You are on page 1of 190

Solutions Manual to

Introduction to Dierential
Equations with Dynamical
Systems

by Stephen L. Campbell and Richard Haberman

M. Ziaul Haque

PRINCETON UNIVERSITY PRESS


PRINCETON AND OXFORD
c 2008 by Princeton University Press
Copyright

Published by Princeton University Press


41 William Street, Princeton, New Jersey 08540

In the United Kingdom: Princeton University Press


6 Oxford Street, Woodstock, Oxfordshire, 0X20 1TW

All Rights Reserved

This book has been composed in LATEX

press.princeton.edu
Contents

Preface v

Chapter 1. First-Order Dierential Equations and Their Applications 1

1.1 Introduction to Ordinary Dierential Equations 1

1.2 Denite Integral and the Initial Value Problem 1

1.3 First-Order Separable Dierential Equations 3

1.4 Direction Fields 5

1.5 Eulers Numerical Method (Optional) 7

1.6 First-Order Linear Dierential Equations 10

1.7 Linear First-Order Dierential Equations with Constant Coe

cients and Constant Input 15

1.8 Growth and Decay Problems 20

1.9 Mixture Problems 23

1.10 Electronic Circuits 25

1.11 Mechanics II: Including Air Resistance 26

1.12 Orthogonal Trajectories (optional) 27

Chapter 2. Linear Second and Higher-Order Dierenial Equations 29

2.1 General Solution of Second-Order Linear Dierential Equations 29

2.2 Initial Value Problem (For Homogeneous Equation) 30

2.3 Reduction of Order 32

2.4 Homogeneous Linear Constant Coecient Dierential Equations

(Second Order) 35

2.5 Mechanical Vibrations I: Formulation and Free Response 39

2.6 The Method of Undetermined Coecients 45

2.7 Mechanical Vibrations II: Forced Response 58

2.8 Linear Electric Circuits 65

2.9 Euler Equation 68

2.10 Variation of Parameters (Second-Order) 70

2.11 Variation of Parameters (nth-Order) 75

Chapter 3. The Laplace Transform 82

3.1 Denition and Basic Properties 82

3.2 Inverse Laplace Transforms (Roots, Quadratics, & Partial Fractions) 86

3.3 Initial-Value Problems for Dierential Equations 94

3.4 Discontinuous Forcing Functions 98

3.5 Periodic Functions 109

3.6 Integrals and the Convolution Theorem 114

3.7 Impulses and Distributions 118

iv CONTENTS

Chapter 4. An Introduction to Linear Systems of Dierential Equations and

Their Phase Plane 121

4.1 Introduction 121

4.2 Introduction to Linear Systems of Dierential Equations 121

4.3 Phase Plane for Linear Systems of Dierential Equations 130

Chapter 5. Mostly Nonlinear First-Order Dierential Equations 142

5.1 First-Order Dierential Equations 142

5.2 Equilibria and Stability 142

5.3 One Dimensional Phase Lines 143

5.4 Application to Population Dynamics: The Logistic Equation 146

Chapter 6. Nonlinear Systems of Dierential Equations in the Plane 150

6.1 Introduction 150

6.2 Equilibria of Nonlinear Systems, Linear Stability Analysis of Equi

librium, and Phase Plane 150

6.3 Population Models 161

6.4 Mechanical Systems 178

Preface

This Student Solutions Manual contains solutions to the odd-numbered ex


ercises in the text Introduction to Dierential Equations with Dynamical
Systems by Stephen L. Campbell and Richard Haberman.

To master the concepts in a mathematics text the students must solve prob
lems which sometimes may be challenging. This manual has been written
focusing students needs and expectations. Instead of providing only the
answer with very few steps, I include a reasonably detailed solution with
a fair amount of detail when explaining the solution of the problem. The
solutions are self-explanatory and consistent with the notations and termi
nologies used in the text book. I hope this manual will help students build
problem-solving skills.

I would like to thank many people who have provided invaluable help, in
many ways, in the preparation of this manual. First, I take this opportunity
to thank Professor Richard Haberman for his generous expert help, construc
tive comments and accuracy checking. I would also like to thank Professor
Stephen L. Campbell for assembling the nal manuscript, Professor Peter
K. Moore for facilitating support process and Ms. Vickie Kearn of the pub
lishing company for her patience and support. Finally, I must appreciate
the patience of my wife, Rukshana, and my daughters, Zareen and Ehram
for their understanding and compromise of summer time that was slighted
because of my busy schedule.

M. Ziaul Haque

Southern Methodist University

Dallas, TX, 75275, U.S.A.

July, 2007.

Chapter One

First-Order Dierential Equations and Their


Applications

1.1 INTRODUCTION TO ORDINARY DIFFERENTIAL


EQUATIONS

There are no exercises in this section.

1.2 DEFINITE INTEGRAL AND THE INITIAL VALUE


PROBLEM

1-7. Substitute expression for x into the dierential equation


1. x = 2e3t + 1. l.h.s. = dx 3t
dt = 6e .
r.h.s. = 3x 3 = 3(2e + 1) 3 = 6e3t . Hence l.h.s. = r.h.s.
3t

3. x = t 1. l.h.s. = dx x t1
dt = 1. r.h.s = t1 = t1 = 1. Hence l.h.s. = r.h.s.
2 2 2
5. x = et . l.h.s. = dx t t
dt = 2te . r.h.s = 2tx = 2te . Hence l.h.s. = r.h.s.
2t dx 2t
7. x = e . l.h.s. = dt = 2e .
r.h.s. = 2e2t x2 = 2e2t (e2t )2 = 2e2t . Hence l.h.s. = r.h.s.
9. dx t
dt = 3e . Integrating we get, x = 3e + c.
t

11. dt = 5 cos 6t. Integrating we get, x = 56 sin 6t + c.


dx

12
Rt 1
13. dx
dt = 8 cos(t ). Use of denite integral gives x = 8 0 cos t 2 dt + c.
15. dx 2
dt =R ln(4 + cos t). Use of denite integral gives
t
x = 0 ln(4 + cos2 t)dt + c

17. dt = t4 ; x(2) = 3. Integrating we get x = 1

dx 5
5 t + c.

32
t = 2 = 3 = 5 + c = c = 5 . So x = 5 t 17

17 1 5
5 .
dx ln t
19. dt = 4+cos2 t
; x(2) = 5. Use of denite integral gives
R t ln t

x = 5 + 2 4+cos 2 t dt.
dx et e t
21. dt = 1+t ;
x(1) = 3. dx = 1+t dt. Use of denite integral gives
R t e t R t et
x 3 = 1 1+t dt = x = 3 + 1 1+t
dt.
d2 x

23. dt2 = 15. Integrating we get

dx dx

dt = 15t + c1 ( dt = v0 at t = 0 = c1 = v0 .)

dx
dt = 15t + v0 . Integrating again we get

x = 15 2
2 t + v0 t + c2 (x = 0 at t = 0 = c2 = 0.)
2 CHAPTER 1
v0
Car stops when dx dt = 0 = v0 15t = 0 = t = 15 (stopping time).
So distance travelled is 2
v0 2 v02 1 v0
2
1 v0
x = 15 (
2 15 ) + 15 = 2 15 = 75 = 2 15 = v0 = 15 10 m/sec.
2
25. ddt2x = 2500. Integrating we get dx dx
dt = 2500t + c1 ( dt = 60 at t = 0
dx
= c1 = 60). So dt = 2500t + 60. Integrating again we get
x = 2500 2
2 t + 60t + c2 (x = 0 at t = 0 = c2 = 0.)
Car stops when dx dt = 0 = 2500t + 60 = 0
60
= t = 2500 (stopping time). So distance travelled is
602
x = 2500 60 2
2 ( 2500 ) + 2500 = 0.72 km.
2
27. ddt2x = 2500. Integrating we get dx dx
dt = 2500t + c1 ( dt = v0 at t = 0
= c1 = v0 ). So dx dt = 2500t + v0 . Integrating again we get
x = 2500
2 t 2
+ v 0 t + c2 (x = 0 at t = 0 = c2 = 0)
Car stops when dx dt = 0 = v0 2500t = 0
v0
= t = 2500 (stopping time). So distance travelled is
v0 2 v2 v2
x = 25002 ( 2500 ) + 2500 = 5000 km.
0 0

2
29. ddt2x = 6t. Integrating we get dx 2 dx
dt = 3t + c1 ( dt = 50 at t = 2
dx 2
= c1 = 62). So dt = 3t + 62. Integrating again we get
x = t3 + 62t + c2 (x = 0 at t = 2 = c2 = 116.)
Car stops when dx 2
dt = 0 = 3t + 62 = 0
q
= t = 62 3 (stopping time). So distance travelled is
q
x = t(62 t2 ) 116 = 62 62
3 (62 3 ) 116
q 62 32
= 62 2
3 ( 3 )62 116 = 2 3 116 km.
dy
31. (a) V =volume, dV 3
dt = Q m /h. Let snow depth be y. So dt = c
y = ct + c1 (y = 0 at t = 0 c1 = 0). Thus y = ct. Now
consider the snowplow has moved x over the time t and the
approximate change in volume over this time is V. Hence
V = w(x)y = wctx V x
t = wct t . Now taking limit
Q
as t 0 we get dt = Q = wct dt dx
dV dx 1
dt = wct = kt with
wc
k= Q.
R R
(b) dx 1
dt = kt . Separating the variables we get, dx = k1 1t dt
x = k1 ln t + a. At 11 A.M. t = 3 and x(3) = 0. So
0 = k1 ln 3 + a a = k1 ln 3. Then at noon (t = 4),
x(4) = k1 ln 4 k1 ln 3 = k1 ln 34 .
d2 y 2
33. dt2 = g = 9.8 m/sec . Integrating we get
dy dy
dt = 9.8t + c1 ( dt = v0 at t = 0 = c1 = v0 .) So
dy
dt = 9.8t + v0 . Integrating again we get
y = 92.8 t2 + v0 t + c2 (y = 0 at t = 0 = c2 = 0.)
At maximum height dy dt = 0 = v0 9.8t = 0
v0
= t = 9.8 (time at maximum height). So maximum height is
v0 2 v02 2
1 v0
2
1 v0

y = 9.8
2 ( 9.8 ) + 9.8 = 2 9.8 = 100 = 2 9.8 = v0 = 1960 m/sec.
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 3
2
d y 2
35. dt2 = g = 9.8 m/sec . Integrating we get
dy dy
dt = 9.8t + c1 ( dt = 0 at t = 0 = c1 = 0.)
So dy 9.8 2
dt = 9.8t. Integrating again we get y = 2 t + c2
9.8 2
(y = 200 at t = 0 = c2 = 200). y = 2 t + 200. Now to fall,
q
y = 0. So 0 = 9.8
2 t
2
+ 200
= 200 = t = = 20
9.8
sec. 9.8 2
2 t
400
9.8
R
t
37. Since x(t0 ) = x0 , the general solution x = f t dt + c becomes
0
Rt0 Rt0
x0 = f t dt + c = c = x0 f t dt. Hence the solution is
0 0
Rt Rt0 Rt
x= f t dt + x0 f t dt = x0 + f t dt.
0 0 t0

1.3 FIRST-ORDER SEPARABLE DIFFERENTIAL EQUATIONS

dx x+1
R R dx
1. dt = t . = dt
Separating variables gives . Integrating we get, x+1
|x+1|
t
x+1
ln |x + 1| = ln |t| + c1 ln |t| = c1 t = ec1
x+1t = e
c1
= c x = ct 1.
dx
R R
3. dt = e . Separating variables gives dx = et dt. Integrating we get,
t

x = et + c.
5. dx
dt
= tx + 4x + 3t + 12 = (x + 3) (t + 4) . Separating variables gives
R dx R 2

x+3 = (t + 4) dt. Integrating we get, ln |x + 3| = t2 + 4t + c1


t2 t2
|x + 3| = ec1 e 2 +4t x = ce 2 R+4t 3 R where c = ec1 .
dx
7. dt = 3. Separating variables gives dx = 3dt. Integrating we get,
x = 3t + c. R 5 R
9. dx 5
dt = x . Separating variables gives x dx = dt. Integrating we get,
4
x 4 = t + c. Using x(2) = 1 we get, 14 = 2 + c c = 94 .
1/4
Substituting c we get x4 = 9 4t x = (9 4t) .
11. dx 2 2
dt = x cos(t ). Separating variables gives x
2
dx = cos(t2 )dt. Using
Rx Rt 2
denite integrals we get, x2 dx = cos(t )dt
1 0
1
Rt 2 1
Rt 2
x + 1= cos(t )dt x =1 cos(t )dt
0 0
1
x = Rt 2
1 cos(t )dt
0
dx dx
13. = t cos(x1/2 ). Separating variables gives
dt cos(x1/2 )
= tdt. Using
Rx Rt
denite integrals we get, cos(xdx1/2 ) = tdt
2 1
Rx dx t2 1 1

cos(x1/2 )
= 2 2 = 2 t2 1 .
2
du t2 +1
R R2
15. dt = u2 +4 . Separating variables gives u2 + 4 du = t + 1 dt.
4 CHAPTER 1
3 3
Integrating we get, u3 + 4u = t3 + t + c. Using u(0) = 1 we get,
1 13
3 + 4 = c c = 3 . Substituting c we obtain the solution as
3 3
u + 12u = t + 3t + 13.

17. dx
dt = t2 x2 + x2
+ t2 + 1 = x2 + 1 t2 + 1 . Separating variables gives
R dx R2 3

x2 +1 = t + 1 dt. Integrating we get, tan


1
(x) = t3 + t + c
3
x = tan t3 + t + c . Using x(0) = 2 we get, c = tan1 (2). Hence
3
the solution is x = tan t3 + t + tan1 (2) .
R dx R
19. dx
dt = x (x 1) . Separating variables gives x(x1) = dt. Using
partial fractions to the integral on the left we get,
1 A B
x(x1) = x + x1 1 = A (x 1) + Bx. Putting x = 0 and 1,
respectively,
R dx R we have, A = 1
R dx R and B = 1. Hence
dx
x(x1) = = dt ln |x 1| ln |x| = t + c
x1 x1 x
x1
ln x = t + c x = ket where k = ec . Solving this
1
equation for x we obtain the general solution, x = 1ke t . Since x = 0

and x = 1 both satisfy the dierential equation they are also


solutions. The solution x = 1 corresponds to k = 0, however,
x = 0 is not included in the general solution for any nite k.
1
Hence the solutions are x = 1ke t and x = 0.
dx 2 R dx
R
21. dt = (x 1) (x 2) . Separating variables gives (x1)(x2) 2 = dt.
Using partial fractions to the integral on the left we get,
1 A B C

(x1)(x2)2
= x1 + x2 + (x2) 2

1 = A (x 2) + B (x 1) (x 2) + C (x 1) . Putting x = 1
and 2, respectively, we have, A = 1 and C = 1. Then equating
2
the
R coecients of
R xdx we have
R dx A +RB = 0B R = 1. Hence
dx dx
2 = x1 x2 + (x2) 2 = dt. Integrating both
(x1)(x2)
1
sides we obtain the solution, ln |x 1| ln |x 2| x2 = t + c.
Since x = 1 and x = 2 both satisfy the dierential equation they
are also solutions. Hence the solutions are
1
ln |x 1| ln |x 2| x2 = t + c, x = 1 and x = 2.
23. (tx + x) dt + (tx + t)
dx = 0. Dividing by tx we get,

1 + 1t dt + 1 + x1 dx = 0. Now integrating we have,

t + ln |t| + x + ln |x| = c ln |tx


| = t x + c
c t x t x c
tx
2= e e e 2 te xe = c where c = e 2.
25. t 4 dz + z 9 dt = 0. Dividing by t 4 z 2 9
we get, (z2dz9) + (t2dt = 0. Now we use the formula
R du 4)
1 ua
u2 a2 = 2a ln u+a (from integration table) to integrate and

1 t2 z3 1/6 t2 1/4
get 61 ln z3
z+3 + 4 ln = c ln t+2 =c
t+2 z+3
z3 1/6 t2 1/4 1/6 1/4
= ec z3 t2
= ec
z+3 t+2 z+3 t+2
1 41 1 3
z3 6 t+2 4 t+2 2
z+3 = ec t2 t+2 = ec t2 z3z+3 = c t2
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 5
6
where c = (ec ) .
27. et+x dt + e2t3x dx = 0. Dividing by ex e2t we get,

4x
et dt + e4x dx = 0. Now integrating we have, et e 4 = c

4x t t
e = 4e 4c 4x = ln (4e 4c)
x = 41 ln (4et + k) where k = 4c.
29. z = at + bx + c. Dierentiating with respect to t we get,

dz dx dz
dt = a + b dt dt = a + bf (z) which is a dierential equation

in
R z dz
and t and R can be solved by separation of variables as
a+bf (z) = dt.
dx 2
31. dt= (t + 4x 1) . Let z = t + 4x 1. Then dx 2
dt = z = f (z)
dz dx 2
and dt = 1 + 4 dt = 1 + 4z . Separating the variables we get,
R dz R
1+4z 2 = dt. We use the substitution u = 2z dz = 12 du
R du R
to integrate the left hand side. This gives 12 1+u 2 = dt
1 1 1 1
2 tan (2z) = t + c 2 tan (2t + 8x 2) = t + c.
1
33. dx
dt = e t+x
(t + x) 1. Let z = t + x. Then dx z 1
dt = e z 1
dz dx z 1 z 1
and dt = 1 + dt = R 1 + e z
R 1 = e z . Separating the
variables we get, zez dz = dt. We use integration by parts
to integrate the left Rhand side asR u = z du = R dz and dv z= ez dz.
z z
Rv = e . Then ze dz = udv = uv vdu = ze
+ ez dz = zez ez . This gives ez (z + 1) = t + c.
Substituting z = t + x we get the solution as e(t+x) (t + x + 1)
= t + c etx (t + x + 1) = t + c.

1.4 DIRECTION FIELDS

1.

x
0

2 0 2
t
6 CHAPTER 1

3.

x
0

2 0 t 2

5.

x
0

2
0 2
t

1.4.1 Existence and Uniqueness


dx x 1
1. = 1+t
dt 2 = f (t, x) and fx = 1+t2 are continuous for all (t, x) . So

unique solution exists for all (t0 , x0 ) .


2 7/3
4/3

3. dxdt = 1 t x
2
= f (t, x) and fx = 73 1 t2 x2 are
continuous for all (t, x) . So unique solution exists for all (t0 , x0 ) .
1/5
5. dx
dt = (x + t) = f (t, x) is continuous for all (t, x) but fx = 5(x+t)1
4/5

is not continuous for x + t = 0.So unique solution exists for all


(t0 , x0 ) such that x0 + t0 6= 0.
7. dx cos t cos t
dt = x1 = f (t, x) and fx = (x1)2 are not continuous at x = 1.
So unique solution exists for all (t0 , x0 ) such that x0 6= 1.

2 3/2
1/2
9. dx 2
dt = 1 t 2x = f (t, x) and fx = 6x 1 t2 2x2
are continuous for 1 t2 2x2 > 0. So unique solution exists for
all (t0 , x0 ) such that t20 + 2x20 < 1.
dx 1
11. dt = t1/3 = f (t, x) is not continuous at t = 0 although fx = 0 is
continuous everywhere. So unique solution exists for all (t0 , x0 )
such that t0 = 6 0.
13. (a) Dierentiating t2 + x2 = c wrt(with respect to) t we get,
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 7

2t + 2x dx dx t 2 2
dt = 0 dt = x
. Hence t + x = c denes
a solution.

(b) graph
(c) At x0 = 0, as f (t, x) = xt and fx = xt2 are discontinuous at
this point.
15. (a) Dierentiating t + x2 = c wrt t we get, 1 + 2x dx dt = 0.

Hence t + x2 = c denes a solution.

(b) graph
(c) Here dx 1 1
dt = 2x = f (t, x) and fx = 2x2 are discontinuous at
x0 = 0. Hence the theorem fails to hold at this point.
17. (a) Dierentiating x = c sin t wrt t we get,
dx x cos t
dt = c cos t = c x cos t = cx c sin t = x cot t.
Hence x = c sin t denes a solution.
(b) graph
(c) Here dx cos t cos t
dt = x sin t = f (t, x) and fx = sin t are discontinuous
when sin t = 0 t = n for n = 0, 1, 2, ...Hence the
theorem fails to hold at the point t0 = n for n = 0, 1, 2, ...
1
19. (a) Dierentiating x = t+c wrt t we get, dx 1 2
dt = (t+c)2 = x .
1
Hence x = t+c denes a solution.
(b) graph
(c) Here dx 2
dt = x = f (t, x) and fx = 2x are continuous
everywhere. Hence there is NO point where the theorem
fails to holds.
1/5
21. (a) For x = 1, l.h.s. is dx
dt = 0 and r.h.s. = (x 1) = 0.
4 5/4 1/4
For x = 5 t + c + 1, l.h.s. is dx
dt = 4
5 t + c and
1/5 1/4
1/5 5/4
r.h.s. = (x 1) = 45 t + c +11 = 54 t + c .
dx
(b) By separating the variables we get, (x1) 1/5 = dt which, on
4 5/4
integration, becomes x = 5 t + c + 1. Then using the
initial condition x0 = 1 for any t0 we get c = 45 t0 and thus
5/4
one solution is x = 54 t 45 t0 + 1. Another solution is
clearly x = 1 because it satises the initial condition as
well as the dierential equation. So there are at least two
solutions through the point (t0 , x0 ) with x0 = 1.
(c) Graph
1/5
(d) Although f (t, x) = (x 1) is continuous everywhere,
1
fx = (x1)4/5 is not continuous at x0 = 1. As a result,
uniqueness does not hold and two solutions in part (b)
is not a surprise.

1.5 EULERS NUMERICAL METHOD (OPTIONAL)

dx
1. dt = x t = f (t, x) , t0 = 0, x0 = 1, h = 0.5. We use recursive formula,
8 CHAPTER 1

xn+1 = xn + hf (tn , xn ) = xn + 0.5 (xn tn ), where tn+1 = tn + h


to approximate
x1 = x0 + h (x0 t0 ) = 1 + 0.5(1 0) = 1.5 at t1 = 0.5
x2 = x1 + h (x1 t1 ) = 1.5 + 0.5(1.5 0.5) = 2 at t2 = 1
x3 = x2 + h (x2 t2 ) = 2 + 0.5(2 1) = 2.5 at t3 = 1.5
x4 = x3 + h (x3 t3 ) = 2.5 + 0.5(2.5 1.5) = 3 at t4 = 2
So estimate for x(2) is x4 = 3.
3. dx 2
dt = tx = f (t, x) , t0 = 0, x0 = 1, h = 1. We use recursive formula,
xn+1 = xn + hf (tn , xn ) = xn tn x2n , where tn+1 = tn + h
to approximate

x1 = x0 ht0 x20 = 1 0 = 1 at t1 = 1

x2 = x1 ht1 x21 = 1 1 = 0 at t2 = 2

So estimate for x(2) is x2 = 0.

5. dx
dt = 2x 4t = f (t, x) , t0 = 0, x0 = 1, h = 0.5. We use recursive
formula,
xn+1 = xn + hf (tn , xn ) = xn + 0.5 (2xn 4tn ) = 2 (xn tn ) ,
where tn+1 = tn + h to approximate
x1 = 2 (x0 t0 ) = 2(1 0) = 2 at t1 = 0.5
x2 = 2 (x1 t1 ) = 2(2 0.5) = 3 at t2 = 1
x3 = 2 (x2 t2 ) = 2(3 1) = 4 at t3 = 1.5
x4 = 2 (x3 t3 ) = 2(4 1.5) = 5 at t4 = 2
So estimate for x(2) is x4 = 5.
7. dx
dt = sin x = f (t, x) , t0 = 0, x0 = 0, h = 0.5. We use recursive
formula,
xn+1 = xn + hf (tn , xn ) = xn + 0.5 (sin xn ) , where tn+1 = tn + h
to approximate
x1 = x0 + 0.5 sin x0 = 0 at t1 = 0.5
x2 = x1 + 0.5 sin x1 = 0 at t2 = 1
Similarly, xi = 0 at ti for all i = 0, 1, ..., 8.
So estimate for x(4) is x8 = 0.
9. (a) dx
dt = 20x = f (t, x) , t0 = 0, x0 = 1, h = 0.2.
We use recursive formula,
xn+1 = xn + hf (tn , xn ) = xn + 0.2 (20xn ) = 3xn .
n
Here xn = (3) at tn = 0.2n, n = 0, 1, 2, ...
10
So estimate for x(2) is x10 = (3) = 59049.
(b) xn oscillates wildly as n . x(2) = e40 = 4.248 1018 .
So x10 = 59049 is not a very good approximation.
11. (a) dx
dt = 20x = f (t, x) , t0 = 0, x0 = 1, h = 0.01.
We use recursive formula,
xn+1 = xn + hf (tn , xn ) = xn + 0.01 (20xn ) = 0.8xn .
n
Here xn = (0.8) at tn = 0.01n, n = 0, 1, 2, ...
200
So estimate for x(2) is x200 = (0.8) = 4.1495 1020 .
(b) In this case, xn 0 as n , so the numerical solution behaves
like the actual solution x = e20t and the statement
x200 x(2) = e40 = 4.248 1018 is not too bad.
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 9
dx
13. = x2 = f (t, x) , t0 = 0, x0 = 1, h = 0.2.
dt
We use recursive formula,
xn+1 = xn + hf (tn , xn ) = xn + 0.2x2n , where tn+1 = tn + h
to approximate
x1 = x0 + 0.2x20 = 1 + 0.2 = 1.2 at t1 = 0.2
x2 = x1 + 0.2x21 = 1.2 + 0.288 = 1.488 at t2 = 0.4
x3 = x2 + 0.2x22 = 1.488 + 0.443 = 1.9308 at t3 = 0.6
x4 = x3 + 0.2x23 = 1.9308 + 0.7456 = 2.6764 at t4 = 0.8
x5 = x4 + 0.2x24 = 2.6764 + 1.4326 = 4.109 at t5 = 1
So estimate for x(1) is x5 = 4.109.
For h = 0.1 use the same formula and procedure as above.
There are 11 points this time, that is 10 steps after initial step
and the estimates for x(1) is x10 = 6.1289.
For h = 0.01 the estimates for x(1) is 30.3897 using software
and for h = 0.001 the estimates for x(1) is 193.1368 using
software.
15. dx 2
dt = 1 2x + x = f (t, x) , t0 = 0, x0 = 5, h = 0.2.
We use recursive formula,

xn+1 = xn + hf (tn , xn ) = xn + 0.2 1 2xn + x2n


2
= xn + 0.2 (xn 1) , where tn+1 = tn + h to approximate

2
x1 = x0 + 0.2 (x0 1) = 5 + 7.2 = 2.2 at t1 = 0.2

2
x2 = x1 + 0.2 (x1 1) = 2.488 at t2 = 0.4

2
x3 = x2 + 0.2 (x2 1) = 2.931 at t3 = 0.6

2
x4 = x3 + 0.2 (x3 1) = 3.676 at t4 = 0.8

2
x5 = x4 + 0.2 (x4 1) = 5.109 at t5 = 1

2
x6 = x5 + 0.2 (x5 1) = 8.486 at t6 = 1.2

2
x7 = x6 + 0.2 (x6 1) = 19.694 at t7 = 1.4

2
x8 = x7 + 0.2 (x7 1) = 89.591 at t8 = 1.6

2
x9 = x8 + 0.2 (x8 1) = 1659.265 at t9 = 1.8

2
x10 = x9 + 0.2 (x9 1) = 551627.57 at t10 = 2
So estimate for x(2) is x10 = 551627.57 and it seems to tend
to innity.
17. dx 2
dt = 1 2x + x = f (t, x) , t0 = 0, x0 = 5, h = 0.1.
We use recursive formula,
xn+1 = xn + hf (tn , xn ) = xn + 0.1 1 2xn + x2

n
2

= xn + 0.1 (xn 1) , where tn+1 = tn + h to approximate


2

x1 = x0 + 0.1 (x0 1) = 1.4 at t1 = 0.1


2

x2 = x1 + 0.1 (x1 1) = 0.824 at t2 = 0.2


2

x3 = x2 + 0.1 (x2 1) = 0.4913 at t3 = 0.3


2

x4 = x3 + 0.1 (x3 1) = 0.2689 at t4 = 0.4


2

x5 = x4 + 0.1 (x4 1) = 0.1079 at t5 = 0.5


2

x6 = x5 + 0.1 (x5 1) = 0.0148 at t6 = 0.6


2

x7 = x6 + 0.1 (x6 1) = 0.1119 at t7 = 0.7


2

x8 = x7 + 0.1 (x7 1) = 0.1908 at t8 = 0.8


10 CHAPTER 1

x9 = x8 + 0.1 (x8 1) = 0.2563 at t9 = 0.9

x10 = x9 + 0.1 (x9 1) = 0.3116 at t10 = 1

x11 = x10 + 0.1 (x10 1) = 0.359 at t11 = 1.1

x12 = x11 + 0.1 (x11 1) = 0.4 at t12 = 1.2

x13 = x12 + 0.1 (x12 1) = 0.436 at t13 = 1.3

x14 = x13 + 0.1 (x13 1) = 0.4678 at t14 = 1.4

x15 = x14 + 0.1 (x14 1) = 0.4961 at t15 = 1.5

x16 = x15 + 0.1 (x15 1) = 0.5215 at t16 = 1.6

x17 = x16 + 0.1 (x16 1) = 0.5444 at t17 = 1.7

x18 = x17 + 0.1 (x17 1) = 0.5652 at t18 = 1.8

x19 = x18 + 0.1 (x18 1) = 0.5841 at t19 = 1.9

x20 = x19 + 0.1 (x19 1) = 0.6014 at t20 = 2

So estimate for x(2) is x20 = 0.6014.

1.6 FIRST-ORDER LINEAR DIFFERENTIAL EQUATIONS

1.6.1 Form of the General Solution


There are no exercises in this subsection.

1.6.2 Solutions of Homogeneous First-Order Linear Dierential


Equations
R dx R
1. dx
dt = 3x. By separation we obtain x = 3 dt. Integration yields
ln |x| = 3t + c1 |x| = ec1 e3t x = ce3t , where
R dx R c = ec1 .
dx
3. dt = 2tx. By separation we obtain x = 2tdt. Integration yields
2 2
ln |x| = t2 + c1 |x| = ec1 et x = ceRt , where c R= ec1 .
5. 2t dx
dt + x = 0. By separation we obtain x =
dx 1 dt
2 t . Integration
1/2
yields ln |x| 1
1/2
1/2 =c 2 ln |t|1/2+ c1 cln |x| + ln t1/2 = c1 ln xt c = c1
xt = e 1 xt = e 1 x = ct where c = e 1 .
R dx R
7. dx
dt + (cos t) x = 0. By separation we obtain x
= cos tdt.
Integration yields ln |x| = sin t + c1 |x| = ec1 e sin t
sin t
x= ce 1/2, where
c = ec1 .
dx
9. dt + cos(t ) x = 0. By separation we obtain
R dx R 1

x = cos(t 2 )dt. Denite integration yields

t

Rt 1 R 1

ln |x| = cos(s 2 )ds + c1 |x| = ec1 exp cos(s 2 )ds


0 0
Rt 1

x = c exp cos(s 2 )ds , where c = ec1 .


0 R R
11. dx
dt = 5x. By separation we obtain dx x
= 5 dt. Integration
yields ln |x| = 5t + c1 x = ec1 e5t = ce5t . Using the initial
condition x(0) = 9 we get, c = 9 and R dxthe solution
R is x = 9e5t .
dx
13. dt = 9x. By separation we obtain x = 9 dt. Integration
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 11

yields ln |x| = 9t + c1 x = ec1 e9t = ce9t . Using the initial


condition x(3) = 7 we get, 7 = ce27
c = 7e27 and the
solution is x = 7e9t27 = 7e9(t3) . R dx R sin t

dx sin t
15. dt + 4+e t x = 0. By separation we obtain x = 4+et dt.
Rt sin s
Denite integration yields ln |x| = 4+es ds + c1
t 5
R sin s
x = c exp 4+es ds . Using the initial condition x(5) = 10
5 t
R sin s
we get, c = 10 and the solution is x = 10 exp 4+e s ds .
R 5R
17. dx
dt + t
2
x = 0. By separation we obtain dx x =
1
t2 dt.
Integration yields ln |x| = 1t + c1 x = ec1 e1/t = ce1/t .
Using the initial condition x(1) = 3 we get, 3 = ce
c = 3e1 and the solution is x = 3e( t 1) .
1

1.6.3 Integrating Factors for First-Order Linear Dierential Equa


tions
t
19. t dx
dt +R
x = et dx x e 1
dt + t = t , p(t) = t . The integrating factor is
e p(t)dt = eln|t| = t. Multiplying by integrating factor we get
t dx t d t
dt + x = e dt (xt) = e . Integration yields xt = e + c.
t

Using the initial condition x(1) = 1 we get, 1 = e + c


t
c = 1 e. Hence the solution is xt = et + 1 e x = e +1e .
R R t
21. dx = 3et
. By integration we obtain dx = 3 et
dt x = 3e t
+ c.
dt
23. t2 + 1 dx dx 2t 1 2t
dt + 2tx = 1 dt + (t2 +1) x = (t2 +1) , p(t) = (t2 +1) .
R R 2t
p(t)dt dt
The integrating factorR e2t = e (t2 +1) . Using the substitution
u = t + 1 we have (t2 +1) dt = ln t2 + 1 and then the integrating
2
2
factor is eln|t +1| = t2 + 1 = t2 + 1 (since positive for real t).
Multiplying
2 by integrating factor 2 we get
t + 1 dx
dt + 2tx = 1 d
dt x t + 1 = 1. Integration yields
t
x t2 + 1 = t + c x = t2 +1 + t2 c+1 .
R
25. dx
dt + 4x = t, p(t) = 4. The integrating factor is e
p(t)dt
= e4t .

Multiplying by integrating factor we get

e4t dx 4t 4t
dt +R4e x = te dt xe
d 4t
= te4t . Integration yields
xe4t = te4t dt. We use integration by parts on the r.h.s. as
u = t R du = dt and Rdv = e4t dt v = R41 e4t . Then
r.h.s.= udv = uv vdu = 41 te4t 14 e4t dt = 41 te4t 16 1 4t
e .
1 1 1 1
So xe4t = 4 te4t 16 e4t + c x = 4 t 16 + ce4t .
1
Using the initial condition x(0) = 0 we have, c = 16 .

1 1 1
4t
Hence the solution is x = 4 t 16 + 16 e .
27. t dx
dt
R
= 2x dx 2 2
dt R t x = 0, p(t) = t . The integrating factor is
p(t)dt 2 1t dt 2 ln t 2
e =e =e =t .
Multiplying by integrating factor we get
12 CHAPTER 1
x
t2 dx 2 d
dt t3 x = 0 dt t2 = 0. Integration yields
x
t2 = c. Using the initial condition x(1) = 4 we have, c = 4.
Hence the solution is x = 4t2 . This can also be done by
separation.
29. t2 dx
dt + tx = R
1 dxdt +
1
R t1
x = t2 , p(t) = 1t . The integrating
factor is e p(t)dt = e t dt = eln t = t.
Multiplying by integrating factor we get
t dx 1 d 1
dt + x = t dt (xt) = t . Integration yields
xt = ln t + c x = t ln t + ct1 .
1

31. t dx dx 3 3
dt + 3x =R t dt + tRx = 1, p(t) = t . The integrating
1
factor is e p(t)dt = e3 t dt = e3 ln t = t3 .
Multiplying by integrating 3 factor we get
t3 dx
dt + 3t 2
x = t 3
d
dt t x = t 3
. Integration yields
4
t3 x = t4 + c x = 41 t + ct3 .

One solution, 14 t, is continuous at (0, 0) . All other solutions

approaches as t 0.

33. t dx 2 dx
dt x = tR dt t x
1
R 1
= t, p(t) = 1t . The integrating
factor is e p(t)dt = e t dt = e ln t = t1 .
Multiplying by integrating 1factor
we get
t1 dxdt + t 2
x = 1 d
dt t x = 1. Integration yields
t1 x = t + c x = t2 + ct.
All solutions are continuous and pass through (0, 0) .

dx
35. dtR+ 2tx = 1, p(t) = 2t. The integrating factor is
R 2
e p(t)dt = e 2tdt = et . Multiplying
by integrating factor
2 2
t dx t t2 d t2 t2
we get e dt + 2te x = e dt e x = e . Denite
2 Rt 2 2 R
t 2 2
integration yields et x = es ds + c x = et es ds + cet .
0 0
dx
37. + t2 x = t, p(t) = t2 . The integrating factor is
dtR
1 3
e p(t)dt = e 3 t . Multiplying by integrating factor we get
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 13
1 3 dx 1 3 1 3
1 3

t 2 3t
d 3t x
e3 dt + t x = te dt e = te 3 t .
1 3 Rt s3
Denite integration yields e 3 t x = se 3 ds + c
0
t3 Rt s3 t3
x=e 3 se 3 ds + ce 3 .
0
dx
39. dtR + et x = 3, p(t) = et . The integrating factor is
t
e p(t)dt = ee . Multiplying by integrating
factor we get
t
e dx t et d et et
e dt + e x = 3e dt e x = 3e .
t Rt s
Denite integration yields ee x = 3 ee ds + c
0
et
Rt es et
x = 3e e ds + ce .
0
dx 1
41. dtR+ x = t+1 , x(2) = 1, p(t) = 1. The integrating factor is
p(t)dt t
e = e . Multiplying by integrating factor we get
et et
et dxdt + x = t+1 d
dt (et x) = t+1 . Denite integration yields
Rt s
e
et x = s+1 ds + c. Using initial condition we get,

Rt es
c = e2 and the solution is x = et s+1 ds + e2t .

43. 3t dx dx 1 1 1
dt x = t sin t dt 3tR x = 3 sin t, x(5) = 0, p(t) = 3t .
1
The integrating factor is e p(t)dt = e 3 ln t = t1/3 . Multiplying
by integrating factor we get t1/3 dx 1
dt 3t x = 3 t
1 1/3
sin t
d
1/3 1 1/3
dt t x = 3t sin t. Denite integration yields
Rt
t1/3 x = 31 s1/3 sin sds + c. Using initial condition we get,
5
Rt
c = 0 and the solution is x = 13 t1/3 s1/3 sin sds.

t
45. 7t dx t dx 1 1e 1

dt + x =R e dt + 7t x = 7 t , p(t) = 7t . The integrating


1
factor is e p(t)dt = e 7ln t = t1/7 . Multiplying
1/7 byeintegrating factor
et t
we get t1/7 dx 1
dt + 7t x = 7t6/7 dt t
d
x = 7t6/7 . Denite
Rt
integration yields t1/7 x = 17 s6/7 es ds + c

0
1 1/7
Rt 6/7 s
x= 7t s e ds + ct1/7 .
0

dx 1 dt dt

47. dt = x+t dx = x + t dx t = x, p(x) = 1. The integrating


R
p(x)dx x
factor e = ex . Multiplying by integrating factor we get
dt d
ex dx t
R x = xe dx (te x
) = xex . Integration yields
x
te = xe dx + c. We use integration by parts on the r.h.s. as
x x
u=x R du = dx andR dv = e dx x v= R e . Then
r.h.s.= udv = uv vdu = xe + e dx = xex ex .
x

So tex = xex ex + c t = x 1 + cex .


14 CHAPTER 1
R
49. Let u = e p(t)dt be the integrating factor of dx dt + p(t)xR = f (t). If we
introduce an arbitrary constant Rc1 while we compute R
p(t)dtR then
new integrating factor is u1 = e p(t)dt+c1 = ec1 e p(t)dt = c2 e p(t)dt
where c2 = ec1 > 0. Multiplying the dierential
equation by this new
integrating factor we get, u1 dx dt + p(t)x = u 1 (t)
f
d
dt (u1 x) R
= u1 f (t) which, on Rintegration, becomes
R R
u1 x = u1 f (t)dt + c3 c2 e p(t)dt x = c e p(t)dt
R 2
f (t)dt + c3 .
R
p(t)dt p(t)dt
R R p(t)dt
Dividing R
by c2 e we get x = e e f (t)dt
c3 p(t)dt c3
+ c2 e . Now writing c2 = c we have the same general solution
R R R R
x = e p(t)dt R
f (t)e p(t)dt dt + ce p(t)dt as (23) .
51. Let u = e p(t)dt be the integrating factor of dx + p(t)x = f (t). So
d dx du dx
dxdt
(ux) = u + x = u + xp(t)u = u dt
xp(t) . Now
+
dt dt dt
d

dt
d

since k is a constant dt (kux) = k dt (ux) = ku dx dt + xp(t)
which implies that ku is also an integrating factor of (19) as the
d
product dt (kux) of l.h.s. of (19) and ku is easily integrable with
respect to
sin t t.
53. dx
dt + t x = q(t) dx dt + p(t)x = q(t) where p(t) =R t .
sin t

Multiplying
R this equation
byR the integrating factor e p(t)dt we get
p(t)dt dx
e dt + p(t)x = q(t)e p(t)dt
R R
d p(t)dt
dt xe = q(t)e p(t)dt . Denite integral yields
R Rt R
e p(t)dt x(t) = c + q t e p(t)dt dt. Particular solution with
0
R Rt R
xp (0) = 0 gives c = 0. Then xp = e p(t)dt
q t e p(t)dt
dt
0
Rt R R Rt
xp = e p(t)dt e p(t)dt q t dt = G t, t q t dt where
0 R R R 0
R
G t, t = e p(t)dt e p(t)dt = e p(t)dt p(t)dt .

Using denite integrals yields ! !


Rt Rt Rt
G t, t = exp p(s)ds p(s)ds = exp p(s)ds
0 t
!0 !
Rt sin s Rt
= exp s ds = exp sins s ds .
t t
dx
55. dt
+ p(t)x = f (t). From the change of variable Rx = u(t)x1 (t)
dx1
we have dx du
dt = dt x1 + u dt . But since x1 = e
p(t)dt
,

dx1 dx du
dt = x1 p(t). Thus dt = dt x1 ux1 p. Plugging in the
original
R
equation we get, du dt xR1 ux1 p + ux1 p = f (t)
du p(t)dt du
dt e R = f (t) dt = e p(t)dtR f (t). Integrating we get,
R R R
u = f (t)e p(t)dt dt. Then x = e p(t)dt f (t)e p(t)dt dt.
Comparison: Fromthe original equation, the integrating factor is
R R R
p(t)dt d p(t)dt p(t)dt
e and so dt e x = f (t)e . Integrating we get,
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 15
R
p(t)dt
R R
p(t)dt
R R R
e x= f (t)e dt x = e p(t)dt
f (t)e p(t)dt
dt.

1.7 LINEAR FIRST-ORDER DIFFERENTIAL EQUATIONS


WITH CONSTANT COEFFICIENTS AND CONSTANT INPUT

dx
1. dt 8x = 0. Substituting x = ert we get, rert 8ert = 0. Dividing
by ert 6= 0, we have, r = 8. Thus the general solution is x = ce8t .
dx rt
3. dt = 2x. Substituting x = e we get, rert = 2ert . Dividing
by e 6= 0, we have, r = 2. Thus the general solution is x = ce2t .
rt
dx rt
5. dt + 7x = 0. Substituting x = e we get, rert + 7ert = 0. Dividing
by e 6= 0, we have, r = 7. Thus the general solution is x = ce7t .
rt
dx rt
7. dt + x = 0. Substituting x = e we get, rert + ert = 0. Dividing
by e 6= 0, we have, r = 1. Thus the general solution is x = cet .
rt
dx rt
9. dt = 5x. Substituting x = e we get, rert = 5ert . Dividing
by e 6= 0, we have, r = 5. Thus the general solution is x = ce5t .
rt
dx 8
11. dt + 3x = 8. Substituting xp = A we get, 3A = 8 A = 3 . Thus
8
xp = 3 . Let the associated homogeneous solution be x1 = ert .
Then rert + 3ert = 0. Dividing by ert 6= 0, we have, r = 3.
Thus the general solution is x = 38 + ce3t .
dx 9
13. dt 4x = 9. Substituting xp = A we get, 4A = 9 A = 4 .
9
Thus xp = 4 . Let the associated homogeneous solution be x1 = ert .
Then rert 4ert = 0. Dividing by ert 6= 0, we have, r = 4.
Thus the general solution is x = 94 + ce4t .
dx 4 4 15
15. dt 5 x = 3. Substituting xp = A we get, 5 A = 3 A = 4 .
15
Thus xp = 4 . Let the associated homogeneous solution be x1 = ert .
4 rt
Then rert 5 e = 0. Dividing by ert 6= 0, we have, r = 54 .
4
Thus the general solution is x = 15 5t
4 + ce .
dx 2 4 2 4
17. dt + 3 x = 3 . Substituting xp = A we get, 3 A = 3 A = 2.
Thus xp = 2. Let the associated homogeneous solution be x1 = ert .
Then rert + 23 ert = 0. Dividing by ert 6= 0, we have, r = 23 .
2
Thus the general solution is x = 2 + ce 3 t .
dx
19. dt = 2x + 18. Substituting xp = A we get, 2A + 18 = 0 A = 9.
Thus xp = 9. Let the associated homogeneous solution be x1 = ert .
Then rert = 2ert . Dividing by ert 6= 0, we have, r = 2.

Thus the general solution is x = 9 + ce2t


.
dx 17 17 17
21. dt = x 3 . Substituting xp = A we get, A 3 = 0 A = 3 .
Thus xp = 17 3 . Let the associated homogeneous solution be x1 = ert
.

Then rert = ert . Dividing by ert 6= 0, we have, r = 1.

Thus the general solution is x = 17 t


3 + ce .

dx 4t 4t
23. dt + 7x = 8e . Substituting xp = Ae we get,
4Ae4t + 7Ae4t = 8e4t .
Dividing by e4t 6 = 0, we have, 4A + 7A = 8 A = 83 . Thus
xp = 83 e4t . Let the associated homogeneous solution be x1 = ert .
16 CHAPTER 1

Then rert + 7ert = 0. Dividing by ert 6= 0, we have, r = 7.

Thus the general solution is x = 83 e4t + ce7t .

dx 5t
25. dt 2x = 3e . Substituting xp = Ae5t we get,

5t 5t
5Ae 2Ae = 3e5t .
Dividing by e 5t
6= 0, we have, 5A 2A = 3 A = 73 . Thus
3 5t
xp = 7 e . Let the associated homogeneous solution be x1 = ert .

Then rert 2ert = 0. Dividing by ert 6= 0, we have, r = 2.

Thus the general solution is x = 73 e5t + ce2t .

dx 4t 4t
27. dt + 4x = 3e . Substituting xp = Ae we get, 4Ae4t + 4Ae4t = 3e4t .

Dividing by e4t 6= 0, we have, 4A + 4A = 3 A = 83 . Thus


xp = 38 e4t . Let the associated homogeneous solution be x1 = ert .

Then rert + 4ert = 0. Dividing by ert 6= 0, we have, r = 4.

Thus the general solution is x = 83 e4t + ce4t .

dx 2t
29. dt + 3x = 3e . Substituting xp = Ae2t we get,

2t
2Ae + 3Ae2t = e2t .
Dividing by e2t 6= 0, we have, 2A + 3A = 1 A = 1. Thus
xp = e2t . Let the associated homogeneous solution be x1 = ert .
Then rert + 3ert = 0. Dividing by ert 6= 0, we have, r = 3.
Thus the general solution is x = e2t + ce3t .
dx
31. dt +7x = 3+5t. Substituting xp = At+B we get, A+7At+7B = 3+5t.
Equating the coecients of t and 1 we have 7A = 5 A = 57 and
A + 7B = 3 7B = 3 75 = 16 7 B = 49
16
5 16
Thus xp = 7 t + 49 .
dx
33. dt + 2x = 14t. Substituting xp = At + B we get, A + 2At + 2B = 14t.
Equating the coecients of t and 1 we have 2A = 14 A = 7 and
A + 2B = 0 2B = A = 7 B = 27 .
Thus xp = 7t 27 .

dx 2 2
35. dt + x = 2t + 5t 8. Substituting xp = At + Bt + C we get,

2 2
2At + B + At + Bt + C = 2t + 5t 8.

Equating the coecients of t2 , t and 1 we have A = 2,

2A+B = 5 B = 52A = 1, and B +C = 8 C = 8B = 9

Thus xp = 2t2 + t 9.

dx 3 3 2
37. dt + 3x = t . Substituting xp = At + Bt + Ct + D we get,

3At + 2Bt + C + 3At + 3Bt + 3Ct + 3D = t3 .

2 3 2

Equating the coecients of t3 , t2 , t and 1 we have 3A = 1 A = 13 ,

3A + 3B = 0 B = A = 31 , 2B + 3C = 0 C = 23 B = 92 ,
C + 3D = 0 D = 13 C = 27 2
1 3 1 2 2 2
Thus xp = 3 t 3 t + 9 t 27 .
dx
39. dt + 5x = t. Substituting xp = At + B we get, A + 5B + 5At = t.
Equating the coecients of t and 1 we have 5A = 1 A = 51 and
A + 5B = 0 B = 51 A = 25 1
.

1 1

Thus xp = 5 t 25 .
dx
41. dt + 2x = 3 sin 6t. Substituting xp = A sin 6t + B cos 6t we get,
6A cos 6t 6B sin 6t + 2A sin 6t + 2B cos 6t = 3 sin 6t.
Equating the coecients of cos 6t and sin 6t we have
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 17

cos 6t : 6A + 2B = 0
sin 6t : 2A 6B = 3
Solving these equations for A and B (multiplying rst equation by 3
3 9
and adding with the second) we get A = 20 and B = 20 .
3 9
Thus xp = 20 sin 6t 20 cos 6t.
dx
43. dt 5x = 2 cos t. Substituting xp = A cos t + B sin t we get,
A sin t + B cos t 5A cos t 5B sin t = 2 cos t.
Equating the coecients of sin t and cos t we have
sin t : A 5B = 0
cos t : 5A + B = 2
Solving these equations for A and B (multiplying second equation
5 1
by 5 and adding with the rst) we get A = 13 and B = 13 .
1 5
Thus xp = 13 sin t 13 cos t.
dx
45. dt + 4x = 3 cos 2t + 5 sin 2t. Substituting xp = A cos 2t + B sin 2t
we get, 2A sin 2t + 2B cos 2t + 4A cos 2t + 4B sin 2t
= 3 cos 2t + 5 sin 2t.
Equating the coecients of sin 2t and cos 2t we have
sin 2t : 2A + 4B = 5
cos 2t : 4A + 2B = 3
Solving these equations for A and B (multiplying rst equation by 2
and adding with the second) we get B = 13 10 and A = 10 .
1
1 13
Thus xp = 10 cos 2t + 10 sin 2t.
dx
47. dt + 6x = cos t + sin 5t. Substituting xp = A cos t + B sin t + C sin 5t
+D cos 5t we get, A sin t + B cos t + 5C cos 5t 5D sin 5t + 6A cos t
+6B sin t + 6C sin 5t + 6D cos 5t = cos t + sin 5t.
Equating the coecients we have
cos t : 6A + B = 1
sin t : A + 6B = 0
cos 5t : 5C + 6D = 0
sin 5t : 6C 5D = 1
Solving the rst pair of equations for A and B (multiplying second
1 6
equation by 6 and adding with the rst) we get B = 37 and A = 37 .
Similarly, to solve the second pair of equations for C and D,
6
multiply the rst by 5 and the second by 6 and add to get C = 61
5
and D = 61 .
6 1 6 5
Thus xp = 37 cos t + 37 sin t + 61 sin 5t 61 cos 5t.
dx
49. dt 9x = 5 + 2 sin 3t. Substituting x p = A + B sin 3t + C cos 3t
we get, 3B cos 3t 3C sin 3t 9A 9B sin 3t 9C cos 3t = 5 + 2 sin 3t.
Equating the coecients we have
Non-t : 9A = 5 A = 59
cos 3t : 3B 9C = 0
sin 3t : 9B 3C = 2
Solving last pair of equations for B and C (multiplying the rst
equation by 3 and adding with the second) we get
1
C = 15 and B = 15 . Thus xp = 95 15 sin 3t 15 1
cos 3t.
18 CHAPTER 1

dx
51. dt + x = 2e3t + sin t. Substituting xp = Ae3t + B sin t + C cos t
we get, 3Ae3t + B cos t C sin t + Ae3t + B sin t + C cos t = 2e3t + sin t.
Equating the coecients we have
e3t : 3A + A = 2 A = 21
cos t : B+C =0
sin t : BC =1
Solving last pair of equations for B and C (adding ) we get
B = 21 and C = B = 21 .Thus xp = 12 e3t + sin t cos t .
dx 3t
53. dt + 3x = 8e . Substituting xp = Ae3t we get,
3t
3Ae + 3Ae3t = 8e3t 8e3t = 0 which is impossible
becasue e3t 6= 0, t. So a simple exponential, Ae3t , does not
work as a particular solution becasue e3t is a solution of the
associated homogeneous equation.
R by the integrating factor method : The integrating factor
Solve
is e 3dt = e3t . Multiplying
the equation
by the integrating factor
we get e3t dx dt + 3x = 8 d
dt xe3t
= 8. Integrating we have
xe3t = 8t + c x = 8te3t + ce3t .
Conjecture:
Notice that the particular solution part of this general solution is a
constant multiple of t times the exponential. This indicates that we
may nd a particular solution by substituting Ate3t , when simple
exponential forcing e3t is a solution of the associated
homogeneous equation.
dx 2t 2t
55. dt 2x = 7e . Substituting xp = Ae we get,
2t 2t 2t 2t
2Ae 2Ae = 7e 7e = 0 which is impossible
becasue e2t 6= 0, t. So a simple exponential, Ae2t , does not
work as a particular solution becasue e2t is a solution of the
associated homogeneous equation.
Substituting x = ve2t we get, dv 2t 2t
dt e + 2ve 2ve = 7e
2t 2t
2t dv
Dividing by e 6= 0 we have dt = 7 v = 7t + c. Thus
the general solution is x = 7te2t + ce2t .
We can make the same conjecture as in #53.
dx t rt
57. dt x = 4e . Let x1 = e be the solution of the associated
homogeneous equation. On substitution we get, rert ert = 0
r = 1. So x1 = c1 et (similar to the forcing function).
So let xp = Atet . Substituting this in the equation we get,
Aet + Atet Atet = 4et A = 4. Thus the general
solution is x = 4tet + cet .
dx t rt
59. dt + x = 5e . Let x1 = e be the solution of the associated
homogeneous equation. On substitution we get, rert + ert = 0
r = 1. So x1 = c1 et (similar to the forcing function).
So let xp = Atet . Substituting this in the equation we get,
Aet Atet + Atet = 5et A = 5. Thus the general
solution is x = 5tet + cet .
dx 7t rt
61. dt 7x = 8e . Let x1 = e be the solution of the associated
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 19

homogeneous equation. On substitution we get, rert 7ert = 0


r = 7. So x1 = c1 e7t (similar to the forcing function).
So let xp = Ate7t . Substituting this in the equation we get,
Ae7t + 7Ate7t 7Ate7t = 8e7t A = 8. Thus the general
solution is x = 8te7t + ce7t .
dx
63. dt
+ p(t)x = f (t), 0 t 2, f (t) = 0, x(0) = 2.
For 0 t < 1, p(t) = 2 and so dx dt + 2x = 0

x(t) = c1 e2t . Using x(0) = 2 we get c1 = 2. So
x(t) = 2e2t for 0 t < 1. For 1 t 2, p(t) = 1 and so
dx t
dt + x = 0 x(t) = c2 e . In order for x to be continuous
at t = 1 we must have lim x(t) = x(1) 2e2 = c2 e1
t1
c2 = 2e1 . Thus the solution is
(
2e2t , 0t<1
x(t) = 1 t
2e e , 1 t 2

2
x
1

0 1 2
t

dx
65. dt
+ p(t)x = f (t), 0 t 2, p(t) = 0, x(0) = 0.
For 0 t < 1, f (t) = 1 and so dx
dt = 1 x(t) = t + c1 .

