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Solutions
Problem 53.4
Use the methods of both Examples 1 and 2 to solve each of the following differential equations:
1
Next, lets repeat with (12).
1
L[h(t)] =
p2 + 5p + 6
1
=
(p + 3)(p + 2)
C D
= +
p+2 p+3
1 = C(p + 3) + D(p + 2)
1=C p = −2
1 = −D p = −3
1 1
L[h(t)] = −
p+2 p+3
h(t) = e−2t − e−3t
f (t) = 5e3t
Z t
y(t) = h(t − τ )f (τ ) dτ
0
Z t
= e−2(t−τ ) − e−3(t−τ ) (5e3τ ) dτ
0
Z t
= 5e−2t+5τ − 5e−3t+6τ dτ
0
t
5
= e−2t+5τ − e−3t+6τ
6 0
3t −2t 5 3t 5 −3t
=e −e − e + e
6 6
1 3t −2t 5 −3t
= e −e + e
6 6
Problem 53.8
The current I(t) in an electric circuit with inductance L and resistance R is given by the
equation (4) in Section 13:
dI
L + RI = E(t),
dt
where E(t) is the impressed electromotive force. If I(0) = 0, use the methods of this section
to find I(t) in each of the following cases:
(a) E(t) = E0 u(t)
(b) E(t) = E0 δ(t)
(c) E(t) = E0 sin ωt
2
1
L[h(t)] =
Lp + R
1 1
=
L p + R/L
1
h(t) = e−Rt/L
L
Z t
I(t) = h(t − τ )E(τ ) dτ
0
Z t
1 −R(t−τ )/L
= e E(τ ) dτ
0 L
Z t
1
= e−Rt/L eRτ /L E(τ ) dτ
L 0
Z t
1
I(t) = e−Rt/L eRτ /L E0 u(τ ) dτ part (a)
L 0
E0 −Rt/L t Rτ /L
Z
= e e dτ
L 0
t
E0 −Rt/L L Rτ /L
= e e
L R 0
E0 −Rt/L L Rt/L L
= e e −
L R R
E0
= 1 − e−Rt/L
R
1 −Rt/L t Rτ /L
Z
I(t) = e e E0 δ(τ ) dτ part (b)
L 0
E0 −Rt/L
= e
L
Z t
1
I(t) = e−Rt/L eRτ /L E0 sin ωτ dτ part (c)
L 0
E0 −Rt/L t Rτ /L
Z
= e e sin ωτ dτ
L 0
Z t
E0 −Rt/L
= e Im e(R/L+iω)τ dτ
L 0
t !
E0 −Rt/L 1 (R/L+iω)τ
= e Im e
L R/L + iω 0
E0 −Rt/L R/L − iω
(R/L+iω)t
= e Im e −1
L (R/L)2 + ω 2
E0
= 2 2
e−Rt/L Im (R/L − iω) eRt/L cos ωt + ieRt/L sin ωt − 1
L((R/L) + ω )
E0 −Rt/L R Rt/L
Rt/L
= e e sin ωt − ω e cos ωt − 1
L((R/L)2 + ω 2 ) L
E0
−Rt/L
= 2 R sin ωt − Lω cos ωt + Lωe
R + L2 ω 2
3
Problem 69.2
Show that f (x, y) = y 1/2
(a) does not satisfy a Lipschitz condition on the rectangle |x| ≤ 1 and 0 ≤ y ≤ 1.
(b) does satisfy a Lipschitz condition on the rectangle |x| ≤ 1 and c ≤ y ≤ d where 0 < c < d.
provides a bound.
Problem 69.4
Show that f (x, y) = xy 2
(a) satisfies a Lipschitz condition on the rectangle a ≤ x ≤ b and c ≤ y ≤ d.
(b) does not satisfy a Lipschitz condition on any strip a ≤ x ≤ b and −∞ ≤ y ≤ ∞.
(a) Note that |x| ≤ max(|a|, |b|) = A and |y| ≤ max(|c|, |d|) = C.
is a bound.
(b) Choose any x 6= 0 (possible unless a = b), y1 = 0, and y2 → ∞.
4
is unbounded.
Problem A
The problem yy ′ = 1, y(0) = 0 seems like it should have no solution. Show that it actually has
two solutions. How is this possible? This demonstrates that plugging the initial conditions
into an ODE and producing a contradiction does not suffice to show that there is no solution.
yy ′ = 1
1 2
y =x+c
2 p
y = ± 2(x + c)
√
0 = y(0) = ± 2c
√
y = ± 2x
√ √
The two solutions are y = 2x and y = − 2x. Plugging y = 0 into yy ′ = 1 and deriving a contradiction
implicitly assumes that y ′ is finite, which it is not. In actuality, plugging in y = 0 produces 0 · ∞, which is
indeterminate.
Problem B
Consider the ODE x3 y ′ = 2y.
(a) Find all solutions if y(0) = 0.
(b) Find all solutions if y(0) = 1.
(a) First, lets find the general solution. The equation is separable.
x3 y ′ = 2y
y −1 y ′ = 2x−3
ln |y| = −x−2 + c0
y = c1 e−x
−2
This satisfies is a solution for any c1 . We have not lost any solutions by dividing by zero, since y = 0 is
captured by c1 = 0.
(b) We also know that y(0) = 1 is not possible since we have already worked out the general solution. Note
that it is not sufficient to plug x = 0 and y = 1 into the ODE to derive a contradiction, as demonstrated by
Problem A.
Problem C
Find the Lipschitz constant (or show that it does not have one) for each of the following
functions on the indicated interval. (The Lipschitz constant is a tight bound for the Lipschitz
condition.)
(a) cos x sin x, (−∞, ∞)
(b) | sin x|, (−∞, ∞)
Note that if f (x) is differentiable on some interval [a, b], then the Lipschitz constant L for that interval
5
is obtained by looking at its derivative.
f (a) − f (b)
= f ′ (c) for some c ∈ [a, b]
a−b
Thus, any value of this fraction that can be obtained is also obtained by the derivative somewhere in the
interval. What is more, the derivative is obtained in the limit a → c and b → c, so
f (x) − f (y)
L= sup
a≤x<y≤b x−y
= sup |f ′ (z)|
a≤z≤b
Problem D
Derive the time delay rule
6
Z ∞
L[u(x − a)f (x − a)] = e−px u(x − a)f (x − a) dx
Z0 ∞
= e−p(z+a) u(z)f (z) dz x=z+a
−a
Z ∞ Z 0
= e−p(z+a) u(z)f (z) dz + e−p(z+a) u(z)f (z) dz
0 −a
Z ∞ Z 0
= e−p(z+a) f (z) dz + e−p(z+a) u(z)f (z) dz
0 −a
Z ∞ Z 0
= e−ap e−pz f (z) dz + e−p(z+a) u(z)f (z) dz
0 −a
Z 0
−ap
=e F (p) + e−p(z+a) u(z)f (z) dz
−a
If a ≥ 0, then the remaining integral is over negative values of z, for which u(z) = 0. Thus, we will have the
desired identity. If a < 0, then the remaining integral will in general be nonzero, since all three factors will
generally be nonzero. Thus, the identity is true only for a ≥ 0.