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PRE-EXAM FINAL MATHEMATICS II

Instructed by: Phauk Sokkhey, Ph.D.


Prepared by: UK Pe (TSI210057)
November, 2022

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

3. Jordan Canonical Form……………………………………………….11


3.1 Eigenvalue and eigenvector…………………………………………………...11
3.1.1 Example…………………………………………………………………………..11
4. First order and first-degree differential equation…………………...21
4.1 Separable……………………………………………………………………….21
4.1.1 Example…………………………………………………………………………..21
4.2 Exact Equation…………………………………………………………………24
4.2.1 Example…………………………………………………………………………...24
4.3 First order linear ODE………………………………………………………...26
4.3.1 Example…………………………………………………………………………...26
4.4 Bernoulli’s equation……………………………………………………………29
4.4.1 Example…………………………………………………………………………...29
5. Higher order ODE……………………………………………………...32
5.1 Homogenous and undetermined Coefficients…………………………………32
5.1.1 Example……………………………………………………………………………34
Reference………………………………………………………………......38
TECHO SEN INSTITUTE OF PUBLIC WORKS AND TRANSPORT

PRE-EXAM FINAL MATHEMATICS II

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

properties. For all vectors u, v, w  V and for all scalars k  ,

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 .

F . C 0  0;1 equipped with f 2 , f 3 =  tf1 ( t ) f 2 ( t ) dt


1

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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3. kx, y = ( kx1 ) y + 2 ( kx2 ) y2 = k ( x1 y1 + 2 x2 y2 ) = k x, y

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 .

Let x = ( 4, 2 ) , y = (1,3)  and k = 2


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

So It is an not inner product

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

So It is an not inner product

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

3. kx, y = 4 ( kx1 ) y1 + 2 ( kx2 ) y2 + 3 ( kx3 ) y3 + 7 ( kx4 ) y4

= 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

Since x, x = x12 + x2 2 − 2 x32

 x, x = 02 + 02 − 2 (1) = −2  0
2

2
So It is an inner product

F . C 0  0;1 equipped with f1 , f 2 =  tf1 ( t ) f 2 ( t ) dt


1

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

It is an inner product C  0;1


0
So

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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

2. a ( t ) , b ( t ) = a0b0 + a1b1 + 2a2b2 + a3b3 = b0 a0 + b1a1 + 2b1a1 + b3a3 = b ( t ) , a ( t ) = b ( t ) , a ( t )

3. ka ( t ) , b ( t ) = ( ka0 ) b0 + (ka1b1 ) + 2(ka2 )b2 + (ka3 )b3 = k ( a0b0 + a1b1 + 2a2b2 + a3b3 ) = k a ( t ) , b ( t )

4. a ( t ) + b ( t ) , c ( t ) = (a0 + b0 )c0 + (a1 + b1 )c1 + 2(a2 + b2 )c2 + (a3 + b3 )c3

= (a0c0 + a1c1 + 2a2c2 + a3c3 ) + ( b0c0 + b1c1 + 2b2c2 + b3c3 ) = a, c + b, c

It is an inner product C  0;1


0
So

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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  L (V ,W ) if and only if for v1 , v2  V and   :

L ( v1 + v2 ) = L ( v1 ) + L ( v2 )

Definition
1. The image of V1  V is defined by L (V1 ) =  L ( v ) : v  V1

2. The range or the image of L is defined by


Im ( L ) = R ( L ) = L (V ) = L ( v )  W : v  V .

3. The pre-image of L−1 (W1 ) = v  V : L ( v ) = w  W1

4. The kernel or null space of L is defined by


ker ( L ) = N ( L ) = L−1 (0 ) = v  V : L ( v ) = 0.

5. L is one-to-one because ker ( L ) = 0

6. L is onto because Im ( L ) = W

2.1.1 Example

Example 1: Determine if the following mappings are linear transformation.

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

Determine if the following mappings are linear transformation.

