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Contents
1. Vector Space……………………………………………………………1
1.1 Inner Produce Space…………………………………………………………...1
1.1.1 Example…………………………………………………………………………...1
2. Linear Transformation………………………………………………...5
2.1 Linear Transformation………………………………………………………...5
2.1.1 Example…………………………………………………………………………...5
1. Vector Space
1.1 Inner Produce Space
Definition
A map .,. : V V → is called an inner produce in V. if it satisfies the following
1. u , u 0 , u, u = 0 u = 0.
2. u , v = v, u .
3. ku , v = k u , v .
4. u + v, w = u , w + v, w .
1.1.1 Example
Example 1: Determine whether the following vector space equipped with real mappings are inner
product spaces.
A. 2
equipped with x, y = x1 y1 + 2 x2 y2 .
B. 2
equipped with x, y = x12 + y12 + x2 2 + y2 2 .
C. 2
equipped with x, y = x1 y13 + x2 y23 .
D. 2
equipped with x, y = 4 x1 y1 + 2 x2 y2 + 3 x3 y3 + 7 x4 y4 .
E. 2
equipped with x, y = x1 y1 + x2 y2 − 2 x3 y3 .
G. P3 equipped with a0 + a1t + a2t + a3t 3 ; b0t + b1t + b2t 2 + b3t 3 = a0b0 + a1b1 + 2a2b2 + a3b3
2
Solution
Determine whether the following vector space equipped with real mappings are inner product
spaces
A. 2
equipped with x, y = x1 y1 + 2 x2 y2 .
1. x, x = x12 + 2 x2 2 0 , x = ( x1 , x2 ) 2
x, x = 0 x12 + 2 x2 2 = 0 x1 = x2 = 0
2. x, y = x1 y1 + 2 x2 y2 = y1 x1 + 2 y2 x2 = y, x = y, x
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4. x + y, z = ( x1 + y1 ) z1 + 2 ( x2 + y2 ) z2 = ( x1 z1 + 2 x2 z2 ) + ( y1 z1 + 2 y2 z2 ) = x, z + y, z
2
So It is an inner product
B. 2
equipped with x, y = x12 + y12 + x2 2 + y2 2 .
2 2 2 2
(
Since kx, y = ( kx1 ) + y1 + ( kx2 ) + y2 , k x, y = k x12 + y12 + x2 2 + y2 2 )
kx, y = (2 4) 2 + 12 + (2 2) 2 + 32 = 90
k x, y = (12 + 12 + 22 + 32 ) = 15
kx, y k x, y
C. 2
equipped with x, y = x1 y13 + x2 y23 .
Let x = ( 4, 2 ) , y = (1,3)
2
Since x, y = x1 y1 + x2 y2 and y, x = y1 x1 + y2 x2 .
3 3 3 3
x, y = 4.13 + 2.33 = 58
y, x = 1.43 + 3.23 = 88
x, y y , x
D. 2
equipped with x, y = 4 x1 y1 + 2 x2 y2 + 3x3 y3 + 7 x4 y4 .
1. x, x = 4 x12 + 2 x2 2 + 3 x32 + 7 x4 2 0 , x = ( x1 , x2 ) 2
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x, x = 0 4 x12 + 2 x2 2 + 3x32 + 7 x4 2 = 0 x1 = x2 = 0
2. x, y = 4 x1 y1 + 2 x2 y2 + 3x3 y3 + 7 x4 y4 = 4 y1x1 + 2 y2 x2 + 3 y3 x3 + 7 y4 x4 = y, x = y, x
= k ( 4 x1 y1 + 2 x2 y2 + 3 x3 y3 + 7 x4 y4 ) = k x, y
4. x + y, z = 4( x1 + y1 ) z1 + 2( x2 + y2 ) z2 + 3( x3 + y3 ) z3 + 7( x4 + y4 ) z4
= (4 x1 z1 + 2 x2 z2 + 3x3 z3 + 7 x4 z4 ) + (4 y1 z1 + 2 y2 z2 + 3 y3 z3 + 7 y4 z4 )
= x, z + y , z
2
So It is an inner product
E. 2
equipped with x, y = x1 y1 + x2 y2 − 2 x3 y3 .
Let x = ( 0,0, 2 )
3
x, x = 02 + 02 − 2 (1) = −2 0
2
2
So It is an inner product
f C 0 0;1 , f , f = tf ( t ) dt 0 , t = ( 0,1) , t 0
1
1.