Using x(0) = 0 we get c1 = 0. So x(t) = t for 0 t < 1.

For 1 t 2, f (t) = 1 and so dxdt = 1 x(t) = t + c2 .

In order for x to be continuous at t = 1 we must have


lim x(t) = x(1) 1 = 1 + c2 c2 = 2. Thus the solution is
t1
(
t, 0t<1
x(t) =
2 t, 1 t 2

x
1

0 1 t

dx
67. + p(t)x = f (t), 0 t 2, x(0) = 2. For 0 t < 1,
dt

p(t) = 1, f (t) = 0 and so dx t


dt + x = 0 x(t) = c1 e .

Using x(0) = 2 we get c1 = 2. So x(t) = 2et for 0 t < 1.


For 1 t 2, p(t) = 0, f (t) = 1 and so dx
dt = 1
20 CHAPTER 1

x(t) = t + c2 . In order for x to be continuous at t = 1 we


must have lim x(t) = x(1) 2e1 = 1 + c2
t1
c2 = 2e1 1. Thus the solution is
(
2et , 0t<1
x(t) = 1
t + 2e 1, 1 t 2

2
x
1

0 1 2
t

1.8 GROWTH AND DECAY PROBLEMS

The growth rate k of a population P (t) is given by P1 dP dP


dt = k dt = kP
kt
whose solution with initial population P (0) is P (t) = P (0)e .
The population will be doubled when P (t) = 2P (0). Then
2P (0) = P (0)ekt ekt = 2 kt = ln 2 t = lnk
2 which is known as
doubling time, denoted by td as
td = lnk2 , and we will use this
formula throughout this section.
1. In this problem, the growth rate is k = 1.5% = 0.015 and so

ln 2
doubling time, td = lnk2 = 0.015 46.2 years.

1
3. Using td = 8 hours = 3 day in the doubling time formula we get,
1 ln 2
3 = k k = 3 ln 2 2.08 = 208% per day.
kt
5. Here, P (0) = 1500, t = 1 hour, P (1) 4= 2000. So P (t) = P (0)e
k k 4
2000 = 1500e e = 3 k = ln 3 . After 4 hour (i.e. t = 4),
4
P (t) = 1500e4k = 1500e4 ln( 3 ) = 1500 4 .
4

A B

10 0.02
Q c
5 0.01

0 100 200 0 100 200


t t

7. td = lnk2 = 3 k = ln32 . Here, P (t) = 10P (0) and so


10P (0) = P (0)ekt ekt = 10 kt = ln 10
t = lnk10 = 3 ln
ln 10
2 9.97 years.
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 21

9. Let Q be the number of organisms.

Birth: dQ dQ
dt = k1 Q, Death: dt = k2 Q, Addition: dt = k.

dQ
dQ
dt = k1 Q k2 Q + k.
11. With the interest rate of 3% per year:

Doubling time, td = lnk2 = 0.03 ln 2


23.10 years.

With the 3% yield:

Yield = ek 1 = 0.03 ek = 1.03 k = ln (1.03) . So, in this case

Doubling time, td = lnk2 = ln(1.03)ln 2


23.45 years.
13. Here, the growth after one year is

ek 1 = 0.064 ek = 1.064 k = ln (1.064) .

ln 2
Then td = ln(1.064) 11.17 years.
15. This is the case of exponential growth. So x(t) = x(0)ekt , k > 0.
The cost of living rose from x(0) = 10, 000 to x(1) = 11, 000 in one
year, that is, t = 1. So 11000 = 10000ek ek = 1.1
k = ln (1.1) 0.0953 = 9.53% per year.
17. Using the half-life formula T = lnk2 = 16 days, we get k = ln162 .
At the end of t = 30 days, x(t) = 30 g. Then x(t) = x(0)ekt
ln 2 ln 2
30 = x(0)e 16 (30) x(0) = 30e 16 (30) 110.04 g.
dx
19. dt = kx x(t) = x(0)ekt . When t = 10 years, x(t) = 0.80x(0).
So 0.80x(0) = x(0)e10k e10k = 0.8 10k = ln (0.8)
1
k = 10 ln (0.8) .
(a) Half-life: T = lnk2 = 10 ln(0.8)ln 2
31.063 years.
(b) x(t) = 0.15x(0). So 0.15x(0) = x(0)ekt ekt = 0.15
kt = ln (0.15) t = k1 ln (0.15) = 10 ln(0.15) ln(0.8) 85.018 years.
Thus it will take 85.018 10 = 75.018 additional years.
21. Newtons law of cooling dT dt = k (T Q0 ) has particular solution Q0
so the general solution is T (t) = Q0 + cekt . Here Q0 = 30.
Using the initial temperature T (0) = 200, we get 200 = 30 + c
c = 170. Thus T (t) = 30 + 170ekt . Again, using T (10) = 180,
15
we get, 180 = 30 + 170e10k 170e10k = 150 e10k = 17
15 1
15 ln 15ln 17 ln 17ln 15
10k = ln 17 k = 10 ln 17 = 10 = 10 .
1
(a) T will be 400 C if 40 = 30 + 170ekt 170ekt = 10 ekt = 17
kt = ln (17) t = k1 ln (17) = ln1017ln ln(17)
15 226.4 minutes.
(b) T (t) = 30 + cekt , where we previously had k = ln 17ln 10
15
.
At t = 0, T = 200, so c = 170 and T (t) = 30 + 170ekt .

Now we solve this equation for t :

T (t) 30 = 170ekt ln (T 30) = ln (170) kt



1 10 T 30
t = k [ln (T 30) ln (170)] = ln 15ln 17 ln 170 .
dT
23. Newtons law of cooling dt = k (T Q0 ) has particular solution
Q0 so the general solution is T (t) = Q0 + cekt . Here Q0 = 40.
Using the initial temperature T (0) = 100, we get 100 = 40 + c
c = 60. Thus T (t) = 40 + 60ekt . Again, using T (10) = 60,
we get, 60 = 40 1+ 60e
10k
60e10k = 20 e10k = 13
1
10k = ln 3 10k = ln 3 k = 10 ln 3 0.1099.
22 CHAPTER 1

25. (a) Newtons law of cooling dT dt = k (T Q0 ) = k [T (20 + 10t)] .


(b) Substituting k = 1 in the equation we get, dT dt = T + 20 + 10t
dT rt
dt + T = 20 + 10t. Let T1 = e be the solution of the
homogeneous equation. Then rert + ert = 0 r = 1. Thus
T1 = cet . Substituting Tp = A + Bt we get,
B+ A + Bt = 20 + 10t. Equating the coecients of t and 1 we
have B = 10 and A + B = 20 A = 10. Thus the general
solution is T (t) = 10 + 10t + cet . Using the initial temperature
T (0) = 40 we get, 40 = 10 + c c = 30. Hence the solution is
T (t) = 10 + 10t + 30et .
27. (a) Let the amount invested be $A. The 6% interest rate will eect
the amount in excess of $500. So the amount of interest per year
will be $0.06 (A 500) . Thus the rate of change of money can
be written as the dierential equation dA dt = 0.06 (A 500) with
initial condition A(0) = 2000.
(b) dAdt 0.06A = 30. Let Ap = B 0.06B = 30 B = 500
Ap = 500 and Ah = ce0.06t . So the general solution is
A(t) = 500 + ce0.06t . Using initial condition A(0) = 2000 we get,

c = 1500. Thus A(t) = 500 + 1500e0.06t .

After 10 years the amount will be A(10) = $3233.18.

(c) The full amount earns interest when dA dt = 0.06A


dA
dt 0.06A = 0, a homogeneous equation with general solution
A(t) = ce0.06t which becomes A(t) = 2000e0.06t for the initial
condition. After 10 years the amount will be A(10) = $3644.24
which is $411.06 more than that in part (b) .
29. Constant deposit rate is $B/day means $365B/year and 0.08P is the
amount of interest per year with 8% interest rate. So
dP dP
dt = 0.08P + 365B dt 0.08P = 365B. Let Pp = A
365 365
0.08A = 365B A = 0.08 B Pp = 0.08 B and
0.08t 365
Ph = ce . So the general solution is P (t) = 0.08 B + ce0.08t .
365
Using initial condition P (0) = 1000 we get, c = 1000 + 0.08 B.
365 365 0.08t
Thus P (t) = 0.08 B + 1000 + 0.08 B e .
(a) After t = 5 years P = $10, 000. 365 0.4
365
So 10000 = 0.08 B + 1000 + 0.08 B e
0.4 0.4 80(10e0.4 )
800 = 365B e 1 + 80e B = 365(e0.4 1) $3.79.
365
365

(b) Solve 10000= 0.08 B(t) + 1000 + 0.08
B(t) e0.08t for B(t) :
800 = B(t) 365e0.08t 365 + 80e0.08t
B(t) 365e0.08t 365 = 800 80e0.08t

1
B(t) = 800 80e0.08t 365e0.08t 365 .
31. dQdt = 0.2Q + 400 cos (2t) dQ
dt 0.2Q = 400 cos (2t) .
Substituting Qp = A cos (2t) + B sin (2t) we get

2A sin (2t) + 2B cos (2t) 0.2A cos (2t) 0.2B sin (2t)

= 400 cos (2t) .

Equating the coecients of cos (2t) and sin (2t) we have

FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 23

cos (2t) : 2B 0.2A = 400


sin (2t) : 0.2B 2A = 0
Solving these equations for A and B (Multiplying the rst equation
by 0.2 and the second equation by 2 and adding and simplifying)
we get, A = 220 200
+0.01 and B = 2 +0.01 . Thus the particular solution is
1
Qp = 2 +0.01
(20 cos (2t) + 200 sin (2t)) .
Q1 = ce0.02t . So the general solution is

1
Q(t) = 2 +0.01 (20 cos (2t) + 200 sin (2t)) + ce0.02t .

20
Using the initial condition Q(0) = 100 we get c = 100 + 2 +0.01 .

1 20
Hence Q(t) = 2 +0.01 (20 cos (2t) + 200 sin (2t))+ 100 + 2 +0.01 e0.02t .

1.9 MIXTURE PROBLEMS

1. (a) Let Q be the amount of salt in the tank of volume V = 300. This
volume is constant as water is owing in and out at the same
Q
rate (2 gal/min). So the concentration of salt is C = 300 . The
Q
inow and outow rate of salt are 2(0.4) and 2 300 , respectively.
Thus the rate of change in salt can be written as
dQ Q dQ Q
dt = 2(0.4) 2 300 dt + 150 = 0.8. Substituting Qp = A
1 t
we get, A = 120 and Q1 = ert r = 150 Q1 = e
150 .

t
Thus Q(t) = 120 + ke 150 . Using initial condition

Q(0) = 300(0.2) = 60 we have, k = 60. Hence

Q(t) = 120 60e 150 and C(t) = Q(t)


t 2 t
1 150
300 = 5 5 e .
(b) When does C(t) = 0.3?
t t
0.3 = 0.4 0.2e 150 e 150 = 21 150
t
= ln 2
t = 150 ln 2 104 minutes.
3. (a) Let Q be the amount of salt in the tank of volume V = 100. This

volume is constant as water is owing in and out at the same

Q
rate (5 L/h). So the concentration of salt is C = 100 . The

Q
inow and outow rate of salt are 5(0.2) and 4 100 (evaporated

water contains no salt so that Q = 0), respectively.

Thus the rate of change in salt can be written as

dQ Q dQ Q
dt = 5(0.2) 4 100 dt + 25 = 1. Substituting Qp = A
1 t
we get, A = 25 and Q1 = ert r = 25
Q1 = e 25 .

t
Thus Q(t) = 25 + ke 25 . Using initial condition

Q(0) = 100(0.1) = 10 we have, k = 15. Hence

Q(t) = 25 15e 25 and C(t) = Q(t)


t t

25
100 = 0.25 0.15e .
(b) No. lim C(t) = 0.25 > 0.2.
t
5. (a) Let Q be the amount of iodine in the tank. Water is owing in

and out at a dierent rate and so the volume is changing as

dV
dt = 6 1 = 5 V (t) = 5t + 500 since the initial half-volume is
Q
500 gal. Concentration of iodine is C = 5t+500 . The inow and
24 CHAPTER 1

outow rate of iodine are 0 (Pure water has no concentration) and


Q
1 5t+500 , respectively. Thus the rate of change in iodine can be
written as dQ Q dQ dt
dt = 5t+500 Q = 5t+500
1/5
ln Q = 51 ln (5t + 500) + k1 Q(t) = k2 (5t + 500)
1/5
= k (t + 100) . Using initial condition Q(0) = 10 we have,
1/5 1/5
10 = k (100) k = 10 (100) .
1/5
100
Hence Q(t) = 10 t+100 . Since volume increases as t increases,
tank will overow when V = 1000. That is, tank overows when
5t + 500 = 1000 means at t = 100. So for 0 t 100,
1/5
100 Q(t)
Q(t) = 10 t+100 and C(t) = 5t+500 .
(b) Tank overows when t = 100. After overow, V = 1000 and
Q
C = 1000 . During overow, mixture is leaving at the rate of 6 gal/min
(as pure water is entering at this rate) and so for t 100, dQ 6Q
dt = 1000 .
3 3
Since it has constant coecients, Q(t) = c2 e 500 t = c2 e 500 (t100) .
In order for Q(t) to be continuous at t = 100 we must have
1/5
lim Q(t) = lim Q(t) 10 100 200 = c2
t100 t100+
1/5 Q(t)
So for t 100, Q(t) = 10 (2) e3(t100)/500 and C(t) = 1000 .
7. Let Q be the amount of pollutant in the lake. Water is owing in
and out at a dierent rate and so the volume is changing as
dV
dt = 5 2 = 3 V (t) = 3t + 1000 since the initial volume is 1000
Q
kL. Concentration of pollutant is C = 3t+1000 . The inow and
Q
outow rate of pollutant are 5 7 and 2 3t+1000 , respectively. Thus
the rate of change in pollutant can be written as dQ 2Q
dt = 35 3t+1000
R 2 2/3
dQ 2Q 3t+1000 dt
Q + 3t+1000 = 35. The integrating factor is e = eln(3t+1000)
2/3
= (3t + 1000)
. Multiplyingby integrating factor and rearranging
d 2/3 2/3
we have dtQ (3t + 1000) = 35 (3t + 1000)
2/3 R 2/3
Q (3t + 1000) = 35 h(3t + 1000) dt + ki
2/3 5/3
Q(t) = (3t + 1000) 7 (3t + 1000) + k . Using initial condition
h i
2 5
Q(0) = 2000 we have, 2000 = (10) 7 (10) + k
5
7 (10) + k = 200000 hk = 500000. Thus i
2/3 5/3
Q(t) = (3t + 1000) 7 (3t + 1000) 500000
2/3
= 7 (3t + 1000) 500000 (3t + 1000) and

Q(t) 5/3
C(t) = 3t+1000 = 7 500000 (3t + 1000) .

9. Let V1 and V2 be the volume of tank 1 and tank 2, respectively.


V1 = (13 7) t + 150 = 6t + 150; V2 = (7 28) t + 250 = 21t + 250
Let S1 and S2 be the amount of salt in tank 1 and tank 2, respectively.
Then dS S1 dS1
dt = 13 3 7 V1 dt = 39 6t+150

1 7S1

and dS 7S1 S2 dS2 7S1 28S2


dt = 6t+150 28 V2 dt = 6t+150 21t+250
.

2
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 25

11. Let V1 and V2 be the volume of tank 1 and tank 2, respectively.

V1 = (21 18) t + 230 = 3t + 230; Tank 2 receives brine at the

rate 21 (18) = 9 gal/s. So V2 = (9 4) t + 275 = 5t + 275.

Let S1 and S2 be the amount of salt in tank 1 and tank 2, respectively.


Then dS S1 dS1
dt = 21 5 18 V1 dt = 105 3t+230
1 18S1

dS2 9S1 S2 dS2 9S1 4S2


and dt = 3t+230 4 V2 dt = 3t+230 5t+275 .
13. Let V1 , V2 and V3 be the volume of tank 1, tank 2 and tank 3,
respectively. V1 = (11 18) t + 100 = 7t + 100; V2 = 200
(same rate of inow and outow).
V3 = 300 (brine gets in and overow so that volume remains
the same). Let S1 , S2 and S3 be the amount of salt in tank 1, tank 2
and tank 3, respectively. Then
dS1 S1 dS1 18S1
dt = 11 5 18 V1 dt = 55 7t+100
dS2 18S1 S2 dS2 18S1 18S2
dt = 7t+100 18 V2 dt = 7t+100 200
and
dS3 18S2

dt = 200 .

1.10 ELECTRONIC CIRCUITS

di
1. The dierential equation is L dt + Ri = e. In this problem,
Ri = v = 2i R = 2, L = 1, e = 1. Substituting all these we get,
di 1
dt + 2i = 1. Let ip = A. So 2A = 1 A = 2 .
1
So ip = 2 . Taking i1 = e we have r = 2 i1 = ce2t .
rt

Thus i (t) = 21 + ce 2t . At t = 0, i(0) = 12 + c c = i(0) 12 .


Hence i (t) = 21 + i(0) 21 e2t . As t , i(t) 21 . Alternatively,
di
for an equilibrium solution dt = 0 so that 2i = 1 i = 21 .
di
3. The dierential equation is L dt + Ri = e. In this problem,
Ri = v = i, L = 1, e = sin t. Substituting all these we get,
di
dt + i = sin t. Substituting ip = A sin t + B cos t in the dierential
equation we get A cos t B sin t + A sin t + B cos t = sin t.

Equating the coecients of cos t and sin t we get:

cos t : A + B = 0

sin t : A B = 1

Solving these equations for A and B by adding we get,

A = 12 , B = 21 . Thus ip = 12 sin t 12 cos t. Taking

i1 = ert in the dierential equation we have, r = 1 i1 = cet .


Thus i (t) = 21 sin t 12 cos t + cet . At t = 0, i(0) 1
= 21+ c
1 1 1
c = i(0) + 2 . Hence i (t) = 2 sin t 2 cos t + i(0) + 2 et .
di
5. The dierential equation is L dt + Ri = e. For 0 t < 10,
Ri = v = i R = 1, L = 1, e = 9. Substituting all these we get,
di rt
dt + i = 9. Let ip = A. So A = 9 ip = 9. Taking i1 = e
t t
we have r = 1 i1 = c1 e . So i (t) = 9 + c1 e .
Using the initial condition i(0) = 0 we get 0 = 9 + c1
c1 = 9.

Thus for 0 t < 10, i (t) = 9 9et .


For 10 t 20, Ri = v = i, L = 1, e = 0.

26 CHAPTER 1

di
Substituting all these we get, dt + i = 0. This is a homogeneous
equation and, in fact, the homogeneous part of the above equation.
So i(t) = c2 et . In order for i(t) to be continuous at t = 10 we
must have lim i(t) = i(10) 9 9e10 = c2 e10
t10
c2 = 9e10 9. Thus the solution is
(
9(1 et ), 0 t < 10
i(t) =
9(e10 1)et , 10 t 20.
7. Capacitance, C = 0.5, Ri = v = 2i R = 2, voltage source
e = 6 sin t. In order to nd charge q we can use: Cq + Ri = e
Cq + R dq dq q dq
dt = e (since i = dt ) 0.5 + 2 dt = 6 sin t
dq
dt + q = 3 sin t. Substituting qp = A sin t + B cos t in this
equation we get A cos t B sin t + A sin t + B cos t = 3 sin t.
Equating the coecients of cos t and sin t we get:
cos t : A+B =0
sin t : AB =3
Solving these equations for A and B by adding we get,
A = 23 , B = 32 . Thus qp = 23 sin t 32 cos t. Taking q1 = ert in the
dierential equation we have r = 1 q1 = cet . Thus
q (t) = 23 (sin t cos t) + cet . At t = 0, q(0) = 1 = 32 + c
3
c = 1 + 2 = 52 . Hence q (t) = 32 (sin t cos t) + 25 et .

1.11 MECHANICS II: INCLUDING AIR RESISTANCE

1. (a) The dierential equation is m dvdt = mg kv


20 dv
dt = 20 (980) 10v dv 1
dt + 2 v = 980. Substituting
1
vp = A we get, 2 A = 980 A = 1960. So vp = 1960.
t t
v1 = ert r = 12 v1 = ce 2 . Thus v (t) = 1960 + ce 2 .
Using initial condition v(0) = 0 wehave, c = 1960. Hence
t t
v (t) = 1960 + 1960e 2 = 1960 1 e 2 .

(b) v (10) = 1960 e5 1 = 1946.79.
(c) lim v(t) = 1960.
t
3. The dierential equation is m dv
dt = mg kv
70 dv
dt = 70 (980) 7v dv 1
dt + 10 v = 980. Substituting
1
vp = A we get, 10 A = 980 A = 9800. So vp = 9800.
1 t t
v1 = ert r = 10 v1 = ce 10 . Thus v (t) = 9800 + ce 10 .
Using the condition v(5) = 12600 we have,
1
12600 = 9800 + ce 2 c = 36931.36. So
v (0) = 9800 + 36931.36 = 27131.36.
5. (a) The dierential equation is m dv 2
dt = mg + v . Here, weight is
32 dv
mg = 32 so that m = g = 1. Then dt = 32 + v 2
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 27
dv
2
R dv
R
dt = 32 v 32v 2 = dt. Integrating using tables gives

1 v+ 32 v+ 32

2 32
ln v32 = t + c v32 = ke2 32t , where k = e2 32c .

1000+32
Using the initial condition v(0) = 1000 we have k = 1000 32
.

v+32 2 32t 2 32t 2 32t
So v 32 = ke v 1 ke = 32 1 + ke
1+ke232t
1000+32
v(t) = 32 1ke
2 32t
, where k = 1000 32
.

(b) lim v(t) = 32.
t

1.12 ORTHOGONAL TRAJECTORIES (OPTIONAL)

1. x = t + c x t = c. Dierentiating with respect to (wrt) t:


dx dx
dt 1 = 0 dt = 1. The slope of the orthogonal family is thus
dx
dt = 1. Integrating we have, x(t) = t + c2 .

3. xt = c. Dierentiating wrt t: x + t dx dx x
dt = 0 dt = t .
dx t
The slope of the orthogonal family is thus dt = x
R R 2 2
xdx = tdt. Integrating we have, x2 = t2 + c x2 t2 = c2 ,
where c2 = 2c.

ln x
5. x = tc ln x = c ln t ln t = c. Dierentiating wrt t:
1 dx 1
x dt ln tln x t
(ln t) 2 = 0 dt = xt ln
dx ln x
t . The slope of the orthogonal
dx t ln t
R R
family is thus dt = x ln x x ln xdx = t ln tdt. Integration by
parts on both sides yields, 12 x2 ln |x| 14 x2 = 12 t2 ln |t| + 41 t2 + c
28 CHAPTER 1

2x2 ln |x| x2 = t2 2t2 ln |t| + c2 , where c2 = 4c.


7. x = t2 + c x t2 = c. Dierentiating wrt t:
dx dx
dt 2t = 0 R dt
= 2t. The slope of the orthogonal family is thus
R
dx 1
dt = 2t dx = 12 1t dt. Integration yields, x = 21 ln |t| + c2 .
2
9. t = (x c) x c = t
x t = c. Dierentiating wrt t:

dx 1 dx 1
dt 2 t = 0 dt = 2 t . The slope of the orthogonal family is

R R
thus dxdt = 2 t
dx = 2 tdt. Integrating we have,
x = 43 t3/2 + c2 .

1 dx
11. x = tan (t + c) tan1 x = t + c. Dierentiating wrt t: 1+x 2 dt = 1
dx 2
dt = 1 + x . The slope of the orthogonal family is thus
dx 1
R R
dt = 1+x2 1 + x2 dx = dt. Integrating we have,
3
x + x3 = t + c2 .
13. x = c cos t. Dierentiating wrt t: dx x
dt = c sin t. Since c = cos t ,
dx x
dt = cos t sin t = x
R
tan t. The slope of the orthogonal family is
R
dx 1
thus dt = x cot t xdx = cot tdt. Integrating we have,
x2 2
2 = ln |sin t| + c x = 2 ln |sin t| + c2 , where c2 = 2c.
15. x = ct2 . Dierentiating wrt t: dx x dx 2x
dt = 2ct. Since c = t2R, dt = t . The
dx t
R
slope of the orthogonal family is thus dt = 2x 2xdx = tdt.
2
Integrating we have, x2 = t2 + c 2x2 = t2 + c2 , where c2 = 2c.
17. x3 + t2 = c. Dierentiating wrt t: 3x2 dx dx
dt + 2t = 0 dt = 3x2 .
2t
2
The slope of the orthogonal family is thus dx 3x
dt = 2t
R 2 3
R dt 1 3
x dx = 2 t . Integrating we have, x = 2 ln |t| + c
1
3 3
1
x = 2 ln |t| c x = c2 2 ln |t| , where c2 = c.
Chapter Two

Linear Second and Higher-Order Dierenial


Equations

2.1 GENERAL SOLUTION OF SECOND-ORDER LINEAR


DIFFERENTIAL EQUATIONS

1. x = sin t x = cos t x = sin t. So x + x = sin t + sin t = 0.


x = cos t x = sin t x = cos t. So x + x = 0.
Thus {sin t, cos t} is a set of solutions for the associated
homogeneous equation. Now xp = 1 xp = xp = 0
and so xp + xp = 1 =r.h.s. Thus the general solution is
x(t) = 1 + c1 sin t + c2 cos t. Using the initial condition x(0) = 0
we have, 0 = 1 + c2 c2 = 1. Dierentiating the general
solution we get, x (t) = c1 cos t c2 sin t. The initial condition
x (0) = 0 gives c1 = 0. Thus the solution of the initial value
problem is x(t) = 1 cos t.
3. x = et x = et x = et . So x 3x + 2x = et 3et + 2et
= 0. For x = e2t , x = 2e2t and x = 4e 2t
. So x 3x + 2x
2t 2t 2t t 2t
= 4e 6e + 2e = 0. Thus e , e is a set of solutions for
the associated homogeneous equation. Now xp = t + 23
xp = 1, xp = 0 and so xp 3xp + 2xp = 3 + 2t + 3 = 2t =r.h.s.
Thus the general solution is x(t) = t + 32 + c1 et + c2 e2t .

Dierentiating this we get, x (t) = 1 + c1 et + 2c2 e2t . Using the

initial conditions x(0) = 1 and x (0) = 0 we have, 1 = 23 + c1 + c2

and 0 = 1 + c1 + 2c2 . Solving these equations for c1 and c2 by

subtracting them we have c2 = 21 and then c1 = 0.

Thus the solution of the initial value problem is x(t) = t + 23 21 e2t .

5. x = et cos t x = et cos t et sin t


x = et cos t + et sin t + et sin t et cos t. So x + 2x + 2x
= et cos t + et sin t + et sin t et cos t 2et cos t
2et sin t + 2et cos t
= 0.
Similarly it can be shown that for x = et sin t, x + 2x + 2x = 0.
Thus {et cos t, et sin t} is a set of solutions for the associated
homogeneous equation. Now xp = 3 xp = xp = 0 and so
xp + 2xp + 2xp = 6 =r.h.s. Thus the general solution is
x(t) = 3+c1 et cos t+c2 et sin t. Using the initial condition x(0) = 1
30 CHAPTER 2

we have, 1 = 3 + c1 c1 = 2. Dierentiating the general


solution we get, x (t) = c1 et cos tc1 et sin tc2 et sin t+c2 et cos t.
Using x (0) = 1 and c1 = 2 we have, 1 = 2 + c2 c2 = 1.
Thus the solution of the initial value problem is

x(t) = 3 2et cos t et sin t.

7. x = sin t x = cos t x = sin t. So x + x = sin t + sin t = 0.


x = cos t x = sin t x = cos t. So x + x = 0.
Thus {sin t, cos t} is a set of solutions for the associated
homogeneous equation. Now xp = t sin t, xp = sin t + t cos t,
xp = cos t + cos t t sin t and so xp + xp = 2 cos t t sin t + t sin t
= 2 cos t =r.h.s. Thus the general solution is
x(t) = t sin t + c1 cos t + c2 sin t. Using the initial condition x(0) = 1
we have, 1 = c1 . Dierentiating the general solution we get,
x (t) = sin t + t cos t c1 sin t + c2 cos t. Using x (0) = 1 we have,
1 = c2 . Thus the solution of the initial value problem is
x(t) = t sin t sin t + cos t.
9. (a) x = et x = et x = et . So x 3x + 2x = et 3et + 2et
= 0. For x = e2t , x = 2e2t and x = 4e 2t
. So x 3x + 2x
2t 2t 2t t 2t
= 4e 6e + 2e = 0. Thus e , e is a set of solutions for
the associated homogeneous equation. xp = 2 cosh t xp = 2 sinh t,
xp = 2 cosh t. So xp 3xp + 2xp = 2 cosh t 6 sinh t + 4 cosh t =
6 (cosh t sinh t) = 6et =r.h.s. The general solution is thus
x = c1 et + c2 e2t + 2 cosh t.
For xp = et , xp = et , xp = et . So xp 3xp + 2xp =
et + 3et + 2et = 6et =r.h.s. The general solution is thus
x = c1 et + c2 e2t + et .
(b) Using the initial conditions x(0) = 4, x (0) = 3 for the rst solution
we get, 4 = c1 + c2 + 2 and 3 = c1 + 2c2 . Solving these equations for
for c1 and c2 we have c1 = c2 = 1. Thus the solution of the initial
value problem is x = et + e2t + 2 cosh t = et + e2t + et + et
= 2et + e2t + et .
Using the same initial conditions for the second solution we get,
4 = c1 + c2 + 1 and 3 = c1 + 2c2 1. Solving these equations for
for c1 and c2 we have c1 = 2, c2 = 1.Thus the solution of the initial
value problem is x = 2et + e2t + et , which is the same as before.

2.2 INITIAL VALUE PROBLEM (FOR HOMOGENEOUS


EQUATION)

1. x1 = sin t x1 = cos t x1 = sin t = x1 x1 + x1 = 0.


x2 = cos t x2 = sin t x2 = cos t = x2 x2 + x2 = 0.
Thus x1 and x2 both are solutionsof x + x = 0.
x1 x2 sin t cos t
The Wronskian is W [x1 , x2 ] = det = det
x1 x2 cos t sin t
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 31

= sin2 t + cos2 t = 1 6= 0. Hence {sin t, cos t} is a fundamental
set of solutions.
3. Let x = tr . Then x = rtr1 , x = r (r 1) tr2 . So t2 x tx + x = 0
tr [r (r 1) r + 1] = 0 (r 1) (r 1) = 0 (since tr 6= 0)
r = 1(repeated). So we have two solutions: x = t which are the
t t
same. The Wronskian is W [x1 , x2 ] = det = 0. They dont
1 1
form a fundamental set of solutions.
x1 (1) x2 (1) 1 0
5. (a) The Wronskian is W (1) = det = det
x1 (1) x2 (1) 1 1
= 1 6= 0. Hence {x1 , x2 } is a fundamental set of solutions.
(b) x3 = c1 x1 + c2 x2 x3 = c1 x1 + c2 x2 . Using all three sets of
initial conditions we have, 2 = x3 (1) = c1 x1 (1) + c2 x2 (1) = c1 and
0 = x3 (1) = c1 x1 (1) + c2 x2 (1) = c1 c2 = 2 c2 c2 = 2.
Thus x3 = 2x1 + 2x2 .
x1 (t0 ) x2 (t0 ) 1 0
7. The Wronskian is W (t0 ) = det = det
x1 (t0 ) x2 (t0 ) 0 1
= 1 6= 0. Hence {x1 , x2 } is a fundamental set of solutions.
Now x3 = c1 x1 + c2 x2 x3 = c1 x1 + c2 x2 . Using all three sets
of initial conditions we have,

= x3 (t0 ) = c1 x1 (t0 ) + c2 x2 (t0 ) = c1 1 + c2 0 = c1

= x3 (t0 ) = c1 x1 (t0 ) + c2 x2 (t0 ) = c1 0 + c2 1 = c2

Thus x3 = x1 + x2 .

9. Let x1 and x2 be two solutions of Airys equation x + tx = 0,

so that x1 + tx1 = 0 and x2 + tx2 = 0.



x1 x2
Then the Wronskian is W (t) = det = x1 x2 x1 x2 .
x1 x2
dW
dt = x1 x2 + x1 x2 x1 x2 x1 x2 = x1 x2 x1 x2

= x1 (tx2 ) x2 (tx1 )

= 0

So W (t) is constant.

11. x1 = sin t x1 = cos t x1 = sin t = x1 x1 + x1 = 0.


x2 = cos t x2 = sin t x2 = cos t = x2 x2 + x2 = 0.
Thus x1 and x2 both are solutionsof x + x = 0.
x1 x2 sin t cos t
The Wronskian is W [x1 , x2 ] = det = det
x1 x2 cos t sin t
2 2

= sin t + cos t = 1 6= 0.
Rt
p(s)ds
According to (13), W (t) = W (t0 )e for the equation
t0

x + p(t)x + q(t)x = 0. In this problem p(t) = 0 so that


W (t) = W (t0 ) =constant.
13. x1 = et x1 = x1 = et = x1 . Then l.h.s. = x1 3x1 + 2x1

et 3et + 2et = 0 =r.h.s.

x2 = e2t x2 = 2e2t x2 = 4e2t . Then

l.h.s.= x2 3x2 + 2x2 = 4e2t 6e2t + 2e2t = 0 =r.h.s.

Thus et and e2t both are solutions of x 3x + 2x = 0.

32 CHAPTER 2

et e2t
The Wronskian is W (t) = det = 2e3t e3t = e3t .
e t 2e2t
Rt
p(s)ds
According to (13), W (t) = W (t0 )e for the equation
t0

x + p(t)x + q(t)x = 0. In this problem p(t) = 3 so that


W (t) = W (t0 )e3t3t0 = e3t0 e3t3t0 = e3t .
15. x1 = t1 x1 = t2 , x1 = 2t3 . Then
l.h.s. = t2 x1 + 4tx1 + 2x1 = 2t1 4t1 + 2t1 = 0 =r.h.s.
x2 = t2 x2 = 2t3 , x2 = 6t4 . Then
l.h.s. = t2 x2 + 4tx2 + 2x2 = 6t2 8t2 + 2t2 = 0 =r.h.s.
Thus t1 and t2 both are solutions 2
1 of t x2+ 4tx

+ 2x = 0.
t t
The Wronskian is W (t) = det
t2 2t3
4 4 4
= 2t + t = t .
Rt
p(s)ds
According to (13), W (t) = W (t0 )e for the equation
t0

x + p(t)x + q(t)x = 0. In this problem p(t) = 4t so that


4
t
ln
W (t) = W (t0 )e4(ln tln t0 ) = t4
0 e
t0
= t4 .

2.3 REDUCTION OF ORDER

1. x1 = t1 x1 = t2 and x1 = 2t3 so that 2t1 3t1 + t1 = 0.


1
Let x = vx 1= vt and substitute this in the original equation to
2 1
get t vt + 3t vt1 + vt1 = 0
t2 v t1 2v t2 + 2vt3 + 3t v t1 vt2 + vt1 = 0
v t + v = 0, since the v terms cancel. Writing w =R v and then R dt
dividing by t we get dw 1
dt + t w = 0. By separation,
dw
w = t ,
which, on integration, yields ln |w| = ln t + c w = c2 t1 . But
w = v , so that v = c2 t1 . Now integrating again we get
v = c2 ln t + c1 . Thus the general solution is
x = vx1 =vt1 = c2 t1 1
ln t + c1 t . A fundamental set of solutions
1 1
would be t , t ln t .
3. x1 = e5t x1 = 5e5t and x1 = 25e5t so that
25e5t 50e5t + 25e5t = 0.Substitute x = vx1 = ve5t
5t
in
the original equation to get ve +10 ve5t +25ve5t = 0
5t 5t 5t 5t 5t
v e 10v e + 25ve +10 v e 5ve +25ve5t = 0
5t
v e = 0, since the v (and v ) terms cancel v = 0 since e5t 6= 0.

Now integrating twice we get v = c2 t + c1 . Thus the general solution


is x = vx1= ve5t = c2 te5t + c1 e5t . A fundamental set of solutions
5t 5t
would be e , te .
5. x1 = et x1 = et and x1 = et , so tet (t 1) et et = 0.
Let x = vx1 = vet and substitute this in the original equation to

get t (vet ) + (t 1) (vet ) vet = 0
t (v e 2v e + ve ) + (t 1) (v et vet ) vet = 0
t t t
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 33

tv et (t + 1) v et =
0,since
the v terms cancel. Dividing by
tet 6= 0 we get, v 1 + 1t v = 0. Now w = v yields
dw
1
R dw R
dt 1 + t w = 0. By separation, w = 1 + 1t dt, which,
on integration, yields ln |w| = t + ln |t| + c w = c2 tet . But w = v ,

so that v = c2 tet . Now using integration by parts we get

v = c2 (t 1) et + c1 .

Thus the general solution is x = vx1 = vet = (c2 (t 1) et + c1 ) et

= c2 (t 1)+c1 et . A fundamental set of solutions would be {et , t 1} .

7. x1 = t x1 = 1 and x1 = 0 so that x1 + tx1 x1 = t t = 0.


Let x = vx1 = vt and substitute this in the original equation to

get (vt) + t2 (vt)
vt = 0 (v t + 2v ) + t (v t + v) vt = 0

v t + 2 + t v = 0, since the v terms cancel. Writing w = v and

then dividing by t we get dw + 2t + t w = 0.

R R 2
dt
By separation, dw
w = t + t dt, which, on integration, yields
1 2 1 2
ln |w| = 2 ln |t| 21 t2 + c w = c2 e2 ln|t| 2 t = c2 t2 e 2 t .
1 2
But w = v , so that v = c2 t2 e 2 t . Now integrating by
Rt 1 2
using denite integral we get, v = c2 s2 e 2 s ds + c1 .
1
Rt 1 2
Thus the general solution is x = vx1 = vt = c2 t s2 e 2 s ds + c1 t.
1
Rt 2 1 s2
A fundamental set of solutions would be t, t s e 2 ds .
1
9. Let x = tr . Then x = rtr1 and x = r (r 1) tr2 . Substituting these
into t2 x 3tx + 4x = 0 we get, r (r 1) tr 3rtr + 4tr = 0
2
r2 4r + 4 = 0 (since tr 6= 0). Thus (r 2) = 0 r = 2. So x1 = t2
2
is a solution. Let x = vx 1 = vt and substitute this in the original
2 2 2 2
equation
to get t vt

3t vt + 4vt = 0
t2 t2 v + 4tv + 2v 3t t2 v + 2tv + 4vt2 = 0 t4 v + t3 v = 0,
since the v terms cancel. v + 1t v = 0. Writing w = v we get
dw 1
R dw R 1
dt + t w = 0. By separation, w = t dt ln |w | = ln |t| + c
w = c2 e ln|t|
= c2 t . But w = v , so that v = c2 1t . Now integrating
1

again we get, v = c2 ln t + c1 . Thus the general solution is


x = vt2 = (c2 ln t + c1 ) t2 = c2 t2 ln t + c1 t2
(i.e., the second solution is t2 ln t).
11. Let x = tr . Then x = rtr1 and x = r (r 1) tr2 . Substituting
these into t2 x + 7tx + 9x = 0 we get, r (r 1) tr + 7rtr + 9tr = 0
2
r2 + 6r + 9 = 0 (since tr 6= 0). Thus (r + 3) = 0 r = 3.
3 3
So x1 = t is a solution. Let x = vx 1 = vt and substitute
this
2 3 3 3
in the original equation to get t vt
+ 7t vt + 9vt =0
t2 t3 v 6t4 v + 12t5 v + 7t t3 v 3t4 v + 9vt3 = 0,
since the v terms cancel, t1 v + t2 v = 0 v + 1t v = 0.
R dw R 1
Writing w = v we get dw 1
dt + t w = 0. By separation, w = t dt
ln|t| 1
ln |w| = ln |t| + c w = c2 e = c2 t . But w = v , so that
34 CHAPTER 2

v = c2 1t . Now integrating again we get, v = c2 ln t + c1 . Thus the


general solution is x = vt3 = (c2 ln t + c1 ) t3 = c2 t3 ln t + c1 t3
(i.e., the second solution is t3 ln t).
13. Let x = sin (rt) . Then x = r cos (rt) and x = r2 sin (rt) .
Substituting these into x + 4x = 0 we get, 4 r2 sin (rt) = 0
4 r 2 = 0 (since sin (rt) =6 0 as nontrivial solution). Thus
r = 2. So x1 = sin (2t) is a solution. Let x = vx1 = v sin (2t)
and substitute this in the original equation to get

(v sin (2t)) + 4v sin (2t) = 0
(v sin (2t) + 4v cos (2t) 4v sin (2t)) + 4v sin (2t) = 0, since the v

terms cancel, v sin (2t) + 4v cos (2t) = 0 v + 4 cos(2t)


sin(2t) v = 0.
Writing w = v we get dw
4 cos(2t)
dt + sin(2t) w = 0. By integrating factors,
R cos(2t)
= ce4( 2 ln(sin(2t))) = c 21
1
we have w = ce4 sin(2t)
dt
sin (2t)
= c csc2 (2t) .
But w = v , so that v = c csc2 (2t) . Now using integration table we
c
get, v = 2 cot (2t) + c1 = c2 cos(2t)
sin(2t) + c1 . Thus the general solution

cos(2t)
is x = v sin (2t) = c2 sin(2t) + c1 sin (2t) = c1 sin (2t) + c2 cos (2t) .
15. Let x = ert x = rert and x = r2 ert. Substituting these into
x 4x + 4x = 0 we get, r2 4r + 4 ert = 0 r2 4r + 4 = 0
2
(since ert 6= 0). Thus (r 2) = 0 r = 2. So x1 = e2t is a solution.
2t
Let x = vx 1 = ve 2tand
substitute this in the original equation to
2t
get ve 4 ve + 4ve2t = 0
v e2t + 4v e2t + 4ve2t 4v e2t 8ve2t + 4ve2t = 0, since the v
(and v ) terms cancel, v e2t = 0 v = 0(since e2t 6= 0).
Integrating twice we have, v = c1 + c2 t. Thus the general solution is
x = ve2t = (c1 + c2 t) e2t = c1 e2t + c2 te2t .
17. Let x = ert x = rert and 2 rt
2x = r e . rt Substituting these into

x + 2x + x = 0 we get, r + 2r + 1 e = 0
2
r2 + 2r + 1 = 0 (since ert 6= 0). Thus (r + 1) = 0 r = 1.
t t
So x1 = e is a solution. Let x = vx1 = ve and substitute this in

the original equation to get (vet ) + 2 (vet ) + vet = 0
t t t t t t
v e 2v e + ve + 2v e 2ve + ve = 0, since the v
(and v ) terms cancel, v et = 0 v = 0(since et 6= 0).
Integrating twice we have, v = c1 + c2 t. Thus the general solution is
x = vet = (c1 + c2 t) et = c1 et + c2 tet .
19. Let x = ert x = rert and x = r2 ert . Substituting these into
x 4x = 0 we get, r2 4 ert = 0 r2 4 = 0 (since ert 6= 0).
Thus r2 = 4 r = 2. So x1 = e2t is a solution. Let x = vx1 = ve2t
and
2tsubstitute
this in the original equation to get
ve 4ve2t = 0 v e2t + 4v e2t + 4ve2t 4ve2t = 0, since the v
terms cancel, v e2t + 4v e2t = 0 v + 4v = 0(since e2t = 6 0).
Writing w = v we get dw dt + 4w = 0. So w = ce 4t
. But w = v , so
4t 1 4t
that v = ce . Now integrating again we get, v = 4
ce + c1 =
c2 e4t + c1 . Thus the general solution is

LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 35



x = ve2t = c2 e4t + c1 e2t = c1 e2t + c2 e2t .
21. x2 = vx1 where v must be a non-constant function of t (otherwise x2
is a scalar multiple of x1 and so they are linearly
dependent).

x1 x2 x1 vx1
The Wronskian is W [x1 , x2 ] = det = det
x1 x2 x1 v x1 + vx1
2 2
= v (x1 ) + vx1 x1 vx1 x1 = v (x1 ) 6= 0 (since v 6= 0 as v is a
non-constant function of t and x1 = 6 0 as a nontrivial solution). Hence
{x1 , x2 } forms a fundamental set of solutions.

2.4 HOMOGENEOUS LINEAR CONSTANT COEFFICIENT


DIFFERENTIAL EQUATIONS (SECOND ORDER)

1. Substituting x = ert into the equation x + x 6x = 0 we get


r2 + r 6 = 0 (r + 3) (r 2) = 0 r = 2, 3.Thus the
general solution is x = c1 e2t + c2 e3t .
3. Substituting x = ert into the equation x + x = 0 we get
r2 +1 = 0 r = i. Thus the general solution is x = c1 cos t+c2 sin t.
5. Substituting x = ert into the
equation x + 4x + 5x = 0 we get
r2 + 4r + 5 = 0 r = 4 21620 = 2 i.Thus the general solution
is x = e2t (c1 cos t + c2 sin t) .
7. Substituting x = ert into the equation x 3x + 2x = 0 we get
r2 3r + 2 = 0 (r 1) (r 2) r = 1, 2.Thus the general
solution is x = c1 et + c2 e2t .
9. Substituting x = ert into the equation x x = 0 we get r2 r = 0
r (r 1) = 0 r = 0, 1.Thus the general solution is x = c1 +c2 et .
11. Substituting x = ert into the equation 3x = 0 we get 3r2 = 0

r = 0, a repeated root with multiplicity 2. Thus the general

solution is x = c1 + c2 t.
13. Substituting x = ert into the equation 3x + 2x x = 0 we get

1
3r2 + 2r 1 = 0 (r + 1) (3r 1) = 0 r = 1, 3
. Thus

1
t t

the general solution is x = c1 e + c2 e 3 .


15. Substituting x = ert into the equation x + x 2x = 0 we get

r2 + r 2 = 0 (r + 2) (r 1) = 0 r = 1, 2. Thus

the general solution is x = c1 et + c2 e2t . So x = c1 et 2c2 e2t .

Using the initial conditions x(0) = 0 and x (0) = 1 we get

c1 + c2 = 0 and c1 2c2 = 1. Solving these equations for

c1 and c2 , we have c1 = 31 and c2 = 31 .

Hence x = 31 et 13 e2t .

17. Substituting x = ert into the equation 2x + 4x = 0 we get


2 2
2r + 4 = 0 r = 2 r = i 2. Thus the general solution
is x = c1 cos 2t + c2 sin 2t.
19. Substituting x = ert into the equation 2x + 8x + 6x = 0 we get

2r2 + 8r + 6 = 0 r2 + 4r + 3 = 0 (r + 3) (r + 1) = 0

36 CHAPTER 2

r = 1, 3.Thus the general solution is x = c1 et + c2 e3t .


So x = c1 et 3c2 e3t . Using the initial conditions x(0) = 2
and x (0) = 0 we get c1 + c2 = 2 and c1 3c2 = 0.
Solving these equations for c1 and c2 , we have c1 = 3 and
c2 = 1. Hence x = 3et e3t .
21. Substituting x = ert into the equation x + 10x + 25x = 0 we

2
get, r2 + 10r + 25 = 0 (r + 5) = 0 r = 5, repeated

twice. Thus the general solution is x = c1 e5t + c2 te5t .


23. Substituting x = ert into the equation x 14x + 49x = 0 we

2
get, r2 14r + 49 = 0 (r 7) = 0 r = 7, repeated

twice. Thus the general solution is x = c1 e7t + c2 te7t .


25. Substituting x = ert into the
equation x 6x + 25x = 0 we get
2 6 36100
r 6r + 25 = 0 r = 2 = 3 4i.Thus the general
solution is x = e3t (c1 cos 4t + c2 sin 4t) .
27. Substituting x = ert into the equation x 12x = 0 we get
2
r 12 = 0
r = 12. Thus the general solution is

x = c1 e 12t + c2 e 12t .
29. Substituting x = ert into the
equation x + 4x + 8x = 0 we get

r2 + 4r + 8 = 0 r = 4 21632 = 2 2i.Thus the general

solution is x = e2t (c1 cos 2t + c2 sin 2t) .

31. Substituting x = ertinto the equation x + 8x = 0 we get

2
r +8=0 r = 8 = 8i.Thus the general

solution is x = c1 cos 8t + c2 sin 8t.

33. Substituting x = ert into the equation x + 6x + 7x = 0 we get

2

6 3628

r + 6r + 7 = 0 r = 2 = 3 2.Thus the general


(3+ 2)t (3 2)t 3t 2t
solution is x = c1 e + c2 e =e c1 e + c2 e 2t .
35. The Wronskian
W [et cos t, et sin t]

et cos t et sin t
= det
et ( cos t sin t) et ( sin t + cos t)

=e 2t
sin t cos t + cos2 t sin t cos t + sin2 t

= e2t cos2 t + sin2 t = e2t 6= 0 (since = 6 0).
So {et cos t, et sin t} forms a fundamental set of solutions.
2
37. Repeated roots have b2 4ac = 0 c = 4ba , so that
b2 b2

b 2
ar2 + br + c = ar2 + br + 4a = a r2 + ab r + 4a 2 = a r + 2a .
b
So repeated root is r = 2a .
39. Choose #21. This problem has a repeated root, r = 5. So one
solution is x1 = e5t . Let x = vx = ve
1 5t
5t
and
substitute
this
5t 5t
in the original
5t equation to get ve
+ 10 ve + 25ve =0
5t 5t
v e 10v
e + 25ve
+10 v e5t 5ve5t + 25ve5t = 0
v e5t = 0 v = 0 since e5t 6= 0. Now integrating twice
we get v = c2 t + c1 . Thus the general solution is

x = vx1 = ve5t = c2 te5t + c1 e5t .

LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 37

41. c1 et + c2 e2t will be the general solution if r = 1 and r = 2 are


the roots of the characteristic equation. One such characteristic
equation would be (r + 1) (r + 2) = r2 + 3r + 2 = 0. A corresponding
dierential equation is x + 3x + 2x = 0.
43. c1 e3t + c2 te3t will be the general solution if r = 3 is a repeated (twice)
root of the characteristic equation. One such characteristic
2
equation would be (r 3) = r2 6r + 9 = 0. A corresponding
dierential equation is x 6x + 9x = 0.

45. c1 sin 4t + c2 cos 4t will be the general solution if r = 4i is a


complex root of the characteristic equation. One such characteristic
equation would be (r + 4i) (r 4i) = r2 + 16 = 0. A corresponding
dierential equation is x + 16x = 0.
47. c1 sin 3t + c2 cos 3t will be the general solution if r = 3i is a
complex root of the characteristic equation. One such characteristic
equation would be (r + 3i) (r 3i) = r2 + 9 = 0. A corresponding
dierential equation is x + 9x = 0.
49. c1 + c2 t will be the general solution if r = 0 is a repeated root

of the characteristic equation. One such characteristic

equation would be r2 = 0. A corresponding

dierential equation is x = 0.

51. c1 et sin t + c2 et cos t will be the general solution if r = 1 i is a


complex root of the characteristic equation. One such characteristic
equation would be (r 1 i) (r 1 + i) = r2 2r + 2 = 0. A
corresponding dierential equation is x 2x + 2x = 0.

