A First Course in Differential Equations, 3rd ed.

Springer-Verlag, NY (2015)
J. David Logan, University of Nebraska

SOLUTIONS TO ODD-NUMBERED EXERCISES

This supplement contains solutions, partial solutions, or hints to most of the

odd-numbered exercises in the text. Many of the plots required in the Exercises
are not displayed, but rather left to the reader. Solutions to the even-numbered
problems are posted on http://www.springer.com/us/book/9783319178516.

Chapter 1 Exercises

 Sec. 1.1.2, page 9

1. (b) x′ = 1√ 1
2 6−t2 (−2t) = − xt .

3. Both x = 1/t and x = 1/(t − 2) are solutions.

5. Note x′ = e−x = e− ln(t+C) = 1
t+C . This agrees with x′ (t) = 1/(t + C).

7. Substitute x = tm into the differential equation, then cancel the tm term

to get 2m = 1, giving m = 1/2.

9. Substitute x = eλt into the differential equation, cancel eλt from each term,
and obtain the quadratic function 2λ2 − 5λ − 3 = 0. Thus λ = 3, −1/2.

11. x(t) = (t2 − C)e3t ; so x′ = (t2 − C)3e3t + 2t33t = 3x + 2t33t .

13. Solve 12 C0 = C0 e−5730r for t to obtain 0.000121 per year.

15. The decay rate is r = 0.13. Let x0 be the acceptable level of radiation;
then x0 = 100x0 e−0.13t . Solving for t gives 35.4 yrs.

17. The population law is p(t) − p0 e−µt . We are given p(2) = 90 = 1000e−µ·2 .
Solving for µ gives µ = 1.2039 per day.

1
 Sec. 1.1.3, page 15
1. The slope field along both lines x = 0 and x = 4 is zero(horizontal). Note
that x(t) = 0 and x(t) = 4 are obviously solutions.
3. The nullclines for x− = 1 − x2 are x = 1 and x = −1. The slope field has
value −3 along the curve 1 − x2 = 3, or on x = ±2. The slope field has
value +3 nowhere because 1 − x2 = +3 has no solutions.
√ √ √
5. 2x2 (x − 4 t) = 0 on x = 0 and x = 4 t. For 0 <√x < 4 t the slope field
is negative; for x < 0 it is negative; and for x > 4 t it is positive.
 Sec. 1.2, page 19
∫ 1
1. x(t) = t cos t2 dt = 2 sin t2 + C. Then, x(0) = C = 1.
3. Integrate twice to get
∫ √
x′ (t) = −3 t /dt = −2t3/2 + c1 ,
∫
4
x(t) = (−2t3/2 + c1 )dt = − t5/2 + c1 t + c2 .
5
The initial conditions give c1 = 4 and c2 = −11/5.
5. By Newton’s second law, mv ′ = −F . Integrate and use the initial velocity
condition to get v = −F t/m + V. Clearly, v = 0 when t = mV /F . Because
v = x′ , we have x′ = −F t/m + V . Integrate to get
F 2
x= t + V t,
2m
where we used x(0) = 0 as the initial condition to evaluate the constant
of integration. Next, setting t = mV /F , the stopping time, we get the
2
distance traveled as X = − mV
2F .

7. Integrate the equation twice. The first integration gives

tx′ (t) = t + c1 .

So, x′ = 1 + c1
t . Integrate again to get

x(t) = t + c1 ln t + c2 .

Apply the initial conditions to get c2 = 0 and c1 = 1.

9. Use the fact that x′ = 3ye3t + e3t y ′ and write the equation in terms of y.
11. Take the derivative using the product rule to obtain
∫ t
y ′ = e−t et − 2te−t2
2 2 2
es ds = 1 − 2ty.
0

2
 13. Differentiate both sides to get the differential equation

x′ (t) = −2e−2t + tx(t).

Also, evaluate at zero to get x(0) = 1.

15. Integrate both sides from 1 to t to get

∫ t ∫ t ∫ t
x′ (s)ds = 5sx2 (s)ds + ds.
1 1 1

Use the fundamental theorem of calculus for the left side to get
∫ t
x(t) = 5sx2 (s)ds + t − 1.
1

17. By the chain rule,

d ∂I dt ∂I db
I(t, b(t)) = (t, b(t)) + (t, b(t))
dt ∂t dt ∂b dt
∫ b(t)
= ft (t, s)ds + f (t, b(t))b′ (t).
a

 Sec. 1.3.1, page 26

1. (a) x(t) = (C + t)2 /4.

(b) x(t) = ln(C + 2t)/2.
(c) y(t) = tan(t + C).
√
(d) u(t) = 5/2 ± (C − t).
(e) The equation should read x′ = ax + b. Solution: x(t) = Ceat − b/a.
(f) The implicit solution is 4 ln |Q| + 12 Q2 = t + C.
∫x
(g) The implicit solution is 0 exp(−r2 )dr = t + C.
(h) y(t) = Ce−rt + a.

3. Apply the initial condition to the general solution given in Problem 1 to

determine C.

5. Separating variables and integrating gives y 2 + y = t + C. Then y(0) = 1

forces C = 2. The solution in implicit form is then y 2 + y − t − 2 = 0,
which is quadratic in y. Solving for y gives
1( √ )
y(t) = −1 + 9 + 4t .
2
The plus sign on the radical is taken to satisfy the initial condition. The
solution exists for t > −9/4.

3
 7. x(t) = 1/(1 − t2 ). The interval of existence is (−1, 1).
9. The constants are a = −b = 1/4. The general solution is

4Ce4t
x(t) = .
1 − Ce4t

11. The general implicit solution, found by separating variables and integrat-
ing, is
1
(ln |x|)2 = 4t + t2 + C.
2
The initial condition x(0) = e implies C = 1/2. Thus, (ln |x|)2 = 8t +
2t2 + 1. Note√x ̸= 0; and the solution is valid as long as 2t2 + 8t + 1 > 0,
or t > −2 + 7/2.
13. (a) Implicitly differentiating −t3 +3x−x3 = C gives −3t2 +3x′ −3x2 x′ = 0.
Solving for x′ gives the differential equation. (b) When x = 1, t = 1, we
get C = 1. We can plot t vs x and rotate the graph 90 degrees. So,
t = (3x − x3 − 1)1/3 . (c) Plot the graph.
15. Separate variables and integrate to get

x(t) = 1 + (t2 + C)3 .

There is no value of C that gives x(t) = 1 for all t.

17. Separate variables and then use the partial fraction expansion to compute
the x integral. Simplify to get
x
= Cert ,
K −x
and solve for x.
19. Separate variables to get
∫
dR
= −at + C.
R ln(R/K)

To do the R integral, use the substitution w = ln(R/K), dw = (1/R)dR.

Then the general solution can be written
−at
R(t) = KeCe .

21. Let x′ = F (x/t) and let y = x/t, or x = ty. Then x′ = ty ′ + y. So the

differential equation becomes ty ′ = F (y) − y, which is separable. We can
solve for y and then use x = ty to obtain the solution. For the example,
write the equation as
4 + 3(x/t)2
x′ = .
2(x/t)

4
 Then substitute y = x/t as above and simplify to get
2y 1
dy = dt.
4 + y2 t
Integrate and solve for y. Then substitute back to obtain the implicit
solution 4 + (x/t)2 = Ct.
23. Integrate both sides with respect to t to get

xe2t = −e−t + C.

Apply the initial condition x(0) = 3 and solve for x to get x(t) = 4e−2t −
e−3t .
25. The governing equation is u′ = −r(t)u. Taking r(t) = at and solving the
differential equation gives

u(t) = Ce−at
2
/2
.

Notice that the rate is u′ = aCte−at /2 . To find the the time when max-
2

imum rate of conversion√ occurs, take the derivative of the rate and set it
to zero to get tm = 1/ a.
27. Let h denote the thickness of the ice on the pond. Therefore√the differential
equation is h′ = k/h. Solving this equation gives h(t) = √2kt + C. Now
h(0) = 0.05, which gives C = 0.0025. In addition, h(4) = 8k + 0.0025 =
0.075. This gives k and therefore the formula for h(t).
 Sec. 1.3.2, page 32
1. The IVP is T ′ = −0.42(T − 350), T (0) = 70. The solution is T (t) =
350 − 280e−0.42t . Then, T (t) = 200 when t = 1.49 hrs.
3. Let t = 0 occur at 11:30 am. Then T (0) = 94.6 and T (1) = 93.4; also,
Te = 70. The solution is

T (t) = 70 + 24.6e−ht .

Then T (1) = 70 + 24.6e−h = 93.4. Solving for h gives h = 0.05. Then

T (t) = 70 + 24.6e−0.05t = 98.6

when t = −3.01. Thus the time of death was about 8:30 am.
 Sec. 1.3.3, page 34
1. The equation C ′ = Vq (Ci − C) is separable. The solution to the initial
value problem, with C(0) = C0 , is

C(t) = (C0 − Ci )e−qt/V + Ci .

5
 3. The volume is variable and given by V (t) = 100 − 0.1t The pond empties
in t = 1000 min. The initial value problem is

[(100 − 0.1t)C]′ = 0.5(0.0002) − 0.6C, C(0) = 0.

5. The IVP is 1000C ′ = −2C, C(0) = 5/1000. The solution is C(t) =

0.005e−0.002 , representing exponential decay.
7. The governing equation is
aC
(V C)′ = qCi − qC − V .
b+C
Constant (equilibrium) solutions occur when (V C)′ = 0 or

qC 2 + [aV + bq − qCi ]C − qbCi = 0.

This is a quadratic in C. Solve it to obtain the two equilibria and then

determine the positive root.
9. Note that a′ − b′ = 0 and a′ + c′ = 0. Then a − b = C = a0 − b0 , giving
b = a − a0 + b0 ; and similarly, a + c = a0 . Then the first equation becomes
a = −ka(a − a0 + b0 ), which is a logistic type equation. As t → ∞,
a → a0 − b0 , b → 0, and c → b0 .
 Sec. 1.4.1, page 41
1. (a) and (d) are linear.
t t2 29
3. (a) x(t) = 6 + 7 + 42t5 .

(b) x(t) = e−(a+1) eat+t .

b

1 2 ln 4
(c) R(t) = t ln(1 + t ) + t .
(d) N (t) = 92 (e−t − et ) + N0 et .
(e) v(t) = [cos x(C − 3) ln(sin x − 1))]/(sin x + 1).
(f) R(t) = −te−t + (1 + 1/e)t.

5. An integrating factor is e−t . The solution is

2

√
π t2 2
x(t) = e erf(t) + Cet .
2

7. The equation for y is y ′ + y = 3t whose solution is y(t) = 3t + Ce−t − 3.

Therefore the solution is x(t) = (3/2)t2 − C1 e−t − 3t + C2 .
9. x(t) = Ce−at − b
a in both cases.
11. Let x1 and x2 be two solutions; then (x1 + x2 )′ + p(t)(x1 + x2 ) = 2q ̸= q
unless q = 0.

6
 ∫
13. Let µ(t) = e− r(t)dt
, which is the integrating factor. Then
∫ t
N (t) = n0 µ−1 (t) − hµ−1 (t) µ(s)ds.
0

For part (b), r(t) = (1 + sin θ)/5. Thus µ(t) = e−t/5+cos(t)/5 .

15. (a) Let y = x2 . Then the differential equation becomes y ′ = 4
3t y + 4t
which is linear.
 Sec. 1.4.2, page 46
1. The volume is a function of time, V(t)=60-t. The tank empties when t=60.
The governing differential equation is [(60 − t)C]′ = 2 − 3C, C(0) = 0. It
simplifies and reduces to a separable equation,
dC 1
= dt.
2 − 2C 60 − t
The solution is C(t) = 1 − 1
3600 (60 − t)2 .
3. The equation is x′ = kx(N − x) = kN x(1 − x/N ). This is a logistic
equation whose limiting solution is x(t) → N as t → ∞.
5. We have M ′ = −aM + I(t), M (0) = m0 . This is a linear equation with
integrating factor eat . Solve it to obtain the solution given in the text.
7. Applying Newton’s second law we obtain
2
v′ + v = mg, v(0) = 0.
t+1
The integrating factor is (t + 1)2 . The solution is
( )
mg 1
v(t) = t+1+ .
3 (t + 1)2

9. (c) The differential equation is N ′ = −m(t)N , N (0) = N0 . The survivor-

ship function is

N (t) ∫t ∫t p+1 2
S(t) = = e− 0 m(r)dr = e− 0 −((p+1)t/p0 t0 )dr = e− 2p0 t0 t .
N0
This is a decaying exponential type function. For p = 10 the decay is
very rapid, typical of a fish or insect population. For p = 0 there is slower
decay, perhaps typical of a human population.
11. The L equation is linear and does not depend on M, so we solve it to get
λ λ
L(t) = Ce−(µ0 +µ)t + , C=−
µ0 + µ µ0 + µ

7
 Substitute this function into the M equation (linear) to get

λµ
M ′ = −δM + µCe−(µ0 +µ)t + .
µ0 + µ
Solving gives
µC λµ
M (t) = − e−(µ0 +µ)t + .
µ0 + µ − δ δ(µ0 + µ)

 Sec. 1.4.3, page 53

1. The governing equation is Q′ + 2Q = 12 with general solution Q(t) =
6 + ae−2t . From the initial condition Q(0) = 5 we get a = −1. I(t) =
Q′ (t) = 2e−2t .

