by 0 /2, 0 r < . Thus

Z

(x2 +y 2 )

dx dy =

/2

0

=

2

er r dr d

0

2

er r dr

0

2

er

= .

2

2

4

0

Hence, I = /2.

Section 2.3

The s 1 -chain

1.

5s + 10

(s 1)(s + 4)

2

s+4

3

s1

The s 5 -chain

3.

1

(s + 2)(s 5)

1/7

(s + 2)

1/7

(s 5)

32

1 Solutions

The s 1 -chain

5.

3s + 1

(s 1)(s2 + 1)

2s + 1

s2 + 1

2

s1

The s + 3 -chain

2

7.

s +s3

(s + 3)3

s2

(s + 3)2

1

s+3

3

(s + 3)3

5

(s + 3)2

1

s+3

The s + 1 -chain

s

9.

(s +

2)2 (s

1)2

+

s+4

(s + 2)2 (s + 1)

3s 8

(s + 2)2

1

(s + 1)2

3

s+1

1 Solutions

33

The s 5 -chain

11.

1

(s 5)5 (s 6)

1

(s 5)4 (s 6)

1

(s 5)3 (s 6)

1

(s 5)2 (s 6)

1

(s 5)(s 6)

1

s6

1

(s 5)5

1

(s 5)4

1

(s 5)3

1

(s 5)2

1

s5

13/8

5/8

s5 s+3

15.

37

23

+

12(s 5) 12(s + 7)

17.

25

9

8(s 7) 8(s + 1)

19.

1

1

1

+

2(s + 5) 2(s 1) s 2

21.

7

(s + 4)4

A1

s2 + s 3

=

(s + 3)3

(s + 3)3

where

A1 =

and p1 (s) =

Continuing gives

s2 + s 3

1

p1 (s)

(s + 3)2

=3

s=3

1

1

(s2 + s 3 (3)(1)) =

(s2 + s 6) = s 2

s+3

s+3

34

1 Solutions

s2

A2

=

(s + 3)2

(s + 3)2

where A2 =

s 2

1

s=3

and p2 (s) =

Thus

p2 (s)

s+3

= 5

1

1

(s 2 (5)(1)) =

(s + 3) = 1

s+3

s+3

s2 + s 3

3

5

1

=

+

3

3

2

(s + 3)

(s + 3)

(s + 3)

s+3

s2 + s 3

((s + 3) 3)2 + ((s + 3) 3) 3

=

(s + 3)3

(s 3)3

2

(s + 3) 5(s + 3) + 3

=

(s + 3)3

3

5

1

=

+

.

(s + 3)3

(s + 3)2

s+3

25.

s2 6s + 7

s2 6s + 7

=

, so use Theorem 1 to compute the

2

2

(s 4s 5)

(s + 1)2 (s 5)2

(s + 1)-chain:

s2 6s + 7

A1

=

2

2

(s + 1) (s 5)

(s + 1)2

p1 (s)

(s + 1)(s 5)2

s2 6s + 7

7

where A1 =

=

2

(s 5)

18

s=1

1

and p1 (s) =

(s2 6s + 7 (7/18)(s 5)2 )

s+1

1

1

(11s2 38s 49)/18 =

(11s 49)

=

s+1

18

Continuing gives

1

11s 49

A2

=

18 (s + 1)(s 5)2

s+1

p2 (s)

(s 5)2

1 11s 49

where A2 =

= 5/54

18 (s 5)2 s=1

1

and p2 (s) =

((11s 49)/18 (5/54)(s 5)2 ) = (5s 22)/54

s+1

1 Solutions

35

s2 6s + 7

1/18

5/54

(5s 22)/54

=

+

Now either

(s + 1)2 (s 5)2

(s + 1)2

s+1

(s 5)2

continue with Theorem 1 or replace s with s = (s5)+5 in the numerator

s2 6s + 7

of the last fraction to finish the calculation and get

=

(s + 1)2 (s 5)2

1

5

21

3

5

+

+

2

2

54 s 5 (s + 1)

(s 5)

s+1

Thus

s

A1

=

(s + 2)2 (s + 1)2

(s + 2)2

p1 (s)

(s + 2)(s + 1)2

s

= 2

where A1 =

(s + 1)2 s=2

1

and p1 (s) =

(s (2)(s + 1)2 )

s+2

2s2 + 5s + 2

(2s + 1)(s + 1)

=

=

= 2s + 1

s+2

s+2

Continuing gives

2s + 1

A2

=

(s + 2)(s + 1)2

s+2

p2 (s)

(s + 1)2

2s + 1

where A2 =

= 3

(s + 1)2 s=2

1

and p2 (s) =

(2s + 1 (3)(s + 1)2 ) = 3s + 2

s+2

s

2

3

3s + 2

=

+

. Now continue using

(s + 2)2 (s + 1)2

(s + 2)2 s + 2 (s + 1)2

Theorem 1 or replace s by (s + 1) 1 in the numerator of the last fraction

s

2

3

1

3

to get

=

+

2

2

2

2

(s + 2) (s + 1)

(s + 2)

s + 2 (s + 1)

s+1

Thus

36

1 Solutions

8s

A1

=

(s 1)(s 2)(s 3)3

(s 3)3

p1 (s)

(s 1)(s 2)(s 3)2

8s

= 12

where A1 =

(s 1)(s 2) s=3

1

and p1 (s) =

(8s (12)(s 1)(s 2))

s3

12s2 + 44s 24

(12s + 8)(s 3)

=

=

= 12s + 8

s3

s3

For the second step in the (s 3)-chain:

12s + 8

A2

=

(s 1)(s 2)(s 3)2

(s 3)2

p2 (s)

(s 1)(s 2)(s 3)2

12s + 8

where A2 =

= 14

(s 1)(s 2) s=3

1

and p2 (s) =

(12s + 8 (14)(s 1)(s 2))

s3

14s2 54s + 36

(14s 12)(s 3)

=

=

= 14s 12

s3

s3

Continuing gives

14s 12

A3

=

(s 1)(s 2)(s 3)2

s3

p3 (s)

(s 1)(s 2)

14s 12

= 15

(s 1)(s 2) s=3

1

and p3 (s) =

(14s 12 (15)(s 1)(s 2)) = 15s + 14

s3

where A3 =

8s

12

14

15

15s + 14

=

+

+

.

3

3

2

(s 1)(s 3)(s 3)

(s 3) (s 3) s 3 (s 1)(s 2)

The last fraction has a denominator with distinct linear factors so we get

8s

12

14

15

16

1

=

+

+

+

+

(s 1)(s 3)(s 3)3

(s 3)3

(s 3)2

s3 s2 s1

Thus

1 Solutions

37

s

A1

=

(s 2)2 (s 3)2

(s 2)2

p1 (s)

(s 2)(s 3)2

s

=2

where A1 =

(s 3)2 s=2

1

and p1 (s) =

(s (2)(s 3)2 )

s2

2s2 + 13s 18

(2s + 9)(s 2)

=

=

= 2s + 9

s2

s2

Continuing gives

2s + 9

A2

=

(s 2)(s 3)2

s3

p2 (s)

(s 3)2

2s + 9

=5

(s 3)2 s=2

1

and p2 (s) =

(2s + 9 (5)(s 3)2 ) = 5s + 18

s2

where A2 =

2

5

5s + 18

+

+

. Now continue

2

(s

(s 2)

s2

(s 3)2

using Theorem 1 or replace s by (s 3) + 3 in the numerator of the last

s

2

5

3

5

fraction to get

=

+

+

(s 2)2 (s 3)2

(s 2)2

s 2 (s 3)2

s3

Thus

2)2 (s

3)2

33. Apply the Laplace transform to both sides. For the left hand side we get

L {y + 2y + y} = L {y } + 2L {y } + L {y}

= s2 Y (s) sy(0) y (0) + 2(sY (s) y(0)) + Y (s)

= (s2 + 2s + 1)Y (s).

Since L 9e2t =

9

we get

s2

Y (s) =

9

.

(s + 1)2 (s 2)

38

1 Solutions

The (s + 1) -chain

9

(s + 1)2 (s 2)

3

(s + 1)(s 2)

1

(s 2)

It follows that

Y (s) =

and

3

(s + 1)2

1

s+1

3

1

1

+

(s + 1)2

s+1 s2

35. Apply the Laplace transform to both sides. For the left hand side we get

L {y 4y 5y} = L {y } 4L {y } 5L {y}

= s2 Y (s) sy(0) y (0) 4(sY (s) y(0)) 5Y (s)

= (s2 4s 5)Y (s) + s 5.

(s2 4s 5)Y (s) + s 5 =

150

.

s2

Hence,

s + 5

150

+ 2

(s + 1)(s 5) s (s + 1)(s 5)

1

150

=

+

.

s + 1 s2 (s + 1)(s 5)

Y (s) =

For the second term we start with the s-chain to get the following partial

fraction decomposition

1 Solutions

39

The s -chain

150

s2 (s + 1)(s 5)

30(s 4)

s(s + 1)(s 5)

244s + 124

(s + 1)(s 5)

1

s5

Thus

Y (s) =

30

s2

24

s

25

s+1

30 24

26

1

+

+

s2

s

s+1 s5

37. Apply the Laplace transform to both sides. For the left hand side we get

L {y 3y + 2y} = L {y } 3L {y } + 2L {y}

= (s2 3s + 2)Y (s) 2s + 3.

(s 1)(s 2)Y (s) 2s + 3 =

Hence,

Y (s) =

4

.

s

2s 3

4

+

.

(s 1)(s 2) s(s 1)(s 2)

to see that

2s 3

1

1

=

+

(s 1)(s 2)

s1 s2

and

Thus

4

2

4

2

=

+

.

s(s 1)(s 2)

s s1 s2

Y (s) =

2

3

3

+

s s2 s1

40

1 Solutions

Section 2.4

1. Note that s = i is a root of s2 + 1. Applying Theorem 1 gives

1

(s2 + 1)2 (s2 + 2)

B1 s + C1

p1 (s)

+ 2

(s2 + 1)2

(s + 1)(s2 + 2)

1

1

= 2

=1

2

(s + 2) s=i

i +2

B1 = 0 and C1 = 1

1

and p1 (s) = 2

(1 (1)(s2 + 2))

s +1

s2 1

=

= 1.

s2 + 1

where B1 i + C1 =

1

(s2 + 1)(s2 + 2)

1

.

(s2 + 1)(s2 + 2)

B2 s + C2

p2 (s)

+ 2

(s2 + 1)

(s + 2)

1

= 1

(s2 + 2) s=i

B2 = 0 and C2 = 1

1

and p2 (s) = 2

(1 (1)(s2 + 2))

s +1

s2 + 1

= 2

= 1.

s +1

where B2 i + C2 =

The s2 + 1 -chain

1

+ 1)2 (s2 + 2)

1

(s2 + 1)(s2 + 2)

1

2

s +2

(s2

3. Note that s =

1

+ 1)2

1

(s2 + 1)

(s2

1 Solutions

41

8s + 8s2

(s2 + 3)3 (s2 + 1)

where

B1 3i + C1

B1 s + C1

p1 (s)

+ 2

(s2 + 3)3

(s + 3)2 (s2 + 1)

8s + 8s2

8 3i + 8( 3i)2

=

(s2 + 1) s=3i

( 3i)2 + 1

4 3i + 12

B1 = 4 and C1 = 12

1

(8s + 8s2 (4s + 12)(s2 + 1))

s2 + 3

4s3 4s2 + 12s 12

= 4(s 1).

s2 + 3

=

=

and p1 (s)

=

=

4s 4

(s2 + 3)2 (s2 + 1)

where B2 3i + C2

and p2 (s)

=

=

(s2

4s 4

.

+ 3)2 (s2 + 1)

B2 s + C2

p2 (s)

+ 2

(s2 + 3)2

(s + 3)(s2 + 1)

4s 4

= 2 3i + 2

2

(s + 1) s= 3i

B2 = 2 and C2 = 2

1

(4s 4 (2s + 2)(s2 + 1))

2

s +3

2s3 2s2 + 6s 6

= 2s 2.

s2 + 3

2s 2

(s2 + 3)(s2 + 1)

gives

2s 2

(s2 + 3)(s2 + 1)

where B3 3i + C3

and p3 (s)

=

=

B3 s + C3

p3 (s)

+ 2

(s2 + 3)

(s + 1)

2s 2

=

3i + 1

(s2 + 1) s=3i

B3 = 1 and C3 = 1

1

(2s 2 (s + 1)(s2 + 1))

s2 + 3

s3 s2 + 3s 3

= s 1.

s2 + 3

42

1 Solutions

The s2 + 3 -chain

8s + 8s2

+ 1)

4(s 1)

(s2 + 3)2 (s2 + 1)

2(s 1)

(s2 + 3)(s2 + 1)

s1

s2 + 1

(s+ 3)3 (s2

12 4s

(s2 + 3)3

2 2s

(s2 + 3)2

1s

s2 + 3

s2 + 2s + 2. We will use the root s = 1 + i for the partial fraction

algorithm. Applying Theorem 1 gives

1

(s2

+ 2s +

2)2 (s2

+ 2s +

3)2

B1 s + C1

+ 2s + 2)2

(s2

where

B1 (1 + i) + C1

=

=

and p1 (s)

=

=

=

(s2

p1 (s)

+ 2s + 2)(s2 + 2s + 3)2

1

2

2

(s + 2s + 3) s=1+i

1

=1

((1 + i)2 + 2)2

B1 = 0 and C1 = 1

1 (1)(s2 + 2s + 3)2

s2 + 2s + 2

2

(s + 2s + 4)(s2 + 2s + 2)

s2 + 2s + 2

2

(s + 2s + 4).

(s2 + 2s + 4)

.

(s2 + 2s + 2)(s2 + 2s + 3)2

1 Solutions

43

(s2 + 2s + 4)

(s2 + 2s + 2)(s2 + 2s + 3)2

where

B2 s + C2

p2 (s)

+

(s2 + 2s + 2) (s2 + 2s + 3)2

B2 (1 + i) + C2

(s2 + 2s + 4)

= 2

(s2 + 2s + 3) s=1+i

B2 = 0 and C2 = 2

(s2 + 2s + 4) (2)(s2 + 2s + 3)2

s2 + 2s + 2

2

(2(s + 1) + 5)((s + 1)2 + 1)

s2 + 2s + 2

2

2s + 4s + 7.

and p2 (s)

=

=

=

The s2 + 2s + 2 -chain

1

(s2

2)2 (s2

3)2

+ 2s +

+ 2s +

(s2 + 2s + 4)

(s2 + 2s + 2)(s2 + 2s + 3)2

2s2 + 4s + 7

(s2 + 2s + 3)2

1

+ 2s + 2)2

2

s2 + 2s + 2

(s2

s

A1

=

(s2 + 1)(s 3)

s3

p1 (s)

s2 + 1

s

3

=

s2 + 1 s=3

10

1

1

and p1 (s) =

(s (3/10)(s2 + 1)) =

(3s2 + 10s 3)

s3

10(s 3)

3s + 1

=

10

where

A1 =

3s + 1

is already a simple partial fraction,

10(s2 + 1)

we conclude

s

1

=

2

(s + 1)(s 3)

10

9. We compute the (s2 + 4)-chain:

3

1 3s

+ 2

s3 s +1

44

1 Solutions

9s2

(s2 + 4)2 (s2 + 1)

where

B1 (2i) + C1 =

and p1 (s) =

=

B1 s + C1

(s2 + 4)2

p1 (s)

(s2 + 4)(s2 + 1)

9s2

= 12

s2 + 1 s=2i

B1 = 0 and C1 = 12

1

3(s2 + 4)

(9s2 12(s2 + 1)) =

2

s +4

s2 + 4

3

(s2

3

+ 4)(s2 + 1)

where B2 (2i) + C1 =

and p2 (s) =

=

B2 s + C2

p2 (s)

+ 2

2

s +4

s +1

3

=1

s2 + 1 s=2i

B2 = 0 and C2 = 1

1

(3 (s2 + 1))

2

s +4

(s2 + 1)

= 1.

s2 + 1

1

is a simple partial fraction, we conclude

s2 + 1

that the complete partial fraction decomposition is

Since the remainder term

(s2

9s2

12

1

1

= 2

+ 2

+ 4)2 (s2 + 1)

(s + 4)2

s +4 s+1

2

A1

=

(s2 6s + 10)(s 3)

s3

where A1 =

p1 (s)

(s2 6s + 10)

2

=2

2

(s 6s + 10) s=3

1

2s2 + 12s 18

(2 (2)(s2 6s + 10)) =

s3

s3

= 2s + 6

and p1 (s) =

1 Solutions

45

2s + 6

is a simple partial fraction, we cons2 6s + 10

2

=

clude that the complete partial fraction decomposition is 2

(s 6s + 10)(s 3)

2

6 2s

+

s 3 (s 3)2 + 1

Since the remainder term

13. Note that s2 4s+8 = (s2)2 +2 so s = 22i are the roots of s2 4s+8.

We will use the root s = 2+2i to compute the (s2 4s+8)-chain. Applying

Theorem 1 gives

(s2

25

4s + 8)2 (s 1)

where B1 (2 + 2i) + C1 =

=

and p1 (s) =

=

=

B1 s + C1

4s + 8)2

p1 (s)

+

2

(s 4s + 8)(s 1)

(s2

25

s 1) s=2+2i

25

= 5 10i

2i + 1

B1 = 5 and C1 = 15

25 (5s + 15)(s 1)

s2 4s + 8

2

(5)(s 4s + 8)

s2 4s + 8

5.

5

(s2 4s + 8)(s 1)

where B2 (2 + 2i) + C2 =

and p2 (s) =

=

=

5

.

(s2 4s + 8)(s 1)

B2 s + C2

p2 (s)

+

(s2 4s + 8) s 1

5)

= 1 2i

s 1 s=2+2i

B2 = 1 and C2 = 3

5 (3 s)(s 1)

s2 4s + 8

(1)(s2 4s + 8)

s2 4s + 8

1.

46

1 Solutions

s2

s + 3

1

+

4s + 8 s 1

25

5s + 15

= 2

+

(s2 4s + 8)2 (s 1)

(s 4s + 8)2

s2 + 4s + 5. We will use the root s = 2 + i to compute the (s2 + 4s + 5)chain. Applying Theorem 1 gives

(s2

s+1

+ 4s + 5)2 (s2 + 4s + 6)2

B1 s + C1

+ 4s + 5)2

(s2

where B1 (2 + i) + C1

(s2

p1 (s)

+ 4s + 5)(s2 + 4s + 6)2

s+1

=

2

2

(s + 4s + 6) ) s=2+i

= 1 + i

B1 = 1 and C1 = 1

s + 1 (s + 1)(s2 + 4s + 6)2

and p1 (s) =

s2 + 4s + 5

(s + 1)((s2 + 4s + 6)2 1)

=

s2 + 4s + 5

(s + 1)(s2 + 4s + 7)(s2 + 4s + 5)

=

s2 + 4s + 5

2

= (s + 1)(s + 4s + 7).

Now apply Theorem 1 to the remainder term

(s + 1)(s2 + 4s + 7)

+ 4s + 5)(s2 + 4s + 6)2

(s2

where

B2 (2 + i) + C2 =

and p2 (s) =

=

=

(s + 1)(s2 + 4s + 7)

.

(s2 + 4s + 5)(s2 + 4s + 6)2 )

B2 s + C2

p2 (s)

+

(s2 + 4s + 5) (s2 + 4s + 6)2

(s + 1)(s2 + 4s + 7)

= 2 2i

(s2 + 4s + 6)2

s=2+i

B2 = 2 and C2 = 2

(s + 1)(s2 + 4s + 7) (2s 2)(s2 + 4s + 6)2

s2 + 4s + 5

2

(s + 1)(2(s + 4s + 6) + 1)(s2 + 4s + 5)

s2 + 4s + 5

2

(s + 1)(2(s + 4s + 6) + 1).

1 Solutions

47

(s + 1)(2(s2 + 4s + 6) + 1)

s+1

2s + 2

= 2

+ 2

(s2 + 4s + 6)2

(s + 4s + 6)2

s + 4s + 6

so the partial fraction expansion of the entire rational function is

(s2

s+1

2s + 2

s+1

=

+ 2

2

2

2

2

2

+ 4s + 5) (s + 4s + 6)

(s + 4s + 6)

s + 4s + 6

s+1

2s + 2

+ 2

2

(s + 4s + 5)2

s + 4s + 5

17. Apply the Laplace transform to both sides. For the left hand side we get

L {y + 4y + 4y} = L {y } + 4L {y } + 4L {y}

= (s2 + 4s + 4)Y (s) 1.

(s + 4)2 Y (s) 1 =

Hence,

4s

.

s2 + 4

1

4s

+ 2

.

2

(s + 2)

(s + 4)(s + 2)2

Y (s) =

4s

(s2 + 4)(s + 2)2

1

s2 + 4

1

(s + 2)2

Thus

Y (s) =

and Table 2.2 gives y(t) =

1

2

1

s2 + 4

sin 2t

19. Apply the Laplace transform to both sides. For the left hand side we get

48

1 Solutions

L {y + 4y} = L {y } + 4L {y}

= (s2 + 4)Y (s) 1.

(s2 + 4)Y (s) 1 =

Hence,

Y (s) =

s2

3

.

+9

1

3

+

.

s2 + 4 (s2 + 9)(s2 + 4)

(s2

3

+ 9)(s2 + 4)

3/5

s2 + 9

3/5

s2 + 4

Thus

Y (s) =

8 1

3 1

4 2

1 3

2

2

2

5s +4 5s +9

5 s + 4 5 s2 + 9

4

5

sin 2t

1

5

sin 3t

Section 2.5

1. L1 {5/s} = 5L1 {1/s} = 5

3

4

3. L1

2

3

s

s

3s

s

1

1

5. L

= 3L

= 3 cos 2t

s2 + 4

s2 + 2 2

1 Solutions

49

2s 5

=

7. First, we have s2 + 6s + 9 = (s + 3)2 . Partial fractions gives 2

s

+ 6s + 9

11

2

2s 5

+

. So L1

= 11te3t + 2e3t

2

(s + 3)

s+3

(s + 3)2

6

6

1

1

6

9. 2

=

=

+

. So L1

=

s + 2s 8

(s 2)(s + 4)

s+4 s2

s2 + 2s 8

e2t e4t

2

2s2 5s + 1

1

3

2

2s 5s + 1

1

=

+

+

.

So

L

=

11.

(s 2)4

(s 2)4 (s 2)3 (s 2)2

(s 2)4

1 3 2t 3 2 2t

t e + t e + 2te2t

6

2

4s2

1

1

1

1

4s2

1

13.

=

+

+

.

So

L

=

(s 1)2 (s + 1)2

(s 1)2 s 1 (s + 1)2 s + 1

(s 1)2 (s + 1)2

tet + et + tet et

8s + 16

4

1

s

2

8s + 16

1

=

. So L

=

15. 2

(s + 4)(s 2)2

(s 2)2 s 2 s2 + 4 s2 + 4

(s2 + 4)(s 2)2

4te2t e2t + cos 2t sin 2t

12

6 3

4

1

12

1

17. 2

= 2+

+

. So L

=

s (s + 1)(s 2)

s

s s+1 s2

s2 (s + 1)(s 2)

2t

t

3 6t + e 4e

19. First we have s2 + 2s + 5 = (s + 1)2 + 4. So

2s

2s

=

=

s2 + 2s + 5

(s + 1)2 + 4

2(s + 1) 2

s+1

2

=2

(s + 1)2 + 4 (s + 1)2 + 4 (s + 1)

s+1

2

2s

1

1

1

ciple gives L

= 2L

L

=

s2 + 2s + 5

(s + 1)2 + 4

(s + 1)2 + 4

t

t

2e cos 2t e sin 2t

s1

s4

1

s1

1

21. 2

=

+3

.

Thus

L

=

s 8s + 17

(s 4)2 + 1

(s 4)2 + 1

s2 8s + 17

e4t cos t + 3e4t sin t

s1

s1

s1

1

23. 2

=

.

Thus

L

= et cos 3t

s 2s + 10

(s 1)2 + 32

s2 2s + 10

s

8

8s

1

1

25. L

= 8L

=

(2t sin 2t) = 2t sin 2t

(s2 + 4)2

(s2 + 22 )2

2 22

27. We first complete the square

s2 + 4s + 5= (s + 2)2+ 1. By the transla

2s

(s + 2) 2

1

1

tion principle we get L

= 2L

=

(s2 + 4s + 5)2

((s + 2)2 + 1)2

50

1 Solutions

s

2e

L

2L1

(s2 + 1)2

2te2t cos t + (t 2)e2t sin t

2t

1

(s2 + 1)2

= 2e

2t

1

1

t sin t 2( (sin t t cos t) =

2

2

square s2 +8s+17= (s+4)2 +1.

By the translation

2s

(s + 4) 4

1

1

principle we get L

= 2L

=

2

2

2

2

((s +

(s + 8s +

17)

4) + 1)

s

1

1

1

1

4t

2e4t L1

4L

=

2e

t

sin

t

4(

(sin

t

t

cos

t)

=

(s2 + 1)2

(s2 + 1)2

2

2

4te4t cos t + (t 4)e4t sin t

2

2

2

31. We first complete the square

s 2s + 5 =

(s 1) + 2 . By the transla

1

1

1

tion principle we get L1

=

L

=

2

3

2

2 3

(s

2s +5)

((s 1) + 2 )

1

1

2

= et

L1

et L1

(s2 + 22 )3

2

(s2 + 22 )3

1

= et

(3 (2t)2 ) sin 2t 6t cos 2t

4

282

1

=

(3 4t2 )et sin 2t 6tet cos 2t

256

2

33. We first complete the square

= (s 4)2+ 1. By the transla

s 8s + 17

s4

s4

1

=

L

=

tion principle we get L1

2

4

((s 4)2 + 1)4

(s 8s + 17)

s

1

e4t L1

= e4t

(3t t3 ) sin t 3t2 cos t

(s2 + 1)4

48

1

=

(t3 + 3t)e4t cos t 3t2 e4t cos t

48

s2 Y (s) s + 1 + Y (s) =

4

.

s2 + 1

Y (s) =

s1

4

+ 2

.

2

s + 1 (s + 1)2

y(t) = cos t sin t + 2(sin t t cos t) = cos t + sin t 2t cos t.

1 Solutions

51

s2

s

+1

1 s2

(s2 + 1)2

8s(s2 3)

=

(s2 + 1)3

= 4

8s

. Table 2.5 now gives

(s2 + 1)3

y(t) = t sin t t2 cos t.

