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Introduction To Differential Equations With Dynamical Systems - M. Ziaul Haque - Soluções PDF
Introduction To Differential Equations With Dynamical Systems - M. Ziaul Haque - Soluções PDF
Introduction to Dierential
Equations with Dynamical
Systems
M. Ziaul Haque
press.princeton.edu
Contents
Preface v
(Second Order) 35
iv CONTENTS
Preface
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
July, 2007.
Chapter One
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
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
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
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
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
(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,
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.
x
0
2 0 2
t
6 CHAPTER 1
3.
x
0
2 0 t 2
5.
x
0
2
0 2
t
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
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.
(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.
dx
1. dt = x t = f (t, x) , t0 = 0, x0 = 1, h = 0.5. We use recursive formula,
8 CHAPTER 1
x1 = x0 ht0 x20 = 1 0 = 1 at t1 = 1
x2 = x1 ht1 x21 = 1 1 = 0 at t2 = 2
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,
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
t
Rt 1 R 1
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
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 .
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
0
1 1/7
Rt 6/7 s
x= 7t s e ds + ct1/7 .
0
dx 1 dt dt
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 .
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.
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.
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
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 .
dx 4t 4t
27. dt + 4x = 3e . Substituting xp = Ae we get, 4Ae4t + 4Ae4t = 3e4t .
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.
Thus xp = 2t2 + t 9.
dx 3 3 2
37. dt + 3x = t . Substituting xp = At + Bt + Ct + D we get,
2 3 2
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
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 .
x
1
0 1 t
dx
67. + p(t)x = f (t), 0 t 2, x(0) = 2. For 0 t < 1,
dt
2
x
1
0 1 2
t
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
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:
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 .
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)
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. (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
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
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
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
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
Q(t) 5/3
C(t) = 3t+1000 = 7 500000 (3t + 1000) .
1 7S1
2
FIRST-ORDER DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS 25
dt = 200 .
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
cos t : A + B = 0
sin t : A B = 1
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 .
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
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
Thus x3 = x1 + x2 .
= x1 (tx2 ) x2 (tx1 )
= 0
So W (t) is constant.
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
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 ,
v = c2 (t 1) et + c1 .
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
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
r2 + r 2 = 0 (r + 2) (r 1) = 0 r = 1, 2. Thus
Hence x = 31 et 13 e2t .
2r2 + 8r + 6 = 0 r2 + 4r + 3 = 0 (r + 3) (r + 1) = 0
36 CHAPTER 2
2
get, r2 + 10r + 25 = 0 (r + 5) = 0 r = 5, repeated
2
get, r2 14r + 49 = 0 (r 7) = 0 r = 7, repeated
x = c1 e 12t + c2 e 12t .
29. Substituting x = ert into the
equation x + 4x + 8x = 0 we get
2
r +8=0 r = 8 = 8i.Thus the general
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
dierential equation is x = 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
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 =
equation is x 4x + 8x 8x + 4x = 0.
= 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,
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
c1 3c2 = 5
Here, the roots are real (and negative), so the system is overdamped.
we have r2 + 7r + 12 = 0 (r + 4) (r + 3) = 0 r = 4, 3.
c1 + c2 = 1; 4c1 3c2 = 1
c1 = 2 and c2 = 3. Thus
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
2
For = 2 :
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
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
2Aet + Atet 3Aet 3Atet + 2Atet = 2et , since tet terms cancel
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
we have,
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)
cos 3t : 6B = 0 B = 0
sin 3t : 6A = 4 A = 32 .
Thus xp = 32 t cos 3t and the general solution is
cos 2t : 3A = 1 A = 31
sin 3t : 3B = 0 B = 0.
Thus xp = 1 3 cos 2t and the general solution is
xp = 3 (3A0 + A1 ) e3t +3A1 e3t +9A1 te3t = (9A0 + 6A1 ) e3t +9A1 te3t .
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
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
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
we get r2 + 4r = 0 r (r + 4) = 0 r = 0, 4.
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 ,
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 .
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 .
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 .
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 .