3. From the circuit equation LI ′ + RI + (1/C)Q = 0 we note that Vc =

(1/C)Q. So Vc′ = (1/C)Q′ = (1/C)I, and Vc′′ = (1/C)I ′ . Substituting,
we get LCVc′′ + RCVc′ + Vc = 0..

7. The equation is LQ′′ + (1/C)Q = 0. Substitute Q = A cos ωt into the

equation to get, after cancelation
√ of the cosine terms, −Lω 2 + 1/C = 0,
giving the frequency ω = 1/LC. The amplitude A cancels out; it could
be determined by initial conditions.
∫
9. (a) By separating variables, x(t) = C exp( p(t)dt).
(b) With p(t) = −2t, the previous solution gives x(t) = Ce−t . The initial
2

condition x(1) = 2 gives C = 2e.

(c) The problem on the interval [0, 1] is x′ = −2x, x(0) = 5 with solution
x1 (t) = 5e−2t . The problem on the interval [1, 2] is x′ = −x2 , with general
solution x2 (t) = 1/(t + C). The constant C is determined by matching
the solution x1 (t) and x2 (t) at t = 1. Thus, 5e−2 = 1/(1 + C), giving
C = (e2 − 5)/5.

 Sec. 1.5.1, page 63

1. The model equation is

N ′ = 0.2N (1 − N/40) − 1.5.

The right side of the equation is a quadratic and has two positive roots
N = 10, 30 (the equilibria). It plots as a concave down parabola, so the
smaller equilibrium is unstable and the larger one is stable. If N (0) < 10
the population becomes extinct; if N (0) > 10 the population tends to
N = 30, the most likely scenario.
3. (a) The equilibria are x = 0, 1. Note fx (0) = 2 > 0, so x = 0 is unstable;
and, fx (1) = −(1 − e−2 < 0, so x = 1 is stable.

8
 √
(c) The right side is zero when R2 − 3R + 1 = 0, or R = 32 ± 25 . So there
are two positive equilibria. The smaller one is unstable and the larger one
is stable. (Either make a plot of R′ vs. R or test the analytic condition.)
(d) Plot 1/z + a2 (hyperbola) and ln z on the same z ′ vs z axes. There is
a single intersection at the equilibrium. It is stable (subtract the curves
graphically.)

5. The equilibria are x = −6, x = 6, x = a > 6. The phase line: x′ > 0 for
x < −6, x′ < 0 for −6 < x < 6, and x′ > 0 for 6 < x < a, x′ > 0 for x > a.
Thus, the three equilibria are stable, unstable, and unstable, respectively.
If x(0) = 8, then x(t) moves to the right toward the equilibrium a, and
perhaps further if a small perturbation is present at a.
′
7. Setting√ x = x(1 − x) − h = 0 gives a quadratic for x with roots x =
2 ± 2 1 − 4h. For h¿1/4 there are no equilibrium. When h < 1/4 there
1 1

are two positive equilibria; the small one is unstable and the √
large one is
stable. The population goes to extinction when x(0) < 21 − 12 1 − 4h.

9. (a) The predation rate P (N ) is a Type 3 Holling response (see a generic

plot on p. 278, Figure 5.14).
(b) Note that N = bn and dN/dt = adn/dτ . Substitution into the differ-
ential equation gives, after simplification,
[ ( ]
dn n) n
=n ρ 1− − 2 = nF (n),
dτ s n +1

where ρ ≡ rb/a and s ≡ K/b. Generally this equation can have four roots
(equilibria) and F (n) can have up to three real roots.
( )To determine the
roots of F (n) geometrically, plot both terms, ρ 1 − ns and n2n+1 sepa-
rately, and determine any intersection points. The first is a straight line
joining (0, ρ) to (s, 0), and it depends on the two parameters ρ and s. The
latter is a fixed curve. See Figure 1. As the parameters s and ρ change,
the straight lines moves and the equilibria change with accompanying bi-
furcations. The figure shows a method to determine the stability of the
various equilibria.
11. Substituting S=N-I into the I equation gives, upon simplification,
( )
′ I
I = (aN − r)( 1 − ,
(aN − r)/a

which has the form of the logistic equation. Therefore, the limiting value
of the number infected is (aN − r)/a provided we assume that aN > r.

13. The model is ( )

k
P′ = α − mP ,
P

9
 n’

fixed curve

r line 3
line 2
line 1

s n
n
stable
2 ( )
Figure 1: The fixed curve n2n+1 and three lines ρ 1 − ns for three different sets
of parameters s and ρ. Intersections are shown. Line 1 has 1 intersection, Line
2 has 2, and Line 3 has 3 (the third, not shown) will occur for a large value of
s. Drawing the phase line shows the stability for each equilibrium point; e.g.,
the figure shows that the equilibrium originating from Line 1 is stable.

where k and m are constants of proportionality. It is reasonable that the

demand should decrease with
√ price, and supply should increase with price.
The equilibrium is Pe = k/m and it is stable.
 Sec. 1.5.2, page 70
1. (b) The equilibria are along the straight lines x = 1 and x = h in the
hx plane. To check stability note that fx (x, h) = 2x − h − 1. Note that
fx (1, h) = 1 − h < 0 for h > 1 (stable) and fx (1, h) = 1 − h > 0 for
h < 1 (unstable). Similarly, fx (h, h) = h − 1 < 0 for h < 1 (stable) and
fx (1, h) = h − 1 > 0 for h > 1 (unstable).
√
3. The equilibria are y = 0 and y = ± λ − 1. In the λy plane these plot as
a horizontal line (y axis) and a parabola through (1, 0) that opens to the
right. Note that fy (y, λ) = λ − 1 − 3y 2 . Hence, fy (0, λ) = λ − 1 < 0 for
λ < 1. So the λ axis is stable to the left of the bifurcation point (1, 0), and
unstable
√ to the right. Both branches of the parabola are stable because
fy (± λ − 1, λ) = −2(λ − 1) < 0.
5. Note that h, r, and P are nonnegative. By factoring out P we see that
equilibria are P = 0 and P = K r (r − h). The latter equilibrium exists only
when r > h. The bifurcation diagram in the hP plane consists of a stable
straight line of equilibria from (0, K) to (r, 0) adjoined to an unstable
segment of equilibria (h, 0), h > r, along the h axis. So, as h increases

10
 from a small value, the equilibrium population decreases and disappears
at h = r, becoming extinct. To check stability of the first branch, note
that
f (K(r − h)/r, h) = −r + h < 0, h < r.

9. Not that y ′ = 0 when b = e−y . On a set of yb coordinates this is a positive

2

bell-shaped curve. We can obtain a plot on a by coordinate system by

rotating the curve through a 45 degree angle, giving a bell-shaped curve
in the b > 0plane. To check stability of the two branches, note that

fy (y, b) = 2ye−y < 0 for

2
y < 0.

So the lower branch of the bell-shaped curve is stable. By a similar cal-

culation, the upper branch is unstable.
11. In the resistor the rate of energy change of the total energy is equal to
the rate of ohmic (joule) heating R(T )I 2 minus the rate heat is lost to
the environment, given by −h(T − Te ), which is Newton’s law of cooling.
The total heat energy in the resistor is given by its mass m (kg) times its
specific heat c (joules/kg deg) times its temperature T (deg). Thus, the
temperature dynamics are described by
d V2
[mcT ] = R(T )I 2 − h(T − Te ) = − h(T − Te ).
dt R(T )
(The reader should check the units of each term to see that they agree.)
To check equilibria in the case R(T ) is positive and increasing, note that
there is always a value of T for which
V2
= h(T − Te ).
R(T )
This is because the left side is a positive decreasing function that ap-
proaches zero as T → ∞ and the right side is a positively-sloped straight
line that goes to infinity.
 Sec. 1.5.3, page 76
1. The functions f (t, x) = (t2 + 1)x − t and fx (t, x) = t2 + 1 are both
continuous in the entire tx plane, and thus the IVP has a unique solution
for any initial condition.
3. The function f (t, x) = ln(t2 + x2 ) is continuous everywhere except the
origin (0, 0). The same is true for fx (t, x) = 2x/(t2 + x2 ). Therefore the
IVP has a unique solution for any initial condition x(t0 ) = x0 provided
(t0 , x0 ) ̸= (0, 0).
5. (a) The function f (t, x) = (2 + t2 )/x(3 − x2 ) as well as fx√
(t, x) are con-
tinuous everywhere except along the lines x = 0 and x = ± 3. Thus, the
IVP has a unique solution for any initial point not on those lines.

11
 (b) The function f (t, x) = (t−x)/(2t+5x) as well as fx (t, x) are continuous
everywhere except along the line x = −2t/5. Thus, the IVP has a unique
solution for any initial point not on that line.
√
7. Note that the function f (x, t) = x is continuous at (0, 0) and thus √ it has
a solution with initial condition x(0) = 0. However, fx (t, x) = 1/2 x is
not continuous at (0, 0) and the existence-uniqueness theorem hypotheses
do not hold. So there may be many solutions.

12
 Chapter 2 Exercises
 Sec. 2.1, page 84
1. Balance gravity and spring force to get mg = kL, where L is the elonga-
tion. Then k = mg/L = 0.3 · 9.8/0.05 = 58.8 (N/m) .
3. In the y system, my ′′ = −ky +mg. But y = x+∆L. Then y ′′ = x′′ so that
mx′′ = −k(x + ∆L) + mg = −kx − k∆L + mg = −kx. (The last two terms
cancel.) When damping is present, the y equation is my ′′ = −kyγy ′ + mg.
Proceed as above to show mx′′ = −kx − γx′ + mg.
 Sec. 2.2.2, page 90
1. (a) x(t) = c1 e2t + c2 te2t .
(b) x(t) = c1 e2t + c2 .
(c) x(t) = c1 e−t + c2 te−t .
(d) x(t) = c1 e−t + c2 e−3t .
3. Using 1(d), x(0) = c1 + c2 = −1, and x′ (0) = −c1 − 3c2 = 2. Add these
two equations to get c1 = c2 = −1/2.
5. a(c1 x1 + c2 x2 )′′ + b(c1 x1 + c2 x2 )′ + c(c1 x1 + c2 x2 ) = c1 (ax′′1 + bx′1 + cx1 ) +
c2 (ax′′2 + bx′2 + cx2 ) = 0 + 0 = 0.
7. From the formula for x(t), we have x(0) = 1 and x′ (0) = −3 + 2 = −1.
 Sec. 2.2.3, page 94
√ √
1. (a) x(t) = e−t/2 (c1 cos( 15t/2) + c2 sin( 15t/2)).
√ √
(b) x(t) = e2t (c1 cos( 2t) + c2 sin( 2t)).
(c) x(t) = c1 cos 3t + c2 sin 3t.
√ √
(d) x(t) = c1 e− 12t
+ c2 e 12t .
√ √
(e) x(t) = e−3t/4 (c1 cos( 15t/4) + c2 sin( 15t/4)).
(f) x(t) = c1 e−t/3 + c2 e−4t/3 .
3. From the solution, x(0) = 3 and x′ (0) = 4. The characteristic polynomial
has roots ±4i, and therefore must be λ2 +16 = 0. The differential equation
is x′′ + 16x = 0.
5. From the form of the solution the eigenvalues are −2 ± 4i. So the charac-
teristic polynomial must be (λ−(−2+4i))(λ−(−2−4i)) = 0. To multiply
out, it is helpful to see that this is of the form (λ − a)(λ − a) = 0, or
λ2 − (a + a)λ + aa = 0,
where a = −2 + 4i and a = −2 − 4i. Clearly, a + a = −4 and aa = 20. So
the characteristic polynomial is λ2 + 4λ + 20 = 0. The differential equation
is x′′ + 4x′ + 20x = 0.