Then

1

L

1

(s a)(s b)

=L

1

1/(a b)

1/(b a)

=

+

.

(s a)(s b)

sa

sb

1/(a b) 1/(b a)

+

sa

sb

eat

ebt

+

.

ab ba

41. Apply the inverse Laplace transform to the partial fraction expansion

1

1

1

1

1

1

1

=

+

+

.

(s a)(s b)(s c)

(a b)(a c) s a (b a)(b c) s b (c a)(c b) (s c)

43. Apply the inverse Laplace transform to the partial fraction expansion

s2

a2

1

b2

1

c2

1

=

+

+

.

(s a)(s b)(s c)

(a b)(a c) s a (b a)(b c) s b (c a)(c b) (s c)

45. This is directly from Table 2.4.

47. This is directly from Table 2.4.

49. Apply the inverse Laplace transform to the partial fraction expansion

s2

((s a) + a)2

1

2a

a2

=

=

+

+

.

3

3

2

(s a)

(s a)

s a (s a)

(s a)3

Section 2.6

1. The root of q(s) is 4 with multiplicity 1. Thus Bq = e4t

52

1 Solutions

the

roots of q(s) are 0 and 5 each with

multiplicity 1. Thus Bq = 1, e5t

2

5. q(s) = s2 6s+ 9 = (s

3) , hence the root of q(s) is 3 with multiplicity

3t

3t

2. Thus Bq = e , te

the root of q(s) are 3 and 2

each with multiplicity 1. Thus Bq = e3t , e2t

9. q(s) = 6s2 11s + 4 = (3s 4)(2s 1) so the roots are 4/3 and 1/2, each

with multiplicity 1. Hence Bq = et/2 , e4t/3

4 12

= 2 3. Hence Bq =

11. The quadratic formula gives roots

2

o

n

13. q(s) = 4s2 + 12s+ 9 = (2s + 3)2 ; so the root is 3/2 with multiplicity 2

and hence Bq = e3t/2 , te3t/2

15. q(s) = 4s2 + 25 = 4(s2 + (5/2)2 ). Therefore q(s) has complex roots 25 i.

Hence Bq = {cos(5t/2), sin(5t/2)}

17. q(s) = s2 2s + 5 = s2 2s + 1 + 4 = (s 1)2 + 22 . Therefore q(s) has

complex roots 1 2i. Hence Bq = {et cos 2t, et sin 2t}

19. q(s) has

root 3 with multiplicity

4. Hence

Bq = e3t , te3t , t2 e3t , t3 e3t .

21. q(s) =

1)3 has

(s

root 1 with multiplicity 3. Hence

t

Bq = e , tet , t2 et .

23. We complete the square to get q(s) = ((s + 2)2 + 1)2 . Thus q(s) has

complex

root 2 i with multiplicity 2 It follows

that

Bq = e2t cos t, e2t sin t, te2t cos t, te2t sin t .

cos t, sin t, t cos t, t sin t, t2 cos t, t2 sin t, t3 cos t, t3 sin t

Section 2.7

1. Yes.

3. Yes;

t

= tet .

et

2

2

5. Yes; t sin(4t ) = t(

sin 4t

cos 4t).

4

2

2

1 Solutions

53

7. No.

1

11. No.

1

is not in E.

sin 2t

and i each with multiplicity 1. Hence Bq = {et , et , cos t, sin t}.

15. The roots

are 1 with multiplicity

3 and 7 with multiplicity 2. Hence

Bq = et , tet , t2 et , e7t , te7t .

are 2 with multiplicity 3 and 2i with multiplicity

2. Hence

Bq = e2t , te2t , t2 e2t , cos 2t, sin 2t, t cos 2t, t sin 2t .

19. We must gather the roots together to get the correct multiplicity. Thus

q(s) = (s 2)2 (s + 3)3 . The roots are 2 with multiplicity

2 and 3 with

multiplicity 3. Hence Bq = e2t , te2t , e3t , te3t , t2 e3t .

21. By completing the square we may write q(s) = (s+4)2 ((s+3)2 +4)2 The

roots are 4 with multiplicity 2 and 3 2i with multiplicity 2. Hence

Bq = e4t , te4t , e3t cos 2t, e3t sin 2t, te3t cos 2t, te3t sin 2t .

23. First observe that s2 +2s+10 = (s+1)2 +32 and hence q(s) = (s3)3 ((s+

1)2 +32 )2 . Theroots are 3 with multiplicity 3 and 13i with multiplicity

2. Thus Bq = e3t , te3t , t2 e3t , et cos 3t, et sin 3t, tet cos 3t, tet sin 3t .

25. 2s3 5s2 + 4s 1 = (2s 1)(s 1)2 ; hence Bq = et/2 , et , tet

27. s4 +5s2 +6 = (s2 +3)(s2 +2); hence Bq = cos 3t, sin 3t, cos 2t, sin 2t

p1 (s)

p2 (s)

with deg p1 (s) < deg q1 (s) and r2 (s) =

with

q1 (s)

q2 (s)

p1 (s)p2 (s)

deg p2 (s) < deg q2 (s). Thus, r1 (s)r2 (s) =

and

q1 (s)q2 (s)

29. r1 (s) =

deg(p1 (s)p2 (s) = deg p1 (s)+deg p2 (s) < deg q1 (s)+deg q2 (s) = deg(q1 (s)q2 (s)).

p(s)

where deg p(s) = m < n = deg q(s). Then

q(s)

r (s) =

,

(q(s))2

max(n + (m 1), (n 1) + m) = n + m 1 < 2n = deg(q(s))2 . Hence

r (s) is a proper rational function.

54

1 Solutions

and we assume the result is true for derivatives of order n 1, then

r(n1) Rqn but not in Rqn1 . Another application of exercise 32 then

shows that r(n) = r(n1) Rqn+1 but not in Rqn .

35. Observe that ett0 = et0 et . So the translate of an exponential function

is a multiple of an exponential function. Also, if f (t) is a polynomial so is

f (tt0 ). By the addition rule for cos we have cos b(tt0 ) = cos bt cos bt0

sin bt sin bt0 and similarly for sin. It follows that all these translates remain

in E. By Exercise 34 the result follows.

37. By linearity of integration it is enough to show this result for fn (t) =

n at

Rt e (c1 cos bt + c2 sin bt), where c1 and c2 are scalars. Let In (t) =

fn (t) dt. First assume n = 0. Then a standard trick using integration

by parts twice gives

Z

I0 (t) : =

eat (c1 cos bt + c2 sin bt) dt

=

1

((c1 a c2 b) cos bt + (c1 b + c2 a) sin bt)eat .

a2 + b 2

n

form as f0 . Now assume n > 0. Using integration

R nby parts with u = t and

dv = (c1 cosRbt + c2 sin bt) dt we have In (t) = t (c1 cos bt + c2 sin bt) dt =

tn I0 (t) n tRn1 I0 (t) dt. Since I0 E so are tn I0 and tn1 I0 . By induction we have tn1 I0 (t) dt E. It now follows that In E.

and Eq = Span Bq . Suppose f (t) = tn eat cos bt. Then

f (t) = ntn1 eat cos bt btn eat sin bt + atn eat cos bt.

polynomials tn1 eat cos bt, tn eat sin bt, and tn eat cos bt each of which are

in Bq . Hence f (t) Eq . A similar argument applies to tn eat sin bt.

41. Observe that ett0 = et0 et . So the translate of an exponential function

is a multiple of an exponential function. Also, if p(t) is a polynomial of

degree n the binomial theorem implies that p(t t0 ) is a polynomial of

degree n. By the addition rule for cos we have cos b(tt0 ) = cos bt cos bt0

sin bt sin bt0 and similarly for sin. Thus if f (t) = tn eat cos bt Bq then

f (t t0 ) is a linear combination of terms in Bq . Since Eq = Span Bq it

follows that all translates remain in Eq .

1 Solutions

55

Section 2.8

1.

tt =

=

x(t x) dx

(tx x2 ) dx

2

x=t

x

x3

=

t

2

3 x=0

= t

t2

t3

t3

=

2

3

6

3.

3 sin t = sin t 3 =

(sin x)(3) dx

0

x=t

= 3 cos x|x=0

= 3(cos t cos 0)

= 3 cos t + 3

5. From the Convolution table we get

1

(2e3t 2 cos 2t 3 sin 2t)

32 + 22

1

=

(2e3t 2 cos 2t 3 sin 2t).

13

sin 2t e3t =

2

(e6t (6 6t + (36t2 )/2))

(6)3

1

=

(18t2 6t 6 + e6t ).

108

t2 e6t =

e2t e4t =

e2t e4t

2 (4)

1 2t

(e e4t ).

6

56

1 Solutions

11.

1

b

s a s2 + b 2

1

b

bs + ba

= 2

s + b 2 s a s2 + b 2

1

= 2

bL eat (bL {cos bt} + aL {sin bt})

2

s +b

L eat sin bt (s) =

Thus

eat sin bt =

1

(beat b cos bt a sin bt).

a2 + b 2

b

a

2

2

+ a s + b2

1

ab

ab

= 2

b a2 s2 + a2

s2 + b 2

s2

1

(b sin at a sin bt).

b 2 a2

sin at sin bt =

Now assume a = b. Then

(s2

a2

+ a2 )2

L {sin at sin at} =

1

(sin at at cos at).

2a

s

s

2

2

+ a s + b2

1

a2

b2

= 2

+ 2

b a2 s2 + a2

s + b2

s2

cos at cos bt =

b2

1

(a sin at + b sin bt).

a2

1 Solutions

57

s2

(s2 + a2 )2

1

a2

= 2

.

s + a2

(s2 + a2 )2

L {cos at cos at} =

1

1

1

sin at (sin atat cos at) =

(sin at+at cos at).

a

2a

2a

2

2

4

= 3 2

.

3

2

s s +4

s (s + 4)

19. f (t) = t3 e3t so F (s) =

6 1

6

= 4

4

s s+3

s (s + 3)

s2

2

2

4

= 2

2

2

2

+2 s +2

(s + 4)2

23.

1

1

2

s 6s + 5

1

= L

(s 1)(s 5)

1

1

1

1

= L

L

s1

s5

1

= et e5t

et e5t

=

15

1

=

(et + e5t )

4

25.

1

27.

s

2

(s + 1)2

1

= L

2

s +1

= sin t cos t

1

t sin t

=

2

1

s

2

s +1

58

1 Solutions

1

2

(s 3)(s2 + 4)

= L

1

s3

1

sa

2

s2 + 4

1

sb

= e3t sin 2t

1

(2e3t 2 cos 2t 3 sin 2t)

=

13

29.

1

(s a)(s b)

= L

= eat ebt

eat ebt

=

.

ab

31.

1

G(s)

s2 + 2

= L

{G(s)} L

s

2

s2 + 2

Z t

=

g(x) cos 2(t x) dx

0

Z t

1

1

L

=

sin x dx

s(s2 + 1)

0

t

= cos x|0

= cos t + 1

L1

1

s2 (s2

+ 1)

t

0

1 cos x dx

= t sin t dx

Z t

1

L1

=

e3x dx

s(s + 3)

0

t

e3x

=

3

0

1

=

(1 e3t ).

3

1 Solutions

59

L1

L1

37. First, L1

L1

1

2

s (s + 3)

1

s3 (s + 3)

1

(s2 + 9)2

1

s(s2 + 9)2

1 t

1 e3x dx

3 0

1

1 e3t

t

=

3

3

1

=

(3t 1 + e3t ).

9

Z

1 t

3x 1 + e3x dx

9 0

2

1

t

e3t 1

3 t

=

9

2

3

1

=

(2 6t + 9t2 2e3t )

54

=

1

(sin 3t 3t cos 3t). Thus

54

1

54

t

cos 3x

cos 3x

1

x sin 3x +

=

54

3

3

0

1

2 cos 3t

2

=

t sin 3t +

54

3

3

1

=

(2 cos 3t 3t sin 3t + 2).

162

Section 3.1

1. no, not linear.

3. no, third order.

5. no, not constant coefficient.

7. yes; (D 2 7D + 10)(y) = 0, q(s) = s2 7s + 10, homogeneous

9. yes; D 2 (y) = 2 + cos t, q(s) = s2 , nonhomogeneous

11. (a) Let = et + 3et + 2et = 6et

(b) Let = et + 3(et ) + 2et = 0

(c) L sin t = sin t + 3(cos t) + 2 sin t = sin t 3 cos t

60

1 Solutions

(b) L(3 cos t) = 3( cos t) + 3 cos t = 0

(c) L1 = 0 + 1 = 1

15. et and e4t are homogeneous solution so yh = c1 et +c2 e4t are homogeneous

solutions for all scalars c1 and c2 . A particular solution is yp = cos 2t.

Thus y(t) = yp (t) + yh (t) = cos 2t + c1 et + c2 e4t where c1 , c2 are arbitrary

constants.

17. From Exercise 15 we have y(t) = cos 2t + c1 et + c2 e4t . Since y =

2 sin 2t + c1 et + 4c2 e4t we have

1 = y(0) = 1 + c1 + c2

3 = y (0) = c1 + 4c2 ,

from which follows that c1 = 1 and c2 = 1. Thus y(t) = cos 2t + et e4t .

19. L(ert ) = a(ert ) + b(ert ) + cert = ar2 ert + brert + cert = (ar2 + br + c)ert

21. Let t = a be the point 1 and 2 are tangent. Then 1 (a) = 2 (a) and

1 (a) = 2 (a). By the existence and uniqueness theorem 1 = 2 .

Section 3.2

1. Suppose c1 t + c2 t2 = 0. Evaluating at t = 1 and t = 2 gives c1 + c2 = 0

and 2c

1 + 4c2 = 0. The simultaneous solution is c1 = c2 = 0. It follows

that t, t2 is linearly independent.

3. Since et+2 = et e2 is a multiple of et it follows that et , et+2 is linearly

dependent.

5. Since ln t2 = 2 ln t and ln t5 = 5 ln t they are multiples of each other and

hence linearly dependent

7. Suppose c1 t + c2 (1/t) = 0 Evaluating at t = 1 and t = 2 gives c1 + c2 = 0

and 2c1 + c2 /2 = 0. The simultaneous solution is c1 = c2 = 0. It follows

that {t, 1/t} is linearly independent.

9. Suppose c1 + c2 (1/t) + c3 (1/t2 ) = 0. Evaluating at t = 1, t = 1/2, and

t = 1/3 gives the same system as in the solution

to Exercise

8 and hence

c1 , c2 and c3 are zero. It follows that 1, 1/t, 1/t2 on I = (0, ) is

linearly independent.

11. Let q(s) = s(s 1)(s + 1). Then Bq = {1, et , et } which is linearly

independent.

1 Solutions

61

13. Let q(s) = (s 1)5 . Then B q = et , tet , t2 et , t3 et . Linear independence

follows since t2 et , t3 et , t4 et Bq .

15.

t

t ln t

w(t, t ln t) = det

= t ln t + t t ln t = t

1 ln t + 1

17.

w(t10 , t20 ) = det

t10

t20

= 20t29 10t29 = 10t29

10t9 20t19

19.

w(er1 t , er2 t , er3 t )

rt

e1

e r2 t

= det r1 er1 t r2 er2 t

r12 er1 t r22 er2 t

1

= e(r1 +r2 +r3 )t det r1

r12

e r3 t

r3 er3 t

r32 er3 t

1 1

r2 r3

r22 r32

= e(r1 +r2 +r3 )t ((r2 r32 r3 r22 ) (r1 r32 r3 r12 ) + (r1 r22 r2 r12 ))

= e(r1 +r2 +r3 )t (r3 r1 )(r3 r2 )(r2 r1 ).

The last line requires a little algebra.

21.

0

w(1, t, t2 , t3 ) = det

0

0

t t2 t3

1 2t 3t2

= 12

0 2 6t

0 0

6

23. Let q(s) = (s 2)2 . Then Bq = e2t , te2t is linearly independent. We

can equation coefficients to get

25c1 + 10c2 = 0

25c2 = 25

We thus get c2 = 1 and then c1 = 10/25 = 2/5.

25. If q(s) = s3 then Bq = 1, t, t2 is linearly independent. Thus we can

equate coefficients to get

a1 = a2

3 = a1

a2 = 3

62

(

3t2

27. Observe that y1 (t) = 3t2 and y2 (t) =

3t2

3

3

t

t

then w(y1 , y2 )(t) =

= 0. If t 0

3t2 3t2

3

3

t

t

= 0. It follows that the Wronskian

3t2 3t2

(, ).

1 Solutions

if t < 0

If t < 0

if t 0.

then w(y1 , y2 )(t) =

is zero for all t

Section 3.3

1. The

polynomial is q(s) = s2 s 2 = (s 2)(s + 1) so Bq =

2t characteristic

t

e ,e

and the general solution takes the form y(t) = c1 e2t + c2 et ,

c1 , c2 R

3. The characteristic

polynomial

is q(s) = s2 + 10s + 24 = (s + 6)(s + 4)

6t 4t

so Bq = e , e

and the general solution takes the form y(t) =

c1 e6t + c2 e4t , c1 , c2 R

5. The

polynomial is q(s) = s2 + 8s + 16 = (s + 4)2 so Bq =

4tcharacteristic

e , te4t and the general solution takes the form y(t) = c1 e4t +

c2 te4t , c1 , c2 R

7. The characteristic polynomial is q(s) = s2 + 2s + 5 = (s + 1)2 + 4 so

Bq = {et cos 2t, et sin 2t} and the general solution takes the form y(t) =

c1 et cos 2t + c2 et sin 2t, c1 , c2 R

9. The characteristic

polynomial

is q(s) = s2 + 13s + 36 = (s + 9)(s + 4)

9t 4t

so Bq = e , e

and the general solution takes the form y(t) =

c1 e9t + c2 e4t , c1 , c2 R

2

2

11. The

characteristic

polynomial is q(s) = s + 10s + 25 = (s + 5)5tso

5t

5t

Bq = e , te

and the general solution takes the form y(t) = c1 e +

c2 te5t , c1 , c2 R

{et , et } and the general solution takes the form y(t) = c1 e2t + c2 et .

The initial conditions imply that c1 + c2 = 0 and c1 c2 = 1. Solving

t

t

gives c1 = 1/2 and c2 = 1/2. Thus y = e e

2

15. The characteristic

polynomial is q(s) = s2 10s + 25 = (s 5)2 so Bq =

5t

5t

e , te

and the general solution takes the form y(t) = c1 e5t + c2 te5t .

The initial conditions imply that c1 = 0 and 5c1 + c2 = 1. Solving gives

c1 = 0 and c2 = 1. Thus y = te5t

1 Solutions

63

.

3t

7t

e

e

w(e3t , e7t ) = det

= 10e4t . So K = 10.

3e3t 7e7t

19. Letq(s) = (s 3)2 = s2 6s + 9. Then Bq = e3t , te3t . w(e3t , te3t ) =

e3t

te3t

det

= (1 + 3t)e6t 3te6t = e6t . So K = 1.

3t

3e

(1 + 3t)e3t

7t

21. Let q(s) = (s 1)2 + 22 = s2 2s + 5. Then Bq = {et cos 2t, et sin 2t}.

et cos 2t

et sin 2t

t

t

w(e cos 2t, e sin 2t) = det t

e (cos 2t 2 sin 2t) et (sin 2t + 2 cos 2t)

= e2t (sin 2t cos 2t + 2 cos2 2t)

= 2e2t .

So K = 2.

Section 3.4

1. q(s)v(s)

2)(s 3) so Bqv = et , e2t , e3t while Bq =

t 2t = (s + 1)(s

e , e . Since e3t is the only function in the first set but not in the

second yp (t) = a1 e3t .

3. q(s)v(s) = (s 2)2 (s 3) so Bqv = e2t , te2t , e3t while Bq = e2t , e3t .

Since te2t is the only function in the first set but not in the second

yp (t) = a1 te2t .

5. q(s)v(s)

5)2 (s2 + 25) so Bqv = e5t , te5t , cos 5t, sin 5t while

5t= (s

Bq = e , te5t . Since cos 5t and sin 5t are the only functions in the first

set that are not in the second yp (t) = a1 cos 5t + a2 sin 5t.

7. q(s)v(s) = (s2 + 4)2 so Bqv = {cos 2t, sin 2t, t cos 2t, t sin 2t} while Bq =

{cos 2t, sin 2t}. Since t cos 2t and t sin 2t are the only functions in the first

set that are not in the second yp (t) = a1 t cos 2t + a2 t sin 2t.

9. q(s)v(s) = (s2 + 4s + 5)(s 1)2 so Bqv = et , tet , e2t cos t, e2t sin t

while Bq = {et , tet }. Since e2t cos t and e2t sin t are the only functions

in the first set that are not in the second yp (t) = a1 e2t cos t+a2 e2t sin t.

2

11. The characteristic

2t polynomial is q(s) = s 3s 10 = (s 5)(s + 2).

= 7/(s + 2), we set v(s) =

Since L 7e

=

s + 2. Then

q(s)v(s)

(s 5)(s + 2)2 . Since Bqv = e5t , e2t , te2t and Bq = e5t , e2t we

have yp = a1 te2t , a test function. Substituting yp into the differential

64

1 Solutions

solution is y = te2t + c1 e2t + c2 e5t .

13. The characteristic polynomial is q(s) = s2 + 2s + 1 = (s + 1)2 . Since

L {et }= 1/(s + 1), we set v(s) = s + 1. Then q(s)v(s) = (s + 1)3 . Since

Bqv = et , tet , t2 et and Bq = {et , tet } we have yp = a1 t2 et , a

test function. Substituting yp into the differential equation gives 2a1 et =

et . It follows that a1 = 1/2. The general solution is y = 21 t2 et +c1 et +

c2 tet .

15. The characteristic polynomial

is q(s) = s2 + 4s + 5 = (s + 2)2 + 1, an irre 3t

ducible quadratic. Since L e

= 1/(s + 3),we set v(s) = s + 3. Then

q(s)v(s) =

((s + 2)2 + 1)(s + 3).

Since

Bqv = e2t cos t, e2t sin t, e3t

and Bq = e2t cos t, e2t sin t we have yp = a1 e3t , a test function.

Substituting yp into the differential equation gives 2a1 e3t = e3t . It

follows that a1 = 1/2. The general solution is y = 21 e3t + c1 e2t cos t +

c2 e2t sin t.

17. The

polynomial is q(s) = s2 1 = (s 1)(s + 1). Since

2 characteristic

3

L t = 2/s , we set v(s) = s3 . Then q(s)v(s) = (s 1)(s + 1)s3 . Since

Bqv = et , et , 1, t, t2 and Bq = {et , et } we have yp = a1 + a2 t + a3 t2 ,

a test function. Substituting yp into the differential equation gives 2a3

a1 a2 t a3 t2 = t2 . Using linear independence we equate the coefficients

to get

2a3 a1 = 0

a2

= 0

a3

= 1

It follows that a3 = 1, a2 = 0, and a1 = 2. The general solution is

y = t2 2 + c1 et + c2 et .

19. The

polynomial is q(s) = s2 4s + 4 = (s 2)2 . Since

2tcharacteristic

L e = 1/(s 2), we

q(s)v(s) = (s 2)3 . Since

set v(s) =s2t 2. 2tThen

2t

2t 2 2t

Bqv = e , te , t e

and Bq = e , te

we have yp = a1 t2 e2t , a test

function. Substituting yp into the differential equation gives 2a1 e2t = e2t .

It follows that a1 = 1/2. The general solution is y = 12 t2 e2t +c1 e2t +c2 te2t

21. The

polynomial is q(s) = s2 + 6s + 9 = (s + 3)2 . Since

characteristic

2t

2

L 25te

= 25/(s 2)2 , we set v(s) = (s 2)

= (s +

. Then q(s)v(s)

2

2

3t

3t 2t

2t

3) (s 2) . Since Bqv = e , te , e , te

and Bq = e3t , te3t

we have yp = a1 e2t + a2 te2t , a test function. Substituting yp into the

differential equation gives (25a1 + 10a2 )e2t + 25a2 te2t = 25te2t . Linear

independence implies 25a1 + 10a2 = 0 and 25a2 = 25. We get a2 = 1 and

a1 = 2/5 The general solution is y = te2t 25 e2t + c1 e3t + c2 te3t

2

2

23. The characteristic polynomial is q(s)

3t= s + 6s + 13 = (s + 3) +2 4,

an irreducible quadratic. Since L e

cos 2t = (s + 3)/((s + 3) +

1 Solutions

65

2

2

4), we set v(s)

= (s + 3)2 + 4. Then q(s)v(s) = ((s +

3t

3) + 4) .

3t

3t

3t

Since

B

=

e

cos

2t,

e

sin

2t,

te

cos

2t,

te

sin

2t

and

B

=

q

3t qv

e

cos 2t, e3t sin 2t we have yp = a1 te3t cos 2t + a2 te3t sin 2t, a

test function. Substituting yp into the differential equation gives (after a

long calculation) 4a1 e3t sin 2t + 4a2 e3t cos 2t = e3t cos 2t. It follows

that 4a1 = 0 and 4a2 = 1. Thus a1 = 0 and a2 = 1/4. The general

solution is y = 41 te3t sin(2t) + c1 e3t cos(2t) + c2 e3t sin(2t).

polynomial is q(s) = s2 5s 6 = (s 6)(s + 1).

3t

Since L e

= 1/(s 3), we

set v(s) = s 3. Then

q(s)v(s)

= (s

6)(s + 1)(s 3). Since Bqv = e6t , et , e3t and Bq = e6t , et we have

yp = a1 e3t , a test function. Substituting yp into the differential equation

gives 12a1 e3t = e3t . It follows that a1 = 1/12. The general solution is

1 3t

3t

6t

t

6t

t

y = 1

the initial

12 e + c1 e + c2 e . Since y = 4 e + 6c1 e c2 e

condition imply

1

c1 + c2 = 2

12 +

1

4

+ 6c1 c2 = 1

1 3t

10 6t

135 t

12 e + 21 e + 84 e .

27. The characteristic polynomial is q(s) = s2 + 1. Since L 10e2t =

2

10/(s2),

we set

v(s) = s2. Then q(s)v(s) = (s +1)(s2). Since Bqv =

cos t, sin t, e2t and Bq = {cos t, sin t} we have yp = a1 e2t , a test function. Substituting yp into the differential equation gives 5a1 e2t = 10e2t

and hence a1 = 2. The general solution is y = 2e2t + c1 cos t + c2 sin t.

