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Student Solutions Manual For Elementary Differential Equations An
Student Solutions Manual For Elementary Differential Equations An
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ELEMENTARY
DIFFERENTIAL EQUATIONS
AND
ELEMENTARY
DIFFERENTIAL EQUATIONS
WITH BOUNDARY VALUE
PROBLEMS
William F. Trench
Andrew G. Cowles Distinguished Professor Emeritus
Department of Mathematics
Trinity University
San Antonio, Texas, USA
wtrench@trinity.edu
This book has been judged to meet the evaluation criteria set by the Editorial Board of the American Institute of Mathematics in connection with
the Institutes Open Textbook Initiative. It may be copied, modified, redistributed, translated, and built upon subject to the Creative Commons
Attribution-NonCommercial-ShareAlike 3.0 Unported License.
TO BEVERLY
Contents
Chapter 1 Introduction
2.1
2.2
2.3
2.4
2.5
2.6
5
8
11
13
17
21
25
25
29
ii Contents
3.3 The Runge-Kutta Method
34
39
39
40
43
45
46
51
5.1
5.2
5.3
5.4
5.5
5.6
5.7
51
55
58
60
64
75
79
85
6.1
6.2
6.3
6.4
85
87
89
90
Spring Problems I
Spring Problems II
The RLC Circuit
Motion Under a Central Force
108
7.1
7.2
7.3
7.4
7.5
7.6
7.7
91
93
96
102
103
108
118
125
125
127
134
140
143
152
Contents iii
8.7 Constant Cofficient Equations with Impulses
55
159
9.1
9.2
9.3
9.4
159
171
175
181
221
10.1
10.2
10.3
10.4
10.5
10.6
10.7
191
192
193
194
201
245
218
Chapter
221
221
223
229
239
12.1
12.2
12.3
12.4
239
247
260
270
Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
13.1 Two-Point Boundary Value Problems
13.2 Sturm-Liouville Problems
273
273
279
CHAPTER 1
Introduction
1 C ce
1 ce
x 2 =2
x 2 =2
then
y0
.1
ce
x 2 =2
/. cxe
.1
x 2 =2
/
cxe
.1 C ce
x 2 =2 /2
x 2 =2
/cxe
2cxe x =2
.1 ce x2 =2 /2
D
and
y
D
D
1 C ce
1
ce
.1 C ce
x 2 =2
x 2 =2
x 2 =2 2
/
.1 ce
x
.1 ce 2 =2/2
2
!2
4ce x =2
;
.1 ce x2 =2/2
1
x 2 =2 2
x 2 =2
4cx C 4cx
D 0:
.1 ce x2 =2 /2
3
3
3
x
x
x
C c , then y 0 D x 2 sec2
C c D x 2 1 C tan2
D x 2 .1 C y 2 /.
(e) If y D tan
3
3 x
3
C
c
y D .c1 C c2x/e C sin x C x 2 ; then
(f) If
y 0 D .c1 C 2c2x/e x C cos x C 2x;
2y 0 C x.y 2
y0
2y 0 C y
1/ D
R
R
(g) If y 000 D x 2 e x , then y 00 D x 2 e x dx D x 2 e x 2 xe x dx D x 2 eRx 2xe x C 2e x C c1 ;
y 00 .0/ D 3 ) 2 C c1RD 3 ) c1 D 1, so (A) y 00 D .x 2 2x C 2/e x C 1. Since .x 2 2x C 2/e x dx D
.x 2 2x C 2/e x
.2x 2/e x dx D .x 2 2x C 2/e x .2x 2/e x C 2e x D .x 2 4x C 6/e x ,
0
x
0
(A) implies that y D .x 2 4x C 6/e
R 2C x C c2 ; yx .0/ D 22 ) 6 C c2xD R 2 ) c2 xD 8, so (B)
0
2
x
y D .x 4x C 6/e C x 8; Since .x 4x C 6/e dx D .x 4x C 6/e
.2x 4/e dx D .x 2
x2
8x Cc3;
4x C6/e x .2x 4/e x C2e x D .x 2 6x C12/e x , (B) implies that y D .x 2 6x C12/e x C
2
2
x
y.0/ D 1 ) 12 C c3 D 1 ) c3 D 11, so y D .x 2 6x C 12/e x C
8x 11.
2
cos 2x
1
7
C c1 ; y 00 .0/ D 3 )
C c1 D 3 ) c1 D ,
(h) If y 000 D 2 C sin 2x, then y 00 D 2x
2
2
2
cos 2x
7
sin 2x
7
00
0
2
0
so y D 2x
C . Then y D x
C x C c2 ; y .0/ D 6 ) c2 D 6, so
2
2
4
2
3
7
x
cos 2x 7 2
1
7
0
2 sin 2x
C x 6. Then y D
C
C x 6xCc3 ; y.0/ D 1 ) Cc3 D 1 ) c3 D ,
y Dx
4
2
3
8
4
8
8
x3
cos 2x
7 2
7
so y D
C
C x
6x C .
3
8
4
8
(i) If y 000 D 2x C 1, then y 00 D x 2 C x C c1; y 00 .2/ D 7 ) 6 C c1 D 7 ) c1 D 1; so y 00 D x 2 C x C 1.
x3 x2
14
26
x3 x2
Then y 0 D
C
C .x 2/ C c2; y 0 .2/ D 4 )
C c2 D 4 ) c2 D
, so y 0 D
C
C
3
2
3
3
3
2
4
3
x
x
1
26
8
5
26
.x 2/
. Then y D
C
C .x 2/2
.x 2/ C c3 ; y.2/ D 1 ) C c3 D 1 ) c3 D
,
3
12
6
2
3
3
3
4
3
x
1
26
5
x
so y D
C
C .x 2/2
.x 2/
.
12
6
2
3
3
1.2.6. (a) If y D x 2 .1 C ln x/, then y.e/ D e 2 .1 C ln e/ D 2e 2; y 0 D 2x.1 C ln x/ C x D 3x C 2x ln x,
so y 0 .e/ D 3e C 2e ln e D 5e; (A) y 00 D 3 C 2 C 2 ln x D 5 C 2 ln x. Now, 3xy 0 4y D 3x.3x C
2x ln x/ 4x 2.1 C ln x/ D 5x 2 C 2x 2 ln x D x 2 y 00 , from (A).
x2
1
1
2
2
5
(b) If y D
C x 1, then y.1/ D C 1 1 D ; y 0 D x C 1, so y 0 .1/ D C 1 D ; (A)
3
3
3
3
3
3
2
x2
2
2
00
2
0
2
y D . Now x
xy C y C 1 D x
x
xC1 C
C x 1 C 1 D x 2 D x 2 y 00 , from (A).
3
3
3
3
(c) If y D .1 C x 2 / 1=2 , then y.0/ D .1 C 02 / 1=2 D 1; y 0 D x.1 C x 2 / 3=2 , so y 0 .0/ D 0; (A)
00
y D .2x 2 1/.1Cx 2 / 5=2 . Now, .x 2 1/y x.x 2 C1/y 0 D .x 2 1/.1Cx 2 / 1=2 x.x 2 C1/. x/.1C
.x 2 1/y x.x 2 C 1/y 0
x 2 / 3=2 D .2x 2 1/.1 C x 2 / 1=2 D y 00 .1 C x 2 /2 from (A), so y 00 D
.
.x 2 C 1/2
x2
1=4
1
x.x 2/
. 1=2/. 3=2/
(d) If y D
, then y.1=2/ D
D ; y0 D
, so y 0 .1=2/ D
D 3;
1 x
1 1=2
2
.1 x/2
.1 1=2/2
2
x2
x
x 2 .x 2/
x2
0
(A) y 00 D
.
Now,
(B)
x
C
y
D
x
C
D
and
(C)
xy
y
D
D
.1 x/3
1 x
1 x
.1 x/2
1 x
2
3
3
0
x
x
x 00
2.x C y/.xy
y/
. From (B) and (C), .x C y/.xy 0 y/ D
D
y , so y 00 D
.
2
3
3
.1 x/
.1 x/
2
x
1.2.8. (a) y D .x c/a is defined and x c D y 1=a on .c; 1/; moreover, y 0 D a.x
a 1
a y 1=a
D ay .a 1/=a .
(b) if a > 1 or a < 0, then y 0 is a solution of (B) on . 1; 1/.
c/a
1.2.10. (a) Since y 0 D c we must show that the right side of (B) reduces to c for all values of x in some
interval. If y D c 2 C cx C 2c C 1,
x 2 C 4x C 4y
D x 2 C 4x C 4c 2 C 4cx C 8c C 4
D x 2 C 4.1 C c/x C 4.c 2 C 2c C 1/
D x 2 C 4.1 C c/ C 2.c C 1/2 D .x C 2c C 2/2 :
CHAPTER 2
First Order Equations
y0
D
y
2.1.6.
y0
D
y
yD
3
;
x
ln jyj D 3 ln jxj C k D
1Cx
D
x
1
x
ln jxj3 C k;
1; j ln jyj D
ln jxj
.ln x/2 =2
yD
y0
D
y
y D 3x k .
2.1.10.
y10
D
y1
k
; j ln jyj D
x
3; ln jy1 j D
e 3x
1
C c; y D C ce
3
3
y10
D
y1
3x
ln jxj
c
.
x3
x C k; y D
ln j sin xj C k D
k ln jxj C k1 D ln jx
3x; y1 D e
3x
ce x
; y.1/ D 1 ) c D e;
x
ln jx sin xj C k; y D
j C k1 ; y D cjxj
; y D ue
3x
; u0 e
3x
c
;
x sin x
y.1/ D 3 ) c D 3;
D 1; u0 D e 3x ; u D
2x; ln jy1 j D x 2 ; y1 D e
2
x
x2
2
uD
C c; y D e x
Cc .
2
2
x2
y10
D
y1
; y D ue
1
1
u
; ln jy1 j D ln jxj; y1 D ; y D ;
x
x
x
3x 2
7 ln jxj 3x
c
u D 7 ln jxj C
C c; y D
C
C .
2
x
2
x
2.1.16.
1
y0
D
cot x; j ln jyj D
y
x
y.=2/ D 2 ) c D ; y D
.
x sin x
2.1.14.
. y D ce
.x 1/
2.1.8.
2.1.12.
x3
x2
; u0 e
x2
D xe
x2
; u0 D x;
u0
7
7
D 2 C 3; u0 D
C 3x;
x
x
x
y10
D
y1
1
e x
ue x
2x; ln jy1 j D ln jxj x 2 ; y1 D
; yD
;
x
x
x
x4
x3
c
2
C c; y D e x
C
.
u0 D x 3 ; u D
4
4
x
2.1.18.
u0 e x
D x2e
x
x2
y10
D tan x; ln jy1 j D ln j cos xj; y1 D cos x; y D u cos x; u0 cos x D cos x; u0 D 1;
y1
u D x C c; y D .x C c/ cos x.
.x 2/5
y10
4x 3
5
1
;
D
D
; ln jy1 j D 5 ln jx 2j ln jx 1j D ln
2.1.22.
y1
.x 2/.x 1/
x 2 x 1
x 1
.x 2/5
u.x 2/5
u0 .x 2/5
.x 2/2
1
1
1
; yD
;
D
; u0 D
; uD
C
y1 D
3
x 1
x 1
x 1
x 1
.x 2/
2 .x 2/2
1 .x 2/3
.x 2/5
c; y D
Cc
.
2 .x 1/
.x 1/
2.1.20.
2.1.24.
y10
D
y1
u D xe x
3
; ln jy1 j D 3 ln jxj D ln jxj 3;
x
ex
ex
c
e x C c; y D 2
C 3.
3
x
x
x
y1 D
1
u
; y D 3;
3
x
x
u0
ex
D
; u0 D xe x ;
x3
x2
y10
D
y1
4x
1
; ln jy1 j D 2 ln.1 C x 2 / D ln.1 C x 2 / 2 ; y1 D
; y D
1 C x2
.1 C x 2 /2
0
u
2
2x C c
u
;
D
; u0 D 2; u D 2x C c; y D
; y.0/ D 1 )
2
2
2
2
2
2
.1 C x /
.1 C x /
.1 C x /
.1 C x 2 /2
2x C 1
c D 1; y D
.
.1 C x 2 /2
2.1.26.
2.1.28.
y10
D
y1
2.1.30.
y10
D
y1
u0
D cos x; u0 D
sin x
sin x
sin2 x
1
sin x cos x; u D
C c; y D
C c csc x; y.=2/ D 1 ) c D 21 ; y D .sin x C csc x/.
2
2
2
cot x; ln jy1 j D
; ln jy1 j D
ln j sin xj; y1 D
3 ln jx
1
u
; y D
;
sin x
sin x
1j D ln jx
1j
; y1 D
1
1/3
x 1
.x
u0
1
sin x
1
0
D
C
; u D
C sin x; u D ln jx 1j
.x 1/3
.x 1/4
.x 1/3
x 1
ln jx 1j cos x C c
ln jx 1j cos x
; y.0/ D 1 ) c D 0; y D
.
.x 1/3
.x 1/3
2.1.32.
uD
; ln jy1 j D
3 ln jx
1j D ln jx
1j
; y1 D
u
1/3
.x
cos x C c; y D
y10
2
D
; ln jy1 j D 2 ln jxj D ln.x 2 /; y1 D x 2 ; y D ux 2 ; u0 x 2 D
y1
x
ln jxj C c; y D x 2 .c ln jxj/; y.1/ D 1 ) c D 1; y D x 2 .1 ln x/.
y10
3
D
y1
x
u0
1 C .x
D
.x 1/3
.x
2.1.34.
; y D
x; u0 D
; y D
1
;
x
;
1
.x
.x 1/3
1/ sec2 x
1
ln jx 1j C tan x C c
; u0 D
Csec2 x; u D ln jx 1jCtan xCc; y D
;
1/4
x 1
.x 1/3
ln jx 1j C tan x C 1
y.0/ D 1 ) c D 1; y D
.
.x 1/3
1/3
y10
2x
D 2
; ln jy1 j D ln jx 2 1j; y1 D x 2 1; y D u.x 2 1/; u0 .x 2 1/ D x;
y1
x
1
x
1
1
2
2
0
2
; u D ln jx
1j C c; y D .x
1/
ln jx
1j C c ; y.0/ D 4 ) c D 4;
u D 2
x
1
2
2
1
y D .x 2 1/
ln jx 2 1j 4 .
2
2.1.36.
y0
2
2
2
2
2.1.38. 1 D 2x; ln jy1 j D x 2 ; y1 D e x ; y D ue x ; u0 e x D x 2 ; u0 D x 2 e x ; u D
y
1
Z x
Z x
Z x
2
2
2
2
2
cC
t 2 e t dt; y D e x c C
t 2 e t dt ; y.0/ D 3 ) c D 3; y D e x 3 C
t 2 e t dt .
0
y10
e x tan x
tan x
D 1; ln jy1 j D x; y1 D e x ; y D ue x ; u0 e x D
; u0 D
;
yZ1
x
x
Z x
Z x
x
tan t
tan t
tan t
uDcC
dt ; y D e x c C
dt ; y.1/ D 0 ) c D 0; y D e x
dt.
t
t
t
1
1
1
2.1.40.
y10
D
y1
1
e x
ue x
u0 e x
ex
; ln jy1 j D x
ln jxj; y1 D
; y D
;
D
;
x Z
x
x
x
Z xx
x
x
e
2
2
2
u0 D e x e x ; u D c C
e t e t dt; y D
cC
e t e t dt ; y.1/ D 2 ) c D 2e;
x
1
Z x1
1
.x 1/
x
t t2
yD
2e
Ce
e e dt .
x
1
2.1.42.
y0
1
x
.B/
y10
2
1
D ; ln jy1 j D 2 ln jxj; y1 D x 2 ; y D ux 2 ; u0 x 2 D
;
y1
x
x
1
1
1
u0 D
; uD
C c, so y D C cx 2 is the general solution of (A) on . 1; 0/ and .0; 1/.
3
2
x
2x
2
(c) From the proof of (b), any solution of (A) must be of the form
8
1
< C c1x 2 ; x 0;
2
yD
.C/
: 1 C c2x 2 ; x < 0;
2
for x 0, and any function of the form (C) satisfies (A) for x 0. To complete the proof we must show
that any function of the form (C) is differentiable and satisfies (A) at x D 0. By definition,
y 0 .0/ D lim
x!0
y.x/
y.x/
x
1=2
y.0/
y.x/ 1=2
D lim
x!0
0
x
D
c1 x; x > 0
c2 x; x < 0;
so y 0 .0/ D 0. Since 0y 0 .0/ 2y.0/ D 0 0 2.1=2/ D 1, any function of the form (C) satisfies (A) at
x D 0.
(d) From (b) any solution y of (A) on . 1; 1/ is of the form (C), so y.0/ D 1=2.
1=2
and c2 arbitrary is a solution
x02
of the initial value problem on . 1; 1/. Since these functions are all identical on .0; 1/, this does not
contradict Theorem 2.1.1, which implies that (B) (so (A)) has exactly one solution on .0; 1/ such that
y.x0 / D y0 . A similar argument applies if x0 < 0.
(e) If x0 > 0, then every function of the form (C) with c1 D
y0
.c1 y1 C c2 y2 /0 C p.x/.c1 y1 C c2 y2 /
D
;
D
;
D
;
D
;
1
1Cy
.1 C y/2
x
x2
x
x x
x2
3
3 ln jxj C c
1
x
u0 D
; u D 3 ln jxj c; D
D
; y D 1C
.
x
x
1Cy
3 ln jxj C c
y0
D
y
c
1
ln.1 C x 2 / C k; y D p
, which includes the constant solution y 0.
2
1 C x2
1/3
.y
3
x
;
1 C x2
2
y
y0
1
1
0
D x C k; y D ce x2=2 ; y.2/ D
D x;
y D x; ln
2.2.12.
y.y C 1/
y yC1
y C 1
2
yC1
x 2 =2
2
ce
e
e2
2
2
2
; y D .y C 1/ce x =2 ; y.1 ce x =2/ D ce x =2 ; y D
1)cD
;
setting
c
D
2
2
2
1 ce x =2
.x 2 4/=2
e
yields y D
.
2
2 e .x 4/=2
1
1 1
1 1
1 1
1
1
3
2
y0
2.2.14.
D
;
C
y0 D
;
C
y0 D
.y C 1/.y 1/.y 2/
xC1
6yC1 2y 1
3y 2
xC1
yC1 y 1
y 2
6
.y C 1/.y 2/2
c
; ln jy C 1j 3 ln jy 1j C 2 ln jy 2j D 6 ln jx C 1j C k;
D
;
xC1
.y 1/3
.x C 1/6
.y C 1/.y 2/2
256
y.1/ D 0 ) c D 256;
D
.
3
.y 1/
.x C 1/6
!
y0
1
y
jyj
y
2
0
2.2.16.
D 2x;
y D 2x; ln p
D x 2 C k; p
D ce x ;
2
2
2
2
y.1 C y /
y y C1
y C1
y C1
2
ex
1
y
1
2
2
2
y.0/ D 1 ) c D p ; p
D p ; 2y 2 D .y 2 C1/e x ; y 2 .2 e x / D e 2x ; y D p
.
2
2x
2
2
y C1
2e 2 1
y 2
y0
1
1
D x 2 C k; y 2 D ce x2 ;
2.2.18.
D 2x;
y 0 D 2x; ln
.y 1/.y 2/
y 2 y 1
y 1 !
y 1
2
x2
x2
x2
x2
e
e
e
e
4 e x
1 y 2
.
y.0/ D 3 ) c D ;
D
;y 2 D
.y 1/; y 1
D2
; yD
2 y 1
2
2
2
2
2 e x2
The interval of validity is . 1; 1/.
y 2
y0
1
1
1 0
1
1 0
D 2x C k;
2.2.20.
D 1;
y D 1;
y D 2; ln
y.y 2/
2 y 2 y
y 2 y
y
y 2
y 2
D ce 2x ; y.0/ D 1 ) c D 1;
D e 2x ; y 2 D ye 2x ; y.1 C e 2x / D 2;
y
y
2
yD
. The interval of validity is . 1; 1/.
1 C e 2x
2.2.22. y 2 is a constant solution of the differential equation, and it satisfies the initial condition.
Therefore, y 2 is a solution of the initial value problem. The interval of validity is . 1; 1/.
y0
1
D
; tan 1 y D tan
2
1Cy
1 C x2
tan A C tan B
tan.A C B/ D
with A D tan
1 tan A tan B
c D tan k.
2.2.24.
x C k; y D tan.tan
x and B D tan
c to rewrite y as y D
xCc
, where
1 cx
(B) y D x C
C 2k I mbox.C / y D
2
C 2k:
2
Among these choices the only way to satisfy the initial condition is to let k D 1 in (C), so y D
2.2.28. Rewrite the equation as P 0 D
xC
3
:
2
P 1=
1
D at C k; (A) P 1= D ce t ; P .1 ce t / D 1=; (B) P D
.
ln
P
P
.1 ce t /
P0 1=
P0
From (A), P .0/ D P0 ) c D
. Substituting this into (B) yields P D
.
P0
P0 C .1 P0/e at
From this limt !1 P .t/ D 1=.
aP .P
rI 2 , so
I0
D
I2
r;
1
D
I
rt
1
; so
I0
I0
and limt !1 I.t/ D 0. If q rS , then rewrite the equation for I as I 0 D rI.I /
1 C rI0 t
I
q
I0
1
1 0
D
with D S
. Separating variables yields
D r;
I D r ; ln
r
I.I /
I I
I
I
r t C k; (A)
D ce r t ; I.1 ce r t / D ; (B) I D
. From (A), I.0/ D I0 )
I
1 ce r t
I0
I0
c D
. Substituting this into (B) yields I D
. If q < rS , then > 0 and
I0
I0 C . I0 /e r t
q
limt !1 I.t/ D D S
. If q > rS , then < 0 and limt !1 I.t/ D 0.
r
I D
2.2.34. The given equation is separable if f D ap, where a is a constant. In this case the equation is
y 0 C p.x/y D ap.x/:
.A/
BY
S EPARATION
OF
VARIABLES . y 0 D
p.x/.y
a/;
y0
y
p.x/; ln jy
aj D
11
ex C y
1
2y.e x C y/
and fy .x; y/ D 2
are both continuous at all .x; y/
2
2
2
x Cy
x Cy
.x 2 C y 2 /2
.0; 0/. Hence, Theorem 2.3.1 implies that if .x0 ; y0 / .0; 0/, then the initial value problem has a a
unique solution on some open interval containing x0. Theorem 2.3.1 does not apply if .x0 ; y0 / D .0; 0/.
2.3.2. f .x; y/ D
x2 C y2
2y
x2 C y2
and fy .x; y/ D
are both continuous at all .x; y/ such
ln xy
ln xy
x.ln xy/2
that xy > 0 and xy 1. Hence, Theorem 2.3.1 implies that if x0 y0 > 0 and x0 y0 1, then the initial
value problem has unique solution on an open interval containing x0 . Theorem 2.3.1 does not apply if
x0 y0 0 or x0 y0 D 1.
2.3.4. f .x; y/ D
2.3.6. f .x; y/ D 2xy and fy .x; y/ D 2x are both continuous at all .x; y/. Hence, Theorem 2.3.1
implies that if .x0 ; y0 / is arbitrary, then the initial value problem has a unique solution on some open
interval containing x0 .
3
2x C 3y
2x C 3y
and fy .x; y/ D
C4
are both continuous at all .x; y/ such
x 4y
x 4y
.x 4y/2
that x 4y. Hence, Theorem 2.3.1 implies that if x0 4y0 , then the initial value problem has a unique
solution on some open interval containing x0 . Theorem 2.3.1 does not apply if x0 D 4y0 .
2.3.8. f .x; y/ D
4
xy.y 2 1/1=3 is continuous
3
at .x; y/ if and only if y 1. Hence, Theorem 2.3.1 implies that if y0 1, then the initial value
problem has a unique solution on some open interval containing x0, while if y0 D 1, then the initial
value problem has at least one solution (possibly not unique on any open interval containing x0 ).
1
are both continuous at all .x; y/ such that
2.x C y/1=2
x C y > 0 Hence, Theorem 2.3.1 implies that if x0 C y0 > 0, then the initial value problem has a unique
solution on some open interval containing x0 . Theorem 2.3.1 does not apply if x0 C y0 0.
2.3.12. f .x; y/ D .x C y/1=2 and fy .x; y/ D
2.3.14. To apply Theorem 2.3.1, rewrite the given initial value problem as (A) y 0 D f .x; y/; y.x0 / D y0 ,
where f .x; y/ D p.x/y C q.x/ and fy .x; y/ D p.x/. If p and f are continuous on some open
interval .a; b/ containing x0 , then f and fy are continuous on some open rectangle containing .x0 ; y0 /,
so Theorem 2.3.1 implies that (A) has a unique solution on some open interval containing x0. The
conclusion of Theorem 2.1.2 is more specific: the solution of (A) exists and is unique on .a; b/. For
example, in the extreme case where .a; b/ D . 1; 1/, Theorem 2.3.1 still implies only existence and
uniqueness on some open interval containing x0 , while Theorem 2.1.2 implies that the solution exists and
is unique on . 1; 1/.
2.3.16. First find solutions of (A) y 0 D y 2=5 . Obviously y 0 is a solution. If y 6 0, then we
5
can separate variables on any open interval where y has no zeros: y 2=5 y 0 D 1; y 3=5 D x C c;
3
3
5=3
y D
.x C c/
. (Note that this solution is also defined at x D c, even though y. c/ D 0.
5
3
.x C 1/5=3
5
2 3=5
y
are both continuous at
5
all .x; y/ such that y 0, this is the only solution on . 5=3; 1/, by an argument similar to that given in
Example 2.3.7, the function
(
0;
1 < x 35
yD
5=3
3
5
xC1
;
<x <1
5
3
5
(To see that y satisfies y 0 D y 2=5 at x D
use an argument similar to that of Discussion 2.3.15-2) For
3
5
every a , the following function is also a solution:
3
8
5=3
3
;
1 < x < a;
< 5 .x C a/
0;
a x 53
yD
5=3
: 3
5
;
5x C 1
3 < x < 1:
2.3.18. Obviously, y1 1 is a solution. From Discussion 2.3.18 (taking c D 0 in the two families of
solutions) yields y2 D 1 C jxj3 and y3 D 1 jxj3 . Other solutions are y4 D 1 C x 3, y5 D 1 x 3 ,
1 C x 3 ; x 0;
1 x 3 ; x 0;
y6 D
I y7 D
I
1;
x<0
1;
x<0
1;
x 0;
1;
x 0;
I
y
D
y8 D
9
1 C x3; x < 0
1 x3; x < 0
It is straightforward to verify that all these functions satisfy y 0 D 3x.y 1/1=3 for all x 0. Moreover,
yi .x/ 1
yi0 .0/ D lim
D 0 for 1 i 9, which implies that they also satisfy the equation at x D 0.
x!0
x
2.3.20. Let y be any solution of (A) y 0 D 3x.y 1/1=3 ; y.3/ D 7. By continuity, there is some open
interval I containing x0 D 3 on which y.x/ < 1. From Discussion 2.3.18, y D 1 C .x 2 C c/3=2 on I ;
y.3/ D 7 ) c D 5; (B) y Dp1 .x 2 5/3=2. It now follows that every solution of
p(A) satisfies
y.x/ < 1 and is given by (B) on . 5; 1/; that is, (B) is the unique solution of (A) on . 5; 1/. This
solution can be extended uniquely to .0; 1/ as
p
1;
0p< x 5;
yD
1 .x 2 5/3=2 ;
5<x <1
It can be extended to . 1; 1/ in infinitely many ways. Thus,
p
1;
1 < x 5;
p
yD
1 .x 2 5/3=2 ;
5<x<1
is a solution of the initial value problem on . 1; 1/. Moroever, if 0, then
8
1 < x <p ;
< 1 C .x 2 2 /3=2 ;
yD
1;
p x 5;
:
1 .x 2 5/3=2 ;
5 < x < 1;
8
< 1
:
.x 2
2/3=2 ;
1;
.x 2
5/3=2 ;
13
1 < x <p ;
p x 5;
5 < x < 1;
2x
1
y10
2x
y
D
.
Then
D
; ln jy1 j D ln.1 C x 2 /;
1 C x2
.1 C x 2 /2 y
y1
1 C x2
p
1
u
u0
1
u2
c
0
y1 D
;
y
D
;
D
;
u
u
D
1;
D x C ; u D 2x C c;
2
2
2
2
1pC x
1Cx
1Cx
u.1 C x /
2
2
2x C c
yD
.
1 C x2
y0
1 1
1
2.4.6. 1 D
C 1 ; ln jy1 j D .ln jxj C x/; y1 D x 1=3 e x=3 ; y D ux 1=3 e x=3 ; u0 x 1=3 e x=3 D
y1
3 x
3
1=3
0
1
1
x
u
x
x c
4=3 4x=3 4
; yD
x e
u ; 4 D xe ;
D .x 1/e
; uD
.
u
3u3
3
3.1 x/ C ce x
3.1 x/e x C c1=3
2.4.4. Rewrite as y 0 C
x2
u0
y10
2
2
2
2
2
D x; ln jy1 j D
; y1 D e x =2; y D ue x =2 ; u0 e x =2 D xu3=2 e 3x =4; 3=2 D xe x =4 ;
y1
2
u
1
1
1
2
2
; uD
; y D
. Because
(A)
D 2e x =4 C 2c; u1=2 D
u1=2
c C e x2 =4
.c C e x2 =4 /2
.1 C ce x2 =4 /2
of (A) we must choose c so that y.1/ D 4 and 1 C ce 1=4 < 0. This implies that c D 3e 1=4;
3 .x2 1/=4 2
yD 1
e
.
2
2.4.8.
y10
D 2; ln jy1 j D 2x; y1 D e 2x ; y D ue 2x ; u0 e 2x D 2u1=2e x ; u 1=2 u0 D 2e x ;
y1
2u1=2 D 2e x C 2c; u1=2 D c e x > 0; y.0/ D 1 ) u.0/ D 1 ) c D 2; u D .2 e x /2 ;
y D .2e x 1/2 .
2.4.10.
y0
2
y3
2
1
y D 2 . Then 1 D
; ln jy1 j D 2 ln jxj D ln x 2 ; y1 D 2 ;
x
x
y1
x
x
u u0
u3 u0
1
1
1
1
1
4
y D 2; 2 D 8; 3 D 6;
D
C c; y.1/ D p ) u.1/ D p ) c D
;
2
5
x
x
x
u
x
2u
5x
5
2
2
1=2
1=2
5x 5
5x
uD
;
y
D
.
2.1 C 4x 5/
2.1 C 4x 5 /
Z t
u0
1
1
2.4.14. P D ue at ; u0 e at D au2 e 2at ; 2 D ae at ;
D a
./e a d
; P D
u
u
P0
0
P0 e at
P0
, which can also be written as P D
. Therefore,
Rt
Rt
1 C aP0 0 ./e a d
e at C aP0 e at 0 ./e a d
2.4.12. Rewrite as y 0 C
limt !1 P .t/ D
8
<
1
0
:
1=aL
if L D 0;
if L D 1;
if 0 < L < 1:
2.4.16. y D ux; u0 x C u D u2 C 2u; (A) u0 x D u.u C 1/. Since u 0 and u 1 are constant
solutions of (A), y 0 and y D x are solutions
The nonconstant solutions
equation.
of the given
u
u0
1
1
1
1
u
0
D ln jxj C k;
of (A) satisfy D
D ;
u D ; ln
D cx;
u.u C 1/
x
u uC1
x
uC1
uC1
cx
cx 2
; yD
.
u D .u C 1/cx; u.1 cx/ D cx; u D
1 cx
1 cx
1
2.4.18. y D ux; u0 x C u D u C sec; u0 x D sec u; .cos u/u0 D ; sin u D ln jxj C c; u D
x
sin 1 .ln jxj C c/; y D x sin 1 .ln jxj C c/.
x 2 C 2y 2
1
1 C u2
; y D ux; u0 x C u D C 2u; u0 x D
;
xy
u
u
uu0
1 1
y2
y2
2
2
D
;
ln.1
C
u
/
D
ln
jxjC
k;
ln
1
C
D
ln
x
C
2k;
1
C
D cx 2; x 2 C y 2 D cx 4 ;
1 C u2 p x 2
x2
x2
y D x cx 2 1.
2.4.20. Rewrite the given equation as y 0 D
u0
1
2.4.22. y D ux; u0 x C u D u C u2 ; u0 x D u2 ; 2 D ;
u
x
2
2x
1
2)cD ; uD
; yD
.
2
2 ln jxj C 1
2 ln jxj C 1
2.4.24. Rewrite the given equation as y 0 D
1
uu0
D ;
2
1 C 2u
x
1
D ln jxj C c; y. 1/ D 2 ) u. 1/ D
u
x2 C y2
; y D ux; u0 x C u D
xy
1
u
u; u0 x D
1 C 2u2
;
u
1
ln.1 C 2u2 / D ln jxj C k; x 4.1 C 2u2 / D c; y.1/ D 2 ) u.1/ D 2 ) c D 9;
4
1=2
1=2
9 x4
1 9 x4
1 9 x4
x 4 .1 C 2u2 / D 9; u2 D
;
u
D
;
y
D
.
2x 4
x2
2
x
2
y
y2
C 4 ; y D ux; u0 x C u D 2 C u2 C 4u;
2
x
x
u C 1
u0
1
1
1
1
D
D ;
u0 D ; ln
.u C 1/.u C 2/
x
uC1 uC2
x
u C 2
2 uC1
2
2
) u.1/ D 1 ) c D ;
D x; u C 1 D x.u C 2/;
3 uC2
3
3
3
x.4x 3/
; yD
.
3
2x 3
1Cu 0
1 C u2 .1 u/u0
1
2.4.28. y D ux; u0 xCu D
; uxD
;
D ; tan
2
1
u
1
u
1
C
u
x
y 1
y2
y 1
tan 1
ln 1 C 2 D ln jxj C c; tan 1
ln.x 2 C y 2 / D c.
x 2
x
x 2
1
ln.1Cu2/ D ln jxjCc;
2
u3 C 2u2 C u C 1
u.u C 1/2 C 1
1
1
D
D uC
; u0 x D
;
.u C 1/2
.u C 1/2
.u C 1/2
.u C 1/2
3
3
1 .u C 1/
y
.u C 1/2 u0 D ;
D ln jxj C c; .u C 1/3 D 3.ln jxj C c/;
C 1 D 3.ln jxj C c/;
x
3
x
.y C x/3 D 3x 3.ln jxj C c/.
2.4.30. y D ux; u0 x C u D
15
u
u.u 3/
2.4.32. y D ux; u0 x C u D
; (A) u0 x D
; Since u 0 and u 3 are constant solutions
u 2
2 u
of (A), y 0 and y D 3x are solutions
of the given equation. The nonconstant solutions of (A) satisfy
.2 u/u0
1
1
2 0
3
c
D ;
C
u D
; ln ju 3j C 2 ln juj D 3 ln jxj C k; u2 .u 3/ D 3 ;
u.u 3/
x
u 3
u
x
x
y 2 .y 3x/ D c.
2.4.34. y D ux; u0 x C u D
y
y3
C 3 D ln jxj C c.
x
x
1 C u C 3u3
1
1
D uC
; .1 C 3u2 /u0 D ; u C u3 D ln jxj C c;
2
2
1 C 3u
1 C 3u
x
x 2 xy C y 2
1
1 u
; y D ux; u0 xCu D
1Cu; u0 x D
;
2.4.36. Rewrite the given equation as y 0 D
xy
u
u
0
uu
1
1
1
c
D
; 1C
u0 D
; uC ln ju 1j D ln jxjC k; e u.u 1/ D ; e y=x .y x/ D c.
u 1
x
u 1
x
x
uC1
1
C u; (A) u0 x D
. Since (A) has the constant solution u D 1;
u
u
uu0
1
y D x is a solution of the given equation. The nonconstant solutions of (A) satisfy
D ;
uC1
x
y
1
y
1
0
1
u D ; u ln ju C 1j D ln jxj C c;
ln
1 D ln jxj C c; y x ln jy xj D cy.
uC1
x
x
x
2.4.38. y D ux; u0 x C u D 1 C
dY
d Y dX
dY
dy
D
D
D
, so y D y.x/ satisfies the
dx
dx
dX dx
dX
given equation if and only if Y D Y .X/ satisfies
2.4.40. If x D X
X0 and y D Y
Y0 , then
dY
a.X
D
dX
c.X
X0 / C b.Y
X0 / C d.Y
Y0 / C
;
Y0 / C
D
D :
.B/
We will now show that if ad bc 0, then it is possible (for any choice of and ) to solve (B).
Multiplying the first equation in (B) by d and the second by b yields
daX0 C dbY0
bcX0 C bd Y0
D d
D b:
Subtracting the second of these equations from the first yields .ad bc/X0 D d b. Since ad bc
d b
0, this implies that X0 D
. Multiplying the first equation in (B) by c and the second by a yields
ad bc
caX0 C cbY0
acX0 C ad Y0
D c
D a:
bc/Y0 D c a. Since ad
bc 0
X0 C 2Y0
1
4:
Solving this pair of equations yields X0 D 2 and Y0 D 3. The transformed differential equation is
dY
2X C Y
D
:
.A/
dX
X C 2Y
2Cu
2.u 1/.u C 1/
Let Y D uX; u0 X C U D
; (B) u0 X D
. Since u 1 and u 1
1 C 2u
2u C 1
satisfy (B), Y D X and Y D X are solutions of (A). Since X D x C 2 and Y D y 3, it follows
that y D x C 5 and y D x C 1 are solutions of the given equation. The nonconstant solutions
2
1
3
4
.2u C 1/u0
D
;
C
u0 D
; ln ju C 1j C 3 ln ju 1j D
of (B) satisfy
.u 1/.u C 1/
X
uC1
u 1
X
c
4 ln jXj C k; .u C 1/.u 1/3 D 4 ; .Y C X/.Y X/3 D c; Setting X D x C 2 and Y D y 3
X
yields .y C x 1/.y x 5/3 D c.
2.4.44. Rewrite the given equation as y 0 D
u0 x 1=3 D
1
y3 C x
u3 C 1
; y D ux 1=3 ; u0 x 1=3 C
u D
;
2
2=3
3xy
3x
3u2 x 2=3
1
1 u3
2 0
;
u
u
D
;
D .ln jxj C c/; u D .ln jxj C c/1=3 ; y D x 1=3.ln jxj C c/1=3 .
3x 3
3
3x 2=3 u2
1
2.y 2 C x 2 y x 4 /
; y D ux 2 ; u0 x 2 C 2xu D 2x.u2 C
x3
u 1/; (A) u0 x 2 D 2x.u2 1/. Since u 1 and u 1 are constant solutions of (A), y D x 2
u0
and y D x 2 are solutions of the given equation. The nonconstant solutions of (A) satisfy 2
D
u
1
1
1
4
u 1
u 1
2
;
u0 D ; ln
D 4 ln jxj C k;
D cx 4 ; .u 1/ D .u C 1/cx 4 ;
x
u 1 uC1
x
u C 1
uC1
1 C cx 4
x 2 .1 C cx 4 /
u.1 cx 4 / D 1 C cx 4 ; u D
;
y
D
.
1 cx 4
1 cx 4
2.4.46. Rewrite the given equation as y 0 D
u0
D
C1
sec2 x cot x D cot x C tan x; tan 1 u D ln j sin xj ln j cos xj C c D ln j tan xj C c; u D tan.ln j tan xj C
c/; y D tan x tan.ln j tan xj C c/.
p
.y C x/2
1
.u C 1/2
0
2.4.50. Rewrite the given equation as y D
p ; y D ux 1=2 ; u0 x 1=2 C p u D p
;
2x.y C 2 x/
2 x
2 x .u C 2/
1
1
.u C 2/2
1
u0 x 1=2 D p
; .u C 2/u0 D
;
D .ln jxj C c/; .u C 2/2 D ln jxj C c;
2x
2
2
2
x
.u
C
2/
p
p
u D 2 ln jxj C c; y D x 1=2 . 2 ln jxj C c/.
2.4.48. y D u tan x; u0 tan x C u sec2 x D .u2 C u C 1/ sec2 x; u0 tan x D .u2 C 1/ sec2 x;
2.4.52. y1 D
1
2
u
is a solution of y 0 C y D 0. Let y D 2 ; then
x2
x
x
u0
3x 2.u2 =x 4 / C 6x.u=x 2 / C 2
3.u=x/2 C 6.u=x/ C 2
D
D
;
x2
x 2 .2x.u=x 2 / C 3/
x 2 .2.u=x/ C 3/
u2
17
3.u=x/2 C 6.u=x/ C 2
. Since (A) is a homogeneous nonlinear equation, we now substitute
2.u=x/ C 3
3v 2 C 6v C 2 0
.v C 1/.v C 2/
.2v C 3/v 0
1
; vxD
;
D ;
u D vx into (A). This yields v 0 x C v D
2v C 3
2v C 3
.v C 1/.v C 2/
x
1
1
1
0
C
v D ; ln j.v C 1/.v C 2/j D ln jxj C k; (B) .v C 1/.v C 2/ D cx. Since
vC1
vC2
x
y.2/ D 2 ) u.2/ D 8 ) v.2/ D 4, (B) implies that p
c D 15. .v C 1/.v C 2/ D 15x; pv 2 C 3v C
3 C 1 C 60x
x. 3 C 1 C 60x/
2 15x D 0. From the quadratic formula, v D
; u D vx D
;
2
2
p
u
3 C 1 C 60x
yD 2 D
.
x
2x
so (A) u0 D
y.ax/
1
yields (B) y10 .x/ D y 0 .ax/ a D y 0 .ax/. Since y 0 .x/ D
a
a
q.y.x/=x/ on some interval I , (C) y 0 .ax/ D q.y.ax/=ax/ on some interval J . Substituting (A) and (B)
into (C) yields y10 .x/ D q.y1 .x/=x/ on J .
2.4.54. Differentiating (A) y1 .x/ D
u0
2.4.56. If y D C 1, then 0 C D x2 ; D ue x ; u0 e x D xu2 e 2x ; 2 D xe
u
1
1
1
e x .x C 1/ c; u D x
; D
;
y
D
1
C
.
e .x C 1/ C c
x C 1 C ce x
x C 1 C ce x
1
u
u0
u2 u0
1
2
2.4.58. If y D C 1, then 0 C D 2 ; 1 D 2 ; D 2 ; 2 D 4 ; 2 D 2 ;
x
x
x
x
x
u
x
1 cx
x
1
1
1
Cc D
; uD
; D
; yD1
.
x
x
1 cx
x.1 cx/
x.1 cx/
1
D
u
1
D
u
2.5.4. M.x; y/ D 2x 2y 2 ; N.x; y/ D 12y 2 4xy; My .x; y/ D 4y D Nx .x; y/, so the equation
is exact. We must find F such that (A) Fx .x; y/ D 2x 2y 2 and (B) Fy .x; y/ D 12y 2 4xy.
Integrating (A) with respect to x yields (C) F .x; y/ D x 2 2xy 2 C .y/. Differentiating (C) with
respect to y yields (D) Fy .x; y/ D 4xy C 0 .y/. Comparing (D) with (B) shows that 0 .y/ D 12y 2 ,
so we take .y/ D 4y 3 . Substituting this into (C) yields F .x; y/ D x 2 2xy 2 C 4y 3 . Therefore,
x 2 2xy 2 C 4y 3 D c.
2.5.6. M.x; y/ D 4x C 7y; N.x; y/ D 3x C 4y; My .x; y/ D 7 3 D Nx .x; y/, so the equation is
not exact.
2.5.8. M.x; y/ D 2x C y; N.x; y/ D 2y C 2x; My .x; y/ D 1 2 D Nx .x; y/, so the equation is not
exact.
xy 3
y3
; My .x; y/ D 8x C 2y 4x C
D
3
3
2.5.12. M.x; y/ D y sin xyCxy 2 cos xy; N.x; y/ D x sin xyCxy 2 cos xy; My .x; y/ D 3xy cos xyC
.1 x 2 y 2 / sin xy .xy C y 2 / cos xy C .1 xy 3 / sin xy D Nx .x; y/, so the equation is not exact.
2.5.14. M.x; y/ D e x .x 2 y 2 C 2xy 2 / C 6x; N.x; y/ D 2x 2 ye x C 2; My .x; y/ D 2xye x .x C 2/ D
Nx .x; y/, so the equation is exact. We must find F such that (A) Fx .x; y/ D e x .x 2 y 2 C 2xy 2 / C 6x and
(B) Fy .x; y/ D 2x 2 ye x C2. Integrating (B) with respect to y yields (C) F .x; y/ D x 2 y 2 e x C2yC .x/.
Differentiating (C) with respect to x yields (D) Fx .x; y/ D e x .x 2 y 2 C 2xy 2 / C 0 .x/. Comparing (D)
with (A) shows that 0 .x/ D 6x, so we take .x/ D 3x 2 . Substituting this into (C) yields F .x; y/ D
x 2 y 2 e x C 2y C 3x 2. Therefore, x 2 y 2 e x C 2y C 3x 2 D c.
2.5.16. M.x; y/ D e xy .x 4 y C 4x 3/ C 3y; N.x; y/ D x 5 e xy C 3x; My .x; y/ D x 4e xy .xy C 5/ C 3 D
Nx .x; y/, so the equation is exact. We must find F such that (A) Fx .x; y/ D e xy .x 4 y C 4x 3 / C 3y and
(B) Fy .x; y/ D x 5 e xy C3x. Integrating (B) with respect to y yields (C) F .x; y/ D x 4 e xy C3xy C .x/.
Differentiating (C) with respect to x yields (D) Fx .x; y/ D e xy .x 4 y C 4x 3/ C 3y C 0 .x/. Comparing
(D) with (A) shows that 0 .x/ D 0, so we take .x/ D 0. Substituting this into (C) yields F .x; y/ D
x 4 e xy C 3xy. Therefore, x 4 e xy C 3xy D c.
2.5.18. M.x; y/ D 4x 3y 2 6x 2 y 2x 3; N.x; y/ D 2x 4 y 2x 3 ; My .x; y/ D 8x 3y 6x 2 D
Nx .x; y/, so the equation is exact. We must find F such that (A) Fx .x; y/ D 4x 3 y 2 6x 2 y 2x 3
and (B) Fy .x; y/ D 2x 4 y 2x 3 . Integrating (A) with respect to x yields (C) F .x; y/ D x 4 y 2 2x 3 y
x 2 3x C .y/. Differentiating (C) with respect to y yields (D) Fy .x; y/ D 2x 4 y 2x 3 C 0 .y/.
Comparing (D) with (B) shows that 0 .y/ D 0, so we take .y/ D 0. Substituting this into (C) yields
F .x; y/ D x 4y 2 2x 3y x 2 3x. Therefore, x 4 y 2 2x 3 y x 2 3x D c. Since y.1/ D 3 ) c D 1,
x 4 y 2 2x 3y x 2 3x C 1 D 0 is an implicit solution
of the initial value problem. Solving this for y
p
x C 2x 2 C 3x 1
by means of the quadratic formula yields y D
.
x2
2.5.20. M.x; y/ D .y 3 1/e x ; N.x; y/ D 3y 2 .e x C 1/; My .x; y/ D 3y 2 e x D Nx .x; y/, so the
equation is exact. We must find F such that (A) Fx .x; y/ D .y 3 1/e x and (B) Fy .x; y/ D 3y 2 .e x C 1/.
Integrating (A) with respect to x yields (C) F .x; y/ D .y 3 1/e x C.y/. Differentiating (C) with respect
to y yields (D) Fy .x; y/ D 3y 2 e x C 0 .y/. Comparing (D) with (B) shows that 0 .y/ D 3y 2 , so we take
.y/ D y 3 . Substituting this into (C) yields F .x; y/ D .y 3 1/e x Cy 3 . Therefore, .y 3 1/e x Cy 3 D c.
Since y.0/ D 0 ) c D 1, .y 3 1/e x C y 3 D 1 is an implicit solution of the initial value problem.
x
e
1 1=3
.
Therefore, y 3 .e x C 1/ D e x 1, so y D
ex C 1
2.5.22. M.x; y/ D .2x 1/.y 1/; N.x; y/ D .x C 2/.x 3/; My .x; y/ D 2x 1 D Nx .x; y/, so the
equation is exact. We must find F such that (A) Fx .x; y/ D .2x 1/.y 1/ and (B) Fy .x; y/ D .x C
2/.x 3/. Integrating (A) with respect to x yields (C) F .x; y/ D .x 2 x/.y 1/ C .y/. Differentiating
(C) with respect to y yields (D) Fy .x; y/ D x 2 x C 0 .y/. Comparing (D) with (B) shows that
0 .y/ D 6, so we take .y/ D 6y. Substituting this into (C) yields F .x; y/ D .x 2 x/.y 1/ 6y.
Therefore, .x 2 x/.y 1/ 6y D c. Since y.1/ D 1 ) c D 6, .x 2 x/.y 1/ 6y D 6 is an implicit
x2 x C 6
solution of the initial value problem. Therefore, .x 2 x 6/y D x 2 x C 6, so y D
.
.x 3/.x C 2/
2.5.24. M.x; y/ D e x .x 4 y 2 C 4x 3 y 2 C 1/; N.x; y/ D 2x 4ye x C 2y; My .x; y/ D 2x 3 ye x .x C 4/ D
Nx .x; y/, so the equation is exact. We must find F such that (A) Fx .x; y/ D e x .x 4 y 2 C 4x 3y 2 C 1/
19
and (B) Fy .x; y/ D 2x 4ye x C 2y. Integrating (B) with respect to y yields (C) F .x; y/ D x 4 y 2 e x C
y 2 C .x/. Differentiating (C) with respect to x yields (D) Fx .x; y/ D e x y 2 .x 4 C 4x 3/ C 0 .x/.
Comparing (D) with (A) shows that 0 .x/ D e x , so we take .x/ D e x . Substituting this into (C) yields
F .x; y/ D .x 4 y 2 C 1/e x C y 2 . Therefore, .x 4 y 2 C 1/e x C y 2 D c.
2.5.28. M.x; y/ D x 2 C y 2 ; N.x; y/ D 2xy; My .x; y/ D 2y D Nx .x; y/, so the equation is exact.
We must find F such that (A) Fx .x; y/ D x 2 C y 2 and (B) Fy .x; y/ D 2xy. Integrating (A) with
x3
respect to x yields (C) F .x; y/ D
C xy 2 C .y/. Differentiating (C) with respect to y yields (D)
3
Fy .x; y/ D 2xy C 0 .y/. Comparing (D) with (B) shows that 0 .y/ D 0, so we take .y/ D 0.
x3
x3
C xy 2 . Therefore,
C xy 2 D c.
Substituting this into (C) yields F .x; y/ D
3
3
2.5.30. (a) Exactness requires that Nx .x; y/ D My .x; y/ D
@ 3 2
.x y C 2xy C 3y 2/ D 2x 3y C 2x C 6y.
@y
x4y
C x 2 C 6xy C g.x/, where g is differentiable.
4
1
@
(b) Exactness requires that Nx .x; y/ D My .x; y/ D
.ln xy C 2y sin x/ D
C 2 sin x. Hence,
@y
y
x
N.x; y/ D
2 cos x C g.x/, where g is differentiable.
y
@
(c) Exactness requires that Nx .x; y/ D My .x; y/ D
.x sin x C y sin y/ D y cos y C sin y. Hence,
@y
N.x; y/ D x.y cos y C sin y/ C g.x/, where g is differentiable.
Hence, N.x; y/ D
@N1
@M2
@N2
@
@M1
D
and
D
. Therefore,
.M1 C M2 / D
@y
@x
@y
@x
@y
@M1 @M2
@N1 @N2
@
C
D
C
D
.N1 C N2/, which implies that .M1 C M2 / dx C .N1 C N2/ dy D 0
@y
@y
@x
@x
@x
is exact on R.
2.5.34. Here M.x; y/ D Ax 2 CBxy CCy 2 and N.x; y/ D Dx 2 CExy CF y 2 . Since My D Bx C2Cy
and Nx D 2Dx C Ey, the equation is exact if and only if B D 2D and E D 2C .
Z y
Z x
2.5.36. Differentiating (A) F .x; y/ D
N.x0 ; s/ dsC
M.t; y/ dt with respect to x yields Fx .x; y/ D
y0
x0
M.x; y/, since the first integral in (A) is independent of x and M.t; y/ is a continuous function of t for
each fixed y. Differentiating
Z x (A) with respect to y and using
Z x the assumption that My D Nx yields
@M
@N
Fy .x; y/ D N.x0 ; y/ C
.t; y/ dt D N.x0 ; y/ C
.t; y/ dt D N.x0 ; y/ C N.x; y/
x0 @y
x0 @x
N.x0 ; y/ D N.x; y/.
2.5.38. y1 D
1
2
u
is a solution of y 0 C y D 0. Let y D 2 ; then
2
x
x
x
u0
D
x2
so u0 D
x2
.x 2
2x.u=x 2/
D
C 2x 2 .u=x 2 / C 1/
2xu
;
x 2 .x 2 C 2u C 1/
2xu
, which can be rewritten as (A) 2xu dx C .x 2 C 2u C 1/ du D 0. Since
C 2u C 1
@
@ 2
.2xu/ D
.x C 2u C 1/ D 2x, (A) is exact. To solve (A) we must find F such that (A) Fx .x; u/ D
@u
@x
21
cos x cosh y, and Fyy .x; y/ D cos x cosh y. Therefore, Fxx C Fyy D 0, and G must satisfy (A)
Gx .x; y/ D cos x sinh y and (B) Gy .x; y/ D sin x cosh y. Integrating (A) with respect to x yields
(C) G.x; y/ D sin x sinh y C .y/. Differentiating (C) with respect to y yields (D) Gy .x; y/ D
sin x cosh y C 0 .y/. Comparing (D) with (B) shows that 0 .y/ D 0, so we take .y/ D c. Substituting
this into (C) yields G.x; y/ D sin x sinh y C c.
(e) If F .x; y/ D sin x cosh y, then Fx .x; y/ D cos x cosh y, Fy .x; y/ D sin x sinh y, Fxx .x; y/ D
sin x cosh y, and Fyy .x; y/ D sin x cosh y. Therefore, Fxx C Fyy D 0, and G must satisfy (A)
Gx .x; y/ D sin x sinh y and (B) Gy .x; y/ D cos x cosh y. Integrating (A) with respect to x yields
(C) G.x; y/ D cos x sinh y C .y/. Differentiating (C) with respect to y yields (D) Gy .x; y/ D
cos x cosh y C 0 .y/. Comparing (D) with (B) shows that 0 .y/ D 0, so we take .y/ D c. Substituting this into (C) yields G.x; y/ D cos x sinh y C c.
2.6 INTEGRATING FACTORS
1
2.6.2. (a) and (b). To show that .x; y/ D
is an integrating factor for (A) and that (B) is exact,
.x y/2
xy
y2
@
xy
x2
@
D
and
D
. By Theorem 2.5.1
it suffices to observe that
2
@x x y
.x y/
@y x y
.x y/2
this also shows that (C) is an implicit solution of (B). Since .x; y/ is never zero, any solution of (B) is
a solution of (A).
(c) If we interpret (A) as y 2 C x 2 y 0 D 0, then substituting y D x yields x 2 C x 2 1 D 0.
(N OTE: In Exercises 2.6.32.6.23, the given equation is multiplied by an integrating factor to produce
an exact equation, and an implicit solution is found for the latter. For a complete analysis of the relationship between the sets of solutions of the two equations it is necessary to check for additional solutions of
the given equation along which" the integrating factor is undefined, or for solutions of the exact equation
along which" the integrating factor vanishes. In the interests of brevity we omit these tedious details
except in cases where there actually is a difference between the sets of solutions of the two equations.)
2.6.4. M.x; y/ D 3x 2 y; N.x; y/ D 2x 3 ; My .x; y/ Nx .x; y/ D 3x 2 6x 2 D 3x 2 ; p.x/ D
My .x; y/ Nx .x; y/
3x 2
3 R
3
D
D
;
p.x/ dx D
ln jxj; .x/ D P .x/ D x 3=2 ; thereN.x; y/
2x 3
2x
2
fore 3x 1=2y dx C 2x 3=2 dy D 0 is exact. We must find F such that (A) Fx .x; y/ D 3x 1=2y and (B)
Fy .x; y/ D 2x 3=2. Integrating (A) with respect to x yields (C) F .x; y/ D 2x 3=2 y C .y/. Differentiating (C) with respect to y yields (D) Fy .x; y/ D 2x 3=2 C 0 .y/. Comparing (D) with (B) shows that
0 .y/ D 0, so we take .y/ D 0. Substituting this into (C) yields F .x; y/ D 2x 3=2y, so x 3=2y D c.
2.6.6. M.x; y/ D 5xy C 2y C 5; N.x; y/ D 2x; My .x; y/ Nx .x; y/ D .5x C 2/ 2 D 5x; p.x/ D
My .x; y/ Nx .x; y/
5x
5 R
5x
D
D ; p.x/ dx D
; .x/ D P .x/ D e 5x=2 ; therefore e 5x=2 .5xy C
N.x; y/
2x
2
2
2y C 5/ dx C 2xe 5x=2 dy D 0 is exact. We must find F such that (A) Fx .x; y/ D e 5x=2.5xy C 2y C 5/
and (B) Fy .x; y/ D 2xe 5x=2. Integrating (B) with respect to y yields (C) F .x; y/ D 2xye 5x=2 C .x/.
Differentiating (C) with respect to x yields (D) Fx .x; y/ D 5xye 5x=2 C 2ye 5x=2 C 0 .x/. Comparing
(D) with (A) shows that 0 .x/ D 5e 5x=2, so we take .x/ D 2e 5x=2. Substituting this into (C) yields
F .x; y/ D 2e 5x=2.xy C 1/, so e 5x=2 .xy C 1/ D c.
2.6.8. M.x; y/ D 27xy 2 C 8y 3 ; N.x; y/ D 18x 2y C 12xy 2 ; My .x; y/ Nx .x; y/ D .54xy C
My .x; y/ Nx .x; y/
18xy C 12y 2
1
24y 2 / .36xy C 12y 2 / D 18xy C 12y 2 ; p.x/ D
D
D ;
2 y C 12y 2 x
N.x;
y/
18x
x
R
p.x/ dx D ln jxj; .x/ D P .x/ D x; therefore .27x 2 y 2 C 8xy 3 / dx C .18x 3y C 12x 2y 2 / dy D 0 is
exact. We must find F such that (A) Fx .x; y/ D 27x 2y 2 C 8xy 3 and (B) Fy .x; y/ D 18x 3y C 12x 2y 2 .
Integrating (A) with respect to x yields (C) F .x; y/ D 9x 3y 2 C 4x 2 y 3 C .y/. Differentiating (C)
23
. C x/
Q.y/ D ; .x; y/ D
. Therefore,
C
dx C
C dy D 0 is exact. We must find F
y
xy
x
y
Comparing (D) with (B) shows that 0 .y/ D C , so we take .y/ D ln jyj C y. Substituting this
y
into (C) yields F .x; y/ D ln jxj C
x C ln jyj C y, so jxj jyj e
x e y D c. The given equation also
has the solutions x 0 and y 0.
2.6.20. M.x; y/ D 2y; N.x; y/ D 3.x 2 C x 2 y 3 /; My .x; y/ Nx .x; y/ D 2 .6x C 6xy 3 /; and
p.x/N.x; y/ q.y/M.x; y/ D 3p.x/.x 2 C x 2y 3 / 2q.y/y. so exactness requires that (A) 2 6x
6xy 3 D 3p.x/x.x C xy 3 / 2q.y/y. To obtain similar terms on the two sides of (A) we let p.x/x D a
and q.y/y D b where a and b are constants such that 2 6x 6xy 3 D 3a.x C xy 3 / 2b, which holds if
R
2
1 R
a D 2 and b D 1. Thus, p.x/ D
; q.y/ D
; p.x/ dx D 2 ln jxj; q.y/ dy D ln jyj;
x
y
1
1
1
2
1
2
P .x/ D 2 ; Q.y/ D ; .x; y/ D 2 . Therefore, 2 dx C 3
C y dy D 0 is exact. We must
x
y
x y
x
y
1
2
find F such that (B) Fx .x; y/ D 2 and (C) Fy .x; y/ D 3
C y 2 . Integrating (B) with respect to x
x
y
2
yields (D) F .x; y/ D
C .y/. Differentiating (D) with respect to y yields (E) Fy .x; y/ D 0 .y/.
x
1
2
0
Comparing (E) with (C) shows that .y/ D 3
C y , so we take .y/ D y 3 C 3 ln jyj. Substituting
y
2
2
this into (D) yields F .x; y/ D
C y 3 C 3 ln jyj, so
C y 3 C 3 ln jyj D c. The given equation also
x
x
has the solutions x 0 and y 0.
2.6.22. M.x; y/ D x 4 y 4 ; N.x; y/ D x 5y 3 ; My .x; y/ Nx .x; y/ D 4x 4 y 3 5x 4 y 3 D x 4 y 3 ;
and p.x/N.x; y/ q.y/M.x; y/ D p.x/x 5 y 3 q.y/x 4 y 4 . so exactness requires that x 4 y 3 D
p.x/x 5 y 3 q.y/x 4 y 4 , which is equivalent to p.x/x q.y/y D 1. This holds if p.x/x D a and
aC1 R
a
q.y/y D a C 1 where a is an arbitrary real number. Thus, p.x/ D ; q.y/ D
; p.x/ dx D
x
y
R
a ln jxj; q.y/ dy D .a C 1/ lnjyj; P .x/ D jxja ; Q.y/ D jyjaC1 ; .x; y/ D jx a jjyjaC1 . Therefore,
jxja jyjaC1 x 4 y 4 dx C x 5 y 3 dy D 0 is exact for any choice of a. For simplicity we let a D 4, so (A)
is equivalent to y dx C x dy D 0. We must find F such that (B) Fx .x; y/ D y and (C) Fy .x; y/ D x.
Integrating (B) with respect to x yields (D) F .x; y/ D xy C .y/. Differentiating (D) with respect to y
yields (E) Fy .x; y/ D x C 0 .y/. Comparing (E) with (C) shows that 0 .y/ D 0, so we take .y/ D 0.
Substituting this into (D) yields F .x; y/ D xy, so xy D c.
2.6.24. M.x; y/ D x 4y 3 C y; N.x; y/ D x 5 y 2 x; My .x; y/ Nx .x; y/ D .3x 4 y 2 C 1/ .5x 4 y 2
My .x; y/ Nx .x; y/
2x 4y 2 2
2 R
1/ D 2x 4 y 2 C 2; p.x/ D
D
D
; p.x/ dx D 2 ln jxj;
5
2
N.x; y/
x y
x
x
1
y
1
dy D 0 is exact. We must find
.x/ D P .x/ D 2 ; therefore x 2 y 3 C 2 dx C x 3 y 2
x
x
x
y
1
2 3
3 2
F such that (A) Fx .x; y/ D x y C 2 and (B) Fy .x; y/ D x y
. Integrating (A) with
x
x
a
b
D
D
(B), p.x/ D
a .m C 1/c
d C .n C 1/b
aB
ad
Ddf
Ddf
bA
cB
and D
bc
ad
A
B:
.C/
dA
satisfy (C). From (A) and
bc
My .x; y/ Nx .x; y/
D p.x/ and
N.x; y/
R
Theorem 2.6.1 implies that .x/ e p.x/R dx is an integrating factor for (C).
(b) Multiplying (A) through D e p.x/ dx yields (D) .x/y 0 C 0 .x/yZ D .x/f .x/, which is
2.6.30. (a) Since M.x; y/ D p.x/y
equivalent to ..x/y/0 D .x/f .x/. Integrating this yields .x/y D c C .x/f .x/ dx, so y D
Z
1
1
c C .x/f .x/ dx , which is equivalent to (B) since y1 D
is a nontrivial solution of y 0 C
.x/
p.x/y D 0.
CHAPTER 3
Numerical Methods
3.1.6.
x
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
h D 0:1
2.000000000
2.100000000
2.514277288
3.317872752
4.646592772
6.719737638
9.876155616
14.629532397
21.751925418
32.399118931
48.298147362
h D 0:05
2.000000000
2.169990965
2.649377900
3.527672599
4.955798226
7.171467977
10.538384528
15.605686107
23.197328550
34.545932627
51.492825643
3.1.8.
x
1.00
1.05
1.10
1.15
1.20
1.25
1.30
1.35
1.40
1.45
1.50
h D 0:05
2.000000000
2.250000000
2.536734694
2.867950854
3.253613825
3.706750613
4.244700641
4.891020001
5.678467290
6.653845988
7.886170437
h D 0:025
2.000000000
2.259280190
2.559724746
2.910936426
3.325627715
3.820981064
4.420781829
5.158883503
6.085075790
7.275522641
8.852463793
h D 0:025
2.000000000
2.202114518
2.713011720
3.628465025
5.106379369
7.393322991
10.865186799
16.088630652
23.913328531
35.610005377
53.076673685
h D 0:0125
2.000000000
2.264490570
2.572794280
2.935723355
3.367843117
3.889251900
4.528471927
5.327348558
6.349785943
7.698316221
9.548039907
25
Exact
2.000000000
2.232642918
2.774352565
3.726686582
5.254226636
7.612186259
11.188475269
16.567103199
24.623248150
36.665439956
54.647937102
Exact
2.000000000
2.270158103
2.587150838
2.963263785
3.415384615
3.967391304
4.654198473
5.528980892
6.676923077
8.243593315
10.500000000
3.1.10.
3.1.12.
3.1.14.
x
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
x
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
h D 0:1
h D 0:05
h D 0:025
1.000000000 1.000000000 1.000000000
0.920000000 0.921898275 0.922822717
0.847469326 0.851018464 0.852746371
0.781779403 0.786770087 0.789197876
0.722453556 0.728682209 0.731709712
0.669037867 0.676299618 0.679827306
0.621054176 0.629148585 0.633080163
0.578000416 0.586740390 0.590986601
0.539370187 0.548588902 0.553070392
0.504674296 0.514228603 0.518877246
0.473456737 0.483227470 0.487986391
Approximate Solutions
x
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
h D 0:1
0.000000000
-0.100000000
-0.199000000
-0.294996246
-0.386095345
-0.470695388
-0.547627491
-0.616227665
-0.676329533
-0.728190908
-0.772381768
h D 0:05
0.000000000
-0.099875000
-0.198243434
-0.293129862
-0.382748403
-0.465664569
-0.540901018
-0.607969574
-0.666833345
-0.717819639
-0.761510960
h D 0:025
0.000000000
-0.099780455
-0.197800853
-0.292110713
-0.380986158
-0.463078857
-0.537503081
-0.603849795
-0.662136956
-0.712718751
-0.756179726
h D 0:1
0.0000
-0.0384
-0.0745
-0.1092
-0.1428
-0.1752
-0.2062
-0.2356
-0.2631
-0.2889
-0.3129
h D 0:05 h D 0:025
0.0000
0.0000
-0.0189
-0.0094
-0.0368
-0.0183
-0.0540
-0.0268
-0.0707
-0.0351
-0.0868
-0.0432
-0.1023
-0.0509
-0.1170
-0.0583
-0.1310
-0.0653
-0.1441
-0.0719
-0.1563
-0.0781
Residuals
Exact"
0.000000000
-0.099664000
-0.197315517
-0.291036003
-0.379168221
-0.460450590
-0.534085626
-0.599737720
-0.657473792
-0.707670533
-0.750912371
Eulers method
h D 0:1
h D 0:05
h D 0:025
Exact"
2.000000000
2.000000000
2.000000000
2.000000000
2.420000000
2.440610764
2.451962006
2.464119569
2.922484288
2.972198224
2.999753046
3.029403212
3.524104434
3.614025082
3.664184099
3.718409925
4.244823572
4.389380160
4.470531822
4.558673929
5.108581185
5.326426396
5.449503467
5.583808754
6.144090526
6.459226591
6.638409411
6.834855438
7.385795229
7.828984275
8.082588076
8.361928926
8.875017001
9.485544888
9.837137672 10.226228709
10.661332618 11.489211987 11.969020902 12.502494409
12.804226135 13.912944662 14.559623055 15.282004826
Euler semilinear method
h D 0:1
h D 0:05
h D 0:025
Exact"
2.000000000
2.000000000
2.000000000
2.000000000
2.467233571
2.465641081
2.464871435
2.464119569
3.036062650
3.032657307
3.031011316
3.029403212
3.729169725
3.723668026
3.721008466
3.718409925
4.574236356
4.566279470
4.562432696
4.558673929
5.605052990
5.594191643
5.588940276
5.583808754
6.862874116
6.848549921
6.841623814
6.834855438
8.398073101
8.379595572
8.370660695
8.361928926
10.272163096 10.248681420 10.237326199 10.226228709
12.560265110 12.530733531 12.516452106 12.502494409
15.354122287 15.317257705 15.299429421 15.282004826
x
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
3.1.16.
x
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
3.1.18.
x
0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
1.8
2.0
Eulers method
h D 0:2
h D 0:1
h D 0:05
Exact"
2.000000000 2.000000000 2.000000000 2.000000000
1.768294197 1.786514499 1.794412375 1.801636774
1.603028371 1.628427487 1.639678822 1.650102616
1.474580412 1.502563111 1.515157063 1.526935885
1.368349549 1.396853671 1.409839229 1.422074283
1.276424761 1.304504818 1.317421794 1.329664953
1.194247156 1.221490111 1.234122458 1.246155344
1.119088175 1.145348276 1.157607418 1.169334346
1.049284410 1.074553688 1.086419453 1.097812069
0.983821745 1.008162993 1.019652023 1.030719114
0.922094379 0.945604800 0.956752868 0.967523153
Euler semilinear method
h D 0:2
h D 0:1
h D 0:05
Exact"
2.000000000 2.000000000 2.000000000 2.000000000
1.806911831 1.804304958 1.802978526 1.801636774
1.659738603 1.654968381 1.652547436 1.650102616
1.540257861 1.533652916 1.530308405 1.526935885
1.438532932 1.430361800 1.426232584 1.422074283
1.348782285 1.339279577 1.334486249 1.329664953
1.267497415 1.256876924 1.251528766 1.246155344
1.192497494 1.180958765 1.175157264 1.169334346
1.122416379 1.110147777 1.103988310 1.097812069
1.056405906 1.043585743 1.037158237 1.030719114
0.993954754 0.980751307 0.974140320 0.967523153
x
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
Eulers method
h D 0:2
h D 0:1
h D 0:05
Exact"
1.000000000 1.000000000 1.000000000 1.000000000
1.200000000 1.186557290 1.179206574 1.171515153
1.333543409 1.298441890 1.280865289 1.263370891
1.371340142 1.319698328 1.295082088 1.271251278
1.326367357 1.270160237 1.243958980 1.218901287
1.233056306 1.181845667 1.158064902 1.135362070
1.122359136 1.080477477 1.060871608 1.042062625
1.013100262 0.981124989 0.965917496 0.951192532
0.914000211 0.890759107 0.879460404 0.868381328
0.827848558 0.811673612 0.803582000 0.795518627
0.754572560 0.743869878 0.738303914 0.732638628
Euler semilinear method
h D 0:2
h D 0:1
h D 0:05
Exact"
1.000000000 1.000000000 1.000000000 1.000000000
1.153846154 1.162906599 1.167266650 1.171515153
1.236969953 1.250608357 1.257097924 1.263370891
1.244188456 1.258241892 1.264875987 1.271251278
1.195155456 1.207524076 1.213335781 1.218901287
1.115731189 1.125966437 1.130768614 1.135362070
1.025938754 1.034336918 1.038283392 1.042062625
0.937645707 0.944681597 0.948002346 0.951192532
0.856581823 0.862684171 0.865583126 0.868381328
0.784832910 0.790331183 0.792963532 0.795518627
0.722610454 0.727742966 0.730220211 0.732638628
x
0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
1.8
2.0
27
3.1.20.
x
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
3.1.22.
x
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
x
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
h D 0:1
1.000000000
0.700000000
0.498330000
0.356272689
0.254555443
0.181440541
0.128953069
0.091393543
0.064613612
0.045585102
0.032105117
h D 0:1
1.000000000
0.740818221
0.555889275
0.418936461
0.315890439
0.237908421
0.178842206
0.134165506
0.100450939
0.075073968
0.056020154
x
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
h D 0:1
1.000000000
1.000000000
1.020500000
1.053489840
1.093521685
1.137137554
1.182269005
1.227745005
1.272940309
1.317545833
1.361427907
h D 0:1
1.000000000
0.982476904
0.988105346
1.009495813
1.041012955
1.078631301
1.119632590
1.162270287
1.205472927
1.248613584
1.291345518
Eulers method
h D 0:05
h D 0:025
1.000000000 1.000000000
0.725841563 0.736671690
0.532982493 0.547988831
0.392592562 0.408724303
0.289040639 0.304708942
0.212387189 0.226758594
0.155687255 0.168375130
0.113851516 0.124744976
0.083076641 0.092230966
0.060505907 0.068068776
0.043997045 0.050159310
Exact"
1.000000000
0.746418339
0.561742917
0.423724207
0.319467408
0.240464879
0.180626161
0.135394692
0.101293057
0.075650324
0.056415515
Eulers method
h D 0:05
h D 0:025
1.000000000 1.000000000
1.005062500 1.007100815
1.026752091 1.029367367
1.059067423 1.061510137
1.097780573 1.099748225
1.140059654 1.141496651
1.184090031 1.185056276
1.228755801 1.229350441
1.273399187 1.273721920
1.317651554 1.317786528
1.361320824 1.361332589
Exact"
1.000000000
0.746418339
0.561742917
0.423724207
0.319467408
0.240464879
0.180626161
0.135394692
0.101293057
0.075650324
0.056415515
Exact"
1.000000000
1.008899988
1.031723469
1.063764243
1.101614730
1.142903776
1.186038851
1.229985178
1.274092525
1.317967533
1.361383810
Exact"
1.000000000
1.008899988
1.031723469
1.063764243
1.101614730
1.142903776
1.186038851
1.229985178
1.274092525
1.317967533
1.361383810
3.2.6.
x
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
3.2.8.
x
1.00
1.05
1.10
1.15
1.20
1.25
1.30
1.35
1.40
1.45
1.50
3.2.10.
x
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
h D 0:1
2.000000000
2.257138644
2.826004666
3.812671926
5.387430580
7.813298361
11.489337756
17.015861211
25.292140630
37.662496723
56.134480009
h D 0:05
2.000000000
2.268367347
2.582607299
2.954510022
3.400161788
3.942097142
4.612879780
5.461348619
6.564150753
8.048579617
10.141969585
h D 0:05
2.000000000
2.238455342
2.786634110
3.747167263
5.285996803
7.660199197
11.260349005
16.674352914
24.783149862
36.903828191
55.003390448
h D 0:025
2.000000000
2.269670336
2.585911295
2.960870733
3.411212150
3.960434900
4.642784826
5.510188575
6.645334756
8.188335998
10.396770409
h D 0:025
2.000000000
2.234055168
2.777340360
3.731674025
5.261969043
7.623893064
11.206005869
16.593267820
24.662262731
36.723608928
54.734674836
Exact
2.000000000
2.232642918
2.774352565
3.726686582
5.254226636
7.612186259
11.188475269
16.567103199
24.623248150
36.665439956
54.647937102
h D 0:0125
2.000000000
2.270030868
2.586827341
2.962638822
3.414293964
3.965570792
4.651206769
5.524044591
6.668600859
8.228972215
10.472502111
h D 0:1
h D 0:05
h D 0:025
1.000000000 1.000000000 1.000000000
0.923734663 0.923730743 0.923730591
0.854475600 0.854449616 0.854444697
0.791650344 0.791596016 0.791584634
0.734785779 0.734703826 0.734686010
0.683424095 0.683318666 0.683295308
0.637097057 0.636973423 0.636945710
0.595330359 0.595193634 0.595162740
0.557658422 0.557513000 0.557479947
0.523638939 0.523488343 0.523453958
0.492862999 0.492709931 0.492674855
Approximate Solutions
Exact
2.000000000
2.270158103
2.587150838
2.963263785
3.415384615
3.967391304
4.654198473
5.528980892
6.676923077
8.243593315
10.500000000
h D 0:1
0.00000
0.00004
0.00035
0.00078
0.00125
0.00171
0.00213
0.00250
0.00283
0.00311
0.00335
h D 0:05 h D 0:025
0.000000
0.000000
0.000001
-0.000001
0.000068
0.000015
0.000167
0.000039
0.000277
0.000065
0.000384
0.000091
0.000483
0.000115
0.000572
0.000137
0.000650
0.000156
0.000718
0.000173
0.000777
0.000187
Residuals
29
3.2.12.
3.2.14.
x
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
3.2.16.
x
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
h D 0:1
0.000000000
-0.099500000
-0.196990313
-0.290552949
-0.378532718
-0.459672297
-0.533180153
-0.598726853
-0.656384109
-0.706530934
-0.749751364
h D 0:05
0.000000000
-0.099623114
-0.197235180
-0.290917718
-0.379013852
-0.460262848
-0.533868468
-0.599496413
-0.657214624
-0.707400266
-0.750637632
h D 0:025
0.000000000
-0.099653809
-0.197295585
-0.291006784
-0.379130237
-0.460404546
-0.534032512
-0.599678824
-0.657410640
-0.707604759
-0.750845571
Exact"
0.000000000
-0.099664000
-0.197315517
-0.291036003
-0.379168221
-0.460450590
-0.534085626
-0.599737720
-0.657473792
-0.707670533
-0.750912371
x
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
x
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
h D 0:2
2.000000000
1.801514185
1.649911580
1.526711768
1.421841570
1.329441172
1.245953205
1.169162994
1.097677870
1.030626179
0.967473721
Exact"
2.000000000
1.801636774
1.650102616
1.526935885
1.422074283
1.329664953
1.246155344
1.169334346
1.097812069
1.030719114
0.967523153
x
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
3.2.18.
x
0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
1.8
2.0
3.2.20.