2.4.1 Homogeneous Linear Constant Coecient Dierential Equa


tions (nth-Order)

1. Substituting x = ert into the equation x 6x + 12x 8x = 0


3
we get, r3 6r2 + 12r 8 = 0 (r 2) = 0 r = 2 is a
repeated root of multiplicity 3.Thus the general solution is
x = c1 e2t + c2 te2t + c3 t2 e2t .
3. Substituting x = ert into the equation
x 5x + 4x = 0 we get,
4 2 2 2
r 5r + 4 = 0 r 1 r 4 = 0 r = 1, 2.
Thus the general solution is x = c1 et + c2 et + c3 e2t + c4 e2t .
5. Substituting x = ert into the equation x + x 2x = 0 we get,
r3 + r2 2r = 0 r (r 1) (r + 2) = 0 r = 0, 1, 2.
Thus the general solution is x = c1 + c2 et + c3 e2t .
7. Substituting x = ert into the equation x + 4x + 6x + 4x + x = 0
4
we get, r4 + 4r3 + 6r2 + 4r + 1 = 0 (r + 1) = 0 r = 1
is a repeated root of multiplicity 4. Thus the general solution is
x = c1 et + c2 tet + c3 t2 et + c4 t3 et .
9. Substituting x = ert into the equation x 3x = 0 we get, r 3 = 0
r = 3. Thus the general solution is x = c1 e3t .
38 CHAPTER 2

11. Substituting x = ert into the


2equation x + x 2x = 0 we get,
3 2
r + r 2 = 0 (r 1) r + 2r + 2 = 0 r = 1, 1 i.
Thus the general solution is x = c1 et + et (c2 cos t + c3 sin t) .
13. Substituting x = ert into the equation x + 4x + 8x + 8x + 4x = 0
we get, r4 + 4r3 + 8r2 + 8r + 4 = 0

r4 + 4r3 + 4r2 + 4r2 + 8r + 4 = 0

2
r2 + 2r + 4 r2 + 2r + 4 = 0
2 2
r + 2r + 2 = 0
r = 1 i is a repeated root of multiplicity 2. Thus the general
solution is x = et (c1 cos t + c2 sin t) + tet (c3 cos t + c4 sin t) .
15. Substituting x = ert into the equation x(4) 4x(3) +6x(2) 4x(1) +x = 0
4
we get, r4 4r3 + 6r2 4r + 1 = 0 (r 1) = 0 r = 1
is a repeated root of multiplicity 4. Thus the general solution is
x = c1 et + c2 tet + c3 t2 et + c4 t3 et .
17. Substituting x = ert into the equation x(6) 3x(4) + 3x(2) x = 0
we get, r6 3r4 + 3r2 1 = 0

3 2
r2 3 r2 .1 + 3 r2 .12 13 = 0

2 3
r 1 = 0 r = 1, each repeated with multiplicity 3.
Thus the general solution is

x = c1 et + c2 tet + c3 t2 et + c4 et + c5 tet + c6 t2 et .

rt (4) 4
19. Substituting
2 x2= e into the 2equation x 2 x = 0 we get, r 1 = 0
r 1 r + 1 = 0 r = 1 and r = 1 r = 1, i.
Thus the general solution is x = c1 et + c2 et + c3 cos t + c4 sin t.
21. Substituting x = ert into the equation x + 50x + 625x = 0

2
we get, r4 + 50r2 + 625 = 0 r2 + 25 = 0 r = 5i

repeated twice. Thus the general solution is

x = c1 cos 5t + c2 sin 5t + c3 t cos 5t + c4 t sin 5t.

23. Substituting x = ert into the equation


2 x + 3x + x 5x = 0 we
3 2
get, r + 3r + r 5 = 0 (r 1) r + 4r + 5 = 0 r = 1, 2 i.
Thus the general solution is x = c1 et + e2t (c2 cos t + c3 sin t) .
25. c1 e2t + c2 te2t + c3 will be the general solution if r = 2 is a root
with multiplicity 2 and r = 0 is a simple root of the characteristic
2
equation. One such characteristic equation would be r (r 2)
= r3 4r2 + 4r = 0. A corresponding dierential equation is
x 4x + 4x = 0.
27. c1 sin 5t + c2 cos 5t + c3 t sin 5t + c4 t cos 5t will be the general solution
if r = 5i is a complex root with multiplicity 2 of the characteristic
2
equation. One such characteristic equation would be ((r 5i) (r + 5i))
2 2
= r + 25 = r4 + 50r2 + 625 = 0. A corresponding dierential
equation is x + 50x + 625x = 0.
29. c1 e2t + c2 te2t + c3 t2 e2t will be the general solution if r = 2
is a root with multiplicity 3 of the characteristic equation. One such
3
characteristic equation would be (r + 2) = r3 + 6r2 + 12r + 8 = 0.
A corresponding dierential equation is x + 6x + 12x + 8x = 0.
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 39

31. c1 et sin t + c2 et cos t + c3 tet sin t + c4 tet cos t will be the general
solution if r = 1 i is a complex root with multiplicity 2 of the
characteristic equation. One such characteristic equation would be
2 2
((r 1 i) (r 1 + i)) = r2 2r + 2 =

r4 4r3 + 8r2 8r + 4 = 0. A corresponding dierential

equation is x 4x + 8x 8x + 4x = 0.

33. c1 sin t + c2 cos t + c3 t sin t + c4 t cos t will be the general solution


if the roots of the characteristic equation is r = i repeated twice.
2 2
One such characteristic equation would be ((r i) (r + i)) = r2 + 1
= r4 + 2r2 + 1 = 0. A corresponding dierential equation is
x + 2x + x = 0.
35. Since there are 6 roots, four real (repeated), two complex, the general
solution is a linear combination of 6 homogeneous solutions using
6 arbitrary
constants:
x = e8t c1 + c2 t + c3 t2 + c4 t3 + e8t (c5 cos 7t + c6 sin 7t) .
37. Since there are 9 roots, three real (repeated), one pair of complex

(repeated twice) and one pair of complex (simple), the general

solution is a linear combination of 9 homogeneous solutions

using 9 arbitrary constants:

x = c1 + c2 t + c3 t2 + e4t (c4 cos 5t + c5 sin 5t) + (c6 + c7 t) cos 5t

+ (c8 + c9 t) sin 5t.


39. Since there are six complex roots (one pair repeated three times), the
general solution is a linear combination of 6 homogeneous solutions
using 6 arbitrary constants:
x = e2t c1 + c2 t + c3 t2 cos t + c4 + c5 t + c6 t2 sin t .
41. Since there are 8 complex roots (one pair repeated twice, other two
pairs simple), the general solution is a linear combination of
8 homogeneous solutions using 8 arbitrary constants:
x = e2t (c1 cos 6t + c2 sin 6t) + e2t (c3 cos 6t + c4 sin 6t)
+ (c5 + c6 t) cos 6t + (c7 + c8 t) sin 6t.

2.5 MECHANICAL VIBRATIONS I: FORMULATION AND


FREE RESPONSE
p
1. The amplitude is R = c2 2
1 + c2 = 9 + 49 = 58. The phase
angle is given by tan = cc21 = 73 , fourth quadrant. So
7
= tan1 3
= 1.1659 radians. Thus x (t) = 58 cos (5t + 1.1659) .
p
3. The amplitude is R = c21 + c22
= 3 + 1 = 2. The phase angle

is given by tan = cc21 = 13 , rst quadrant. So


= tan1 13 = 6 radians. Thus x (t) = 2 cos 14t 6 .
p
5. The amplitude is R = c21 + c22 = 36 + 36 = 72 = 6 2.
The phase angle is given by tan = cc21 = 6 6
= 1,

second quadrant. So = tan1 (1) + = 4 + = 3


4 radians.
40 CHAPTER 2

Thus x (t) = 6 2 cos 5t 3 4 .
p
7. The amplitude is R = c2 2
1 + c2 = 3 + 1 = 2. The phase angle
is given by tan = cc21 = 1
3
, fourth quadrant. So

= tan1 13 = 6 radians. Thus x (t) = 2 cos 6t + 6 .
p
9. The amplitude is R = c2 2
1 + c2 = 16 + 48 = 8. The phase angle
c2 4 3

is given by tan = c1 = 4 = 3, second quadrant. So

= tan1 3 + 3 + = 2
= 2
3 radians.

Thus x (t) = 8 cos 2t 3 .


11. We determine the spring constant k from kL = mg where
m = 30 gm, g = 980 cm/s2 and L = 20 cm. So k = 98030 20 = 1470.
The dierential equation is mx + kx = 0 30x + 1470x = 0
x + 49x = 0. Substituting x = ert we have r2 + 49 = 0
r = 7i. Hence the general solution is x (t) = c1 cos 7t + c2 sin 7t
x (t) = 7c1 sin 7t + 7c2 cos 7t. Using the initial conditions x (0) = 10
and x (0) = 0 we get, c1 = 10 and c2 = 0. Thus the motion is
x = 10 cos 7t.
13. We determine the spring constant k from kL = mg where

m = 8 slugs, g = 32 f t/s2 and L = 2 f t. So k = 8232 = 128.

For spring-mass system m = 2 slugs, the dierential equation is

2x + 128x = 0 x + 64x = 0. Substituting x = ert we have

r2 + 64 = 0 r = 8i. Hence the general solution

is x (t) = c1 cos 8t + c2 sin 8t x (t) = 8c1 sin 8t + 8c2 cos 8t.

Using the initial conditions x (0) = 2 and x (0) = 1 we get, c1 = 2


and c2 = 81 . Thus the motion is x = 2 cos 8t + 18 sin 8t.
15. Here m = 10. Frequency 2 = 5 cycles/sec = 10
q
k k 2 2
m = 10 10 = 100 k = 1000 lb/ft.
17. Here m = 16 g, k = 64 gm/s2 . The dierential equation is

16x + 64x = 0 x + 4x = 0. Substituting x = ert we have

r2 + 4 = 0 r = 2i. Hence the general solution is

x (t) = c1 cos 2t + c2 sin 2t. So


x(0) = c1 and x (0) = 2c2 .


Now, phase, = 3 = tan1 cc21 cc21 = tan 3 = 3
p
c2 = 3c1 and amplitude, c21 + c22 = 2 c21 + c22 = 4
2
c21 + 3c1 = 4 4c2 1 = 4 c1 = 1 and then c2 = 3.

Thus the initial conditions must be x (0) = 1 and x (0) = 2 3.
k
19. (a) The dierential equation is mx + kx = 0 x + m x = 0.
q
k k
Substituting x = ert we have r2 + m =0r= m i.
q q
k k
Hence the general solution is x (t) = c1 cos m t + c2 sin m t
q q q q
k k k k
x (t) = m c1 sin m t+ m c2 cos m t.
Using the initial conditions x (0) = 0 and x (0) = q10 we get,
pm pm k
c1 = 0 and c2 = 10 k . Thus x (t) = 10 k sin m t.
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 41
p p
(b) The amplitude is R = c21 + c22 = 10 m k.
(c) From part (b) the amplitude decreases as k increases.
(d) From part (b) the amplitude increases as m increases.
k
21. (a) The dierential equation is mx + kx = 0. x + m x = 0.
q
rt 2 k k
Substituting x = e we have r + m = 0 r = m i.
q q
k k
Hence the general solution is x (t) = c1 cos m t + c2 sin m t
q q q q
k k k k
x (t) = m c1 sin m t+ m c2 cos m t.
Using the initial conditions x (0) = 1 and x (0) q= 1 wepget, c1 q =1
pm k m k
and c2 = k . Thus the motion is x (t) = cos mt + k sin mt .
p p
(b) The amplitude is R = c21 + c22 = 1 + m k.
(c) From part (b) the amplitude decreases to 1 as k increases
and increases as m increases.
23. Multiplying mx + kx = 0 by x we get, mx x + kxx = 0.

Now
R integrating
R this equation with respect to t we have

mx x dt + kxx dt =constant.

R d 2 R d 2
m 12 dt (x ) dt + k 12 dt (x) dt =constant

1 2 1 2
2 m (x ) + 2 k (x) =constant

12 mv 2 + 12 kx2 =constant.
2
25. ddt2x + 7x = 0. Substituting x = ert we have r2 + 7 = 0 r = 7i.

Hence the general solution is x (t) = c1 cos 7t + c2 sin 7t.
d2 x

27. dt2 7x = 0. Substituting x = ert we have r2 7 = 0 r = 7.

Hence the general solution is x (t) = c1 e 7t + c2 e 7t .
2
29. ddt2x + 5x = 0. Substituting x = ert we have r2 + 5 = 0 r = 5i.

Hence the general solution
is x (t) = c1 cos 5t + c2 sin 5t and
dx
dt (t) = 5c 1 sin 5t + 5c 2 cos 5t. Using the initial conditions
x (0) = 2 and dx dt (0) = 3 we have, c1 = 2 and c2 = 35 .

Thus x (t) = 2 cos 5t + 35 sin 5t. The amplitude is
p q q
9 29
R = c2 1 + c 2 = 4 + = and phase angle is

2 5
5
= tan1 cc12 = tan1 2 3

5
= 0.59087.
q
Hence x (t) = 29 5 cos 5t 0.59087 .
31. Suppose ddt = c1 (constant). The circle of radius r can be represented
parametrically by x = r cos , y = r sin . Integrating the dierential
equation we have, = c1 t + c2 , where c2 is constant. Thus x
component of the object satises a simple harmonic motion
x = r cos (c1 t + c2 ) . Hence the number of cycles per second is
0 c1
2 = 2 (here 0 = c1 ). That is, c1 =cycles per 2 seconds,
which is the circular frequency.
33. Here m = 10, k = 30, = 40. The dierential equation is
10x + 40x + 30x = 0 x + 4x + 3x = 0, x (0) = 3, x (0) = 5.
42 CHAPTER 2

Substituting x = ert we have r2 + 4r + 3 = 0 (r + 1) (r + 3) = 0


r = 1, 3. Hence the general solution is x (t) = c1 et + c2 e3t .
Also x (t) = c1 et 3c2 e3t . Using initial conditions we get,
c1 + c2 = 3

c1 3c2 = 5

Adding these equations we get c2 = 1 and then c1 = 2 . Thus

x (t) = 2et + e3t .

Here, the roots are real (and negative), so the system is overdamped.

35. Here m = 1, L = 20, kL = mg = 980 k = 980 20 = 49, = 0.


The dierential equation describing the motion is
x + 49x = 0, x (0) = 1, x (0) = 7. Substituting x = ert we have
r2 + 49 = 0 r = 7i. Hence the general solution is
x (t) = c1 cos 7t + c2 sin 7t. Also x (t) = 7c1 sin 7t + 7c2 cos 7t.
Using initial conditions we get, c1 = 1 and c2 = 1. Thus
x (t) = cos 7t + sin 7t. This motion is harmonic.
37. Here L = 2 32 , k = 12, mg = kL = 32 m = 1, = 7.
The dierential equation describing the motion is

x + 7x + 12x = 0, x (0) = 1, x (0) = 1. Substituting x = ert

we have r2 + 7r + 12 = 0 (r + 4) (r + 3) = 0 r = 4, 3.

Hence the general solution is x (t) = c1 e4t + c2 e3t . Also

x (t) = 4c1 e4t 3c2 e3t . Using initial conditions we get,

c1 + c2 = 1; 4c1 3c2 = 1
c1 = 2 and c2 = 3. Thus

x (t) = 2e4t 3e3t .


Here, the roots are real (and negative), so the system is overdamped.

39. Here k = 5, m = 1, = 4. The dierential equation describing the


motion is x + 4x + 5x = 0, x (0) = 2, x (0) = 0. Substituting
x = ert we have r2 + 4r + 5 = 0 r = 2 i. Hence the general
solution is x (t) = e2t (c1 cos t + c2 sin t) .
Also x (t) = e2t ((2c1 + c2 ) cos t (c1 + 2c2 ) sin t) .
Using initial conditions we get, c1 = 2; 2c1 + c2 = 0 c2 = 4.
Thus x (t) = e2t (2 cos t + 4 sin t) .
Here, the roots are complex (with negative real part), so we have
a damped
p oscillation.
The amplitude
is
R = c21 +c22 = 4 + 16 = 20 and the phase angle is
c2
= tan1 c1 = tan1 (2) = 1.107.

Hence x (t) = e2t 20 cos (t 1.107) .
41. (Refer to the equation (36) of the text) The general solution for the

critically damped motion is x (t) = c1 e 2m t + c2 te 2m t


x (t) = 2m (c1 + c2 t) + c2 e 2m t . The mass may change
direction at the point where the derivative is zero. So we solve

x (t) = 0 for t. Since e 2m t =
6 0, 2m (c1 + c2 t) + c2 = 0
2m c1
t = c2 , which is just one number. If t < 0, this does not happen.

43. If < 4mk, then damped oscillation.

If > 4mk, then overdamped.

LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 43



And if = 4mk, then critically damped.

2
For small m (0 < m < 4k ) motion will be overdamped. As m is

2
increased, motion will be critically damped at m = 4k and motion
2
will be a damped oscillation if m is increased further (m > 4k ).
q
k
45. Without damping: natural frequency, 0 = m = k (since m = 1).

Now 2 = 5
0
k = 10 k = 100 2 .

2 2
With damping: pseudo frequency, = 4mk 2m = 4k
2
(as m = 1).

4k 2 2 2

So 2 = 4 2 = 8 4k = 256
2 = 400 2 256 2 = 144 2 = 12.
2
47. Substituting x = ert in 2 ddt2x + 4 dx 2
dt + 3x = 0, we have 2r + 4r + 3 = 0

2
r = 1 2 i. Thus the generalsolution is

x (t) = et c1 cos 22 t + c2 sin 22 t .
Here, underdamped system since the roots are complex (with
negative real part).
2
49. Substituting x = ert in 3 ddt2x + 5 dx 2
dt + 4x = 0, we have 3r + 5r + 4 = 0

23
r = 65
6 i. Thus the generalsolution is

23 23
x (t) = et c1 cos 6 t + c2 sin 6 t .
Here, underdamped system since the roots are complex (with
negative real part).
2
51. Substituting x = ert in 3 ddt2x + 8 dx 2
dt + 4x = 0, we have 3r + 8r + 4 = 0
2
(r + 2) (3r + 2) = 0 r = 2, 3 . Thus the general solution is
2
x (t) = x (t) = c1 e2t + c2 e 3 t .
Here, overdamped system since the roots are real (and negative).
2
53. Substituting x = ert in 9 ddt2x + 12 dx dt + 4x = 0, we have
2
9r2 + 12r + 4 = 0 (3r + 2) = 0 r = 23 repeated twice.
2 2
Thus the general solution is x (t) = c1 e 3 t + c2 te 3 t .
Here, critically damped system since the roots are repeated negative
real.
2
55. Substituting x = ert in 3 ddt2x + 4 dx 2
dt + x = 0, we have 3r + 4r + 1 = 0
1
(r + 1) (3r + 1) = 0 r = 1, 3 . Thus the general solution is
1
x (t) = c1 et + c2 e 3 t .
Here, overdamped system since the roots are real (and negative).
57. For an overdamped spring-mass system, (Refer to the equation (34)
and (35) of the text) the general solution is x (t) = c1 er1 t + c2 er2 t .
So x (t) = r1 c1 er1 t + r2 c2 er2 t . Using initial condition x (0) = 1
we get, c1 + c2 = 1 c2 = 1 c1 and x (0) = v0 we get,
r1 c1 + r2 c2 = v0 r1 c1 + r2 (1 c1 ) = v0
c1 (r1 r2 ) = v0 r2 c1 = rr21 v r2 and then
0

r2 v0 r1 v0
c2 = 1 c1 = 1 + r1 r2 = r1 r2 .
So x (t) = r1 rr21 v 0 r1 t
r2 e + r2 rr11 v 0 r2 t
r2
e . Now local maximum or
minimum (if exists) occurs at t such that x (t) = 0

44 CHAPTER 2
v
er 1 t 1 r0
r1 rr21 v 0 r1 t
r2 e = r2 rr11 v 0 r2 t
r2 e = rr21 (r 1 v0 )
(r2 v0 ) =
er 2 t v0
1 r
1

v
v0
2

(r1 r2 )t 1 r0 1
e = 1 v0 (r1 r2 ) t = ln 1 vr10

1
r2 r2
v0

1 1
t = (r1 r 2)
ln 1 vr10 .

r2

59. Substitutingx = ert in x + x + x = 0, we have r2 + r + 1 = 0


2
r = 2 4 .
r1 t
Then x(t) = c 1e + c2 er2 t ; x (t) = r1 t r2 t
c1 r1 e + c2 r2 e where
1 2 1 2
r1 = 2 + 4 and r2 = 2 4 .
For > 2 :
Using the initial conditions x (0) = 1 and x (0) = 1 we get
c1 + c2 = 1 c2 = 1 c1 and
r1 c1 + r2 c2 = 1 c1 (r1 r2 ) = 1 r2 c1 = rr12r +1
2
r2 +1
and c2 = 1 + r1 r2 = r1 r2 . Thus x (t) = r1 r2 e + rr11r
r1 +1 r2 +1 r1 t +1 r2 t
2
e .
In order to nd lim x (t) we must nd limits of c1 , c2 , r1 , and r2
2+
when 2+ as they depend on .
2
lim+ c1 = lim+ rr12r
+1
2
= lim+ +2242
4
. Using LHospitals Rule
2 2 2
2 4
and then simplifying we get lim+ + 2 = 21 . Similar procedure
2
produces lim c2 = 21 . It is obvious that lim r1 = lim r2 = 1.
2+ 2+ 2+
Thus lim+
x (t) = 12 et + 21 et = et .

2
For = 2 :

2 4 = 0 critically damped. Then r1 = r2 = 2 = 1 and

x2 (t) = c1 et + c2 tet . So x2 (t) = c1 et + c2 et c2 tet .


Using initial conditions we get, c1 = 1 and c1 + c2 = 1 c2 = 0.
Hence x2 (t) = et . Thus lim+ x (t) = x2 (t) = et for all t 0.
2
61. Substitutingx = ert in x + x + x = 0, we have r2 + r + 1 = 0
2
r = 2 4 .
r1 t
Then x(t) = c 1e + c2 er2 t ; x (t) = r1 t
c1 r1 e + c2 r2 e where
r2 t
1 2 1 2
r1 = 2 + 4 and r2 = 2 4 .
For > 2 :

Using the initial conditions x (0) = 0 and x (0) = 1 we get

c1 + c2 = 0 c2 = c1 .

1 1
r1 c1 + r2 c2 = 1 c1 (r1 r2 ) = 1 c1 = r1 r , c = r2 r .
t2 2 t
1
2
4 2 4
1 1 t e2 e 2
r1 t r2 t 2
Thus x (t) = r1 r2 e + r2 r1 e = e
2 4
.
t
t 2 4 t 2 4
lim+ x (t) = lim+ e 2
lim+ e 2 e 2
2 4

.
2
2 2
Let Q = 2 4. (If 2+ , then Q 0).
t

2 t 2 4 tQ t Q

e 2 4 e
So lim+
2 4
2
= lim e 2 e Q

2 Q
0
(This is of the form 00 . So use LHospitals Rule)
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 45
t
t
t 2 Q
t 2 Q
2e +2e t
= lim 1 = t. Then lim+ x (t) = t lim+ e 2 = tet .
Q0 2 2
For = 2 :
2 4 = 0 critically damped. Then r1 = r2 = 2 = 1 and
x2 (t) = c1 et + c2 tet . So x2 (t) = c1 et + c2 et c2 tet .
Using initial conditions we get, c1 = 0 and c1 + c2 = 1 c2 = 1.
Hence x2 (t) = tet . Thus lim+ x (t) = x2 (t) for all t 0.
2

2.6 THE METHOD OF UNDETERMINED COEFFICIENTS

1. Yes, because it is a constant coecients problem with polynomial times


sinusoidal forcing.
3. No, because forcing includes ln |t| which is not a polynomial.
sin t
5. No, because cos t is not allowed as a sinusoidal forcing.
7. No, because it is not a constant coecients problem.
9. No, because forcing includes t1 which is not a polynomial.
11. Yes, because it is a constant coecients problem and the second part
of forcing.function sinh 3t is 12 e3t 21 e3t , a linear combination of
exponential functions.
13. Substituting x = ert in the homogeneous part of x + 9x = t3 + 6
we get, r2 + 9 = 0 r = 3i. Thus xh = c1 cos 3t + c2 sin 3t. The
forcing function is a polynomial of degree 3, r = 0 is not a root
k = 0. So xp = A0 + A1 t + A2 t2 + A3 t3 , xp = A1 + 2A2 t + 3A3 t2 ,
xp = 2A2 + 6A3 t. Substituting these in the original equation we have,

2A2 + 6A3 t + 9 A0 + A1 t + A2 t2 + A3 t3 = t3 + 6
9A0 + 2A2 + (6A3 + 9A1 ) t + 9A2 t2 + 9A3 t3 = t3 + 6
Equating the coecients of like powers of t gives

t3 : 9A3 = 1 A3 = 1
9
2
t : 9A2 = 0 A2 = 0

t: 6A3 + 9A1 = 0 A1 = 69 A3 = 81 6 2
= 27
0 6 2
t : 9A0 + 2A2 = 6 A0 = 9 = 3
Thus xp = 32 81 6
t + 19 t3 and the general solution is x = xp + xh
x = 23 27 2
t + 19 t3 + c1 cos 3t + c2 sin 3t.
15. Substituting x = ert in the homogeneous part of x + 8x = 7t + 11
we get, r2 + 8r = 0 r (r + 8) = 0 r = 0, 8.
Thus xh = c1 + c2 e8t . The forcing function is a polynomial of degree
1 and r = 0 is a root of multiplicity 1 k = 1.
So xp = t (A0 + A1 t) = A0 t + A1 t2 , xp = A0 + 2A1 t, xp = 2A1 .
Substituting these in the original equation we have,
2A1 + 8A0 + 16A1 t = 7t + 11. Equating the coecients of like powers
of t gives
7
t: 16A1 = 7 A1 = 16
0 81
t : 2A1 + 8A0 = 11 A0 = 64
81 7 2
Thus xp = 64 t + 16 t and the general solution is x = xp + xh
x = 81 7 2
64 t + 16 t + c1 + c2 e
8t
.
46 CHAPTER 2

17. Substituting x = ert in the homogeneous part of x 7x + 12x = 5e2t


we get r2 7r + 12 = 0 (r 3) (r 4) = 0 r = 3, 4.
Thus xh = c1 e3t +c2 e4t . The forcing function is of the form et , = 2
but r = 2 is not a root k = 0. So xp = Ae2t , xp = 2Ae2t ,
xp = 4Ae2t . Substituting these in the original equation we have,
4Ae2t 14Ae2t + 12Ae2t = 5e2t 2Ae2t = 5e2t A = 52 .
Thus xp = 52 e2t and the general solution is x = 52 e2t + c1 e3t + c2 e4t .
x = 5e2t + 3c1 e3t + 4c2 e4t . Using the initial conditions we get,
1 = 52 + c1 + c2
0 = 5 + 3c1 + 4c2
Multiplying the rst equation by 4 and then subtracting the second
from it we have, c1 = 1. Then c2 = 12 . Thus x = 52 e2t e3t 21 e4t .
19. Substituting x = ert in the homogeneous part of x 3x + 2x = 2et
we get r2 3r + 2 = 0 (r 1) (r 2) = 0 r = 1, 2.
Thus xh = c1 et + c2 e2t . The forcing function is of the form et , = 1
and r = 1 is a root with multiplicity 1 k = 1.
So xp = Atet , xp = Aet + Atet , xp = 2Aet + Atet .

Substituting these in the original equation we have,

2Aet + Atet 3Aet 3Atet + 2Atet = 2et , since tet terms cancel

Aet = 2et A = 2. Thus xp = 2tet and the general solution is

x = xp + xh = 2tet + c1 et + c2 e2t .
21. Substituting x = ert in the homogeneous
part of x 2x + 5x = 4et
2 2 420
we get r 2r + 5 = 0 r = 2 r = 1 2i.
Thus xh = et (c1 cos 2t + c2 sin 2t) . The forcing function is of the form
et , = 1 but r = 1 is not a root k = 0.
So xp = Aet , xp = Aet , xp = Aet . Substituting these in the original
equation we have Aet 2Aet + 5Aet = 4et 4Aet = 4et A = 1.
Thus xp = et and the general solution is x = et +et (c1 cos 2t + c2 sin 2t) .
23. Substituting x = ert in the homogeneous part of x 9x = 5e3t we
get r2 9 = 0 r = 3. Thus xh = c1 e3t + c2 e3t . The forcing
function is of the form et , = 3 and r = 3 is a root with
multiplicity 1 k = 1. So xp = Ate3t , xp = Ae3t 3Ate3t ,
xp = 3Ae3t 3Ae3t + 9Ate3t . Substituting these in the original
equation we have, 3Ae3t 3Ae3t + 9Ate3t 9Ate3t = 5e3t
6Ae3t = 5e3t (since te3t terms cancel) A = 65 .
Thus xp = 65 te3t and the general solution is

x = 56 te3t + c1 e3t + c2 e3t .

25. Substituting x = ert in the homogeneous


part of x + 2x + 5x = 3 sin t
2 420
we get, r2 + 2r + 5 = 0 r = 2 r = 1 2i.
Thus xh = et (c1 cos 2t + c2 sin 2t) . Since sin t is not a homogeneous
solution, xp = A cos t + B sin t, xp = A sin t + B cos t,
xp = A cos t B sin t. Substituting these in the original equation

we have,

A cos t B sin t 2A sin t + 2B cos t + 5A cos t + 5B sin t = 3 sin t

Equating the coecients of like terms we have,

LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 47

cos t : 4A + 2B = 0
sin t : 2A + 4B = 3
Multiplying the second equation by 2 and then adding we get,
10B = 6 B = 53 and then A = 10 3
. Thus xp = 10 3
cos t + 35 sin t
and the general solution is
3
x = 10 cos t + 53 sin t + et (c1 cos 2t + c2 sin 2t) .

x = 10 sin t + 35
cos t + et (2c1 sin 2t + 2c2 cos 2t)

et (c1 cos 2t + c2 sin 2t)

Using the initial conditions we get,


3
1 = 10 + c1 c1 = 13 3
10 and 1 = 5 + 2c2 c1 c2 = 20 .
17
3 3 t 13 17
Thus x = 10 cos t + 5 sin t + e 10 cos 2t + 20 sin 2t .
27. Substituting x = ert in the homogeneous part of x + 9x = 4 sin 3t
we get r2 + 9 = 0 r = 3i. Thus xh = c1 cos 3t + c2 sin 3t.
Since = 3 and r = i = 3i is a root of characteristic equation
with multiplicity 1, k = 1. So xp = t (A cos 3t + B sin 3t) ,
xp = A cos 3t + B sin 3t + t (3A sin 3t + 3B cos 3t) ,
xp = 3A sin 3t + 3B cos 3t 3A sin 3t + 3B cos 3t
+t (9A cos 3t 9B sin 3t)
= 6A sin 3t + 6B cos 3t 9At cos 3t 9Bt sin 3t.
Substituting these in the original equation we have,
6A sin 3t + 6B cos 3t 9At cos 3t 9Bt sin 3t + 9At cos 3t
+9Bt sin 3t = 4 sin 3t
6A sin 3t + 6B cos 3t = 4 sin 3t (since last 4 terms cancel)
Equating the coecients of like terms we have,

cos 3t : 6B = 0 B = 0

sin 3t : 6A = 4 A = 32 .
Thus xp = 32 t cos 3t and the general solution is

x = 23 t cos 3t + c1 cos 3t + c2 sin 3t.

29. Substituting x = ert in the homogeneous part of x + x = cos 2t


we get r2 + 1 = 0 r = i. Thus xh = c1 cos t + c2 sin t.
Since = 2 but r = i = 2i is not a root of characteristic equation,
k = 0. So xp = A cos 2t + B sin 2t, xp = 2A sin 2t + 2B cos 2t,
xp = 4A cos 2t 4B sin 2t. Substituting these in the original
equation we have, 4A cos 2t 4B sin 2t + A cos 2t + B sin 2t = cos 2t
3B sin 2t 3A cos 2t = cos 2t.
Equating the coecients of like terms we have,

cos 2t : 3A = 1 A = 31

sin 3t : 3B = 0 B = 0.
Thus xp = 1 3 cos 2t and the general solution is

x = 13 cos 2t + c1 cos t + c2 sin t x = 32 sin 2t c1 sin t + c2 cos t.

Using the initial conditions we get, 0 = 31 + c1 c1 = 13 ; 2 = c2 .


Thus x = 31 cos 2t + 31 cos t + 2 sin t.
31. Substituting x = ert in the homogeneous part of x 4x = te3t
we get, r2 4 = 0 r = 2 . Thus xh = c1 e2t + c2 e2t . The forcing
function is of p(t)et where p(t) is a rst degree polynomial, = 3
but r = 3 is not a root k = 0. So xp = (A0 + A1 t) e3t ,
48 CHAPTER 2

xp = A1 e3t + 3 (A0 + A1 t) e3t = (3A0 + A1 ) e3t + 3A1 te3t ,

xp = 3 (3A0 + A1 ) e3t +3A1 e3t +9A1 te3t = (9A0 + 6A1 ) e3t +9A1 te3t .

Substituting these in the original equation we have,

(9A0 + 6A1 ) e3t + 9A1 te3t 4 (A0 + A1 t) e3t = te3t

(5A0 + 6A1 ) e3t + 5A1 te3t = te3t

Equating the coecients of like terms we have,

te3t : 5A1 = 1 A1 = 51
3t 6
e6 : 1 5A 3t
0 + 6A1 = 0 A0 = 25
Thus xp = 25 + 5 t e and the general solution is

6 3t
x = xp + xh = 25 e + 51 te3t + c1 e2t
+ c2 e2t .
33. Substituting x = e in the homogeneous part of x 4x + 3x = tet
rt

we get r2 4r + 3 = 0 (r 1) (r 3) r = 1, 3 . Thus
xh = c1 et + c2 e3t . The forcing function is of the form p(t)et
where p(t) is a rst degree polynomial, = 1 and r = 1 is a
root of homogeneous equation with multiplicity
t 1 k = 1.
So xp = t (A0 + A1 t) et = A0 t + A 1 t 2
e ,
xp = (A0 + 2A1 t) et + A0 t + A1 t2 et = A0 + (A0 + 2A1 ) t + A1 t2 et ,

xp = (A0 + 2A1 + 2A1 t) et + A0 + (A0 + 2A1 ) t + A1 t2 et

= 2A0 + 2A1 + (A0 + 4A1 ) t + A1 t2 et .

Substituting
these in the original equation
t we have

2
2A0 + 2A1 + (A 0 + 4A1 ) t + A 1 t e 4 A0 + (A0 + 2A1 ) t + A1 t2 et
+3 A0 t + A1 t2 et = tet
(2A0 + 2A1 ) et 4A1 tet = tet

(since t2 et terms cancel).


Equating the coecients of like terms we have,

tet : 4A1 = 1 A1 = 41
t 1
e1 : 1 22 tA0 + 2A1 = 0 A0 = A1 = 4
Thus xp = 4 t 4 t e and the general solution is
x = xp + xh = 41 tet 41 t2 et + c1 et + c2 e3t .
35. Substituting x = ert in the homogeneous part of x + 16x = 3 cos 4t
we get r2 + 16 = 0 r = 4i. Thus xh = c1 cos 4t + c2 sin 4t.
Since = 4 and r = i = 4i is a root of characteristic equation with
multiplicity 1, k = 1. So xp = t (A cos 4t + B sin 4t) ,
xp = A cos 4t + B sin 4t + t (4A sin 4t + 4B cos 4t) ,
xp = 4A sin 4t + 4B cos 4t 4A sin 4t + 4B cos 4t
+t (16A cos 4t 16B sin 4t)
= 8A sin 4t + 8B cos 4t + t (16A cos 4t 16B sin 4t) .
Substituting these in the original equation we have,
8A sin 4t + 8B cos 4t + t (16A cos 4t 16B sin 4t)
+16t (A cos 4t + B sin 4t) = 3 cos 4t
8A sin 4t + 8B cos 4t = 3 cos 4t (since last 4 terms cancel)
Equating the coecients of like terms we have,

cos 4t : 8B = 3 B = 83

sin 4t : 8A = 0 A = 0.
Thus xp = 83 t sin 4t and the general solution is

x = 83 t sin 4t + c1 cos 4t + c2 sin 4t.

LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 49

37. Substituting x = ert in the homogeneous part of



x 2x + 5x = et cos 3t we get r2 2r + 5 = 0 r = 2 2420

r = 1 2i. Thus xh = et (c1 cos 2t + c2 sin 2t) . Since = 1 and


= 3 but r = 1 3i is not root of characteristic equation k = 0.
So xp = et (A cos 3t + B sin 3t) ,
xp
= et (A cos 3t + B sin 3t) + et (3A sin 3t + 3B cos 3t)
= [(A + 3B) cos 3t + (B 3A) sin 3t] et ,

xp = [(A + 3B) cos 3t + (B 3A) sin 3t] et

+ [3 (A + 3B) sin 3t + 3 (B 3A) cos 3t] et


= [(6B 8A) cos 3t + (6A 8B) sin 3t] et .
Substituting these in the original equation we have,
[(6B 8A) cos 3t + (6A 8B) sin 3t] et 2 [(A + 3B) cos 3t + (B 3A) sin 3t] et
+5et (A cos 3t + B sin 3t) = et cos 3t
[(6B 8A) 2 (A + 3B) + 5A] et cos 3t+[(6A 8B) 2 (B 3A) + 5B]
= et cos 3t
5Ae cos 3t 5Bet sin 3t = et cos 3t.
t

Equating the coecients of like terms we have,

et cos 3t : 5A = 1 A = 51

t
e sin 3t : 5B = 0 B = 0.

Thus xp = 1 5 e t
cos 3t and the general solution is

x = 15 et cos 3t + et (c1 cos 2t + c2 sin 2t) .

39. Substituting x = ert in the homogeneous part of x + 4x = 12t2 + et

we get r2 + 4r = 0 r (r + 4) = 0 r = 0, 4.

Thus xh = c1 + c2 e4t . The rst forcing term is a second degree

polynomial and r = 0 is a root with multiplicity 1 k = 1.

t
The second forcing term is of the form
e twith = 1 and r = 1 is

2
not a root. So xp = t At + Bt + C + De ,

xp = 3At2 + 2Bt + C + Det , xp = 6At + 2B + Det .

Substituting these in the original equation we have,

6At + 2B + Det + 12At2 + 8Bt + 4C + 4Det = 12t2 + et .

Equating the coecients of like terms we have,

et : D + 4D = 1 D = 15

2
t : 12A = 12 A = 1

t: 6A + 8B = 0 B = 43
3

t0 : 2B + 4C= 0 C = 8

2 3 3 1 t
Thus xp = t t 4 t + 8 + 5 e and the general solution is

x = xp + xh = t3 43 t2 + 38 t + 15 et
+ c1 + c2 e4t .

3
x = 3t2 2 t + 38 + 51 et 4c2 e4t .

Using the initial conditions we get,

1 = c1 + c2 + 51

3
+ 1 1
1 = 83 + 15 4c2 c2 = 8 45 = 15+840
160
17
= 160 . Then from
1 4 17
the rst equation we have, c1 = 1 5 c2
= 5 + 160 = 145 29
160 = 32 .
3 3 2 3 1 t 29 17 4t
Thus x = t 4 t + 8 t + 5 e + 32 160 e .

41. Substituting x = ert in the homogeneous part of x + 2x + x = 3et


2
we get r2 + 2r + 1 = 0 (r + 1) = 0 r = 1 with multiplicity 2.
50 CHAPTER 2

Thus xh = c1 et + c2 tet . The forcing term is of the form et with

= 1 and r = 1 is a root with multiplicity 2


k = 2.

So xp = At2 et , xp = 2Atet At2 et ,


xp = 2Aet 2Atet 2Atet + At2 et = 2Aet 4Atet + At2 et .

Substituting these in the original equation we have,

2Aet 4Atet + At2 et + 4Atet 2At2 et + At2 et = 3et


2Aet = 3et (since tet and t2 et terms cancel).


Equating the coecients of like terms we have,

et : 2A = 3 A = 23
3 2 t
Thus xp = 2 t e and the general solution is

x = 23 t2 et + c1 et + c2 tet .

43. Substituting x = ert in the homogeneous part of


x 4x +4x = tet et +2e3t = (t 1) et +2e3t we get, r2 4r +4 = 0
2
(r 2) = 0 r = 2 with multiplicity 2. Thus xh = c1 e2t + c2 te2t .
The rst forcing term is of the form p(t)et where p(t) is a rst degree
polynomial, = 1 but r = 1 is not a root. The second forcing term
is of the form et with = 3 but r = 3 is not a root k = 0.
So xp = (A0 + A1 t) et + A2 e3t ,
xp = A1 et + (A0 + A1 t) et + 3A2 e3t = (A0 + A1 + A1 t) et + 3A2 e3t ,
xp = A1 et + (A0 + A1 + A1 t) et + 9A2 e3t
= (A0 + 2A1 + A1 t) et + 9A2 e3t . Substituting these in the original
equation we have, (A0 + 2A1 + A1 t) et +9A2 e3t 4 (A0 + A1 + A1 t) et
12A2 e3t + 4 (A0 + A1 t) et + 4A2 e3t = tet et + 2e3t
(A0 2A1 ) et + A1 tet + A2 e3t = tet et + 2e3t
Equating the coecients of like terms we have
e3t : A2 = 2
tet : A1 = 1
et : A0 2A1 = 1 A0 = 2A1 1 = 1.
Thus xp = (1 + t) et + 2e3t and the general solution is

x = xp + xh = (1 + t) et + 2e3t + c1 e2t + c2 te2t .

45. Substituting x = ert in the homogeneous part of


x + 5x + 4x = 8t2 + 3 + 2 cos 2t = 8t2 + 3 + 2 cos 2t
we get, r2 + 5r + 4 = 0 (r + 1) (r + 4) = 0 r = 1, 4.
Thus xh = c1 et + c2 e4t . Here rst part of the forcing function is a
second degree polynomial and r = 0 is not a root. In the second part
= 2 and r = i = 2i is not a root k = 0.
So xp = A0 + A1 t + A2 t2 + B1 cos 2t + B2 sin 2t,
xp = A1 + 2A2 t 2B1 sin 2t + 2B2 cos 2t,
xp = 2A2 4B1 cos 2t 4B2 sin 2t.
Substituting these in the original equation we have,
2A2 4B1 cos 2t 4B2 sin 2t + 5 (A1 + 2A2 t 2B1 sin 2t + 2B2 cos 2t)
+4 A0 + A1 t + A2 t2 + B1 cos 2t + B2 sin 2t = 8t2 + 3 + 2 cos 2t
(2A2 + 5A1 + 4A0 )+(10A2 + 4A1 ) t+4A2 t2 +10B2 cos 2t10B1 sin 2t
= 8t2 + 3 + 2 cos 2t
Equating the coecients of like terms we have,
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 51

cos 2t : 10B2 = 2 B2 = 51
sin 2t : 10B1 = 0 B1 = 0
t2 : 4A2 = 8 A2 = 2
t: 10A2 + 4A1 = 0 A1 = 5
t0 : 2A2 + 5A1 + 4A0 = 3 A0 = 6
Thus xp = 6 5t + 2t2 + 15
sin 2t and the general solution is
x = 6 5t + 2t2 + 51 sin 2t + c1 et + c2 e4t .

47. Substituting x = ert in the homogeneous part of x + 3x = t2 + 1


we get r + 3 = 0 r = 3. Thus xh = ce3t . Here the forcing
function is a second degree polynomial and r = 0 is not a root
k = 0. So xp = A0 + A1 t + A2 t2 , xp = A1 + 2A2 t.
Substituting these in the original equation we have,

A1 + 2A2 t + 3 A0 + A1 t + A2 t2 = t2 + 1

3A0 + A1 + (3A1 + 2A2 ) t + 3A2 t2 = t2 + 1


Equating the coecients of like terms we have,

t2 : 3A2 = 1 A2 = 31
t: 3A1 + 2A2 = 0 A1 = 29
0
t : 3A0 + A1 = 1 A0 = 11 27
Thus xp = 27 9 t + 13 t2 and the general solution is

11 2
11
x = 27 92 t + 13 t2
+ ce3t .
49. Substituting x = ert in the homogeneous part of x + 4x = sin 2t
we get, r2 + 4 = 0 r = 2i. Thus xh = c1 cos 2t + c2 sin 2t.
Since = 2 and r = 2i = i is a root with multiplicity 1, k = 1
and so xp = t (A cos 2t + B sin 2t) ,
xp = A cos 2t + B sin 2t + t (2A sin 2t + 2B cos 2t) ,
xp = 2A sin 2t + 2B cos 2t 2A sin 2t + 2B cos 2t

+t (4A cos 2t 4B sin 2t)

= 4A sin 2t + 4B cos 2t + t (4A cos 2t 4B sin 2t) .


Substituting these in the original equation we have,
4A sin 2t + 4B cos 2t + t (4A cos 2t 4B sin 2t)
+4t (A cos 2t + B sin 2t) = sin 2t
4A sin 2t + 4B cos 2t = sin 2t (since t cos 2t terms cancel)
Equating the coecients of like terms we have,

cos 2t : 4B = 0 B = 0

sin 2t : 4A = 1 A = 41
Thus xp = 41 t cos 2t and the general solution is
x = 14 t cos 2t + c1 cos 2t + c2 sin 2t.
51. Substituting x = ert in the homogeneous part of 3x 2x = tet

2
we get, 3r 2 = 0 r = 32 . Thus xh = ce 3 t .

The forcing term is of the form p(t)et where p(t) is a rst degree
polynomial, = 1 but r = 1 is not a root k = 0.
So xp = (A0 + A1 t) et , xp = A1 et + (A0 + A1 t) et .

Substituting these in the original equation we have,

3A1 et + 3 (A0 + A1 t) et 2 (A0 + A1 t) et = tet

(A0 + 3A1 ) et + A1 tet = tet


Equating the coecients of like terms we have,
52 CHAPTER 2

tet : A1 = 1

et : A0 + 3A1 = 0 A0 = 3A1 = 3.

Thus xp = (3 + t) et and the general solution is


2
x = xp + xh = (3 + t) et + ce 3 t .
rt
53. Substituting x = e in the homogeneous part of
x 5x + 6x = t5 + 7t3 + 4t we get r2 5r + 6 = 0
(r 2) (r 3) = 0 r = 2, 3. Thus e2t and e3t are independent
homogeneous solutions. Here forcing function is a fth degree

polynomial but r = 0 is not a root.

So the form is xp = A0 + A1 t + A2 t2 + A3 t3 + A4 t4 + A5 t5 .

55. Substituting x = ert in the homogeneous part of x + 9x = t3 we get


r2 + 9r = 0 r (r + 9) = 0 r = 0, 9. Thus 1 and e9t are
independent homogeneous solutions. Here forcing function is a third
degree polynomial and r = 0 is a root with multiplicity
1 k = 1.
So the form is xp = t A0 + A1 t + A2 t2 + A3 t3 .
57. Substituting x = ert in the homogeneous part of x + 5x + 6x = 5e4t
we get r2 + 5r + 6 = 0 (r + 2) (r + 3) = 0 r = 2, 3. Thus
e2t and e3t are independent homogeneous solutions. The forcing
term is of the form et where = 4 but r = 4 is not a root
k = 0. So the form is xp = Ae4t .
59. Substituting x = ert in the homogeneous part of x 4x = 5e2t we
get, r2 4 = 0 (r + 2) (r 2) = 0 r = 2, 2. Thus e2t and e2t
are independent homogeneous solutions. The forcing term is of the
form et where = 2 and r = 2 is a root with multiplicity 1 k = 1.
So the form is xp = Ate2t .
61. Substituting x = ert in the homogeneous part of x + 6x + 9x = e3t
2
we get r2 + 6r + 9 = 0 (r + 3) = 0 r = 3 with multiplicity 2.
3t 3t
Thus e and te are independent homogeneous solutions. The
forcing term is of the form et where = 3 and r = 3 is a root
with multiplicity 2 k = 2. So the form is xp = At2 e3t .
63. Substituting x = ert in the homogeneous part of x + 2x + x = t3 et
2
we get r2 + 2r + 1 = 0 (r + 1) = 0 r = 1 with multiplicity 2.
t t
Thus e and te are independent homogeneous solutions. The
forcing term is of the form p(t)et where p(t) is a third degree
polynomial, = 1 and r = 1 is a root with multiplicity
2
k = 2. So the form is xp = t2 A0 + A1 t + A2 t2 + A3 t3 et .
65. Substituting x = ert in the homogeneous part of x 7x +12x = t5 e4t
we get r2 7r + 12 = 0 (r 3) (r 4) = 0 r = 3, 4. Thus e3t
and e4t are independent homogeneous solutions. The forcing term is
of the form p(t)et where p(t) is a fth degree polynomial, = 4 and
r = 4 is a root with multiplicity
1 k = 1.
So the form is xp = t A0 + A1 t + A2 t2 + A3 t3 + A4 t4 + A5 t5 e4t .
67. Substituting x = ert in the homogeneous part of x 6x + 9x = t4 e3t
2
we get r2 6r + 9 = 0 (r 3) = 0 r = 3 with multiplicity 2.
3t 3t
Thus e and te are independent homogeneous solutions. The
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 53

forcing term is of the form p(t)et where p(t) is a fourth degree


polynomial, = 3 andr = 3 is a root with multiplicity 2 k = 2.
So the form is xp = t2 A0 + A1 t + A2 t2 + A3 t3 + A4 t4 e3t .
69. Substituting x = ert in the homogeneous part of
x + 3x 10x = t2 e2t + e5t we get, r2 + 3r 10 = 0

(r 2) (r + 5) = 0 r = 2, 5. Thus e2t and e5t are independent


homogeneous solutions. Here the rst forcing term is of the form
p(t)et where p(t) is a second degree polynomial, = 2 and r = 2
is a root with multiplicity 1 k = 1. So the form is
xp1 = t A0 + A1 t + A2 t2 e2t .

The second forcing term is not a homogeneous solution k = 0.

So the form is xp2 = Be5t . Combining them we get, the form to be


xp = t A0 + A1 t + A2 t2 e2t + Be5t .
71. Substituting x = ert in the homogeneous part of x + 5x = cos 5t
we get, r2 + 5r = 0 r (r + 5) = 0 r = 0, 5. Thus 1 and e5t
are independent homogeneous solutions. Since the forcing function
cos 5t is not a homogeneous solution, k = 0.
So the form is xp = A cos 5t + B sin 5t.
73. Substituting x = ert in the homogeneous part of

x 7x + 12x = t2 sin 4t we get, r2 7r + 12 = 0

(r 3) (r 4) = 0 r = 3, 4.Thus e3t and e4t are independent


homogeneous solutions. Here the forcing term is of the form p(t) sin t
where p(t) is a second degree polynomial, = 4 but r = i = 4i is
not a root k = 0.
So the form is xp = A0 + A1 t + A2 t2 cos 4t+ B0 + B1 t + B2 t2 sin 4t.
75. Substituting x = ert in the homogeneous part of x + 25x = cos 5t
we get r2 +25 = 0 r = 5i. Thus cos 5t and sin 5t are independent
homogeneous solutions. Here = 5 and r = i = 5i is a root with
multiplicity 1 k = 1. So the form is xp = t (A cos 5t + B sin 5t) .
77. Substituting x = ert in the homogeneous part of

x 2x + 5x = 3et sin 2t we get, r2 2r + 5 = 0 r = 2 2420

r = 1 2i. Thus et cos 2t and et sin 2t are independent


homogeneous solutions. Here the forcing term is of the form et sin t
with = 1, = 2 and r = + i = 1 + 2i is a root with multiplicity
1 k = 1. So the form is xp = t (Aet cos 2t + Bet sin 2t) .
79. Substituting x = ert in the homogeneous part of x + 9x = tet sin 2t
we get, r2 + 9 = 0 r = 3i. Thus cos 3t and sin 3t are independent
homogeneous solutions. Here the forcing term is of the form p(t)et sin t
where p(t) is a rst degree polynomial and = 1, = 2 but
r = + i = 1 + 2i is not a root k = 0.
So the form is xp = (A0 + A1 t) et cos 2t + (B0 + B1 t) et sin 2t.
81. Substituting x = ert in the homogeneous part of

x + 2x + 2x = t2 et sin t we get, r2 + 2r + 2 = 0 r = 22 48

r = 1 i. Thus et cos t and et sin t are independent homogeneous
solutions. Here the forcing term is of the form p(t)et sin t where
54 CHAPTER 2

p(t) is a second degree polynomial and = 1, = 1 and

r = + i = 1 + i is not a root k = 0.

So the form is xp = A0 + A1 t + A2 t2 et cos t+ B0 + B1 t + B2 t2 et sin t.

83. Substituting x = ert in the homogeneous part of

x + 2x+ 2x = et cos t + et sin t we get, r2 + 2r + 2 = 0

r = 22 48 r = 1 i. Thus et cos t and et sin t are


independent homogeneous solutions. Here the rst forcing term is
of the form et sin t with = 1, = 1 and r = + i = 1 + i
is a root with multiplicity 1 k = 1. For the second forcing term,
r = + i = 1 + i is not a root.

So the form is xp = A1 tet cos t + B1 tet sin t + A2 et cos t + B2 et sin t.

85. Substituting x = ert in the homogeneous part of

x x = et et + et cos t we get, r2 1 = 0 r = 1.

Thus et and et are independent homogeneous solutions.

So for the rst and second forcing terms k = 1.

The third forcing term is of the form et sin t with = 1, = 1 but

r = + i = 1 + i is not a root k = 0.

So the form is xp = Atet + Btet + Cet cos t + Det sin t.


87. Substituting x = ert in the homogeneous part of

x + 16x = t cos 4t + et sin 4t + 3e4t we get, r2 + 16 = 0 r = 4i.

Thus cos 4t and sin 4t are independent homogeneous solutions.

The rst forcing term is of the form p(t) sin t where p(t) is a rst

degree polynomial, = 4 and r = i = 4i is a root with multiplicity

1 k = 1. So the form is xp1 = t [(A0 + A1 t) cos 4t + (B0 + B1 t) sin 4t] .

The second forcing term is of the form et sin t where = 1, = 4


but r = + i = 1 + 4i is not a root k = 0.
So the form is xp2 = A2 et cos 4t + B2 et sin 4t.

The third forcing term is of the form et with = 4 but r = = 4

is not a root k = 0. So the form is xp3 = A3 e4t .

Now combining them we have the form as

xp = t [(A0 + A1 t) cos 4t + (B0 + B1 t) sin 4t] + A2 et cos 4t

+B2 et sin 4t + A3 e4t .

89. Substituting x = ert in the homogeneous part of

x 2x + 2x = t3 et sin t + et cos t we get, r2 2r + 2 = 0

r = 2 248 r = 1 i. Thus et cos t and et sin t are independent


homogeneous solutions. The rst forcing term is of the form
p(t)et sin t where p(t) is a third degree polynomial, = 1, = 1
and r = + i = 1 + i is not a root k= 0. So the form is
xp1 = A0 + A1 t + A2 t2 + A3 t3 et cos t+ B0 + B1 t + B2 t2 + B3 t3 et sin t.
The second forcing term is of the form et cos t where = 1, = 1
and r = + i = 1 + i is a root with multiplicity 1 k = 1.
So the form is xp2 = t (Cet cos t + Det sin t) .
Now combining
them we have the form as
xp = A0 + A1 t + A2 t2 + A3 t3 et cos t+ B0 + B1 t + B2 t2 + B3 t3 et sin t
+Ctet cos t + Dtet sin t.
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 55

91. Substituting x = ert in the homogeneous part of

x + 2x + x = tet sin 3t + et cos 3t we get, r2 + 2r + 1 = 0

2
(r + 1) = 0 r = 1 with multiplicity 1. Thus et and tet are
independent homogeneous solutions. The forcing term is of the form

p(t)et cos t + q(t)et sin t where p(t) is a polynomial of degree

zero, q(t) is a polynomial of degree one, = 1, = 3 and r = + i

= 1 + 3i is not a root k = 0. s = max (0, 1) = 1.