Since y = 4e2t c1 sin t + c2 cos t the initial conditions imply

2 + c1

4 +

= 0

c2 = 0

Section 3.5

1. The

characteristic

polynomial is q(s) = s2 4 = (s 2)(s + 2) and

6t

L e

= 1/(s + 6). Thus

L {y} =

1

1

p(s)

= 32 +

.

(s 2)(s + 2)(s + 6)

s + 6 (s 2)(s + 2)

A particular solution is yp =

1 6t

+ c1 e2t + c2 e2t

32 e

1 6t

32 e

66

1 Solutions

3. The

polynomial is q(s) = s2 + 5s + 6 = (s + 2)(s + 3) and

characteristic

L e2t = 1/(s + 2). Thus

L {y} =

1

1

p(s)

=

+

.

(s + 2)2 (s + 3)

(s + 2)2

(s + 2)(s + 3)

c1 e2t + c2 e3t

5. The

polynomial is q(s) = s2 + 2s 8 = (s 2)(s + 4) and

characteristic

4t

L 6e

= 6/(s + 4). Thus

L {y} =

6

1

p(s)

=

+

.

2

2

(s 2)(s + 4)

(s + 4)

(s 2)(s + 4)

te4t + c1 e2t + c2 e4t

7. The

polynomial is q(s) = s2 + 6s + 9 = (s + 3)2 and

characteristic

2t

L 25e

= 25/((s 2)2 ). Thus

L {y} =

25

1

2 1

p(s)

=

+

.

(s 2)2 (s + 3)2

(s 2)2

5 s 2 (s + 3)2

y = te2t 25 e2t + c1 e3t + c2 te3t

9. The

s2 8s + 25 = (s 4)2 + 9 and

characteristic

polynomial is q(s) =

4t

2

L 36te sin 3t = 216(s 4)/((s 4) + 9)2 . Thus

L {y} =

216(s 4)

.

((s 4)2 + 9)3

This is a partial fraction. Table 2.5 gives y = 3t2 e4t cos 3t + te4t sin 3t.

A particular solution is yp = 3t2 e4t cos 3t + te4t sin 3t and the general

solution is y = 3t2 e4t cos 3t + te4t sin 3t + c1 e4t cos 3t + c2 e4t sin 3t

11. The characteristic polynomial is q(s) = s2 + 2s + 1 = (s + 1)2 and

L {cos t} = s/(s2 + 1). Thus

L {y} =

s

(s +

1)2 (s2

A particular solution is yp =

1

t

+ c2 tet

2 sin t + c1 e

+ 1)

1

2

1 1

p(s)

+

.

2

2 s + 1 (s + 1)2

1 Solutions

67

Section 3.6

1. The force is 16 lbs. A length of 6 inches is 1/2 ft. The spring constant is

k = 16/(1/2) = 32 lbs/ft.

3. The force exerted by the mass is 40 9.8 = 392 N. Thus k = 392/.8 = 490

N/m.

5. The force is 4 lbs and the velocity is 1/2 ft per second. So =

4

Force/velocity = 1/2

= 8 lbs s/ft.

7. Let x be the force. Then 100 = x/4 so x = 400 lbs.

9. The mass is m = 6. The spring constant is given by k = 2/.1 = 20. The

damping constant is = 0. Since no external force is mentioned we may

assume it is zero. The initial conditions are y(0) = .1 m and y (0) = 0.

The following equation

6y + 20y = 0,

y(0) = .1,

y (0) = 0

represents the model for the motion of the body. The characteristic polyp

p

2

2

2

nomial

pis q(s) = 6s + 20 = 6(s + 10/3 ). Thus y = c1 cos 10/3 t +

c2 sin 10/3 t. The initial conditions imply c1 = 1/10 and c2 = 0. Thus

y=

p

1

cos 10/3 t.

10

written in the form y = A cos t + we can readpoff the amplitude,

frequency, and phase shift; they are A = 1/10, = 10/3, and = 0.

11. The mass is m = 16/32 = 1/2 slugs. The spring constant k is given

by k = 16/(6/12) = 32. The damping constant is given by = 4/2 =

2. Since no external force is mentioned we may assume it is zero. The

initial conditions are y(0) = 1 and y (0) = 1. The following equation

1

The characteristic polynomial is q(s) = 21 s2 + 2s + 32 = 12 (s2 + 4s + 64) =

2

1

2

60 ). Thus

2 ((s + 2) +

3

y = e2t cos 60t + e2t sin 60t.

60

68

1 Solutions

32

60 < 0 so the motion is underdamped free motion. Let A =

r =

2

p

1 + 360

= 23/20. If tan = 3/ 60 = 60/20 then .3695.

We can write

y=

23 2t

e

cos( 60t + ).

20

13. The mass is m = 2/32 = 1/16 slug. The spring constant k is given by k =

2/(4/12) = 6 and the damping constant is = 0. The initial conditions

1

are y(0) = 0 and y (0) = 8/12 = 2/3. The equation 16

y + 6y = 0 or

models the motion of the

characteristic polynomial is q(s) =

body. The

s2 + 96 so y = c1cos 96t + c2

sin 96t. The initial

conditions imply

c1 = 0 and c2 = 366 . Thus y = 366 sin 96t = 366 cos 96t 2 . The

motion is undamped free or simple harmonic motion so the mass crosses

equilibrium.

15. By the quadratic formula the roots of q(s) = ms2 + s + k are

r

p

2 4mk

2

k

s=

=

.

2m

2m

2m

m

which is negative. If the discriminant is zero then

is

a

negative

double

root. If the discriminant is positive then both

2m

roots are real q

and distinct. It is enough to show thatq

the larger of the

2

2

k

k

two, r = 2m +

m is negative. Let p = 2m +

m

and

2m

2m

observe that it is positive. Further,

!

!

r

r

2

k

2

k

rp =

+

2m

2m

m

2m

2m

m

2

2

k

+

4m2

4m2

m

k

= <0

m

=

It follows that a solution to my + y + ky = 0 is of the following form

1. y = c1 er1 t + c2 er2 t where r1 and r2 are negative.

2. y = (c1 + c2 t)ert where r is negative

3. y = c1 et cos t + c2 et sin t where is negative

1 Solutions

69

Section 4.1

1. yes; (D 3 3D)y = et , order 3, q(s) = s3 3s, nonhomogeneous

3. no, because of the presence of y 4

5. (a) L(e2t ) = 8e2t 4(2e2t ) = 0

(b) L(32t = 8e2t 4(2e2t ) = 0

(c) L(2) = 0 4(0) = 0

7. (a) Let = et + 5et + 4et = 10et

(b) L cos t = cos t + 5( cos t) + 4 cos t = 0

(c) L sin 2t = 16 sin 2t + 5(4 sin 2t) + 4 sin 2t = 0

9. e2t , e2t , and 1 are homogeneous solution so yh = c1 e2t + c2 e2t + c3 are

homogeneous solutions for all scalars c1 , c2 , and c3 . A particular solution

is yp = te2t . Thus y(t) = yp (t) + yh (t) = te2t + c1 e2t + c2 e2t + c3 where

c1 , c2 , and c3 are arbitrary constants

11. From Exercise 9 we have y(t) = yp (t) + yh (t) = te2t + c1 e2t + c2 e2t + c3 .

Since

y = te2t + c1 e2t + c2 e2t + c3

y = (1 + 2t)e2t + 2c1 e2t 2c2 e2t

y = (4 + 4t)e2t + 4c1 e2t + 4c2 e2t

we have

2 = y(0) = c1 + c2 + c3

1 = y (0) = 1 + 2c1 2c2

te2t + e2t + 2e2t 1

70

1 Solutions

Section 4.2

1. The characteristic polynomial is q(s) n= s3 1 = (s 1)(s2 + s + o

1) =

3

3

12 t

2

t 12 t

(s 1)((s + 1/2) + 3/4). Thus Bq = e , e

cos 2 t, e

sin 2 t . It

1

3

2 t

+ c3 e 2 t sin

3

2 t

(s 1)(s + 1)(s2 + 1). Thus Bq = {et , et , cos t, sin t} . It follows that

y(t) = c1 et + c2 et + c3 sin t + c4 cos t

2

2

5. The characteristic polynomial is q(s) =s4 5s2 + 4 = (s

1)(s 4) =

t t 2t 2t

(s 1)(s + 1)(s 2)(s + 2). Thus Bq = e , e , e , e

. It follows that

y(t) = c1 et + c2 et + c3 e2t + c4 e2t

7. The

2)(s2 + 25). Thus Bq =

2tcharacteristic polynomial is q(s) = (s +2t

e , cos 5t, sin 5t . It follows that y(t) = c1 e

+ c2 cos 5t + c3 sin 5t.

is q(s) = (s + 3)(s 1)(s + 3)2 = (s

t 3t

3

1)(s + 3) . Thus Bq = e , e , te3t , t2 e3t . It follows that y(t) =

c1 et + c2 e3t + c3 te3t + c4 t2 e3t .

(s 1)(s + 1)(s2 + 1). Thus Bq = {et , et , cos t, sin t}. It follows that

y(t) = c1 et + c2 et + c3 cos t + c4 sin t. Since

y(t) = c1 et + c2 et + c3 cos t + c4 sin t

y (t) = c1 et c2 et c3 sin t + c4 cos t

y (t) = c1 et + c2 et c3 cos t c4 sin t

we have

1 = y(0) = c1 + c2 + c3

6 = y (0) = c1 c2 + c4

3 = y (0) = c1 + c2 c3

2 = y (0) = c1 c2 c4

from which we get c1 = 1, c2 = 3, c3 = 1, and c4 = 2. Hence y =

et 3et + cos t + 2 sin t

1 Solutions

71

Section 4.3

1. Since q(s) = s3 s = s(s 1)(s + 1) we have Bq = {1, et , et } and

since q(s)v(s) = s(s 1)(s + 1)2 we have Bqv = {1, et , et , tet }. Thus

Bqv \ Bq = {tet } and y = ctet is the test function.

3. q(s) = s(s 1)(s + 1) we have Bq = {1, et , et } and since q(s)v(s)

=

s(s1)(s+1)(s2) we have Bqv = 1, et , et , e2t . Thus Bqv \Bq = e2t

and y = ce2t is the test function.

1

5. We have q(s) = s3 s = s(s 1)(s + 1) and L {et } = s1

. Let v(s) =

2

t t

s 1. Then q(s)v(s) = s(s 1) (s + 1), Bq = {1, e , e } and Bqv =

{1, et , tet , et } and Bqv \ Bq = {tet }. It follows that y = ctet is the test

function. Since

y = ctet

y = c(1 + t)et

y = c(2 + t)et

y = c(3 + t)et

we have c(3 + t)et c(1 + t)et = et . Simplifying we get 2cet = et which

implies c = 1/2. It follows that y = 21 tet + c1 et + c2 et + c3

4

2

2

2

7. We have

q(s)

2t

= s1 5s +4 = (s 1)(s 4) = (s1)(s+1)(s2)(s+2))

and L e

= s2 . Let v(s) = s 2. Then q(s)v(s) = (s 1)(s + 1)(s

2

2) (s + 2), Bq = et , et , e2t , e2t and Bqv = et , et , e2t , te2t , e2t .

Thus Bqv \ Bq = te2t . It follows that y = cte2t is the test function and

y = cte2t

y = c(1 + 2t)e2t

y = c(4 + 4t)e2t

y = c(12 + 8t)e2t

y (4) = c(32 + 16t)e2t .

Substituting into the differential equation and simplifying gives 12ce2t =

1

te2t + c1 et + c2 et +

e2t . We thus get c = 1/12. It follows that y = 12

2t

2t

c3 e + c4 e

1

. Thus Y (s) =

9. We have q(s) = s3 s = s(s 1)(s + 1) and L {et } = s1

1

s(s+1)(s1)2 . One iteration of the partial fraction decomposition algorithm

gives

72

1 Solutions

Incomplete (s 1)-chain

1

s(s + 1)(s 1)2

p(s)

s(s + 1)(s 1)

It follows that yp =

y=

1 t

2 te

+ c1 e

1 1

2L

t

1

(s1)2

+ c2 e + c3

1/2

(s 1)2

1 t

2 te

partial fraction decomposition algorithm gives

1

s3 (s2 +4) .

The

Incomplete s-chain

1

s3 (s2

+ 4)

s/4

s2 (s2 + 4)

1/4

s3

0

1/4

s(s2 + 4)

It follows that yp =

c3 sin 2t.

t2

8

t2

8

+ c1 + c2 cos 2t +

+1 .

4s

Thus Y (s) = (s1)(s2 +1)2 . The partial fraction decomposition algorithm

gives

Incomplete s2 + 1-chain

4s

(s 1)(s2 + 1)2

p(s)

(s 1)(s2 + 1)

2s + 2

(s2 + 1)2

1 Solutions

73

It follows from Table 2.9 that yp = (t sin t + sin t t cos t). But since

sin t is a homogeneous solution we can write the general solution as y =

t(sin t + cos t) + c1 et + c2 cos t + c2 sin t.

Section 4.4

1. Here L1 = D 6 and L2 = D. It is easy to see that L = q(D), where

q(s) = s2 6s + 8 =(s 2)(s

4). Therefore y1 and y2 are linear

combinations of Bq = e2t , e4t . Next we recursively extend the initial

values to derivatives of order 1 to get

y1 (0) = 2

y1 (0) = 16

y2 (0) = 1

y2 (0) = 4

c1 + c2 = y(0)

2c1 + 4c2 = y (0)

For y1 we get

c1 + c2 = 2

2c1 + 4c2 = 16

which gives c1 = 4 and c2 = 6. Thus y1 (t) = 4e2t + 6e4t . For y2 we

get

c1 + c2 = 1

2c1 + 4c2 = 4

which gives c1 = 4 and c2 = 3. Thus y2 (t) = 4e2t + 3e4t .

3. Here L1 = D and L2 = D. It is easy to see that L = q(D), where q(s) =

s2 +4. Therefore y1 and y2 are linear combinations of Bq = {cos 2t, sin 2t}.

Next we recursively extend the initial values to derivatives of order 1 to

get

y1 (0) = 1

y2 (0) = 1

y1 (0) = 2

y2 (0) = 2

If y = c1 cos 2t + c2 sin 2t then

c1

= y(0)

2c2 = y (0)

For y1 we get

c1

= 1

2c2 = 2

74

1 Solutions

get

c1

= 1

2c2 = 2

which gives c1 = 1 and c2 = 1. Thus and y2 (t) = cos 2t + sin 2t.

5. Here L1 = D+4 and L2 = D2 6D+23. It is easy to see that L = q(D),

where q(s) = (s+4)(s2 6s+23)90 = (s2 1)(s2) =(s+1)(s1)(s2).

Therefore y1 and y2 are linear combinations of Bq = et , et , e2t . Next

we recursively extend the initial values to derivatives of order 2 to get

y1 (0) = 0

y1 (0) = 20

y1 (0) = 60

y2 (0) = 2

y2 (0) = 2

y2 (0) = 34.

If y = c1 et + c2 et + c3 e2t then

c1 + c2 + c3 = y(0)

c1 + c2 + 2c3 = y (0)

c1 + c2 + 4c3 = y (0).

For y1 we get

c1 + c2 + c3 =

0

c1 + c2 + 2c3 = 20

c1 + c2 + 4c3 = 60.

which gives c1 = 20, c2 = 40, and c3 = 20. Thus y1 (t) = 20et +

40et 20e2t . For y2 we get

c1 + c2 + c3 =

2

c1 + c2 + 2c3 =

2

c1 + c2 + 4c3 = 34.

which gives c1 = 6, c2 = 20, and c3 = 12. Thus and y2 (t) = 6et +

20et 12e2t .

7. Here L1 = D 2 + 2D + 6 and L2 = D 2 2D + 6. It is easy to see that

L = q(D), where q(s) = (s2 + 2s + 6)(s2 2s + 6) 45 = s4 + 8s2 9 =

(s2 1)(s2 + 9) = (s 1)(s + 1)(s2 + 9). Therefore y1 and y2 are linear

combinations of Bq = {et , et , cos 3t, sin 3t}. Next we recursively extend

the initial values to derivatives of order 3 to get

y1 (0)

y1 (0)

y1 (0)

y1 (0)

=

=

=

=

0

0

30

30

y2 (0)

y2 (0)

y2 (0)

y2 (0)

=

=

=

=

6

6

24

84

1 Solutions

75

c1

c1

c1

c1

c2 + c3

c2

+ 3c4

c2 9c3

c2

27c4

= y(0)

= y (0)

= y (0)

= y (0)

For y1 we get

c1

c1

c1

c1

c2 + c3

c2

+ 3c4

c2 9c3

c2

27c4

= 0

= 0

= 30

= 30

3 cos 3t + sin 3t. For y2 we get

c1

c1

c1

c1

c2 + c3

c2

+ 3c4

c2 9c3

c2

27c4

= 6

= 6

= 24

= 84

3et + 3 cos 3t + 3 sin 3t.

9. Here a = 2, b = 1, and c = 2 and the coupled system that describes the

motion is given by

y1 + 3y1 = y2

y2 + 2y2 = 2y1 .

Let L1 = D 2 + 3 and L2 = D2 + 2. Then y1 and y2 a solutions to

q(D)y = 0, where q(s) = (s2 +3)(s2 +2)2 = s4 +5s2 +4 = (s2 +1)(s2 +4).

Thus y1 and y2 a linear combinations of Bq = {cos t, sin t, cos 2t, sin 2t}.

Next we recursively extend the initial values to derivatives of order 3 to

get

y1 (0) = 3

y2 (0) = 0

y1 (0) = 3

y2 (0) = 0

y1 (0) = 9

y2 (0) = 6

y1 (0) = 9

y2 (0) = 6

If y = c1 cos t + c2 sin t + c3 cos 2t + c4 sin 2t then

c1

c3

c2

c1

c2

4c3

= y(0)

+ 2c4 = y (0)

= y (0)

8c4 = y (0)

76

1 Solutions

For y1 we get

c1

c3

c2

c1

c2

4c3

= 3

+ 2c4 = 3

= 9

8c4 = 9

2 cos 2t + sin 2t. For y2 we get

c1

c3

c2

c1

c2

4c3

=

+ 2c4 =

=

8c4 =

0

0

6

6

2 sin t 2 cos 2t sin 2t.

11. 1. We begin by taking the Laplace transform of each equation above to

get

q1 (s)Y1 (s) p1 (s) = 1 Y2 (s)

q2 (s)Y2 (s) p2 (s) = 2 Y1 (s)

which can be rewritten:

q1 (s)Y1 (s) 1 Y2 (s) = p1 (s)

q2 (s)Y2 (s) 2 Y1 (s) = p2 (s).

In matrix form this becomes

q1 (s) 1

Y1 (s)

p1 (s)

=

2 q2 (s)

Y2 (s)

p2 (s)

2. The inverse of the coefficient matrix is

1

1

q1 (s) 1

q2 (s)

1

=

2 q2 (s)

2 q1 (s)

q1 (s)q2 (s) 1 2

and therefore

1

q2 (s)

1

p1 (s)

Y1 (s)

=

Y2 (s)

2 q1 (s)

p2 (s)

q1 (s)q2 (s) 1 2

1

p1 (s)q2 (s) + 1 p2 (s)

=

.

q1 (s)q2 (s) 1 2 p2 (s)q1 (s) + 2 p1 (s)

13. We first take the Laplace transform of each equation to get

1 Solutions

77

s1

2

Y1 (s)

2

=

.

2 s 1

Y2 (s)

2

By matrix inversion we get

1

Y1 (s)

s1

2

2

=

Y2 (s)

2 s 1

2

1

s1

2

2

=

2 s1

2

(s 1)2 + 4

!

2(s1)+4

1

2s + 2

(s1)2 +22

=

= 2(s1)+4

(s 1)2 + 4 2s + 6

2

2

(s1) +2

y1 (t)

2et cos 2t + 2et sin 2t

=

.

y2 (t)

2et cos 2t + 2et sin 2t

15. We first take the Laplace transform of each equation to get

sY1 (s) 1 + 2Y1 = 5Y2 (s)

s Y2 (s) 3 2(sY2 (s)) + 5Y2 (s) = 2Y1 (s).

2

s+2

5

Y1 (s)

1

=

.

2 s2 2s + 5

Y2 (s)

3

By matrix inversion we get

Y1 (s)

Y2 (s)

1

s+2

5

1

=

2 s2 2s + 5

3

2

1

s 2s + 5

5

1

= 3

2 s+2

3

s +s

2

20

1

19 s2s+1 2 s21+1

s 2s + 20

s

=

=

8

s

1

3s + 8

s(s2 + 1)

s 8 s2 +1 + 3 s2 +1

78

1 Solutions

y1 (t)

20 19 cos t 2 sin t

=

.

y2 (t)

8 8 cos t + 3 sin t

Section 4.5

1. The only characteristic mode is e5t . Thus the zero-input response is

y(t) = ce5t . The initial condition a = y(0) = 10 implies c = 10. Thus

y(t) = 10e5t , The characteristic value is 5, to the left of the imaginary

axis. Hence the system is stable.

2

3. The characteristic polynomial

3)(s 1). The

t 3tis q(s) = s 4s + 3 t= (s 3t

characteristic modes is e , e . Thus y(t) = c1 e + c2 e . The initial

condition a = (2, 4) = (y(0), y (0)) implies c1 = 1 and c2 = 1. Thus the

zero-input response is y(t) = et +e3t . The characteristic value are 1, 3 and

both lie to the right of the imaginary axis. Hence the system is unstable.

= s2 + 4s + 5 = (s + 2)2 + 1. The

2t is q(s)2t

characteristic modes are e

cos t, e

sin t . Thus y(t) = c1 e2t cos t+

2t

c2 e

sin t. The initial condition a = (0, 1) = (y(0), y (0)) implies c1 =

0 and c2 = 1. Thus the zero-input response is y(t) = e2t sin t. The

characteristic value are 2 + i, 2 i and both lie to the left of the

imaginary axis. Hence the system is stable.

2

2

7. The characteristic polynomial

is q(s)

= s + 6s + 9 = (s + 3) . The

characteristic modes are e3t , te3t . Thus y(t) = c1 e3t + c2 te3t . The

initial condition a = (1, 1) = (y(0), y (0)) implies c1 = 1 and c2 = 4. Thus

the zero-input response is y(t) = e3t + 4te3t . The characteristic value

is 3 with multiplicity 2 lies to the left of the imaginary axis. Hence the

system is stable.

The characteristic modes are {et cos t, et sin t}. Thus y(t) = c1 et cos t +

c2 et sin t. The initial condition a = (1, 2) = (y(0), y (0)) implies c1 = 1

and c2 = 1. Thus the zero-input response is y(t) = et cos t + et sin t. The

characteristic values are {1 + i, 1 i} and lie to the right of the imaginary

axis. Hence the system is unstable.

11. The characteristic polynomial is q(s) = (s+1)(s2 +1). The characteristic

modes are {et , cos t, sin t}. Thus y(t) = c1 et + c2 cos t+ c3 sin t. The initial condition a = (1, 1, 1) = (y(0), y (0), y (0)) implies c1 = 1, c2 = 0,

and c3 = 0. Thus the zero-input response is y(t) = et . The characteristic

value are 1, i, and i. The system is then marginally stable.

1 Solutions

79

13. The characteristic mode is et so y(t) = cet . For the unit impulse we

have y(0) = 1 and this implies c = 1. Thus y(t) = et

15. The characteristic polynomialis q(s) = s2 4 = (s 2)(s + 2) and hence

the characteristic modes are e2t , e2t . Hence, y(t) = c1 e2t + c2 e2t .

For the unit impulse we have y(0) = 0 and y (0) = 1 and this implies

c1 = 1/4 and c2 = 1/4 . Thus y(t) = 41 e2t 41 e2t .

17. The characteristic polynomial is q(s) = s3 +s = s(s2 +1). The characteristic modes are {1, cos 2t, sin 2t}. For the unit impulse we have y(0) = 0,

y (0) = 0, and y (0) = 1 and this implies c1 = 1, c2 = 1 and c3 = 0.

Thus y(t) = 1 cos(t).

19. Since f is bounded there is an M such that |f (t)| M for all t 0. We

then have

Z t

k t

k x

t e cos t f (t) =

x

e

cos

xf

(t

x)

dx

0

t

xk ex |f (t x)| dx

xk ex dx

= M (C + p(t)et ),

where C and p(t) are as in Exercise 18, which also implies that tk et cos t

f is bounded. The argument for tk et sin t f is the same.

Section 5.1

1. No, it is not linear because of the presence of the product y y.

3. yes, nonhomogeneous, yes

5. yes, nonhomogeneous, no

7. yes, nonhomogeneous, no

9. No, it is not linear because of the presence of sin y.

11. yes, homogeneous, no

13. 1. L( 1t ) = t2 (2t3 ) + t(t2 ) t1 = (2 1 1)t1 = 0

2. L(1) = t2 (0) + t(0) 1 = 1

3. L(t) = t2 (0) + t(1) t = 0

4. L(tr ) = t2 r(r 1)tr2 + t(rtr1 ) tr = (r2 1)tr

80

1 Solutions

t2 yp + typ yp = C(t3 4t2 + 2t)et + C(t3 + 3t2 2t)et + C(t2 )et

= C(2t2 )et

1

2 .

t(et ) + et = 2tet . Parts (1) follows. If y = et then Ly = (t 1)(et )

t(et )+(et ) = 0. It follows that y = et is a solution to Ly = 0. If y = t then

y = 1 and y = 0. Thus Ly = (t1)(0)t(1)+t = 0. Part (2) now follows.

By linearity every function of the form y(t) = et + c1 et + c2 t is a solution

to Ly = 2tet , where c1 and c2 are constants. If we want a solution to

L(y) = 2tet with y(0) = a and y (0) = b, then we need to solve for c1

and c2 : Since y(t) = et + c1 et + c2 t we have y (t) = et + c1 et + c2 .

Hence,

a = y(0) = 1 + c1

b = y (0) = 1 + c1 + c2 .

These equations give c1 = a 1 and c2 = b a + 2. Particular choices of

a and b give the answers for Part (3).

(3)a. y(t) = et et + 2t

(3)c. y(t) = et + et + 3t

19. Write the equation in the standard form:

3

1

y + y 2 y = t2 .

t

t

The forcing function is continuous on R while the coefficient functions,

3

1

t and t2 , are continuous except at t = 0. Thus the largest intervals of

common continuity are (0, ) and (, 0). Since the initial conditions

are given at t0 = 1 it follows from Theorem 6 that the interval (, 0)

is the largest interval with a unique solution.