Exact"
2.000000000
1.801636774
1.650102616
1.526935885
1.422074283
1.329664953
1.246155344
1.169334346
1.097812069
1.030719114
0.967523153
x
0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
1.8
2.0
x
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
h D 0:1
1.000000000
0.749165000
0.565942699
0.428618351
0.324556426
0.245417735
0.185235654
0.139546094
0.104938506
0.078787731
0.059071894
Exact"
1.000000000
0.746418339
0.561742917
0.423724207
0.319467408
0.240464879
0.180626161
0.135394692
0.101293057
0.075650324
0.056415515
31
x
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
3.2.22.
x
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
3.2.24.
x
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
h D 0:1
1.000000000
1.010250000
1.033547273
1.065562151
1.103145347
1.144085693
1.186878796
1.230530804
1.274404357
1.318104153
1.361395309
h D 0:1
1.000000000
1.151019287
1.238798618
1.289296258
1.317686801
1.333073855
1.341027170
1.345001345
1.347155352
1.348839325
1.350890736
Exact"
1.000000000
0.746418339
0.561742917
0.423724207
0.319467408
0.240464879
0.180626161
0.135394692
0.101293057
0.075650324
0.056415515
h D 0:05
1.000000000
1.153270661
1.241884421
1.292573128
1.320866599
1.336036248
1.343732006
1.347446389
1.349355473
1.350816158
1.352667599
Exact"
1.000000000
1.008899988
1.031723469
1.063764243
1.101614730
1.142903776
1.186038851
1.229985178
1.274092525
1.317967533
1.361383810
Exact"
1.000000000
1.008899988
1.031723469
1.063764243
1.101614730
1.142903776
1.186038851
1.229985178
1.274092525
1.317967533
1.361383810
h D 0:025
1.000000000
1.153777957
1.242580821
1.293313355
1.321585242
1.336705820
1.344343232
1.347998652
1.349852082
1.351261995
1.353067951
Exact
1.000000000
1.153937085
1.242799540
1.293546032
1.321811247
1.336916440
1.344535503
1.348172348
1.350008229
1.351402121
1.353193719
3.2.26.
x
1.00
1.05
1.10
1.15
1.20
1.25
1.30
1.35
1.40
1.45
1.50
h D 0:05
2.000000000
2.268496358
2.582897367
2.954995034
3.400872342
3.943047906
4.614039436
5.462568051
6.564985580
8.047824947
10.136329642
3.2.28.
x
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
h D 0:1
1.000000000
0.984142840
0.965066124
0.942648578
0.916705578
0.886970525
0.853066054
0.814458249
0.770380571
0.719699643
0.660658411
3.2.30.
x
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
h D 0:1
0.000000000
-0.099666667
-0.197322275
-0.291033227
-0.379131069
-0.460350276
-0.533897316
-0.599446325
-0.657076288
-0.707175010
-0.750335016
h D 0:025
2.000000000
2.269703943
2.585985695
2.960992388
3.411384294
3.960651794
4.643018510
5.510357362
6.645224236
8.187384679
10.393419681
h D 0:05
1.000000000
0.984133302
0.965044455
0.942611457
0.916648569
0.886887464
0.852948011
0.814291679
0.770143777
0.719355385
0.660136630
h D 0:05
0.000000000
-0.099665005
-0.197317894
-0.291036361
-0.379160444
-0.460427667
-0.534041581
-0.599668984
-0.657379719
-0.707553135
-0.750775571
h D 0:0125
2.000000000
2.270043628
2.586855275
2.962683751
3.414355862
3.965644965
4.651277424
5.524069547
6.668472955
8.228413044
10.470731411
h D 0:025
1.000000000
0.984130961
0.965039117
0.942602279
0.916634423
0.886866778
0.852918497
0.814249848
0.770083998
0.719267905
0.660002840
h D 0:025
0.000000000
-0.099664307
-0.197316222
-0.291036258
-0.379166504
-0.460445166
-0.534075026
-0.599721072
-0.657450947
-0.707641993
-0.750879100
33
Exact
2.000000000
2.270158103
2.587150838
2.963263785
3.415384615
3.967391304
4.654198473
5.528980892
6.676923077
8.243593315
10.500000000
Exact"
1.000000000
0.984130189
0.965037353
0.942599241
0.916629732
0.886859904
0.852908668
0.814235883
0.770063987
0.719238519
0.659957689
Exact"
0.000000000
-0.099674132
-0.197355914
-0.291123993
-0.379315647
-0.460662347
-0.534359685
-0.600066382
-0.657845646
-0.708072516
-0.751331499
3.2.32. (a) Let xi D a C ih, i D 0; 1; : : : ; n. If y is the solution of the initial value problem
Rb
y 0 D f .x/, y.a/ D 0, then y.b/ D a f .x/ dx. The improved Euler method yields yi C1 D yi C
:5h .f .a C ih/ C f .a C .i C 1/h//, i D 0; 1; : : : ; n 1, where y0 D a and yn is an approximation to
Z b
f .x/ dx. But
a
yn D
n
X1
i D0
.yi C1
n 1
X
i D1
f .a C ih/:
(c) The local truncation error is a multiple of y 000 .xQ i / D f 00 .xQ i /, where xi < xQ i < xi C1 . Therefore,
the quadrature formula is exact if f is a polynomial of degree < 2.
Z b
(d) Let E.f / D
f .x/ dx yn . Note that E is linear. If f is a polynomial of degree 2, then
a
E..x
a/h2
K.b
E.f / D
.b
a/3
3
3
n
D h3
3
a/2 h
2
.b
n2
2
n.n
h3
n
X1
i2
i D1
1/.2n
6
1/
nh3
D
6
.b
a/h2
;
6
3.3.6.
x
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
3.3.8.
x
1.00
1.05
1.10
1.15
1.20
1.25
1.30
1.35
1.40
1.45
1.50
3.3.10.
x
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
h D 0:1
2.000000000
2.232752507
2.774582759
3.727068686
5.254817388
7.613077020
11.189806778
16.569088310
24.626206255
36.669848687
54.654509699
h D 0:05
2.000000000
2.270153785
2.587139846
2.963242415
3.415346864
3.967327077
4.654089950
5.528794615
6.676590929
8.242960669
10.498658198
h D 0:05
2.000000000
2.232649573
2.774366625
3.726710028
5.254263005
7.612241222
11.188557546
16.567225975
24.623431201
36.665712858
54.648344019
h D 0:025
2.000000000
2.270157806
2.587150083
2.963262317
3.415382020
3.967386886
4.654191000
5.528968045
6.676900116
8.243549415
10.499906266
h D 0:025
2.000000000
2.232643327
2.774353431
3.726688030
5.254228886
7.612189662
11.188480365
16.567110808
24.623259496
36.665456874
54.647962328
Exact
2.000000000
2.232642918
2.774352565
3.726686582
5.254226636
7.612186259
11.188475269
16.567103199
24.623248150
36.665439956
54.647937102
h D 0:0125
2.000000000
2.270158083
2.587150789
2.963263689
3.415384445
3.967391015
4.654197983
5.528980049
6.676921569
8.243590428
10.499993820
h D 0:1
h D 0:05
h D 0:025
1.000000000 1.000000000 1.000000000
0.923730622 0.923730677 0.923730681
0.854443253 0.854443324 0.854443328
0.791581155 0.791581218 0.791581222
0.734680497 0.734680538 0.734680541
0.683288034 0.683288051 0.683288052
0.636937046 0.636937040 0.636937040
0.595153053 0.595153029 0.595153028
0.557469558 0.557469522 0.557469520
0.523443129 0.523443084 0.523443081
0.492663789 0.492663738 0.492663736
Approximate Solutions
Exact
2.000000000
2.270158103
2.587150838
2.963263785
3.415384615
3.967391304
4.654198473
5.528980892
6.676923077
8.243593315
10.500000000
h D 0:1
0.000000000
-0.000000608
-0.000000819
-0.000000753
-0.000000523
-0.000000224
0.000000079
0.000000351
0.000000578
0.000000760
0.000000902
h D 0:05
0.0000000000
-0.0000000389
-0.0000000529
-0.0000000495
-0.0000000359
-0.0000000178
0.0000000006
0.0000000171
0.0000000309
0.0000000421
0.0000000508
Residuals
h D 0:025
0.00000000000
-0.00000000245
-0.00000000335
-0.00000000316
-0.00000000233
-0.00000000122
-0.00000000009
0.00000000093
0.00000000179
0.00000000248
0.00000000302
3.3.12.
3.3.14.
x
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
3.3.16.
x
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
h D 0:1
0.000000000
-0.099663901
-0.197315322
-0.291035700
-0.379167790
-0.460450005
-0.534084875
-0.599736802
-0.657472724
-0.707669346
-0.750911103
h D 0:05
0.000000000
-0.099663994
-0.197315504
-0.291035983
-0.379168194
-0.460450552
-0.534085579
-0.599737663
-0.657473726
-0.707670460
-0.750912294
h D 0:025
0.000000000
-0.099664000
-0.197315516
-0.291036001
-0.379168220
-0.460450587
-0.534085623
-0.599737717
-0.657473788
-0.707670529
-0.750912367
Exact"
0.000000000
-0.099664000
-0.197315517
-0.291036003
-0.379168221
-0.460450590
-0.534085626
-0.599737720
-0.657473792
-0.707670533
-0.750912371
RungeKutta method
h D 0:1
h D 0:05
h D 0:025
Exact"
2.000000000
2.000000000
2.000000000
2.000000000
2.464113907
2.464119185
2.464119544
2.464119569
3.029389360
3.029402271
3.029403150
3.029403212
3.718384519
3.718408199
3.718409812
3.718409925
4.558632516
4.558671116
4.558673746
4.558673929
5.583745479
5.583804456
5.583808474
5.583808754
6.834762639
6.834849135
6.834855028
6.834855438
8.361796619
8.361919939
8.361928340
8.361928926
10.226043942 10.226216159 10.226227891 10.226228709
12.502240429 12.502477158 12.502493285 12.502494409
15.281660036 15.281981407 15.282003300 15.282004826
RungeKutta semilinear method
h D 0:1
h D 0:05
h D 0:025
Exact"
2.000000000
2.000000000
2.000000000
2.000000000
2.464119623
2.464119573
2.464119570
2.464119569
3.029403325
3.029403219
3.029403212
3.029403212
3.718410105
3.718409936
3.718409925
3.718409925
4.558674188
4.558673945
4.558673930
4.558673929
5.583809105
5.583808776
5.583808755
5.583808754
6.834855899
6.834855467
6.834855440
6.834855438
8.361929516
8.361928963
8.361928928
8.361928926
10.226229456 10.226228756 10.226228712 10.226228709
12.502495345 12.502494468 12.502494413 12.502494409
15.282005990 15.282004899 15.282004831 15.282004826
x
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
x
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
h D 0:2
2.000000000
1.801636785
1.650102633
1.526935904
1.422074302
1.329664970
1.246155357
1.169334355
1.097812074
1.030719113
0.967523147
RungeKutta method
h D 0:1
h D 0:05
2.000000000 2.000000000
1.801636775 1.801636774
1.650102617 1.650102616
1.526935886 1.526935885
1.422074284 1.422074283
1.329664954 1.329664953
1.246155345 1.246155344
1.169334347 1.169334346
1.097812070 1.097812069
1.030719114 1.030719114
0.967523152 0.967523153
Exact"
2.000000000
1.801636774
1.650102616
1.526935885
1.422074283
1.329664953
1.246155344
1.169334346
1.097812069
1.030719114
0.967523153
35
x
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
3.3.18.
x
0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
1.8
2.0
3.3.20.
Exact"
2.000000000
1.801636774
1.650102616
1.526935885
1.422074283
1.329664953
1.246155344
1.169334346
1.097812069
1.030719114
0.967523153
RungeKutta method
h D 0:2
h D 0:1
h D 0:05
Exact"
1.000000000 1.000000000 1.000000000 1.000000000
1.171515610 1.171515156 1.171515152 1.171515153
1.263365845 1.263370556 1.263370869 1.263370891
1.271238957 1.271250529 1.271251232 1.271251278
1.218885528 1.218900353 1.218901230 1.218901287
1.135346772 1.135361174 1.135362016 1.135362070
1.042049558 1.042061864 1.042062579 1.042062625
0.951181964 0.951191920 0.951192495 0.951192532
0.868372923 0.868380842 0.868381298 0.868381328
0.795511927 0.795518241 0.795518603 0.795518627
0.732633229 0.732638318 0.732638609 0.732638628
RungeKutta semilinear method
h D 0:2
h D 0:1
h D 0:05
Exact"
1.000000000 1.000000000 1.000000000 1.000000000
1.171517316 1.171515284 1.171515161 1.171515153
1.263374485 1.263371110 1.263370904 1.263370891
1.271254636 1.271251485 1.271251291 1.271251278
1.218903802 1.218901442 1.218901297 1.218901287
1.135363869 1.135362181 1.135362077 1.135362070
1.042063952 1.042062706 1.042062630 1.042062625
0.951193560 0.951192595 0.951192536 0.951192532
0.868382157 0.868381378 0.868381331 0.868381328
0.795519315 0.795518669 0.795518629 0.795518627
0.732639212 0.732638663 0.732638630 0.732638628
x
0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
1.8
2.0
x
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
h D 0:1
1.000000000
0.746430962
0.561761987
0.423746057
0.319489811
0.240486460
0.180646105
0.135412569
0.101308709
0.075663769
0.056426886
RungeKutta method
h D 0:05
h D 0:025
1.000000000 1.000000000
0.746418992 0.746418376
0.561743921 0.561742975
0.423725371 0.423724274
0.319468612 0.319467478
0.240466046 0.240464947
0.180627244 0.180626225
0.135395665 0.135394749
0.101293911 0.101293107
0.075651059 0.075650367
0.056416137 0.056415552
Exact"
1.000000000
0.746418339
0.561742917
0.423724207
0.319467408
0.240464879
0.180626161
0.135394692
0.101293057
0.075650324
0.056415515
x
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
3.3.22.
x
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
3.3.24.
x
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
h D 0:1
1.000000000
1.008912398
1.031740789
1.063781819
1.101630085
1.142915917
1.186047678
1.229991054
1.274095992
1.317969153
1.361384082
RungeKutta method
h D 0:05
h D 0:025
1.000000000 1.000000000
1.008900636 1.008900025
1.031724368 1.031723520
1.063765150 1.063764295
1.101615517 1.101614774
1.142904393 1.142903811
1.186039295 1.186038876
1.229985469 1.229985194
1.274092692 1.274092535
1.317967605 1.317967537
1.361383812 1.361383809
h D :1
0.142854841
0.053340745
-0.046154629
-0.153363206
-0.266397049
-0.383721107
-0.504109696
-0.626598326
-0.750437351
-0.875050587
-1.000000000
Exact"
1.000000000
0.746418339
0.561742917
0.423724207
0.319467408
0.240464879
0.180626161
0.135394692
0.101293057
0.075650324
0.056415515
h D :05
0.142857001
0.053341989
-0.046153895
-0.153362764
-0.266396779
-0.383720941
-0.504109596
-0.626598268
-0.750437320
-0.875050574
-1.000000000
Exact"
1.000000000
1.008899988
1.031723469
1.063764243
1.101614730
1.142903776
1.186038851
1.229985178
1.274092525
1.317967533
1.361383810
Exact"
1.000000000
1.008899988
1.031723469
1.063764243
1.101614730
1.142903776
1.186038851
1.229985178
1.274092525
1.317967533
1.361383810
h D :025
0.142857134
0.053342066
-0.046153849
-0.153362736
-0.266396762
-0.383720931
-0.504109589
-0.626598264
-0.750437318
-0.875050573
-1.000000000
Exact
0.142857143
0.053342071
-0.046153846
-0.153362734
-0.266396761
-0.383720930
-0.504109589
-0.626598264
-0.750437318
-0.875050573
-1.000000000
37
3.3.26.
h D :1
-8.954103230
-5.059648314
-2.516755942
-0.752508672
0.530528482
1.500000000
2.256519743
2.863543039
3.362731379
3.782361948
4.142171279
h D :05
-8.954063245
-5.059633293
-2.516749850
-0.752506238
0.530529270
1.500000000
2.256519352
2.863542454
3.362730700
3.782361231
4.142170553
h D :025
-8.954060698
-5.059632341
-2.516749465
-0.752506084
0.530529319
1.500000000
2.256519328
2.863542417
3.362730658
3.782361186
4.142170508
Exact
-8.954060528
-5.059632277
-2.516749439
-0.752506074
0.530529323
1.500000000
2.256519326
2.863542415
3.362730655
3.782361183
4.142170505
3.3.28. (a) Let xi D a C ih, i D 0; 1; : : : ; n. If y is the solution of the initial value problem
Rb
y 0 D f .x/, y.a/ D 0, then y.b/ D a f .x/ dx. The Runge-Kutta method yields yi C1 D yi C
h
.f .a C ih/ C 4f .a C .2i C 1/h=2/ C f .a C .i C 1/h//, i D 0; 1; : : : ; n 1, where y0 D a and yn
6
Z
b
is an approximation to
yn D
n 1
X
i D0
.yi C1
yi / D
n 1
i D1
i D1
hX
2h X
h
.f .a/ C f .b// C
f .a C ih/ C
f .a C .2i
6
3
3
1/h=2/ :
(c) The local truncation error is a multiple of y .5/ .xQ i / D f .4/ .xQ i /, where xi < xQ i < xi C1 . Therefore,
the quadrature formula is exact if f is a polynomial of degree < 4.
Z b
(d) Let E.f / D
f .x/ dx yn . Note that E is linear. If f is a polynomial of degree 4, then
a
E.f / D
.b
a/4 /
a/4 where deg.f0 / 3 and K is constant. Since E.f0 / D 0 from (c) and
n 1
n
a/4 h h5 X 4 2h5 X
i
.i 1=2/4
5
6
3
3
i D1
i D1
5
5
5
4
4
3
n
n
n
n
n
2n
n3
7n
5 n
D h
C
C
5
6
15
6
9
90
15
9
360
5
4
nh
.b a/h
D
D
;
120
120
.b
a/5
.b
a/h4
; thus, the error is proportional to h4 .
120
CHAPTER 4
Applications of First Order Equations
t ln 2=2
; if Q.T / D
k t1
; Q2 D Q0 e
k t2
Q2
D e
Q1
.t ln 2/
k.t2 t1 /
Q0
Q0
, then
D
10
10
, it follows that p1 D
; ln
Q1
Q2
D k.t2
t1 /;
4.1.8. Q0 D :06Q; Q.0/ D Q0 ; Q D Q0 e :06t . We must find such that Q./ D 2Q0 ; that is,
ln 2
50 ln 2
Q0 e :06 D 2Q0 , so :06 D ln 2 and D
D
yr.
:06
3
4.1.10. (a) If T is the time to triple the value, then Q.T / D Q0 e :05T D 3Q0 , so e :05T D 3. Therefore,
:05T D ln 3 and T D 20 ln 3.
(b) If Q.10/ D 100000, then Q0 e :5 D 100000, so Q0 D 100000e :5
Q2
Q0
1
1
t
1 1
; Q.0/ D 50;
D
;
D
C c; Q.0/ D 50 ) c D
;
D
2
Q2
2 Q
2
50 Q
t
1
1 C 25t
50
1
C
D
; QD
. Now Q.T / D 25 ) 1 C 25T D 2 ) 25T D 1 ) T D
years.
2 50
50
1 C 25t
25
4.1.12. Q0 D
ln 2
3Q0
4.1.14. Since D 1500, k D
; hence Q D Q0 e .t ln 2/=1500 . If Q.t1 / D
, then e .t1 ln 2/=1500 D
1500
4
ln 43
3
ln 2
3
4
4
; t1
D ln
D ln
; t1 D 1500
. Finally, Q.2000/ D Q0 e 3 ln 2 D 2 4=3 Q0 .
4
1500
4
3
ln 2
39
V
4.1.18. (A) V 0 D 750 C
; V .0/ D 25000. Rewrite the differential equation in (A) as (B) V 0
20
V
D 750. Since V1 D e t =20 is a solution of the complementary equation, the solutions of (B) are
20
given by V D ue t =20, where u0 e t =20 D 750. Therefore, u0 D 750e t =20; u D 15000e t =20 C c;
V D 15000 C ce t =20; V .0/ D 25000 ) c D 10000. Therefore, V D 15000 C 10000e t =20.
p p2
1
p0
1 1
1
1 0
1
1
1 0
0
D
p.p 4/;
D
;
p D
;
p D
4.1.20. p D
8
p.p 4/
8 4 p 4 p
8 p 4 p
2 8
1 p 4
t
p 4
24 p 4
24 t =2
;
D
C k;
D ce t =2; p.0/ D 100 ) c D
;
D
e
; p 4D
2
p
2
25
p
25
p
24
24 t =2
4
100
pe t =2; p 1
e
D 4; p D
D
.
24
t
=2
25
25
24 24e t =2
1 25 e
4.1.22. (a)P 0 D rP
12M .
12M
12M r t
(b) P D ue ; u e D 12M ; u0 D 12Me r t ; u D
e
C c; P D
C ce r t ; P .0/ D
r
r
12M
12M
P0 ) c D P0
;P D
.1 e r t / C P0 e r t .
r
r
rP0
(c) Since P .N / D 0, the answer to (b) implies that M D
12.1 e rN /
rt
0 rt
4.1.24. The researchers salary is the solution of the initial value problem S 0 D aS; S.0/ D S0 .
Therefore, S D S0 e at . If P D P .t/ is the value of the trust fund, then P 0 D S0 e at C rP , or
P 0 rP D S0 e at . Therefore, (A) P D ue r t , where u0 e r t D S0 e at , so (B) u0 D S0 e .a r /t . If
S0 at
S0 .a r /t
a r , then (B) implies that u D
e
C c, so (A) implies that P D
e C ce r t . Now
r a
r
a
S0 at
S0
S0
; therefore P D
e C P0
e r t . We must choose
P .0/ D P0 ) c D P0
r a
r
a
r
a
S0 aT
S0
P0 so that P .T / D 0; that is, P D
e C P0
e rT D 0. Solving this for P0 yields
r a
r a
S0 .1 e .a r /T /
P0 D
. If a D r , then (B) becomes u0 D S0 , so u D S0 t C c and (A) implies that
r a
P D . S0 t C c/e r t . Now P .0/ D P0 ) c D P0 ; therefore P D . S0 t C P0 /e r t . To make P .T / D 0
we must take P0 D S0 T .
4.1.26. Q0 D
at
1 C btQ2
4.2.4. Let T be the thermometer reading. Since T0 D 212 and TM D 70, T D 70 C 142e k t . Now
55
1 142
T .2/ D 125 ) 125 D 70 C 142e 2k , so e 2k D
and k D ln
. Therefore, (A) T D
142
2
55
t
2
ln
142
55
2 ln
142
55
55
D 70 C 142
142
2
41
91:30F.
1
142
142
(b) Let be the time when T ./ D 72, so 72 D 70 C 142e 2 ln 55 , or e 2 ln 55 D
. Therefore,
71
ln 71
D 2 142 8:99 min.
ln 55
(c) Since (A) implies that T > 70 for all t > 0, the thermometer will never read 69 F.
4.2.6. Since TM D 20, T D 20 C .T0 20/e k t . Now T0 5 D 20 C .T0 20/e 4k and T0 7 D
T0 25
T0 27
T0 27
T0 25 2
D e 4k and
D e 8k , so
D
,
20 C .T0 20/e 8k . Therefore,
T0 20
T0 20
T0 20
T0 20
which implies that .T0 20/.T0 27/ D .T0 25/2 , or T02 47T0 C 540 D T02 50T0 C 625; hence
3T0 D 85 and T0 D .85=3/ C .
3
3
Q; Q.0/ D 0. Rewrite the differential equation as (A) Q0 C
Q D 3. Since
40
40
Q1 D e 3t =40 is a solution of the complementary equation, the solutions of (A) are given by Q D
ue 3t =40 where u0 e 3t =40 D 3. Therefore,u0 D 3e 3t =40, u D 40e 3t =40 C c, and Q D 40 C ce 3t =40.
Now Q.0/ D 0 ) c D 40, so Q D 40.1 e 3t =40/.
4.2.8. Q0 D 3
3
Q
Q
3
; Q.0/ D 10. Rewrite the differential equation as (A) Q0 C
D . Since
2
20
20
2
Q1 D e t =20 is a solution of the complementary equation, the solutions of (A) are given by Q D ue t =20
3
3
where u0 e t =20 D . Therefore,u0 D e t =20, u D 30e t =20 C c, and Q D 30 C ce t =20. Now
2
2
Q
Q.0/ D 10 ) c D 20, so Q D 30 20e t =20 and K D
D :3 :2e t =20.
100
4.2.10. Q0 D
Q
Q
, or (A) Q0 C
D 10. Since Q1 D e t =5 is a solution of the complementary
5
5
equation, the solutions of (A) are given by Q D ue t =5 where u0 e t =5 D 10. Therefore,u0 D 10e t =5,
u D 50e t =10 C c, and Q D 50 C ce t =5. Since limt !1 Q.t/ D 50, the mininum capacity is 50 gallons.
4.2.12. Q0 D 10
4.2.14. Since there are 2t C 600 gallons of mixture in the tank at time t and mixture is being drained
2
at 4 gallons/min, Q0 D 3
Q; Q.0/ D 40. Rewrite the differential equation as (A) Q0 C
t C 300
2
1
Q D 3. Since Q1 D
is a solution of the complementary equation, the solutions
t C 300
.t C 300/2
u
u0
where
D 3. Therefore, u0 D 3.t C 300/2 , u D
of (A) are given by Q D
.t C 300/2
.t C 300/2
c
.t C 300/3 C c, and Q D t C 300 C
. Now Q.0/ D 40 ) c D 234 105, so Q D
.t C 300/2
234 105
t C 300
; 0 t 300.
.t C 300/2
4.2.16. (a) S 0 D km .S Tm /; S.0/ D 0, so (A) S D Tm C .S0 Tm /e km t . T 0 D k.T S / D
k T Tm .S0 Tm /e km t , from (A). Therefore,T 0 CkT D kTm Ck.S0 Tm /e km t ; T D ue k t ;
k
(B) u0 D kTm e k t C k.S0 Tm /e .k km /t ; u D Tm e k t C
.S0 Tm /e .k km /t C c; T .0/ D T0 )
k km
k
k
k
c D T0 Tm
.S0 Tm /; u D Tm e k t C
.S0 Tm /e .k km /t CT0 Tm
.S0 Tm /;
k km
k km
k km
V a=b
1
D at C k; (A) V a=b D ce at ; (B) V D a
ln
. Since V .0/ D V0 , (A)
V
V
b 1 ce at
V0 a=b
a
V0
)c D
. Substituting this into (B) yields V D
so limt !1 V .t/ D
V0
b V0 .V0 a=b/ e at
a=b
T D Tm C .T0
Tm /e
kt
r
QnC1 D r cn .t/; n D
W
r t =w
0
r t =W
0; 1; : : : , where c0.t/ c. Therefore,QnC1 D unC1 e
; (A) unC1 D r e
cn .t/. In particular,
r t =W
r t =W
r t =W
with n D 0, u1 D cW .e 0
1/, so Q1 D cW .1 1
e
/ and c1 D c.1 e
/. We will shown
j
n 1
X
1 rt
A. This is true for n D 1; if it is true for a given n,
by induction that cn D c @1 e r t =W
j W
0
4.2.20. If Qn .t/ is the number of pounds of salt in Tn at time t, then QnC1
C
j D0
u0nC1
D cre
r t =W
@1
r t =W
1
n 1
X
1 rt j
A D c r e r t =W
j W
j D0
unC1 D cW .e r t =W
1/
n
X1
j D0
n 1
X
1 rt j
cr
;
j W
j D0
1
r j C1 j C1
t
:
.j C 1/ W j
Therefore,
cnC1
1
D
unC1 e
W
r t =W
D c @1
r t =W
1
n
X
1 rt j A
;
j W
j D0
4.2.22. Since the incoming solution contains 1/2 lb of salt per gallon and there are always 600 gallons in the tank, we
conclude
that limt !1 Q.t/ D 300. To verify this rigorously, note
Z t intuitively
1
that Q1 .t/ D exp
a./ d is a solution of the complementary equation, (A) Q1 .0/ D 1,
150 0
0
0
and (B) limt !1 Q1 .t/
Z t D 0 (since limt !1 a.t/ D 1). Therefore,Q D QZ1 u;t Q1 u D 2; u D
2
d
d
; u D Q0 C 2
(see (A)), and Q.t/ D Q0 Q1 .t/ C 2Q1 .t/
. From (B),
Q1
1 ./
0 QZ
0 Q1 ./
t
d
, a 0 1 indeterminate form. By LHospitals rule, lim Q.t/ D
lim Q.t/ D 2 lim Q1 .t/
t !1
t !1
t !1
Q
1 ./
0
Q10 .t/
1
Q1 .t/
2 lim
D 2 lim 0
D 300.
t !1 Q1 .t/
t !1 Q .t/
Q12 .t/
1
vspace*10pt
43
64000
D 2000, so 2000v 0 D 50000 2000v, or (A) v 0 Cv D 25. Since v1 D e t is a solution
32
of the complementary equation, the solutions of (A) are v D ue t where u0 e t D 25. Therefore,u0 D
25e t ; u D 25e t C c; v D 25 C ce t . Now v.0/ D 0 ) c D 25. Therefore,v D 25.1 e t / and
limt !1 v.t/ D 25 ft/s.
4.3.3. m D
4.3.4. 20v 0 D 10
1
1
1
v, or (A) v 0 C v D . Since v1 D e
2
20
2
t =40
1
e t =40
. Therefore,u0 D
; u D
2
2
t =40
t =40
t =40
20e
C c; v D 20 C ce
. Now v.0/ D 7 ) c D 27. Therefore,v D 20 27e
.
equation, the solutions of (A) are v D ue
t =40
where u0 e
t =40
3200
D 100 sl. The component of the gravitational force in the direction of motion is
32
v0
3200 cos.=3/ D 1600 lb. Therefore, 100v 0 D 1600Cv 2. Separating variables yields
D
.v 40/.v C 40/
v 40
1
1
4
1
D 4t Ck and v 40 D ce 4t =5. Now v.0/ D
, or
D . Therefore, ln
100
v 40 v C 40
5
v C 40
5
v C 40
4t =5
40.13 C 3e 4t =5/
13
v 40
13e
40.3 C 13e 4t =5/
64 ) c D
,
or
v
D
.
; therefore
D
, so v D
3
v C 40
3
3 13e 4t =5
13 3e 4t =5
mg k t =m
mg
4.3.8. From Example 4.3.1, (A) v D
C v0 C
e
. Integrating this yields (B) y D
k
k
m
mg
m
mg
mgt
v0 C
e k t =m C c. Now y.0/ D y0 ) c D y0 C
v0 C
. Substituting this
k
k
k
k
k
into (B) yields
mgt
m
mg k t =m
m
mg
y D
v0 C
e
C y0 C
v0 C
k
k
k
k
k
mg
mg k t =m
m
v0 gt C
v0 C
e
D y0 C
k
k
k
m
D y0 C .v0 v gt/
k
where the last equality follows from (A).
4.3.6. m D
256
1
D 8 sl. Since the resisting force is 1 lb when jvj D 4 ft/s, k D
. Therefore,
32
16
0
1 2
1 2
v
1
8v 0 D 256 C
v D
v
.64/2 . Separating variables yields
D
, or
16
16
.v
64/.v
C
64/
128
v 64
1
1
D t C k and v 64 D ce t . Now v.0/ D 0 ) c D
v 0 D 1. Therefore,ln
v 64 v C 64
v C 64
v C 64
v 64
64.1
et /
64.1 e t /
t
1; therefore
D e , so v D
, or v D
. Therefore, limt !1 v.t/ D
v C 64
1 C et
1Ce t
64.
4.3.10. m D
k
v0
kv 2 D mg.1 C
2 v 2/, where
D
. Therefore,(A)
D g.
mg
1 C
2v2
Z
Z
dv
1
du
1
1
D
D
tan 1 u D
tan 1 .
v/. ThereWith the substitution u D
v,
2
2
2
1C
v
1Cu
1
1
1
fore, tan 1 .
v/ D gt C c. Now v.0/ D v0 ) c D tan 1 .
v0 /, so tan 1 .
v/ D gt C
s
!
r
1
m
k
1
1
1
1
tan .
v0 /. Since v.T / D 0, it follows that T D
tan
v0 D
tan
v0
.
g
kg
mg
(b) Replacing qt by t
T and setting v0 D 0in the answer to the previous exercise yields v D
r
gk
mg 1 e 2 m .t T /
q
.
k
.t T /
2 gk
m
1Ce
4.3.12. (a) mv 0 D
mg
gR2
.
.ym C R/2
d 2y
for all t 0. Integrating this inequality from t D 0 to t D T > 0 yields v.T / v0
dt 2
v0
T , or v.T / v0 T , so v.T / < 0 for T >
. This implies that the vehicle must eventually fall
back to Earth, which contradicts the assumption that it continues to climb forever.
Then
y4
D c.
4
dv
C y 3 D 0, so the trajectories are
dy
dv
C y 2 D 0, so the trajectories
dy
2y 3
D c.
3
45
dv
C ye
dy
D 0, so the trajectories
.y C 1/ D c.
4.4.6. p.y/ D y 3
4y D .y C 2/y.y
y.y
2/.y C 2/
<0
>0
dv
C y 3 4y D 0, so the trajectories
dy
are 2v 2 C y 4 8y 2 D c. Setting .y; v/ D .0; 0/ yields c D 0, so the equation of the separatrix is
2v 2 y 4 C 8y 2 D 0.
0 is unstable and 2; 2 are stable. The phase plane equivalent is v
2/.y
y.y
2/.y
1/.y C 2/
>0
<0
dv
Cy.y 2/.y 1/.y C2/ D 0, so
dy
the trajectories are 30v 2 Cy 2 .12y 3 15y 2 80yC120/ D c. Setting .y; v/ D . 2; 0/ and .y; v/ D .1; 0/
yields c D 496 and c D 37 respectively, so the equations of the separatrices are 30v 2 Cy 2 .12y 3 15y 2
80y C 120/ D 496 and 30v 2 C y 2 .12y 3 15y 2 80y C 120/ D 37.
0; 2 are stable and 2; 1 are unstable. The phase plane equivalent is v
4.4.10. p.y/ D y 3 ay. If a 0, then p.0/ D 0, p.y/ > 0 if y > 0, and p.y/ < 0 if y < 0, so 0 is
stable. If a > 0, then
p
p
p
p
a/.y C a/ > 0 if
a < y < 0 or y > a;
y 3 ay D y.y
p
p
< 0 if y <
a or 0 < y < a;
p
p
so
a and a are stable and 0 is unstable. We say that a D 0 is a critical value because it separates
the two cases.
4.4.12. p.y/ D y ay 3 . If a 0, then p.0/ D 0, p.y/ > 0 if y > 0, and p.y/ < 0 if y < 0, so 0 is
stable. If a > 0, then
p
p
p
p
y ay 3 D ay.y 1= a/.y C 1= a/ > 0 if y < 1= a < y < 0 or 0 < y < 1= a
p
p
< 0 if 1= a < y < 0 or y > 1= a;
p
p
so
a and a are unstable and 0 is stable. We say that a D 0 is a critical value because it separates
the two cases.
4.4.24. (a) Since v 0 D p.y/ k and v.0/ D 0, v kt and therefore y y0 C kt 2 =2 for 0 t < T .
(b) Let 0 < < . Suppose that y is the solution of the initial value problem (A) y 00 C p.y/ D
0; y.0/ D y0 ; y 0 .0/ D 0, where y < y0 < y C . Now let Y D y y and P .Y / D p.Y C
y/. Then P .0/ D 0 and P .Y / < 0 if 0 < Y . Morover, Y is the solution of Y 00 C p.Y / D
yD
x 1=2
.
2
4.5.6. Rewriting y D x 3 C
y
x
x
1=2
y2
.
.xy 1/
y0
x
y x 3=2
C
,
x2
2
c
as xy D x 4 C c and differentiating yields xy 0 C y D 4x 3.
x
y0
, so y 0 D
y
e xy
. Substituting
y
ex
y0
y
D
C c and differentiating yields
2
2
1Cx
1Cx
1 C x2
2xe x
, so .1 C x 2 /y 0
.1 C x 2/2
2xy D .1
x/2 e x .
4.5.10. If (A) y D f C cg, then (B) y 0 D f 0 C cg0 . Mutiplying (A) by g0 and (B) by g yields (C)
yg0 D fg0 Ccgg0 and (D) y 0 g D f 0 gCcg0 g, and subtracting (C) from (D) yields y 0 g yg0 D f 0 g fg0 .
4.5.12. Let .x0 ; y0/ be the center and r be the radius of a circle in the family. Since . 1; 0/ and .1; 0/ are
on the circle, .x0 C 1/2 C y02 D .x0 1/2 C y02 , which implies that x0 D 0. Therefore,the equation of
the circle is (A) x 2 C .y y0 /2 D r 2. Since .1; 0/ is on the circle, r 2 D 1 C y02 . Substituting this into
x2 C y2 1
(A) shows that the equation of the circle is x 2 C y 2 2yy0 D 1, so 2y0 D
. Differentiating
y
0
0 2
2
0 2
2
y.2x C 2yy / y .x C y
1/ D 0, so y .y
x C 1/ C 2xy D 0.
4.5.14. From Example 4.5.6 the equation of the line tangent to the parabola at .x0 ; x02/ is (A) y D
x02 C 2x0 x.
(a) From (A), .x; y/ D .5; 9/ is on the tangent line through .x0 ; x02/ if and only if 9 D x02 C 10x0,
or x02 10x0 C 9 D .x0 1/.x0 9/ D 0. Letting x0 D 1 in (A) yields the line y D 1 C 2x, tangent
to the parabola at .x0 ; x02 / D .1; 1/. Letting x0 D 9 in (A) yields the line y D 81 C 18x, tangent to the
parabola at .x0 ; x02 / D .9; 81/.
(b) From (A), .x; y/ D .6; 11/ is on the tangent line through .x0 ; x02/ if and only if 11 D x02 C 12x0,
or x02 12x0 C 11 D .x0 1/.x0 11/ D 0. Letting x0 D 1 in (A) yields the line y D 1 C 2x, tangent
to the parabola at .x0 ; x02 / D .1; 1/. Letting x0 D 11 in (A) yields the line y D 121 C 22x, tangent to
the parabola at .x0 ; x02 / D .11; 21/.
(c) From (A), .x; y/ D . 6; 20/ is on the tangent line through .x0 ; x02 / if and only if 20 D x02 12x0,
or x02 C 12x0 C 20 D .x0 C 2/.x0 C 10/ D 0. Letting x0 D 2 in (A) yields the line y D 4 4x,
tangent to the parabola at .x0 ; x02/ D . 2; 4/. Letting x0 D 10 in (A) yields the line y D 100 20x,
tangent to the parabola at .x0 ; x02/ D . 10; 100/.
(d) From (A), .x; y/ D . 3; 5/ is on the tangent line through .x0 ; x02/ if and only if 5 D x02 6x0,
or x02 C 6x0 C 5 D .x0 C 1/.x0 C 5/ D 0. Letting x0 D 1 in (A) yields the line y D 1 2x, tangent
to the parabola at .x0 ; x02 / D . 1; 1/. Letting x0 D 5 in (A) yields the line y D 25 10x, tangent to
the parabola at .x0 ; x02 / D . 5; 25/.
47
4.5.15. (a) If .x0 ; y0 / is any point on the circle such that x0 1 (and therefore y0 0), then
x0
. Therefore,the equation of the tangent line is
differentiating (A) yields 2x0 C 2y0 y00 D 0, so y00 D
y0
x0
y D y0
.x x0 /. Since x02 C y02 D 1, this is equivalent to (B).
y0
1
1
x0
on the tangent line, we can rewrite (B) as y xy 0 D
. Hence (F)
D
(b) Since y 0 D
y0
y0
.y xy 0 /2
.y xy 0 /2 1
x02
0 2
y02 and (G) x02 D 1 y02 D
.
Since
.y
/
D
, (F) and (G) imply that .y 0 /2 D
.y xy 0 /2
y02
.y xy 0 /2 1, which implies (C).
(c) Using the quadratic formula to solve (C) for y 0 yields
p
xy x 2 C y 2 1
0
y D
.H/
x2 1
1 x0 x
1 x0 x 2
if .x; y/ is on a tangent line with slope y 0 . If y D
, then x 2 C y 2 1 D x 2 C
1D
y0
y0
2
x0
x0
x x0
(since x02 C y02 D 1). Since y 0 D
, this implies that (H) is equivalent to
D
y0
y0
y0
x x0
1
x.1 x0 x/ x x0
D
2
x 1
y0
y0
y0
x x0
x x0
. Therefore,we must choose D if
> 0, so (H) reduces to (D), or D C if
y0
y0
x x0
< 0, so (H) reduces to (E).
y0
x
(d) Differentiating (A) yields 2x C 2yy 0 D 0, so y 0 D
on either semicircle. Since (D) and (E)
y
xy
x
both reduce to y 0 D
D
(since x 2 C y 2 D 1) on both semicircles, the conclusion follows.
1 x2
y
p
25 49
0
(e) From (D) and (E) the slopes of tangent lines from (5,5) tangent to the circle are y D
D
24
3
1 C 3x=5
4
1 4x=5
3 4
; . Therefore, tangent lines are y D 5 C .x 5/ D
and y D 5 C .x 5/ D
,
4 3
4
4=5
3
3=5
which intersect the circle at . 3=5; 4=5/ .4=5; 3=5/, respectively. (See (B)).
4.5.16. (a) If .x0 ; y0 / is any point on the parabola such that x0 > 0 (and therefore y0 0), then
1
differentiating (A) yields 1 D 2y0 y00 , so y00 D
. Therefore,the equation of the tangent line is y D
2y0
1
y0 C
.x x0 /. Since x0 D y02 , this is equivalent to (B).
2y0
1
y0
(b) Since y 0 D
on the tangent line, we can rewrite (B) as
D y xy 0 . Substituting this into (B)
2y0
2
x
yields y D .y xy 0 / C
, which implies (C).
4.y xy 0 /
(c) Using the quadratic formula to solve (C) for y 0 yields
p
y y2 x
0
y D
.F/
2x
y0
x
1
x 2
0
2
if .x; y/ is on a tangent line with slope y . If y D
C
, then y
x D
y0
so (F)
2
2y0
4
y0
x
x
y0
1
y0
y0
is equivalent to
D
which holds if and only if we choose the " so that
2y
4x
0
x
x
D
y0
. Therefore,we must choose D C if x > y02 D x0, so (F) reduces to (D),
y0
y0
y0
or D if x < y02 D x0, so (F) reduces to (E).
1
(d) Differentiating (A) yields 1 D 2yy 0 , so y 0 D
on either half of the parabola. Since (D) and (E)
2y
both reduce to this if x D y 2 , the conclusion follows.
y0 C
4.5.18. The equation of the line tangent to the curve at .x0 ; y.x0 // is y D y.x0 / C y 0 .x0 /.x x0 /.
y 0 .x0 /x0
2y
y0
2
D 0. Since x0 is arbitrary, it follows that y 0 D
, so
D ,
Since y.x0 =2/ D 0, y.x0 /
2
x
y
x
ln jyj D 2 ln jxj C k, and y D cx 2 . Since .1; 2/ is on the curve, c D 2. Therefore,y D 2x 2 .
4.5.20. The equation of the line tangent to the curve at .x0 ; y.x0 // is y D y.x0 / C y 0 .x0 /.x x0 /.
Since .x1 ; y1 / is on the line, y.x0 / C y 0 .x0 /.x1 x0 / D y1 . Since x0 is arbitrary, it follows that
1
y0
y C y 0 .x1 x/ D y1 , so
D
, ln jy y1 j D ln jx x1 j C k, and y y1 D c.x x1/.
y y1
x x1
4.5.22. The equation of the line tangent to the curve at .x0 ; y.x0 // is y D y.x0 / C y 0 .x0 /.x
y.0/ D x0 , x0 D y.x0 / y 0 .x0 /x0 . Since x0 is arbitrary, it follows that x D y xy 0 , so (A) y 0
1
The solutions of (A) are of the form y D ux, where u0 x D 1, so u0 D
. Therefore,u D
x
and y D x ln jxj C cx.
x0 /. Since
y
D 1.
x
ln jxj C c
x x0
. Since y.0/ D
y 0 .x0 /
x0
y2
x2
c
2y.x0 /, y.x0 / C 0
D 2y.x0 /. Since x0 is arbitrary, it follows that y 0 y D x, so (A)
D
C
y .x0 /
2
2
2
p
and y 2 D x 2 C c. Now y.2/ D 1 $ c D 3. Therefore,y D x 2 3.
4.5.24. The equation of the line normal to the curve at .x0 ; y0 / is y D y.x0 /
x C 2y
2x C y
2x C y
is a differential equation for the
x C 2y
2Cu
2.u2 1/
orthogonal trajectories. Substituting y D ux in (A) yields u0 x C u D
, so u0 x D
and
1 C 2u
1 C 2u
1 C 2u
2
3
1
4
u0 D
, or
C
u0 D
. Therefore, 3 ln ju 1jCln juC1j D 4 ln jxjC
.u 1/.u C 1/
x
u 1
uC1
x
k
y
K, so .u 1/3 .u C 1/ D 4 . Substituting u D yields the orthogonal trajectories .y x/3 .y C x/ D k.
x
x
y.1 C 2x 2 /
2
2
4.5.28. Differentiating yields ye x .1C2x 2 /Cxe x y 0 D 0, so y 0 D
is a differential equation
x
x
for the given family. Therefore,(A) y 0 D
is a differential equation for the orthogonal
y.1 C 2x 2 /
x
y2
1
k
trajectories. From (A), yy 0 D
, so
D
ln.1 C 2x 2/ C , and the orthogonal trajectories
2
1 C 2x
2
4
2
1
2
2
are given by y D
ln.1 C 2x / C k.
2
1
x2
49
. Substituting this
2.y 1/
into (B) yields the differential equation y 0 D
for the given family of parabolas. Therefore,y 0 D
x
x
is a differential equation for the orthogonal trajectories. Separating variables yields 2.y
2.y 1/
x2
9
x2 9
C k. Now y. 1/ D 3 $ k D , so .y 1/2 D
C . Therefore,(D)
1/y 0 D x, so .y 1/2 D
2
2
2
2
r
9 x2
. This curve interesects the parabola (A) if and only if the equation (C) cx 2 D
y D 1C
2
r
9 x2
has a solution x 2 in .0; 9/. Therefore,c > 0 is a necessaary condition for intersection. We will
2
show that it is also sufficient. Squaring both sides of (C) and simplifying
yields 2c 2 x 4 Cx 2 9 D 0. Using
p
1 C 1 C 72c 2
the quadratic formula to solve this for x 2 yields x 2 D
. The condition x 2 < 9 holds if
4c 2
p
and only if 1C 1 C 72c 2 < 36c 4, which is equivalent to 1C72c 2 < .1C36c 2/2 D 1C72c 2 C1296c 4,
which holds for all c > 0.
4.5.32. The angles and 1 from the x-axis to the tangents to C and C1 satisfy tan D f .x0 ; y0 / and
f .x0 ; y0 / C tan
tan C tan
tan 1 D
D
D tan. C /. Therefore, assuming and 1 are both in
1 f .x0 ; y0 / tan
1 tan tan
0; 2 /, 1 D C .
4.5.34. Circles centered at the origin are given by x 2 C y 2 D r 2 . Differentiating yields 2x C 2yy 0 D 0,
.x=y/ C tan
x
so y 0 D
is a differential equation for the given family, and y 0 D
is a differential
y
1 C .x=y/ tan
1=u C tan
1 C u tan
equation for the desired family. Substituting y D ux yields u0 x C u D
D
.
1 C .1=u/ tan
u C tan
1 C u2 u C tan 0
1
1
Therefore,u0 x D
,
u D
and ln.1 C u2 / C tan tan 1 u D ln jxj C k.
u C tan 1 C u2
x
2
y
1
2
2
1 y
Substituting u D yields ln.x C y / C .tan / tan
D k.
x
2
x
CHAPTER 5
Linear Second Order Equations
.C/
and
y 00
D
D
so
y 00
2y 0 C 2y
D c1 e x . 2 sin x
Cc2 e x .2 cos x
2 cos x C 2 sin x/ D 0:
2 sin x
(c) We must choose c1 and c2 in (B) so that y.0/ D 3 and y 0 .0/ D 2. Setting x D 0 in (B) and (C)
shows that c1 D 3 and c1 C c2 D 2, so c2 D 5. Therefore, y D e x .3 cos x 5 sin x/.
(d) We must choose c1 and c2 in (B) so that y.0/ D k0 and y 0 .0/ D k1 . Setting x D 0 in (B) and (C)
shows that c1 D k0 and c1 C c2 D k1 , so c2 D k1 k0 . Therefore, y D e x .k0 cos x C .k1 k0 / sin x/.
5.1.4. (a) If y1 D
1
x
.x 2
, then y10 D
1
.x
1/2
and y100 D
2
.x
1/3
, so
2.x 2 1/
.x 1/3
2.x C 1/ 4x C 2.x
.x 1/2
4x
2
C
2
.x 1/
x 1
1/
D 0:
51
2
x 1
xC1
;
D 2
1
1
.x
1/2
.x 1/2
.x C 1/2
Z x
Z x
4x
4t
, so
p.t/ dt D
dt D ln.x 2
so W .0/ D 2. Since p.x/ D 2
2
x
1
t
1
0
0
2
2
2
implies that W .x/ D W .0/e ln.x 1/ D 2
,
consistent
with (D).
.x
1/2
W .x/ D
Rx
Rx
.D/
K
e
4
4x
2; P .x/ D
2x; y2 D uy1 D ue 3x ; u0 D
. Choose K D 4; then y2 D e
5.1.12. p.x/ D
2a; P .x/ D
4x 3x
De
Ke P.x/
Ke 2x
D
D Ke
2
e 6x
y1 .x/
ln x
4x
2ax; y2 D uy1 D ue ax ; u0 D
Choose K D 1; then y2 D xe ax .
Ke P.x/
Ke 2ax
D
D K; u D Kx.
e 2ax
y12 .x/
Ke P.x/
K
1
Kx
; P .x/ D ln x; y2 D uy1 D ux; u0 D
D 2 D ; u D K ln x.
x
x
x
y12 .x/
Choose K D 1; then y2 D x ln x.
5.1.14. p.x/ D
5.1.16. p.x/ D
uD
1
; P .x/ D
x
Ke 4x
. Choose K D 4; then y2 D e
4
4x
.x 1=2e 2x / D x 1=2e
2x
Ke P.x/
Kx
D
De
2
xe 4x
y1 .x/
4x
2
Ke P.x/
Kx 2
; P .x/ D 2 ln jxj; y2 D uy1 D ux cos x; u0 D
D
D
x
x 2 cos2 x
y12 .x/
K sec2 x; u D K tan x. Choose K D 1; then y2 D tan x.x cos x/ D x sin x.
5.1.18. p.x/ D
3x C 2
3
D 1
; P .x/ D x
3x 1
3x 1
x
P.x/
Ke
K.3x 1/e
u0 D
D
D K.3x 1/e 3x ; u D
2
e 4x
y1 .x/
y2 D xe 3x e 2x D xe x .
5.1.20. p.x/ D
1j; y2 D uy1 D ue 2x ;
ln j3x
Kxe
3x
. Choose K D
1; then
53
2.2x 2 1/
2
2
D 2
C ; P .x/ D 2x ln j2x C 1j C 2 ln jxj; y2 D
x.2x C 1/
2x C 1
x
u
Ke P.x/
K.2x C 1/e 2x 2
D
x D K.2x C 1/e 2x ; u D Kxe 2x . Choose K D 1; then
uy1 D ; u0 D
x
x2
y12 .x/
xe 2x
y2 D
D e 2x .
x
5.1.22. p.x/ D
5.1.24. Suppose that y 0 on .a; b/. Then y 0 0 and y 00 0 on .a; b/, so y is a solution of (A)
y 00 C p.x/y 0 C q.x/y D 0; y.x0 / D 0; y 0 .x0 / D 0 on .a; b/. Since Theorem 5.1.1 implies that (A) has
only one solution on .a; b/, the conclusion follows.
5.1.26. If f1 ; 2 g is a fundamental set of solutions of (A) on .a; b/, then every solution y of (A) on .a; b/
is a linear combination of f1 ; 2 g; that is, y D c1 1 C c2 2 D c1.y1 C y2 / C c2 .
y1 C y2 / D
.c1 C c2
/y1 C .c1 C c2 /y2 , which shows that every solution of (A) on .a; b/ can be written as a
linear combination of fy1 ; y2 g. Therefore,fy1 ; y2 g is a fundamental set of solutions of (A) on .a; b/.
5.1.28. The Wronskian of fy1 ; y2 g is
y1 y2
W D
y0 y0
1
2
00
y1
D 0
y
1
0
ky1
D k.y1 y10
ky 0
y10 y1 / D 0:
D y1 .x0 /
D y10 .x0 /:
1
1 y1 .x0 / y2 .x0 /
c1 D
0
D 1 and c2 D
0
y1 .x0 /
0
y .x0 /
1
y1 .x0 /
D 0:
y1 .x0 /
Therefore,y D y1 , which shows that y1 is a solution of (A). A similar argument shows that y2 is a
solution of (A).
0
y y1 y2 y 0 y1 y2
pD
1
W
y1
00
y
1
y2
y 00
2
and
y 00 y1
W y0
1
1
qD
W
0
y
1
00
y
1
y2
D 0;
y20
y20
:
y 00
2
D y.x0 /
D y 0 .x0 /:
Since Theorem 5.1.6 implies that y1 .x0 /y20 .x0 / y10 .x0 /y2 .x0 / 0, the argument preceding Theorem 5.1.4 implies that c1 and c2 are given uniquely by
c1 D
y2 .x0 /y 0 .x0 /
y1 .x0 /y 0 .x0 /
c
D
2
y10 .x0 /y2 .x0 /
y1 .x0 /y20 .x0 /
D 1
D 0
D 0
D 1:
and
sin !x0
cos !x0
, and b2 D
.
!
!
1
Therefore, y1 D cos !x0 cos !x C sin !x0 sin !x D cos !.x x0 / and y2 D . sin !x0 cos !x C
!
1
cos !x0 sin !x/ D sin !.x x0 /. The solution of the general initial value problem is y D k0 cos !.x
!
k1
x0 / C
sin !.x x0 /.
!
5.1.42. (a) If y1 D x 2 , then y10 D 2x and y100 D 2, so x 2y100 4xy10 C 6y1 D x 2 .2/ 4x.2x/ C 6x 2 D 0
for x in . 1; 1/. If y2 D x 3 , then y20 D 3x 2 and y200 D 6x, so x 2 y200 4xy20 C 6y2 D x 2 .6x/
4x.3x 2 / C 6x 3 D 0 for x in . 1; 1/. If x 0, then y2 .x/=y1 .x/ D x, which is nonconstant on
. 1; 0/ and .0; 1/, so Theorem 5.1.6 implies that fy1 ; y2 g is a fundamental set of solutions of (A) on
each of these intervals.
5.1.6 and (a) imply that y satisfies (A) on . 1; 0/ and on .0; 1/ if and only if y D
(b) Theorem
a1 x 2 C a2 x 3; x > 0;
Since y.0/ D 0 we can complete the proof that y is a solution of (A) on
b1 x 2 C b2 x 3; x < 0:
. 1; 1/ by showing that y 0 .0/ and y 00 .0/ both exist if and only if a1 D b1 . Since
y.x/ y.0/
a1 x C a2 x 2 ; if x > 0;
D
b1 x C b2 x 2 ; if x < 0;
x 0
y.x/ y.0/
2a1 x C 3a2 x 2 ; x 0;
0
0
it follows that y .0/ D lim
D 0. Therefore, y D
Since
2b1x C 3b2 x 2 ; x < 0:
x!0
x 0
0
0
0
0
y .x/ y .0/
y .x/ y .0/
2a1 C 3a2 x; if x > 0;
D
it follows that y 00 .0/ D lim
exists if and
2b
C
3b
x;
if
x
<
0;
x!0
x 0
x 0
1
2
55
4r C 5 D .r
5.2.4. p.r / D r 2
4r C 4 D .r
3x
3r
1 D .2r
1/.5r C 1/ D 10.r
x=5
C c2 e x=2 .
5.2.14. p.r / D 6r 2 r 1 D .2r 1/.3r C 1/ D 6.r 1=2/.r C 1=3/; y D c1e x=3 C c2 e x=2;
c1 x=3 c2 x=2
c1 c2
y0 D
e
C e ; y.0/ D 10 ) c1 C c2 D 10; y 0 .0/ D 0 )
C
D 0; c1 D 6; c2 D 4;
3
2
3
2
x=2
x=3
y D 4e
C 6e
.
3x
3x
;
.
e x=6
1/2 D 36.r 1=6/2 ; y D e x=6 .c1 C c2 x/; y 0 D
.c1 C
6
5
c
5
1
c2 x/ C c2 e x=6 ; y.0/ D 3 ) c1 D 3; y 0 .0/ D )
C c2 D ) c2 D 2; y D e x=6 .3 C 2x/.
2
6
2
12r C 1 D .6r
5.2.22. (a) From (A), ay 00 .x/ C by 0 .x/ C cy.x/ D 0 for all x. Replacing x by x x0 yields (C)
ay 00 .x x0 / C by 0 .x x0 / C cy.x x0 / D 0. If .x/ D y.x x0 /, then the chain rule implies that
0 .x/ D y 0 .x x0 / and 00 .x/ D y 00 .x x0 /, so (C) is equivalent to a00 C b0 C c D 0.
(b) If fy1 ; y2 g is a fundamental set of solutions of (A) then Theorem 5.1.6 implies that y2 =y1 is
2 .x/
y2 .x x0 /
nonconstant. Therefore,
D
is also nonconstant, so Theorem 5.1.6 implies that f1 ; 2 g
1 .x/
y1 .x x0 /
is a fundamental set of solutions of (A).
(c) Let p.r / D ar 2 C br C c be the characteristic polynomial of (A). Then:
If p.r / D 0 has distinct real roots r1 and r2 , then the general solution of (A) is
y D c1 e r1.x
x0 /
C c2 e r2.x
x0 /
x0 /
.c1 C c2 .x
x0 //:
7 D .r
6r
x0 / C c2 sin !.x
x0 //:
7/.r C 1/;
y
y0
1
y.2/ D
) c1 C c2 D
3
1 .x 2/ 2 7.x 2/
e
e
.
3
3
x0 /
D c1 e .x 2/ C c2 e 7.x 2/ I
D
c1 e .x 2/ C 7c2e 7.x 2/ I
1
; y 0 .2/ D
3
5 )
c1 C 7c2 D
5; c1 D
D e
D
.x 2/=3
1
e
3
.c1 C c2 .x
.x 2/=3
2// I
.c1 C c2 .x
2// C c2 e
.x 2/=3
1
; c2 D
3
2
; y D
3
14
)
3
c1
C c2 D
3
14
) c2 D
3
4; y D e
p
p
D c1cos 3 x
C c2 sin 3 x
I
3
3
p
p
p
p
3c1sin 3 x
C 3c2 cos 3 x
D
3
y D 2 cos
p
3 x
p
1
p sin 3 x
3
3
.2
4.x
2//.
I
3
1
p ;
3
y.=3/ D 2 ) c1 D 2; y 0 .=3/ D 1 ) c2 D
.x 2/=3
57
:
3
D
D
c1 e r1.x
r1c1 e r1.x
x0 /
C e r2.x
x0 /
C r2 e r2 .x
x0 /
x0 /:
k1 r1 k0
. Substituting c1 and c2 into the above equations for y and y yields
r2 r1
y
D
D
r2 k0 k1 r1.x x0 / k1 r1 k0 r2 .x x0 /
e
C
e
r2 r1
r2 r1
k0 r1.x x0 /
k1 r2.x
r2 e
r1 e r2.x x0 / C
e
r2 r1
r2 r1
x0 /
e r1.x
x0 /
r2 k0 k1
r2 r1
x0 /
x0 / C c2 sin !.x
x0 //
(A)
and
y0
k1 k0
Now y1 .x0 / D k0 ) c1 D k0 and y10 .x0 / D k1 ) c1 C !c2 D k1 , so c2 D
. Substituting
!
c1 and c2 into (A) yields
k1 k0
y D e .x x0 / k0 cos !.x x0 / C
sin !.x x0 / :
!
5.2.34. (b)
e i1 e i2
D
D
D
D
(d) The real and imaginary parts of 1 D e .Ci !/x are u1 D e x cos !x and v1 D e x sin !x, which
are both solutions of ay 00 C by 0 C cy D 0, by Theorem 5.2.1(c). Similarly, the real and imaginary parts
of 2 D e . i !/x are u2 D e x cos. !x/ D e x cos !x and v1 D e x sin. !x/ D e x sin !x, which
are both solutions of ay 00 C by 0 C cy D 0, by Theorem 5.2.1,(c).
5.3 NONHOMOGENEOUS LINEAR EQUATIONS
5.3.2. The characteristic polynomial of the complementary equation is p.r / D r 2 4r C5 D .r 2/2 C1,
so fe 2x cos x; e 2x sin xg is a fundamental set of solutions for the complementary equation. Let yp D
A C Bx; then yp00 4yp0 C 5yp D 4B C 5.A C Bx/ D 1 C 5x. Therefore,5B D 5; 4B C 5A D 1, so
B D 1, A D 1. Therefore,yp D 1 C x is a particular solution and y D 1 C x C e 2x .c1 cos x C c2 sin x/
is the general solution.
5.3.4. The characteristic polynomial of the complementary equation is p.r / D r 2 4r C 4 D .r 2/2 , so
fe 2x ; xe 2x g is a fundamental set of solutions for the complementary equation. Let yp D A C Bx C Cx 2 ;
then yp00 4yp0 C 4yp D 2C 4.B C 2Cx/ C 4.A C Bx C Cx 2 / D .2C 4B C 4A/ C . 8C C 4B/x C
4Cx 2 D 2 C 8x 4x 2. Therefore,4C D 4; 8C C 4B D 8; 2C 4B C 4A D 2, so C D 1,
B D 0, and A D 1. Therefore,yp D 1 x 2 is a particular solution and y D 1 x 2 C e 2x .c1 C c2 x/ is
the general solution.
5.3.6. The characteristic polynomial of the complementary equation is p.r / D r 2 C 6r C 10 D .r C
3/2 C 1, so fe 3x cos x; e 3x sin xg is a fundamental set of solutions for the complementary equation.
Let yp D A C Bx; then yp00 C 6yp0 C 10yp D 6B C 10.A C Bx/ D 22 C 20x. Therefore,10B D
20; 6B C 10A D 22, so B D 2, A D 1. Therefore,yp D 1 C 2x is a particular solution and (A)
y D 1 C 2x C e 3x.c1 cos x C c2 sin x/ is the general solution. Now y.0/ D 2 ) 2 D 1 C c1 ) c1 D 1.
Differentiating (A) yields y 0 D 2 3e 3x .c1 cos x C c2 sin x/ C e 3x . c1 sin x C c2 cos x/, so y 0 .0/ D
2 ) 2 D 2 3c1 C c2 ) c2 D 1. y D 1 C 2x C e 3x .cos x sin x/ is the solution of the initial
value problem.
A
2
1
8
3A
6
2
2 00
0
5.3.8. If yp D , then x yp C 7xyp C 8yp D A x
C 7x
C
D
D
if
3
2
x
x
x
x
x
x
2
A D 2. Therefore,yp D is a particular solution.
x
5.3.10. If yp D Ax 3 , then x 2 yp00
Therefore,yp D
1
x.3x 2 / C x 3 D 4Ax 3 D 2x 3 if A D .
2
xyp0 C yp D A x 2 .6x/
x3
is a particular solution.
2
5.3.12. If yp D Ax
1=3
, then
x 2 yp00
xyp0
C yp D A x
2x
9
5=3
10A 1=3
x
D 10x 1=3 if A D 9. Therefore,yp D 9x 1=3 is a particular solution.
9
Cx
2=3
Cx
1=3
59
A
3
3
2 12
2 00
0
,
then
x
y
C
3xy
3y
D
A
x
C
3x
C
D 0. Therefore,yp
p
p
p
x3
x5
x4
x3
is not a solution of the given equation for any choice of A.
5.3.14. If yp D
5.3.16. The characteristic polynomial of the complementary equation is p.r / D r 2 C5r 6 D .r C6/.r
1/, so fe 6x ; e x g is a fundamental set of solutions for the complementary equation. Let yp D Ae 3x ; then
1
e 3x
yp00 C 5yp0 6yp D p.3/Ae 3x D 18Ae 3x D 6e 3x if A D . Therefore,yp D
is a particular solution
3
3
e 3x
C c1 e 6x C c2 e x is the general solution.
and y D
3
5.3.18. The characteristic polynomial of the complementary equation is p.r / D r 2 C8r C7 D .r C1/.r C
7/, so fe 7x ; e x g is a fundamental set of solutions for the complementary equation. Let yp D Ae 2x ;
then yp00 C 8yp0 C 7yp D p. 2/Ae 2x D 5Ae 2x D 10e 2x if A D 2. Therefore,yp D 2e 2x is
a particular solution and (A) y D 2e 2x C c1 e 7x C c2 e x is the general solution. Differentiating (A)
yields y 0 D 4e 2x 7c1 e 7x c2 e x . Now y.0/ D 2 ) 2 D 2 C c1 C c2 and y 0 .0/ D 10 )
10 D 4 7c1 c2 . Therefore,c1 D 1 and c2 D 1, so y D 2e 2x e 7x C e x is the solution of the
initial value problem.
5.3.20. The characteristic polynomial of the complementary equation is p.r / D r 2 C 2r C 10 D .r C
1/2 C 9, so fe x cos 3x; e x sin 3xg is a fundamental set of solutions for the complementary equation.
4
45 x=2
If yp D Ae x=2 , then yp00 C 2yp0 C 10yp D p.1=2/Ae x=2 D
Ae
D e x=2 if A D
. Therefore,
4
45
4 x=2
4 x=2
yp D
e
is a particular solution and y D
e Ce x .c1 cos 3x Cc2 sin 3x/ is the general solution.
45
45
5.3.22. The characteristic polynomial of the complementary equation is p.r / D r 2 7r C 12 D .r
4/.r 3/. If yp D Ae 4x , then yp00 7yp0 C 12yp D p.4/Ae 4x D 0 e 4x D 0, so yp00 7yp0 C 12yp 5e 4x
for any choice of A.
5.3.24. The characteristic polynomial of the complementary equation is p.r / D r 2 8r C 16 D .r 4/2 ,
so fe 4x ; xe 4x g is a fundamental set of solutions for the complementary equation. If yp D A cos x C
B sin x, then yp00 8yp0 C16yp D .A cos x CB sin x/ 8. A sin x CB cos x/C16.A cos x CB sin x/ D
.15A 8B/ cos x C .8A C 15B/ sin x, so 15A 8B D 23; 8A C 15B D 7, which implies that A D 1
and B D 1. Hence yp D cos x sin x and y D cos x sin x C e 4x .c1 C c2 x/ is the general solution.
2
2
5.3.26. Thepcharacteristic
p polynomial of the complementary equation is p.r / D r 2r C3 D .r 1/ C2,
x
x
so fe cos 2x; e sin 2xg is a fundamental set of solutions for the complementary equation. If yp D
A cos 3x C B sin 3x, then yp00 2yp0 C 3yp D 9.A cos 3x C B sin 3x/ 6. A sin 3x C B cos 3x/ C
3.A cos 3x C B sin 3x/ D .6A C 6B/ cos 3x C .6A 6B/ sin 3x, so 6A 6B D 6; 6A 6B D 6,
which implies
p that A Dp1 and B D 0. Hence yp D cos 3x is a particular solution and y D cos 3x C
e x .c1 cos 2x C c2 sin 2x/ is the general solution.
1
!02
!2
61
2y 0 C y D e x .u00 C 2u0 C u/
2.u0 C u/ C u D e x .1 6x/,
so
1
u00 D 1 6x Integrating twice and taking the constants of integration to be zero yields up D x 2
x .
2
1
Therefore, yp D x 2 e x
x .
2
2u0
u
u
5.4.14. If y D ue x=3 , then 9y 00 C 6y 0 C y D e x=3 9 u00
C
C 6 u0
Cu D
3
9
3
1
x=3
2
2
00
2
00
e
.2 4x C 4x /, so 9u D 2 4x C 4x , or u D .2 4x C 4x /. Integrating twice
9
x2
and taking the constants of integration to be zero yields up D
.3 2x C x 2 /. Therefore, yp D
27
x 2 e x=3
.3 2x C x 2 /.
27
5.4.16. If y D ue x , then y 00 6y 0 C 8y D e x .u00 C 2u0 C u/ 6.u0 C u/ C 8u D e x .11 6x/, so
u00 4u0 C 3u D 11 6x and up D A C Bx, where 4B C 3.A C Bx/ D 11 6x. Therefore,3B D 6,
3A 4B D 11, so B D 2, A D 1 and up D 1 2x. Therefore,yp D e x .1 2x/. The characteristic
polynomial of the complementary equation is p.r / D r 2 6r C 8 D .r 2/.r 4/, so fe 2x ; e 4x g is a
fundamental set of solutions of the complementary equation. Therefore, y D e x .1 2x/C c1 e 2x C c2 e 4x
is the general solution of the nonhomogeneous equation.
5.4.18. If y D ue x , then y 00 C 2y 0 3y D e x .u00 C 2u0 C u/ C 2.u0 C u/ 3u D 16xe x , so
u00 C 4u0 D 16x and up D Ax C Bx 2 , where 2B C 4.A C 2Bx/ D 16x. Therefore,8B D 16,
4AC 2B D 0, so B D 2, A D 1, and up D x.1 2x/. Therefore,yp D xe x .1 2x/. The characteristic
polynomial of the complementary equation is p.r / D r 2 C 2r 3 D .r C 3/.r 1/, so fe x ; e 3x g is a
fundamental set of solutions of the complementary equation. Therefore, y D xe x .1 2x/Cc1e x Cc2e 3x
is the general solution of the nonhomogeneous equation.
5.4.20. If y D ue 2x , then y 00 4y 0 5y D e 2x .u00 C 4u0 C 4u/ 4.u0 C 2u/ 5u D 9e 2x .1 C x/, so
u00 9u D 9 C 9x and up D A C Bx, where 9.A C Bx/ D 9 C 9x. Therefore, 9B D 9, 9A D 9,
so B D 1, A D 1, and up D 1 x. Therefore,yp D e 2x .1 C x/. The characteristic polynomial
of the complementary equation is p.r / D r 2 4r 5 D .r 5/.r C 1/, so fe x ; e 5x g is a fundamental
D g3
D g2
D g1
D g0 :
p./D
p./C C 3p 0 ./D
p./B C 2p 0 ./C C 6aD
p./A C p 0 ./B C 2aC
63
.C/
Since e x is not a solution of the complementary equation, p./ 0. Therefore,the triangular system
(C) can be solved successively for D, C , B and A.
(c) Since e x is a solution of the complementary equation while xe x is not, p./ D 0 and p 0 ./ 0.
Therefore, (B) reduces to (D) au00 C p 0 ./u D G.x/. Substituting up D Ax C Bx 2 C Cx 3 C Dx 4 into
(D) yields
a.2B C 6Cx C 12Dx 2/ C p 0 ./.A C 2Bx C 3Cx 2 C 4Dx 3 /
D .p 0 ./A C 2aB/ C .2p 0 ./B C 6aC /x C .3p 0 ./C C 12aD/x 2
C4p 0 ./Dx 3 D g0 C g1 x C g2 x 2 C g3 x 3
if
4p 0 ./D
3p ./C C 12aD
2p 0 ./B C 6aC
p 0 ./A C 2aB
0
D g3
D g2
D g1
D g0 :
5.4.34. If yp D e 3x .A C Bx C Cx 2 /, then
yp00
3yp0 C 2yp
D
D
if 2C D 1; 2B C 6C D 2; 2A C 3B C 2C D
yp D
e 3x
.1 C 2x
4
5.4.36. If yp D e
x=2
1. Therefore,C D
1
,B D
2
1
,A D
2
2x 2 /.
.Ax 2 C Bx 3 C Cx 4 /, then
4yp00 C 4yp0 C yp
D e
x=2
8A
.8A
24B/x C .A
12B C 48C /x 2
Ce x=2 .B 16C /x 3 C Cx 4
Ce x=28Ax .2A 12B/x 2 .2B 16C /x 3 2Cx 4
Ce x=2 .Ax 2 C Bx 3 C Cx 4 /
D e x=2 .8A C 24Bx C 48Cx 2 / D e x=2. 8 C 48x C 144x 2/
1
, and
4
3
j
. 1/ k
k.k 1/ .k j C 1/
Ak j D . 1/j
D j C1
; 1 j k. By introducing the index
j
C1
.k j /
k
. 1/k k X . x/r
. 1/k r k
r D k j we can rewrite this as Ar D k r C1 ; 0 r k. Therefore, up D
r
r
kC1
k
and y D
. 1/ ke
kC1
r D0
k
X
. x/r
C c.
r
r D0
D .2
6x/ cos x
9 sin x
9. Therefore,A1 D 0,
2y
D e 2x .u00 C 4u0 C 4u/ C 3.u0 C 2u/
D e 2x .u00 C 7u0 C 8u/ D
2u
5.5.6. Let y D ue
u0
2y
D e
D e
D e
2x
2x
2x
e 2x
.cos 2x
2
sin 2x/:
00
.u
.u00 u0 4u/
.4 C 20x/ cos 3x C .26
2u/
2u
32x/ sin 3x
up
u0p
u00p
u00p
1
,
2
. Then
y 00 C 3y 0
if u00
65
D .6B1
u0p
4up
13A1
3A1
3B1
13B1
9A0
9A1 x/ cos 3x
20
and
32
13A0
3A0
3B0
13B0
A1 C 6B1
6A1
B1
D
4
D 26:
From the first two equations, A1 D 2, B1 D 2. Substituting these in the last two equations yields
13A0 3B0 D 10, 3A0 13B0 D 16. Solving this pair yields A0 D 1, B0 D 1. Therefore,
up D .1
2x/.cos 3x
2x
.1
2x/.cos 3x
sin 3x/:
5.5.8. Let
yp
yp0
yp00
yp00 C yp
D . 4 C 8x/ cos x C .8
A0 /x
2A0
B1 x 2 sin x
4A1 x/ sin x
4x/ sin x
. Then
y 00 C 2y 0 C 2y
D e
D e
u/ C 2u
6 sin x/
D .2B
Ax/ cos x
u00p C up D 2B cos x
2A sin x D 8 cos x
6 sin x
.3 cos x C
5.5.12. Let
yp
yp0
D
D
yp00
yp00 C 2yp0 C yp
D 2 A1 C A2 C B0 C B1 C .2A2 C B1 C 2B2/x C B2 x 2 cos x
C2 B1 C B2 A0 A1 C .2B2 A1 2A2 /x A2 x 2 sin x
D 8x 2 cos x
(i)
2B2
2A2
4x sin x if
D 8
; (ii)
D 0
(iii)
D
D
D
D
0
;
4
0
:
0
From (i), A2 D 0, B2 D 4. Substituting these into (ii) and solving for A1 and B1 yields A1 D 10,
B1 D 8. Substituting the known coefficients into (iii) and solving for A0 and B0 yields A0 D 14,
B0 D 2. Therefore,yp D .14 10x/ cos x .2 C 8x 4x 2/ sin x.
5.5.14. Let
yp
yp0
yp00
D .1
4x 2 / cos 2x
.2A2
4A1
6B2 /x 2 cos 2x
.2B2 C 6A2 /x 2 sin 2x
.1 C 7x C 2x 2 / sin 2x if
(i)
D
D
4
; (ii)
2
(iii)
D
D
D
D
67
1
;
7
1
:
1
1
1
. Substituting these into (ii) and solving for A1 and B1 yields A1 D 0,
From (i), A2 D , B2 D
2
2
B1 D 0. Substituting the known coefficients into (iii) and solving for A0 and B0 yields A0 D 0, B0 D 0.
x2
.cos 2x sin 2x/.
Therefore, yp D
2
5.5.16. Let y D ue x . Then
y 00
if u00 D .3 C 4x
up
u0p
u00p
2y 0 C y
D e x .u00 C 2u0 C u/ 2.u0 C u/ C u D e x u00
D
e x .3 C 4x x 2 / cos x C .3 4x x 2 / sin x
x 2 / cos x
.3
4x
.3 C 4x
A2
B2
(i)
x 2/ cos x
D
D
(iii)
1
; (ii)
1
.3
4x
x 2 / sin x if
A1 C 4B2
B1 4A2
A0 C 2B1 C 2A2
B0 2A1 C 2B2
D
D
D
D
4
;
4
3
:
3
From (i), A2 D 1, B2 D 1. Substituting these into (ii) and solving for A1 and B1 yields A1 D 0,
B1 D 0. Substituting the known coefficients into (iii) and solving for A0 and B0 yields A0 D 1, B0 D 1.
Therefore,up D .1 x 2 /.cos x C sin x/ and yp D e x .1 x 2 /.cos x C sin x/.
5.5.18. Let y D ue
. Then
y 00 C 2y 0 C y
if u00 D .5
2x/ cos x
up
u0p
u00p
D e
D e
.u00 2u0 C u/ C 2.u0 u/ C u
x 00
u D e x .5 2x/ cos x .3 C 3x/ sin x
D
D
D
yp
yp0
yp00
yp00 C yp
2A1 C 2B0 C .6A2 C 4B1 /x C 6B2 x 2 cos x
C 2B1 2A0 C .6B2 4A1 /x 6A2 x 2 sin x
D
6B2
6A2
(i)
D
D
0
; (ii)
6
4B1 C 6A2
4A1 C 6B2
D 2
; (iii)
D 0
2B0 C 2A1
2A0 C 2B1
D 2
:
D 4
From (i), A2 D 1, B2 D 0. Substituting these into (ii) and solving for A1 and B1 yields A1 D 0,
B1 D 2. Substituting the known coefficients into (iii) and solving for A0 and B0 yields A0 D 0, B0 D 2.
Therefore,yp D x 3 cos x C .x C 2x 2 / sin x.
5.5.22. Let y D ue x . Then
y 00
if u00
7y 0 C 6y
D e x .u00 C 2u0 C u/ 7.u0 C u/ C 6u
D e x .u00 5u0 / D e x .17 cos x 7 sin x/
5u0p
.A cos x C B sin x/
D . A
5B/ cos x
.B
5. A sin x C B cos x/
D e x .u00 C 2u0 C u/ C 6.u0 C u/ C 10u
D e x .u00 C 8u0 C 17u/ D 40e x sin x
69
3y 0 C 2y
D e 3x .u00 C 6u0 C 9u/
D
D
D
3.u0 C 3u/ C 2u
D
D
0
and
10
D
D
21
:
11
From the first two equations A1 D 3, B1 D 1. Substituting these in last two equations yields and
solving for A0 and B0 yields A0 D 2, B0 D 4. Therefore, up D .2 C 3x/ cos x C .4 x/ sin x and
yp D e 3x .2 C 3x/ cos x C .4 x/ sin x. The characteristic polynomial of the complementary equation
is p.r / D r 2 3r C2 D .r 1/.r 2/, so fe x ; e 2x g is a fundamental set of solutions of the complementary
equation, and (A) y D e 3x .2 C 3x/ cos x C .4 x/ sin x C c1 e x C c2 e 2x is the general solution of the
nonhomogeneous equation. Differentiating (A) yields
y0
D
D
D
u00p C up
A0 /x
2A0
B1x 2 sin x
4A1 x/ sin x
D 4x cos x
if u00
2yp0 3 C 2yp3
D 2C
D .2A
4C /x C 2Cx 2 D 1 C x 2
1
x2
, B D 1, A D 1, and yp3 D 1 C x C .