0
f, f =0 f ( t ) = 0 , t = ( 0,1)
f , g = tf ( t ) g ( t ) dt = tg ( t ) f ( t ) dt = g , f = g , f
1 1
2. , g, f
0 0
kf , g = t ( kf )( t ) g ( t ) dt = k tf ( t ) g ( t ) dt = k f , g
1 1
3.
0 0
f + g , h = t ( f + g ) ( t ) h ( t ) dt = tf ( t ) h ( t ) dt + tg ( t ) h ( t ) dt = f , h + g , h
1 1 1
4.
0 0 0
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G. P3 equipped with a0 + a1t + a2t 2 + a3t 3 ; b0t + b1t + b2t 2 + b3t 3 = a0b0 + a1b1 + 2a2b2 + a3b3
1. a ( t ) , a ( t ) = a0 2 + a12 + a2 2 + a32 0
a (t ) , a (t ) = 0 a0 2 + a12 + a2 2 + a32 = 0
a0 = a1 = a2 = a3 = 0 a (t ) = 0
3. ka ( t ) , b ( t ) = ( ka0 ) b0 + (ka1b1 ) + 2(ka2 )b2 + (ka3 )b3 = k ( a0b0 + a1b1 + 2a2b2 + a3b3 ) = k a ( t ) , b ( t )
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2. Linear Transformation
2.1 Linear Transformation
Definition
Let V ,W V . A mapping L : V → W is said to be a linear transformation or linear
if
1. u, v V : L ( u + v ) = L ( u ) + L ( v )
2. v V , : L ( v ) = L ( v )
Theorem
If L L (V ,W ) , then L ( 0 ) = 0
L ( v1 + v2 ) = L ( v1 ) + L ( v2 )
Definition
1. The image of V1 V is defined by L (V1 ) = L ( v ) : v V1
6. L is onto because Im ( L ) = W
2.1.1 Example
A. L: 3
→ 2
defined by L ( x, y, z ) = ( x + 2 y − 3z , 4 x − 5 y + 6 z ) .
B. L: 2
→ 2
defined by L ( x, y ) = ( x 2 , y 2 )
C. L: 3
→ 2
defined by L ( x, y, z ) = ( x + 1, y + z )
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D. L : 2
→ 2
defined by L ( x1 , x2 ) = ( x1 − 2 x2 ,3 + x1 + 3x2 )
E. L : 3
→ 2
defined by L ( x1 , x2 , x3 ) = ( x1 + 2 x2 + x3 , x1 − x2 )
F. L : 2
→ 2
defined by L ( x1 , x2 , x3 ) = ( x1 + 2 x2 , x1 x2 )
Solution
x + 2 y − 3z
A. L : 3
→ 2
defined by L ( x, y, z ) = ( x + 2 y − 3z,4 x − 5 y + 6 z ) =
4x − 5 y + 6z
u1 v1
Let u = u2 , v = v2 , .
3
u v
3 3
u1 v1 u1 + v1
u1 + v1 + 2u2 + 2v2 − 3u3 − 3v3
L ( u + v ) = L u2 + v2 = L u2 + v2 =
u3 v u + v 4u1 + 4v1 − 5u2 − 5v2 + 6u3 + 6v3
3 3 3
So L is a linear transformations
x2
B. L : 2
→ 2
defined by L ( x, y ) = ( x , y ) = 2
2 2
y
v1
Let v = ,=3
2
2
v
We have L ( v ) = L ( v )
L ( v ) L ( v )
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C. L : 3
→ 2
defined by L ( x, y, z ) = ( x + 1, y + z )
0
We have L ( 0 ) =
0
0
0 + 1 1 0
Since L 0 = =
0 0 + 0 0 0
D. L : 2
→ 2
defined by L ( x1 , x2 ) = ( x1 − 2 x2 ,3 + x1 + 3 x2 )
0
We have L ( 0 ) =
0
0
0 − 0 0 0
Since L 0 = =
0 3 + 0 + 0 3 0
E. L : 3
→ 2
defined by L ( x1 , x2 , x3 ) = ( x1 + 2 x2 + x3 , x1 − x2 )
u1 v1
Let u = u2 , v = v2 , .