21. Write the equation in the standard form:

y +

y

cos t

=

.

sin t

sin t

1 Solutions

81

t0 = 2 it follows that the maximal interval for a unique solution is (0, ).

23. The common interval of continuity of the coefficient functions is (3, )

and t0 = 10 is in this interval.

25. The initial condition occurs at t = 0 which is precisely where a2 (t) = t2

has a zero. Theorem 6 does not apply.

27. The assumptions say that y1 (t0 ) = y2 (t0 ) and y1 (t0 ) = y2 (t0 ). Both y1

and y2 therefore satisfies the same initial conditions. By the uniqueness

part of Theorem 6 y1 = y2 .

Section 5.2

1. dependent; 2t and 5t are multiples of each other.

3. independent; If c1 ln t + c2 t ln t = 0 then evaluating at t = e and t = e2

gives c1 + ec2 = 0 and 2c1 + 2e2 c2 = 0. These equations imply that c1

and c2 are both zero so {ln t, t ln t} is linearly independent.

5. independent, If c1 ln 2t + c2 ln 5t = 0 then evaluating at t = 1 and t = e

gives (ln 2)c1 + (ln 5)c2 = 0 and (1 + ln 2)c1 + (ln 5 + 1)c2 = 0. These

equations imply that c1 and c2 are both zero so {ln t, t ln t} is linearly

independent.

7. f1 (t) = et 1 and f2 (t) = et . Thus (t 1)f1 tf1 + f1 = (t 1)(et )

t(et 1) + et t = 0. Similarly, f2 (t) = 1 and f2 (t) = 0. Thus (t 1)f2

tf2 + f2 = t(1) + t = 0. Now,

t

e t t

= et t (et 1)t = (1 t)et .

w(t) = t

e 1 1

t

1

the differential equation is a1 (t) = t1

= 1 t1

Integrating gives

Rt

1

t

0 1 x1 dx = x ln |x 1| |0 = t + ln(1 t), (since x 1 < 0) and

Rt

is verified. It follows from Proposition 4 that f1 and f2 are linearly independent. By Theorem 2 the solution set is {c1 (et t) + c2 t : c1 , c2 R}

ln t)

cos(2 ln t)

ln t)

9. f1 (t) = 2 sin(2

, f1 (t) = 2 sin(2 ln t)4

, f2 (t) = 2 cos(2

, and

t

t2

t

4

sin(2

ln

t)2

cos(2

ln

t)

f2 (t) =

t2

4 cos(2 ln t) 2 sin(2 ln t) + 4 cos(2 ln t) = 0. Similarly, t2 f2 + tf2 + 4f2 =

4 sin(2 ln t) 2 cos(2 ln t) + 2 cos(2 ln t) + 4 sin(2 ln t) = 0. Now,

82

1 Solutions

cos(2 ln t)

sin(2 ln t) 4

w(t) = 2 sin(2 ln t) 2 cos(2 ln t) = .

t

t

t

t

the differential equation is a1 (t) = 1t Integrating gives 1 x1 dx = ln t and

Rt

e 0 a1 (x) dx = 1/t. At t = 1 we have w(1) = 1 so Abels formula is verified. It follows from Proposition 4 that f1 and f2 are linearly independent.

By Theorem 2 the solution set is {c1 cos(2 ln t) + c2 sin(2 ln t) : c1 , c2 R}

11. 1. Suppose at3 + b t3 = 0 on (, ). Then for t = 1 and t = 1 we

get

a+b = 0

a + b = 0.

2.

3.

4.

5.

(

3t2

if t < 0

If t < 0

2

3t

if t 0.

3

t

t3

then w(y1 , y2 )(t) =

= 0. If t 0 then w(y1 , y2 )(t) =

2

3t 3t2

3

t

t3

= 0. It follows that the Wronskian is zero for all t

3t2 3t2

(, ).

The condition that the coefficient function a2 (t) be nonzero in Theorem 2 and Proposition 4 is essential. Here the coefficient function, t2 ,

of y is zero at t = 0, so Proposition 4 does not apply on (, ).

The largest open intervals on which t2 is nonzero are (, 0) and

(0, ). On each of these intervals y1 and y2 are linearly dependent.

Consider the cases t < 0 and t 0. The verification is then straightforward.

Again the condition that the coefficient function a2 (t) be nonzero is

essential. The Uniqueness and Existence theorem does not apply.

Section 5.3

1. The indicial polynomial is Q(s) = s2 + s 2 = (s +2)(s 1). There are

two distinct roots 1 and 2. The fundamental set is t, t2 . The general

solution is y(t) = c1 t + c2 t2 .

1 Solutions

83

1

1

root, 1/3, with multiplicity 2. The fundamental set is t 3 , t 3 ln t . The

1

2

5. The indicial polynomial is Q(s) = 4s2 4s + 1n= (2s 1)

o . The root is

1

2

1

t 2 , t 2 ln t . The general

solution is y(t) = c1 t 2 + c2 t 2 ln t.

The root is 3

with multiplicity 2. The fundamental set is t3 , t3 ln t . The general

solution is y(t) = c1 t3 + c2 t3 ln t.

9. The indicial polynomial is Q(s) = s2 4 = (s 2)(s

+ 2). There are two

distinct roots, 2 and 2. The fundamental set is t2 , t2 . The general

solution is y(t) = c1 t2 + c2 t2 .

11. The indicial polynomial is Q(s) = s2 4s + 13 = (s 2)2 + 9. There

are two complex roots, 2 + 3i and 2 3i. The fundamental set is

t2 cos(3 ln t), t2 sin(3 ln t) . The general solution is y(t) = c1 t2 cos(3 ln t)+

c2 t2 sin(3 ln t).

13. The indicial polynomial is Q(s) = 4s2 4s + 1 n

= (2s 1)(2s

o 1). There

1

1

c1 = 2

1

c1 + c2 = 0.

2

Thus c1 = 2 and c2 = 1. Hence y = 2t1/2 t1/2 ln t

15. The coefficient functions for the given equation in standard form are

a1 (t) = 4/t and a2 (t) = 6/t2 both of which are not defined at the initial

condition t0 = 0. Thus the uniqueness and existence theorem does not

guarantee a solution. In fact, the condition that y (0) exist presupposes

that y is defined near t = 0. For t positive the indicial polynomial is

Q(s) = s2 5s + 6 = (s 6)(s + 1) and therefore y(t) = c1 t6 + c2 t1 .

The only way that y can be extended to t = 0 is that c2 = 0. In this case

y(t) = c1 t6 cannot satisfy the given initial conditions. Thus, no solution

is possible.

84

1 Solutions

Section 5.4

bt

at

= b a. So Theorem 4 applies and

t

gives

bt

Z

e eat

1

1

L

(s) =

d

t

a

s

M b

sb

ln

= lim ln

M

M a

sa

sa

= ln

sb

cos bt cos at

3. Apply LHospitals rule twice to get lim 2

= a2 b2 . Now

t

t2

use Exercise 2 to get

Z 2

cos bt cos at

+ a2

L 2

(s) =

ln

d

t2

2 + b2

s

!

Z M

Z M

2

2

2

2

= lim

ln( + a ) d

ln( + b ) d .

M

R

1. ln(x2 +a2 ) dx = x ln(x2 + a2 ) 2x + 2a tan1 (x/a) + C

2. lim x ln

x

x2 +a2

x2 +b2

=0

The first fact is shown by integration by parts and the second fact is

shown by LHospitals rule. We now get (after some simplifications)

2

cos bt cos at

s + b2

b

1 a

1

L 2

(s) = s ln 2

+ 2a tan

2b tan

t2

s + a2

s

s

5. Applying the Laplace transform we get

Y+

3s + 2

2y0

Y = 2

.

s2 + s

s +s

Laplace inversion gives

y0

s+1

y(t) = y0 et + C(t 1 + et )

= (y0 + C)et + C(t 1).

Let c1 = C and c2 = y0 + C to get y(t) = c1 et + c2 (t 1).

C

s2 (s+1) .

1 Solutions

85

y0

and therefore

7. Applying the Laplace transform we get Y (s) =

(s + 2)2

y0

Y (s) =

+ C. However, since lims Y (s) = 0 we must have C = 0.

s+2

Hence y(t) = y0 e2t .

6s

Y (s) = 0. An

+1

C

, and

integrating factor is I = (s2 + 1)3 . We then get Y (s) = 2

(s

+ 1)3

2

y(t) = (C/8) (3 t ) sin t 3t cos t

y0

1

1

11. Apply the Laplace transform to get Y (s) =

= y0

.

s(s 1)

s s1

s

+ C. Take C = 0 since lims Y (s) = 0.

Then Y (s) = y0 ln

s1

et 1

Hence y(t) = y0

.

t

9. Applying the Laplace transform we get Y (s) +

s2

y0

=

13. Apply the Laplace transform, simplify, and get Y (s) = 2

(s 5s + 6)

1

s2

1

y0

. Then Y (s) = y0 ln

+ C. Take C = 0. Then

s 2 s 3

s3

e3t e2t

y(t) = y0

.

t

sy0

15. Apply the Laplace transform, simplify, and get Y (s) =

2 + 1)

s(s

1

1

s

2y1

= y0 2

2y1

2

. Integrating gives Y (s) =

s(s2 + 1

s +

1

s

s

+1

2

s +1

+ C. Since lims Y (s) = 0 we must have

y0 tan1 (s) + y1 ln

s2

2

1

s +1

C = y0 and hence Y (s) = y0 tan1

+ y1 ln

. Therefore

2

s

s2

1 cos t

sin t

+ 2y1

y(t) = y0

t

t

17. We use the formula

n k

X

dn

n d

dnk

(f

(t)g(t))

=

f

(t)

g(t).

dtn

k dtk

dtnk

k=0

Observe that

and

dk t

e = (1)k et

dtk

dnk n

t = n(n 1) (k + 1)tk .

dtnk

86

1 Solutions

1 t dn t n

e

(e t )

n! dtn

n

1 t X n dk t dnk n

=

e

e

t

n!

k dtk

dtnk

k=0

n

X

n

n(n 1) (k + 1) k

t

= e

(1)k et

t

k

n!

k=0

k

n

X

n t

=

(1)k

k k!

k=0

= n (t).

21. Hint: Take the Laplace transform of each side. Use the previous exercise

and the binomial theorem.

23. We compute the Laplace transform of both sides. Well do a piece at a

time.

L {(2n + 1)n } (s)

(s 1)n

= (2n + 1) n+1

s

(s 1)n1

=

(2n + 1)(s(s 1)).

sn+2

L {tn } (s)

(s 1)n

=

sn+1

(s 1)n1

=

(n + 1 s).

sn+2

nL {n1 } (s)

(s 1)n1

= n

sn

(s 1)n1

=

(ns2 ).

sn+2

We have written each so that the common factor is

coefficients are

(s 1)n1

. The

sn+2

1 Solutions

87

= (n + 1)(s2 2s + 1)

= (n + 1)(s 1)2

The right hand side is now

1

(s 1)n1

(n + 1)(s 1)2

n+1

sn+2

(s 1)n+1

=

sn+2

= L {n+1 } (s).

Taking the inverse Laplace transform completes the verification.

R

25. First of all 0 et n (t) dt = L {n } (1) = 0. Thus

Z

ex n (x) dt

ex n (x) dx

Z

t

= e

etx n (x) dx

=

= et (et n (t)).

By the convolution theorem

L et n (s)

=

=

=

=

=

1 (s 1)n

s 1 sn+1

(s 1)n1

sn+1

(s 1)n1

s1

1

sn

s

n1

(s 1)

(s 1)n

sn

sn+1

L1 {n1 (t)} L1 {n (t)} .

formula into the previous calculation gives the needed result.

88

1 Solutions

Section 5.5

1. Let y2 (t) = t2 u(t). Then t4 u + t3 u = 0, which gives u = t1 and

u(t) = ln t. Substituting gives y2 (t) = t2 ln t. The general solution can be

written y(t) = c1 t2 + c2 t2 ln t.

1

3. Let y2 (t) = t 2 u(t). Then 4t

u(t) = lnt. Thus

y2 (t) = t ln t. The general solution can be written

y(t) = c1 t + c2 t ln t.

u = et . It follows that y2 (t) = tet is a second independent solution. The

general solution can be written y(t) = c1 t + c2 tet .

7. Let y2 (t) = u(t) sin t2 . Then u(t) satisfies t sin t2 u +(4t2 cos t2 sin t2 )u =

u

1

cos t2

0 and hence = 4t

. It follows that u = t csc2 t2 and therefore

u

t

sin t2

1

2

2

u(t) = 1

2 cot t . We now get y2 (t) = 2 cos t . The general solution can

2

2

be written y(t) = c1 sin t + c2 cos t .

9. Let y2 (t) = u(t) tan t. Then u tan t + 2u sec2 t = 0 which gives u =

cot2 t = csc2 t 1. Hence u = cot t t and y2 (t) = 1 t tan t. The

general solution can be written y(t) = c1 tan t + c2 (1 + t tan t).

11. The functions tan t and sec t are continuous except at points of the

form 2 + 2n, n Z. We will work in the interval (/2, /2).

Let y2 (t) = u(t) tan t. Then u tan t + u (tan2 t + 2) = 0 and hence

u

2

1

thus u = cos t sin t. Further u(t) = sin t and we have y2 (t) = sec t.

The general solution can be written y(t) = c1 tan t + c2 sec t.

sin 2t

u

2t . Then u(t) satisfies u sin 2t + 4u = 0 and hence u =

cot 2t)2 = csc2 2t + 2 csc 2t cot 2t + cot2 2t = 2 csc2 2t + 2 csc 2t cot 2t 1.

2t

By integrating we get u = cot 2t csc 2t t = 1+cos

sin 2t t. It now

t sin 2t

follows that y2 = 1 1+cos 2t . The general solution can be written

sin 2t

t sin 2t

y(t) = c1 1+cos

2t + c2 1 + 1+cos 2t .

2t

1

and hence uu = 2 1t

2 . From this we get u = (1t2 )2 . Integrating u by

t

1

1+t

partial fractions give u = 12 1t

2 + 4 ln

1t and hence

y2 (t) =

1

1

t + (1 t2 ) ln

2

4

1+t

1t

1 Solutions

89

1

1

1+t

t + (1 t2 ) ln

.

y = c1 (1 t2 ) + c2

2

4

1t

Section 5.6

1. sin t and cos t form a fundamental set for the homogeneous solutions. Let

yp (t) = u1 cos

t +u2

sin t.Thenthe matrix equation

cos t sin t

u1

0

=

implies u1 (t) = sin2 t = 12 (cos 2t 1)

sin t cos t

u2

sin t

and u2 (t) = cos t sin t = 12 (sin 2t). Integration give u1 (t) = 14 (sin(2t)

1

2t) = 21 (sin t cos t t) and u2 (t) = 1

4 cos 2t = 4 (2 cos 2t 1). This

1

1

1

implies yp (t) = 4 sin t 2 t cos t. Since 4 sin t is a homogeneous solution

we can write the general solution in the form y(t) = 1

2 t cos t + c1 cos t +

c2 sin t. We observe that a particular solution is the imaginary part of a solution to y + y = eit . We use the incomplete partial fraction method and

p(s)

1

1

get Y (s) = (si)12 (s+i) . This can be written Y (s) = 2i

(si)2 + (si)(s+i) .

1 1

1

it

From this we get yp (t) = Im 2i

L { (si)

= Im i

= 1

2}

2 te

2 t cos t.

The general solution is y(t) =

1

2 t cos t

+ c1 cos t + c2 sin t.

3. The functions et cos 2t and et sin 2t form a fundamental set. Let yp (t) =

c1 et cos 2t + c2 et sin 2t.

equation

Then

the

matrix

u1

0

t

t

W (e cos 2t, e sin 2t) =

implies that u1 (t) = 1

2 sin 2t and

u2

et

u2 (t) = 12 cos 2t. Hence, u1 (t) = 14 cos2t and u2 (t) = 14 sin 2t. From this

we get yp (t) = 14 et cos2 2t + 14 et sin2 2t = 14 et . On the other hand, the

method of undetermined coefficients implies that a particular solution

is of the form yp (t) = Cet . Substitution gives 4Cet = et and hence

C = 41 . It follows that yp (t) = 41 et . Furthermore, the general solution is

y(t) = 14 et + c1 et cos 2t + c2 et sin 2t.

t 2t

5. A

fundamental

set

is

t

e ,e . The matrix equation

2t

e

e

u1

0

=

implies u1 (t) = e2t and u2 (t) = et . Hence

et 2e2t

u2

e3t

1 2t t

2t

t

t 2t

u1 (t) = 1

= 12 e3t . The

2 e , u2 (t) = e , and yp (t) = 2 e e + e e

1 3t

t

2t

general solution is y(t) = 2 e +c1 e +c2 e . The method of undetermined

coefficients implies that a particular solution is of the form yp = Ce3t .

Substitution gives 2Ce3t = 3e3t and hence C = 12 . The general solution

is as above.

90

1 Solutions

t

7.

A fundamental

is {e

, tet}. The matrix equation

set

t

t

0

e

te

u1

= et implies u1 (t) = 1 and u2 (t) = 1t . Hence,

t

t

t

e e + te

u2

t

u1 (t) = t, u2 (t) = ln t, and yp (t) = tet + t ln tet . Since tet is a

homogeneous solution we can write the general solution as y(t) = t ln tet +

c1 et + c2 tet .

with indicial equation s2 3s+2 = (s2)(s1). It follows that t, t2 forms a fundamental

set. We put the given equation is standard form to get y 2t y + t22 y = t2 .

Thus

f

(t)=

t2 . Thematrix

equation

2

t t

u1

0

=

implies u1 (t) = t2 and u2 (t) = t. Hence

1 2t

u2

t2

2

3

2

4

3

u1 (t) = t3 , u2 (t) = t2 , and yp (t) = t3 t + t2 t2 = t6 . It follows that the

4

general solution is y(t) = t6 + c1 t + c2 t2 .

11. The homogeneous equation is Cauchy-Euler with indicial equation s2

2s + 1 = (s 1)2 . It follows that {t, t ln t} is a fundamental set. After

writing in standard form we see the forcing function f (t) is 1t . The matrix

equation

t

t ln t

u1

0

t

and u2 (t) = 1t . Hence

= 1 implies u1 (t) = ln

t

1 ln t + 1

u2

t

2

2

2

2

t

t

t

u1 (t) = ln

2 , u2 (t) = ln t, and yp (t) = 2 ln t + t ln t = 2 ln t. The

2

t

general solution is y(t) = 2 ln t + c1 t + c2 t ln t.

13. The matrix equation

tan t

sec t

u1

0

=

implies u1 (t) = t and u2 (t) = t sin t.

sec2 t sec t tan t

u2

t

2

2

Hence u1 (t) = t2 , u2 (t) = t cos t sin t, and yp (t) = t2 tan t + (t cos t

2

sin t) sec t = t2 tan t + t tan t. Since tan t is a homogeneous solution we

2

can write the general solution as y(t) = t2 tan t + t + c1 tan t + c2 sec t.

15. After put in standard form the forcing function f is 4t4 . The matrix

equation

cos t2

sin t2

u1

0

=

implies u1 (t) = 2t3 sin t2 and

2t sin t2 2t cos 2t

u2

4t4

u2 (t) = 2t3 cos t2 . Integration by parts gives u1 (t) = t2 cos t2 sin t2 and

u2 (t) = t2 sin t2 +cos t2 . Hence yp (t) = t2 cos2 t2 cos t2 sin t2 +t2 sin2 t2 +

cos t2 sin t2 = t2 . The general solution is y(t) = t2 + c1 cos t2 + c2 sin t2 .

17. Let a and t be in the interval I. Let z1 and z2 be the definite integrals

defined as follows:

1 Solutions

91

z1 (t) =

y2 (x)f (x)

dx

w(y1 , y2 )(x)

y1 (x)f (x)

dx.

w(y1 , y2 )(x)

z2 (t) =

1 so that z1 (a) = z2 (a) = 0. It follows that

yp (t) = z1 (t)y1 (t) + z2 (t) + y2 (t)

Z t

Z t

y2 (x)y1 (t)f (x)

y1 (x)y2 (t)f (x)

=

dx +

w(y1 , y2 )(x)

w(y1 , y2 )(x)

a

a

Z t

(y1 (x)y2 (t) y2 (x)y1 (t))

f (x) dx

=

w(y1 , y2 )(x)

a

y (x) y2 (x)

Z t 1

y1 (t) y2 (t)

f (x) dx.

=

a y1 (x) y2 (x)

y1 (x) y2 (x)

19. Let y1 (t) = eat and y2 (t) = eat . Then {y1 , y2 } is a fundamental set. We

have

y1 (x) y2 (x)

ax at

e eax eat = ea(tx) ea(tx) = 2 sinh(a(t x))

y1 (t) y2 (t) = e

and

Thus

eat eat

= 2a.

w(y1 , y2 )(x) =

aeat aeat

yp (t) =

2 sinh a(t x)

f (x) dx

2a

1

=

f (t) sinh at.

a

Applying the Laplace transform to y a2 y = f , with initial conditions

y(0) = y (0) = 0, gives s2 Y (s) a2 Y (s) = F (s). Solving for Y (s) we get

Y (s) =

F (s)

1

a

=

F (s).

s2 a2

a s2 a2

yp (t) =

1

sinh at f (t).

a

92

1 Solutions

21. Let y1 (t) = eat and y2 (t) = ebt . Then {y1 , y2 } is a fundamental set. We

have

y1 (x) y2 (x)

ax bt

bx at

ax+bt

ebx+at

y1 (t) y2 (t) = e e e e = e

and

Thus

ax

e

ebx

= (b a)e(a+b)x .

w(y1 , y2 )(x) = ax

ae

bebx

t

eax+bt ebx+at

f (x) dx

(a+b)x

0 (b a)e

Z t

1

=

(eb(tx) ea(tx) )f (x) dx

ba 0

1

f (t) (ebt eat ).

=

ba

yp (t) =

conditions y(0) = y (0) = 0, gives s2 Y (s) (a + b)sY (s) + abY (s) = F (s).

Solving for Y (s) we get

F (s)

1

1

1

Y (s) =

=

F (s).

(s a)(s b)

ab sa sb

The convolution theorem gives a particular solution

yp (t) =

1

(eat ebt ) f (t).

ab

Section 6.1

1. Graph (c)

3. Graph (e)

5. Graph (f)

7. Graph (h)

R5

R2

R3

R5

2

9. 0 f (t) dt = 0 (t2 4) dt + 2 0 dt + 3 (t + 3) dt = t3 /3 4t 0 + 0 +

5

t2 /2 + 3t = (8/3 8) + (25/2 + 15) (9/2 + 9) = 22/3.

3

11.

R 2

0

|sin x| dx =

R

0

sin x dx +

R 2

1 Solutions

13.

15.

R5

2

R6

0

f (t) dt =

93

R3

f (u) du =

(3 t) dt +

R1

0

u du +

R2

1

R4

3

2(t 3) dt +

(2 u) du +

R6

2

R6

4

2 dt = 1/2 + 1 + 4 = 11/2

1 du = 1/2 + 1/2 + 4 = 5.

17. A is true since y(t) satisfies the differential equation on each subinterval.

B is true since the left and right limits agree at t = 2. C is not true since

y(0) = 1 6= 2.

19. A is true since y(t) satisfies the differential equation on each subinterval.

B is false since limt2 y(t) = 1 + e8 while limt2+ y(t) = 1. C is false

since B is false.

21. A is true since y(t) satisfies the differential equation on each subinterval.

B is true since limt1 y(t) = 2e + e2 = limt1+ y(t). C is false since

limt1 y (t) = 3e + 2e2 while limt1+ y (t) = 3e2 2e. D is false since

C is false.

23. A is true since y(t) satisfies the differential equation on each subinterval.

B is true since limt1 y(t) = 2e + e2 = limt1+ y(t). C is true since

limt1 y (t) = 3e + 2e2 = limt1+ y (t). D is true since y(0) = y (0) =

0.

25. The general solution of y y = 1 on the interval [0, 2) is found by

using the integrating factor et . The general solution is y(t) = 1 + cet

and the initial condition y(0) = 0 gives c = 1, so that y(t) = 1 + et for

t [0, 2). Continuity of y(t) at t = 2 will then give y(2) = limt2 y(t) =

1 + e2 , which will provide the initial condition for the next interval

[2, 4). The general solution of y y = 1 on [2, 4) is y(t) = 1 + ket .

Thus 1 + e2 = y(2) = 1 + ke2 and solve for k to get k = 2e2 + 1,

so that y(t) = 1 + (2e2 + 1)et for t [2, 4). Continuity will then give

y(4) = 1 + (2e2 + 1)e4 , which will provide the initial condition for

the next interval [4, ). The general solution to y y = 0 on [4, )

is y(t) = bet and the constant b is obtained from the initial condition

be4 = y(4) = 1 + (2e2 + 1)e4 , which gives b = e4 2e2 + 1, so

that y(t) = (e4 2e2 + 1)et for t [4, ). Putting these three pieces

together, we find that the solution is

if 0 t < 2,

1 + e

t2

t

y(t) = 1 2e

+e

if 2 t < 4

t4

t2

t

e

2e

+ e if 4 t < .

27. The general solution of y y = f (t) on any interval is found by using

the integrating factor et . The general solution on the interval [0, 1)

is y(t) = aet and since the initial condition is y(0) = 0, the solution on

[0, 1) is y(t) = 0. Continuity then given y(1) = 0, which will be the initial

94

1 Solutions

the interval [1, 2) is y(t) = t + bet and the initial condition y(1) = 0

gives 0 = 1+be1 so that b = e1 . Thus y(t) = t+e1 et = t+et1 for

t [0, 2). Continuity of y(t) at t = 2 will then give y(2) = limt2 y(t) =

2 + e1 , which will provide the initial condition for the next interval

[2, 3). The general solution of y y = 3 t on [2, 3) is y(t) = t 2 + cet.

Thus 2 + e1 = y(2) = ce2 and solve for c to get c = 2e2 + e1 , so

that y(t) = t 2 + (2e2 + e1 )et = t 2 2et2 + et1 for t [2, 3).

Continuity will then give y(3) = 12e1 +e2 , which will provide the initial

condition for the next interval [3, ). The general solution to y y = 0

on [4, ) is y(t) = ket and the constant k is obtained from the initial

condition ke3 = y(3) = 1 2e1 + e2 , which gives c = e3 2e2 + e1 ,

so that y(t) = (e3 2e2 + e1 )et = et3 2et2 + et1 for t [3, ).