2
2
x
2
e
x
.4 C 5x/ C 1 C x C
.
D xe x .cos x C x sin x/ C
25
2
if 2A 2B C 2C D 1, 2B 4C D 0, 2C D 1. Therefore,C D
Now yp D yp1 C yp2 C yp3
5.5.32. We must find particular solutions yp1 and yp2 of (A) y 00 4y 0 C4y D 6e 2x and (B) y 00 4y 0 C4y D
25 sin x, respectively. To find a particular solution of (A), let y D ue 2x . Then
y 00 4y 0 C 4y D e 2x .u00 C 4u0 C 4u/ 4.u0 C 2u/ C 4u
D e 2x u00 D 6e 2x
if u00 D 6. Integrating twice and taking the constants of integration to be zero yields up D 3x 2 , so
yp1 D 3x 2e 2x . To find a particular solution of (B), let yp2 D A cos x C B sin x. Then
yp002
4yp0 2 C 4yp2
71
D 2 cos 2x C 3 sin 2x
1
3
1
3
, B D , and yp1 D
cos 2x C sin 2x. To find a
8 x
4
8
4
particular solution of (B) we write yp2 D Ae . Then yp002 C 4yp0 2 C 4yp2 D A.1 4 C 4/e x D
3
1
Ae x D e x if A D 1. Therefore,yp2 D e x . Now yp D yp1 C yp2 D
cos 2x C sin 2x C e x .
8
4
The characteristic polynomial of the complementary equation is p.r / D r 2 C 4r C 4 D .r 2/2 ,
so fe 2x ; xe 2x g is a fundamental set of solutions of the complementary equation. Therefore,(C) y D
3
1
cos 2x C sin 2x C e x C e 2x .c1 C c2 x/ is the general solution of the nonhomogeneous equation.
8
4
13
3
3
Now y.0/ D 1 ) 1 D
C 1 C c1 , so c1 D
. Differentiating (C) yields y 0 D sin 2x C
8
8
4
1
1
3
x
2x
2x
0
cos 2x e
2e .c1 C c2x/C c2 e
, so y .0/ D 2 ) 2 D
1 2c1 C c2. Therefore,c2 D
,
2
2
4
1
13 2x 3
3
and y D
cos 2x C sin 2x C e x
e
xe 2x .
8
4
8
4
if 8B D 2,
8A D 3. Therefore,A D
5.5.36. (a), (b), and (c) require only routine manipulations. (d) The coefficients of sin !x in yp0 , yp00 ,
ayp00 Cbyp0 Ccyp , and yp00 C! 2 yp can be obtained by replacing A by B and B by A in the corresponding
coefficients of cos !x.
5.5.38. Let y D ue x . Then
ay 00 C by 0 C cy
D e x a.u00 C 2u0 C 2 u/ C b.u0 C u/ C cu
D e x au00 C .2a C b/u0 C .a2 C b C c/u
D e x au00 C p 0 ./u0 C p./u
D e x .P .x/ cos !x C Q.x/ sin !x/ if
(A) au00 C p 0 ./u0 C p./uP .x/ cos !x C Q.x/ sin !x, where p.r / D ar C br C c is that characteristic
polynomial of the complementary equation (B) ay 00 C by 0 C cy D 0. If e x cos !x and e x sin !x are
not solutions of (B), then cos !x and sin !x are not solutions of the complementary equation for (A).
Then Theorem 5.5.1 implies that (A) has a particular solution
up D .A0 C A1 x C C Ak x k / cos !x C .B0 C B1 x C C Bk x k / sin !x;
and yp D up e x is a particular solution of the stated form for the given equation. If e x cos !x and
e x sin !x are solutions of (B), then cos !x and sin !x are solutions of the complementary equation for
(i)
D
D
yp
yp0
D 1
; (ii)
D 0
B2
A2
B1 C 2A2
A1 C 2B2
D 0
; (iii)
D 0
B0 C A1
A0 C B1
D
D
0
:
0
up
u0p
u00p C up
A0 C A1 C B0 C .A1 C 2A2 C B1 /x C .A2 C B2 /x 2 cos x
C B0 C B1 A0 C .B1 C 2B2 A1 /x C .B2 A2 /x 2 sin x
D x 2 cos x if
(i)
A2 C B2
A2 C B2
D 1
; (ii)
D 0
(iii)
A1 C B1 C 2A2
A1 C B1 C 2B2
A0 C B0 C A1
A0 C B0 C B1
D 0
;
D 0
D 0
:
D 0
1
1
, B2 D . Substituting these into (ii) and solving for A1 and B1 yields A1 D 0,
2
2
1
1
B1 D 1. Substituting these into (iii) and solving for A0 and B0 yields A0 D
, B0 D . Therefore,
2
2
1
ex
up D
.1 x 2 / cos x .1 x/2 sin x and y D
.1 x 2 / cos x .1 x/2 sin x .
2
2
R
(c) Let y D xe x sin 2x dx D ue x ; then y 0 D .u0 u/e x D xe x sin 2x if u0 u D x sin 2x.
Now let
From (i), A2 D
up
u0p
u00p
up
2A0 /
(i)
2
From (i), A1 D
, B1 D
5
3
. Therefore,
B0 D
25
D 0
; (ii)
D 1
A0 C 2B0 C A1
2A0
B0 C B1
D 0
:
D 0
1
. Substituting these into (ii) and solving for A0 and B0 yields A0 D
5
1
.4 C 10x/ cos 2x
25
up D
.3
73
4
,
25
e x
.4 C 10x/ cos 2x .3 5x/ sin 2x C c:
25
R
(d) Let y D x 2 e x sin x dx D ue x ; then y 0 D .u0 u/e x D x 2 e x sin x if u0
Now let
yp D
up
u0p
u00p
up
u D x 2 sin x.
A0 C A1 C B0 .A1 2A2 B1/x .A2 B2 /x 2 cos x
C B0 C B1 A0 .B1 2B2 C A1 /x .B2 C A2 /x 2 sin x
D x 2 sin x if
(i)
A2 C B2
A2 B2
D 0
; (ii)
D 1
(iii)
A1 C B1 C 2A2
A1 B1 C 2B2
A0 C B0 C A1
A0 B0 C B1
D 0
;
D 0
D 0
:
D 0
1
1
, B2 D
. Substituting these into (ii) and solving for A1 and B1 yields A1 D 1,
2
2
1
1
B1 D 0. Substituting these into (iii) and solving for A0 and B0 yields A0 D
, B0 D . Therefore,
2
2
From (i), A2 D
up D
yD
(e) Let y D
up
u0p
e
2
e
.1 C x/2 cos x
.1 C x/2 cos x
.1
.1
x 2 / sin x and
x 2 / sin x C c:
2
x 3 e x sin x dx D ue x ; then y 0 D .u0 C u/e x D x 3 e x sin x if u0 C u D x 3 sin x. Now let
D A0 C A1 C B0 C .A1 C 2A2 C B1 /x
C.A2 C 3A3 C B2 /x 2 C .A3 C B3 /x 3 cos x
C B0 C B1 A0 C .B1 C 2B2 A1 /x
C.B2 C 3B3 A2 /x 2 C .B3 A3 /x 3 sin x D x 3 sin x if
(i)
D 0
; (ii)
D 1
A1 C B1 C 2A2
A1 C B1 C 2B2
(iii)
A2 C B2 C 3A3
A2 C B2 C 3B3
D 0
; (iv)
D 0
D 0
;
D 0
A0 C B0 C A1
A0 C B0 C B1
D 0
:
D 0
1
1
3
, B3 D . Substituting these into (ii) and solving for A2 and B2 yields A2 D ,
2
2
2
3
3
, B1 D
. Substituting
B2 D 0. Substituting these into (iii) and solving for A1 and B1 yields A1 D
2
2
3
these into (iv) and solving for A0 and B0 yields A0 D 0, B0 D . Therefore,
2
From (i), A3 D
1
x.3
2
up D
3x C x 2 / cos x
.3
3x C x 3 / sin x and
ex
x.3 3x C x 2 / cos x .3 3x C x 3 / sin x C c:
2
R
(f) Let y D e x x cos x .1 C 3x/ sin x dx D ue x ; then y 0 D .u0 Cu/e x D e x x cos x
if u0 C u D x cos x .1 C 3x/ sin x. Now let
yD
D
D
up
u0p
u00p C up
(i)
.1 C 3x/ sin x
D A0 C A1 C B0 C .A1 C B1 /x cos x
C B0 C B1 A0 C .B1 A1 /x sin x
D x cos x .1 C 3x/ sin x if
A1 C B1
A1 C B1
D
D
1
; (ii)
3
A0 C B0 C A1
A0 C B0 C B1
D
D
0
:
1
From (i), A1 D 2, B1 D 1. Substituting these into (ii) and solving for A0 and B0 yields A0 D 1, B0 D
1. Therefore, up D .1 2x/ cos x C .1 C x/ sin x and y D e x .1 2x/ cos x C .1 C x/ sin xC
c.
R
(g) Let y D e x .1 C x 2/ cos x C .1 x 2 / sin x dx D ue x ; then
y 0 D .u0 u/e x D e x .1 C x 2 / cos x C .1 x 2 / sin x
if u0
u D .1 C x 2 / cos x C .1
up
u0p
u00p
up
A0 C A1 C B0 .A1 2A2 B1/x .A2 B2 /x 2 cos x
C B0 C B1 A0 .B1 2B2 C A1 /x .B2 C A2 /x 2 sin x
D .1 C x 2 / cos x C .1
(i)
A2 C B2
A2 B2
D
D
x 2 / sin x if
1
; (ii)
1
A1 C B1 C 2A2
A1 B1 C 2B2
D 0
;
D 0
A0 C B0 C A1
A0 B0 C B1
75
D 1
:
D 1
From (i), A2 D 0, B2 D 1. Substituting these into (ii) and solving for A1 and B1 yields A1 D 1,
B1 D 1. Substituting these into (iii) and solving for A0 and B0 yields A0 D 0, B0 D 0. Therefore,up D
x cos x C x.1 C x/ sin x and y D e x x cos x C x.1 C x/ sin x C c.
5.6 REDUCTION OF ORDER
(N OTE: The term uy100 is indicated by " in some of the following solutions, where y100 is complicated.
Since this term always drops out of the differential equation for u, it is not necessary to include it.)
5.6.2. If y D ux, then y 0 D u0 x C u and y 00 D u00Zx C 2u0 , so x 2 y 00 C xy 0 y D x 3 u00 C 3x 2u0 D
3
4
3
1
4
if u0 D , where (A) 0 C D 5 . Since
dx D 3 ln jxj, 1 D 3 is a solution of the
x2
x
x
x
x
v
complementary equation for (A). Therefore,the solutions of (A) are of the form (B) D 3 , where
x
v0
4
4
4
4
C1
4
C1
0
0
D 5 , so v D 2 . Hence, v D
C C1 ; u D D
C 3 (see (B)); u D
C C2 ;
x3
x
x
x
x4
x
3x 3 2x 2
C1
4
c2
4
y D ux D
C C2 x, or y D
C c1 x C . As a byproduct, fx; 1=xg is a fundamental set
3x 2 2x
3x 2
x
of solutions of the complementary equation.
5.6.4. If y D ue 2x , then y 0 D .u0 C 2u/e 2x and y 00 D .u00 C 4u0 C 4u/e 2x , so y 00 3y 0 C 2y D
1
e 2x
0
0
.u00 C u0 /e 2x D
if
u
D
,
where
(A)
D
. Since 1 D e x is a solution of
1Ce x
1Ce x
the complementary equation for (A), the solutions of (A) are of the form (B) D ve x , where v 0 e x D
e 2x
e x
, so v 0 D
. Hence, v D ln.1 C e x / C C1 ; u0 D D e x ln.1 C e x / C C1 e x
x
1Ce
1Ce x
(see (B)); u D .1 C e x / ln.1 C e x / 1 e x C1 e x C C2 ; y D ue 2x D .e 2x C e x / ln.1 C e x /
.C1 C 1/e x C .C2 1/e 2x , or y D .e 2x C e x / ln.1 C e x / C c1 e 2x C c2e x . As a byproduct, fe 2x ; e x g
is a fundamental set of solutions of the complementary equation.
!
!
x 1=2 x
x 1=2 x
1=2
1=2
1=2 x
0
0 1=2 x
00
00 1=2 x
0
5.6.6. If y D ux e , then y D u x e Cu x
C
e and y D u x e C2u x
C
e C
2
2
so 4x 2 y 00 C .4x
, then y 0 D u0 xe
1/ and y 00 D u00 xe
2u0 e
1/ C ,
3x
e
so x 2 y 00 C 2x.x 1/y 0 C .x 2 2x C 2/y D x 3u00 D x 3 e 2x if u00 D e 3x . Therefore,u0 D
C C1 ;
3
3x
2x
2x
e
xe
xe
C C1 x C C2 , and y D uxe x D
C xe x .C1 x C C2 /, or y D
C xe x .c1 C c2 x/.
uD
9
9
9
As a byproduct, fxe x ; x 2 e x g is a fundamental set of solutions of the complementary equation.
ue
.x
.x
2x/y 00 C 2y 0 C
4 4x
.2x 3/y D e x .1 2x/u00 C .4 4x/u0 D .1 4x C 4x 2/e x if u0 D , where (A) 0 C
D
1 2x
Z
Z
4 4x
2
1 2x. Since
dx D
2C
dx D 2x ln j1 2xj, 1 D .1 2x/e 2x is
1 2x
1 2x
a solution of the complementary equation for (A). Therefore,the solutions of (A) are of the form (B)
e 2x
D v.1 2x/e 2x , where v 0 .1 2x/e 2x D .1 2x/, so v 0 D e 2x . Hence, v D
C C1 ;
2
1
.2x 1/2
u0 D D
C C1 e 2x .1 2x/ (see (B)); u D
C C1 xe 2x C C2 ; y D ue x D
2
8
.2x 1/2 e x
.2x 1/2 e x
C C1 xe x C C2 e x , or y D
C c1 e x C c2 xe x . As a byproduct, fe x ; xe x g
8
8
is a fundamental set of solutions of the complementary equation.
, so 2xy 00 C .4x C
1
3
1/y 0 C .2x C 1/y D e x .2xu00 C u0 / D 3x 1=2 e x if u0 D , where (A) 0 C
D x 1=2 . Since
2x
2
Z
1
1
dx D ln jxj, 1 D x 1=2 is a solution of the complementary equation for (A). Therefore,the
2x
2
3
3
solutions of (A) are of the form (B) D vx 1=2, where v 0 x 1=2 D x 1=2, so v 0 D . Hence,
2
2
3x
3 1=2
1=2
0
3=2
1=2
v D
C C1 ; u D D x
C C1 x
(see (B)); u D x
C 2C1 x
C C2 ; y D ue x D
2
2
e x .x 3=2 C 2C1 x 1=2 C C2 /, or y D e x .x 3=2 C c1 C c2x 1=2 / As a byproduct, is a fe x ; x 1=2e x g
fundamental set of solutions of the complementary equation.
5.6.14. If y D ue
, then y 0 D .u0
u/e
and y 00 D .u00
2u0 C u/e
u
u0
00
00 1=2
and
y
D
u
x
C
C so 4x 2 y 00
2x 1=2
x 1=2
4x.x C 1/y 0 C .2x C 3/y D 4x 5=2.u00 u0 / D 4x 5=2e 2x if u0 D , where (A) 0 D e 2x . Since
1 D e x is a solution of the complementary equation for (A), the solutions of (A) are of the form (B)
x
0
2x
D ve x , where v 0 e x D e 2x , so v 0 D e x . Hence,
C1 e x (see (B));
2x v D e C C1; u D D e C
2x
2x
e
e
e
uD
C C1 e x C C2 ; y D ux 1=2 D x 1=2
C C1 e x C C2 , or y D x 1=2
C c1 C c2 e x .
2
2
2
As a byproduct, fx 1=2; x 1=2e x g is a fundamental set of solutions of the complementary equation.
5.6.16. If y D ux 1=2, then y 0 D u0 x 1=2 C
77
u
u00 2u0
and y 00 D
C , so .2x C 1/xy 00 2.2x 2 1/y 0 4.x C
2
x
x
x2
u00
4x C 4
2
1/y D .2x C 1/u00 .4x C 4/u0 D 0 if 0 D
D 2C
; ln ju0 j D 2x C ln j2x C 1j C k;
u
2x C 1
2x C 1
u
C2
u0 D C1 .2x C 1/e 2x ; u D C1 xe 2x C C2 . Therefore,y D D C1 e 2x C
is the general solution, and
x
x
2x
f1=x; e g is a fundamental set of solutions.
5.6.28. If y D
u0
u
, then y 0 D
x
x
5.6.30. If y D ue 2x , then y 0 D .u0 C 2u/e 2x and y 00 D .u00 C 4u0 C 4u/e 2x , so xy 00 .4x C 1/y 0 C
1
C1 x 2
u00
C C2 .
.4x C 2/y D e 2x .xu00 u0 / D 0 if 0 D ; ln ju0 j D ln jxj C k; u0 D C1 x; u D
u x
2
2
C1 x
Therefore, y D ue 2x D e 2x
C C2 is the general solution, and fe 2x ; x 2 e 2x g is a fundamental
2
set of solutions.
5.6.32. If y D ue 2x , then y 0 D .u0 C 2u/e 2x and y 00 D .u00 C 4u0 C 4u/e 2x , so .3x 1/y 00
u00
9x 6
3
.3x C 2/y 0 .6x 8/y D e 2x .3x 1/u00 C .9x 6/u0 D 0 if 0 D
D 3C
.
u
3x 1
3x 1
0
0
3x
3x
Therefore,ln ju j D 3x C ln j3x 1j C k, so u D C1 .3x 1/e
, u D C1 xe
C C2 . Therefore,the
general solution is y D ue 2x D C1 xe x C C2 e 2x , or (A) y D c1 e 2x C c2 xe x . Now y.0/ D 2 )
c1 D 2. Differentiating (A) yields y 0 D 2c1e 2x C c2 .e x xe x /. Now y 0 .0/ D 3 ) 3 D 2c1 C c2, so
c2 D 1 and y D 2e 2x xe x .
5.6.34. If y D ux, then y 0 D u0 x Cu andZy 00 D u00 x C2u0 , so x 2 y 00 C2xy 0 2y D x 3 u00 C4x 2u0 D x 2 if
4
1
4
1
u0 D , where (A) 0 C D . Since
dx D 4 ln jxj, 1 D 4 is a solution of the complementary
x
x
x
x
v
v0
1
equation for (A). Therefore,the solutions of (A) are of the form (B) D 4 , where 4 D , so v 0 D x 3 .
x
x
x
x4
1 C1
x C1
Hence, v D
CC1; u0 D D C 4 (see (B)); u D
CC2 . Therefore,the general solution is
4
4 x
4 3x 3
2
2
x
C1
x
c2
x
c2
y D ux D
C C2 x, or (C) y D
C c1 x C 2 . Differentiating (C) yields y 0 D C c1 2 3 :
4 3x 2
4
x
2
x
5 0
3
; y .1/ D ) c1 C c2 D 1; c1
4
2
2c2 D 1, so c1 D 1, c2 D 0 and y D
x2
C x.
4
5.6.36. If y D uy1 , then y 0 D u0 y1 C uy10 and y 00 D u00 y1 C 2u0 y10 C uy100 , so y 00 C p1 .x/y 0 C p2 .x/y D
u00
y0
y1 u00 C .2y10 C p1 y1 /u0 D 0 if u is any function such that (B) 0 D 2 1 p1 . If ln ju0 .x/j D
u
y1
Z x
Z x
1
0
2 ln jy1 .x/j
p1 .t/ dt, then u satisfies (B); therefore, if (C) u .x/ D 2
exp
p1 .s/ ds ,
y1 .x/
x0
x0
Z t
Z x
1
exp
p1 .s/ds satisfies (C), y2 D uy1 is a solution
then u satisfies (B). Since u.x/ D
2
x0 y1 .t/
x0
y2
D u is nonconstant, Theorem 5.1.6 implies that fy1 ; y2 g is a fundamental set
of (A) on .a; b/. Since
y1
of solutions of (A) on .a; b/.
5.6.38. (a) The associated linear equation is (A) 00 C k 2 D 0, with characteristic polynomial p.r / D
r 2 C k 2 . The general solution of (A) is D c1 cos kx C c2 sin kx. Since 0 D kc1 sin kx C kc2 cos kx,
kc1 sin kx C kc2 cos kx
0
yD
D
.
c1 cos kx C c2 sin kx
(b) The associated linear equation is (A) 00 30 C 2 D 0, with characteristic polynomial p.r / D
2
r
3r C 2 D .r 1/.r 2/. The general solution of (A) is D c1 e x C c2 e 2x . Since 0 D c1 e x C c2e 2x ,
0
c1 C 2c2 e x
yD
D
.
c1 C c2 e x
(c) The associated linear equation is (A) 00 C50 6 D 0, with characteristic polynomial p.r / D r 2 C
5r 6 D .r C 6/.r 1/. The general solution of (A) is D c1 e 6x C c2e x . Since 0 D 6c1 e 6x C c2e x ,
0
6c1 C c2 e 7x
yD
D
.
c1 C c2 e 7x
(d) The associated linear equation is (A) 00 C 80 C 7 D 0, with characteristic polynomial p.r / D
2
r C 8r C 7 D .r C 7/.r C 1/. The general solution of (A) is D c1 e 7x C c2e x . Since 0 D
7c1 C c2 e 6x
0
7c1 e 7x 2c2e x , y D
D
.
c1 C c2 e 6x
(e) The associated linear equation is (A) 00 C 140 C 50 D 0, with characteristic polynomial p.r / D
r 2 C 14r C 50 D .r C 7/2 C 1. The general solution of (A) is D e 7x .c1 cos x C c2 sin x/. Since
0 D 7e 7x .c1 cos x C c2 sin x/ C e 7x . c1 sin x C c2 cos x/ D .7c1 c2 / cos x .c1 C 7c2 / sin x,
0
.7c1 c2 / cos x C .c1 C 7c2/ sin x
yD
D
.
c1 cos x C c2 sin x
1
1
(f) The given equation is equivalent to (A) y 0 C y 2
y
D 0. The associated linear equation is
6
6
1
1
1
1
1
1
(B) 00
0
D 0, with characteristic polynomial p.r / D r 2
r
D rC
r
.
6
6
6
6
3
2
c1 x=3
c2
0
The general solution of (B) is D c1 e x=3 C c2 e x=2. Since 0 D
e
C e x=2, y D
D
3
2
79
0
c1 C c2 .x C 6/
D
.
6.c1 C c2 x/
0
00
r 0 .x/
5.6.40. (a) Suppose that is a solution of (B) and let y D
. Then (D) C p.x/
yCq.x/ D
r
r
r .x/
2
1 0
r 0 0
00
r0
00
r0
00
D
ry 2
y, so
D y 0 C ry 2 C y. Therefore, (D)
0 and y 0 D
2
r
r
r
r
r
r
r
implies that y satisfies (A). Now suppose that y is a solution of (A) and let be any function such that
r0
r0
0 D ry. Then 00 D r 0 y C ry 0 C ry0 D 0 C .y 0 C ry 2 /r D 0 .p.x/y C q.x//r , so
r
r
r0 0
00
D 0
(B)
D sin 2x sec2 x:
(C)
Multiplying (B) by 2 sin 2x and (C) by cos 2x and adding the resulting equations yields 2u02 D tan 2x,
tan2 2x
1 sec2 2x
tan 2x
so u02 D
. Then (B) implies that u01 D u02 tan.2x/ D
D
. Therefore,u1 D
2
2
2
tan 2x
ln j cos 2xj
sin 2x ln j cos 2xj
x cos 2x
sin 2x
x
and u2 D
. Now (A) yields yp D
C
.
2
4
4
4
2
4
sin 2x ln j cos 2xj x cos 2x
C
.
Since sin 2x satisfies the complementary equation we redefine yp D
4
2
5.7.4. (A) yp D u1 e x cos x C u2 e x sin x;
u01 .e x
cos x
D 0
(B)
x
D 3e sec x:
(C)
Subtracting (B) from (C) and cancelling e x from the resulting equations yields
u01 cos x C u02 sin x
u01 sin x C u02 cos x
D 0
(D)
D 3 sec x:
(E)
Multiplying (D) by sin x and (E) by cos x and adding the results yields u02 D 3. From (D), u01 D
u02 tan x D 3 tan x. Therefore u1 D 3 ln j cos xj, u2 D 3x. Now (A) yields yp D 3e x .cos x ln j cos xjC
x sin x/.
5.7.6. (A) yp D u1 e x C u2 e
;
u01 e x C u02 e
D 0
u01 e x
2
e
2x
u02 e
(B)
4e x
:
1 C e 2x
(C)
4e x
2e 2x
0
,
so
u
D
. From (B), u02 D
1
1 C e 2x
1 e 2x
2e 2x
. Using the substitution v D e
1 e 2x
2x
e 2x u01 D
2x
/.
ex
;
x
ex
u01 e x C u02
D
x
x
e
ex
D
u01 e x C u02
x
x2
u02 e x
e 2x
D
, so u02 D
x2
x
e 2x
.
u1 D e x , u2 D xe x C e x . Now (A) yields yp D
x
5.7.10. (A) yp D u1 e
x2
C u2 xe
2xu01 e
x2
x2
(B)
e 2x
:
x
(C)
u02
D e x . Therefore
x
u01 e
x2
C u02 .e
x2
C u02 xe
2x 2 e
x2
x2
D 0
D 4e
(B)
x.xC2/
(C)
Multiplying (B) by 2x and adding the result to (C) yields u02 e x D 4e x.xC2/ , so u02 D 4e 2x . From
(B), u01 D u02 x D 4xe 2x . Therefore u1 D .2x C 1/e 2x , u2 D 2e 2x . Now (A) yields yp D
e x.xC2/ .
5.7.12. (A) yp D u1 x C u2 x 3;
u01 x C u02 x 3
u01 C 3u02 x 2
(B)
4
2x sin x
D 2x 2 sin x
x2
(C):
1
and subtracting the result from (C) yields 2x 2 u02 D 2x 2 sin x, so u02 D sin x. From
x
(B), u01 D u02 x 2 D x 2 sin x. Therefore u1 D .x 2 2/ cos x 2x sin x, u2 D cos x. Now (A) yields
yp D 2x 2 sin x 2x cos x.
p
p
5.7.14. (A) yp D u1 cos x C u2 sin x;
p
p
u01 cos x C u02 sin x D 0
(B)
p
p
p
x
cos
x
sin
x
sin
u01 p C u02 p
D
(C):
4x
2 x
2 x
p
p
sin x
u0
Multiplying (B) by p
and (C) by cos x and adding the resulting equations yields p2 D
2 x
2 x
p
p
p
p
2p
p
sin x cos x
sin
x
cos
x
sin
x
, so u02 D
p
. From (B), u01 D u02 tan x D
p . Therefore,
4x p
2 x
2p x p
p
p
p
2p
sin x cos x
x
sin
x
sin x
x cos x
u1 D
, u2 D
. Now (A) yields yp D
. Since
2
2
2
2
p
p2
p
x cos x
sin x satisfies the complementary equation we redefine yp D
.
2
Multiplying (B) by
81
5.7.16. (A) yp D u1 x a C u2 x a ln x;
u01 x a C u02 x a ln x
au01 x a
C u02 .ax a
ln x C x a
D 0
x
D xa
x2
(B)
aC1
(C):
a
and subtracting the result from (C) yields u02 x a 1 D x a 1, so u02 D 1. From (B),
x
ln x. Therefore, u1 D x ln x, u2 D x. Now (A) yields yp D x aC1.
Multiplying (B) by
u01 D u02 ln x D
2
5.7.18. yp D u1 e x C u2 e
x2
;
2
u01 e x C u02 e
2u01 xe
x2
2u02 xe
x2
x2
0
(B)
8x 5
D 8x 4 :
x
(B)
Multiplying (B) by 2x and adding the result to (C) yields 4u01xe x D 8x 4 , so u01 D 2x 3 e x . From (B),
2
2
2
2
u02 D u01 e 2x D 2x 3e x . Therefore u1 D e x .x 2 C 1/, u2 D e x .x 2 1/. Now (A) yields
2
yp D 2x .
p
p
5.7.20. (A) yp D u1 xe 2x C u2 xe 2x ;
p
p
(B)
u01 xe 2x C u02 xe 2x D 0
5=2
p
p
p
1
1
8x
u01 e 2x 2 x C p
u02 e 2x 2 x
p
D
(C):
D2 x
4x 2
2 x
2 x
1
Multiplying (B) by
, subtracting the result from (C), and cancelling common factors from the resulting
2x
equations yields
u01 e 2x C u02 e
u01 e 2x u02 e
Adding (D) to (E) yields 2u01 e 2x D 1, so u01 D
u1 D
2x
, u2 D
2x
e 2x
. Now (A) yields yp D
4
5.7.22. (A)yp D u1 xe x C u2 xe
u01 .x C 1/e x
u02 .x
1/e
2x
2p
x
.
2
u01 e 4x D
e 2x
. Therefore,
2
0
(B)
4
3x
D 3x 2
x2
(C):
1
, subtracting the resulting equation from (C), and cancelling common factors yields
x
u01 e x C u02 e
u01 e x u02 e
(D)
(E)
;
u01 xe x C u02 xe
Multiplying (B) by
D 0
D 1:
2x
3e x .x C 1/
, u2 D
2
3e x .x
2
1/
x
x
3xe
2
D 0
D 3x:
(D)
(E)
u01 e 2x D
3xe x
. Therefore
2
u1
C u2 x 3 ;
x
u01
C u02 x 3
x
u01
C 3u02 x 2
x2
D 0
D
(B)
x 3=2
Dx
x2
1=2
(C)
1
x 5=2
and adding the result to (C) yields 4u02x 2 D x 1=2 , so u02 D
. From (B),
x
4
x 3=2
x 5=2
x 3=2
4x 3=2
. Therefore u1 D
, u2 D
. Now (A) yields yp D
.
4
10
6
15
Multiplying (B) by
u01 D u02 x 4 D
5.7.26. (A) yp D u1 x 2 e x C u2 x 3 e x ;
u01 x 2 e x C u02 x 3 e x
0
(B)
2xe x
2e x
D
:
x2
x
(C)
Subtracting (B) from (C) and cancelling common factors in the resulting equations yields
u01 C u02 x
2u01 x C 3u02 x 2
D 0
2
D
:
x
(D)
(E)
2
2
Multiplying (D) by 2x and subtracting the result from (E) yields x 2u02 D , so u02 D 3 . From (D),
x
x
2
1
2
u01 D u02 x D
. Therefore u1 D , u2 D
. Now (A) yields yp D xe x .
2
x
x
x2
5.7.28. (A) yp D u1 x C u2 e x ;
u01 x C u02 e x
u01 C u02 e x
D 0
(B)
2.x 1/2 e x
D 2.x
D
x 1
1/e x :
(C)
Subtracting (B) from (C) yields u01 .1 x/ D 2.x 1/e x , so u01 D 2e x . From (B), u02 D
Therefore, u1 D 2e x , u2 D x 2 . Now (A) yields yp D xe x .x 2/.
5.7.30. (A) yp D u1 e 2x C u2 xe
D 2x.
u01 e 2x C u02 xe
2u01 e 2x C u02 .e
u01 xe
xe
x
x
D 0
(B)
.3x 1/2 e 2x
D
D .3x
3x 1
1/e 2x :
(C)
Multiplying (B) by 2 and subtracting the result from (C) yields u02 .1 3x/e x D .3x 1/e 2x , so
x2
e 3x
u02 D e 3x . From (B), u01 D u02 xe 3x D x. Therefore u1 D
, u2 D
. Now (A) yields
2
3
2x
2x
xe .3x 2/
xe .3x 2/
yp D
. The general solution of the given equation is y D
Cc1 e 2x Cc2xe x .
3
3
e 2x .3x 2 C x 1/
Differentiating this yields y 0 D
C 2c1e 2x C c2.1 x/e x . Now y.0/ D 1; y 0 .0/ D
3
1
1
e 2x .3x 2 2x C 6/
xe x
2 ) c1 D 1; 2 D
C 2c1 C c2, so c2 D , and y D
C
.
3
3
6
3
u01 .x
1/e x C u2 .x
1/e x C u02 .x
83
1/;
1/
u01 xe x C u02
D 0
(B)
.x 1/3 e x
D
D .x
.x 1/2
1/e x :
(C)
From (B), u01 D u02 e x . Substituting this into (C) yields u02 .x 1/ D .x 1/e x , so u02 D e x , u01 D 1.
Therefore u1 D x, u2 D e x . Now (A) yields yp D e x .x 1/2 . The general solution of the given equation
is y D .x 1/2 e x C c1.x 1/e x C c2.x 1/. Differentiating this yields y 0 D .x 2 1/e x C c1 xe x C c2.
Now y.0/ D 4; y 0 .0/ D 6 ) 4 D 1 c1 c2 ; 6 D 1 C c2 , so c1 D 2; c2 D 5 and
y D .x 2 1/e x 5.x 1/.
u2
5.7.34. (A) yp D u1 x C 2 ;
x
u0
u01 x C 22 D 0
(B)
x
2x 2
2u02
u01
D
D 2:
(C)
x3
x2
2
2
Multiplying (B) by and adding the result to (C) yields 3u01 D 2, so u01 D
. From (B), u02 D
x
3
2x 3
2x
x4
x2
u01 x 3 D
. Therefore u1 D
, u2 D
. Now (A) yields yp D
. The general solution
3
3
6
2
2
c2
2c2
x
of the given equation is y D
C c1 x C 2 . Differentiating this yields y 0 D x C c1
. Now
2
x
x3
1
1
y.1/ D 1; y 0 .1/ D 1 ) 1 D
C c1 C c2 ; 1 D 1 C c1 2c2, so c1 D 1; c2 D , and
2
2
x2
1
yD
C x C 2.
2
2x
5.7.36. Since y D yp
a1 y1
a2 y2 ,
00
D P0 .x/.yp
a1 y1
a2 y2 /00
CP1 .x/.yp a1 y1 a2 y2 /0
CP2 .x/.yp a1 y1 a2 y2 /
D .P0 .x/yp00 C P1 .x/yp0 C P2 .x/yp /
a1 P0 .x/y100 C P1 .x/y10 C P2 .x/y1
a2 P0 .x/y200 C P1 .x/y20 C P2 .x/y2
D F .x/ a1 0 a2 0 D F .x/I
5.7.38.
(a) yp D u1 e x C u2 e
D
D
D
Since yp .x0 / D yp0 .x0 / D 0, the solution of the initial value problem is
y
D yp C k0 cosh x C k1 sinh x
Z x
D k0 cosh x C k1 sinh x C
sinh.x
CHAPTER 6
Applications of Linear Second Order
Equations
g
32
k
D
D
D 64 the equation of motion is (A) y 00 C 64y D 0. The general solution
m
l
:5
1
1
of (A) is y D c1 cos 8t C c2 sin 8t, so y 0 D 8. c1 sin 8t C c2 cos 8t/. Now y.0/ D ) c1 D and
4
4
p
1
1
1
17
1
0
y .0/ D
) c2 D
, so y D cos 8t
sin 8t ft; R D
ft; !0 D 8 rad/s; T D =4 s;
2
16
4
16
16
.9:8/10
mg
D
D 140, the equation of motion of the 2 kg mass is (A) y 00 C 70y D
l
:7
p
p
p
p
0. The general solution of (A) is y D c1 cos 70t C c2 sin 70t, so y 0 D 70. c1 sin 70t C
p
p
p
1
2
1
1
2
c2 cos 70t/. Now y.0/ D
) c1
D and y 0 .0/ D 2 ) c2 D p , so y D
cos 70 t C p sin 70 t
4
4
4
70
70
r
p
p
1 67
m; R D
m; !0 D 70 rad/s; T D 2= 70 s; 2:38 rad 136:28.
4 35
6.1.6. Since k D
k
g
32
D
D
D 64 the equation of motion is (A) y 00 C 64y D 0. The general solution
m
l
1=2
1
1
of (A) is y D c1 cos 8t C c2 sin 8t, so y 0 D 8. c1 sin 8t C c2 cos 8t/. Now y.0/ D ) c1 D and
2
2
3
1
3
0
y .0/ D 3 ) c2 D
, so y D cos 8t
sin 8t ft.
8
2
8
6.1.8. Since
64
D 2, so the equation of motion is 2y 00 C 8y D 2 sin t, or (A) y 00 C 4y D sin t. Let
32
yp D A cos t C B sin t; then yp00 D A cos t B sin t, so yp00 C 4yp D 3A cos t C 3B sin t D sin t if
1
1
3A D 0, 3B D 1. Therefore,A D 0, B D , and yp D sin t. The general solution of
3
3
6.1.10. m D
85
3
mg
6
3 00
6
D
and k D
D
D 18 so the equation of motion is
y C 18y D
32
16
l
1=3
16
64
4 sin !t 6 cos !t, or (A) y 00 C 96y D
sin !t 32 cos !t. The displacement will be unbounded if
3
p
p
p
p
64
! D 96 D 4 6, in which case (A) becomes (B) y 00 C 96y D
sin 4 6t 32 cos 4 6t. Let
3
p
p
yp D At cos 4 6t C Bt sin 4 6tI then
p
p
p
p
yp0 D .A C 4 6Bt/ cos 4 6t C .B 4 6At/ sin 4 6t
p
p
p
p
yp00 D .8 6B 96At/ cos 4 6t .8 6A C 96Bt/ sin 4 6t; so
p
p
p
p
p
p
64
yp00 C 96yp D 8 6B cos 4 6t 8 6A sin 4 6t D
sin 4 6t 32 cos 4 6t
3
p
p
p
p
8
4
t
8
64
if 8 6B D 32, 8 6A D
. Therefore, A D
cos 4 6t C 4 sin 4 6t .
p , B D p , and yp D p
3
3 6
6
6 3
The general solution of (B) is
p
p
p
p
t
8
yD p
cos 4 6t C 4 sin 4 6t C c1 cos 4 6t C c2 sin 4 6t;
.C/
6 3
6.1.16. m D
87
6.1.18. The equation of motion is (A) y 00 C !02 y D 0. The general solution of (A) is y D c1 cos !0 t C
c2 sin !0 t. Now y.0/ D y0 ) c1 D y0 . Since y 0 D !0 . c1 sin !0 t C c2 cos !0 t/, y 0 .0/ D v0 ) c2 D
v0
v0
. Therefore, y D y0 cos !0 t C
sin !0 t;
!0
!0
1 p
v0
y0 !0
RD
I sin D p
:
.!0 y0 /2 C .v0 /2 I cos D p
!0
.!0 y0 /2 C .v0 /2
.!0 y0 /2 C .v0 /2
mg
20 980
D
D 3920 the equation of motion is 20y 00 C 400y 0 C 3920y D 0,
l
5
or (A) y 00 C 20y 0 C 196y D 0. The characteristic polynomial of (A) is p.r / D r 2 C 20r C 196 D
6.2.8. Since k D
2
25
1 00
1
25
mg
D
D
the equation of motion is
y C y0 C
y D 0, or (A)
l
:32
4
16
8
4
2
y 00 C 2y 0 C 100y D 0. The characteristic polynomial of (A) is p.r
C 100 D .r C
p/ D r C 2r p
1/2 C 99. Therefore,the general solution of (A) is y D e t .c1 cos 3 11t C c2 sin 3 11t/, so y 0 D
p
p
p
1
1
y C 3 11e t . c1 sin 3 11t C c2 cos 3 11t/. Now y.0/ D
and y 0 .0/ D 5 ) c1 D
and
3
3
p
p
p
1
14
1
14
5 D C 3 11c2 , or c2 D p . Therefore,y D e t
cos 3 11t C p sin 3 11t ft.
3
3
9 11
9 11
6.2.12. Since k D
mg
D 32 the equation of motion is (A) y 00 C 12y 0 C 32y D 0. The characteristic
l
polynomial of (A) is p.r / D r 2 C 12r C 32 D .r C 8/.r C 4/. Therefore, the general solution of (A) is
2
2
and y 0 .0/ D 0 ) c1 C c2 D ;y D c1e 8t C c2 e 4t , so y 0 D 8c1e 8t 4c2e 4t . Now y.0/ D
3
3
2
4
2
8t
4t
8c1 4c2 D 0, so c1 D
, c2 D , and y D
.e
2e /.
3
3
3
6.2.14. Since k D
100 980
mg
D
D 100 the equation of motion is 100y 00 C 600y 0 C 1000y D 0, or
l
98
(A) y 00 C 6y 0 C 10y D 0. The characteristic polynomial of (A) is p.r / D r 2 C 6r C 10 D .r C 3/2 C 1.
Therefore, the general solution of (A) is y D e 3t .c1 cos t C c2 sin t/, so y 0 D 3y C e t . c1 sin t C
c2 cos t/. Now y.0/ D 10 and y 0 .0/ D 100 ) c1 D 10 and 100 D 30 C c2 , or c2 D 70.
Therefore, y D e 3t .10 cos t 70 sin t/ cm.
6.2.16. Since k D
6.2.18. The equation of motion is (A) 2y 00 C 4y 0 C 20y D 3 cos 4t 5 sin 4t. The steady state component
of the solution of (A) is of the form yp D A cos 4t CB sin 4t; therefore yp0 D 4A sin 4t C4B cos 4t and
yp00 D 16A cos 4t 16B sin 4t, so 2yp00 C 4yp0 C 20yp D . 12A C 16B/ cos 4t .16A C 12B/ sin 4t D
11
27
3 cos 4t 5 sin 4t if 12A C 16B D 3, 16A 12B D 5; therefore A D
,B D
, and
100
100
11
27
yp D
cos 4t C
sin 4t cm.
100
100
mg
9:8
6.2.20. Since k D
D
D 20 the equation of motion is (A) y 00 C 4y 0 C 20y D 8 sin 2t 6 cos 2t.
l
:49
The steady state component of the solution of (A) is of the form yp D A cos 2t C B sin 2t; therefore
89
yp0 D 2A sin 2t C 2B cos 2t and yp00 D 4A cos 2t 4B sin 2t, so yp00 C 4yp0 C 20yp D .16A C
8B/ cos 2t .8A 16B/ sin 2t D 8 sin 2t 6 cos 2t if 16A C 8B D 6, 8A C 16B D 8; therefore
1
1
1
1
, B D , and y D
cos 2t C sin 2t m.
AD
2
4
2
4
6.2.22. If e r1t .c1 C c2 t/ D 0, then (A) c1 C c2 t D 0. If c2 D 0, then c1 0 (by assumption), so (A) is
impossible. If c1 0, then the left side of (A) is strictly monotonic and therefore cannot have the same
value for two distinct values of t.
c
y C !1 e ct =2m. c1 sin !1 t C
6.2.24. If y D e ct =2m.c1 cos !1 t C c2 sin !1 t/, then y 0 D
2m
cy0
1
cy0
c2 cos !1 t/, so y.0/ D y0 and y 0 .0/ D v0 ) c1 D y0 and v0 D
Cc2 !1 , so c2 D
v0 C
t
2m
!1
2m
1
cy0
and y D e ct =2m y0 cos !1 t C
v0 C
sin !1 t .
!1
2m
6.2.26. If y D e r1t .c1 C c2t/, then y 0 D r1 y C c2 e r1t , so y.0/ D y0 and y 0 .0/ D v0 ) c1 D y0 and
v0 D r1 y0 C c2, so c2 D v0 r1 y0 . Therefore, y D e r1t .y0 C .v0 r1 y0 /t/.
6.3.6. Qp D A cos 10t C B sin 10t; Qp0 D 10B cos 10t 10A sin 10t; Qp00 D 100A cos 10t
1 00
Q C 3Qp0 C 100Q9 D .90A C 30B/ cos 10t .30A 90B/ sin 10t D 5 cos 10t
100B sin 10t;
10 p
5 sin 10t, so 90A C 30B D 5, 30A C 90B D 5. Therefore, A D 1=15, B D 1=30, Qp D
1
cos 10t sin 10t
, and Ip D
.cos 10t C 2 sin 10t/.
15
30
3
6.3.8. Qp D A cos 50t C B sin 50t; Qp0 D 50B cos 50t 50A sin 50t; Qp00 D 2500A cos 50t
1
2500B sin 50t; Qp00 C 2Qp0 C 100Qp . 150AC 100B/ cos 50t .100AC 150B/ sin 50t D 3 cos 50t
10
6 sin 50t, so 150A C 100B D 3, 100A C 1500B D 6. Therefore,A D 3=650, B D 12=325,
3
3
Qp D
.cos 50t C 8 sin 50t/, and Ip D
.8 cos 50t sin 50t/.
650
13
6.3.10. Qp D A cos 30t C B sin 30t; Qp0 D 30B cos 30t 30A sin 30t; Qp00 D 900A cos 30t
1
900B sin 30t; Qp00 C 4Qp0 C 125Qp D .80A C 120B/ cos 30t .120A 80B/ sin 30t D 15 cos 30t
20
3
30 sin 30t, so 80AC120B D 15, 120AC80B D 30, A D 3=13, B D 3=104, Qp D
.8 cos 30t
104
45
sin 30t/, and Ip D
.cos 30t C 8 sin 30t/.
52
2 2
2 2
0
2
L! / C R ! . Since Ip D Qp D !. A sin !t C B cos !t/, it follows that .!/ D ! 2 .A2 C B 2 / D
U2 CV2
h2
. Since r D
k
1 C e cos.
/
/ D
r
1. Differentiating this with respect to t yields e sin. / 0 D
, so (B) e sin. / D
r 0
r2
r
, since r 2 0 h. Squaring and adding (A) and (B) and setting t D 0 in the result yields e D
"h
2 0 2 #1=2
r0
1 C
. If e D 0, then 0 is undefined, but also irrelevant; if e 0, then set t D 0
r0
h
r 0
1
in (A) and (B) to see that D 0 , where < , cos D
1 and sin D 0
e r0
eh
1
1
1
d 2u
6
f
.1=u/.
Let
u
D
D
;
then
D
D 6cu2 .
2
2
2
2
mh u
r
c
d
c 4
6c
1
1
6cu2 C u D
f .1=u/, so f .1=u/ D mh2 .6cu4 C u3 / and f .r / D mh2
C 3 .
mh2 u2
r4
r
mk
d 2u
k
6.4.6. (a) With f .r / D
,
Eqn.
6.4.11
becomes
(A)
C
1
u D 0. The initial conditions
r3
d 2
h2
1
du
r00
imply that u.0 / D
and
.0 / D
(see Eqn. (6.4.)
r
d
h
0 1=2
k
d 2u
(b) Let
D 1
. (i) If h2 < k, then (A) becomes
2 u D 0, and the solution
2
h
d 2
r00
1
of the initial value problem for u is u D
cosh
.
0 /
sinh
.
0 /; therefore r D
r0
h
1
r0 r00
d 2u
r0 cosh
. 0 /
sinh
. 0 /
. (ii) If h2 D k, then (A) becomes
D 0, and the solu
h
d 2
1
1
r00
r0r00
tion of the initial value problem for u is u D
. 0 /; therefore r D r0 1
. 0 /
.
r0
h
h
d 2u
(iii) If h2 > k, then (A) becomes
C
2 u D 0, and the solution of the initial value problem for u is
d 2
1
1
r00
r0r00
uD
cos
. 0 /
sin
. 0 /; therefore r D r0 cos
. 0 /
sin
. 0 /
.
r0
h
h
6.4.4. Recall that (A)
d 2u 2
D
d
CHAPTER 7
Series Solutions of Linear Second
Equations
00
2 0
7.1.12. .1 C 3x /y C 3x y
2
1
X
nD0
an x n D
2a0 C
2a2
1
X
2y D
1
X
.n C 2/.n C 1/anC2 x n C 3
nD0
1
X
2
3
nD0
1
X
nD0
an x C 4
nan x n C 3
nD0
1
X
nD0
n.n
nD1
1
X
nD0
1
X
nD0
an x n D
1
X
nD0
1
X
1
X
C3
1
X
2/an C 3.n
1/
n.n 1/an x n
nD2
.n C 2/.n C 1/anC2 x n C 2
nD0
C2
1
X
1/an x C 3
n.n
nD2
1/nan x n C 3
n.n
nD1
an x n C 4
nD1
1
X
1
X
1
X
.n
1/an
1
X
nD2
n.n
nD0
1/an
an x n D
1/an x n C 2
1
X
nD0
1
X
1
X
nD2
1 x
1
X
1
X
nD0
nan x n C 3
n.n
nD2
1
X
an x n
nD0
2n C 3/an x n .
1
X
an x n D
1/an x n C 2
.n C 2/.n C 1/anC2 x n
.n C 1/anC1 x n
nD0
1/an x n
n.n
nan x nC1
nD0
1
X
an x
.n C 2/.n C 1/anC2 C 2.n C 1/anC1 C .2n2
x/y 0 C 3y D
n
1x
n.n 1/an x n C 2
nD0
1
X
nD1
nD1
7.1.14. .1 C x 2 /y 00 C .2
1
X
1/an x
nD2
7.1.13. .1 C 2x 2 /y 00 C .2 3x/y 0 C 4y D
1
X
n.n
n 2
1
X
nD0
1
X
nan x n
nD1
.n C 1/anC1 x n
5n C 4/an x n .
1/an x n C 2
1
X
nD1
nan x n
1
X
1/an t n
n.n
nD2
2/.nC 1/anC2 t n C
1
X
C2
1
X
nan t n
nD1
.nC 1/nanC1 t n C 2
nD0
1
X
nD1
1
X
nD0
C2
1
X
nD1
nan t n C
.nC 1/anC1 t n C 2
1
X
nD0
1
X
nD0
an t n C
nan t n C
1
X
nD0
1
X
nD0
an t nC1 D
an t n C
1
X
an
1t
n
1 .xC2/ .
1/x r
C .r
.n C
nD1
1
1
X
X
nan x n 1 C r x r 1
an x n D
.n C r /x nCr 1
nD0 "
nD0 #
nD0
1
1
X
X
d
d
y 00 D
y 0 .x/ D
xr 1
.n C r /an x n D x r 1
.n C r /nan x n
dx
dx
nD0
nD0
1
X
r /an x n D
.n C r /.n C r 1/an x nCr 2 .
nD0
1
X
7.1.20. y 0 .x/ D x r
n.n
nD2
1
X
1
X
nD0
.n C
nD0
nD0
1
X
nD0
.n C r
2/.n C r C 2/an x
r C 2/an x nCr C
bn D .n C r
1
X
nD1
nCr
1
X
nD0
.n C r C 2/.n C r
nD0
nCr
D xr
1x
1
X
nD0
3/an
1,
1
X
6y/ D
6an x nCr C1 D
1/ C 2.n C r /
2/an x nCr C1 D
.n C r C 3/.n C r
3/an
.n C r
nD0
bn x n with b0 D .r
2/.n C
n 1.
nCr C1
r C 2/an x nCr C1 C
1/an
1x
nCr
1
X
nD2
1
X
nD0
1
X
nD0
nD0
.n C r / C 2an x
nCr C2
.n C r C 2/an x nCr C2 D
.n C r /an
2x
nCr
D xr
1
X
nD0
1
X
nD0
1
X
nD0
nD0
1
X
.n C r C 1/.n C
nD0
1
X
.n C r /.n C r C
nD1
C .n C r /an
2,
n 2.
nD0
1
X
nD0
1
X
nD0
nD0
.n C r
1
X
nD0
.n C r C 1/.n C
1
X
nD2
.n C r
3/.n C r /an
2x
nCr
1
X
D xr
nD0
93
3/.n C r /an
2,
n 2.
1/ C 2n
. 1/m
a0 ; a2mC3 D
2m 1
2 D .n C 2/.n
1/; anC2 D
n 1
a ;
nC1 n
1
X
a2mC2 D
2m 1
a2m , so
2m C 1
m
x 2m
a2mC1 D 0 if m 0; y D a0
. 1/mC1
C a1 x.
mC2
2m 1
mD0
j D0
j D0
5
35
a2 D
a0 , a2m D 0 if m 3; a2mC3 D
6
3
1
3
1
1
a3 D 3a1 , a5 D
a3 D a1 , a7 D
a5 D
a1 ;
5
35
5
21
3 5
1 7
35 4
3
2
y D a0 1 14x C x C a1 x 3x C x C x .
3
5
35
so a2 D
2.2m 7/.m 2/
a2m ,
2.m C 1/.2m C 1/
.m 3/.2m 3/
a2mC1 , so
.2m C 3/.m C 1/
.n 7/.n 4/
.nC2/.nC1/ an ; a2mC2
14a0 , a4 D
2n C 3
4m C 3
7.2.10. p.n/ D 2n C 3; anC2 D
an ; a2mC2 D
a2m , so a2m D
.n
C
2/.n
C
1/
2.m
C
1/.2m
3
2 C 1/
3
2
m
m
1
Y
Y1 4j C 3 . 1/m
4m C 5
4j C 5 . 1/m
5
5
4
a0 ; a2mC3 D
a2mC1 so a2mC1 D 4
a1 ;
m
2j C 1 2 m
2.2m C 3/.m C 1/
2j C 3 2m m
j D0
j D0
2
3
2
3
1
m
1
m
X
Y1 4j C 3 x 2m
X
Y1 4j C 5 x 2mC1
m4
m
5
5
y D a0
. 1/
C a1
. 1/ 4
2j C 1 2m m
2j C 3 2m m
mD0
a1 D y 0 .0/ D 1.
y 0 .0/ D 1.
mD0
j D0
1/
9n
6 D .n
1/ C 2 D 2.2n
j D0
.n 6/.2n C 1/
an ; a0 D y.0/ D 1;
.n C 2/.n C 1/
2.2n 1/2
an ; a0 D y.0/ D 2; a1 D
.n C 2/.n C 1/
7.2.16. p.n/ D
a2mC3
1; anC2 D
7.2.18. Let t D x
2t 2/y 00
10ty 0
2n.n 2 1/ 10n 36 D
m 1
2.n C 3/
2m C 3
1 4Y
2.n C 1/.n C 3/; anC2 D
an ; a2mC2 D
a2m , so a2m D
.2j C 3/5 a0 ;
nC2
mC1
m
j D0
2
3
1
m
1
m
X
Y
4.m C 2/
4 .m C 1/
.x 1/2m
4
a2mC1 , so a2mC1 D Qm 1
a1 ; y D a0
.2j C 3/5
a2mC3 D
2m C 3
m
j D0 .2j C 3/
mD0
1; then .1
6y D 0; p.n/ D
j D0
1
X
4m .m C 1/
C a1
.x
Qm 1
j D0 .2j C 3/
mD0
1/2mC1 .
3t 2
7.2.20. Let t D x C 1; then 1 C
y 00
3
1/2 ; anC2 D
3.n C 1/
an ; a2mC2 D
2.n C 2/
9t 0 3
3
9
3
3
y C y D 0; p.n/ D n.n 1/ C n C D .n C
2
2
2
2
2
2
3 2
m
1
Y
3.2m C 1/
3m
a2m , so a2m D . 1/m 4
.2j C 1/5 m a0 ;
4.m C 1/
4 m
j D0
3.m C 1/
3m m
a2mC3 D
a2mC1 , so a2mC1 D . 1/m Qm 1
a1 ;
2m C 3
j D0 .2j C 3/
2
3
1
m
1
X
Y1
X
3m
3m m
y D a0
. 1/m 4
.2j C 1/5 m .x C 1/2m C a1
. 1/m Qm 1
.x C 1/2mC1 .
4 m
.2j
C
3/
j D0
mD0
mD0
j D0
nC3
an ; a0 D y.3/ D 2; a1 D y 0 .3/ D 3.
.n C 2/.n C 1/
j D0
j D0
1/, so
.C/:
95
If D 2k C 1, then
y2 D
1
X
mD0
m
Y1
.2j
j D0
2k/.2j C 2k C 2b/5
x 2mC1
:
.2m C 1/
.D/
Q
Since 2b is not a negative integer and jmD01 .2j 2k/ D 0 if m > k, y1 in (C) and y2 in (D) have the
stated properties. This implies the conclusions regarding Pn .
(b) Multiplying (A) through by .1 x 2 /b 1 yields
x 2 /b Pn0 0 D n.n C 2b
1/.1
x 2 /b
x 2 /b Pm0 0 D m.m C 2b
1/.1
x 2 /b
.1
Pn :
.E/
(c) Therefore,
.1
Pm :
.F/
p.n/an x
nC1
nD0
D 2a2 C
1
X
nD0
1
X
nD0
1
X
an x n , then Ly D
n.n
1/an x n
nD2
p.n/
an for n 0.
.n C 3/.n C 2/
anC3 D
7.2.34. p.r / D
. 1/m 2m
2r .r
m
Y1
m
Y1 . 2/.3j C 2/2
p.3j /
D
D
3j C 2
3j C 2
10r
m
Y1
m
Y1 . 2/.3j C 3/2
. 1/m 2m .m/2
p.3j C 1/
D
D Qm 1
. Substituting (A)
3j C 4
3j C 4
j D0 .3j C 4/
m
Y1
j D0
8 D
1/
j D0
j D0
j D0
j D0
7.2.36. p.r / D 2r .r
(B)
m
Y1
j D0
1/ C 6r C 24 D 2.r
m
Y1 . 6/.j C 1/.3j
p.3j C 1/
D
3j C 4
3j C 4
j D0
m
Y1
m
Y1
p.3j /
D
. 6/.j
3j C 2
j D0
m
Y1
m m
D . 1/ 6 m
j D0
2/.
j D0
3j 5
. Substituting (A) and
3j C 4
j D0
1
X
nD0
p.n/an x nCk D
1
X
nD k
.n C k C 2/.n C k
1
X
nD0
an x n , then Ly D
1/anCkC2 x nCk C
1
X
nD0
1
X
n.n
nD2
.n C k C 2/.n C
m
Y1 p.4j C 1/
p.4j /
1
1
D Qm 1
; (B)
D Qm 1
.
7.2.40. k D 2 and p.r / D 1; (A)
4j C 3
.4j
C
5/
j D0 .4j C 3/
j D0 4j C 5
j D0
j D0
Substituting (A) and (B) into the result of Exercise t.2.38(c) yields
1
1
X
X
x 4m
x 4mC1
y D a0
. 1/m
C
a
. 1/m
.
Q
Q
1
m
1
4m m j D0 .4j C 3/
4m m jmD01 .4j C 5/
mD0
mD0
m
Y1
j D0
m
Y1 8.j 1/.8j
p.8j C 1/
D
.8j C 9/
8j C 9
7/
m
Y1
j D0
m
Y1 8.j 1/.8j
p.8j /
D
8j C 7
8j C 7
9/
j D0
j D0
Substituting
(A) and
(B) into
the result
of Exercise 7.2.38(c) yields
9 8
7 9
y D a0 1
x C a1 x
x .
7
9
7.2.44. k D 4 and p.r / D r C 6; (A)
(B)
m
Y1
j D0
p.6j C 1/
D 1;
.6j C 7/
m
Y1
m
Y1 6.j C 1/
6m m
p.6j /
D
D Qm 1
;
6j C 5
6j C 5
j D0 .6j C 5/
j D0
j D0
Substituting (A) and (B) into the result of Exercise 7.2.38(c) yields
1
1
X
X
x 6m
x 6mC1
m
y D a0
. 1/ Qm 1
C a1
. 1/m m .
6 m
j D0 .6j C 5/
mD0
mD0
nD0
1
X
C2
1/an x
n 2
n.n
nD2
1/an x n C 2
1
X
nan x n
nD1
C8
1
X
nD1
nan x n C 4
1
X
nD0
an x n D
1
X
nD0
1
X
nD0
1
X
C3
nD2
nD2
n.n
1/an x n C 2
1
X
nan x n
nD1
C 15
1
X
nD1
1
X
x2
nan x n C 12
7 3 15 4 45 5
x C x C x
2
2
8
1/an x n
nD2
n.n
1
X
nD0
an x n D
1
X
n.n
nD2
.n C 2/.n C
1 and a1 D 2
1
X
nD0
1
X
n.n
nD2
.n C 2/.n C
3.n C 2/
an , an 0. Starting
nC1
261 6 207 7
x C
x C .
8
16
7.3.6. If y D
3
1
X
1
X
nD0
an x n , then .3 C 3x C x 2 /y 00 C .6 C 4x/y 0 C 2y D 3
1/an x n
n.n
nD2
1
X
1/an x n C 6
n.n
nD2
1
X
nan x n
C4
nD1
1
X
nD1
1
X
n.n
nD2
1
X
nan x n C 2
nD0
97
1/an x n
an x n D
1
X
nD0
.n C
1
X
1/an t C 2
n.n
nD2
1
X
nan t
n 1
nD1
C6
1
X
nD1
nD2
nan t C 2
4
1/ C .x
3
.x
4
.x
3
1/3
1
X
nD0
an t D
1
X
nD0
nD2
.n C 1/.n C 2/anC2 C .n C
2.n C 1/
an , an 0. Starting with a0 D 1 and a1 D 1
nC2
4
136
104
1/4
.x 1/5 C
.x 1/6
.x 1/7 C .
5
45
63
1
X
n.n 1/an t n C3
.x
nD2
1
X
nan t n
nD1
C4
nD1
nan t n C2
1
X
nD0
nD2
an t n D
1
X
nD0
nD2
.nC1/.nC2/anC2 C.nC3/anC1 C
nC3
anC1 an , an 0. Starting with a0 D 2 and a1 D 1 yields y D
nC2
5
19
7
59
1091
1/2 C .x 1/3
.x 1/4 C .x 1/5 C .x 1/6
.x 1/7 C
3
12
30
45
630
.n C 2/an t n D 0 if anC2 D
1
.x
2
1/
1
X
nD0
1/an t n C
1
X
nan t n
nD1
C7
1
X
nD1
nan t n C 8
7.3.16. If y D
2
1
X
nD1
nan x
2.x
1
X
nD1
0 if anC2 D anC1
3.x
an x n , then .1 x/y 00
nD0
1
X
n 1
1/
nan x n C
1
X
nD0
nD2
an t n D
1
X
nD0
nD2
nD2
2n C 1
nC4
anC1
an , an 0. Starting with a0 D 1 and a1 D 2
nC2
nC1
42
604
1/2 C 8.x 1/3 4.x 1/4
.x 1/5 C 19.x 1/6
.x 1/7 C
5
35
.nC2/.nC4/an t n D 0 if anC2 D
yields y D 1
1
X
nD0
.2 x/y 0 C y D
an x n D
an
,an 0.
nC2
1
X
nD0
1
X
nD2
n.n 1/an x n
1
X
n.n 1/an x n
nD2
7.3.18. If y D
1
X
nan x n
nD1
anC2 D
1
X
an x n , then .1 C x 2 /y 00 C y 0 C 2y D
nD0
1
X
C2
nD0
an x n D
1
X
nD0
1
X
1/an x n
n.n
nD2
1
X
1/an x n C
n.n
nD2
n C 2/an x n D 0 if
n2 n C 2
an .
.n C 2/.n C 1/
1
anC1
nC2
1/an t
n 1
1
X
nan t
n 1
nD1
C2
1
X
nan t
nD1
1
X
nD0
an t C 2
1
X
nD2
an t
nC1
nD0
nD2
D .6a2 C a1
1
X
a0 / C
nD1
3.n C
a1 a0
2/.n C 1/anC2 C .n C 1/.2n C 1/anC1 C .2n 1/an C 2an 1 t n D 0 if a2 D
and anC2 D
6
2n 1
2
2n C 1
anC1
an
an 1 , n 1. Starting with a0 D 1 and
3.n C 2/
3.n C 2/.n C 1/
3.n C 2/.n C 1/
1
1
5
73
a1 D 2 yields y D 1 2.x 1/ C .x 1/2
.x 1/3 C .x 1/4
.x 1/5 C .
2
6
36
1080
7.3.22. The equation is equivalent to .1Ct/y 00 C.2 2t/y 0 C.3Ct/y D 0 with t D xC3. If y D
then .1 C t/y 00 C .2
2
1
X
nD1
nan t C 3
1/anC1
.2n
1
X
nD0
2t/y 0 C .3 C t/y D
n
an t C
3/an C an
1
X
an t
nC1
nD0
1 t
1
X
n.n
1/an t n
nD2
D 0 if a2 D
1
X
nD2
1
X
nD1
n.n
1/an t n
2.x C 3/
C2
2a1 C 3a0
and anC2 D
2
anC1 C
2 yields
11
67
.x C 3/ C .x C 3/3
.x C 3/4 C .x C 3/5 C .
12
60
1
X
n.n 1/an t n
nD2
if a2 D
3a1 C a0
and anC2 D
2
a1 D 3 yields y D 2
nan t n
nD1
.1 C 2t/y 00 C 3y 0 C .1 t/y D
nD0
nD0
.2n 3/an an 1
,
.n C 2/.n C 1/
7.3.24. The equation is equivalent to .1C2t/y 00 C3y 0 C.1 t/y D 0 with t D xC1. If y D
1
X
an t n ,
1
X
1
X
1
X
nD1
C2
1
X
nD2
n.n 1/an t n
C3
1
X
nan t n
nD1
1
X
an t n , then
nD0
1
1
X
an t n
nD0
an
1 t
D0
2n C 3
an an 1
anC1
, n 1. Starting with a0 D 2 and
nC2
.n C 2/.n C 1/
7
197
287
3.x C 1/ C .x C 1/2 5.x C 1/3 C
.x C 1/4
.x C 1/5 C .
2
24
20
2. If y D
1
X
nD0
an t n , then
.6
1
X
.12a2 C 3a0 / C
nD1
1
X
1/an t n
n.n
nD2
1
X
1/an t n
n.n
C3
nD2
1
X
an t n C
nD0
1 t
1
X
nD0
an t nC1 D
D 0 if a2 D
n
3an C an 1
anC1
, n 1. Starting with a0 D 2 and a1 D
3.n C 2/
6.n C 2/.n C 1/
1
2
49
23
4.x 2/
.x 2/2 C .x 2/3 C
.x 2/4 C
.x 2/5 C .
2
9
432
1080
and anC2 D
yD2
a0 / C
.4a2
2t/y D 2
.1
1
X
nD1
1
X
n.n
1/an t n
nD2
2t/y D 0 with t D x C 4. If y D
.1
C4
1
X
1/an t n
n.n
1
X
nD2
nD0
an C 2an
1 t
an t n C 2
1
X
nD0
1
X
nD0
99
a0
4
4 yields
an t n , then
an t nC1 D
D 0 if a2 D
a0
and
4
an 2an 1
2n
anC2 D
anC1 C
, n 1. Starting with a0 D 1 and a1 D 2 yields y D
nC2
2.n C 2/.n C 1/
1
1
65
67
1 C 2.x C 1/
.x C 1/2 C .x C 1/3
.x C 1/4 C .x C 1/5 C .
4
2
96
80
N=5; b=zeros(N,1); b(1)=-1;b(2)=2; b(3)=b(1)/4; for n=1:N-2 b(n+3)=-2*n*b(n+2)/(n+2)+(b(n+1)2*b(n))/(2*(n+2)*(n+1)); end
7.3.29. Let Ly D .1 C x C x 2 /y 00 C .
C x/y 0 C y. If y D
1/an x n
1
X
1
X
n.n 1/an x n
nD2
.n C 2/.n C 1/anC2 x n C
nD0
1
X
nD0
nan x n C
n.n
1
X
nD0
an x n D
1
X
nD0
1
X
nD0
1
X
nD2
n.n 1/an x n C
.n C 1/nanC1 x n C
1
X
nD0
nD0
nan x n
nD1
1
X
1
X
n.n
an x n , then Ly D
1
X
nD1
nan x n C
1/an x n C
1
X
nD0
1
X
n.n
nD2
1
X
nD0
an x n D
.n C 1/anC1 x n C
P1
n n
nD0 .c1 C c2 n/r1 /x is
1
X
1
so
r1n x n D
1
r1 x
nD0
r1 x
D r1 y2 . Therefore, (e) implies that fy1 ; y2g is a
.1 r1 x/2
nD0
fundamental set of solutions of (A) on . ; /.
(g) The argument is the same as in (c), but now the partial fraction expansion can be written as y D
a C bx
c1
c2 x
D
C
D c1y1 C c2y2 .
P0 .x/
1 r1 x
.1 r2 x/2
the result by x shows that
7.3.32. If y D
3
1
X
nD0
2an
an x C 2
2 x
1
X
nD0
1
X
nr1n x n D
00
an x , then y C 2xy C .3 C 2x /y D
an x
nD0
D 0 if a2 D
nC2
3a0 =2, a3 D
1
X
nD0
a1 D 2 yields y D 6
2
2x C 9x 2 C x 3
3
1
X
nD0
4an
an x n C 4
2 x
1
X
an x n , then y 00
nD0
1
X
nD0
an x n
2 x
nD0
1
X
nD0
nD0
an
1
X
1
X
1
X
nD1
nan x n C
n.n 1/an x n
nD2
C5
1
X
, n 2. Starting
nan x n 3
nD1
1
X
nD0
3/an C an
an x n C
2 x
D0
.5n 3/an C an 2
, n 2. Starting with a0 D 6 and
.n C 2/.n C 1/
23 4
3 5
x
x C .
4
10
a1 /x C
2x 4
x3
1/an x n
n.n
nD2
1
X
nD2
x 2 /y D 3
nD1
.n C 2/.n C 1/anC2
1
X
nD2
1
X
1
X
n.n
.3n
nan x n C
2/an C
, n 2. Starting with a0 D 3
1/an x n
C2
1
X
nD1
nan x n C
nD2
.2n C 4/an an 2
, n 2. Starting with
3.n C 2/.n C 1/
19 4 13 5
x C x C .
54
60
4
a0 D 2 and a1 D 3 yields y D 2 C 3x C x 2
3
1
X
nD2
3xy 0 C .2 C 4x 2/y D
3x 2 C x 3
C2
nD2
1
X
nD2
an x n , then 3y 00 C 2xy 0 C .4
D 0 if a2 D
1/an x
7.3.38. If y D
1
X
1
X
and a1 D 6 yields y D 3 C 6x
n.n
n 2
2x
if a2 D 3a0 =2, a3 D
7.3.36. If y D
1
X
an x n , then y 00 C5xy 0 .3 x 2 /y D
an x nC2 D .2a2
nD0
7.3.40. If y D
1/an x n
1
X
nD0
1
X
nD1
nan x nC1 C
1
X
nD0
an x n C 2
1
X
1
X
nD2
1
X
an x nC1 D .2a2 C a0 / C
nD0
n.n
nD1
1/an x n
1
X
101
n.n
nD2
.n C 2/.n C 1/anC2 C .n C
.n C 1/nanC1 C an C .n C 1/an
.n C 2/.n C 1/
1 3 3 4
31 5
2
n 1. Starting with a0 D 2 and a1 D 3 yields y D 2 C 3x C x
x
x C
x C .
6
4
120
7.3.42. If y D
2
1
X
nan x
nD1
1
X
D 0 if a2 D
nD1
nan x nC1 C
1
X
nD1
a0 =2 and anC2 D
nD0
1
X
n 1
1 x
1
X
n.n 1/an x n
nD2
1
X
nD1
1
X
nD2
n.n 1/an x n C
.nC2/.nC1/anC2 C2.nC1/anC1 C
1 x
D 0 if a2 D a1 and anC2 D
1
X
nD0
an t nC1 D .2a2 C a1 C a0 / C
1
3.x C 2/ C .x C 2/2
2
yD2
1
X
n.n 1/an t n
nD2
1
X
nD1
1
X
nan t n
nD1
C3
1
X
nD1
2. If y D
nan t nC1 C
.n C 1/anC1 C an C .3n
.n C 2/.n C 1/
1/an
1
31
.x C 2/3 C .x C 2/4
3
24
53
.x C 2/5 C .
120
nD0
1/an
t 2 /y 00
then .1
8
1
X
nan t n
nD1
9/an
1
X
nD1
.n
2/an
8t C t 2 /y 0 C ty D
.7
nan t nC1 C
1 t
1
X
nD0
n.n
1/an t n
nD2
1
X
1
X
n.n
an t n ,
nD0
1
X
an t n C
1 t
D0
, n 1. Starting with a0 D 2
1
X
1/an t n
nD2
1
X
1
X
an t n ,
nD0
nan t n
nD1
nD1
203
.x C 2/4
24
2/an
167
.x C 2/5 C .
30
nD2
nD2
C2
1
X
n.n 1/an t n 3
nD2
1
X
nD1
1
X
nan t n
nD1
1
X
nD1
nan t n C
1
X
nan t nC1 3
nD1
1
X
an t n
nD0
1
X
nD0
an t nC1 D
1 t
D0
3.n2
7r C 7 D .r
1/; y D c1 x C c2x 7 .
7.4.2. p.r / D r .r
1/
7.4.4. p.r / D r .r
1/ C 5r C 4 D .r C 2/2 ;y D x
7.4.6. p.r / D r .r
1/
7/.r
3r C 13 D .r
1/
5r C 6 D .3r
7.4.10. p.r / D 3r .r
1/
r C 1 D .r
.c1 C c2 ln x/
7.4.12. p.r / D r .r
1/ C 3r C 5 D .r C 1/2 C 4; y D
7.4.14. p.r / D r .r
1/
r C 10 D .r
1
c1 cos.2 ln x/ C c2 sin.2 ln x
x
c1
C c2x 1=2 .
x
1
1
1
2
7.4.18. p.r / D 2r .r 1/C 10r C 9 D 2.r C 2/ C 1; y D 2 c1 cos p ln x C c2 sin p ln x .
x
2
2
7.4.16. p.r / D 2r .r
1/ C 3r
1 D .r C 1/.2r
1/; y D
D
D
103
dY
d 2Y
dY
C . C 1/Y , Since (B) can be rewritten as (B) t 2 .2 t/ 2 C 2t.1 t/
C . C 1/tY ,
2.1 t/
dt
dt
dt
(B) has a regular singular point at t D 00 .
7.5 The Method of Frobenius I
7.5.2. p0 .r / D r .3r 1/; p1 .r / D 2.r C 1/; p2 .r / D 4.r C 2/.
2
2an 1 .r / 4an 2 .r /
a1 .r / D
; an .r / D
, n 1.
3r C 2
3n C 3r 1
2an 1 .1=3/ 4an 2 .1=3/
, n 1;
r1 D 1=3; a1 .1=3/ D 2=3; an .1=3/ D
3n
2
8
40
y1 D x 1=3 1
x C x2
x3 C .
3
9
81
2an 1 .0/ 4an 2 .0/
, n 1;
r2 D 0; a1 .0/ D 1; an .0/ D
3n 1
6
4 3
y2 D 1 x C x 2
x C .
5
5
7.5.4. p0 .r / D .r C 1/.4r 1/; p1 .r / D 2.r C 2/; p2 .r / D 4r C 7.
2
2
1
a1 .r / D
; an .r / D
an 1 .r /
an 2 .r /, n 1.
4r C 3
4n C 4r 1
nCr C1
1
4
r1 D 1=4; a1 .1=4/ D 1=2; an .1=4/ D
an 1 .1=4/
an 2 .1=4/, n 1;
2n
4n
C5
19 2
1571 3
1
y1 D x 1=4 1
x
x C
x C .
2
104
10608
2
1
r2 D 1; a1 . 1/ D 2; an . 1/ D
an 1 . 1/
an 2 . 1/, n 1;
4n 5
n
11 2 1 3
y2 D x 1 1 C 2x
x
x C .
6
7
7.5.6. p0 .r / D r .5r 1/; p1 .r / D .r C 1/2 ; p2 .r / D 2.r C 2/.5r C 9/.
r C1
nCr
a1 .r / D
; an .r / D
an 1 .r / 2an 2 .r /, n 1.
5r C 4
5n C 5r 1
5n C 1
an 1 .1=5/ 2an 2 .1=5/, n 1;
r1 D 1=5; a1 .1=5/ D 6=25; an .1=5/ D
25n
6
1217
41972
y1 D x 1=5 1
x
x2 C
x3 C .
25
625
46875
n
r2 D 0; a1 .0/ D 1=4; an .0/ D
an 1 .0/ 2an 2 .0/, n 1;
5n 1
1 2 35 3 11 4
y2 D x
x
x C x C .
4
18
12
7.5.8. p0 .r / D .3r 1/.6r C 1/; p1 .r / D .3r C 2/.6r C 1/; p2 .r / D 3r C 5.
6r C 1
6n C 6r 5
1
; an .r / D
an 1 .r /
an 2 .r /, n 1.
a1 .r / D
6r C 7
6n C 6r C 1
6n C 6r C 1
2n 1
1
r1 D 1=3; a1 .1=3/ D 1=3; an .1=3/ D
an 1 .1=3/
an 2 .1=3/, n 1;
2n
6n C 3
C1
1
2
5 3
y1 D x 1=3 1
x C x2
x C .
3
15
63
n 1
1
r2 D 1=6; a1 . 1=6/ D 0; an . 1=6/ D
an 1 . 1=6/
an 2 . 1=6/, n 1;
n
6n
1 2
1
y2 D x 1=6 1
x C x3 C .
12
18
7.5.14. p0 .r / D .r C 1/.2r
1/; p1 .r / D 2r C 1; an .r / D
1
an
2n C 2r 1
1
n
X . 1/
1
r1 D 1=2; an .1=2/ D
an 1 .1=2/; y1 D x 1=2
x n.
2n
2n n
nD0
1
1 X
1
. 1/n
Qn
r2 D 2; an . 2/ D
an 1 . 2/; y2 D 2
xn.
2n 5
x nD0 j D1 .2j 5/
7.5.16. p0 .r / D .r C 2/.2r
1/; p1 .r / D r C 3; an .r / D
1 .r /.
2
an
.n C r 1/.2n C 2r 1/
1
X
2
2n
Qn
xn.
r1 D 1; an .1/ D
/an 1 .1/; y1 D x
n.2n C 1
n
.2j
C
1/
j D1
nD0
1
X
2
2n
Qn
r2 D 1=2; an .1=2/ D
x n.