13
 7. The eigenvalues must be complex and given by −1/2 ± 3i. From Exercise
5, the characteristic polynomial is λ2 + λ + 41 + 9 = 0, and the differential
equation is x′′ + x′ + (37/4)x = 0.
 Sec. 2.2.4, page 99
1. The general solution is
√ √
x(t) = e−t/2 (c1 cos( 3t/2) + c2 sin( 3t/2)).
√
Initial conditions
√ give c1 = 1 and c2 = 3. Therefore A = 2 and ϕ =
arctan( 3) = π/3. Thus the phase amplitude form is
√
x(t) = 2e−t/2 cos( 3 t/2 − π/3).

3. The eigenvalues are

1 √
λ = − (−1 ± 1 − 4k.
2
The eigenvalues can never be purely imaginary, so the system will never
oscillate. If k > 1/4 the eigenvalues are complex and the system will
oscillate and decay. If k ≤ 1/4 the roots are real and the system will
decay.
5. The eigenvalues are
1 √
λ= [−3δ ± 9δ 2 − 4κ].
2
The system is critically damped when 9δ 2 − 4κ = 0, or κ = 9δ 2 /4. This
plots as a parabola in the δκ plane.
 Sec. 2.3.1, page 110
1. (a) xp (t) = At3 + Bt2 + Ct + D. (b) xp (t) = A cos t + B sin t. (c) xp (t) = A.
(d) xp (t) = e3t (Bt2 + Ct + D). (e) xp (t) = A cos 7t + B sin 7t. (f) xp (t) =
e2t (A cos t + B cos t) + (Ct2 + Dt + E).
3. The eigenvalues are
b 1√ 2
λ= ± b − 4.
2 2
For −2 < b < 1 we get complex roots, and for b ≤ −2 we get real roots .
For the complex case, the homogeneous solution is
[ √ √ ]
xh (t) = eb/2 (c1 cos 4 − b2 t + c2 sin 4 − b2 t . (−2 < b < 1)

The particular solution has the form xp (t) = A cos t + B sin t.

In the real case, the homogeneous solution has the form
√ √
b2 −4/2)t b2 −4/2)t
xh (t) = c1 e(b/2+ + c2 e(b/2− . (b < −2)

14
 The same form of the particular solution holds in this case.
For b = −2 there are two real equal roots, b = −1, −1. The homogeneous
solution has the form
xh (t) = e−t (c1 + c2 t).
The particular solution remains the same.
5. The homogeneous solution is xh (t) = c1 + c2 e2t . Because 1 is a basic
solution, we take the particular solution to be xp (t) = At (not just A).
Substituting this into the differential equation gives A = −2. So the
general solution is
x(t) = c1 + c2 e2t − 2t.
Now apply the initial conditions to determine c1 and c2 .
7. Use the double angle formula to write the right side of the differential
equation as sin2 t = 12 (1 − cos 2t). Then the particular solution will have
the form Ip = A + B cos 2t + C sin 2t.
′′
√
9. The model
√ is 5x +2x = 10. The general solution is x(t) = c1 cos( 2/5t)+
c2 sin( 2/5t) + 5. Apply the initial conditions x(0) = 15, x′ (0) = 4 to
determine c1 and c2 .
11. The differential equation is 2Q′′ +16Q′ +50Q = 110. A particular solution
is Qp (t) = 2.2. The homogeneous solution is Qh (t) = e−4t (c1 cos 3t +
c2 sin 3t). The initial conditions are Q(0) = 5, Q′ (0) = 0. The general
solution is
Q(t) = e−4t (c1 cos 3t + c2 sin 3t) + 2.2.
The transient part of the solution is the oscillating, decaying homogeneous
solution; it decays away and leaves the transient, constant solution Qp (t) =
2.2 We can find the constants by applying the initial conditions; we get
c1 = 2.8 and c2 = 3.73.
 Sec. 2.3.2, page 114
3. I(t) = c1 cos 4t + c2 sin 4t + At cos 4t + Bt sin 4t.
4x′′ + kx = 412 sin 5t. Pure resonance occurs when the
5. The equation is is √
natural frequency k/4 equals the forcing frequency, 5. Thus k = 100.
7. The general solution has the form
cos βt
x(t) = c1 cos ωt + c2 sin ωt + .
ω2 − β 2
Applying the initial conditions gives c2 = 0 and c1 = −1/(ω 2 − β 2 ). Thus,
cos βt
x(t) = (cos βt − cos ωt) .
ω2 − β 2
A plot of the solution is shown in Figure 2.9.

15
 Sec. 2.4.1, page 120
√ ( (√ ) (√ ))
1. (a) x(t) = t c1 cos 23 ln t + c2 sin 23 ln t .
√ √
(b) x(t) = c1 t 5
+ c2 t− 5
.
√ √
−1+ 2
(c) x(t) = c1 t + c2 t−1− 2
.
(d) x(t) = c1 1t + c2 t12 .
4
(e) x(t) = t (c1 + c2 ln t).
(g) x(t) = 2 ln t.

3. (a) Consider the Cauchy-Euler equation at2 x′′ + btx′ + cx = 0, where

x = x(t). Let τ = ln t or t = eτ . Letting X(τ ) = x(eτ ), the chain rule
gives
dx dX dτ 1 dX
x′ = = =
dt dτ dt t dτ
and ( )
′′ d dx d 1 dX 1 d2 X 1 dX
x = = = 2 − 2
dt dt dt t dτ t dτ 2 t dτ.
Substituting these expressions into the Cauchy-Euler differential equation
gives, after simplification,

d2 X dX
a + (b − a) + cX = 0,
dτ 2 dτ
which is a constant coefficient equation for X(τ ).
(b) Take t2 x′′ + x = 0 from Problem 1a. The solution is given in Exercise
1a, above. In terms of X(τ ), the equivalent constant coefficient differential
equation becomes
d2 X dX
− + X = 0.
dτ 2 dτ
√
The characteristic polynomial has eigenvalues λ = 12 ± i 23 . Therefore the
solution is √ √
3 3
X(τ ) = eτ /2 (c1 cos τ + c2 sin τ ).
2 2
Making the substitution τ = ln t gives the same solution as in Exercise 1a.

16
 Sec. 2.4.2, page 124

1. (a) A fundamental solution set for the homogeneous equation is {cos t, sin t}.
The Wronskian is W (t) = 1. By the variation of parameters formula
∫ ∫
sin t tan t cos t tan t
xp (t) = − cos t dt + sin t dt
1 1
∫ ∫
sin2 t
= − cos t dt + sin t sin tdt
cos t
∫
1 − cos2 t
= − cos t dt − sin t cos t
cos t
∫
= − cos t (sec t − cos t)dt − sin t cos t

= − cos t(ln | sec t + tan t| + sin t − sin t cos t

= −cost ln | sec t + tan t| − 2 sin t cos t.

(c) The basic solutions to the homogeneous equation are et and e−t , and
the Wronskian is W (t) = −2. The variation of parameters formula is,
after some simplification,
1( t )
xp (t) = e Ei (−t) − e−t Ei (t) ,
2
∫∞ e−r
where Ei (t) = t r dr is a special function called the exponential inte-
gral.
t3
(d) xp (t) = 4.

5. Note the typo: the corrected equation is Lϕ ≡ ϕ′′ +pϕ+qϕ = 0. The initial
conditions are ϕ(0) = 0, ϕ′ (0) = 1. We verify the particular solution
∫ t
xp (t) = ϕ(t − s)f (s)ds
a

to Lx = f (t). By Leibniz rule

∫ t ∫ t
x′p (t) = ϕt (t − s)f (s)ds + ϕ(0)f (t) = ϕt (t − s)f (s)ds,
a a

and
∫ t ∫ t
x′′p (t) = ϕtt (t − s)f (s)ds + ϕt (0)f (t) = ϕtt (t − s)f (s)ds + f (t).
a a

Adding the last three equations gives x′′p (t) + px′p (t) + qxp (t) = f (t).

17
 7. The basic solutions to the homogeneous equation are et and e−t , and the
Wronskian is W (t) = −2. The variation of parameters formula is, after
some simplification,
∫ ∫
et 1 e−t e2t
xp (t) = t
dt − dt
2 1+e 2 1 + et
et ( ) e−t ( t )
= t − ln(1 + et ) − e + ln(et + 1) .
2 2

 Sec. 2.4.3, page 125

3. (a) Substitute x = tβ into the differential equation to obtain, after cance-

lation,
β(β − 1)t−2 − β(β − 1) + 2(1 − β) = 0.
The first term cannot be balanced, so either β = 0 or β = 1. The only
choice that makes the other terms vanish is β = 1. Thus x(t) = t is a
solution.
(b) To find another solution set x(t) = tv(t) and substitute into the dif-
ferential equation. It simplifies to (t − t3 )v ′′ + 2(1 − 2t2 )v ′ = 0. Letting
w = v ′ , we get the first-order separable equation

dw 2t2 − 1
=2 dt.
w t − t3
Proceed with a partial fraction
∫ expansion of the right side and integrate
to solve for w. Then v(t) = w(t)dt.

5. Let x(t)=tv(t) and substitute into the differential equation to obtain, after
simplification, t3 v ′′ + (2t2 − t − 2)v ′ = 0. With w=v’ we get a separable
equation ( )
dw 2 1 2
= − + 2 + 3 dt.
w t t t
Integrating and taking the exponential of both sides gives
1 −(1/t+1/t2 )
w(t) = e .
t2
Then ∫
1 −(1/t+1/t2 )
x(t) = t e dt.
t2

7. Note the typo. Let x(t) = v(t)y(t), where y is a solution. Substituting into
the differential equation gives (after using the fact that y ′′ + py ′ + qy = 0),
yv ′′ + 2y ′ v ′ + pyv ′ = 0. Letting v ′ = z, we get
( ′ )
′ 2y
z + + p z = 0.
y

18
 This is a first-order separable
( )
dz 2y ′
=− + p dt.
z y
Integrate both sides to get
∫
ln z = −2 ln y − p(t)dt.

Exponentiating, ∫
e− p(t)dt
z(t) = .
y2
Therefore,
∫ ∫
e− p(t)dt
x(t) = Cy(t) dt.
y(t)2
∫
9. (a) Let x(t) = exp y(t)dt. Then
∫ ∫ ∫
′ ′′ ′
x (t) = exp y(t)dty(t), x (t) = exp y(t)dty (t) + exp y(t)dty 2 (t).

Substituting into the differential equation x′′ + px′ + qx = 0 gives y ′ +

y 2 + py + q = 0 .
x′
(b) Let y = x. Then
x′′ − (x′ )2
y ′′ = .
x2
Substituting into the Riccati equation gives x′′ + px′ + qx = 0.
(c) Use part (b) to write the Riccati equation as the linear equation
3
x′′ − x′ = 0.
t
Letting z = x′ gives z ′ − (3/t)z ∫= 0. This equation is separable and
easily gives z = c1 t3 . Thus x(t) = z(t)dt = Ct4 . Finally, we have y(t) =
x′ (t)/x(t) = 4/t.
(d) Let y ′ +ay = −by 2 +c and make the substitution y = x′ /bx. Substitut-
ing into the differential equation and simplifying leads to x′′ +ax′ −bcx = 0,
a second-order linear equation. It is solved by standard methods and then
y is obtained by the substitution.
(e) The chemical reactor equation can be written as in part (d) as
q q
C′ + C = −kC 2 + Ci .
V V
Make the substitution x = C ′ /kC to transform the equation into a linear
equation
q kCi q
x′′ + x′ − x = 0.
V V
.

19
 Sec. 2.5, page 130
1. (a) The characteristic equation is λ3 + λ = 0, giving λ = 0, ±i. So the
general solution is x(t) = c1 + c2 cos t + c3 sin t.
(b) The characteristic equation is λ4 + λ = λ(λ + 1)(λ2 − λ + 10). So the
general solution is
√ √
x(t) = c1 + c2 e−t + et/2 (c3 cos( 3t/2) + c4 sin( 3t/2)).

A particular solution is xp (t) = t.

(c) x(t) = c1 + c2 t + c3 cos t + c4 sin t.
(d) The characteristic equation is λ3 − λ − 8 = 0. To find the roots use a
calculator or MATLAB. You get 2.1663, −1.0832±1.5874i. So the general
solution is

x(t) = c1 e2.1663t + e−1.0832t (c2 cos 1.5874t + c3 sin 1.5874t).