 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 + 2v2 − 3u3 − 3v3 
 L ( u + v ) = L  u2  +   v2   = L  u2 + v2  =  
 u3   v   u + v   4u1 + 4v1 − 5u2 − 5v2 + 6u3 + 6v3 
  3   3 3 

 u1 + 2u2 − 3u3   v1 + 2v2 − 3v3  


=   +    = L ( u ) + L ( v )
 4u1 − 5u2 + 6u3   4v1 − 5v2 + 6v3  

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 )

 9v12   v12   v12 


Since L ( v ) = L ( 3v ) =  2  = 9  2  and 3L ( v ) = 3  2 
 9v  v  v 
 2   2   2 

 L ( v )  L ( v )

So L is not a linear transformations

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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
 

So L is not a linear transformations

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
 

So L is not a linear transformations

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 + 2v2 + 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 )

 3v1 + 2  3v2   v1 + 2v2   v1 + 2v2 


Since L ( v ) = L ( 3v ) =   = 3  and 3L ( v ) = 3  
 3v1  3v2   3v1  v2   v1  v2 

 L ( v )  L ( v )

So L is not a linear transformations

Example 2: Let L : 2
→ 3
be a linear transformation defined by

1 1 
 x1     x1 
L   =  1 −1   
 x2   2 3   x2 
 

A. Find the kernel of L and one of its bases. Is L one-to-one?

B. Find the range of L and one of its bases. Is L onto?

Solution
Let L : 2
→ 3
be a linear transformation defined by

1 1 
 x1     x1 
L   =  1 −1   
 x2   2 3   x2 
 

A. Find the kernel of L and one of its bases. Is L one-to-one?

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

Since ker ( L ) = 0 then L is one-to-one

So L is one-to-one

B. Find the range of L and one of its bases. Is L onto?

Where rank ( L ) = dim ( Im ( L ) )

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

Since rank ( L ) = 2 , dim 2


=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 

A. Find the kernel of L and one of its bases. Is L one-to-one?

B. Find the range of L and one of its bases. Is L onto?

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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

Since ker ( L ) = 0 then L is one-to-one

So L is one-to-one

B. Find the range of L and one of its bases. Is L onto?

Where rank ( L ) = dim ( Im ( L ) )

 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

Since rank ( L ) = 3 , dim 3


=3

 rank ( L ) = dim 2

So L is onto

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3. Jordan Canonical Form

3.1 Eigenvalue and Eigenvector

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  .

3. The set of all eigenvalue of A is called spectrum of A, we write spect ( A ) .

4. The eigenspace corresponding to an eigenvalue  is defined as

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

pL (  ) = det ( L − I ) = det ( A − I ) does not depend on a basis for V. This polynomial

is called characteristic polynomial of L ( also of A ) and p A (  ) = pL (  ) = 0

is called characteristic equation from L ( also from A )


Theorem
Let V  Vn , L  L (V ) , B be a basis for V , and A =  L B .

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

Example 1: If A is a square matrix Ax = x for nonzero scalar  , then x is an eigenvector of A


Solution
Where A is a square matrix Ax = x for nonzero scalar 

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  .
So x is an eigenvector of A

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 5 6 17 
 
Example 2: The eigenvalues of  0 −19 23  . Find all eigenvalues
 0 0 37 
 
Solution

• Find all eigenvalues

Let   be an eigenvalue of A.

 x1 
 
We have Ax = x , x  2
, x =  x2   3
, x0
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

So 1 = −19 ,  2 = 5 ,  3 = 37 It’s eigenvalue

Example 3: The eigenvalues of a 4  4 matrix ( A ) are given as 2, −3,13,7 . Then Find

det ( A ) = A equal to.

Solution
• Find det ( A ) = A

Where The eigenvalues of a 4  4 matrix ( A ) are given as 2, −3,13,7

UK Pe (TSI210057) 12
TECHO SEN INSTITUTE OF PUBLIC WORKS AND TRANSPORT

Then p (  ) = det ( A − I ) = ( −1) (  − 2 )(  + 3)(  − 13)(  − 7 )


4

Take  = 0

 det ( A − ( 0 ) I ) = det ( A) = A = ( −1) ( 0 − 2 )( 0 + 3)( 0 − 13)( 0 − 7 ) = −546


4

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
, x0
 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

• Find its eigenvectors

 −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

UK Pe (TSI210057) 14
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• Find the eigenvalues of A.

Let   be an eigenvalue of A.

 x1 
 
We have Ax = x , x  2
, x =  x2   3
, x0
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

• Find all eigenvalues of the following matrix.

Let   be an eigenvalue of A.

UK Pe (TSI210057) 15
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 x1 
We have Ax = x , x  2
, x =   2
, x0
 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

• Find all corresponding eigenspace of the following matrix.