/an 1 .1=2/; y2 D x 1=2
n.2n 1
n
.2j
1/
j D1
nD0
7.5.18. p0 .r / D .r
1/.2r
1/; p1 .r / D 2; an .r / D
1 .r /.
nCr 4
3; an .r / D
an 1 .r /.
.n Cr 1/.3n C 3r C 1/
n 3
2
1
an 1 .1/; y1 D x 1 C x C x 2 .
r1 D; an .1/ D
n.3n C 4/
7
70
0
1
1
n
n
X
Y
3n 13
.
1/
3j
13
@
A x n.
r2 D 1=3; an . 1=3/ D
an 1 . 1=3/; y2 D x 1=3
n n
3n.3n 4/
3
3j
4
nD0
7.5.20. p0 .r / D .r
1/.3r C 1/; p1 .r / D r
j D1
nCr C1
an 1 .r /.
4n C 4r 1
1
X
nC2
. 1/n .n C 2/ n
Q
r1 D 1; an .1/ D
an 1 .1/; y1 D x
x .
4n C 3
2 njD1 .4j C 3/
nD0
1
n
X
4n C 5
. 1/n Y
r2 D 1=4; an .1=4/ D
an 1 .1=4/; y2 D x 1=4
.4j C 5/x n
n n
16n
16
nD0
7.5.22. p0 .r / D .r
1/.4r
1/; p1 .r / D r .r C 2/; an .r / D
j D1
105
2n C 2r C 1
an 1 .r /.
3n0C 3r 1 1
n
1
X
6n C 5
. 1/n 2 n Y
@
r1 D 1=3; an .1=3/ D 2
an 1 .1=3/; y1 D x 1=3
.6j C 5/A x n ;
9n
n
9
nD0
j D1
0
1
1
n
X
Y
2n 1
2j
1
A xn
an 1 . 1/; y2 D x 1
. 1/n 2n @
r2 D 1; an . 1/ D 2
3n 4
3j 4
7.5.24. p0 .r / D .r C 1/.3r
nD0
7.5.28. p0 .r / D .2r
j D1
.n C r /2
an 1 .r /.
.2n C 2r 1/.4n C 4r 1/
4n2 C 4n C 1
9
5 2
245 3
an 1 .1=2/; y1 D x 1=2 1
xC
x
x C .
8n.4n C 1/
128
39936
40
16n2 C 8n C 1
25
675
38025 3
1=4
2
an 1 .1=4/; y2 D x
1
xC
x
x C .
32n.4n 1/
96
14336
5046272
1/.4r
r1 D 1=2; an .1=2/ D
r2 D 1=4; an .1=4/ D
1/; p1 .r / D .r C 1/2 ; an .r / D
.3n C 3r 2/
1/.2r C 1/; p1 .r / D .2r C 1/.3r C 1/; an .r / D
an .r /.
.2n C 2r C 1/
6n 1
5
55
935 3
r1 D 1=2; an .1=2/ D
an 1 .1=2/; y1 D x 1=2 1
x C x2
x C .
4.n C 1/
96
1536
8
1
5 2
55 3
6n 7
1=2
r2 D 1=2; an . 1=2/ D
an 1 . 1=2/; y2 D x
1C x
x
x C .
4n
4
32
384
7.5.30. p0 .r / D .2r
.n C r /.n C r C 1/
an .r /.
.2n C2r C 1/.3n C 3r C 1/
10
200 2
17600 3
.3n 1/.3n C 2/
1=3
an 1 . 1=3/; y1 D x
1
xC
x
x C .
9n.6n C 1/
63
7371
3781323
.2n 1/.2n C 1/
3
9 2
105 3
1=2
an 1 . 1=2/; y2 D x
1
xC
x
x C .
4n.6n 1/
20
352
23936
1=3; an . 1=3/ D
r2 D
1=2; an . 1=2/ D
7.5.34. p0 .r / D .2r
1/.4r
8m 3
a2m
8m C 1
2m 1
a2m
2m
7.5.36. p0 .r / D r .3r
1/; p2 .r / D .r
8m C 4r 5
.2r C 3/.4r C 3/; a2m .r / D
a2m
8m
0
1 C 4r 1
1
m
X
Y
8j 3 A 2m
1=2
@
.1=2/;
y
D
x
x .
2
1
8j
C1
mD0 j D1
0
1
1
m
X
Y
1
1=4
@ .2j 1/A x 2m
2 .1=4/; y2 D x
m m
2
mD0
1/; p2 .r / D
6m 17
a2m
18m
2m
6m
1/.3r
6
a2m
1
2 .r /.
j D1
2m C r 6
a2m
6m C 3r0 1
1
m
X
. 1/m Y
1=3
@
.6j
2 .1=3/; y1 D x
18m m
mD0
4 2
8 4
x
2 .0/; y2 D 1 C x C
5
55
j D1
2 .r /.
17/A x 2m .
2m C r 1
a2m
4m C 2r 1
2 .r /.
4m 1
r1 D 1=2; a2m .1=2/ D
a2m
8m
j D1
7.5.40. p0 .r / D .2r
4m 1
a2m
4.2m C 1/
4m 3
a2m
8m
7.5.42. p0 .r / D .r C 1/.3r
r1 D 1=3; a2m .1=3/ D
r2 D
2m C r 1
a2m 2 .r /.
4m
0 C 2r C 1 1
1
m
X
. 1/m @ Y 4j 1 A 2m
1=2
x .
2 .1=2/; y1 D x
4m
2j C 1
mD0
j D1
0
1
1
m
m
X
Y
. 1/
1=2
@ .4j 3/A x 2m
2 . 1=2/; y2 D x
m m
8
mD0
1; a2m . 1/ D
2m C r 3
a2m 2 .r /.
02m C r C 11
1
m
X
Y
3j 4 A 2m
1=3
m@
.1=3/;
y
D
x
.
1/
x .
2
1
3j
C2
mD0
1/; p1 .r / D .r
3m 4
a2m
3m C 2
a2m
2.
j D1
j D1
1/; y2 D x
.1 C x 2 /
.2m C r 2/2
a2m 2 .r /.
.2m C r C 1/.4m 0
C 2r 1/
1
1
m
m
2
X
Y
.4m 3/2
.
1/
.4j
3/
@
A x 2m .
r1 D 1=2; a2m .1=2/ D
a2m 2 .1=2/; y1 D x 1=2
m m
8m.4m C 3/
8
4j
C
3
mD0
0 j D1
1
1
m
2
m
2
X
Y
.2m 3/
.
1/
.2j
3/
@
A x 2m .
r2 D 1; a2m . 1/ D
a2m 2 . 1/; y2 D x 1
m m
2m.4m 3/
2
4j
3
mD0
7.5.44. p0 .r / D .r C 1/.2r
1/; p1 .r / D r 2; a2m .r / D
j D1
1
a2m 2 .r /.
6m C 3r C 1
1
X
1
. 1/m
Q
r1 D 1=3; a2m .1=3/ D
a2m 2 .1=3/; y1 D x 1=3
x 2m .
m
m
2.3m C 1/
2
.3j
C
1/
j D1
mD0
1
m
X
1
.
1/
r2 D 1=3; a2m . 1=3/ D
a2m 2 . 1=3/; y2 D x 1=3
x 2m
m m
6m
6
mD0
7.5.46. p0 .r / D .3r
2m C r C 1
1/; p2 .r / D .r C 3/2 ; a2m .r / D
a2m 2 .r /.
2.8m C 4r 1/
8m C 5
13 2
273 4
2639 6
r1 D 1=4; a2m .1=4/ D
a2m 2 .1=4/; y1 D x 1=4 1
x C
x
x C .
64m
64
8192
524288
m
1 2
2 4
2 6
1
r2 D 1; a2m . 1/ D
a2m 2 . 1/; y2 D x
1
x C x
x C .
8m 5
3
33
209
7.5.50. p0 .r / D .2r
4m C 2r C 1
a2m
4m C 2r 1
2 .r /.
107
2m C 1
3 2 15 4 35 6
a2m 2 .1=2/; y1 D x 1=2 1
x C x
x C .
2m
2
8
16
2m
8
16 6
1=2
2
4
r2 D 1=2; a2m . 1=2/ D
a2m 2 . 1=2/; y2 D x
1 2x C x
x C .
2m 1
3
5
P
P1
n
n
7.5.52. (a) Multiplying (A) c1 y1 C c2y2 0 by x r2 yields c1x r1 r2 1
nD0 an x C c2
nD0 bn x D 0,
0 < x < . Letting x ! 0C shows that c2 D 0, since b0 D 1. Now (A) reduces to c1y1 0, so c1 D 0.
Therefore,y1 and y2 P
are linearly independent on .0;
/.
P1
1
n
n
(b) Since y1 D
a
.r
/x
and
y
D
2
nD0 n 1
nD0 an .r2 /x are linearly independent solutions of
Ly D 0 .0; /, fy1 ; y2 g is a fundamental set of solutions of Ly D 0 on .0; /, by Theorem 5.1.6.
r1 D 1=2; a2m .1=2/ D
7.5.54. (a) If x > 0, then jxjr x n D x nCr , so the assertions are obvious. If x < 0, then jxjr D . x/r , so
r . x/r
r jxjr
d
r jxjr n
d
jxjr D r . x/r 1 D
D
. Therefore,(A)
.jxjr x n / D
x C jxjr .nx n 1 / D
dx
x
x
dx
x
d2
d
.n C r /jxjr x n 1 and
.jxjr x n / D .n C r / .jxjr x n 1 / D .n C r /.n C r 1/jxjr x n 2 , from (A)
dx 2
dx
with n replaced by n 1.
p2 .n C r 2/
an 2 .r /,
p0 .n C r /
r 0, which implies that a2mC1 .r / D 0 for m D 1; 2; 3; : : : . Therefore,Eqn. (7.5.12) actually reduces
p2 .2m C r 2/
to a0 .r / D 1, a2m .r / D
, which holds because of condition (A).
p0 .2m C r /
(b) Similar to the proof of Exercise 7.5.55(a).
(c) p0 .2m C r1/ D 2m0.2m C r1 r2 /, which is nonzero if m > 0, since r1 r2 0. Therefore,
the assumptions of Theorem 7.5.2 hold with r D r1 , and Ly1 D p0 .r1 /x r1 D 0. If r1 r2 is not an
even integer, then p0 .2m C r2/ D 2m0 .2m r1 C r2/ 0, m D 1; 2; . Hence, the assumptions
of Theorem 7.5.2 hold with r D r2 and Ly2 D p0 .r2 /x r2 D 0. From Exercise 7.5.52, fy1 ; y2 g is a
fundamental set of solutions.
(d) Similar to the proof of Exercise 7.5.55(c).
7.5.56. (a) Here p1 0, so Eqn. (7.5.12) reduces to a0 .r / D 1, a1 .r / D 0, an .r / D
1
X
nD0
an x n D 0 a0 C.0 a1 C1a0 /x C
1
X
nD2
.0 an C1 an
1 C2 an 2 /x
0 a0
.
2
0
1 x C 2 x
nD0
p1 .r 1/
1
p2 .r 2/
2
D
and
D
, then Eqn. (7.5.12) is equivalent to a0 .r / D 1, 0a1 .r /C
(b) If
p0 .r /
0
p0 .r /
0
1 a0 .r / D 0, 0an .r / C 1 an 1 .r / C 2 an 2 .r / D 0, n 2. Therefore,Theorem 7.5.2 implies the
conclusion.
1, so
an x n D
7.5.62. p0 .r / D .2r
1/.3r
p1 .r 1/
1
D0D
;
p0 .r /
0
p2 .r 2/
2
x 1=3
x 1=2
D2D
; y1 D
; y2 D
.
2
p0 .r /
0
1 C 2x
1 C 2x 2
7.5.64. p0 .r / D 5.3r
p2 .r 2/
2
x 1=3
x 1=3
D0D
; y1 D
; y2 D
.
p0 .r /
0
5Cx
5Cx
p1 .r 1/
1
1
D
D
;
p0 .r /
5
0
3/.2r
1/; p1 .r / D 3.2r
p1 .r 1/
D
p0 .r /
2
x 1=2
x 3=2
1 p2 .r 2/
;
D1D
; y1 D
;
y
D
.
2
0
p0 .r /
0
1 C 3x C x 2
1 C 3x C x 2
7.5.68. p0 .r / D 3.r
1/.4r
p1 .r 1/
2
1
D D
;
p0 .r /
3
0
p2 .r 2/
1
2
x
x 1=4
D D
; y1 D
; y2 D
.
2
p0 .r /
3
0
3 C 2x C x
3 C 2x C x 2
7.6 THE METHOD OF FROBENIUS II
7.6.2. p0 .r / D .r C 1/2 ; p1 .r / D .r C 2/.r C 3/; p2 .r / D .r C 3/.2r 1/;
r C3
nCr C2
2n C 2r 5
a1 .r / D
; an .r / D
an 1 .r /
an 2 .r /, n 2.
r C2
nCr C1
nCr C1
1
nCr C2 0
2n C 2r 5 0
1
a10 .r / D
; a0 .r / D
a .r /
a .r / C
an 1 .r /
.r C 2/2 n
nCr C1 n 1
nCr C1 n 2
.n C r C 1/2
7
an 2 .r /, n 2.
.n C r C 1/2
nC1
2n 7
r1 D 1; a1 . 1/ D 2; an . 1/ D
an 1 . 1/
an 2 . 1/, n 2;
n
n
9
20 3
y1 D x 1 1 2x C x 2
x C ;
2
3
nC1
2n 7
1
7
a10 . 1/ D 1; an0 . 1/ D
an 1 . 1/
an 2 . 1/ C 2 an 1 . 1/
an 2 . 1/, n 2;
n
n
n
n2
15
133 2
y2 D y1 ln x C 1
xC
x C .
4
18
7.6.4. p0 .r / D .2r 1/2 ; p1 .r / D .2r C 1/.2r C 3/; p2 .r / D .2r C 1/.2r C 3/;
.2n C 2r C 1/an 1 .r / .2n C 2r 3/an 2 .r /
2r C 3
a1 .r / D
; an .r / D
, n 2.
2r C 1
2n C 2r 1
0
0
4
.2n C 2r C 1/an 1 .r / .2n C 2r 3/an 2 .r / 4.an 1 .r / an 2 .r //
a10 .r / D
; a0 .r / D
C
;
.2r C 1/2 n
2n C 2r 1
.2n C 2r 1/2
n 2.
.n C 1/an 1 .1=2/ C .n 1/an 2 .1=2/
; n 2;
r1 D 1=2; a1 .1=2/ D 2; an .1=2/ D
n
5
y1 D x 1=2 1 2x C x 2 2x 3 C ;
2
.n C 1/an0 1 .1=2/ C .n 1/an0 2 .1=2/
an 1 .1=2/ an 2 .1=2/
a10 .1=2/ D 1; an0 .1=2/ D
C
,n
n
n2
2;
9
17 2
3=2
y2 D y1 ln x C x
1
x C x C .
4
6
7.6.6. p0 .r / D .3r C 1/2 ; p1 .r / D 3.3r C 4/; p2 .r / D 2.3r C 7/;
3
3an 1 .r / C 2an 2 .r /
a1 .r / D
; an .r / D
; n 2;
3r C 4
3n C 3r C 1
9
3an0 1 .r / C 2an0 2 .r /
9an 1 .r / 6an 2 .r /
a10 .r / D
; an0 .r / D
C
; n 2.
2
.3r C 4/
3n C 3r C 1
.3n C 3r C 1/2
3an 1 . 1=3/ C 2an 2 . 1=3/
r1 D 1=3; a1 . 1=3/ D 1; an . 1=3/ D
, n 2;
3n
5
1 3
y1 D x 1=3 1 x C x 2
x C ;
6
2
1 .r /
2an
3n2
2 .r /
109
; n 2;
1/2 ; p1 .r / D 4;
4
an 1 .r /;
.2n C 2r 1/2
n
. 4/
an .r / D Qn
.
1/
j D1 .2j C 2r
an .r / D
j D1
n
X
j D1
2
2j C 2r
y2 D y1 ln x
0
1
1
n
n
X
X
.
1/
1
@
A xn;
2x 1=2
2
.n/
j
nD1
j D1
2/2 ; p1 .r / D r 2 ; an .r / D
7.6.14. p0 .r / D .r
.n C r
.n C r
1/2
an
2/2
1 .r /;
an .r / D . 1/n
.n C r 1/2
;
.r 1/2
2n.r C n 1/
; r1 D 2; an .2/ D . 1/n .n C 1/2 ; an0 .2/ D . 1/nC1 2n.n C 1/;
.r 1/3
1
1
X
X
y1 D x 2
. 1/n .n C 1/2 x n ; y2 D y1 ln x 2x 2
. 1/n n.n C 1/x n .
an0 .r / D . 1/nC1
nD0
nD1
By logarithmic differentiation,
n
X
.5j C 5r C 1/
an0 .r / D an .r /
;
.j C r /.5j C 5r 1/
j D1
n
Y
.5j C 1/
r1 D 1=5; an .1=5/ D . 1/
;
125n .n/2
n
j D1
n
X
5j C 2
;
an0 .1=5/ D an .1=5/
j.5j C 1/
j D1
Q
1
X
. 1/n njD1 .5j C 1/ n
1=5
y1 D x
x ;
125n .n/2
nD0
0
1
Qn
1
n
n
X
X
.
1/
.5j
C
1/
5j
C
2
j
D1
@
A x n.
y2 D y1 ln x x 1=5
125n.n/2
j.5j C 1/
nD1
j D1
1/2 ;
By logarithmic differentiation,
n
X
1
an0 .r / D 14an .r /
;
.2j C 2r 3/.3j C 3r 1/
j D1
Q
. 1/n njD1 .6j 7/2
r1 D 1=3; an .1=3/ D
;
81n .n/2
n
X
1
an0 .1=3/ D 14an .1=3/
/;
j.6j 7/
j D1
Q
1
X
. 1/n njD1 .6j 7/2 n
1=3
y1 D x
x ;
81n .n/2
nD0
y2 D y1 ln x C 14x
1
X
. 1/n
1=3
nD1
Qn
j D1 .6j
81n .n/2
7/2
0
@
n
X
j D1
1
1
/A x n .
j.6j 7/
By logarithmic differentiation,
n
X
1
;
an0 .r / D an .r /
.j C r C 1/.2j C 2r C 1/
j D1
Q
2n njD1 .2j 1/
;
r1 D 1; an . 1/ D
n
n
X
1
an0 . 1/ D an . 1/
;
j.2j 1/
j D1
Qn
1
n
1/ n
1X2
j D1 .2j
y1 D
x ;
x nD0
n
0
1
Qn
1
n
1 X 2n j D1 .2j 1/ X
1
@
A x n.
y2 D y1 ln x C
x nD1
n
j.2j 1/
j D1
7.6.22. p0 .r / D 2.r
2n C 2r
an .r / D
2.n C r
n
. 1/n Y
an .r / D
2n
j D1
2/2 ; p1 .r / D .r
1
an 1 .r /;
2/
2j C 2r 1
;
j Cr 2
1/.2r C 1/;
By logarithmic differentiation,
n
X
1
an0 .r / D 3an .r /
;
.j C r 2/.2j C 2r 1/
j D1
Q
. 1/n njD1 .2j C 3/
r1 D 2; an .2/ D
;
2n n
n
X
1
an0 .2/ D 3an .2/
;
j.2j C 3/
j D1
Q
1
X
. 1/n njD1 .2j C 3/ n
y1 D x 2
x ;
2n n
nD0
0
1
Qn
1
n
n
X
X
.
1/
.2j
C
3/
1
j D1
@
A x n.
y2 D y1 ln x 3x 2
n n
2
j.2j
C
3/
nD0
j D1
1 .r /;
111
1 .3/;
7.6.26. p0 .r / D r 2; p1 .r / D r 2 C r C 1;
.n2 C n.2r 1/ C r 2 r C 1/
an 1 .r /;
an .r / D
.n C r /2
2
2
.n C n.2r 1/ C r
r C 1/ 0
.n C r 2/
an0 .r / D
an 1 .r /
an
2
.n C r /
.n C r /3
.n2 n C 1/
r1 D 0; an .0/ D
an 1 .0/;
n2
3
7 3
x C ;
y1 D 1 x C x 2
4
12
2
.n 2/
.n
n C 1/ 0
an0 .0/ D
an 1 .0/
an 1 .0/;
2
n
n3
3
5
y2 D y1 ln x C x 1
x C x2 C .
4
9
7.6.28. p0 .r / D .r
1/2 ; p2 .r / D r C 1;
. 1/m
1
a2m 2 .r /, n 1; a2m .r / D Qm
2m C r 1
j D1 .2j C r
By logarithmic differentiation,
m
X
0
.r / D a2m .r /
a2m
;
a2m .r / D
j D1
. 1/m
;
2m m
m
X1
1
a2m .1/
;
2
j
r1 D 1; a2m .1/ D
0
a2m
.1/ D
j D1
1
X
. 1/m 2m
y1 D x
x ;
2m m
mD0
y2 D y1 ln x
0
1
1
m
x X . 1/m @ X 1 A 2m
x .
2
2m m
j
7.6.30. p0 .r / D .2r
mD1
j D1
1/2 ; p2 .r / D 2r C 3;
1
a2m 2 .r /;
4m C 2r 1
m
. 1/
a2m .r / D Qm
;
1/
j D1 .4j C 2r
By logarithmic differentiation,
m
X
1
0
a2m
.r / D 2a2m .r /
;
4j C 2r 1
a2m .r / D
1 .r /;
j D1
. 1/m
;
4m m
1/
0
a2m
.1=2/ D
y1 D x 1=2
X1
1
a2m .1=2/
;
2
j
j D1
1
X
. 1/m 2m
x ;
4m m
mD0
y2 D y1 ln x
0
1
1
m
x 1=2 X . 1/m @ X 1 A 2m
x .
2 mD1 4m m
j
j D1
7.6.32. p0 .r / D .2r
a2m .r / D . 1/m
m
Y
2j C r 1
;
4j C 2r 1
j D1
By logarithmic differentiation,
m
X
0
a2m
.r / D a2m .r /
.2j C r
j D1
y1 D x 1=2
1
X
. 1/m
mD0
y2 D y1 ln x C
1=2
. 1/m
m
X
j D1
Q
m
1
1/.4j C 2r
Qm
j D1 .4j
8m m
1
2j.4j
j D1 .4j
1/
1/
8m m
1
X
. 1/m
mD1
Qm
1/
1/
x 2m ;
j D1 .4j
1/
8m m
2m C r 1
a2m
4m C 2r 1
0
@
m
X
j D1
1/.4r C 9/;
1
A x 2m .
j.4j 1/
j D1
By logarithmic differentiation,
m
X
0
a2m .r / D a2m .r /
.2j C r
13
;
3/.8j C 4r C 1/
j D1
Q
. 1/m m
13/
j D1 .8j
r1 D 1=4; a2m . 1=4/ D
;
.32/m m
m
X
13
0
a2m
. 1=4/ D a2m . 1=4/
;
2j.8j 13/
j D1
Q
1
X
. 1/m m
13/ 2m
j D1 .8j
1=4
y1 D x
x ;
.32/m m
mD0
0
1
Qm
1
m
13 1=4 X . 1/m j D1 .8j 13/ X
1
@
A x 2m .
y2 D y1 ln x C x
m m
2
.32/
j.8j
13/
mD1
j D1
7.6.36. p0 .r / D .2r
2 .r /;
113
j D1
By logarithmic differentiation,
m
X
0
a2m
.r / D a2m .r /
.2j C r
j D1
y1 D x 1=2
1
X
.
mD0
. 1/m
m
X
8j C 4r 5
2/.2j C r 1/.4j C 2r
Qm
j.4j
3/.4j
j D1 .4j
m
2
4 .m/
8j 3
3/.4j
j D1
Q
1/m m
3/.4j
j D1 .4j
m
2
4 .m/
y2 D y1 ln x C x 1=2
1
X
. 1/m
mD1
1/
1/
Qm
j D1 .4j
1/
;
x 2m ;
3/.4j
4m .m/2
1/
1/;
1/
0
@
m
X
j D1
j.4j
j D1
8j 3
3/.4j
By logarithmic differentiation,
m
X
7
0
a2m
.r / D a2m .r /
;
.2j C r C 1/.4j C 2r 5/
j D1
Q
. 1/m m
7/
j D1 .4j
r1 D 1; a2m . 1/ D
;
m
2 m
m
X
7
0
a2m
. 1/ D a2m . 1/
;
2j.4j 7/
j D1
Qm
1
1 X . 1/m j D1 .4j 7/ 2m
y1 D
x ;
x mD0
2m m
0
1
Qm
1
m
7 X . 1/m j D1 .4j 7/ X
1
@
A x 2m .
y2 D y1 ln x C
2x mD1
2m m
j.4j 7/
j D1
1/2 ; p2 .r / D r C 1;
1
a2m .r / D
a2m 2 .r /;
2m C r 1
1
1
0
a2m
.r / D
a0
.r / C
2m C r 1 2m 2
.2m C r
1
r1 D 1; a2m .1/ D
a2m 2 .1/;
2m
1 2 1 4
1 6
y1 D x 1
x C x
x C ;
2
8
48
7.6.40. p0 .r / D .r
1/2
a2m
2 .r /;
1/
A x 2m .
115
1
1 0
a2m 2 .1/ C
a2m 2 .1/, m 1;
2m
4m2
3 2
11 4
3 1
y2 D y1 ln x C x
x C
x C .
4 32
576
0
a2m
.1/ D
2 .r /;
j D1
2
.x
1/
2, a2 . 1/ D 1,
r 1 0
3
r .r 1/
6.r 2 C 2r 1/
0
0
, a1 .r / D
,
a
.
1/
D
3;
a
.r
/
D
,
a
.r
/
D
,
2
r C2
.r C 2/2 1
.r C 2/.r C 3/ 2
.r C 2/2 .r C 3/2
r .r 1/
a20 . 1/ D 3; if n 3 an .r / D .r C 1/cn .r / where cn .r / D
, so
.n C r /.n C r 1/.n C r C 1/
1
X
2
1
an0 . 1/ D cn . 1/ D
and y2 D y1 ln x C 3 3x C 2
x n.
2
n.n 2/.n 1/
n.n
1/
nD2
a1 .r / D
n 4, so y1 D x 2 .1
x/3 .
1, and an .2/ D 0 if
nD3
y2 D y1 ln x C x
3=2
5
8
1
9 2 X
x C
128
4mC1 .m
mD2
n
. 1/n Y
p1 .j C r1
0n .n/2
j D1
j D1
n
. 1/n Y p1 .j C r 1/
. Therefore, an .r1 / D
0n
.j C r r1 /2
j D1
!
1
2m
x
.
1/m.m C 1/.m C 1/
r1 /2 , then (A) an .r / D
7.6.54. (a) If p0 .r / D 0 .r
117
1/
1/
n ln j0 j C
2
j Cr
r1
n
X
j D1
and
.ln jp1 .j C r
an0 .r1 /
1/j
2 ln jj C r
n 0
X
p1 .j C r1
D an .r1 /
p1 .j C r1
j D1
r1 j/, so an0 .r / D
1/
1/
2
. Theoj
n
n
X
. 1/n Y p1 .j C r 1/
an .r / D
,
(A)
ln
ja
.r
/j
D
n
ln
j
j
C
ln jp1 .j C r
n
0
n
0
.j C r r1 /2
j D1
j D1
1/j
n
X
j D1
ln jj C
r r1 j, provided that p1 .j Cr 1/ and j Cr r1 are nonzero for all positive integers j . Differentiating (A)
n
n
X
X
p10 .j C r1 1/
1
a0 .r1 /
and then setting r D r1 yields n
D
2
, which implies the conclusion.
an .r1 /
p2 .j C r1 1/
j
j D1
j D1
n
X
1
. 1/n
1 n
0
and Jn D 2
. If
(c) In this case p1 .r / D
1 and p1 .r / D 0, so an .r1 / D
.n/2 0
j
j D1
a2m 1 .r /
. 1/m
Q
,
m
1;
a
.r
/
D
,
2m
m
2
.2m C r /2
j D1 .2j C r /
1
X
. 1/m
. 1/m 2m
,
so
y
D
x .
1
m
2
4 .m/
4m .m/2
mD0
m
X
1
0
0
By logarithmic differentiation, a2m
.r / D 2a2m .r /
, so a2m
.0/ D
2m C r
j D1
0
1
1
m
X
X
. 1/m
1
@
A x 2m .
y2 D y1 ln x
m .m/2
4
j
mD1
m 0. Therefore,a2m .0/ D
a2m .0/
m
X
1
and
j
j D1
j D1
x 1=2
x 1=2 ln x
; y2 D
.
1Cx
1Cx
p1 .r 1/
1 p2 .r 2/
2
D1D
;
D0D
;
p0 .r /
0
p0 .r /
0
7.6.60. p0 .r / D 2.r
1=2 D
2
x
x ln x
; y1 D
; y2 D
.
2
0
2 x
2 x2
1/2 ; p1 .r / D 3r 2; p2 .r / D 0;
7.6.62. p0 .r / D 4.r
y1 D
.r C 1/2 ;
x
x ln x
; y2 D
.
4 C 3x
4 C 3x
p1 .r 1/
1 p2 .r 2/
2
D 3=4 D
;
D0D
;
p0 .r /
0
p0 .r /
0
1/2 ; p1 .r / D 2r 2; p2 .r / D .r C 1/2;
7.6.64. p0 .r / D .r
p1 .r 1/
1 p2 .r 2/
D 0 D
;
D
p0 .r /
0
p0 .r /
p1 .r 1/
1 p2 .r 2/
D 2D
;
D1D
p0 .r /
0
p0 .r /
2
x
x ln x
; y1 D
; y2 D
.
2
0
.1 x/
.1 x/2
7.6.66. See the proofs of Theorems 7.6.1 and 7.6.2.
7.7 THE METHOD OF FROBENIUS III
7.7.2. p0 .r / D r .r
1/; p1 .r / D 1; r1 D 1; r2 D 0; k D r1
1
an .r / D
an 1 .r /;
.n C r /.n C r 1/
. 1/n
an .r / D Qn
;
1/
j D1 .j C r /.j C r
. 1/n
an .1/ D
;
n.n C 1/
1
X . 1/n
y1 D x
x n;
n.n
C
1/
nD0
D 1; C D p1 .0/a0 .0/ D 1.
By logarithmic differentiation,
n
X
2n C 2r 1
an0 .r / D an .r /
;
.n C r /.n C r 1/
an0 .1/ D an .1/
y2 D 1
j D1
n
X
j D1
y1 ln x C x
r2 D 1;
2j C 1
;
j.j C 1/
1
X
nD1
0
1
n
. 1/n @ X 2j C 1 A n
x .
n.n C 1/
j.j C 1/
j D1
Qn
1/
; an .1/ D
1
X
. 1/n
. 1/n n
; y1 D x
x D xe
n
n
nD0
n
X
j D1
1
j Cr
an 1 .r /
; an .r / D
nCr 1
; D 1; C D
p1 .0/a0 .0/ D
n
X
1
; an0 .1/ D an .1/
; y2 D 1
1
j
j D1
1.
0
1
1
n
X
. 1/n X 1
@
A
y1 ln x C x
n
j
nD1
j D1
D x
j D1
j D1
119
1
120 X . 1/n
x n;
x2
n.n C 5/
nD0
1
1
1 3
1 4
p1 . 3/
7
x C
x ;C D
a4 .
Dx
1 C x C x2 C
4
24
144
576
5
n
X
2j C 2r C 9
mic differentiation, an0 .r / D an .r /
; a0 .
.j C r C 2/.j C r C 7/ n
j D1
0
1
1
1
1
1
@y1 ln x
y2 D x 7 1 C x C x 2 C
x3 C
x4
4
24
144
576
2880
y1 D
7/ D
1=2880. By logarith-
n
X
2j C 5
;
j.j C 5/
j D1
0
1 1
1
n
120 X . 1/n @ X 2j C 5 A n A
x .
x2
n.n C 5/
j.j C 5/
2/ D an . 2/
nD1
j D1
By logarithmic differentiation,
n
n
X
X
j 2 C j.2r 1/ C r 2 r C 4
.j 2 C 3j C 6/
an0 .r / D 2an .r /
; an0 .2/ D 2an .2/
;
.j C r 2/.j C r C 2/.2j C 2r 1/
j.j C 4/.2j C 3/
j D1
j D1
0
10
1
1
n
n
2 X
2
Y
X
1
1
1
x
1
2j
C
3
.j
C
3j
C
6/
@
A@
A x n.
y2 D x 2 1 C x C x 2
x3
y1 ln x C
4
12
16
8 nD1 n
j C4
j.j C 4/.2j C 3/
j D1
j D1
0
1
n
1 X . 1/n Y .j C 3/.2j
A; y1 D
@
x nD0 n
j C6
j D1
j D1
p1 . 2/
26
143 2
a5 . 7/ D 0; y2 D x 7 1 C x C
x .
6
5
20
3/
3/
A x n; D x
26
143 2
1C xC
x ;
5
20
7.7.16. p0 .r / D .3r
.n C r
an .r / D
.3n C 3r
j D1
121
j D1
0
a2m
.1/ D a2m .1/
y2 D x
j D1
m
X
j D1
;C D
p2 . 1/
a0 . 1/ D
2
4.
j 2 C 4j C 2
;
2j.j C 1/.j C 2/
0
1
m
1
X
. 1/m .m C 2/ @ X j 2 C 4j C 2 A 2m
4y1 ln x C x
x .
m
j.j C 1/.j C 2/
mD1
j D1
j D1
3j 2 C 2j C 2
;
2j.j C 2/.3j C 1/
j D1
0
0
1
1
1 Qm
m
2
X
X
.3j
C
1/
2
2
3j
C
2j
C
2
j D1
@y1 ln x x 13=3
@
A x 2m A.
y2 D x 1=3 1 C x 2 C
m m.m C 2/
9
81
9
j.j
C
2/.3j
C
1/
mD0
0
a2m
.13=3/ D a2m .13=3/
j D1
3 m
2
1/.m C 2/
2m
7.7.36. p0 .r / D .2r 5/.2r C 7/; p2 .r / D .2r 1/2 ; r1 D 5=2; r2 D 7=2; k D .r1 r2 /=2 D 3;
.2r 1/.2r C 3/.2r C 7/
4m C 2r 5
a2m .r / D
a2m 2 .r /; a2m .r / D
; a2m .5=2/ D
4m C 2r C 7
.4m C 2r 1/.4m C 2r C 3/.4m C 2r C 7/
1
X
. 1/m
. 1/m
; y1 D x 5=2
x 2m ; D x 7=2 .1 C x 2 /2 C D
.m C 1/.m C 2/.m C 3/
.m
C
1/.m
C
2/.m
C
3/
mD0
p2 .1=2/
7=2
a4 . 7=2/ D 0; y2 D x
.1 C x 2 /2 .
24
7.7.38. p0 .r / D .r 3/.r C 7/; p2 .r / D r .r C 1/; r1 D 3; r2 D 7; k D .r1 r2 /=2 D 5; a2m .r / D
m
Y
.2j C r 2/.2j C r 1/
.2m C r 2/.2m C r 1/
a2m 2 .r /; a2m .r / D . 1/m
; a2m .3/ D
.2m C r 3/.2m C r C 7/
.2j C r 3/.2j C r C 7/
j D1
0
1
0
1
m
1
m
Y
X
Y
mC1
2j C 1
mC1
2j C 1
21
35
35
A; y1 D x 3
A x 2m ; D x 7 1 C x 2 C x 4 C x 6
. 1/m m @
. 1/m m @
2
j C5
2
j C5
8
16
64
mD0
j D1
j D1
p2 .1/
21
35
35
C D
a8 . 7/ D 0; y2 D x 7 1 C x 2 C x 4 C x 6 .
10
8
16
64
7.7.40. p0 .r / D .2r
. 1/m
Qm
j D1 .j
123
p2 . 2/
a2 2 . /
2
a2 2 . / D
D
. By
.
2
2
4
1/
mD0
m
m
X
X
2j C
2j C
0
0
logarithmic differentiation, a2m
.r / D 2a2m .r /
; a2m
./ D a2m ./
;
.2j C r C /.2j C r /
2j.j C /
j D1
j D1
0
0
1
1
m
1
1
m
X
m
X
X
2
2j
C
.
1/
x
.
1/
@
@y1 ln x
A x 2m A.
Qm
x 2m
Qm
y2 D x
.
m m
m m
4
1/
2
j.j
C
/
4
.j
/
4
.j
C
/
j D1
j D1
mD0
mD1
x
4m m
/
x 2m ; C D
j D1
p1 .n C r2 1/
an
p0 .n C r2 /
p1 .r1 1/
ak
k0
But C D
and only if
k
Y
j D1
p1 .r2 C j
1 .r2 /
1 .r2 /, 1 n k 1, ak
p1 .r2 C k
k0
1/
ak
1 .r2 /
k
1 .r2 / D . 1/
D . /k
1/ D 0.
Qk
kY
1
j D1
p1 .r2 C j 1/
.
p0 .r2 C j /
p1 .r2 C j 1/
D 0 if
Qk 1
k0 j D1 p0 .r2 C j /
j D1
1 n
Qn
7.7.46. Since p1 .r / D
1 , an .r / D
an 1 .r / and (A) an .r / D . 1/
0 .n C r
r2 /
0
j D1 .j C r
. 1/n
1 n
1
1
. 1/n
1 n
Therefore, an .r1 / D
Qn
for n 0 (so Ly1 D 0) and an .r2 / D
Qn
n
0
n
0
k/
j D1 .j C k/
j D1 .j
!
k 1
1
X
X
for n D 0; : : : ; k 1. Ly2 D 0 if y2 D x r2
an .r2 /x n C C y1 ln x C x r1
an0 .r1 /x n if C D
1
r1 /.n C r
nD0
nD1
k
1
1 . 1/k 1
1 k 1 . 1/k 1
1
1
ak 1 .r2 / D
D
. From (A), ln jan .r /j D
k0
k0 .k 1/ 0
.k 1/
k.k 1/ 0
n
n
X
1 X
1
1
n ln
..ln jj C r r1 j C ln jj C r r2 j/, so an0 .r / D an .r /
C
0
j C r r1
j C r r2
j D1
j D1
n
X
2j C k
and an0 .r1 / D an .r1 /
.
j.j C k/
j D1
@y
7.7.48. (a) From Exercise 7.6.66(a) of Section 7.6, L
.x; r / D p00 .r /x r Cx r p0 .r / ln x. Setting r D
@r
!
1
X
r1 yields L y1 ln x C x r1
an0 .r1 / D p00 .r1 /x r1 . Since p00 .r / D 0.2r r1 r2 /, p00 .r1 / D k0 .
nD1
!
1
1
X
X
r2
n
(b) From Exercise 7.5.57 of Section 7.5, L x
an .r2 /x
D x r2
bn x n , where b0 D p0 .r2 / D
nD0
0 and bn D
while bk D
n
X
j D0
k
X
j D0
pj .n C r2
pk .k C r2
j /an
j /ak
j .r2 /
nD0
j .r2 / D
k
X
j D1
pj .r1
j /ak
j .r2 /.
(d) Let faQ n .r2 /g be the coefficients that would obtained if aQ k .r2 / D 0. Then an .r2 / D aQ n .r2 / if n D
1
r1 /.j C
0; : : : ; k
aQn .r2 / D
n
Xk
1
pj .n C r2
p0 .n C r2 /
j D0
j /.an
j .r2 /
aQ n
j r2 /
if n > k.
Now let cm D akCm .r2 / aQ kCm .r2 /. Setting n D m C k in (A) and recalling the k C r2 D r1 yields (B)
m
X
1
cm D
pj .m C r1 j /cm j . Since ck D ak .r2 /, (B) implies that cm D ak .r2 /am .r1 /
p0 .m C r1 /
j D0
CHAPTER 8
Laplace Transforms
8.1.8. Let f .t/ D 1 and F .s/ D 1=s. From Exercise 8.1.6, t n $ . 1/n F .n/ .s/ D n=s nC1 .
st
.s s0 /t
8.1.10. If jf .t/j Me s0 t for t t0 , then
for t t0 . Let g.t/ D e st f .t/,
R 1 jf .t/e j Me
.s s0 /t
w.t/ D Me
, and D t0 . Since t0 w.t/ dt converges if s > s0, F .s/ is defined for s > s0 .
8.1.12.
Z
1 T
e
s 0
0
st
st
Z
f ./ d
0
dt D
st
T
Z
f ./ d C
s
0
e
0
st
f .t/ dt D
sT
f ./ d C
0
f .t/ dt. Since f is of exponential order s0 , the second integral on the right converges to
125
Z t0
Z T
Z T
T
Me s0 T
f ./ d
f ./ d C
f ./ d < Kt0 C M
e s0 d < Kt0 C
, which
t0
s0
t0
0
proves (A).
Z T
Z T
8.1.14. (a) If T > 0, then
e st f .t/ dt D
e .s s0 /t .e s0 t f .t// dt. Use integration by parts with
0
0
Z T
.s s0 /t
s0 t
.s s0 /t
uDe
, dv D e
f .t/ dt, du D .s s0 /e
, and v D g t obtain
e st f .t/ dt D
0
T
Z T
Z T
e .s s0 /t g.t/ C .s s0 /
e .s s0 /t g.t/ dt. Since g.0/ D 0 this reduces to
e st f .t/ dt D
0
0
Z T0
.s s0 /T
.s s0 /t
e
g.T / C .s s0 /
e
g.t/ dt. Since jg.t/j M for all t 0, we can let t ! 1 to
0
Z 1
Z 1
conclude that
e st f .t/ dt D .s s0 /
e .s s0 /t g.t/ dt if s > s0 .
0
(b) If F .s0 / exists, then g.t/ is bounded on 0; 1/. Now apply (a).
Z t
1 d
j sin.e t / sin.1/j
2
(c) Since f .t/ D
sin.e t /,
f ./ d D
1 for all t 0. Now apply (a)
2 dt
2
0
with s0 D 0.
Z 1
Z
1 1 x
. C 1/
x e x 1
8.1.16. (a) ./ D
x 1 e x dx D
C
x e dx D
.
0
0
0
Z 1
(b) Use induction. .1/ D
e x dx D 1. If (A) .n C 1/ D n, then .n C 2/ D .n C 1/.n C 1/
0
(c) . C 1/ D
xe
. C 1/
.
1
0
.st/ e
st
s dt, so
1
0
st
t dt D
s
e s .s C 1/
e .s 1/
e 2s
1
C
C
D
s2
s2
s2
s2
0
0
1
2e s
e 2s
1
.1 e s /2
.1 e s /2
1 e s
1
s
C
C
D
.
Therefore,F
.s/
D
D
D 2 tanh .
s2
s2
s2
s2
s 2 .1 e 2s /
s 2.1 C e s /
s
2
Z 1
Z 1=2
Z 1
1
e s=2
e s
e s=2
2e s=2
(b)
e st f .t/ dt D
e st dt
e st dt D
C
D
C
s
s
s
s
s
0
0
1=2
e s
1
.1 e s=2 /2
.1 e s=2 /2
1 e s=2
1
s
C D
. Therefore,F .s/ D
D
D tanh .
s
s=2
s Zs
s
s.1 e /
s
4
s.1 C e
/
Z
1 C e s
1 C e s
1
s
st
st
(c)
e f .t/ dt D
e sin t dt D 2
. Therefore,F .s/ D 2
coth
.
s / s 2 C 1
.s
C
1/
.s
C
1/.1
e
2
0Z
Z0 2
1 C e s
1 C e s
.
Therefore,F
.s/
D
D
(d)
e st f .t/ dt D
e st sin t dt D
.s 2 C 1/
.s 2 C 1/1 C e 2s
0
0
1
.
2
.s C 1/.1 e s /
8.1.18. (a)
st
f .t/ dt D
st
t dtC
st
.2 t/ dt D
127
A
B
Cs C D
2 C 3s
D
C
C 2
;
C 1/.s C 2/.s C 1/
sC2
s C1
s C1
4
,B D
5
2 C 3s
C 1/.s C 2/.s C 1/
D
D
D
D
4
1
2
0
1
,C D
2
D
$
.set s D 2/I
.set s D 1/I
.set s D 0/I
.equate coefficients of s 3 /:
3
11
,D D
. Therefore,
10
10
4 1
1 1
1 3s 11
5 s C 2 2 s C 1 10 s 2 C 1
4 2t 1 t
3
11
e
e
cos t C
sin t:
5
2
10
10
where
D
D
D
D
1
2
1
0
.set s D 0/I
.set s D 1/I
.set s D 0/I
.equate coefficients of s 3/:
sin t:
(c) s 2 C 2s C 5 D .s C 1/2 C 4;
.s
3s C 2
A
B.s C 1/ C C
D
C
;
2
2/..s C 1/ C 4/
s 2
.s C 1/2 C 4
where
A .s C 1/2 / C 4 C .B.s C 1/ C C / .s
13A D
4A 3C D
ACB D
8
,B D
13
3s C 2
2/..s C 1/2 C 4/
.s
8
1
0
2/ D 3s C 2:
.set s D 2/I
.set s D 1/I
.equate coefficients of s 2 /:
8
15
,C D
. Therefore,
13
13
1
8
8.s 1/ 15
D
13 s 2
.s C 1/2 C 4
8 2t
8 t
15
$
e
e cos 2t C e
13
13
26
sin 2t:
(d)
.s
where
3s 2 C 2s C 1
A
B
C
D
D
C
C
C
;
2
2
1/ .s C 2/.s C 3/
s 1
.s 1/
sC2 sC3
.A.s
12B
9C
16D
ACC CD
D
D
D
D
3s 2 C 2s C 1
1/2 .s C 2/.s C 3/
6
9
22
0
1/2 D 3s 2 C 2s C 1:
.set s D 1/I
.set s D 2/I
.set s D 3/I
.equate coefficients of s 3 /:
3 1
1
1
1
C
C
2
8s 1
2 .s 1/
sC2
3 t 1 t
11
e C te C e 2t
e 3t :
8
2
8
11 1
8 s C3
129
(e)
2s 2 C s C 3
A
B
C
D
D
C
C
C
;
2
2
2
.s 1/ .s C 2/
s 1
.s 1/
sC2
.s C 2/2
where
.A.s
9B
9D
4A C 4B C 2C C D
ACC
D
D
D
D
1/2 D 2s 2 C s C 3:
.set s D 1/I
.set s D 2/I
.set s D 0/I
.equate coefficients of s 3 /:
6
9
3
0
D
$
(f)
1 1
2
1
1 1
1
C
C
9s 1
3 .s 1/2 9 s C 2
.s C 2/2
1 t 2 t 1 2t
e C te
e
C te 2t :
9
3
9
3s C 2
A
B
Cs C D
D
C
C 2
;
.s 2 C 1/.s 1/2
s 1
.s 1/2
s C1
where
A.s
Setting s D 1 yields 2B D 5, so B D
A.s
1/2 D 3s C 2:
.A/
5
. Substituting this into (A) shows that
2
1/.s 2 C 1/ C .C s C D/.s
1/2
D 3s C 2
5s 2
5 2
.s C 1/
2
6s C 1
.s
D
2
Therefore,
A.s 2 C 1/ C .C s C D/.s
2A D
A D D
ACC D
5s
2
1/
2 .set s D 1/I
1=2 .set s D 0/I
0 .equate coefficients of s 2 /:
3
. Therefore,
2
1/ D
1/.5s
2
D
$
5
1
s 3=2
C 2
2 .s 1/2
s C1
5
3
e t C te t C cos t
sin t:
2
2
s
8.2.6. (a)
.s 2
where
.A.s
A.s 1/ C B
C.s C 1/ C D
17s 15
D
C
2s C 5/.s 2 C 2s C 10/
.s 1/2 C 4
.s C 1/2 C 9
1/2 C 4/ D 17s
15:
D
D
D
D
2
32
15
0
17s 15
2s C 5/.s 2 C 2s C 10/
D
$
.set s D 1/I
.set s D 1/I
.set s D 0/I
.equate coefficients of s 3/:
4. Therefore,
.s 1/ C 2
.s 1/2 C 4
.s C 1/ C 4
.s C 1/2 C 9
4
e t .cos 2t C sin 2t/ e t cos 3t C sin 3t :
3
(b)
.s 2
where
.A.s
8s C 56
A.s 3/ C B
C.s C 1/ C D
D
C
2
2
6s C 13/.s C 2s C 5/
.s 3/ C 4
.s C 1/2 C 4
20B C 16C C 4D
16A C 4B C 20D
15A C 5B C 13C C 13D
ACC
3/2 C 4/ D 8s C 56:
D 80 .set s D 3/I
D 48 .set s D 1/I
D 56 .set s D 0/I
D
0 .equate coefficients of s 3 /:
8s C 56
6s C 13/.s 2 C 2s C 5/
D
$
.s 3/ C 3
.s C 1/ C 1
C
2
.s 3/ C 4
.s C 1/2 C 4
3
e 3t
cos 2t C sin 2t C e
2
1
cos 2t C sin 2t :
2
(c)
s C9
.s 2 C 4s C 5/.s 2
where
.A.s C 2/ C B/..s
4s C 13/
A.s C 2/ C B
C.s 2/ C D
C
.s C 2/2 C 1
.s 2/2 C 9
2/2 C 9/ C .C.s
25B 4C C D
36A C 9B C 17D
26A C 13B 10C C 5D
ACC
2/ C D/..s C 2/2 C 1/ D s C 9:
D
7 .set s D 2/I
D 11 .set s D 2/I
D
9 .set s D 0/I
D
0 .equate coefficients of s 3 /:
Therefore,
2/ 2
2/2 C 3
1
2t
e
cos 3t
8
1
sin 3t :
12
(d)
.s 2
where
.A.s
3s 2
A.s 2/ C B
C.s 3/ C D
D
C
4s C 5/.s 2 6s C 13/
.s 2/2 C 1
.s 3/2 C 4
2/ C B/..s
3/2 C 4/ C .C.s
3/ C D/..s
2/2 C 1/ D 3s
2:
D
D
D
D
.set s D 2/I
.set s D 3/I
.set s D 0/I
.equate coefficients of s 3 /:
4
7
2
0
3s 1
A.s 1/ C B
C.s C 1/ C D
D
C
2
2
2s C 2/.s C 2s C 5/
.s 1/ C 1
.s C 1/2 C 4
.A.s
8B C 2C C D
8A C 4B C 5D
5A C 5B C 2C C 2D
A C 5B C C
D
D
D
D
1/2 C 1/ D 3s
1:
.set s D 1/I
.set s D 1/I
.set s D 0/I
.equate coefficients of s 3/:
2
4
1
0
20s C 40
A.s 1=2/ C B
C.s C 1=2/ C D
D
C
2
2
4s C 5/.4s C 4s C 5/
.s 1=2/ C 1
.s C 1=2/2 C 1
D
D
D
D
25=8
15=8
20
0
1=2/2 C 1/ D
5s C 10
:
4
.set s D 1=2/I
.set s D 1=2/I
.set s D 0/I
.equate coefficients of s 3 /:
2s C 1
C 1/.s 1/.s
3/
A
s
B
s
Cs C D
s2 C 1
131
3/ C B.s
.A.s
D
D
D
D
4A
20B
3A B C 3D
ACB CC
1/.s
3/ D 2s C 1:
.set s D 1/I
.set s D 3/I
.set s D 0/I
.equate coefficients of s 3/:
3
7
1
0
2s C 1
C 1/.s 1/.s
3/
3 1
7 1
2 s
3
1
C
C
2
2
4 s 1 20 s 3
5 s C 1 10 s C 1
3 t
7 3t
2
3
e C e C cos t
sin t:
4
20
5
10
D
$
(b)
where
sC2
.s 2 C 2s C 2/.s 2
.A.s C 1/ C B.s
1/
A
s
B
C.s C 1/ C D
C
sC1
.s C 1/2 C 1
10A
2B
2B C D
ACB CC
2A
D
D
D
D
1/ D s C 2:
.set s D 1/I
.set s D 1/I
.set s D 0/I
.equate coefficients of s 3 /:
3
1
2
0
1/
D
$
3 1
1 1
1
sC1
C
10 s 1 2 s C 1
5 .s C 1/2 C 1
1
3 t 1 t
e
e C e t cos te t sin t:
10
2
5
3
1
5 .s C 1/2 C 1
(c)
.s 2
where
2s 1
2s C 2/.s C 1/.s
.A.s C 1/ C B.s
2A
2//..s
2/
A
s
1/2 C 1/ C .C.s
6A
15B
4B C 2C 2D
ACB CC
D
D
D
D
3
3
1
0
B
C.s 1/ C D
C
sC1
.s 1/2 C 1
1/ C D/.s
2/.s C 1/ D 2s
1:
.set s D 2/I
.set s D 1/I
.set s D 0/I
.equate coefficients of s 3 /:
2s 1
2s C 2/.s C 1/.s
2/
D
$
1 1
1 1
7
s 1
C
2s 2
5 s C 1 10 .s 1/2 C 1
1 2t
1
7 t
1 t
e C e t
e cos t
e sin t:
2
5
10
10
(d)
.s 2
s 6
A
B
Cs C D
D
C
C 2
2
1/.s C 4/
s 1
sC1
s C4
1
10 .s
1
1/2 C 1
.A.s C 1/ C B.s
D
D
D
D
10A
10B
4A 4B D
ACB CC
5
7
6
0
1/ D s
6:
.set s D 1/I
.set s D 1/I
.set s D 0/I
.equate coefficients of s 3 /:
s 6
1/.s 2 C 4/
1 1
7 1
1 s
3
1
C
C C 2
2s 1
10 s C 1 5 s 2 C 4
5
s C4
1 t
7
1
3
e C e t
cos 2t C sin 2t:
2
10
5
5
(e)
s.s
where
.A.s
A
B
C.s 1/ C D
2s 3
D C
C
2
2/.s
2s C 5/
s
s 2
.s 1/2 C 4
1/2 C 4/ C .C.s
2/ C Bs/..s
10A
10B
4A C 4B D
ACB CC
D
D
D
D
3
1
1
0
1/ C D/s.s
2/ D 2s
3:
.set s D 0/I
.set s D 2/I
.set s D 1/I
.equate coefficients of s 3 /:
s.s
3
1 1
2
s 1
1
C
C
2
10s
10 s 2 5 .s 1/ C 4
5 .s
3
1 2t 2 t
1 t
C e
e cos 2t C e sin 2t:
10 10
5
10
1
1/2 C 4
(f)
.s 2
where
.A.s
5s 15
4s C 13/.s 2/.s
2/ C B.s
26A
10A
9B
13B 4C C 2D
ACB CC
5s 15
4s C 13/.s 2/.s
1/
A
s
2/2 C 9/ C .C.s
1//..s
1/
D
D
D
D
5=9, C D
et
1
s
1
5 2t
e
9
10
5
15
0
B
s
C.s 2/ C D
.s 2/2 C 9
2/ C D/.s
1/.s
2/ D 5s
15:
.set s D 1/I
.set s D 2/I
.set s D 0/I
.equate coefficients of s 3/:
4=9, D D 1. Therefore,
5 1
4
9 s 2 9 .s
4 2t
e cos 3t C
9
2
C
C9
.s
2/2
1 2t
e sin 3t:
3
1
2/2 C 9
133
.s1
P .s1 /
s2 / .s2
sn /
.
P .s/
D
s1 /Q1 .s/
P .s/
s1 shows that
D AC
Q1 .s/
(b) From calculus we know that F has a partial fraction expansion of the form
.s
A
C G.s/ where G is continuous at s1 . Multiplying through by s
s1
P .s1 /
.s s1 /G.s/. Now set s D s1 to obtain A D
.
Q.s1 /
(c) The result in (b) is generalization of the result in (a), since it shows that if s1 is a simple zero of the
denominator of the rational function, then Heavisides method can be used to determine the coefficient of
1=.s s1/ in the partial fraction expansion even if some of the other zeros of the denominator are repeated
or complex.
s
6/ D .s
2 C s.s 1/
D
s.s 3/.s C 2/
1
8
4
C e 3t C e
3
15
5
2t
.s 2
4 D .s
2 C s.s
s
1/
1
8 1
4 1
C
C
3s
15 s 3
5sC2
4/Y .s/ D
2
s
C . 1 C s/ D
2 C .s
1/.s
3
3/
2/.s C 2/,
Y .s/ D
and y D
1D
8.3.4.
Since s 2
2
Cs
s
3/.s C 2/,
Y .s/ D
and y D
6/Y .s/ D
1 2t 17
e C e
4
20
2t
2 C .s 1/.s 3/
D
.s 2/.s C 2/.s 3/
1 1
17 1
2 1
C
C
4s 2
20 s C 2
5s 3
2
C e 3t .
5
8.3.6.
.s 2 C 3s C 2/Y .s/ D
6
s
C . 1 C s/ C 3 D
6 C .s
1/.s C 2/
:
s 1
2t
2e t .
6 C .s 1/.s C 2/
1
2
D
C
.s 1/.s C 2/.s C 1/
s 1
sC2
2
sC1
3s C 2/Y .s/ D
3s C 2 D .s
1/.s
Y .s/ D
and y D 4e t
2
s
2 C .s 3/.s 4/
4
D
.s 1/.s 2/.s 3/
s 1
3s C 2/Y .s/ D
3s C 2 D .s
1/.s
Y .s/ D
5 t
e
2
1
s
C. 4
2/Y .s/ D
2/ D .s C 2/.s
2t
4
C .3 C 2s/ C 2 D
s
4 C s.5 C 2s/
2
D
s.s C 2/.s 1/
s
.s
1
s
3/.s C 1/
:
3
4
s
1 1
2s 3
.s 2
6 D .s
1
1
C
;
sC2
s 1
6/Y .s/ D
2
Cs
s
1D
2 C s.s
s
1/
3/.s C 2/,
2 C s.s 1/
D
s.s 3/.s C 2/
Y .s/ D
8
4
1
C e 3t C e
3
15
5
2t
1
8 1
4 1
C
C
3s
15 s 3
5sC2
8.3.16.
.s 2
1 D .s
4 C s.5 C 2s/
:
s
C et .
8.3.14.
Since s 2
4
s
1/,
Y .s/ D
and y D
4/
1
4e 2t C e 3t .
2
Since .s 2 C s
s/ C 3 D
5 1
1 .s 3/.s C 1/
D
.s 1/.s 2/.s 3/
2s 1
.s 2 C s
Since s 2
3/.s
s 3
2/,
8.3.12.
and y D 2
2 C .s
4e 2t C e 3t .
.s 2
and y D
3D
2/,
8.3.10.
Since s 2
C . 1 C s/
1/Y .s/ D
1
1 C s2
Cs D
:
s
s
1/.s C 1/,
Y .s/ D
and y D 1 C e t C e t .
1 C s2
D
s.s 1/.s C 1/
1
1
1
C
C
s
s 1
sC1
135
2
s
C .4
.s 3/2
:
s 3
1D
s/
7
3
7
e
2
2 .s 3/2
7
D
s.s C 1/.s 3/
3s
7 1
1 1
C
2sC1
6s 3
1
C e 3t .
6
8.3.20.
.s 2 C 1/Y .s/ D
1
C 2;
s2
so Y .s/ D
Substituting x D s 2 into
1
1
D
.x C 1/x
xC1
so Y .s/ D
1
x
.s 2 C 5s C 6/Y .s/ D
Since s 2 C 5s C 6 D .s C 2/.s C 3/,
Y .s/ D
t
C 4e
2t
.s 2
4e
3t
s2
1
;
C1
2s
3 D .s
3/Y .s/ D
2s
2
2 C .s C 1/.s C 8/
C .3 C s/ C 5 D
:
sC1
sC1
3/.s C 1/,
10s
C .7 C 2s/
C1
s2
4D
10s
C .2s C 3/:
C1
s2
10s
2s C 3
C
:
3/.s C 1/.s 2 C 1/
.s 3/.s C 1/
.s
2s C 3
9 1
D
.s 3/.s C 1/
4s 3
.s
4
sC3
Y .s/ D
where
1
1
D 2
2
C 1/s
s
1
4
2 C .s C 1/.s C 8/
D
C
.s C 1/.s C 2/.s C 3/
sC1
sC2
8.3.24.
Since s 2
.s 2
1
2
C 2
:
2
C 1/s
s C1
1
1
C 2
and y D t C sin t.
s2
s C1
8.3.22.
and y D e
yields
.s 2
1 1
9
$ e 3t
4sC1
4
1 t
e :
4
10s
A
B
Cs C D
D
C
C 2
3/.s C 1/.s 2 C 1/
s 3
sC1
s C1
.A.s C 1/ C B.s
3//.s 2 C 1/ C .C s C D/.s
40A
8B
A 3B 3D
ACB CC
D
D
D
D
30
10
0
0
3/.s C 1/ D 10s:
.set s D 3/I
.set s D 1/I
.set s D 0/I
.equate coefficients of s 3 /:
.A/
.B/
10s
3/.s C 1/.s 2 C 1/
D
$
137
1. Therefore,
3 1
5 1
2s C 1
C
4s 3
4 s C 1 s2 C 1
3 3t 5 t
e C e
2 cos t sin t:
4
4
2 cos t C 3e 3t C e t .
sin t
16
9s
C 2
C s; so
C4
s C1
16
9s
s
C 2
C 2
:
Y .s/ D 2
.s C 4/2
.s C 4/.s 2 C 1/
s C4
.s 2 C 4/Y .s/ D
s2
$
D
s2 4
s2 C 4
D
.s 2 C 4/2
.s 2 C 4/2
1
8
:
2
2
s C 4 .s C 4/2
.s 2
8
C 4/2
Therefore,
8
1
D 2
.s 2 C 4/2
s C4
Substituting x D s 2 into
16
$ sin 2t
.s 2 C 4/2
3
9
D
.x C 4/.x C 1/
xC1
9s
3s
D 2
.s 2 C 4/.s 2 C 1/
s C1
Finally,
2t cos 2t:
3
xC4
3s
$ 3 cos t
s2 C 4
3 cos 2t:
s
$ cos 2t:
C4
.2t C 2/ cos 2t C sin 2t C 3 cos t.
s2
.s 2 C 2s C 2/Y .s/ D
.A/
.B/
.C/
2
C . 7 C 2s/ C 4:
s2
Since .s 2 C 2s C 2/ D .s C 1/2 C 1,
Y .s/ D
2
2s 3
C
:
s 2 ..s C 1/2 C 1/
.s C 1/2 C 1
2s 3
2.s C 1/ 5
D
$ e t .2 cos t
2
.s C 1/ C 1
.s C 1/2 C 1
5 sin t/:
A
B
C.s C 1/ C D
2
D C 2C
;
s 2..s C 1/2 C 1/
s
s
.s C 1/2 C 1
.A/
.B/
2B
ACB CD
ACC
2A C B C C C D
.set s D 0/I
.set s D 1/I
.equate coefficients of s 3 /I
.equate coefficients of s 2 /:
2
2
0
0
1
1
.s C 1/
C 2C
$
s
s
.s C 1/2 C 1
2
D
C 1/2 C 1/
1 C t C e t .cos t
1Ct Ce
cos t:
5 sin t/.
.s C 1/ C 3
C 4. Since .s 2 C 4s C 5/ D .s C 2/2 C 1,
.s C 1/2 C 1
Y .s/ D
..s C
1/2
4
sC4
C
:
2
C 1/..s C 2/ C 1/
.s C 2/2 C 1
4
$ 4e
.s C 2/2 C 1
2t
.A/
sin t:
.B/
sC4
A.s C 1/ C B
C.s C 2/ C D
D
C
;
2
2
..s C
C 1/..s C 2/ C 1/
.s C 1/ C 1
.s C 2/2 C 1
where .A.s C 1/ C B/ .s C 2/2 C 1 C .C.s C 2/ C D/ .s C 1/2 C 1 D 4 C s.
1/2
5A C 5B C 4C C 2D
2B C C C D
A C B C 2D
ACC
D
D
D
D
.set s D 0/I
.set s D 1/I
.set s D 2/I
.equate coefficients of s 3/:
4
3
2
0
1/2
s C4
.s C 1/ C 1
s C2
D
C
; $ e t . cos t C sin t/ C e
2
2
C 1/..s C 2/ C 1/
.s C 1/ C 1
.s C 2/2 C 1
3s
3s
2 D .s
Y .s/ D
and y D
1 2t
e
5
2/Y .s/ D
C 2. 2 C s/
3D
4 C .2s 7/.s
s 1
1/
2/.2s C 1/,
4 C .2s
2.s 2/.s
4 t
32
e C e
3
15
2t
t =2
7/.s 1/
1 1
D
1/.s C 1=2/
5s 2
4 1
32
1
C
3s 1
15 s C 1=2
8.3.34.
.2s 2 C 2s C 1/Y .s/ D
2
2
C 2. 1 C s/ C 2 D 2 C 2s:
s2
s
2t
cos t:
139
s 2..s
1
s
C
:
2
C 1=2/ C 1=4/
..s C 1=2/2 C 1=4/
s
$e
..s C 1=2/2 C 1=4/
where
t =2
.cos.t=2/
sin.t=2//:
.A/
.B/
A
B
C.s C 1=2/ C D
1
D C 2C
s 2 ..s C 1=2/2 C 1=4/
s
s
..s C 1=2/2 C 1=4/
.As C B/..s C 1=2/2 C 1=4/ C .C.s C 1=2/ C D/s 2 D 1:
B
A C 2B C 2D
5A C 10B C 2C C 2D
ACC
D
D
D
D
2
8
8
0
.set s D 0/I
.set s D 1=2/I
.set s D 1=2/I
.equate coefficients of s 3 /:
t =2
4
2
4.s C 1=2/
C 2C
s
s
.s C 1=2/2 C 1=4
D
$
4 C 2t C 4e
t =2
sin.t=2// C 2t
.5 cos.t=2/
cos.t=2/:
4.
8.3.36.
.4s 2 C 4s C 1/Y .s/ D
3Cs
3Cs
C 4. 1 C 2s/ C 8 D 2
C 4. 1 C 2s/ C 8s C 4:
2
s C1
s C1
where
3Cs
2
C
:
4.s C 1=2/2.s 2 C 1/
s C 1=2
.A/
A
B
Cs C D
3Cs
D
C
C 2
2
2
2
4.s C 1=2/ .s C 1/
s C 1=2 .s C 1=2/
s C1
.A.s C 1=2/ C B/.s 2 C 1/ C .C s C D/.s C 1=2/2 D
10B
2A C 4B C D
12A C 8B C 9C C 9D
ACC
D
D
D
D
5
3
4
0
3Cs
:
4
.set s D 1=2/I
.set s D 0/I
.set s D 1/I
.equate coefficients of s 3/:
D
$
3
1
1
1
1 3s C 1
C
:
2
5 s C 1=2 2 .s C 1=2/
5 s2 C 1
3 t =2 1
1
e
C te t =2
.3 cos t C sin t/:
5
2
5
2
$ 2e
s C 1=2
t =2
t =2
10
1
.3 cos t C sin t/.
5
.5t C 26/
as C b
as 2 C bs C c
a
2
as C bs C c
ay 00 C by 0 C cy D 0; y.0/ D 0; y 0 .0/ D 1
a
. Therefore, y2 D L
2
as C bs C c
satisfies the initial conditions y1 .0/ D 0, y10 .0/ D 1.
L.f / D
st
f .t/ dt D
1
st
e
0
t dt C
u.t
8.4.4.
L.f / D
1
0
/L.t/ D
f .t/ dt D
s.xC1/
st
dt in (A) to obtain
st
.t
1/ dt:
dt C
s2
st
.t C 2/ dt:
R1
To relate the first term to a Laplace transform we add and subtract 1 e st dt in (A) to obtain
Z 1
Z 1
Z 1
L.f / D
e st dt C
e st .t C 1/ dt D L.t/ C
e st .t C 1/ dt:
0
s.xC1/
.B/
.A/
x dx D e s L.t/:
e s /L.t/ D
dt:
e
s2
1/ $ .1
1/.t
st
st
1
R 1 st
t
1 e
.x C 2/ dx D e
1
L.t C 2/ D C e
s
L.t C 2/:
1
2
C
.
s2
s
.A/
.B/
141
Alternatively,
1
1/.t C 1/ $ L.1/ C e L.t C 2/ D C e
s
s
f .t/ D 1 C u.t
8.4.6.
L.f / D
st
f .t/ dt D
1
2
C
.
s2
s
st 2
t D L.t 2 /
t 2 dt:
.A/
2
s3
2
2
1
C
C
:
s3
s2
s
Alternatively,
2
f .t/ D t .1
u.t
1// $ L.t / C e
t2
1/.t
2/
2
2
it follows that F .s/ D 3 C
s
s
8.4.10. f .t/ D e
e
.sC2/
L.e
2t
t2
1/.t
2
L.t C 2t C 1/ D 3
s
2
1/.e
2
2
1
C 2C
s3
s
s
2
2
C and
3
s
s
e s L .t C 1/ .t C 1/2 2
1
2
2
e s L.t 2 C t C 2/ D e s 3 C 2 C
;
s
s
s
1
2
C 2C
.
s
s
D
2
s3
e t / $ L.e t / C e s L.e
1 e .sC1/
e .sC2/
e .sC1/ L.e t / D
C
.
sC1
sC2
C u.t
2/. Since t 2 C 2 $
D
2t
2s
2.t C1/
L.e
t 1
/ D L.e t / C
L.t C 2/
8.4.14.
f .t/
1
s2
2u.t
2e s
s2
1
1/ C u.t 2/.t C 4/ $ 2
s
1
6
C e 2s 2 C
:
s
s
1/.t
2/ $ L.2/
2e s L.t/ C e
2s
2e s L.t C 1/ C e
L.t C 6/
3s
L.5t C 13/ D
1/ .t C 2/2 .t C 1/2 D t 2 C 2t C 1 C u.t
2
2
1
2
5
2
s
s
C
.
L.t C 2t C 1/ C e L.2t C 5/ D 3 C 2 C C e
s
s
s
s2
s
1
1
1
8.4.20.
D
$1 e
s.s C 1/
s sC1
)e
1
$ u.t 1/ 1
s.s C 1/
.t 1/
1/.2t C 3/ $
0;
1
.t 1/
0 t < 1;
; t 1:
8.4.22.
3
1
t )e
$ u.t 1/ .3 .t 1// D u.t 1/.4 t/I
s s2
1
1
1
3s 1
C 2 $1Ct )e
C 2 $ u.t 3/ .1 C .t 3// D u.t 3/.t 2/I
s
s
s
s
3
s
1
$3
s2
therefore
h.t/ D 2 C t C u.t
8.4.24.
t/ C u.t
1/.4
3/.t
1 2s
5 2.s C 2/
D
$e
s 2 C 4s C 5
.s C 2/2 C 1
therefore,
h.t/
D u.t
D u.t
(
/e
/e
2.t /
2.t /
2.t /
2t
.5 sin t
2 cos t/I
.5 sin.t
.2 cos t
0;
8
2 C t; 0 t < 1;
<
6;
1 t < 3;
2/ D
:
t C 4; t 3:
.2 cos t
/ 2 cos.t //
5 sin t/
0 t < ;
:
5 sin t/; t :
s C1
3.s 3/
4
1
3.s 3/
. Since
D
and
.s C 1/.s 2/ .s 1/.s 2/
.s C 1/.s 2/
sC1 s 2
sC1
3
2
4
4
2
D
, F .s/ D
C
$ 4e t 4e 2t C2e t . Therefore,e 2s F .s/ $
.s 1/.s 2/
s 2 s 1
s C(1 s 2 s 1
0;
0 t < 2;
u.t 2/ 4e .t 2/ 4e 2.t 2/ C 2e .t 2/ D
.t 2/
2.t 2/
.t 2/
4e
4e
C 2e
; t 2:
8.4.26. Denote F .s/ D
8.4.28.
3
s
1
$3
s3
t2
)e
2
2s
3
s
1
s3
$ u.t
2/ 3
1
e 4s
$
t
)
$ u.t
s2
s2
2/2
2
4/.t
4/I
.t
D u.t
2
t
2/
C 2t C 1 I
2
Section 8.5 Constant Coeefficient Equations with Piecewise Continuous Forcing Functions
143
therefore
h.t/
t2
C 2t C 1 C u.t
2
0t <2
D 1 t C u.t 2/
8
1 t 2;
< 3t 2
C 2t C 2; 2 t < 4;
D
2
3t
:
C 3t 2; t 4:
2
4/.t
4/
8.4.30. Let T be an arbitrary positive number. Since limm!1 tm D 1, only finitely many members of
ftm g are in 0; T . Since fm is continuous on tm ; 1/ for each m, f is piecewise continuous on 0; T .
If tM t < tM C1 , then u.t tm / D 1 if m M , while u.t tm / D 0 if m > M . Therefore,
M
X
.fm .t/ fm 1 .t// D fM .t/
f .t/ D f0 .t/ C
mD1
8.4.32. Since
1
X
Km
converges if > 0,
mD0
1
X
tm
mD0
Therefore,(C) of Exercise 8.3.31 holds if s > s0 C if is any positive number. This implies that it holds
if s > s0 .
8.4.34. Let tm D m and fm .t/ D . 1/m , m D 0; 1; 2; : : : . Then fm .t/
fm 1 .t/ D . 1/m 2, so
!
1
1
X
X
1
f .t/ D 1 C 2
. 1/m u.t m/ and F .s/ D
1C2
. 1/m e ms Substituting x D e s in the
s
mD1
mD1
1
X
1
2e s
1 1 e s
x
m m
identity
. 1/ x D
(jxj < 1) yields F .s/ D
1
D
.
1Cx
s
1Ce s
s 1Ce s
mD1
8.4.36. Let tm D m and fm .t/ D . 1/m m, m D 0; 1; 2; : : : . Then fm .t/ fm 1 .t/ D . 1/m .2m 1/,
1
1
X
1 X
so f .t/ D
. 1/m .2m 1/u.t m/and F .s/ D
. 1/m .2m 1/e ms . Substituting x D e s
s
mD1
mD1
1
1
X
X
x
x
in the identities
. 1/m x m D
and
. 1/m mx m D
(jxj < 1) yields F .s/ D
1Cx
.1 C x/2
mD1
mD1
1
e s
2e s
1 .1 e s /
D
.
s
s
2
s 1Ce
.1 C e /
s .1 C e s /2
8.5 CONSTANT COEEFFICIENT EQUATIONS WITH PIECEWISE CONTINUOUS FORCING
FUNCTIONS
8.5.2. y 00 C y D 3 C u.t
L .u.t
4/.2t
4/.2t
4s
L .2.t C 4/
.s 2 C 1/Y .s/ D
8/ D e
4s
3
2e 4s
C
C s:
s
s2
L.2t/ D
2e 4s
;
s2
Y .s/
Since
1
s2
yD3
1
$t
s2 C 1
2 cos t C 2u.t
8.5.4. y 00
4s
sin t ) e
4/ .t
y D e 2t C u.t
sin.t
1
s2
1
s2 C 1
$ u.t
4/ .t
sin.t
4// ;
4//.
Therefore,
Y .s/
.s
1
3s 1
C
.s 1/.s
.s 1/.s C 1/
C 1/.s 2/
e4
1
2s
Ce
s.s 1/.s C 1/ .s 1/.s C 1/.s
1
1/.s C 1/.s
e 2s e 4
1/.s C 1/.s
.s
2/
1 1
1 1
1 1
C
C
2s 1
6sC1
3s 2
1 t 1 t 1 2t
$
e C e C e I
2
6
3
1 t C2 1 .t 6/ 1 2t
$ u.t 2/
e
C e
C e
I
2/
2
6
3
2/
1
D
1/.s C 1/
1
1 1
1 1
1
1
C
C
$ 1 C et C e t I
s.s
s
2s 1
2sC1
2
2
2s
1
1
e
$ u.t 2/
1 C e t 2 C e .t 2/ I
s.s 1/.s C 1/
2
2
.s
Therefore,
1
13
y D et C e
2
6
3s 1
1
2
D
C
$ e t C 2e t :
1/.s C 1/
s 1
sC1
1
C e 2t C u.t
3
2/
1
1 C et
2
1
C e
2
2u.t
/ sin t C u.t
.t 2/
1
C e t C2
2
1
e
6
.t 6/
1 2t
e
:
3
Section 8.5 Constant Coeefficient Equations with Piecewise Continuous Forcing Functions
145
Since
/ sin t/ D e
L .u.t
s
L.sin.t C // D e
s
L.sin t/
and
2 / sin t/ D e
L .u.t
.s 2 C 4/Y .s/ D
s
1 C 2e
Ce
2
.s C 1/
2s
e s
.s 2 C 1/.s 2 C 4/
L.sin.t C 2 // D e
C1
1
D
.s 2 C 1/.s 2 C 4/
therefore
2s
3s; so Y .s/ D
1
s2 C 1
1
s2 C 4
2s
L.sin t/;
1 C 2e s C e 2s
1 3s
C 2
:
2
2
.s C 1/.s C 4/
s C4
1
sin t
3
1
sin 2tI
6
1
1
u.t /
sin.t /
sin 2.t
3
6
1
1
u.t /
sin t C sin 2t
3
6
$
D
/
and
e 2s
.s 2 C 1/.s 2 C 4/
u.t
u.t
1
2 /
sin.t
3
1
2 /
sin t
3
1
2 /
sin 2.t
6
1
sin 2t I
6
2 /
therefore
1
y D sin 2t
3
1
3 cos 2t C sin t
3
2u.t
3=2/.sin t
L .u.t
cos t//
3=2/.sin t
1
1
/
sin t C sin 2t C u.t
3
6
1
2 /
sin t
3
1
sin 2t :
6
3s=2
L .sin.t C 3=2/
3s=2
cos.t C 3=2//
s C1
1
sC1
; so Y .s/ D 2
e 3s=2 2
:
2
2
s C1
.s C 1/.s C 9/
.s C 1/.s 2 C 9/
1
1
1
1
1
1
D
$
sin t
sin 3t
and
.s 2 C 1/.s 2 C 9/
8 s2 C 1 s2 C 9
8
3
s
1
s
s
1
D
$ .cos t cos 3t/ :
.s 2 C 1/.s 2 C 9/
8 s2 C 1 s2 C 9
8
.s 2 C 9/Y .s/ D
s2
1
C1
3s=2
sC1
.s 2 C 1/.s 2 C 9/
D
$
sC1
sC1 sC1
sC1
D
.s 2 C 1/.s 2 C 9/
8
s2 C 1 s2 C 9
1
1
cos t C sin t cos 3t
sin 3t ; so
8
3
sC1
.s 2 C 1/.s 2 C 9/
u.t
3=2/
.cos.t
8
3=2/ C sin.t
3=2/
=2/
1
sin 3.t
3=2/
3
u.t 3=2/
1
sin t cos t C sin 3t
cos 3t :
8
3
1
3=2/ sin t cos t C sin 3t
cos 3t .