(f) The characteristic equation

√ is λ3 − 8 = 0, or (λ − 2)(λ2 + 2λ + 4) = 0.
Therefore λ = 2, −1 ± i 3. So,
√ √
x(t) = c1 e2t + e−t (c2 cos 3t + c3 sin 3t).

3. The eigenvalues must be 0, 0, 5 ± 2i. So the characteristic equation is

λ2 (λ − (5 + 2i))(λ − (5 − 2i)) = λ2 (λ2 − 10λ + 29 = 0).

Therefore the differential equation is x′′′′ − 10x′′′ + 29x′′ = 0.

 Sec. 2.6, page 135
1. The temperature in the bar is u(x) = 30 − 12 x. So u(12) = 24. The heat
is leaving at the right end at the rate −Ku′ (40) = − K2 [energy/area ×
time].
3. The equation is −(K(x)u′ )′ = 0. Integrating once gives K(x)u′ = C1 , or
u′ = C1 /K(x). Integrating again gives
∫ x
1
u(x) = C1 ds + C2 .
0 K(s)

When u(0) = u(L) = 0, we get u(x) ≡ 0. When K(x) = (x + 1), the

solution is u(x) = C1 ln(x + 1) + C2 . If the left end is held at u(0) = 0
and the right end is insulated, or K(L)u′ (L) = 0, the temperature in the
bar is u(x) = 0. (There are no sources.)
5. Integrating gives uu′ = C√or 12 (u2 )′ = C. Integrating again then gives
u2 = c1 x + c2 , or
√ u(x) = c1 x + c2 . Applying the boundary conditions
leads to u(x) = 4πx.

20
7. It is straightforward to check that there are no nonpositive eigenvalues.
Therefore, take λ = p2 . Solving u′′ + p2 u = 0 gives u(x) = A cos px +
B sin px. Next, u′ (0) = 0 implies B = 0, so u(x) = A cos px. Then,
u(1) + u′ (1) = A cos p − pA sin p = 0, giving
1
tan p = .
p

This determines the eigenvalues λn = p2n , n = 1, 2, 3, . . .. We can find the

numerical values of the roots pn of the equation using a nonlinear equation
solver. Or, we can find them graphically by plotting tan p and 1/p on the
same set of coordinates.

9. Note the typo. The Dupuit–Forschheimer equation should be

K ( 2 )′′
h = −q.
2
This equation can instantly be integrated twice to get
√
q
h(x) − x2 + c1 x + c2 .
K

Applying the two boundary( 2 conditions

) h(0) = h0 and h(L) = h1 gives
c2 = h20 and c1 = qK
L + 1
L h1 − h2
0 .

21
 Chapter 3 Exercises
 Sec. 3.1, page 144
∫2
1. X(s) = 1 e−st dt = − 1s e−st |21 = − 1s e−2s + 1s e−s .
3. Check your answers in the Table.
5. (a) It follow by definition that
∫ ∞ ∫ ∞
−(s−a)t
F (s − a) = f (t)e dt = f (t)eat e−st dt.
0 0

(b) Make the substitution r = t − a, dr = dt to get

∫ ∞ ∫ ∞
H(t − a)f (t − a)e−st dt = f (t − a)e−st dt
0
∫ ∞
a
∫ ∞
= f (r)e−s(r+a) dr = e−as f (r)e−sr dr.
0 0

7. By Exercise 6,
( )
2 2 1
L[t2 H(t − 1)] = e−s L[(t + 1)2 ] = e−s L[t2 + 2t + 1] = e−s 3
+ 2+ .
s s s
√
9. (a) 7e−2t . (b) 3 − √2
6
sin 6t. (c) 2t e5t . (d) 7H(t − 4).

13. Make the substitution r = r/a, dt = dr/a.

15. Taking the transform and using linearity,
∞
∑ ∞
1 1 ∑ ( −s )n 1 1
F (s) = (−1)n e−ns = −e = .
0
s s 0
s 1 + e−s

17. (a) Let u = tn , dv = e−t dt. Then du = ntn−1 , v = − − e−t . Using

integration by parts,
∫ ∞ ∫ ∞
n −t n −t ∞
Γ(n + 1) = t e dt = −t e |0 + n tn−1 e−t dt = nΓ(n).
0 0

(b) Make the substitution t = r2 , dr = 2rdr. Then

∫ ∞ ∫ ∞ ∫ ∞ √
e−t t−1/2 dt = e−r r−1 2rdr = 2 e−r dr =
2 2
Γ(1/2) = π.
0 0 0

(c) Make the substitution r = st, dr = sdt. Then

∫ ∞ ∫ ∞ ( )a
r 1 Γ(a + 1)
ta e−st dt = e−r dr = a .
0 0 s s s +1

22
 Sec. 3.2, page 156
1. We get a = −1, b = −1 and c = 1. In general,
( )
−1 a b c
L + + = a + bt + cet .
s s2 s−1

3. (a) (8/9)e−8t + et /9.

(b) [−2 cos(3t) − 5 sin(3t))/3]e−t .
(c) t3 e5t /3.
(d) 12 H(t − 1)e2(t−1) − 12 .
(e) 7 cos 2t + 12 sin 2t.
√ √
7/2
(f) 2 2/7 2 √ 2 .
3
s + 7/2
4 3t 8
(g) 8! e t .
3t
(h) e (2 cos 2t + (15/2) sin 2t).
(i) This problem is misstated.
√ √ √
(j) H(t − 1)e1/2−t/2 [cos( 3(t − 1))/2) − 13 3 sin( 3(t − 1))/2)].
(k) t − (t − 2)H(t − 2).
(l) et /4 − e−t /4 − sin(t)/2.
5. Write

x(t) = 6 + (6et−3 − 6)H(t − 3) + (t − 4 − 6et−3 )H(t − 4) − (t − 4)H(t − 6).

7. F (s) = 2s e−3s − 2s e−4s .

t3 2t
9. f (t) = 6e .

11. The equation can be written

x′′ + 4x = cos 2t − cos 2tH(t − 2π).

Transformed,
s s
X(s) = − e−2πs 2 .
(s2 + 4) 2 (s + 4)2
Then
1 1
x(t) = t sin(2t) + sin(2t)H(t − 2π)(2π − t).
4 4
13. The differential equation is q ′′ + q = t − (t − 9)H(t − 9) with zero initial
conditions. Taking transforms,
1 1
s2 Q + Q = − 2 e−9s .
s2 s

23
 Hence,
1 1
Q(s) = − e−9s .
s2 (s2 + 1) s2 (s2 + 1)
Therefore
q(t) = t − sin t − H(t − 9)[t − 9 − sin(t − 9)].

15. The differential equation is x′′ + π 2 x = π 2 − π 2 H(t − 1). Taking the

transform and using the initial conditions,

π2 π 2 −s
(s2 − s + π 2 )X = − e .
s s
Thus
π2 2

s − πs e−s
X(s) = .
s2 − s + π2
Use MATLAB to find x(t).
17. Write the square wave as

f (t) = 1 − 2H(t − a) + 2H(t − 2a) − 2H(t − 3a) + 2H(t − 4a) + · · ·

∑∞
=1+2 (−1)n H(t − na).
1

Take the transform to get

∑ ∞
1 1
F (s) = +2 (−1)n e−nas
s 1
s
( ∞
)
1 ∑ ( −as )n
= 1+2 −e
s 1
( ∞
)
1 ∑ ( −as )n
= −1 + 2 −e
s 0

This series is a geometric series, and so it sums to

( )
1 2 1 1 − e−as
F (s) = −1 + = .
s 1 + e−as s 1 + e−as
1
Simplify to get s tanh(as/2).
19. Using the derivative formula,
( ∫ t ) (∫ t )
d
L(f (t)) = F (s) = L f (r)dr = sL f (r)dr − 0.
dt 0 0

24
21. Note that F (s) = arctan(a/s) and F ′ (s) = −a/(s2 + a2 ). From Exercise
20,
L−1 [F ′ (s)] = −tf (t).
We want f (t), the inverse of F (s). We have
[ ]
L−1 −a/(s2 + a2 ) = − sin at = −tf (t).
1
Thus f (t) = t sin at.
23. The solution involves changing the order of integration.
∫ ∞ ∫ ∞ (∫ ∞ )
F (r)dr = f (t)e−rt dt dr
s s 0
∫ ∞ (∫ ∞ )
= f (t)e−rt dr dt
0 s
∫ ∞ (∫ ∞ )
= f (t) e−rt dr dt
0 s
∫ ∞ [ ]∞
−1 −rt
= f (t) e dt
0 t
∫ ∞ [ ] s
1
= f (t) e−st dt
0 t
∫ ∞( ) [ ]
f (t) −st f (t)
= e dt = L .
0 t t
Using this result we have
[ ] ∫ ∞
sinh t 1
L = 2−1
dr
t s r
∫ ∞( )
1/2 −1/2
= + dr
s r−1 r+1
1 s−1
= − ln .
2 s+1

25. Taking the transform of the the two equations we get

sX − a = 2X − Y, sY = X.

Solving for X gives

as 1 1
X(s) = =a +a .
(s − 1)2 s−1 (s − 1)2
Taking inverse transforms,

x(t) = aet + atet .

∫
Then y(t) = x(t)dt.

25
 Sec. 3.3, page 162

1. (a) Use the sum formula for sine to get

∫ t ∫ t
cos τ sin(t − τ )dτ = cos τ (sin t cos τ − sin τ cos t)dτ.
0 0

Calculate the integrals in the standard way.

(b)
∫ t ∫ t
−2τ −3(t−τ ) −3t
e e dτ = e eτ dτ = e−3t (et − 1).
0 0

(c)
∫ t
1 4
τ 2 (t − τ )dτ = t .
0 12

3. Transforming the equation gives

sX − x0 − aX = F (s).

Solve for X(s) to get

x0 1
X(s) = + F (s).
s−a s−a
Therefore, x(t) = x0 eat + eat ⋆ f (t), or
∫ t
at
x(t) = x0 e + ea(t−τ ) f (τ )dτ.
0

5. Use the substitution r = t − τ , dr = −dτ to get

∫ t ∫ 0 ∫ t
x(τ )y(t − τ )dτ = − x(t − r)y(r)dr = y(r)x(t − r)dr.
0 t 0

7. Taking transforms,
1 1 −s
s2 − 4X = − e .
s s
Then
1 1
X(s) = − e−s .
s(s2 − 4) s(s − 4)
2

Thus
( )
e−2t + e2t 1 e−2(t−1) + e(2(t−1) 1
x(s) = − − H(t − 1) − .
8 4 8 4

26
 9. The transformed equation is
ω
s2 X + 2sX + 2X = .
s2 + ω2
Thus
x(t) = e−t sin t ⋆ sin ωt.

11. Take transforms of the equation to get

1
s2 − sX = F (s) or X(s) = F (s).
s(s − 1)

Taking inverse transforms,

∫ t
x(t) = −(1 − et ) ⋆ f (t) = − (1 − eτ )f (t − τ )dτ.
0

13. Write [ ] [ ]
−1 1 −1 1 1
L =L .
(s2 + 1)2 s2 + 1 s2 + 1
By convolution, the inverse transform is
∫ t
1
sin t ⋆ sin t = sin τ sin(t − τ )dτ = (sin t − t cos t) .
0 2

15. (a) Write the equation as

x(t) = t − t ⋆ x(t).

Then take transforms, using the convolution theorem, to get

1 1
X(s) = − 2 X(s).
s2 s
Solving for X(s) and simplifying gives
1
X(s) = .
s2 + 1
Thus, x(t) = sin t.
(b) x(t) = et/2 .
(c) In the transform domain,
1 1 s
X(s) = + X(s) or X(s) = .
s+1 s s2 − 1
Thus x(t) = cosh t.