Putting these three pieces together, we find that the solution is

0

if 0 t < 1,

t + et1

if 1 t < 2,

y(t) =

t2

t1

2e

+

e

if 2 t < 3

t3

t2

t1

e

2e

+e

if 3 t < .

29. The characteristic polynomial of the equation y y = f (t) is s2 1 =

(s 1)(s + 1) so the homogeneous equation has the solution yh (t) = aet +

bet for constants a and b. On the interval [0, 1] the equation y y = t

has a particular solution yp (t) = t so the general solution has the form

y(t) = t + aet + bet . The initial conditions give 0 = y(0) = a + b and

1 = y (0) = 1 + a b. Solving gives a = 1, b = 1 so y(t) = t+ et et

on [0, 1). By continuity it follows that y(1) = 1 + e1 e1 and y (1) =

1 + e1 + e1 and these constitute the initial values for the equation

y y = 0 on the interval [1, ). The general solution on this interval is

y(t) = aet +bet and at t = 1 we get y(1) = ae1 +be1 = 1+e1 e1 and

y (1) = ae1 be1 = 1 + e1 + e1 . Solving for a and b gives a = 1 e1

and b = 1 so that y(t) = (1 e1 )et et = et et1 e1 . Putting

the two pieces together gives

(

t + et et

if 0 t < 1,

y(t) =

et et1 e1 1 t < .

33. 1. |f (t)| = |sin(1/t)| 1 for all t 6= 0, while |f (0)| = |0| = 0 1.

2. It is enough to observe that limt0+ does not exist. But letting tn =

1

n gives f (tn ) = sin n = 0 for all positive integers n, while letting

2

tn = (4n+1)

gives f (tn ) = sin(1/tn ) = sin((4n + 1)/2) = sin(2n +

1 Solutions

95

2)

sequence tn 0 with f (tn ) 1 so f (t) cannot be continuous at 0.

3. To be piecewise continuous, f (t) would have to have a limit at t

approaches 0 from above, and this is not true as shown in part 2.

Section 6.2

0

1. f (t) = 3h(t 2) h(t 5) = 3

2

y

3

2

1

0

0 1 2 3

if t < 2,

if 2 t < 5, Thus, the graph is

if t 5.

4 5 6 7 8

the graph of g(t) = t translated 1 unit to the right and then truncated at

t = 1, with the graph before t = 1 replaced by the line y = 0. Thus the

graph is

y

2

1

0

replaced by the line y = 0. Thus the graph is

y

8

6

4

2

t

0

1

2

3

where the dashed line is the part of the t2 graph that has been truncated.

It is only shown for emphasis and it is not part of the graph.

0

96

1 Solutions

7. This is the function cos 2t shifted units to the right and then truncated

at t = . The graph is

y

1

0

1

9. (a) (t 2)[2, ) (t); (b) (t 2)h(t 2);

(c) L {(t 2)h(t 2)} = e2s L {t} = e2s /s2 .

11. (a) (t + 2)[2, ) (t); (b) (t + 2)h(t 2);

(c) L {(t + 2)h(t 2)} = e2s L {(t + 2) + 2} = e2s

1

4

+

.

s2

s

t2 h(t 4);

2

2

2

4s

(c) L t

h(t 4) = e4s

L

(t

+

4)

=

e

L

t

+

8t

+

16

8

16

2

= e4s

+

+

.

s3

s2

s

15. (a) (t 4)2 [2, ) (t); (b)

4)2h(t 2);

(t2s

2

2

2

2s

(c) L (t

4) h(t 2) = e L ((t + 2) 4) = e L t 4t + 4

2

4

4

= e2s

2+

.

3

s

s

s

17. (a) et [4, ) (t); (b) et h(t 4);

(c) L {et h(t 4)} = e4s L et+4 = e4s e4 L {et }

1

= e4(s1)

.

s1

4);

4s

t+4

(c) L {tet h(t

4)}

=

e

L

(t

= e4s e4 L {tet + 4et }

+ 4)e

4

1

= e4(s1)

+

.

(s 1)2

s1

21. (a) t[0,1) (t) + (2 t)[1,) (t); (b) t + (2 2t)h(t 1);

(c) L {t + (2 2t)h(t 1)} = L {t} + es L {(2 2(t + 1))}

1

2es

= L {t} + es L {2t} = 2 2 .

s

s

23. (a) t2 [0, 2) (t) + 4[2, 3) (t) + (7 t)[3, ) (t);

(b) t2+ (4 t2 )h(t 2) + (3 t)h(t 3);

(c) L t2 + (4 t2 )h(t 2) + (3 t)h(t 3)

1 Solutions

= L t2 + e2s L 4 (t + 2)2 + e3s L {3 (t + 3)}

2

2

4

e3s

= 3 e2s

+

2 .

3

2

s

s

s

s

P

25. (a) n=0

P (t n)[n,n+1) (t);

(b) t

n=1

Ph(t n);

P

(c) L {t n=1 h(t n)} = L {t} n=1 L {h(t n)}

P ens

1

1

1 P

n

= 2 n=1

= 2

(es )

s

s

s

s n=1

1

es

.

= 2

s

s(1 es )

P

P

27. (a)

n=0 (2n + 1 t)[2n,2n+2) (t); (b) (t + 1) + 2

n=0 h(t 2n);

1

1

2

(c) 2 +

.

s

s s(1 e2s )

3s

e

1

1

1

29. L

= h(t 3) L

2

s

s2 tt3

(

0

if 0 t < 3,

= h(t 3) (t)|tt3 = (t 3)h(t 3) =

t 3 if t 3.

1

es

1

=

h(t

)

L

2

2

s +1

s + 1 tt

= h(t ) (sin t)|tt = h(t ) sin(t )

(

(

0

if 0 t < ,

0

if 0 t < ,

=

=

sin(t ) if t

sin t if t .

31. L1

es

1

1

33. L

= h(t ) L

2

2

s + 2s + 5

s + 2s + 5 tt

1

1 t

1

e

sin

2t)

= h(t ) L

=

h(t

)

(

2

tt

(s + 1)2 + 22 tt

(

0

if 0 t < ,

= 12 e(t) sin 2(t )h(t ) = 1 (t)

sin 2t if t .

2e

1

e2s

1

1

=

h(t

2)

L

2

2

s +4

s

+

4

tt2

1

1

= h(t 2) ( 2 sin 2t) tt2 = 2 h(t 2) sin 2(t 2)

(

0

if 0 t < 2,

= 1

2 sin 2(t 2) if t 2.

35. L1

97

98

1 Solutions

se4s

= h(t 4) L1

s2 + 3s + 2

tt4

2

1

1

= h(t 4) L

s + 2 s + 1 tt4

= h(t 4) (2e2t et )tt4 = h(t 4) 2e2(t4) e(t4)

(

0

if 0 t < 4,

=

2e2(t4) e(t4) if t 4.

37. L1

1 e5s

s2

= L1

1

s2

s

s2 + 3s + 2

1

s2 tt5

(

t if 0 t < 5,

= t h(t 5) (t)|tt5 = t (t 5)h(t 5) =

5 if t 5.

2s + 1

2s + 1

1

1

s

41. L

e

= h(t )L

2

2

s + 6s + 13

s + 6s + 13 tt

2(s + 3) 5

= h(t ) L1

(s + 3)2 + 22 tt

2(s + 3)

1

= h(t ) L

2

2

(s + 3) + 2 tt

5

1

+ h(t ) L

(s + 3)2 + 22 tt

= h(t ) (2e3t cos 2t 52 e3t sin 2t)tt

3(t)

= h(t

2 cos 2(t ) 52 sin 2(t )

( )e

0

if 0 t < ,

=

5

3(t)

e

2 cos 2t 2 sin 2t if t .

39. L1

h(t 5) L1

43. Let b > 0. Since f1 and f2 are piecewise continuous on [0, ) they

only have finitely many jump discontinuities on [0, b). It follows that

f1 + cf2 have only finitely many jump on [0, b). Thus f1 + cf2 is piecewise

continuous on [0, ).

Section 6.3

1. We write the forcing function as f (t) = 3h(t 1). Applying the Laplace

transform, partial fractions, and simplifying gives

3 1

1

3

s

Y (s) =

e =

es .

s(s + 2)

2

s s+2

Laplace inversion now gives

1 Solutions

99

3

y = h(t 1) 1 e2(t1) =

2

0

23 1 e2(t1)

if 0 t < 1

.

if 1 t <

Applying the Laplace transform, partial fractions, and simplifying gives

2

e2s e3s

s(s 3)

2

1

1

e2s e3s .

=

3 s3 s

Y (s) =

2 3(t2)

e

1 h(t 2) e3(t3) 1 h(t 3)

3

if 0 t < 2

0

2

3(t2)

=

1

if 2 t < 3 .

3 e

2 3(t2)

3(t3)

e

e

if 3 t <

3

y =

= 12et 12(et e)h(t 1).

Applying the Laplace transform, partial fractions, and simplifying gives

2

12

12e

12e

s

Y (s) =

+

e

s 4 (s 1)(s 4)

(s 1)(s 4) s(s + 4)

6

4

4

1

3

=

es e

+

+

.

s4 s1

s1 s4 s

Laplace inversion now gives

y = 6e4t 4et e 4et1 + e4(t1) + 3 h(t 1)

(

6e4t 4et

if 0 t < 1

=

.

6e4t e4t3 3e

if 1 t <

100

1 Solutions

e3s

s(s2 + 9)

1 1

s

e3s .

=

9 s s2 + 9

Y (s) =

1

y = (1 cos 3(t 3))h(t 3) =

9

0

1

9 (1

if 0 t < 3

.

if 3 t <

9. Write the forcing function as f (t) = 6[1,3) = 6h(t 1) 6h(t 3). Now

apply the Laplace transform, partial fractions, and simplify to get

6

es e3s

s(s + 2)(s + 3)

1

3

2

=

+

es e3s

s s+2 s+3

Y (s) =

y = 1 3e2(t1) + 2e3(t1) h(t 1)

1 3e2(t3) + 2e3(t3) h(t 3)

0

=

1 3e2(t1) + 2e3(t1)

2(t3)

3e

3e2(t1) 2e3(t3) + 2e3(t1)

to get

if 0 t < 1

if 1 t < 3

if 3 t <

11. Apply the Laplace transform, partial fractions, and simplify to get

1

1

+

e3s

(s + 1)2

s(s + 1)2

1

1

1 3s

1

+

+

=

e

(s + 1)2

(s + 1)2

s+1 s

Y (s) =

y = tet + (t 3)e(t3) e(t3) + 1 h(t 3)

= tet + 1 (t 2)e(t3) h(t 3)

(

tet

if 0 t < 3

=

.

1 + tet (t 2)e(t3)

if 3 t <

1 Solutions

101

gal

lb

2 min

=

13. For the first three minutes, source one adds salt at a rate of 1 gal

lbs

2 min . and after that source two takes over and adds salt at a rate of

gal

lb

lbs

5 gal

2 min

= 10 min

. Thus the rate at which salt is being added is given

by the function

(

2

if 0 t < 3

f (t) =

10

if 3 t < .

= 2[0,3) + 10[3,)

= 2 + 8h(t 3).

The output rate of salt is given by

led to the differential equation

y(t)

4

2 =

1

y + y(t) = 2 + 8h(t 3),

2

y(t)

2

y(0) = 0.

We take the Laplace transform of both sides and use partial fractions to

get

8e3s

2

+

s(s + 1/2) s(s + 1/2)

4

4

16

16

3s

=

+e

.

s s + 1/2

s

s + 1/2

Y (s) =

t

(t3)

(

t

4 4e 2

if 0 t < 3

.

=

(t3)

t

2

2

if t 3.

20 4e 16e

L

15. For the first two minutes, source one adds salt at a rate of 1 kg

L 3 min =

kg

3 min . Thereafter source two takes over for two minutes but the input rate

of salt is 0. Thereafter source on take over again and adds salt to the tank

kg

at a rate of 3 min

. Thus the rate at which salt is being added is given by

the function

if 0 t < 2

3

f (t) =

0

if 2 t < 4

3

if 4 t < .

= 3[0,2) + 3[4,)

102

1 Solutions

led to the differential equation

y +

y(t)

10

3 =

3

10 y(t)

3

y(t) = 3(1 h(t 2) + h(t 4)),

10

y(0) = 2.

We take the Laplace transform of both sides, simplify, and use partial

fractions to get

2

3

+

(1 e2s + e4s )

s + 3/10 s(s + 3/10)

10

8

10

10

(e4s e2s ).

=

s

s + 3/10

s

s + 3/10

Y (s) =

y(t) = 10 8e3t/10 10 10e3(t2)/10 h(t 2)

+ 10 10e3(t4)/10 h(t 4)

3t/10

10 8e

=

10e3(t2)/10 8e3t/10

if 0 t < 2

if 2 t < 4 .

if 4 t <

Section 6.4

1. Take the Laplace transform, solve for Y (s), and simplify to get Y (s) =

es

s+2 . Laplace inversion then gives

y = e2(t1) h(t 1)

(

0

if 0 t < 1

=

.

e2(t1) if 1 t <

3. Take the Laplace transform, solve for Y (s), and simplify to get Y (s) =

2

e4s

s4 + s4 . Laplace inversion then gives

y = 2e4t + e4(t4) h(t 4)

(

2e4t

if 0 t < 4

=

.

4t

4(t4)

2e + e

if 4 t <

1 Solutions

103

s

to get Y (s) = s21+4 + se2 +4 . Laplace inversion then gives

1

1

sin 2t + sin 2(t )h(t )

2

2

1

1

=

sin 2t + sin(2t) h(t )

2

2

(

sin 2t

if

0t<

2

.

=

sin 2t if t <

y =

s+3

2e2s

+

(s + 1)(s + 3) (s + 1)(s + 3)

1

1

1

+

e2s .

=

s+1

s+1 s+3

Y (s) =

y = et + e(t2) e3(t2) h(t 2)

(

et

if 0 t < 2

=

.

et + e(t2) e3(t2)

if 2 t <

9. Take the Laplace transform, apply partial fractions, and simplify to get

s+1

3

+

es

(s + 2)2

(s + 2)2

1

1

3

=

+

es .

(s + 2)2

s + 2 (s + 2)2

Y (s) =

y = te2t e2t + 3(t 1)e2(t1) h(t 1)

(

te2t e2t

if 0 t < 1

=

.

te2t e2t + 3(t 1)e2(t1)

if 1 t <

11. The input rate of salt is 6 + 43 while the output rate is 3 y(t)

12 . We thus

have the differential equation y + 14 y = 6 + 43 , y(0) = 0. Take the

Laplace transform, apply partial fractions, and simplify to get

104

1 Solutions

6

4

+

e3s

s(s + 1/4) s + 1/4

24

24

4

=

+

e3s .

s

s + 1/4 s + 1/4

Y (s) =

1

(

1

24 24e 4 t

if 0 t < 3

=

.

14 t

14 (t3)

24 24e

+ 4e

if 3 t <

13. Clearly, y(0) = 0. The input rate is 0 +2 +4 +6 while the output rate is

P3

y. We are thus led to the differential equation y +y = k=0 2k , y(0) =

0. Take the Laplace transform and solve for Y (s) to get

Y (s) =

3

X

e2ks

k=0

s+1

y =

3

X

k=0

t

e

et + e(t2)

=

et + e(t2) + e(t4)

t

e + e(t2) + e(t4) + e(t6)

y(6) =

3

X

e(62k) =

k=0

3

X

1r n+1

1r

e2k =

k=0

2 4

1 e

1 e2

if

if

if

if

0t<2

2t<4

.

4t<6

6t<

we get

3

X

(e2 )k

k=0

= 1.156 lb.

The damping constant is given by = 8/1 = 8. The external force is

24 . The initial conditions are y(0) = .1 and y (0) = .05. The equation

2y + 8y + 8y = 24 , y(0) = .1, y (0) = .05 models the motion of

the body. Divide by two to get y + 4y + 4y = 4 . Apply the Laplace

transform to get

1 Solutions

105

Y (s) =

.1

1

+

e4s .

s + 2 (s + 2)2

1 2t

e

+ (t 4)e2(t4) h(t 4)

10

(

1 2t

if 0 t < 4

10 e

=

.

1 2t

2(t4)

+ (t 4)e

if 4 t <

10 e

y =

17. Clearly

= 1, = 0, and k = 1. The forcing function is 0 + + +

Pm

5

5 = k=0 k . The differential equation that describes the motion is

y + y =

5

X

k .

k=0

Y (s) =

5

X

eks

.

s2 + 1

k=0

5

X

y =

k=0

5

X

k=0

(sin(t k))h(t k)

(1)k (sin t)h(t k)

sin t

sin t

=

sin t

if

if

if

if

if

if

0t<

t < 2

2 t < 3

.

3 t < 4

4 t < 5

5 t <

1

0

106

1 Solutions

motion. At t = the hammer strikes in precisely the right way to stop

the motion. Then at t = 2 the process repeats.

19. The value of y(t) at t = c for y given by Exercise 18 is y0 eac . Thus the

differential equation we need to solve is y + ay = 0, y(c) = y0 eac + k, on

the interval [c, ). We get the general solution y(t) = beat . The initial

condition implies beac = y0 eac + k. Solving for b gives b = y0 + keac .

Thus

y = y0 eat + kea(tc) ,

on the interval [c, ).

Section 6.5

1

s1

and G(s) =

1

s

es

s .

1

e

Thus F (s)G(s) = (s1)s

(s1)s

. Par

1

1

1

1

s

tial fractions gives F (s)G(s) = s1 s s1 s e and Laplace

inversion gives

f g(t) = et 1 et1 1 h(t 1)

(

et 1

if 0 t < 1

=

.

et et1

if 1 t <

1. F (s) =

es and G(s) = 1s e3s e4s . Thus

1

1

F (s)G(s) =

+ 2

e4s e5s

3

s

s

3. F (s) = es L{t + 1} =

1

s2

1

s

(t 4)2

(t 5)2

f g =

+ (t 4) h(t 4)

+ (t 5) h(t 5)

2

2

if 0 t < 4

0

(t4)2

=

+

(t

4)

if 4 t < 5 .

2

t 7/2

if 5 t <

5. F (s) =

1

s

F (s)G(s) =

1

s

1s e2s . Thus

1

1 2e2s + e4s

2

s

1 Solutions

107

f g = t 2(t 2)h(t 2) + (t 4)h(t 4)

if 0 t < 2

t

=

t + 4

if 2 t < 4 .

0

if 4 t <

7.

= sin t (sin t)h(t )

(

sin t

if 0 t <

=

.

0

if t <

9. The unit impulse response function is (t) = L1

1

s3

= e3t . The

1

1

1

2s

. It follows that the particular solution is

3 s3 s e

1 e2s

s3 s

yp = (h(t 2))

and

= L1 {Yp (s)}

1 3(t2)

=

e

1 h(t 2).

3

y = yh + yp

1 3(t2)

= 2e3t +

e

1 h(t 2)

3

(

2e3t

if 0 t <

=

.

1

3t

3(t2)

2e + 3 e

1

if 1 t <

11. The unit impulse response function is (t) = L1

1

s+8

= e8t . The

[3,5) . Observe that

108

1 Solutions

Yp (s) = L {yp }

3s

1

e

e5s

=

s+8

s

s

1 1

1

=

e3s e5s .

8 s s+8

It follows that

and

yp = L1 {Yp (s)}

1

1

=

1 e8(t3) h(t 3)

1 e8(t5) h(t 5).

8

8

y = yh + yp

1

= 2e8t +

1 e8(t3) h(t 3)

8

8t

2e

=

2e8t + 81 1 e8(t3)

1

1 e8(t5) h(t 5)

8

if 0 t < 3

if 3 t < 5

if 5 t <

n

o

13. The unit impulse response function is (t) = L1 s21+9 = 13 sin 3t. The

homogeneous solution is yh = cos 3t. For the particular solution yp we

have

1

sin 3t [0,2)

3

Z

1 t

=

sin(3(t u))[0,2) du

3 0

(R t

if 0 t < 2

1

0 sin(3(t u)) du

=

R 2

3

sin(3(t u)) du

if 2 t <

0

(

if 0 t < 2

1 1 cos 3t

=

.

9 0

if 2 t <

yp =

15. Let y be the homogenous solution to q(D)y = 0 with the given initial

conditions. Observe that

(

n

o

sk Y (s)

if k < n

k

L D y =

.

n

s Y (s) 1/an

if k = n

and thus

1 Solutions

109

n

o

L ak D k y =

ak sk Y (s)

an sn Y (s) 1

if k < n

.

if k = n

Y (s) =

1

.

q(s)

17. Suppose a0 + a1 + + an1 (n1) = 0. Apply the Laplace transform

and use Exercise 16 to get

a0 + a1 s + an1 sn1

= 0.

q(s)

It follows that the numerator must

be identically 0 and hence the coefficients ak = 0, for each k. Thus , , . . . , (n1) is linearly independent.

19. This follows from Exercises 17 and 18.

21. By the input derivative formula we get

k1

n

o

X

L Dk y = sk Y (s) sk1 y0 yk1 = sk Y (s)

sl yk1l ,

l=0

L {q(D)y} = q(s)Y (s)

Therefore

Y (s) =

n k1

X

X

ak

k=1 l=0

n k1

X

X

ak sl yk1l .

k=1 l=0

sl

yk1l .

q(s)

y(t) =

n k1

X

X

k=1 l=0

ak (l) ykl1 .

110

1 Solutions

y(t) =

n1

X

n

X

l=0

k=l+1

n1

X

nl1

X

l=0

ak ykl1

(l)

ak+l+1 yk

(l) ,

k=0

follows that the coefficients are given by

cl =

nl1

X

ak+l+1 yk .

k=0

1

function is = L1 (s1)

= tet . To compute c0 we write

2

1 2

1

2 3

1 2 1

2 3

and get c1 = 1 2 = 2. It follows from Exercise 21 that

y = c0 + c1

= 7tet + 2(et + tet )

= 2et 5tet .

1

s

1

{q(s)} = 1 cos t. To compute c0 we write

s s2 +1 . Thus = L

0 1 0 1

1 0 4

and get c0 = 1 + 4 = 5. For c1 we consider

0 1 0 1

1 0 4

and get c1 = 0. For c2 we consider

1 Solutions

111

0 1 0 1

1 0 4

and get c2 = 1. It follows from Exercise 21 that

y = c0 + c1 + c2

= 5(1 cos t) + 0(sin t) + 1(cos t)

= 5 4 cos t.

Section 6.6

1.

n=0

3.

n2 [3n,3(n+1)) (t) =

n=0

1X

(3n)2 [3n,3(n+1)) (t)

9 n=0

1

([t]3 )2 .

9

5.

(t + n)[2n,2(n+1)) (t) =

n=0

3

(t 2n + 2n)[2n,2(n+1)) (t)

2

n=0

3

= < t >2 + [t]2 .

2

7.

1

L et et h(t 3)

3s

1e

t+3

1

1

3s

e L e

=

1 e3s s 1

1

1

e3s e3

=

1 e3s s 1

s1

L {f (< t >3 )} =

1 e3(s1) 1

.

1 e3s s 1

112

1 Solutions

9.

L {f (< t >2p )} =

=

1

1 e2ps

1

1 e2ps

1

=

1 e2ps

Z

2p

est f (t) dt

Z

2

est dt

2p

(1 eps ) 1

1 e2ps s

1 eps 1

=

.

1 + eps s

11. Since < t >p = t [t]p we have [t]p = t < t >p . Hence

L {[t]p } = L {t} L {< t >p }

1

1

speps

= 2 2 1

s

s

1 eps

peps

=

s (1 eps )

p

=

s (eps 1)

13. On the interval [2n, 2n + 2) we have f (t) = e2n thus

n=0

We now have

+

s

s

f (t) =

est dt

e2n [2n,2n+2)(t) .

1 Solutions

113

L {f ([t]2 )} =

=

n=0

e2n

e2ns e(2n+2)s

s

e2n e2ns

n=0

=

=

1 e2s

s

1 e2s X 2n(s+1)

e

s

n=0

1 e2s X 2(s+1) n

e

s

n=0

1 e2s

1

2(s+1)

s

1e

1 e2s 1

=

1 e2(s+1) s

=

15.

L{f ([t]p )} =

=

n=0

X

n=0

1e4(s2)

(1e4s )(s2) .

f (np)L{[np,(n+1)p) }

f (np)

enps e(n+1)ps

s

1 eps X

f (np)enps .

s

n=0

We first write

F (s) =

=

X

1 e4(s2) 4ns

e

s2

n=0

X

e4ns e8 e4(n+1)s

s2

n=0

114

1 Solutions

L1 {F (s)} =

=

n=0

n=0

= e2t

e2(t4n) (h(t 4n) h(t 4(n + 1)))

e2(4n) [4n,4(n+1))

n=0

19.

1

{F (s)} =

=

n=0

X

n=0

= e

(1) L

epns

s+a

at

= eat

= eat

X

N

X

N =0

N =0

= eat

N =0 n=0

1 (eap )N +1

1 eap

1 (1)N +1 ea(N +1)p

1 + eap

1+ea(Nap+1)p

1+e

a(N +1)p

if t [N p, (N + 1)p), (N even)

1e

if t [N p, (N + 1)p), (N odd)

1+eap

[t]p

p ea([t]p +p)

1

+

(1)

.

= eat

1 + eap

Section 6.7

1. On the interval [0, 2) the input rate is 2 4 = 8 lbs salt per minute.

On the interval [2, 4) the input rate is 1 4 = 4 lbs salt per minute.

The input function f (t) is periodic with period 4. We can thus write

f (t) = 4 + 4 sw2 (t). The output rate is y(t)

10 4. The resulting differential

equation that models this problem is

1 Solutions

115

y +

4

y = 4 + 4 sw2 (t),

10

y(0) = 0.

Y (s) =

4

4

1

2 +

2 1 + e2s .

s(s + 5 ) s(s + 5 )

4

10

10

=

s

s(s + 25 )

s + 25

and hence

Y (s) =

10

10

10

1

10

1

2 + s 1 + e2s

2 1 + e2s .

s

s+ 5

s+ 5

Let

10

10

s

s + 25

10

1

Y2 (s) =

s 1 + e2s

10

1

Y3 (s) =

2 1 + e2s .

s+ 5

Y1 (s) =

Example 6.6.2 and Exercise 6.6.19 are useful for taking the inverse

Laplace transforms of Y2 and Y3 . We get

y1 (t) = 10 10e

2t

5

2t

5

4N

y3 (t) =

1+e

4

if t [2N, 2(N + 1)), N odd

1 + e5

2t

10e 5

4

2

5 (1)[t/2]1 e 5 [t]2

=

1

+

e

.