3
cos 3.t
D
Therefore, y D
1
.cos t
8
8.5.10. y 00 C y D t
cos 3t/
1
u.t
8
2u.t
1
L .u.t /t/ D e
L .t C / D e
C
s2
s
1
1
.s 2 C 1/Y .s/ D 2 2e s 2 C
I
s
s
s
s
Y .s/
s
1
C
s 2 .s 2 C 1/
s.s 2 C 1/
1
1
s
2e
2 e
s2 s2 C 1
1
D
2e
2
2
s .s C 1/
1
1
D
s2 s2 C 1
s
s
1
s
s
:
s2 C 1
Since
1
s2
1
s2 C 1
u.t
s
sin t ) e
/ .t
1
1
s2 s2 C 1
sin.t // D u.t
C sin t/
/.t
and
1
s
yDt
sin t
2u.t
8.5.12. y 00 C y D t
s
2
s C1
u.t
cos t ) e
s
/ .1
cos.t
1
s
s
s2 C 1
// D u.t /.1 C cos t/;
3u.t
2 /t/ D e
L.u.t
.s 2 C 1/Y .s/ D
Y .s/ D
e 2s
$ u.t
s 2.s 2 C 1/
2s
L.t C 2 / D e
3e
s2
1 3e 2s
s 2 .s 2 C 1/
1
1
D 2
s 2 .s 2 C 1/
s
2 /..t
2
2s
2
1
C
2
s
s
2s
6 e 2s
C 2 C sI
s
6 e 2s
2Cs
C 2
I
2
s.s C 1/
s C1
1
$t
s2 C 1
sin.t
sin tI
2 // D u.t
2 /.t
2
sin t/I
Section 8.5 Constant Coeefficient Equations with Piecewise Continuous Forcing Functions
1
1
D
C 1/
s
s.s 2
e 2s
$ u.t
s.s 2 C 1/
y D t C sin t C cos t
2 /.1
s2
s
$1
C1
cos tI
2 // D u.t
cos.t
2 /.1
cos t/I
2Cs
$ 2 sin t C cos tI
s2 C 1
2 /.3t 3 sin t 6 cos t/.
u.t
8.5.14. y 00
8.5.16. y 00 C 2y 0 C y D 4e t
4u.t
L 4u.t
.s 2 C 2s C 1/Y .s/ D
Y .s/ D
.s
where
4
1/.s C 1/2
1/.s C 1/ C C.s
D et
2te
eu.t
D et
2te
u.t
4y 0 C 4y D e 2t
2u.t
L u.t
1/ D 4:
1, C D 2. Therefore,
1
1
D
1/.s C 1/2
s 1
.s
4e sC1
; so
1
s 1
4e sC1
:
.s 1/.s C 1/2
D 1
.set s D 1/I
D
2 .set s D 1/I
D 0
.equate coefficients of s 2 /:
8.5.18. y 00
A
B
C
1
D
C
C
;
2
1/.s C 1/
s 1
sC1
.s C 1/2
.s
sC1
1
sC1
1/ e t 1
1/ e t e
2
.s C 1/2
e
.t 1/
.t 2/
2.t
and
2.t
1/e
2s
e 2sC4
L e 2t C4 D
;
s 2
1/e
.t 1/
.t 2/
147
4s C 4/Y .s/ D
Y .s/ D
1
2/3
.s
therefore y D
t 2 e 2t
2
t 2 e 2t
e
)
2
.s
te 2t
u.t
8.5.20. y 00 C 2y 0 C 2y D 1 C u.t
1
s
2sC4
2/3
2e
.s
2/3
.s
$
2e
s
e4
u.t
2
2sC4
2sC4
2/3
2/e 2.t
1;
2/2
.s
2/
.t
so
:
2/2 D u.t
2/
.t
2/2 e 2t
I
2
2/2 e 2t .
2/.t
Let G.s/ D
2 /.t
1/
u.t
1
1
, H.s/ D
; then
s.s 2 C 2s C 2/
s.s 2 C 2s C 2/
Y .s/ D Y1 .s/ C e
where
2s
Y2 .s/
3s
Y3 .s/;
(A)
2s C 3
;
C 2s C 2
Y2.s/ D H.s/ C .2 1/G.s/;
Y1 .s/ D G.s/ C
Let yi .t/ D L
(B)
s2
(C)
(D)
Find L
2 /y2.t
2 /
u.t
3 /y3 .t
3 /:
.G.s//:
G.s/ D
A
B.s C 1/ C C
C
s
.s C 1/2 C 1
(E)
.H.s//:
H.s/ D
A
B
C.s C 1/ C D
C
C
s
sC2
.s C 1/2 C 1
1 yields
(F)
Section 8.5 Constant Coeefficient Equations with Piecewise Continuous Forcing Functions
149
D
D
D
D
1
1
1
0
.set s D 0/I
.set s D 1/I
.set s D 1/I
.equate coefficients of s 3 /:
cos t/:
(G)
2.s C 1/ C 1
2s C 3
D
$ e t .2 cos t C sin t/;
s 2 C 2s C 2
.s C 1/2 C 1
y1 .t/ D
1 t
1
e .3 cos t C sin t/ C :
2
2
(H)
1C
e
2 / D
t
C .
2
.t 2/
.
1/e
2
cos t
1/ cos t C
1
2
2
1
2
sin t;
sin t C 1
t
:
2
(I)
1
2
so
y3 .t
3 / D
e t .3 cos t C .3 C 1/ sin t C t C 3 / ;
1
e
2
.t 3/
.3 cos t C .3 C 1/ sin t C t/ :
1
X
nD0
u.t
1
1X
n /; F .s/ D
e
s nD0
ns
t
2
(J)
1
X
1
; Y .s/ D
e
s.s 2 C 1/ nD0
ns
1
D
s.s 2 C 1/
s
e ns
$
1
cos
t;
$ u.t n /.1 cos.t n // D u.t n /.1 . 1/n cos t/;
s2 C 1
s.s 2 C 1/
1
m
X
X
y.t/ D
u.t n /.1 . 1/n cos t/. If m t < .m C 1/ , y.t/ D
.1 . 1/n cos t/. Therefore,
nD0
nD0
(
2m C 1 cos t; 2m t < .2m C 1/ .m D 0; 1; : : : /
y.t/ D
.
2m;
.2m 1/ t < 2m .m D 1; 2; : : : /
1
s
(b) f .t/ D
u.t
nD0
1
X
1
X
2ns
nD0
L.t C 2n s/ D
1
2n
1
C
D 2
e 2ns Yn .s/, where Yn .s/ D 2 2
2
s .s C 1/ s.s C 1/
s
nD0
t
sin t C 2n
2n /.t
sin t
m
X
.t
1
X
1
2n
C
; Y .s/ D
s2
s
1
2n
C
C1
s
2n
$ yn .t/ D
s2 C 1
1
X
2ns
u.t
2n /.t
Yn .s/ $ u.t
sin t
nD0
sin t
nD0
2ns
2n / D sin t, e
nD0
s2
1
X
sin t
m cos t/:
!
1
1
X
X
1
1
n
ns
(c) f .t/ D 1C2
. 1/ u.t n /; F .s/ D
1C2
. 1/ e
; Y .s/ D
1
C
2
. 1/n e
2 C 1/
s
s.s
nD1
nD1
nD1
1
1
s
e ns
D
$ 1 cos t;
$ u.t n /.1 cos.t n // D u.t n /.1
s.s 2 C 1/
s
s2 C 1
s.s 2 C 1/
1
X
. 1/n cos t/; y.t/ D 1 cos t C 2
. 1/n u.t n /.1 . 1/n cos t/. If m t < .m C 1/ ,
n
ns
nD1
y.t/ D 1
(d) f .t/ D
1
X
u.t
nD0
1 1
1
1
$ .e t Ce
2sC1 s
2
If m t < .m C 1/,
y.t/
D
D
cos t C 2
m
X
. 1/n .1
nD1
1
1X
n/; F .s/ D
e
s nD0
t
2/;
e
s.s 2
m
1 X t
e
2
nD0
mC1
ns
1/
.s 2
1
X
nD0
ns
; Y .s/ D
u.t
n/
2
.t n/
Ce
1 e
.e t
2.1 e/
et C e
1
2 D .e t
2
C e t/
.2m C 1/ cos t:
1
X
1
1 1
D
C
s.s 2 1/
2s 1
1
1X
2 ; y.t/ D
u.t n/ e t n C e
2
1/ nD0
t
ns
nD0
C e t/
m
X
en
1
1 C 2s X
e
s 2 C 1 nD0
2ns
; Y .s/ D
1
X
1 C 2s
e
.s 2 C 1/.s 2 C 2s C 2/ nD0
1:
where
D
D
D
D
2 .
nD0
1 C 2s
As C B
C.s C 1/ C D
D 2
C
2
C 1/.s C 2s C 2/
s C1
.s C 1/2 C 1
2B C C C D
A C B C 2D
5A C 5B C 4C C 2D
ACC
.t n/
.set s D 0/I
.set s D 1/I
.set s D 1/I
.equate coefficients of s 3/:
2ns
Section 8.5 Constant Coeefficient Equations with Piecewise Continuous Forcing Functions
151
Since sin.t
1 C 2s
C 1/.s 2 C 2s C 2/
s2
2n / D sin t,
e
2ns
1 C 2s
$ u.t
.s 2 C 1/.s 2 C 2s C 2/
so
y.t/ D sin t
1
X
y.t/ D sin t
1
X
m
X
nD0
n/; F .s/ D
u.t
nD0
s.s
.t 2n/
1
1/.s
2/
1
1X
e
s nD0
e ns
s.s 1/.s
y.t/ D
If m t < m C 1,
y.t/
D
D
m
X
1
2e t
nD0
mC1
2
et
1
2s
2/
ns
; Y .s/ D
1
u.t
2
1
1X
u.t
2 nD0
C e 2.t
m1
e
1
n/
mC1
n/ 1
2/
1 1
1
$
1
2s 2
2
n/ 1
2e t
mC1
2
1
C e 2.t
2
2e t
n
m/ 1
e
1
sin t;
sin t:
2e t C e 2t I
C e 2.t
C e 2.t
et
e 2.mC1/
1 e 2
1
1/.s
s.s
.t 2n/
.t 2n/
D mC1
2n / 1
2n / 1
u.t
nD0
(f) f .t/ D
1
1
C 1 .s C 1/2 C 1
1 e t sin t:
n/
m
X
n/
1
e n C e 2.t
2
nD0
m/
e 2n
nD0
2mC2
e2
m
X
by 0 .t/ cy.t/
on .; t0/ and .t0 ; /, y 00 .t0 C/ D
a
f .t0 C/ by 0 .t0 / cy.t0 /
f .t0 / by 0 .t0 / cy.t0 /
, and y 00 .t0 / D
. This implies the conclusion.
a00
a
(b) Since y has a junp discontinouity at t0 , applying Exercise 8.4.23(c) to y 0 shows that y 0 is not
differentiable at t0 . Therefore,y cannot satisfy (A) on .; / if f has a jump discontinuity at some t0 in
.; /.
8.5.24. (a) The assumptions imply that y 00 .t/ D
f .t/
8.5.26. If 0 t < t0 , then y.t/ D 0 .t/. Therefore, y.0/ D 0 .0/ D k0 and y 0 .0/ D 0 .0/ D k1 , and
ay 00 C by 0 C cy D a000 C b00 C c0 D f0 .t/ D f .t/;
0 < t < t0 :
m
X
.a00k C b0k C ck / D f0 C
kD0
m
X
.fk
fk
kD1
1/
D fm D f;
Thus, y satisfies ay 00 C by 0 C cy D f on any open interval that does not contain any of the points t1 ,
t2 ,. . . , tn .
Since .tm / D 0 .tm / for m D 1; 2; : : : , y and y 0 are continuous on 0; 1/. Since y 00 .t/ D .by 0 .t/ C
cy.t//=a if t tm (m D 1; 2; : : : ), y 00 has limits from the left at t1 ; : : : ; tn .
8.6 CONVOLUTION
a
s
as
and cos bt $ 2
, so H.s/ D 2
.
2
2
2
Ca
s Cb
.s C a /.s 2 C b 2 /
1
a
a
(b) e t $
and sin at $ 2
, so H.s/ D
.
2
s 1
s Ca
.s 1/.s 2 C a2 /
a
1
as
(c) sinh at $ 2
and cosh at $ 2
, so H.s/ D 2
.
2
2
s
a
s
a
.s
a2 /2
2!s
s 2 !2
2!s.s 2 ! 2 /
(d) t sin !t $ 2
and
t
cos
!t
$
,
so
H.s/
D
.
.s C ! 2 /2
.s 2 C ! 2 /2
.s 2 C ! 2 /4
Z t
Z t
(e) e t
sin ! cos !.t / d D
.e sin !/ e .t / cos !.t / d ; e t sin !t $
s2
s 1
.s 1/!
and e cos !t $
, so H.s/ D
.
2
2
.s 1/ C !
..s 1/2 C ! 2 /2
Z t
Z t
(f) e t
2 .t /e d D
2 e 2 .t /e .t / d ; t 2 e 2t $
!
1/2 C ! 2
.s
H.s/ D
(g) e
.sZ
2
2/3 .s
e
0
1/2
and te t $
2/3
cos !.t
/ d D
e
2
.t /
2t
cos !.t / d ; te
/ d ; e 3t $
1
s
1
.
3/ ..s 1/2 1/
1
2
2
(i) te 2t $
and sin 2t $ 2
, so H.s/ D
.
2
2
.s 2/
s C4
.s 2/ .s 2 C 4/
6
1
6
(j) t 3 $ 4 and e t $
, so H.s/ D 4
.
s
s 1
s .s 1/
3
3 6
6
(k) t 6 $ 7 and e t sin 3t $
, so H.s/ D 7
.
2
s
.s C 1/ C 9
s .s C 1/2 C 9
2
6
12
(l) t 2 $ 3 and t 3 $ 4 , so H.s/ D 7 .
s
s
s
7
2
2 7
7
t
(m) t $ 8 and e sin 2t $
, so H.s/ D 8
.
s
.s C 1/2 C 4
s .s C 1/2 C 4
24
2
48
(n) t 4 $ 5 and sin 2t $ 2
, so H.s/ D 5 2
.
s
s C4
s .s C 4/
so H.s/ D
.s
1
.s
1/2
, so
sC1
sC1
, so H.s/ D
.
2
2
2
.s C 1/ ZC !
.s C 2/
.s C 1/2 C ! 2
Z
t
t
(h) e t
e 2 sinh.t / d D
e 3 e .t / sinh.t
0
2
.s
1
and e
.s C 2/2
and e t sinh t $
.s
cos !t $
1
1/2
153
1
Y .s/
1
1
s2 C 1
1
1
8.6.4. (a) Y .s/ D 2
;
Y
.s/
1
C
D
;
Y
.s/
D 2 ; Y .s/ D 2
, so y D sin t.
2
2
2
s
s2
s
s
s
s
s
C1
2
1
2sY .s/
2s
1
.s C 1/
1
(b) Y .s/ D 2
; Y .s/ 1 C 2
D 2
; Y .s/ 2
D 2
; Y .s/ D
2
s C1
s C1
s C1
s C1
s C1
s C1
1
, so y D te t .
.s C 1/2
2sY .s/
2s
1
.s 1/2
1
.s 2 C 1/
A
1
; Y .s/ 1
D ; Y .s/ 2
D ; Y .s/ D
D
C
(c) Y .s/ D C 2
2
s
s C1
s C1
s
s C1
s
s.s 1/2
s
B
C
C
, where A.s 1/2 C Bs.s 1/ C C s D s 2 C 1. Setting s D 0 and s D 1 shows that A D 1
s 2 .s 1/2
1
1
and C D 2; equating coefficients of s 2 yields A C B D 1, so B D 0. Therefore, Y .s/ D C
,
s
.s 1/2
so y D 1 C 2te t .
1
Y .s/
1
1
s
1
sC1
1
1
(d) Y .s/ D 2 C
; Y .s/ 1
D 2 ; Y .s/
D 2 ; Y .s/ D
D 2 C 3,
s
sC1
s C1
s
sC1
s
s3
s
s
t2
so y D t C .
2
sY .s/
s
1
s3
4s 2 C 1
1
(e) sY .s/ 4 D 2 C 2
; Y .s/ s
D
4
C
;
Y
.s/
D
; Y .s/ D
s
s C1
s2 C 1
s2
s2 C 1
s2
2
2
4
2
.4s C 1/.s C 1/
4s C 5s C 1
4
5
1
5
1
D
D C 3 C 5 , so y D 4 C t 2 C t 4 .
5
5
s
s
s s
2
24
s
Y .s/
1
s 1
s2
s 1
s 1
s 1
(f) Y .s/ D 2
C 2
; Y .s/ 1
D 2
; Y .s/ 2
D 2
; Y .s/ D 2 D
2
s C1 s C1
s C1
s C1
s C1
s C1
s
1
1
, so y D 1 t.
s
s2
Z t
Z 0
Z t
8.6.6. Substituting x D t yields
f .t /g./ d D
f .x/g.t x/. dx/ D
f .x/g.t
0
t
0
Z t
x/ dx D
f ./g.t / d .
0
k0 .as C b/ C k1 a
F .s/
C
. Since
p.s/
p.s/
a.r1 C r2 /, (A) can be rewritten as
r1 /.s
r2 / and therefore b D
k0 .s r1 r2 /
k1
C
:
.s r1 /.s r2 /
.s r1 /.s r2 /
1
1
1
e r2 t e r1 t
1
D
$
;
.s r1 /.s r2 /
r2 r1 s r2 s r1
r2 r1
so the convolution theorem implies that
Z
F .s/
1 t e r2 e r1
$
f .t / d :
a.s r1 /.s r2 /
a 0
r2 r1
Y .s/ D
s
.s
a.s
F .s/
r1/.s
r2 /
r1 r2
r2
1
D
r1 /.s r2 /
r2 r1 s r1
r1
r2
1
r1 s
r2
r2 e r 1 t
r2
r1 e r 2 t
:
r1
Therefore,
y.t/ D k0
r2 e r 1 t
r2
r1 e r 2 t
e r2 t
C k1
r1
r2
e r1 t
1
C a
r1
a
t
0
e r2
r2
e r1
f .t
r1
/ d :
Y .s/ D
.s
a.s
k0 .s 2/
F .s/
C
C
/2 C ! 2
.s /2 C ! 2
.s
k1
:
/2 C ! 2
1
1
$ e t sin !t, so the convolution theorem implies that
2
2
/ C !
!
Z t
F .s/
1
$
e t f .t / sin ! d :
a.s /2 C ! 2
a! 0
s 2
.s /
t
D
$e
cos !t
sin !t :
.s /2 C ! 2
.s /2 C ! 2
!
Therefore,
y.t/ D e t k0 cos !t
sin !t
!
Z t
k1
1
sin !t C
e t f .t
!
a! 0
/ sin ! d :
8.6.12. (a)
ay 00 C by 0 C cy D f0 .t/ C u.t
p.s/Y .s/ D F0 .s/ C L.u.t
Y .s/ D
t1 /.f1 .t/
t1 /.f1 .t/
f0 .t/// D F0 .s/ C e
st1
L.g/I
st1
F0 .s/ C e
G.s/
:
p.s/
.B/
1
$ w.t/, the convolution theorem implies that
p.s/
Z t
Z t
F0 .s/
G.s/
$
w.t /f0 ./ d and
$
w.t /g./ d :
p.s/
p.s/
0
0
Z t
e st1 G.s/
Now Theorem 8.4.2 implies that
$ u.t t1 /
w.t t1 /g./ d , and (B) implies that
p.s/
0
Z t
Z t t1
y.t/ D
w.t /f0 ./ d C u.t t1 /
w.t t1 /g./ d :
(b) Since F0 .s/ $ f0 .t/, G.s/ $ g.t/, and
Rt
Rt
(c) Let 0 .t/ D 0 w.t /f0 ./ d and 1 .t/ D 0 w.t /g./ d . Then y.t/ D 0 .t/ C u.t
t1 /1 .t t1 /. Using Leibnizs rule as in the solution of Exercise 8.6.11(b) shows that
Z t
Z t
0
0
0
0 .t/ D
w .t /f0 ./ d ; 1 .t/ D
w 0 .t /g./ d ; t > 0;
0
000 .t/ D
f0 .t/
C
a
w 00.t
0
and
g.t/
C
a
w 00 .t
/g./ d ;
t > 0;
a001 C b01 C c1 D f1 .t C t1 /
f0 .t C t1 /;
t > 0:
155
This implies the stated conclusion for y 0 and y 00 on .0; t/ and .t; 1/, and that ay 00 C by 0 C cy D f .t/
on these intervals.
(d) Since the functions 0 .t/ and h.t/ D u.t t1 /1 .t t1 / are both continuous on 0; 1/ and h.t/ D 0
if 0 t t1 , y is continuous on 0; 1/. From (c), y 0 is continuous on 0; t1/ and .t1 ; 1/, so we need
only show that y 0 is continuous at t1 . For this it suffices to
that h0 .t1 / D 0. Since h.t1 / D 0 if
Z tshow
t1
h.t/ h.t1 /
D 0. If t > t1 , then h.t/ D
w.t t1 /g./ d . Since h.t1 / D 0,
t t1 , (B) lim
t !t1
t t1
0
Z t t1
h.t/ h.t1 /
jw.t t1 /g./j d :
.B/
t t
1
0
Since g is continuous from the right at 0, we can choose constants T > 0 and M > 0 so that jg./j < M
if 0 T . Then (B) implies that
Z t t1
h.t/ h.t1 /
M
jw.t t1 /j d ; t1 < t < t1 C T:
.C/
t t
1
0
Now suppose > 0. Since w.0/ D 0, we can choose T1 such that 0 < T1 < T and jw.x/j < =M if
0 x < T1 . If t1 < t < t1 C T1 and 0 t t1 , then 0 t t1 < T1 , so (C) implies that
h.t/ h.t1 /
1
Therefore, lim
t !t1 C
h.t/
t
h.t1 /
D 0. This and (B) imply that h0 .t1 / D 0.
t1
2/YO .s/ D
3
s2 C 9
1 C s;
3
s 1
3
1
1
s 1
1 8s 5
3
C
D
C
D
;
.s 2 C 1/.s 2 C 9/
s2 C 1
8 s2 C 1 s2 C
9
s2 C 1
8 s2 C 1 s2 C 9
1
1
1
1
1
yO D .8 cos t 5 sin t sin 3t/;
D 2
;w DL 1
D sin t; y D .8 cos t 5 sin t
8
p.s/
s C1
p.s/
8
sin 3t/ 2u.t =2/ cos t.
YO .s/ D
8.7.6. .s 2
1/YO .s/ D
8
C1
s
1
1
1 1
D
D
p.s/
.s 1/.s C 1/
2s 1
3e t 8 C 2u.t 2/ sinh.t 2/;
8.7.8. .s 2 C 4/YO .s/ D
8
s
8 C s.1 s/
4
3
8
D
C
; yO D 4e t C 3e t 8;
s.s 1/.s C 1/ s 1 s C 1 s
1
1
et C e t
;w D L 1
D
D sinh t; y D 4e t C
sC1
p.s/
2
s; YO .s/ D
Bs C C
where A.s 2 C 4/ C .Bs C C /.s
s2 C 4
.s
8
8s
C
;
2/.s 2 C 4/ s 2 C 4 .s
8
A
D
C
2/.s 2 C 4/
s 2
D 8, so C D 2; A C B D 0 (coefficient of x 2 ), so B D A D 1; therefore
1
sC2
1
1
D
, so (A) implies that yO D e 2t C7 cos 2t sin 2t;
D 2
;w D
s 2 s2 C 4
p.s/
s C4
1
1
sin 2t. Since sin.2t / D sin 2t, y D e 2t C 7 cos 2t sin 2t
u.t =2/ sin 2t.
2
2
1
1 s.s 1/
A
B
C
D
C
C
2
s 1
.s 1/.s C 1/
s 1 s C 1 .s C 1/2
where A.s C 1/2 C .B.s C 1/ C C /.s 1/ D 1 s.s 1/. Setting s D 1 yields A D 1=4; setting s D 1
O
yields C D 1=2; since A C B D 1 (coefficient of s 2), B D 1 A D 5=4. Therefore,
Y .s/ D
1 1
5 1
1
1
1 t 1 t
1
1
1
C
; yO D e C e .2t 5/;
D
;w D L 1
D te t ;
4 s 1 4 s C 1 2 .s C 1/2
4
4
p.s/
.s C 1/2
p.s/
1
1
y D e t C e t .2t 5/ C 2u.t 2/.t 2/e .t 2/.
4
4
8.7.10. .s 2 C 2s C 1/YO .s/ D
C .2 s/ 2; YO .s/ D
1
.s C 1/ C 1
8.7.12. .s 2 C 2s C 2/YO .s/ D .2 s/ 2; Y .s/ D
; yO D e t .sin t cos t/;
D
2C1
.s
C
1/
p.s/
1
1
;w D L 1
D e t sin t. Since sin.t / D sin t and sin.t 2 / D sin t,
.s C 1/2 C 1
p.s/
y D e t .sin t cos t/ e .t / u.t / sin t 3u.t 2 /e .t 2/ sin t.
1 C s.7 2s/
7 1
6
1
1
1
C2.2 s/C3; YO .s/ D
D
;
s
2s.s C1=2/.s 2/
10s 2 5 s C1=2 2s
1
1
1
1
1
7 2t 6 t =2 1 1
yO D
e
e
;
D
D
;wDL 1
D
10
5
2 p.s/
2.s C 1=2/.s 2/
5 s 2 s C 1=2
p.s/
1 2t
7 2t 6 t =2 1
1
.e
e t =2/; y D
e
e
C u.t 2/ e 2.t 2/ e .t 2/=2 ;
5
10
5
2
5
s
1
1
s
s
s
2
O
O
8.7.16. .s C 1/Y .s/ D 2
1; Y .s/ D 2
D
s C4
.s C 1/.s 2 C 4/ s 2 C1
3 s2 C 1 s2 C 4
1
1
1
1
1
; yO D .cos t cos 2t 3 sin t/;
D 2
;w DL 1
D sin t. Since sin.t
s2 C 1
3
p.s/
s C1
p.s/
=2/ D cos t and sin.t / D sin t,
8.7.14. .2s 2 3s 2/YO .s/ D
yD
1
.cos t
3
cos 2t
1
s
.s
3 sin t/
2u.t
1; (A) YO .s/ D
1
1/.s C 1/2
.s
/ sin t:
1
;
.s C 1/2
1
A
B
C
D
C
C
2
1/.s C 1/
s 1 sC1
.s C 1/2
1
1 1
D
1/.s C 1/2
4s 1
1 1
4sC1
1
1
:
2 .s C 1/2
1 1
4sC1
3
1
I
2 .s C 1/2
1 yields
157
yO D
.t 2/
st0
sin t; fh .t/ D
u.t
t0 /
u.t
h
s.t0 Ch/
t0
h/
; .s 2 C 2s C 2/Yh.s/ D
1e
h
st0
e
s
s.t0 Ch/
1e
e
1
.s C 1/ C 1
1
1
;
D
C
$
1 e t .cos t C sin t/ ;
2
2
2
h s.s C 2s C 2/ s.s C 2s C 2/
2 ..s C 1/ C 1/ 2s
2
8
0;
0 t < t0 ;
h
i
<
1
1 e .t t0 / .cos.t t0 / C sin.t t0 // ;
t0 t < t0 C h;
yh .t/ D
2h
i
.t t0 / h
: e
e h .cos.t t0 h/ C sin.t t0 h// cos.t t0 / sin.t t0 / ; t t0 C h:
2h
Yh .s/ D
8.7.28. w.t/ D e
t
2t
1/2
2
t0 /
u.t
h
<
t0
h/
1e
h
1
1
e 2t
C
$
sC1
2s
2
; .s 2 C3sC2/Yh.s/ D
1
k/ D
2
.e
: .e
1
X
u.t
.t t0 /
e /
kD0
2.e
k/ e t
kD0
m
mC1
X
t
ke
1/2
1 t
.e
1/
e
s
e
s.t0 Ch/
1
D
2
2h
.e
2h
1/
t0 t < t0 C h;
.t t0 h/
1
s2
1/2
; t t0 C h:
1 t
e
2
1
X
; y D yO C
u.t
1
m
1 X t
k
. If m t < m C 1, then y D
e
2
kD0
kD0
st0
0 t < t0 ;
0;
.t t0 /
1/YO .s/ D 1, so yO D w D L
8.7.30. (a) .s 2
1 t
.e
2
u.t
yh .t/ D
k/w.t
; fh .t/ D
Yh .s/ D
.e
t k
e t /.
1
1
2
s C1
D sin t; y D yO C
1
X
kD0
u.t
2k /w.t
2k / D
sin t
1
X
u.t
kD0
(c) .s
k/w.t
e 2.t
m/
3s C 2/YO .s/ D 1, so yO D w D L
k/ D
m
X
1
X
kD0
e 2k
et
kD0
(d) w D L
yD
0;
sin t;
k/ e 2.t
u.t
m
m
X
kD0
1
1
s2 C 1
k/
e k D e 2.t
et
m/ e
D sin t; y D
.s
1
1/.s
2/
D .e 2t
. If m t < m C 1, then y D
2mC2
e2
1
X
kD1
1
1
u.t
e .t
m/ e
k /w.t
mC1
1
1
m
X
e 2.t
k/
kD0
1
X
u.t
kD0
et
k / D sin t
.m D 0; 1; : : : /.
e t /; y D yO C
1
X
. 1/k u.t
kD1
k /, so
CHAPTER 9
Linear Higher Order Equations
9.1 INTRODUCTION TO LINEAR HIGHER ORDER EQUATIONS
c3
2c3
c3
9.1.2. From Example 9.1.1, y D c1x 2 Cc2x 3 C y 0 D 2c1x C3c2x 2
, and y 00 D 2c1 C6c2x C 3 ,
x
x2
x
where
c1 c2 c3 D
4
2c1 C 3c2 c3 D
14
2c1 6c2 2c3 D
20;
so c1 D 2, c2 D 3, c3 D 1, and y D 2x 2
3x 3 C
1
.
x
mDj
m.m 1/ .m j C1/cm .x x0 /m
n
X1
cm.x
mD0
, y .j / .x0 / D j cj . Therefore, yi D
x0 /m . Since y .j / .x/ D
.x x0 /i 1
; 1 i n.
.i 1/
ex e x
1 1
xe x
0
x
1 1 D
e x e x .1 x/ ; W .0/ D 1
(a) The equation is normal on . 1; 1/. W .x/ D e
e x e x e x .x 2/
1 1
2
4. Apply Theorem 9.1.4.
(b) The equation
is normal on . 1; 1/.
x
e x cos 2x
e x sin 2x
x
x
x
e
x
x
e
1 D 2x. Apply Theorem 9.1.4.
W .x/ D e
ex e x 0
(d) The equation
is normal on . 1; 0/ and .0; 1/.
e x =x
e x =x
1
W .x/ D
e x .1=x 1=x 2 /
e x .x C 1/=x 2
0 D 2=x 2. Apply Theorem 9.1.4.
e x .1=x 2=x 2 C 2=x 3/ e x .x 2 C 2x C 2/=x 3 0
159
x x2 ex
0 0 1
2x
x ex e x
1 ex
e x 2e 2x
W .x/ D
D e 2x .12x 6/. Apply Theorem 9.1.4.
x
e x 4e .2x/
0 e
0 ex
e x
8e 2x
(g) The equation
is normal on . 1; 0/
0 2x 2e 2x
2e 2x
W .x/ D
2x
2x D 128x. Apply Theorem 9.1.4.
0
2
4e
4e
0 0 8e 2x
8e 2x
x
Z x
Z x
1 ex
1 1
e x
1
e
0 1
1
x
e x sin x
e x cos x
x
x
x
2e x cos x
2e x sin x
sin x
cos x
3x
D e 1 cos x C sin x cos x sin x
1
2 cos x
2 sin x
sin x
cos x
3x
cos x
sin x
D e 0
1 2 cos x sin x
2 sin x cos x
1
sin x
cos x
cos x
sin x D e 3x
D e 3x 0
0
sin x
cos x
2 x C 1 x2 C 2
1
2x D 4.
(c) W .x/ D 0
0
0
2
x
ln jxj
1=x 2
x ln jxj
1=x 1
1=x 2
1=x 2 D 1 ln jxj C 1
(d) W .x/ D 1 ln jxj C 1
0
1
2=x 2
1=x
2=x 3 0
1
1 ln jxj
ln jxj
1
1
1
1
1 ln jxj C 1
1 D 2 0
1
2
D
x 2 0
x
0
1
2
1
2
1 ln jxj
1
1
0
1
2 D 4=x 2:
D
x 2 0
0
4
6
6
6
6
(e) W .x/ D 6
6
6
4
1 x
0 1
0 0
0 0
:: ::
: :
0 0
x
e
(f) W .x/ D e x
ex
(g) W .x/
x 2 =2 x 3 =3
x
x 2=2
1
x
0
1
::
::
:
:
0 0
e x x 1
e x 1 D 1
e x 0 1
D
D
D
D
x x2
(h) W .x/ D 1 2x
0 2
x 2
D e .x
2x C 2/.
(i) W .x/
e x =x
x
e =x e x =x 2
x
e =x 2e x =x 2 C 2e x =x 3
D 2x.
e x =x
1
e x =x e x =x 2
0
x
x
2
x
3
e =x C 2e =x C 2e =x
0
1=x
1=x
1
2
2
1=x 1=x
1=x 1=x
0
2
3
2
3
1=x 2=x C 2=x
1=x C 2=x C 2=x
0
1=x 1=x 2
1=x 1=x 2
2
3
2
3
1=x 2=x C 2=x
1=x C 2=x C 2=x
1=x 1=x 2
2=x
D 2=x 2:
1=x 2=x 2 C 2=x 3 4=x 2
x x2 1
2
e x
2x 1
x
1
e x D e x 1 2x 1 D e x x
2 1
2 1
0 2 1
ex
3
x n =n
x n 1 =.n 1/ 7
7
x n 2 =.n 2/ 7
7
D 1.
x n 3 =.n 3/ 7
7
7
::
5
:
1
1 x 1
1
x
1 1 D 0
2 1 x
1 0 0
0
x
::
:
x x3
1 3x 2
0 6x
0
6
2x 3
6x
x 4 0
0
1=x
1=x 2
2=x 3
6=x 4
2=x
2=x 3
6=x 4
2=x 4
8=x 4
0
0
2x 3
2=x
1 3x 2
1=x 2
D
0
6x
2=x 3
0
6
6=x 4
2 2=x 4
3=x 2
4
4
D x 6 2=x 4
6=x
6
24=x 5
6=x 4
3=x 5
15=x 5 D 240=x 5:
15=x 5
1=x 2
2=x 3
6=x 4
24=x 5
3=x 2
2=x 3
6=x 4
24=x 5
3=x 5
6=x 5
24=x 5
161
1
ex
e x x e 2x
x
x
2x
e
e
1 2e
2x 1
x
x
2x D e
1
e
e
0 4e
x
x
2x
1
e
e
0 8e
1 x 1 C x 0 1 2x
1
1
2
2x
D
D e
1
0
4
1
1
0
8
2 1 C x 1 2x
2x
2x
D
e 2
1
4
D e
0
1
8
(j) W .x/
(k)
W .x/
e 2x
2e 2x
4e 2x
8e 2x
2
4
8
e
2e
4e
8e
2x
1
2x
0
2x
0
2x
0
2 2x 0
4 2 D 8
8 0 0
1 x
1 1
1 0
1 0
2x
e
1
2
4
8
1
1
2 1Cx
0
x
0
1
x2
2x
2
0
2
4
8
1Cx
1
1
1
2
4
8
2x
2 D
0
1 2x
3 C 2x
8
1
2
4
8
2x
D 6e 2x .2x
1/:
1 x 2
0 2x
0 2
0 0
128x:
n
X
ci
i D1
n
X
j D1
aij yj D
n
X
j D1
Cj yj , with Cj D
n
X
i D1
i D1
n
X
j D1
y .j
1/
1. Since the solution of every initial value problem is unique (Theorem 9.1.1), D y.
9.1.16. If fy1 ; y2; : : : ; yn g is linearly dependent on .a; b/ there are constants c1 ; : : : ; cn , not all zeros,
such that c1y1 C c2 y2 C C cn yn . Let k be the smallest integer such that ck 0. If k D 1, then
1
1
y1 D .c2 y2 C Ccn yn /; if 1 < k < n, then yk D 0y1 C C0yk 1 C .ckC1 ykC1 C Ccn yn /;
c1
ck
if k D n, then yn D 0, so yn D 0 y1 C 0 y2 C C 0 yn .
P
9.1.18. Since F D f1i1 f2i2 ; : : : ; fnin ,
X
X
X
F0 D
f1i0 1 f2i2 ; : : : ; fnin C
f1i1 f2i0 2 ; : : : ; fnin C C
f1i1 f2i2 ; : : : ; fni0 n
D
F1 C F2 C C Fn :
W0 D
P
n
n
X
k/
163
kD1
y1
y2
y10
y20
::
:
::
:
y1.n
2/
y2.n
.n k/
kD1 .Pk =P0 /y1
W0 D
yn0
:
::
:
yn.n
::
2/
.n k/
kD1 .Pk =P0 /y2
Pn
y1
y10
n
X
Pk
::
:
P0
.n 2/
kD1
y
1
y .n k/
1
yn
y2
y20
::
:
::
.n k/
kD1 .Pk =P0 /yn
Pn
yn
yn0
::
:
.n 2/
yn
.n k/
yn
y2
y2
2/
.n 2/
.n k/
However, the determinants on the right each have two identical rows if k D
: : : ; n. Therefore,W 0 D
Z 2;
x
0
P1 W
W
P1
W .x/
P1 .t/
. Separating variables yields
D
; hence ln
D
dt, which implies
P0
W
P0
W .x0 /
x0 P0 .t/
Abels formula.
9.1.22. See the proof of Theorem 5.3.3.
9.1.24. (a)
x x2 1 x2 C 1 2
x 2 1 x 2 C 1
x
1 x 2 C 1
P0 .x/ D
2x
2x D 1
0
0
D
D
2
2
0
2
2
2
2
x x2 1 x2 C 1
x x2 1 x2 C 1
1
D 0; P3 .x/ D 0
P1 .x/ D 1
2x
2x D 0; P2 .x/ D 0
2
2
0
0
0
0
0
0. Therefore, 4y 000 D 0, which is equivalent to y 000 D 0.
(b)
1
0
e
0 x
1 x
e x x
e x 1 D 1
1 1 D 0
2 1 D 2xI
P0 D e
1
ex
1
1 0
1 0
e x 0
x
e
1 x 0
2 x
e x x 1
x
0 1 D 2I
P1 D e
e x 1 D 1
1 1 D 0
x
ex
1
1 0
e
0
1
1 0
0
e
1
1 x
0 x
e x x
x
1 0 D 1
1 0 D 2xI
e x 0 D 1
P2 D e
0
ex
1
1 0
2 0
e x 0
4I
2x
2
0
2x
2
0
Therefore,
(c)
x
e
P3 D e x
ex
e
e
e
x
x
x
x
e
P0 .x/ D e x
ex
P1 .x/ D
x
e
P2 .x/ D e x
ex
Therefore, .3
(d)
xe
e x .1
e x .x
ex
ex
ex
x/
2/
xe
e .1
e x .3
xe
e .x
e x .3
x
1
D 1
1
1 1 0
1 0 D 1
1 0 1
0
2
1
2/
x/
P3 .x/
P0 .x/
1
0
0
x
1
1 1 x 0 D
1 x 2 0
1 1
x
1
x/ 0 D 1 1 x 0 D
x/ 0 1 3 x 0
1
x
1
1
0 D 1 x 2 0 D
1 3 x 0
0
x
x
e
x e x .1 x/ 0
D e
e .x 2/ 0 D 0:
e x e x .3 x/ 0
1
0
0
1
0
0
y 00
D 2:
1 1
1 x
1 1
1 3
1 x
1 3
xy 0 C y D 0.
x
D3
2
2xI
x
D 2I
x
2
D 2x
x
5I
5/y 0 D 0.
x x2 2
x x2 1
x x2 ex
1 2x e x D e x 1 2x 1 D e x 1 2x 2
D
0
0 2 1
0 2 ex
2
2
x x
2
D e x .x 2 2x C 2/I
D
e x
1 2x 2
x x2 ex
x x2
D x2ex I
P1 .x/ D 1 2x e x D e x
1 2x
0 0 ex
x x2 ex
x2
x x
x
D 2xe x I
P2 .x/ D 0 2 e D e
0
2
0 0 ex
1 2x e x
x 1 2x
x
D 2e x :
P3 .x/ D 0 2 e D e
0 2
0 0 ex
0
0
1
x x2
1 x
1 x
1=x
1=x 2
1=x 2
1 2x
1=x 2 D x 1 2x
1=x 2 D x 0 x
2=x 2
P0 .x/ D
0 2
0 2
0 2
2=x 3
2=x 3
2=x 3
x
6
2=x 2
D
x
D
I
2
2=x 3
x
6 000
y
x
Therefore,
(f)
P0 .x/
P1 .x/
P1 .x/ D 1
0
P2 .x/ D
P3 .x/ D 0
0
6 00 12 0
y C 3y
x2
x
D 6 x
4
x 1
x x2
1=x
6 x
3
0 2
2=x D 4
0
x
0 0
6=x 4
2x
1=x 2
6 1
2
2=x 3 D
x4 0
0
6=x 4
1=x
1=x 2
6=x 4
x 2
D
2x
6
I
x2
2x
D
2
12
:
x4
12
x 2
D 3I
2
x
12
y D 0, which is equivalent to x 3y 000 C x 2 y 00
x4
2xy 0 C 2y D 0.
x C 1 e x e 3x
xC1 1 1
xC1 0
4x
x
3x
1
D e 4x 1
e
3e
1
1
3
0
D
D
e
0
0
0
e x 9e 3x
1 9
1
xC1
8
D e 4x
D 2e 4x .1 3x/I
1
6
x C 1 ex
x C1 1 1
e 3x
4x
x
3x
1
e
3e
1 3
D
De 1
0
0
e x 27e 3x
1 27
xC1
26
D 2e 4x .12x 1/I
D
e 4x
1
24
P2 .x/
D
D
Therefore,
x2
2x
0
1 ex
P3 .x/ D 0 e x
0 ex
2e 4x .1
xC1 0
D e 4x 1
0
0
1
x C 1 ex
xC1
e 3x
4x
x
3x
0
e
9e
D e 0
0
0
e x 27e 3x
xC1 1 1
4x
1 9 D 18e 4x .x C 1/I
e 0
0
0 18
1 1 3
1 1
3e 3x
9e 3x D e 4x 0 1 9 D e 4x 0 1
0 1 27
0 0
27e 3x
1/y 00
1 1
1 9
1 27
3
9
18
1/y 000
.12x
9y D 0:
8
6
9
26
24
27
D 18e 4x :
which is equivalent to
.3x
165
P0 .x/
P1 .x/
1 x2
x x3
1=x
1=x 2
1=x 2
1=x 3
2
2
3
2
2
1 3x
1=x
2=x
1 3x
1=x
2=x 3
D x
3
4
3
0 6x
2=x
6=x
2=x
6=x 4
0 6x
4
5
4
0
6
6=x
24=x
0
6
6=x
24=x 5
1 x2
1=x 2
1=x 3
2x 2
2=x 2
3=x 3
2
3
0 2x 2
2=x
3=x
D x
D x 6x
2=x 3
6=x 4
2=x 3
6=x 4
4
0 6x
6
6=x
24=x 5
0
6
6=x 4
24=x 5
2x
2x
2=x 3
3=x 4
2=x 3
3=x 4
D x 2 6x
2=x 3
6=x 4 D x 2 0
8=x 3 15=x 4 D
6
0
6=x 4
24=x 5
0
15=x 5
P2 .x/
P3 .x/
1 x2
x x3
1=x
1=x 2
1=x 2
1=x 3
1 3x 2
1 3x 2
1=x 2
2=x 3
1=x 2
2=x 3
3
4 D x
3
0 6x
2=x
6=x
2=x
6=x 4
0 6x
5
6
5
0
0
24=x
120=x
0
0
24=x
120=x 6
1 x2
1=x 2
1=x 3
2x
2=x 3
3=x 4
2
3
0 2x 2
2=x
3=x
6=x 4
x
D x 2 6x 2=x 3
2=x 3
6=x 4
5
0 6x
0 24=x
120=x 6
0
0
24=x 5 120=x 6
2x
2=x 3
3=x 4
3
1200
15=x 4
2
3 8=x
3
4
8=x
15=x D 2x
x 0
I
5
6 D
24=x
120=x
x6
0 24=x 5 120=x 6
1 x2
x x3
1=x
1=x 2
1=x 2
1=x 3
2
2
3
2
2
1 3x
1=x
2=x
1=x
2=x 3
1 3x
4
5 Dx
4
0
6
6=x
24=x
6
6=x
24=x 5
0
5
6
5
0
0
24=x
120=x
0
0
24=x
120=x 6
1 x2
1=x 2
1=x 3
2
2=x 4
3=x 5
2
3
0 2x 2
2=x
3=x
3
D x
6=x 4
24=x 5
4
5 Dx 6
0
6
6=x
24=x
5
0 24=x
120=x 6
0
0
24=x 5 120=x 6
2=x 4
3=x 5
720
0
15=x 5
3
3
5
D x 0
0
15=x D 2x
I
5
6 D
24=x
120=x
x7
0 24=x 5 120=x 6
240
x5
x x3
1=x
1=x 2
6 2=x 4
6=x 5
3
4
0 6x 2=x
6=x
D x2 6
6=x 4
24=x 5
0 6
6=x 4
24=x 5
5
0 24=x
120=x 6
0 0 24=x 5 120=x 6
6 2=x 4
6=x 5
8=x 4
1440
30=x 5
2
2
4
5
8=x
30=x D 6x
x 0
I
5
6 D
24=x
120=x
x6
0 24=x 5 120=x 6
P4 .x/
Therefore,
1 3x 2
1=x 2
2=x 3
6 2=x 4
6=x 5
3
4
0 6x
2=x
6=x
4
5
D
x
6
6=x
24=x
4
5
0
6
6=x
24=x
5
6
0
0
24=x
120=x
5
6
0
0
24=x
120=x
6 2=x 4
6=x 5
8=x 4
1440
30=x 5
4
5
8=x
30=x
:
D x 0
D 6x
5
6 D
24=x
120=x
x9
0
0
24=x 5 120=x 6
240 .4/
y
x5
1440
y D 0;
x9
x
1
x ln jxj
1=x
x 2
ln jxj
1=x 2 x
2
1 ln jxj C 1
1 ln jxj C 1
1=x
2x
1=x 2 2x
P0 .x/ D
D x
3
1=x
2=x
2
1=x
2=x 3 2
0
0
2
4
2
0
1=x
6=x
0
0
1=x
6=x 4 0
1 ln jxj
1=x 2 x
1
2=x 2 x
2
0
1
2=x
x
D x 1=x
2=x 3 2
D x
1=x
2=x 3 2
2
0
1=x
6=x 4 0
0
1=x 2
6=x 4 0
1
2=x 2 x
2=x 2
x
4=x 3
3
3
2=x
2 Dx 0
4=x
1 D x
D x 1=x
8=x 4
1=x 2
0
6=x 4 0
8=x 4 1=x
P1 .x/
x
1
0
0
0
x
0
0
x 0
0
x ln jxj
ln jxj C 1
1=x
2=x 3
ln jxj
1
1=x
2=x 3
2=x 2
4=x 3
28=x 5
1=x
1=x 2
2=x 3
24=x 5
1=x 2
2=x 2
2=x 3
24=x 5
x2
2x
2
0
x
x
2
0
D
1
2=x 2
12
1
D 3I
1=x
x
1
ln jxj
1=x 2
1=x 2
D x 1 ln jxj C 1
0
1=x
2=x 3
0
2=x
24=x 5
1
2=x 2 x
x 1=x
2=x 3 2
2=x 3 24=x 5 0
4=x 3
x
28=x 5
36
1
2 D 4I
2=x
x
x
2x
2
0
167
P2 .x/
1
x
x ln jxj
1=x
x 2
ln jxj
1 ln jxj C 1
1 ln jxj C 1
1=x
2x
D x
0
1=x 2
6=x 4 0
1=x 2
0
3
5
0
2=x
24=x
0
0
2=x 3
1 ln jxj
1=x 2 x
1
2=x 2
2
0
1
2=x
x
2
D x 1=x
6=x 4
D x
2
4
0
1=x
6=x
0
3
2=x
24=x 5
0 2=x 3 24=x 5 0
2=x 2
x
8=x 4
1=x
4
8=x
1=x D x
D x 0
D
28=x 5
2=x 2
0 28=x 5
2=x 2
P3 .x/
x x ln jxj
1=x
x 2
0
1=x
2=x 3
2
D
2
4
0
1=x
6=x
0
0 2=x 3 24=x 5 0
1=x
2=x 3
2
x 0
4=x
2=x D
0
20=x 5
4=x 2
P4 .x/
D
D
Therefore,
4=x 4
20=x 5
2x 0
D e
2
0
D 2e 2x
2x
D
2e
12 00 24 0
y C 6y
x5
x
x 2y 00 C 2xy 0
e
e
e
e
x
x
x
x
x
1
0
0
1 x
1 1
1 0
1 0
1
0
1
1
x
0
2=x 3
6=x 4
24=x 5
2
0
0
24
y D 0;
x7
2y D 0.
1
e 2x
2e 2x
2x 1
De
4e 2x
1
1
8e 2x
2
1
1
2
0
1
D e 2x
4
0
0
0
8
1
1
2
3 D 2e 2x 0
0
8
x 3
D 6e 2x .2x
1 6
1/I
1 x
1 1
1 0
1 0
x
1
x
0
1
x
1
2
0
0
24
2=x
D 6I
4=x 2
x
12 .4/ 36 000
y C 4y
x3
x
x
2x
0
0
12
I
x5
2=x 3
6=x 4
24=x 5
1=x
x 1=x 2
2=x 3
1 ln jxj C 1
1=x 2 2x
1=x
0
1=x
2=x 3 2
D 1=x 2
2
4
0
1=x
6=x
0
2=x 3
0
2=x 3
24=x 5 0
1=x 2
24
6=x 4
2
D
:
2=x 3 24=x 5
x7
1=x 2
1=x 2
6=x 4
24=x 5
x
0
0
2
3
6
1
2
4
8
1
2
3
8
P1 .x/
ex
ex
ex
ex
D e 2x
P2 .x/
P3 .x/
P4 .x/
e
e
e
e
0
0
2
0
D
Therefore,
6e 2x .2x
e
e
e
e
x
1
0
0
x
x
x
0
2
2
0
2x
2e 0
0
ex
ex
ex
ex
2x
e
ex
ex
D
ex
ex
2
D
e 2x
0
0
2x
D 2e 0
0
1 x
1 1
1 0
1 0
x
x
x
x
x
1
x
x
0
0
0
1 x
1 0
1 0
1 0
ex
ex
ex
ex
2x
e
x
x
x
x
x
1
0
0
1
1
1
1
x
1
0
0
x
x
x
1
3
15
1
e 2x
1 x 1
2x
1
2e
1
1 2
2x
D e
1
4e 2x
1
0 4
1
16e 2x
1 0 16
1
1 x 1
2
D 2e 2x 1 0 4
4
1 0 16
16
3
2x
D 2e 2x x
x 15 D 24xe I
e 2x
2x
2e
2x
2x D e
8e
2x
16e
0
1
2
2x 2
D
e
0
8
0
16
2x
6 D 2e
15
e 2x
4e 2x
2x
D e
8e 2x
16e 2x
1
1
4
2x
D 2e 0
8
0
16
e x
e x
e x
e x
0
2
0
2
2e 2x
1/y .4/
e
e
e
e
1
1
1
1
1
1
0
1
2
8
16
x 1
1
1 2
2x
D
2e
0
1 6
1
0 16
6
D 6e 2x .5 2x/I
15
1
1
1
1
1 x
1 1
1 0
1 0
1
1
0
1
1
x
1
1
1
1
1 x
1 0
1 0
1 0
x
x
x
1 2e 2x
0 4e 2x
2x
De
0 8e 2x
0 16e 2x
0
1 2
0 4
2x 2
De
0 8
0
0
0 16
1 2
0 8 D 2e 2x
0 12
24xe 2x y 000 C 6e 2x .5
169
1
4
8
16
D 2e 2x
1
3
15
1
1
1
1
1
1
1
1
1
1
1
0
1
0
0
1
0
0
0
1
1
0
x
x
x
1
0
3
D 24xe 2x I
15
1 2
0 4
0 8
0 16
2
4
8
12
2
6 D 24e 2x :
12
2x/y 00 C 24xe 2x y 0
1
6
16
24e 2x y D 0;
4xy 000 C .5
2x/y 00 C 4xy 0
4y D 0.
9.1.24. (j)
P0 .x/
P1 .x/
P2 .x/
P3 .x/
e 2x
2e 2x
4e 2x
8e 2x
2
4
8
e 2x
2e 2x
4e 2x
16e 2x
2
4
16
2x
1
2x
0
2x
0
2x
0
2 2x 2
4 2 D 0
8 0 0
x2
2x
2
0
e
2e
4e
16e
2x
2
8
0
1 x 2
2x
0 2x
D
2x
0 0
2x
0 0
2 2x
8
8
8 0 D 2x
16
16
16 0
e 2x
4e 2x
8e 2x
16e 2x
e
2e
8e
16e
2x
e 2x
1 x2
2x
4e
0 2
8e 2x 0 0
16e 2x 0 0
4
4 2
8
8
8 0 D 2
16
16 16 0
2e 2x
2e 2x
2x
4e
4e 2x
P4 .x/ D
2x
8e 2x
8e 2x
16e
16e 2x
1 1 x 2
2 0 2x
4 0 2
8 0 0
2x
2 4x D 128x
8x
1
2
4
8
1
1 x 2
2x
2
0 2x
D
2x
0 2
4
2x
16
0 0
2
2 2x
2
2x
4 2 D 0
8 2 4x
0
16 0
0
8
e 2x
2e 2x
8e 2x
16e 2x
2
8
16
e
2e
4e
8e
1 1 x2
2 0 2x
4 0 2
16 0 0
D 128I
x2
2
0
0
x2
2x
0
0
1
1 1
2
2 0
8
8 0
16 16 0
D 512xI
1
4
8
16
1
4
8
16
1
0
0
0
8
D 512I
16
0 2x
0 2
D 0:
0 0
0 0
Therefore, 128xy .4/ C128y 000 C512xy 00 512y D 0, which is equivalent to xy .4/ y 000 4xy 00 C4y 0 D 0.
9.2 HIGHER ORDER CONSTANT COEFFICIENT HOMOGENEOUS EQUATIONS
9.2.2. p.r / D r 4 C 8r 2
9.2.4. p.r / D 2r 3 C 3r 2
9 D .r
2r
C c3 e
3x=2
8r 2 C 5r
1 D .r
171
1/.2r
3 D .r
D c1 e x C c2 e
D c1 e x c2 e
D c1 e x C c2 e
y
y0
y 00
2r
4 D .r
x
x
x
C c3e 3x
3c3 e 3x I
C 9c3e 3x
x
3x
5e
c1 C c2 C c3
c1 c2 3c3
c1 C c2 C 9c3
0
14 I
40
2/.r 2 C 2r C 2/;
D
D
D
6
3 I
22
e 2x .c1 C c2 x C c3x 2 /
c1
e 2x .2c1 C c2 C .2c2 C 2c3/x C 2c3 x 2/
I
2c1 C c2
2e 2x .2c1 C 2c2 C c3 C 2.c2 C 2c3/x C 2c3x 2 / 4c1 C 4c2 C 2c3
D
D
D
1
1
4
6r 2 C 12r
cos x
8 D .r
c1 D 1, c2 D 3, c3 D 2; y D e 2x .1
9.2.22. p.r / D 8r 3
y
y0
y 00
4r 2
3e
3x C 2x 2 /.
1/2 ;
2r C 1 D .2r C 1/.2r
9.2.24. p.r / D r 4
8 D .r
D
D
D
D
sin x C 4e 2x .
2/3 ;
c1 D 1, c2 D 2, c3 D 3; y D e x=2.1
y
y0
y 00
y 000
D
D
D
c1 C c3
c1 C c2 C 2c3
2c2 C 4c3
9.2.20. p.r / D r 3
D
D
D
x=3
6r 3 C 7r 2 C 6r
c1 D 2, c2 D 3, c3 D 4; y D 2e
y
y0
y 00
C c2 e
c1 D 2, c2 D 3, c3 D 5; y D 2e x C 3e
9.2.18. p.r / D r 3
x=2
x=2
1/.r
x=2
x=2
c1 C c3
1
1
c
C
c
c
2
2 1
2 3
1
1
c
C
c
C
c
2
4 1
4 3
4
3 I
1
.
2/.r
4/.r C 1/;
c1e x C c2 e 2x C c3 e 4x C c4e x
c1 C c2 C c3 C c4
c1e x C 2c2 e 2x C 4c3e 4x c4 e x
c1 C 2c2 C 4c3 c4
I
c1e x C 4c2 e 2x C 16c3e 4x C c4e x
c1 C 4c2 C 16c3 C c4
c1e x C 8c2 e 2x C 64c3e 4x c4 e x
c1 C 8c2 C 64c3 c4
c1 D 4, c2 D 1, c3 D 1, c4 D 2; y D 4e x C e 2x
D
D
D
e 4x C 2e
D
D
D
D
2
8
I
14
62
D
D
D
D
2r 2
8 D .r
8r
c1 C c2 C c3
2c2 c3 C c4
4c1 C 4c2 2c4
8c2 C 2c3 C 2c4
D
D
D
D
5
2
I
6
8
e
1 0 1
1 0
xe x
e 2x
x
x
2x
e .x C 1/ 2e I W .0/ D 1 1 2 D 1 1
9.2.28. (a) W .x/ D e
e x e x .x C 2/ 4e 2x
1 2 4
1 2
1:
cos 2x
1 0 1 1
sin 2x
e 3x
(b) W .x/ D 2 sin 2x 2 cos 2x 3e 3x I W .0/ D 0 2 3 D 0
4 cos 2x
4 0 9 4
4 sin 2x 9e 3x
26:
1
e x cos x
e x sin x
e x
0
2e x sin x
2e x cos x
ex
1 2
2 1 D 5:
1 x x2 ex
1 0 0 1
0 1 2x e x
0 1 0 1
(d) W .x/ D
I
W
.0/
D
x
0 0 2 1 D 1:
0 0 2 ex
0 0 0 1
0x 0 0x e
e
e
cos x
sin x
x
x
e
e
sin x
cos x
(e) W .x/ D x
I
x
e
cos x
sin x
ex
x
e
e
sin x
cos x
1
1
0 1
1
1
0
1
1
1
0
1 1
1
0
1
1
W .0/ D
D
D
2
1
1
0 1
1
1
0
1
1
1
1
0
1
0
0
0
2
1
1
1
1
1
0 D 4
D
2 1
D 8:
1
1
0
0
2
cos x
sin x
e x cos x
e x sin x
x
x
sin x
cos x
e .cos x sin x/
e .cos x C sin x/
(f) W .x/ D
x
cos
x
sin
x
2e
sin
x
2e x cos x
x
x
sin x
cos x
e .2 cos x C 2 sin x/ e .2 cos x 2 sin x/
D 1 1 D
2 3
0 0
2 3
2 3 D
D
0 13
0 13
0 1 1
0 1
1 1 D 0
1 2 D
2 1 0
2 1
0
1
3
1
1
1
1
0
1
W .0/
1
0
1 0
0
1
1 1
D
1
0
0 2
0
1
2 2
1
1 1 1 1
0
1 2 D 0 1
0
1 3 0 0
1
0
0
0
0
1
0
1
1
2
5
D 5:
1
1
1
2
0
1
2
2
1
0
1
173
1 1
1 2
2 2
9.2.40. (a) Since y D Q1 .D/P1 .D/y C Q2 .D/P2 .D/y and P1 .D/y D P2 .D/y D 0, it follows that
y D 0.
(b) Suppose that (A) a1 u1 C C ar ur C b1v1 C C bs vs D 0, where a1 ; : : : ; ar and b1 ; : : : ; bs are
constants. Denote u D a1 u1 C C ar ur and v D b1 v1 C C bs vs . Then (B) P1 .D/u D 0 and (C)
P2 .D/v D 0. Since uCv D 0, P2 .D/.uCv/ D 0. Therefore,0 D P2 .D/.uCv/ D P2 .D/uCP2 .D/v.
Now (C) implies that P2 .D/u D 0. This, (B), and (a) imply that u D a1 u1 C C ar ur D 0, so
a1 D D ar D 0, since u1 ; : : : ; ur are linearly independent. Now (A) reduces to b1 v1 C Cbs vs D 0,
so b1 D c D bs D 0, since v1 ; : : : ; vs are linearly independent. Therefore,u1 ; : : : ; ur ; v1; : : : ; vr are
linearly independent.
(c) It suffices to show that fy1 ; y2 ; : : : ; yn g is linearly independent. Suppose that c1 y1 C Ccnyn D 0.
We may assume that y1 ; : : : ; yr are linearly independent solutions of p1 .D/y D 0 and yr C1 ; : : : ; yn are
solutions of P2 .D/ D p2 .D/ pk .D/y D 0. Since p1 .r / and P2 .r / have no common factors, (b)
implies that (A) c1 y1 C C cr yr D 0 and (B) cr C1 yr C1 C C cn yn D 0. Now (A) implies that
c1 D D cr D 0, since y1 ; : : : ; yr are linearly independent. If k D 2, then yr C1 ; : : : ; yn are linearly
independent, so cr C1 D D cn D 0, and the proof is complete. If k > 2 repeat this argument, starting
from (B), with p1 replaced by p2 , and P2 replaced by P3 D p3 pn .
9.2.42. (a)
.cos A C i sin A/.cos B C i sin B/
D .cos A cos B
sin A sin B/
D
D
1
cos i sin
cos C i sin cos i sin
cos i sin
D cos i sin D cos. / C i sin. /:
cos2 C sin2
1
. From the hint, (C)
.cos C i sin /jnj
1
D .cos i sin /jnj D .cos. / C i sin. //jnj . Replacing by and n by
.cos C i sin /jnj
jnj in (A) shows that (D) .cos. / C i sin. //jnj D cos. jnj/ C i sin. jnj/. Since jnj D n, (E)
cos. jnj/ C i sin. jnj/ D cos n C i sin n. Now (B), (C), (D), and (E) imply (A).
(e) From (A), nk D cos 2k C i sin 2k D 1 and kn D cos.2k C 1/ C i sin.2k C 1/ D cos.2k C
1/ D cos D 1.
(f) From (e), 1=n 0 ; : : : ; 1=nn 1 are all zeros of n . Since they are distinct numbers, n has
the stated factoriztion.
2k
2k
1 D .r 0 /.r 1 /.r 2 / where k D cos
C i sin
, k D 0; 1; 2.
3
!
p
p
3
1
3
1
3
1 2 3
Ci
, and 2 D
i
. Therefore, p.r / D .r 1/
rC
C
,
Hence, 0 D 1, 1 D
2
2
2
2
2
4
(
p !
p !)
3
3
so e x ; e x=2 cos
x ; e x=2 sin
x
is a fundamental set of solutions.
2
2
.2k C 1/
.2k C 1/
(b) p.r / D r 3 C1 D .r 0 /.r 1 /.r 2 / where k D cos
Ci sin
, k D 0; 1; 2.
3
!
p
p
3
2
1
3
1
3
1
3
, 1 D 1 2 D
i
. Therefore, p.r / D .r C 1/
r
C
, so
Hence, 0 D C i
2
2
2
2
2
4
(
p !
p !)
3
3
e x ; e x=2 cos
x ; e x=2 sin
x
is a fundamental set of solutions.
2
2
p
p
p
p
.2k C 1/
(c) p.r / D r 4 C64 D .r 2 20 /.r 2 21 /.r 2 22 /.r 2 23 /, where k D cos
C
4
1Ci
1Ci
1 i
1 i
.2k C 1/
i sin
, k D 0; 1; 2; 3. Therefore, 0 D p , 1 D p , 2 D p , and 3 D p ,
4
2
2
2
2
so p.r / D ..r 2/2 C 4/..r C 2/2 C 4/ and fe 2x cos 2x; e 2x sin 2x; e 2x cos 2x; e 2x sin 2xg is a
fundamental set of solutions.
2k
2k
(d) p.r / D r 6 1 D .r 0 /.r 1 /.r 2 /.r 3 /.r 4 /.r 5 / where k D cos
Ci sin
,
6
6
p
p
p
1
3
1
3
1
3
k D 0; 1; 2; 3; 4; 5. Therefore, 0 D 1, 1 D C i
, 2 D
Ci
, 3 D 1, 4 D
i
,
2
2
2
2
2
2
!
!
p
2
2
1
3
1
3
1
3
and 5 D
i
, so p.r / D .r 1/.r C 1/
r
C
rC
C
and
2
2
2
4
2
4
(
!
!
!
p
p
p
p !)
3
3
3
3
x
x
x=2
x=2
x=2
x=2
e ; e ; e cos
x ; e sin
x ;e
cos
x ;e
sin
x
is a funda2
2
2
2
mental set of solutions.
(e) p.r / D r 6 C 64 D .r
20 /.r
21 /.r
22/.r
23/.rp 24/.r
25 / where
p k D
.2k C 1/
.2k C 1/
3 i
3 i
cos
Ci sin
, k D 0; 1; 2; 3; 4; 5. Therefore, 0 D
C , 1 D i , 2 D
C ,
6
6
2
2
2
2
p
p
p
p
3 i
3 i
3 D
, 4 D i , and 5 D
, so p.r / D .r 2 C 4/..r
3/2 C 1/..r C 3/2 C 1/ and
2
2 p
2
2p
p
p
fcos 2x; sin 2x; e 3x cos x; e 3x sin x; e 3x cos x; e 3x sin xg is a fundamental set of solutions.
(f) p.r / D .r 1/6 1 D .r 1 0 /.r 1 1 /.r 1 2 /.r 1 3 /.r 1p 4 /.r 1 5 / where
p k D
2k
2k
1
3
1
3
cos
C i sin
, k D 0; 1; 2; 3; 4; 5. Therefore, 0 D 1, 1 D C i
, 2 D
Ci
, 3 D
6
6
2
! 2
!
p
p
2
22
2
1
3
1
3
3
3
1
3
1, 4 D
i
, and 5 D
i
, so p.r / D r .r 2/
r
C
r
C
2
2
2
2
2
4
2
4
(
p !
p !
p !
p !)
3
3
3
3
and 1; e 2x ; e 3x=2 cos
x ; e 3x=2 sin
x ; e x=2 cos
x ; e x=2 sin
x
is a funda2
2
2
2
mental set of solutions.
r6 1
(g) p.r / D r 5 C r 4 C r 3 C r 2 C r C 1 D
. Therefore, from the solution of (d) p.r / D
r 1
9.2.43. (a) p.r / D r 3
1
2
2
x=2
sin
3
x
2
!)
175
is a fundamen-
12y 00 C 6y 0
.1
D
D
D
D
4.u0
22
6
1
1:
9.3.32. If y D ue x , then y 000 2y 00 Cy 0 2y D e x .u000 C3u00 C3u0 Cu/ 2.u00 C2u0 Cu/C.u0 Cu/ 2u D
e x .u000 C u00 2u/. Let up D .A0 C A1 x C A2 x 2 / cos 2x C .B0 C B1 x C B2 x 2 / sin 2x where
6A0 8B0
8A0 6B0
6A2 8B2
8A2 6B2
6A1 8B1 24A2 C 8B2
8A1 6B1 8A2 24B2
12A1 C 4B1 C 2A2 C 12B2
4A1 12B1 12A2 C 2B2
D
D
D
D
D
D
4
3
5
5
9
6:
x C x 2 / sin 2x.
ex
.1 C x/ cos 2x C
2
177
D 4
D
12
D 20
D
12:
D
D
D
D
3
3
2
3:
xe 3x
.x cos 3x C sin 3x/.
12
2B0 6A1
2A0 C 2A1
2B1
2A1
2B1
6B1
D
D
D
D
1
1
4
5:
x
e
2
.1 C x/ cos x C .2
x/ sin x.
9.3.42. If y D ue x , then y .4/ 5y 000 C 13y 00 19y 0 C 10y D e x .u.4/ C 4u000 C 6u00 C 4u0 C u/ 5.u000 C
3u00 C 3u0 C u/ C 13.u00 C 2u0 C u/ 19.u0 C u/ C 10u D e x .u.4/ u000 C 4u00 4u0 /. Since cos 2x
and sin 2x satisfy u.4/ u000 C 4u00 4u0 D 0, let up D x.A cos 2x C B sin 2x/ where 8A 16B D 1
xe x
and 16A C 8B D 1. Then A D 3=40, B0 D 1=40, and yp D
.3 cos 2x sin 2x/.
40
9.3.44. If y D ue x , then y .4/ 5y 000 C 13y 00 19y 0 C 10y D e x .u.4/ C 4u000 C 6u00 C 4u0 C u/ 5.u000 C
3u00 C 3u0 C u/ C 13.u00 C 2u0 C u/ 19.u0 C u/ C 10u D e x .u.4/ u000 C 4u00 4u0 /. Since cos 2x
and sin 2x satisfy u.4/ u000 C 4u00 4u0 D 0, let up D x.A0 C A1 x/ cos 2x C .B0 C B1 x/ sin 2x/
where
16A1 32B1 D
8
32A1 C 16B1 D
4
8A0 16B0 40A1 12B1 D
7
16A0 C 8B0 C 12A1 40B1 D
8:
xe x
.1 C x/ sin 2x.
4
9.3.46. If y D ue 2x , then y .4/ 8y 000 C 32y 00 64y 0 C 64y C 4y D e 2x .u.4/ C 8u000 C 24u00 C 32u0 C
16u/ 8.u000 C6u00 C12u0 C8u/C32.u00 C4u0 C4u/ 64.u0 C2u/C64u D e 2x .u.4/ C8u00 C16u/. Since
cos 2x, sin 2x, x cos 2x, and x sin 2x satisfy u.4/ C 8u00 C 16u D 0, let up D x 2 .A cos 2x C B sin 2x/
x 2e 2x
.cos 2x sin 2x/.
where 32A D 1 and 32B D 1. Then A D 1=32, B D 1=32, and yp D
32
9.3.48. Find particular solutions of (a) y 000 4y 00 C 5y 0 2y D 4e x , (b) y 000 4y 00 C 5y 0 2y D e 2x ,
and (c) y 000 4y 00 C 5y 0 2y D 2 cos x C 4 sin x.
(a) If y D ue x , then y 000 4y 00 C5y 0 2y D e x .u000 C3u00 C3u0 Cu/ 4.u00 C2u0 Cu/C5.u0 Cu/ 2u D
x 000
e .u
u00 /. Let u1p D Ax 2 where 2A D 4. Then A D 2, and y1p D 2x 2 e x .
(b) If y D ue 2x , then y 000 4y 00 C 5y 0 2y D e 2x .u000 C 6u00 C 12u0 C 8u/ 4.u00 C 4u0 C 4u/ C
5.u0 C 2u/ 2u D e 2x .u000 C 2u00 C u0 /. Let u2p D x. Then y2p D xe 2x .
000
00
0
(c) If y3p D A cos xCB sin x, then y3p
4y3p
C5y3p
2y3p D .2AC4B/ cos xC. 4AC2B/ sin x D
2 cos x C 4 sin x if A D 1 and B D 0, so y3p D cos x.
From the principle of superposition, yp D 2x 2 e x C xe 2x cos x.
9.3.50. Find particular solutions of (a) y 000 y 0 D 2.1 C x/, (b) y 000 y 0 D 4e x , (c) y 000 y 0 D 6e x ,
and (d) y 000 y 0 D 96e 3x
000
0
(a) Let y1p D x.A C Bx/. Then y1p
y1p
D A 2Bx D 2.1 C x/ if A D 2 and B D 1; therefore
2
y1p D 2x C 2x .
(b) If y D ue x , then y 000 y 0 D e x .u000 C 3u00 C 3u0 C u/ .u0 C u/ D e x .u000 C 3u00 C 2u0 /. Let
u2p D 4x. Then y2p D 4xe x .
(c) If y D ue x , then y 000 y 0 D e x .u000 3u00 C 3u0 u/ .u0 u/ D e x .u000 3u00 C 2u0 /. Let
u2p D 3x. Then y2p D 6xe x .
000
0
(d) Since e 3x does not satisfy the complementary equation, let y4p D Ae 3x . Then y4p
y4p
D
3x
4x
24Ae . Let A D 4; then y4p D 4e .
From the principle of superposition, yp D 2x C x 2 C 2xe x 3xe x C 4e 3x
9.3.52. Find particular solutions of (a) y 000 C 3y 00 C 3y 0 C y D 12e x and (b) y 000 C 3y 00 C 3y 0 C y D
9 cos 2x 13 sin 2x.
(a) If y D ue 2x , then y 000 C 3y 00 C 3y 0 C y D e 2x .u000 3u00 C 3u0 u/ C 3.u00 2u0 C u/ C
3.u0 u/ C u D e x u000 . Let u000
1p D 12. Integrating three times and taking the constants of integration
to be zero yields u1p D 2x 3 . Therefore,y1p D 2x 3.
(b) Let y2p D A cos 2x C B sin 2x where 11A 2B D 9 and 2A 11B D 13. Then A D 1,
B D 1, and y2p D cos 2x C sin 2x.
From the principle of superposition, yp D 2x 3 e 2x cos 2x C sin 2x.
9.3.54. Find particular solutions of (a) y .4/ 5y 00 C 4y D 12e x , (b) y .4/ 5y 00 C 4y D 6e x , and (c)
y .4/ 5y 00 C 4y D 10 cos x.
(a) If y D ue x , then y .4/ 5y 00 C 4y D e x .u.4/ C 4u000 C 6u00 C 4u0 C u/ 5.u00 C 2u0 C u/ C 4u D
x .4/
e .u C 4u000 C u00 6u0 /. Let u1p D 2x. Then y1p D 2xe x .
(b) If y D ue x , then y .4/ 5y 00 C 4y D e x .u.4/ 4u000 C 6u00 4u0 C u/ 5.u00 2u0 C u/C 4u D
e x .u.4/ 4u000 C u00 C 6u0 /. Let u2p D x. Then y2p D xe x .
(c) Let y3p D A cos xCB sin x where 10A D 10 and 10B D 0. Then A D 1, B D 0, and y3p D cos x.
From the principle of superposition, yp D 2xe x C xe x C cos x.
9.3.56. Find particular solutions of (a) y .4/ C 2y 000
3y 00 4y 0 C 4y D e 2x .
3y 00
179
D
D
D
D
2
9
23
8:
x
3
2x
Then A1 D 1=2, B1 D 2; A0 D 1, B0 D 3=2, and yp D e
1C
cos x C
2x sin x .
2
2
x
3
Since p.r / D .r 1/.r C 1/.r C 2/, y D e 2x 1 C
cos x C
2x sin x C c1 e x C c2 e x C
2
2
c3 e 2x .
1=16, B1 D 0; A0 D
1/2 C 12 , y D
1=16, B0 D 0, and y D
x2ex
.1 C x/ cos 2x. Since p.r / D
16
x2ex
.1 C x/ cos 2x C e x .c1 C c2 x/ cos 2x C .c3 C c4 x/ sin 2x.
16
so c1 D 1, c2 D 1, c3 D 1, and y D e
.1 C x C x 2 / C .1
x/e x .
so c1 D 2, c2 D 1, c3 D 1, c4 D 1, and y D .2
0
1
2
3
1
0
1
0
x/.x 2 C 1/e
32
0
c1
6 c2
1 7
76
0 5 4 c3
1
c4
C cos x
7
7;
5
sin x.
9.3.74. If y D ue x , then y .4/ 3y 000 C 5y 00 2y 0 D e x .u.4/ C 4u000 C 6u00 C 4u0 C u/ 3.u000 C 3u00 C
3u0 C u/ C 4.u00 C 2u0 C u/ 2.u0 C u/ D e x .u.4/ C u000 C u00 C u0 /. Since cos x and sin x satisfy
181
1
1
0
2
32
0
c1
6 c2
1 7
76
2 5 4 c3
2
c4
so c1 D 2, c2 D 1, c3 D 1, c4 D 1, and 2 C e x .1 C x/ cos x
sin x
7
7;
5
1.
2
2
2
e x
xe x
x2e x
2
2
2
9.4.2. W D
D 2e 3x ;
2xe x
e x .1 2x 2 /
2xe x .1 x 2 /
2
2
x2
2
x2
xe x
x2e x
2
e
x
e
2
2x
W1 D
D
x
e
;
W
D
D
2
2
2
2
2
e x .1 2x 2 / 2xe x .1 x 2 /
2xe x 2xe x .1 x 2 /
2
2
1
F W2
F W1
2
xe x
2
e x
2xe 2x ; W3 D
D x 5=2 ; u02 D
D
D e 2x ; u01 D
2
2
x
x
2
2xe
P0 W
2
P0 W
e
.1 2x /
p
F W2
2 5=2
x 3=2 ; u03 D
D x=2; u1 D x 7=2=7; u2 D
x ; u3 D x 3=2=3; yp D u1 y1 Cu2 y2 Cu3 y3 D
P0 W
5
8
2
e x x 7=2.
105
ex
e x
e x
ex
x
x
x
x
e
.x
1/
e
.x
C
1/
x
D 2=x 2 ; W1 D x x
9.4.4. W D 0
2
2
e x .x C 1/
e .x 1/
x
x
e x .x 2 2x C 2/ e x .x 2 C 2x C 2/
x2
x2
0
3
3
x
x
e x
ex
x
1
1
2
e
.x
C
1/
e x .x 1/ 0
x
x
;
W
D
D
;
W
D
D
; u1 D
x
x
2
3
e .x C 1/
e .x 1/
x2
x2
x2
0
2
2
x
x
F W1
F W2
F W2
x
x
0
0
D 2; u2 D
D e .x C 1/; u3 D
D e .x 1/; u1 D 2x; u2 D e x .x C 2/;
P0 W
P0 W
P0 W
u3 D e x .x 2/; yp D u1 y1 C u2 y2 C u3 y3 D 2.x 2 C 2/=x.