A1 + 2A2 t + 3 A0 + A1 t + A2 t2 = t2 + 1
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
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 .
tet : A1 = 1
et : A0 + 3A1 = 0 A0 = 3A1 = 3.
So the form is xp = A0 + A1 t + A2 t2 + A3 t3 + A4 t4 + A5 t5 .
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.
x x = et et + et cos t we get, r2 1 = 0 r = 1.
r = + i = 1 + i is not a root k = 0.
The rst forcing term is of the form p(t) sin t where p(t) is a rst
2
(r + 1) = 0 r = 1 with multiplicity 1. Thus et and tet are
independent homogeneous solutions. The forcing term is of the form
4 1652
r= 2
r = 2 3i. Thus e2t cos 3t and e2t sin 3t are independent
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.
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
3
(r 1) = 0 r = 1 with multiplicity 3. Thus
xp = 2Ae2t , xp = 4Ae2t , x 2t
Thus xp = e2t and the general solution is x = e2t +c1 et +c2 tet +c3 t2 et .
56 CHAPTER 2
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 .
cos t : 2B = 2 B = 1
sin t : 2C = 0 C = 0
t0 : A = 3
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
x t t t
p = A0 e + 3A1 e + A1 te , xp = A0 e + 4A1 e + A1 te .
t t t
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
x 2t 2t 3t
p = 12Ae + 8Ate + 27Be , xp = 32Ae + 16Ate + 81Be .
2t 2t 3t
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
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
x
+ 2x + 2x = 3et cos t we get, r3 + 2r2 + 2r = 0
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) .
So 44 = 36 k = 36 (44) = 69696 2 .
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
xp = t (A cos t + B sin t) ,
xp = 2A sin t + 2B cos t t A 2 cos t + B 2 sin t .
Substituting
these in the originalequation 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
equation 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
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 .
xp = t (A cos t + B sin t) ,
xp = 2A sin t + 2B cos t t A 2 cos t + B 2 sin t .
Substituting
these in the originalequation we have,
sin t : 2Am = 0 A = 0.
F
So xp = 2m t sin tand thus the general solution is
cos 4t : 9A + 24B = 3 3A + 8B = 1
cos 2t : 9A + 8B = 5
sin 2t : 8A + 9B = 0
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
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
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
xp = A cos t + B sin t,
xp = A sin t + B cos t,
xp = A cos t B sin t.
cos t : A + 3B = 0
sin t : 3A + B = 1.
xp = A cos t + B sin t,
xp = A sin t + B cos t,
64 CHAPTER 2
xp = A cos t B sin t.
cos t : A + 2B = 0
sin t : 2A + B = 1.
xp = A cos t + B sin t,
xp = A sin t + B cos t,
xp = A cos t B sin t.
cos t : 2B = 0 B = 0
sin t : 2A = 1 A = 12 .
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
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
6 9
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 .
1
i = q = c1 et 12 c2 e 2 t .
2 = 3 + c1 + c2 1 = c1 + c2
4 = c1 12 c2 .
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
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
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
0 = 21 + c1 c1 = 12
0 = c1 + c2 c2 = c1 = 21
.
1 1
2 + 2e = c1 e c1 = 21 e 12 = 12 (e + 1) and
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,
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
conditions we get,
1 = c1 + c2
0 = c1 2c2 .
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
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
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)
+rtr tr = 0.
Thus the general solution is x = c1 t+c2 t1 +c3 cos (ln t)+c4 sin (ln t) .
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) .
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
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
No, tan t is not a right form of forcing function for using the method
of undetermined coecients.
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
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
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
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
)
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
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
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
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 .
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 .
v1 e2t + v2 e3t = 0
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
v1 x1 + v2 x2 + ... + vn xn = 0
v1 x1 + v2 x2 + ... + vn xn = 0
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
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.
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
1 0 0
W = e3t det 1 2t = e3t (2 + 4t 4t) = 2e3t .
2
2 2 + 4t
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
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
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)
6!
So F (s + 2) = (s+2) 7.
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 .
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
(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
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 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 .
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 .
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
.
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.
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)
1 1
Letting s = 2 and 2 in this equation gives A = 16 , B = 16 .
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 .
