CHAPTER

2

First Order Differential Equations

2.1
1.(a)

(b) Based on the direction field, all solutions seem to converge to a specific increasing function. (c) The integrating factor is µ(t) = e3t , and hence y(t) = t/3 − 1/9 + e−2t + c e−3t . It follows that all solutions converge to the function y1 (t) = t/3 − 1/9 .

21

22
2.(a)

Chapter 2. First Order Differential Equations

(b) All solutions eventually have positive slopes, and hence increase without bound. (c) The integrating factor is µ(t) = e−2t , and hence y(t) = t3 e2t /3 + c e2t . It is evident that all solutions increase at an exponential rate. 3.(a)

(b) All solutions seem to converge to the function y0 (t) = 1 . (c) The integrating factor is µ(t) = et , and hence y(t) = t2 e−t /2 + 1 + c e−t . It is clear that all solutions converge to the specific solution y0 (t) = 1 . 4.(a)

(b) Based on the direction field, the solutions eventually become oscillatory.

2.1

23

(c) The integrating factor is µ(t) = t , and hence the general solution is y(t) = 3 cos 2t 3 c + sin 2t + 4t 2 t

in which c is an arbitrary constant. As t becomes large, all solutions converge to the function y1 (t) = 3(sin 2t)/2 . 5.(a)

(b) All solutions eventually have positive slopes, and hence increase without bound. (c) The integrating factor is µ(t) = e− 2dt = e−2t . The differential equation can be written as e−2t y ￿ − 2e−2t y = 3e−t , that is, (e−2t y)￿ = 3e−t . Integration of both sides of the equation results in the general solution y(t) = −3et + c e2t . It follows that all solutions will increase exponentially. 6.(a) ￿

(b) All solutions seem to converge to the function y0 (t) = 0 . (c) The integrating factor is µ(t) = t2 , and hence the general solution is y(t) = − cos t sin t c + 2 + 2 t t t

. (c) Since µ(t) = (1 + t2 )2 . It is clear that all solutions converge to the function y0 (t) = 0 .24 Chapter 2. all solutions converge to the function y0 (t) = 0 .(a) 2 2 2 (b) All solutions seem to converge to the function y0 (t) = 0 . the general solution is y(t) = arctan t + c .(a) (b) All solutions seem to converge to the function y0 (t) = 0 . First Order Differential Equations in which c is an arbitrary constant (t > 0). (1 + t2 )2 It follows that all solutions converge to the function y0 (t) = 0 . 7. As t becomes large. and hence y(t) = t2 e−t + c e−t . (c) The integrating factor is µ(t) = et . 8.

(a) ￿ 1 (b) For y > 0 . The differential equation can be written as et/2 y ￿ + et/2 y/2 = 3t et/2 /2 . (c) First divide both sides of the equation by t (t > 0). From the resulting standard ￿ 1 form. All solutions approach the specific solution y0 (t) = 3t − 6 . and hence increase without bound. the integrating factor is µ(t) = e− t dt = 1/t . 10. as implied by the direction field. which evidently approaches zero as t → ∞ . ( y/t)￿ = t e−t . and hence the corresponding solutions increase without bound. Integration leads to the general solution y(t) = −te−t + c t . For y < 0 .2. that is. Integration of both sides of the equation results in the general solution y(t) = 3t − 6 + c e−t/2 . . and hence solutions tend to decrease without bound.(a) 25 (b) All solutions eventually have positive slopes. that is. solutions diverge.1 9. almost all solutions have negative slopes. the slopes are all positive. For the case c = 0 . For c ￿= 0 . The differential equation can be written as y ￿ /t − y/t2 = t e−t . (et/2 y/2)￿ = 3t et/2 /2. (c) The integrating factor is µ(t) = e 2 dt = et/2 . the specific solution is y(t) = −te−t .