1
x
e
1
e
x
2
x
x
2.x
2/
e
x D e .x 1/ ; W2 D
9.4.6. W D e x
e x
1=x 2 D
;
W
D
1
1
e x
x3
x2
2
x
x
2
e
e
x
x3
32
3
c1
7 6 c2 7
76
7
5 4 c3 5
c4
x
e
ex
1
x
1
x2
x
e
e x .x C 1/
x
;
W
D
3
e
x2
e x
D
e x
2; u01 D
F W1
D e
P0 W
.x
1/; u02 D
F W2
F W2
x2
D e x .x C 1/; u03 D
D 2x 2 ; yp D u1 y1 C u2 y2 C u3 y3 D 2 .
P0 W
P0 W
3
1
p
x
p
x2
p
1
2
p
x x2
p
x
5
15
x
1
1
; W1 D
; W2 D 1
9.4.8. W D
p
2x D
D
1
2 x
4x
2
2x 3=2
2px 2x
2x
3=2
1
3
2x
2
4x 5=2
4x 3=2
p
x
p
3=2
p
3x
x
D 1 ; u0 D F W1 D 5 x; u0 D F W2 D 3x 3=2; u0 D
; W3 D 1
1
2
3
1
2
x
P
W
P0 W
0
p
2 x
3=2
2x
F W2
2
10 3=2
6
D ; u1 D
x ; u2 D x 5=2 ; u3 D 2 ln jxj; yp D u1 y1 C u2 y2 C u3 y3 D 2x 2 ln jxj
P0 W
x
3
5
32 2
32 2
x . Since
x satisfies the complementary equation we take yp D ln jxj.
15
15
ex
x 1=x
1
ex
x
x
ex
2e
.1
x/
e
.x
1/
1
D
x
x
D
9.4.10. W D 1
;
W
D
;
x
1
3
1
e .x 1/
x
x2
x2
x2
x
2
2
e .x
2x C 2/
x2
x2
0
3
3
x
x
ex
1
x
e .x 2/
x
x
x D 2 ; u0 D F W1 D 1; u0 D F W2 D
W2 D
D
;
W
D
x
3
2
1
e .x 1/
1
x
x 1
P0 W
P0 W
1
2
2
x
x
F W2
x 2 .3 x/
x.2 x/; u03 D
D 2xe x ; u1 D x; u2 D
; u3 D 2e x .x C 1/; yp D u1 y1 C
P0 W
3
2x 3 C 3x 2 C 6x C 6
2
u2 y2 C u3 y3 D
. Since x C
satisfies the complementary equation we take
3x
x
2
2x C 6
yp D
.
3
x ex e x
x
e
x e x
e x
x
x
D e x .x C
9.4.12. W D 1 e
e
D 2; W2 D
D 2x; W1 D e x
e x
1
e x
0 ex e x
x ex
D e x .x 1/; u0 D F W1 D 1; u0 D F W2 D e x .x C 1/=2; u0 D F W2 D
1/; W3 D
1
2
3
1 ex
P0 W
P0 W
P0 W
x
x
x
e .x 1/=2; u1 D x; u2 D e .x C2/=2; u3 D e .x 2/=2; yp D u1 y1 Cu2 y2 Cu3 y3 D x 2 2.
183
p
1= x
x 3=2
1
1
3=2
x
p
p
x 3=2
3=2
1
1
3 x
3
x
x
p
p
3=2
5=2
12
3
x
3
2
2 x
2x
2x
D 6 ; W1 D
D
1
3
3
15
5=2
2x 3=2
x
2
2x
p
3
15
3
4x 3=2
4x 5=2
4 x
4x 7=2
p
5=2
7=2
3
15
3
105
4x
4 x
4x
5=2
8x 7=2
8x 3=2 8x 9=2
8x p
1
1
1
3=2
x
x
x
p
3=2
3=2
x
x
x
p
1
3 x
3
6
6
1
1
3
p
;
W
D
D
;
W
D
D
p
2
3
5=2
7=2
5=2
3=2
5=2
2
x
2x
x
x
2 x
2x
2x
3
15
1
1
3
15
3=2
7=2
3=2
5=2
7=2
4x
4
x
4x
4x
4x
4x
x
p
x 3=2
2
F W2
F W1
2
1
1
3 x
0
0
; W4 D
p
D x 3=2 ; u1 D P W D 3x; u2 D P W D
3=2
x 9=2
2
2
x
2x
0
0
3
3
1
p
4x 3=2
4x 5=2
4 x
F W2
F W4
3x 2
x4
3x 2 ; u03 D
D 1; u04 D
D x 3 ; u1 D
; u2 D x 3 ; u3 D x; u4 D
;
P0 W
P0 W
2
4
x 5=2
yp D u1 y1 C u2 y2 C u3 y3 D
.
4
x x2 x3
x 4
x
x x3
x3
x 4
x4
1 2x 3x 2 4x 3
2
3
2
4
6
4x D 2x ; W2 D 1 3x
4x 3
9.4.16. W D
2 D 12x ; W1 D 2x 3x
0
2
6x
12x
2
2
0 6x 12x 2
6x 12x
0 0
6
24x
x x2
x x2 x3
x 4
F W1
x2
6x 5 ; W3 D 1 2x 4x 3 D 6x 4 ; W4 D 1 2x 3x 2 D 2x 3; u01 D
D
;
P0 W
6
0 2 12x 2
0 2
6x
9.4.14. W D
x
F W2
1 0
F W4
1
x3
x2
x
F W2
D ; u03 D
D
; u4 D
D
; u1 D
; u2 D
; u3 D
;
P0 W
2
P0 W
2
P0 W
6x
18
4
2
4
4
4
x ln jxj 11x
11x
ln jxj
u4 D
; yp D u1 y1 C u2 y2 C u3 y3 D
. Since
satisfies the complementary
6
6
36
36
4
x ln jxj
equation we take yp D
.
6
x x2
2
1=x
1=x 2
x
1=x
1=x 2
2
3
1 2x
1=x
2=x
D 72=x 6; W1 D 2x
1=x 2
2=x 3 D 12=x 4;
9.4.18. W D
2=x 3
6=x 4
3
0 2
2
2=x
6=x 4
0 0
6=x 4
24=x 5
x
x x 2 1=x 2
x x2
1=x
1=x 2
1=x
2
3
5
3
2
W2 D 1
1=x
2=x D 6=x ; W3 D 1 2x
2=x D 12=x ; W4 D 1 2x
1=x 2
3
4
4
0 2=x
0 2
0 2
6=x
6=x
2=x 3
F W1
F W2
F W2
F W4
6=x; u01 D
D 2; u02 D
D 1=x; u03 D
D 2x 2 ; u04 D
D x 3 ; u1 D 2x;
P0 W
P0 W
P0 W
P0 W
u2 D ln jxj; u3 D 2x 3 =3; u4 D x 4 =4; yp D u1 y1 C u2 y2 C u3 y3 D x 2 ln jxj 19x 2=12. Since
19x 2 =12 satisfies the complementary equation we take yp D x 2 ln jxj.
u02 D
e 2x
x
e x e 2x
e =x
x
2x
x
e
.x
1/
e
.2x
1/
2x
e
2e
e 6x
2
2
x
x
9.4.20. W D
;
D
x 2
2x
2
e .x
2x C 2/
2e .2x
2x C 1/
x
x4
e
4e 2x
x3
x3
x 3
3x 2 C 6x 6/ 2e 2x .4x 3 6x 2 C 6x 3/
e x 8e 2x e .x
x4
x4
x
2x
2x
e
e
x
x
x
2x
e 5x
e
.x
1/
e
.2x
1/
W1 D 2e 2x
D 3 ;
x
x2
x2
x 2
2x
2
e
.x
2x
C
2/
2e
.2x
2x
C
1/
4e 2x
x3
x3
x
2x
e
e
ex
x
x
x
2x
e 4x
x
e .x 1/
e .2x 1/
W2 D e
;
D
2
2
x3
x
x
x 2
2x C 2/ 2e 2x .2x 2 2x C 1/
x e .x
e
3
x
x 3
2x
e
e x e 2x
2x
e 5x .2 x/
x
e
.2x
1/
2x
W3 D e
;
D
2e
x3
x2
2x
2
2e .2x
2x C 1/
x
4e 2x
e
3
x
x
e
x
e 2x
x
4x
x
e .x 1/
D e .x C 2/ ;
W4 D e x 2e 2x
2
x3
x
x 2
x
e
.x
2x
C
2/
e
4e 2x
x3
F W2
F W2
F W4
F W1
u01 D
D 3; u02 D
D 3e x ; u03 D
D 3.2 x/; u04 D
D 3e x .x C 2/;
P0 W
P0 W
P0 W
P0 W
u1 D 3x; u2 D 3e x ; u3 D 3x.4 x/=2; u4 D 3e x .x C 3/; yp D u1 y1 C u2 y2 C u3 y3 D
3e x .x 2 C 4x C 6/
3e x .2x C 3/
. Since
is a solution of the complementary equation we take yp D
2x
x
x
3xe
.
2
x x3
3
x ln x
x
x ln x
3
9.4.22. W D 1 3x 2 1 C ln x D 4x 2 ; W1 D
2x 3 ln x; W2 D
2
D x
3x
1
C
ln
x
0 6x
1=x
x x3
F W1
1 0
F W2
1
x
ln
x
3
0
D x; W3 D
1 1 C ln x
1 3x 2 D 2x ; u1 D P W D 2 ln x=x x ; u2 D P W D x 3 ;
0
0
F W2
2
1
2
0
u3 D
D
; u1 D .ln x/
ln x; u2 D
; u3 D 2 ln x; yp D u1 y1 C u2 y2 C u3 y3 D
P0 W
x
2x 2
x
x
x.ln x/2 x ln x
. Since x ln x
satisfies the complementary equation we take yp D x.ln x/2
2
2
185
2x
e
2x
xe x
x e 2x
xe x
x
2x
D e x .1 3x/;
9.4.24. W D e
2e
e .1 x/ D e .6x 5/; W1 D
2x
x
2e
e .1 x/
e x 4e 2x e x .x 2/
x
e
F W1
xe x
e 2x
W2 D x
D 1 2x; W3 D x
D e 3x ; u01 D
D 1 3x; u02 D
e
e x .1 x/
e
2e 2x
P0 W
F W2
x.2 3x/
e 2x
F W2
D e x .2x 1/; u03 D
D e 2x ; u1 D
; u2 D e x .2x C 1/; u3 D
;
P0 W
P0 W
2
2
x
e
yp D u1 y1 C u2 y2 C u3 y3 D e x .3x 2 C x C 2/=2. Since
is a solution of the complementary
2
x
e .3x C 1/x
equation we take yp D
.
2 x
e .3x C 1/x
The general solution is y D
C c1 e x C c2 e 2x C c3 xe x , so
2
2
3
e x .3x C 1/x
2
2
3 6
3
7 x
c1
2
e 2x
xe x
y
6
7 e
x
2
e
.3x
C
7x
C
1/
7
6
4 y0 5 D 6
7 C e x 2e 2x e x .1 x/ 4 c2 5 :
7
6
2
00
y
4 e x .3x 2 C 13x C 8/ 5 e x 4e 2x e x .x 2/ c3
2
Setting x D 0 and imposing the initial conditions yields
2
3 2
3 2
32
3
4
0
1 1
0
c1
3 5
4
1 5 4 c2 5 :
D 4 12 5 C 4 1 2
2
1 4
2
c3
19
4
Solving this system yields c1 D
4xe
x x2 ex
9.4.26. W D 1 2x e x
0 2 ex
x x2
e x .x 1/; W3 D
1 2x
3, c2 D
1, c3 D 4. Therefore, y D
e x .3x C 1/x
2
3e x
e 2x C
x ex
e x
x 2
D e x .x 2 2xC2/; W1 D x
2x e x D e .x 2x/; W2 D 1 e x D
D x 2 ; u0 D F W1 D x.x 2/; u0 D F W2 D 1 x; u0 D F W2 D
1
2
3
P0 W
P0 W
P0 W
4
2
2
x
C
6x
C
12x
C
12
6x
C
12x
x 2 e x ; yp D u1 y1 C u2 y2 C u3 y3 D
. Since
is a solution of the
6
6
4
x C 12
complementary equations we take yp D
.
6
3
5D 4
5 C 1 2x e x
2x =3
0 2 ex
2x 2
y
4 y0
y 00
2
3
c1
4 c2 5 :
c3
32
3
1
c1
1 5 4 c2 5 :
1
c3
x 4 C 12
C 3x
6
x 2 C 2e x .
e x e 3x
e
x C 1 e 3x
e 3x
4x
e x 3e 3x D 2e 4x .3x 1/; W1 D x
D
2e
;
W
D
2
3x
1
e
3e
3e 3x
x
3x
e
9e
x C 1 ex
F W2
F W1
x
0
e 3x .3x C 2/; W3 D
D 2e x ; u02 D
D 3x 2;
x D xe ; u1 D
1
e
P0 W
P0 W
x.3x C 4/
e 2x .2x C 1/
F W2
D xe 2x ; u1 D 2e x ; u2 D
; u3 D
; yp D u1 y1 C
u03 D
P0 W
2
4
x
2
x
e .6x C 2x 7/
7e
u2 y2 C u3 y3 D
. Since
is a solution of the complementary equation we take
4
4
x
xe .3x C 1/
yp D
2
xe x .3x C 1/
The general solution is y D
C c1 .x C 1/ C c2 e x C c3e 2x , so
2
2
3 2
3
x C 1 e x e 3x
y
xe x .3x C 1/=2
4 y 0 5 D 4 e x .3x 2 C 7x C 1/=2 5 C 1
e x 3e 3x :
0
y 00
e x .3x 2 C 13x C 8/=2
e x 9e 3x
xC1
9.4.28. W D 1
0
9.4.30. W D
2x
1
x
1
x2
2
x3
6
x2
1
, c2 D
2
1
1
, c3 D . Therefore, y D
4
2
x ln x
ln x C 1
D
x2
2
x
12
2x
;
W
D
1
x3
xe x .3x C 1/ x C 1
C
2
2
1
x
1
x2
2
x3
ln x
ln x C 1 D 6
x
ex
C
4
x ln x
3
;
x
187
1
1
x ln x
2
x
x
x x
x ln x
x
x
4
1
1
; W3 D 1 2x ln x C 1 D x; W4 D 1 2x
D
ln x C 1 D
2
2
1
x
x2
x
0
2
2
1
2
0 2
x3
x
x3
F W1
9 0
F W2
3
F W2
3x 2 0
F W4
9
6 0
; u1 D
D 9 ln x=2
; u2 D
D ; u03 D
D
; u4 D
D
;
x
P0 W
4
P0 W
x
P0 W
4
P0 W
2
9x ln x 27x
x3
9x
u1 D
; u2 D 3 ln x; u3 D
; u4 D
; yp D u1 y1 Cu2 y2 Cu3 y3 D 3x 2 ln x 7x 2 .
2
4
4
2
Since 7x 2 satisfies the complementary equation we take yp D 3x 2 ln x.
c3
C c4 x ln x, so
The general solution is y D 3x 2 ln x C c1x C c2 x 2 C
x
1
2
x ln x 2
3 x x
2
3 2 3x 2 ln x
3
x
c1
y
1
6
7
ln x C 1 6 c 7
6 y 0 7 6 6x ln x C 3x 7 1 2x
x2
6 00 7 D 6 6 ln x C 9 7 C
6 2 7:
4 c3 5
4 y 5 4
2
1
5
0 2
6
000
3
c4
y
x
x
1
6
x
0 0
2
2
x
x
W2 D 1
6 11 7 6 3 7 1 2
6
7D 6 7C
4 5 5 4 9 5 0 2
0 0
6
6
1
1
2
6
0
1
1
1
6
6
4
3
c1
c2 7
7:
c3 5
c4
p
p
p
p
x
1=x
1= x
p
x
1=x
1= x
2
3=2
1
p
1=2 x
1=x
1=2x
D 9=8x 6; W1 D 1=2 x
1=x 2
1=2x 3=2
9.4.32. W D
3=2
3
5=2
0
1=4x
2=x
3=4x
3=2
3
1=4x
2=x
3=4x 5=2
0 3=8x 5=2
6=x 4
15=8x 7=2
p
p
p
x
x
1=x
1= x
x
1= x
p
1=2x 3=2 D 3=4x 2;
3=4x 4; W2 D 1
1=x 2
1=2x 3=2 D 3=2x 7=2; W3 D 1
1=2 x
0 2=x 3
0
3=4x 5=2
1=4x 3=2 3=4x 5=2
p
x
x
1=x
p
p
F W2
F W1
1=2 x
1=x 2 D 3=2x 5=2; u01 D
W4 D 1
D 1=x; u02 D
D 2= x;
P0 W
P0 W
0
1=4x 3=2 2=x 3
p
p
F W2
F W4
u03 D
D x; u04 D
D 2 x; u1 D ln x; u2 D 4 x; u3 D x 2 =2; u4 D 4x 3=2=3;
P0 W
P0 W
yp D u1 y1 C u2 y2 C u3 y3 D x ln x 19x=6. since 19x=6 satisfies the complementary equation we
take yp D x ln x.
p
p
The general solution is y D x ln x C c1x C c2 x C c3 =x C c4= x, so
2
p
p
2
3 2
3
3
x
c1
x
1=x
1= x
y
x ln x
p
6 y 0 7 6 ln x C 1 7 1
7
1=2 x
1=x 2
1=2x 3=2 6
6 00 7 D 6
7C
6 c2 7
3=2
3
5=2
4 c3 5 :
4 y 5 4 1=x 5 0
1=4x
2=x
3=4x
0 3=8x 5=2
y 000
1=x 2
6=x 4
15=8x 7=2 c4
6 0 7 6 1 7 1 1=2
6
7 6
7
4 4 5 D4 1 5C 0
1=4
37
0 3=8
1
4
1
1
2
6
1
1=2
3=4
15=8
6
6
4
3
c1
c2 7
7:
c3 5
c4
1, c3 D 1, c4 D 1. Therefore, y D x ln x Cx
p
1
1
xC C p .
x
x
F Wj
(1 j n), the argument used in the derivation of the method of
P0 W
variation of parameters implies that yp is a solution of (A).
(b) Follows immediately from (a), since uj .x0 / D 0, j D 1; 2; : : : ; n.
(c) Expand the determinant in cofactors of its nth row.
(d) Just differentiate the determinant n 1 times.
@j G.x; t/
has two identical rows, and is therefore zero, while
(e) If 0 j n 2, then
@x j xDt
@n 1 G.x; t/
D W .t/
@x j
xDt
Z x
Z x
@G.x; t/
(f) Since yp .x/ D
G.x; t/F .t/ dt, yp0 .x/ D G.x; x/F .x/C
F .t/ dt. But G.x; x/ D
@x
x0 Z
x0
x
@G.x; t/
0 from (e), so yp0 .x/ D
F .t/ dt. Repeating this argument for j D 1; : : : ; n and invoking
@x
x0
(e) each time yields the conclusion.
9.4.34. (a) Since u0j D . 1/n
9.4.36.
y1 .t/
0
y .t/
1
y1 .x/
y1 .t/
y10 .t/
y1 .x/
y2 .t/
y20 .t/
y2 .x/
t t2
1=t
D 1 2t
1=t 2
x x
1=x
2
t
1=t
D x
2t
1=t 2
D
3
Since P0 .t/ D t and W .t/ D 1
x
Z x
2
.x t/ .2x C t/
F .t/ dt .
6xt 3
x0
9.4.38.
y1 .t/
0
y .t/
1
y1 .x/
y1 .t/
y10 .t/
y1 .x/
y2 .t/
y20 .t/
y2 .x/
t
x
1
2
t
1=t
e t =t
2
t
1
1=t
e .1=t 1=t 2 /
x
1=x
e x =x
1=t
e t =t
x
2
t
2
1=t
e .1=t 1=t /
xe t
t2
1=t 1
C
1=t 2 x
t/2 .2x C t/
:
xt
x2
t2
.x
C
D
t
x
1=t
6
.x
1=t 2 D , G.x; t/ D
t
1=x
3x C 2
t2
2t
x2
e t .t 2/
xt
t t2
1 2t
t/2 .2x C t/
, so yp D
6xt 3
1 t
e t =t
t
x 1 e .1=t 1=t 2 /
2e x
x 2 e t e t t.t 2/ 2te x
D
xt
xt 2
ex t
C
x 1
1=t
1=t 2
t
1=t
e t =t
2
t
189
D 2e .1 t/ , G.x; t/ D
t3
9.4.40.
y1 .t/
y10 .t/
y100 .t/
y1 .x/
y1 .t/
y10 .t/
y100 .t/
y1 .x/
y2 .t/
y20 .t/
y200 .t/
y2 .x/
y3 .t/
y30 .t/
y300 .t/
y3 .x/
D 0
9.4.42.
y1 .t/
0
y .t/
100
y .t/
1
y1 .x/
y1 .t/
y10 .t/
y100 .t/
y1 .x/
y2 .t/
y20 .t/
y200 .t/
y2 .x/
1
0
0
0
y3 .t/
y30 .t/
y300 .t/
y3 .x/
t t2
1 2t
0 2
0 0
x0
1
0
0
0
t/
.1 C 2t/ C e
6
C
t
6x
t2
t2
2t
2
0
.x t/3
12
, G.x; t/ D
, so yp D
4
t
6x
8/ C 16x 2 e 2.x
e 2t
2e 2t
D 128t,
4e 2t
2t
8e
2t/ 4x 2 C 4t 2 2
, so
4x 2 C 4t 2
2x 2
2
2.t x/3
C
D
:
t3
x
xt 3
.16t 2
e 2t
2e 2t
4e 2t
8e 2t
2.x t /
.1
32t 2
t/
.1 C 2t/ C e 2.x t /.1 2t/
32t 2
1=t
1=t 2
2=t 3
1=x
1 t2
t2
1=t
1=t
2t
1=t 2 C x 0 2t
1=t 2
0 2
2
2=t 3
2=t 3
1 t t2
1 t
1=t
1
0 1
1=t 2 C 0 1 2t
0 0 2=t 3 x 0 0 2
1 t 2 e 2t
e 2t
2t
2e 2t
D 0 2t 2e2t
0 2 4e
4e 2t
1 x 2 e 2x
e 2x
2
t
1
e 2t
e 2t
2
2t
2t
2e
Cx 0
D
2t 2e 2t
2 4e
0
4e 2t
1 t2
e 2t
2x
2x
2t
e 0 2t
2e
Ce
0 2
4e 2t
D
e 2.x
G.x; t/ D
Z x 2.x
e
yp D
1=t
1=t 2
2=t 3
6=t 4
t
1
0
x 2
t2
2t
2
x2
t
1
0
x
t /t
e 2t
2e 2t
4e 2t
1
0
0
t2
2t
2
.8t C 4/ C e
F .t/ dt.
.x
x0
e 2t
2e 2t
4e 2t
e 2t
2e 2t
4e 2t
2.x t /
t/3
F .t/ dt.
6x
.8t
4/:
CHAPTER 10
Linear Systems of Differential
Equations
X0
mgR2
X
; see Example 10.1.3.
kXk3
I1i
J1i
I2i
J2i
y1;i C1
y2;i C1
D 1; 2; : : : ; n
3
7
7
7
7
7
5
and
1
fD
P0
0
0
::
:
6
6
6
6
6
4 0
F
7
7
7
7:
7
5
If P0 ; P1 ; : : : ; Pn and F are continuous and P0 has no zeros on .a; b/, then P1 =P0 ; : : : ; Pn =P0 and F=P0
are contnuous on .a; b/.
10.2.7. (a) .c1 P Cc2 Q/0ij D .c1 pij Cc2 qij /0 D c1 pij0 Cc2 qij0 D .c1 P 0 Cc2Q0 /ij ; hence .c1 P Cc2Q/0 D
c1 P 0 C c2 Q 0 .
r
X
(b) Let P be k r and Q be r s; then PQ is k s and .PQ/ij D
pi qj . Therefore, .PQ/0ij D
r
X
D1
pi0 qj C
r
X
D1
D1
Y 0.
10.2.12. From Exercise 10.2.6, the initial value problem (A) P0 .x/y .n/ C P1 .x/y .n 1/ C C Pn .x/y D
F .x/, y.x0 / D k0 ; y 0 .x0 / D k1 ; : : : ; y .n 1/ .x0 / D kn 1 is equivalent to the initial value problem (B)
y0 D A.t/y C f.t/, with
2
3
2
3
2
3
0
1
0
0
0
k0
6 0
7
6 0 7
0
1
0
7
6
7
6
7
1 6
6 ::
::
::
:: 7 ; f D 1 6 :: 7 ; and k D 6 k1 7 :
::
AD
6 :
7
6
7
6
: 7
: : 7
:
:
P0 6
P0 6 : 7
4 :: 5
4 0
5
4
5
0
0
1
0
kn 1
Pn Pn 1 Pn 2 P1
F
Since Theorem 10.2.1 implies that (B) has a unique solution on .a; b/, it follows that (A) does also.
193
(b) The trace of the matrix in (B) is P1 .x/=P0 .x/, so Eqn. 10.3.6 implies that W .x/ D W .x0 / exp
10.3.4. (a) See the solution
of Exercise 9.1.18.
0
y0
a11 y11 C a12 y21 a11 y12 C a12 y22
y
11
12
D
(c)
y21 y22
y21
y
22
y11 y12
a11 W C a12 0 D a11 W . Similarly,
D a22 W .
0
0
y21
y22
D a11 y11
y21
y21
y12
Ca
12
y22
y21
Z
x
x0
y22
D
y22
10.3.6. (a) From the equivalence of Theorem 10.3.3(b)and (e), Y .t0 / is invertible.
(b) From the equivalence of Theorem 10.3.3(a)and (b), the solution of the initial value problem is
y D Y .t/c, where c is a constant vector. To satisfy y.t0 / D k, we must have Y .t0 /c D k, so c D Y 1 .t0 /k
and y D Y 1 .t0 /Y .t/k.
e 4t
2e 3t
c
2c2 D 10
10.3.8. (b) y D
C
c
where 1
; so c1 D 6, c2 D 2, and
2
e 4t
5e 3t
c1 C 5c2 D
4
6e 4t C 4e 3t
yD
.
6e 4t 10e 3t
1
e 4t
2e 3t
1
2
5 2
1
(c) Y .t/ D
; Y .0/ D
; Y .0/ D
; y D Y .t/Y 1 .0/k D
e 4t
5e 3t
1 5
1 1
7
1 5e 4t C 2e 3t 2e 4t 2e 3t
k.
7 5e 4t 5e 3t 2e 4t C 5e 3t
3t
e
et
c C c2 D 2
10.3.10. (b) y1 D c1
C
c
, where 1
; so c1 D 5, c2 D 3, and
2
e 3t
et
c1 c2 D 8
5e 3t 3e t
yD
.
5e 3t C 3e t
3t
e
et
1
1
(c) Y .t/ D
; Y .0/ D
;
3e 3t
et
1
1
1 1
1 e 3t C e t e 3t e t
1
1
1
Y .0/ D
; y D Y .t/Y .0/k D
k.
1
2 1
2 e 3t e t e 3t C e t
2
3
2
3
2 4t 3
e 2t
e 2t
e
c1 c2 C c3 D
0
5 C c2 4 e 2t 5 C c3 4 e 4t 5, where
10.3.12. (b) y D c1 4
0
c2 C c3 D
9 ; so
e 2t
0
e 4t
c1 C c3 D 12
2
3
e 2t C e 4t
1
c1 D 11, c2 D 10, c3 D 1, and y D 4 10e 2t C e 4t 5.
3
11e 2t C e 4t
2
3
2
3
2
3
2t
2t
4t
e
e
e
1
1 1
1
1
2
1
(c) Y .t/ D 4
0
e 2t e 4t 5; Y .0/ D 4 0
1 1 5; Y 1 .0/ D 4 1
2
1 5;
3
2t
4t
1
1
1
e
0
e
1
0 1
2
3
2e 2t C e 4t
e 2t C e 4t
e 2t C e 4t
1
e 2t C e 4t 5 k.
y D Y .t/Y 1 .0/k D 4 e 2t C e 4t 2e 2t C e 4t
3
2t
4t
2t
4t
e
Ce
e
Ce
2e 2t C e 4t
10.3.14. If Y and Z are both fundamental matrices for y0 D A.t/y, then Z D C Y , where C is a constant
invertible matrix. Therefore, Z Y 1 D C and Y Z 1 D C 1 .
10.3.16. (a) The Wronskian of fy1 ; y2; : : : ; yn g equals one when t D t0 . Apply Theorem 10.3.3.
(b) Let Y be the matrix with columns fy1; y2 ; : : : ; yng. From (a), Y is a fundamental matrix for
y0 D A.t/y on .a; b/. From Exercise 10.3.15(b), so is Z D Y C if C is any invertible constant matrix.
P1 .s/
ds .
P0 .s/
1 5 4
3
D . C 1=2/. C 2/. Eigenvectors associated with 1 D 1=2 satisfy
10.4.2.
4 3 5 4
3 3
x1
0
1
D
, so x1 D x2 . Taking x2 D 1 yields y1 D
e t =2. Eigenvectors
4 4
x2
0
1
3 3
x1
0
D
, so x1 D x2 . Taking x2 D 1 yields
associated with 2 D 2 satisfy 4 4
x2
0
1 1
1
1
1
y2 D
e 2t . Hence y D c1
e t =2 C c2
e 2t .
1
1
1
1
4
10.4.4.
D . 1/. C 3/. Eigenvectors associated with 1 D 3 satisfy
1
1
2
4
x1
0
2
D
, so x1 D 2x2. Taking x2 D 1 yields y1 D
e 3t . Eigenvectors
1
2
x2
0
1
2
4
x1
0
associated with 2 D 1 satisfy
D
, so x1 D 2x2 . Taking x2 D 1 yields
1
2
x2
0
2
2
2
y2 D
e t . Hence y D c1
e 3t C c2
et .
1
1
1
4
3
2
3
x1
0
10.4.6.
D . 2/. 1/. Eigenvectors associated with 1 D 2 satisfy
D
,
2
1
2
3
x2
0
3
3
so x1 D x2 . Taking x2 D 2 yields y1 D
e 2t . Eigenvectors associated with 2 D 1 sat2
2
3
3
x1
0
1
isfy
D
, so x1 D x2. Taking x2 D 1 yields y2 D
e t . Hence y D
2
2
x2
0
1
3
1
c1
e 2t C c2
et .
2
1
1
1
2
10.4.8. 1
2
3 D . C 3/. C 1/. 2/. The eigenvectors associated with
4
1
1
2
3
::
:
0
4
1
2
6
7
6
7
::
with 1 D 3 satisfy the system with augmented matrix 6 1
, which is row
1
3 : 0 7
4
5
::
4
1
2 : 0
2
3
::
1 : 0 7
6 1 0
6
7
:
equivalent to 6 0 1
. Hence x1 D x3 and x2 D 2x3. Taking x3 D 1 yields y1 D
2 :: 0 7
4
5
::
0 0
0 : 0
3
1
4 2 5e
1
2
3t
:
2 ::
:
3 ::
:
0 ::
3
::
1 : 0 7
7
:
. Hence x1 D
4 0:: 0 7
5
::
0 : 0
0 7
6 1 0
7
6
, which is row equivalent to 6 0 1
x3
1
1
0 7
5
4
4
1
0
0 0
2
3
1
and x2 D 4x3. Taking x3 D 1 yields y2 D 4 4 5e t . The eigenvectors associated with with
1
2
3
::
1
1
2
:
0
6
7
6
7
::
3 D 2 satisfy the system with augmented matrix 6 1
, which is row equivalent
4
3 : 0 7
4
5
::
4
1
3 : 0
2
3
::
2
3
1
6 1 0 1 : 0 7
6
7
to 6 0 1 1 ::: 0 7. Hence x1 D x3 and x2 D x3 . Taking x3 D 1 yields y3 D 4 1 5e 2t .
4
5
1
:
0 0 0 :: 0
2 3
2
3
2
3
1
1
1
Hence y D c1 4 2 5 e 3t C c2 4 4 5 e t C c3 4 1 5 e 2t .
1
1
1
3
5
8
1
2 D . 1/. C 2/. 2/. The eigenvectors associated with
10.4.10. 1
1
1
1
2
3
::
2
5
8
:
0
6
7
6
7
::
with 1 D 1 satisfy the system with augmented matrix 6 1
, which is row equiv2
2 : 0 7
5
4
::
1
1
2 : 0
2
3
:
1 0 23 :: 0
6
7
6
7
alent to 6 0 1 4 ::: 0 7. Hence x1 D 32 x3 and x2 D 43 x3 . Taking x3 D 3 yields y1 D
4
5
3
::
0 0 0 : 0
2
3
2
4 4 5e t . The eigenvectors associated with with 2 D 2 satisfy the system with augmented ma3
2
3
2
3
::
::
5
5
8
:
0
1
1
0
:
0
6
7
6
7
6
7
6
7
::
::
trix 6 1
,
which
is
row
equivalent
to
7
6
7. Hence x1 D x2
1
2 : 0 5
4
4 0 0 1 : 0 5
::
::
1
1
1 : 0
0 0 0 : 0
2
3
1
and x3 D 0. Taking x2 D 1 yields y2 D 4 1 5e 2t . The eigenvectors associated with with
0
6
6
trix 6
4
195
6
6
3 D 2 satisfy the system with augmented matrix 6
4
:
8 ::
:
2 ::
:
3 ::
3
0 7
7
, which is row equivalent to
0 7
5
1
1
0
3
:
2
3
1 0 74 :: 0
7
6
7
6
7
6 0 1 5 ::: 0 7. Hence x1 D 47 x3 and x2 D 54 x3 . Taking x3 D 4 yields y3 D 4 5 5e 2t .
4
5
4
4
::
0 0 0 : 0
2
3
2
3
2
3
2
1
7
Hence y D c1 4 4 5 e t C c2 4 1 5 e 2t C c3 4 5 5 e 2t .
3
0
4
4
1
4
3
2 D . 3/. C 2/. C 1/. The eigenvectors associated with
10.4.12. 4
1
1
1
3
2
::
1
1
4
:
0
7
6
7
6
::
1 D 3 satisfy the system with augmented matrix 6 4
, which is row equiva6
2 : 0 7
5
4
::
1
1
4 : 0
2
3
::
11 : 0 7
6 1 0
6
7
:
lent to 6 0 1
. Hence x1 D 11x3 and x2 D 7x3. Taking x3 D 1 yields y1 D
7 :: 0 7
4
5
:
0 0
0 :: 0
2
3
11
4 7 5e 3t . The eigenvectors associated with 2 D 2 satisfy the system with augmented matrix
1
2
3
2
3
::
::
1
4 : 0 7
1 : 0 7
6 6
6 1 0
6
7
6
7
::
:
,
which
is
row
equivalent
to
. Hence x1 D x3 and x2 D
6 4
6 0 1
1
2 : 0 7
2 :: 0 7
4
5
4
5
:
:
1
1
1 :: 0
0 0
0 :: 0
3
2
1
2x3 . Taking x3 D 1 yields y2 D 4 2 5e 2t . The eigenvectors associated with 3 D 1 satisfy the sys1
3
3
2
2
::
::
1
0
1
:
0
:
0
5
1
4
6
7
7
6
7
6
6
7
::
::
.
,
which
is
row
equivalent
to
tem with augmented matrix 6 4
7
6
1 : 0 7
2
2 : 0 5
5
4 0 1
4
::
::
0 0
0 : 0
1
1
0 : 0
2
3
2
3
2
3
1
11
1
Hence x1 D x3 and x2 D x3 . Taking x3 D 1 yields y3 D 4 1 5e t . Hence y D c1 4 7 5 e 3t C c2 4 2 5 e
1
1
1
3
2
2
10.4.14.
2
7
2 D . C 5/. 5/2 . The eigenvectors associated with 1 D
10
10
5
2
2t
3
1
C c3 4 1 5 e t .
1
6
6
5 satisfy the system with augmented matrix 6
4
1
6
6
6 0
4
::
1
:
5
::
1
:
5
:
0 ::
2 12
10 10
197
3
::
: 0 7
7
::
, which is row equivalent to
: 0 7
5
::
: 0
2
3
1
7
1
1
7
. Hence x1 D x3 and x2 D x3 . Taking x3 D 5 yields y1 D 4 1 5e 5t . The
1
0 7
5
5
5
5
0 0
0
2
3
::
2 2
2 : 0 7
6
6
7
:
eigenvectors associated with 2 D 5 satisfy the system with augmented matrix 6
,
2 2
2 :: 0 7
4
5
:
10 10
10 :: 0
2
3
:
1 1 :: 0 7
6 1
6
7
:
which is row equivalent to 6 0
. Hence x1 D x2 x3 . Taking x2 D 0 and x3 D
0 0 :: 0 7
5
4
:
0
0 0 :: 0
2
3
2
3
1
1
1 yields y2 D 4 0 5e 5t . Taking x2 D 1 and x3 D 0 yields y3 D 4 1 5e 5t . Hence y D
1
0
3
2 3
2
2 3
1
1
1
c1 4 1 5 e 5t C c2 4 0 5 e 5t C c3 4 1 5 e 5t .
0
5
1
7
4
12 4
x1
0
10.4.16.
D
.
5/.C5/.
Eigenvectors
associated
with
D
5
satisfy
D
,
1
6
7
6 2
x2
0
x2
1
so x1 D
. Taking x2 D 3 yields y1 D
e 5t . Eigenvectors associated with 2 D 5 satisfy
3
3
2 4
x1
0
2
D
, so x1 D 2x2. Taking x2 D 1 yields y2 D
e 5t . The general
6 12
x2
0
1
1
2
2
1
2
2
5t
5t
solution is y D c1
e C c2
e . Now y.0/ D
) c1
C c2
D
,
3
1
4
3
1
4
2
4
so c1 D 2 and c2 D 2. Therefore, y D
e 5t C
e 5t .
6
2
21
12
10.4.18.
D . 9/. C 3/. Eigenvectors associated with 1 D 9 satisfy
24
15
12
12
x1
0
1
D
, so x1 D x2 . Taking x2 D 1 yields y1 D
e 9t . Eigenvec24
24
x2
0
1
1
24
12
x1
0
tors associated with 2 D 3
D
, so x1 D x2 . Taking x2 D 2 yields
24
12
x2
0
2
1
1
1
5
3t
9t
y2 D
e . The general solution is y D c1
e C c2
e 3t . Now y.0/ D
)
2
1
2
3
1
1
5
7
2
c1
C c2
D
, so c1 D 7 and c2 D 2. Therefore, y D
e 9t
e 3t .
1
2
3
7
4
10.4.20.
1 D
1
6
1
3
2
3
1
6
0
0 D
0
1
2
. C 1=2/.
2
6
6
1=2 satisfy the system with augmented matrix 6
4
2
3
1
3
2
3
1
3
:
0 ::
:
0 ::
:
1 ::
7
7
, which is row equivalent to
0 7
5
0 0
0
3
:
2
3
1 21 0 :: 0
1
6
7
x
6
7
2
and x3 D 0. Taking x2 D 2 yields y1 D 4 2 5e t =2.
6 0 0 1 ::: 0 7. Hence x1 D
4
5
2
0
:
0 0 0 :: 0
The eigenvectors associated with with 2 D 3 D 1=2 satisfy the system with augmented matrix
3
2
3
2
::
::
1
1
0
:
0
1
1
0
:
0
3
7
6
7
6 3
7
6
7
6
::
::
,
which
is
row
equivalent
to
. Hence x1 D x2 and
7
6
6 2
2
0 0 : 0 7
0 : 0 5
5
4 0
4 3
3
:
:
0
0 0 :: 0
0
0 0 :: 0
2
3
1
x3 is arbitrary. Taking x2 D 1 and x3 D 0 yields y2 D 4 1 5e t =2. Taking x2 D 0 and x3 D 1 yields
0
2
3
2
3
2
3
2 3
0
1
1
0
y3 D 4 0 5e t =2. The general solution is y D c1 4 2 5 e t =2 C c2 4 1 5 e t =2 C c3 4 0 5 e t =2.
1
0
0
1
2
2
2
2 3
2
3
3
3
3
4
1
1
0
4
Now y.0/ D 4 7 5 ) c1 4 2 5 C c2 4 1 5 C c3 4 0 5 e t =2 D 4 7 5, so c1 D 1, c2 D 5, and
1
0
0
1
1
2
3
2 3
2
3
1
5
0
c3 D 1. Hence y D 4 2 5 e t =2 C 4 5 5 e t =2 C 4 0 5 e t =2.
0
0
1
6
3
8
1
2 D . 1/. C 2/. 3/. The eigenvectors associated with
10.4.22. 2
3
3
5
3
2
::
3
8 : 0 7
6 5
6
7
:
1 D 1 satisfy the system with augmented matrix 6 2
, which is row equivalent to
0
2 :: 0 7
5
4
::
3
3
6 : 0
2
3
::
2
3
1 : 0 7
1
6 1 0
6
7
:
. Hence x1 D x3 and x2 D x3 . Taking x3 D yields y1 D 4 1 5e t . The
6 0 1
1 :: 0 7
4
5
1
:
0 0
0 :: 0
2
3
::
8
3
8
:
0
6
7
6
7
::
eigenvectors associated with 2 D 2 satisfy the system with augmented matrix 6 2
,
3
2 : 0 7
4
5
::
3
3
3 : 0
2
6 1 0
6
which is row equivalent to 6 0 1
4
0 0
3
1
y2 D 4 0 5e
1
2
3
8
6 3
6
6 2
2
2
4
3
3
8
2t
1
0
0
199
3
::
: 0 7
7
::
. Hence x1 D x3 and x2 D 0. Taking x3 D 1 yields
: 0 7
5
::
: 0
. The eigenvectors associated with 3 D 3 satisfy the system with augmented matrix
::
:
::
:
::
:
:
1 0 ::
:
0 1 ::
:
0 0 ::
0 7
0 7
6 1
6
7
7
, which is row equivalent to 6 0
. Hence x1 D x2 and x3 D
0 7
0 7
5
4
5
0
0
0
2
3
2
3
2
3
1
1
1
0. Taking x2 D 1 yields y3 D 4 1 5e 3t . The general solution is y D c1 4 1 5e t C c2 4 0 5e 2t C
0
1
1
2
3
2
3
2
3
2 3
2
3
2
3
1
0
1
1
1
0
c3 4 1 5e 3t . Now y.0/ D 4 1 5 ) c1 4 1 5 C c2 4 0 5 C c34 1 5 D 4 1 5, so c1 D 2,
0
1
1
1
0
1
2
3
2 3
2
3
2
3
1
c2 D 3, and c3 D 1. Therefore, y D 4 2 5 e t 4 0 5 e 2t C 4 1 5 e 3t .
2
3
0
3
0
1
2
7 D . 2/. C 2/. 4/. The eigenvectors associated with
10.4.24. 11
1
0
3
3
2
::
:
0
1
0
1
6
7
6
7
::
with 1 D 2 satisfy the system with augmented matrix 6 11
7, which is row equiv4
7
:
0
5
4
::
1
0 1 : 0
2
3
::
1
0
1
:
0
6
7
6
7
alent to 6 0 1 1 ::: 0 7. Hence x1 D x3 and x2 D x3. Taking x3 D 1 yields y1 D
4
5
:
0 0 0 :: 0
2
3
1
4 1 5e 2t . The eigenvectors associated with with 2 D 2 satisfy the system with augmented ma1
2
3
2
3
::
::
5
0
1
:
0
1
0
0
:
0
6
7
6
7
6
7
6
7
trix 6 11 0 7 ::: 0 7, which is row equivalent to 6 0 0 1 ::: 0 7. Hence x1 D x3 D 0
4
5
4
5
::
::
1 0 5 : 0
0 0 0 : 0
2 3
0
and x2 is arbitrary. Taking x3 D 1 yields y2 D 4 1 5e 2t . The eigenvectors associated with with
0
3
1
0
2
0 D .C1/. 2/2 . The eigenvectors associated with 1 D 1 sat10.4.26. 4
4
4
2
2
3
2
::
1
1 0 : 0 7
4
6 4
6 1 0
7
6
6
:
:
isfy the system with augmented matrix 6 4
,
which
is
row
equivalent
to
6 0 1
1 0 : 0 7
1
4
5
4
::
4
4 3 : 0
0 0
0
2
3
1
Hence x1 D x2 =4 and x2 D x3 . Taking x3 D 4 yields y1 D 4 4 5e t . The eigenvectors associated
4
2
3
::
1 0 : 0 7
6 1
6
7
:
, which is row
with with 2 D 3 D 2 satisfy the system with augmented matrix 6 4
4 0 :: 0 7
4
5
::
4
4 0 : 0
2
3
::
1 0 : 0 7
6 1
6
7
:
equivalent to 6 0
. Hence x1 D x2 and x3 is arbitrary. Taking x2 D 1 and x3 D 0
0 0 :: 0 7
4
5
::
0
0 0 : 0
2
3
2
3
1
0
yields y2 D 4 1 5e 2t . Taking x2 D 0 and x3 D 1 yields y3 D 4 0 5e 2t . The general solution is
0
1
2
3
2
3
2 3
2
3
2 3
2 3
1
1
0
7
1
1
y D c1 4 4 5e t C c24 1 5e 2t C c3 4 0 5e 2t . Now y.0/ D 4 10 5 ) c1 4 4 5 C c2 4 1 5 C
4
0
1
2
4
0
2
3 2
3
2 3
2
3
0
7
1
6
c3 4 0 5 D 4 10 5, so c1 D 1, c2 D 6, and c3 D 2. Hence y D 4 4 5 e t C 4 6 5 e 2t .
1
2
4
2
2
::
:
::
:
::
:
0 7
7
0 7
5
0
201
10.4.28. (a) If y.t0 / D 0, then y is the solution of the initial value problem y0 D Ay; y.t0 / D 0. Since
y 0 is a solution of this problem, Theorem 10.2.1 implies the conclusion.
(b) It is given that y01 .t/ D Ay1 .t/ for all t. Replacing t by t shows that y01.t / D Ay1 .t / D
Ay2 .t/ for all t. Since y02.t/ D y01 .t / by the chain rule, this implies that y02 .t/ D Ay2 .t/ for all t.
(c) If z.t/ D y1 .t /, then z.t2 / D y1 .t1 / D y2 .t2 /; therefore z and y2 are both solutions of the initial
value problem y0 D Ay; y.t2 / D k, where k D y2 .t2 /.
10.4.42. The characteristic polynomial of A is p./ D 2 .a C b/ C ab , so the eigenvalues
of
p
aCb
aCb C
b
a
C
A are 1 D
and 1 D
, where
D .a b/2 C 4; x1 D
and
2
2
2
b a
x2 D
are associated eigenvectors. Since
> jb aj, if L1 and L2 are lines through
2
the origin parallel to x1 and x2 , then L1 is in the first and third quadrants and L2 is in the second and
2
> 0. If Q0 D P0 there are three possibilities:
fourth quadrants. The slope of L1 is D
b aC
(i) if D ab, then 1 D 0 and P .t/ D P0 , Q.t/ D Q0 for all t > 0; (ii) if < ab, then
1 > 0 and limt !1 P .t/ D limt !1 Q.t/ D 1 (monotonically); (iii) if > ab, then 1 < 0 and
limt !1 P .t/ D limt !1 Q.t/ D 0 (monotonically). Now suppose Q0 P0 , so that the trajectory
cannot intersect L1 , and assume for the moment that (A) makes sense for all t > 0; that is, even if
one or the other of P and Q is negative. Since 2 > 0 it follows that either limt !1 P .t/ D 1 or
limt !1 Q.t/ D 1 (or both), and the trajectory is asymptotically parallel to L2 . Therefore,the trajectory
must cross into the third quadrant (so P .T / D 0 and Q.T / > 0 for some finite T ) if Q0 > P0 , or into
the fourth quadrant (so Q.T / D 0 and P .T / > 0 for some finite T ) if Q0 < P0 .
10.5
10.5.2.
1
1
x1
0
D .C1/2 . Hence 1 D 1. Eigenvectors satisfy 1
D
,
2
1
1
x2
0
1
so x1 D x2 . Taking x2 D 1 yields y1 D
e t . For a second solution we need a vector u such that
1
1
1
u1
1
1
1
t
D
. Let u1 D 1 and u2 D 0. Then y2 D
e C
te t . The general
1
1
u2
1
0
1
1
1
1
t
t
t
solution is y D c1
e C c2
e C
te
.
1
0
1
3
1
1
1
x1
0
2
10.5.4. y0 D
D
.
2/
.
Hence
D
2.
Eigenvectors
satisfy
D
,
1
1
1
1
1
x2
0
1
so x1 D x2 . Taking x2 D 1 yields y1 D
e 2t . For a second solution we need a vector u such that
1
1
1
u1
1
1
1
2t
D
. Let u1 D 1 and u2 D 0. Then y2 D
e C
te 2t .
1
1
u2
1
0
1
1
1
1
The general solution is y D c1
e 2t C c2
e 2t C
te 2t .
1
0
1
10
9
6 9
x1
0
2
10.5.6.
D
.C4/
.
Hence
D
4.
Eigenvectors
satisfy
D
,
1
4
2
4 6
x2
0
3
so x1 D 32 x2 . Taking x2 D 2 yields y1 D
e 4t . For a second solution we need a vector u such that
2
6 9
u1
3
1 e 4t
3
1
D
. Let u1 D 2 and u2 D 0. Then y2 D
C
te 4t . The
4 6
u2
2
0
2
2
1
10.5.8. 4 4
0
2
6
3
2
1
1
4
4t
C c2
5D
.
1
0
4t
3
2
te
::
:
::
1
:
2
:
0 ::
.
6
6
associated with 1 D 0 satisfy the system with augmented matrix 6
4
2
4t
0 2
4 6
0 4
:
1 ::
:
1 ::
:
2 ::
3
0 7
7
, which is
0 7
5
0
1
2
0 7
6 1 0
1
1
7
6
. Hence x1 D
row equivalent to 6 0 1
x3 and x2 D
x3. Taking x3 D 2 yields
0 7
5
4
2
2
0 0
0
2
3
1
y1 D 4 1 5. The eigenvectors associated with 2 D 4 satisfy the system with augmented matrix
2
3
2
3
2
::
::
1
: 0 7
1 : 0 7
2
6 4 2
6 1 0
1
7
6
7
6
::
::
1
. Hence x1 D x3 and
, which is row equivalent to 6 0 1
6 4 2
: 0 7
1 : 0 7
2
5
2
4
5
4
:
:
0 0
0 :: 0
0 4
2 :: 0
2
3
1
1
x2 D x3. Taking x3 D 2 yields y2 D 4 1 5e 4t . For a third solution we need a vector u such
2
2
32
3
2 3
2
4 2
1
u1
1
that 4 4 2
1 5 4 u2 5 D 4 1 5. The augmented matrix of this system is row equivalent to
0 4
2
2
u
2
3 3
:
2
3
2 3
1
:: 0
0
1
2
7
6 1 0
4t
1
e
6
:: 1 7. Let u D 0, u D 0, and u D . Then y D 4 1 5
4
1
1 5te 4t . The
C
7
6 0 1
3
1
2
3
: 2 5
2
4
2
2
0
2
:
0 0
0 :: 0
general solution is
2
3
2 3
02
3
2 3
1
1
1
0
1
4t
e
y D c1 4 1 5 C c2 4 1 5 e 4t C c3 @4 1 5
C 4 1 5 te 4t A:
2
2
2
0
2
2
10.5.10. 4
2
1
1
3
1
2
1
5D
.
6
6
eigenvectors associated with 1 D 2 satisfy the system with augmented matrix 6
4
2. The
:
1 ::
:
2 ::
:
3 ::
0 7
7
,
0 7
5
0
6 1 0
6
which is row equivalent to 6 0 1
4
0
1
0 0
3
0
y1 D 4 1 5e 2t . The
1
2
:
1 ::
6 1 1
6
:
trix 6 2 2
2 ::
4
:
1 3
1 ::
203
3
::
: 0 7
7
::
. Hence x1 D 0 and x2 D x3 . Taking x3 D 1 yields
: 0 7
5
::
: 0
0 7
0 7
6 1 0
6
7
7
, which is row equivalent to 6 0 1
. Hence x1 D x3 and
0 7
0 7
5
4
5
0
0 0
0
2 3
1
x2 D 0. Taking x3 D 1 yields y2 D 4 0 5e 2t . For a third solution we need a vector u such
1
2
32
3
2 3
1 1
1
u1
1
that 4 2 2
2 5 4 u2 5 D 4 0 5. The augmented matrix of this system is row equivalent to
1 3
1
u3
1
3
2
:: 1
2 3
2 3
1 : 2 7
1
1
6 1 0
2t
1
1
e
6
:: 1 7. Let u D 0, u D , and u D . Then y D 4 1 5
4
0 5te 2t .
C
7
6 0 1
3
1
2
3
0 : 2 5
2
2
2
4
0
1
:
0 0
0 :: 0
The general solution is
2
3
1
2
3
2
3
02 3
0
1
1
1
2t
e
2t
2t
2t
y D c1 4 1 5 e C c2 4 0 5 e
C c 3 @4 1 5
C 4 0 5 te A:
2
1
1
0
1
2
10.5.12. 4
2
2
5
1
3
3
1
5D
. C 2/.
4/2 . Hence 1 D
2 and 2 D 3 D 4. The
2
3
::
: 0 7
7
::
,
: 0 7
5
::
: 0
5 3
6 8
6
eigenvectors associated with 1 D 2 satisfy the system with augmented matrix 6 2
1 3
4
2
1 3
2
3
::
6 1 0 1 : 0 7
6
7
which is row equivalent to 6 0 1 1 ::: 0 7. Hence x1 D x3 and x2 D x3. Taking x3 D 1
4
5
::
0 0 0 : 0
2
3
1
yields y1 D 4 1 5e 2t . The eigenvectors associated with 2 D 4 satisfy the system with augmented
1
2
3
2
3
::
::
2
5
3
:
0
1
0
1
:
0
6
7
6
7
6
7
6
7
::
::
matrix 6 2
,
which
is
row
equivalent
to
. Hence x1 D x3
7
6
5
3 : 0 5
1 : 0 7
4
4 0 1
5
::
::
2
1
3 : 0
0 0
0 : 0
3
1
and x2 D x3 . Taking x3 D 1 yields y2 D 4 1 5e 4t . For a third solution we need a vector u such
1
2
32
3
2 3
2
5
3
u1
1
5
3 5 4 u2 5 D 4 1 5. The augmented matrix of this system is row equivalent to
that 4 2
2
1
3
u3
1
2
3
:: 1
2
3
2
3
1 : 2 7
1
1
6 1 0
4t
1
e
6
7
:
. Let u3 D 0, u1 D , and u2 D 0. Then y3 D 4 0 5
C 4 1 5te 4t . The
6 0 1
1 :: 0 7
4
5
2
2
0
1
:
0 0
0 :: 0
2 3
1
2
3
2
3
02 3
1
1
1
1
4t
e
C 4 1 5 te 4t A.
general solution is y D c1 4 1 5 e 2t C c2 4 1 5 e 4t C c3 @4 0 5
2
1
1
1
0
15
9
12
9
x1
2
10.5.14.
D
.
3/
.
Hence
D
3.
Eigenvectors
satisfy
D
1
16
9
16
12
x2
3
3
so x1 D x2 . Taking x2 D 4 yields y1 D
e 3t . For a second solution we need a vector u such
4
4
1
12
9
u1
3
1 e 3t
3
that
D
. Let u1 D and u2 D 0. Then y2 D
C
te 3t .
16
12
u2
4
0
4
4
4
3t
3
5
3
1 e
C
te 3t . Now y.0/ D
)
The general solution is y D c1
e 3t C c2
4
8
4
0
4
1
3
5
5
12
c1
C c2 4 D
, so c1 D 2 and c2 D 4. Therefore, y D
e 3t
te 3t .
4
0
8
8
16
7
24
12 24
x1
2
D
.
5/
.
Hence
D
5.
Eigenvectors
satisfy
D
10.5.16.
1
6
17
6 12
x2
2
so x1 D 2x2. Taking x2 D 1 yields y1 D
e 5t . For a second solution we need a vector u such
1
1
2
12 24
u1
1 e 5t
2
D
. Let u1 D and u2 D 0. Then y2 D
that
C
te 5t .
6 12
u2
1
0
1
6
6
5t
2
1 e
2
3
The general solution is y D c1
e 5t C c2
C
te 5t . Now y.0/ D
)
1
0
1
1
6
1
2
3
3
12
c1
C c2 6 D
, so c1 D 1 and c2 D 6. Therefore, y D
e 5t
te 5t .
1
1
1
6
0
2
3
1
1
0
10.5.18. 4
1
1
2 5 D . 1/. C 2/2 . Hence 1 D 1 and 2 D 3 D 2. The
1
1
1
2
3
::
2
1
0
:
0
6
7
6
7
::
eigenvectors associated with 1 D 1 satisfy the system with augmented matrix 6 1
,
2
2 : 0 7
4
5
::
1
1
2 : 0
2
3
:
2
:
6 1 0 3 : 0 7
2
4
6
7
which is row equivalent to 6 0 1 4 ::: 0 7. Hence x1 D
x3 and x2 D
x3 . Taking
3
4
5
3
3
::
0 0 0 : 0
0
0
,
0
0
,
205
x
23 D 3 yields
1
6 1
6
6 1
1
4
1
1
The eigenvectors
associated with 2 D 2 2 satisfy the system
3
3 with augmented matrix
::
::
0 : 0 7
6 1 1 0 : 0 7
7
6
7
::
, which is row equivalent to 6 0 0 1 ::: 0 7. Hence x1 D x2 and
2 : 0 7
5
4
5
::
::
1 : 0
0 0 0 : 0
2
3
1
x3 D 0. Taking x2 D 1 yields y2 D 4 1 5e 2t . For a third solution we need a vector u such
0
3
2
32
3
2
1
1
0
u1
1
1
2 5 4 u2 5 D 4 1 5. The augmented matrix of this system is row equivathat 4 1
1
1
1
u3
0
2
3
::
2
3
1 7
1
6 1 1 0 :
6
7
lent to 6 0 0 1 :::
. Let u2 D 0, u1 D 1, and u3 D 1. Then y3 D 4 0 5e 2t C
1 7
4
5
1
:
0 0 0 ::
0
3
2
3
02
3
2
3
3
2
2
1
1
1
1
2
4 1 5te 2t . The general solution is y D c14 4 5e t Cc24 1 5e 2t Cc3 @4 0 5e 2t C 4 1 5te
0
0
1
0
3
2
3
2
3
2
3
2
3 2
3
6
2
1
1
6
Now y.0/ D 4 5 5 ) c14 4 5 C c2 4 1 5 C c34 0 5 D 4 5 5, so c1 D 2, c2 D 3,
7
3
0
1
7
2
3
2
3
2
3
4
2
1
and c3 D 1. Therefore, y D 4 8 5 e t C 4 3 5 e 2t C 4 1 5 te 2t .
6
1
0
2
3
7
4
4
10.5.20. 4
1
0
1 5 D . C 3/. 1/2 . Hence 1 D 3 and 2 D 3 D 1. The
9
5 6
2
3
::
4 4 : 0 7
6 4
6
7
:
,
eigenvectors associated with 1 D 3 satisfy the system with augmented matrix 6 1
3 1 :: 0 7
4
5
:
9
5 9 :: 0
2
3
:
1 :: 0 7
6 1 0
6
7
:
which is row equivalent to 6 0 1
. Hence x1 D x3 and x2 D 0. Taking x3 D 1 yields
0 :: 0 7
4
5
:
0 0
0 :: 0
2
3
1
y1 D 4 0 5e 3t . The eigenvectors associated with 2 D 1 satisfy the system with augmented ma1
2
3
2
3
::
::
8
4
4
:
0
1
0
0
:
0
6
6
7
7
6
7
6
7
::
::
trix 6 1
,
which
is
row
equivalent
to
7
6
7. Hence x1 D 0
1
1
:
0
0
1
1
:
0
4
5
4
5
::
::
9
5
5 : 0
0 0
0 : 0
2t A
3
0
and x2 D x3 . Taking x3 D 1 yields y2 D 4 1 5e t . For a third solution we need a vector u such
1
2
32
3
2 3
8
4 4
u1
0
1 1 5 4 u2 5 D 4 1 5. The augmented matrix of this system is row equivalent to
that 4 1
9
5 5
u
1
2
3 3
::
2
3
2 3
0 :
1 7
1
0
6 1 0
6
7
::
4 2 5e t C 4 1 5te t .
.
Let
u
D
0,
u
D
1,
and
u
D
2.
Then
y
D
6 0 1
7
3
1
2
3
1 :
2 5
4
0
1
::
0 0
0 :
0
2
3
2 3
02
3
2 3 1
0
1
0
1
The general solution is y D c14 0 5e 3t C c2 4 1 5e t C c3 @4 2 5e t C 4 1 5te t A. Now
1
1
0
1
2 3
2
3
2
3
2
3
2
3
6
1
0
1
6
y.0/ D 4 9 5 ) c1 4 0 5 C c24 1 5 C c3 4 2 5 D 4 9 5, so c1 D 2, c2 D 1, and
1
1
1
0
1
2 3
2
3
2 3
4
0
2
c3 D 4. Therefore, y D 4 0 5 e 3t C 4 9 5 e t 4 4 5 te t .
1
4
2
2
3
4
8
4
3
1
3 5 D . C 4/. 8/2 . Hence 1 D 4 and 2 D 3 D 8. The
10.5.22. 4
1
1
9
2
3
::
8
8
4
:
0
6
7
6
7
::
,
eigenvectors associated with 1 D 4 satisfy the system with augmented matrix 6 3
3
3 : 0 7
4
5
::
1
1 13 : 0
2
3
::
1 0 : 0 7
6 1
6
7
:
which is row equivalent to 6 0
. Hence x1 D x2 and x3 D 0. Taking x2 D 1 yields
0 1 :: 0 7
4
5
::
0
0 0 : 0
2 3
1
y1 D 4 1 5e t . The eigenvectors associated with 2 D 8 satisfy the system with augmented matrix
0
2
3
2
3
::
::
8
4 : 0 7
6 4
6 1 0 1 : 0 7
6
7
6
7
::
:
,
which
is
row
equivalent
to
6 3
6 0 1 0 :: 0 7. Hence x1 D x3 and
9
3 : 0 7
4
5
4
5
::
::
1
1
1 : 0
0 0 0 : 0
2
3
1
x2 D 0. Taking x3 D 1 yields y2 D 4 0 5e 8t . For a third solution we need a vector u such that
1
2
32
3
2
3
4
8
4
u1
1
4 3
9
3 5 4 u2 5 D 4 0 5. The augmented matrix of this system is row equivalent to
1
1
1
u3
1
6 1
6
6 0
4
0
:
0 1 ::
:
1 0 ::
:
0 0 ::
3
4
1
4
3
2
3
3
1
8t
1
e
. Then y3 D 4 1 5
C 4 0 5te 8t .
4
4
0
1
3
02
3
2
3
1
3
1
8t
e
5e 8t C c3 @4 1 5
C 4 0 5te 8t A. Now y.0/ D
4
0
1
3 2
3
3
4
4
1 5
D 4 1 5, so c1 D 1, c2 D 3, and c3 D 8.
4
3
0
3
2
8
C 4 0 5 te 8t .
8
7
3
7
7. Let u3 D 0, u1 D , and u2 D
5
4
2
3
1
1
The general solution is c1 4 1 5e t C c24 0
0
1
2
3
2
3
2
3
2
4
1
1
4 1 5 ) c1 4 1 5 C c2 4 0 5 C c3 4
3
0
1
3
3
2
2
1
3
Therefore, y D 4 1 5 e 4t C 4 2 5 e 8t
0
3
2
3
5
1
1
1
9
3 5 D .
10.5.24. 4
2
2
4
2
:
1
1 ::
6 1
6
:
with augmented matrix 6 1
3
3 ::
4
:
2
2
2 ::
2
207
3
::
: 0 7
7
::
.
: 0 7
5
::
: 0
0 7
0
6 1 0
7
6
, which is row equivalent to 6 0 1
1
0 7
5
4
0 0
0
0
2 3
0
Hence x1 D 0 and x2 D x3 . Taking x3 D 1 yields y1 D 4 1 5e 6t . For a second solution we need a
1
2
32
3 2
3
0
1
1
1
u1
vector u such that 4 1
3
3 5 4 u2 5 D 4 1 5. The augmented matrix of this system is row
1
2
2
2
u3
2
3
::
2
3
1
0 :
1
4 7
6 1 0
1
1
e 6t
6
7
::
1 7. Let u3 D 0, u1 D
equivalent to 6 0 1
, and u2 D . Then y2 D 4 1 5
C
1
:
4 5
4
4
4
4
0
:
0 0
0 ::
0
2
3
2
32
3 2 1 3
4
0
1
1
1
v1
6 1 7
4 1 5te 6t . For a third solution we need a vector v such that 4 1
3
3 5 4 v2 5 D 4 4 5.
1
2
2
2
v3
0
2
3
:: 1
0 : 8 7
6 1 0
6
:: 1 7. Let v D 0, v D 1 ,
The augmented matrix of this system is row equivalent to 6 0 1
3
1
1
: 8 7
4
5
8
::
0 0
0 : 0
2
3
2
3
2 3
1
1
0
6t
6t
2 6t
1
e
te
t e
and v2 D . Then y3 D 4 1 5
C4 1 5
C4 1 5
. The general solution is y D
8
8
4
2
0
0
1
3
02
0
c1 4 1 5 e 6t C c2 @4
1
3
2
3
1
1
0
e 6t
1 5
C 4 1 5 te 6t A
4
0
1
2
3
1
e 6t
C4
Cc3 @4 1 5
8
0
02
3
2
3
1
1
0
te 6t
t 2 e 6t
A:
1 5
C4 1 5
4
2
0
1
3
4
2
1
1 5 D .C2/3 . Hence 1 D 2. The eigenvectors satisfy the sys10.5.26. 4
2
3
1
2
3
2
3
::
::
4
4
4
:
0
1
0
0
:
0
6
7
6
7
6
7
6
7
::
::
tem with augmented matrix 6 2
,
which
is
row
equivalent
to
7
6
7.
1
1 : 0 5
4
4 0 1 1 : 0 5
:
:
2
3
3 :: 0
0 0 0 :: 0
2
3
0
Hence x1 D 0 and x2 D x3 . Taking x3 D 1 yields y1 D 4 1 5e 2t . For a second solution we need a
1
3 2
3
32
2
0
4
4
4
u1
vector u such that 4 2
1
1 5 4 u2 5 D 4 1 5. The augmented matrix of this system is row
1
2
3
3
u3
2
3
::
2
3
1 7
1
6 1 0 0 :
6
7
::
equivalent to 6 0 1 1 :
. Let u3 D 0, u1 D 1, and u2 D 1. Then y2 D 4 1 5 e 2t C
1 7
4
5
0
:
0 0 0 ::
0
3
2
32
3
2
v1
4
4
4
0
4 1 5 te 2t . For a third solution we need a vector v such that 4 2
1
1 5 4 v2 5 D
v3
2
3
3
1
2
3
:
2
3
:
3
1
4 7
6 1 0 0 :
7
:
4 1 5. The augmented matrix of this system is row equivalent to 6
1 7. Let v3 D 0,
6 0 1 1 ::
2 5
4
0
:
0 0 0 ::
0
2
3
2
3
2
3
3
1
0
3
1
e 2t
t 2 e 2t
v1 D , and v2 D
. Then y3 D 4 2 5
C 4 1 5 te 2t C 4 1 5
. The general
4
2
4
2
0
0
1
2
3
02
3
2
3
1
0
1
0
solution is y D c1 4 1 5 e 2t C c2 @4 1 5 e 2t C 4 1 5 te 2t A
1
0
1
02
3
2
3
2
3
1
3
1
0
2t
2
2t
e
t
e
A
Cc3 @4 2 5
C 4 1 5 te 2t C 4 1 5
4
2
0
0
1
10.5.28. 4
2
2
12
24
24
10
11
8
5D
. C 6/3 . Hence 1 D
6 4
6
system with augmented matrix 6 2
4
3
2
0 7
6 1
7
6
, which is row equivalent to 6 0
0 7
5
4
1
2
209
3
::
: 0 7
7
::
.
: 0 7
5
::
: 0
0 0
0
3
2
D 2 yields y1 D 4 1 5e 6t . For a second solu2
32
3
2
3
10
u1
2
11 5 4 u2 5 D 4 1 5. The augmented matrix
14
u3
2
3
::
1 :
1 7
7
:
::
1 7. Let u3 D 0, u1 D
1
1, and u2 D
2
6 5
::
0 :
0
x3
. Taking x3
2
2
4
12
tion we need a vector u such that 4 2
18
2
24
2
6 1 0
6
of this system is row equivalent to 6 0 1
4
0 0
2 3
2
3
6
2
1
e 6t
. Then y2 D 4 1 5
C 4 1 5 te 6t . For a third solution we need a vector v such that
6
6
0
2
3
2
2
32
3
4
12 10
v1
1
4 2
18 11 5 4 v2 5 D 4 16 5. The augmented matrix of this system is row equivalent to
2
24 14
v3
0
2
3
::
2
3
1
1 :
12
3 7
6 1 0
1
1
e 6t
6
7
:
1
::
1 7. Let v3 D 0, v1 D
, and v2 D
. Then y3 D 4 1 5
6 0 1
2
36 5
4
3
36
36
0
::
0 0
0 :
0
2
3
2
3
2
3
0 2 3
2
6
2
2
6
6t
te 6t
t 2 e 6t
e
4 1 5
C4 1 5
. The general solution is y D c1 4 1 5 e 6t C c2 @ 4 1 5
C4
6
2
6
0
2
2
0
Hence x1 D
x3 and x2 D
0 2
3
12
e 6t
Cc3 @ 4 1 5
36
0
10.5.30. 4
1
1
0
3
1
1
0
2
2
3
2
6
te 6t
4 1 5
C4
6
0
5D
:
1 ::
:
1 ::
:
1 ::
3
1
2
t 2 e 6t
A:
1 5
2
2
3
::
: 0 7
7
::
.
: 0 7
5
::
: 0
0 7
6 1 0 1
7
6
,
which
is
row
equivalent
to
6 0 0 0
1 0
0 7
5
4
1 0
0
0 0 0
2
3
1
Hence x1 D x3 and x2 is arbitrary. Taking x2 D 0 and x3 D 1 yields y1 D 4 0 5 e 3t . Taking x2 D
1
2
3
0
1 and x3 D 0 yields y2 D 4 1 5 e 3t . For a third solution we need constants and and a vector u such
0
6
6
tem with augmented matrix 6
4
3
2
1 5 te
2
6t A
32
3
2
3
2 3
1
u1
1
0
that 4
1 5 4 u2 5 D 4 0 5 C 4 1 5. The augmented matrix of this system is row
1
u3
1
0
3
::
6 1 0 1 :
7
6
7
:
:
equivalent to 6 0 0 0 : C 7; hence the system has a solution if D D 1, which yields
4
5
::
0 0 0 :
0
2
3
2 3
1
1
the eigenvector x3 D 4 1 5. Taking u1 D 1 and u2 D u3 D 0 yields the solution y3 D 4 0 5 e 3t C
1
0
2
3
2
3
2
3
02 3
2
1
0
1
1
4 1 5 te 3t . The general solution is y D c1 4 0 5 e 3t C c2 4 1 5 e 3t C c3 @4 0 5 e 3t C 4
1
1
0
0
2
3
3
1
0
5 D . C 2/3 . Hence 1 D 2. The eigenvectors satisfy the
1
1
0
10.5.32. 4
1
1
2
2
3
2
3
::
::
1 0 : 0 7
6 1
6 1 1 0 : 0 7
6
7
6
7
::
:
system with augmented matrix 6 1
,
which
is
row
equivalent
to
6 0 0 0 :: 0 7.
1 0 : 0 7
4
5
4
5
::
::
1
1 0 : 0
0 0 0 : 0
2
3
1
Hence x1 D x2 and x3 is arbitrary. Taking x2 D 1 and x3 D 0 yields y1 D 4 1 5 e 2t . Taking x2 D
0
2
3
0
0 and x3 D 1 yields y2 D 4 0 5 e 2t . For a third solution we need constants and and a vector u such
1
32
3
2
3
2 3
2
1
0
u1
1
1 0
5
4
5
4
5
4
4
1
u
1
1
0
D
C 0 5. The augmented matrix of this system is row
that
2
0
1
u3
1
1 0
2
3
::
6 1 1 0 :
7
6
7
:
equivalent to 6 0 0 0 :: C 7; hence the system has a solution if D D 1, which yields
4
5
::
0 0 0 :
0
2
3
2
3
1
1
the eigenvector x3 D 4 1 5. Taking u1 D 1 and u2 D u3 D 0 yields the solution y3 D 4 0 5 e 2t C
1
0
2
3
2
3
2
3
02
3
2
1
1
0
1
4 1 5 te 2t . The general solution is y D c1 4 1 5 e 2t C c2 4 0 5 e 2t C c3 @4 0 5 e 2t C 4
1
0
1
0
1
1
1
0
0
0
2
10.5.34.
y03
Ay3
D .1 I
C.1 I
D
ue 1 t
A/ve 1 t C .1 I
A/ute 1 t C ue 1 t
t 2 e 1 t
C xte 1 t
2
xte 1 t C ue 1 t C 0 C xte 1 t D 0:
A/x
3
1
1 5 te
1
3
1
1 5 te
1
3t A
2t A
211
.A/
10.6.2.
2
10
is 4
y D c1 e
5
10.6.4.
3
5 cos 2t C sin 2t
13 cos 2t
D .
C c2 e
matrix of .A
1
5Ci
13
::
:
::
:
. 1 C 2i / I / x D 0
3
0 5
. Therefore,x1 D
0
0
0
. Taking real and imaginary parts of
5 sin 2t cos 2t
13 sin 2t
3
3
1
1
5
3 D . C 1/ . C 2/2 C 4 . The augmented matrix of .A C
10.6.6.
3
7
3
3
2
3
2
::
::
2
3
1
:
0
1
0
1
:
0
6
7
6
7
6
7
6
7
::
::
I /x D 0 is 6 1
,
which
is
row
equivalent
to
7. Therefore,x1 D
7
6
4
3 : 0 5
4
4 0 1 1 : 0 5
::
::
3
7
4 : 0
0 0 0 : 0
2
3
1
x2 D x3 . Taking x3 D 1 yields y1 D 4 1 5 e t . The augmented matrix of .A . 2 C 2i /I / x D 0
1
1
3
::
: 0 5
,
::
: 0
6
6
is 6
4
2i
1
2i
3
5
.1 C i /
x3 and x2 D
2
.1
2i
i/
::
:
::
:
::
:
3
2
0 7
6 1 0
7
6
, which is row equivalent to 6 0 1
0 7
5
4
0
0 0
3
::
: 0 7
7
::
1 i
. Therefore,x1 D
: 0 7
2
5
::
0
: 0
2
3
1Ci
4 1 C i 5. The real
2
3
cos 2t sin 2t
cos 2t sin 2t 5 and
2 cos 2t
1Ci
2
3
2
1Ci
and imaginary parts of e 2t .cos 2t C i sin 2t/ 4 1 C i 5 are y2 D e 2t 4
2
3
2
sin 2t C cos 2t
y3 D e 2t 4 sin 2t C cos 2t 5. Therefore,
2 sin 2t
2
3
2
3
2
3
1
cos 2t sin 2t
sin 2t C cos 2t
y D c1 4 1 5 e t C c2e 2t 4 cos 2t sin 2t 5 C c3 e 2t 4 sin 2t C cos 2t 5:
1
2 cos 2t
2 sin 2t
10.6.8.
2
6 4
6
is 6 4
4
4
3
4
1
2 D . 1/ . C 1/2 C 4 . The augmented matrix of .A I /x D 0
4
2
3
3
2
3
::
::
1
3 : 0 7
6 1 0 1 : 0 7
7
7
6
::
:
,
which
is
row
equivalent
to
6 0 1 1 :: 0 7. Therefore,x1 D x2 D
2
2 : 0 7
5
4
5
::
::
2
2 : 0
0 0 0 : 0
2
3
1
x3 . Taking x3 D 1 yields y1 D 4 1 5 e t . The augmented matrix of .A . 1 C 2i /I / x D 0 is
1
2
3
3
2
::
::
1 i
1
3
: 0 7
: 0 7
2
6 2 2i
6 1 0
6
7
7
6
::
:
. Therefore,x1 D
, which is row equivalent to 6 0 1
6
4
2i
2
1 :: 0 7
: 0 7
4
5
5
4
::
::
4
2 4 2i : 0
0 0
0 : 0
2
3
1Ci
1 i
5. The real and
2
x3 and x2 D x3 . Taking x3 D 2 yields the eigenvector x2 D 4
2
2
2
3
2
3
1Ci
sin 2t cos 2t
5 are y2 D e t 4
5 and y3 D
imaginary parts of e t .cos 2t C i sin 2t/ 4
2
2 cos 2t
2
2 cos 2t
2
3
cos 2t sin 2t
5. Therefore,
2 sin 2t
e t4
2 sin 2t
2
3
2
3
2
3
1
sin 2t cos 2t
cos 2t sin 2t
5 C c3 e t 4
5:
2 cos 2t
2 sin 2t
y D c1 4 1 5 e t C c2 e t 4
1
2 cos 2t
2 sin 2t
3
213
1 7 3
5
10.6.10.
D . 2/2 C 1. The augmented matrix of .A .2 C i /I /x D 0 is
2
5 3
3
2
3
2
3
::
::
1C3i
1
5
: 0 5
1
: 0 5
2
4 1 3i
, which is row equivalent to 4
. Therefore,x1 D
::
::
3
2
1 3i : 0
0
0
: 0
1 C 3i
1 C 3i
x2 . Taking x2 D 2 yields the eigenvector x D
. Taking real and imaginary parts of
2
2
1 C 3i
e 2t .cos t C i sin t/
yields
2
cos t 3 sin t
sin t C 3 cos t
y D c1 e 2t
C c2 e 2t
:
2 cos t
2 sin t
34
52
3
4
2
10.6.14.