27
 (d) As the problem stands, the solution is x(t) = 0. A better problem is
∫ t
x(t) = −2 + cos(t − r)x(r)dr.
0

Then
2 s2 + 1
X(s) = − .
s s2 − s + 1
Inverting,
4 √ t/2 √
x(t) = − 3e sin( 3 t/2) − 2.
3
17. The problem should read:
∫ t
1 x(τ )
f (t) = √ √ dτ.
π 0 t−τ

 Sec. 3.4, page 173

1. e−2 .
3. Taking the transform of the equation and applying the initial conditions
gives
1
s2 X − X = e−5s or X(s) = e−5s .
1 − s2
Inversion, using the switching theorem, gives x(t) = sinh(t − 5)H(t − 5).
5. f (t) = H(t − 2) + δ3 (t).
7. Taking the transform of the equation and applying the initial conditions
gives
1 1
s2 X + X − 1 = 3e−2πs or X(s) = +3 2 e−2πs .
s2 + 1 s +1
Then
x(t) = sin t + 3 sin(t − 2π)H(t − 2π).
9. Taking the transform of the differential equation and solving for X(s)
gives
1
X(s) = 2 e−5s ,
2s + s + 2
which is the impulse response in the transform domain. The transfer
function is K(s) = 1/(2s2 +s+2). In the time domain the impulse response
is k(t) ⋆ δ5 (t) = H(t − 5)k(t − 5), where k(t) = L−1 [K(s)]. We have, by
completing the square in the denominator,
1
K(s) =
2s2 +s+2
√
1√ 15/16
= 16/15 √ .
2 (s + 1/4) + ( 15/16)2
2

28
The inverse of this expression is
1√ √
k(t) = 16/15 e−t/4 sin( 15/16 t).
2
This plots as a decaying oscillation.

29
 Chapter 4 Exercises
 Sec. 4.1, page 190
1. (a) 19 x2 + 1 2
16 y = 1. An ellipse turning clockwise beginning at (0, 1).
(b) 1 2
9x − y = 1. Right branch of a hyperbola.
2

(c) x = y 2 /4 − 1. Parabola opening to the right.

(d) y = −2x. A straight line.
3. (a) Immediately x(t) = c1 et . Substituting into the y equation and solving
(by an integrating factor) gives y(t) = −c1 et + c2 e2t . Thus,
( ) ( )
1 0
x(t) = c1 et + c2 e2t .
−1 1
Or, ( ) ( )
et 0
x(t) = c1 + c2 .
−et e2t

(c) Note x′′ − x′ − 2x = 0. The eigenvalues are λ = 2, −1. Thus x(t) =

c1 e2t + c2 e−t . Substituting into the y equation gives y(t) = 12 c1 e2t − c2 e−t .
Then ( 2t ) ( −t )
e e
x(t) = c1 + c2 −t .
1 2t
2 e −e

Problems (b) and (d) are similar.

 Sec. 4.2.1, page 198

1. For example,
( )−1 ( ) ( )
1 3 1 4 −3 −2 3/2
= = .
2 4 −2 −2 1 1 −1/2

3. (a) We have
( )
1−λ 3
det(A − λI) = det =0
2 4−λ
gives
λ2 − 5λ − 2 = 0.
√
The eigenvalues are λ± = 5/2 ± 33/2.
(b) Take each eigenvalue and substitute into (A − λI)x = 0. First, take
λ+ . We have
( )( ) ( )
1 − λ+ 3 x1 0
= .
2 4 − λ+ x2 0

30
 These two equations are the same (the determinant is zero), so solutions
are given by
(1 − λ+ )x1 + 3x2 = 0.
Taking x1 = 1 gives x2 = − 13 (1 − λ+ ). Therefore an eigenvector corre-
sponding to λ+ is
( ) ( )
1 1√
= .
− 13 (1 − λ+ ) 1
2 + 6
33

Make a similar calculation with λ− .

5. det A = 0 and therefore A−1 does not exist. All solutions of Ax = 0 are
given by y = 2x which plots as a straight line of slope 1/2. Geometrically
this is the nullspace. Analytically, the nullspace is the set of all points
x = α(1 2)T where α ∈ R.
7. By definition of the determinant on page 193,
( )
a b
det = ad.
0 d

Similarly it holds for a zero in the upper right corner. The result holds
for square matrices of all sizes.

 Sec. 4.2.2, page 201

1. (a) The coefficient matrices are:

( )
−2 −3
.
−1 4

(b) ( )
0 −3
.
−2 1
(c) ( )
−2 0
.
1 0

3. (a) Setting both equations equal to zero gives the critical point x∗ = 14,
y =∗ = 28/3. Now use y = x − x∗ to obtain y′ = Ay, a homogeneous
equation for y. See Equation (4.25).
(b) Setting both equations equal to zero gives gives the critical point
x∗ = −9/5, y =∗ = 7/5. Proceed as in (a).

31
 Sec. 4.3, page 206

1. These 15 problems (a)–(o) are amenable to easy computation using soft-

ware or an advanced calculator. By hand calculation, follow the proce-
dures in Examples 4.27 and 4.28. Here, an additional example is worked
out.
(b) Consider ( )
1 1
A= .
4 1
The eigenvalues are found from det(A = λI) = λ2 − 2λ − 3 = (λ − 3)(λ +
1) = 0. Therefore, λ = 3 and λ = −1 are the two eigenvalues. Now find
associated eigenvectors. Take λ = 3. Then the system (A − λI)x = 0
takes the form
( )( ) ( )
1−λ 1 x1 0
= ,
4 1−λ x2 0
or, ( )( ) ( )
−2 1 x1 0
= ,
4 −2 x2 0
The two equations represented by this matrix set are the same. So −2x1 +
x + 2 = 0, giving x1 = 1, x2 = 2. Therefore an eigenvector corresponding
to λ = 3 is (1 2)T .
When λ = −1 the system takes the form
( )( ) ( )
2 1 x1 0
= ,
4 2 x2 0

Taking the first equation, 2x1 + x2 = 0, so x1 = 1, x2 = −2. Therefore an

eigenvector corresponding to λ = −1 is (1 − 2)T .
3. Eigenvalues λ are solutions to det(A − λI) = 0. If λ = 0 then clearly
det A = 0. If det A = 0 then Ax = 0 has a nontrivial solution x. This
means λ = 0 is an eigenvalue since Ax = 0x must have a nontrivial
solution.
5. If Ax = λx then A2 x = A(Ax) = A(λx) = λ(Ax) = λ2 x. Then A3 x =
A(A2 x) = A(λ2 x) = λ2 (Ax) = λ3 x. By induction, An x = λn x.
7. From Ax = λx we get
( )( ) ( )
0 1 1 1
=λ .
−2 −3 −2 −2

Multiplying out and comparing components gives λ = −2.

32
 Sec. 4.4.1, page 217

1. (a) The general solution is

( ) ( )
−1 1
x(t) = c1 e−t + c2 e−2t .
2 2

(0, 0) is a stable node.

(b) The general solution is
( ) ( )
−1 1
x(t) = c1 e−t + c2 e2t .
2 2

(0, 0) is a unstable saddle.

(c) The general solution is
( ) ( )
−1 1
x(t) = c1 et + c2 e2t .
2 2

(0, 0) is a unstable node.

(d) The general solution is
( ) ( )
2 −3t −1
x(t) = c1 e + c2 e2t .
1 0

(0, 0) is a unstable saddle.

3. (a) The eigenvalues are −1, −3, and therefore (0, 0) is a stable node.
(b) The determinant is −4 and so (0, 0) is a saddle point.
(c) det A = 1 and tr A = −3. Therefore (tr A)2 − 4 det A = 5 > 0, and
(0, 0) is a stable node.
(d) det A = 6 and tr A = 4. Therefore (tr A)2 − 4 det A = −8 < 0, and so
the eigenvalues are complex. The origin is an unstable spiral.

5. The general solution is

( ) ( )
1 2t 1
x(t) = c1 e + c2 e4t .
3 1

The initial condition is

( ) ( ) ( )
1 1 2
x(0) = c1 + c2 = .
3 1 −1

This gives c1 + c2 = 2, 3c1 + c2 = −1. Solving gives c1 = −3/2, c2 = 7/2.

33
 Sec. 4.4.2, page 220
1. (a) One complex fundamental solution is
( )
1
x(t) = eit
i
[( ) ( )]
1 0
= +i (cos t + i sin t)
0 1
( ) ( )
cos t sin t
= +i .
− sin t cos t

The real and imaginary parts of this expression are two real fundamental
solutions. Then the general solution to the system is
( ) ( )
cos t sin t
x(t) = c1 + c2 .
− sin t cos t

(b) As in part (a), one complex solution is

( )
1
x(t) = e(1+2i)t
1+i
[( ) ( )]
1 0
= +i (cos 2t + i sin 2t)et .
1 1

Separate real and imaginary parts to find two real fundamental solutions
and thus the general solution.
3. The system is
x′ = 3x + 4y, y ′ = x − 3y.
The trace of A is 0 and the determinant is −13 < 0. Thus (0, 0) is a saddle
point. The x and y nullclines are y = −3x/4, y = x/3, respectively.
Note x′ > 0 when y > −3x/4 and y ′ > 0 when y < x/3. The eigenvalues
are λ = ±3.6056 with corresponding eigenvectors [0.9887 0.1497]T and
[0.5180 0.8554]T , respectively. The eigenvectors define the directions of
the separatrices.
 Sec. 4.4.3, page 224
1. (a) The eigenvalues are obviously repeated, −3 and −3. There is only one
eigenvector, v = [1 0]T and the system is deficient. One solution is
( )
1
x1 (t) = e−3t .
0

We must find a generalized eigenvector w satisfying (4.39): (A+3I)w = v,

or simply
w1 = 0, w2 = 1.

34
 Therefore another independent solution of the equation is
[ ( ) ( )]
1 0
x2 (t) = (tv + w)e−3t = t + e−3t .
0 1

(b) The eigenvalues are 2, 2 with only one eigenvector v = [−1 1]T . The
matrix is deficient. One solution is
( )
−1
x1 (t) = e2t .
1
To find a generalized eigenvector w we solve (A − 2)w = v. We have
( )( ) ( )
−1 −1 w1 −1
= .
1 1 w2 1
A solution is ( )
1
w= .
0
So the general solution to the system is
( )
−1
x(t) = c1 e2t + c2 (tv + w)e2t .
1

 Sec. 4.5, page 235

1. (a) The eigenpairs are 1, [2 1]T and 3, [1 1]T .
(b) The eigenpairs are 0, [−3 2]T and 8, [1 2]T .
(c) The eigenpairs are ±2i, [0.9428 0.2357 ± 0.2357i]T .
3. The general solution is
( ) ( )
1 1
x(t) = c1 e−6t + c2 e−t .
2 −5
The linear orbits are y = 2x and y = −5x. The origin is a stable node,
and the other orbits enter the origin tangent to the direction y = 2x as
t → ∞. As t → −∞ all orbits become parallel to y = −5x. The orbit
beginning at the point (0, 1) satisfies
( ) ( ) ( )
1 1 0
x(0) = c1 + c2 = ,
2 −5 1

which gives c1 = −c2 = 17 .

5. The eigenvalues λ are 1, 1 with a single eigenvector v = [1 − 1]T . The
system is deficient. We must find a generalized eigenvector w satisfying
(A − λI)w = v. This system is
( )( ) ( )
1 1 w1 1
= ,
−1 −1 w2 −1

35
 which has a solution w1 = 1, w2 = 0. Therefore the general solution is
( ) ( )
1 t t+1
x(t) = c1 e + c2 et .
−1 −t

To solve the initial value problem we set t = 0 to get

c1 = 1, c2 = 0.

Therefore ( )
et
x(t) = .
−et

7. When α = 12 , (0, 0) is a stable node. When α = 2, (0, 0) is a saddle point.

Therefore, as α varies from 1/2 to 2 the system undergoes a bifurcation
from a stable node to a saddle. In general, for arbitrary α in this range,
the trace is −2 and the determinant is 1 − α. So the bifurcation occurs at
α = 1, where the determinant changes sign. When α = 1 the eigenvalues
are 2 and 0 and the matrix has determinant zero; thus there is a line
y = −x of nonisolated critical points.
9. We have tr(A) = 4 > 0 and det A = 3 − a. If a > 3then (0, 0) is an
unstable saddle point. If a = 3 then (0, 0) is a non-isolated critical point
and there is a line of critical points along y = −x. These are all unstable
and orbits are straight lines exiting the critical points. If a < 3 then then
we check the discriminant tr(A)2 − 4 det A = 4(1 + a). If −1 ≤ a < 3, then
(0, 0) is an unstable node, and if a < −1 then (0, 0) is an unstable spiral.
11. (a) tr A = 3, det A = −4; saddle point.
(b) The eigenvalues are −3, −3; stable node.
(c) tr A = 5, det A = −6; saddle point.
(d) tr A = −15, det A = 44; (tr A)2 − 4 det A > 0; stable point.
(e) The eigenvalues are 2, 2; unstable node.
(f) tr A = 2, det A = 5; (tr A)2 − 4 det A = −16 < 0; unstable spiral.
(g) tr A = 6, det A = 9; (tr A)2 − 4 det A = 0; unstable node.
(h) tr A = 0, det A = 9; center.
13. With the parameters as given the coefficient matrix is
( )
−4 14
A= .
4 −4

The eigenvalues are −3 and −5, so the origin is an asymptotically stable

node. The general solution is
( ) ( )
0.2425 −3t −0.2425
x(t) = c1 e + c2 e−5t .
0.9701 0.9701

36
 The initial conditions are C1 (0) = 0 and C2 (0) = 0.3. Apply these to find
c1 and c2 in the general solution by solving

c1 − c2 = 0, c1 + c2 = 0.3092.