3
u v
3 3
u1 v1 u1 + v1
u1 + v1 + 2u2 + 2v2 + u3 + v3
L ( u + v ) = L u2 + v2 = L u2 + v2 =
u + v u1 + v1 − u3 − v3
u3 v
3 3 3
u1 + 2u2 + u3 v1 + 2v2 + v3
= + = L ( u ) + L ( v )
u1 − u3 v1 − v3
So L a linear transformations
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x + 2 x2
F. L : 3
→ 2
defined by L ( x1 , x2 , x3 ) = ( x1 + 2 x2 , x1 x2 ) = 1
x1 x2
v1
Let v = ,=3
2
v2
We have L ( v ) = L ( v )
L ( v ) L ( v )
Example 2: Let L : 2
→ 3
be a linear transformation defined by
1 1
x1 x1
L = 1 −1
x2 2 3 x2
Solution
Let L : 2
→ 3
be a linear transformation defined by
1 1
x1 x1
L = 1 −1
x2 2 3 x2
1 1 1 1 1 1
R2 → R2 − R1
Since 1 −1 0 −2 0 1
2 3 R3 → R3 − 2 R1 0 1 0 0
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0
x1 = x2 = 0 ker ( L ) = = 0
0
So ker ( L ) = 0
So L is one-to-one
1 1 1 1
We have 1 −1 0 1
2 3 0 0
1 1
Im ( L ) = Span 1 , −1 dim ( Im ( L ) ) = 2
2 3
rank ( L ) = dim ( Im ( L ) ) = 2
So rank ( L ) = 2
rank ( L ) = dim 2
So L is onto
Example 3: Let L : 3
→ 3
be a linear transformation defined by
x1 2 0 −1 x1
L x2 = 1 1 0 x2
x 2 −1 0 x
3 3
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Solution
A. Find the kernel of L and one of its bases. Is L one-to-one?
2 0 −1 1 1 0
Since 1 1 0 0 1 0
2 −1 0 0 0 1
0
x1 = x2 = x3 = 0 ker ( L ) = 0 = 0
0
So ker ( L ) = 0
So L is one-to-one
2 0 −1 1 1 0
We have 1 1 0 0 1 0
2 −1 0 0 0 1
2 0 −1
Im ( L ) = Span 1 , 1 , 0 dim ( Im ( L ) ) = 3
2 −1 0
rank ( L ) = dim ( Im ( L ) ) = 3
So rank ( L ) = 3
rank ( L ) = dim 2
So L is onto
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Definition
Let A M n ( ).
2. A scalar is said to be an eigenvalue of A if there exists a nonzero vector
x n
such that Ax = x . The nonzero vector x is said to be an eigenvector
associated to .
E = ker ( A − I n ) = x n
: ( A − I n ) x = 0.
Definition
Let V Vn , L L (V ) , B be a basis for V , A = L B , and . The polynomial
Then
n
(
p A ( ) = pL ( ) = ( −1) n − S1 n−1 + S 2 n−2 + ... + ( −1) S n
n
)
Where Si is the sum of the principal minors of order I of matrix A.
Note S1 = Tr ( A ) , S n = A
4.1.1 Example
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5 6 17
Example 2: The eigenvalues of 0 −19 23 . Find all eigenvalues
0 0 37
Solution
Let be an eigenvalue of A.
x1
We have Ax = x , x 2
, x = x2 3
, x0
x
3
Ax − x = 0 ( A − I ) x = 0 , x 0
5 6 17 1 0 0
I = 0 1 0
Since A = 0 −19 23 ,
0 0 37 0 0 1
5 6 17 1 0 0
A − I = 0 0 −19 23 − 0 1 0 = 0
0 0 37 0 0 1
5− 6 17
0 −19 − 23 = 0
0 0 37 −
( 5 − )( −19 − )( 37 − ) = 0 1 = −19 , 2 = 5 , 3 = 37
Solution
• Find det ( A ) = A
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Take = 0
So det ( A ) = A = −546
−5 2
Example 4: Let A = . Find its eigenvalues and eigenvectors.
−7 4
Solution
• Find its eigenvalues
Let be an eigenvalue of A.