5
7
8 D . C 2/ . 2/2 C 9 . The augmented matrix of .A C
10
13
8
2
3
2
3
::
::
5
4
2 : 0 7
2 : 0 7
6
6 1 0
6
7
6
7
::
:
2I /x D 0 is 6
,
which
is
row
equivalent
to
. Therefore,x1 D
6 0 1
5
9
8 : 0 7
2 :: 0 7
5
5
4
4
:
:
10 13
6 :: 0
0 0
0 :: 0
2
3
2
x2 D 2x3. Taking x3 D 1 yields y1 D 4 2 5 e 2t . The augmented matrix of .A .2 C 3i /I / x D 0 is
1
2
3
2
3
::
::
1
3i
4
2
:
0
1
0
1
i
:
0
6
7
6
7
6
7
6
7
::
::
,
which
is
row
equivalent
to
6
7
6
7. Therefore,x1 D
5
5
3i
8
:
0
0
1
i
:
0
4
5
4
5
::
::
10
13
10 3i : 0
0 0
0
: 0
2
3
1Ci
5. The real
.1 i /x3 and x2 D ix3 . Taking x3 D 1 yields the eigenvector x2 D 4
i
1
3
2
3
2
cos 3t sin 3t
1Ci
5 are y2 D e 2t 4
5 and
sin 3t
i
and imaginary parts of e 2t .cos 3t C i sin 3t/ 4
1
cos 3t
3
sin 3t C cos 3t
5. Therefore,
y3 D c3 e 2t 4
cos 3t
sin 3t
2 3
2
3
2
2
cos 3t sin 3t
2t
2t
2t
5 C c3 e 4
y D c1 4 2 5 e
C c2 e 4
sin 3t
1
cos 3t
1
10.6.16. 0
1
2
2
6 0 2
6
is 6 0 1
1
4
1 0
1
2
2
2
1
0
::
:
::
:
::
:
.
2/ .
1/2 C 1 . The augmented matrix of .A
3
2
0 7
6 1
7
6
, which is row equivalent to 6 0
0 7
5
4
0
0
1
0
1
Taking x3 D 1 yields y1 D 4 1 5 e t . The augmented matrix of .A
1
2
6 1 0
6
which is row equivalent to 6 0 1
4
0 0
::
:
::
:
::
:
3
sin 3t C cos 3t
5:
cos 3t
sin 3t
:
1 ::
:
1 ::
:
0 ::
I /x D 0
3
0 7
7
. Therefore,x1 D x2 D 1.
0 7
5
0
6
6
.1 C i /I / x D 0 is 6 0
4
1
i
0
1
1
0 7
.1 C i /
7
1Ci
. Therefore,x1 D .1 C i /x3 and x2 D
x3 .
0 7
2
5
2
0
0
2
3
2 C 2i
Taking x3 D 2 yields the eigenvector x2 D 4 1 C i 5. The real and imaginary parts of e 4t .cos t C
2
2
3
2
3
2
3
2 C 2i
2 cos t 2 sin t
2 sin t C 2 cos t
i sin t/ 4 1 C i 5 are y2 D e t 4 cos t sin t 5 and y3 D c3 e t 4 cos t C sin t 5. Therefore,
2
2 cos t
2 sin t
2 3
2
3
2
3
1
2 cos t 2 sin t
2 sin t C 2 cos t
y D c1 4 1 5 e t C c2e t 4 cos t sin t 5 C c3e t 4 cos t C sin t 5:
1
2 cos t
2 sin t
7
15
10.6.18.
3 1
2
::
3 6i
15
:
4
is
::
3
3 6i :
3
3
2
::
1
1
C
2i
:
0
0 5
5. Therefore,x1 D
, which is row equivalent to 4
::
0
0
0
: 0
1 2i
.1C2i /x2 . Taking x2 D 1 yields the eigenvector x D
. Taking real and imaginary parts of
1
1 2i
2 sin 6t cos 6t
2 cos 6t sin 6t
e 4t .cos 6tCi sin 6t/
yields y D c1e 4t
C c2 e 4t
.
1
cos 6t
sin 6t
5
1
2
c1
5
5 cos 6t C 5 sin 6t
Now y.0/ D
)
D
, so c1 D 1, c2 D 3, and y D e 4t
.
1
1
0
c2
1
cos 6t 3 sin 6t
::
:
::
:
::
:
3
0 7
7
,
0 7
5
0
215
1 4 6
1 2 1
1Ci
2
10.6.20.
D
C . The augmented matrix of A
I x D 0
5
2 6
2
4
2 6
3
2
3 2
::
::
1C3i
1
1 3i
2
: 0 5
1
: 0 5
5
4
4
, which is row equivalent to
. Therefore,x1 D
is
::
::
6
5
1 3i : 0
0
0
: 0
1 C 3i
1 C 3i
x2 . Taking x2 D 5 yields the eigenvector x D
. Taking real and imaginary parts of
5
5
1 C 3i
cos t=2 3 sin t=2
sin t=2 C 3 cos t=2
t =2
t =2
t =2
e .cos t=2Ci sin t=2/
yields y D c1 e
C c2 e
.
5
5 cos t=2
5 sin t=2
1
2
cos.t=2/ C sin.t=2/
1
1 3
c1
1
, c2 D , and y D e t =2
.
Now y.0/ D
)
D
, so c1 D
cos.t=2/ C 2 sin.t=2/
1
5 0
c2
1
5
5
4
4
0
10.6.22. 8
10
20 D . 8/ . 2/2 C 4 . The augmented matrix of .A
2
3
2
2
3
2
3
::
::
0 : 0 7
2 : 0 7
6 1 0
6 0 4
7
6
7
6
:
:
:
. Therefore,x1 D
8I /x D 0 is 6 8 6
, which is row equivalent to 6 0 1
2 :: 0 7
20 : 0 7
4
5
4
5
::
::
2 3
6 : 0
0 0
0 : 0
2
3
2
x2 D 2x3 . Taking x3 D 2 yields y1 D 4 2 5 e 8t . The augmented matrix of .A .2 C 2i /I / x D 0 is
1
2
3
2
3
::
::
2
2i
4
0
:
0
1
0
2
C
2i
:
0
6
7
6
7
6
7
6
7
::
::
,
which
is
row
equivalent
to
. Therefore,x1 D
6
7
6
8
8 2i
20
: 0 5
2i
: 0 7
4
4 0 1
5
::
::
2
3
4 2i : 0
0 0
0
: 0
2
3
2 2i
.2 2i /x3 and x2 D 2ix3 . Taking x3 D 1 yields the eigenvector x2 D 4 2i 5. The real and
1
2
3
2
3
2 cos 2t C 2 sin 2t
2 2i
5 and y3 D
2 sin 2t
imaginary parts of e 2t .cos 2t C i sin 2t/ 4 2i 5 are y2 D e 2t 4
2 cos 2t
1
2
3
2 3
2
3
2 sin 2t C 2 cos 2t
2
2 cos 2t C 2 sin 2t
5, so the general solution is y D c1 4 2 5 e 8t Cc2 e 2t 4
5C
e 2t 4
2 cos 2t
2 sin 2t
sin 2t
1
2 cos 2t
2
3
2 3
2
32
3 2
3
2 sin 2t C 2 cos 2t
8
2 2
2
c1
8
5. Now y.0/ D 4 6 5 ) 4 2 0
c3 e 2t 4
2 cos 2t
2 5 4 c2 5 D 4 6 5, so c1 D 2,
sin 2t
5
1 1
0
c3
5
2
3
2
3
4
4 cos 2t C 8 sin 2t
c2 D 3, c3 D 1, and y D 4 4 5 e 8t C e 2t 4 6 sin 2t C 2 cos 2t 5.
2
3 cos 2t C sin 2t
4
4
4
10 3
15 D . 8/.2 C 16/. The augmented matrix of .A 8I /x D 0 is
10.6.24.
2
3
1
:
4 ::
:
15 ::
:
7 ::
.kuk2
kv2k/2
.kuk2 kv2k/2 C 4.u; v/2
D 1:
4.u; v/2
1= k1,
.2/
u1
D u
k2 v D u C
v.2/
1
D v C k2 u D v
1
1
1 .1/
vD
.v C k1 u/ D
v
k1
k1
k1 1
1
1
1 .1/
uD
.u k1 v/ D
u :
k1
k1
k1 1
217
2
3
::
10
15
5i
10
:
0
5,
D 2 C25. The augmented matrix of .A 5iI /x D 0 is 4
::
15
25
15 5i : 0
2
3
:
3Ci
:: 0
1
5
5. Therefore,x1 D .3 i / x2 . Taking x2 D 5 yields the
which is row equivalent to 4
::
5
0
0
: 0
3 i
3
1
eigenvector x D
, so u D
and v D
. The quadratic equation is 3k 2 33kC3 D
5
5
0
:5257
:8507
0, with positive root k :0902. Routine calculations yield U
,V
.
:8507
:5257
2
3
::
3
15
3
6i
15
:
0
D 2 C36. The augmented matrix of .A 6iI /x D 0 is 4
5,
10.6.32.
::
3
3
3
3 6i : 0
2
3
::
1 1 2i : 0 5
which is row equivalent to 4
. Therefore,x1 D .1 2i /x2 . Taking x2 D 1
::
0
0
: 0
1 C 2i
1
2
yields the eigenvector x D
, so u D
and v D
. The quadratic equation is
1
1
0
:9732
2k 2 C 2k C 2 D 0, with positive root k 1:6180. Routine calculations yield U
,
:2298
:2298
V
.
:9732
5
12
10.6.34.
D . C 1/2 C 36. The augmented matrix of .A . 1 C 6i /I /x D 0
6
7
2
3
2
3
::
::
6
6i
12
:
0
1
.1
C
i
/
:
0
5, which is row equivalent to 4
5. Therefore,x1 D
is 4
::
::
6
6 6i : 0
0
0
: 0
1Ci
1
1
.1 C i /x2 . Taking x2 D 1 yields the eigenvector x D
, so u D
and v D
.
1
1
0
2
The quadratic
equation
is
k 1 D 0, with positive root k 1:6180. Routine calculations yield
k
:5257
:8507
U
,V
.
:8507
:5257
4
9
10.6.36.
D . C 1/2 C 36. The augmented matrix of .A . 1 C 6i /I /x D 0
5
2
2
3
2
3
::
::
3 6i
3
6i
9
:
0
1
:
0
5
5, which is row equivalent to 4
5. Therefore,x1 D
is 4
::
::
5
3 6i : 0
0
0
: 0
3 6i
3 6i
3
6
x2 . Taking x2 D 5 yields the eigenvector x D
, so u D
and v D
. The
5
5
0
5
2
quadratic
equation
is 18k C 2kC 18 D 0, with positive root k 1:0571. Routine calculations yield
:8817
:4719
U
,V
.
:4719
:8817
1
5
10.6.38.
D . C 1/2 C 100. The augmented matrix of .A . 1 C 10i /I /x D 0
20
1
10.6.30.
15
25
7
6
10.7
10i
::
:
::
:
1
3e t
e 2t
2e t
et
0
1
;
u
D
Y
f
D
e t
2e 2t
e 2t
3e 2t
5
4t
3t
3t
5e
13e C 3e
; yp D Y u D
.
6e t
e 3t 11e 3t
e 2t
e t
e 2t e 2t
0
1
10.7.4. Y D
; u D Y f D
2e 2t
e t
2e t
et
t
2t
t
2e
e
5 3e
uD
; yp D Y u D
.
e 2t 4e t
5e t 6
sin t
cos t
sin t cos t
0
1
10.7.6. Y D
; u D Y f D
cos t
sin t
cos t sin t
t sin t
t
uD
; yp D Y u D
.
t cos t
0
2
3
2
e 3t e 2t
e t
3e 3t
1
3t
t 5
0
1
4
4
10.7.8. Y D
e
0
3e
;u D Y f D
4e 2t
6
3t
2t
t
e
e
7e
et
2
3
2
3
3t
2t
2t
3t
3e
9e
9e
2e
14
1 4
8e t C 4e 2t 5; u D
16e t 4e 2t 5; yp D Y u D
6
12
e 2t e t
e 2t 2e t
10.7.2. Y D
e 2t
uD
2e 5t
50e 37
10e 3t
2
2e t
1
t
20e 4t 2e
10e 5t C 6e
2e 2t
2e 2t
t cos t C sin t
t sin t cos t
2e
4e t
2t
t
32
3
3e 3t
1
2t
2e 2t 5 4 e t 5 D
0
et
et
2
3
t
3e C 4
14
6e t 4 5.
6
10
2
3
2
32 t 3
et e t
te t
9e t
0
9e t
e
1 4
e t 3e t te t 5; u0 D Y 1 f D
3e t .3 2t/
6te t 9e t 5 4 e t 5 D
10.7.10. Y D 4 e t
18
et
e t
te t
6e t
6e t
0
et
2
3
2
3
2
3
0
0
2e t
1
1
1
4 e 2t .3 2t/ 5; u D 4 e 2t .2 t/ 5; yp D Y u D 4 e t 5.
3
3
3
2e 2t
e 2t
2e t
6e
6e
3t
219
1
1 e t .t C 1/
1
e t e t
t
e t .t C 2/
10.7.12. u0 D Y 1 f D
D
;
u
D
t
t
2
t
e
t
e .1 t/
e t .2 t/
2t e
2
t
22
t
t
t e
e
e .t C 2/
t
D
.
yp D Y u D
e t
e t .2 t/
2t
2 et
2t
1
1 2e 2t e 3t
1
2
e t
e
3e 2t C e 3t
10.7.14. u0 D Y 1 f D
D
;
u
D
t
2t
2t
3t
e
2
e
2e
e
e 3t 3e 2t
3
9
3 2t
2t
3t
3t
1 2 e t
1
3e C e
5e
e
D
.
yp D Y u D
2
e 3t 3e 2t
9 et
9 e 3t 5e 2t
2
1
1 2e t C t 2
t
e t
t
1
t e t
0
1
D
;u D
10.7.16. u D Y f D 2
et
t
t2 1
t et
t 2 2e t
t 1
2
t
t
2
t
3
1
1 te .t C 2/ C t
t e
2e C t
2
yp D Y u D
D
.
t
2
t
t
3
e
t
t
2e
te
.t
2/
C
t
C
2
2
2
2
32 t 3
2
3
2
e 5t
e 4t e 3t
e
e 4t
e 4t
1
1
1
0
1
2t
t
t 5
4
5
4
5
4
4
10.7.18. u D Y f D
2e
e
1
0
D
2e
;uD
8e t
3
3
12
2t
t
t
e
2e
1
0
e
4e t
2 5t
32
3
2
3
2t
4t
t
e
e
0
e
3e
1 4 4t
1
e
0
e t 5 4 8e t 5 D 4 1 5.
yp D Y u D
12
4
e 3t
1
1
4e t
e t
10.7.20. u0 D Y
f D
1 4
2t
2 t
e
1
4 et
yp D Y u D Y D
4t
et
5;
e 2t
1
2
e t
e t
e t
32 t 3
2
3
2
3
te t te t C e 2t
e
1
2t
1
te t
te t 1 5 4 0 5 D 4 e 2t 5; u D 4 e 2t 5;
4
t
0
2
e
0
0
32
3
2
3
t
2t
2t C 1
et
4 2t 1 5.
e t 5 4 e 2t 5 D
4t
0
0
2t C 1
CHAPTER 11
Boundary Value Problems and Fourier
Expansions
11.1
.2n
, yn D sin
.2n
1/x
2
, n D 1; 2; 3; : : : ;
11.1.6. From Theorem 11.1.6 with L D , 0 D 0, y0 D 1, n D n2 , y1n D cos nx, y2n D sin nx,
n D 1; 2; 3; : : :
11.1.8. From Theorem 11.1.5 with L D 1, n D
.2n
.2n 1/ x
1/2 2
, yn D cos
, n D 1; 2; 3; : : :
4
2
.2n
n x
n2 2
, y1n D cos
, y2n D
4
2
1/2 2
.2n 1/ x
, yn D cos
, n D 1; 2; 3; : : :
36
6
n2 2
n x
, yn D cos
, n D 1; 2; 3; : : :
25
5
11.1.18. From Theorem 11.1.1, any eigenvalues of Problemp11.1.4 must beppositive. If > 0, then
every solution of y 00 C y D
cos x C c2 sin x where c1 and c2 are
p 0 is of thepform y D c1p
0
constants. Therefore,
y
D
.
c
sin
x
C
c
cos
x/. Sincep
y 0 .0/ D 0, c2 D 0. Therefore,
1
2
p
p
y D c1 cos x. Since y.L/ D 0, c1 cos L D 0. To make c1 cos L D 0 with c1 0 we must
p
.2n 1/
.2n 1/2 2
choose D
, where n is a positive integer. Therefore,n D
is an eigenvalue
2L
4L2
.2n 1/ x
and yn D cos
is an associated eigenfunction.
2L
221
rx
L
r x L
dx D
sin
D 0, so y0 D 1 is orthogonal
11.1.20. If r is a positive integer, then
cos
L
r
L L
L
Z L
m x
n x
to all the other eigenfunctions. If m and n are distinct positive integers, then
cos
cos
dx D
L
L
0
Z L
1
m x
n x
cos
cos
dx D 0, from Example 11.1.4.
2 L
L
L
Z
11.1.22. Let m and n be distinct positive integers. From the identity cos A cos B D
cos
0
.2m
1/ x
.2n 1/ x
1
cos
dx D
2L
2L
2
L
0
1/ x=2L,
.m
cos
1
cos.A
2
n/ x
.m C n 1/ x
C cos
L
L
B/ C
dx D 0:
L
0
y.x/ dx D
If y D c1 cosh kx C c2 sinh kx, then y 0 .0/ D 0 implies that c2 D 0, so y D c1 cosh kx. Now
Z L
Z L
sinh kL
y.x/ dx D c1
cosh kx dx D c1
D 0 with k > 0 only if c1 D 0. Therefore, there are no
k
0
0
negative eigenvalues.
If y D c1 cos kx C c2 sin kx, then y 0 .0/ D 0 implies that c2 D 0, so y D c1 cos kx. Now
Z L
Z L
sin kL
n
y.x/ dx D c1
cos kx dx D c2
D 0 if k D
, where n is a positive integer. Therefore,
k
L
0
0
n x
n2 2
n D
and yn D cos
, n D 1; 2; 3; : : : .
2
L
L
Z L
11.1.26. If y D c1 C c2 .x L/, then y 0 .L/ D 0 implies that c2 D 0, so y D c1 . Now
y.x/ dx D
0
Z L
c1
dx D c1 L D 0 only if c1 D 0. Therefore,zero is not an eigenvalue.
0
If y D c1 cosh k.x L/ C c2 sinh k.x L/, then y 0 .L/ D 0 implies that c2 D 0, so y D c1 cosh k.x
Z L
Z L
sinh kL
L/. Now
y.x/ dx D c1
cosh k.x L/ dx D c1
D 0 with k > 0 only if c1 D 0.
k
0
0
Therefore,there are no negative eigenvalues.
If y D c1 cos k.x L/ C c2 sin k.x L/, then y 0 .L/ D 0 implies that c2 D 0, so y D c1 cos k.x L/.
Z L
Z L
sin kL
n
Now
y.x/ dx D c1
cos k.x L/ dx D c2
D 0 if k D
, where n is a positive integer.
k
L
0
0
n2 2
n.x L/
n x
Therefore, n D
and yn D cos
, or, equivalently, yn D cos
, n D 1; 2; 3; : : : .
2
L
L
L
a0
an
bn
.2
1
x/ dx D
.2
1
1
.2
1
"
2 dx D 2I
x/ cos n x dx D 4
4
sin n x D 0I
cos n x dx D
n
0
1
0
x sin n x dx
#
1
2 X . 1/n
sin n x. From Theorem 11.2.4,
nD1 n
8
<
x/ sin n x dx D 2
F .x/ D
an
1 Z 1
2
x cos n x
cos n x dx
n
0
0
"
1 #
2
1
2
cos n
sin n x D . 1/n
I
n
n
n
0
F .x/ D 2 C
.1
3x 2 / cos n x dx D
2;
x;
2;
Z
x D 1;
1 < x < 1;
x D 1:
.1
0
"
2
.1
n
3x 2 / dx D .x
x 3 / D 0; if n 1, then
0
#
1
Z 1
3x / sin n x C 6
x sin n x dx
0
0
#
"
1 Z 1
12
x
cos
n
x
cos n x dx
2
2
n
0
0
"
1 #
12
1
12
cos n
sin n x D . 1/nC1 2 2 I
2
2
n
n
n
0
1
12 X
cos n x
. 1/n
. From Theorem 11.2.4, F .x/ D 1
2
nD1
n2
1
1
D
x cos 2x
cos 2x dx D
2
2
0
0
3x 2 , 1 x 1.
sin 2x
D
2 0
1
:
2
223
Z
1
x cos x sin nx dx D
xsin.n C 1/x C sin.n 1/x dx
0
0
Z
1
cos.n C 1/x
cos.n 1/x
cos.n C 1/x
cos.n 1/x
x
C
C
dx
nC1
n 1
nC1
n 1
0
0
1
1
1 sin.n C 1/x
sin.n 1/x
2n
. 1/n
C
C
C
D . 1/n 2
I
2
2
nC1
n 1
.n C 1/
.n 1/
n
1
0
2
D
D
D
X
1
n
sin x C 2
. 1/n 2
sin nx. From Theorem 11.2.4, F .x/ D x cos x, x .
2
n
1
F .x/ D
nD2
Z
Z
1
1
11.2.8. Since f is even, bn D 0 if n 1; a0 D
x sin x dx D
x cos x
cos x dx D
0
0
0 Z
Z
Z
2
1
1
sin x
D 1; a1 D
x sin x cos x dx D
x sin 2x dx D
x cos 2x
cos 2x dx D
1C
0
0
0
2
0
0
1
sin 2x
1
C
D
; if n 2, then
2
4 0
2
Z
Z
1
2
an D
x sin x cos nx dx D
xsin.n C 1/x sin.n 1/x dx
0
0
Z
cos.n 1/x cos.n C 1/x
cos.n 1/x cos.n C 1/x
1
D
x
dx
n 1
nC1
n 1
nC1
0
0
1
1
1 sin.n 1/x sin.n C 1/x
2
D . 1/nC1
D . 1/nC1 2
I
2
2
n 1 nC1
.n 1/
.n C 1/
n
1
0
1
X
. 1/n
2
cos nx. From Theorem 11.2.4, F .x/ D x sin x, x .
n2 1
1
cos x
2
F .x/ D 1
nD2
1
sin x 1=2
11.2.10. Since f is even, bn D 0 if n 0; a0 D
cos x dx D
D ; a1 D
0
0
Z 1=2
Z 1=2
1 sin 2 x 1=2
1
2
2
cos x dx D
.1 cos 2 x/ dx D
D ; if n 2, then
2
2 0
2
0
0
Z
an
D 2
D
D
F .x/ D
1
1=2
cos x cos n x dx D
1=2
1=2
1/x dx
sin.n C 1/ x
sin.n 1/ x 1=2
1
1
1
n
C
D
cos
nC1
n 1
n
C
1
n
1
2
0
8
2
<
2
n
. 1/mC1
if n D 2m;
2
cos
D
.4m
1/
2
:
.n
1/
2
0
if n D 2m C 1I
1
1
C cos x
2
1
2 X . 1/n
cos 2n x. From Theorem 11.2.4, F .x/ D f .x/, 1 x 1.
4n2 1
nD1
1 sin 4 x 1=2
1
D ; if n 2, then
2
4 0
2
D 2
bn
1
F .x/ D
1
sin x
2
sin 2 x dx D
1=2
sin x sin n x dx D
1=2
sin.n
n
1/ x
1
cos.n
D
if n 2, then
an
D 2
D
D
D
1/ x
<
cos 4 x/ dx D
cos.n C 1/ x dx
if n D 2m;
if n D 2m C 1I
1=2
x sin x cos x dx D
"
1=2
1
x cos 2 x
2
0
1=2
x sin x cos n x dx D
1 x < 12 ;
x D 21 ;
1
1
2 < x < 2;
1
x D 2;
1
< x 1:
2
0;
1
;
2
sin x;
1
;
2
0;
1
a0 D
x sin x dx D
x cos x
0
0
D 2
.1
0
1
4 X
n
. 1/n 2
sin 2n x. From Theorem 11.2.4,
nD1
4n
1
F .x/ D
a1
1=2
1=2
sin.n C 1/ x 1=2
nC1
0
(
4m
mC1
2n
n
. 1/
cos
D
4m2 1
.n2 1/
2
0
225
1=2
0
1=2
0
sin x 1=2
1
cos x dx D
D 2I
2 0
1=2
0
x sin 2x dx
#
1
sin 2 x 1=2
1
cos 2 x dx D
C
D
I
4
4 2 0
4
1=2
0
xsin.n C 1/ x
"
1
cos.n 1/ x cos.n C 1/ x
x
n 1
nC1
1 cos.n 1/=2 cos.n C 1/=2
2
n 1
nC1
1=2
1=2
sin.n
1/ x dx
cos.n C 1/ x
nC1
0
0
1 sin.n 1/=2 sin.n C 1/=2
2
.n 1/2
.n C 1/2
8
2
2 4m C 1
< . 1/m 2
if n D 2m;
1 n
n
2 n2 C 1
n
.4m2 1/2
sin
C
cos
D
1 2m C 1
n2 1
2
2 .n2 1/2
2
if n D 2m C 1I
: . 1/m
4 m.m C 1/
Z
cos.n
n
1/ x
1
dx
F .x/ D
1
1
2
1
1
2 X
1 X
2n C 1
n 4n C 1
C
cos
xC
.
1/
cos
2n
xC
. 1/n
cos.2nC1/ x:
2
2
2
2
4
.4n
1/
4
n.n C 1/
nD1
nD1
F .x/ D
0
2
0
2
x cos n x dx C
<
0;
1
;
4
x sin x;
1
;
4
0;
1
x g. x/ dx; therefore, a0 D
2
2
1
2
x / cos n x dx D
.1
0
and
bn
D
D
D
D
D
1
0
Z
0
2
x dx C
.1
0
1
1
1
1 X1
8 X
1
C
sin 2n x C 3
sin.2n C 1/ x:
2
nD1 n
nD0 .2n C 1/3
<
1
2;
2
x ;
1
F .x/ D
2;
1
x2;
:
1
;
2
x D 1;
1 < x < 0;
x D 0;
0 < x < 1;
x D 1:
x / dx D
sin n x 1
cos n x dx D
D0
n 0
x sin n x dx C
.1 x / sin n x dx D
.1 2x 2 / sin n x dx
1
0
0
"
#
1
Z 1
1
2
.1 2x / cos n x C 4
x cos n x dx
n
0
0
"
#
1 Z 1
4
1 C cos n
x sin n x
sin n x dx
n
n2 2
0
0
1 C cos n
4.1 cos n /
1 C cos n 4 cos n x 1
D
C
3
3
n
n
n
n3 3
0
8
1
<
if n D 2m;
m
8
:
if n D 2m C 1I
.2m C 1/3 3
F .x/ D
1 x < 12 ;
x D 12 ;
1
1
2 < x < 2;
1
x D 2;
1
< x 1:
2
an
D
D
bn
227
Z 2
Z 2
Z 3
1
5
2 dx C
3 dx C
1 dx D . If n 1, then
a0 D
6
2
3
2
2
Z 3
1
n x
f .x/ cos
dx
3 3
3
Z 2
Z 2
Z 3
1
n x
n x
n x
3
2n
2 cos
dx C
3 cos
dx C
cos
dx D
sin
;
3
3
3
3
n
3
3
2
2
Z 2
Z 2
Z 3
1
n x
n x
n x
1
2n
2 sin
dx C
3 sin
dx C
sin
dx D
cos n cos
I
3
3
3
3
n
3
3
2
2
1
1
5
3 X1
2n
n x
1 X1
F .x/ D C
sin
cos
C
cos n
2
nD1 n
3
3
nD1 n
2n
cos
3
Z
Z
1
e x
sinh
1
11.2.20. (a) a0 D
e x dx D
D
.
If
n
1
then
(A)
a
D
n
2
Z 2
1
(B) bn D
e x sin nx dx. Integrating (B) by parts yields
Z
1 x
bn D
e sin nx
n
e x cos nx dx D nan :
Integrating (A) by parts yields
Z
1 x
an D
e cos nx C n
x
e sin nx dx D . 1/n
sin
n x
:
3
e x cos nx dx and
2 sinh
2 sinh
C nbn D . 1/n
.C/
n2 an ;
2 sinh . 1/nC1 n
2 sinh . 1/n
. Now (C) implies that bn D
. Therefore,
2
n C1
n2 C 1
!
1
1
X
X
sinh
. 1/n
. 1/n n
F .x/ D
1C2
cos nx 2
sin nx :
n2 C 1
n2 C 1
nD1
nD1
!
1
X
1
sinh
(b) From Theorem 11.2.4, F . / D cosh , so
1C2
D cosh , which implies
n2 C 1
nD1
the stated result.
Z
1
sin kx
sin k
11.2.24. Since f is even, bn D 0, n 1, a0 D
cos kx dx D
D
; if n 1 then
0
k 0
k
Z
Z
2
1
an D
cos kx cos nx dx D
cos.n k/x C cos.n C k/x dx
0
0
1 sin.n k/x
sin.n C k/x
D
C
n k
nCk
0
cos n sin kx
1
1
2k sin k
D
D . 1/nC1 2
I
nCk n k
.n
k 2 /
"
#
1
X
sin k 1
. 1/n
2k
cos nx .
F .x/ D
k
n2 k 2
nD1
L x L;
L
L
"
#
Z L
n x
1
n x L
n x
0
f .x/ cos
dx D
f .x/ sin
f .x/ sin
dx
L
n
L L
L
L
L
"
#
L
Z L
Z L
L
n
x
n
x
L
n x
0
00
f .x/ cos
f .x/ cos
dx D
f 00 .x/ cos
dx
2 2
n2 2
L L
L
n
L
L
L
1
L
an
1
X
n x
n x
an cos
C bn sin
;
L
L
nD1
Z
Z L
n x
1
n x L
n x
1 L
0
bn D
f .x/ sin
dx D
f .x/ cos
f .x/ cos
dx
L L
L
n
L L
L
L
Z L
1
n x
D
f 0 .x/ cos
dx (since f . L/ D f .L/)
n L
L
"
#
Z L
Z L
L
n x L
n x
L
n x
00
0
D
f
.x/
sin
f
.x/
sin
dx
D
f 00 .x/ sin
dx:
2 2
n2 2
L L
L
n
L
L
L
If f 000 is integrable on L; L, then
Z L
n x
L
an D
f 00 .x/ cos
dx D
n2 2 L
L
Z L
n x
L2
D
f 000 .x/ sin
dx:
n3 3 L
L
1
X
"
L2
n x
f 000 .x/ sin
n3 3
L
n x
f 000 .x/ sin
dx
L
L
n x
n x
C bn sin
where
L
L
nD1
"Z
#
Z L
Z L
0
1
1
a0 D
f .x/ dx D
f .x/ dx C
f .x/ dx :
2L L
2L
L
0
Since
f .x/ dx D
1
an D
L
Since
Z
an cos
0
L
f .x C L/ dx D
n x
1
f .x/ cos
dx D
L
L
L
n x
f .x/ cos
dx
L
L
"Z
.A/
L
0
n x
f .x/ cos
dx C
L
L
n x
D
f .x C L/ cos
dx D
L
L
Z L
n x
D . 1/nC1
f .x/ cos
dx;
L
0
#
n x
f .x/ cos
dx :
L
f .x/ cos
0
n.x C L/
dx
L
.B/
229
D Bn and
m x
m x
11.2.30.(b) Let 0 D 1 and 2m D cos
, 2m 1 D sin
, m 1. Then c0 D a0 and c2m D am ,
L
L
Z L
Z L
Z
1 L
2mx
2
2
c2m 1 D bm , m 1. Since
0 .x/ dx D 2L and
2m 1 .x/ dx D
1 cos
dx D
2 L
L
L
Z L
Z L L
1
2mx
2
1 C cos
dx D L, m 1, Exercise 12.2.29(d) implies the concluL,
2m
.x/ dx D
2 L
L
L
sion.
11.3 FOURIER EXPANSIONS II
Z 1
.1
11.3.2. a0 D
.1 x/ dx D
x/2 1
1
D ; if n 1,
2
2
0
0
"
#
1 Z 1
Z 1
D 2
.1 x/ cos n x dx D
.1 x/ sin n x C
sin n x dx
n
0
0
0
8
1
4
<
2
2
if n D 2m 1;
n
D
D
cos
n
x
1
.
1/
D
.2m
1/2 2
2 2
:
n2 2
n
0
0
if n D 2mI
an
C.x/ D
D
D
D
C.x/ D
D
D
cos k
k
1
L
.x 2
L2 / dx D
C.x/ D
1
L
x3
3
1
2k X 1
nD1
. 1/n cos k
cos nx:
n2 k 2
L
2L2
; if n 1,
3
0
0
"
#
Z
Z L
2 L 2
n x
2
n x L
n x
2
2
2
.x
L / cos
dx D
.x
L / sin
2
x sin
dx
L 0
L
n
L 0
L
0
"
#
Z L
2
2
4L
n x L
n x
4L2
n x L
n 4L
n 4L
x
cos
cos
dx
D
.
1/
sin
D
.
1/
I
n2 2
L 0
L
n2 2 n3 3
L 0
n2 2
0
11.3.6. a0 D
an
1/ x:
cos kx
1 cos k
sin kx dx D
; if n 1, then
D
k
k
0
0
Z
Z
1
2
sin kx cos nx dx D
sin.n C k/x sin.n k/x dx
0
0
1 cos.n k/ 1 cos.n C k/
1 cos.n k/x cos.n C k/x
D
n k
nCk
n k
nCk
0
2k1 . 1/n cos k
I
.n2 k 2 /
1
11.3.4. a0 D
an
1
4 X
1
1
C 2
cos.2n
2
nD1 .2n 1/2
L2 x
1
2L2
4L2 X . 1/n
n x
C 2
cos
:
2
3
n
L
nD1
e 1
; if n 1, then
11.3.8. a0 D
e dx D e D
0
0
Z
Z
2 x
2 x
x
an D
e cos nx dx D
e cos nx
n
e sin nx dx
0
0
0
Z
2
2
n
x
2
x
D
. 1/ e
1 ne sin nx
n
e cos nx dx D . 1/n e
0
0
.1 C n2 /an D
2
. 1/n e
1; an D
C.x/ D
1
11.3.10. a0 D
L
an
.x
D
D
"
4L
.x
n2 2
e
1
1
2Lx/ dx D
L
.x 2
C.x/ D
11.3.12. bn D 2
1
2 X . 1/n e 1
cos nx:
nD1 .n2 C 1/
x3
3
L
D
Lx
x/ sin n x dx D
2
n
"
.1
2
L
L=2
sin
0
n x
dx D
L
S.x/ D
.x
n x
L/ sin
dx
L
1 Z
x/ cos n x C
2
n x L=2
2 h
cos
D
1
n
L 0
n
1
2 X1h
1
nD1 n
cos
cos
cos n x dx
0
n i
;
2
n i
n x
sin
:
2
L
11.3.16.
b1
D
D
2
2
Z
Z
1
x 2 1
x sin2 x dx D
x.1 cos 2x/ dx D
x cos 2x dx
0
2 0 0
0
Z
1
sin 2x
x sin 2x
cos 2x dx D C
D 2I
2
2
4
0
0
0
4L3
n x L
4L2
sin
D
I
n3 3
L 0
n2 2
1
1
X
2
1
D 2 ; S.x/ D 2
sin
n
x
sin n x.
n2 2
n
n
0
nD1
11.3.14. bn D
2L2
; if n 1,
3
1
4L2 X 1
n x
2L2
C 2
cos
:
2
3
nD1 n
L
.1
n2 an I
1;
n x
2
n x
2Lx/ cos
dx D
.x 2 2Lx/ sin
L
n
L
#
L Z L
n x
n x
4L2
L/ cos
cos
dx
D
L 0
L
n2 2
0
"
2
L
2
. 1/n e
.n2 C 1/
2
C
n
D
D
D
D
Z
Z
1
2
x sin x sin nx dx D
xcos.n 1/x cos.n C 1/x dx
0
0
Z
1
sin.n 1/x sin.n C 1/x
sin.n 1/x sin.n C 1/x
x
dx
n 1
nC1
n 1
nC1
0
0
1 cos.n 1/x cos.n C 1/x
1
1
1
D
. 1/nC1 1
2
2
2
2
.n 1/
.n C 1/
.n 1/
.n C 1/
8 0
0
if n D 2m 1;
<
4n
nC1
16m
.
1/
1
D
if n D 2mI
:
.n2 1/2
.4m2 1/
1
16 X
n
sin 2nx:
.4n2 1/2
S.x/ D sin x
2
2
11.3.18. cn D
L
cos
.2n
nD1
1/ x
4
.2n 1/ x L
4
dx D
sin
D . 1/nC1
;
2L
.2n 1/
2L
.2n 1/
0
1
4 X . 1/n
.2n 1/ x
cos
:
2n 1
2L
CM .x/ D
nD1
11.3.20.
dn
D 2
D
D
D
x cos
.2n
1/
"
1/
"
4
.2n
4
.2n
4
.2n
CM .x/ D
1/
1/ x
dx
2
.2n
x sin
nC1
. 1/
1/ x 1
2
0
. 1/n C
.2n
2
.2n
1/
1/
sin
.2n
cos
I
.2n
1/ x
2
dx
#
1/ x 1
2
0
1
4 X
2
.2n 1/ x
. 1/n C
cos
:
nD1
.2n 1/
2
11.3.22.
cn
Z
Z
2
.2n 1/x
1 cos.2n C 1/x
cos.2n 3/x
cos x cos
dx D
C
dx
0
2
0
2
2
2 sin.2n C 1/x=2 sin.2n 3/x=2
D
C
2n C 1
2n 3
0
1
1
4.2n 1/
n 2
n
D . 1/
C
D . 1/
I
2n C 1
2n 3
.2n 3/.2n C 1/
D
231
CM .x/ D
1
4 X
2n 1
.2n 1/x
. 1/n
cos
:
.2n 3/.2n C 1/
2
nD1
11.3.24.
2
L
cn
x 2 / cos
.Lx
.2n
"
1/ x
dx
2L
Z L
1/ x L
.2n 1/ x
.Lx x / sin
.L 2x/ sin
dx
.2n 1/
2L
2L
0
0
"
#
Z L
8L
.2n 1/ x L
.2n 1/ x
.L 2x/ cos
cos
dx
C2
.2n 1/2 2
2L
2L
0
0
8L2
32L2
.2n 1/ x L
32L2
.2n 1/ x
C
sin
D
sin
2
2
3
3
3
3
.2n 1/
.2n 1/
2L
.2n 1/
2
0
2
8L2
32L
C . 1/n 1
I
.2n 1/2 2
.2n 1/3 3
4
D
D
D
D
.2n
1
1
4. 1/n
.2n 1/ x
8L2 X
1
C
cos
:
2
.2n 1/2
.2n 1/
2L
CM .x/ D
nD1
11.3.26.
2
L
dn
x 2 sin
.2n
Z L
1/ x L
.2n 1/ x
x cos
2
x cos
dx
.2n 1/
2L
2L
0
0
"
#
Z L
.2n 1/ x L
.2n 1/ x
16L
x sin
sin
dx
.2n 1/2 2
2L
2L
0
0
16L2
32L2
.2n 1/ x L
. 1/nC1
C
cos
.2n 1/2 2
.2n 1/3 3
2L
0
16L2
32L2
nC1
. 1/
I
.2n 1/2 2 .2n 1/3 3
4
D
D
D
D
SM .x/ D
"
1/ x
dx
2L
.2n
1
16L2 X
1
2
.2n 1/ x
n
. 1/ C
sin
:
2
.2n 1/2
.2n 1/
2L
nD1
11.3.28.
dn
D
D
D
Z
1 sin.2n C 1/x
sin.2n 3/x
cos x sin
dx D
C
dx
2
0
2
2
0
2 cos.2n C 1/x=2
cos.2n 3/x=2
C
2n 1
2n 3
0
2
1
1
4.2n 1/
C
D
I
2n C 1
2n 3
.2n 3/.2n C 1/
2
.2n
1/x
SM .x/ D
233
1
4 X
2n 1
.2n 1/x
sin
:
.2n 3/.2n C 1/
2
nD1
11.3.30.
dn
2
L
x 2/ sin
"
.Lx
0
.2n
1/ x
dx
2L
Z L
1/ x L
.2n 1/ x
D
.Lx x / cos
.L 2x/ cos
dx
.2n 1/
2L
2L
0
0
"
#
Z L
8L
.2n 1/ x L
.2n 1/ x
.L 2x/ sin
sin
dx
D
C2
.2n 1/2 2
2L
2L
0
0
8L2
32L2
.2n 1/ x L
n
D . 1/
cos
D . 1/n
.2n
32L2
8L2
C
I
2
2
.2n 1/
.2n 1/3 3
1
8L2 X
1
4
.2n 1/ x
n
SM .x/ D 2
. 1/ C
sin
:
.2n 1/2
.2n 1/
2L
nD1
Z
1 L
11.3.32. a0 D
.3x 4
L 0
and f 000 .x/ D 24.3x L/,
an
D
D
1
4Lx / dx D
L
3
3x 5
5
L
D
Lx
"
48L3
.3x
.3x
n4 4
0
48L3
144L4
n x L
n
.
1/
2L
C
L
C
sin
D
n4 4
n5 5
L 0
48L2
n3 3
n x
L/ sin
dx D
L
C.x/ D
2L4
5
2L4
. Since f 0 .0/ D f 0 .L/ D 0
5
n x L
L/ cos
L 0
48L4
1 C . 1/n 2 ;
n4 4
L
0
n x
cos
dx
L
n 1I
1
48L4 X 1 C . 1/n 2
n x
cos
:
4
4
nD1
n
L
Z
1 x 5 Lx 4
L2 x 3 L
L4
1 L 4
.x
2Lx 3 C L2 x 2 / dx D
C
D
. Since f 0 .0/ D
L 0
L 5
2
3
30
0
f 0 .L/ D 0 and f 000 .x/ D 12.2x L/,
"
#
Z
Z L
24L2 L
n x
24L3
n x L
n x
an D
.2x L/ sin
dx D
.2x L/ cos
2
cos
dx
n3 3 0
L
n4 4
L 0
L
0
24L3
48L4
n x L
24L4
n
D
.
1/
L
C
L
C
sin
D
1 C . 1/n
n4 4
n5 5
L 0
n4 4
8
<
0
if n D 2m 1;
D
n 1:
3L4
:
if n D 2m;
4
4
m
11.3.34. a0 D
L4
30
C.x/ D
nD1
Z L
4L
n x
4L2
n x L
bn D
sin
dx D
cos
D
n2 2 0
L
n3 3
L 0
8
8L2
<
; if n D 2m 1;
3 3
D
: .2m 1/
0;
if n D 2mI
S.x/ D
4L2
.cos n
n3 2
1/
1
1
.2n 1/ x
8L2 X
sin
:
3
3
.2n 1/
L
nD1
L
0
#
n x
12L3
cos
dx D . 1/nC1 3 3 I
L
n
1
n x
12L3 X . 1/n
sin
:
3
3
n
L
nD1
Z
Z L
720L3 L
n x
720L4
n x L
n x
bn D
x sin
dx D
x cos
cos
dx
n4 4 0
L
n5 5
L 0
L
0
720L5
720L5
n x L
720L5
D . 1/nC1 5 5 C 6 6 sin
D . 1/nC1 5 5 I
n
n
L 0
n
S.x/ D
1
720L5 X . 1/n
n x
sin
:
5
n5
L
nD1
11.3.42. (a) Since f is continuous on 0; L and f .L/ D 0, Theorem 11.3.3 implies that
1
X
.2n 1/ x
f .x/ D
cn cos
, L x L, with
2L
nD1
cn
D
D
D
D
D
2
L
4
.2n
f .x/ cos
"
1/
4
.2n
1/ x
dx
2L
f .x/ sin
L
.2n
1/ x L
2L
0
L
0
f .x/ sin
0
.2n
1/ x
dx
2L
1/ x
dx (since f .L/ D 0)
2L
0
"
#
Z L
8L2
.2n 1/ x L
.2n 1/ x
0
00
f .x/ cos
f .x/ cos
dx
.2n 1/2 2
2L
2L
0
0
Z L
8L
.2n 1/ x
f 00 .x/ cos
dx (since f 0 .0/ D 0):
2
2
.2n 1/ 0
2L
.2n
1/
f 0 .x/ sin
.2n
Z L
16L2
.2n 1/ x L
.2n 1/ x
00
000
f .x/ sin
f .x/ sin
dx
cn D
.2n 1/3 3
2L
2L
0
0
Z L
16L2
.2n 1/ x
D
f 000 .x/ sin
dx:
.2n 1/3 3 0
2L
11.3.44. Since f 0 .0/ D f .L/ D 0 and f 00 .x/ D 2,
Z L
16L
.2n 1/ x
cn D
cos
dx
.2n 1/2 2 0
2L
32L2
.2n 1/ x L
32L2
nC1
D
sin
D
.
1/
I
.2n 1/3 3
2L
.2n 1/3 3
0
CM .x/ D
1
.2n 1/ x
32L2 X . 1/n
cos
:
3
3
.2n 1/
2L
nD1
Z L
.2n 1/ x L
.2n 1/ x
96L2
D
.2x C L/ sin
2
sin
dx
.2n 1/3 3
2L
2L
0
0
"
#
96L2
4L
.2n 1/ x L
nC1
D
. 1/
3L
cos
.2n 1/3 3
.2n 1/
2L
0
4
96L3
. 1/n 3 C
I
D
.2n 1/3 3
.2n 1/
1
96L3 X
1
4
.2n 1/ x
n
CM .x/ D
. 1/ 3 C
cos
:
3
3
nD1 .2n 1/
.2n 1/
2L
11.3.48. Since f 0 .0/ D f .L/ D f 00 .L/ D 0 and f 000 .x/ D 12.2x L/,
Z L
192L2
.2n 1/ x
cn D
.2x L/ sin
dx
3
3
.2n 1/ 0
2L
"
#
Z L
384L3
.2n 1/ x L
.2n 1/ x
.2x L/ cos
2
cos
dx
D
.2n 1/4 4
2L
2L
0
0
"
#
384L3
4L
.2n 1/ x L
D
L
sin
.2n 1/4 4
.2n 1/
2L
0
4
n
384L
. 1/ 4
D
1C
I
.2n 1/4 4
.2n 1/
1
384L4 X
1
. 1/n 4
.2n 1/ x
CM .x/ D
1
C
cos
:
4
4
.2n 1/
.2n 1/
2L
nD1
235
D
D
D
D
D
2
L
.2n 1/ x
f .x/ sin
dx
2L
"
#
Z L
4
.2n 1/ x L
.2n 1/ x
0
f .x/ cos
f .x/ cos
dx
.2n 1/
2L
2L
0
0
Z L
.2n 1/ x
4
f 0 .x/ cos
dx (since f .0/ D 0)
.2n 1/ 0
2L
"
#
L Z L
8L
.2n
1/
x
.2n
1/
x
f 0 .x/ sin
f 00 .x/ sin
dx
.2n 1/2 2
2L
2L
0
0
Z L
.2n 1/ x
8L
f 00 .x/ sin
dx since f 0 .L/ D 0:
.2n 1/2 2 0
2L
0
Z L
16L2
.2n 1/ x L
.2n 1/ x
000
00
dn D
f .x/ cos
f .x/ cos
dx
.2n 1/3 3
2L
2L
0
0
Z L
.2n 1/ x
16L2
D
f 000 .x/ cos
dx:
3
3
.2n 1/ 0
2L
11.3.52. Since f .0/ D f 0 .L/ D 0, and f 00 .x/ D 6.L
dn
D
D
D
D
2x/
Z L
48L
.2n 1/ x
.L 2x/ sin
dx
.2n 1/2 2 0
2L
"
#
Z L
.2n 1/ x L
.2n 1/ x
96L2
.L 2x/ cos
cos
dx
C2
.2n 1/3 3
2L
2L
0
0
"
#
96L2
4L
.2n 1/ x L
LC
sin
.2n 1/3 3
.2n 1/
2L
0
3
96L
4
1 C . 1/n
I
.2n 1/3 3
.2n 1/
SM .x/ D
1
96L3 X
1
4
.2n 1/ x
n
1 C . 1/
sin
:
3
3
nD1 .2n 1/
.2n 1/
2L
D
D
96L2
.2n 1/3 3
1/ x
dx
2L
0
192L3
.2n 1/ x L
192L3
n
sin
D
.
1/
I
.2n 1/4 4
2L
.2n 1/4 4
0
cos
.2n
SM .x/ D
nD1
dn
D
D
D
D
192L2
.2n 1/3 3
237
L/,
1/ x
dx
2L
0
"
#
Z L
384L3
.2n 1/ x L
.2n 1/ x
.2x L/ sin
2
sin
dx
.2n 1/4 4
2L
2L
0
0
"
#
384L3
4L
.2n 1/ x L
nC1
. 1/
LC
cos
.2n 1/4 4
.2n 1/
2L
0
4L
384L3
. 1/nC1 L
.2n 1/4 4
.2n 1/
4
384L
4
n
.
1/
C
I
.2n 1/4 4
.2n 1/
Z
.2x
L/ cos
.2n
1
1
4
.2n 1/ x
384L4 X
n
SM .x/ D
. 1/ C
sin
:
4
.2n 1/4
.2n 1/
2L
nD1
1
X
Bn sin
nD1
1
Bn D
L
2L
0
n x
1
f4 .x/ sin
dx D
2L
L
Replacing x by 2L
x yields
"Z
L
0
n x
f .x/ sin
dx C
2L
2L
f .2L
n x
, where
2L
x/ sin
n x
dx D
2L
2L
f .2L
L
f .x/ sin
0
#
n x
x/ sin
dx :
2L
n.2L x/
dx. Since
2L
n.2L x/
n x
sin
D . 1/nC1 sin
,
2L
2L
Z 2L
Z L
n x
n x
f .2L x/ sin
dx D . 1/nC1
f .x/ sin
dx;
2L
2L
L
0
so
1 C . 1/nC1
Bn D
L
L
0
8
Z
.2m 1/ x
< 2 L
n x
f .x/ sin
dx
f .x/ sin
dx D
2L
: L 0
2L
0
1
X
dn sin
nD1
dn D
2
L
f .x/ sin
0
.2n
.2n
1/ x
with
2L
1/ x
dx:
2L
if n D 2m
if n D 2m:
1;
2L
0
"Z
1
f4 .x/ dx D
2L
L
0
f .x/ dx C
1
X
n x
, where
2L
An cos
nD1
2L
x/ dx D
f .2L
L
1
L
f .x/ dx
0
and
1
An D
L
2L
0
n x
1
f4 .x/ cos
dx D
2L
L
Replacing x by 2L
Z
2L
f .2L
L
"Z
L
0
n x
f .x/ cos
dx C
2L
2L
f .2L
#
n x
x/ cos
dx :
2L
x yields
n x
dx D
x/ cos
2L
n.2L x/
f .x/ cos
dx D
2L
f .x/ cos
0
n.2L x/
n x
n x
D cos n cos
D . 1/n cos
,
2L
2L
2L
8
Z
0
<
n x
1 C . 1/n L
Z
f .x/ cos
dx D
2 L
m x
An D
:
f .x/ cos
dx
L
2L
0
L 0
L
n.2L x/
dx:
2L
Since cos
1
X
nD0
A2n cos
if n D 2m
if n D 2m:
1
X
n x
n x
= a0 C
an cos
.
L
L
nD0
CHAPTER 12
Fourier Solutions of Partial Differential
12.1
12.1.2. X.x/T .t/ satisfies ut D a2 uxx if X 00 C X D 0 and (A) T 0 D a2 T for the same value
of . The product also satisfies the boundary conditions u.0; t/ D ux .L; t/ D 0; t > 0, if and only
if X.0/ D X 0 .L/ D 0. Since we are interested in nontrivial solutions, X must be a nontrivial solution
of (B) X 00 C X D 0; X.0/ D 0; X 0 .L/ D 0. From Theorem 11.1.4, n D .2n 1/2 2=4L2 is an
.2n 1/ x
eigenvalue of (B) with associated eigenfunction Xn D sin
, n D 1; 2; 3; : : : . Substituting
2L
2 2
2
0
2 2 2
2
D .2n 1/ =4L into (A) yields T D ..2n 1/ a =4L /T , which has the solution Tn D
2 2 2
2
e .2n 1/ a t =4L .
.2n 1/ x
2 2 2
2
, n D 1; 2; 3; : : :
We have now shown that the functions un .x; t/ D e .2n 1/ a t =4L sin
2L
2
satisfy ut D a uxx and the boundary conditions u.0; t/ D ux .L; t/ D 0; t > 0. Any finite sum
m
X
.2n 1/ x
2 2 2
2
dn e .2n 1/ a t =4L sin
also has these properties. Therefore,it is plausible to expect
2L
nD1
1
X
.2n 1/ x
2 2 2
2
that that this is also true of the infinite series (C) u.x; t/ D
dn e .2n 1/ a t =4L sin
2L
nD1
1
X
.2n 1/ x
under suitable conditions on the coefficients fdn g. Since u.x; 0/ D
dn sin
, if fdn g are
2L
nD1
the mixed Fourier sine coefficients of f on 0; L, then u.x; 0/ D f .x/ at all points x in 0; L where the
mixed Fourier sine series converges to f .x/. In this case (C) is a formal solution of the initial-boundary
value problem of Definition 12.1.3.
12.1.8. Since f .0/ D f .1/ D 0 and f 00 .x/ D 2, Theorem 11.3.5(b) implies that
n
D
D
S.x/ D
1
Z 1
4
4
D
sin
n
x
dx
D
cos
n
x
n2 2 0
n3 3
0
8
8
<
; if n D 2m 1;
.2m 1/3 3
:
0;
if n D 2mI
4
.cos n
n3 2
1
8 X
1
.2n 1/ x
sin
. From Definition 12.1.1,
3
3
nD1 .2n 1/
L
u.x; t/ D
1
8 X
1
e
3
nD1 .2n 1/3
239
.2n 1/2 2 t
sin.2n
1/ x:
1/
2
2
D
D
if n 2, then
n
D
D
D
D
S.x/ D
Z
Z
1
x 2
1
x sin x dx D
x.1 cos 2x/ dx D
x cos 2x dx
0
2 0 0
0
Z
1
sin 2x
x sin 2x
cos 2x dx D C
D I
2
2
4 0
2
0
0
Z
Z
2
1
x sin x sin nx dx D
xcos.n 1/x cos.n C 1/x dx
0
0
Z
1
sin.n 1/x sin.n C 1/x
sin.n 1/x sin.n C 1/x
x
dx
n 1
nC1
n 1
nC1
0
0
1 cos.n 1/x cos.n C 1/x
1
1
1
D
. 1/nC1 1
2
2
2
2
.n 1/
.n C 1/
.n 1/
.n C 1/
8 0
0
if n D 2m 1;
<
4n
nC1
16m
.
1/
1
D
if n D 2mI
:
.n2 1/2
.4m2 1/
sin x
2
1
16 X
n
sin 2nx. From Definition 12.1.1,
nD1 .4n2 1/2
u.x; t/ D
e
2
3t
sin x
1
16 X
n
e
nD1 .4n2 1/2
12n2 t
sin 2nx:
12.1.12. Since f .0/ D f .L/ D 0 and f 00 .x/ D 6x, Theorem 11.3.5(b) implies that
"
#
Z 3
Z 3
36
n x
108
n x 3
n x
n D
x sin
dx D
x cos
cos
dx
n2 2 0
3
n3 3
3 0
3
0
108
n x 3
324
108
D . 1/nC1 3 3 C 4 4 sin
D . 1/nC1 3 3 I
n
n
3 0
n
S.x/ D
1
324 X . 1/n
n x
sin
. From Definition 12.1.1, u.x; t/ D
3
3
nD1 n
3
1
324 X . 1/n
e
3 nD1 n3
4n2 2 t =9
sin
n x
.
3
12.1.14. Since f .0/ D f .1/ D f 00 .0/ D f 00 .L/ D 0 and f .4/ D 360x, Theorem 11.3.5(b) and
Exercise 35(b) of Section 11.3 imply that
"
#
1 Z 1
Z 1
720
720
n D
x sin n x dx D
x cos n x
cos n x dx
n4 4 0
n5 5
0
0
720
n x 1
720
nC1 720
D . 1/
C 6 6 sin
D . 1/nC1 5 5 I
n5 5
n
L 0
n
S.x/ D
1
720 X . 1/n
sin n x. From Definition 12.1.1, u.x; t/ D
5
n5
nD1
1
720 X . 1/n
e
5
n5
nD1
7n2 2 t
sin n x.
241
12.1.16. Since f .0/ D f .1/ D f 00 .0/ D f 00 .L/ D 0 and f .4/ D 120.3x 1/, Theorem 11.3.5(b) and
Exercise 35(b) of Section 11.3 imply that
"
#
1
Z 1
Z 1
240
240
n D
.3x 1/ sin n x dx D
.3x 1/ cos n x
3
cos n x dx
n4 4 0
n5 5
0
0
1
240
720
240
n
D
. 1/ 2 C 1 C 6 6 sin n x D
1 C . 1/n 2 I
5 5
n5 5
n
n
0
1
240 X 1 C . 1/n 2
sin n x. From Definition 12.1.1,
5 nD1
n5
S.x/ D
1
240 X 1 C . 1/n 2
e
5 nD1
n5
u.x; t/ D
12.1.18. 0 D
n
.x 2
0
4x/ dx D
1
L
x3
3
2x 2
2
"
sin n x:
8
; if n 1,
3
n x
2
n x 2
2
2
.x
4x/ cos
dx D
.x
4x/ sin
2
n
2 0
0
"
#
Z 2
n x 2
n x
16
8
.x 2/ cos
cos
dx D 2 2
2
2
n
2 0
2
n
0
D
D
C.x/ D
1
2
2n2 2 t
1
8 16 X 1
n x
C 2
cos
. From Definition 12.1.3, u.x; t/ D
2
3 nD1 n
2
#
n x
2
.x 2/ sin
dx
2
0
32
n x 2
16
sin
D 2 2I
3
3
n
2 0
n
Z
1
8 16 X 1
C 2
e
3 nD1 n2
n2 2 t
cos
n x
.
2
1
1
.2n 1/ x
384 X
12.1.20. From Example 11.3.5, C.x/ D 4
cos
. From Definition 12.1.3,
4 nD1 .2n 1/4
2
1
1
.2n 1/ x
384 X
2 2
u.x; t/ D 4
e 3.2n 1/ t =4 cos
.
4 nD1 .2n 1/4
2
1
Z
1 1
1 3x 5
2
4
3
4
12.1.22. 0 D
.3x
4Lx / dx D
x
D
. Since f 0 .0/ D f 0 .1/ D 0 and
L 0
L
5
5
0
f 000 .x/ D 24.3x 1/, Theorem 11.3.5(a) implies that
"
#
1
Z 1
Z 1
48
48
n D
.3x 1/ sin n x dx D
.3x 1/ cos n x
3
cos n x dx
n3 3 0
n4 4
0
0
1
48
144
48
n
D
D
.
1/
2
C
1
C
sin
n
x
1 C . 1/n 2 ; n 1I
4
4
5
5
4
4
n
n
n
0
C.x/ D
2
5
1
48 X 1 C . 1/n 2
cos n x. From Definition 12.1.3,
4 nD1
n4
u.x; t/ D
2
5
1
48 X 1 C . 1/n 2
e
4
n4
nD1
3n2 2 t
cos n x:
24
24
.2x
/
sin
nx
dx
D
.2x
/
cos
nx
n D
3
4
n 0
n
0
24
48
24
n
n
D
. 1/ C C 5 sin nx D
1 C . 1/
n4
n
n4
0
(
0
if n D 2m 1;
3
D
n 1I
if n D 2m;
m4
C.x/ D
4
30
1
X
1
4
cos
2nx.
From
Definition
12.1.3,
u.x;
t/
D
n4
30
nD1
4
D . Since f 0 .0/ D
30
0
2
cos nx dx
1
X
1
e
n4
nD1
4n2 t
cos 2nx.
12.1.26.
2
D
D
D
D
SM .x/ D 8
.2n 1/x
x 2/ sin
dx
2
0
Z
.2n 1/x
.2n 1/x
4
2
. x x / cos
. 2x/ cos
dx
.2n 1/
2
2
0
0
Z
8
.2n 1/x
.2n 1/x
.
2x/
sin
C
2
sin
dx
.2n 1/2
2
2
0
0
8
32
.2n 1/x
. 1/n
cos
1
X
nD1
. x
1
.2n
1/2
u.x; t/ D 8
1
X
nD1
. 1/ C
.2n
1
.2n
1/2
1/
sin
.2n
D
D
D
D
1/x
2
. 1/ C
.2n
1/
3.2n 1/2 t =4
sin
.2n
1/x
2
Z 1
48
.2n 1/ x
.1 2x/ sin
dx
2
2
.2n 1/ 0
2
"
#
Z 1
96
.2n 1/ x 1
.2n 1/ x
.1 2x/ cos
cos
dx
C2
.2n 1/3 3
2
2
0
0
"
#
96
4
.2n 1/ x 1
1C
sin
.2n 1/3 3
.2n 1/
2
0
96
4
1 C . 1/n
I
.2n 1/3 3
.2n 1/
SM .x/ D
243
1
96 X
1
4
.2n 1/ x
n
1
C
.
1/
sin
. From Definition 12.1.4,
3
3
.2n 1/
.2n 1/
2
nD1
u.x; t/ D
1
96 X
1
4
n
1
C
.
1/
e
3 nD1 .2n 1/3
.2n 1/
.2n 1/2 2 t
sin
.2n
1/ x
:
2
12.1.30. Since f .0/ D f 0 .L/ D f 00 .0/ D 0 and f 000 .x/ D 6, Theorem 11.3.5(d) and Exercise 11.3.50(b)
imply that
Z 1
96
.2n 1/ x
cos
dx
n D
.2n 1/3 3 0
2
1
192
.2n 1/ x
192
D
sin
D . 1/n
I
4
4
.2n 1/
2
.2n 1/4 4
0
SM .x/ D
1
X
. 1/n
.2n 1/ x
192
sin
. From Definition 12.1.4,
4
nD1 .2n 1/4
2
u.x; t/ D
192 X . 1/n
e
4 nD1 .2n 1/4
.2n 1/2 2 t
sin
.2n
1/ x
:
2
12.1.32. Since f .0/ D f 0 .1/ D f 00 .0/ D 0 and f 000 .x/ D 12.2x 1/, Theorem 11.3.5(d) and Exercise 11.3.50(b) imply that
Z 1
192
.2n 1/ x
n D
.2x 1/ cos
dx
3
3
.2n 1/ 0
2
"
#
Z 1
384
.2n 1/ x 1
.2n 1/ x
D
.2x 1/ sin
2
sin
dx
.2n 1/4 4
2
2
0
0
"
#
4
.2n 1/ x 1
384
nC1
D
. 1/
1C
cos
.2n 1/4 4
.2n 1/
2
0
384
384
4
4
nC1
n
D
. 1/
1
D
. 1/ C
I
.2n 1/4 4
.2n 1/
.2n 1/4 4
.2n 1/
1
384 X
1
4
.2n 1/ x
n
SM .x/ D 4
. 1/ C
sin
. From Definition 12.1.4,
4
.2n 1/
.2n 1/
2
nD1
1
384 X
1
4
n
u.x; t/ D 4
. 1/ C
e
.2n 1/4
.2n 1/
.2n 1/2 2 t
sin
.2n
nD1
1
8 X
1
.2n 1/ x
cos
. From Definition 12.1.5,
2
2
.2n 1/
2
nD1
1
8 X
1
e
2
.2n 1/2
nD1
1/ x
:
2
3.2n 1/2 2 t =4
cos
.2n
1/ x
:
2
Z
16
.2n 1/x
32
.2n 1/x
32
cos
dx
D
sin
D . 1/nC1
I
n D
2
3
.2n 1/ 0
2
.2n 1/
2
.2n 1/3
0
CM .x/ D
1
32 X . 1/n
.2n 1/x
cos
. From Definition 12.1.5,
nD1 .2n 1/3
2
u.x; t/ D
1
32 X . 1/n
e
nD1 .2n 1/3
7.2n 1/2 t =4
cos
.2n
1/x
2
12.1.40. Since f 0 .0/ D f .1/ D 0 and f 00 .x/ D 6.2x C 1/, Theorem 11.3.5(c) implies that
Z 1
48L
.2n 1/ x
n D
.2x C 1/ cos
dx
.2n 1/2 2 0
2
"
#
Z 1
.2n 1/ x 1
.2n 1/ x
96
D
.2x C 1/ sin
2
sin
dx
.2n 1/3 3
2
2
0
0
"
#
4
.2n 1/ x 1
96
nC1
D
. 1/
3
cos
.2n 1/3 3
.2n 1/
2
0
96
4
D
. 1/n 3 C
I
.2n 1/3 3
.2n 1/
1
1
4
.2n 1/ x
96 X
n
CM .x/ D 3
. 1/ 3 C
cos
. From Definition 12.1.5,
.2n 1/3
.2n 1/
2
nD1
1
96 X
1
4
n
u.x; t/ D 3
. 1/ 3 C
e
.2n 1/3
.2n 1/
.2n 1/2 2 t =4
cos
.2n
nD1
1/ x
:
2
12.1.42. Theorem 11.3.5(c) and Exercise 11.3.42(b) imply that Since f 0 .0/ D f .1/ D f 00 .1/ D 0 and
f 000 .x/ D 12.2x 1/,
Z 1
192
.2n 1/ x
n D
.2x 1/ sin
dx
3
3
.2n 1/ 0
2
"
#
Z 1
384
.2n 1/ x 1
.2n 1/ x
D
.2x 1/ cos
2
cos
dx
.2n 1/4 4
2
2
0
0
"
#
384
4
.2n 1/ x 1
384
. 1/n 4
D
1
sin
D .2n 1/4 4 1 C .2n 1/ I
.2n 1/4 4
.2n 1/
2
0
CM .x/ D
1
384 X
1
. 1/n 4
.2n 1/ x
1C
cos
. From Definition 12.1.5,
4
4
.2n 1/
.2n 1/
2
nD1
u.x; t/ D
1
384 X
1
. 1/n 4
1
C
e
4
.2n 1/4
.2n 1/
nD1
.2n 1/2 2 t =4
cos
.2n
1/ x
:
2
Z
2 L=2
n x
2
n x L=2
2 h
sin
dx D
cos
D
1
12.1.44. n D
L 0
L
n
L 0
n
1
2 X1h
n i
n x
S.x/ D
1 cos
sin
. From Definition 12.1.1,
nD1 n
2
L
1
2 X1h
1
nD1 n
u.x; t/ D
cos
n i
e
2
n2 2 t 2 =L2
cos
sin
245
n i
;
2
n x
:
L
12.1.46.
n
.2n 1/ x
4
.2n 1/ x L=2
sin
dx D
cos
2L
.2n 1/
2L
0
0
4
.2n 1/ /
1 cos
I
.2n 1/
4
D
SM .x/ D
2
L
1
4 X 1
1
nD1 2n 1
u.x; t/ D
L=2
cos
.2n
1/ /
4
1
4 X 1
1
2n 1
cos
nD1
sin
.2n
.2n
1/ /
4
1/ x
. From Definition 12.1.4,
2L
sin
.2n
1/ x
:
2L
.A/
D
D
S.x/ D
n x
2
n x 4
sin
dx D
cos
4
n
4 0
0
8
4
<
2
if n D 2m 1;
1 . 1/n D
.2m 1/
:
n
0
if n D 2mI
1
2
1
4 X
1
.2n 1/ x
sin
. From Definition 12.1.1,
nD1 .2n 1/
4
v.x; t/ D
1
4 X
1
e
.2n 1/
nD1
9 2 n2 t =16
sin
.2n
1/ x
:
4
u.x; t/ D 1
2 2
1
4 X e 9 n t =16
.2n 1/ x
sin
:
nD1 .2n 1/
4
.A/
nD1
1/2 2 t =4
3.2n
u.x; t/ D
1
8 X
1
.2n 1/ x
cos
. From Definition 12.1.5, v.x; t/ D
2
2
.2n 1/
2
cos
.2n
x C x3 C
1/ x
. Therefore,
2
1
8 X
1
e
2
nD1 .2n 1/2
3.2n 1/2 2 t =4
.2n
cos
1/ x
:
2
.A/
D 2
sin x sin
.2n
1/ x
dx D
2
1
0
sin.2n 3/ x=2 sin.2n C 1/ x=2 1
.2n 3/
.2n C 1/
0
1
1
1
n 2
n8
D . 1/
D . 1/
2n 3 2n C 1
.2n C 1/.2n
D
SM .x/ D
2
1
8 X
. 1/n
nD1 .2n C 1/.2n
v.x; t/ D
3/
sin
.2n
3/
1/ x
. From Definition 12.1.4,
2
1
8 X
. 1/n
.2n C 1/.2n
nD1
cos.2n C 1/ x
2
3/ x
cos.2n
3/
.2n 1/2 2 t =4
sin
.2n
1/ x
:
2
dx
nD1
3/
.2n 1/2 2 t =4
sin
.2n
247
1/ x
.
2
2 L
n x
2 L
2 2 2
L. Therefore, jn j D
f .x/ sin
dx
jf .x/j dx D 2K. Hence, jn e n a t =L j
L 0
L 0
L
2
2 2
nD1
the concclusion.
1
X
(c) Since
n2 e
n2 2 a 2 t =L2
nD1
n2 2 t =L2
n x
yields the conclusion.
L
(d) Let x be arbitrary, but fixed. Apply Theorem 12.1.2 with D t and
n x
2a2 2
n x
2 2 2
2
2 2 2
2
wn .t/ D n e n a t =L sin
. Then wn0 .t/ D
n n e n a t =L sin
, so jwn0 .t/j
L
L2
L
1
X
2K 2 a2 2 n2 2 a 2t0 =L2
2 2 2
2
n e
if t > t0 . Since
n2 e n a t0 =L converges, Theorem 12.1.1 (with 1 D
L
nD1
t0 > 0 and 2 D t1 arbitrary implies the conclusion for t t0 . However, since t0 is an arbitrary positive
number, this holds for t > 0.
nn e
cos
1=2
x sin n x dx
0
D
D
1=2
.1
0
x/ sin n x dx
i
x/ sin n x dx ;
"
1=2
1
x cos n x
n
0
1=2
cos n x dx
0
1=2
n
1
1
cos
C 2 2 sin n x
D
2n
2
n
0
D
D
1
n
"
.1
1
n
cos
2n
2
x/ cos n x
1=2
1
n
1
n
cos
C 2 2 sin
I
2n
2
n
2
1=2
cos n x dx
0
1
1
n
1
n
sin
n
x
D
cos
C 2 2 sin
I
2
2
n
2n
2
n
2
1=2
8
4
<
4
n
. 1/mC1
bn D 2 2 sin
D
.2m 1/2 2
:
n
2
0
if n D 2m
if n D 2mI
Sg .x/ D
1
4 X . 1/nC1
sin.2n
2
.2n 1/2
nD1
1
4 X . 1/nC1
u.x; t/ D
sin 3.2n
3 3 nD1 .2n 1/3
1/ t sin.2n
1/ x:
12.2.2. Since f .0/ D f .1/ D 0 and f 00 .x/ D 2, Theorem 11.3.5(b) implies that
1
Z 1
4
4
4
sin n x dx D
cos n x D
.cos n
n D
3 2
n2 2 0
n3 3
n
0
8
8
<
; if n D 2m 1;
D
.2m 1/3 3
:
0;
if n D 2mI
Sf .x/ D
1
1
8 X
sin.2n
3
.2n 1/3
nD1
u.x; t/ D
1
8 X
1
cos 3.2n
3
nD1 .2n 1/3
1/ t sin.2n
1/ x:
12.2.4. Since g.0/ D g.1/ D 0 and g00 .x/ D 2, Theorem 11.3.5(b) implies that
1
Z 1
4
4
4
n D
sin n x dx D
cos n x D
.cos n
2
2
3
3
3
n 0
n
n 2
0
8
8
<
; if n D 2m 1;
D
.2m 1/3 3
:
0;
if n D 2mI
Sg .x/ D
1/
1
8 X
1
sin.2n
3
.2n 1/3
1/
nD1
1
1
8 X
u.x; t/ D
sin 3.2n
3 4 nD1 .2n 1/4
1/ t sin.2n
1/ x:
1
324 X . 1/n
n x
sin
. From Definition 12.1.1,
3
3
n
3
nD1
1
324 X . 1/n
8 nt
n x
cos
sin
:
3
3
nD1 n
3
3
1
324 X . 1/n
n x
sin
. From Definition 12.1.1,
3
n3
3
nD1
1
81 X . 1/n
8 nt
n x
sin
sin
:
4
4
2
n
3
3
nD1
2
2
D
D
if n 2, then
D
D
D
D
Sf .x/ D
Z
Z
1
x 2
1
x sin x dx D
x.1 cos 2x/ dx D
x cos 2x dx
0
2 0 0
0
Z
1
sin 2x
x sin 2x
cos 2x dx D C
D I
2
2
4 0
2
0
0
Z
Z
2
1
x sin x sin nx dx D
xcos.n 1/x cos.n C 1/x dx
0
0
Z
1
sin.n 1/x sin.n C 1/x
sin.n 1/x sin.n C 1/x
x
dx
n 1
nC1
n 1
nC1
0
0
1 cos.n 1/x cos.n C 1/x
1
1
1
D
. 1/nC1 1
2
2
2
2
.n 1/
.n C 1/
.n 1/
.n C 1/
8 0
0
if n D 2m 1;
<
4n
nC1
16m
.
1/
1
D
if n D 2mI
:
.n2 1/2
.4m2 1/
1
16 X
n
sin 2nx. From Definition 12.1.1,
2
nD1 .4n
1/2
sin x
2
u.x; t/ D
p
cos 5 t sin x
2
1
p
16 X
n
cos 2n 5 t sin 2nx:
2
2
nD1 .4n
1/
12.2.12.
1
2
2
D
D
if n 2 then
n
D
D
D
D
Sg .x/ D
Z
Z
1
x 2 1
x sin x dx D
x.1 cos 2x/ dx D
x cos 2x dx
0
2 0 0
0
Z
1
sin 2x
x sin 2x
cos 2x dx D C
D I
2
2
4 0
2
0
0
Z
Z
1
2
x sin x sin nx dx D
xcos.n 1/x cos.n C 1/x dx
0
0
Z
1
sin.n 1/x sin.n C 1/x
sin.n 1/x sin.n C 1/x
x
dx
n 1
nC1
n 1
nC1
0
0
1 cos.n 1/x cos.n C 1/x
1
1
1
D
. 1/nC1 1
2
2
2
2
.n 1/
.n C 1/
.n 1/
.n C 1/
8 0
0
if n D 2m 1;
<
4n
nC1
16m
.
1/
1
D
if n D 2mI
:
.n2 1/2
.4m2 1/
sin x
2
1
16 X
n
sin 2nx. From Definition 12.1.1,
nD1 .4n2 1/2
p
u.x; t/ D p sin 5 t sin x
2 5
1
p
8 X
1
p
sin 2n 5 t sin 2nx:
2
2
1/
5 nD1 .4n
249
720
720
n D
x sin n x dx D
x cos n x
cos n x dx
n4 4 0
n5 5
0
0
720
n x 1
720
nC1 720
C 6 6 sin
D . 1/nC1 5 5 I
D . 1/
n5 5
n
L 0
n
Sf .x/ D
1
720 X . 1/n
sin n x. From Definition 12.1.1, u.x; t/ D
5 nD1 n5
720 X . 1/n
cos 3n t sin n x.
5 nD1 n5
mL
1 L
12.2.16. (a) t must be in some interval of the form mL=a; .m C 1/L=a. If
t mC
,
a
2 a
1 L
.m C 1/L
then (i) holds with 0 L=2a. If m C
t
, then (ii) holds with 0 L=2a.
2 a
a
(b) Suppose that (i) holds. Since
mL
.2n 1/ a
.2n 1/ a
.2n 1/ a
cos
C
D cos
cos.2n 1/m D . 1/m cos
;
L
a
L
L
(A) implies that u.x; t/ D . 1/m u.x; /.
Suppose that (ii) holds. Since
.2n 1/ a
.m C 1/L
cos
C
L
a
1/ a
cos.2n 1/.m C 1/
L
.2n 1/ a
D . 1/mC1 cos
;
L
D cos
.2n
.2n 1/ x 4
128
128
nC1
D
sin
I
D . 1/
.2n 1/3 3
4
.2n
1/3 3
0
CMf .x/ D
1
128 X . 1/n
.2n 1/ x
cos
. From Exercise 12.2.17,
3
.2n 1/3
4
nD1
u.x; t/ D
128 X . 1/n
3.2n 1/ t
.2n 1/ x
cos
cos
:
3
.2n 1/3
4
4
nD1
12.2.20. Since g0 .0/ D g.2/ D 0 and g00 .x/ D 2, Theorem 11.3.5(c) implies that
Z 2
32
.2n 1/ x
n D
cos
dx
.2n 1/2 2 0
4
128
.2n 1/ x 4
128
D
sin
D . 1/nC1
I
3
3
.2n 1/
4
.2n 1/3 3
0
CMf .x/ D
nD1
u.x; t/ D
1
512 X . 1/n
3.2n 1/ t
.2n 1/ x
sin
cos
:
3 4 nD1 .2n 1/4
4
4
12.2.22. Since f 0 .0/ D f .1/ D 0 and f 00 .x/ D 6.2x C 1/, Theorem 11.3.5(c) implies that
n
D
D
D
D
48L
.2n 1/2 2
1/ x
dx
2
0
"
#
Z 1
96
.2n 1/ x 1
.2n 1/ x
.2x C 1/ sin
2
sin
dx
.2n 1/3 3
2
2
0
0
"
1 #
4
.2n
1/
x
96
nC1
.
1/
3
cos
.2n 1/3 3
.2n 1/
2
0
4
96
. 1/n 3 C
I
.2n 1/3 3
.2n 1/
.2x C 1/ cos
.2n
1
96 X
1
4
.2n 1/ x
n
CMf .x/ D 3
. 1/ 3 C
cos
:
nD1 .2n 1/3
.2n 1/
2
1
1
4
.2n
96 X
n
u.x; t/ D 3
. 1/ 3 C
cos
nD1 .2n 1/3
.2n 1/
p
1/ 5 t
.2n 1/ x
cos
:
2
2
12.2.24. Since g0 .0/ D g.1/ D 0 and g00 .x/ D 6.2x C 1/, Theorem 11.3.5(c) implies that
n
D
D
D
D
CMg .x/ D
48L
.2n 1/2 2
1/ x
dx
2
"0
#
Z 1
.2n 1/ x 1
.2n 1/ x
96
.2x C 1/ sin
2
sin
dx
.2n 1/3 3
2
2
0
0
"
#
96
4
.2n 1/ x 1
nC1
. 1/
3
cos
.2n 1/3 3
.2n 1/
2
0
96
4
. 1/n 3 C
I
.2n 1/3 3
.2n 1/
Z
.2x C 1/ cos
.2n
1
96 X
1
4
.2n 1/ x
n
.