Adding, we get c1 = 0.1546; subtracting we get c2 = 0.1546.

15. (c) Substitute I3 = I1 + I2 into part (a) to obtain a system for I1 and I2 .
In matrix form,
( )( ′ ) ( )( ) ( )
1 0 I1 −R1 R2 I1 E(t)
L = + .
1 1 I2′ −R3 −R2 − R3 I2 0

Multiply through by the inverse of the matrix on the left side gives
( ′ ) ( )( ) ( 1 )
I1 1 −R1 R2 I1 L E(t)
= + .
I2′ L R1 − R3 −2R2 − R3 I2 0

Then the trace of the matrix on the right is obviously negative and the
determinant is
1
det = (R1 R2 + R1 R3 + R2 R3 ) > 0.
L
Therefore the homogeneous system has an asymptotically stable critical
point at the origin.

17. Substitute the proposed solution into the equation to get

eσt σv = rλveσt e−σT ,

where we used the fact that Av = λv. Making cancelations, we get

σ = rλe−σT .

Assume T and r are positive and take the case that λ > 0. Proceed geo-
metrically and plot the left side and right side of the equation as functions
of σ. Then, if σ > 0 the right side is a decaying exponential and the left
side is a straight line; there will always be a unique positive solution. If
σ < 0 then there are no intersections.

 Sec. 4.6, page 243

1. The first part is straightforward: compute Φ′ (t) and then AΦ and show
that the entries match. For the second part,
( ) ( ) ( ) ( )( )
ϕ1 ψ1 c1 ϕ1 + c2 ψ1 ϕ 1 ψ1 c1
x(t) = c1 +c2 = = .
ϕ2 ψ2 c1 ϕ2 + c2 ψ2 ϕ 2 ψ2 c2

37
3. Use Equation (4.45). We have
( )
(1 + t)e2t −te2t
Φ(t) = ,
te2t (1 − t)e2t

and so the inverse is

( )
−1 (1 − t)e−2t te−2t
Φ (t) = .
−te−2t (1 + t)e−2t

(The determinant of Φ(t) = e4t .) Therefore, by (4.45), the general solution

is
( )
(1 + t)e2t −te2t
x(t) = ×
te2t (1 − t)e2t
[( ) ∫ t( )( ) ]
k1 (1 − s)e−2s te−2s 0
+ ds .
k2 0 −te−2s (1 + s)e−2s s

Clearly, ( )( ) ( )
1 0 k1 1
x(0) = Φ(0)k = = .
0 1 k2 2
so k1 = 1, k2 = 2.
5. The fundamental matrix is
( )
cos t sin t
Φ(t) = .
− sin t cos t

Now use undetermined coefficients to determine a particular solution.

Take ( )
A cos ωt + B sin ωt
xp (t) = .
C cos ωt + D sin ω
Substitute into the nonhomogeneous equation, noting that ω ̸= ±1, gives
B = C = 0 and
1 ω
A= , D=− .
1 − ω2 1 − ω2
Therefore, a particular solution is
( 1 )
1−ω 2 cos ωt
xp (t) = .
− 1−ω
ω
2 sin ω

The general solution is x(t) = Φ(t)c + xp (t).

7. The eigenvalues are 4, 4 with one eigenvector v = [−1 1]T . The system is
deficient and we need a generalized eigenvector w satisfying (A − λI)w =
v. Easily a solution is w = [1/6 1/6]T . The fundamental matrix is there-
fore ( ( ) )
−e4t e4t (−t + 16)
Φ(t) = .
e4t e4t t + 61

38
9. The equations are

x′ = −r1 x − r3 x + r2 y + D, y ′ = r1 x − r2 y.

The longtime behavior is the equilibrium conditions x′ = y ′ = 0. Solving

these two equation for x and y gives
r1 + D r1
x= , y= .
r1 + r2 r2

39
 Chapter 5 Exercises

 Sec. 5.1, page 257

3. There are no critical points because x′ is never zero. There is one nullcline,
y ′ = 2x = 0, which is the y axis; there the vector field is horizontal. To
find the integral curves, divide the two equations to get
dy
= −2xy.
dx
Separating variables and integrating gives bell-shaped integral curves

y = Ce−x .
2

5. The critical points are (±1, −1). The nullclines are y = −1 (vector field
vertical) and y = −x2 (vector field horizontal). Using the Jacobian,
J(1, −1) has negative determinant and thus (1, −1) is a saddle point;
J(−1, −1) has trace = 1 and det = 2 and therefore (−1, −1) is an un-
stable spiral. To find the vector field in regions between the nullclines,
note x′ > 0 when y > −1 and y ′ > 0 when y > −x2 , and so on.
7. There is a line of nonisolated critical points y = x. A nullcline is y = −x
where the vector field is vertical. We can find equations of orbits by
dividing the equations to get
dx
= x + y.
dy

This is a linear equation for x = x(y) and an integrating factor is e−y.

Solving gives integral curves

x = −1 − y + Cey .

When x = 1/4, y = 0, we get C = −3/4. For any fixed value of C, the

corresponding integral curve cannot cross the line y = x; it either enters
or exits that line. See also Exercise 9.

9. The entire x axis is a nonisolated set of critical points. The line x = −2 is

a nullcline where the vector field is horizontal; above the x axis it points
E, and below the x axis it points W. The integral curves are found by
dividing the two equations and integrating: y = 12 x2 + 2x + C, y ̸= 0.
A parabola cannot cross the x axis. Two typical orbits are shown in the
Figure 2.

40
 y

x
critical
points

Figure 2: Exercise 9. Parabolic orbits entirely above the x axis move left to
right. The other parabolas are broken at the x axis as shown with their give
directions.

11. Six critical points:

( )
1 1
(0, 0), (0, 3/2), (0, −3/2), (2, 0), 1 ± √ ,1 ∓ √ .
2 2 2 2
The x nullclines are x = 0 and y = 2 − x; the y nullclines are y = 0 and
the circle x2 + y 2 = 9/4. To test stability, compute the Jacobian matrix
( )
2 − 2x − y −x
J(x, y) =
−2xy −3y 2 − x2 + 49
at the six critical points. For example,
( )
2 0
J(0, 0) = 9 ,
0 4

so the matrix J(0, 0) has positive eigenvalues; thus (0, 0) is an unstable

node.
13. The critical points are (0, 0) and (2, 4). Using the Jacobian we see (2, 4)
is a saddle point, but the Jacobian gives no information at (0, 0) because
det J(0, 0) = 0. However, x = 0 (y axis) is a nullcline and represent two
opposing orbits, both approaching the origin. The vector field has a stable
nodal structure at (0, 0) in the right half-plane. In the left half-plane the
local behavior near (0, 0) is that of a saddle point.
15. The only critical point is (0, 0). For the linearized system det J(0, 0) = 1
and trJ(0, 0) = 1, which gives no information. However, on any family of
circles x2 + y 2 = C we have
d 2
(x + y 2 ) = 2xx′ + 2yy ′ = −2y 4 < 0.
dt

41
 Figure 3: Exercise 3. Orbit with initial condition x = 1, x′ = y = 0.

Thus, the orbits must approach the origin and hence (0, 0) is asymptoti-
cally stable.
 Sec. 5.2, page 269

1. The only critical point is (0,0), and the Jacobian matrix is

( )
0 1
J(0, 0) = .
1 0

Thus the origin is a saddle point because det J(0, 0) < 0.

3. ∫For x′′ = −x2 the force is F (x) = −x2 and the potential energy V (x) =
x2 dx = 13 x3 . The conservation law is

1 2 1 3 1
y + x =E= .
2 3 3
Thus √
2√
y=± 1 − x3 .
3
The orbit beginning at (1, 0), shown in Figure 3, is the branch in the lower
half-plane y < 0.

5. The potential is V (x) = 12 x4 and the conservation law is x4 + y 2 = C,

where C = 2E. This plots a clockwise, closed loop around the origin.
When x(0) = x0 , y(0) = 0, we get C = x40 . So the conservation law can
be written √
dx
y= = ± x40 − x4 .
dt
Separating variable and integrating from 0 to x0 (one-fourth of a period
T ) gives ∫ x0
dx T
√ = ,
0 x0 − x
4 4 4

42
 where we have taken the + sign since the velocity is positive in y > 0.
In the integral on the left make the substitution x = x0 r, dx = x0 dr to
obtain, after simplification,
∫ 1
1 dr T
√ = .
x0 0 1 − r4 4

7. The potential energy is

∫
gR2 gR2
V (x) = dx = − + C.
(x + R)2 x+R

When x = 0 we get C = gR. Therefore the conservation law is

1 2 gR2 1
y − + gR = E = y02 .
2 x+R 2
Rearranging and simplifying gives the orbits depending on the initial ve-
locity y0 : √ ( )
R
y = ± y0 − 2gR 1 −
2 .
x+R
To easily plot phase paths we factor out 2gR to get
√
√ x y2
y = ± 2gR α − where α ≡ 0 .
x+R 2gR

Plot the right side of this equation for three different values of α, say
α1 < 1, α2 = 1, α3 > 1. The result is shown in Figure 4. For α < 1
the mass velocity becomes zero at a finite value of x, and it then turns
around back toward the earth with a negative velocity. For α ≥ 1 the mass
maintains a nonzero, positive velocity and escapes the earth’s gravitational
field. The value α =√1 is therefore the smallest value in which the particle
escapes; thus, y0 = 2gR is called the escape velocity.
The radius of the earth is R = 6.731 million meters, and g = 9.8 meters
per second. Therefore the escape velocity is 11.2 km/s or 25, 000 mph.

9. Refer to Figure 5.9 in the text. The force on the mass is =mg, downward.
We decompose the force into two components, one normal (perpendicular)
to the arc of the path, and one tangent to the arc. The normal component
causes no motion; the tangential force is −mg sin θ. Therefore the equation
of motion, mass times acceleration equals force, is

ms′′ = mlθ′′ = −mg sin θ.

Here we used s = lθ, where s is arclength. The result follows.

43
 y
a3
a2
x/(x+R)
a1

y
a orbits
3
a2
a1
x

y2
Figure 4: Exercise 7. Orbits for α1 < 1, α2 = 1, α3 > 1, where α ≡ 2gR 0
.
The value α = 1 is the smallest value for which the mass escapes the earth’s
gravitational field.

11. By Taylor’s formula,

1 1
sin θ = θ − θ3 + θ5 − · · · .
3 5!
For small θ we take only the first approximation sin θ ≈ θ. Thus the
equation of motions (see Exercise 9) becomes
g
θ′′ = − θ.
l
We recognize this as an oscillator equation (Chapter
√ 2). We try a solution
θ(t) = A cos ωt and substitute
√ to get ω = g/l. Clearly, A = θ(0).
The period
√ is T = 2π/ g/l. For the crane problem, we have θ(t) =
√
A cos(√ g/20 t), so the ball hits the building when A cos g/20 t∗ = 0, or
when g/20 t∗ = π/2. Then
π√
t∗ = 20/g = 2.244 seconds.
2
13. We have
d
V (x) = 2xx′ + 2yy ′ = 2xy + 2y(−x − y 3 ) = −2y 4 < 0.
dt
Therefore V is decreasing in time.

44
 15. Refer to Exercise 9. Including the damping force −kθ′ , we get from New-
ton’s second law
mlθ′′ = −mg sin θ − kθ′ .
Thus
g k
θ′′ = − sin θ − .
l ml
We can write this as a system
g k
θ′ = ω, ω ′ = − sin θ − .
l ml
Therefore, if E = 12 ω 2 + (g/l)(1 − cos θ), then
g
E ′ = ωω ′ + sin(θ)θ′ ,
l
or ( )
g k g k
E′ = ω sin θ − ω + ω − sin θ = − ω 2 < 0.
l ml l ml
E is the total kinetic energy plus the potential energy due to conservative
forces. The last equation states that this energy dissipates at the rate
k 2
ml ω .