So the form is xp = (A0 + A1 t) et sin 3t + (B0 + B1 t) et cos 3t.


93. Substituting x = ert in the homogeneous part of

x + 4x + 8x = t2 e2t sin 2t + te2t cos 2t we get, r2 + 4r + 8 = 0

r = 4 21632 r = 2 2i. Thus e2t cos 2t and e2t sin 2t are


independent homogeneous solutions. The forcing term is of the

form p(t)et cos t + q(t)et sin t where p(t) is a rst degree

polynomial, q(t) is a second degree polynomial, = 2, = 2 and

r = + i = 2 + 2i is a root with multiplicity 1 k = 1.

s = max (1, 2) = 2. So the form is



xp = t A0 + A1 t + A2 t2 e2t sin 2t + B0 + B1 t + B2 t2 e2t cos 2t .

95. Substituting x = ert in the homogeneous part of


x + 4x + 13x = t3 e2t sin 3t we get r2 + 4r + 13 = 0

4 1652

r= 2
r = 2 3i. Thus e2t cos 3t and e2t sin 3t are independent

homogeneous solutions. The forcing term is of the form p(t)et sin t

where p(t) is a third degree polynomial, = 2, = 3 and

r = + i = 2 + 3i is a root with multiplicity 1 k = 1.

So the form is

xp = t A0 + A1 t + A2 t2 + A3 t3 e2t cos 3t+t B0 + B1 t + B2 t2 + B3 t3 e2t sin 3t.

97. (a) Substituting x = ert in the homogeneous part of x = t3 + 7t 2

we get, r2 = 0 r = 0 with multiplicity 2. Thus 1 and t are

independent homogeneous solutions. The forcing term is a third

degree polynomial, and r = 0 is a root with multiplicity


2
k = 2.

So the form is xp = t2 A0 + A1 t + A2 t2 + A3 t3 .
(b) Integrating x = t3 + 7t 2 with respect to t we get,
x = 14 t4 + 27 t2 2t + c2 . Integrating this
1again with respect
to t we

1 5
get, x = 20 t + 67 t3 t2 + c2 t + c1 = t2 20 t3 + 67
t 1 + c2 t + c1 .
The last two terms correspond to the homogeneous
1 3 7 solution and
hence the particular solution is xp = t2 20 t + 6t 1 .
99. Substituting x = ert in the homogeneous part of

x 3x + 3x x = e2t we get, r3 3r2 + 3r 1 = 0

3
(r 1) = 0 r = 1 with multiplicity 3. Thus

xh = c1 et + c2 tet + c3 t2 et . The forcing term is of the form e


t
with = 2 but r = 2 is not a root k = 0. So xp = Ae2t ,

xp = 2Ae2t , xp = 4Ae2t , x 2t

p = 8Ae . Substituting these in

the original equation we have,

8Ae2t 12Ae2t + 6Ae2t Ae2t = e2t Ae2t = e2t A = 1.

Thus xp = e2t and the general solution is x = e2t +c1 et +c2 tet +c3 t2 et .
56 CHAPTER 2

101. Substituting x = ert in the homogeneous part of x x = sin t we


get, r3 r = 0 r r2 1 = 0 r = 0, 1.
Thus xh = c1 +c2 et +c3 et . Since sin t is not a homogeneous solution,
xp = A cos t + B sin t, xp = A sin t + B cos t, xp = A cos t B sin t,
x
p = A sin t B cos t. Substituting these in the original equation
we have,

A sin t B cos t + A sin t B cos t = sin t 2A sin t 2B cos t = sin t.

Equating the coecients of like terms

cos t : 2B = 0 B = 0

sin t : 2A = 1 A = 12
1
Thus xp = 2 cos t and the general solution is

x = 21 cos t + c1 + c2 et + c3 et .

103. Substituting x = ert in the homogeneous


part of x + x = 3 + 2 cos t
3 2
we get, r + r = 0 r r + 1 = 0 r = 0, i. Thus
xh = c1 + c2 cos t + c3 sin t. The rst forcing term is a constant and
r = 0 is a root k = 1. So xp1 = At. The second forcing term
involves cos t which is also a homogeneous solution.

So xp2 = Bt cos t + Ct sin t.

Combining them we get, xp = At + Bt cos t + Ct sin t,

xp = A + B cos t Bt sin t + C sin t + Ct cos t,

xp = B sin t B sin t Bt cos t + C cos t + C cos t Ct sin t

= 2B sin t + 2C cos t Bt cos t Ct sin t,


x
p = 2B cos t 2C sin t B cos t + Bt sin t C sin t Ct cos t
= 3B cos t 3C sin t + Bt sin t Ct cos t.
Substituting these in the original equation we have,
3B cos t 3C sin t + Bt sin t Ct cos t + A + B cos t Bt sin t
+C sin t + Ct cos t = 3 + 2 cos t
A 2B cos t 2C sin t = 3 + 2 cos t

(since t cos t and t sin t terms cancel)

Equating the like terms we have,

cos t : 2B = 2 B = 1
sin t : 2C = 0 C = 0
t0 : A = 3

Thus xp = 3t t cos t and the general solution is

x = 3t t cos t + c1 + c2 cos t + c3 sin t

x = 3 cos t + t sin t c2 sin t + c3 cos t

x = sin t + sin t + t cos t c2 cos t c3 sin t

Using the initial conditions we have,

0 = c1 + c2

0 = 3 1 + c3 c3 = 2

0 = c2 c2 = 0. Then c1 = 0.
Thus x = 3t t cos t 2 sin t.
105. Substituting x = ert in the homogeneous part of x 16x = 5tet
we get r4 16 = 0 r4 = 16 r2 = 4 r = 2, 2i.
Thus xh = c1 e2t + c2 e2t + c3 cos 2t + c4 sin 2t. The forcing function
is of the form p(t)et where p(t) is a rst degree polynomial, = 1,
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 57

and r = 1 is not a root k = 0. So xp = (A0 + A1 t) et = A0 et +A1 tet

xp = A0 et + A1 et + A1 tet , xp = A0 et + 2A1 et + A1 tet ,

x t t t
p = A0 e + 3A1 e + A1 te , xp = A0 e + 4A1 e + A1 te .

t t t

Substituting these in the original equation we have,

A0 et + 4A1 et + A1 tet 16A0 et 16A1 tet = 5tet


15A0 et + 4A1 et 15A1 tet = 5tet .


Equating the like terms we have,

tet : 15A1 = 5 A1 = 31
t 4 4
e : 15A0 + 4A1 = 0 A0 = 15 A1 = 45 .
4 t 1 t
Thus xp = 45 e 3 te and the general solution is
4 t
x = 45 e 13 tet + c1 e2t + c2 e2t + c3 cos 2t + c4 sin 2t.
107. Substituting x = ert in the homogeneous part of


x 2 5x + 4x = e2t e3t we get r4 5r2 + 4 = 0

r 1 r 4 = 0 r2 = 1, 4 r = 1, 2.
2

Thus xh = c1 et + c2 et + c3 e2t + c4 e2t . The rst forcing function,


e2t , is also a homogeneous solution k = 1. So xp1 = Ate2t .
The second forcing function e3t is not a homogeneous solution
k = 0. So xp2 = Be3t . Combining them we get,
xp = Ate2t + Be3t .

xp = Ae2t + 2Ate2t + 3Be3t , xp = 4Ae2t + 4Ate2t + 9Be3t ,

x 2t 2t 3t
p = 12Ae + 8Ate + 27Be , xp = 32Ae + 16Ate + 81Be .

2t 2t 3t

Substituting these in the original equation we have,


32Ae2t + 16Ate 2t
+ 81Be

3t
5 4Ae 2t
+ 4Ate 2t
+ 9Be3t
+4 Ate2t + Be3t = e2t e3t
12Ae2t + 40Be3t = e2t e3t (since te2t terms cancel).
Equating the like terms we have,
1
e2t : 12A = 1 A = 12
3t 1
e : 40B = 1 B = 40 .
1 2t 1 3t
Thus xp = 12 te 40 e and the general solution is

1 1 3t
x = 12 te2t 40 e + c1 et + c2 et + c3 e2t
+ c4 e2t .
109. Substituting x = ert in the homogeneous part of
x 3x + 3x x = t2 et 3et = t2 3 et we get,

3
r3 3r2 + 3r 1 = 0 (r 1) = 0 r = 1 with multiplicity 3.

t t 2 t
Thus e , te , and t e are independent homogeneous solutions.

The forcing term is of the form p(t)et where p(t) is a second degree

polynomial, = 1 andr = 1 is a root with multiplicity 3


k = 3.

So the form is xp = t3 A0 + A1 t + A2 t2 et .
111. Substituting x = ert in the homogeneous part of
x 4x + 6x 4x + x = t3 et + t2 et we get,
4
r4 4r3 + 6r2 4r + 1 = 0 (r 1) = 0 r = 1 with multiplicity
t t 2 t 3 t
4. Thus e , te , t e and t e are independent homogeneous solutions.
The rst forcing term is of the form p(t)et , where p(t) is a third
degree polynomial, = 1 and r = 1 is a root with multiplicity 4
k = 4. So the form is xp1 = t4 A0 + A1 t + A2 t2 + A3 t3 et .
The second forcing term is of the form p(t)et , where p(t) is a second
58 CHAPTER 2

degree polynomial, = 1 but r = 1is not a root


k = 0.

So the form is xp2 = B0 + B1 t + B2 t2 et .


Now combining
them we have the form as

xp = t4 A0 + A1 t + A2 t2 + A3 t3 et + B0 + B1 t + B2 t2 et .
113. Substituting x = ert in the homogeneous part of

x
+ 2x + 2x = 3et cos t we get, r3 + 2r2 + 2r = 0

r r + 2r + 2 = 0 r = 0, 1 i. Thus 1, et cos t, and et sin t


2

are independent homogeneous solutions. The forcing term is of the


form et cos t where = 1, = 1 and r = + i is a root with
multiplicity 1 k = 1. So the form is xp = t (Aet cos t + Bet sin t) .
115. Substituting x = ert in the homogeneous part of

x + 4x + 8x + 8x + 4x = 7et cos t we get

r4 + 4r
3
+ 8r2 +8r + 4 = 0

r + 4r2 + 4 + 4r3 + 8r + 4r2 = 0 (regrouping)
4
2
r2 + 2 + 4r r2 + 2 + 4r2 = 0 (perfect square form)
2 2
r + 2r + 2 = 0 r = 1i with multiplicity 2.Thus et cos t,
et sin t, tet cos t and tet sin t are independent homogeneous
solutions.. The forcing term is of the form et cos t where = 1,
= 1 and r = + i is a root with multiplicity 2 k = 2.
So the form is xp = t2 (Aet cos t + Bet sin t) .

2.7 MECHANICAL VIBRATIONS II: FORCED RESPONSE

2.7.1 Friction is Absent( = 0)


1. The characteristic equation of mx + 4x = 13 cos t, by substituting
q
4
x = ert , is mr2 + 4 = 0 which has pure imaginary roots r = i m .
q
4
Resonance occurs if = m . If forcing function has a frequency
q
4 1
of 20 Hz, then 2 = 20 = 40. So 40 = m m = 400 2.

3. The characteristic equation of 36x + kx = 4 cos t, by substituting
q
k
x = ert , is 36r2 + k = 0 which has pure imaginary roots r = i 36 .
q
k
Resonance occurs if = 36 . If forcing function has a frequency

of 22 Hz, then 2 = 22 = 44.
q
k 2

So 44 = 36 k = 36 (44) = 69696 2 .

5. The characteristic equation of mx + 10x = F cos t, by substituting


q
x = ert , is mr2 + 10 = 0 which has pure imaginary roots r = i 10 m.
q
Resonance occurs if = 10 m . If forcing function has a frequency
between 10 and 70 Hz, then 10 < 2 < 70 20 < < 140
q
20 < 10 1 m
m < 140 (140)2 < 10 < (20)2
1
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 59
10 10
(140) 2 < m <
(20)2
.
7. The characteristic equation of 15x +8x = f (t), by substituting
q x = ert ,
8
is 15r2 + 8 = 0 which has pure imaginary roots r = i 15 .
q
8
Resonance occurs if = 15 .
q
1 8
Then the frequency of the forcing function is 2 = 2 15 .
9. The characteristic equation of mx + 15x = F sin t by substituting
q
x = ert , is mr2 + 15 = 0 which has pure imaginary roots r = i 15 m.
q
Resonance occurs if = 15 m . The frequency of the forcing function
q

is 2 = 30 = 60. So 60 = 15 15 1
m m = (60)2 = 240 2 gm.
11. Let = +
2 t, = 2 t. Then = t and + = t.
Now using the given formula we have,

cos( ) = cos cos + sin sin and

cos( + ) = cos cos sin sin .

Subtracting we get, cos(


) cos(
+) = 2 sin sin

+
cos t cos t = 2 sin 2 t sin 2 t .
13. mg = kd, mx = FT = k (x + d) + mg = kx, mx + kx = 0.
15. The characteristic equation of mx + kx = F cos t, by substituting
q
k
x = ert , is mr2 + k = 0 which has pure imaginary roots r = i m =
q
k
i0 where 0 = m . Thus xh = c1 cos 0 t + c2 sin 0 t. Since the
forcing term, cos t, is not a homogeneous solution (because 6= 0 ),
xp = A cos t + B sin t, xp = A sin t + B cos t,
xp = A 2 cos t B 2 sin t. Substituting these in the original
equation we have,
2
Am cos t Bm 2 sint + Ak cos t + Bk sin t = F cos t
Ak Am 2 cos t + Bk Bm 2 sin t = F cos t.
Equating the coecients of like terms we have,

cos t : Ak Am 2 = F A = kFm2

0
sin t : Bk Bm 2 = 0 B = km 6 m 2 )
2 = 0 (since k =
F
So xp = km2 cos t and thus the general solution is
x = kFm2 cos t + c1 cos 0 t + c2 sin 0 t
F
x = km 2 sin t c1 0 sin 0 t + c2 0 cos 0 t

Using the initial conditions

x(0) = x0 = kFm2 + c1 c1 = x0 kFm2

and x (0) = 0 = c2 0 c2= 0 (since 0 6= 0).


F F
Thus x = km 2 cos t + x0 km 2 cos 0 t
F
x= km 2 (cos t cos 0 t) + x0 cos 0 t.
17. The characteristic equation of mx + kx = F sin t, by substituting
q
k
x = ert , is mr2 + k = 0 which has pure imaginary roots r = i m =
60 CHAPTER 2
q
k
i0 where 0 = m . Thus xh = c1 cos 0 t + c2 sin 0 t. Since the
forcing term, sin t, is not a homogeneous solution (because 6= 0 ),
xp = A cos t + B sin t, xp = A sin t + B cos t,
xp = A 2 cos t B 2 sin t. Substituting these in the original
equation we have,
2
Am cos t Bm 2 sint + Ak cos t + Bk sin t = F sin t
Ak Am 2 cos t + Bk Bm 2 sin t = F sin t.
Equating the coecients of like terms we have,
0
cos t : Ak Am 2 = 0 A = km 6 m 2 )
2 = 0 (since k =
F
sin t : Bk Bm 2 = F B = km 2
F
So xp = km2 sin t and thus the general solution is
x = kFm2 sin t + c1 cos 0 t + c2 sin 0 t
F
x = km 2 cos t c1 0 sin 0 t + c2 0 cos 0 t

Using the initial conditions x(0) = x0 = c1 and x (0) = 0


F F
= km 2 + c2 0 c2 = km 2 .
0
Thus x = kFm2 sin t + x0 cos 0 t 0 kFm2 sin 0 t

x = kFm2 sin t 0 sin 0 t + x0 cos 0 t.
19. The characteristic equation of mx + kx = F cos t by substituting q
k
x = ert , is mr2 + k = 0 which has pure imaginary roots r = i m =
q
k
i0 where 0 = m . Thus xh = c1 cos 0 t + c2 sin 0 t. Since the
forcing term, cos t, is a homogeneous solution (because = 0 ),

xp = t (A cos t + B sin t) ,

xp = (A cos t + B sin t) + t (A sin t + B cos t) ,


xp = 2A sin t + 2B cos t t A 2 cos t + B 2 sin t .

Substituting
these in the originalequation we have,

m 2A sin t + 2B cos t t A 2 cos t + B 2 sin t


+kt (A cos t + B sin t) = F cos t

Since k = m 2 , t cos t and t sin t terms cancel,

2Am sin t + 2Bm cos t = F cos t.

Equating the coecients of like terms we have,

F
cos t : 2Bm = F B = 2m

sin t : 2Am = 0 A = 0.

F
So xp = 2m t sin t and thus the general solution is

x = 2m t sin t + c1 cos 0 t + c2 sin 0 t


F F
x = 2m sin t + 2m t cos t c1 0 sin 0 t + c2 0 cos 0 t
Using the initial conditions x(0) = 0 = c1 and x (0) = 0 = c2 0
F
c2 = 0 (since 0 6= 0). Thus x = 2m t sin t.
21. Substituting x = e in the homogeneous part of x + 4x = 8 cos 5t
rt

we have, r2 + 4 = 0 r = 2i. Thus xh = c1 cos 2t + c2 sin 2t.


Since the forcing term, cos 5t, is not a homogeneous solution (no
resonance) xp = A cos 5t + B sin 5t, xp = 5A sin 5t + 5B cos 5t,
xp = 25A cos 5t 25B sin 5t. Substituting these in the original
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 61

equation we have,

25A cos 5t 25B sin 5t + 4A cos 5t + 4B sin 5t = 8 cos 5t

21A cos 5t 21B sin 5t = 8 cos 5t

Equating the coecients of like terms we have,

8
cos 5t : 21A = 8 A = 21
sin 5t : 21B = 0 B = 0.
8
So xp = 21 cos 5t and thus the general solution is
8
x = 21 cos 5t + c1 cos 2t + c2 sin 2t.
23. Substituting x = ert in the homogeneous part of x 4x = 8 cos 5t
we have, r2 4 = 0 r = 2. Thus xh = c1 e2t + c2 e2t .
Since the forcing term, cos 5t, is not a homogeneous solution (no
resonance) xp = A cos 5t + B sin 5t, xp = 5A sin 5t + 5B cos 5t,
xp = 25A cos 5t 25B sin 5t. Substituting these in the original
equation we have,
25A cos 5t 25B sin 5t 4A cos 5t 4B sin 5t = 8 cos 5t
29A cos 5t 29B sin 5t = 8 cos 5t

Equating the coecients of like terms we have,

cos 5t : 29A = 8 A = 29
sin 5t : 21B = 0 B = 0.
8
So xp = 29 cos 5t and thus the general solution is

8
x = 29 cos 5t + c1 e2t + c2 e2t .

25. Substituting x = ert in the homogeneous part of x + 4x = 3 cos 2t


we have, r2 + 4 = 0 r = 2i. Thus xh = c1 cos 2t + c2 sin 2t.
Since the forcing term, cos 2t, is a homogeneous solution
(resonance) xp = t (A cos 2t + B sin 2t) ,
xp = A cos 2t + B sin 2t + t (2A sin 2t + 2B cos 2t) ,
xp = 4A sin 2t + 4B cos 2t + t (4A cos 2t 4B sin 2t) .
Substituting these in the original equation we have,
4A sin 2t + 4B cos 2t + t (4A cos 2t 4B sin 2t)
+4t (A cos 2t + B sin 2t) = 3 cos 2t
Since t cos 2t and t sin 2t terms cancel, 4A sin 2t+4B cos 2t = 3 cos 2t.
Equating the like coecients of terms we have,
cos 2t : 4B = 3 B = 43
sin 2t : 4A = 0 A = 0.
So xp = 43 t sin 2t and thus the general solution is

x = 34 t sin 2t + c1 cos 2t + c2 sin 2t.

27. By substituting x = ert , the characteristic equation of


mx +q kx = F cos t is mr2 +q k = 0 which has pure imaginary roots
k k
r = i m = i where = m . Thus xh = c1 cos t + c2 sin t.
Since the forcing term, cos t, is a homogeneous solution

xp = t (A cos t + B sin t) ,

xp = (A cos t + B sin t) + t (A sin t + B cos t) ,


xp = 2A sin t + 2B cos t t A 2 cos t + B 2 sin t .

Substituting
these in the originalequation we have,

m 2A sin t + 2B cos t t A 2 cos t + B 2 sin t


62 CHAPTER 2

+kt (A cos t + B sin t) = F cos t


Since k = m 2 , t cos t and t sin t terms cancel,
2Am sin t + 2Bm cos t = F cos t.
Equating the coecients of like terms we have,
F
cos t : 2Bm = F B = 2m

sin t : 2Am = 0 A = 0.

F
So xp = 2m t sin tand thus the general solution is

x = 2m t sin t + c1 cos t + c2 sin t.

2.7.2 Friction is Present( > 0) (Damped Forced Oscillations)


29. x + 6x + 25x = 3 cos 4t. The forcing term, cos 4t, cannot be a
homogeneous solution because = 6 > 0 is present. So
xp = A cos 4t + B sin 4t,
xp = 4A sin 4t + 4B cos 4t,
xp = 16A cos 4t 16B sin 4t.
Substituting these in the original equation we have,
16A cos 4t 16B sin 4t 24A sin 4t + 24B cos 4t + 25A cos 4t
+25B sin 4t = 3 cos 4t
(9A + 24B) cos 4t + (9B 24A) sin 4t = 3 cos 4t
Equating the coecients of like terms we have,

cos 4t : 9A + 24B = 3 3A + 8B = 1

sin 4t : 9B 24A = 0 24A + 9B = 0.


Multiplying the rst equation by 8 and then adding we get,
8 9 3
73B = 8 B = 73 and then A = 24 B = 73. .
3 8
So xp = 73 cos 4t + 73 sin 4t. In order to nd this in amplitude-phase
q 8 2
3 2
form, we nd R = 73 + 73 = 7373 ,
8
= tan1 73 3
= tan1 83 = 1.212.
73

Then xp = 7373 cos (4t 1.212) .


31. x + 4x + 13x = 5 cos 2t. The forcing term, cos 2t, cannot be a

homogeneous solution because = 4 > 0 is present. So

xp = A cos 2t + B sin 2t,

xp = 2A sin 2t + 2B cos 2t,

xp = 4A cos 2t 4B sin 2t.

Substituting these in the original equation we have,


4A cos 2t 4B sin 2t 8A sin 2t + 8B cos 2t + 13A cos 2t
+13B sin 2t = 5 cos 2t
(9A + 8B) cos 2t + (9B 8A) sin 2t = 5 cos 2t
Equating the coecients of like terms we have,

cos 2t : 9A + 8B = 5

sin 2t : 8A + 9B = 0

Multiplying the rst equation by 8 and the second equation by 9


and then adding we get,
40 8
145B = 40 B = 145 = 29 and then A = 98 B = 29
9
.
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 63
9 8
So xp = cos 2t + 29 sin 2t. In order to nd this in amplitude-phase
29 q 8 2
9 2 145
form, we nd R = 29 + 29 = 29 ,
8

= tan1 29

9 = tan1 89 = 0.7266.
29
145
Then xp = 29 cos (2t 0.7266) .

33. x + 8x + 41x = 3 sin t. The forcing term, sin t, cannot be a

homogeneous solution because = 8 > 0 is present. So

xp = A cos t + B sin t,

xp = A sin t + B cos t,

xp = A cos t B sin t.
Substituting these in the original equation we have,

A cos tB sin t8A sin t+8B cos t+41A cos t+41B sin t = 3 sin t

(40A + 8B) cos t + (40B 8A) sin t = 3 sin t


Equating the coecients of like terms we have,
cos t : 40A + 8B = 0 5A + B = 0 B = 5A
sin t : 8A + 40B = 3 8A 200A = 3 (substitution)
3 15 3 15
A = 208 . Then B = 208 . So xp = 208 cos t + 208 sin t.

In order
q to nd this in amplitude-phase form, we nd

3 2
15 2
234

R= 208 + 208 = 208 = 320826 ,

15
3
= tan1 2083 + (Since 208 < 0) = tan1 (5) + = 1.7682.
208
Then xp = 320826 cos (t 1.7682) .
35. x + 3x + 2x = sin t. The forcing term, sin t, cannot be a

homogeneous solution because = 3 > 0 is present. So

xp = A cos t + B sin t,

xp = A sin t + B cos t,

xp = A cos t B sin t.

Substituting these in the original equation we have,

A cos t B sin t 3A sin t + 3B cos t + 2A cos t + 2B sin t = sin t

(A + 3B) cos t + (B 3A) sin t = sin t


Equating the coecients of like terms we have,

cos t : A + 3B = 0

sin t : 3A + B = 1.

Multiplying the rst equation by 3 and then adding we get,


1 3
10B = 1 B = 10 . Then A = 3B = 10 .
3 1
So xp = 10 cos t + 10 sin t. In order to nd this in amplitude-phase
q 1 2
3 2
form, we nd R = 10 + 10 = 1010 ,
1
3
= tan1 103 + (Since 10 < 0) = tan1 13 + = 2.8198.
10

Then xp = 1010 cos (t 2.8198) .


37. x + 2x + 2x = sin t. The forcing term, sin t, cannot be a

homogeneous solution because = 2 > 0 is present. So

xp = A cos t + B sin t,

xp = A sin t + B cos t,

64 CHAPTER 2

xp = A cos t B sin t.

Substituting these in the original equation we have,

A cos t B sin t 2A sin t + 2B cos t + 2A cos t + 2B sin t = sin t

(A + 2B) cos t + (B 2A) sin t = sin t


Equating the coecients of like terms we have,

cos t : A + 2B = 0

sin t : 2A + B = 1.

Multiplying the rst equation by 2 and then adding we get,


5B = 1 B = 51 . Then A = 2B = 52 . So xp = 25 cos t + 51 sin t.
In order
q to nd this in amplitude-phase form, we nd
2 2
1 2
R= 5 + 5 = 55 ,
1
2
= tan1 52 + (Since 5 < 0) = tan1 21 + = 2.6779.
5

Then xp = 55 cos (t 2.6779) .


39. x + 2x + x = sin t. The forcing term, sin t, cannot be a

homogeneous solution because = 2 > 0 is present. So

xp = A cos t + B sin t,

xp = A sin t + B cos t,

xp = A cos t B sin t.

Substituting these in the original equation we have,

A cos t B sin t 2A sin t + 2B cos t + A cos t + B sin t = sin t

2B cos t 2A sin t = sin t


Equating the coecients of like terms we have,

cos t : 2B = 0 B = 0

sin t : 2A = 1 A = 12 .

So xp = 12 cos t. In order to nd this in amplitude-phase form,


q
2
we nd R = 12 = 12 , = tan1 (0) + (Since 21 < 0) = .
Then xp = 21 cos (t ) .
1 2
41. y = s 2 . Let z = 2
.
2 2 2
0
1 2 + 4 2

0 0

h i 21
1 2
Then y = = (1 z) + 4 2 z .
(1z)2 +4 2 z
2(1z)+4 2 1z2 2
y = 12 3 = 3 .
[(1z) +4 2 z]
2
[(1z)2 +4 2 z] 2
2

The critical point is z such that y = 0 1 z 2 2 = 0


z = 1 2 2 .This will be a solution if the denominator is dened
2
(i.e. (1 z) + 4 2 z > 0). If < 22 then z = 1 2 2 > 0
2
and thus (1 z) + 4 2 z > 0. So z = 1 2 2 is a valid critical
2
point. Hence maximum occurs at 02
= z = 1 2 2
p
= 0 1 2 2 . If 0 then 0 .
43. From equation (30) in the text we have,


= 2mk = k
= 2 k
= . 4mk
m 2m m 4m m

LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 65



Since 4mk is the damping coecient for the critically damped
motion, is the ratio of the damping coecient to the damping
coecient at the critical damping.
45. Graph

2.8 LINEAR ELECTRIC CIRCUITS

1. Substituting R = 3, L = 12 , C = 25 , e = 3 cos t in the equation


2 2
L ddt2q + R dq 1 1d q dq 5
dt + C q = e we have, 2 dt2 + 3 dt + 2 q = 3 cos t
rt
q + 6q + 5q = 6 cos t. Substituting q = e in the homogeneous
part we get, r2 + 6r + 5 = 0 (r + 5) (r + 1) = 0 r = 1, 5.
Thus qh = c1 et + c2 e5t . Since cos t is not a homogeneous
solution, qp = A cos t + B sin t, qp = A sin t + B cos t,
qp = A cos t B sin t. Substituting these in the original equation

we have,

A cos t B sin t 6A sin t + 6B cos t + 5A cos t + 5B sin t = 6 cos t

Equating the coecients of like terms we have,

cos t : 4A + 6B = 6
sin t : 6A + 4B = 0 3A + 2B = 0
Multiplying the second equation by 3 and then subtracting from
6
the rst we get, 13A = 6 A = 13 and then B = 23 A = 13
9
.
6 9
Thus qp = 13 cos t + 13 sin t and the general solution is

6 9

q = 13 cos t + 13 sin t + c1 et + c2 e5t .

6 9

i = q = 13 sin t + 13 cos t c1 et 5c2 e5t .

Using the initial conditions q(0) = 0, i(0) = 1 we get,

6
0 = 13 + c1 + c2

1 = 13 c1 5c2 .
Adding them we get, 1 = 15 1 1
13 4c2 c2 = 26 and then c1 = 2 .
6 9 1 t 1 5t
Thus q = 13 cos t + 13 sin t 2 e + 26
e and
6 9
i = 13 sin t + 13 cos t + 12 et 26 5 5t
e .

3. Substituting R = 32 , L = 1, C = 2, e = 32 in the equation


2 2
L ddt2q + R dq 1 d q 3 dq 1 3
dt + C q = e we have, dt2 + 2 dt + 2 q = 2
rt
2q + 3q + q = 3. Substituting q = e in the homogeneous
part of we get, 2r2 + 3r + 1 = 0 (2r + 1) (r + 1) = 0
1
r = 1, 21 . Thus qh = c1 et + c2 e 2 t . Since the constant
forcing is not a homogeneous solution, qp = A, qp = 0, qp = 0.
Substituting these in the original equation we have, A = 3
Thus qp = 3 and the general solution is
1
q = 3 + c1 et + c2 e 2 t .

1
i = q = c1 et 12 c2 e 2 t .

Using the initial conditions q(0) = 2, i(0) = 4 we get,

2 = 3 + c1 + c2 1 = c1 + c2

4 = c1 12 c2 .

Adding them we get, 3 = 12 c2 c2 = 6 and then c1 = 7.


66 CHAPTER 2

12 t 12 t
Thus q = 3 7et + 6e and i = 7et 3e .
1
5. Substituting R = 0, C = 10
, e = sin t in the equation
2 2
L ddt2q + R dq 1 d q

dt + C q = e we have, L dt2 + 10q = sin t.


rt
By substituting q = e q , we obtain the characteristic equation
Lr2 + 10 = 0 r = 10 L.
The forcing term has frequency between 20 and 30 i.e.


20 < 2 < 30 40 < < 60. Resonance occurs if

q q
10 10 10 10
= L i.e. if 40 < L < 60 (60)2 < L < (40)2 .
Hence resonance does not occur for L such that

L < (6010)2 or L > (4010)2 .


1 1, t
7. Substituting R = 2, L = 1, C = 2 , e =
0, t >
2
d q dq 1
in the equation L dt2 + R dt + C q = e we have,
1, t
q + 2q + 2q = .
0, t >
Substituting
q = ert in the homogeneous part, we get r2 + 2r + 2 = 0
2 48
r= 2 = 1 i. Thus qh = et (c1 cos t + c2 sin t) .
For t , constant forcing, 1, is not a homogeneous solution. So

qp = A, qp = qp = 0. Substituting these in the original equation

we have, 2A = 1 A = 21 . So qp = 12 and the general solution

is q = 12 + et (c1 cos t + c2 sin t) .

i = q = et (c1 cos t + c2 sin t) + et (c1 sin t + c2 cos t) .

Using the initial conditions q(0) = i(0) = 0 we get,

0 = 21 + c1 c1 = 12
0 = c1 + c2 c2 = c1 = 21
.

Thus q = 21 12 et (cos t + sin t) and i = q = et sin t for t .

For t > , q + 2q + 2q = 0 q is just the homogeneous

solution. So q = et (c1 cos t + c2 sin t)

i = q = et (c1 cos t + c2 sin t) + et (c1 sin t + c2 cos t) .

Using the initial conditions q( ) = q(+ ) we get,

1 1
2 + 2e = c1 e c1 = 21 e 12 = 12 (e + 1) and

from i( ) = i(+ ), we have 0 = e (c1 c2 ) c1 c2 = 0


c2 = c1 = 21 (e + 1) .

Thus q = 21 (e + 1) et[cos t + sin t] for t > .

1 1 t
Hence the solution is q = 2 2e (cos t + sin t) , t ;
1
2 (e + 1) et [cos t + sin t] , < t 2.

LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 67

0.5

t
2

2
9. Substituting R = 0, e = 0 in the equation L ddt2q + R dq
dt +
1
Cq =e
2
d q 1 L 2 1 2
we have, L dt2 + C q = 0. Given that E = 2 i + 2C q

dE L di 1 dq dq d2 q 1 dq dq
dt =h 2 2i dt + 2Ci2q dt = L dt dt2 + C q dt (since i = dt )

2
= dq d q 1
dt L dt2 + C q = 0 E is constant.
11. Substituting R = 0, L = 9, C = 1, e = 4 cos 2t in the equation
2
L ddt2q + R dq 1
dt + C q = e, we have 9q + q = cos 2t. Substituting q = e
rt
2 i
in the homogeneous part, we get 9r + 1 = 0 r = 3 .
Thus qh = c1 cos 3t + c2 sin 3t . Since cos 2t is not a homogeneous
solution, qp = A cos 2t + B sin 2t, qp = 2A sin 2t + 2B cos 2t,
qp = 4A cos 2t 4B sin 2t. Substituting these in the original

equation we have,

36A cos 2t 36B sin 2t + A cos 2t + B sin 2t = 4 cos 2t

Equating the coecients of like terms we have,

4
cos 2t : 35A = 4 A = 35
sin 2t : 35B = 0 B = 0.
4
q = 35 cos 2t + c1 cos 3t + c2 sin 3t . If the free response,
c1 cos 3t + c2 sin 3t , is absent then q = 35 4
cos 2t, i = q = 35 8
sin 2t.
4
So the initial conditions are q(0) = 35 and i(0) = 0.
13. (a) The dierential equation is Lq + C1 q = 0 q + LC 1
q = 0.
q
rt 2 1 1
Substituting q = e we have r + LC = 0 r = LC i.
q q
1 1
Hence the general solution is q (t) = c1 cos LC t + c2 sin LC t
q q q q
1 1 1 1
q (t) = LC c1 sin LC t + LC c2 cos LC t.

Using the initial conditions
q q (0) = 0 andq q (0) = 10 q we get,
1 1 1
c1 = 0 and c2 = 10 LC .
Thus q (t) = 10 LC sin LC t.
p
2 2
(b) The amplitude is R = c1 + c2 = 10 LC.
(c) From part (b) the amplitude increases as C increases.
15. (a) The dierential equation is Lq + C1 q = 0 q + LC 1
q = 0.
q
rt 2 1 1
Substituting q = e we have r + LC = 0 r = LC i.
q q
1 1
Hence the general solution is q (t) = c1 cos LC t + c2 sin LC t
68 CHAPTER 2
q q q q
1 1 1 1
q (t) = LC c1 sin LC t + LC c2 cos LC t.

Using the initial conditions q (0) = 1 and q (0)
q= 1 weget, c1 =
q1
1 1
and c2 = LC. Thus the motion is q (t) = cos LC t+ LC sin LC t
. p
(b) The amplitude is R = c21 + c22 = 1 + LC.
(c) From part (b) the amplitude increases as C and/or L increases.
1
17. Given that E = 1, R = 6, = 3, L = 1, C = 13 .
E
Plug these in the formula I = q 1 2
to obtain
( C L2 ) +R2 2
3 3 3
I= 2
= 16+324 = 340 .
(139) +369

2.9 EULER EQUATION

1. Let x = tr x = rtr1 x = r (r 1) tr2 . Substituting these in the


equation t2 x + tx x = 0, we have r (r 1) tr + rtr tr = 0.
Dividing by tr 6= 0 yields the indicial equation r (r 1) + r 1 = 0
r2 1 = 0 r = 1, 1. Thus the general solution is x = c1 t + c2 t1 .
3. Let x = tr x = rtr1 x = r (r 1) tr2 . Substituting these in
the equation t2 x + 3tx + x = 0, we have r (r 1) tr + 3rtr + tr = 0.
Dividing by tr 6= 0 yields the indicial equation r (r 1)+3r+1 = 0
2
r2 + 2r + 1 = 0 (r + 1) r = 1, 1. Thus the general
solution is x = c1 t1 + c2 t1 ln t.
5. Let x = tr x = rtr1 x = r (r 1) tr2 . Substituting these in
the equation 4t2 x +8tx +x = 0, we have 4r (r 1) tr +8rtr +tr = 0.
Dividing by tr 6 = 0 yields the indicial equation 4r (r 1) + 8r + 1 =
2
0 4r2 + 4r + 1 = 0 (2r + 1) r = 12 , 21 . Thus the general
12 21
solution is x = c1 t + c2 t ln t.
7. Let x = tr x = rtr1 x = r (r 1) tr2 . Substituting these in
the equation t2 x +4tx +2x = 0, we have r (r 1) tr +4rtr +2tr = 0.
Dividing by tr 6= 0 yields the indicial equation r (r 1)+4r+2 = 0
r2 + 3r + 2 = 0 (r + 1) (r + 2) r = 1, 2. Thus the general
solution is x = c1 t1 + c2 t2 . x = c1 t2 2c2 t3 . Using the initial

conditions we get,

1 = c1 + c2

0 = c1 2c2 .

Adding them we have, c2 = 1


c2 = 1 and then c1 = 2.

Thus x = 2t1 t2 .
9. Let x = tr x = rtr1 x = r (r 1) tr2 . Substituting these in
the equation t2 x + tx + 4x = 0, we have r (r 1) tr + rtr + 4tr = 0.
Dividing by tr 6= 0 yields the indicial equation r (r 1) + r + 4 = 0
r2 + 4 = 0 r = 2i. Thus the general solution is
x = c1 cos (2 ln t) + c2 sin (2 ln t) .
11. Let x = tr x = rtr1 x = r (r 1) tr2 . Substituting these in
the equation t2 x +3tx +8x = 0, we have r (r 1) tr +3rtr +8tr = 0.
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 69

Dividing by tr 6= 0 yields the indicial equation r (r 1)+3r+8 = 0


r2 + 2r + 8 = 0
r = 1 i 7.
Thus the general solution is

x = t1 c1 cos 7 ln t + c2 sin 7 ln t .
13. Choose #3.

Let x = tr x = rtr1 x = r (r 1) tr2 . Substituting these in

the equation t2 x + 3tx + x = 0, we have r (r 1) tr + 3rtr + tr = 0.

Dividing by tr 6= 0 yields the indicial equation r (r 1)+3r+1 = 0

2
r2 + 2r + 1 = 0 (r + 1) r = 1, 1 (repeated roots). So one
solution is t . Let the other solution be x = vt1 . Then substituting
1

x, x = v t1 vt2 and x = v t1 2v t2 + 2vt3 in the original


equation
we have,
t2 v t1 2v t2 + 2vt3 + 3t v t1 vt2 + vt1 = 0. After
cancellation of v terms and simplication this yields tv + v = 0.
Let w = v . Then tw + w = 0. By separation, dw w = t
dt
1 1
ln |w| = ln t + c w = c2 t . Since w = v , v = c2 t .
Integration yields v = c2 ln t + c1 . Thus the general solution is
x = vt1 = (c2 ln t + c1 ) t1 = c1 t1 + c2 t1 ln t.
15. (i) t = ks s = k1 t ds 1 dx dx ds
dt = k . Now tdt = ks ds dt = s ds and
dx
2 2
2 d2 x
t2 ddt2x = k 2 s2 dx d dx 2 2 d dx ds ds 2 2d x 1
dt = k s ds ds dt dt = k s ds2 k2 = s ds2 .
2
So the Euler equation at2 ddt2x + bt dx dt
+ cx = 0 becomes
2
2 d x
dx
as ds2 + bs ds + cx = 0.
(ii) In this case, dx dt =
dx ds
ds dt = k1 dx
ds
and
2
d x d
dx
d

dx ds ds d
1 dx 1 1 d2 x

dt2 = dx dt = ds ds dt dt = ds k ds k = k2 ds2 .

2
So the constant coecient equation a ddt2x + b dx dt
+ cx = 0 becomes
2 2
a k12 ddsx2 + b k1 dx
ds + cx = 0 a d x
ds2 + bk dx
ds + ck 2
x = 0.

r r
(iii) Substituting t = ks in c1 tr1 + c2 tr2 we get, c1 (ks) 1 + c2 (ks) 2
r1 r1 r2 r2 r1 r2 r1

= c1 k s + c2 k s = c1 s + c2 s , where c1 = c1 k
and c2 = c2 k r2 are real constants.

r r
(iv) Substituting t = ks in c1 tr1 +c2 tr2 ln t we get, c1 (ks) 1 +c2 (ks) 2 ln (ks)
r1 r1 r2 r2
= c1 k s + c2 k s (ln k + ln s) . Note that the roots are repeated
so r1 = r2 and thus c1 k r1 sr1 +c2 k r1 sr1 (ln k + ln s) = c1 sr1 +c2 sr1 ln s,
where c1 = k r1 (c1 + c2 ln k) and c2 = c2 k r1 are real constants.
(v) Substituting t = ks in c1 t cos ( ln t) + c2 t sin ( ln t) we get,

c1 (ks) cos ( ln (ks)) + c2 (ks) sin ( ln (ks))

= c1 k s cos ( ln k + ln s) + c2 k s sin ( ln k + ln s)

= c1 k s [cos ( ln k) cos ( ln s) sin ( ln k) sin ( ln s)]

+c2 k s [sin ( ln k) cos ( ln s) + cos ( ln k) sin ( ln s)]


= c1 s cos ( ln s) + c2 s sin ( ln s) , where
c1 = c1 k cos ( ln k) + c2 k sin ( ln k) and
c2 = c1 k sin ( ln k) + c2 k cos ( ln k) are real constants.
17. Let x = tr x = rtr1 x = r (r 1) tr2 x = r (r 1) (r 2) tr3
x = r (r 1) (r 2) (r 3) tr4 . Substituting these in
the equation t4 x + 6t3 x + 7t2 x + tx x = 0, we have
r (r 1) (r 2) (r 3) tr + 6r (r 1) (r 2) tr + 7r (r 1) tr
70 CHAPTER 2

+rtr tr = 0.

Dividing by tr =6 0 yields the indicial equation

r (r 1) (r 2) (r 3)+6r (r 1) (r 2)+7r (r 1)+r 1 = 0


r4 1 = 0 r2 = 1, 1 r = 1, 1, i.

Thus the general solution is x = c1 t+c2 t1 +c3 cos (ln t)+c4 sin (ln t) .

19. Let x = tr x = rtr1 x = r (r 1) tr2 x = r (r 1) (r 2) tr3 .


Substituting these in the equation t3 x + tx x = 0, we have
r (r 1) (r 2) tr + rtr tr = 0.
Dividing by tr = 6 0 yields the indicial equation
r (r 1) (r 2) + r 1 = 0

3
r3 3r2 + 3r 1 = 0 (r 1) = 0 r = 1, 1, 1.

2
Thus the general solution is x = c1 t + c2 t ln t + c3 t (ln t) .

2.10 VARIATION OF PARAMETERS (SECOND-ORDER)

In problems 21 and 23 we derive the solution obtained by variation of


parameters. In the other problems, the algebraic system of equations
(obtained from the variation of parameters)
v1 x1 + v2 x2 = 0
v1 x1 + v2 x2 = 0
will be solved for v1 and v2 by using the formulae v1 = fW x2
and
f x1
v2 = W where W [x1 , x2 ] is the Wronskian of the independent
homogeneous solutions x1 and x2 and f is the forcing function.
1. Substituting x = ert in the homogeneous part of x x = e2t we have

the characteristic equation r2 1 = 0 r = 1, 1. So x1 = et and

x2 = et are homogeneous
t solutions.
The Wronskian,

t t e et
W [e , e ] = det = 2et et = 2 6= 0. Thus {et , et }
et et
is a fundamental set of solutions and here f = e2t .

Variation of parameters: x = v1 x1 + v2 x2 .

2t t 2t t
So v1 = fW x2
= e 2e = 12 et and v2 = fW x1
= e 2e = 12
e3t .
Integrating we have, v1 = 12 et + c1 and v2 = 61 e3t + c2 .

Thus x = 12 et + c1 x1 + 16 e3t
+ c2 x2
x = 21 e2t + c1 et + 16 e2t + c2 et x = 13 e2t + c1 et + c2 et

is the general solution.

Yes, the method of undetermined coecients could have been used

because of exponential forcing.

3. Substituting x = ert in the homogeneous part of x + x = sin1 t we have

the characteristic equation r2 + 1 = 0 r = i. So x1 = cos t and

x2 = sin t are homogeneous solutions. The Wronskian,

cos t sin t
W [cos t, sin t] = det = cos2 t + sin2 t = 1 6= 0.
sin t cos t
Thus {cos t, sin t} is a fundamental set of solutions and here f = sin1 t .
Variation of parameters: x = v1 x1 + v2 x2 .
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 71

So v1 = fW x2
= sin1 t sin t = 1 and v2 = fW x1
= cos t
sin t .
Integrating we have, v1 = t + c1 and v2 = ln |sin t| + c2 .
Thus x = (t + c1 ) x1 + (ln |sin t| + c2 ) x2
x = (t + c1 ) cos t + (ln |sin t| + c2 ) sin t
x = sin t ln |sin t| t cos t + c1 cos t + c2 sin t is the general solution.
No, sin1 t is not a right form of forcing function for using the method
of undetermined coecients.
5. Substituting x = ert in the homogeneous part of x + x = tan t we
have the characteristic equation r2 + 1 = 0 r = i. So x1 = cos t
and x2 = sin t are homogeneous
solutions.
The Wronskian,
cos t sin t
W [cos t, sin t] = det = cos2 t + sin2 t = 1 6= 0.
sin t cos t
Thus {cos t, sin t} is a fundamental set of solutions and here f = tan t.

Variation of parameters: x = v1 x1 + v2 x2 .

2
So v1 = fW x2
= tan t sin t = sin cos
t f x1
t and v2 = WR = tan t cos t =

R 1cos 2
t
R
sin t. Integrating we have, v1 = cos t dt = sec tdt + cos tdt

= ln |sec t + tan t| + sin t + c1 and v2 = cos t + c2 .

Thus x = ( ln |sec t + tan t| + sin t + c1 ) x1 + ( cos t + c2 ) x2

x = ( ln |sec t + tan t| + sin t + c1 ) cos t + ( cos t + c2 ) sin t

Since sin t cos t terms cancel

x = (cos t) ln |sec t + tan t| + c1 cos t + c2 sin t.

is the general solution.

No, tan t is not a right form of forcing function for using the method

of undetermined coecients.

7. Substituting x = ert in the homogeneous part of x + 3x + 2x = 1+1e2t


we have the characteristic equation r2 + 3r + 2 = 0 (r + 1) (r + 2)
= 0 r = 1, 2. So x1 = et and x2 = e2t are homogeneous
et e2t
solutions. The Wronskian, W et , e2t = det t
e 2e2t
3t 3t 3t
t 2t
= 2e +e = e 6= 0. Thus e , e is a fundamental set
of solutions and here f = 1+1e2t .
Variation of parameters: x = v1 x1 + v2 x2 .
e2t et et
So v1 = fW x2
= 1+e 1 f x1
2t e3t = 1+e2t and v2 = W = 1+e2t e3t
1

e2t
R et t
= 1+e 2t . Integrating we have, v1 = 1+e2t dt (Substitution: u = e )
R 1
v1 = 1+u2 du = tan1 u + c1 = tan1 (et ) + c1 and
R e2t 2t 1
R du
v2 = 1+e 2t dt (Substitution: u = 1 + e ) v2 = 2 u

= 21 ln u + c 2
1 t (since u = 1 + e2t
>
1 0 ) v 2 = 1
2 ln 1 + e2t
+ c2 .

2t
Thus x = tan (e ) + c1 x1 + 2 ln 1 + e + c 2 x 2

1
x = tan1 (et ) + c1 et + 2 ln 1 + e
2t
+ c2 e2t

x = et tan1 (et ) 21 e2t ln 1 + e2t + c1 et + c2 e2t is the general

solution.

No, 1+1e2t is not a right form of forcing function for using the method

of undetermined coecients.

3
9. Substituting x = ert in the homogeneous part of x 6x + 9x = e3t t 2
72 CHAPTER 2
2
we have the characteristic equation r2 6r + 9 = 0 (r 3) = 0
r = 3, 3. So x1 = e3t and x2 = te3t are homogeneous 3t
e te3t
solutions. The Wronskian, W e3t , te3t = det 3t
3t 3t 3e e3t + 3te3t
6t 6t 6t 6t
= e + 3te 3te = e 6= 0. Thus e , te is a fundamental set
3t 3

of solutions and here f = e t . 2

Variation of parameters: x = v1 x1 + v2 x2 .
3
3t 5
3
e3t 3

So v1 = fW x2
= e3t t 2
te f x1 3t 2

e6tR = t and v2 = W = e t e6t = t .


2
2

5
7

2
2

Integrating we have, v1 = t 2
dt = 7
t + c1 and
R 3
5

2 2

v2 = t 2
dt = 5
t + c2 .
7

2
2
2
2
5

Thus x = 7
t + c1 x1 + 5
t + c2 x2

2
7
2
5

x = 7
t 2
+ c1 e3t + 5
t 2
+ c2 te3t
7

2
2
3t 7

2
2
3t
x = 7
t e + 5
t e + c1 e3t + c2 te3t
4
7

x = 35
t 2 e + c1 e3t + c2 te3t is the general solution.
3t
3

No, e3t t 2
is not a right form of forcing function for using the method
of undetermined coecients.
t
11. Substituting x = ert in the homogeneous part of 4x +4x +x = t2 e 2

2
we have the characteristic equation 4r2 + 4r + 1 = 0 (2r + 1) = 0
t t
r = 21 , 1
2 . So x1 = e
2

and x2 = te 2
are homogeneous
h t i t t
2
t
2
e 2
te 2

solutions. The Wronskian, W e , te = det t


1
2
t t
2
e e 2
1

2
te
2

n t t
o
= et 21 tet + 2
1 t
te = et = 6 0. Thus e 2
, te 2
is a fundamental
t
set of solutions and here f = t2 e 2
.
Variation of parameters: x = v1 x1 + v2 x2 .
t t
So v1 = fW
x2
= t2 e 2
teet2
= t1 and
t t
v2 = fWx1
= t2 e 2
eet2
= tR2 .
Integrating
R we have, v1 = t1 dt = ln t + c1 and
v2 = t2 dt = t1 + c2 .
Thus x = ( ln t + c1 ) x1 + t1 + c2 x2
t t
x = ( ln t + c1 ) e 2
+ t1 + c2 te 2

t t t t
x = e 2
ln t t1 te 2
+ c1 e 2
+ c2 te 2

t t t t
2
2
2
2

x = e ln t e + c1 e + c2 te
t t t
x = e 2
ln t + (c1 1) e 2
+ c2 te 2

t t t
x = e 2
ln t + c1 e 2
+ c2 te 2
(where c1 = c1 1)
is the general solution.
t
No, t2 e 2
is not a right form of forcing function for using the method
of undetermined coecients.
13. Substituting x = ert in the homogeneous part of x x 6x = e2t
we have the characteristic equation r2 r 6 = 0
(r 3) (r + 2) = 0 r = 3, 2. So x1 = e3t and x2 = e
2t
are
3t 2t
homogeneous solutions. The Wronskian, W e , e =
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 73

e3t e2t
det 3t 2t = 2et 3et = 5et 6= 0. Thus e3t , e2t is
3e 2e
a fundamental set of solutions and here f = e2t .
Variation of parameters: x = v1 x1 + v2 x2 .
e2t e3t
So v1 = fW x2
= e2t 5e t = 5e
1 5t
and v2 = fW x1
= e2t 5e t = 5.
1
1
R 5t 1 5t
IntegratingR we have, v1 = 5 e dt = 25 e + c1 and

v2 = 15 dt = 51
t + c2.

1 5t
Thus x = 25 e + c1 x1 + 1
5 t+ c2 x2
1 5t
x = 25 e + c1 e3t + 15 t + c2 e2t 2t
x = 25 e 5 te +c1 e3t +c2 e2t = 51 te2t +c1 e3t + c2 25

1 2t 1 2t 1
e
x = 15 te2t + c1 e3t + c2 e2t , (where c2 = c2 25 1
)

is the general solution.

Yes, the method of undetermined coecients could have been used

because of exponential forcing.


15. The fundamental set is t, t2 and dividing the equation by t2 we
2 t t2
have the forcing function f = t. The Wronskian, W t, t = det
1 2t
= 2t2 t2 = t2 . Let x1 = t and x2 = t2 .
Variation of parameters: x = v1 x1 + v2 x2 .
So v1 = fW x2
= t and v2 = fW
x1
= 1. Integrating we have,
1 2
v1 = 2 t + c1 and v2 = t + c2 .

Thus x = 21 t2 + c1 x1 + (t + c2 ) x2 = 1
2
2 t + c1 t + (t + c2 ) t
2
1 3 3 2 1 3 2
x = 2 t + t + c1 t + c2 t x = 2 t + c1 t + c2 t
is the general solution.
17. The fundamental set is 1, t1 and dividing the equation by t2 we

have the forcing function f = t3 . The Wronskian,

1 1 t 1
W 1, t = det = t2 . Let x1 = 1 and x2 = t1 .
0 t2
Variation of parameters: x = v1 x1 + v2 x2 .
So v1 = fW x2
= t2 and v2 = fW
x1
= t1 . Integrating we have,
1
v1 = t + c1 and v2 = ln t + c2 .