1/
3
C
cos
. From Exercise 12.2.17,
3
3
nD1 .2n 1/
.2n 1/
2
1
192 X
1
4
.2n
n
u.x; t/ D
p
.
1/
3
C
sin
.2n 1/
4 5 nD1 .2n 1/4
p
1/ 5 t
.2n 1/ x
cos
:
2
2
251
D
D
D
D
CMf .x/ D
384
.2n 1/3 3
1/ x
dx
2
0
"
#
Z 1
768
.2n 1/ x 1
.2n 1/ x
.x 1/ cos
cos
dx
.2n 1/4 4
2
2
0
0
"
#
768
2
.2n 1/ x 1
1
sin
.2n 1/4 4
.2n 1/
2
0
768
. 1/n 2
1C
I
.2n 1/4 4
.2n 1/
.x
1/ sin
.2n
1
1
. 1/n 4
.2n 1/ x
384 X
1C
cos
. From Exercise 12.2.17,
4 nD1 .2n 1/4
.2n 1/
2
u.x; t/ D
1
384 X
3.2n 1/ t
.2n 1/ x
1
. 1/n 4
1C
cos
cos
:
4
4
nD1 .2n 1/
.2n 1/
2
2
12.2.28. Since g0 .0/ D g.1/ D g00 .1/ D 0 and g000 .x/ D 24.x
cise 11.2.42(b) imply that
n
D
D
D
D
384
.2n 1/3 3
.x
0
1/ x
dx
2
Z
.2n 1/ x 1
1/ cos
2
1/ sin
.2n
"
#
1
.2n 1/ x
768
.x
cos
dx
.2n 1/4 4
2
0
0
"
#
2
.2n 1/ x 1
768
1
sin
.2n 1/4 4
.2n 1/
2
0
768
. 1/n 2
1C
I
.2n 1/4 4
.2n 1/
CMg .x/ D
From Exercise 12.2.17,
u.x; t/ D
1
384 X
1
. 1/n 4
.2n 1/ x
1
C
cos
:
4
4
nD1 .2n 1/
.2n 1/
2
1
768 X
1
. 1/n 4
3.2n 1/ t
.2n 1/ x
1
C
sin
cos
:
5
5
3 nD1 .2n 1/
.2n 1/
2
2
253
Z 1
768
.2n 1/ x 1
.2n 1/ x
D
.x 1/ cos
cos
dx
.2n 1/4 4
2
2
0
0
"
#
768
2
.2n 1/ x 1
D
1
sin
.2n 1/4 4
.2n 1/
2
0
768
. 1/n 2
1C
I
D
.2n 1/4 4
.2n 1/
CMf .x/ D
1
768 X
1
. 1/n 2
.2n 1/ x
1
C
cos
. From Exercise 12.2.17,
4 nD1 .2n 1/4
.2n 1/
2
u.x; t/ D
1
768 X
1
. 1/n 2
.2n 1/ t
.2n 1/ x
1C
cos
cos
:
4
.2n 1/4
.2n 1/
2
2
nD1
12.2.32. Setting A D .2n 1/ x=2L and B D .2n 1/ at=2L in the identities
1
1
cos A cos B D cos.A C B/ C cos.A B/ and cos A sin B D sin.A C B/ sin.A B/ yields
2
2
.2n 1/ at
.2n 1/ x
1
.2n 1/.x C at/
.2n 1/.x at/
cos
cos
D
cos
C cos
.A/
2L
2L
2
2L
2L
and
sin
.2n
.2n 1/ x
1/ at
cos
2L
2L
D
D
nD1
1
X
n cos
nD1
n cos
.2n
.2n
1
.2n 1/.x C at/
.2n 1/.x
sin
sin
2
2L
2L
Z
.2n 1/ xCat
.2n 1/
cos
d :
4L
2L
x at
at/
.B/
1/ x
, (A) implies that
2L
.2n 1/ x
1
1/ at
cos
D CMf .x C at/ C CMf .x
2L
2L
2
at/:
.C/
Since it can be shown that a mixed Fourier cosine series can be integrated term by term between any two
limits, (B) implies that
1
X
nD1
2Ln
.2n 1/ at
.2n 1/ x
sin
cos
.2n 1/ a
2L
2L
D
D
D
Z xCat
1
1 X
.2n 1/
n
cos
d
2a
2L
x at
nD1
!
Z xCat X
1
1
.2n 1/
n cos
d
2a x at
2L
nD1
Z xCat
1
CMg ./ d :
2a x at
1
CMf .x C at/ C CMf .x
2
at/ C
1
2a
xCat
CMg ./ d :
x at
12.2.34. We begin by looking for functions of the form v.x; t/ D X.x/T .t/ that are not identically zero
and satisfy vt t D a2 vxx , v.0; t/ D 0, vx .L; t/ D 0 for all .x; t/. As shown in the text, X and T must
satisfy X 00 C X D 0 and (B) T 00 C a2 T D 0 for the same value of . Since v.0; t/ D X.0/T .t/
and vx .L; t/ D X 0 .L/T .t/ and we dont want T to be identically zero, X.0/ D 0 and X 0 .L/ D 0.
Therefore, must be an eigenvalue of (C) X 00 C X D 0, X.0/ D 0, X 0 .L/ D 0, and X must be
.2n 1/2
, integer), with
a -eigenfunction. From Theorem 11.1.4, the eigenvalues of (C) are n D
2=4L2
.2n 1/ x
.2n 1/2 2
, n D 1, 2, 3,. . . . Substituting D
into
associated eigenfunctions Xn D sin
2L
4L2
(B) yields T 00 C ..2n 1/2 2a2 =4L2/T D 0, which has the general solution
Tn D n cos
.2n
1/ at
2n L
.2n 1/ at
C
sin
;
2L
.2n 1/ a
2L
1/ at
2n L
.2n 1/ at
C
sin
2L
.2n 1/ a
2L
sin
.2n
1/ x
:
2L
Then
@vn
.x; t/ D
@t
.2n
1/ a
.2n 1/ at
.2n 1/ at
n sin
C n cos
2L
2L
2L
so
sin
.2n
1/ x
;
2L
@vn
.2n 1/ x
.x; 0/ D n sin
:
@t
2L
.2n 1/ x
.2n 1/ x
Therefore,vn satisfies (A) with f .x/ D n sin
and g.x/ D n sin
. More gen2L
2L
erally, if 1; 2 ; : : : ; m and 1 ; 2 ; : : : ; m are constants and
vn .x; 0/ D n sin
um .x; t/ D
.2n
m
X
.2n
n cos
nD1
1/ x
2L
and
1/ at
2n L
.2n 1/ at
C
sin
2L
.2n 1/ a
2L
sin
.2n
1/ x
;
2L
m
X
n sin
nD1
.2n
1/ x
2L
and
g.x/ D
m
X
nD1
n sin
.2n
1/ x
:
2L
255
12.2.36. Since f .0/ D f 0 .1/ D 0, and f 00 .x/ D 6.1 2x/, Theorem 11.3.5(d) implies that
Z 1
48
.2n 1/ x
n D
.1 2x/ sin
dx
.2n 1/2 2 0
2
"
#
Z 1
96
.2n 1/ x 1
.2n 1/ x
.1 2x/ cos
cos
dx
D
C2
.2n 1/3 3
2
2
0
0
"
#
96
4
.2n 1/ x 1
D
1C
sin
.2n 1/3 3
.2n 1/
2
0
96
4
1 C . 1/n
I
D
.2n 1/3 3
.2n 1/
1
96 X
1
4
.2n 1/ x
n
SMf .x/ D
1
C
.
1/
sin
. From Exercise 12.2.34,
3
3
nD1 .2n 1/
.2n 1/
2
1
1
4
3.2n 1/ t
.2n 1/ x
96 X
n
1 C . 1/
cos
sin
:
3
.2n 1/3
.2n 1/
2
2
u.x; t/ D
nD1
12.2.38. Since g.0/ D g0 .1/ D 0, and g00 .x/ D 6.1 2x/, Theorem 11.3.5(d) implies that
Z 1
48
.2n 1/ x
.1 2x/ sin
dx
n D
.2n 1/2 2 0
2
"
#
Z 1
96
.2n 1/ x 1
.2n 1/ x
D
.1 2x/ cos
cos
dx
C2
.2n 1/3 3
2
2
0
0
"
#
96
4
.2n 1/ x 1
D
1C
sin
.2n 1/3 3
.2n 1/
2
0
4
96
D
1 C . 1/n
I
.2n 1/3 3
.2n 1/
1
96 X
.2n 1/ x
1
4
n
SMg .x/ D
1 C . 1/
sin
. From Exercise 12.2.34,
3
3
nD1 .2n 1/
.2n 1/
2
1
64 X
1
4
3.2n 1/ t
.2n 1/ x
n
1
C
.
1/
sin
sin
:
4 nD1 .2n 1/4
.2n 1/
2
2
u.x; t/ D
12.2.40. Since f .0/ D f 0 . / D f 00 .0/ D 0 and f 000 .x/ D 6, Theorem 11.3.5(d) and Exercise 11.3.50(b)
imply that
Z
96
.2n 1/x
192
.2n 1/x
192
n D
cos
dx D
sin
D . 1/n
I
3
4
.2n 1/ 0
2
.2n 1/
2
.2n 1/4
0
1
192 X . 1/n
.2n 1/x
SMf .x/ D
sin
. From Exercise 12.2.34,
nD1 .2n 1/4
2
1
192 X . 1/n
.2n
u.x; t/ D
cos
4
.2n 1/
nD1
p
1/ 3 t
.2n 1/x
sin
:
2
2
Z
96
.2n 1/x
192
.2n 1/x
192
n
n D
cos
dx D
sin
D . 1/ .2n 1/4 I
.2n 1/3 0
2
.2n 1/4
2
0
SMg .x/ D
.2n 1/x
192 X . 1/n
sin
. From Exercise 12.2.34,
4
nD1 .2n 1/
2
p
1
384 X . 1/n
.2n 1/ 3 t
.2n 1/x
u.x; t/ D p
sin
sin
:
5
.2n 1/
2
2
3
nD1
12.2.44. Since f .0/ D f 0 .1/ D f 00 .0/ D 0 and f 000 .x/ D 12.2x 1/, Theorem 11.3.5(d) and Exercise 11.3.50(b) imply that
Z 1
192
.2n 1/ x
.2x 1/ cos
dx
n D
.2n 1/3 3 0
2
"
#
Z 1
384
.2n 1/ x 1
.2n 1/ x
D
.2x 1/ sin
2
sin
dx
.2n 1/4 4
2
2
0
0
"
1 #
4
.2n
1/
x
384
nC1
D
.
1/
C
cos
.2n 1/4 4
.2n 1/
2
0
4
384
4
384
nC1
n
D
.
1/
D
.
1/
C
I
.2n 1/4 4
.2n 1/
.2n 1/4 4
.2n 1/
1
384 X
1
4
.2n 1/ x
n
SMf .x/ D 4
.
1/
C
sin
. From Exercise 12.2.34,
.2n 1/4
.2n 1/
2
nD1
1
384 X
1
4
n
u.x; t/ D 4
. 1/ C
cos.2n
nD1 .2n 1/4
.2n 1/
1/ t sin
.2n
1/ x
:
2
12.2.46. Since g.0/ D g0 .1/ D g00 .0/ D 0 and g000 .x/ D 12.2x 1/, Theorem 11.3.5(d) and Exercise 11.3.50(b) imply that
Z 1
.2n 1/ x
192
n D
.2x 1/ cos
dx
3
3
.2n 1/ 0
2
"
#
Z 1
384
.2n 1/ x 1
.2n 1/ x
D
.2x 1/ sin
2
sin
dx
.2n 1/4 4
2
2
0
0
"
#
384
4
.2n 1/ x 1
nC1
D
. 1/
C
cos
.2n 1/4 4
.2n 1/
2
0
384
4
384
4
nC1
n
D
. 1/
D
. 1/ C
I
.2n 1/4 4
.2n 1/
.2n 1/4 4
.2n 1/
1
384 X
1
4
.2n 1/ x
n
SMg .x/ D 4
. 1/ C
sin
. From Exercise 12.2.34,
4
nD1 .2n 1/
.2n 1/
2
u.x; t/ D
1
384 X
1
4
n
.
1/
C
sin.2n
5
.2n 1/5
.2n 1/
nD1
1/ t sin
.2n
1/ x
:
2
257
12.2.48. Since f is continuous on 0; L and f 0 .L/ D 0, Theorem 11.3.4 implies that SMf .x/ D f .x/,
0 x L. From Exercise 11.3.58, SMf is the odd periodic extension (with period 2L) of the function
f .x/;
0 x L;
r .x/ D
which is continuous on 0; 2L. Since r .0/ D r .2L/ D f .0/ D
f .2L x/; L < x 2L;
f 0 .x/;
0 < x < L;
0, SMf is continuous on . 1; 1/. Moreover, r 0 .x/ D
r 0 .0/ D
0
f .2L x/; L < x < 2L; C
fC0 .0/, r 0 .2L/ D fC0 .0/, and, since f 0 .L/ D 0, r 0 .L/ D 0. Hence, r is differentiable on 0; 2L.
Since r .0/ D r .2L/ D f .0/ D 0, Theorem 12.2.3(a) with h D r , p D SMf , and L replaced by 2L
implies that SMf is differentiable
on 00. 1; 1/. Similarly, SMg is differentiable on . 1; 1/.
f .x/;
0 < x < L;
00
00
Now we note that r .x/ D
r 00 .L/ D f 00 .L/, and rC
.0/ D r 00 .2L/ D
f 00 .2L x/; L < x < 2L;
0
0
fC00 .0/ D 0. Since SMf
is the even periodic extension of r 0 , Theorem 12.2.3(b) with h D r 0 , q D SMf
,
0
and L replaced by 2L implies that SMf is differentiable on . 1; 1/. Now follow the argument used to
complete the proof of Theorem 12.2.4.
12.2.50. From Example 11.3.5, Cf .x/ D 4
u.x; t/ D 4
1
.2n 1/ x
768 X
cos
. From Exercise 12.2.49,
4
4
.2n 1/
2
nD1
768 X
1
cos
4 nD1 .2n 1/4
p
5.2n 1/ t
.2n 1/ x
cos
:
2
2
3x 5
2 4
x 4 D
. Since f 0 .0/ D f 0 . / D 0 and
5
5
0
0
f 000 .x/ D 24.3x /, Theorem 11.3.5(a) implies that
Z
Z
48
48
n D
.3x
/
sin
nx
dx
D
.3x
/
cos
nx
3
cos
nx
dx
n3 0
n4
0
0
48
144
48
D
. 1/n 2 C C 5 sin nx D
1 C . 1/n 2 ; n 1I
4
n4
n
n
0
12.2.52. 0 D
Cf .x/ D
.3x 4
2 4
5
48
4Lx 3 / dx D
1
X
1 C . 1/n 2
cos nx. From Exercise 12.2.49,
n4
nD1
u.x; t/ D
2 4
5
48
1
X
1 C . 1/n 2
cos 2nt cos nx:
n4
nD1
1 3x 5
2 4
4
x
D
. Since g0 .0/ D g0 . / D 0 and
12.2.54. 0 D
.3x
4Lx / dx D
5
5
0
0
g000 .x/ D 24.3x /, Theorem 11.3.5(a) implies that
Z
Z
48
48
n D
.3x / sin nx dx D
.3x / cos nx
3
cos nx dx
n3 0
n4
0
0
48
144
48
D
. 1/n 2 C C 5 sin nx D
1 C . 1/n 2 ; n 1I
4
n
n
n4
0
Z
Cg .x/ D
2 4
5
48
1
X
1 C . 1/n 2
cos nx. From Exercise 12.2.49,
n4
nD1
u.x; t/ D
2 4t
5
24
1
X
1 C . 1/n 2
sin 2nt cos nx:
n5
nD1
4
D . Since f 0 .0/ D
30
0
Z
1 4
1 x5 x4
2x3
.x
2 x 3 C 2x 2 / dx D
C
0
5
2
3
f 0 . / D 0 and f 000 .x/ D 12.2x /, Theorem 11.3.5(a) implies that
Z
24
24
n D
.2x
/
sin
nx
dx
D
.2x
/
cos
nx
3
4
n 0
n
0
24
48
24
D
. 1/n C C 5 sin nx D
1 C . 1/n
n4
n
n4
0
(
0
if n D 2m 1;
3
D
n 1I
if n D 2m;
m4
12.2.56. 0 D
Cf .x/ D
4
30
1
X
4
1
cos
2nx.
From
Exercise
12.2.49,
u.x;
t/
D
n4
30
nD1
4
30
1
X
1
4t
cos
2nx.
From
Exercise
12.2.49,
u.x;
t/
D
n4
30
nD1
cos nx dx
1
X
1
cos 8nt cos 2nx.
n4
nD1
Z
1 x5 x4
2x 3
1 4
12.2.58. 0 D
.x
2 x 3 C 2 x 2/ dx D
C
0
5
2
3
g0 . / D 0 and g000 .x/ D 12.2x /, Theorem 11.3.5(a) implies that
Z
24
24
n D
.2x
/
sin
nx
dx
D
.2x
/
cos
nx
3
4
n 0
n
0
24
48
24
n
n
D
. 1/ C C 5 sin nx D
1 C . 1/
n4
n
n4
0
(
0
if n D 2m 1;
3
1I
D
if n D 2m;
m4
Cg .x/ D
4
D . Since g0 .0/ D
30
0
2
cos nx dx
0
1
3X 1
sin 8nt cos 2nx.
8 nD1 n5
1
12.2.60. Setting A D n x=L and B D n at=L in the identities cos A cos B D cos.AC B/C cos.A
2
1
B/ and cos A sin B D sin.A C B/ sin.A B/ yields
2
n at
n x
1
n.x C at/
n.x at/
cos
D
cos
C cos
.A/
cos
L
L
2
L
L
and
n at
n x
sin
cos
L
L
D
D
1
n.x C at/
n.x at/
sin
sin
2 Z
L
L
xCat
n
n
cos
d :
2L x at
L
.B/
Since Cf .x/ D 0 C
1
X
n sin
nD1
0 C
1
X
n x
, (A) implies that
L
n cos
nD1
259
n at
n x
1
cos
D Cf .x C at/ C Cf .x
L
L
2
at/:
.C/
Since it can be shown that a Fourier sine series can be integrated term by term between any two limits,
(B) implies that
0 t C
1
X
n L
n at
n x
sin
cos
n a
L
L
nD1
Z xCat
1
1 X
n
n
cos
d
2a nD1
L
x at
!
Z xCat
1
X
1
n
0 C
n cos
d
2a x at
L
nD1
Z xCat
1
Cg ./ d :
2a x at
D 0 t C
D
D
at/ C
1
2a
xCat
Cg ./ d :
x at
12.2.62.(a). Since jpn .x/j 1 and jqn .t/j 1 for all t, jkn pn .x/qn .t/j jkn j for all .x; t/, and the
comparison test implies the conclusion.
(b) If t is fixed but arbitrary, then jkn pn0 .x/qn .t/j jjnjkn j, so Theorem 12.1.2 with D x and
wn .x/ D kn pn .x/qn .t/ justifies term by term differentiation with respect to x on . 1; 1/. If x is fixed
but arbitrary, then jkn pn .x/qn0 .t/j jjnjkn j, so Theorem 12.1.2 with D t and wn .t/ D kn pn .x/qn .t/
justifies term by term differentiation with respect to t on . 1; 1/.
(c) The argument is similar to argument use in (b).
1
1
X
X
n x
n at
n x
n at
n L
(d) Apply (b) and (c) to the series
n cos
sin
and
sin
sin
, recallL
L
n a
L
L
nD1
nD1
ing that the individual terms in the series satisfy ut t D a2 uxx for all .x; t/.
Z xCat
f .x C ct/ C f .x ct/
1
(d) u.x; t/ D
C
g.u/ du.
2
2a x at
12.2.64.
u.x; t/
.x C at/ C .x
2
2
D x C .x C at/
at/
.x
1
2a
2
xCat
x at
4au du D x C 2
xCat
x at
xCat
u du D x C u2
x at
12.2.66.
u.x; t/
D
D
Z xCat
1
C
a cos u du
2a x at
at/
sin.x C at/ sin.x at/
C
D sin.x C at/:
2
at/
Z xCat
.x C at/ sin.x C at/ C .x at/ sin.x at/
1
C
sin u du
D
2
2a x at
xsin.x C at/ C sin.x at/
atsin.x C at/ sin.x at/
D
C
2
2
cos.x at/ cos.x C at/
C
2a
sin x sin at
:
a
Z 1
Z 2
n x
8
n x 2
n x
4
.4 6x/ sin
dx D 3 3 .4 6x/ cos
C6
cos
dx
n D
n2 2 0
2
n
2 0
2
0
32
96
n x 2
32
n
D
.1 C . 1/ 2/ C 4 4 sin
D
1 C . 1/n 2 I
3
3
3
n
n
2 0
n 3
S.x/ D
1
32 X 1 C . 1/n 2
n x
sin
. From Example 12.3.1,
3
n3
2
nD1
u.x; y/ D
1
32 X 1 C . 1/n 2 sinh n.3
3 nD1
n3 sinh 3n=2
y/=2
sin
n x
:
2
12.3.4.
1
2
2
D
D
if n 2, then
n
D
D
D
D
S.x/ D
Z
Z
1
x 2
1
x sin x dx D
x.1 cos 2x/ dx D
x cos 2x dx
0
2 0 0
0
Z
1
sin 2x
x sin 2x
cos 2x dx D C
D I
2
2
4 0
2
0
0
Z
Z
2
1
x sin x sin nx dx D
xcos.n 1/x cos.n C 1/x dx
0
0
Z
1
sin.n 1/x sin.n C 1/x
sin.n 1/x sin.n C 1/x
x
dx
n 1
nC1
n 1
nC1
0
0
1 cos.n 1/x cos.n C 1/x
1
1
1
nC1
D
.
1/
1
.n 1/2
.n C 1/2
.n 1/2 .n C 1/2
8 0
0
if n D 2m 1;
<
4n
nC1
16m
.
1/
1
D
if n D 2mI
:
.n2 1/2
.4m2 1/
sin x
2
1
16 X
n
sin 2nx. From Example 12.3.1,
2
nD1 .4n
1/2
u.x; y/ D
sinh.1 y/
sin x
2
sinh 1
1
16 X n sinh 2n.1 y/
sin 2nx:
.4n2 1/2 sinh 2n
nD1
261
x/2 1
1
12.3.6. 0 D
.1 x/ dx D
D ; if n 1,
2
2
0
0
"
#
1 Z 1
Z 1
2
.1 x/ sin n x C
sin n x dx
n D 2
.1 x/ cos n x dx D
n
0
0
0
8
1
4
<
2
if n D 2m 1;
D 2 1 . 1/n D
cos
n
x
D
.2m 1/2 2
2 2
:
n2 2
n
0
0
if n D 2mI
Z
C.x/ D
.1
1
1
4 X
1
C 2
cos.2n
2
.2n 1/2
nD1
u.x; y/ D
1
y
4 X
sinh.2n 1/y
C 3
cos.2n
2
.2n 1/3 cosh 2.2n 1/
1/ x:
nD1
1/3 1
1
12.3.8. 0 D
.x 1/ dx D
D ; if n 1, then
3
3
0
0
"
#
1
Z 1
Z 1
2
2
2
n D 2
.x 1/ cos n x dx D
.x 1/ sin n x
2
.x 1/ sin n x dx
n
0
0
0
"
#
1 Z 1
1
4
4
4
4
D
.x 1/ cos n x
cos n x dx D 2 2
sin n x D 2 2 I
2
2
3
3
n
n
n
n
0
0
0
Z
C.x/ D
.x
1
1
4 X 1
y
4 X sinh ny
1
C 2
cos
n
x.
From
Example
12.3.3,
u.x;
y/
D
C
cos n x.
3
nD1 n2
3
3 nD1 n3 cosh n
12.3.10. Since g.0/ D g0 .1/ D 0, and g00 .y/ D 6.1 2y/, Theorem 11.3.5(d) implies that
Z 1
48
.2n 1/y
n D
.1 2y/ sin
dy
2
2
.2n 1/ 0
2
"
#
Z 1
96
.2n 1/y 1
.2n 1/y
D
.1 2y/ cos
cos
dy
C2
.2n 1/3 3
2
2
0
0
"
#
4
.2n 1/y 1
96
D
1C
sin
.2n 1/3 3
.2n 1/
2
0
96
4
D
1 C . 1/n
I
.2n 1/3 3
.2n 1/
SM .y/ D
1
96 X
1
4
.2n 1/y
n
1
C
.
1/
sin
. From Example 12.3.5,
3
3
nD1 .2n 1/
.2n 1/
2
u.x; y/ D
1
96 X
4
cosh.2n 1/.x 2/=2
.2n 1/y
n
1
C
.
1/
sin
:
3
3
.2n 1/ .2n 1/ cosh 2.2n 1/=2
2
nD1
1
96 X
1
4
.2n 1/y
n
3
C
.
1/
sin
:
3
3
.2n 1/
.2n 1/
2
nD1
D
D
2
3
.3y
0
4
.2n
1/
y 2 / cos
"
.3y
"
24
.3
.2n 1/2 2
.2n
1/y
6
y 2 / sin
.2n
dy
1/y 3
6
0
.3
2y/ sin
.2n
1/y
6
dy
Z 3
1/y 3
.2n 1/y
D
2y/ cos
cos
dy
C2
6
6
0
0
72
288
.2n 1/y 3
288
.2n 1/y
D
C
sin
D .2n 1/3 3 sin
.2n 1/2 2
.2n 1/3 3
6
2
0
288
72
D
C . 1/n 1
I
.2n 1/2 2
.2n 1/3 3
1
72 X
.2n 1/y
1
4. 1/n
CM .y/ D
1C
cos
. From Example 12.3.7,
2
2
nD1 .2n 1/
.2n 1/
6
u.x; y/ D
.2n
1
4. 1/n
cosh.2n 1/ x=6
.2n 1/y
432 X
1
C
cos
:
3
.2n 1/ .2n 1/3 sinh.2n 1/=3
6
nD1
12.3.16. Since g0 .0/ D g.1/ D 0 and g00 .y/ D 6y, Theorem 11.3.5(c) implies that
Z 1
48
.2n 1/y
n D
y cos
dy
2
2
.2n 1/ 0
2
"
#
Z 1
96
.2n 1/y 1
.2n 1/y
D
y sin
sin
dy
.2n 1/3 3
2
2
0
0
"
#
96
2
.2n 1/y 1
nC1
D
. 1/
C
cos
.2n 1/3 3
.2n 1/
2
0
96
2
D
. 1/n C
dyI
.2n 1/3 3
.2n 1/
1
96 X
1
2
.2n 1/y
n
CM .y/ D
.
1/
C
cos
. From Example 12.3.7,
3 nD1 .2n 1/3
.2n 1/
2
u.x; y/ D
1
192 X
cosh.2n 1/ x=2
2
.2n 1/y
n
.
1/
C
cos
:
4
4
.2n 1/ sinh.2n 1/=2
.2n 1/
2
nD1
263
12.3.18. The boundary conditions require products v.x; y/ D X.x/Y .y/ such that (A) X 00 C X D 0,
X 0 .0/ D 0, X 0 .a/ D 0, and (B) Y 00 Y D 0, Y .0/ D 1, Y .b/ D 0. From Theorem 11.1.3, the eigenvaln2 2
ues of (A) are D 0, with associated eigenfunction X0 D 1, and n D
, with associated eigenfunca2
n x
, n D 1, 2, 3,. . . . Substituting D 0 into (B) yields Y000 D 0, Y0 .0/ D 1, Y0 .b/ D 0,
tions Yn D cos
a
y
n2 2
. Substituting D
into (B) yields Yn00 .n2 2=a2 /Yn D 0, Yn .0/ D 1, Yn .b/ D
so Y0 .y/ D 1
b
a2
sinh n.b y/=a
sinh n.b y/=a
n x
0, so Yn D
. Then vn .x; y/ D Xn .x/Yn .y/ D
cos
, so
sinh n b=a
sinh n b=a
a
n x
n x
vn .x; 0/ D cos
. Therefore,vn is solution of the given problem with f .x/ D cos
. More genera
a
m
X sinh n.b y/=a
y
n x
ally, if 0 ; : : : ; m are arbitrary constants, then um .x; y/ D 0 1
C
n
cos
b
sinh n b=a
a
nD1
m
X
n x
. Therefore, if f is an arbiis a solution of the given problem with f .x/ D 0 C
n cos
a
nD1
trary piecewise smooth function on 0; a we define the formal solution of the given problem to be
1
1
X
y X sinh n.b y/=a
n x
n x
u.x; y/ D 0 1
C
n
cos
, where C.x/ D 0 C
n cos
is
b
sinh n b=a
a
a
nD1
nD1
Z
Z
2 a
n x
1 a
the Fourier cosine series of f on 0; a; that is, 0 D
f .x/ dx and n D
f .x/ cos
dx,
a 0
a 0
a
n 1.
Z
1 x5
4x 3 2
6
1 2 4
3
2
4
Now consider the special case. 0 D
.x
4x C 4x / dx D
x C
D .
2 0
2 5
3
5
0
Since f 0 .0/ D f 0 .2/ D 0 and f 000 .x/ D 12.2x 2/, Theorem 11.3.5(a) implies that
"
#
Z 2
Z 2
96
n x
192
n x 2
n x
n D
.2x 2/ sin
dx D
.2x 2/ cos
2
cos
dx
n3 3 0
2
n4 4
2 0
2
0
768
n x 2
384
192
n
D
.
1/
2
C
2
C
sin
D
1 C . 1/n
n4 4
n5 5
2 0
n4 4
(
0
if n D 2m 1;
48
D
n 1:
if n D 2m;
m4 4
C.x/ D
8
15
1
48 X 1
8.1 y/
cos n x; u.x; y/ D
4
4
n
15
nD1
1
48 X 1 sinh n.1 y/
cos n x.
4
n4
sinh n
nD1
12.3.20. The boundary conditions require products v.x; y/ D X.x/Y .y/ such that (A) X 00 C X D 0,
X.0/ D 0, X 0 .a/ D 0, and (B) Y 00 Y D 0, Y .0/ D 1, Y .b/ D 0. From Theorem 11.1.4, the
.2n 1/2 2
.2n 1/ x
, with associated eigenfunctions Yn D sin
,
eigenvalues of (A) are n D
2
4a
2a
2 2
.2n 1/
n D 1, 2, 3,. . . . Substituting D
into (B) yields Yn00 ..2n 1/2 2=4a2 /Yn D 0,
4a2
sinh.2n 1/.b y/=2a
Yn .0/ D 1, Yn .b/ D 0, so Yn D
. Then vn .x; y/ D Xn .x/Yn .y/ D
sinh.2n 1/ b=2a
sinh.2n 1/.b y/=2a
.2n 1/ x
.2n 1/ x
sin
, so vn .x; 0/ D sin
. Therefore,vn is solution of
sinh.2n 1/ b=2a
2a
2a
Z 3
.2n 1/ x
288
.2n 1/ x 3
288
48
sin
dx
D
cos
D
I
n D
2
2
3
3
.2n 1/ 0
6
.2n 1/
6
.2n 1/3 3
0
the given problem with f .x/ D sin
.2n
1
288 X
.2n 1/ x
1
SM .x/ D 3
sin
I
nD1 .2n 1/3
6
u.x; y/ D
1
288 X sinh.2n 1/.2
3 nD1 .2n 1/3 sinh.2n
y/=6
.2n 1/ x
sin
:
1/=3
6
12.3.22. The boundary conditions require products v.x; y/ D X.x/Y .y/ such that (A) X 00 C X D 0,
X 0 .0/ D 0, X 0 .a/ D 0, and (B) Y 00 Y D 0, Y 0 .0/ D 0, Y .b/ D 1. From Theorem 11.1.3, the
n2 2
eigenvalues of (A) are D 0, with associated eigenfunction X0 D 1, and n D
, with associated
a2
n x
eigenfunctions Yn D cos
, n D 1, 2, 3,. . . . Substituting D 0 into (B) yields Y000 D 0, Y00 .0/ D 0,
a
n2 2
Y0 .b/ D 1, so Y0 D 1. Substituting D
into (B) yields Yn00 .n2 2 =a2 /Yn D 0, Yn0 .0/ D
a2
cosh ny=a
sinh ny=a
n x
0, Yn .b/ D 1, so Yn D
. Then vn .x; y/ D Xn .x/Yn .y/ D
cos
, so
cosh n b=a
cosh n b=a
a
n x
n x
vn .x; b/ D cos
. Therefore,vn is solution of the given problem with f .x/ D cos
. More
a
a
m
X cosh ny=a
n x
generally, if 0 ; : : : ; m are arbitrary constants, then um .x; y/ D 0 C
n
cos
is
cosh
n
b=a
a
nD1
m
X
n x
a solution of the given problem with f .x/ D 0 C
n cos
. Therefore, if f is an arbitrary
a
nD1
piecewise smooth function on 0; a we define the formal solution of the given problem to be u.x; y/ D
1
1
X
X
cosh ny=a
n x
n x
0 C
n
cos
, where C.x/ D 0 C
n cos
is the Fourier cosine series of
cosh
n
b=a
a
a
nD1
Z a
Z a nD1
1
2
n x
f on 0; a; that is, 0 D
f .x/ dx and n D
f .x/ cos
dx, n 1.
a 0
a 0
a
x4
2x 3
C
2
3
265
4
D :
30
0
Since f 0 .0/ D f 0 . / D 0 and f 000 .x/ D 12.2x /, Theorem 11.3.5(a) implies that
Z
Z
24
24
.2x / sin nx dx D
.2x / cos nx
2
cos nx dx
n D
n3 0
n4
0
0
24
48
24
D
. 1/n C C 5 sin nx D
1 C . 1/n
4
4
n
n
n
0
(
0
if n D 2m 1;
3
n 1I
D
if n D 2m;
4
m
C.x/ D
4
30
1
X
1
4
cos 2nx; u.x; y/ D
4
n
30
nD1
1
X
1 cosh 2ny
cos 2nx
n4 cos 2n
nD1
12.3.24. The boundary conditions require products v.x; y/ D X.x/Y .y/ such that (A) X 00 X D
0, X 0 .0/ D 0, X.a/ D 1, and (B) Y 00 C Y D 0, Y .0/ D 0, Y .b/ D 0. From Theorem 11.1.2,
n2 2
ny
the eigenvalues of (B) are n D
, with associated eigenfunctions Yn D sin
, n D 1, 2,
b2
b
2 2
n
3,. . . . Substituting D
into (A) yields Xn00 .n2 2=b 2 /Xn D 0, Xn0 .0/ D 0, Xn .a/ D 1, so
b2
cosh n x=b
cosh n x=b
ny
ny
Xn D
. Then vn .x; y/ D Xn .x/Yn .y/ D
sin
, so vn .a; y/ D sin
.
cosh n a=b
cosh n a=b
b
b
ny
Therefore,vn is solution of the given problem with g.y/ D sin
. More generally, if 1 ; : : : ; m
b
m
X
ny
cosh n x=b
are arbitrary constants, then um .x; y/ D
n
sin
is a solution of the given problem
cosh
n
a=b
b
nD1
m
X
ny
with g.y/ D
n sin
. Therefore, if g is an arbitrary piecewise smooth function on 0; b we
b
nD1
1
X
cosh n x=b
ny
define the formal solution of the given problem to be u.x; y/ D
n
sin
, where
cosh n a=b
b
nD1
Z
1
X
2 b
ny
ny
S.y/ D
n sin
is the Fourier sine series of g on 0; b; that is, n D
g.y/ sin
dy.
b
b 0
b
nD1
Now consider the special case. Since g.0/ D g.1/ D g00 .0/ D g00 .L/ D 0 and f .4/ .y/ D 24,
Theorem 11.3.5(b) and Exercise 35(b) of Section 11.3 imply that
1
Z 1
48
48
n D
sin ny dy D
cos ny
4
4
5
5
n 0
n
0
8
96
<
48
if n D 2m 1
D
. 1/n 1 D
.2m 1/5 5
5
5
:
n
0
if n D 2mI
S.y/ D
1
96 X
1
sin.2n
5
.2n 1/5
nD1
1/y; u.x; y/ D
1
96 X
cosh.2n 1/ x
sin.2n
5
.2n 1/5 cosh.2n 1/
nD1
1/y.
Z 2
Z 2
ny
4
ny 2
ny
y sin
dy D
y cos
cos
dy
4
n
4 0
4
0
0
n
4
ny 2
2
n
4
n
2
cos
C 2 2 sin
D
cos
C 2 2 sin
I
D
n
2
n
4 0
n
2
n
2
Z
.4
0
Z 2
ny 4
ny
D
y/ cos
C
cos
dy
4 2
4
0
2
n
4
ny 4
2
n
4
n
D
cos
sin
D
cos
C 2 2 sin
I
n
2
n2 2
4 2
n
2
n
2
8
16
<
n
16
. 1/mC1
if n D 2m 1
n D 2 2 sin
D
.2m 1/2 2
:
n
2
0
if n D 2mI
ny
y/ sin
dy
4
"
2
.4
n
S.y/ D
u.x; y/ D
1
16 X . 1/nC1
.2n 1/y
sin
I
2
2
nD1 .2n 1/
4
1
64 X
cosh.2n 1/ x=4
.2n 1/y
. 1/nC1
sin
:
3
3
nD1
.2n 1/ sinh.2n 1/=4
4
12.3.28. The boundary conditions require products v.x; y/ D X.x/Y .y/ such that (A) X 00 X D 0,
X 0 .0/ D 1, X.a/ D 0, and (B) Y 00 C Y D 0, Y 0 .0/ D 0, Y 0 .b/ D 0. From Theorem 11.1.3, the
267
n2 2
, with associeigenvalues of (B) are 0 D 0, with associated eigenfunction Y0 D 1, and n D
b2
ny
ated eigenfunctions Yn D cos
, n D 1, 2, 3,. . . . Substituting 0 D 0 into (A) yields X000 D 0,
b
n2 2
into (A) yields Xn00 .n2 2=b 2 /Xn D
X00 .0/ D 1 X.a/ D 0, so X0 D x a. Substituting D
b2
b sinh n.x a/=b
0, Xn0 .0/ D 1, Xn .a/ D 0, so Xn D
. Then vn .x; y/ D Xn .x/Yn .y/ D
n cosh n a=b
ny
@vn
ny
b sinh n.x a/=b
cos
, so
.0; y/ D cos
. Therefore,vn is solution of the given probn cosh n a=b
b
@x
b
ny
. More generally, if 0 ; : : : ; m are arbitrary constants, then um .x; y/ D
lem with g.y/ D cos
b
m
b X sinh n.x a/=b
ny
0 .x
a/ C
n
cos
is a solution of the given problem with g.y/ D
nD1
n cosh n a=b
b
m
X
ny
n cos
. Therefore, if g is an arbitrary piecewise smooth function on 0; b we define the formal
b
nD1
1
b X sinh n.x a/=b
ny
solution of the given problem to be u.x; y/ D 0 .x a/ C
n
cos
where
nD1
n cosh n a=b
b
Z
1
X
1 b
ny
ny
C.y/ D 0 C
n cos
is the Fourier cosine series of g on 0; b; that is, 0 D
g.y/ cos
dy,
b
b 0
b
nD1
Z
2 b
ny
n D
g.y/ cos
dy, n 1.
b 0
b
Now consider the special case. From Example 11.3.1,
C.y/ D
u.x; y/ D
.x
2/
2
2
1
4 X
1
cos.2n
nD1 .2n 1/2
1/yI
1
4 X sinh.2n 1/.x 2/
cos.2n
nD1 .2n 1/3 cosh 2.2n 1/
1/y:
12.3.30. The boundary conditions require products v.x; y/ D X.x/Y .y/ such that (A) X 00 C X D 0,
X 0 .0/ D 0, X.a/ D 0, and (B) Y 00 Y D 0, Y .0/ D 1, and Y is bounded. From Theorem 11.1.5, the
.2n 1/2 2
.2n 1/ x
eigenvalues of (A) are n D
, with associated eigenfunctions Yn D cos
, n D 1,
2
4a
2a
2 2
.2n 1/
2, 3,. . . . Substituting D
into (B) yields Yn00 ..2n 1/2 2=4a2/Yn D 0, Yn .0/ D 1, so
4a2
.2n 1/ x
Yn D e .2n 1/y=2a . Then vn .x; y/ D Xn .x/Yn .y/ D e .2n 1/y=2a cos
, so vn .x; 0/ D
2a
.2n 1/ x
.2n 1/ x
cos
. Therefore,vn is solution of the given problem with f .x/ D cos
. More
2a
2a
m
X
.2n 1/ x
generally, if 1 ; : : : ; m are arbitrary constants, then um .x; y/ D
n e .2n 1/y=2a cos
2a
nD1
m
X
.2n 1/ x
is a solution of the given problem with f .x/ D
n cos
. Therefore, if f is an ar2a
nD1
bitrary piecewise smooth function on 0; a we define the formal solution of the given problem to be
1
X
1/ x
.2n 1/ x
, where Cm .x/ D
n cos
is the mixed
2a
2a
nD1
nD1
Z
2 a
.2n 1/ x
f .x/ cos
.
Fourier cosine series of f on 0; a; that is, n D
a 0
2a
Now consider the special case. Since f 0 .0/ D f .L/ D 0 and f 00 .x/ D 2, Theorem 11.3.5(d) implies
that
Z 3
16L
.2n 1/ x
n D
cos
dx
2
2
.2n 1/ 0
6
288
.2n 1/ x 3
288
nC1
D
sin
I
D . 1/
.2n 1/3 3
6
.2n 1/3 3
u.x; y/ D
n e
.2n 1/y=2a
cos
.2n
CM .x/ D
u.x; y/ D
1
X
288
. 1/n
.2n 1/ x
cos
I
3 nD1 .2n 1/3
6
1
288 X . 1/n
e
3
.2n 1/3
.2n 1/y=6
cos
nD1
.2n
1/ x
:
6
12.3.32. The boundary conditions require products v.x; y/ D X.x/Y .y/ such that (A) X 00 C X D
0, X.0/ D 0, X.a/ D 0, and (B) Y 00 Y D 0, Y 0 .0/ D 1, and Y is bounded. From Theon2 2
n x
rem 11.1.2, the eigenvalues of (A) are n D
, with associated eigenfunctions Yn D sin
,
2
a
a
2 2
n
n D 1, 2, 3,. . . . Substituting D
into (B) yields Yn00 .n2 2=a2 /Yn D 0, Yn0 .0/ D 1, so
a2
a
n x
@vn
n x
a
Yn D
e ny=a . Then vn .x; y/ D Xn .x/Yn .y/ D
e ny=a sin
, so
.x; 0/ D sin
.
n
n
a
@y
a
n x
Therefore,vn is solution of the given problem with f .x/ D sin
. More generally, if 1 ; : : : ; m are
a
m
a X n ny=a
n x
arbitrary constants, then um .x; y/ D
e
sin
is a solution of the given problem
n
a
nD1
m
X
n x
with f .x/ D
n sin
. Therefore, if f is an arbitrary piecewise smooth function on 0; a we
a
nD1
1
n x
a X n ny=a
define the formal solution of the given problem to be u.x; y/ D
e
sin
, where
nD1 n
a
Z
1
X
n x
2 a
n x
C.x/ D
n sin
is the Fourier sine series of f on 0; a; that is, n D
f .x/ sin
dx.
a
a
a
0
nD1
Now consider the special case. Since f .0/ D f . / D 0 and f 00 .x/ D 2 6x, Theorem 11.3.5(b)
implies that
Z
Z
2
2
n D
.2 6x/ sin nx dx D 3
.2 6x/ cos nx C 6
cos nx dx
n2 0
n
0
0
4
12
4
D
1 C . 1/n 2 C 4 sin nx D
1 C . 1/n 2 I
3
n
n
n3
0
S.x/ D 4
1
1
X
X
1 C . 1/n 2
1 C . 1/n 2
sin
nx;
u.x/
D
4
e
n3
n4
nD1
nD1
ny
sin nx;
269
12.3.34. The boundary conditions require products v.x; y/ D X.x/Y .y/ such that (A) X 00 C X D 0,
X.0/ D 0, X 0 .a/ D 0, and (B) Y 00 Y D 0, Y 0 .0/ D 1, and Y is bounded. From Theorem 11.1.4, the
.2n 1/2 2
.2n 1/ x
eigenvalues of (A) are n D
, with associated eigenfunctions Yn D sin
, n D 1,
2
4a
2a
2 2
.2n 1/
into (B) yields Yn00 ..2n 1/2 2=4a2/Yn D 0, Yn0 .0/ D 1, so
2, 3,. . . . Substituting D
4a2
2a
2a
.2n 1/ x
e .2n 1/y=2a . Then vn .x; y/ D Xn .x/Yn .y/ D
e .2n 1/y=2a sin
,
Yn D
.2n 1/
.2n 1/
2a
@vn
.2n 1/ x
.2n 1/ x
so
.x; 0/ D sin
. Therefore,vn is solution of the given problem with f .x/ D sin
.
@y
2a
2a
m
2a X n
.2n 1/ x
More generally, if 1 ; : : : ; m are arbitrary constants, then um .x; y/ D
e .2n 1/y=2a sin
nD1 2n 1
2a
m
X
.2n 1/ x
. Therefore, if f is an aris a solution of the given problem with f .x/ D
n sin
2a
nD1
bitrary piecewise smooth function on 0; a we define the formal solution of the given problem to be
1
1
X
2a X n
.2n 1/ x
.2n 1/ x
u.x; y/ D
e .2n 1/y=2a sin
,where Sm .x/ D
n sin
is
nD1 2n 1
2a
2a
nD1
Z
.2n 1/ x
2 a
the mixed Fourier sine series of f on 0; a; that is, n D
f .x/ sin
.
a 0
2a
Now consider the special case.
n
D
D
D
D
D
2
5
x 2/ sin
"
.5x
0
.2n
1/ x
dx
10
Z 5
1/ x 5
.2n 1/ x
.5x x / cos
.5 2x/ cos
dx
.2n 1/
10
10
0
0
"
#
Z 5
40
.2n 1/ x 5
.2n 1/ x
.5 2x/ sin
sin
dx
C2
.2n 1/2 2
10
10
0
0
200
800
.2n 1/ x 5
n
. 1/
cos
SM .x/ D
u.x; y/ D
.2n
1
200 X
1
4
.2n 1/ x
n
.
1/
C
sin
I
2
2
nD1 .2n 1/
.2n 1/
10
1
2000 X
1
4
n
.
1/
C
e
3 nD1 .2n 1/3
.2n 1/
.2n 1/y=10
sin
.2n
1/ x
:
10
12.3.36. Solving BVP.1; 1; 1; 1/.f0; 0; 0; 0/ requires products X.x/Y .y/ such that
X 00 C X D 0;
Hence, Xn D cos
X 0 .0/ D 0;
n x
, Yn D
a
X 0 .a/ D 0I
Y 00
Y D 0;
Y 0 .b/ D 0;
Y 0 .0/ D 1:
1
a X
cosh n.y b/=a
n x
An
cos
is
n sinh n b=a
a
nD1
1
a X
cosh ny=a
n x
Bn
cos
is a formal solution of BVP.1; 1; 1; 1/.0; f1; 0; 0/ if
Similarly, c2 C
n sinh n b=a
a
nD1
1
X
n x
c2 is any constant and
Bn cos
is the Fourier cosine expansion of f1 on 0; a, which is possible
a
nD1
Z a
if and only if
f1 .x/ dx D 0.
0
1
b X cosh n.x a/=b
ny
Cn
cos
is a formal so nD1
n sinh n a=b
b
1
X
ny
is the Fourier cosine expanlution of BVP.1; 1; 1; 1/.0; 0; g0; 0/ if c3 is any constant and
Cn cos
b
nD1
Z b
1
b X
cosh n x=b
ny
sion of g0 on 0; b, which is possible if and only if
g0 .x/ dx D 0, and c4 C
Dn
cos
nD1
n sinh n a=b
b
0
1
X
ny
is a formal solution of BVP.1; 1; 1; 1/.0; 0; 0; g1/ if c4 is any constant and
Dn cos
is the Fourier
b
nD1
Z b
cosine expansion of g1 on 0; b, which is possible if and only if
g1 .x/ dx D 0.
CC
C
1
a X Bn cosh ny=a An cosh n.y
nD1
n sinh n b=a
1
b X Dn cosh n x=b Cn cosh n.x
nD1
n sinh n a=b
b/=a
a/=b
cos
n x
a
cos
ny
;
b
D
sin
,
n
D
1,
2,
3,.
.
.
.
Substituting
D
.
/ D 0. From Theorem 11.1.2, n D
n
2
2
2 2
n
into (A) yields the Euler equation r 2 Rn00 C rRn0
Rn D 0 for Rn . The indicial polynomial is
2
n
n
sC
, so Rn D c1 r n=
C c2 r n=
, by Theorem 7.4.3. We want Rn ./ D 1 and
s
n=
n=
n=
r
0 r n=
Rn .0 / D 0, so Rn .r / D 0 n=
;
0
n=
0n=
n=
vn .r; / D
0
n= n=
0
0
n=
n=
0n= n=
n=
n=
sin
n
I
1
X
n
n
,
where
S./
D
n sin
is the Fourier
n=
n=
n=
0
0 n=
nD1
nD1
Z
1
n
sine series if f on 0;
; that is, n D
f ./ sin
d, n D 1, 2, 3,. . . .
0
u.r; / D
1
X
271
0
n= n=
n=
0
n=
sin
12.4.4. v.r; / D R.r /./ where (A) r 2R00 C rR0 R D 0 and 00 C D 0, 0 .0/ D 0, .
/ D 0.
.2n 1/2 2
.2n 1/
From Theorem 11.1.5, n D
, n D cos
, n D 1, 2, 3,. . . . Substituting
4
2
2
2 2
.2n 1/
.2n 1/2 2
2 00
0
into
(A)
yields
the
Euler
equation
r
R
C
rR
Rn D 0 for Rn . The
D
n
n
4
2
4
2
.2n 1/
.2n 1/
indicial polynomial is s
sC
, so Rn D c1r .2n 1/=2
C c2 r .2n 1/=2
,
2
2
by Theorem 7.4.3. We want Rn to be bounded as r ! 0C and Rn ./ D 1, so we take Rn .r / D
1
X
r .2n 1/=2
r .2n 1/=2
.2n 1/
r .2n 1/=2
.2n 1/
;
v
.r;
/
D
cos
;
u.r;
/
D
cos
,
n
n
.2n 1/=2
2
2
.2n 1/=2
.2n 1/=2
nD1
1
X
.2n 1/
where CM ./ D
n cos
is the mixed Fourier cosine series of f on 0;
; that is, n D
2
nD1
Z
2
.2n 1/
f ./ cos
d, n D 1, 2, 3,. . . .
0
2
12.4.6. v.r; / D R.r /./ where (A) r 2R00 C rR0 R D 0 and 00 C D 0, 0 .0/ D 0, 0 .
/ D 0.
n
n2 2
, n D cos
, n D 1, 2, 3,. . . . Substituting
From Theorem 11.1.3, 0 D 0, 0 D 1; n D
2
D 0 into (A) yields the equation r 2R000 C rR00 D 0 for R0 ; R0 D c1 C c2 ln r . Since we want R0 to be
bounded as r ! 0C and R0 ./ D 1, R0 .r / D 1; therefore v0 .r; / D 1.
n2 2
n2 2
2 00
0
Substituting D
into
(A)
yields
the
Euler
equation
r
R
C
rR
Rn D 0 for Rn . The
n
n
2
2
n
n
indicial polynomial is s
sC
, so Rn D c1 r n=
C c2r n=
, by Theorem 7.4.3. Since
r n=
r n=
n
we want Rn to be bounded as r ! 0C and Rn ./ D 1, Rn .r / D n=
; vn .r; / D n=
cos
,
1
1
X r n=
X
n
n
n D 1, 2, 3,. . . ; u.r; / D 0 C
n n=
cos
, where F ./ D 0 C
n cos
is the
nD1
nD1
Z
Z
2
n
1
Fourier cosine series of f on 0;
; that is, 0 D
f ./ d and n D
f ./ cos
d,
0
0
n D 1, 2, 3,. . . .
CHAPTER 13
Boundary Value Problems for Second
Order Ordinary Differential Equations
13.1.2. By inspection, yp D
13.1.4. By inspection, yp D
3 H)
x; y D
1 C 2c1 D 3; c1 D 2; y.1/
x C c1 e x C c2 e
x
; y 0 D 1 C c1 e x c2 e x ; y.0/ C y 0 .0/ D
2c
2
y 0 .1/ D 2 H)
D 2; c2 D e; y D x C 2e x C e .x 1/
e
13.1.6. yp D Ax 2e x ; yp0 D A.x 2 C 2xe x /; yp00 D A.x 2 e x C 4xe x C 2e x /; yp00 2yp0 C yp D 2Ae x D e x
if A D 1; yp D x 2 e x ; y D .x 2 C c1 C c2 x/e x ; y 0 D .x 2 C 2x C c1 C c2 C c2 x/e x ; B1 .y/ D 3 and
B2 .y/ D 6e H) c1 2c2 D 3, 2c1 C 3c2 D 24; c1 D 13; c2 D 8; y D .x 2 8x C 13/e x .
13.1.8. B1.y/ D y.0/; B2 .y/ D y.1/ y 0 .1/. Let y1 D x, y2 D 1; B1 .y1 / D B2.y1 / D 0. By
variation of parameters, if yp D u1 x C u2 where u01 x C u02 D 0 and u01 D F , then yp00 D F .x/. Let
Z 1
Z x
Z 1
Z x
u01 D F , u02 D xF ; u1 D
F .t/ dt, u2 D
tF .t/ dt; yp D x
F .t/ dt
tF .t/ dt;
x
0
x
0
Z 1
yp0 D
F .t/ dt; y D yp C c1x C c2 . Since B1 .yp / D 0, B1 .x/ D 0 and B1 .1/ D 1, B1 .y/ D
x
Z 1
0 H) c2 D 0; hence, y D yp C c1x. Since B2 .yp / D
tF .t/ dt and B2 .x/ D 0, B2.y/ D 0 H)
0
Z 1
tF .t/ dt D 0: There is no solution if this conditions does not hold. If it does hold, then the solutions
0
13.1.10. (a) The condition is b a .kC1=2/ (k D integer). Let y1 D sin.x a/ and y2 D cos.x b/.
Then y1 .a/ D y20 .b/ D 0 and fy1 ; y2 g is linearly independent if b a .k C 1=2/ (k D integer),
since
sin.x a/
cos.x b/
D cos.b a/ 0:
cos.x a/
sin.x b/
273
274 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
Now Theorem 13.1.2 implies that (A) has a unique solution for any continuous F and constants k1 and
k2 . If y D u1 sin.x a/ C u2 cos.x b/ where
u01 sin.x a/ C u02 cos.x
u01 cos.x a/ u02 sin.x
then y 00 C y D F .
u1 D
u01 D F .x/
1
cos.b a/
yD
u02 D
F .t/ cos.t
Z
sin.x
cos.b
a/
;
a/
Z x
F .t/ sin.t
1
cos.b a/ a
Z
cos.x b/ x
F .t/ sin.t
cos.b a/ a
F .t/ cos.t
F .x/
u2 D
b/ dt;
a/
a/
sin.x
cos.b
b/
;
a/
cos.x
cos.b
D 0
D F;
b/
b/
b/ dt
b/ dtI
a/ dt:
cos.x
u1 D
yp D
sin.x
yp0 D
cos.x
a/ C u02 cos.x
a/
a/; u02 D
u02
sin.x
a/
F sin.x
a/;
F .t/ cos.t
a/ dt;
a/
a/
u2 D
F .t/ cos.t
a/ dt
D 0;
a/
D F;
x
F .t/ sin.t
cos.x
a/
F .t/ cos.t
x
a/ dtI
a/ dt C sin.x
a/
F .t/ sin.t
a/ dtI
F .t/ sin.t
a/ dt:
x
a
The general solution of y 00 Cy D F is y D yp Cc1 sin.x a/Cc2 cos.x a/. Since b a D .k C1=2/ ,
Z b
Z b
y 0 .b/ D 0 H) yp0 .b/ D . 1/k
F .t/ sin.t a/ dt D 0; therefore, F must satisfy
F .t/ sin.t
a
a/ dt D 0. In this case, the solutions of the boundary value problem are y D yp C c1 sin.x
arbitrary.
a/ and y2 D sinh.x b/. Then y1 .a/ D 0, y2 .b/ D 0, and
sinh.x a/ sinh.x b/
D sinh.b a/ 0:
W .x/ D
cosh.x a/ cosh.x b/
a/, with c1
(Since W is constant (Theorem 5.1.4), evaluate it by setting x D b.) From Theorem 13.1.2, (A) has a
unique solution for any continuous F and constants k1 and k2 . If y D u1 sinh.x a/ C u2 sinh.x b/
where
u01 sinh.x
u01 cosh.x
then y 00
y D F.
u01 D F .x/
a/ C u02 sinh.x
a/ C u02 cosh.x
sinh.x
sinh.b
b/
;
a/
b/ D 0
b/ D F;
u02 D F .x/
sinh.x
sinh.b
a/
;
a/
a/
F .t/ sinh.t
x
a/
a/
sinh.x
yD
sinh.b
b/ dt;
1
u2 D
sinh.b
b/ dt C
F .t/ sinh.t
x
sinh.x
sinh.b
b/
a/
a/
Z x
275
F .t/ sinh.t
a/ dtI
F .t/ sinh.t
a/ dt:
cosh.x a/ cosh.x b/
D sinh.b a/ 0:
W .x/ D
sinh.x a/ sinh.x b/
y D F.
u1 D
1
sinh.b
yD
sinh.x
u01 D F .x/
a/
cosh.x
sinh.b
a/ C u02 cosh.x
a/ C u02 sinh.x
b/
;
a/
cosh.x
sinh.b
u02 D
F .t/ cosh.t
b/ dt;
a/
a/
u2 D
F .t/ cosh.t
x
b/ dt
b/ D 0
b/ D F;
F .x/
1
sinh.b
cosh.x
sinh.b
a/
;
a/
cosh.x
sinh.b
b/
a/
a/
Z x
F .t/ cosh.t
F .t/ cosh.t
a/ dt:
sin !x
sin !.x /
W .x/ D
D ! sin ! 0
! cos !x ! cos !.x /
if and only if ! is not an integer. If this is so, then y D u1 sin !x C u2 sin !.x
u01 sin !x C u02 sin !.x /
!.u01 cos !x C u02 cos !.x //
a/ dtI
/ if
D 0
D FI
sin !.x /
sin !x
u01 D F
; u02 D F
I
! sin !
! sin !
Z
Z x
1
1
u1 D
F .t/ sin !.t / dtI u2 D
F .t/ sin !t dtI
! sin ! x
! sin ! 0
Z
Z
1
yD
sin !x
F .t/ sin !.t / dt C sin !.x /
F .t/ sin !t dt :
! sin !
x
0
satisfies yp00 C n2 yp D 0 if
D 0
D FI
276 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
u01 D
Z
Z
1
1
1 x
F sin nx; u1 D
F .t/ cos nt dt; u2 D
F .t/ sin nt dt;
n
n x
n 0
Z
Z x
1
sin nx
F .t/ cos nt dt C cos nx
F .t/ sin nt dt I
n
x
0
1
F cos nx, u02 D
n
yp D
13.1.18. Let y1 D cos !x; y2 D sin !.x /; then y10 .0/ D y2 . / D 0, and
cos !x
sin !.x /
W .x/ D
D ! cos ! 0
! sin !x ! cos !.x /
if and only if ! n C 1=2 (n D integer). If this is so, then y D u1 cos !x C u2 sin !.x
y 00 C ! 2 y D F .x/ if
!.
then
u01
C u02
cos !.x
/ satisfies
/ D 0
//!
D FI
F cos !x
;
! cos !
Z
Z x
1
1
u1 D
F .t/ sin !.t /; dt; u2 D
F .t/ cos !t dt;
! cos ! x
! cos ! 0
Z
Z x
1
yD
sin !x
F .t/ sin !.t /; dt C sin !.x /
F .t/ cos !t dt :
! cos !
x
0
F sin !.x /
;
! cos !
u01 D
u02 D
cos.n C 1=2/x
sin.n C 1=2/x
D n C 1=2;
W .x/ D
.n C 1=2/ sin.n C 1=2/x .n C 1=2/ cos.n C 1=2/x
0
yp D
1
n C 1=2
yp0 D
u02 D
F cos.n C 1=2/x
I
n C 1=2
Z x
F .t/ sin.n C 1=2/t
F .t/ cos.n C 1=2/t
u1 D
dtI u2 D
dtI
n
C
1=2
n C 1=2
x
0
Z
Z x
cos.n C 1=2/x
F .t/ sin.n C 1=2/t dt C sin.n C 1=2/x
F .t/ cos.n C 1=2/t dt I
Z
F sin.n C 1=2/x
I
n C 1=2
D 0
D F:
sin.n C 1=2/x
yp0 .0/
y D
yp0
277
0
is a necessary condition for existence of a solution. If this holds, then the solutions are y D yp C
c1 cos.n C 1=2/x with c1 arbitrary.
13.1.20. Suppose y D c1 1 C c2 2 is a nontrivial solution of the homogeneous boundary value problem. Then B1 .y/ D c1 B1 .1 / C c2 B1 .2 / D 0. From Theorem 13.1.1 we may assume without
B1 .1 /
loss of generality that B1 .2 / 0. Then c2 D
c1 . Therefore, y is constant multiple of
B1 .2 /
y0 D B1 .2 /1 B1.1 /2 0. To that check y satisfies the boundary conditions, note that B1 .y0 / D
B1 .2 /B1 .1 / B1 .1 /B1 .2 / D 0 B2 .y0 / D B1 .2 /B2 .1 / B1 .1 /B2 .2 / D 0, by Theorem 13.1.2.
13.1.22. y1 D a1 C a2 x; y1 .0/ 2y10 .0/ D a1 2a2 D 0 if a1 D 2, a2 D 1; y1 D 2 C x. y2 D b1 C b2x;
y2 .1/ D 2y10 .1/ D b1 C 3b2 D 0 if b1 D 3, b2 D 1; y2 D 3 x.
8
.2 C t/.3 x/ ;
0 t x;
<
2Cx 3 x
5
D 5I G.x; t/ D
W .x/ D
1
1
.2 C x/.3 t/
:
;
x t 1:
5
Z 1
Z x
1
yD
.2 C x/
.3 t/F .t/ dt C .3 x/
.2 C t/F .t/ dt :
(B)
5
x
0
(a) With F .x/ D 1, (B) becomes
Z 1
Z x
1
y D
.2 C x/
.3 t/ dt C .3 x/
.2 C t/ dt
5
x
0
2
2
x
6x C 5
x C 4x
1
D
.2 C x/
C .3 x/
5
2
2
2
x
x 2
D
:
2
(b) With F .x/ D x, (B) becomes
Z 1
Z x
1
y D
.2 C x/
.3t t 2 / dt C .3 x/
.2t C t 2 / dt
5
x
0
3
3
2
1
2x
9x C 7
x C 3x 2
D
.2 C x/
C .3 x/
5
6
3
3
5x
7x 14
D
:
30
(b) With F .x/ D x 2 , (B) becomes
Z 1
Z x
1
.2 C x/
.3t 2 t 3 / dt C .3 x/
.2t 2 C t 3 / dt
y D
5
x
0
4
4
2
1
x
4x C 3
3x C 8x 3
D
.2 C x/
C .3 x/
5
4
12
4
5x
9x 18
D
:
60
278 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
2
x
x, y2 D x 2 2x; then y1 .1/ D 0, y2 .2/ D 0; W .x/ D
2x
8
.t
1/x.x
2/
;
1 t x;
<
t3
2
:
Since P0 .x/ D x , G.x; t/ D
x.x 1/.t 2/
:
;
x
t
2:
t3
Z 2
Z x
t 2
y D x.x 1/
F
.t/
dt
C
x.x
2/
F .t/ dt:
t3
x
1
13.1.24. y1 D x 2
x.x
1/.x
2/ dt C 2x.x
2/2 C x.x
2x.x
1/.x C 1/.x
2/2 C x.x
2/
2/
2/.x
x
1
x 2 2x
D x2.
2x 2
(B)
1
2
.t
1/ dt
1/ D x.x
1/.x
2/:
.t
1/t dt
2/.x
1/.x
2/.x C 3/:
if and only if . C / 0. Then
8
. t/. C x/
; 0 t x;
<
. C /
G.x; t/ D
. x/. C t/
:
; x t 1:
. C /
13.1.28. y1 D a1 cos x Ca2 sin x; y10 D a1 sin x Ca2 cos x; B1 .y1 / D a1 Ca2 D 0 if a1 D , a2 D
. y1 D cos x sin x. y2 D b1 cos x C b2 sin x; y20 D b1 sin x C b2 cos x; B2 .y2 / D b2 b1 D
cos x sin x
cos x C sin x
0 if b1 D , b2 D ; y2 D cos x C sin x; W .x/ D
Since
sin x cos x
sin x C cos x
W is constant, we can evaluate it with x D 0: W D
D C . From Theorem 13.1.2, (A)
has a unique solution if and only if C 0. Then
8
. cos t sin t/. cos x C sin x/
; 0 t x;
<
C
G.x; t/ D
. cos x sin x/. cos t C sin t//
:
; x t :
C
13.1.30. y1 D e x .a1 cos x C a2 sin x/; y10 D e x a1 .cos x sin x/ C a2 .sin x C cos x/;
B1 .y1 / D . C /a1 C a2 D 0 if a1 D , a2 D . C /.
y1
y1
y2
y2
v2
2x v1
W .x/ D
D
D
e
x 0
x 0
x 0
0
v 0 xv 0
y1 C e v1 y2 C e v2
e v1 xv2
1
2
. cos x . C / sin x
. C / cos x C sin x
D
:
. sin x . C / cos x . . C / sin x C cos x
279
Since vi00 C vi D 0, i D 1, 2, Theorem 5.1.4 implies that W .x/ D Ke 2x , where is a constant that can be
determined by setting x D 0 in the determinant:
C
W .x/e 2x
D C . C /. C /:
From Theorem 13.1.2, the boundary value problem has a unique solution if and only if C . C /. C
/ 0. In this case the Greens function is
8
cos t . C / sin t C / cos x C sin x
; atx
<e x t
C . C /. C /
G.x; t/ D
cos x . C / sin x C / cos t C sin t
; x t =2:
:e x t
C . C /. C /
13.1.32. Let yp D
G.x; t/F .t/ dt. From Theorem 13.1.3, Lyp D F , B1 .yp / D 0, and B2 .yp / D 0.
p0
1
00
0
00
13.2.6. xy C .1 x/y C y D 0; y C
1 y 0 C y D 0;
D
x
x
p
x
p D xe x ; xe x y 00 C .1 x/y 0 C e x y D 0; .xe x y 0 /0 C e x y D 0.
2
y D 0;
x
13.2.4. y 00 C
1; ln jpj D ln jxj
x;
280 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
13.2.8. If is an eigenvalues of (A) and y is a -eigenfunction, multiplying the differential equation in
(B) by y yields .xy 0 /y C y 2 D 0;
x
2 Z 2
Z 2 2
Z 2
y .x/
0
0
0
dx D
.xy .x// y.x/ dx D xy .x/y.x/ C
x.y 0 .x//2 dxI
2
x
1
1
1
1
2
Z 2 2
Z 2
y .x/
0
y.1/ D y. 2/ D 0 H) xy .x/y.x/ D 0I
dx D
x.y 0 .x//2 dx:
x
1
1
1
Therefore 0: We must still show that D 0 is not an eigenvalue. To this end, suppose that .xy 0 /0 D 0;
c1
; y D c1 ln jxj C c2 ; y.1/ D 0 H) c2 D 0; y D c1 ln jxj; y.2/ D 0 H)
then xy 0 D c1 ; y 0 D
x
c1 D 0; y 0; therefore D 0 is not an eigenvalue.
p
13.2.10. Characteristic equation: r 2 C 2r C 1 C D 0; r D 1
.
D 0: y D e x .c1 C c2x/; y 0 D e x .c1 c2 C c2 x/; y 0 .0/ D 0 H) c1 D c2 ; y 0 D c2 xe x ;
y 0 .1/ D 0 H) c2 =e D 0 H) c2 D 0; D 0 is not an eigenvalue.
D k 2 , k > 0: r D 1 k; y D e x .c1 cosh kx C c2 sinh kx/;
y 0 D c1e x . cosh kx C k sinh kx/ C c2 e x . sinh kx C k cosh kx/.
The boundary conditions require that
c1 C c2 k D 0 and . cosh k C k sinh k/c1 C . sinh k C k cosh k/c2 D 0.
This system has a nontrivial solution if and only if .1 k 2 / sinh k D 0. Let k D 1 and c1 D c2 D 1; then
D 1 is the only negative eigenvalue, with associated eigenfunction y D 1.
D k 2 , k > 0: r D 1 i k; y D e x .c1 cos kx C c2 sin kx/;
y 0 D c1 e x . cos kx k sin kx/ C c2 e x . sin x C k cos kx/. The boundary conditions require that
c1 C c2 k D 0 and . cos k k sin k/c1 C . sin k C k cos k/c2 D 0.
This system has a nontrivial solution if and only if .1 C k 2 / sin k D 0. Let k D n (k a positive
integer)and c1 D n , c2 D 1; then n D n2 2 is an eigenvalue, with associated eigenfunction yn D
e x .n cos n x C sin n x/.
13.2.12. Characteristic equation: r 2 C D 0.
D 0 W y D c1 C c2x. y.0/ D 0 H) c1 D 0, so y D c2x. Now y.1/ 2y 0 .1/ D 0 H) c2 D 0.
Therefore D 0 is not an eigenvalue.
D k 2 , k > 0: y D c1 cosh kx C c2 sinh kx; y 0 D k.c1 sinh kx C c2 cosh kx/. y 0 .0/ H) c2 D 0,
so y D c1 cosh kx. Now y.1/ 2y 0 .1/ D 0 H) c1.cosh k 2k sinh k/ D 0, which is possible with
1
. Graphing both sides of this equation on the same axes show that it
c1 0 if and only if tanh k D
2k
has one positive solution k0 ; y0 D cosh k0 x is a k02 -eigefunction.
D k 2 , k > 0: y D c1 cos kx C c2 sin kx; y 0 D k. c1 sin kx C c2 cos kx/. y 0 .0/ H) c2 D 0, so
y D c1 cos kx. Now y.1/ 2y 0 .1/ D 0 H) c1.cos k C 2k sin k/ D 0, which is possible with c1 0
1
if and only if tan k D
. Graphing both sides of this equation on the same axes shows that it has a
2k
solution kn in ..2n 1/=2; n /, n D 1, 2, 3, . . . ; yn D cos kn x is a kn2 -eigenfunction.
13.2.14. Characteristic equation: r 2 C D 0.
D 0 W y D c1 C c2x. The boundary conditions require that c1 C 2c2 D 0 and c1 C c2 D 0, which
imply that c1 D c2 D 0, so D 0 is not an eigenvalue.
D k 2 , k > 0: y D c1 cosh kx C c2 sinh kx; y 0 D k.c1 sinh kx C c2 cosh kx/. The boundary
conditions require that
c1 C 2kc2 D 0 and c1 cosh k C c2 sinh 2k D 0.
This system has a nontrivial solution if and only if tanh k D 2k. Graphing both sides of this equation
281
on the same axes shows that it has a solution k0 in .0; /; y0 D 2k0 cosh k0 x sinh k0 x is a k02 eigenfunction.
D k 2 , k > 0: y D c1 cos kx C c2 sin kx; y 0 D k. c1 sin kx C c2 cos kx/. The boundary conditions
require that
c1 C 2kc2 D 0 and c1 cos k C c2 sin k D 0.
This system has a nontrivial solution if and only if tan k D 2k. Graphing both sides of this equation on
the same axes shows that it has a solution kn in .n; n C 1=2/, n D 1, 2,3, . . . ; yn D 2kn cos kn x sin kn x
is a kn2 -eigenfunction.
13.2.16. Characteristic equation: r 2 C D 0.
D 0 W y D c1 C c2x. The boundary conditions require that c1 C c2 D 0 and c1 C 4c2 D 0, so
c1 D c2 D 0. Therefore D 0 is not an eigenvalue.
D k 2 , k > 0: y D c1 cosh kx C c2 sinh kx; y 0 D k.c1 sinh kx C c2 cosh kx/. The boundary
conditions require that
c1 C kc2 D 0 and .cosh 2k C 2k sinh 2k/c1 C .sinh 2k C 2k cosh 2k/c2 D 0.
k
This system has a nontrivial solution if and only if tanh 2k D
. Graphing both sides of this
1
p 2k 2
equation on the same axes shows that it has a solution k0 in .1= 2/; y0 D k0 cosh k0 x sinh k0 x is a
k02 - eigenfunction.
D k 2 , k > 0: y D c1 cos kx C c2 sin kx; y 0 D k. c1 sin kx C c2 cos kx/. The boundary conditions
require that
c1 C kc2 D 0 and .cos 2k 2k sin 2k/c1 C .sin 2k C 2k cos 2k/c2 D 0.
k
This system has a nontrivial solution if and only if tan 2k D
. Graphing both sides of this
1 C 2k 2
equation on the same axes shows that it has a solution kn in ..2n 1/=4; n=2/, n D 1, 2,3, . . . ;
yn D kn cos kn x sin kn x is a kn2 -eigenfunction.
13.2.18. Characteristic equation: r 2 C D 0.
D 0 W y D c1 C c2 x. The boundary conditions require that 3c1 C 2c2 D 0 and 3c1 C 4c2 D 0, so
c1 D c2 D 0. Therefore D 0 is not an eigenvalue.
D k 2 , k > 0: y D c1 cosh kx C c2 sinh kx; y 0 D k.c1 sinh kx C c2 cosh kx/. The boundary
conditions require that
3c1 C kc2 D 0 and .3 cosh 2k 2k sinh 2k/c1 C .3 sinh 3k 2k cosh 2k/c2 D 0.
9k
This system has a nontrivial solution if and only if tanh 2k D
. Graphing both sides of this equa9 C 2k 2
tion on the same axes shows that it has solutions y1 in .1; 2/ and y2 in .5=2; 7=2/; yn D kn cosh kn x
3 sinh kn x is a kn2 -eigenfunction, k D 1, 2.
D k 2 , k > 0: y D c1 cos kx C c2 sin kx; y 0 D k. c1 sin kx C c2 cos kx/. The boundary conditions
require that
3c1 C kc2 D 0 and .3 cos 2k C 2k sin 2k/c1 C .3 sin 2k 2k cos 2k/c2 D 0.
9k
This system has a nontrivial solution if and only if tan 2k D
. Graphing both sides of this
9
p 2k 2
equation on the same axes shows that it has solutions k0 in .3= 2; / and kn in ..2n C 3/=4; .n C
2/=3/, n D 1, 2,3, . . . ; yn D kn cos kn x 3 sin kn x is a kn2 -eigenfunction.
13.2.20. Characteristic equation: r 2 C D 0.
D 0 W y D c1 C c2 x. The boundary conditions require that 5c1 C 2c2 D 0 and 5c1 C 3c2, so
c1 D c2 D 0. Therefore D 0 is not an eigenvalue.
D k 2 , k > 0: y D c1 cosh kx C c2 sinh kx; y 0 D k.c1 sinh kx C c2 cosh kx/. The boundary
conditions require that
5c1 C 2kc2 D 0 and .5 cosh k 2k sinh k/c1 C .5 sinh k 2k cosh k/c2 D 0.
282 Chapter 13 Boundary Value Problems for Second Order Ordinary Differential Equations
20k
. Graphing both sides of this equa25 C 4k 2
tion on the same axes shows that it has solutions k1 in .1; 2/ and k2 in .5=2; 7=2/; yn D 2kn cosh kn x
sinh kn x is kn -eigenfunction, n D 1, 2.
D k 2 , k > 0: y D c1 cos kx C c2 sin kx; y 0 D k. c1 sin kx C c2 cos kx/. The boundary conditions
require that
5c1 C 2kc2 D 0 and .5 cos k C 2k sin k/c1 C .5 sin k 2k cos k/c2 D 0.
20k
. Graphing both sides of this
This system has a nontrivial solution if and only if tan k D
25 4k 2
equation on the same axes shows that it has a solution kn in
..2n C 1/=2; .n C 1/ /, n D 1, 2,3, . . . ; yn D 2kn cos kn x 3 sin kn x is a kn2 -eigenfunction.
This system has a nontrivial solution if and only if tanh k D
(D)
This system has a nontrivial solution if and only if .1 k 2 2/ sinh k D 0, which holds with k > 0 if and
only if k 2 D 1=. Therefore D 1= 2 is the only negative eigenvalue. We can choose k D 1=.
Either way, the first equation in (D) implies that e x= is an associated eigenfunction.
D k 2 , k > 0: y D c1 cos kx C c2 sin kx; y 0 D k. c1 sin kx C c2 cos kx/. The boundary conditions
require that
c1 C kc2 D 0
(E)
.cos k k sin k /c1 C .sin k C k cos k /c2 D 0:
This system has a nontrivial solution if and only if .1 C k 2 2 / sin k D 0. Choosing k D n produces
eigenvalues n D n2 2. Setting k D n in the first equation in (E) yields c1 C nc2 D 0, so yn D
n cos nx sin nx.
283
(B)
From the solution of Exercise 13.2.29(b), C k 2 > 0 for all k > 0. Therefore the positive zeros of
(B) are kn D n=L, n D 1, 2, 3, . . . , so the positive eigenvalues (SL) are n D n2 2=L2 , n D 1, 2, 3,
....
13.2.32. Suppose is an eigenvalue and y is an associated eigenfunction. From the solution of Exercise 13.2.31,
b
2
p.b/y.b/y .b/ C
(A)
0
.y .a//2 :
0
y .a/, so
(B)
Moreover, y 0 .a/ 0 because if y 0 .a/ D 0 then y.a/ D 0, from (B), and y 0, a contradiction. Since
p.a/y.a/y 0 .a/ 0;
(C)
(D)
with equality if and only if D 0. Since ./2 C ./2 > 0, the inequality must hold in at least one of
(C) and (D). Now (A) implies that > 0.