 Sec. 5.3.2, page 282

1. The critical points are
( ) ( )
h m rm − bh
,0 , P = , .
r b am

We assume rm > bh, which is valid if the harvesting rate is small. Notice
that the coexistent state, given by the second critical point, has the same
prey value as the Lotka–Volterra model, but the predator equilibrium is
smaller. Therefore, seemingly ironic, it is the predator population that
decreases when the prey is harvested. From the Jacobian it easily follows
that (h/r, 0) is a saddle point. At the second critical point the Jacobian
is ( )
bh/m −am/b
J(P ) = .
b(rm − hb)/am 0
The trace is positive and the determinant is positive. Therefore the equi-
librium P is unstable, either a node or a spiral. Aspects of the phase
plane are shown in Figure 5. This appears not to be a reasonable model
of harvesting.

3. Note that x′ = 0 when

rx
y=
a(x − k)

45
 y

r/a

h/r m/b x

Figure 5: The phase diagram for Exercise 1 showing the nullclines and critical
points P (unstable) and (h/r) (saddle point). A sample orbit is shown.

and y ′ = 0 when y = 0 or y = k + m/b. These nullclines are plotted in

Figure 6. The critical points are (0, 0), a saddle point, and
( )
m r bk
P= k+ , + .
b a am

One checks the Jacobian matrix to see that, evaluated at this critical point,
the trace is negative and determinant is positive. So P is asymptotically
stable. In conclusion, when a refuge is available, the coexistent state
becomes asymptotically stable rather than a center for the case of no
refuge.
5. The critical points are (0, 0), (m/b, k/a). The Jacobian matrix is
( )
−k + ay ax
J(x, y) = .
by −m + bx

The Jacobian at the origin has eigenvalues −k, −m and so√the origin is a
stable node. The nonzero critical point has eigenvalues ± mk, and is a
saddle point. See Figure 7.
7. The critical points are (0, 0), (0, 32), (28, 0), (12, 8). The Jacobian matrix
is ( )
14 − x − y −x
J(x, y) = .
−y 16 − x − y
J(0,0) has eigenvalues 14, 16 and gives an unstable node; J(0,32) has
eigenvalues -18,-16 and gives a stable node; J(28,0) has eigenvalues -14 -
12 and gives a stable node. It is easily checked that (12,8) is a saddle point

46
 y

r/a
P
. asymptote

(0,0) k k+m/b x
asymptote

Figure 6: The phase diagram for Exercise 3 showing the direction field, null-
clines, and critical points P and (0, 0). Also shown are the vertical asymptote
x = k and the horizontal asymptote for the x nullcline.

Figure 7: The form of the phase plane diagram for Exercise 5. Any initial
condition below the darker (NW to SE) separatrices leads to extinct populations,
(0, 0). There can be no coexistent states. If the initial condition were on a darker
separatrix leading into the equlilbrium ((m/b, k/a), small perturbations, which
are always present, would knock the path off the separatrix and the population
would go extinct or blow up.

47
 (12,0)

(0,0) (28,0)

Figure 8: The form of the phase plane diagram for Exercise 7.

either by the Jacobian or the form of the direction field and nullclines. See
Figure 8.

9. The x nullclines are x = 0 and x = ay/(1 + y). The y nullcline is

(b − y)(1 + y)
y= .
2a
Because we have simple formulas for the nullclines for x in terms of y, it
is reasonable to switch the x and y axes in our plots. (One could also
rotate the axes to obtain the usual plots.) Figure 9 shows the nullclines,
direction field, and critical points (0, b) and P . To find P add the two
differential equations to get x = b − y, a relation that also must hold at
the critical point. Setting
ay
=b−y
1+y
and solving for y gives the y coordinate of P . However, we do not need to
find the critical point P to determine stability. First, the Jacobian evalu-
ated at (0, b) is easily and has eigenvalues ab/(1 + b) and −1. Therefore,
(0, b) is a saddle point. The Jacobian matrix for P has sign structure
( )
− +
J= .
− −

Hence det J > 0 and tr J < 0, P is asymptotically stable.

11. Note a typo. The second equation should read

dG
= c2 G(1 − G) − c1 T G − d2 G.
dt

13. The x nullclines are x = 0 and y = 4 − x; the y nullclines are y = 0 and

y = (2 − bx)/a. To have a coexistent state the two nullclines y = 4 − x and

48
 x

(0,b) y

Figure 9: Phase diagram for Exercise 9. Note that the axes are switched for
ease of plotting.

2/a case 1 case 2

4 4

2/a

2/b 4 4 2/b

Figure 10: The form of the phase plane diagram for Exercise 13 in two cases.
The figure on the right represents the case when a coexistent state exists.

49
 I
N

(S(0),I(0))

N r/a S

Figure 11: Exercise 1. When r/a > N there is no epidemic and the disease
immediately dies out. The phase diagram shows the direction field computed
from the differential equations and an orbit beginning at (S(0), I(0)) on the line
S + I = N.

y = (2 − bx)/a must intersect in the first quadrant. This will occur in two
cases: Case 1: 2/a > 4 and 2/b < 4, and Case 2: 2/a < 4 and 2/b > 4. See
figure 10, which shows both cases. It is clear from the direction field that
in Case 1 the interior critical point has a saddle-like structure, whereas in
Case 2 it is an asymptotically stable node. So the competing species can
coexist in Case 2. Note that 2/a is the carrying capacity of species y and
b is its competition factor.

 Sec. 5.3.3, page 292

1. The phase diagram in the case r/a > N is shown if Figure 11,
3. Here, N = 200, I0 = 20 and S ∗ = 100. It takes 3 days to recover, so
r = 13 . To compute the infection constant a use the fact that S ∗ satisfies
r S∗
−S ∗ + N + ln = 0, S0 = 180.
a S0
Substitute the values into this equation and solve for a to get a = 0.00196.
The initial infection rate is I ′ = aS(0)I(0) = 0.00196(180)(20) ≈ 7. So
about 7 individuals get the disease per day.
5. For an SI disease the compartmental diagram is S
I, with the S → I
rate aSI and the I → S rate rI. The equations are
S ′ = −aS + rI, I ′ = aSI − rI, S + I = N.
Substitute S = N − I into the I ′ equation to get, after simplification,
I ′ = aI(N − I) − rI = aI(N − I − r/a). This has stable equilibria at
I = N − r/a, which is the limiting number of infections. Therefore, I
increases to this value. Notice that the equation for I is similar to the
logistic equation. Here we assume N > r/a. If N < r/a, the infection dies
out.

50
 axy/(x+y)
x y
AIDS

m m c

Figure 12: Exercise 9. HIV compartmental diagram. µ is the per capita mor-
tality rate and c is the per capita rate HIV infectives get AIDS.

7. The governing equations are

S ′ = −aSI + µ(N − S − I), I ′ = aSI − rI,

where we used R = N − S − I. There are at most two equilibria, at (N, 0)

and ( )
r N − r/a
,µ .
a µ+r
The first is a state with no infectives, and the second is an endemic state.
The Jacobian matrix is
( )
−aI − µ −aS − µ
J= .
aI aS − r

At the critical point (N, 0) the eigenvalues are −µ and aN −r. If the latter
is positive, which we assume, then (N, 0) is a saddle point. At the second
equilibrium point a straightforward calculation shows that the trace is
negative and the determinant is positive. Therefore it is asymptotically
stable. This represents an endemic state where the disease has become
established in the population. We leave the the sketch of the phase plane
to the reader. Use the nullclines and direction field to obtain the diagram.
9. The equations are
xy
x′ = b − µx − a ,
x+y
xy
y′ = a − µy − cy.
x+y

A compartmental diagram is in Figure 12.

13. The diagram is
S → E → I,
where the first rate is aSI and the second is kE. The equations are

S ′ = −aSI, E ′ = aSI − kE, I ′ = kE.

51
 I

N S

Figure 13: Phase diagram for Exercise 13. All orbits approach the state (0, N )
where everyone is infected.

Using E = N − S − I the S and I equations become:

S ′ = −aSI, I ′ = k(N − S − I).

The critical points are (N, 0) and (0, N ). The Jacobian shows easily that
det J(N, 0) = −akN < 0, so (N, 0) is a saddle point. And J(0, N ) has
eigenvalues −aN and −k, so (0, N ) is a stable node. A phase diagram is
shown in Figure 13.

 Sec. 5.3.4, page 300

1. For part (a) make the substitution t = τ /µ in the differential equations as
indicated.
(b) In the first differential equation neglect the εh term to get

h′ = λm(1 − h), m′ = ηh(1 − m) − m.

Here, ‘prime’ denotes d/dτ . The nullclines are h′ = 0 when m = 0 or

h = 1, and m′ = 0 when m = ηh/(ηh + 1). There are two critical points,
(0, 0) and (1, η/(η + 1)). The Jacobian is
( )
λm λ(1 − h)
J(h, m) = .
η(1 − m) −ηh − 1

It is easy to check det J(0, 0) = −ηλ, so (0, 0) is a saddle point. Also,

( )
−ηλ
η+1 0
J(h, m) = .
η
η+1 −η − 1

Both eigenvalues (diagonal elements) are negative and therefore (1, η/(η +
1)) is an asymptotically stable node. It represents the case that all hu-
mans are infected, but only a fraction of mosquitos are infected. A phase
diagram is shown in Figure 14.

52
 m
1

(0,0) 1 h

Figure 14: Phase plane for Exercise 1b. The dashed line is the m nullcline. All
oribits approach the critical point P= (1, η/(η + 1)).

 Sec. 5.4, page 306

1. Transform to polar coordinates as in Example 5.13.
3. Note fx + gy = (1 + 3x2 ) + 5y 4 > 0, and so there can be no periodic orbits
by Dulac’s Theorem.
5. Note that
( ) ( )
1 1
(βf )x + (βg)y = x(P − ax + by) + y(Q − cy + dx)
xy x xy y
a c
=− − <0
y x
in x, y > 0, because a, c > 0. Therefore there are no periodic orbits.
7. Take
x3 + y 3
F (x, y) =
3xy
d
and show that dt F (x(t), y(t)) = C using the chain rule.
9. (a) If f = Hy and g = −Hx then fx = Hyx and gy = −Hxy . By equality
of mixed partials we have fx = −gy , or fx + gy = 0.
d
(b) By the chain rule, dt H(x, y) = Hx x′ +Hy y ′ = −gf +f g = 0. Therefore
H is constant when the differential equations hold.
(c) Note that the Jacobian matrix is at an equilibrium point P is
( )
fx fy
J(x, y) = .
gx gy

If P is a source or sink, then the trace of the matrix would be nonzero.

But the trace is fx + gy = 0, contradicting this fact.

53
 (d) x′′ = F (x) is equivalent to the system x′ = y, y ′ = F (x). Note
f (x, y) = y and g(x, y) = F (x). Hence, fx + gy = 0, and the system is
Hamiltonian. To find H we solve

Hx = −F (x), Hy = y.

Integrate the second equation with respect to y to get H(x, y) = 12 y 2 +

ϕ(x), where ϕ is an arbitrary function of x. Hence Hx = ϕ′ (x). But from
the other equation,
∫ Hx = −F (x). Thus, ϕ′ (x) = −F (x). Integrating gives
ϕ(x) = − F (x)dx + C. But −intF (x)dx = V (x), the potential energy.
Hence
1
H(x, y) = y 2 + V (x) = constant.
2
The total energy is conserved.
(e) x′ = y, y ′ = x − x2 . From part (a) the system is Hamiltonian, and
from part (d)
1 2 1 2 1 3
y − x + x = C.
2 2 3
11. (a) If there is a G such that f = Gx and g = Gy , then fy − gx = Gxy −
Gyx = 0. So the scalar curl is zero. To prove the converse, that there
exists a G, we refer the reader to any multivariable calculus text book.
d
(b) By the chain rule, dt G(x, y) = Gx x′ + Gy y ′ = f 2 + g 2 > 0. It fol-
lows that the scalar function G(x(t), y(t)) in increasing on every orbit.
Therefore, there can be no periodic orbits and thus no centers.
(c) Part (b) shows a critical point cannot be a spiral point. The Jacobian
at a critical point is
( ) ( )
fx fy Gxx Gxy
J(x, y) = = .
gx gy Gyx Gyy
The eigenvalues are
1( √ )
λ= trJ ± (trJ)2 − 4 det J .
2
We show that the discriminant is positive; so there are no complex eigen-
values and thus no spiral points.