x1
We have Ax = x , x 2
, x = 2
, x0
x2
Ax − x = 0 ( A − I ) x = 0 , x 0
−5 2 1 0
Since A = , I = 0 1
−7 4
−5 2 1 0
A − I = 0 − =0
−7 4 0 1
−5 − 2
=0
−7 4−
2 + − 6 = 0 1 = 2 , 2 = −3
So 1 = 2 , 2 = −3 It’s eigenvalue
−5 − 2 x1
We have ( A − I ) x = = 0 ( x is an eigenvector )
−7 4 − x2
➢ For 1 = 2
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−5 − 2 2 x1 −7 2 x1
( A − 2I ) x = = = 0
−7 4 − 2 x2 −7 2 x2
−2
−7 2 −7 2 −1 1
Since R2 → R2 + R1 R1 → R1 7
−7 2 0
0 0 0
7
2
Let x2 = t x1 = t
7
2
x1
x = =t 7 ,t
x2 1
2
So x = t 7 , t
it’s is an eigenvector to 1 = 2
1
➢ For 2 = −3
−5 + 3 2 x1 −2 2 x1
( A + 3I ) x = = = 0
−7 4 + 3 x2 −7 7 x2
−2 2 1 −1
Since
−7 7 0 0
Let x2 = u x1 = u
x 1
x = 1 = u , u
x2 1
1
So x = u , u it’s is an eigenvector to 2 = −3
1
1 2 4
Example 5: Let A = 0 4 7 . Find the eigenvalues of A.
0 0 6
Solution
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Let be an eigenvalue of A.
x1
We have Ax = x , x 2
, x = x2 3
, x0
x
3
Ax − x = 0 ( A − I ) x = 0 , x 0
1 2 4 1 0 0
I = 0 1 0
Since A = 0 4 7 ,
0 0 6 0 0 1
1 2 4 1 0 0
A − I = 0 0 4 7 − 0 1 0 = 0
0 0 6 0 0 1
1− 2 4
0 4− 7 =0
0 0 6−
(1 − )( 4 − )( 6 − ) = 0 1 = 1 , 2 = 4 , 3 = 6
So 1 = 1 , 2 = 4 , 3 = 6 It’s eigenvalue
Example 6: Find all eigenvalues and their corresponding eigenspace of the following matrix.
2 −3 1 −8 −3 −6
3 0
A. A = , B. B = 1 −2 1 , C. C = 4 0 4
1 2 1 −3 2 4 2 2
Solution
3 0
A, A =
1 2
Let be an eigenvalue of A.
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x1
We have Ax = x , x 2
, x = 2
, x0
x2
Ax − x = 0 ( A − I ) x = 0 , x 0 (1)
3 0 1 0
Since A = , I =
1 2 0 1
3 0 1 0 3− 0
A − I = 0 − =0
1 2 0 1 1 2−
( 3 − )( 2 − ) = 0 1 = 2 , 2 = 3 It’s eigenvalue.
So Spect ( A) = 2,3
E = ker ( A − I n ) = x n
: ( A − I n ) x = 0 .
➢ For 1 = 2
x1
By (1) ; ( A − 1I ) x = 0 , x = ( )
* 2
x2
1 0
( A − 2I ) x = 0 x =0
1 0
1 0 1 0
Since (REF)
1 0 0 0
x1 = 0
Let x2 = t
x2 = t
x1 0
x = = ,t ( *
) is an eigenvector corresponding to 1 =2
x2 t
0
So The eigenspace corresponding to 1 = 2 is E2 = 2
t = Span ( 0,1)
t
➢ For 2 = 3
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0 0
( A − 3I ) x = 0 x =0
1 −1
0 0 1 −1
Since (REF) x1 − x2 = 0
1 −1 0 0
x1 − x2 = 0 x1 = t
Let x2 = t
x2 = t
x1 t
x = = ,t ( *
) is an eigenvector corresponding to 2 = 3
x2 t
t
So The eigenspace corresponding to 2 = 3 is E3 = 2
t = Span (1,1)
t
2 −3 1
B, B = 1 −2 1
1 −3 2
Let be an eigenvalue of A.
x1
We have Ax = x , x , x = x2 ( *) , x 0
2 3
x
3
Ax − x = 0 ( A − I ) x = 0 , x 0 (1)
2 −3 1
Since A = 1 −2 1 ,
1 −3 2
2 −3 1 1 0 0
A − I = 0 1 −2 1 − 0 1 0 = 0
1 −3 2 0 0 1
2− −3 1
1 −2 − 1 =0
1 −3 2−
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− ( − 1) −1 0 −1 1 0
1 −2 − 1 =0 ( − 1) 1 −2 − 1
1 −3 2− 1 −3 2−
−1 0 0
( − 1) 1 −1 − 1 = 0 − ( − 1) ( −1 − )( 2 − ) + 2 = 0
1 −2 2−
1 = 0 , 2 = 3 = 1 It’s eigenvalue.