26 11. First Order Differential Equations (b) The solutions appear to be oscillatory. and the solution to the initial value problem is y(t) = (t2 − 1)e−2t /2 . and hence increase without bound. . (c) The integrating factor is µ(t) = et/2 . The differential equation can be written as et/2 y ￿ + et/2 y/2 = 3t2 /2 . Integrating both sides of the equation results in the general solution y(t) = t2 e−2t /2 + c e−2t . It follows that all solutions converge to the specific solution y0 (t) = 3t2 − 12t + 24 . (c) The integrating factor is µ(t) = et . and hence y(t) = sin 2t − 2 cos 2t + c e−t . Invoking the specified condition. The integrating factor is µ(t) = e2t . It is evident that all solutions converge to the specific solution y0 (t) = sin 2t − 2 cos 2t. the equation can be written as (e2t y)￿ = t . Hence c = −1/2 . 14. After multiplying both sides by µ(t). 12.(a) (b) All solutions eventually have positive slopes. that is. we require that e−2 /2 + c e−2 = 0 . Integration of both sides of the equation results in the general solution y(t) = 3t2 − 12t + 24 + c e−t/2 .(a) Chapter 2. (et/2 y/2)￿ = 3t2 /2.

Hence the specific solution of the initial value problem is y(t) = −(t−3 + t−4 )e−t . For a < −1 . the equation can be written as (t2 y)￿ = cos t . The initial value of this sinusoidal solution is a0 = (8 sin(0) − 4 cos(0))/5 = −4/5. the equation can be written as (t4 y)￿ = t e−t . Substituting t = π and setting the value equal to zero gives c = 0 . and the differential equation can be written as (e−2t y)￿ = 1 . The integrating factor is µ(t) = e t dt = t2 . (b) The integrating factor is µ(t) = e−t/2 . 19. From the direction field. The integrating factor is µ(t) = e−2t . (c) See part (b). After writing the equation in standard form. we obtain e−2t y(t) = t + c . Multiplying both sides by µ(t).(a) The solutions appear to diverge from an apparent oscillatory solution. . Integrating both sides results in t4 y(t) = −(t + 1)e−t + c . Invoking the specified initial condition results in the solution y(t) = (t + 2)e2t . Hence the specific solution is y(t) = sin t/t2 . The solution is sinusoidal as long as c = 0 . Integrating. 17. the critical value of the initial condition seems to be a0 = −1 . Letting t = −1 and setting the value equal to zero gives c = 0 . Multiplying both sides by µ(t). solutions decrease without bound. 21. The general solution of the differential equation is y(t) = (8 sin t − 4 cos t)/5 + c et/2 .1 ￿ 2 27 16. we find that the integrating factor ￿ 4 is µ(t) = e t dt = t4 . the solutions increase without bound. Integrating both sides of the equation results in the general solution y(t) = sin t/t2 + c t−2 . For a > −1 .2.

The solutions initially increase or decrease. The critical value seems to be a0 = −1 .28 22. 23. depending on the initial value a . The critical value is a0 = −3 . the differential equation for the integrating factor is dµ 2 = − µ.(a) Solutions appear to grow infinitely large in absolute value. (b) Dividing both sides of the given equation by 3. Multiplying both sides of the original differential equation by µ(t) and integrating results in y(t) = 2 e2t/3 − 2 e−πt/2 + a(4 + 3π) e2t/3 . dt 3 Hence the integrating factor is µ(t) = e−2t/3 . the solution is y(t) = −3et/3 . which diverges to −∞ as t → ∞. Invoking the initial condition y(0) = a . The direction field appears horizontal for a0 ≈ −1/8 . (c) For a0 = −3 . First Order Differential Equations All solutions appear to eventually increase without bound. with signs depending on the initial value y(0) = a0 . (b) The integrating factor is µ(t) = e−t/2 . and the general solution of the differential equation is y(t) = −3et/3 + c et/2 . 4 + 3π .(a) Chapter 2. the solution may also be expressed as y(t) = −3et/3 + (a + 3) et/2 .