The eigenspace corresponding to an eigenvalue  is defined as

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 
 

• Find all eigenvalues of the following matrix.

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

• Find all corresponding eigenspace of the following matrix.

➢ 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 
   

 x1   3x2 − x3  3  −1


       
 x =  x2  =  x2  = x2 1  + x3  0  , x2, x3  ( )
*

x  x  0 1 
 3  3     

 3  −1   3   −1 


          
So E 2,3 = E1 =  x2 1  + x3  0   3
x2 , x3   = Span 1  ,  0  
  0 1    0  1  
          

 −8 −3 −6 
 
C, C =  4 0 4 
 4 2 2
 

• Find all eigenvalues of the following matrix.

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
)

UK Pe (TSI210057) 19
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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

 pA (  ) = −3 − 6 2 − 12 − 8 = − (  3 + 6 2 + 12 + 8 ) = − (  + 2 )


3

  = −2 It’s eigenvalue.

So Spect ( A) = −2

• Find all corresponding eigenspace of the following matrix.

➢  = −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  
          

UK Pe (TSI210057) 20
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4. First order and first-degree differential equation

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

variables if it can be written in the form


 ( t ) dt =  ( y ) dy
REVIEW OF INTEGRALS

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

 udv = t ( −e ) +  ( e )dt = −te − e−t = −e −t ( t + 1)


−t −t −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)

4.2 Exact Equation

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

real function of two real variables.

Theorem
Let M ( t , y ) and N ( t , y ) be continuous and have continuous partial derivatives on a

rectangular region. Then a necessary and sufficient condition that


M ( t , y ) dt + N ( t , y ) dy = 0 be an exact differential is

M N
=
y t
4.2.1 Example

Example 1: Solve the differential equation ( t + 2 y ) dt + ( 2t + y ) dy = 0

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 

By (2) and (4) ;  2t + C ' ( y ) = 2t + y  C ' ( y ) = y   C ' ( y ) dy =  ydy


y2
 C ( y) = +C
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

The equation is etact F ( t , y ) such that 


 F = N ( t , y ) = y 2 + 6ty − t 2 ( 2 )
 y

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 

By (2) and (4) ;  y 2 + 6ty − t 2 = t 2 + C ' ( t )  C ' ( y ) = −2t 2 + y 2 + 6ty

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

4.3 First order linear ODE

Definition
A differential equation of the form a1 ( t ) y '+ a0 ( t ) y = b ( t )

Is said to be a first order linear equation in the dependent variable y.

To solve first order linear ODE, we first transform it into a standard form

y '+ p ( t ) y = f ( t )

The integration factor of the last equation is

I ( t ) = e
p ( t ) dt

After multiplying the standard equation by I, we have

( I (t ) y ) ' = I (t ) f (t )  I ( t ) y =  I ( t ) f ( t ) dt

Example 1: Solve the differential equation t 2 + 1 ( ) dy


dt
+ 4ty =
t 2
1
+1
Solution

• Solve the differential equation t 2 + 1 ( ) dy


dt
+ 4ty =
t 2
1
+1

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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

By first order linear ODE y '+ p ( t ) y = f ( t )

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

And get ( t + 1) + 4ty ( t + 1) =


dy 2 2
2 2
=1
( )
2
dt t 2
+ 1


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

By first order linear ODE y '+ p ( t ) y = f ( t )

Find I ( t )

( p ( t ) = tan t )
 p( t )dt
 I (t ) = e Since

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sin t ( cos t ) ' dt = − ln cos t


•  p ( t ) dt =  tan tdt = cos t dt = −  cos t
+C

− ln cos t ln cost −1+C


I (t ) = e = ( cos t )
−1
 =e

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

By first order linear ODE y '+ p ( t ) y = f ( t )

Find I ( t )

( p ( t ) = − cot t )
 p( t )dt
 I (t ) = e Since

cos t ( sin t ) ' dt = − ln sin t + C


•  p ( t ) dt =  − cot tdt = − sin t
dt =  −
sin t
− ln sin t +C
I (t ) = e = ( sin t )
−1

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

4.4 Bernoulli’s equation

Definition
A differentia equation of the form

y '+ a ( t ) y = b ( t ) y n , n  0,1

Is called Bernoulli’s equation.