So Spect ( A) = 0,1
➢ 1 = 0
2 −3 1
( A − 0I ) x = 0 1 −2 1 x = 0
1 −3 2
2 −3 1 1 0 −1
x1 − x3 = 0 x1 = x3
Since 1 −2 1 0 1 −1 (REF)
1 −3 2 0 0 0 x2 − x3 = 0 x2 = x3
x1 x3 1
x = x2 = x3 = x3 1 , x3 ( *
)
x x 1
3 3
1
So The eigenspace corresponding to 1 = 0 is E0 = x3 1 3
x3 = Span (1,1,1)
1
➢ 2 = 3 = 1
1 −3 1
(A− I)x = 0 1 −3 1 x = 0
1 −3 1
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1 −3 1 1 −3 1
Since 1 −3 1 0 0 0 (REF) x1 − 3x2 + x3 = 0 x1 = 3x2 − x3
1 −3 1 0 0 0
x x 0 1
3 3
−8 −3 −6
C, C = 4 0 4
4 2 2
Let be an eigenvalue of A.
x1
We have Ax = x , x , x = x2 ( *) , x 0
2 3
x
3
Ax − x = 0 ( A − I ) x = 0 , x 0 (1)
−8 −3 −6
Since A = 4 0 4
4 2 2
−8 −3 −6 1 0 0
A − I = 0 4 0 4 − 0 1 0 = 0
4 2 2 0 0 1
−8 − −3 −6
4 − 4 =0
4 2 2−
nn
(
By p A ( ) = pL ( ) = ( −1) − S1 + S 2 + ... + ( −1) S n
n −1 n−2 n
)
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0 4 −8 −6 −8 −3
Since S1 = tra ( A) = −8 + 2 = −6 , S2 = + + = 12
2 2 4 2 4 0
−8 −3 −6
S3 = 4 0 4 = −8
4 2 2
= −2 It’s eigenvalue.
So Spect ( A) = −2
➢ = −2
−6 −3 −6
( A + 2I ) x = 0 4 2 4 x=0
4 2 4
−6 −3 −6 2 1 2
Since 4 2 4 0 0 0 (REF)
4 2 4 0 0 0
2 x1 + x2 + 2 x3 = 0 x2 = −2 x1 − 2 x3
Let x1 = t , x3 = s , x2 = −2 x1 − 2 x3 = −2t − 2s
x1 x3 t 1 0
x = x2 = x3 = −2t − 2s = t −2 + s −2 , t , s ( *
)
x x s 0 1
3 3
1 0 1 0
So E 2,3 = E1 = t −2 + s −2 3
t , s = Span −2 , −2
0 1 0 1
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Definition
The first order differential equation is of the form
dy
= f (t, y )
dt
Or
F ( t , y, y ') = 0
4.1 Separable
Definition
A differential equation F ( t , y, y ' ) = 0 is said to be separable or to have separable
u n +1 1
1. u n du =
n +1
+ C , n −1 2. u
du = ln u + C
u'
3. eu du = eu + C 4. u
du = ln u + C
u'
e
−u
5. = 2 u +C 6. du = −e − u + C
u
4.1.1 Example
Example 1: Solve (1 + x ) dy − ydx = 0
Solution
• Solve (1 + x ) dy − ydx = 0
(1 + x ) dy = ydx
1 1
dy = dx ( it’s separable variables )
y 1+ x
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1 1
y dy = 1 + x dx
1 (1 + x ) ' dx
y 1+ x
dy =
y = ec (1 + x )
ln 1+ x + c
y=e ( ec as c )
So y = (1 + x ) + C
dy
Example 2: Solve t 1 + y 2 + y 1 + t 2 =0
dt
Solution
dy
• Solve t 1 + y 2 + y 1 + t 2 =0
dt
dy
t 1 + y2 = − y 1 + t 2
dt
t −y
dt = dy ( it’s separable variables )
1+ t2 1 + y2
t −y
1+ t 2
dt =
1 + y2
dy
1 (1 + t ) ' 1 (1 + y ) '
2 2
2 1 + t 2 dt = − 2 1 + y 2 dy 1 + t 2 = − 1 + y2 + C
So 1 + t 2 = − 1 + y2 + C
(
Example 3: Solve 2t e y − 1 dt + et + y dy = 0)
Solution
• ( )
Solve 2t e y − 1 dt + et + y dy = 0
2t ( e y − 1) dt = −et + y dy
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2t et
dt = − y dy ( it’s separable variables )
ey ( e − 1)
2t ey
ey dt = − ( e y − 1) dy
t ey
2 dt = − ( e y − 1) dy (1)
et
t
➢ e t
dt = t e−t dt ( Use integral by parts udv = uv − vdu )
Let u = t du = dt
Let dv = e − t dt v = −e − t
➢ y
ey ( e − 1) ' dy = ln e y − 1 + C
dy = y
y
( e − 1) e −1
t ey
By (1): 2 dt = − ( e y − 1) dy −2e−t ( t + 1) = − ln e y − 1 + C
et
So −2e−t ( t + 1) = − ln e y − 1 + C