(trJ)2 − 4 det J = (Gxx + Gyy )2 − 4(Gxx Gyy − G2xy )

= (Gxx − Gyy )2 + 4G2xy > 0.

(d) Note that fy − gx = 0, so the system is a gradient system. To find G

note
f = Gx = 9x2 − 10xy 2 , g = Gy = 2y − 10x2 y.
Integrate the first equation with respect to x to get

G(x, y) = 3x3 − 5x2 y 2 + ϕ(y).

54
 Then finding Gx and comparing to the expression above gives ϕ(y) = 31 y 3 .
Thus,
1
G(x, y) = 3x3 − 5x2 y 2 + y 3 .
3
(e) Use the method in part (d) to find G(x, y) = x sin y + C.
13. (a) Factor, and write r′ = r(r − 2)r − 1), and θ′ = 1. Thus θ(t) = t + C,
and θ winds counterclockwise. The periodic orbits are then the clockwise
circles r = 1 and r = 2. Next note r′ > 0 for r > 2 and r < 1, while
r′ < 0 for 1 < r < 2. So the orbits with r(0) < 1 spiral out the origin
approaching 1. Orbits starting with 1 < r(0) < 2 spiral into r = 1 as
t → +∞ and into r = 2 as t → −∞. For r(0) > 2 the orbits spiral
outward to infinity as t → +∞ and toward r = 2 as t → −∞.
(b) Use the formulas in Example 5.13.

 Sec. 5.5, page 311

1. The matrix for this linear system is
( )
ε −1
J= .
1 ε

Note that (trJ)2 −4 det J = −4, so the eigenvalues are always complex, and
they are given by λ(ε) = ε ± i. As ε varies from −0.2 to 0.2 the eigenvalues
move in the upper complex plane along the straight line connecting −0.2+i
to 0.2 + i, and similarly in the lower complex plane (complex conjugates).
In this range the origin is a stable spiral (ε < 0), a center (ε = 0), and
then a stable spiral (ε > 0).

3. Write the equations as x′ = x(y − 1), y ′ = y(4 − 4y/K − 2x). The x

nullclines are x = 0, y = 1, and the y nullclines are y = 0, y = K(1 − x/2).
The critical points are (0, 0), (0, K); if K > 1 there is a third critical point
( )
2K − 2
P = , 1 , K > 1.
K

If K < 1 then this critical point is not present because x, y ≥ 0.

The Jacobian matrix is
( )
y−1 x
J= .
−2y 4− 8y
K − 2x

The matrix J(0, 0) has eigenvalues −1, 4, so (0, 0) is a saddle point; J(0, K)
has eigenvalues K − 1 and −2. Therefore, if K > 1 then (0, K) is a saddle,
and if K < 1 it is a stable node. In the special case K = 1 there are just
two critical points and (0, 1) = (0, K) has eigenvalues 0, −2.

55
 y

(0,K)

(0,0) 2 x
√
Figure 15: Exercise 3. Phase plane in the case K >√1/2 + 5/2 when the
critical point P is a stable spiral. For 1 < K < 1/2 + 5/2 the point P is an
asymptotically stable node; the phase plane is similar but curves enter P rapidly
without oscillation.

In the case of the critical point P , we have, with K > 1,

( 2K−2
)
0 K
J(P ) = .
−2 − K 4

The trace is negative and determinant positive; therefore P is asymptoti-

cally stable. The discriminant is
16 ( )
tr2 − 4 det = 2
1 + K − K2 .
K
√ √
This changes sign at 1/2 + 5/2. For
√ 1 < K < 1/2 + 5/2 the critical
point is a node, and for K > 1/2 + 5/2 the critical point is a spiral.
The phase diagrams are shown in the Figure 15. We leave the special case
K = 1 to the reader.
5. The quantities are: P is plant biomass and H is herbivores. ϕ is the
plant biomass production (plant biomass/time), a is the death rate of
plants (1/time), b is the consumption rate (1/(herbivores· time)), c is the
mortality rate of herbivores (1/time), and ε is the yield (herbivores/plant
biomass). The nullclines are P ′ = 0 when H = (ϕ − aP )/bP and H ′ = 0
when H = 0 or P = c/εb. The critical points are
( ) ( )
ϕ c εbϕ − ac
,0 , Q = , .
a εb bc

The second does not exist unless εbϕ − ac ≥ 0, that is, the primary plant
production is large enough. In this case the phase diagram is shown in

56
 H H

f/a c/be P c/be f/a P

node saddle

Figure 16: Exercise 5. The left figure is low primary production ϕ, and on the
right high primary production. The direction fields are shown. The orbits are
left to the reader.

Figure 16 (right panel). It is straight forward to draw in the direction

field. The Jacobian matrix is
( )
−a − bH −bP
J(P, H) = .
εbH −c + εbP

In the case εbϕ − ac ≥ 0 we find that det J(ϕ/a, 0) = −εbϕ + ac < 0, and
therefore (ϕ/a, 0) is a saddle point. At the critical point Q we find

εϕ
trJ(Q) = − < 0, det J(Q) = εbϕ − ac > 0.
c
Thus Q is asymptotically and there is a coexistent state.
When there is only a single critical point (ϕ/a, 0), it is a stable node and
the herbivores die out. In summary, if ϕ is small the herbivores die out
until it reaches the value ϕ = ac/εb. At that time the zero population of
herbivores becomes unstable and a new stable coexistent state is born.
7. (a) Take h = 0, a, b > 0, to get x′ = x(1 − ax − y), y ′ = y(b − y − x). The
nullclines are

x′ = 0 on x = 0, y = 1 − ax; y′ = 0 on y = 0, y = b − x.

There are always the the critical points (0, 0), (0, b), (1/a, 0). If b < 1,
a > 1, and b > 1/a, then there is a fourth critical point at
( )
1 − b ab − 1
P= , .
a−1 a−1

In this case the Jacobian matrix is

( )
1 − 2ax − y −x
J(x, y) = .
−y b − x − 2y

57
 y
1

(0,b)
saddle P stable node

(0,0) (1/a,0) b x
unstable node saddle

Figure 17: Exercise 7a. The critical points, nullclines, and direction field in the
case b > 1/a, b < 1, and a > 1.

A phase diagram showing the critical points and nullclines is shown in

Figure 17. It is straightforward to classify the critical points by substitut-
ing into the Jacobian matrix and checking the eigenvalues. We see (0, 0)
is an unstable node, (0, b) and (1/a, 0) are saddles, and from the form of
the direction field, P is clearly a stable node. We leave it to the reader to
draw in the orbits.
We leave the other cases (b < 1/a, b > 1) to the reader. In these cases the
critical point P disappears. Parts (b) and (c) are involved and are left as
exercises.
9. Note x′ = 0 when y = −(1 − x)(2 − x) and y ′ = 0 when y = ax2 . So the
nullclines are parabolas; the x nullcline is fixed and the y nullcline changes
with the positive parameter a. The three cases are shown in Figure 18.
The x coordinate of critical points are roots of (a + 1)x2 − 3x + 2 = 0, or
1 √
x= (3 ± 1 − 8a).
2(a + 1)
So, there are no critical points for a > 1/8, one critical point for a = 1/8,
and two critical points for a < 1/8. So a bifurcation occurs at a = 1/8.
Note that the x coordinate of all the critical points is between 1 and 2.
The Jacobian matrix is
( )
2x − 3 1
J(x, y) = .
−2ax 1
For cases 2 and 3 the trace is clearly positive, and the determinant is
det = 2x(a + 1) − 3.
11. Write
x′ = x(K − x − y), y ′ = y(1 − x − 2y).

58
 a > 1/8 a = 1/8 a < 1/8

. ..
Figure 18: Exercise 9. The three cases a > 1/8 (no critical points), a = 1/8
(one critical point), a < 1/8 (two critical points).

The critical points are

(0, 0), (0, 1/2), (K, 0), (2K − 1, 1 − K).

Note that the last critical point is viable only when 1/2 ≤ K ≤ 1. The
nullclines are straightforward to sketch (see Figure 19). The Jacobian is
( )
K − 2x − y −x
J(x, y) = .
−y 1 − 4y

Easily the eigenvalues of J(0, 0) are K and 1, so (0, 0) is an unstable node.

The eigenvalues of J(K, 0) are −K and 1, so (K, 0) is a saddle point. The
eigenvalues of J(0, 1/2) are K − 1/2 and −1, so (K, 0) is a saddle point.
Finally, trJ(2K − 1, 1 − K) = 2K − 3 < 0 and det trJ(2K − 1, 1 − K) =
4(−3K 2 + 5K − 2) > 0 on 1/2 < K < 1. Thus, as the direction field
shows, (2K − 1, 1 − K) is a stable node.
The cases K < 1/2 and K = 1/2 are straightforward. The results are
shown in Figure 19.

13. The system is

x′ = y, y ′ = −y − x − x3 + F cos t.

See page 356 of the text for a MATLAB code.

15. Add the two differential equations and solve the result for x to get x = 1.
Substitute into the y equation to get y = 4a. So (1, 4a) is the critical
point. The Jacobian evaluated at the critical point is
( )
a−1 1
4
J(x, y) = .
−a − 14

59
 K<1/2 K=1/2 1/2< K<1
K
(0,1/2) (0,1/2)

K
(0,1/2)

(0,0) (K,0) 1 (0,0) (1/2,0) 1 (0,0) (K,0) 1

Figure 19: Exercise 11. When K < 1/2 and K = 1/2 all orbits approach the
point (0, 1/2), which is a stable node. For K > 1/2 the orbits approach the the
coexistent state (2K − 1, 1 − K).

We have trJ = a − 5/4 and det J = 1/4 > 0. Therefore the critical
point is asymptotically stable for a < 5/4 and unstable for a > 5/4.
At a = 5/4 the linearized system has a center. Therefore, a bifurcation
occurs at a = 5/4. Compute the discriminant (trJ)2 − 4 det J to observe
that (1, 4a) is a stable spiral when a < 5/4 and an unstable spiral when
a > 5/4.
A calculation of the phase plane is shown in Figure 20 when a = 3/2.
17. There are two critical points, (0, 0) and (1, 0). The x nullcline is y = 0 (x
axis), and the y nullcline is the parabola y = − 1c x(1 − x). The Jacobian
matrix is ( )
0 1
J(x, y) = .
2x − 1 −c
Substituting the two critical points into J instantly gives the fact that
(0, 0) is a stable node (both eigenvalues are negative) and (1, 0) is a saddle
point (negative determinant). Figure 21 shows the direction field. The
separatrix leaving (0,0) in the region between the nullclines starts to the
left and crosses the parabolic nullcline horizontally. At that instant it
must turn NW and enter the origin. It can be shown by calculation that
it cannot cross the straight line y = λ+ x, where (1, λ+ ) is the eigenvector
corresponding to the eigenvalue
1 √
λ+ = (−c + c2 − 4).
2
Note that the other eigenpair is
1 √
λ− = (−c − c2 − 4), (1, λ− ).
2
An orbit connecting two critical points is called heteroclinic.

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 x ’ = 1 − (a + 1) x + .25 y x2 a = 6/4
y ’ = a x − 0.25 y x2

4
y

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

x

Figure 20: Exercise 15. The phase plane diagram when a = 3/2 and the critical
point is an unstable spiral. The figure was produced by pplane8, a program
written by John Polking of Rice University. The program is available on the
internet.

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 y

(0,0) (1,0)
x

l - l+

Figure 21: Exercise 17. Critical points, nullclines and direction field. The two
lines labeled λ+ and λ− are eigen-directions for the two negative eigenvalues at
the origin. The orbit connecting the two critical points (1, 0) to (0, 0) (shown)
is trapped to the right of the direction λ+ and must enter the origin.

19. Assume x, y ≥ 0. The x nullclines are x = 0 and y = x(1 − x), a concave-

down parabola. The y nullclines are y = 0 and x = 1/α. The critical
points are (0, 0) and (1, 0) for α ≤ 1. When α > 1 there is another critical
point at ( )
1 α−1
P = , .
α α2
Figure 22 shows the cases. The Jacobian is
( )
2x − 3x2 − y −x
J(x, y) = .
y x − α1
J(0, 0) has eigenvalues 0, −1/α, and J(1, 0) has eigenvalues −1, 1 − 1/α.

a=1 a>1
a<1

Figure 22: Exercise 19.

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