4

1 + e5

10e

4

5

e 5

4N

e 5

y(t) = y1 (t) + y2 (t) y3 (t)

= 10 10e

2t

5

+ 10 sw2 (t)

10e

2t

5

4

1 + e5

1 + e 5 (1)[t/2]1 e 5 [t]2

116

1 Solutions

y(2N ) = 20 10e

2

5 2N

10

2

5 2N

4

1 + e5

4 2

1 + e 5 e 5 2N .

l(t) = 20 10e

2

5 t

10

2

5 t

1+e

4

5

4

2

1 + e5 e5t ,

way for t = 2N , N odd, we get

u(t) = 10 10e

2

5 t

10

2

5 t

1+e

4

5

4

2

1 e5 e5t ,

whose graph bounds the graph of y from above. Now observe that

4

lim l(t) = 20

10e 5

1 + e5

13.10 and

lim u(t) = 10 +

10e 5

1 + e5

16.9

Thus the amount of salt fluctuates from 13.10 pounds to 16.90 pounds in

the long term.

P

3. The input function is 5 n=1 2n = 50 (< t >2 ). and therefore the differential equation that models this system is

1

y + y = 50 (< t >2 ),

2

y(0) = 0.

Y (s) =

5

s+

1

2

1

.

1 e2s

y(t) = 5

N =0

1

= 5e 2 t

N

X

n=0

N +1

X

N =0

1

= 5e 2 t

12 (t2n)

[2N,2(N +1))

1

[2N,2(N +1))

e1

e 2 [t]2 +1 1

.

e1

upper curve, u(t), is obtained by setting t = 2m to be an even integer in

the formula for the solution and then continuing it to all reals. We obtain

1 Solutions

117

1

u(2m) = 5e 2 2m

e 2 [2m]2 +1 1

1

e 2 2m+1 1

= 5e 2 2m

.

e1

e1

Thus

u(t) = 5e

12 t e

1

2 t+1

e e 2 t

1

=5

.

e1

e1

( slightly less than the even integer 2(m + 1)) and continuing to all reals.

We obtain

1

1 e 2 t

l(t) = 5

.

e1

An easy calculation gives

e

limt u(t) = 5 e1

7.91

1

and limt l(t) = 5 e1

2.91.

This means that the salt fluctuation in the tank varies between 2.91 and

7.91 pounds for large values of t.

5. Let y(t) be the number of allegators at time t measured in months. We

assume the Malthusian growth model y = ry. Thus y(t) = y(0)ert =

3000ert. To determine the growth rate r we know y(12) = 2500 (12

months earlier there were 2500 allegators). Thus 2500 = 3000e12r and

1

ln 56 . The elite force of Cajun allegator hunters instantahence r = 12

neously remove 40 allegators at the beginning of each month. This can

be modeled by 40(0 +1 + ) = 400 (< t >1 ). The mathematical model

is thus

y = ry 400 (< t >1 ), y(0) = 3000,

1

where r = 12

ln 65 . We apply the Laplace transform and use Proposition

6.6.6 to get

3000

1

1

Y (s) =

40

.

sr

s r 1 es

Let

Y1 (s) =

3000

sr

Y2 (s) = 40

1

1

s r 1 es

118

1 Solutions

y1 (t) = 3000ert

y2 (t) = 40

=

N

X

er(tn)

[N,N +1)

N =0 n=0

X

1 er(N +1)

40ert

[N,N +1)

1 er

N =0

rt

r([t]1 t+1)

= 40

e e

1 er

y(t) = y1 (t) y2 (t)

= 3000ert 40

.

1 er

compute

e60r er

1 er

= 7464.96 3988.16

3477

y(60) = 3000e60r 40

Section 6.8

y(t) = 2 2 sw1 (t) (1)[t]1 (cos < t >1 sin < t >1 )

1. Since c =

where =

sin 2

.

1+cos 2

Since

1

2

1

=

2

y(t) =

2 sw2 (t) cos t (1)[t/2]1 + 1 ,

where we have used the identity cos < t >2 = cos t. Since

rational the motion is periodic.

c

= 2 is

1 Solutions

119

Resonance occurs.

2

2

y(t) = sin t + sin < t >

+ (1 + (1)[t/]1 ) sin t,

where we have used sin < t > = (1)[t/]1 sin t. Since

the motion is periodic.

9. Since c = 1 is not a multiple of 2 and =

sin 1

1cos 1

c

2

1

2

is rational

we get

where =

periodic.

sin 1

1cos 1 .

Since

c

2

1

2

y(t) = 2(sin t)(1 + [t/2]1 ).

Resonance occurs.

13. First we have

N

X

n=0

ei

n

N

X

ein

n=0

N

X

cos n + i sin n

n=0

N

X

n=0

cos n + i

N

X

sin n.

n=0

N

X

n=0

ei

n

ei(N +1) 1

ei 1

cos(N + 1) 1 + i sin(N + 1)

cos 1 + i sin

cos(N + 1) 1 + i sin(N + 1) cos 1 i sin

=

cos 1 + i sin

cos 1 i sin

=

of the numerators has a real and imaginary part. Call them R and I,

120

1 Solutions

respectively. Then

R = (cos((N + 1)) 1)(cos 1) + sin((N + 1)) sin

= cos((N + 1)) cos + sin((N + 1)) sin cos(N + 1) cos + 1

= cos(N ) cos(N ) cos + sin(N ) sin cos + 1

and

= sin((N + 1)) cos sin((N + 1)) + sin cos((N + 1)) sin

= sin(N ) sin(N ) cos cos(N ) sin + sin

= sin(N )(1 cos ) + sin (1 cos(N )).

N

X

cos n =

n=0

R

2 2 cos

2 2 cos

1

=

(1 + cos N + sin N )

2

=

and

N

X

sin n =

n=0

I

2 2 cos

2 2 cos

1

=

(sin N + (1 cos N ))

2

=

15. Let

R(v) =

N

X

cos nv =

n=0

I(v) =

N

X

sin nv =

n=0

N

X

1

(1 + cos N v + sin N v) = Re

einv

2

n=0

N

X

1

(sin N v + (1 cos N v)) = Im

einv ,

2

n=0

1 Solutions

N

X

121

cos(u + nv) = Re

n=0

N

X

ei(u+nv)

n=0

= Re e

iu

N

X

inv

n=0

= (cos u)R(v) (sin u)I(v)

1

(cos u + cos u cos N v + cos u sin N v)

=

2

1

(sin u sin N v + (sin u sin u cos N v))

2

1

=

(cos u + cos(u + N v) + ( sin u + sin(u + N v)) .

2

Similarly,

N

X

sin(u + nv) = Im

n=0

N

X

ei(u+nv)

n=0

= Im eiu

N

X

n=0

einv

= (sin u)R(v) + (cos u)I(v)

1

=

(sin u + sin u cos N v + sin u sin N v)

2

1

+ (cos u sin N v + (cos u cos u cos N v))

2

1

=

(sin u + sin(u + N v) + (cos u cos(u + N v))) .

2

Section 7.1

1. The ratio test gives

(n+1)2

n2

2n n!

2n+1 (n+1)!

(n+1)!

n!

1. R = 1.

=

1

2(n+1)

0. R = .

= n + 1 . R = 0.

n=0

(1)n t2n

(2n)! .

Since

122

1 Solutions

P

(1)n un

Let u = t2 in the new powers series to get

(2n)! . The ratio test

n=0

(1)n+1 (2n)!

1

gives (1)

n (2n+2)! = (2n+1)(2n+2) 0. The radius of convergence in u

and hence t is .

135(2n+1)

= 1234(2n+1)

1

242n

P

(n!)2 2n tn

is

(2n+1)! . The ratio

n=0

1

2 . R = 2.

(2n+1)!

2n (123n)

test gives

(2n+1)!

2n n!

(n!)2 2n (2n+3)!

(n+1)2 2

(2n+3)(2n+2)

13.

n=0

sin t

t

1

ta

1 1

a 1 at

1

a

tn

an+1 .

1

t

n=0

(1)n t2n+1

(2n+1)!

n=0

n=0

t n

a

(1)n t2n

(2n+1)! .

1

15. Recall that tan1 t = 1+t

2 dt. Using the result of Exercise 10 we get

R

P

P

2n+1

1

n 2n

tan t =

(1) t dt + C =

(1)n t2n+1 + C. Since tan1 0 = 0

n=0

n=0

2n+1

(1)n t2n+1 .

n=0

cos t

n=0

n=0

2

4

(1 t2! + t4!

t3

3!

t5

5!

the following recursion relations

d1

d1

d3

2!

d3

d1

d5

+

2!

4!

d3

d1

d5

d7

+

2!

4!

6!

Solving these equations gives

= 1

1

=

3!

1

=

5!

1

=

.

7!

1 Solutions

123

d1 = 1

1

d3 =

3

2

d5 =

15

17

d7 =

.

315

Thus tan t = 1 + 13 t3 +

2

2 5

15 t

3

17 7

315 t

+ .

3! +

1 3

1

1 4

1

1 1

1 5

1 3

1 5

2

)t

+

(

+

)t

+

(

+

)t

=

t

+

t

+

t

t

.

2!

3!

3!

5!

2! 3!

4!

3

30

21. The ratio test gives infinite radius of convergence. Let f (t) be the function defined by the given power series. Then

n+1 n

t

n!

n=0

X

n

1

=

(1)n

+

tn

n!

n!

n=0

f (t) =

(1)n

(1)n

n=1

= t

X

1

1

tn +

(1)n tn

(n 1)!

n!

n=0

(1)n+1

n=0

= tet + et

tn X (t)n

+

n! n=0 n!

23. It is easy to check that the interval of convergence is (1, 1). Let f (t) be

the function defined by the given power series. Then

Z

f (t) dt =

(n + 1)

n=0

= t

tn + c

n=0

t

+ c.

1t

Differentiation gives

f (t) =

tn+1

+c

n+1

1

.

(1 t)2

124

1 Solutions

25. It is not hard to see that the interval of convergence is (1, 1). Let f (t)

be the given power series. A partial fraction decomposition gives

1

1

1

1

=

.

(2n + 1)(2n 1)

2 2n 1 2n + 1

Therefore

f (t) =

Let f1 (t) =

t2

2

ln

1+t

1t

t2n+1

n=0 2n1

1 X t2n+1

1 X t2n+1

.

2 n=0 2n 1 2 n=0 2n + 1

and f2 (t) =

t2n+1

n=0 2n+1 .

Then f1 (t) = t +

f2 (t) =

t2n

n=0

1

1 1

1 1

=

+

.

2

1t

21+t 21t

now that

1

2

1+t

ln 1t

. It follows

1

(f1 (t) f2 (t))

2

1

t2 1 + t 1 1 + t

=

t + ln

ln

2

2

1t 2 1t

t t2 1 1 + t

=

+

ln

.

2

4

1t

f (t) =

Pn

n

k=0 k

k nk

a b

.

if n is even and 2 if n is odd. Thus lim cn+1

does

n cn

n

not exist. The ratio test does not apply. The root test gives that cn is

terms approach 1. It follows that the radius of convergence is 1.

cn+1

cn

is

1

2

1

1

1

t

e t t12 pn ( 1t )+pn ( 1t ) 1

= e t pn+1 ( 1t ), where pn+1 (x) = x2 (pn (x)

t2 e

1

pn (x)). By mathematical induction it follows that f (n) (t) = e t pn 1t

for all n = 1, 2, . . ..

33. Since f (t) = 0 for t 0 clearly lim f (n) (t) = 0 The previous problems

t0

imply that the right hand limits are also zero. Thus f (n) (0) exist and is

0.

1 Solutions

125

Section 7.2

1. Let y(t) =

cn tn . Then cn+2 =

n=0

c1

n=0

t2n+1

(2n+1)!

c0

(2n)!

cn

(n+2)(n+1) .

and c2n+1 =

c1

(2n+1)! .

Thus y(t) = c0

n=0

t2n

(2n)!

t

t

t

t

a fundamental set. But cosh t = e +e

and sinh t = e e

; the set

2

2

{cosh t, sinh t} is also a fundamental set.

3. Let y(t) =

2

n=0

k cn

. We consider first the even case.

(n+2)(n+1)

2

c0

c2 = k(21

n=0

c4 = k43c2 =

n=2

k 4 c0

4!

c6 = k 6!c0

..

.

n=4

..

.

2n

c0

. The odd case is similar. We

From this it follows that c2n = (1)n k(2n)!

2n+1

k

get c2n+1 = (1)n (2n+1)!

. The power series expansion becomes

y(t) =

c n tn

n=0

= c0

+ c1

(1)n

n=0

(1)n

n=0

k 2n t2n

(2n)!

k 2n+1 t2n+1

(2n + 1)!

5. Let y(t) =

n=0

or

cn+2 =

n2

cn .

n+2

126

1 Solutions

Since there is a difference of two in the indices we consider the even and

odd case. We consider first the even case.

c2 = c0

c4 = 04 c2 = 0

c6 = 26 c4 = 0

..

.

n=0

n=2

n=4

..

.

n=0

= c0 (1 t2 )

n=1

n=3

n=5

n=7

..

.

c3

c5

c7

c9

..

.

n=0

= 1

3 c1

1

1

= 5 c3 = 53

c1

3

1

= 7 c5 = 75 c1

1

= 59 c5 = 97

c1

c1

(2n+1)(2n1) .

c2n+1 t2n+1 = c1

Thus

t2n+1

(2n + 1)(2n 1)

n=0

P

t2n+1

and hence y1 (t) =

(2n+1)(2n1) . By Exercise 7.1.25 we can write y1

n=0

as

t

t2 1

1+t

y1 (t) =

ln

.

2

4

1t

y(t) = c0 (1 t ) c1

t

t2 1

+

ln

2

4

1t

1+t

7. Let y(t) =

n=0

cn+2 =

n1

2

cn+1

cn .

n+2

(n + 2)(n + 1)

1 Solutions

127

n=0

n=1

n=2

n=3

..

.

c2

c3

c4

c5

..

.

1

= 0c1 + 12 c0 = 2!

c0

1

1

= 2 c2 0 = 3! c0

1

1

= 24 c3 43

c2 = 4!

c0

2

3

3

= 5 c4 54 c3 = 5!

c0

In general,

cn =

1

c0 ,

n!

2

5! c0

n = 2, 3, . . . .

We now get

y(t) =

c n tn

n=0

= c0 + c1 t +

c n tn

n=2

= (c1 c0 )t + c0 + c0 t + c0

= (c1 c0 )t + c0 et

n

X

t

n!

n=2

= c0 (et t) + c1 t.

9. Let y(t) =

n=0

cn+2 =

(n 2)(n 3)

cn .

(n + 2)(n + 1)

n=0

n=2

n=4

..

.

c2 = 62 c0 = 3c0

c4 = 0

c6 = 0

..

.

Hence

n=0

1

5! c0

128

1 Solutions

c3 = 13 c1

c5 = 0

c7 = 0

..

.

n=1

n=3

n=5

..

.

Hence

n=0

c2n+1 t2n+1 = c1 t + c3 t3 = c1 (t

t3

).

3

y(t) = c0 (1 3t2 ) + c1 (t

t3

).

3

(cos x + i sin x)n = cos nx + i sin nx.

13. By de Moivres formula sin(n + 1)x is the imaginary part of (cos x +

i sin x)n+1 . The binomial theorem gives

cos(n + 1)x + i sin(n + 1)x = (cos x + i sin x)n+1

n+1

X n + 1

=

cosn+1k xik sink x

k

k=0

Only the odd powers of i contribute to the imaginary part. It follows that

sin(n + 1)x = Im

n

X

2

n+1

j=0

X

n

2

j=0

2j + 1

(1)j

n+1

cosn2j x(1 cos2 x)j sin x,

2j + 1

where we use the greatest integer function x to denote the greatest integer less than or equal to x. Now replace t = cos x and using the definition

P n2

n+1 n2j

sin xUn (cosx) = sin(n + 1)x to get Un (t) = j=0

(1)j 2j+1

t

(1

2 j

t ) . It follows that sin nx is a product of sin x and a polynomial in cos x.

15. We have

1 Solutions

129

sin((n + 2)x) = sin((n + 1)x + x) = sin((n + 1)x) cos x + cos((n + 1)x) sin x

and hence

(sin x)Un+1 (cos x) = (sin x)Un (x) cos x + (sin x)Tn+1 (cos x).

Now divide by sin x and let t = cos x. We get

Un+1 (t) = tUn (t) + Tn+1 (t).

17. By using the sum and difference formula it is easy to verify the following

trigonometric identity:

2 sin a cos b = sin(a + b) + sin(a b).

Let a = (n + 1)x and b = x. Then

2 cos x sin(n + 1)x = sin((n + 2)x) + sin(nx)

and hence

2(cos x)Un (cos x)/ sin x = Un+1 (cos x)/ sin x + Un1 (cos x)/ sin x.

Now cancel out sin x and let t = cos x.

19. By using the sum and difference formula it is easy to verify the following

trigonometric identity:

2 sin a sin b = cos(b a) cos(a + b).

Let a = x and b = nx. Then

2 sin x sin nx = cos((n 1)x) cos((n + 1)x)

and hence

2Un1 (cos x) = Tn1 (cos x) Tn+1 (cos x).

Now let t = cos x, replace n by n + 1, and divide by 2.

Section 7.3

t

1. The function 1t

2 is analytic except at t = 1 and t = 1. The function

1

t = 1 and t = 1 are

1+t is analytic except at t = 1. It follows that

t

t

the only singular points. Observe that (t 1) 1t2 = 1+t

is analytic

130

1 Solutions

at 1 and (t 1)2

1

1+t

t

t

singular point. Also observe that (t + 1) 1t

= 1t

is analytic at 1

2

1

2

and (t + 1) 1+t = (1 + t) is analytic at t = 1. It follows that 1 is

a regular singular point. Thus 1 and 1 are regular points.

t

3. Both 3t(1 t) and 1e

t

hence no regular points.

t y + 4y = 0. While the coeffi1t

at t = 0.

It follows that t = 0 is a singular point. Observe that t 1t

= 1 t is

t

analytic and 4t2 is too. It follows that t = 0 is a regular point.

7. The indicial equation is q(s) = s(s 1) + 2s = s2 + s = s(s + 1) The exponents of singularity are 0 and 1. Theorem 2 guarantees one Frobenius

solution but there could be two.

9. In standard form the equation is t2 y + t(1 t)y + ty = 0. The indicial

equation is q(s) = s(s 1) + s = s2 The exponent of singularity is 0

with multiplicity 2. Theorem 2 guarantees that there is one Frobenius

solution. The other has a logarithmic term.

11. y1 (t) =

n=0

(1)n t2n

(2n+1)!

1

t

n=0

(1)n t2n

(2n)!

1

t

13. Let y(t) = t2 v(t). Then y (t) = 2t3 v(t) + t2 v (t) and y (t) =

6t4 v(t) 4t3 v (t) + t2 v (t). From which we get

t2 y = 6t2 v(t) 4t1 v (t) + v (t)

5ty = 10t2 v(t) + 5t1 v (t)

4y = 4t2 v(t).

solution we get

0 = t1 v (t) + v (t).

t . Integrating we get ln v (t) = ln t and hence

1

is a second independent solution. The indicial polynomial is q(s) = s(s

1) + 5s + 4 = (s 2)2 . Case 3 of the theorem guarantees that one solution

is a Frobenius solution and the other has logarithmic term.

P

In each case below we let y = tr n=0 cn tn where we assume c0 6= 0 and

r is the exponent of singularity.

1 Solutions

131

s = 3.

n = 0 c0 (r)(r 3) = 0

n = 1 c1 (r 2)(r + 1) = 0

n 1 cn (n + r)(n + r 3) = cn1

r=3:

n odd

cn = 0

m

(2m+2)

n = 2m c2m = 3c0 (1)

(2m+3)!

y(t) = 3c0

m=0

(1)m (2m+2)t2m+3

(2m+3)!

r=0: One is lead to the equation 0c3 = 0 and we can take c3 = 0. Thus

n odd

cn = 0

m+1

(2m1)

n = 2m c2m = c0 (1) (2m)!

y(t) = c0

m=0

(1)m+1 (2m1)t2m

(2m)!

17. Indicial polynomial: p(s) = (s 1)2 ; exponents of singularity s = 1,

multiplicity 2. There is one Frobenius solution.

P

r = 1 : Let y(t) = n=0 cn tn+1 . Then

n2 cn ncn1 = 0.

n1

y(t) = c0

1

n! c0

and hence

X

1 n+1

t

= c0 tet .

n!

n=0

Logarithmic Solution: Let y1 (t) = tet . The second independent solution is necessarily of the form

y(t) = y1 (t) ln t +

cn tn+1 .

n=0

t2 e t +

n=1

We write out the power series for t2 et and add corresponding coefficients

to get

132

1 Solutions

n2 cn ncn1 +

1

.

(n 1)!

n=1

n=2

Let sn = 1 +

1

2

c1 = 1

c2 =

n=3

c3 =

n=4

c4 =

1

2

1

3!

1

4!

1+

1+

1+

1

2

1

2

1

2

+

+

1

3

1

3

1

4

cn =

sn

.

n!

y2 (t) = tet ln t t

X

s n tn

.

n!

n=1

General Solution:

y = c1 tet + c2

X

s n tn

tet ln t t

n!

n=1

and s = 1.

n = 0 c0 (r 2)(r + 1) = 0

n 1 cn (n + r 2)(n + r + 1) = cn1 (n + r 1)

r=2:

cn = 6c0

y(t) = 6c0

n=0

(1)n (n+1)tn

(n+3)!

(1)n (n + 1)

, n1

(n + 3)!

t

t2

= 6c0 (t+2)e

+

.

t

t

Thus

n = 1 c1 = c20

n = 2 c2 = 0

n = 3 0c3 = 0

We can take c3 = 0 and

then cn = 0 for all n 2. We now have y(t) =

c0 t1 (1 2t ) = c20 2t

.

t

t

(t+2)e

General Solution: y = c1 2t

.

t + c2

t

1 Solutions

133

r = 2.

n = 0 c0 r(r 2) = 0

n 1 cn (n + r)(n + r 2) = cn1 (n + r 3)

n1

cn1 . For n = 1 we

r=2: The recursion relation becomes cn = n(n+2)

see that c1 = 0 and hence cn = 0 for all n 1. It follows that y(t) = c0 t2

is a solution.

Thus

c0

n = 1 c1 = 2

n = 2 0c2 = 2c0

The n = 2 case implies an inconsistency in the recursion relation since

c0 6= 0. Since y1 (t) = t2 is a Frobenius solution a second independent

solution can be written in the form

y(t) = t2 ln t +

c n tn .

n=0

Substitution leads to

t3 + 2t2 + (c1 2c0 )t +

n=2

n=1

n=2

n=3

n4

c1 2c0 = 0

2 c1 = 0

1 + 3c3 = 0

n(n 2)cn + (n 3)cn3 = 0.

n1

c2 = 0, and cn = (n3)c

n(n2) , for n 4. A straightforward calculation

gives

2(1)n

cn =

.

n!(n 2)

2

y2 (t) = t ln t +

t3 X 2(1)n tn

1 + 2t +

3 n=4 n!(n 2)

134

1 Solutions

r = i (the case r = i P

gives equivalent results). The recursion relation

that arises from y(t) = n=0 cn tn+i is cn ((n + i)2 + 1) cn1 ((n 2 +

i)2 + 1) = 0 and hence

cn =

(n 2)(n 2 + 2i)

cn1 .

n(n + 2i)

n = 1 c1 =

12i

1+2i c0

n = 2 c2 = 0

n = 3 c3 = 0

and hence cn = 0 for all n 2. Therefore y(t) = c0 (ti +

12i

1+2i

t1+i ).

Separating the real and imaginary parts we get two independent solutions

y1 (t) = 3 cos ln t 4 sin ln t + 5t cos ln t

y2 (t) = 3 sin ln t + 4 cos ln t + 5t sin ln t.

25. Indicial polynomial: p(s) = (s2 + 1); exponents of singularity r = i. Let

r = i (the case r = i P

gives equivalent results). The recursion relation

n = 1 c1 = c0

n 2 cn ((n + i)2 + 1) + cn1 (2n 2i + 1) + cn2 = 0

n=1

n=2

n=3

n=4

c1

c2

c3

c4

= c0

1

= 2!

c0

1

= 3!

c0

1

= 4!

c0 .

cn =

We now get

1

c0 .

n!

1 Solutions

135

y(t) =

cn tn+i

n=0

n+i

X

= c0

n=0

i t

n!

= c0 t e .

Now separating the real and imaginary parts we get two independent

solutions

y1 (t) = et cos ln t and y2 (t) = et sin ln t.

Section 7.4

1. Let

y(t) = t2k+1

n=0

Then

ty (t) =

2ity (t) =

2ky (t) =

2iky(t) =

c n tn =

cn tn+2k+1

n=0

n=0

n=1

X

n=0

X

n=1

2k(n + 2k + 1)cn tn+2k

2ikcn1tn+2k

By assumption the sum of the series is zero. The n = 0 terms in the first

and third sum give (2k)(2k+1)c0 2k(2k+1)c0 = 0. Thus we can start all

the series at n = 1. For n 1 we get n(n + 2k + 1)cn + 2i(n + k)cn1 = 0

which implies

2i(n + k)

cn1 .

cn =

n(n + 2k + 1)

Since c0 6= 0 it follows from this recursion relation that cn 6= 0 for all

n 0. Therefore the Frobenius solution y(t) is not a polynomial.

3. Since differentiation respects the real and imaginary parts of complexvalued functions we have

136

1 Solutions

Bk (t) = Re((bk (t)eit ) ) = Re((bk (t) + ibk (t))eit )

Bk (t) = Re((bk (t) + 2ibk (t) bk (t))eit ).

It follows now from Proposition 4 that

0 = t2 Bk (t) 2ktBk (t) + (t2 + 2k)Bk (t)

= t2 Re(bk (t)eit ) 2kt Re(bk (t)eit ) + (t2 + 2k) Re(bk (t)eit )

= Re((t2 (bk (t) + 2ibk (t) bk (t)) 2kt(bk (t) + ibk (t)) + (t2 + 2k)bk (t))eit )

= Re (t2 bk (t) + 2t(it k)bk (t) 2k(it 1)bk (t))eit .