( )
Example 4: Solve et + 1 ydy + ( y + 1) dt = 0
Solution
• ( )
Solve et + 1 ydy + ( y + 1) dt = 0
y 1
dy = − t dt
y +1 e +1
y 1
y + 1 dy = − e t
+1
dt (1)
y y +1−1 1 ( y + 1) ' dy = y − ln y + 1 + C
➢ y + 1 dy = y +1
dy = 1 −
dy = dy −
y +1 y +1
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➢ t
1 et + 1 − et
dt = t
( e + 1) ' dt = t − ln et + 1 + C
dt = dt − t
t
e +1 e +1 e +1
y 1
By (1) ; y + 1 dy = − e t
+1
dt y − ln y + 1 + C = −t + ln et + 1
y − ln y + 1 + C = −t + ln et + 1 t + y + C = ln ( et + 1) ( y + 1)
et + y + C = e
( )
ln et +1 ( y +1)
et + y + C = ( et + 1) ( y + 1)
y
e .e C
=
( e + 1) ( y + 1)
t
Ce y = ( e−t + 1) ( y + 1) ( eC as C )
t
e
So Ce y = ( e−t + 1) ( y + 1)
Definition
A differential equation of the form
M ( t , y ) dt + N ( t , y ) dy = 0
Is said to be exact if the expression on the first corresponds to the differential of some
Theorem
Let M ( t , y ) and N ( t , y ) be continuous and have continuous partial derivatives on a
M N
=
y t
4.2.1 Example
Solution
• Solve the differential equation ( t + 2 y ) dt + ( 2t + y ) dy = 0 ( exact equation )
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M ( t + 2 y ) N ( 2t + y )
Since = =2= =
y y t t
F
t = M ( t , y ) = t + 2 y (1)
The equation is etact F ( t , y ) such that
F = N ( t , y ) = 2t + y ( 2)
y
F t2
By (1) ; = M (t, y ) F ( t , y ) = ( t + 2 y )dt = + 2 yt + C ( t ) ( 3)
t 2
F t2
( t , y ) = + 2 yt + C ( y ) = 2t + C ' ( y ) ( 4)
y y 2
t2 y2
By (3) ; F (t, y ) = + 2 yt + + C Or t 2 + 4ty + y 2 = C
2 2
So t 2 + 4ty + y 2 = C
( ) (
Example 2: Solve the differential equation t 2 − 2ty + 3 y 2 dt + y 2 + 6ty − t 2 dy = 0 )
Solution
• ( ) ( )
Solve the differential equation t 2 − 2ty + 3 y 2 dt + y 2 + 6ty − t 2 dy = 0 exact equation
M ( t − 2ty + 3 y ) N ( y + 6ty − t 2 )
2 2 2
Since = = −2t + 6 y = =
y y t t
F
t = M ( t , y ) = t − 2ty + 3 y (1)
2 2
F t3
By (1) ; = M (t, y ) F ( t , y ) = ( t 2 − 2ty + 3 y 2 )dt = + yt 2 + C ( t ) ( 3)
t 3
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F t3
( t , y ) = + yt 2 + C ( t ) = t 2 + C ' ( t ) ( 4 )
y y 3
y3
C ' ( y ) dy = ( −2t + y + 6ty ) dy C ( y ) = −2t y + + 3 y 2t + C
2 2 2
t3 y3
By (3) ; F ( t , y ) = ( t 2 − 2ty + 3 y 2 )dt = + yt 2 + −2t 2 y + + 3 y 2t + C
3 3
F ( t , y ) = t 3 + y 3 − 3t 2 y + 9ty 2 + C
So t 3 + y3 − 3t 2 y + 9ty 2 = C
Definition
A differential equation of the form a1 ( t ) y '+ a0 ( t ) y = b ( t )
To solve first order linear ODE, we first transform it into a standard form
y '+ p ( t ) y = f ( t )
I ( t ) = e
p ( t ) dt
( I (t ) y ) ' = I (t ) f (t ) I ( t ) y = I ( t ) f ( t ) dt
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Where t + 1 ( 2
) dy + 4ty =
1
dy 4t
+ 2 .y =
1
t +1 dt t + 1 (t 2 + 1)
2 2
dt
Find I ( t )
p( t )dt 4t
I (t ) = e Since p ( t ) = 2
t +1
4t 2 ( t 2 + 1) '
• p ( t ) dt = 2 dt = 2 dt =2ln t 2 + 1 + C
t +1 t +1
2
2ln t 2 +1 +C ln t 2 +1 +C
I (t ) = e = ( t 2 + 1)
2
=e
( t 2 + 1)
2
d
dt
((t 2 + 1) y = 1
2
) (t 2
+ 1) y = t
2
(t + 1) y = t