The Bernoulli’s equation is a non-linear equation and y ( t ) = 0 is always a solution

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

Which is a linear differential equation of u

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

By Bernoulli’s equation y '+ a ( x ) y = b ( x ) y n , n  0,1

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

By Bernoulli’s equation y '+ a ( t ) y = b ( t ) y , n  0,1


n

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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5. Higher order ODE

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)

And its homogenous equation is

am ( t ) y ( + ... + a1 ( t ) y '+ a0 ( t ) y = 0
m)

5.1 Homogenous and undetermined Coefficients

Theorem
The set of all solutions of a homogeneous differential equation

am ( t ) y ( + ... + a1 ( t ) y '+ a0 ( t ) y = 0
m)

Is a vector space of dimension m.

Definition
Let y1 ,..., ym are m linearly independent solutions of

am ( t ) y ( + ... + a1 ( t ) y '+ a0 ( t ) y = 0
m)

The general solution of this homogeneous ODE is


yh ( t ) = c1 y1 ( t ) + ... + cm ym ( t ) .

Where ci , i = 1,2,..., m are arbitrary constants.

Theorem
Let y p1 ,..., y pk be k particular solution of the nonhomogeneous linear nth-order

differential equation am ( t ) y ( m ) + am −1 ( t ) y ( m −1) + ... + a0 ( t ) y = g ( t ) pn an interval I

corresponding, in tern, to k distinct g1 , g 2 ,..., g k . That is, suppose y pi denotes a

particular solution of the corresponding differential equation

am ( t ) y ( + ... + a1 ( t ) y '+ a0 ( t ) y = g i ( t )
m)

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Higher Order Differential Equations

We assume that the coefficients are constants and consider

an y ( ) + ... + a1 y '+ a0 y = 0 , t  I
n

Where a0 , a1 ,..., an are constants. The characteristic equation of the differential equation

is an r n + an −1r n −1 + ... + a1r + a0 = 0


Root with multiplicity m Solutions

Real number  et , tet ,..., t m −1et

cos t , t cos t ,..., t m −1 cos t


Imaginary number i
sin t , t sin t ,..., t m −1 sin t

et cos t , tet cos t ,..., t m −1et cos t


Complex number  + i
et sin t , tet sin t ,..., t m −1et sin t

Second Order with constant coefficients

We consider homogeneous equation with constant coefficients


ay ''+ by '+ cy = 0
Where a,b,c are constants. The equation
ar 2 + br + c = 0
Is called the characteristic equation of the differential equation.
Discriminant Nature of roots General solution

b 2 − 4ac  0 r1 , r2  y = Aer1t + Ber2t


b 2 − 4ac = 0 r1 = r2 are equal y = ( A + Bt ) e r1t

b 2 − 4ac  0 r1 , r2 =   i y = et  A cos ( t ) + B sin ( t ) 

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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

The characteristic equation r 3 + 4r 2 + 13r = 0

 r 3 + 4r 2 + 13r = 0  r ( r 2 + 4r + 13) = 0

 r1 = 0 , r2,3 = −2  3i =   i

The general solution is y ( t ) = C1 y1 ( t ) + C2 y2 ( t ) + C3 y3 ( t )

Since y1 ( t ) = e r1t = e 0 = 1 ,

y2 ( t ) = e cos ( t ) = e−2t cos ( 3t ) , y3 ( t ) = e C2 sin ( t ) = e −2t sin ( 3t )


 2t  3t

 y ( t ) = C1 + C2e −2t cos ( 3t ) + C3e −2t sin ( 3t ) = C1 + e −2t ( C2 cos ( 3t ) + C3 sin ( 3t ) )

So y ( t ) = C1 + e −2t ( C2 cos ( 3t ) + C3 sin ( 3t ) )

Example 2: Solve the differential equation y + 2 y ''+ y '+ 8 y = 0


3

Solution

• Solve the differential equation y + 2 y ''+ y '+ 8 y = 0


3

The characteristic equation r 3 + 2r 2 + r + 8 = 0 ( Error )