5. Let g(t) = L1

s

. Then

(s2 1)k

d

d

L {tg(t)} = (L {g(t)}) =

ds

ds

s

2

(s 1)k

(s2 1)2k

(2k 1)(s2 1) + 2k

2ks2 (s2 1)

=

=

2

k+1

(s 1)

(s2 1)k+1

2k 1

2k

=

+ 2

.

2

k

(s 1)

(s 1)k+1

=

Divide by 2k, solve for the second term in the last line, and apply the

inverse Laplace transform to get

1

t

(2k 1) 1

1

1

L

=

g(t)

L

(s2 1)k+1

2k

2k

(s2 1)k

t 1

s

(2k 1) 1

1

=

L

L

.

2k

(s2 1)k

2k

(s2 1)k

By the definition of Ck and Dk we get

1

t

2k 1

Ck (t) = k Dk1 (t) k Ck1 (t).

2k k!

2 k!

2 k!

Simplifying gives the result.

1 Solutions

137

4 to get Dk+1 (t) = t2 Dk1 (2k 1)Dk (t). Now shift k and the formula

follows.

9. By the Input Derivative Principle we have

1

2k k!

L {Ck (t)} =

1

2k k!

s

(s2 1)k+1

1

= k L {Dk (t)} .

2 k!

=

Laplace inversion gives the first formula. In a similar way the Input

Derivative Principle gives

1

2k k!

L {Dk (t)} =

1

2k k!

s2

1)k+1

s2 1

1

=

+ 2

2

(s 1)k+1

(s 1)k+1

1

1

=

+ 2

2

k

(s 1)

(s 1)k+1

1

1

= k1

L {Ck1 (t)} + k L {Ck (t)} .

2

(k 1)!

2 k!

=

(s2

1

11. Since s2 1 = (s 1)(s + 1) it follows that (s2 1)

k+1 is an s 1 -chain

and an s + 1 -chain, each of length k + 1. Hence there are constants n

and n so that

k+1

X

1

n

n

=

+

.

n

(s2 1)k+1

(s

1)

(s

+

1)n

n=1

1

(s2 1)k+1

=

=

k+1

X

n

n

+

n

(s

1)

(s

+ 1)n

n=1

k+1

X

n (1)n

n (1)n

+

.

n

(s + 1)

(s 1)n

n=1

138

1 Solutions

n = (1)n n .

Laplace inversion now gives

1

L1

(s2 1)k+1

k+1

X

tn1 t

tn1 t

e + n (1)n

e

(n 1)!

(n 1)!

tn1 t

(t)n1 t

e n

e

(n 1)!

(n 1)!

n=1

k+1

X

n=1

Let f (t) =

Pk+1

n=1

n1

t

n (n1)!

. Then

L1

1

(s2 1)k+1

= f (t)et f (t)et .

gives the second part of the problem.

13. 1. It is easy to see from the definition of ck and Exercise 5 that ck

satisfies

ck+2 (t) = t2 ck (t) (2k + 3)ck+1 (t)

and therefore ck+2 (0) = (2k+3)ck+1 (0). An easy check gives c1 (t) =

1

t1

2 and thus c1 (0) = 2 . Recursively we get

c1 (0) =

1

2

3

2

53

2

753

2

c4 (0) = 7c3 (0) =

Inductively, we get

(1)k

(2k 1) (2k 3) (2k 5) 1

2

(1)k (2k)!

=

2 2k k!

(1)k (2k)!

=

.

2k+1 k!

ck (0) =

ck1 (0) =

(1)k1 (2(k1))!

.

2k (k1)!

1 Solutions

139

Section 8.1

1 1

1 3

2 8

1. B + C = 1 7, B C = 5 1, and 2B 3C = 13 6

0 3

2

1

5

1

3 1 7

3 4

1 25

3. A(B + C) = AB + AC =

, (B + C)A = 3

1 13

5

0 12

6

4 1 8

2 8

2

5. AB = 0

2 1

9 5

8

0

4 5

7. CA =

8 14

10 11

8 9 48

9. ABC = 4 0 48 .

2 3

40

0

0

1

15. 3 5 1

0

0

5

0 1

0 0

17. (a) Choose, for example, A =

and B =

.

0 0

1 0

2

2

2

(b) (A + B) = A + 2AB + B precisely when AB = BA.

1 n

n

19. B =

0 1

0 1

v

1 c

21. (a)

A = 2 ; the two rows of A are switched. (b)

A =

1 0

v1

0 1

v1 + cv2

; to the first row is added c times the second row while the

v2

second row is unchanged, (c) to the second row is added c times the first

row while the first row is unchanged. (d) the first row is multiplied by a

while the second row is unchanged, (e) the second row is multiplied by a

while the first row is unchanged.

23.

140

1 Solutions

F (1 )F (2 )

cosh 1 sinh 1 cosh 2 sinh 2

=

sinh 1 cosh 1 sinh 2 cosh 2

cosh 1 cosh 2 + sinh 1 sinh 2 cosh 1 sinh 2 + sinh 1 cosh 2

=

sinh 1 cosh 2 + cosh 1 sinh 2 sinh 1 sinh 2 + cosh 1 cosh 2

cosh(1 + 2 ) sinh(1 + 2 )

=

sinh(1 + 2 ) cosh(1 + 2 )

= F (1 + 2 ),

We used the addition formulas for sinh and cosh in the second line.

Section 8.2

1

1

1. A =

2

0

x1

5x1

3.

3x1

8x1

4

3

2

1

x

4

1

1 1

, x = y, b = , and [A|b] =

1

2

0

1

z

1 1

6

0

x3

+ 3x2 3x3

2x2 + 8x3

+ 2x2

+ 4x4

x4

+ 4x4

+ 2x4

5. RREF

0 1 0

7. m2 (1/2)(A) = 0 0 1

0 0 0

1 0 1

9. t1,3 (3)(A) = 0 1 3

0 0 0

1 0 0 11 8

11. 0 1 0 4 2

0 0 1

9

6

1 2 0 0 3

0 0 1 0 2

13.

0 0 0 1 0

0 0 0 0 0

3

3

0

0 3

4 1

0 0

+ 3x5

3x5

3x5

+ x5

=

2

=

1

=

3

= 4

4

3 2

1 1 4

.

0

1 1

1 1 6

1 Solutions

15.

17.

19.

21.

23.

25.

141

1 0 2

0 1 1

0 0 0

0 0 0

0 0 0

1 4 0 0 3

0 0 1 0 1

0 0 0 1 3

x

1

3

y = 1 + 1, R

z

0

5

x

2

=

,R

y

1

x

14/3

y = 1/3

z

2/3

0

1

3 + 0, R

4

0

27.

1

29. 0

34

40

31.

39

5

1

1

33. The equation 1 = a 1 + b 1 has solution a = 2 and b = 3. By

4

2

0

5

Proposition 7 1 is a solution.

4

142

1 Solutions

7/2

3/2

35. If xi is the solution set for Ax = bi then x1 = 7/2, x2 = 3/2,

3/2

1/2

7

and x3 = 6.

3

Section 8.3

1.

4 1

3

1

3. not invertible

5. not invertible

6

5

13

7. 5 4 11

1

1

3

29 39/2 22 13

7 9/2

5 3

9.

22 29/2 17 10

9

6

7 4

0

0 1

1

1

0

0

0

11.

0

1

1 1

1 1

0

1

4 1 2

5

13. x = A1 b =

=

3

1 3

3

2

4 4 2

16

1

1

2 1 4 1 = 10

11

15. x = A1 b = 10

6

2 2

2

18

58

39 44 26

1

19

0 4

9

10 6

1 14

1

=

17. x = A b = 2

44

29 34 20 1 15

18 12

14 8

2

6

19. (At )1 = (A1 )t

21. F ()1 = F ()

1 Solutions

143

Section 8.4

1. 1

3. 10

5. 21

7. 2

9. 0

11.

1

s2 6s+8

s3

1

s = 2, 4

1 s3

(s 1)2

3

s1

1

0 (s 1)2

0 s = 1

13. (s1)

3

0 3(s 1) (s 1)2

2

s + s 4s + 4

0

0 s = 1, 2i

15. s3 +s21+4s+4 s 1 s2 + s

s 4 4s + 4 s2 + 4

17. no inverse

4 4

4

3 1

19. 81 1

5 1

3

2 98 9502

3 297

21. 61 0

0

0

6

55 95 44 171

85 40 150

1 50

23. 15

70 125 59 216

65 115 52 198

2 1

1 2

= 5, and det A(2, b) = det

=

3 4

3 3

3. It follows that x1 = 5/1 = 5 and x2 = 3/1 = 3

144

1 Solutions

2

0 2

27. det A = 10, det A(1, b) = det 1 2

0 = 16, det A(2, b) =

2

2 1

1 2 2

1

0 2

1

0 = 11, and det A(3, b) = det 2 2

1 = 18. It

det 2

1

2 1

1

2

2

follows that x1 = 16/10, x2 = 11/10, and x3 = 18/10.

Section 8.5

1. The characteristic polynomial is cA (s) = (s 1)(s 2).

The

eigenvalues

0

are thus s = 1, 2. The eigenspaces are E1 = Span

and E2 =

1

1

Span

.

1

2

3. The characteristic polynomial is cA (s) = s2 2s +

1 = (s

1) . The only

1

eigenvalue is s = 1. The eigenspace is E1 = Span

.

1

1). The

1

eigenvalues are thus s = 3, 1. The eigenspaces are E3 = Span

1

3

and E1 = Span

.

2

7. The characteristic polynomial is cA (s) = s2 + 2s + 10 = (s + 1)2 + 32 .

The eigenvalues

3i. The

eigenspaces are E1+3i =

are thus s = 1

7+i

7i

Span

and E13i = Span

.

10

10

0

1

9. The eigenvalues are s = 2, 3. E2 = Span 2 , 1 , E3 =

0

1

1

Span 0 ,

1

0

11. The eigenvalues are s = 0, 2, 3. E0 = NS(A) = Span 2 , E2 =

1

2

0

Span 2 , E3 = Span 1

1

1

1 Solutions

145

2)2 + 1) to see that

are

the eigenvalues

2

4

+

3i

1

5

4 3i

Span 4 2i

Section 9.2

1. nonlinear, because of the presence of the product y1 y2 .

3. We may write the system in the form

sin t 0

y =

y.

1 cos t

It is linear and homogeneous, but not constant coefficient.

5. We write the system in the form

1

2

y =

0

0

0

0

0

1

0

0

0

2

0

1

y.

1

0

7. First note that y1 (0) = 0 and y2 (0) = 1, so the initial condition is satisfied. Then

t

y1 (t)

e 3e3t

y (t) =

=

y2 (t)

2et 3e3t

while

t

5 2

5(e e3t ) 2(2et e3t )

y(t) =

4 1

4(et e3t ) (2et e3t )

t

e 3e3t

=

.

2et 3e3t

5 2

Thus y (t) =

y(t), as required.

4 1

9. First note that y1 (0) = 1 and y2 (0) = 3, so the initial condition is satisfied. Then

146

1 Solutions

y (t) =

y1 (t)

et + et + tet

=

y2 (t)

3et + et + tet

while

t

t

2 1 et + tet

e

2e + 2tet 3et tet + et

+ t =

3 2 3et + tet

e

3et + 3tet 6et 2tet + et

et + tet + et

=

.

3et + tet + et

t

2 1

e

Thus y (t) =

y(t) + t , as required.

3 2

e

y

y

In solutions, 1115, y = 1 = .

y2

y

y2 and y2 = y = 5y 6y +

y

e2t = 6y1 5y2 + e2t . Letting y = 1 , this can be expressed in vector

y2

form as

0

1

0

1

y =

y + 2t ,

y(0) =

.

6 5

e

2

y

A cos t = k 2 y1 + A cos t. Letting y = 1 , this can be expressed in

y2

vector form as

0 1

0

0

y = 2

y+

, y(0) =

.

k 0

A cos t

0

1

2

y1 = y = y2 and y2 = y = t y t2 y =

y

t12 y1 2t y2 . Letting y = 1 , this can be expressed in vector form as

y2

y =

t12 2t

3e3t 1

2t

2e2t

1

19. y (t) = 2t

t1

21. v (t) = 2e2t t22t

+1 3 sin 3t

17. A (t) =

y,

y(1) =

2

.

3

1 Solutions

147

e2 e2

e2 + e2 2

2

2

2e e

e2 e2

4 8

25.

12 16

"1

#

1

23.

1

4

s

2

s3

27.

29.

"

s2

1

s2

2s

(s2 +1)2

s3

s2 6s+13

3!

s4

2s

s3

1

(s+1)2

3

s

1 1

1

1

33. 1 2t 3t2

31.

s2 1

2s

2 1

1

+

2

2

s 1 s + 1 s 1

s 1

35. We have

=

2

1

2s

1

+

2

2

s "1

s 1

s +#1 s 1

et + et et et

inversion gives t

e et et + et

Section 9.3

1.

1

0

A =

0 2

1 0

2

A =

0 4

1

0

3

A =

0 8

..

.

1

0

n

A =

.

0 (2)n

It follows now that

1

1

+

s + 1 s 1

. Laplace

1

1

+

s+1 s1

148

1 Solutions

A2 2 A3 3

eAt = I + At +

t +

t +

2!

3!

1 t2

1 tn

0

0

1 0

t 0

+ +

+

=

+

+

0 1

0 2t

2! 0 (2t)2

n! 0 (2t)n

t

e

0

=

.

0 e2t

3.

0 1

1 0

1 0

=

=I

0 1

0 1

=

=A

1 0

A =

A2

A3

A2 2 A3 3

t +

t +

2!

3!

t2

t3

t4

t5

I + At + I + A + I + A +

2!

3! 4! 5!

t4

t3

t5

t2

I 1 + + + + A t + + +

2! 4!

3! 5!

I cosh t + A sinh t

cosh t sinh t

.

sinh t cosh t

eAt = I + At +

=

=

=

=

5.

1 1

1 1

2 2

=

2 2

4 4

=

4 4

..

.

2n1 2n1

=

.

2n1 2n1

A =

A2

A3

An

It follows now that

1 Solutions

149

A2 2 A3 3

eAt = I + At +

t +

t +

2! 3! 2

1 2t 2t2

1 2n1 tn 2n1 tn

1 0

t t

+ +

+

=

+

+

0 1

t t

2! 2t2 2t2

n! 2n1 tn 2n1 tn

The (1, 1) entry is

1+

X

2n1 tn

1 X (2t)n

= 1+

n!

2 n=1 n!

n=1

=

=

1 1 X (2t)n

+

2 2 n=0 n!

1 1 2t

+ e

2 2

0+

X

2n1 tn

1 X (2t)n

=

n!

2 n=1 n!

n=1

1 1 X (2t)n

= +

2 2 n=0 n!

1 1

= + e2t

2 2

Since the (1, 1) entry and the (2, 2) entry are equal and the (1, 2) entry

and the (2, 1) entry are equal we have

" 1 1

#

2t

21 + 21 e2t

2 + 2e

At

e =

1

1 2t

21 + 12 e2t

2 + 2e

7.

150

1 Solutions

0 1 0

A = 1 0 0

0 0 2

1

0 0

A2 = 0 1 0

0

0 4

0 1 0

0 0

A3 = 1

0

0 8

1 0 0

A4 = 0 1 0

0 0 16

0 1 0

A5 = 1 0 0

0 0 32

The (1, 1) entry and the (2, 2) entry of eAt are equal and are

cos t = 1

t2

t4

+ .

2! 4!

The (1, 2) entry and the (2, 1) entry of eAt have opposite signs. The (2, 1)

entry is

t3

t5

sin t = t + .

3! 5!

The (3, 3) entry is

(2t)2

e2t = 1 + 2t +

+ .

2!

All other entries are zero thus

cos t sin t 0

eAt = sin t cos t 0

0

0 e2t

9. The characteristic polynomial is c"

A (s) = s(s #3) and sI A =

1

s2

s1

1

s(s3) s(s3)

. A partial fraction

. Thus (sI A)1 =

2

s1

2

s2

s(s3) s(s3)

decomposition of each entry gives

"2 1#

" 1

#

1

1

1 3 3

3 3

1

(sI A) =

+

.

2

s 32 13

s 3 23

3

1 Solutions

151

"2

3

2

3

+ 13 e3t

1

3

1

3

23 e3t

13 e3t

+ 23 e3t

2

11. The characteristic polynomial

is cA (s) = (s3)(s+1)+5 = s 2s+2 =

s 3 5

(s 1)2 + 1 and sI A =

. Thus the resolvent matrix is

1

s+1

" s+1

#

5

(sI A)1 =

(s1)2 +1

1

(s1)2 +1

(sI A)1 =

"

(s1)2 +1

s3

(s1)2 +1

s1

(s1)2 +1

1

(s1)2 +1

which we write as

5

(s1)2 +1

s1

(s1)2 +1

"

2

(s1)2 +1

2

(s1)2 +1

Therefore

eAt =

t

e cos t + 2et sin t

5et sin t

et sin t

et cos t 2et sin t

s 1

s

13. The characteristic polynomial is cA (s) = s3 and sI A = 0

0

0

1 1 s+1

2

1 t t + t2

s s2

s3

1

At

Thus (sI A)1 = 0 1s

= 0 1

t

s2 and e

1

0 0

1

0 0

s

0 1

cos t

15. Let M =

and N = 2. Then by Example 6 eMt =

1 0

sin t

Thus

Mt

e

0

At

e

=

0 eN t

cos t sin t 0

= sin t cos t 0 .

0

0 e2t

Section 9.4

1. The characteristic matrix and characteristic polynomial are

s2 1

sI A =

and cA (s) = s2 2s + 1 = (s 1)2 .

1 s

1

1.

s

sin t

.

cos t

152

1 Solutions

The standard basis of EcA is BcA = {et , tet }. It follows that

eAt = M et + N tet .

Differentiating we obtain

AeAt = M et + N (et + tet )

= (M + N )et + N tet .

Now, evaluate each equation at t = 0 to obtain:

I = M

A = M + N.

from which we get

M = I

N = A I.

Thus,

eAt =

=

Iet + (A I)tet

1 0 t

1 1

e +

tet

0 1

1 1

t

e + tet tet

tet

et tet

gives

eAt = M1 + M2 t.

Differentiating and evaluating at t = 0 gives

M1 = I

M2 = A.

Thus

e

At

"

1 + 2t

4t

1 2t

standard basis of EcA is BcA = {et cos t, et sin t}. It follows that

1 Solutions

153

Differentiating and evaluating at t = 0 gives

I = M

A = M + N.

from which we get

M = I

N = A I.

Thus,

eAt = Iet cos t + (A I)et sin t

=

t

t

e cos t

0

3e sin t 10et sin t

+

0

et cos t

et sin t 3et sin t

t

e cos t + 3et sin t

10et sin t

et sin t

et cos t 3et sin t

standard basis of EcA is BcA = e2t , e2t . It follows that

eAt = M e2t + N e2t .

I = M +N

A = 2M 2N.

from which we get

1

(A + 2I)

4

1

N = (A 2I).

4

M =

Thus,

154

1 Solutions

1

1

(A + 2I)e2t (A 2I)e2t

4

4

1 7 11 2t 1 11 11 2t

=

e

e

4 7 11

4 7 7

1 7e2t + 11e2t 11e2t 11e2t

=

4 7e2t + 7e2t 11e2t 7e2t

eAt =

2

2

2

9. The characteristic polynomial is cA (s)

2t= s 4s2t+ 13 = ((s 2) + 3 ).

The standard basis of EcA is BcA = e cos 3t, e sin 3t . It follows that

I = M

A = 2M + 3N.

from which we get

M = I

1

8 13

(A 2I) =

.

N =

5 8

3

Thus,

1

eAt = Ie2t cos 3t + (A I)e2t sin 3t

3

2t

e cos 3t

0

8e2t sin 3t 13e2t sin 3t

=

+

0

e2t cos 3t

5e2t sin 3t 8e2t sin 3t

2t

e cos 3t + 8e2t sin 3t

13e2t sin 3t

=

5e2t sin 3t

e2t cos 3t 8e2t sin 3t

2

11. The characteristic

2t 2t polynomial is cA (s) = (s + 2) . The standard basis is

. It follows that

BcA = e , te

I = M

A = 2M + N.

from which we get

1 Solutions

155

M = I

N = A + 2I =

1 1

.

1 1

Thus,

eAt = Ie2t + (A + 2I)te2t

2t

e

0

te2t te2t

=

+

0 e2t

te2t te2t

2t

e

te2t

te2t

=

te2t

e2t + te2t

13. In this case BcA = {1, et , et }. It follows that

eAt = M + N et + P et .

Differentiating and evaluating at t = 0 gives

M +N +P = I

N P = A

N + P = A2

M = I A2

A2 + A

N =

2

A2 A

P =

.

2

Thus,

eAt = M + N et + P et

0 0 0

1 0 1

2 0 1

= 0 0

0 + 0 1 0 et + 0 0 0 et

2 0 1

0 0 0

2 0 2

t

t

2e

0 1 + e

0

et

0

=

2 2et 0 1 + 2et

15. The standard basis of EcA is

BcA = et , et cos t, et sin t .

156

1 Solutions

Therefore

eAt = M et + N et sin t + P et cos t.

Differentiating twice and simplifying we get the system:

eAt = M et + N et sin t + P et cos t

AeAt = M et + (N P )et sin t + (N + P )et cos t

A2 eAt = M et 2P et sin t + 2N et cos t.

Now evaluating at t = 0 gives

I = M +P

A = M +N +P

A2 = M + 2N

and solving gives

N = AI

M = A2 2A + 2I

P = A2 + 2A I.

1

1

2 1

2

0 2 and

A straightforward calculation gives A2 = 2

1

1

1

2

2

1

1

0

0 21

2 0 2

2 0 2

0 1 , M = 0 0 0 , and P = 0 1

0 .

N = 1

1

1

1

1

1

0

0

2 0

2

2 0 2

2

Hence,

eAt

1

0 12

0 12

0

2 0 2

0 1 et sin t + 0 1

0 et cos t

= 0 0 0 et + 1

1

1

1

1

1

0

0

2 0

2 0 2

2

2

2

1

2et sin t

2et cos t 2et sin t .

=

2 t

t

e e cos t et sin t et + et cos t

17. In this case BcA = {et , cos 2t, sin 2t}. It follows that

eAt = M et + N cos 2t + P sin 2t.

Differentiating twice and evaluating at t = 0 gives

1 Solutions

157

M +N = I

M + 2P = A

M 4N = A2

from which we get

1 0 1

0 0 0

M=

2 0 2

2 0 1

I A2

0 1

=

0

N=

5

2 0 1

0 1

0

A2 + 5A 4I

0 1 .

P =

= 2

10

0 1

0

A2 + 4I

=

5

Thus,

1 0 1

2 0 1

0 1

0

= 0 0 0 et + 0 1

0 cos 2t + 2

0 1 sin 2t

2 0 2

2 0 1

0 1

0

t

t

e + 2 cos 2t sin 2t e cos 2t

2 sin 2t

cos 2t

sin 2t

=

t

2e + 2 cos 2t sin 2t 2et cos 2t

19. In this case BcA = {cos t, sin t, t cos t, t sin t}. It follows that

eAt = M cos t + N sin t + P t cos t + Qt sin t.

Differentiating three times and evaluating at t = 0 gives

M = I

N +P = A

M + 2Q = A2

N 3P = A3

158

1 Solutions

M=

N=

I=

1

0

0

0

0

1

0

0

0

1

A(A2 + 3I)

=

0

2

0

0

0

1

0

0

0

0

1

1

0

0

0

0

0

0 1

0

0

1

0

1

0 1 0

0 1 0 1

A(A2 + I)

=

P =

1

0 1 0

2

0 1 0 1

Q=

A2 + I

=

2

Thus,

0 1

0 1

1

0 1 0

.

0 1

0 1

1

0 1 0

t cos t

t sin t

sin t + t sin t cos t t cos t

t sin t

t cos t

.

=

t cos t

t sin t

cos t + t cos t sin t + t sin t

t sin t

t cos t

sin t t sin t cos t + t cos t

21. The standard basis is BcA = {ert , tert } so that eAt = M ert + N tert .

Fulmers method gives

I = M

A = rM + N

which are easily solved to give

M =I

and

N = (A rI).

Hence,

eAt = Iert + (A rI)tert = (I + (A rI)t) ert .

(1)

1 Solutions

159

Section 9.5

et

0

. Thus

0 e3t

t

e

0

1

et

=

.

y(t) =

0 e3t 2

2e3t

3. The characteristic polynomial is cA (s) = (s 2)2 . Thus BcA = e2t , te2t

and

eAt = M1 e2t + M2 te2t .

Differentiating and evaluating at t = 0 gives

I = M1

A = 2M1 + M2 .

and hence M1 = I and M2 = A 2I. We thus get e

2t

2t

e

te2t 1

e + 2te2t

y(t) =

=

0 e2t

2

2e2t

At

e2t te2t

=

and

0 e2t

BcA = {et , et } and

eAt = M1 et + M2 et .

Differentiating and evaluating at t = 0 gives

I = M1 + M2

A = M1 + M2 .

and

M1 = 21 (A +I) and M2 =

hence

t

t

3e e

et + et

1

and

t

t

2 3e 3e

et + 3et

y(t) =

1

2 (A

t

1 3et et et + et 1

e

=

.

3et

2 3et 3et et + 3et 3

and

eAt = M1 et + M2 tet .

Differentiating and evaluating at t = 0 gives

160

1 Solutions

I = M1

A = M1 + M2 .

et + 2tet

4tet

and hence M1 = I and M2 = AI. We thus get e =

t

t

te e 2tet

t

e + 2tet

4tet

1

et 2tet

and y(t) =

=

t

t

t

te e 2te

1

et tet

At

{et , cos 2t, sin 2t} and

eAt = M1 et + M2 cos 2t + M3 sin 2t.

Differentiating and evaluating at t = 0 gives

I = M1 + M2

A = M1 + 2M3

A2 = M1 4M2 .

and hence

M1

M2

M3

0 0 0

1 2

=

(A + 4I) = 0 0 0

5

1 0 1

1 0 0

1 2

= (A I) = 0 1 0

5

1 0 0

0 2 0

1 2

=

(A + 5A + 4I) = 1/2 0 0 .