2 2
So
1 dy y
Example 2: Solve the differential equation . + tan t = cos t
t dt t
Solution
1 dy y
• Solve the differential equation . + tan t = cos t
t dt t
1 dy y dy
Where . + tan t = cos t + tan ty = t cos t
t dt t dt
Find I ( t )
( p ( t ) = tan t )
p( t )dt
I (t ) = e Since
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dy
( cos t ) + tan t ( cos t ) y = t cos t ( cos t )
−1 −1 −1
And get
dt
d
dt
(
( cos t ) y = t
−1
) ( cos t )
−1
y=
t2
2
+C y = cos t
t2
2
+ C cos t
t2
So y = cos t + C cos t
2
dy
Example 3: Solve the differential equation − sin 2t = y cot t
dt
Solution
dy
• Solve the differential equation − sin 2t = y cot t
dt
dy dy
Where − sin 2t = y cot t − cot t. y = sin 2t
dt dt
Find I ( t )
( p ( t ) = − cot t )
p( t )dt
I (t ) = e Since
dy 2sin t cos t
( sin t ) − ( sin t ) cot t. y = ( sin t ) sin 2t =
−1 −1 −1
And get = 2cos t
dt sin t
d
dt
(
( sin t ) y = 2cos t
−1
) ( sin t )
−1
y = 2sin t + C y = 2sin t 2 + sin t.C
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t2
So y = cos t + C cos t
2
Definition
A differentia equation of the form
y '+ a ( t ) y = b ( t ) y n , n 0,1
1− n
When n 0 . To find a non-trivial solution, we use the substitution u = y . Then
= (1 − n ) y − n ( −a ( t ) y + b ( t ) y n )
du dy
= (1 − n ) y − n
dt dt
du
+ (1 − n ) a ( t ) y1− n = (1 − n ) b ( t )
dt
du
+ (1 − n ) a ( t ) u = (1 − n ) b ( t )
dt
Note: Don’t forget that y ( t ) = 0 is always a solution to the Bernoulli’s equation when n 0
dy 4
Example 1: Solve the differential equation + y = x3. y 2
dx x
Solution
dy 4
• Solve the differential equation + y = x3. y 2
dx x
4
Since a ( x ) = , b ( x ) = x3 , n = 2
x
1− n
We substitution u = y = y1− 2 = y −1
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du
+ (1 − n ) a ( x ) u = (1 − n ) b ( x )
dx
du 4 −1 4
− y = − x3 u '− u = − x3 ( it’s a first order linear ode )
dx x x
• Find I ( x )
Where I ( x ) = e
p ( x ) dx
4
Since p ( x ) = −
x
−4 1
x dx
I ( x ) = e
p ( x ) dx dx −4 −4 ln x + c
−4
=e =e =e =e = x −4
x ln x
dx
( x y ) = − x −4 x3 = −
d −4 −1 1
x
x −4 y −1 = − ln x + c
y −1 = x 4 ( − ln x + c )
So y −1 = x 4 ( − ln x + c )
1
dy t
Example 2: Solve the differential equation + y = 3. y 2
dt 1 − t 2
Solution
1
dy t
• Solve the differential equation + y = 3. y 2
dt 1 − t 2
t 1
Since a ( t ) = , b (t ) = 3 , n =
1− t 2
2
1 1
1−
1− n
We substitution u = y = y 2
= y2
du
+ (1 − n ) a ( t ) u = (1 − n ) b ( t )
dt
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1
du 1 t 3 1 t 3
+ y2 = u '+ u = ( it’s a first order linear ode )
dt 2 1 − t 2
2 2 1− t 2
2
➢ Find I ( t )
Where I ( t ) = e
p ( t ) dt
t
Since p ( t ) =
2 (1 − t 2 )
t
2 1−t 2 (1−t 2 ) ' dx 1
( ) =e
dt 1 1 −
− 1
I ( t ) = e = (1 − t )
p ( t ) dt − ln 1− t 2 + c ln 1− t 2 4 2 −4
=e =e =e
2
4 1− t 4
d 1 1
3 1 1 1 1
( ) 2( ) = (1 − t 2 ) ( ) dt
2 −4 2 −4 − 3 2 −4
1 − t y 2
= 1 − t 4 y2 = 1 − t
dt 2
1
This example error with integral (1 − t ) dt
3 2 −4
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Definition