Thus x = t1 + c1 x1 +( ln t + c2 ) x2 = t1 +c1 +( ln t + c2 ) t1
x = t1 t1 ln t + c1 + c2 t1 is the general solution.
19. Let x1 (t) and x2 (t) be the homogeneous solutions of x +px +qx = f.
If the Wronskian is W [x1 , x2 ] (t) and the variation of parameters is
x = v1 x1 + v2 x2 then denite integral yields
Rt
v1 = Wf[x(t)x2 (t)
v1 = W [xx2,x (t)
f (t)dt

1 ,x2 ](t) 1 2 ](t)


0

Rt
and v2 = Wf[x (t)x1 (t)
1 ,x2 ](t)
v 2 = x1 (t)
W [x1 ,x2 ](t)
f (t)dt. Since we have
0
used denite integrals, we do not have any arbitrary constants of
integration and the particular solution is thus xp = v1 x1 + v2 x2
Rt Rt
xp = x1 (t) W [xx2,x (t)
f (t)dt + x2 (t) W [xx1,x (t)
f (t)dt
1 2 ( )
] t 1 2 ](t)
0 0
74 CHAPTER 2

Rt x2 (t)x1 (t)x1 (t)x2 (t)


xp = W [x1 ,x2 ](t)
f (t)dt.
0
2
21. Substituting x = ert in the homogeneous part of x x = et
we have the characteristic equation r2 1 = 0 (r 1) (r + 1) = 0
r = 1, 1. So x1 = et and x2 = et are homogeneous t
t t e et
solutions. The Wronskian, W [e , e ] = det
et et
= 1 1 = 2 6= 0. Thus {et , et } is a fundamental set
2
of solutions and here f = et .

Variation of parameters: x = v1 et + v2 et .

So x = v1 et v2 et + v1 et + v2 et . We set v1 et + v2 et = 0

such that x = v1 et v2 et x = v1 et + v2 et + v1 et v2 et .

Substituting this in the original equation, we have


2
v1 et + v2 et + v1 et v2 et v1 et v2 et = et

2
v1 et v2 et = et .
Now we solve the system of equations

v1 et + v2 et = 0

2
v1 et v2 et = et
2 2
for v1 and v2 . Adding them yields 2v1 et = et v1 = 12 et et
2 2
and v2 et = v1 et = 12 et v2 = 12 et et .
Rt 2
Denite integral yields, v1 = 12 es es ds + c1 and

Rt s s2
v2 = 21 e e ds + c2 .

0

1
Rt 2 Rt 2
Thus x = 2 es es ds + c1 et + 12 es es ds + c2 et
0 0
1 t
Rt s s2 t 1 t
Rt s s2
x= 2e e e ds + c1 e 2e e e ds + c2 et
0 0
Rt 1 2
x= 2e
ts
12 e(ts) es ds + c1 et + c2 et
0
Rt 2
x= sinh (t s) es ds + c1 et + c2 et is the general solution.
0
1
23. Substituting x = ert in the homogeneous part of x + 5x + 6x = t+1
we have the characteristic equation r2 + 5r + 6 = 0
(r + 2) (r + 3) = 0 r = 2, 3. So x1 = e2t and x2 = e3t
are homogeneous solutions.
The Wronskian,

2t 3t e2t e3t
W e ,e = det 2t 3t = e5t 6= 0.
2 e 3e
1
Thus e2t , e3t is a fundamental set of solutions and here f = t+1 .

2t 3t
Variation of parameters: x = v1 e + v2 e .

So x = 2v1 e2t 3v2 e3t + v1 e2t + v2 e3t . We set

v1 e2t + v2 e3t = 0 such that x = 2v1 e2t 3v2 e3t


x = 4v1 e2t + 9v2 e3t 2v1 e2t 3v2 e3t .
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 75

Substituting this in the original equation, we have


4v1 e2t + 9v2 e3t 2v1 e2t 3v2 e3t 10v1 e2t 15v2 e3t
1 1
+6v1 e2t + 6v2 e3t = t+1 2v1 e2t 3v2 e3t = t+1 .
Now we solve the system of equations

v1 e2t + v2 e3t = 0

2v1 e2t 3v2 e3t = t+1



for v1 and v2 . Multiplying the rst equation by 2 and adding with
1 1 3t
the second yields v2 e3t = t+1 v2 = t+1
e and then
2t 3t 1 1 2t
v1 e = v2 e = t+1 v1 = t+1 e . .

Rt e 2s Rt e3s
Denite integral yields, v1 = s+1 ds + c1 and v2 = s+1 ds + c2 .
t 0 t 0
R e 2s 2t
R e3s
Thus x = s+1 ds + c 1 e + s+1 ds + c2 e3t
0 0
Rt 2s
e
Rt e3s
x = e2t s+1 ds + c1 e2t
e3t
s+1 ds + c2 e3t
0 0
Rt 1
x= e2(st) e3(st) s+1 ds + c1 e2t + c2 e3t is the general
0
solution.
25. Substituting x = tr , x = rtr1 , x = r (r 1) tr2 in the
homogeneous part of t2 x + tx x = et and then dividing by tr 6= 0
we have r (r 1) + r 1 = 0 r2 1 = 0 r = 1, 1.
So x1 = t and x2= t1 are homogeneous
solutions. The Wronskian,
1 t t1
W t, t = det 2 = t t = 2t1 6= 0.
1 1

1 t
Thus t, t1 is a fundamental set of solutions and here f = et .

Variation of parameters: x = v1 x1 + v2 x2 .

t1
So v1 = fW
x2
= et 2t 1 t f x1 t t 1 2 t
1 = 2 e and v2 = W = e 2t1 = 2 t e .

Rt
Denite integral yields, v1 = 21 et + c1 and v2 = 21 s2 es ds.
0
1 t 1
Rt 2 s 1
Thus x = 2 e + c1 t + 2 s e ds + c2 t
0
Rt
x = 21 tet + c1 t 1
2 t1 s2 es ds + c2 t1

0
Rt
x = 12 tet 1
2 t1 s2 es ds + c1 t + c2 t1 is the general solution.
0

2.11 VARIATION OF PARAMETERS (N TH-ORDER)

The algebraic system of equations in this section (obtained from the


variation of parameters)

v1 x1 + v2 x2 + ... + vn xn = 0

v1 x1 + v2 x2 + ... + vn xn = 0

... ... ... ...


76 CHAPTER 2
(n1) (n1) (n1)
v1 x1 + v2 x2 + ... + vn xn =0

will be solved for v1 , v2 , ..., vn by using the formulae
n+i f Wi
vi = (1) an W [x1 ,x2 ,...,xn ] where W [x1 , x2 , ..., xn ] is the
Wronskian of the independent homogeneous solutions x1 , x2 , ..., xn ,
f is the forcing function and an = 6 0 is the coecient of the
nth-derivative term.
1. Substituting x = ert in the homogeneous part of x 2t
x2 = e ,
3
we have the characteristic equation r r = 0 r r 1 = 0
r = 0, 1, 1. So x1 = 1, x2 = et and x3 = et are
homogeneous solutions. The Wronskian,
1 et et
W [1, et , et ] = det 0 et et = 2 6= 0. Thus {1, et , et }
0 et et
is a fundamental set of solutions. Here f = e2t , n = 3, a3 = 1.
Variation of parameters: x = v1 x1 + v2 x2 + v3 x3 .

et et
det
3+1 e2t et et
So v1 = (1) 1 2 = e2t 2 2 = e2t
1 2t
v1 = 2 e + c1 .
t
1 e
det
t
3+2 e2t 0 et
v2 = (1) 1 2 = e2t e2 = 21 et
v2 = 12 et + c2 .

1 et
det

3+3 e2t 0 e
t
v3
= (1) 1 2 = 12 e2t et = 12 e3t

1 3t
v3 = 6 e + c3 .

Thus x = 21 e2t + c1 1 + 12 et + c2 et + 61 e3t + c3 et

x = 12 e2t + c1 + 21 e2t + c2 et + 16 e2t + c3 et


x = 61 e2t + c1 + c2 et + c3 et is the general solution.
rt
3. Substituting x = e in the homogeneous part of x x = t,
we have the characteristic equation r4 r3 = 0 r3 (r 1) = 0
r = 0, 0, 0, 1. So x1 = 1, x2 = t, x3 = t2 and x4 = et are
homogeneous solutions. The Wronskian,
1 t t2 e t
t 1 2t et
0 1 2t e
W 1, t, t2 , et = det
0 0 2 et = det 0 2 et
t

0 0 e
0 0 0 et

t
= 2e 6= 0.

Thus 1, t, t2 , et is a fundamental set of solutions.

Here f = t, n = 4, a4 = 1.

Variation of parameters:
x = v1 x1+ v2 x2 + v3 x3 + v4 x4 .

t t2 et

1 2t et
det
t
4+1 t 0 2 e

So v1 = (1) 1 2et = 2et t et t2 2t + 2
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 77
4 3 2

1
= 2 t3 2t2 + 2t v1 = t8 + t3 t2 + c1 .


1 t2 et
t
0 2t e
det
t
4+2 t 0 2 e
v2 = (1) 1 2et = 2ett 2et (t 1) = t2 t
3 2
v2 = t3 t2 + c2 .

1 t et
t
0 1 e
det
t
4+3 t 0 0 e
v3 = (1) 1 2et = 2et t et = 2t
2
v3 = t4 + c3 .

1 t t2

0 1 2t
det

4+4 t 0 0 2
v4 = (1) 1 2et = 2et t 2 = ett
t t
v4 = te 4 e 3 + c42. 3 2
2
Thus x = t8 + t3 t2 + c1 1 + t3 t2 + c2 t + t4 + c3 t2
+ (tet et + c4 ) et
t 4 3
x = 24 t6
+ c1 + c2 t + c3 t2 + c4 et is the general solution,
1
where c 1 = c1 1, c2 = c2 1,c3 = c3 2 .

at bt ct
e e e
5. W = det aeat bebt cect . Factoring out eat , ebt and ect from
a2 eat b2 ebt c2 ect
the rst, second and third column, respectively, we get
1 1 1
W = eat ebt ect det a b c . Subtracting second column
a2 b2 c2
from the third and, next, rst column fromthe second to get
1 0 0
W = e(a+b+c)t det a ba c b . Factoring out b a,
a2 b2 a2 c2 b2
and c b from the second and third column, respectively,
we get
1 0 0
W = (b a) (c b) e(a+b+c)t det a 1 1
2
a b+a c+b
= (b a) (c b) e(a+b+c)t (c + b b a)
= (b a) (c a) (c b) e(a+b+c)t .
7. Substituting x = ert in the homogeneous part of x 2x x +2x = et ,
we have the characteristic equation r3 2r2 r + 2 = 0
(r 1) (r + 1) (r 2) = 0 r = 1, 1, 2. So x1 = et , x2 = et and
x3 = e2t are homogeneous solutions. The Wronskian, using Exercise
t t 2t (11+2)t
5, is W e , e
t t 2t , e = e (1 1) (2 1) (2 + 1) = 6e2t 6
= 0.
Thus e , e , e is a fundamental set of solutions.
Here f = et , n = 3, a3 = 1.

Variation of parameters: x = v1 x1 + v2 x2 + v3 x3 .

78 CHAPTER 2

et e2t
det
3+1 et et 2e2t
So v1= (1) 1 6e2t = 61et [2et + et ] = 12
v1 = 2t + c1 .
e t e2t
det
3+2 et et 2e2t 1
3t
v2 = (1) 1 6e2t = 6et 2e e3t = 16 e2t
1 2t
v2 = 12 e + c2 .
et et
det
3+3 et et et
v3
= (1) 1 6e2t = 6e1t [1 1] = 31 et
1 t
v3 = 3 e + c3. 1 2t
Thus x = 2t + c1 et + 12 e + c2 et + 31 et + c3 e2t
x = 2t et + c1 et + 121 t
e + c2 et 13 et + c3 e2t
t t
x = 2 e + c1 e + c2 et + c3 e2t is the general solution,
t
1
where c1 = c1 + 12 31 .
rt
9. Substituting x = e in the homogeneous part of x +2x x 2x = 1,
we have the characteristic equation r3 + 2r2 r 2 = 0
(r 1) (r + 1) (r + 2) = 0 r = 1, 1, 2. So x1 = et , x2 = et
and x3 = e2t are homogeneous solutions. The Wronskian, using
Exercise 5, is W et , et , e2t = e (112)t
(1 1) (2 1) (2 + 1)
= 6e2t 6= 0. Thus et , et , e2t is a fundamental set of solutions.

Here f = 1, n = 3, a3 = 1.

Variation of parameters: x = v1 x1 + v2x2 + v3 x3 .

t
e e2t
det t
3+1 1 e 2e2t 1

So v1 = (1) 1 6e 2t = 6e2t
2e3t + e3t
= 16 et v1 = 61 et + c1 .

et e2t
det t
3+2 1 e 2e2t 1
v2 = (1) 1 6e2t = 6e2t [2et et ] = 21 et
1 t
v2 = 2 e + c2.

e t et
det
3+3 1 et et 1
v3 = (1) 1 6e2t = 6e2t [1 1] = 31 e2t
v3 = 16 e2t + c3 .
Thus x = 61 et + c1 et + 21 et + c2 et + 16 e2t + c3 e2t
x = 61 + c1 et 21 + c2 et + 61 + c3 e2t
x = 12 + c1 et + c2 et + c3 e2t is the general solution.
11. Substituting x = ert in the homogeneous part of x +3x x 3x = et ,
we have the characteristic equation r3 + 3r2 r 3 = 0
(r 1) (r + 1) (r + 3) = 0 r = 1, 1, 3. So x1 = et , x2 = et
and x3 = e3t are homogeneous solutions. The Wronskian, using
Exercise 5, is W et , et , e 3t
t t 3t = e(113)t
(1 1) (3 1) (3 + 1)
3t
= 16e 6= 0. Thus e , e , e is a fundamental set of solutions.
Here f = et , n = 3, a3 = 1.
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 79

Variation of parameters: x = v1 x1 + v2 x
2 + v3 x3 .

t
e e3t
det t
3+1 et e 3e3t
So v1 = (1) 1 16e 3t = 16e14t 3e4t + e4t
= 18 v1 = 81 t + c1 .


et e3t
det

3+2 et et 3e3t
v2 = (1) 1 16e3t = 16e14t 3e2t e2t = 14 e2t
v2 = 81 e2t + c2.
et et
det t
3+3 et e et
v3 = (1) 1 16e3t = 16e14t [1 1] = 81 e4t

1 4t

v3 = 32e + c3 . 1 2t 1 4t

Thus x = 18 t + c1 et + 8 e + c2 et + 32 e + c3 e3t

t
x = te8 + c1 et 18 et + c2 et + 32 1 t
e + c3 e3t
t
x = te8 + c1 et + c2 et + c3 e3t is the general solution, where

1
c1 = c1 + 32 1
8 .

et tet t2 et
13. W = det et et + tet 2tet + t2 et .
2 t t 2 t t t 2 2 t
e 2e + te 2e + 4te + t e
Factoring out et from the rst, second and third column,
1 t t2
respectively, we get W = et et et det 1 + t 2t + t2
2 2 2 2
2 + t 2 + 4t + t
(expanding
with respect to the second
column)
1 t t2 1 0 t2
= e3t det t 2t + t2 + det 1 2t + t2 .
2 2 2 2 2 2 2
t 2 + 4t + t 2 2 + 4t + t
The rst determinant is zero since its second column equals the rst
column after factoring
out t. Then

1 0 t2
W = e3t det 1 2t + t2

2 2 + 4t + 2 t2

(expanding
with respect to2thelast column)

1 0 t 1 0 0
= e3t det 1 t2 + det 1 2t

2 2 t2
2
2 2 2 + 4t

The rst determinant is zero since its third column equals the rst

column after factoring


out t. Then

1 0 0
W = e3t det 1 2t = e3t (2 + 4t 4t) = 2e3t .

2
2 2 + 4t

15. Substituting x = ert in the homogeneous part of x + 3x + 3x + x

= t3 et , we have the characteristic equation r3 + 3r2 + 3r + 1 = 0

3
(r + 1) = 0 r = 1, 1, 1. So x1 = et , x2 = tet and

2 t
x3 = t e are homogeneous solutions. The Wronskian, using

80 CHAPTER 2

Exercise 13, is W et , tet , t2 et = 2e3t 6= 0. Here f = t3 et ,
n = 3, a3 = 1. Variation of parameters: x = v1 x1 + v2 x2 + v3 x3 .
tet t2 et
det t t

3+1 t3 et e te 2te t2 et
t

So v1 = (1) 1 2e3t = 2t3 e12t t2 e2t
= 21t v1 = 21 ln t + c1.
et t2 et
det
3+2 t3 et et 2tet t2 et

v2 = (1) 1 2e3t = 2t3 e12t 2te2t
= t12 v2 = 1t + c2 .

et tet
det
3+3 t3 et et et tet
v3 = (1) 1 2e3t = 2t3 e12t e2t = 2t13
v3 = 4t12 + c3 . t 1
Thus x = 12 ln t + c1 et + 1 t + c2 te + 4t2 + c3 t2 et
x = 12 (ln t) et + c1 et + et + c2 tet 14 et + c3 t2 et
x = 21 (ln t) et + c1 et + c2 tet + c3 t2 et is the general solution,
where c1 = c1 + 1 41 .
17. Substituting x = ert in the homogeneous part of x 6x + 12x 8x
7
= t 2 e2t , we have the characteristic equation r3 6r2 + 12r 8 = 0
3
(r 2) = 0 r = 2, 2, 2. So x1 = e2t , x2 = te2t and
2 2t
x3 = t e are homogeneous solutions.
The Wronskian, using

7
Exercise 13, is W e2t , te2t , t2 e2t = 2e6t 6= 0. Here f = t 2 e2t
,
n = 3, a3 = 1. Variation of parameters: x = v1 x1 + v2 x2 + v3 x3 .
te2t t2 e2t
det 2t 2t


7 2t
3+1 t 2 e
e + 2te 2te + 2t2 e2t
2t
So v1 = (1) 1 2e6t
7 1 11
t2 1 13
2 4t
= 2e4t t e = 2 t 2 v1 = 13 t 2 + c1 .


e2t t2 e2t
det
7
3+2 t 2 e2t 2e2t 2te2t + 2t2 e2t 7

v2 = (1) 1 2e6t = 2te24t 2te4t
9 2 11
= t 2 v2 = 11 t 2 + c2 .
e2t te2t
det

7
3+3 t 2 e2t 2e2t e2t + 2te2t 7
t2 4t
1 7
v3 = (1) 1 2e 6t = 2e4t e = 2t2
1 29
v3 = 9 t + c3 .
1 13 2t 2 11 2t 1 9 2 2t
Thus x = 13 t
2 + c
1 e + 11 t 2 + c2 te + 9 t 2 + c3 t e
1 13 2 13 13
x = 13 t 2 e2t + c1 e2t 11 t 2 e2t + c2 te2t + 19 t 2 e2t + c3 t2 e2t
8 13
x = 1287 t 2 e2t + c1 e2t + c2 te2t + c3 t2 e2t is the general solution.
19. Let x1 = et , x2 = tetand x3 = t2 et . The Wronskian, using Exercise

13, is W et , tet , t2 et = 2e3t 6= 0. Here f = et


, n = 3, a3 = 2.
Variation of parameters: x = v1 x1 + v2 x2 + v

3 x3 .

t 2 t
te t e
det t

3+1 et
e + tet 2tet + t2 et
So v1 = (1) 2 2e3t

= 4e12t t2 e2t = 41 t2 v1 = 12 1 3
t + c1 .
LINEAR SECOND AND HIGHER-ORDER DIFFERENIAL EQUATIONS 81

et t2 et
det
3+2 et et 2te + t2 et
t
v2 = (1) 2 2e3t = 4e12t 2te2t
= 21 t v2 = 41 t2 + c2 .
et tet
det
3+3 et e e + tet
t t
v3
= (1) 2 2e3t = 4e12t e2t = 41
v3 = 41 t+ c3 .
1 3
Thus x = 12 t + c1 et + 41 t2 + c2 tet + 41 t + c3 t2 et
1 3 t
x = 12 t e + c1 et 14 t3 et + c2 tet + 41 t3 et + c3 t2 et
1 3 t
x = 12 t e + c1 et + c2 tet + c3 t2 et is the general solution.
1
21. Let x1 = 1, x2 = t and x3 = t 2 . The Wronskian is
1
h i 1 t t2
1
W 1, t, t 2 = 0 1 1 12 = 1 t 32 =
6 0.
2t 3
4
1 2
0 0 4t
Here f = t3 , n = 3, a3 = t2 .
Variation of parameters:
x = v1 x1+ v2 x2 + v3 x3 .
1
t t2
det 1
3+1 t3 1 12 t 2 5 1 12
So v1 = (1) t2
1
3 = 4t 2 2 t = 2t3
4t 2
1 4
v1 = 2t + c1 .
1
1 t2
det

1 12
3+2 t3 0 2t 5 1 12
v2 = (1) t2 3 = 4t 2 2t = 2t2
14 t 2
v2 = 32 t3 + c2 .
1 t
det
3+3 t3 0 1 5 5
v3 = (1) t2 3 = 4t 2 (1) = 4t 2
14 t 2
7
v3 = 78 t 2 + c3 . 1
7
Thus x = 12 t4 + c1 1 + 32 t3 + c2 t + 87 t 2 + c3 t 2
1
x = 21 t4 + c1 + 23 t4 + c2 t 78 t4 et + c3 t 2
1 4 1
x = 42 t + c1 + c2 t + c3 t 2 is the general solution.
Chapter Three

The Laplace Transform

3.1 DEFINITION AND BASIC PROPERTIES

1. Graph.
f (t) is not piecewise continuous because lim+ f (t) does not exist.
t2
3. Graph.
lim f (t) = 1, lim f (t) = 0 and f (1) = 12 . So f (t) is not continuous
t1 t1+
at t = 1, however, it is piecewise continuous because lim f (t) and
t1
lim f (t) exist.
t1+
1, 0 t 1,
5. f (t) =
0, t > 1.
R R1 R st
L [f (t)] = est f (t) dt = est dt+ 0est dt = es |10 = 1s (1 es ) .
0 0 1
t, 0 t < 1,
7. f (t) = 2 t, 1 t 2,


0, t > 2

R st R1 R2 R
L [f (t)] = e f (t) dt = test dt + (2 t) est dt + 0 est dt
0
1 0 1
2 2
= 1s test s12 est 0 + 2s est + 1s test + s12 est 1
= 1s es s12 es + s12 2s e2s + 2s e2s + s12 e2s + 2s es 1s es s12 es
= s12 1 2es + e2s .
R Ra
9. L [sin bt] = est sin btdt = lim est sin btdt. Using an integration

0 a
0
Ra st st a

table, we get e sin btdt = se2 +b2 (s sin bt b cos bt)
0 0
esa b
= s2 +b2(s sin ba b cos ba) + s2 +b 2.
h sa i
e b b
Then L [sin bt] = lim s2 +b2 (s sin ba b cos ba) + s2 +b 2 = s2 +b 2.
a
R R at at R st at R st at
11. L [sinh at] = est sinh atdt = est e e 2 dt = 1
2 e e dt e e dt
0 0 0 0
1 at at 1 1 1 1 s+as+a a
= 2 (L [e ] L [e ]) = 2 sa s+a = 2 (sa)(s+a) = s2 a2 .

R R ibt ibt R st ibt R st ibt
13. L [sin bt] = est sin btdt = est e e 2i dt = 1
2i e e dt e e dt
0 0 0
0

1
1 1 1 1 s+ibs+ib
= 2i L eibt L eibt = 2i sib s+ib = 2i (sib)(s+ib)

THE LAPLACE TRANSFORM 83


b
= s2 +b2 .
R 2t 2t R R
15. L [3 cosh 2t] = 3 est e +e2 dt = 3
2
st 2t
e e dt + st 2t
e e dt
0 0 0
3
2t 3 1 1 3 s+2+s2 3s
= 2 L e L e2t = 2 s2 + s+2 = 2 (s2)(s+2) = s2 4 .
6 30
17. L [5 sin 6t] = 5 s2 +6 2 = s2 +36 .

19. L [t + 3] . Linearity implies L [t] + L [3] = s 12 + 3s .


21. L [2 + cos 5t] . Linearity implies L [2] + L [cos 5t] = 2s + s2 +25 s
.



R st e3t e3t 1
R st 3t
R st 3t
23. L [sinh 3t] = e 2 dt = 2 e e dt e e dt
0 0 0
1
3t 3t 1
= 2 L e L e = 2 s3 s+3 = 2 (ss
1 1 1 +3s+3
3)(s+3) = s2 9 .
3
t 2 6
25. L 2e + 6e3t . Linearity implies 2L [et ] + 6L e3t = s+1 + s3 .
1 2t 1 2t
27. L [3t 1 + cosh 2t] . Note cosh 2t = 2 e + 2 e . Linearity implies
3L [t] L [1] + 12 L e2t + 12 L e2t = s 32 1s + 21 s2 1
+ 21 s+21
3 1 s
= s2 s + s2 4 .

29. L 7t3 + 11t + 8 . Linearity implies 7L t3 + 11L [t] + L [8]
= 7(3!) + 11 8 42
s2 + s = s4 + s2 + s .
11 8
s3+1
31. L 3t4 + 4t3 . Linearity implies 3L t4 + 4L t3 = 3(4!) s4+1 + s3+1
4(3!)
72 24
= s 5 + s4 .
33. We apply shifting theorem L [ect f (t)] = F (s c) with c = 3 and
5
f (t) = sin 5t, so that F (s) = L [f (t)] = L [sin 5t] = s2 +25 .
5
So F (s 3) = (s3)2 +25 .
35. We apply shifting theorem L [ect f (t)] = F (s c) with c = 4 and
s
f (t) = cos 7t, so that F (s) = L [f (t)] = L [cos 7t] = s2 +49 .
s4
So F (s 4) = (s4)2 +49 .
37. We apply shifting theorem L [ect f (t)] = F (s c) with c = 3 and
5
f (t) = sin 5t, so that F (s) = L [f (t)] = L [sin 5t] = s2 +25 .
5
So F (s + 3) = (s+3)2 +25 .
39. We apply shifting theorem L [ect f (t)] = F (s c) with c = 4 and
s
f (t) = cos 7t, so that F (s) = L [f (t)] = L [cos 7t] = s2 +49 .
s+4
So F (s + 4) = (s+4)2 +49 .
41. We apply shifting theorem L [ect f (t)] =F (s c) with c = 2 and
f (t) = t6 , so that F (s) = L [f (t)] = L t6 = s6!7 .
So F (s 2) = (s6!2)7 .
43. We apply shifting theorem L [ect f (t)] =F (s c) with c = 2 and
f (t) = t6 , so that F (s) = L [f (t)] = L t6 = s6!7 .

6!

So F (s + 2) = (s+2) 7.

45. We apply shifting theorem L [ect f (t)] = F (s c) with


c = 3 and
f (t) = t5 + t3 + 1, so that F (s) = L [f (t)] = L t5 + L t3 + L [1]
= s5!6 + s3!4 + 1s . So F (s 3) = (s5!3)6 + (s63)4 + s3 1
.
1
1

47. f (t) = L1 [F (s)] = L1 s2 L1 s = t 1.
84 CHAPTER 3
h i h i
1 1 1 3 1
49. f (t) = L1 [F (s)] = L1 s2 +9 = 3 L s2 +32 = 3 sin 3t.

51. f (t) = L1 [F (s)] = L1 1+s s2 = L1 s12 + 1s = L1 s12 + L1 1s
= t + 1. h i
53. f (t) = L1 [F (s)] = L1 3s s72 + s219 +1

h i

= L1 3s L1 s72 + L1 s219 +1
h i
= 3L1 1s 7L1 s1!2 + 19L1 s21+1 = 3 7t + 19 sin t.
h i h i h i
55. f (t) = L1 [F (s)] = L1 s3s+7 2 +16 = L1 s23s +16 + L 1
2
7
s +16
h i h i
1 s 7 1 4 7
= 3L s2 +42 + 4 L 2 2 = 3 cos 4t + 4 sin 4t.
hs +4 i h i h i
1 1 5 7 1 5 1 7
57. f (t) = L [F (s)] = L s+3 + s5 = L s+3 + L s5
h i h i
1 1
= 5L1 s+3 + 7L1 s5 = 5e3t + 7e5t .

59. f (t) = L1 [F (s)] = L1 hs6 i= L1 s16h = 5! 1 1 5!
L
i
1 5
s6 = 5!
t .

61. f (t) = L1 [F (s)] = L1 s22+9 = 23 L1 s2 +3 3


2 = 32 sin 3t.

63. f (t) = L1 [F (s)] = L1 s310 = 9! 3 1
L 9!
s9+1 = 9!
3 9
t .
h i h i
65. f (t) = L1 [F (s)] = L1 2s23+7 = L1 2 s23+ 7 = 23 L1 s2 + 1
7
( 2) 2
" #
q 7
q q
= 23 27 L1 2 2 7 2 = 23 27 sin 72 t.

s +
2
1
67. Let F (s 4) = F (s) = s13 .

(s4)3 2! 1
2
So f (t) =hL1 [Fi(s)] = L1 s13 = 12 L1 s2+1 = 2t .
1
Now L1 (s4)3

= L1 [F (s 4)] and the shifting theorem (14)


with c = 4 yields L1 [F (s 4)] = e4t f (t) = 12 t2 e4t .

(s5)
69. Let F (s 5) = (s5) 2
+9
F (s) = s2s+9 = s2 +3
s
2.
h i
1 1 s
So f (t) = L [F (s)] = L s2 +32 = cos 3t.
h i
(s5)
Now L1 (s5) 2
+9
= L1 [F (s 5)] and the shifting theorem
(14) with c = 5 yields L1 [F (s 5)] = e5t f (t) = e5t cos 3t.
71. Let F (s 7) = (s7)72 +16 F (s) = s2 +16
7
= 74 s2 +4
4
2.
h i
4
So f (t) = L1 [F (s)] = 47 L1 s2 +4 2 = 47 sin 4t.
h i
Now L1 (s7)72 +16 = L1 [F (s 7)] and the shifting theorem
(14) with c = 7 yields L1 [F (s 7)] = e7t f (t) = 74 e7t sin 4t.
(s+3)
73. Let F (s + 3) = (s+3) 2
+5
F (s) = s2s+5 = 2 s 2 .
s + ( 5)


So f (t) = L1 [F (s)] = L1 2 s 2 = cos 5t.
s + ( 5)
h i
(s+3)
Now L1 (s+3) 2
+5
= L1 [F (s + 3)] and the shifting theorem

(14) with c = 3 yields L1 [F (s + 3)] = e3t f (t) = e3t cos 5t.
THE LAPLACE TRANSFORM 85

2, t = 1;
75. f (t) = .
t, t =
6 1.
R1 R1 R
L [f (t)] = test dt + 2est dt + test dt
0
1 1 1 b
= 1s test s12 est 0 + 0 + lim 1s test s12 est 1
b

= 1s es s12 es + s12 + lim 1s besb s12 esb + 1s es + 1 s
s2 e
b
1
= s2(since lim esb = 0 and rst two terms cancel with last two).
b
R b
Now L [t] = test dt = lim 1s test
s12 est 0

0 b

= lim 1s besb s12 esb + s12 = s12 .
b
77. Yes, since e t et for t 1.
R
79. M et est dt converges for s > , and |f (t) est | M et est by
0
assumption.
d
5t d 1 1
81. L te5t = ds L e = ds s5 = (s5)2 .

d d s s2 25
83. L [t cos 5t] = ds (L [cos 5t]) = ds s2 +25 = (s2 +25)2 .

4s(s2
9)
d2 d2 s 2s
85. L t2 cos 3t = ds 2 (L [cos 3t]) = ds2 s +9 = (s2 +9)2 + (s2 +9)3 .
2
5t
87. L te5t sin 3t = ds d
L e sin 3t = ds d 3
2
(s5) +9
= 6(s5) 2.
[(s5) +9] 2
2

4t
89. L te cos 5t = ds d
L e4t cos 5t = ds d s+4
(s+4)2 +25
= (s+4)2 25 2 .
[(s+4) +25]
91. The derivative theorem for higher powers of t is L [t e ] = (san)!n+1 . n at
h i
So L1 (san)!n+1 = tn eat .
h i h i
1 1 1 5! 1 5 3t
Thus L1 (s+3) 6 = 5! L 5+1 = 5! t e .
h i h i (s+3) h i
5s
93. L1 (s+9) 2 = 65 L1 s26s = 5 1
L d
2
3
= 56 t sin 3t.
h 2 i h +9 6
i ds s +9

95. L1 (ss2 +9) 9


2 = L1 ds d s
s2 +9
= t cos 3t.
h i h 2

i
5 5 1 1 s 9
97. L1 (s2 +9) 2 = 18 L 2
(s +9) (s2 +9) 2

h i

5 1 1 3 s2
9
= 18 L 3 (s2 +9) (s2 +9)2

h h i h ii

5 1 1 3 1 d s
= 18 3L (s2 +9) L ds s2 +9

5 1

= 18 h 3 sin 3t i t cos h3t . i

99. L1 (s22s+1 2 = L 1
2
1
2 + 2
2s
2

h+1) (s +1)
i
(s +1)

= L1 21 (s2 +1) 2
2 + 2s
(s2 +1)2

h i h i

1 1 1 s2
1 1 2s
= 2L 2
(s +1) 2 2 + L 2 +1) 2

h i (s +1) h (s i h i
1 1 1 1 d s 1 d 1
=2 L 2
(s +1) L ds s +1 2 + L ds s +12

1
= 2 (sin t t cos t) + t sin t.
86 CHAPTER 3

R
101. L [f (ct)] = est f (ct) dt. Let u = ct 1c u = t and 1c du = dt.
0
1
R s s
Then this integral becomes c e c u f (u) du = 1c F c , since
0
R
L [f (t)] = est f (t) dt = F (s) .
0
1 1
103. Using (T2), F (s) = L [f (t)] = L [eat ] = sa = (s a) . So
2 1
F (s) = (s a) = (1) (s1!a)2
3 2 2!
F (s) = (2) (s a) = (1) (sa)3
4 3 3!
F (s) = (2) (3) (s a) = (1) (sa)4
5 4
F (s) = (2) (3) (4) (s a) = (1) (s4!a)5
... ... ... ...
(n+1) n n!
F (n) (s) = (2) (3) (4) ... (n) (s a) = (1) (sa)(n+1)
.
n
Now using Exercise 102, L [tn f (t)] = (1) F (n) (s) , we have
n n
L [tn eat ] = (1) (1) (san)(!n+1) = (san)(!n+1) .

3.2 INVERSE LAPLACE TRANSFORMS (ROOTS,


QUADRATICS, & PARTIAL FRACTIONS)

1. Using partial fractions, s219 = (s3)(s+3) 1 A


= s3 + s+3B
. Multiplying by
the
denominator gives 1 = A (s + 3) + B (s 3) . Letting s = 3 and 3
1 1
in this equation
h i gives A h= 6, B = 6 . i h i h i
Thus L1 s219 = L1 16 s3 1 1
s+3 = 61 L1 s3 1
L1 s3 1

= 16
e3t
e3t .
h i h i h i h i
1 5s1 1 5s 1 1 1 s 1 1 7
3. L s2 +7 = L s2 +7 L s2 +7 = 5L s2 +7 7 L
2
s 2 + ( 7)
1

= 5 cos 7t 7 sin 7t.
5. Using partial fractions, ss+2 s+2 A B
2 1 = (s1)(s+1) = s1 + s+1 . Multiplying by

the denominator gives s + 2 = A (s + 1) + B (s 1) . Letting s = 1

3 1
and 1 in hthis equation
i gives
h A i = 2, B =
h 2i.

s+2
Thus L1 s2 1 = 23 L1 1
s1 21 L1 1 3 t 1 t
s+1 = 2 e 2 e .

7. Using partial fractions, 2s2s1 2s1


s = s(s1) =
A B
s + s1 . Multiplying by
the denominator gives 2s 1 = A (s 1) + Bs. Letting s = 0
and 1 in this equation gives A = 1, and B = 1. Thus
2s1 1 1

s2 s = hs + s1 i
.

h i
1 2s1

1 1 1 1 t
So L s2 s = L s + L s1 = 1 + e .
9. Using partial fractions, s2s1 s1 A B
+s2 = (s1)(s+2) = s1 + s+2 . Multiplying
by the denominator gives s 1 = A (s + 2) + B (s 1) . Letting
THE LAPLACE TRANSFORM 87
2 1
s = 1 and h2 in this
i equation hgivesi A = 3 ,hB =i 3 .
Thus L1 s2s1 2 1
+s2 = 3 L
1 1 1
s1 3 L
1 2 t 1 2t
s+2 = 3 e 3 e .
4 4 A B
11. Using partial fractions, s2 +s6 = (s2)(s+3) = s2 + s+3 . Multiplying
by the denominator gives 4 = A (s + 3) + B (s 2) . Letting s = 2
4 4
and 3 in hthis equation
i gives hA = i5 , B =
h 5 . i
4

Thus L1 s2 +s6 = 54 L1 s2 1
L1 s+31
= 54 e2t e3t .
s s (s1)+1
13. s2 2s+26 = (s1)i2
+25
= (s1) 2
+5i2
. Replacing s 1 by s, we compute
h h h i
s+1 s 1 1 5 1
that L1 s2 +52 = L
1
s2 +52 + 5 L s2 +52 = cos 5t + 5 sin 5t.
Thus by thehshifting theorem
i (T16) with c = 1, we have
1 s t
1

f (t) = L s2 2s+26 = e cos 5t + 5 sin 5t .
2s+5 2s+5 2(s3)+11
15. s2 6s+18 =(s3)i2 +9
= (s3) 2 2 . Replacing s 3 by s, we compute
h h +3 i h i
2s+11 s 11 1 3
that L1 s2 +32 = 2L1 s2 +3 2 + 3 L 2
s +3 2 = 2 cos 3t+ 11
3 sin 3t.
Thus by thehshifting theorem
i (T16) with c = 3, we have
1 2s+5 3t 11 3t
f (t) = L s2 6s+18 = 2e cos 3t + 3 e sin 3t.

17. 3s2
s2 +10s+26 = 3s2
(s+5) 2 = 3(s+5)17
2 2 . Replacing s + 5 by s, we compute
h i +1 (s+5)
h +1 i h i
3s17 s 1
that L1 s2 +12 = 3L1
s2 +12 17L 1
s2 +12 = 3 cos t 17 sin t.
Thus by thehshifting theorem
i (T16) with c = 5, we have
1 2s+5 5t
f (t) = L s2 6s+18 = 3e cos t 17e5t sin t.
s s A B
19. Using partial fractions, s2 5s+6 = (s2)(s3) = s2 + s3 . Multiplying
by the denominator gives s = A (s 3) + B (s 2) . Letting s = 2
and 3 in this
h equationi gives A =h2, iB = 3.
h i
1 s 1 1 1 1
Thus L 2
s 5s+6 = 2 L s2 + 3L s3 = 3e3t 2e2t
.
1
21. Using partial fractions, s3 3s12 +2s = s(s1)(s2) = As + s1
B C
+ s2 .
Multiplying by the denominator gives
1 = A (s 1) (s 2) + Bs (s 2) + Cs (s 1) . Letting s = 0, 1
1 1
and 2 in this
h equation i gives A =2 ,B = 1, h C= i2 . h i
Thus L1 s3 3s12 +2s = 21 L1 1s L1 s1 1 1
+ 12 L1 s2
= 12 et + 21 e2t .
s2 2 s2 2 A B C
23. Using partial fractions, s3 +8s 2 +7s = s(s+1)(s+7) = s + s+1 + s+7 .

Multiplying by the denominator gives


s2 2 = A (s + 1) (s + 7) + Bs (s + 7) + Cs (s + 1) . Letting s = 0,
1 and 7h in this equationi gives
A = 27 , B = 1
h 6, C
47
i= 42 . h i
2
s 2

Thus L1 s3 +8s 2 +7s = 72 L1 1s + 16 L1 s+1 1 47 1
+ 42 L 1
s+7
= 72 + 61 et + 42
47 7t
e .
25. Using partial fractions, ss+3 s+3 A B C
3 s = s(s1)(s+1) = s + s1 + s+1 .

Multiplying by the denominator gives


s + 3 = A (s 1) (s + 1) + Bs (s + 1) + Cs (s 1) . Letting s = 0, 1
88 CHAPTER 3

and 1 in hthis equation


i gives A = 3, Bh= 2,i
C = 1. h i
1 s+3 1 1 1 1 1
Thus L s3 s = 3 L s + 2L s1 + L1 s+1
= 3 + 2et + et .
2s+1 2s+1 A Bs+C
27. Using partial fractions, s3 +4s 2 +13s = s(s2 +4s+13) = s + s2 +4s+13 .

Multiplying by the denominator


gives
2s+1 = A s2 + 4s + 13 +(Bs + C) s = As2 +4As+13A+Bs2 +Cs.
1
Letting s = 0 in this equation gives A = 13 . Equating the coecients:
2 1
s : 0 = A + B B = A = 13
s: 2 = 4A + C C = 2 13 = 22 4
13 .
2s+1 1 1 s22 1 1 (s+2)24
Thus s3 +4s2 +13s = 13s 13 s2 +4s+13 = 2

13s 13 (s+2) +3
2

1 1 (s+2) 3
= 13s 13 (s+2)2 +32 8 (s+2)2 +32 .

Now applying the shifting theorem (T16) with c = 2 in the second


and hthird terms,i we have
2s+1 1 1 2t
L1 s3 +4s 2 +13s = 13 13 e (cos 3t 8 sin 3t) .
2 2
s 3 s 3 A Bs+C
29. Using partial fractions, s3 +2s 2 +26s = s(s2 +2s+26) = s + s2 +2s+26 .

Multiplying by the denominator


gives
s2 3 = A s2 + 2s + 26 +(Bs + C) s = As2 +2As+26A+Bs2 +Cs.
3
Letting s = 0 in this equation gives A = 26 . Equating the
coecients:
3
s2 : 1 = A + B B = 1 + 26 = 29
26
3
s: 0 = 2A + C C = 2A = 13 .
s2 3 3 1 29s+6 3 1 29(s+1)23
Thus s3 +2s2 +26s = 26s + 26 s2 +2s+26 = 26s + 26 (s+1)2 +52

3 1 (s+1) 23 5
= 26s + 26 29 (s+1) 2
+52
5 (s+1) +52
.

Now applying the shifting theorem (T16) with c = 1 in the second


and hthird terms,i we have
s2 3 3 1 t

L1 s3 +2s 2 +26s = 26 + 26 e 29 cos 5t 23
5 sin 5t .
s8 A
31. Using partial fractions, (s5)(s 2 = s5 + Bs+C
s2 +4 . Multiplying by the
+4)
2

denominator gives s 8 = A s + 4 + (Bs + C) (s 5)
s 8 = As2 + 4A + Bs2 + (C 5B) s 5C.
3
Letting s = 5 in this equation gives A = 29 . Equating the
coecients:

s2 : 0 = A + B B = A = 29
s: 1 = C 5B C = 1 + 29 = 44 15
29
.
s8 3 1 1 3s+44
So (s5)(s2 +4) = 29 s5 + 29 2
s +4


3 1 1 s 2
= 29 + 3 2 2 + 22 s2 +22 . Thus
h s5 29 i s +2
s8 3 5t 1
L1 (s5)(s 2 +4) = 29 e + 29 (3 cos 2t + 22 sin 2t) .
2
33. Using partial fractions, (s3)(s2s2s+26) = s3
A
+ s2Bs+C
2s+26 .
Multiplying
by the denominator
gives
s2 = A s2 2s + 26 + (Bs + C) (s 3)
s2 = As2 2As + 26A + Bs2 + (C 3B) s 3C.
THE LAPLACE TRANSFORM 89
9
Letting s = 3 in this equation gives A = 29 . Equating the
coecients:

9
s2 : 1 = A + B B = 1 29 = 20

29
1: 0 = 26A 3C C = 3 = 7826A
29 .
s2 9 1 1 20s+78 9 1 2 10(s1)+49
Thus (s3)(s2 2s+26) = 29 s3 + 29 s2 2s+26 = 29 s3 + 29 (s1)2 +52

9 1 2 (s1) 49 5
= 29 s3 + 29 10 (s1)2 +52 + 5 (s1)2 +52
.

Now applying the shifting theorem (T16) with c = 1 in the second


and hthird terms, we ihave
2
L1 (s3)(s2s2s+26) = 29 9 3t
e + 29 2 t
e 10 cos 5t + 49 5 sin 5t .
3 3
s 1 s 1 As+B Cs+D
35. Using partial fractions, s4 +10s 2 +9 = (s2 +9)(s2 +1) = s2 +9 + s2 +1 .

Multiplying by thedenominator
gives

s3 1 = (As + B) s2 + 1 + (Cs + D) s2 + 9
s3 1 = (A + C) s3 + (B + D) s2 + (A + 9C) s + B + 9D.

Equating the coecients:

s3 : 1=A+C
s2 : 0=B+D
s: 0 = A + 9C
1: 1 = B + 9D
Subtracting the rst from the third we get, 8C = 1 C = 18 .
Then from the third, A = 9C = 89 . Subtracting the second from
the fourth we get, 8D = 1 D = 18 . Then from the second,
B = D = 81 .

s3 1
So s4 +10s2 +9 = 18 9s+1
s2 +9 s+1
s2 +1 = 1
8
9s+1
2 +32 s+1
s2 +12
s
1 s 1 3 s 1
= 8 9 s2 +3 2 + 3 s2 +32 s2 +12 s2 +12
. Thus
h 3

i
s 1 1 1
L1 s4 +10s2 +9 = 8 9 cos 3t + 3 sin 3t cos t sin t .
3 3 3
s s s
37. Using partial fractions, s4 5s 2 +4 = (s2 1)(s2 4) = (s1)(s+1)(s2)(s+2)
A B C D
= s1 + s+1 + s2 + s+2 . Multiplying by the denominator gives
3
s = A (s + 1) (s 2) (s + 2) + B (s 1) (s 2) (s + 2)
+C (s 1) (s + 1) (s + 2) + D (s 1) (s + 1) (s 2) .
Letting s = 1, 1, 2 and 2 in this equation gives A = 61 , B = 16 ,
C = 32 , D = 23 .

s3
So s4 5s2 +4= 16 s11 1
+ s+1 + 32 s2
1 1
+ s+2 . Thus

h3
i
s
L1 s4 5s 2 +4 = 16 (et + et ) + 32 e2t + e2t .
s s s
39. Using partial fractions, s4 16 = (s2 4)(s 2 +4) = (s2)(s+2)(s2 +4)
A B Cs+D
= s2 + s+2 + s2 +4 . Multiplying by the denominator gives

s = A (s + 2) s2 + 4 +B (s 2) s2 + 4 +(Cs + D) (s 2) (s + 2)

s = (A + B + C) s3 + (2A 2B + D) s2 + (4A + 4B 4C) s + 8A


+8B 4D.

1 1
Letting s = 2 and 2 in this equation gives A = 16 , B = 16 .

Equating the coecients:


90 CHAPTER 3

1 1
s3 : 0 = A + B + C C = 16 16 = 81
s2 :0 = 2A 2B + D
D = 0
s 1 1 1 1 s
So s4 16 = 16 s2 + s+2 8 s2 +4 . Thus

h i 2t
s 1
L1 s4 16 = 16 e + e2t 18 cos 2t.
n!
41. The derivative theorem for higher powers of t is L [tn eat ] = (sa)n+1
.
h i
So L1 (san)!n+1 = tn eat .
Thush using ia = 3 and
h n = 5 we i get
1 4 4 1 5! 4 5 3t 1 5 3t
L (s+3)6
= 5! L (s+3)5+1
= 5! t e = 30 t e .
43. The derivative theorem for higher powers of t is L [tn eat ] = (san)!n+1 .
h i
So L1 (san)!n+1 = tn eat . Thus using a = 31 and n = 4 we get
h i
1 4 1 4 4 1 4! 1 4 13 t
L (3s+1)5
=L 5 = 4!35 L 1 4+1
= 3!3 5t e .
35 (s+ 31 ) ( 3)
s+
2
45. Using partial fractions, (s+3)2s(s3)2 = s+3 A B
+ (s+3) C
2 + s3 +
D
(s3)2
.
Multiplying by the denominator gives
2 2 2 2
s2 = A (s + 3) (s 3) + B (s 3) + C (s 3) (s + 3) + D (s + 3)
Letting s = 3 and 3 in this equation gives D = 14 , B = 14 .
Equating the coecients:
s3 : 0=A+C
s2 : 1 = 3A + B + D + 3C 1 41 14 = 3A + 3C
16 = A + C
1 1
Adding them we get, C = 12 and then A = C = 12 .
s2 1 1 1 1 1 1 1 1
So (s+3)2 (s3)2 = 12 s+3 + 4 (s+3)2 + 12 s3 + 4 (s3)2 . Thus
h 2
i
L1 (s+3)2s(s3)2 = 12 1 3t
e + 41 te3t + 121 3t
e + 41 te3t

= e3t 14 t 12 1
+ e3t 14 t + 121
.
47. Using partial fractions, (s+1)2s(s2 +1) = s+1 A B
+ (s+1) Cs+D
2 + s2 +1 .

Multiplying by the denominator


gives
2
s = A (s + 1) s2 + 1 + B s2 + 1 + (Cs + D) (s + 1)

1
Letting s = 1 in this equation gives B = 2 .

Equating the coecients:

s3 : 0=A+C
s2 : 0 = A + B + 2C + D
s: 1 = A + C + 2D
1: 0=A+B+D
Substituting A + C = 0 (rst equation) into the third equation
we get, D = 12 and then the last equation gives A = 0
(since B = 12 ). Finally, the rst equation yields C = 0
(since A = 0).
So (s+1)2s(s2 +1) = 21 (s+1)
1 1 1

2 + 2 s2 +1 .

h i
Thus L1 (s+1)2s(s2 +1) = 12 tet + 12 sin t.
s+5 A B C D
49. Using partial fractions, (s+1)(s1)3
= s+1 + s1 + (s1)2
+ (s1)3
.
THE LAPLACE TRANSFORM 91

Multiplying by the denominator gives


3 2
s + 5 = A (s 1) + B (s 1) (s + 1) + C (s 1) (s + 1) + D (s + 1)
Letting s = 1 and 1 in this equation gives D = 3, A = 21 .
Equating the coecients:
s3 : 0 = A + B B = A = 21
2
s : 0 = 3A B + C C = 21 32 = 1
So (s+1)(s1)3 = 21 s+1
s+5 1
+ 12 s1
1
(s11)2 + 3 (s11)3 . Thus
h i
s+5
L1 (s+1)(s1) 3 = 12 et + 21 et tet + 32 t2 et = 21 et +et 21 t + 32 t2 .
2
51. Using partial fractions, (ss2 +4)
s As+B
2 = s2 +4 +
Cs+D
(s2 +4)2
.

Multiplying by the denominator


gives

s2 s = (As + B) s2 + 4 +Cs+D = As3 +Bs2 +(4A + C) s+4B+D


Equating the coecients:

s3 : 0 = A

s2 : 1 = B

s: 1 = 4A + C C = 1
1: 0 = 4B + D D = 4B = 4
2
So (ss2 +4)
s
2 = 1 s+4 1 s 4
s2 +4 (s2 +4)2 = s2 +4 (s2 +4)2 (s2 +4)2
1 2 1 22s 1 2 2 2
= 2 s2 +224 (s2 +22 )2 2 (s2 +22 )2 .

h 2
i
Thus L1 (ss2 +4)s
2 = 12 sin 2t 14 t sin 2t 21 12 sin 2t t cos 2t
= 14 sin 2t 41 t sin 2t + 21 t cos 2t.
3
53. Using partial fractions, (ss2 +9)
1 As+B
2 = s2 +9 +
Cs+D
(s2 +9)2
.
Multiplying by the denominator
gives
s3 1 = (As + B) s2 + 9 +Cs+D = As3 +Bs2 +(9A + C) s+9B+D
Equating the coecients:

s3 : 1 = A

s2 : 0 = B

s: 0 = 9A + C C = 9A = 9
1: 1 = 9B + D D = 1
3
So (ss2 +9)
1 s
2 = s2 +9
9s+1
(s2 +9)2
s
= s2 +3 2
9s
(s2 +32 )2
1
(s2 +3 2 )2

s 3 23s 1 2 3 2
= s2 +32 2 (s2 +32 )2 18 (s2 +32 )2 .
h i 1
s 3 1
Thus L1 (s2 +9)2
= cos 3t 32 t sin 3t 18 1
3 sin 3t t cos 3t .
s3 s2 As+B Cs+D
55. Using partial fractions, (s2 +36)2
= s2 +36 + (s2 +36)2 .
Multiplying by the denominator
gives
s3 s2 = (As + B) s2 + 36 + Cs + D = As3 + Bs2 + (36A + C) s
+36B + D
Equating the coecients:

s3 : 1 = A

s2 : 1 = B

s: 0 = 36A + C C = 36A = 36
1: 0 = 36B + D D = 36B = 36
3
s2
So (ss2 +36) s1
2 = s2 +36
36s36
(s2 +36)2
s
= s2 +6 1
2 s2 +62
36s
(s2 +62 )2
36
+ (s2 +6 2 )2
92 CHAPTER 3
2
s 1 6
= s2 +62 6 s2 +62 3 (s22+6 1
6s 2 6
2 )2 +
2 (s2 +62 )2 .
h 3
i
s2
Thus L1 (ss2 +36) 2 = cos 6t 16 sin 6t3t sin 6t+ 12 16 sin 6t t cos 6t
1
= cos 6t 12 sin 6t 3t sin 6t 12 t cos 6t.
3s1 (3s+3)4 3(s+1) 4
57. (s2 +2s+26)2
= 2 = 2 2
[(s+1)2 +52 ] [(s+1)2 +52 ] [(s+1)2 +52 ]
3 25(s+1) 2 2.52
= 10 2 25 2.
h [(s+1)2 +52 ]
i [(s+1)2 +52 ]
3s1 3 2 1 t

Thus L1 (s2 +2s+26)2
=
10 te
t
sin 5t 25 5e (sin 5t 5t cos 5t)
3 2
1

= 10 tet sin 5t 25 et 5 sin 5t t cos 5t .
s2 As+B Cs+D
59. Using partial fractions, (s2 +6s+25) 2 = s2 +6s+25 +
(s2 +6s+25)2
.
Multiplying bythe denominator gives

s2 = (As + B) s2 + 6s + 25 + Cs + D

= As3 + (6A + B) s2 + (25A + 6B + C) s + 25B + D

Equating the coecients:

s3 : 0 = A

s2 : 1 = 6A + B B = 1

s: 0 = 25A + 6B + C C = 6
1: 0 = 25B + D D = 25
s2 1 6s+25
So (s2 +6s+25) 2 = s2 +6s+25 (s2 +6s+25)2

1 6s+18 7

= (s+3)2 +42
2 2
[(s+3)2 +42 ] [(s+3)2 +42 ]
1 4 3 24(s+3) 7 2 4 2
= 4 (s+3)2 +42 4 2 32 2.
h i [(s+3)2 +42 ] [(s+3)2 +42 ]
s2

Thus L1 (s2 +6s+25) 2 = 14 e3t sin 4t 34 te3t sin 4t 32 7 1 3t
4e (sin 4t 4t cos 4t)

= 41 e3t sin 4t 34 te3t sin 4t 32 7 3t 1
e 4 sin 4t t cos 4t .
s+5 A B C D
61. Using partial fractions, (s+1)(s1) 3 = s+1 + s1 +
(s1)2
+ (s1) 3.