10

0 2 0

cos 2t 2 sin 2t

0

21 sin 2t cos 2t

0 and hence

=

t

e + cos 2t 2 sin 2t et

2 cos 2t + 2 sin 2t

cos 2t 2 sin 2t

0 2

0 1 = cos 2t sin 2t

12 sin 2t cos 2t

y(t) =

t

t

2

e + cos 2t 2 sin 2t e

2 cos 2t + 2 sin 2t

1 0

0 1

At

t

t

e = e cos 2t

+ e sin 2t

0 1

1 0

It follows that

1 Solutions

161

y h (t) = eAt y 0

1 0

0 1

1

t

t

=

e cos 2t

+ e sin 2t

0 1

1 0

0

t

e cos 2t

=

.

et sin 2t

and

y p = eAt f (t)

1 0

0 1

5

t

t

=

e cos 2t

+ e sin 2t

0 1

1 0

0

5

0

= et cos 2t 1

+ et sin 2t 1

0

5

1

0

= (1 et cos 2t + 2et sin 2t)

+ (2 2et cos 2t et sin 2t)

0

1

1 et cos 2t + 2et sin 2t

=

.

2 + 2et cos 2t + et sin 2t

It now follows that

y(t) = y h + y p

1 + 2et sin 2t

=

2 + 2et cos 2t

13. A straightforward calculation gives

1 0

0 2

eAt = et cos 2t

+ et sin 2t

0 1

1/2

0

It follows that

y h (t) = eAt y 0

1 0

0 2

2

t

t

=

e cos 2t

+ e sin 2t

0 1

1/2

0

1

2

2

t

t

= e cos 2t

+ e sin 2t

1

1

and

162

1 Solutions

y p = eAt f (t)

1 0

0 2

4

t

t

=

e cos 2t

+ e sin 2t

0 1

1/2

0

1

4

2

= ((et cos 2t) 1)

+ ((et sin 2t) 1)

1

2

4

2

1

1

t

t

t

t

=

1 e cos 2t + 2e sin 2t

+

2 2e cos 2t e sin 2t

1

2

5

5

2et sin 2t

=

.

1 et cos 2t

It now follows that

y(t) = y h + y p

2

2

2et sin 2t

t

= e cos 2t

+ e sin 2t

+

1

1

1 et cos 2t

2et cos 2t + 4et sin 2t

=

.

1 + et sin 2t 2et cos 2t

t

4

2

At

t 1 0

t

e =e

+ te

8 4

0 1

It follows that

y h (t) = eAt y 0

1 0

4

2

0

=

et

+ tet

0 1

8 4

1

t

2te

=

et 4tet

and

y p = eAt f (t)

4

2

1

t 1 0

t

=

e

+ te

t

0 1

8 4

2

1

t

= e t

2

1

t

= (e t 1)

.

2

It now follows that

1 Solutions

163

y(t) = y h + y p

2tet

1

t

=

+ (e t 1)

et 4tet

2

2tet + et t 1

=

4tet et + 2t + 2

17. A straightforward calculation gives

1 1 1

0 0

0

1 0 0

eAt = et 1 1 1 + tet 0 0 0 + e2t 1 0 1

1 0

1

1 0 0

1 1 1

Clearly

0

y h (t) = 0

0

while

y p (t) = eAt f (t)

1 0

= et 1 1

1 0

0

1

1 + tet 0

0

1

1 1

0 0

0

1

0 0 + e2t 1 0 1 e2t 1

1 1

1 0

1

1

1

1

0

= (et e2t ) 1 + (tet e2t ) 0 + (e2t e2t ) 2

1

1

2

1

1

0

= (e2t et ) 1 + (e2t tet et ) 0 + te2t 2

1

1

2

t

te

= 2te2t e2t + et

2te2t + tet

tet

y(t) = y h + y p = 2te2t e2t + et

2te2t + tet

164

1 Solutions

y1 = 2 2y1

y2 = 2y1 y2

2

0

with initial conditions y1 (0) = 4 and y2 (0) = 0. Let A =

,

2 1

2

4

f (t) =

, and y(0) =

. We need to solve the system y = Ay + f ,

0

0

4

y(0) =

. It is easy to check that

0

eAt =

0 0 t

1 0 2t

e +

e .

2 1

2 0

It follows that

0 t

4 2t

0 0 t

1 0 2t 4

y h (t) =

e +

e

=

e +

e

0

8

8

2 1

2 0

and

yp

2

0 0 2

1 0 2

t

2t

= e

= (e 1)

+ (e

1)

0

2 1 0

2 0 0

0

1

= (1 et )

+ (1 e2t )

4

2

1

0 t

1 2t

=

+

e +

e .

2

4

2

At

y(t) = y h (t) + y p (t)

1

0 t

3 2t

=

+

e +

e .

2

4

6

The concentration of salt in Tank 2 is 1/2 if y2 (t) = 1. We thus solve

y2 (t) = 1, i.e. 2 + 4et 6e2t = 1 for t. Let x =

et . Then 6x2 +

2 10

4x + 1 = 0. The quadratic formula gives x =

6 . Sincex > 0 we

minutes or 9.02 seconds.

y1 = 2 + 3y2 5y1

y2 = 2 + 5y1 7y2

2+ 10

6

= 0.1504

1 Solutions

165

5

3

with initial conditions y1 (0) = 0 and y2 (0) = 0. Let A =

,

5 7

2

0

f (t) =

, and y(0) =

. We need to solve the system y = Ay + f ,

2

0

0

y(0) =

. It is easy to check that

0

e

At

e2t 5 3

e10t

3 3

+

.

=

5

5

8 5 3

8

Clearly y h = 0 while

y(t) = y p (t) = eAt f (t)

2t

e

e10t

5 3

3 3

2

=

+

1

5

3

5

5

2

8

8

2t

e

1 16

=

16

8

1

2t

= (1 e )

1

Thus

y1 (t) = 1 e2t

y2 (t) = 1 e2t .

Section 9.6

1. The characteristic polynomial is cA (s) = s2 1 = (s+1)(s1). There are

two distinct

1 = 1 and 2 = 1. An easy calculation

eigenvalues,

give

1

3

that v1 =

is an eigenvector with eigenvalue 1 and v2 =

is an

1

1

1

3

eigenvector with eigenvalue 1. Let P =

. Then J = P 1 AP =

1

1

1 0

. Since there is a distinct positive and negative real eigenvalue

0 1

the critical point is a saddle.

3. The characteristic polynomial is cA (s) = s2 +4s+5 = (s+2)2+1 andhas

3 i

complex roots 2 i. A calculation gives an eigenvector v =

for

5

166

1 Solutions

3

1

3 1

2 i. Let v1 =

and v2 =

. Let P = v1 v2 =

,

5

0

5

0

2 1

Then J = P 1 AP =

and the origin is a stable spiral node.

1 2

5. In this case A is of type J3 with positive eigenvalue 2. The origin is an

unstable star node.

7. The characteristic polynomial is cA (s) = s2 6s+8 = (s2)(s4). There

are two distinct

eigenvalues, 1 = 2 and 2 = 4. An easy calculation

gives

1

3

that v1 =

is an eigenvector with eigenvalue 2 and v2 =

is an

1

1

1

3

eigenvector with eigenvalue 4. Let P =

. Then J = P 1 AP =

1

1

2 0

. Since both eigenvalues are positive the origin is an unstable node.

0 4

2

2

9. The characteristic polynomial is cA (s) = s2 2s + 5 = (s

1) + 2 .

1 + i

So 1 2i are the eigenvalues. An eigenvector for 1 2i is

. Let

4

1 1

1 2

P =

. Then J = P 1 AP =

. The origin is an unstable

4 0

2

1

star node.

a b

u

11. Let (x, y) be a point on the P (L). Suppose P 1 =

. Let

=

c d

v

x

ax + by

P 1

=

. Then (u, v) is on L and so

y

cx + dy

0 = Du + Ev + F

= D(ax + by) + E(cx + dy) + F

= (Da + Ec)x + (Db + Ed)y + F

= D x + E y + F,

where (D , E ) = (Da + Ec, Db + Ed) = (D, E)P 1 . It follows that (x, y)

satisfies the equation of a line. A line goes through the origin if and only

if F = 0. If the equation for L has F = 0 then the above calculation

shows the equation for P (L) does too.

13. Let C be the graph of a power curve in the (u, v) plane and P (C) the

transform of C.Let

(x,y)be a point of P (C)

and (u,

v) the point on

u

x

a b

u

ax + by

1

C such that P

=

. If P

=

then

=

.

v

y

c d

v

cx + dy

Replace u and v in the equation Au + Bv = (Cu + Dv)p by ax + by

and cx + dy, respectively. We then get (Aa + Bc)x + (Ab + Bd)y =

((Ca + Dc)x + (Cb + Dd)y)p . Thus P (C) is the graph of a power curve.

1 Solutions

167

15. The characteristic polynomial takes the form cA (s) = s2 (tr A)s+det A.

Let = tr A. Since det A = 0 we have cA (s) = s2 s = s(s ). Now

consider two cases:

6= 0: In this case A has two distinct eigenvalues, 0 and . Let v1 be an

eigenvector with eigenvalue 0 and v2 an eigenvector with eigenvalue

. Then v1 and v2 are linearly independent. If P = v1 v2 then P

is invertible and

0 0

AP = Av1 Av2 = 0 v2 = v1 v2

= P J1 .

0

= 0: In this case cA (s) = s2 . Since A is not zero there must be a vector v1

that is not an eigenvector. Let v2 = Av1 . Then v2 is an eigenvector

with eigenvalue 0 since, by the Cayley-Hamilton theorem,

Av2 = A2 v1 = 0.

Now let P = v1 v2 . Then

AP = A v1 v2

= Av1 Av2

0 0

0 0

v

0

v

v

= 2

= 1 2

=P

.

1 0

1 0

c

17. If c = 1 then the equation J2 c = 0 implies c1 = 0. It follows that

c2

each point on the v-axis is an equilibrium

point. Now assume c1 6= 0.

c1

is u(t) = c1 and v(t) = tc1 + c2 .

c2

The path (u(t), v(t)) = (c1 , c2 ) + t(0, c1 ), t R, is a vertical line that

passes through the initial condition (c1 , c2 ) and points upward if c1 > 0

and downward it c1 < 0. The phase portrait is given below:

168

1 Solutions

Lemma 9.5.9, eAt v1 = v1 . So each eigenvector is an equilibrium point.

Let v be a vector that is not an eigenvector. By the Cayley-Hamilton

theorem A2 v = 0 so Av is an eigenvector. Furthermore eAt v = v + tAv.

The trajectory is a line parallel to Av going through v.

21. Assume c1 > 0 and thus x > 0 (the case where c1 < 0 is similar). We

ln x/c1

1

c2

have y =

+ + . It follows that lim y = if > 0 and

c1

x0+

lim y = if < 0.

x0+

23. y =

1

and the result follows.

x

Section 9.7

t

e

2e2t

2 1 et e2t

=

= A(t)(t).

et 8e2t

4 3 et 4e2t

Also, det (t) = 4et et = 3et 6= 0. Thus (t) is a fundamental matrix.

The general

solution can be written in the form y(t) = (t)c, where

c1

is a constant vector. The initial condition implies y(0) = (0)c

c=

c2

or

1

1 1 c1

c1 + c2

=

=

.

2

1 4 c2

c1 + 4c2

t 2t t

e

e

2e e2t

y(t) = (t)c = 2 t

=

.

e

4e2t

2et 4e2t

The standard fundamental matrix at t = 0 is

t

1

e

e2t 1 1

(t) = (t)(0)1 =

et 4e2t 1 4

1 et e2t

4 1

=

1

3 et 4e2t 1

1 4et e2t et + e2t

=

.

3 4et 4e2t et + 4e2t

3. Observe that

1 Solutions

169

t cos(t2 /2) t sin(t2 /2)

(t) =

t sin(t2 /2) cos(t2 /2)

0 t sin(t2 /2)

cos(t2 /2)

=

t 0 cos(t2 /2) sin(t2 /2)

= A(t)(t).

Also, det (t) = sin2 (t2 /2) cos2 (t2 /2) = 1 6= 0. Thus (t) is a

fundamental matrix. The general

solution can be written in the form

c1

y(t) = (t)c, where c =

is a constant vector. The initial condition

c2

implies y(0) = (0)c or

c

1

0 1 c1

= 2 .

=

0

1 0 c2

c1

Thus c1 = 0 and c2 = 1. It follows that

sin(t2 /2)

cos(t2 /2)

cos(t2 /2)

y(t) = (t)c = 0

+

=

.

cos(t2 /2)

sin(t2 /2)

sin(t2 /2)

The standard fundamental matrix at t = 0 is

sin(t2 /2)

cos(t2 /2) 0

(t) = (t)(0)1 =

cos(t2 /2) sin(t2 /2) 1

sin(t2 /2)

cos(t2 /2) 0

=

cos(t2 /2) sin(t2 /2) 1

cos(t2 /2) sin(t2 /2)

=

.

sin(t2 /2) cos(t2 /2)

1

0

1

0

1

5. Observe that

cos t + t sin t sin t t cos t

(t) =

sin t + t cos t cos t + t sin t

1/t

1 t cos t t sin t

=

1 1/t

t sin t t cos t

= A(t)(t).

matrix. The

solution can be written in the form y(t) = (t)c,

general

c1

where c =

is a constant vector. The initial condition implies y() =

c2

()c or

1

0 c1

c1

=

=

.

1

0 c2

c2

170

1 Solutions

1 t cos t

1 t sin t

t cos t + sin t

y(t) = (t)c =

=

.

t sin t

cos t + sin t

t cos t

1

t cos t t sin t 0

(t) = (t)()1 =

t sin t t cos t 0

1 t cos t t sin t

=

.

t sin t t cos t

7. Observe that

(t) =

=

0 tet

0 et

1

1

1 (t 1)et

1/t 1/t 1

et

= A(t)(t).

The general

solution can be written in the form y(t) = (t)c, where

c1

c=

is a constant vector. The initial condition implies y(0) = (0)c

c2

or

3

1 0 c1

c1

=

=

.

4

1 e c2

c1 + ec2

Thus c1 = 3 and c2 = 1/e. It follows that

1 (t 1)et

1

(t 1)et1 3

y(t) = (t)c = 3

+

=

.

1

et

et1 + 3

e

The standard fundamental matrix at t = 0 is

1

1 (t 1)et

1 0

1

(t) = (t)(0)

=

1

et 1 e

1

1 (t 1)et e 0

=

et 1 1

e 1

1 e + (t 1)et (t 1)et

=

e + et

et

e

1 + (t 1)et1 (t 1)et1

=

.

1 + et1

et1

1 Solutions

171

1

0 1

9. Let A =

. Then A(t) = A. We first compute eAu . The charac1

2

t

teristic polynomial, cA (s) is

s

1

cA (s) = det (sI A) = det

= s2 2s + 1 = (s 1)2 .

1 s 2

It follows that BcA = {eu , ueu }. Using Fulmers method we have eAu =

eu M1 + ueu M2 . Differentiating and evaluating at u = 0 gives

I = M1

A = M1 + M2 .

1 0

1 1

It follows that M1 = I =

and M2 = A I =

. Thus

0 1

1

1

Au

u 1 0

u 1 1

e =e

+ ue

.

0 1

1

1

Since ln t is an antiderivative of 1t and ln 1 = 0 we have by Proposition

12

1 0

1 1

(t) = eln t

+ (ln t)eln t

0 1

1

1

t t ln t

t ln t

=

,

t ln t t + t ln t

is the standard fundamental matrix for y (t) = A(t)y(t) at t = 1. The

homogeneous solution is given by

y h (t) = (t)y(1)

t t ln t

t ln t 2

2t 2t ln t

=

=

.

t ln t t + t ln t 0

2t ln t

The particular solution is given by

Z t

y p (t) = (t)

(u)1 f (u) du

1

Z t

1 1 + ln u

t t ln t

t ln t

ln u

1

=

du

t ln t t + t ln t 1 u

ln u 1 ln u 1

t t ln t

t ln t

1

=

ln t

du

t ln t t + t ln t

1

1

= t ln t

1

172

1 Solutions

It follows that

2t 2t ln t

t ln t

2t t ln t

y(t) = y h (t) + y p (t) =

+

=

.

2t ln t

t ln t

t ln t

3

5

. Then A(t) = sec(t)A. The characteristic polynomial

1 3

of A is cA (s) = s2 4 = (s 2)(s + 2). Hence BcA = e2t , e2t and

11. Let A =

and A = 2M1 2M2 . It follows that

1

1 1 5

5

5

and M2 =

M1 =

1

5

4 1 1

4

and

e

Au

1 5e2u e2u 5e2u 5e2u

.

=

4 e2u + e2u e2u + 5e2u

Rt

If b(t) = 0 sec u du = ln |sec t + tan t| then (t) = eAb(t) . If X = (sec t +

tan t)2 then X 1 = (sec t tan t)2 and

1

1

5X 5

1

X

X

(t) =

1

1

4

X +

X + 5

X

X

2

sec t + 3 sec t tan t + tan2 t

5 sec t tan t

=

.

sec t tan t sec2 t 3 sec t tan t + tan2 t

5X

2

sec t + 3 sec t tan t + tan2 t

5 sec t tan t 2

y h (t) +

sec t tan t sec2 t 3 sec t tan t + tan2 t 1

2 sec2 t + 11 sec t tan t + 2 tan2 t

=

sec2 t 5 sec t tan t + tan2 t

Since the forcing function f is identically zero the particular solution is

zero. Hence y = y h .

13. Let v1 (t) and v2 (t) denote the volume of brine in Tank 1 and Tank

2, respectively. Then v1 (t) = v2 (t) = 2 t. The following differential

equations describe the system

1 Solutions

173

3

1

y1 (t) +

y2 (t) + 6

2t

2t

1

3

y1 (t)

y2 (t) + 0,

y2 (t) =

2t

2t

y1 (t) =

with initial conditions y1 (0) = 0 and y2 (0) = 20. In matrix form, y (t) =

A(t)y(t) + f (t), we have

3/(2 t)

1/(2 t)

6

0

A(t) =

, f (t) =

, y(0) =

.

1/(2 t) 3/(2 t)

0

20

Let a(t) =

1

. Then we can write A(t) = a(t)A where

2t

3 1

A=

.

1

3

2

The characteristic polynomial

+ 8 = (s 2)(s 4).

2t 4t is cA (s) = s 6sAu

We now have BcA = e , e

It follows that e

= M1 e2u + M2 e4u .

Differentiating and setting u = 0 we get

I = M1 + M2

A = 2M1 + 4M2 .

An easy calculation gives

1

(4I A) =

2

1

=

(A 2I) =

2

M1 =

M2

and

1 1 1

2 1 1

1

1 1

1

2 1

e2u 1 1

e4u

1 1

e =

+

.

1

2 1 1

2 1

Rt

R t 1

Let b(t) = 0 a(u) du = 0

du = ln 2t

2 . Then the standard funda2u

mental matrix is

(2 t)2 1 1

(2 t)4

1 1

Au

(t) = e |u=b(t) =

+

.

1 1

1

1

8

32

Au

174

1 Solutions

y h (t) = (t)y(0)

(2 t)2 1 1

(2 t)4

0

1 1

0

+

=

1

1

20

1

1

20

8

32

(2 t)2 5

(2 t)4 5

+

.

=

5

5

2

8

For the particular solution straightforward calculations give

2

(2 u)2 + 4 (2 u)2 4

1

(u) =

,

(2 u)4 (2 u)2 4 (2 u)2 + 4

2

(2 u)2 + 4 (2 u)2 4 6

f (u) =

(2 u)4 (2 u)2 4 (2 u)2 + 4 0

12

(2 u)2 + 4

=

(2 u)4 (2 u)2 4

(2 u)2 + 4(2 u)4

= 12

,

(2 u)2 4(2 u)4

and

t

1 (u)f (u) du =

4

3(2 t)2 + 4

8

.

4

(2 t)3 3(2 t)2 4

Finally, we get

y p (t) = (t)

1 (u)f (u) du

Z t

(2 t)4

(2 t)2 1 1

1 1

+

1 (u)f (u) du

1 1

1

1

8

32

0

= (2 t)

(2 t)2 3

(2 t)4

4

1

.

2

3

1

2

8

We now add the homogeneous and particular solutions together and simplify to get

y(t) = y h + y p

(2 t)4 3

4

2 1

.

= (2 t)

+ (2 t)

+

2

1

3

4

We now get

1 Solutions

175

3

y1 (t) = 4(2 t) + (2 t)2 (2 t)4

4

3

y2 (t) = 2(2 t) + (2 t)2 + (2 t)3 .

4

The amount of fluid in each tank after 1 minute is v1 (1) = v2 (1) = 1.

Thus the concentrations (grams/L) of salt in Tank 1 is y1 (1)/1 and in

Tank 2 is y2 (1)/1, i.e.

y1 (1)

17

y2 (1)

15

=

and

=

.

1

4

1

4

http://www.springer.com/978-1-4614-3617-1

- Differential EquationsUploaded byNabill Ashraf
- Practice Questions 1Uploaded byNick Coish
- Time-Independent Massive EKG Solution in a Schwarzschild ExteriorUploaded byfaradeyisahero
- Midterm A Solutions S10Uploaded byYashish Mareachealee
- AME 90931 SolutionUploaded byagentradio24
- Fall 2010_MTH401_1_SOLUploaded byAhsan
- Midterm A Solutions S11Uploaded byAbali Pearl
- NotesUploaded byAmal_ZzZ
- 12033-0130670227_ismSec3Uploaded bysindynova
- PDEsepvarUploaded byBiruk Temesgen
- Ordinary Differential EquationUploaded byNitish Boodhram
- 9709_w12_qp_32.pdfUploaded byAj Agen
- Power Series ProblemsUploaded byMohammed Almabrok
- Inter g Ration2Uploaded byKaaya Godfrey
- 1RUploaded byTrifon Orcko
- A Simple Method to Find Out When an Ordinary Differential Equation is SeparableUploaded bySF1234567890
- 9781461436171_smUploaded byvinydiaas
- Differential Equations SchemelUploaded byHugo Manuel Durán Peñaloza
- 5233-l12 Special Solutions of Laplace's EquationUploaded byMuhammad Khan
- Mathsisfun Com (83)Uploaded byAzam
- Phys 228 09 Lec 21 App BUploaded byrisal
- Smple Quest 4Uploaded byJefferson Galindez Onting
- de2Uploaded byMark Jayson Contreras
- differential+equationUploaded byGlenn Vincent Octaviano Guanzon
- M138A5Uploaded byKEN
- Differential EquationsUploaded byRobert Marcolini
- First Order Diff Eqn SummaryUploaded byFrantz Clermont
- nda-maths.pdfUploaded byShivansh Kaurav
- Final Maths AssignmentUploaded byAndres Felipe Cristiano Capacho
- Lecture Notes 2.pptxUploaded byJoSa

- Chapter 1Uploaded byjcurol4
- bwUploaded byjcurol4
- 02 - First-Time Login Information (Instr)Uploaded byjcurol4
- URAP Abstract Template _ 2015Uploaded byjcurol4
- Princeton Applied Research 5301Uploaded byjcurol4
- AboutLIAsUploaded bypinguinking
- LAB 6 BackgroundUploaded byjcurol4
- AN058 -- Antenna Selection Guide (Rev. B) - Swra161bUploaded bysoft4gsm
- 856199Uploaded byjcurol4
- Fixing Hashfixed (1)Uploaded byjcurol4
- Simplified Feynman DiagramsUploaded bysid_senadheera
- LagrangianUploaded byjcurol4
- The Position VectorUploaded byAlexis Maside
- syllabusUploaded byjcurol4
- 1 21 Monte Carlo MethodUploaded byjcurol4
- ECE122_Lab1Uploaded byjcurol4
- PhysRevE.88.044101Uploaded byjcurol4
- Hwk1SolnsUploaded bySerafim Rodrigues
- LATN 112 PEC 2012Uploaded byjcurol4
- QED notes 1Uploaded byjcurol4
- CH1.1-1.3Uploaded byjcurol4
- Multivariable CalculusUploaded byAlexandru Hernest
- MIT18_034s09_lec0Uploaded byOmarEsparza
- 212974952 Linear Algebra an Introductory Approach Curtis Allyn BaconUploaded byjcurol4
- 4 Bit Alu Test SimulationUploaded byjcurol4
- Weekly ProgressUploaded byjcurol4
- PHYS2411F13_answersHW4Uploaded byjcurol4

- Course Syllabus in Math 113Uploaded byKristian Fernandez
- Cal_Zill_Sol_InvCálculo Trascendentes Tempranas 4ta Edicion Denis G. Zill, Warren Wright Sol.pdfUploaded byDiego Alejandro
- Classical Electrodynamics - W. GreinerUploaded byGaytán Martín
- Harmonic Structure Hata SetUploaded byBlanca Radillo
- Cfx12 11 Cel ModUploaded byaruatscribd
- Mathematica Intro 1Uploaded byYuwi Shugumar
- Calculus_ThreeDimensionsUploaded byMubeen
- spm-trial-2010-addmath-qa-Perak(Gerak Gempur)(Set2)Uploaded byNur Ashikin Ismahun
- TEST+1+REVIEW+GUIDEUploaded byPraneet Ramakrishnan
- Chapter 2 of Discrete MathematicsUploaded bySergey Kojoian
- Assignment 7: Where Am I?Uploaded byJeff Pratt
- Antenna Servo AnalysisUploaded bytulip77
- Bilateral FilterUploaded byrohithrocksu
- asapmlsUploaded byAdam Heđi
- Applications of Gsp-closed Sets in Topological SpacesUploaded byIjrei Journal
- Ordinary Differential Equations chapter 7 .pdfUploaded byortiz
- Computerized Process ControlUploaded byJohn Doe
- Mlt Assignment 1Uploaded byDinky Nandwani
- 28th Linz Seminar on Fuzzy Set Theory, 2007Uploaded byralucam_tm
- Xxx Report Version Oct 2012Uploaded byzarcone7
- Command Tree 10077Uploaded bymolhiell
- OFAppImpGuide CommonUploaded byskakach
- Recurrent Neural Networks and Soft ComputingUploaded byTrịnh Hữu Tâm
- Aggregate LossesUploaded byBlimundo
- Ordinary.differential.equations Tenenbaum Pollard 0486649407Uploaded bysyed.imam
- Elliptic Feynman integrals and pure functionsUploaded byAnderson Vargas
- Stirling's FormulaUploaded byAnnisa Zakiya
- Preparatory 11Uploaded byprasanthg_mba6239
- GMAT-111-Second-Quarter-Exam (1).docxUploaded byanon_805965348
- Tutorial 1 Getting Started With MATLABUploaded bySoavan Sahu