Example 3: Solve the differential equation y ''− 5 y '+ 6 y = e


4t

Solution

• Solve the differential equation y ''− 5 y '+ 6 y = e


4t

The characteristic equation r 2 − 5r + 6 = 0

The roots of the characteristic equation is r = 2,3

Therefore, the homogeneous solution is yh = C1e2t + C2e3t

Since 4 is not a root of r 2 − 5r + 6 = 0 ,

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we let y p = Ae 4t

Where A is a constant to be determined

Since y p ' = 4 Ae 4t , y p '' = 16 Ae 4t

By comparing coefficients of y p ''− 5 y p '+ 6 y p = e 4t

16 Ae4t − 5 ( 4 Ae4t ) + 6 ( Ae4t ) = e4t


1
  2 Ae4t = e4t  A=
2

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

Example 4: Solve the differential equation 4 y ''− 4 y '+ y = 0


Solution
• Solve the differential equation 4 y ''− 4 y '+ y = 0

2
 1
The characteristic equation 4r 2 − 4r + 1 = 0  r −  = 0
 2

1
The roots of the characteristic equation is r =
2

The general solution is y ( t ) = C1 y1 ( t ) + C2 y2 ( t )

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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Example 5: Solve the differential equation 2 y( ) + 11y( ) + 18 y ''+ 4 y '− 8 y = 0


4 3

Solution

• Solve the differential equation 2 y( ) + 11y( ) + 18 y ''+ 4 y '− 8 y = 0


4 3

The characteristic equation 2r 4 + 11r 3 + 18r 2 + 4r − 8 = ( 2r − 1)( r + 2 ) = 0


3

1
Therefore, we have two roots here r1 = which is multiplicity 1. r2 = −2 which is
2

multiplicity of 3.

The general solution is y ( t ) = C1 y1 ( t ) + C2 y2 ( t ) + C3 y3 ( t ) + C4 y4 ( t )

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

• Solve the differential equation y( ) + 12 y( ) + 104 y( ) + 408 y ''+ 1156 y ' = 0


5 4 3

( )
2
The characteristic equation r 5 + 12r 4 + 104r 3 + 408r 2 + 1156r = r r 2 + 6r + 34 =0

Therefore, roots here r1 = 0 which is multiplicity 1. r + 6r + 34 = 0 we have complex


2

roots which is r = −3  5i each with multiplicity 2.

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.

The general solution is y ( t ) = C1 y1 ( t ) + C2 y2 ( t ) + C3 y3 ( t ) + C4 y4 ( t ) + C5 y5 ( t )

Since y1 ( t ) = e = 1 , y2 ( t ) = e −3t cos5t , y3 ( t ) = te −3t cos5t


( 0)t

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y4 = e −3t sin 5t , y5 ( t ) = te −3t sin 5t

 y ( t ) = C1 + C2e −3t cos5t + C3te −3t cos5t + C4e −3t sin 5t + C5te −3t sin 5t

 y ( t ) = C1 + e−3t ( C2 + C3t ) cos5t + ( C4 + C5t ) sin 5t 

So y ( t ) = C1 + e−3t ( C2 + C3t ) cos5t + ( C4 + C5t ) sin 5t 

Example 7: Solve the differential equation y( ) − 15 y( ) + 84 y( ) − 220 y ''+ 275 y '− 125 y = 0
5 4 3

Solution

• Solve the differential equation y( ) − 15 y( ) + 84 y( ) − 220 y ''+ 275 y '− 125 y = 0


5 4 3

The characteristic equation r 5 − 15r 4 + 84r 3 − 220r 2 + 275r − 125 = 0

 ( r − 1)( r − 5)
2
(r 2
− 4r + 5) = 0

 r1 = 1 , r2 = 5 , r2,3 = 2  i

The general solution is y ( t ) = C1et + ( C2 + C3t ) e5t + e 2t ( C4 cos t + C5 sin t )

So y ( t ) = C1et + ( C2 + C3t ) e5t + e 2t ( C4 cos t + C5 sin t )

Example 8: Solve the differential equation y( ) − y ''+ 4 y '− 4 y = 0


3

Solution

• Solve the differential equation y( ) − y ''+ 4 y '− 4 y = 0


3

The characteristic equation r 3 − r 2 + 4r − 4 = 0  ( r − 1) ( r 2 + 4 ) = 0

 r1 = 1 , r2,3 = 0  2i

The general solution is y ( t ) = C1et + C2 cos 2t + C3 sin 2t

So y ( t ) = C1et + C2 cos 2t + C3 sin 2t

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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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