Multiplying by the denominator gives


3 2
s + 5 = A (s 1) + B (s 1) (s + 1) + C (s 1) (s + 1) + D (s + 1)
Letting s = 1 and 1 in this equation gives D = 3, A = 12 .
Equating the coecients:
s3 : 0 = A + B B = A = 21
2
s : 0 = 3A B + C C = 21 32 = 1
So (s+1)(s1)3 = 12 s+1
s+5 1
+ 21 s1
1
(s11)2 + 3 (s11)3 . Thus
h i
s+5
L1 (s+1)(s1) 3 = 12 et + 21 et tet + 32 t2 et = 21 et +et 12 t + 23 t2 .
63. Using partial fractions,
12
s(s8)6
= As + s8
B C
+ (s8) 2 +
D
(s8)3
+ (s8)E
4 +
F
(s8)5
G

+ (s8) 6 .

Multiplying by the denominator gives

6 5 4 3
12 = A (s 8) + Bs (s 8) + Cs (s 8) + Ds (s 8)
2
+Es (s 8) + F s (s 8) + Gs
Letting s = 0 and 8 in this equation gives A = 12 86 , G = 2 .

Equating the coecients:

s6 : 0 = A + B B = A = 12
86
5
s : 0 = 48A 40B + C C = 12
85
THE LAPLACE TRANSFORM 93

s4 : 0 = 960A + 640B 32C + D D = 12 84


s3 : 0 = 10240A 5120B + 384C 24D + E E = 12 83
s2 : 0 = 61440A + 20480B 2048C + 192D 16E + F
F = 1282
12
So s(s8)6
12 1
= 86 s 126
1
8 s8 + 12 1 12 1 12 1 12 1
85 (s8)2 84 (s8)3 + 83 (s8)4 82 (s8)5
+ 23 (s8)
1
6

12 1 12 1 12 1! 12 1 2! 12 1 3!
= 86 s 86 s8 + 85 (s8)1+1 84 2! (s8)2+1
+ 83 3! (s8)3+1
12 1 4! 3 1 5!
82 4! (s8)4+1 + 2 5! (s8)5+1 .
Thush i
12 12 12 8t 12 8t
L1 s(s8) 6 = 86 86 e + 85 te
6 2 8t 2 3 8t 1 4 8t 3 5 8t
12 8t
12
4096 t e + 512 t e 128 t e + 240 t
12 3 2 1 3 1 4 1 5
e
= 86 + e 86 + 85 t 2048 t + 256 t 128 t + 80 t .
65. Using partial fractions, (s+1)s+5
2
(s1)2
A
= s+1 B
+ (s+1) C
2 + s1 + D
(s1)2
.
Multiplying by the denominator gives
2 2 2 2
s+5 = A (s + 1) (s 1) +B (s 1) +C (s 1) (s + 1) +D (s + 1)
Letting s = 1 and 1 in this equation gives D = 23 , B = 1.
Equating the coecients:

s3 : 0 = A + C

s2 : 0 = A + B + C + D

5
2 = A + C (since D = 32 , B = 1)
s: 1 = A 2B C + 2D
1: 5=A+BC +D
Adding these equations we get, C = 45 and then A = C = 45 .
So (s+1)s+52
(s1)2
= 54 s+11 1
+ (s+1) 5 1
2 4 s1 + 2
3 1
(s1)2
. Thus
h i
1 s+5 5 t t 5 t 3 t
L (s+1)2 (s1)2
= 4 e + te 4 e + 2 te

= et 54 + t + et 54 + 32 t .
67. Using partial fractions,
s
(s2 +1)(s7)4
= As+B C D E
s2 +1 + s7 + (s7)2 + (s7)3 + (s7)4 .

Multiplying by the denominator 2 gives


4 3 2
s = (As + 2B) (s 7) + C s + 1 (s 7) + D s2 + 1 (s 7)
+E s + 1 (s 7) + F s2 + 1
7
Letting s = 7 in this equation gives F = 50 .
Equating the coecients:
s5 : 0=A+C
s4 : 0 = 28A + B 21C + D
s3 : 0 = 294A 28B + 148C 14D + E
s2 : 0 = 1372A 294B 364C + 50D 7E + F
s: 1 = 2401A 1372B + 147C 14D + E
1: 0 = 2401B 343C + 49D 7E + F
Note this is a system of 6 equations with 5 unknowns as we know F.
So the system considering 5 equations (excluding the fourth one, for
example) with 5 unknowns can be solved (by using Maple, for
example) to get
94 CHAPTER 3

527 84 527 161


A = 1562500 , B = 390625 , C = 1562500 , D = 62500 , E = 12
625 .
s 527s336 1 527 1 161 1 12 1

So (s2 +1)(s7)4 = 1562500 s2 +1 1562500 s7 + 62500 (s7) 2 625


(s7)3

7 1

+ 50 (s7)4
527 s 84 1 527 1 161 1
= 1562500 s2 +1 390625 s2 +1 1562500 s7 + 62500 (s7)2
12 2! 7 3!
625(2!) (s7)2+1 + 50(3!) (s7)3+1 .
h i
s 527 84 527
Thus L1 (s2 +1)(s7) 4 = 1562500 cos t 390625 sin t 1562500 e7t
161 7t 6 2 7t 7 3 7t
h + 62500 te 625 t e + 300 t e i
1 7(15625) 3
= 1562500 527 cos t 336 sin t + e7t 527 + 4025t 15000t2 + 3 t .

3.3 INITIAL-VALUE PROBLEMS FOR DIFFERENTIAL


EQUATIONS

1. Taking the Laplace transform of both sides of y 4y = 1 we get,


L [y ] 4L [y] = L [1] s2 Y (s) sy (0) y (0) 4Y (s) = 1s
s2 Y (s) 1 4Y (s) = 1s s2 4 Y (s) = 1s + 1
Y (s) = s(s1+s 2 4) . Using partial fractions,
1+s 1
Y (s) = s(s2 4) = s(s2)(s+2) = As + s2B C
+ s+2 .
Multiplying by the denominator gives

1 + s = A (s + 2) (s 2) + Bs (s + 2) + Cs (s 2) . Letting s = 0, 2

and 2 in this equation gives A = 14 , B = 38 and C = 18 .

Thus Y (s) = 14 1s + 83 s 1 1 1
2 8 s+2
.
h
i h i

So L1 [Y (s)] = 14 L1 1s + 83 L1 s2 1
81 L1 s+2

1
y (t) = 4 + 38 e2t 18 e2t .

3. Taking the Laplace transform of both sides of y + 3y 4y = 0

we get, L [y ] + 3L [y ] 4L [y] = 0

s2 Y (s) sy (0) y (0) + 3sY (s) 3y (0) 4Y (s) = 0

s2 Y (s) s
1 + 3sY (s) 3 4Y (s) = s+4 0
s+4 1
s2 + 3s 4 Y (s) = s + 4 Y (s) = s2 +3s4 = (s+4)(s1) = s1 .
h i
1 1 1 t
So L [Y (s)] = L s1
y (t) = e .

5. Taking the Laplace transform of both sides of y + 5y + 6y = 1 we get,

L [y ] + 5L [y ] + 6L [y] = L [1]

s2 Y (s) sy (0) y (0) + 5sY (s) 5y (0) + 6Y (s) = 1


s
s2 Y (s) s 1 + 5sY (s) 5 + 6Y (s) = 1s
2 s2 +6s+1 s2 +6s+1
s + 5s + 6 Y (s) = 1s + s + 6 Y (s) = s(s 2 +5s+6) = s(s+2)(s+3) .
2
s +6s+1
Using partial fractions, Y (s) = s(s+2)(s+3) = As + s+2
B C
+ s+3 .

Multiplying by the denominator gives

s2 + 6s + 1 = A (s + 3) (s + 2) + Bs (s + 3) + Cs (s + 2) .

Letting s = 0, 2 and 3 in this equation gives A = 16 , B = 72 and

C = 38 . Thus Y (s) = 16 1s + 27 s+2


1
38 s+3
1
THE LAPLACE TRANSFORM 95
h i h i
So L1 [Y (s)] = 16 L1 1s + 72 L1 s+2
1
83 L1 s+3
1

1
y (t) = 6 + 72 e2t 83 e3t .
7. Taking the Laplace transform of both sides of y 3y + 2y = 1

we get, L [y ] 3L [y ] + 2L [y] = L [1]

s2 Y (s) sy (0) y (0) 3sY (s) + 3y (0) + 2Y (s) = 1s


2
s Y (s) 1
3sY (s) + 2Y (s) = 1s
s 3s + 2 Y (s) = s + 1 Y (s) = s(s2s+1
2 1 s+1
3s+2) = s(s2)(s1) .
s+1
Using partial fractions, Y (s) = s(s2)(s1) = As + s2
B C
+ s1 .
Multiplying by the denominator gives
s + 1 = A (s 1) (s 2) + Bs (s 1) + Cs (s 2) .
Letting s = 0, 1 and 2 in this equation gives A = 12 , B = 32 and
C = 2. Thus Y (s) = 21 1s + 23 s2 1 1
2 s1
h i h i
So L1 [Y (s)] = 12 L1 1s + 32 L1 s2 1
2L1 s11

y (t) = 21 + 23 e2t 2et .


9. Taking the Laplace transform of both sides of y + 9y = et we get,
1
L [y ] + 9L [y] = L [et ] s2 Y (s) sy (0) y (0) + 9Y (s) = s+1
1
1
s2 Y (s) s 2 + 9Y (s) = s+1 s2 + 9 Y (s) = s+1 +s+2
s2 +3s+3
Y (s) = (s+1)(s2 +9)
. Using partial fractions,
s2 +3s+3 A Bs+C
Y (s) = (s+1)(s2 +9) = s+1 + s2 +9
.

Multiplying by the
denominator
gives
s2 + 3s + 3 = A s2 + 9 + (Bs + C) (s + 1) . Letting s = 1 in this
1
equation gives A = 10 .
Equating the coecients:

9
s2 : 1 = A + B B = 1 A = 10 .

9
s: 3 = B + C C = 3 B = 3 10 = 21
10 .
1 1 9 s 21 1
Thus Y (s) = 10 s+1 + 10 s2 +9 + 10 s2 +9
1 1 9 s 21 1 3
= 10 s+1 + 10 sh 2 +32 + 10 3 s2 +32 .
i h i h i
1 1 1 9 1 s 7 1 3
So L1 [Y (s)] = 10 L s+1 + 10 L s2 +32 + 10 L s2 +32
1 t 9 7
y (t) = 10 e + 10 cos 3t + 10 sin 3t.
11. Taking the Laplace transform of both sides of y + 4y + 13y = 2
we get, L [y ] + 4L [y ] + 13L [y] = L [2]
s2 Y (s) sy (0) y (0) + 4sY (s) 4y (0) + 13Y (s) = 2s
s2 Y (s) s + 4sY (s) 4 + 13Y (s) = 2s
2 2
s + 4s + 13 Y (s) = 2s + s + 4 Y (s) = s(ss2 +4s+13)
+4s+2
.
2
Using partial fractions, Y (s) = s(ss2 +4s+13)
+4s+2
= As + s2Bs+C
+4s+13 .
Multiplying by the
denominator
gives
s2 + 4s + 2 = A s2 + 4s + 13 + (Bs + C) s.

Letting s = 0 in this equation gives A = 13 .

Equating the coecients:

11
s2 : 1 = A + B B = 1 A = 13 .

8
s: 4 = 4A + C C = 4 4A = 4 13 = 44
13 .
96 CHAPTER 3

2 1 1 11s+44 2 1 1 11(s+2)+22
Thus Y (s) = 13 s +2 = 13 s + 13 (s+2)2 +32
h13 s +4s+13 i
2 1 1 (s+2) 22 3
= 13 s + 13 11 (s+2)2 +32 + 3 (s+2)2 +32
2 1 1
11 1 h (s+2) i 22 1 h 3
i
So L1 [Y (s)] = 13 L s + 13 L (s+2)2 +32
+ 39 L (s+2)2 +32
2
y (t) = 13 + 11
13 e
2t 22 2t
cos 3t + 39 e sin 3t.
(4)
13. Taking
(4)the
Laplace transform of both sides of y y = 1 we get,
L y L [y] = L [1]
s4 Y (s) s3 y (0) s2 y (0) sy (0) y (0) Y (s) = 1s
s4 Y (s) 3s3 5s2 Y (s) = 1s
4 4 3
3s4 +5s3 +1
s 1 Y (s) = 1s +3s3 +5s2 Y (s) = 3ss(s+5s 4 1)
+1
= s(s+1)(s1)(s 2 +1) .

Using partial fractions,


3s4 +5s3 +1 A B C Ds+E

Y (s) = s(s+1)(s1)(s 2 +1) = s + s+1 + s1 + (s2 +1) .

Multiplying by the denominator


gives

3s4 + 5s3 + 1 = A s4 1 + Bs (s 1) s2 + 1 + Cs (s + 1) s2 + 1
+ (Ds + E) s (s + 1) (s 1) .
Letting s = 0, 1 and 1 in this equation gives A = 1, B = 14 and
C = 94 .
Equating the coecients:
s4 : 3 = A + B + C + D D = 3 A B C = 2.
s: 0 = B + C E E = B + C = 14 + 94 = 25 .
1
Thus Y (s) = s 14 s+1 1
+ 49 s1
1
+ 2 s2s+1 + 25 s21+1
h i h i
So L1 [Y (s)] = L1 1s 14 L1 s+1 1
+ 94 L1 s1 1
h i h i
+2L1 s2s+1 + 52 L1 s21+1
y (t) = 1 41 et + 49 et + 2 cos t + 25 sin t.
15. Taking the Laplace transform of both sides of y y = 1 t we get,
L [y ] L [y] = L [1] L [t] sY (s) y (0) Y (s) = 1s s12
s1s2
sY (s) + 1 Y (s) = s1 s1
s2 (s 1) Y (s) = s2 1 = s2
2 2
s1s s1 s 1 1
Y (s) = s2 (s1) = s2 (s1) s2 (s1) = s2 s1 .
h i
So L1 [Y (s)] = L1 s12 L1 s1 1
y (t) = t et .
17. Taking the Laplace transform of both sides of y + 2y + y = et

we get, L [y ] + 2L [y ] + L [y] = L [et ]


1

s2 Y (s) sy (0) y (0) + 2sY (s) 2y (0) + Y (s) = s+1

2 1
s Y (s) 1 + 2sY (s) + Y (s) = s+1
2 1
s + 2s + 1 Y (s) = s+1 + 1 Y (s) = (s+1)(ss+2
2 +2s+1) =
s+2
(s+1)3
.
s+2 A B C
Using partial fractions, Y (s) = (s+1) 3 = s+1 +
(s+1)2
+ (s+1)3
.
Multiplying by the denominator gives
2
s + 2 = A (s + 1) + B (s + 1) + C.

Letting s = 1 in this equation gives C = 1.

Equating the coecients:

s2 : 0=A
s: 1 = 2A + B B = 1.
THE LAPLACE TRANSFORM 97
1 1 1!
Thus Y (s) = (s+1)2
+ = +1 2!
(s+1)3 i (s+1)1+1h 2 (s+1)i2+1
h
1!
So L1 [Y (s)] = L1 (s+1) 1+1 + 12 L1 (s+1)
2!
2+1

t 1 2 t
y (t) = te + 2 t e .
19. Taking the Laplace transform of both sides of y + 2y = et cos t

we get, L [y ] + 2L [y] = L [et cos t]

s+1
sY (s) y (0) + 2Y (s) = (s+1) 2
+1

s+1 s+1

sY (s) + 2Y (s) = s2 +2s+2 (s + 2) Y (s) = s2 +2s+2


s+1
Y (s) = (s+2)(s2 +2s+2) . Using partial fractions,

Y (s) = (s+2)(ss+1 A Bs+C

2 +2s+2) = s+2 + s2 +2s+2 .

Multiplying
by the denominator
gives

s + 1 = A s2 + 2s + 2 + (Bs + C) (s + 2) .

Letting s = 2 in this equation gives A = 21 .

Equating the coecients:

s2 : 0 = A + B B = A = 21
s: 1 = 2A + C + 2B C = 1 2A 2B = 1.
Thus Y (s) = 12 s+2 1
+ 21 s2 +2s+2
s+2
h i
= 21 s+2
1
+ 21 (s+1)s+1
2 + 1
2
h i +1 (s+1)
h +1 i h i
1 1 1 1 1 1 s+1 1 1 1
So L [Y (s)] = 2 L s+2 + 2 L 2
(s+1) +1 2 + 2 L 2
(s+1) +1 2

y (t) = 21 e2t + 21 et cos t + 12 et sin t.


21. Taking the Laplace transform of both sides of y + y = sin t we get,
L [y ] + L [y] = L [sin t] s2 Y (s) sy (0) y (0) + Y (s) = s21+1

s2 Y (s) + Y (s) = s21+1 s2 + 1 Y (s) = s21+1
1
1
Y (s) = (s2 +1)2
= 21 (s221
+1 2 )2 .
h i
1 1 211 1
So L1 [Y (s)] = 2 L (s2 +12 )2
y (t) = 2 [sin t t cos t] .
23. Taking the Laplace transform of both sides of y + 9y = cos 3t

we get, L [y ] + 9L [y] = L [cos 3t]

s2 Y (s) sy (0) y (0) + 9Y (s) = s2s+9


2
s2 Y (s) 1 + 9Y (s) = s2s+9 s2 + 9 Y (s) = s2s+9 + 1 = s s+s+9
2 +9

s2 +s+9
Y (s) = (s2 +9)2
. Using partial fractions,
s2 +s+9
Y (s) = (s2 +9)2
= As+B Cs+D

s2 +9 + (s2 +9)2 .

Multiplying by the denominator


gives
s2 + s + 9 = (As + B) s2 + 9 + Cs + D.
Equating the coecients:

s3 : 0 = A

s2 : 1 = B

s: 1=A+C C =1
1: 9 = 9B + D D = 0.
Thus Y (s) = s21+9 + (s2 +9)
s 1 3 1 2 3 s
2 = 3 s2 +32 + 6 2 2 )2 .

h i h (s +3 i

So L1 [Y (s)] = 31 L1 s2 +3
3
2 + 61 L1 (s223s
+32 )2

98 CHAPTER 3

y (t) = 13 sin 3t + 16 t sin 3t.


25. Taking the Laplace transform of both sides of y + 4y = cos 2t we get,
L [y ] + 4L [y] = L [cos 2t]
s2 Y (s) sy (0) y (0) + 4Y (s) = s2s+4

s2 Y (s) + 4Y (s) = s2s+4 s2 + 4 Y (s) = s2s+4
s 1 22s
Y (s) = (s2 +4) 2 = 4
(s 2 2 2.
h +2 ) i
1 1 22s
1
So L [Y (s)] = 4 L (s2 +22 )2
y (t) = 14 t sin 2t.
27. Taking the Laplace transform of both sides of y + y = sin t + cos t
we get, L [y ] + L [y] = L [sin t] + L [cos t]
s2 Y (s) sy (0) y (0) + Y (s) = s21+1 + s2s+1

s2 Y (s) + Y (s) = s21+1 + s2s+1 s2 + 1 Y (s) = s21+1 + s2s+1
1 s 1 212
Y (s) = (s2 +1)2
+ (s2 +1) 2 = 2 + 1 21s 2 .

(s2 +12 )2 h 2 (s2 +12 )i

h 2
i
So L1 [Y (s)] = 21 L1 (s221 +12 )2
+ 12 L1 (s221s
+12 )2
1 1
y (t) = 2 (sin t t cos t) + 2 t sin t
= 21 t cos t + 12 sin t + 21 t sin t.

R st
29. L [f (t)] = e f (t) dt. We use integration-by-parts taking
0
st
u=e du = sest dt and dv = f (t) dt v = f (t) .
R R
So L [f (t)] = est f (t) dt = uv|
0 vdu
0 0
st
R
=e f (t) |
0 +s st
e f (t) dt
0
= lim [est f (t)] lim [est f (t)] + sF (s) = sF (s) f (0+ ) .
t t0+

3.4 DISCONTINUOUS FORCING FUNCTIONS



0; 0 t < 2,
1. f (t) = 3; 2 t < 5,

t; 5 t.
Thus 3 [H (t 2) H (t 5)] + t [H (t 5)]

= 3H (t 2) + (t 3) H (t 5) .

THE LAPLACE TRANSFORM 99

8
7
6
5
4
3
2
1
t
1 2 3 4 5 6 7 8


sin t; 0 t < ,

0; t < 2,
3. f (t) =

sin t; 2 t < 3,

0; 3 t.
Thus sin t [H (t) H (t )] + sin t [H (t 2) H (t 3)]
= sin t [1 H (t )] + sin t [H (t 2) H (t 3)] .

t
2 3 4



1; 0 t < 1,

0; 1 t < 2,
5. f (t) =

1; 2 t < 3,

0, t 3
The unit-step
function is H (t) H (t 1) + H (t 2) H (t 3) .

0, 0 t < 1,



t 1; 1 t < 2,

7. f (t) = 1; 2 t < 3,




4 t; 3 t < 4,


0, t 4
The unit-step function is

(t 1) [H (t 1) H (t 2)]+1 [H (t 2) H (t 3)]+(4 t) [H (t 3) H (t 4)] .

= (t 1) H (t 1)+(2 t) H (t 2)+(3 t) H (t 3)+(t 4) H (t 4) .

100 CHAPTER 3


0, 0 t < 1,

2 t; 1 t < 3,
9. f (t) =

t 4; 3 t < 5,

0, t 5
The unit-step function is
(2 t) [H (t 1) H (t 3)] + (t 4) [H (t 3) H (t 5)] .
= (2 t) H (t 1) + 2 (t 3) H (t 3) (t 4) H (t 5) .
11. y (t) = tH (t 2) . Here c = 2 and f (t 2) = t. Let = t 2.

Then t = + 2 and f ( ) = + 2 f (t) = t + 2. Thus

F (s) = L [f (t)] = s 1 2 + 2s .
So Y (s) = L [y (t)] = L [tH (t 2)] = L [f (t 2) H (t 2)] .
Then (T 15) gives that L [f (t 2) H (t 2)]= e2s F (s)
2s 1 2 2s 1 2
= e s2 + s . Thus Y (s) = e s2 + s .
13. y (t) = t3 + 1 H (t 1) . Here c = 1 and f (t 1) = t3 + 1.

Let = t 1.Then t = + 1 and f ( ) = ( + 1) + 1, so that


3 3 2
f (t) = (t + 1) + 1 = t + 3t + 3t + 2. Thus
F (s) = L [f (t)] = s64 + 6 3
s3 + s2 + 2s .
3
So Y (s) = L [y (t)] = L t + 1 H (t 1) = L [f (t 1) H (t 1)] .
s
Then (T 15) gives that L[f (t 1) H (t 1)] = e F6 (s) 3
s 6 6 3 2 s 6 2
=e s4 + s3 + s2 + s . Thus Y (s) = e s4 + s3 + s2 + s .
15. y (t) = sin tH (t ) . Here c = and f (t ) = sin t.

Let = t .Then t = + and f ( ) = sin ( + ) = sin .

f (t) = sin t. Thus F (s) = L [f (t)] = L [sin t] = s21+1 .


So Y (s) = L [y (t)] = L [sin tH (t )] = L [f (t ) H (t )] .
Then (T15) gives that L [f (t ) H (t = es F (s)
)]
= es s21+1 . Thus Y (s) = es s21+1 .
17. y (t) = cos tH (t 2) . Here c = 2 and f (t 2) = cos t.
Let = t 2.Then t = + 2 and f ( ) = cos ( + 2) = cos .
f (t) = cos t. Thus F (s) = L [f (t)] = L [cos t] = s2s+1 .
So Y (s) = L [y (t)] = L [cos tH (t 2)] = L [f (t 2) H (t 2)] .
2s
Then (T 15) gives
that L [f (t 2) H(t 2)]
=e F (s)
2s s 2s s
=e s2 +1 . Thus Y (s) = e s2 +1 .
19. y (t) = e2t H (t 3) . Here c = 3 and f (t 3) = e2t .

Let = t 3.Then t = + 3 and f ( ) = e2 +6 = e6 e2 .

6
f (t) = e6 e2t . Thus F (s) = L [f (t)] = e6 L e2t = se2 .
2t
So Y (s) = L [y (t)] = L e H (t 3) = L [f (t 3) H (t 3)] .
3s
Then (T15) gives that L [f (t 3)
H (t
3)] = e F (s)
6 6
= e3s se2 . Thus Y (s) = e3s se2 .
21. y (t) = te5t H (t 2) . Here c = 2 and f (t 2) = te5t .

Let = t 2.Then t = + 2 and f ( ) = ( + 2) e5 +10

= 2e10 e5 + e10 e5 f (t) = 2e10 e5t + e10 te5t


.

2e10 e10 1 2
Thus F (s) = L [f (t)] = s5 + (s5)2 = e10 (s5) 2 + s5 .
5t
So Y (s) = L [y (t)] = L te H (t 2) = L [f (t 2) H (t 2)] .
THE LAPLACE TRANSFORM 101
2s
Then (T 15)
gives that L[f (t 2) H (t 2)] = e F (s)
1 2 1 2
= e2s e10 (s5) 2 + s5 . Thus Y (s) = e2s e10 (s5) 2 + s5 .
1 1 A B
23. Using partial fractions =
s2 +s = +
s(s+1) s s+1 .
Multiplying
by the denominator we have 1 = A (s + 1) + Bs. Letting s = 0,
and s = 1 gives A = 1 and B = 1. So F (s) = s21+s = 1s s+1 1

f (t) = L1 [F (s)] = 1 et . Now e2s s21+s and e3s s21+s are


of the form ecs F (s) with c = 2 and c = 3, respectively.

Thenh using (T 15) we have


i
L1 e2s s21+s + e3s s21+s
= f (t 2) H (t 2) + f (t 3) H (t 3)


= 1 e(t2) H (t 2) + 1 e(t3) H (t 3) .

25. F (s) = s2 +21s+2 = (s+1)12 +12 f (t) = L1 [F (s)] = et sin t.


Now e3s s2 +21s+2 is of the form ecs F (s) with c = 3. Then
usingh (T 15) wei have
1 e3s (t3)
L s2 +2s+2
= f (t 3) H (t 3) = e sin (t 3) H (t 3) .
s

27. The rst term, se2 +1 , is of the form ecs F1 (s) with c = 1

where F1 (s) = s21+1 f1 (t) = L1 [F1 (s)] = sin t.

h s i
Then using (T 15) we have L1 se2 +1 = L1 [es F1 (s)]
= f1 (t 1) H (t 1) = sin (t 1) H (t 1) .
2s
The second term, se2 +4 , is of the form ecs F2 (s) with c = 2
where F2 (s) = s21+4 = 12 s2 +22
2 f2 (t) = L
1
[F2 (s)] = 21 sin 2t.
h 2s i
Then using (T 15) we have L1 se2 +1 = L1 e2s F2 (s)
= f2 (t 2)hH (t 2) = 21i
sin (2t 4) H (t 2) .

s 2s
Hence L1 se2 +1 se2 +1
= sin (t 1) H (t 1) 21 sin (2t 4) H (t 2) .
29. F1 (s) = 4s f1 (t) = L1 [F1 (s)] = 4 and
F2 (s) = s26s s
+9 = 6 s2 +32 f2 (t) = L
1
[F2 (s)] = 6 cos 3t.
For both
h terms,
c = 1.
i Then using (T 15) we have

1 s 4 6
L e s + s2 +9 = f1 (t 1) H (t 1) + f2 (t 1) H (t 1)

= [4 + 6 cos (3t 3)] H (t 1) .


31. g (t) = H (t 2) H (t 5) and the dierential eqution is
y + y = H (t 2) H (t 5) , y (0) = y (0) = 0.
Taking the Laplace transform of both sides gives
2s 5s
s2 Y (s) sy (0) y (0) + Y (s) = e s e s (since, for example,
H (t 2) = f (t 2) H (t 2) with f (t 2) = 1 f (t) = 1

F (s) = 1s and using (T 15) with c = 2, L [f (t 2) H (t 2)] =


2s
e2s F (s) = e s ).
2 2s 5s 2s 5s
s + 1 Y (s) = e s e s Y (s) = s(se 2 +1) s(se 2 +1) .
Using partial fractions s(s21+1) = As + Bs+C
2 . Multiplying by
s +1
denominator we have 1 = A s2 + 1 + (Bs + C) s. Letting s = 0
102 CHAPTER 3

gives A = 1. Equating the coecients:

s2 : 0 = A + B B = A = 1

s: 0=C
So F (s) = s(s21+1) = 1s s2s+1 f (t) = L1 [F (s)] = 1 cos t.
2s 5s
Now s(se 2 +1) and s(se 2 +1) are of the form ecs F (s) with c = 2 and
c = 5, respectively.

h 2s i
Thus L1 s(se 2 +1) = f (t 2) H (t 2) = [1 cos (t 2)] H (t 2)

h 5s i
and L1 s(se 2 +1) = f (t 5) H (t 5) = [1 cos (t 5)] H (t 5) .
So y (t)= L1 [Y (s)] = [1 cos (t 2)] H (t 2)[1 cos (t 5)] H (t 5) .
t; 0 t < 1,
33. g (t) = 2 t; 1 t < 2,


0; 2 t.

g (t) = t [H (t) H (t 1)] + (2 t) [H (t 1) H (t 2)]


= t + (2 2t) H (t 1) (2 t) H (t 2)

and the dierential eqution is

y 3y = t + (2 2t) H (t 1) (2 t) H (t 2) , y (0) = 1.

For the second forcing term, (2 2t) H (t 1) , c = 1 and

f (t 1) = 2 2t. Let = t 1.Then t = + 1 and

f ( ) = 2 2 + 2 = 4 2 f (t) = 4 2t.

Thus F (s) = L [4 2t] = 4s s2


2 .


So L [(2 2t) H (t 1)] = L f (t 1) H (t 1) = ecs F (s)

s s
= 4es 2es2 .

For the third forcing term, (2 t) H (t 2) , c = 2 and

fe(t 2) = 2 t. Let = t 2.Then t = + 2 and

f ( ) = 2 2 = fe
e e 1
h (t) = t. Thus F i(s) = L [t] = s2 .2s
So L [(2 t) H (t 2)] = L fe (t 2) H (t 2) = ecs Fe (s) = e 2 .
s
Taking the Laplace transform of both sides dierential eqution gives
s s 2s
sY (s) y (0) 3Y (s) = s12 + 4es 2es2 + e s2
s s 2s
sY (s) 1 3Y (s) = 4es 2es2 + s12 + e s2
s s 2s
(s 3) Y (s) = 4es 2es2 + s12 + e s2 + 1
s s 2s
4e
Y (s) = s(s3) 2 s2e(s3) + s2 (s3)
1
+ s2e(s3) + (s3)
1
s
Y (s) = (4s2)e
2s
1 e 1
s2 (s3) + s2 (s3) + s2 (s3) + (s3)
To nd the inverse Laplace transform of the rst term, we use
partial fractions by letting F1 (s) = s24s2 A B C
(s3) = s + s2 + s3 .
Multiplying by denominator we have
4s 2 = As (s 3) + B (s 3) + Cs2 . Letting s = 0 and 3 gives
B = 32 and C = 10 2
9 . Equating the coecient of s we get
10
0 = A + C A = C = 9 .
So F1 (s) = s24s2 10 1 2 1 10 1

(s3) = 9 s + 3 s2 + 9 s3

f1 (t) = L1 [F1 (s)] = 9 + 3 t + 10


10 2 3t
9 e .
(4s2)es
The rst term, s2 (s3) , is of the form ecs F1 (s) with c = 1.
THE LAPLACE TRANSFORM 103
h s
i
Then using (T 15) , L1 (4s2)e s2 (s3) = L1 [es F1 (s)] = f1 (t 1) H (t 1)
10 2
= 9 + 3 (t 1) + 10 9 e
3(t1)
H (t 1) .
To nd the inverse Laplace transform of the second term, we
1
use partial fractions by letting F2 (s) = s2 (s3) =D E F
s + s2 + s3 .
Multiplying by denominator we have
1 = Ds (s 3) + E (s 3) + F s2 . Letting s = 0 and 3 gives
E = 31 and F = 91 . Then equating the coecient of s2 we have
0 = D + F D = F = 91 .
1
So F2 (s) = s2 (s3) = 91 1s 31 s12 + 91 s31

1 1 1 1 3t
f2 (t) = L [F2 (s)] = 9
3 t + 9 e .
2s
The third term, s2e(s3) , is of the form ecs F2 (s) with c = 2.

h 2s i
Then using (T 15) , L1 s2e(s3) = L1 e2s F2 (s) = f2 (t 2) H (t 2)

= 19 31 (t 2) + 19 e3(t2) H (t 2) . h i
1
The inverse Laplace transform of the last term is L1 s3
= e3t .
3t
1 1 1 3t

Thus y (t) = e + 9 3 t + 9 e

+ 10 + 2 (t 1) + 10 9 e
3(t1)
H (t 1)

19 13
+ 9 3 (t 2) + 91 e3(t2) H (t 2) .
35. g (t) = H (t) H (t 3) and the dierential eqution is

y + 2y + 10y = H (t) H (t 3) , y (0) = 1, y (0) = 0.

Taking the Laplace transform of both sides gives

3s

s2 Y (s) sy (0) y (0) + 2sY (s) 2y (0) + 10Y (s) = 1s e s


(since, for example, H (t 3) = f (t 3) H (t 3) with f (t 3) = 1
f (t) = 1 F (s) = 1s and using (T 15) with c = 3,
3s

L [f (t 3) H (t 3)] = e3s F (s) = e s ).

3s
s2 Y (s) s + 2sY (s) 2 + 10Y (s) = 1s e s

2 3s
s + 2s + 10 Y (s) = 1s e s + s + 2
1 e3s s+2
Y (s) = s(s2 +2s+10) s(s2 +2s+10) + (s2 +2s+10) .
First, we will nd the inverse Laplace transform of the rst term.
1
Using partial fractions s(s2 +2s+10) = As + s2Bs+C . Multiplying by
2 +2s+10
denominator we have 1 = A s + 2s + 10 + (Bs + C) s. Letting
1
s = 0 gives A = 10 . Equating the coecients:
2 1
s : 0 = A + B B = A = 10
2
s: 0 = 2A + C C = 2A = 10
1 1 1 1 s+2

So F (s) = s(s2 +2s+10) = 10 s 10 s2 +2s+10

1 1 1 (s+1) 1 3

= 10 s 10 (s+1)2 +32 30 (s+1)2 +32


1 1 1 t 1 t
f (t) = L [F (s)] = 10 10 e cos 3t 30 esin 3t.
cs
The second term is ofh the form e i F (s) with c = 3.
e3s
So using (T 15) , L1 s(s2 +2s+10)
= f (t 3) H (t 3)
1 1 (t3) 1
(t3)

= 10 10 e cos 3 (t 3) 30 e sin 3 (t 3) H (t 3) .
For the third term:
104 CHAPTER 3
h i h i h i

s+2 s+1
L1 (s2 +2s+10) = L
1
(s+1)2 +32
+ 13 L1 3
(s+1)2 +32

= et cos 3t + 13 et sin 3t.

So using all three inverse Laplace transform we have

1 1 t 1 t
y (t) = L1 [Y (s)] = 10 10 e cos 3t 30 e sin 3t

1 1 (t3) 1
(t3)

10 10 e cos 3 (t 3) 30 e sin 3 (t 3) H (t 3)
+et cos 3t + 31 et sin 3t
1 9 t 3 t
= 10 + 10 e cos 3t + 10
e sin 3t
1 1 (t3) 1
(t3)

10 10 e cos 3 (t 3) 30 e sin 3 (t 3) H (t 3) .
37. g (t) = 1H (t 1)+H (t 2)H (t 3) and the dierential eqution

is y +4y = 1H (t 1)+H (t 2)H (t 3) , y (0) = 0, y (0) = 0.

Taking the Laplace transform of both sides gives

s 2s 3s

s2 Y (s) sy (0) y (0) + 4Y (s) = 1s e s + e s e s


2 s 2s 3s
s + 4 Y (s) = 1s e s + e s e s
s 2s 3s

Y (s) = s(s21+4) s(se2 +4) + s(se 2 +4) s(se 2 +4) .

Using partial fractions F (s) = s(s21+4) = As + Bs+C s2 +4 . Multiplying by


2
denominator we have 1 = A s + 4 + (Bs + C) s. Letting

s = 0 gives A = 14 . Equating the coecients:

s2 : 0 = A + B B = A = 1
4
s: 0=C
So F (s) = s(s21+4) = 14 1s 41 s2s+4 = 14 1s 41 s2 +2 s

1 1 1
f (t) = L [F (s)] = 4 4 cos 2t.
The second, third and fourth terms are of the form ecs F (s) with
c = 1, h 2 sand i3, respectively. So using (T 15) , we have
1 e 1 1
L 2 +4) = f (t 1) H (t 1) = 4 4 cos 2 (t 1) H (t 1)
h s(s2s i
L1 s(se 2 +4) = f (t 2) H (t 2) = 14 14 cos 2 (t 2) H (t 2)
h 3s i
L1 s(se 2 +4) = f (t 3) H (t 3) = 14 14 cos 2 (t 3) H (t 3) .
Thus y (t) = L1 [Y (s)] = 41 14 cos 2t 41 + 41 cos 2 (t 1) H (t 1)
+ 14 4
1
cos 2 (t 2) H (t 2) 14 + 14 cos 2 (t 3) H (t 3)
1
y (t) = 4 [ cos 2t + cos 2 (t 1) H (t 1) cos 2 (t 2) H (t 2)
+ cos 2 (t 3) H (t 3)].
39. g (t) = H (t) H (t 2) + et H (t 2) and the dierential eqution is

y + 9y = H (t) H (t 2) + et H (t 2) , y (0) = 0, y (0) = 0.

For H (t 2) = f (t 2) H (t 2) with f (t 2) = 1 f (t) = 1

F (s) = 1s and using (T 15) with c = 2, L [f (t 2) H (t 2)] =


2s
e2s F (s) = e s .

For the last forcing term, et H (t 2) , c = 2 and f (t 2) = et .

Let = t 2.Then t = + 2 and f ( ) = e( +2) = e12 e


f (t) = e1 2 et . Thus F (s) = L e12 et = e12 s+1 1
.
2s
So L [e H (t 2)] = L f (t 2) H (t 2) = e F (s) = e12 es+1 .
t cs

Then the Laplace transform of both sides of dierential eqution gives


2s 2s
s2 Y (s) sy (0) y (0) + 9Y (s) = 1s e s + e12 es+1
THE LAPLACE TRANSFORM 105
2s 2s
s2 Y (s) + 9Y (s) = 1s e s + e12 es+1
2 2s 2s
s + 9 Y (s) = 1s e s + e12 es+1
2s 2s
Y (s) = s(s21+9) s(se 2 +9) + e12 (s+1)(s
e
2 +9) .

First, we will nd the inverse Laplace transform of the rst term.

Using partial fractions let F1 (s) = s(s21+9) = As + Bs+C s2 +9 .


2
Multiplying by denominator we have 1 = A s + 9 + (Bs + C) s.
Letting s = 0 gives A = 91 . Equating the coecients:
s2 : 0 = A + B B = A = 91
s: 0=C
So F1 (s) = s(s21+9) = 91 1s 91 s2s+9 = 19 1s 91 s2 +3
s

1 1 1
f1 (t) = L [F1 (s)] = 9 9 cos 3t.
cs
The second
h term i is of the form e F1 (s) with c = 2.
2s
So L1 s(se 2 +9)
= f1 (t 2) H (t 2)

= 19 1
9 cos 3 (t 2) H (t 2) .
For the third term, using partial fractions let
1 A
F3 (s) = (s+1)(s 2 = s+1 + Bs+C
s2 +9 . Multiplying by denominator
+9)
2

we have 1 = A s + 9 + (Bs + C) (s + 1) . Letting s = 1
1
gives A = 10 . Equating the coecients

2 1

s : 0 = A + B B = A = 10
1
s: 0 = B + C C = B = 10 .

1 1 1 1 s 1 1

F3 (s) = (s+1)(s 2 +9) = 10 s+1 10 s2 +9 + 10 s2 +9

1 1 1 s 1 3

= 10 s+1 10 s2 +32 + 30 s2 +32

1 t 1 1
f3 (t) = L1 [F3 (s)] = 10 e 10 cos 3t + 30 sin 3t
cs
The thirdh term is of the
i form e F 3 (s) with c = 2.
e2s
So L1 e12 (s+1)(s 2 = 1
f
e2 3 (t 2) H (t 2)
1 (t2) +9)
= e12 10 e 10 1
cos 3 (t 2) + 30 1
sin
1 13 (t 2) H (t 2)
1 1 1
So y (t) = L [Y (s)] = 9 9 cos 3t 9 9 cos 3 (t 2) H (t 2)
1 (t2)
+ e12 10 e 10 1
cos 3 (t 2) + 30 1
sin 3 (t 2) H (t 2) .
41. g (t) = e3t [H (t) H (t 4)] = e3t e3t H (t 4) and the dierential
equation is y 5y = e3t e3t H (t 4) , y (0) = 0.
For the last forcing term, e3t H (t 4) , c = 4 and f (t 4) = e3t .
3( +4) 12 3
Let = t 4.Then t = + 4 andf ( ) = e 12 1= e e
12 3t 12 3t
f (t) = e e . Thus F (s) = L e e = e s3 . Then using
4s
(T 15) , L e3t H (t 4) = L f (t 4) H (t 4) = e4s F (s) = e12 es3 .
Then Laplace transform of both sides of dierential equation gives
4s
1
sY (s) y (0) 5Y (s) = s3 e12 es3
4s
1
(s 5) Y (s) = s3 e12 es3
4s
1 e
Y (s) = (s3)(s5) e12 (s3)(s5) .
1 A B
Using partial fractions let F (s) = (s3)(s5) = (s3) + (s5) .
Multiplying by denominator we have 1 = A (s 5) + B (s 3) .
Letting s = 3 and 5 gives A = 12 and B = 21 .
106 CHAPTER 3

1
So F (s) = (s3)(s5) = 21 (s3)
11
+ 1
2 (s5)
e4s
f (t) = L [F (s)] = 21 e3t + 12 e5t . Now (s3)(s5)
1
is of the
h 4s
i
e
form ecs F (s) with c = 4 and using (T 15) , L1 (s3)(s5) =

L1 e4s F (s) = f (t 4) H (t 4) = 12 e3(t4) + 12
e5(t4) H (t 4) .
1
Hence y (t) = L [Y (s)]

= 21 e3t + 12 e5t e12 21 e3(t4) + 12 e5(t4) H (t 4) .
43. g (t) = cos tH t 2 and the dierential equation is
y + 3y = cos tH t 2 , y (0) = 0.

For the forcing term, cos tH t 2 , c = 2 and f t 2 = cos t.

Let = t 2 .Then t = +
2 and f ( ) = cos + 2 = sin
f (t) = sin t. Thus F (s) = L [ sin t] = s21+1 . Then using

(T 15) , L cos tH t 2 = L f t 2 H t 2 = e 2 s F (s)

s

= es2 +1
2
.
Then Laplace transform of both sides of dierential equation gives
s s
sY (s) y (0) + 3Y (s) = es2 +1
2
(s + 3) Y (s) = es2 +1
2

s
e 2
Y (s) = (s+3)(s 2 +1) .
1 A Bs+C
Using partial fractions let F (s) = (s+3)(s 2 +1) = s+3 + s2 +1 .
2
Multiplying by denominator we have 1 = A s + 1 +(Bs + C) (s + 3) .
1
Letting s = 3 gives A = 10 . Equating the coecients
2 1
s : 0 = A + B B = A = 10
3
s: 0 = 3B + C C = 3B = 10 .

So F (s) = (s+3)(s2 +1) = 10 s+3 10 s2 +1 + 10 s21+1

1 1 1 1 s 3

1 3t 1 3
f (t) = L1 [F (s)] = 10 e 10 cos t + 10 sin t.
s
e 2
Now (s+3)(s 2 +1) is of the form e
cs
F (s) with c = 2 and using (T 15) ,
h i s
e 2 s
L1 (s+3)(s 2 +1) = L
1
e 2 F (s) = f t 2 H t 2
h i
1 3(t 2 ) 1 cos t 3
= 10 e 10 2 + 10 sin t 2 H t 2
h i
1 3(t 2 ) 1 sin t 3 cos t H t
= 10 e 10 10 2
.
1
Hence y (t)
h = L [Y (s)]
i
1 3(t 2 ) 1 3

= 10 e 10 sin t 10 cos t H t 2 .
45. g (t) = sin tH (t 3) and the dierential equation is
y + 2y = sin tH (t 3) , y (0) = 0.
For the forcing term, sin tH (t 3) , c = 3 and f (t 3) = sin t.
Let = t 3.Then t = + 3 and f ( ) = sin ( + 3)
f (t) = sin (t + 3) = cos 3 sin t + sin 3 cos t. Thus

F (s) = L [sin (t + 3)] = cos 3 s21+1 + sin 3 s2s+1 . Then using (T 15) ,


L [sin tH (t 3)] = L f (t 3) H (t 3) = e3s F (s)
3s 3s
= cos 3 se2 +1 + sin 3 se
s2 +1 .
Then Laplace transform of both sides of dierential equation gives
3s 3s
sY (s) y (0) + 2Y (s) = cos 3 se2 +1 + sin 3 ses2 +1
THE LAPLACE TRANSFORM 107
3s 3s
(s + 2) Y (s) = cos 3 se2 +1 + sin 3 se
s2 +1
3s 3s
e se
Y (s) = cos 3 (s+2)(s 2 +1) + sin 3 (s+2)(s2 +1) .
1 A Bs+C
Using partial fractions let F1 (s) = (s+2)(s 2 +1) = s+2 + s2 +1 .
2
Multiplying by denominator we have 1 = A s + 1 +(Bs + C) (s + 2) .
Letting s = 2 gives A = 51 . Equating the coecients
s2 : 0 = A + B B = A = 51
2
s: 0 = 2B + C C = 2B = 5
.
1 1 1 1 s 2 1
So F1 (s) = (s+2)(s2 +1) = 5 s+2 5 s2 +1 + 5 s2 +1

f1 (t) = L1 [F1 (s)] = 51 e2t 15 cos t + 25 sin t.


e3s cs
Now (s+2)(s 2 +1) is of the form e F1 (s) with c = 3 and using (T 15) ,
h 3s
i
1 e 1 3s
L (s+2)(s2 +1)
= L e F1 (s) = f1 (t 3) H (t 3)

= 51 e2(t3) 51
cos (t 3) + 25 sin (t 3) H (t 3) .
s A Bs+C
Using partial fractions let F2 (s) = (s+2)(s 2 +1) = s+2 + s2 +1 .
2
Multiplying by denominator we have s = A s + 1 +(Bs + C) (s + 2) .
Letting s = 2 gives A = 52 . Equating the coecients
s2 : 0 = A + B B = A = 52
1
s: 1 = 2B + C C = 1 2B = 5
.
s 2 1 2 s 1 1
So F2 (s) = (s+2)(s2 +1) = 5 s+2 + 5 s2 +1 + 5 s2 +1

f2 (t) = L1 [F2 (s)] = 52 e2t + 52 cos t + 15 sin t.


se3s cs
Now (s+2)(s 2 +1) is of the form e F2 (s) with c = 3 and using (T 15) ,
h 3s
i
se
L1 (s+2)(s 2 +1)
= L
1
e3s F2 (s) = f2 (t 3) H (t 3)

= 25 e2(t3) + 2
1
5 cos (t 3) + 5
sin (t 3) H (t 3) .
1
Hence y (t) = 1L2(t3)
[Y (s)]

= cos 3 5 e 1
2
5 cos (t 3) + 5 sin (t 3) H (t 3)
2 2(t3)
+ sin 3 5 e + 25 cos (t 3) + 51 sin (t 3) H (t 3)
1
= 5 H (t 3) [(2 cos 3 + sin 3) sin (t 3)+(2 sin 3 cos 3) cos (t 3)
+ (cos 3 2 sin 3) e2(t3) ].
47. g (t) = sin t [H (t) H (t 4)] = sin t sin tH (t 4) and the

dierential equation is

y + 9y = sin t sin tH (t 4) , y (0) = 0, y (0) = 1.


For the last forcing term, sin tH (t 4) , c = 4 and f (t 4) = sin t.
Let = t 4.Then t = + 4 and f ( ) = sin ( + 4) so that
f (t) = sin (t + 4) = cos 4 sin t + sin 4 cos t. Thus
F (s) = L [sin (t + 4)] = cos 4 s21+1 + sin 4 s2s+1 . Then using (T 15) ,

L [sin tH (t 4)] = L f (t 4) H (t 4) = e4s F (s)
4s 4s
= cos 4 se2 +1 + sin 4 se s2 +1 .
Then Laplace transform of both sides of dierential equation gives
4s 4s
s2 Y (s) sy (0) y (0) + 9Y (s) = s21+1 cos 4 se2 +1 sin 4 se s2 +1
4s 4s
s2 Y (s) 1 + 9Y (s) = s21+1 cos 4 se2 +1 sin 4 se
s2 +1
2 e4s 4s
s + 9 Y (s) = 1 + s2 +1 cos 4 s2 +1 sin 4 se
1
s2 +1
108 CHAPTER 3
4s 4s
Y (s) = s21+9 + (s2 +1)(s 1 e se
2 +9) cos 4 (s2 +1)(s2 +9) sin 4 (s2 +1)(s2 +9) .

Now we will nd the inverse Laplace transform of all four terms.

Let F1 (s) = s21+9 = 13 s2 +3 3


2 f1 (t) = L
1
[F1 (s)] = 31 sin 3t.

1 As+B Cs+D
Using partial fractions, let F2 (s) = (s2 +1)(s 2 +9) = s2 +1 + s2 +9 .

Multiplying by denominator we have


1 = (As + B) s2 + 9 + (Cs + D) s2 + 1 .

Equating the coecients

s3 : 0 = A + C C
= A
s2 : 0 = B + D D = B
s: 0 = 9A + C 9A A = 0 A = 0 and so C = 0.
1: 1 = 9B + D 9B B = 1 B = 18 and so D = 18 .
1 1 1 1 1 1 1 1 3

Thus F2 (s) = (s2 +1)(s 2 +9) = 8 s2 +1 8 s2 +9 = 8 s2 +1 24 s2 +32 .

f2 (t) = L1 [F2 (s)] = 18 sin t 24 1


sin 3t.
e4s
F3 (s) = (s2 +1)(s2 +9) is of the form ecs F2 (s) with c = 4 and using
h i
e4s
(T 15) , L1 [F3 (s)] = L1 (s2 +1)(s 2 +9) = L1 e4s F2 (s) = f2 (t 4) H (t 4)

= 18 sin (t 4) 24 1
sin 3 (t 4) H (t 4) .
s As+B Cs+D
Using partial fractions let F4 (s) = (s2 +1)(s 2 +9) = s2 +1 + s2 +9 .

Multiplying by denominator
we have


s = (As + B) s2 + 9 + (Cs + D) s2 + 1 .

Equating the coecients

s3 : 0 = A + C
C = A

s2 : 0 = B + D D = B
s: 1 = 9A + C 9A A = 1 A = 18 and so C = 81 .
1 : 0 = 9B + D 9B B = 0 B = 0 and so D = 0.
s 1 s 1 s 1 s 1 s
Thus F4 (s) = (s2 +1)(s 2 +9) = 8 s2 +1 8 s2 +9 = 8 s2 +1 8 s2 +32 .

f4 (t) = L1 [F4 (s)] = 18 cos t 8


1
cos 3t.

4s
se cs
Now (s2 +1)(s2 +9) is of the form e F4 (s) with c = 4 and using (T 15) ,

h i 4s
se4s
L1 (s2 +1)(s 2 +9)
= L
1
e F4 (s) = f4 (t 4) H (t 4)

= 18 cos (t 4) 1
8
cos 3 (t 4) H (t 4) .
Hence y (t) = L1 [Y (s)]

= 31 sin 3t +18 sin t 24 1


sin 3t
1 1
cos 4 8 sin (t 4) 24 sin 3 (t 4) H (t 4)
sin 4 81 cos (t 4) 18
cos 3 (t 4) H (t 4)
1
= 3 sin 3t + 18 sin t 24 1
sin 3t

1 1
+ 8 H (t 4) [ 3 cos 4 sin 3 (t 4) + sin 4 cos 3 (t 4)
cos 4 sin (t 4) sin 4 cos (t 4)].
n1
49. g (t) = (1) for n 1 t < n, where n = 1, 2, ...,

g (t) = 1 [H (t) H (t 1)] 1 [H (t 1) H (t 2)]

+1 [H (t 2) H (t 3)] 1 [H (t 3) H (t 4)] ...


g (t) = 1 2H (t 1) + 2H (t 2) 2H (t 3) + 2H (t 4) ...
and the dierential equation is
y + 4y = 1 2H (t 1) + 2H (t 2) 2H (t 3)
THE LAPLACE TRANSFORM 109

+2H (t 4) ..., y (0) = 0, y (0) = 0.


Taking the Laplace transform of both sides of dierential equation
gives s2 Y (s) sy (0) y (0) + 4Y (s)
s 2s 3s 4s
= 1s 2es + 2e s 2e s + 2e s ...
2 s 2s 3s 4s
s + 4 Y (s) = 1s 2es + 2e s 2e s + 2e s ...