The linear mth-order differential equation is of the form
am ( t ) y ( + am −1 ( t ) y ( + ... + a0 ( t ) y = g ( t )
m) m −1)
am ( t ) y ( + ... + a1 ( t ) y '+ a0 ( t ) y = 0
m)
Theorem
The set of all solutions of a homogeneous differential equation
am ( t ) y ( + ... + a1 ( t ) y '+ a0 ( t ) y = 0
m)
Definition
Let y1 ,..., ym are m linearly independent solutions of
am ( t ) y ( + ... + a1 ( t ) y '+ a0 ( t ) y = 0
m)
Theorem
Let y p1 ,..., y pk be k particular solution of the nonhomogeneous linear nth-order
am ( t ) y ( + ... + a1 ( t ) y '+ a0 ( t ) y = g i ( t )
m)
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an y ( ) + ... + a1 y '+ a0 y = 0 , t I
n
Where a0 , a1 ,..., an are constants. The characteristic equation of the differential equation
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5.1.1 Example
(3)
Example 1: Solve the differential equation y + 4 y ''+ 13 y ' = 0
Solution
(3)
• Solve the differential equation y + 4 y ''+ 13 y ' = 0
r 3 + 4r 2 + 13r = 0 r ( r 2 + 4r + 13) = 0
r1 = 0 , r2,3 = −2 3i = i
Since y1 ( t ) = e r1t = e 0 = 1 ,
Solution
Solution
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we let y p = Ae 4t
1 1 4t
We get A = and a particular solution is y p = e .
2 2
1 4t
Therefore, the general solution is y = yh + y p = C1e + C2e +
2t 3t
e
2
1
So y = C1e2t + C2e3t + e 4t
2
2
1
The characteristic equation 4r 2 − 4r + 1 = 0 r − = 0
2
1
The roots of the characteristic equation is r =
2
1 1
Since y1 ( t ) = e 2 , y2 ( t ) = te 2
t t
1 1 1
y ( t ) = C1e 2 + C2te 2 = ( C1 + C2t ) e 2
t t t
1
y ( t ) = ( C1 + C2t ) e
t
2
So
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Solution
1
Therefore, we have two roots here r1 = which is multiplicity 1. r2 = −2 which is
2
multiplicity of 3.
1
Since y1 ( t ) = e , y2 ( t ) = te , y3 ( t ) = t e , y4 ( t ) = e
t
−2t −2t 2 −2t 2
1 1
y ( t ) = C1e (C + tC2 + t C3 ) + C4e
t t
−2 t −2 t 2 −2 t −2 t
+ C2te + C3t e + C4 e = e
2
1
2 2
1
y ( t ) = e −2t ( C1 + tC2 + t 2C3 ) + C4e 2
t
So
Example 6: Solve the differential equation y( ) + 12 y( ) + 104 y( ) + 408 y ''+ 1156 y ' = 0
5 4 3
Solution
( )
2
The characteristic equation r 5 + 12r 4 + 104r 3 + 408r 2 + 1156r = r r 2 + 6r + 34 =0
Therefore, the solution for the real root is easy and for the complex we’ll get a total of 4
solution, 2 will be the normal solutions and two will be the normal solution each multiplied
by t.
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y ( t ) = C1 + C2e −3t cos5t + C3te −3t cos5t + C4e −3t sin 5t + C5te −3t sin 5t
Example 7: Solve the differential equation y( ) − 15 y( ) + 84 y( ) − 220 y ''+ 275 y '− 125 y = 0
5 4 3
Solution
( r − 1)( r − 5)
2
(r 2
− 4r + 5) = 0
r1 = 1 , r2 = 5 , r2,3 = 2 i
Solution
r1 = 1 , r2,3 = 0 2i
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Reference
1. Schaums_Outline_of_Linear_Algebra,_Sixth_Edition_by_Lipschutz,_Seymour (4).pdf
2. Differential_Ref1 (2).pdf
3. Differential_Ref2 (2).pdf
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