1
Letting s = 1 in this equation gives B = 2 .
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
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
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.
+ (s8) 6 .
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 .
s6 : 0 = A + B B = A = 12
86
5
s : 0 = 48A 40B + C C = 12
85
THE LAPLACE TRANSFORM 93
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 .
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 .
1 + s = A (s + 2) (s 2) + Bs (s + 2) + Cs (s 2) . Letting s = 0, 2
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 .
we get, L [y ] + 3L [y ] 4L [y] = 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 .
L [y ] + 5L [y ] + 6L [y] = L [1]
s2 + 6s + 1 = A (s + 3) (s + 2) + Bs (s + 3) + Cs (s + 2) .
1
y (t) = 6 + 72 e2t 83 e3t .
7. Taking the Laplace transform of both sides of y 3y + 2y = 1
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.
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) .
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.
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
s+1
sY (s) y (0) + 2Y (s) = (s+1) 2
+1
s+1 s+1
Multiplying
by the denominator
gives
s + 1 = A s2 + 2s + 2 + (Bs + C) (s + 2) .
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
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 .
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
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+
= 3H (t 2) + (t 3) H (t 5) .
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
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.
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.
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 .
= 1 e(t2) H (t 2) + 1 e(t3) H (t 3) .
27. The rst term, se2 +1 , is of the form ecs F1 (s) with c = 1
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)
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.
y 3y = t + (2 2t) H (t 1) (2 t) H (t 2) , y (0) = 1.
f ( ) = 2 2 + 2 = 4 2 f (t) = 4 2t.
So L [(2 2t) H (t 1)] = L f (t 1) H (t 1) = ecs F (s)
s s
= 4es 2es2 .
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
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
3s
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
1 1 1 (s+1) 1 3
s+2 s+1
L1 (s2 +2s+10) = L
1
(s+1)2 +32
+ 13 L1 3
(s+1)2 +32
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
s 2s 3s
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
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
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
1 1 1 s 1 3
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 .
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
dierential equation is
1 As+B Cs+D
Using partial fractions, let F2 (s) = (s2 +1)(s 2 +9) = s2 +1 + s2 +9 .
1 = (As + B) s2 + 9 + (Cs + D) s2 + 1 .
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
Multiplying by denominator
we have
s = (As + B) s2 + 9 + (Cs + D) s2 + 1 .
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 .
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)]
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, ...,
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
1+es
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, t > b,
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
1 A B
let F1 (s) = (s1)(s+1) = s1 + s+1 . Multiplying by the
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
denominator we get 1 = A (s 2) (s + 2) + Bs (s + 2) + Cs (s 2) .
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
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 .
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.
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
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)
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
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
s2 : 1 = B + D D = 1 B = 3
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 :
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
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
s2 : 0 = A + B B = A = 1
s: 0 = C.
Thus F3 (s) = 1s s2s+1 f3 (t) = L1 [F3 (s)] = 1 cos t.
= 1 + sin (t 2) H (t 2) = 1 + sin tH (t 2) .
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
4.1 INTRODUCTION
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
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.
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
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
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
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
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
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
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
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
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
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 .
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
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
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.
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.
Graph:
For x = 3, f 3 = 4 3 > 0 x = 3 is an unstable
Graph:
For x = 3, f 3 = 4 3 < 0 x = 3 is a stable
Graph:
13. dx
dt = tan x = f (x) .
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
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:
dx
dt
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.
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 .
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
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
a
b
+= a
b
=0
6.1 INTRODUCTION
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).
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).
(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 .
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
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.
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).
(a) Equilibria: g = 0 y (1 x) = 0 y = 0 or x = 1.
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.
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
x = 1
1 2
x
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
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).
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.
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.
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).
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.
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
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).
(c)
170 CHAPTER 6
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.
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*
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
2
2 x
2
178 CHAPTER 6
1.
saddle
saddle
center
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 179
saddle
center center
dx
dt
x= 0
x= -1 x= 1
NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN THE PLANE 181
x=2
x=0
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
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
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
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.
-2
0 2 3 4 5
184 CHAPTER 6
-2
0 2 3 4 5