P n ens
Y (s) = s(s21+4) + 2 (1) s(s 2 +4) .
n=1
Using partial fractions, let F (s) = s(s21+4) = As + Bs+C s2 +4 .
2
Multiplying by denominator we have 1 = A s + 4 + (Bs + C) s.
Letting s = 0 gives A = 41 . Equating the coecients
s2 : 0 = A + B B = A = 14
s: 0 = C.
So F (s) = s(s21+4) = 41 1s 41 s2s+4 = 41 1s 41 s2 +2
s

1 1 1
f (t) = L [F (s)] = 4 4 cos 2t.
ens cs
Now s(s 2 +4) is of the form e F (s) with c = n and using (T 15) ,
h ns i
e
L1 s(s 2 = L1 [ens F (s)] = f (t n) H (t n)
1 1
+4)

= 4 4
cos 2 (t n) H (t n) .
So y (t) = L1 [Y (s)] = 14 41 cos 2t

n

P
+2 (1) 41 14 cos 2 (t n) H (t n)
n=1

P
1 1 n
y (t) = 4 (1 cos 2t) + 2 (1) H (t n) [1 cos 2 (t n)] .
n=1

3.5 PERIODIC FUNCTIONS

1. g (t) = |sin t| is a periodic function with period T = and


1
R
|sin t| = sin t for 0 t < .So G (s) = L [g (t)] = 1es est sin tdt.
0
Using integration table we have that
R st st
e 1+es
e sin tdt = 1+s 2 (s sin t cos t) = 1+s2 .
0 0

1+es

Thus G (s) = (s2 +1)(1es ) .

t
2 3 4
110 CHAPTER 3
1
1
R2 1
R R2
3. L [g (t)] = 1e2s est g (t) dt = 1e2s t2 est dt + 2 t2 est dt .
0 0 1
We
R 2 use the method of integration by parts twice to nd
t est dt = 1s t2 est s22 test s23 est .
1
1
R 2 st R2 st R2 2 st
Now L [g (t)] = 1e2s t e dt + 2 e dt t e dt
0 1 1
1 2
= 1e12s [ 1s t2 est s22 test s23 est 0 2s |est |1
1 2 st 2
t e s 22 test 23 est ]
s s 1
1 1 s
= 1e2s [ s e s22 es s23 es + s23 2s e2s + 2s es
+ 4s e2s
+
4 2s
s2 e + s23 e2s 1s es s22 es s23 es ]
1 4 s 4 s 2 2 2s
= 1e2s s2 e s3 e + s3 + s e + s42 e2s + s23 e2s
1 2 4 4

= 1e2s + s3 s3 + s2 e
s
+ s23 + s42 + 2s e2s .

1
t
1

1
R1 1
R1 1
R1
5. L [g (t)] = 1es est g (t) dt = 1es est et dt = 1es e(1s)t dt
(1s)t01
0 0

1 e e1s 1
= 1es 1s = (1s)(1es )
.

0
7. gb (t) = 1 [H (t) H (t 1)] 1 [H (t 1) H (t 2)] = 1 2H (t 1)
g (t) , 0 t 2,
+H (t 2) . So gb (t) =
0, t > 2.
R2
L [g (t)] = 1e12s est g (t) dt = 1e12s L [gb (t)] = 1e12s L [1 2H (t 1) + H (t 2)]
0
= 1e12s 1s 2s es + 1s e2s .

t
1 2 3 4 5

1 1 1 1 2
9. Let F (s) = s2 +hs3 . Then f (t) =iL [F (s)]
h = t + 2 ti.

So g (t) = L1 11es s12 + s13 = L1 11es F (s)

P P h i
2
= f (t n) H (t n) = (t n) + 21 (t n) H (t n) .
n=0 n=0
THE LAPLACE TRANSFORM 111
s s
11. Let F (s) = s2 +4 = Then f (t) = L1 [F (s)] = cos 2t.
s
2 +2 .
h 2
i h i

1 1 s 1 1
So g (t) = L 1es s2 +4 = L 1es F (s)

P
P
= f (t n) H (t n) = [cos 2 (t n)] H (t n) .
n=0 n=0
1 es 2
13. Let F (s) = s2 +h s3 . Then
f (t) L1 [F (s)]h = t+ 21 (t i1)
= i H (t 1) .
s
So g (t) = L1 1e12s s12 + es3 = L1 1e12s F (s)

P
= f (t 2n) H (t 2n)
n=0

Ph

2

i
= (t 2n) + 21 (t 2n 1) H (t 2n 1) H (t 2n) .
n=0
s
15. Let F (s) = 1s + es2 +1
2
. Then f (t) = L1 [F (s)] = 1+sin t 2 H t 2 .
h s
i h i
So g (t) = L1 1e1s 1s + es2 +1 2
= L1 1e1s F (s)

P
= f (t n) H (t n)
n=0

P
= 1 + sin t n 2 H t n

2 H (t n)
n=0

P
= H (t n) + sin t n 2 H t n

2 .
n=0
1 e2s 3
17. Let F (s) = s3 +h s4 . Then
f (t)2s L1 [F (s)]h = 12 t2 + 16 (ti
= i 2) H (t 2) .
So g (t) = L1 1+e15s s13 + e s4 = L1 1+e15s F (s)
P
n
= (1) f (t 5n) H (t 5n)
n=0

P h i
n 2 3

= (1) 12 (t 5n) + 16 (t 5n 2) H (t 5n 2) H (t 5n)


n=0
P h i
n 2 3
= (1) 12 (t 5n) H (t 5n) + 16 (t 5n 2) H (t 5n 2) .
n=0
s

19. G (s) = s12 csch(s) = s12 es e


2
s = 1e12s 2es2 .
2es
Let F (s) = = L1 [F (s)]
s2h . Thenf (t) i h = 2 (t 1) i H (t 1) .
s
1 1 2e 1 1
So g (t) = L 1e2s s2 =L 1e2s F (s)

P
= f (t 2n) H (t 2n)
n=0
P
= [2 (t 2n 1) H (t 2n 1)] H (t 2n)
n=0
P
= 2 (t 2n 1) H (t 2n 1) .
n=0
21. Graphing the step functions makes
result simple.

1, t > b,

If b > a, H (t a) H (t b) = 0, a < t < b = H (t b) ,



0, t < a.
112 CHAPTER 3

1, t > a,
If a > b, H (t a) H (t b) = 0, b < t < a = H (t a) ,

0, t < b.
23. First, we will nd the Laplace transform of |sin 2t| which is a
periodic function with period T = 2 and |sin 2t| = sin 2t for

1
R2 st
0 t < 2 .So L [|sin 2t|] = s e sin 2tdt. Using
2 1e
0

R2
integration table we have that est sin 2tdt
0

= s21+4 |est (s sin 2t 2 cos 2t)|02 = s22+4 1 + e 2 s .


Thus L [|sin 2t|] = s22+4 + s22+4 e 2 s 1
.
1e 2 s
Taking the Laplace transform of the dierential equation
y + y = |sin 2t| , y (0) = y (0) = 0we have

s2 Y (s) sy (0) y (0) + Y (s) = s22+4 + s22+4 e 2 s 1

1e 2 s
2 2 2 s 1
s + 1 Y (s) = s2 +4 + s2 +4 e 2 s
h 1e
i2
2 2 1
2s
Y (s) = (s2 +4)(s 2 +1) + (s2 +4)(s2 +1) e s .
1e 2
Using partial fractions,
2 As+B Cs+D
let F1 (s) = (s2 +4)(s 2 +1) = s2 +1 + s2 +4 . Multiplying by the
2
denominator we get 2 = (As + B) s + 4 + (Cs + D) s2 + 1 .
Equating the coecients:
s3 : 0 = A + C C = A
s2 : 0 = B + D D = B
s: 0 = 4A + C 4A A = 0 A = 0 and then C = 0
1: 2 = 4B + D 4B B = 2 B = 23 and then D = 32 .
2 2 1 2 1 2 1 1 2
Thus F1 (s) = (s2 +4)(s 2 +1) = 3 s2 +1 3 s2 +4 = 3 s2 +1 3 s2 +22
1 2 1
f1 (t) = L [F1 (s)] = 3 sin t 3 sin 2t.
2 2 s is of the form ecs F (s) with c =

F2 (s) = (s2 +4)(s 2 +1) e 1 2.
1



So f2 (t) = L [F2 (s)] = f1 t 2 H t 2
= 32 sin t 2 13 sin (2t ) H t 2 .
2 2 2 s.
Let F (s) = F1 (s) + F2 (s) = (s2 +4)(s 2 +1) + (s2 +4)(s2 +1) e

Then f (t) = L1 [F (s)]


= 23 sin t 31 hsin 2t + 23 sin t 2 13 sin (2ti ) H t 2
2 2
2s
1
and Y (s) = (s2 +4)(s2 +1) + (s2 +4)(s2 +1) e
1e 2 s
1
= F (s) .
1e 2 s
Hence the inverse Laplace htransform yieldsi
1
y (t) = L1 [Y (s)] = L1 F (s)
1e 2 s

P n
n

= f t 2 H t 2
n=0
P
= { 32 sin t n
2 1
3 sin 2 t n
2
n=0
THE LAPLACE TRANSFORM 113
2
+ sin t n
3
1
2 2 3 sin (2t n ) H t 2 2 }H t 2
n n

P
= 13 { 2 sin t n 2 sin (2t n) H t n 2
n=0
+ 2 sin t 2 2 sin (2t n ) H t n
n
2 2 }.
25. From Exercise 5, g (t) = et and its Laplace transform is
R1 R1 R1
L [g (t)] = 1e1 s est g (t) dt = 1e1 s est et dt = 1e1 s e(1s)t dt
0 0
(1s)t 1 0
1 e e1s 1 1 es 1
= 1es 1s = (1s)(1es ) = s1 e s1 1e s .
0
Taking the Laplace transform of the dierential equation

y + y = g (t) , y (0) = 1, we have



1 es 1
sY (s) y (0) + Y (s) = s1 e s1 1es

1 es 1
(s + 1) Y (s) = 1 + s1 e s1 1es

1 1 es 1
Y (s) = s+1 + (s1)(s+1) e (s1)(s+1) 1e s .

Using partial fractions,

1 A B
let F1 (s) = (s1)(s+1) = s1 + s+1 . Multiplying by the

denominator we get 1 = A (s + 1) + B (s 1) . Letting s = 1 and


s = 1 gives A = 21 and B = 12 . So F1 (s) = 21 s1 1
21 s+1
1

s
f1 (t) = L1 [F1 (s)] = 12 et 21 et = sinh t. Now F2 (s) = (s1)(s+1)
e

is of the form ecs F1 (s) with c = 1. So f2 (t) = L1 [es F1 (s)]


= f1 (t 1) H (t 1) = sinh (t 1)hH (t 1) . i
1 es
Then f (t) = f1 (t) ef2 (t) = L1 (s1)(s+1) e (s1)(s+1)
= sinh th
e sinh (t 1) H (t 1) . i

1 1 es 1
So L (s1)(s+1) e (s1)(s+1) 1e s


P
= f (t n) H (t n)
n=0
P
= [sinh (t n) e sinh (t n 1) H (t n 1)] H (t n)
n=0
P
= sinh (t n) H (t n) e sinh (t n 1) H (t n 1) .
n=0
Hence the inverse Laplaceh transform yields i
1 1 1 1 es 1
y (t) = L [Y (s)] = L s+1 + (s1)(s+1) e (s1)(s+1) 1e s


P
t
=e + sinh (t n) H (t n)e sinh (t n 1) H (t n 1) .
n=0
1, 0 t < 1,
27. From Exercise 7, g (t) = is a periodic
1, 1 t < 2.
1
1
R st R2 st
function with period 2. So L [g (t)] = 1e2s e dt e dt
0 1
1 2 s 1 2s
1 est 1 est 2 1
= 1e2s s + s = 1e2s s s e + s e .
0 1
Taking the Laplace transform of the dierential equation
114 CHAPTER 3

y 4y = g (t) , y (0) = y (0) = 0, we have


s2 Y (s) sy (0) y (0) 4Y (s) = 1e12s 1s 2s es + 1s e2s


2
s 4 Y (s) = 1e12s 1s 2s es + 1
se
2s
h i
Y (s) = 1e12s s(s2)(s+2)
1 2
s(s2)(s+2) 1
es + s(s2)(s+2) e2s .
Using partial fractions,
1
let F1 (s) = s(s2)(s+2) = As + s2 B C
+ s+2 . Multiplying by the

denominator we get 1 = A (s 2) (s + 2) + Bs (s + 2) + Cs (s 2) .

Letting s = 0, 2 and s = 2 gives A = 14 , B = 18 and C = 8


1
.

11 1 1 1 1

So F1 (s) = 4 s + 8 s2 + 8 s+2
f1 (t) = L1 [F1 (s)] = 14 + 81 e2t + 18 e2t = 14 (cosh 2t 1) .
So f2 (t) = L1 [es F1 (s)] = f1 (t 1) H (t 1) = 14 [cosh (2t 2) 1] H (t 1)
and f3 (t) = L1 e2s F1 (s) = f1 (t 2) H (t 2) = 14
[cosh (2t 4) 1] H (t 2)
Then fh(t) = f1 (t) 2f2 (t) + f3 (t)
i

1 2 1

= L1 s(s2)(s+2) s(s2)(s+2) es + s(s2)(s+2) e2s


= 41 (cosh 2t 1) 21 [cosh (2t 2) 1] H (t 1)+ 14 [cosh (2t 4) 1] H (t 2) .
Hence the inverse Laplaceh transform
yields i
y (t) = L1 [Y (s)] = L1 1e12s 1
s(s2)(s+2) 2
s(s2)(s+2) es
+ 1
s(s2)(s+2) e2s


P
= f (t 2n) H (t 2n)
n=0
P
= { 41 (cosh (2t 4n) 1) 21 [cosh (2t 4n 2) 1] H (t 2n 1)
n=0
+ 14 [cosh (2t 4n 4) 1] H (t 2n 2)}H (t 2n)

P
1
= 4 {[cosh (2t 4n) 1] H (t 2n)2 [cosh (2t 4n 2) 1] H (t 2n 1)
n=0
+ [cosh (2t 4n 4) 1] H (t 2n 2)}.
n
29. The Laplace transform of each term, tn! , of et is
tn 1 n! 1
L n! = n! sn+1 = sn+1 .
Applying the linearity
property of Laplace transform we have
t
P tn
P tn
P 1 1
P n
1
L [e ] = L n! = L n! = sn+1 = s s . Now
n=0 n=0 n=0 n=0
n
P 1 1 s
s is a geometric series which converges to 1 1s
= s1 if
n=0

1
<1 s > 1. Thus for s > 1, L [et ] = 1 s
= 1

s s s1 s1 .

3.6 INTEGRALS AND THE CONVOLUTION THEOREM

Rt Rt
1. f (t) = t, and g (t) = et . So f g = et d = et e d. Now using
0 0
integration by parts (u = , dv = e d ) we get

t
f g = et | e e |0 = et (tet et + 1) = t 1 + et .

Rt
3. f (t) = 1, and g (t) = 1. So 1 1 = 1 1d = t.
0
THE LAPLACE TRANSFORM 115
1 1
5. Let F (s) = s2 and G (s) = Then f (t) = L1 [F (s)] = t and
s2 +1 . h i
g (t) = L [G (s)] = sin t. So L1 s12 s21+1 = L1 [F (s) G (s)]
1

Rt Rt
= f ( ) g (t ) d = sin (t ) d. Now using integration by
0 0 h i
parts (u = , dv = sin (t ) d ) we get L1 s12
s21+1
t
= | cos (t ) + sin (t )|0 = t sin t.

7. Taking the Laplace transform of both sides of the dierential equation


y 5y + 4y = f (t) , y (0) = y (0) = 0, we have
s2 Y (s) sy (0) y (0) 5sY (s) + 5y (0) + 4Y (s) = F (s)
s2 5s + 4 Y (s) = F (s) Y (s) = F (s) G (s)
1 1
where G (s) = s2 5s+4 = (s4)(s1) .
1 A B
Using partial fractions G (s) = s2 5s+4 = s 1 + s4 .
Multiplying by denominator we get 1 = A (s 4)+B (s 1) . Letting
s = 1 and 4 gives A = 31 and B = 31 . So G (s) = 31 s4 1
31 s1
1

1 1 4t 1 t
g (t) = L [G (s)] = 3 e 3 e . Now the inverse Laplace transform
using the convolution theorem yields
y (t) = L1 [Y (s)] = L1 [F (s) G (s)]
Rt Rt
= f ( ) g (t ) d = f ( ) 13 e4(t ) 31 et d.
0 0
9. Taking the Laplace transform of both sides of the dierential equation
y 9y = f (t) , y (0) = y (0) = 0, we have

s2 Y (s) sy
(0) y (0) 9Y (s) = F (s)

2
s 9 Y (s) = F (s) Y (s) = F (s) G (s)
where G (s) = s219 = (s+3)(s3)1
.
1 A B
Using partial fractions G (s) = (s+3)(s3) = s+3 + s3 .
Multiplying by denominator we get 1 = A (s 3)+B (s + 3) . Letting
s = 3 and 3 gives A = 61 and B = 61 . So G (s) = 16 s3 1
61 s+3
1

1 1
g (t) = L1 [G (s)] = 6 e3t 6 e3t . Now the inverse Laplace transform
using the convolution theorem yields

y (t) = L1 [Y (s)] = L1 [F (s) G (s)]

Rt Rt
= f ( ) g (t ) d = f ( ) 61 e3(t ) 61 e3(t ) d.
0 0
11. Taking the Laplace transform of both sides of the dierential equation
y + 4y = f (t) , y (0) = 0, y (0) = 7, we have

s2 Y (s) sy
(0) y (0) + 4Y (s) = F (s)

s + 4 Y (s) = F (s) + 7 Y (s) = F (s) G (s) + s27+4


2

where G (s) = s21+4 = 12 s2 +22


2 g (t) = L
1
[G (s)] = 21 sin 2t.
Now the inverse Laplace transform using the convolution h itheorem
1 1 1 7
yields y (t) = L [Y (s)] = L [F (s) G (s)] + L s2 +4
Rt Rt
= f ( ) g (t ) d + 72 sin 2t = 12 f ( ) sin 2 (t ) d + 72 sin 2t.
0 0
13. Taking the Laplace transform of both sides of the dierential equation
116 CHAPTER 3

y + 7y = f (t) , y (0) = 2, we have sY (s) y (0) + 7Y (s) = F (s)


2
(s + 7) Y (s) = F (s) + 2 Y (s) = F (s) G (s) + s+7
1 1 7t
where G (s) = s+7 g (t) = L [G (s)] = e .
Now the invrese Laplace transform using the convolution h i theorem
1 1 1 2
yields y (t) = L [Y (s)] = L [F (s) G (s)] + L s+7
Rt Rt
= f ( ) g (t ) d + 2e7t = f ( ) e7(t ) d + 2e7t .
0 0
15. Taking the Laplace transform of both sides of the dierential equation
y 2y + 10y = f (t) , y (0) = y (0) = 0, we have
s2 Y (s) sy (0)
y (0) 2sY (s) + 2y (0) + 10Y (s) = F (s)
2
s 2s + 10 Y (s) = F (s) Y (s) = F (s) G (s)
where G (s) = s2 21s+10 = 13 (s1)32 +32
g (t) = L1 [G (s)] = 31 et sin 3t.
Now the inverse Laplace transform using the convolution theorem
Rt
yields y (t) = L1 [Y (s)] = L1 [F (s) G (s)] = f ( ) g (t ) d
0
Rt
= 31 f ( ) e t
sin 3 (t ) d.
0
17. Taking the Laplace transform of both sides of the dierential equation
y + 4y + 13y = f (t) , y (0) = y (0) = 0, we have
s2 Y (s) sy (0)
y (0) + 4sY (s) 4y (0) + 13Y (s) = F (s)
2
s + 4s + 13 Y (s) = F (s) Y (s) = F (s) G (s)
where G (s) = s2 +41s+13 = 13 (s+2)32 +32
g (t) = L1 [G (s)] = 13 e2t sin 3t.

Now the inverse Laplace transform using the convolution theorem

Rt
yields y (t) = L1 [Y (s)] = L1 [F (s) G (s)] = f ( ) g (t ) d
0
1
Rt
= 3 f ( ) e2(t ) sin 3 (t ) d.
0
Rt
19. x (t) = cos (t ) x ( ) d + sin t = (h x) (t) + sin t, where
0
h (t) = cos t. Now taking Laplace transform of both sides using the
convolution theorem we have
X (s) = L [h (t)] L [x (t)] + L [sin t] X (s) = s2s+1 X (s) + s21+1

3
1 s2s+1 X (s) = s21 +1 X (s) = s2 s+11
= 23 1 2
2
2
(s 2 ) + 23
Inverse Laplace transform then yields
1
x (t) = L1 [X (s)] = 23 e 2 t sin 23 t.
Rt
21. x (t) = e(t ) x ( ) d + 2 = (h x) (t) + 2, where
0
h (t) = et . Now taking Laplace transform of both sides using the
convolution theorem we have
1
X (s) = L [h (t)] L [x (t)] + L [2] X (s) = s+1 X (s) + 2s
THE LAPLACE TRANSFORM 117

1
1 s+1 X (s) = 2s X (s) = 2(s+1) s2 = 2s + s22 .
Inverse Laplace transform then yields

x (t) = L1 [X (s)] = 2 + 2t.

Rt
23. x (t) = 2 sin (2t 2 ) x ( ) d + sin t = (h x) (t) + sin t, where
0
h (t) = 2 sin 2t. Now taking Laplace transform of both sides using
the convolution theorem we have
X (s) = L [h (t)] L [x (t)] + L [sin t] X (s) = s24+4 X (s) + s21+1
2
1 s24+4 X (s) = s21+1 X (s) = s2s(s2+4 +1) . Using partial fraction
s2 +4
s2 (s2 +1)= As + sB2 + Cs+D
2 . Multiplying by denominator we get
2 s +1 2
s + 4 = As s + 1 + B s + 1 + (Cs + D) s2 . Letting s = 0 in
2

this equation gives B = 4


Equating the coecients:
s3 : 0 = A + C

s2 : 1 = B + D D = 1 B = 3

s: 0 = A. So C = 0 (from the rst equation)


s2 +4
So s2 (s2 +1) = s42 s23+1 . Hence X (s) = s42 s23+1 .
Inverse Laplace transform then yields

x (t) = L1 [X (s)] = 4t 3 sin t.

Rt
25. x (t) = sinh (t ) x ( ) d + 3 = (h x) (t) + 3, where
0
h (t) = sinh t = 21 et + 21 et . Now taking Laplace transform of
both sides using the convolution theorem we have
X (s) = L [h (t)] L [x (t)]+L [3] X (s) = 21 s+1 1 1
s1 X (s)+ 3s
2
1 12 s+1
1
+ 12 s1
1
X (s) = 3s s2 s1 X (s) = 3s X (s) = 3s s33 .
Inverse Laplace transform then yields

x (t) = L1 [X (s)] = 3 23 t2 .

R
27. F (s) = L [f (t)] = est f (t) dt.
0
R st R R
So |F (s)| = e f (t) dt |est f (t)| dt = est |f (t)| dt

0 0 0
R st t
R (s)t M
e M e dt = M e dt = sa for s > .
0 0
29. (i) Continuity at t = 1 :

lim g (t) = e and lim g (t) = 1 + e + 1 = e lim g (t) exists

t1 t 1+ t1
and lim g (t) = e = g (1) g (t) is continuous at t = 1.
t1
Dierentiability at t = 1 :
1+h h
g (1) = lim g(1+h)g(1)
h = lim 1+e h +e does not exist.
h0 h0
Now, in terms of unit step tfunction,
g (t) can be written as
et [1 H
(t 1)]+ 1 + e + et1
H (t 1)
= e t + et1 1 H (t 1)
118 CHAPTER 3

Taking Laplace transform of both sides of the dierential equation


es
y y = H (t 1) , y (0) = 1, we have sY (s)
y (0) Y (s) = s
es es 1 1 e s
(s 1) Y (s) 1 = s Y (s) = 1 + s s1 = s1 + s(s1) .
1 A B
Using partial fraction let F (s) = s(s1) = s + s1 .
Multiplying by
denominator we get 1 = A (s 1) + Bs. Letting s = 0 and 1 in this
1
equation gives A = 1 and B = 1. Hence F (s) = s1 1s
h s i
f (t) = L1 [F (s)] = et 1. Thus L1 s(es1) = L1 [es F (s)]

= f (t 1) H (t 1) = eht1 i 1 H (t h 1) . i

1 es
Hence L1 [Y (s)] = L1 s1 + L1 s(s1)

t
t1
y (t) = e + e 1 H (t 1) which is the same as unit step
function of g (t) .
(ii) From (i) dy dy
dt y = H (t 1) dt = y + H (t 1) , y (0) = 1.
Integrating from 0 to t we have
Rt
y (t) = y (0) + [y ( ) + H ( 1)] d
0
Rt
y (t) = 1 + [y ( ) + H ( 1)] d valid for all t including t = 1.
0

3.7 IMPULSES AND DISTRIBUTIONS

1.Taking the Laplace transform of both sides of the dierential equation


y + 8y = (t 1) + (t 2) , y (0) = 0, we have
sY (s) y (0) + 8Y (s) = es + e2s
es 2s
(s + 8) Y (s) = es + e2s Y (s) = s+8 + es+8 . Let F (s) = s+8
1
1 8t
f (t) = L [F (s)] = e . Then using
L1 [ecs F (s)] = f (t c) H (t hc) thei invesehLaplacei transform
1 1 es 1 e2s
yields y (t) = L [Y (s)] = L s+8 + L s+8
= e8(t1) H (t 1) + e8(t2) H (t 2) .
3. Taking the Laplace transform of both sides of the dierential equation
y + 6y + 109y = (t 1) + (t 7) , y (0) = y (0) = 0, we
have s2 Y (s) sy (0) y (0) + 6sY (s) y (0) + 109Y (s) = es + e7s
es e7s
s2 + 6s + 109 Y (s) = es +e7s Y (s) = s2 +6s+109 + s2 +6s+109
1 1 10
Let F (s) = s2 +6s+109 = 10 (s+3)2 +102
1 3t
f (t) = L1 [F (s)] = 10 e sin 10t. Then using
1 cs
L [e F (s)] = f (t c) H (t h c) the inveseiLaplace
h transform i
1 1
yields y (t) = L1 [Y (s)] = L1 es s2 +6s+109 +L1 e7s s2 +6s+109
1 3(t1) 1 3(t7)
= 10 e sin 10 (t 1) H (t 1)+ 10 e sin 10 (t 7) H (t 7) .

5. Taking the Laplace transform of both sides of the dierential equation


y + 4y + 3y = 1 + (t 3) , y (0) = 0, y (0) = 1, we have
THE LAPLACE TRANSFORM 119

s2 Y (s) sy (0) y (0) + 4sY (s) 4y (0) + 3Y (s) = 1s + e3s


3s
s2 + 4s + 3 Y (s) 1 = 1s + e3s Y (s) = s1+e 1
2 +4s+3 + s(s2 +4s+3)
3s
1 e 1
Y (s) = (s+3)(s+1) + (s+3)(s+1) + s(s+3)(s+1)
. Using partial fractions
1 A B
let F1 (s) = (s+3)(s+1) = s+3 + s+1 1 = A (s + 1) + B (s + 3) .

Letting s = 3 and s = 1 gives A = 21 and B = 21 . Thus


F1 (s) = 21 s+11
12 s+31
f1 (t) = L1 [F1 (s)] = 21 et 12 e3t .
Then using L1 [ecs F1(s)]= f1 (t c) H (t c) we have
f2 (t) = L1 e3s F1 (s) = 21 e(t3) 12 e3(t3) H (t 3) .
1 A B
Using partial fractions let F3 (s) = s(s+3)(s+1) = s+3 + s+1 + Cs
1 = As (s + 1) + Bs (s + 3) + C (s + 3) (s + 1) .
Letting s = 3, s = 1 and s = 0 gives A = 16 , B = 21 and C = 31 .
Thus F3 (s) = 61 s+3 1
12 s+1
1 1
+ 3s
f3 (t) = L1 [F3 (s)] = 61 e3t 21 et + 3
1
.
1
Hence y (t) = L [Y (s)] = f1 (t) + f2 (t) + f3 (t)

= 21 et 21 e3t + 12 e(t3) 12 e3(t3) H (t 3) + 16 e3t 21 et + 31



= 13 31 e3t + 12 e(t3) 12
e3(t3) H (t 3)

= 31 1 e3t + 12 e(t3) e3(t3) H (t 3) .

7. Taking the Laplace transform of both sides of the dierential equation


y + y = 1 + (t 2) , y (0) = 1, y (0) = 0, we have
s2 Y (s) sy
(0) y (0) 1+ Y (s) = 1s +
e2
2s

2
s + 1 Y (s) s = s + e 2s
s + 1 Y (s) = s + e2s + 1s
e2s
Y (s) = (s2s+1) + (s 2 + 21 .
h i +1) s(s +1)
f1 (t) = L1 (s2s+1) = cos t
h i
f2 (t) = L1 (s21+1) e2s = sin (t 2) H (t 2)
Using partial fractions let F3 (s) = s(s21+1) = As + Bs+C
s2 +1
2
1 = A s + 1 + (Bs + C) s. Now s = 0 yields A = 1.
Equating the coecients:

s2 : 0 = A + B B = A = 1

s: 0 = C.
Thus F3 (s) = 1s s2s+1 f3 (t) = L1 [F3 (s)] = 1 cos t.

Hence y (t) = L1 [Y (s)] = f1 (t) + f2 (t) + f3 (t)

y (t) = cos t + sin (t 2) H (t 2) + 1 cos t

= 1 + sin (t 2) H (t 2) = 1 + sin tH (t 2) .

9. (a) The following are graphs of the solutions of Exercises 1 through 4.


120 CHAPTER 3

t
1 2

t
5

0.05

t
5

R
11. L (n) (t a) = est (n) (t a) dt
0
R R0
= (n) (t a) est dt (n) (t a) est dt

6 a t a 6= 0, then the property (i) gives (n) (t a) = 0.
If t =
In this case, everything on the right hand side is 0. But for t = a
R (n) n dn
property (ii) gives (t a) est dt = (1) dt n (e
st
) |t=a

n n
= (1) (1) sn eas = sn eas . Thus L (n) (t a) = sn eas .
Chapter Four

An Introduction to Linear Systems of Dierential


Equations and Their Phase Plane

4.1 INTRODUCTION

There are no exercises in this section.

4.2 INTRODUCTION TO LINEAR SYSTEMS OF


DIFFERENTIAL EQUATIONS

0 1
1. A = . The eigenvalue, , satises det (A I) = 0
4
0
1
det = 0 2 + 4 = 0 = 2i (complex).
4

2 1
3. A = . The eigenvalue, , satises det (A I) = 0
1 2
2 1 2
det = 0 (2 ) 1 = 0 2 = 1
1 2
= 3, 1.
u 2 1 u 0
Eigenvector, , satises = .
v 1 2 v 0

1 1 u 0
Eigenvector for = 3 : =
1 1 v 0
1
u + v = 0 u = 1, v = 1 and eigenvector is .
1
1 1 u 0
Eigenvector for = 1 : = u+v =0
1 1 v 0

1
u = 1, v = 1 and eigenvector is .

3 1
5. A = . The eigenvalue, , satises
1 2

3 1
det (A I) = 0 det =0
1 2
(3 )(2 ) + 1 = 0
2 5 + 7 = 0

5 2528
= 2 = 2 23 i (complex).
5
122 CHAPTER 4

1 0
7. A = . The eigenvalue, , satises
1 3

1 0
det (A I) = 0 det =0
1
3
(1 ) (3 ) =0= 1, 3.

u 1 0 u 0
Eigenvector, , satises = .
v 1 3 v 0

0 0 u 0
Eigenvector for = 1 : = u 4v = 0
1 4 v 0

4
v = 1, u = 4 and eigenvector is .
1

4 0 u 0
Eigenvector for = 3 : = 4u = 0
1 0 v 0

0
u = 0, v is free to choose, say, v = 1 and eigenvector is .
1
4 3
9. A = . The eigenvalue, , satises det (A I) = 0
1 0
4 3
det = 0 (4 ) + 3 = 0
1
2
4 + 3 = 0 ( 1)( 3) = 0 = 1, 3.
u 4 3 u 0
Eigenvector, , satises = .
v 1 v 0

3 3 u 0
Eigenvector for = 1 : = 3u 3v = 0
1 1 v 0
1
u = 1, v = 1 and eigenvector is .
1

1 3 u 0
Eigenvector for = 3 : = u 3v = 0
1 3 v 0
1
u = 1, v = 3 and eigenvector is .

3

3 2
11. A = . The eigenvalue, , satises det (A I) = 0
0 4

3 2
det = 0 (3 ) (4 ) = 0 = 3, 4.
0 4
u 3 2 u 0
Eigenvector, , satises = .
v 0 4 v 0

0 2 u 0
Eigenvector for = 3 : = 2v = 0
0 1 v 0
1
v = 0, u is free to choose, say, u = 1 and eigenvector is .
0

1 2 u 0
Eigenvector for = 4 : =
0 0 v 0
2
u + 2v = 0 v = 1, u = 2 and eigenvector is .
1
Linear Systems of Dierential Equations and Their Phase Plane 123

0 1
13. A = . trA = 0 + 0 = 0 and det A = 0 + 4 = 4.
4 0

Theeigenvalue,, satises det (A I) = 0

1
det = 0 2 + 4 = 0 = 2i (complex).
4
Let 1 = 2i and 2 = 2i. Then 1 + 2 = 0 = trA and
2
1 2= 2i (2i) = 4i = 4 = det A.
2 1
15. A = . trA = 2 + 2 = 4 and det A = 4 1 = 3.
1 2

The eigenvalue,
, satises

det (A I) = 0

2 1
det =0
1 2
2
(2 ) 1 = 0 2 = 1 = 3, 1.

Let 1 = 3 and 2 = 1. Then 1 + 2 = 4 = trA and

1dx
2 =
3 (1)
= 3 = det A.

dt 0 1 x d x 0 1 x
17. dy = dt =
4 0 y y 4 0 y

dt
x u u
= et where is eigenvalue and is
y v v

0 1
corresponding eigenvector of A = .
4 0

Theeigenvalue,, satises det (A I) = 0

1
det = 0 2 + 4 = 0 = 2i (complex).
4
dx
dt 2 1 x d x 2 1 x
19. dy = dt =
1 2 y y 1 2 y

dt
x t u u
=e where is eigenvalue and is
y v v
2 1
corresponding eigenvector of A = .
1 2

The eigenvalue,
, satises
det (A I) = 0

2 1 2
det = 0 (2 ) 1 = 0
1 2
2 = 1 = 3, 1.
u 2 1 u 0
Eigenvector, , satises = .
v
1 2 v 0
1 1 u 0
Eigenvector for = 3 : =
1 1 v 0
1
u + v = 0 u = 1, v = 1 and eigenvector is .
1

1
Solution of the dierential equation is e3t .
1

1 1 u 0
Eigenvector for = 1 : = u+v =0
1 1 v 0
124 CHAPTER 4

1
u = 1, v = 1 and eigenvector is . Solution of the
1

1
dierential equation is et .

General
solution
of the dierential
equation is

x 1 3t 1
= c1 e + c2 et
.
y 1 1
dx
dt 3 1 x d x 3 1 x
21. dy = dt =
1 2 y y 1 2 y

dt
x u u
= et where is eigenvalue and is
y v v
3 1
corresponding eigenvector of A = .
1 2

Theeigenvalue, , satises
det (A I) = 0

3 1
det = 0 (3 ) (2 ) + 1 = 0
1 2

2 5 + 7 = 0 = 5 2528 5 3
2 = 2 2 i (complex).

dx

dt 1 0 x d x 1 0 x
23. dy = dt =
1 3 y y 1 3 y

dt
x u u
= et where is eigenvalue and is
y v v

1 0
corresponding eigenvector of A = .
1 3

The eigenvalue,
, satises det (A I) = 0

1 0
det = 0 (1 ) (3 ) = 0
1 3
= 1, 3.
u 1 0 u 0
Eigenvector, , satises = .
v 1 3 v 0

0 0 u 0
Eigenvector for = 1 : = u 4v = 0
1 4 v 0

4
v = 1, u = 4 and eigenvector is . Solution of the dierential
1
4
equation is et .
1
4 0 u 0
Eigenvector for = 3 : = 4u = 0
1 0 v 0
0
u = 0, v is free to choose, say, v = 1 and eigenvector is .
1

0
Solution of the dierential equation is e3t .
1
General
solution
of the dierential
equation is
x 4 t 0 3t
= c1 e + c2 e .
y 1 1
Linear Systems of Dierential Equations and Their Phase Plane 125
dx

dt 3 4 x d x 4 3 x
25. dy = dt =
0 1 y y 1 0 y

dt
x u u
= et where is eigenvalue and is
y v v
4 3
corresponding eigenvector of A = .
1 0

The eigenvalue,
, satises
det (A I) = 0

4 3
det = 0 (4 ) + 3 = 0
2 4 + 3 = 0
1
( 1) ( 3) = 0 = 1, 3.

u 4 3 u 0
Eigenvector, , satises = .
v 1 v 0

3 3 u 0
Eigenvector for = 1 : = 3u 3v = 0
1 1 v 0
1
u = 1, v = 1 and eigenvector is . Solution of the dierential
1
1
equation is et .
1
1 3 u 0
Eigenvector for = 3 : = u 3v = 0
1 3 v 0

1
u = 1, v = 3 and eigenvector is . Solution of the dierential
3
1
equation is e3t .
3

General
solution
of the dierential
equation is

x 1 t 1 3t

= c1 e + c2 e .
y 1 3
dx
dt 3 2 x d x 3 2 x
27. dy = dt =
0 4 y y 0 4 y

dt
x t u u
=e where is eigenvalue and is
y v v

3 2
corresponding eigenvector of A = .
0 4

The eigenvalue,
, satises

det (A I) = 0

3 2
det = 0 (3 ) (4 ) = 0 = 3, 4.
0 4
u 3 2 u 0
Eigenvector, , satises = .
v 0 4 v 0

0 2 u 0
Eigenvector for = 3 : = 2v = 0
0 1 v 0

1
v = 0, u is free to choose, say, u = 1 and eigenvector is .
0
1
Solution of the dierential equation is e3t .
0
126 CHAPTER 4

1 2 u 0
Eigenvector for = 4 : =
0 0 v 0

2
u + 2v = 0 v = 1, u = 2 and eigenvector is .
1
2
Solution of the dierential equation is e4t .
1

General
solution
of the dierential
equation is

x 1 3t 2 4t
= c1 e + c2 e .
y 0 1

dx

dt =x d x 1 0 x
29. dy dt =
dt = x + 2y
y 1 2 y

x t u u
=e where is eigenvalue and is
y v v

1 0
corresponding eigenvector of A = .
1 2

Theeigenvalue, , satises det (A I) = 0

1 0
det = 0 (1 ) (2 ) = 0 = 1, 2.
1 2
u 1 0 u 0
Eigenvector, , satises = .
v 1 2 v 0

0 0 u 0
Eigenvector for = 1 : = u+v =0
1 1 v 0
1
v = 1, u = 1 and eigenvector is . Solution of the dierential
1

1
equation is et .
1
1 0 u 0
Eigenvector for = 2 : = u = 0
1 0 v 0
0
u = 0, v is free to choose, say, v = 1 and eigenvector is .
1

0
Solution of the dierential equation is e2t .
1

General
solution
of
the dierential

equation is

x 1 0
= c1 et + c2 e2t .
y 1 1

dx

dt = x 5y d x 1 5 x
31. dy dt =
=x+y y 1 1 y

dt
x u u
= et where is eigenvalue and is
y v v
1 5
corresponding eigenvector of A = .
1 1

Theeigenvalue, , satises det (A I) = 0

1 5
det = 0 (1 ) (1 ) + 5 = 0
1 1
Linear Systems of Dierential Equations and Their Phase Plane 127

2 + 4 = 2i.

dx
dt =xy d x 1 1 x
33. dy dt =
dt= x + y
y 1 1 y


x t u u
=e where is eigenvalue and
y v v
1 1
is corresponding eigenvector of A = .
1 1

The eigenvalue, , satises


det (A I) = 0

1 1 2
det = 0 (1 ) + 1 = 0
1 1
2
(1 ) = 1 1 = i = 1 i.
dx
= 5x 4y d x 5 4 x
35. dtdy dt =
= 2x + y y 2 1 y

dt
x t u u
=e where is eigenvalue and is
y v
v

5 4
corresponding eigenvector of A = .
2 1

Theeigenvalue, , satises det (A I) = 0

5 4
det = 0 (5 ) (1 ) + 8 = 0
2 1
2 + 4 + 3 = 0 ( + 1)( + 3) = 1, 3.
u 5 4 u
Eigenvector, , satises = 0.
v 2 1 v

4 4 u 0
Eigenvector for = 1 : =
2 2 v 0
1
4u 4v = 0 v = 1, u = 1 and eigenvector is .
1
1
Solution of the dierential equation is et .
1

2 4 u 0
Eigenvector for = 3 : =
2 4 v 0
2
2u 4v = 0 v = 1, u = 2, and eigenvector is .
1

2
Solution of the dierential equation is e3t .
1

General
solution
of
the dierential
equation is

x 1 t 2 3t
= c1 e + c2 e .
y 1 1

dx

dt =y d x 0 1 x
37. dy dt =
dt = 2x +y y 2 1 y

x t u u
=e where is eigenvalue and is
y v v
0 1
corresponding eigenvector of A = .
2 1
128 CHAPTER 4

Theeigenvalue, ,satises det (A I) = 0

1
det = 0 (1 ) 2 = 0
2 1
2 2= 0 ( + 1) ( 2) = 1, 2.
u 1 u 0
Eigenvector, , satises = .
v 2 1 v 0

1 1 u 0
Eigenvector for = 1 : = u+v =0
2 2 v 0

1
u = 1, v = 1 and eigenvector is . Solution of the dierential
1

1
equation is et .
1
2 1 u 0
Eigenvector for = 2 : =
2 1 v 0
1
2u + v = 0 u = 1, v = 2, and eigenvector is .
2
1
Solution of the dierential equation is e2t .
2

General
solution
of
the dierential

equation is

x 1 1
= c1 et + c2 e2t .
y 1 2
dx

= 5x y d x 5 1 x
39. dtdy dt =
= 3x y 3 1 y


dt y

x u u
= et where is eigenvalue and is
y v
v

5 1
corresponding eigenvector of A = .
3 1

Theeigenvalue, , satises det (A I) = 0

5 1
det = 0
(5 ) (1 ) + 3 = 0
3 1
2
+ 6 + 8 = 0 ( + 2)( + 4) = 2, 4.

u 5 1 u 0
Eigenvector, , satises = .
v 3 1 v 0
3 1 u 0
Eigenvector for = 2 : =
3 1 v 0

1
3u v = 0 u = 1, v = 3 and eigenvector is .
3
1
Solution of the dierential equation is e2t .
3

1 1 u 0
Eigenvector for = 4 : =
3 3 v 0

1
u v = 0 u = 1, v = 1, and eigenvector is .
1
Linear Systems of Dierential Equations and Their Phase Plane 129

1
Solution of the dierential equation is e4t .

General
solution
of
the dierential
equation

is

x 1 1
= c1 e2t + c2 e4t .
y 3 1
dx

dt = x + 4y
41. dy dt d x
=
1 4 x
dt= 4x
y 4 1 y
y
x t u u
=e where is eigenvalue and is
y v v

1 4
corresponding eigenvector of A = .

4 1

Theeigenvalue, , satises det (A I) = 0

1 4 2
det = 0 (1 ) + 16 = 0

4 1
2
(1 + ) = 16 1 + = 4i
= 1
4i.

dx
dt = 4x + 3y d x 4 3 x
43. dy dt =
dt = 3x + 4y y 3 4 y

x t u u
=e where is eigenvalue and is
y v v

4 3
corresponding eigenvector of A = .
3 4

Theeigenvalue, , satises
det (A I) = 0

4 3 2
det = 0 (4 ) 9 = 0
3 4
2 8 + 7 = 0 ( 1)( 7) = 1, 7.
u 4 3 u 0
Eigenvector, , satises = .
v 3 4 v 0
3 3 u 0
Eigenvector for = 1 : = 3u + 3v = 0
3 3 v 0

1
v = 1, u = 1 and eigenvector is . Solution of the dierential
1
1
equation is et .
1

3 3 u 0
Eigenvector for = 7 : =
3 3 v 0
1
3u + 3v = 0 u = 1, v = 1, and eigenvector is .
1
1
Solution of the dierential equation is e7t .
1

General
solution
of
the dierential

equation is

x 1 t 1
= c1 e + c2 e7t .
y 1 1

2 0
45. = 0, = 3, a = ,b= .
0 1
130 CHAPTER 4

x 2 0
= c1 e0t cos 3t sin 3t

y 0 1

0t 2 0
+c2 e sin 3t + cos 3t
0 1

2 cos 3t 2 sin 3t
= c1 + c2 .
sin 3t cos 3t

1 1
47. = 1, = 2, a = ,b= .
0 3

x t 1 1
= c1 e cos 2t sin 2t

y 0 3

1 1
+c2 et sin 2t + cos 2t
0 3

cos 2t sin 2t cos 2t + sin 2t
= c1 et + c2 et .
3 sin 2t 3 cos 2t
1 1
49. = 0, = 5, a = ,b= .
0 1

x 0t 1 1
= c1 e cos 5t sin 5t

y 0 1

1 1
+c2 e0t sin 5t + cos 5t
0 1

cos 5t sin 5t cos 5t + sin 5t
= c1 + c2 .
sin 5t cos 5t

4.3 PHASE PLANE FOR LINEAR SYSTEMS OF


DIFFERENTIAL EQUATIONS

1.

y0

2 0 x 2

3.
Linear Systems of Dierential Equations and Their Phase Plane 131

y 0

2 0 x 2

5.

y0

2 0 x 2


1 0
7. A = . The eigenvalue, , satises det (A I) = 0
1 2

1 0
det = 0 (1 ) (2 ) = 0

1 2
= 1, 2, both positive Unstable node.


x t u u
=e so that eigenvector, , satises
y v
v

1 0 u 0
= .
1 2 v 0

0 0 u 0
Eigenvector for = 1 : = u+v =0
1 1 v 0
1
v = 1, u = 1, and eigenvector is . Solution of the
1

1
dierential equation is et .
1
1 0 u 0
Eigenvector for = 2 : = u = 0
1 0 v 0
132 CHAPTER 4

0
u = 0, v is free to choose, say, v = 1 and eigenvector is .
1

0 2t
Solution of the dierential equation is e .
1
Phase plane:


1 5
9. A = . The eigenvalue, , satises det (A I) = 0
1 1
1 5
det = 0 (1 ) (1 ) + 5 = 0
1 1
2 + 4 = 2i, complex with 0 real part Stable center.

y
0

0 x


1 1
11. A = . The eigenvalue, , satises det (A I) = 0
1 1
1 1 2
det = 0 (1 ) + 1 = 0
1 1
2
(1 ) = 1 1 = i = 1 i, complex with
positive
real part
Unstable spiral.

5 4
13. A = . The eigenvalue, , satises det (A I) = 0
2 1
5 4
det = 0 (5 ) (1 ) + 8 = 0
2 1
2 + 4 + 3 =0 ( + 1)( +3) = 1, 3, both negative
x u
Stable node. = et so that eigenvector,
y v
Linear Systems of Dierential Equations and Their Phase Plane 133

u 5 4 u 0
, satises = .
v 2 1 v 0

4 4 u 0
Eigenvector for = 1 : =
2 2 v 0
1
4u 4v = 0 v = 1, u = 1 and eigenvector is .
1

1
Solution of the dierential equation is et .
1
2 4 u 0
Eigenvector for = 3 : =
2 4 v 0
2
2u 4v = 0 v = 1, u = 2, and eigenvector is .
1

2
Solution of the dierential equation is e3t .
1


0 1
15. A = . The eigenvalue, , satises det (A I) = 0
2 1
1
det = 0 (1 ) 2 = 0
2 1
2 2 = 0 ( + 1) ( 2) = 1, 2, one positive

x t u
and one negative Unstable saddle point. =e so
y v
u 1 u 0
that eigenvector, , satises = .
v 2 1 v 0

1 1 u 0
Eigenvector for = 1 : = u+v =0
2 2 v 0
1
u = 1, v = 1 and eigenvector is . Solution of the dierential
1

1
equation is et .

2 1 u 0
Eigenvector for = 2 : =
2 1 v 0
1
2u + v = 0 u = 1, v = 2, and eigenvector is .
2
134 CHAPTER 4

1
Solution of the dierential equation is e2t .
2

dx

17. dt = 5x y d
=
x 5 1 x
dy dt
dt = 3x y y 3 1 y

x u u
= et where , are eigenvalue and
y v v

5 1
corresponding eigenvector, respectively, of A = .

3 1
Theeigenvalue, , satises
det (A I) = 0
5 1
det = 0 (5 ) (1 ) + 3 = 0
3 1
2 + 6 + 8 = 0 ( + 2) ( + 4) = 2, 4, both negative
Stable node.

u 5 1 u 0
Eigenvector, , satises = .
v 3 1 v 0
3 1 u 0
Eigenvector for = 2 : =
3 1 v 0
1
3u v = 0 u = 1, v = 3 and eigenvector is .
3
1
Solution of the dierential equation is e2t .

1 1 u 0
Eigenvector for = 4 : =
3 3 v 0

1
u v = 0 u = 1, v = 1, and eigenvector is .
1
1
Solution of the dierential equation is e4t .

Linear Systems of Dierential Equations and Their Phase Plane 135

dx

19. dt =x + 4y
dt d x
=
1 4 x
dy
dt= 4x y y 4 1 y

x u u
= et where , are eigenvalue and
y v v
1 4
corresponding eigenvector, respectively, of A = .
4 1
Theeigenvalue, , satises det (A I) = 0

1 4 2
det = 0 (1 ) + 16 = 0
4 1
2
(1 + ) = 16 1 + = 4i = 1 4i,
complex with negative
real part
Stable spiral.

dx
dt = 4x + 3y d x 4 3 x
21. dy dt =
dt= 3x
y 3 4 y
+ 4y
x u u
= et where , are eigenvalue and
y v v

4 3
corresponding eigenvector, respectively, of A = .
3 4

Theeigenvalue, , satises
det (A I) = 0

4 3 2
det = 0 (4 ) 9 = 0

3 4
2 8 + 7 = 0 ( 1) ( 7) = 1, 7, both positive
Unstable node.

u 4 3 u 0
Eigenvector, , satises = .
v 3 4 v 0

3 3 u 0
Eigenvector for = 1 : = 3u + 3v = 0
3 3 v 0
1
v = 1, u = 1 and eigenvector is . Solution of the dierential
1

1
equation is et .
1

3 3 u 0
Eigenvector for = 7 : =
3 3 v 0
1
3u + 3v = 0 u = 1, v = 1, and eigenvector is .
1
136 CHAPTER 4

1
Solution of the dierential equation is e7t .
1


0 1
23. A = . The eigenvalue, , satises det (A I) = 0
4 0

1
det = 0 2 + 4 = 0 = 2i, complex with
4
0 real part Stable center.


2 1
25. A = . The eigenvalue, , satises det (A I) = 0
1
2

2 1 2

det = 0 (2 ) 1 = 0
1 2

2 = 1 = 3, 1, both positive Unstable
node.
x u u
= et so that eigenvector, , satises
y v

2 1 u 0
= .
1 2 v 0
1 1 u 0
Eigenvector for = 3 : =
1 1 v 0

1
u + v = 0 u = 1, v = 1 and eigenvector is .
1

1
Solution of the dierential equation is e3t .
1
1 1 u 0
Eigenvector for = 1 : = u+v =0
1 1 v 0

1
u = 1, v = 1 and eigenvector is . Solution of the
1
Linear Systems of Dierential Equations and Their Phase Plane 137

1
dierential equation is et .


3 1
27. A = . The eigenvalue, , satises det (A I) = 0
1 2

3 1
det = 0 (3 ) (2 ) + 1 = 0
1 2

2 5 + 7 = 0 = 5 2528
2 = 5
2 3
2 i, complex with
positive real part Unstable spiral.


1 0
29. A = . The eigenvalue, , satises det (A I) = 0
1 3

1 0
det = 0 (1 ) (3 ) = 0

1 3

= 1, 3, one positive and one negative



x u
Unstable saddle point. = et so that eigenvector,
y v

u 1 0 u 0
, satises = .
v 1 3 v 0

0 0 u 0
Eigenvector for = 1 : = u 4v = 0
1 4 v 0
4
v = 1, u = 4 and eigenvector is . Solution of the dierential
1

4
equation is et
.
1

4 0 u 0
Eigenvector for = 3 : = 4u = 0
1 0 v 0
138 CHAPTER 4

0
u = 0, v is free to choose, say, v = 1 and eigenvector is .
1

0
Solution of the dierential equation is e3t .
1


4 3
31. A = . The eigenvalue, , satises det (A I) = 0
1
0

4 3
det = 0 (4 ) + 3 = 0
1
2 4 + 3 = 0 ( 1) (
3) = 0 = 1, 3, both positive
x u
Unstable node. = et so that eigenvector,
y v


u 4 3 u 0
, satises = .

v 1 v
0
3 3 u 0
Eigenvector for = 1 : = 3u 3v = 0
1 1 v 0
1
u = 1, v = 1 and eigenvector is . Solution of the dierential
1

1
equation is et
.
1
1 3 u 0
Eigenvector for = 3 : = u 3v = 0
1 3 v 0
1
u = 1, v = 3 and eigenvector is . Solution of the dierential
3
1
equation is e3t .
3
Linear Systems of Dierential Equations and Their Phase Plane 139


2 1
33. A = . The eigenvalue, , satises det (A I) = 0
1 0

2 1
det = 0 (2 ) + 1 = 0

2
2 2 + 1 = 0 ( 1) = 1, 1.
Not two distinct

eigenvalues.

1 0
35. A = . The eigenvalue, , satises det (A I) = 0
0 3

1 0
det = 0 (1 ) (3 ) = 0
0
3
= 1, 3, one positive and one negative


x u
Unstable saddle point. = et so that eigenvector,
y v

u 1 0 u 0
, satises = .
v 0 3 v 0

0 0 u 0
Eigenvector for = 1 : = 4v = 0
0 4 v 0

1
v = 0, u is free to choose, say, u = 1 and eigenvector is .
0
1
Solution of the dierential equation is et .
0

4 0 u 0
Eigenvector for = 3 : = 4u = 0
0 0 v 0
0
u = 0, v is free to choose, say, v = 1 and eigenvector is .
1
0
Solution of the dierential equation is e3t .
1
140 CHAPTER 4


1 0
37. (29) A = . det A = 3, trA = 2.
1 3
2
Now 4 det A = 12 < 4 = (trA) eigenvalues are real.
Also det
A < 0 implies
unstable saddle point.
4 3
(31) A = . det A = 3, trA = 4.
1 0
2
Now 4 det A = 12 < 16 = (trA) eigenvalues are real.
Also det
A>0 and trA > 0 imply unstable node.
2 1
(33) A = . det A = 1, trA = 2.
1 0
2
Now 4det A = 4 = (trA) eigenvalues are real (repeated).
1 0
(35) A = . det A = 3, trA = 2.
0 3
2
Now 4 det A = 12 < 4 = (trA) eigenvalues are real.
Also det A < 0 implies unstable saddle point.
39.

41.
Linear Systems of Dierential Equations and Their Phase Plane 141
Chapter Five

Mostly Nonlinear First-Order Dierential Equations

5.1 FIRST-ORDER DIFFERENTIAL EQUATIONS

There are no exercises in this section.

5.2 EQUILIBRIA AND STABILITY

dx
1. = x (x 1) = f (x)
dt
Equilibria: f = 0 x (x 1) = 0 x = 0, 1.
2
3. dx
dt = (x 1) (x 2) = f (x)
2
Equilibria: f = 0 (x 1) (x 2) = 0 x = 1, 2.
5. dx
dt = sin x = f (x)
Equilibria: f = 0 sin x = 0 x = n, for n = 0, 1, 2, ...
7. dx
dt = x (a bx) = f (x)
Equilibria: f = 0 x (a bx) = 0 x = 0, ab .
2
9. dx
dt = x (x 1) = f (x)
2
Equilibria: f = 0 x (x 1) = 0 x = 0, 1.
f (x) = 3x2 4x + 1. For x = 0, f (0) = 1 > 0

x = 0 is an unstable equilibrium.

Solution of the linearized dierential equation

dy
dt = f (xe ) y = f (0) y = y for this equilibrium is


y = x 0 = cef (0)t x = cet .
Graph:

For x= 1, f (1)
= 0 Linear analysis is inconclusive.

dx
11. dt = x2 1 x2 3 = f (x) .
2
Equilibria: f =0 x 1 x2 3 = 0
x = 1, 3.

f (x) = 2x x2 3 + x2 1 2x.
For x = 1, f (1) = 4 < 0 x = 1 is a stable equilibrium.

Solution of the linearized dierential equation


dy
dt = f (xe ) y = 4y for this equilibrium is

y = x 1 = cef (1)t = ce4t x = ce4t + 1.
Graph:

For x = 1, f (1) = 4 > 0 x = 1 is an unstable equilibrium.

Solution of the linearized dierential equation for this equilibrium is



y = x + 1 = cef (1)t = ce4t x = ce4t 1.
MOSTLY NONLINEAR FIRST-ORDER DIFFERENTIAL EQUATIONS 143

Graph:

For x = 3, f 3 = 4 3 > 0 x = 3 is an unstable

equilibrium. Solution of the linearized dierential equation for


this equilibrium is

y = x 3 = cef ( 3)t = ce4 3t x = ce4 3t + 3.

Graph:

For x = 3, f 3 = 4 3 < 0 x = 3 is a stable

equilibrium. Solution of the linearized dierential equation for this


equilibrium is

y = x + 3 = cef ( 3)t = ce4 3t x = ce4 3t 3.

Graph:
13. dx
dt = tan x = f (x) .

Equilibria: f = 0 tan x = 0 x = n, for all integer n.

f (x) = sec2 x and f (n) = 1 > 0 for all integer n.

So all equilibria are unstable.

Solution of the linearized dierential equation

dy
dt
= f (xe ) y = f (n) y = y is
f (n)t
y = x n = ce = cet x = cet + n for all integer n.

dx 3x
15. dt = e 5 = f (x) .
Equilibria: f = 0 e3x = 5 x = 13 ln 5.

f (x) = 3e 3x
and f 13 ln 5 = 15 < 0 .
1
So x = 3 ln 5 is a stable equilibrium. Solution of the linearized
1
dierential equation dy
dt = f (xe ) y = f 3 ln 5 y = 15y is
y = x + 1 ln 5 = cef ( 3 ln 5)t = ce15t x = ce15t 1 ln 5.
1

3 3

5.3 ONE DIMENSIONAL PHASE LINES

dx
1. dt = x (x 1) = f (x)

Phase line:

dx
dt

x
1

Equilibria: f = 0 x (x 1) = 0 x = 0, 1.
From the graph above, x = 0 is stable and x = 1 is unstable.
144 CHAPTER 5

dx 2
3. dt = (x 1) (x 2) = f (x)
Phase line:
dx
dt
5

x
0 1 2

2
Equilibria: f = 0 (x 1) (x 2) = 0 x = 1, 2.
From the graph above, x = 1 is unstable and x = 2 is unstable.
5. dx
dt = sin x = f (x)

Phase line: see text page 411.

Equilibria: f = 0 sin x = 0 x = n, for n = 0, 1, 2, ...


From the graph of the phase line, x = n is unstable if n is even
integer
and x = n is stable if n is odd integer.
dx
7. dt = x2 + 1 = f (x)

Phase line:

dx
dt

Equilibria: f = 0 x2 + 1 = 0 has no real solution (there


is no equilibrium in this problem).
9. dx 3
dt = x = f (x)
Phase line:
MOSTLY NONLINEAR FIRST-ORDER DIFFERENTIAL EQUATIONS 145

dx
dt

Equilibria: f = 0 x3 = 0 x = 0.
From the graph above, x = 0 is unstable.
4
11. dx
dt = (x 3) = f (x) .
Phase line:
dx
dt

x
3

4
Equilibria: f = 0 (x 3) = 0 x = 3.
From the graph above, x = 3 is unstable.
13. dx
dt = (x 1) (x 2) (x 3) (x 4) = f (x) .
Phase line:

Equilibria: f = 0 (x 1) (x 2) (x 3) (x 4) = 0
x = 1, 2, 3, 4.
From the graph above, x = 1 and 3 are stable but x = 2
and 4 are unstable.
15.
146 CHAPTER 5

0 t

17.
x

0 t

dx
19. dt = x2 . Separation of variables gives dx
x2 = dt which,
on integration, yields x1 = t + c x = t+1c . Note
that c > 0 if x (0) < 0 and c < 0 if x (0) > 0. If x (0) > 0
and x (0) is close to zero, then x (t) increases since
dx 1
dt = (t+c)2 > 0 and thus the solution is not stable.
dx
21. dt = x2 . Separation of variables gives dxx2 = dt which,
on integration, yields x1 = t + c x (t) = t+c 1
for t 0.
1
Initial condition 0 > x (0) = c (thus c > 0). Then from
x (t) = t+1c , we see that x (t) has a vertical asymptote at
t = c which is less than zero (since c > 0). Thus there are
no vertical asymptotes for t 0. From x (t) = t+1c ,
as t , x (t) 0, but x (t) = 6 0 for nite t.

5.4 APPLICATION TO POPULATION DYNAMICS: THE LO


GISTIC EQUATION

dx

1. dt = ax bx3 = a bx2 x = kx where k = a bx2 is the growth rate
with a > 0, b > 0, x 0. p
(a) k = a bx2 > 0 bx2 < a x < ab . That is, growth rate is

pa
positive if the population x < b .

MOSTLY NONLINEAR FIRST-ORDER DIFFERENTIAL EQUATIONS 147


pa
k = a bx2 < 0 bx2 > a x > b. That is, growth rate is
p
negative if the population x > ab .
(b)
dx
dt

x
a
b

(c)
x

a
b

0 t

dx
3. dt = x (a bx) = ax bx2 . Using partial fraction we write
1 A B
x(abx) = x
+ abx . Multiplying by the denominator gives
1 = A (a bx) + Bx. Letting x = 0 and x = ab we have

R R
A = a1 and B = ab . Then x(abx) dx

= dt

1
R dx b
R dx
R
a x + a abx = dt a1 ln |x| a1 ln |a bx| = t + c

a1
x
a1 ln abx = t + c abx x
=e x
cet abx = ceat
at at
x = ace bce x a
aceat ac
x (t) = 1+bce at = bc+eat =
1+[ bc
b
.
1
]eat
a
ac x(0)
So x (0) = 1+b 1 = 1+bc c = abx(0) .
bc
a a

Thus x (t) = " b # = b


abx(0) .

1 1+[ bx(0) ]eat


1+ bx(0)
eat
abx(0)
dx
5. dt
= x (a bx) . There are three parameters here: a, b, x (0) .
Let x = a
b
b y (Note y (0) = a x (0)). Then dierentiation gives
a dy dx a a
b dt = dt = x (a bx) = b y (a ay) = b ya (1 y)
dy
dt = ay (1 y) which has two parameters, a and y (0) = ab x (0) .
148 CHAPTER 5

dx
7. = ax + bx2 = (a + bx) x = kx where k = a + bx is the growth rate
dt
with a > 0, b > 0, x 0.
(a) growth rate k = a + bx is an increasing function because it is linear
with positive slope b. So growth rate increases as the population x
increases.
(b)
dx
dt

(c)
x
Finite time
explosion
(see d)

t
0

dx
(d) = x (a + bx) = ax + bx2 . Separation of variables gives
R
dt
dx
R
x(a+bx) = dt. Using integration table we get,
a1
1 x x
a ln a+bx = t + c a+bx cet a+xbx = ceat
=e
aceat
x = aceat + bceat x x (t) = 1bceat .
ac x(0)
So x (0) = 1bc c = a+bx(0) .
aceat 1
Now x (t) = 1bce at = when eat = bc . For this to occur
bx(0)
when t > 0, we need bc < 1. However, bc = a+bx(0) < 1,
since x (0) 0.
a (tt ) a (tt0 )
0
9. (a) x (t) = + e a22 (tt0 ) e a22 (tt0 )
h a e +e i h a i
a a
e 2 (tt0 ) +e 2 (tt0 ) + e 2 (tt0 ) e 2 (tt0 )
= a a .
e 2 (tt0 ) +e 2 (tt0 )
a
Multiplying the numerator and denominator by e 2 (tt0 ) we have
[1+ea(tt0 ) ]+ [1ea(tt0 ) ]
x (t) = 1+ea(tt0 )
and comparing this with
a
equation (2), x (t) = h b
abx0
i , we obtain
1+ bx0 eat
MOSTLY NONLINEAR FIRST-ORDER DIFFERENTIAL EQUATIONS 149
a(tt0 ) a(tt0 )
[1+e ]+ [1e ] a

1+ea(tt0 )
= h b
abx0
i .
1+ bx0 eat
Equating
a
Numerator: + + ( ) ea(tt
h
0)
=
ib
Denominator: 1 + ea(tt0 ) = 1 + abxbx0
0
eat
.
From the rst equation we equate exponential and nonexponential
terms to have + = ab
and = 0.
Adding these, we get = 2ab and then = 2ab .
h i
From the second equation, 1 + eat eat0 = 1 + abx bx0
0
eat

abx0 abx0
eat0 = abx 1
bx0 at0 = ln bx0 t0 = a ln bx0 .
0

a (tt ) a (tt0 ) a
0 2 sinh (tt )
(b) x (t) = + e a22 (tt0 ) e a22 (tt0 ) = + 2 cosh 2a (tt00 )
e +e 2
= + tanh a2 (t t0 ) .
(c)
tanh t
1

Asymptotic behavior: lim tanh t = 1 and lim tanh t = 1.


t t
(d)
x(t)

a
b

+= a
b

=0

(e) See part (a).


11. f (Q) = a + bQ + cQ2 .
(i) f (0) = 0 a = 0
(ii) f (Q) = b + 2cQ b for Q small. So b > 0 for f (Q) > 0.
(iii) f (Q) = b + 2cQ 2cQ for Q large. So c < 0 for f (Q) < 0.
Hence f (Q) = bQ + cQ2 with b > 0, c < 0 and thus f (Q)
is a logistic equation.
Chapter Six

Nonlinear Systems of Dierential Equations in the


Plane

6.1 INTRODUCTION

There are no exercises in this section.

6.2 EQUILIBRIA OF NONLINEAR SYSTEMS, LINEAR


STABILITY ANALYSIS OF EQUILIBRIUM, AND PHASE PLANE

dx
1. dt
= x (1 + y) = x + xy = f
dy

dt = y (2 4x) = 2y 4xy =g
(a) Equilibria: f = 0 and g = 0
x (1 + y) = 0 Either x = 0 or y = 1
y (2 4x) = 0 If x = 0, then y = 0. If y = 1, then x = 12 .
Thus"equilibria are
# (0, 0) and 21 , 1 .
f f
x y 1+y x
(b) A = g g = .
x y
4y 2 4x

1 0
For equilibrium (0, 0) , A = . The eigenvalue, , satises
0 2
1 0
det (A I) = 0 det =0
0 2
(1 ) (2 ) = 0 = 1, 2 (both positive).
So the equilibrium
(0, 0) is an unstable node.
u 1 0 u 0
Eigenvector, , satises = .
v 0 2 v 0
0 0 u 0
Eigenvector for = 1 : = v = 0.
0 1 v 0
u 1
u is free to choose, say, u = 1 = .
v 0

1 0 u 0
Eigenvector for = 2 : = u = 0.
0 0 v 0
u 0
v is free to choose, say, v = 1 = .
v 1
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 151

1 0 1
For equilibrium 2
2 , 1 ,A=
0 4
. The eigenvalue, ,

21
satises det (A I) = 0 det = 0 2 2 = 0
4

= 2 (one positive, one negative). So the equilibrium 21 , 1
is a saddle point.

u 12 u 0
Eigenvector, , satises = .
v 4 v 0

2 1
u 0
Eigenvector for = 2 :
2 =
4 2 v 0
1

2u + 2 v = 0. Let u = 1. Then v = 2 2.

u 1
So = .
v 2 2

2 12 u 0
Eigenvector for = 2 : =
4 2 v 0

2u + 21 v = 0. Let u = 1. Then v = 2 2.

u 1
So = .
v 2 2
(c)

dy
dy y(24x)
(e) Nullclines: dx = dt
dx = x(1+y) .
dt
dy
So dx = 0 y (2 4x) = 0 y = 0, x = 12
dy
and dx = x (1 + y) = 0 x = 0, y = 1.
y

y = 1

1
x=
2
152 CHAPTER 6

dx
3. dt
= 2x 2xy = 2x (1 y) =f
dy

dt = y xy = y (1 x) = g
(a) Equilibria: f = 0 and g = 0
2x (1 y) = 0 Either x = 0 or y = 1
y (1 x) = 0 If x = 0, then y = 0. If y = 1, then x = 1.
Thus"equilibria are
# (0, 0) and (1, 1) .
f
f

x y 2 2y 2x
(b) A = g g = .

x y
y 1 x


2 0
For equilibrium (0, 0) , A = . The eigenvalue, , satises
0 1

2 0
det (A I) = 0 det =0
0 1
(1 ) (2 ) = 0 = 1, 2 (both positive).
So the equilibrium
(0, 0) is an unstable node.
u 2 0 u 0
Eigenvector, , satises = .
v 0 1 v 0

1 0 u 0
Eigenvector for = 1 : = u = 0.
0 0 v 0
u 0
v is free to choose, say, v = 1 = .
v 1

0 0 u 0
Eigenvector for = 2 : = v = 0.
0 1 v 0
u 1
u is free to choose, say, u = 1 = .
v 0
0 2
For equilibrium (1, 1) , A = . The eigenvalue, , satises
1 0

2
det (A I) = 0 det = 0
2 2 = 0
1

= 2 (one positive, one negative).

So the equilibrium
(1, 1) is a saddle point.
u 2 u 0
Eigenvector, , satises = .
v 1 v 0

2 2 u 0
Eigenvector for = 2 : =
1 2 v 0

2u 2v = 0.
Let u = 2. Then v = 1.

u 2
So = is unstable direction.
v 1

2 2 u 0
Eigenvector for = 2 : =
1 2 v 0

u 2
2u 2v = 0. Let u = 2. Then v = 1. So =
v 1
is stable direction.
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 153

(c)

dy
dy y(1x)
(e) Nullclines: dx = dt
dx = 2x(1y) .
dt
dy
So dx = 0 y (1 x) = 0 y = 0, x = 1
dy
and dx = 2x (1 y) = 0 x = 0, y = 1.
y

y=1

x=1

dx
5. dt
= x y = f
dy

dt = 2x + 2xy = 2x (1 y) = g
(a) Equilibria: f = 0 and g = 0
xy =0 x=y
2x (1 y) = 0 2x (1 x) = 0 x = 0 or x = 1.
Then"y = 0 or y#= 1. Thus equilibria are (0, 0) and (1, 1) .
f f

1 1
(b) A = x g
y
g = .

x y

2 + 2y 2x

1 1
For equilibrium (0, 0) , A = . The eigenvalue, , satises
2 0

1 1
det (A I) = 0 det = 0 (1 ) 2 = 0
2
2
2 = 0 ( + 1) ( 2)
= 1, 2 (one positive, one negative).
So the equilibrium
(0, 0) is a saddle point.
u 1 1 u 0
Eigenvector, , satises = .
v 2 v 0
154 CHAPTER 6

2 1 u 0
Eigenvector for = 1 : =
2 1 v 0

u 1
2u v = 0. Let u = 1. Then v = 2 = is stable
v 2
direction.
1 1 u 0
Eigenvector for = 2 : =
2 2 v 0
u 1
u v = 0. Let u = 1. Then v = 1 =
v 1
is unstable direction.
1 1
For equilibrium (1, 1) , A = . The eigenvalue, , satises
0 2
1 1
det (A I) = 0 det =0
0 2
(1 ) (2 ) = 0 = 1, 2 (both positive).
So the equilibrium
(1, 1) is an unstable node.
u 1 1 u 0
Eigenvector, , satises = .
v 0 2 v 0
0 1 u 0
Eigenvector for = 1 : = v = 0.
0 1 v 0

u 1
u is free to choose, say, u = 1. So = .
v
0
1 1 u 0
Eigenvector for = 2 : =
0 0 v 0
u 1
u v = 0. Let u = 1. Then v = 1. So = .
v 1
(c)

dy
dy 2x(1y)
(e) Nullclines: dx = dt
dx = xy .
dt
dy
So dx = 0 2x (1 y) = 0 x = 0, y = 1
dy
and dx = x y = 0 x = y.
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 155

y
y=x

y=1

dx 2
7. dt
= 1 y = f
dy
2
dt = 1 x = g
(a) Equilibria: f = 0 and g = 0

1 y 2 = 0 y = 1
1 x2 = 0 x = 1.

Thus"equilibria are
# (1, 1) , (1, 1) , (1, 1) and (1, 1) .

f
f

x y 0 2y

(b) A = g g = .
x y
2x
0


0 2
For equilibrium (1, 1) , A = . The eigenvalue, , satises
2 0
2
det (A I) = 0 det = 0 2 4 = 0 2 = 4
2
= 2, 2 (one positive, one negative).
So the equilibrium
(1, 1) is a saddle point.

u 2 u 0
Eigenvector, , satises = .
v 2 v 0

2 2 u 0
Eigenvector for = 2 : =
2 2 v 0

u 1
2u 2v = 0. Let u = 1. Then v = 1 =
v 1
is unstable direction.

2 2 u 0
Eigenvector for = 2 : =
2 2 v 0

u 1
2u 2v = 0. Let u = 1. Then v = 1 =
v 1
is stable direction.

0 2
For equilibrium (1, 1) , A = . The eigenvalue, , satises
2 0

2
det (A I) = 0 det = 0 2 4 = 0 2 = 4
2
= 2, 2 (one positive, one negative).
So the equilibrium (1, 1) is a saddle point.
156 CHAPTER 6

u 2 u 0
Eigenvector, , satises = .
v 2 v 0

2 2 u 0
Eigenvector for = 2 : =
2 2 v 0

u 1
2u + 2v = 0. Let u = 1. Then v = 1 =
v 1
is unstable direction.

2 2 u 0
Eigenvector for = 2 : =
2 2 v 0
u 1
2u + 2v = 0. Let u = 1. Then v = 1 =
v 1
is stable direction.

0 2
For equilibrium (1, 1) , A = . The eigenvalue, , satises
2 0

2
det (A I) = 0 det = 0 2 + 4 = 0
2
= 2i (complex).

So the equilibrium (1, 1) is a center (nonlinear


may be dierent).

0 2
For equilibrium (1, 1) , A = . The eigenvalue, , satises

2 0

2
det (A I) = 0 det = 0 2 + 4 = 0
2
= 2i (complex).

So the equilibrium (1, 1) is a center (nonlinear may be dierent).

(c)

dy
dy 1x2
(e) Nullclines: dx = dt
dx = 1y 2 .
dt
dy
So dx = 0 1 x2 = 0 x = 1
dy
and dx = 1 y 2 = 0 y = 1.
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 157

dx 2
9. dt
= x y + x =f
dy

dt = x + y = g
(a) Equilibria: g = 0 x + y = 0 y = x

f = 0 x y + x2 = 0 2x + x2 = 0

x (2 + x) = 0 x = 0 or 2. So y = 0 or 2.
Thus"equilibria are
# (0, 0) and (2, 2) .
f f
x y 1 + 2x 1
(b) A = g g = .
x y
1 1

1 1
For equilibrium (0, 0) , A = . The eigenvalue, , satises
1 1
1 1 2
det (A I) = 0 det = 0 (1 ) + 1 = 0
1 1

2 2 + 2 = 0 = 2 248 = 1 i (complex with positive
real part). So the equilibrium (0, 0) is unstable
spiral.
3 1
For equilibrium (2, 2) , A = . The eigenvalue, ,
1 1


3 1
satises det (A I) = 0 det = 0

1 1
(1 ) (3 ) + 1 = 0
2 + 2 2 = 0


2 4+8

= 2 = 1 3 (one positive, one negative).
So the equilibrium
(2, 2) is a saddle point.
u 3 1 u 0
Eigenvector, , satises = .
v 1 1 v 0

Eigenvector
for = 1 + 3:
2 3 1 u 0
= 2 3 u v = 0.
1 2 3 v 0

u 1
Let u = 1. Then v = 2 3 =
v 2 3
is unstable direction.

Eigenvector
for = 1 3 :

2 + 3 1 u 0
= 2 + 3 u v = 0.

1 2+ 3 v 0
158 CHAPTER 6

u 1
Let u = 1. Then v = 2 + 3 =
v 2 + 3
is stable direction.
(c)

dy
dy x+y
(e) Nullclines: dx = dt
dx = xy+x2 .
dt
dy
So dx = 0 x + y = 0 y = x

dy
and dx = x y + x2 = 0 y = x + x2 .

Note intersections at equilibria.


y

dx
11. = x 2y = f
dt
dy
= 2x y + xy 2 = g
dt
(a) Equilibria: f = 0 x 2y = 0
x = 2y
g =0 2x y + xy 2 = 0 4y y 2y 3 = 0

y 2y 2 + 5 = 0 y = 0 (real only). So x = 0.

Thus"equilibria is
# (0,0) only.

f f
1 2
(b) A = x y
= .
g
x
g
y
2 + y 2 1 + 2xy

1 2
For equilibrium (0, 0) , A = . The eigenvalue, , satises
2 1

1 2
det (A I) = 0 det =0
2 1
2
(1 ) + 4 = 0
2 + 2 + 5 = 0

= 2 2 420 = 1 2i (complex with negative real part).


NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 159

So the equilibrium (0, 0) is a stable spiral.


(c)

dy
dy 2xy+xy 2
(e) Nullclines: dx = dt
dx = x2y .
dy
dt
So dx = 0 2x y + xy = 0 x 2 + y 2 = y
2
y
x = 2+y 2
dy
and dx = x 2y = 0 y = 12 x.

dx
13. = x xy + x2 = x xy 8x2 = f
dt

dy

dt= y + xy = g
(a) Equilibria: g = 0 y (1 x) = 0 y = 0 or x = 1.

f = 0 x xy 8x2 = 0. If y = 0, then x 8x2 = 0

x (1 8x) = 0 x = 0, 18 .
If x = 1, then 1 y 8 = 0 y = 7.
1
Thus"equilibria is
# (0,0) , 8 , 0 and (1, 7).
f f
1 y 16x x
(b) A = x g
y
g = .
x y
y 1 +x

1 0
For equilibrium (0, 0) , A = . The eigenvalue, , satises
0 1

1 0
det (A I) = 0 det =0
0 1
(1 ) (1 + ) = 0 = 1, 1 (one positive, one negative).
So the equilibrium (0, 0) is a saddle point.
160 CHAPTER 6

1 1 18
For equilibrium 8, 0 ,A= . The eigenvalue, ,
0 78

1 81
satises det (A I) = 0 det =0
0 87

7 7
(1 ) 8 1 =0 = 1, 8 (both negative).

So the equilibrium 8 , 0 is a stable node.


8 1
For equilibrium (1, 7) , A = . The eigenvalue, ,
7
0
8 1
satises det (A I) = 0 det =0
7

2 + 8 7 = 0 =
8 264+28

= 4 23 (one positive, one negative).

So the equilibrium (1, 7) is a saddle point.


15. dx 2 1 2
dt = x xy + x = x xy + 3 x = f
dy
dt = y + xy = g
(a) Equilibria: g = 0 y (1 x) = 0 y = 0 or x = 1.
f = 0 x xy + 13 x2 = 0. If y = 0, then x + 31 x2 = 0
x 1 + 13 x = 0 x = 0, 3.
If x = 1, then 1 y +
31 = 0 y = 43 .
4
# (0,0) , (3, 0) and 1,
3 .
Thus"equilibria is
f f
1 y + 23 x x
(b) A = x g
y
g = .
x y
y 1 +x

1 0
For equilibrium (0, 0) , A = . The eigenvalue, , satises
0 1

1 0
det (A I) = 0 det =0
0 1
(1 ) (1 + ) = 0 = 1, 1 (one positive, one negative).
So the equilibrium (0, 0) is a saddle
point.
1 3
For equilibrium (3, 0) , A = . The eigenvalue, ,
0 4

1 3
satises det (A I) = 0 det =0
0 4
(1 ) (4 ) = 0 = 1, 4 (both negative).
So the equilibrium (3, 0) is a stable node.

1
1
For equilibrium 1, 43 , A = 34 . The eigenvalue, , satises
0
1 3
1
det (A I) = 0 det 3 4 = 0 2 13 + 34 = 0
3

32 + 4 = 0 = 1 6148 = 16 47
6 i (complex
with positive real part).

So the equilibrium 1, 43 is an unstable spiral.
17. dx 2 2
dt = x xy + x = x xy + 8x = f
dy
dt = y + xy = g
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 161

(a) Equilibria: g = 0 y (1 x) = 0 y = 0 or x = 1.

f = 0 x xy + 8x2 = 0. If y = 0, then x + 8x2 = 0

x (1 + 8x) = 0 x = 0, 18 .
If x = 1, then 1 y + 8 = 0 y = 9.
1
Thus"equilibria is# (0,0) , 8 , 0 and (1, 9).
f f
1 y + 16x x
(b) A = x g
y
g = .
x y
y 1 +x

1 0
For equilibrium (0, 0) , A = . The eigenvalue, , satises
0 1

1 0
det (A I) = 0 det =0
0 1
(1 ) (1 + ) = 0 = 1, 1 (one positive, one negative).
So the equilibrium (0, 0) is a saddle
point.
1 1 1
For equilibrium 8 , 0 , A = 8 . The eigenvalue, ,
0 98
1

1 8
satises det (A I) = 0 det =0
0 98
9
(1 ) 8 = 0 = 1, 89 (both negative).
1
So the equilibrium 8 , 0 is a stable node.
8 1
For equilibrium (1, 9) , A = . The eigenvalue, , satises
9 0
8 1
det (A I) = 0 det = 0 2 8 + 9 = 0
9

= 8 6436
2 = 4 7 (both positive).
So the equilibrium (1, 9) is an unstable node.

6.3 POPULATION MODELS

1. Two Competing Species Models


dx 2
dt = x (a by cx) = ax bxy cx
dy 2
dt = y (q rx sy) = qy rxy sy .
a = 2, b = c = 1, and q = r = 6, s = 0. So
dx 2
dt = x (2 y x) = 2x xy x = f
dy
dt = y (6 6x) = 6y 6xy = g
(a) Equilibria: g = 0 y (6 6x) = 0 y = 0 and x = 1.
f = 0 x (2 y x) = 0. If y = 0, then x = 0, 2.
If x = 1, then y = 1.
Thus equilibria are (0,"0) , (2, 0) and
# (1, 1) .
f f
x y 2 y 2x x
Jacobian matrix A = g g = .
x
6y 6 6x
y
2 0
For equilibrium (0, 0) , A = . The eigenvalue, , satises
0 6
162 CHAPTER 6

2 0
det (A I) = 0 det =0
0 6
(2 ) (6 ) = 0 = 2, 6 (both positive).
So the equilibrium
(0, 0) is an unstable node.
u 2 0 u 0
Eigenvector, , satises = .
v 0 6 v 0
0 0 u 0
Eigenvector for = 2 : = v = 0.
0 4 v 0

u 1
u is free to choose, say, u = 1 = .
v 0

4 0 u 0
Eigenvector for = 6 : = u = 0.
0 0 v 0

u 0
v is free to choose, say, v = 1 = .
v 1

2 2
For equilibrium (2, 0) , A = . The eigenvalue, , satises
0 6
2 2
det (A I) = 0 det =0
0 6
(2 ) (6 ) = 0 = 2, 6 (both negative).
So the equilibrium
(2, 0) is a stable node.
u 2 2 u 0
Eigenvector, , satises = .
v 0 6 v 0
0 2 u 0
Eigenvector for = 2 : = 2v = 0
0 4 v 0

u 1
v = 0. u is free to choose, say, u = 1. So = .
v 0
4 2 u 0
Eigenvector for = 6 : =
0 0 v 0
u 1
4u 2v = 0. Let u = 1. Then v = 2. So = .
v 2

1 1
For equilibrium (1, 1) , A = . The eigenvalue, , satises
6 0
1 1
det (A I) = 0 det = 0 2 + 6 = 0
6
( + 3) ( 2) = 0 = 2, 3 (one positive, one negative).
So the equilibrium
(1, 1) is a saddle point.
u 1 1 u 0
Eigenvector, , satises = .
v 6
v 0
3 1 u 0
Eigenvector for = 2 : =
6 2 v 0

u 1
3u v = 0. Let u = 1. Then v = 3. So =
v 3
is unstable direction.
2 1 u 0
Eigenvector for = 3 : =
6 3 v 0
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 163

u 1
2u v = 0. Let u = 1. Then v = 2. So =
v 2
is stable direction.
(b) Graph of phase portrait using linear systems.

dy
dy y(66x)
(c) Method of nullclines: dx = dt
dx = x(2yx) .
dt
dy
So dx = 0 y (6 6x) = 0 y = 0, x = 1
dy
and dx = x (2 y x) = 0 x = 0, y = 2 x.
x=1
y

1 2 x

(d) Graph improved by using eigenvectors.


164 CHAPTER 6

x = 1

1 2
x

3. Two Competing Species Models


dx 2

dt = x (a by cx) = ax bxy cx
dy 2

dt = y (q rx sy) = qy rxy sy .
3

a = 2
, b = 2, c = 4, and q = r = s = 1. So
dx
3
3
2

dt = x 2
2y 4x = 2
x 2xy 4x = f
dy 2

dt = y (1 x y) = y 3
xy y = g 3

(a) Equilibria: f = 0 x 2
2y 4x = 0 x = 0 or 2x + y = 4
.
g = 0 y (1 x y) = 0
y = 0 or x + y = 1.
If x = 0, then considering both equations obtained from g = 0

we have y = 0, 1. Equilibria are then (0, 0) and (0, 1) .


Again, if 2x + y = 3
4
, then considering both equations obtained
from g = 0, we solve: 3

2x + y = 3
4
and y = 0 to get 8
, 0 ; and 1
5

2x + y = 3
4
and x + y = 1 to get, by subtracting, 4
, 4
, which
is out of the domain as we are considering 3
x 0, y 0.
Thus equilibria are (0,"0) , (0, 1) and # 8
, 0 .
f f 3


x y 2
2y 8x 2x
Jacobian matrix A = g g = .
x
y 1 x 2y
y3

0
For equilibrium (0, 0) , A = 2
. The eigenvalue, , satises
0 1
3

2
0
det (A I) = 0 det =0
3
0 1

2
(1 ) = 0 = 2
, 1 (both positive).

So the equilibrium (0, 0) is an unstable node.


3

u 2
0 u 0
Eigenvector, , satises = .
v
0 1 v
0
1

2
0 u 0
Eigenvector for = 1 : = u = 0.
0 0 v
0
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 165

u 0
v is free to choose, say, v = 1 = .
v 1


3
0 0 u 0
Eigenvector for = 2
: 1
=
v = 0.
0 2
v 0

u 1
u is free to choose, say, u = 1 = .
v 0

1


2
0
For equilibrium (0, 1) , A = . The eigenvalue, , satises
1 1
1

2
0
det (A I) = 0 det =0
1
1
1
1

2
(1 ) = 0 =
2
, 1 (both negative).
So the equilibrium
(0, 1) is a stable
1
node.

u
2
0 u 0
Eigenvector, , satises = .
v 1
1 v 0
1

0 u 0
Eigenvector for = 1 :
2 = 1
2
u = 0
1 0 v 0

u 0
u = 0. v is free to choose, say, v = 1. So = .
v 1

0 0 u 0
Eigenvector for = 21 : =
1
21 v

0

u 1
u 21
v = 0. Let u = 1. Then v = 2. So = .
v 2
3
2 43
For equilibrium 38 , 0 , A = 5 . The eigenvalue, ,
0
38
2 43
satises det (A I) = 0 det 5 =0
0 8
3 5 3 5
2 8 = 0 = 2 , 8 (one positive, one negative).
3
So the equilibrium
8 , 0 is a saddle point.
u 23 43 u 0
Eigenvector, , satises 5 = .
v 0
v 0
8
0 43 u 0
Eigenvector for =
23 : = 43 v = 0
0 17 8 v

0

u 1
v = 0. u is free to choose, say, u = 1. So =
v 0
is stable direction. 17
8 43 u 0
Eigenvector for = 58 : =
0
0 v 0

u 6
17

8 u 3
4 v = 0. Let u = 6. Then v = 17. So =
v 17
is unstable direction.
(b) Graph of phase portrait using linear systems.
166 CHAPTER 6

0 3/8

dy
dy y(1xy)
(c) Method of nullclines: dx = dt
dx = x( 32 2y4x)
.
dt
dy
So dx = 0 y (1 x y) = 0 y = 0, y = 1 x
dy

and dx = x 23 2y 4x = 0 x = 0, y = 3
4 2x.
Lines do not intersect for x 0, y 0.

Nullcline graph in combined gure in answer to part (d).

(d) Graph improved by using eigenvectors.


y

3/8 x

5. Predator-prey models:
dx 2
dt = x (a by cx) = ax bxy cx
dy 2
dt = y (q + rx sy) = qy + rxy sy .
a = 3, b = c = 1, q = r = 1 and s = 0. So
dx 2
dt
= x (3 y x) = 3x xy x = f
dy

dt = y (1 + x) = y + xy = g
(a) Equilibria: g = 0 y (1 + x) = 0 y = 0 or x = 1.
f = 0 x (3 y x) = 0. If y = 0, then x = 0, 3 and
if x = 1, then y = 2.

Thus equilibria are (0,"0) , (3, 0) and


# (1, 2) .

f f
3 y 2x x
Jacobian matrix A = x g
y
g = .
x y
y 1 + x
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 167

3 0
For equilibrium (0, 0) , A = . The eigenvalue, , satises
0 1

3 0
det (A I) = 0 det =0
0 1
(3 ) (1 ) = 0 = 3, 1 (one positive, one negative).
So the equilibrium
(0, 0) is a saddle point.
u 3 0 u 0
Eigenvector, , satises = .
v 0 1 v 0

0 0 u 0
Eigenvector for = 3 : = v = 0.
0 4 v
0
u 1
u is free to choose, say, u = 1 = is unstable
v 0
direction.

4 0 u 0
Eigenvector for = 1 : = u = 0.
0 0 v 0
u 0
v is free to choose, say, v = 1 =
v 1

is stable direction.

3 3
For equilibrium (3, 0) , A = . The eigenvalue, , satises
0 2

3 3
det (A I) = 0 det =0
0 2
(3 ) (2 ) = 0 = 3, 2 (one positive, one negative).
So the equilibrium
(3, 0) is a saddle point.
u 3 3 u 0
Eigenvector, , satises = .
v 0 2 v 0

0 3 u 0
Eigenvector for = 3 : = v = 0.
0 5 v 0

u 1
u is free to choose, say, u = 1. So = is stable
v 0
direction.

5 3 u 0
Eigenvector for = 2 : =
0 0 v 0
u 3
5u 3v = 0. Let u = 3. Then v = 5. So =
v 5
is unstable direction.

1 1
For equilibrium (1, 2) , A = . The eigenvalue, , satises
2 0
1 1
det (A I) = 0 det = 0 2 + + 2 = 0
2

= 12 18 = 0

= 21 27 i (complex with negative real part).

So the equilibrium (1, 2) is a stable spiral.

(b) Graph of phase portrait using linear systems.


168 CHAPTER 6

dy
dy y(1+x)
(c) Method of nullclines: dx = dt
dx = x(3yx) .
dt
dy
So dx = 0 y (1 + x) = 0 y = 0, x = 1.
dy
and dx = x (3 y x) = 0 x = 0, y = 3 x.

3 x

7. Predator-prey models:
dx 2
dt
= x (a by cx) = ax bxy cx
dy 2

dt = y (q + rx sy) = qy + rxy sy .
a = 3, c = 0, q = r = s = b = 1. So
dx
dt
= x (3 y) = 3x xy = f
dy 2

dt = y (1 + x y) = y + xy y = g
(a) Equilibria: f = 0 x (3 y) = 0 x = 0 or y = 3.
g = 0 y (1 + x y) = 0. If x = 0, then y = 0, 1
and if y = 3, then x = 4. However, (0, 1) is not in the domain

since x 0, y 0.

Thus equilibria are (0,"0) , and (4,#3) .

f f
x y 3y x
Jacobian matrix A = g g = .
x
y 1 + x 2y
y
3 0
For equilibrium (0, 0) , A = . The eigenvalue, , satises
0 1
3 0
det (A I) = 0 det =0
0 1
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 169

(3 ) (1 ) = 0 = 3, 1 (one positive, one negative).


So the equilibrium
(0, 0) is a
saddle point.
u 3 0 u 0
Eigenvector, , satises = .
v 0 1 v 0

0 0 u 0
Eigenvector for = 3 : = v = 0.
0 4 v 0

u 1
u is free to choose, say, u = 1 = is unstable
v 0
direction.

4 0 u 0
Eigenvector for = 1 : = u = 0.
0 0 v 0
u 0
v is free to choose, say, v = 1 = is stable
v 1
direction.

0 4
For equilibrium (4, 3) , A = . The eigenvalue, , satises
3 3

4
det (A I) = 0 det = 0 2 + 3 + 12 = 0
3 3

= 3 2 948 = 0

= 23 239 i (complex with negative real part).

So the equilibrium (4, 3) is a stable spiral.

(b) Graph of phase portrait using linear systems.


dy
dy y(1+xy)
(c) Method of nullclines: dx = dt
dx = x(3y) .
dt
dy
So dx = 0 y (1 + x y) = 0 y = 0, y = x 1.
dy
and dx = x (3 y) = 0 x = 0, y = 3.

(c)
170 CHAPTER 6

(d) Graph improved by using eigenvectors.

9. Predator-prey models:
dx 2
dt = x (a by cx) = ax bxy cx
dy 2
dt = y (q + rx sy) = qy + rxy sy .
a = 3, b = 6, c = 2, q = r = s = 1. So
dx 2
dt = x (3 6y 2x) = 3x 6xy 2x = f
dy 2
dt = y (1 + x y) = y + xy y = g
(a) Equilibria: f = 0 x (3 6y 2x) = 0 x = 0 or x + 3y = 23 .
g = 0 y (1 + x y) = 0 y = 0 or x y = 1.
We solve x = 0 and g = 0 y = 0, y = 1 (0, 0) , (0, 1) .
However, (0, 1) is not in the domain since x 0, y 0.
Again we solve x + 3y = 23 and g = 0, i.e
x + 3y = 32 and y = 0 x = 23 23 , 0 or
x + 3y = 32 and x y = 1. Subtracting we have, y = 81 and
then x = 89 89
, 1

8 .
Thus equilibria are (0, 0) , 32 , 0 and 89 , 18 .
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 171
" #
f f
x y 3 6y 4x 6x
Jacobian matrix A = g g = .
x y
y 1 + x 2y

3 0
For equilibrium (0, 0) , A = . The eigenvalue, , satises
0 1
3 0
det (A I) = 0 det =0
0 1
(3 ) (1 ) = 0 = 3, 1 (one positive, one negative).
So the equilibrium
(0, 0) is a saddle point.
u 3 0 u 0
Eigenvector, , satises = .
v 0 1 v 0
0 0 u 0
Eigenvector for = 3 : = v = 0.
0 4 v 0

u 1
u is free to choose, say, u = 1 = is unstable
v 0
direction.

4 0 u 0
Eigenvector for = 1 : = u = 0.
0 0 v 0

u 0
v is free to choose, say, v = 1 = is stable
v 1

direction.

3 9
For equilibrium 23 , 0 , A = 1 . The eigenvalue, ,
0
2
3 9
satises det (A I) = 0 det 1 =0
1 0 2
(3 ) + 2 = 0 = 3, 12 (one positive, one negative).
3
So the equilibrium
2 , 0 is a saddle point.
u 3 9 u 0
Eigenvector, , satises 1 = .
v 0 v 0
2
0 9 u 0
Eigenvector for = 3 : = v = 0.
0 72 v 0

u 1
u is free to choose, say, u = 1 = is stable direction.
v 0
7
1 2 9 u 0
Eigenvector for = 2 : =
0 0 v 0

7 u 18
2 u 9v = 0. Let u = 18. Then v = 7 =
v 7
is unstable direction. 9
4 27
For equilibrium 89 , 18 , A = 1
4 . The eigenvalue, ,
1
8 9 8
4 274
satises det (A I) = 0 det 1 =0
9 1 27 8 18
4 8 + 32 = 0 82 + 19 + 9 = 0

= 19 16 361288
= 19 73
16 (both negative real roots).
So the equilibrium 89 , 18 is a stable node.
172 CHAPTER 6

u 49 274 u 0
Eigenvector, , satises 1 = .
v 18 v 0
" 8 #
17 73 27
19+ 73 16 4 u 0
Eigenvector for = 16 : =
1 17 73 v 0
8 16

17 73

u 27 v = 0. Let u = 108. Then v = 17 73

16 4

u 108
= .
v 17 73 " #
17+ 73 27
19 73 16 4 u 0
Eigenvector for = 16 : =
1 17+ 73 v 0
8 16

17+ 73

u 27 v = 0. Let u = 108. Then v = 17 + 73

16 4

u 108
= .
v 17 + 73
(b) Graph phase portrait using linear systems.

0 3/2

dy
dy y(1+xy)
(c) Method of nullclines: dx = dt
dx = x(36y2x) .
dt
dy
So dx = 0 y (1 + x y) = 0 y = 0, y = x 1.
dy
and dx = x (3 6y 2x) = 0 x = 0, y = 12 13 x.
y

3/2 x

11. a = b = 1, c = 2, q = 21 , r = 1. So
dx y x
dt =x 1 1+x =x 1+x y =f
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 173

dy
dt = y 12 + x
1+x = 12 y + 1+x x
y=g

(a) Equilibria: g = 0 y 21 + 1+x x
= 0 y = 0 or x = 1.

y
f = 0 x 1 1+x = 0. Substituting y = 0 we have x = 0.
Again substituting x = 1 in f = 0,we have y = 2.
Thus equilibria are (0,"0) and (1, 2) # . " #
f f y x
1 (1+x) 2 1+x
Jacobian matrix A = x y
= y .
g
x
g
y (1+x)2
12 + 1+x
x

1 0
For equilibrium (0, 0) , A = . The eigenvalue, , satises
0 21

1 0
det (A I) = 0 det =0
0 21
1
(1 ) 2 = 0 = 1, 21 (one positive, one negative).
So the equilibrium
(0, 0) is a saddle point.
u 1 0 u 0
Eigenvector, , satises = .
v 0 21 v 0

0 0 u 0
Eigenvector for = 1 : = v = 0.
0 32 v

0
u 1
u is free to choose, say, u = 1 = is unstable
v 0
direction. 3
1 2 0 u 0
Eigenvector for = 2 : = u = 0.
0 0 v 0

u 0
v is free to choose, say, v = 1 = is stable direction.
v 1
1
12
For equilibrium (1, 2) , A = 21 . The eigenvalue, , satises
0
1 2
12
det (A I) = 0 det 2 1 = 0 2 21 + 14 = 0
2
42 2 +1=0
= 2 8416 = 14 14 3i (complex with positive real part).
So the equilibrium (1, 2) is an unstable spiral.
(b) Graph phase portrait using linear systems.

dy
dy y ( 12 + 1+x
x
)
(c) Method of nullclines: = dt
dx = y
x(1 1+x
.
dx dt )
174 CHAPTER 6

dy
So = 0 y 21 + 1+x
dx
x
= 0 y = 0, x = 1.

dy y
and dx = x 1 1+x = 0 x = 0, y = 1 + x.

Combined gure for (c) and (d)


y

(e) Graph by software.


3

2
y

0 1 x 2 3

dT
13. dt
= kT0 V bT
dV

dt = N T cV
kT0 = 43 , b = 1, N = 1 and c = 2. So
dT 3
dt = T + 4 V = f
dV
dt = T 2V = g
Equilibria: f = 0 and g = 0
T + 34 V = 0
T 2V = 0
Adding these we get V = 0 and then T = 0.
Thusequilibria is (0, 0)
.
f f
T V 1 34
A= g

g = . The eigenvalue, , satises
T V
1 2
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 175
3

1 4
det (A I) = 0 det =0
1 2
(1 ) (2 ) 43 = 0 42 + 12 + 5 = 0
(2 + 1) (2 + 5) = 0 = 21 , 25 (both negative).
So the equilibrium
(0, 0) is a
stable node.
3
u 1 4 u 0
Eigenvector, , satises = .
v 1 2 v 0
1 3

2 u 0
Eigenvector for = 21 : 4 =
1 23
v

0

u 3
12 u + 43 v = 0. Let u = 3. Then v = 2 = .
v 2
3 3
u 0
Eigenvector for = 25 : 2 4 =
1 12 v 0

3 3 u 1
2 u + 4 v = 0. Let u = 1. Then v = 2 = .
v 2
(b) See text page 423 for the graph of the phase portrait.
dV
dV T 2V
(c) Method of nullclines: dT = dt
dT =
T + 43 V
.
dt
dV 1
So dT
= 0 T 2V = 0 V = 2T .
dV

and dT = T + 34 V = 0 V = 34 T .

T*

(d) Graph by software.


176 CHAPTER 6

2 y

2
2 x

dT
15. dt = kT0 V bT
dV
dt = N T cV
9
kT0 = 4 , b = 1, N = 1 and c = 1. So
dT 9
dt = T + 4 V = f
dV
dt = T V = g
(a) Equilibria: f = 0 and g = 0
T + 94 V = 0
T V = 0
Adding these we get V = 0 and then T = 0.
Thusequilibria is (0, 0) .
f f
T V 1 94
A= g

g = . The eigenvalue, , satises
1 1
T V 9

1 4
det (A I) = 0 det =0
1 1
2
(1 ) 49 = 0 42 + 8 5 = 0
(2 1) (2 + 5) = 0 = 21 , 52 (one positive, one negative).
So the equilibrium
(0, 0) is a
saddle point.
9
u 1 4 u 0
Eigenvector, , satises = .
v 1 1 v 0
3 9

2 u 0
Eigenvector for = 12 : 4 =
1 32 v

0

u 3
23 u + 49 v = 0. Let u = 3. Then v = 2 =
v 2
is unstable direction. 3 9
u 0
Eigenvector for = 25 : 2 4 =
1 32 v

0

3 9 u 3
2 u + 4 v = 0. Let u = 3. Then v = 2 v
=
2
is stable direction.
(b) Graph phase portrait using linear systems.
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 177

T*

dV
dV T V
(c) Method of nullclines: dT = dt
dT = T + 94 V
.
dt
dV
So dT = 0 T V =0V =T .
dV
and dT = T + 94 V = 0 V = 94 T .

y=v

T* = x

(d) Graph by software.


2 y

2
2 x

2
178 CHAPTER 6

6.4 MECHANICAL SYSTEMS

1.

saddle

Local maximum of potential is an unstable saddle point.


3.

saddle

center
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 179

Local maximum of potential is an unstable saddle point,


and local minimum of potential is a stable center.
5.

saddle

center center

Local maximum of potential is an unstable saddle point,


and two local minimum of potential are stable centers.
d2 x

7. dt2 = x 1 + x2 = f (x)
Equilibria: f = 0 Rx 1 + x2 = 0 R x = 0.
Potential: V (x) = f (x) dx = x + x3 dx = 21 x2 14 x4 .
180 CHAPTER 6

dx

dt

From the graph of the potential we see that the equlibrium


x = 0 is a local maximum and thus it is an unstable saddle point.
2
9. ddt2x = x 1 x2 = f (x)
Equilibria: f = 0 x 1 x2 = 0 x = 0 or x2 = 1
x = 0, 1. R R
Potential: V (x) = f (x) dx = x x3 dx = 21 x2 + 14 x4 .

x= 0

x= -1 x= 1
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 181

From the graph of the potential we see that the equlibrium x = 0


is a local maximum and x = 1 are local minimum. Thus x = 0 is
an unstable saddle point and x = 1 are stable centers.
2
11. ddt2x = x (6 3x) = 6x + 3x2 = f (x)
Equilibria: f = 0 x (6 3x) = 0 x = 0 or 3x = 6
x = 0, 2. R R
Potential: V (x) = f (x) dx = 6x + 3x2 dx = 3x2 x3 .

x=2

x=0

From the graph of the potential we see that the equlibrium


x = 0 is a local minimum and x = 2 is a local maximum. Thus
x = 0 is a stable center and x = 2 is an unstable saddle point.
13. Pendulum (nonlinear) without damping is given by
2 2
ml ddt2x + mg sin x = 0 ddt2x = sin x where = gl
.
dy d2 x
Let y = dx dt . Then dt = dt2 = sin x.

dy
dy sin x
The slope eld equation is then dx = dt
dx = y
dt
1 2
ydy = sin xdx. Integration yields 2y = cos x + E, where
E is a constant of integration, known as energy. Thus the
conservation of energy for the pendulum without damping is
1 2
E = 2
y cos x
2
E = 21 dx dt cos x.

2
15. The general conservative system is given by m ddt2x = f (x) .
dx d2 x
Multiplying this by dx dx
dt we have m dt dt2 = f (x) dt . Now we

d dx 2
d2 x
can rewrite this equation using the fact 12 dt dt = dx
dt dt2

d dx 2

as 21 m dt dt = f (x) dx
dt .
182 CHAPTER 6

Integrating this with respect to t we have

1 d
R dx 2 R
2 m dt dt dt = f (x) dx dt
dt

1
dx 2
R
2 m dt = f (x) dx + E
2 R
E = 12 m dx dt f (x) dx
which is the conservation of energy.
17. Pendulum with resistive force is given by
2
ml ddt2x + mg sin x = l dx dt .
In this problem m = = 1, l = 32. Also g = 32. So

2
d2 x
32 ddt2x + 32 sin x = 32 dx dx
dt dt2 = dt sin x.

2
dx dy d x dx
Let y = dt . Then dt = dt2 = dt sin x = y sin x.
Thus the dirential equation can be written as a system:
dx
dt
= y = f
dy

dt = y sin x = g
Equilibria: f = 0 y = 0 and then g = 0 gives sin x = 0
x = n, n is an integer. Since the original equation is
for x only, the "equilibrium# is x = n, n is an integer.

f f

x y
0 1
Jacobian A = g g = .
x y
cos x 1
Since cos x has dierent values at even and odd we separate
even and odd integers to have two sets of equilibria, x = 2n
and x = (2n + 1) , n is an integer.
0 1
For the equlibria x = 2n, A = . The eigenvalue,
1 1

1
, satises det (A I) = det = 0

1 1
2 + + 1 = 0

= 12 14 = 12 2
3 i (complex with negative real part).
Thus the equlibria x = 2n are stable spirals.

0 1
For the equlibria x = (2n + 1) , A = .
1 1

The eigenvalue, , satises



1

det (A I) = det =0
1 1

2 +1 = 0 = 12 1+4 = 12 5 (one positive, one negative).
Thus the equlibria x = (2n + 1) are unstable saddle points.
19. Pendulum with resistive force is given by
2
ml ddt2x + mg sin x = l dx
dt .
In this problem m = 31 , = 1, l = 32. Also g = 32. So
32 d2 x 32 dx d2 x dx
3 dt2 + 3 sin x = 32 dt dt2 = 3 dt sin x.
dy 2
Let y = dx d x dx
dt . Then dt = dt2 = 3 dt sin x = 3y sin x.
Thus the dirential equation can be written as a system:
dx
dt
= y = f
dy

dt = 3y sin x = g
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 183

Equilibria: f = 0 y = 0 and then g = 0 gives sin x = 0


x = n, n is an integer. Since the original equation is
for x only, the "equilibrium# is x = n, n is an integer.

f f

0 1
Jacobian A = x g
y
g = .
x y
cos x 3
Since cos x has dierent values at even and odd we separate
even and odd integers to have two sets of equilibria, x = 2n
and x = (2n + 1) , n is an integer.
0 1
For the equlibria x = 2n, A = . The eigenvalue,
1 3

1
, satises det (A I) = det =0
1 3

2 + 3 + 1 = 0 = 32 94 = 32 5 (both negative).
Thus the equlibria x = 2n are stable nodes.

0 1
For the equlibria x = (2n + 1) , A = .
1 3

The eigenvalue, ,
satises

1
det (A I) = det =0
1 3

2 + 3 1 = 0 = 32 9+4 = 32 13 (one positive, one
negative).
Thus the equlibria x = (2n + 1) are unstable saddle points.
21. Graph using software. Same phase plane as in Figure 6.4.5.

23. Graph using software.

-2

0 2 3 4 5
184 CHAPTER 6

25. Graph using software.

-2

0 2 3 4 5

You might also like