−2 e−πt/2 . For a < 1/e . which approaches 0 as t → 0.2. solutions increase without bound. we have that 1 + c = ae. the second term is dominant. Since y(1) = a. That is. For small values of t . solutions increase without bound if y(1) = a > . the solution is y(t) = t e−t . (b) The integrating factor is µ(t) = e t dt = t et . (c) For a > 1/e . when y(0) = −2/(4 + 3π).4 . y(t) = 24.1 29 The qualitative behavior of the solution is determined by the terms containing e2t/3 : 2 e2t/3 + a(4 + 3π) e2t/3 The nature of the solutions will change when 2 + a(4 + 3π) = 0 .4 . Hence the solution can also be expressed as y(t) = t e−t + (ae − 1) e−t /t . c = ae − 1. ￿ t+1 . The general solution of the differential equation is y(t) = t e−t + c e−t /t . (c) In addition to the behavior described in part (a).(a) As t → 0 . Setting ae − 1 = 0 . and solutions decrease without bound if y(1) = a < . Thus the critical initial value is a0 = −2/(4 + 3π) . the critical value of the parameter is a0 = 1/e . solutions decrease without bound. When a = 1/e . 4 + 3π and that specific solution will converge to y = 0 .

(b) Given the initial condition y(−π/2) = a .82008). Since limt→0 cos t = 1 . the solution is y(t) = (a π 2 /4 − cos t)/t2 . we have y(t) = (21 − 6t)/8 + (y0 − 21/8)e−2t/3 . the first stationary point in a local maximum. and the differential equation can be written as (e2t/3 y)￿ = e2t/3 − t e2t/3 /2 . Hence the solution is bounded.3643 . The general solution is y(t) = (21 − 6t)/8 + c e−2t/3 . Differentiating. Taking the derivative. 27. the first solution is t1 = 1.(a) Chapter 2. 28. Invoking the initial condition. The integrating factor is µ(t) = e 2 dt = et/2 .4 .3643 . solutions increase without bound if y(1) = a > . First Order Differential Equations As t → 0 .4 . Imposing the initial condition. The integrating factor is µ(t) = e 3 dt = e2t/3 . the respective value 2 at the stationary point is y(t1 ) = 3 + 9 ln 3 − 9 ln(21 − 8y0 ). the solution is t1 = 3 ln [(21 − 8y0 )/9]. Since y ￿￿ (t1 ) < 0 . solutions increase without bound if a > 4/π 2 . Hence the critical value is a0 = 4/π 2 ≈ 0. and solutions decrease without bound if a < 4/π 2 . we obtain the required initial value y0 = (21 − 9 e4/3 )/8 ≈ −1. the desired intersection will be a point of tangency. ￿ 2 ￿ 1 . Therefore the general solution is y(t) = (4 cos t + 8 sin t)/5 + c e−t/2 . Setting y ￿ (t) = 0 . the solution is y(t) = (1 − cos t)/t2 . it follows that y ￿ (t) = (−4 sin t + 8 cos t + 4. Since the solution is smooth.643 . y ￿ (t) = −3/4 − (2y0 − 21/4)e−2t/3 /3 . The coordinates of the point are (1. which gives the location of the first stationary point.5 e−t/2 )/5 y ￿￿ (t) = (−4 cos t − 8 sin t − 2.25 e−t/2 )/5 Setting y ￿ (t) = 0 . (c) For a = 4/π 2 . Substituting into the solution. the specific solution is y(t) = (4 cos t + 8 sin t − 9 et/2 )/5 . .452847. and solutions decrease without bound if y(1) = a < . and limt→0 y(t) = 1/2 .30 25. Setting this result 2 4 8 equal to zero.

Hence −at y(t) = c e + g(t). That is. it follows ￿ ￿ that y (t) + ay(t) = y1 (t) + ay1 (t) + g ￿ (t) + ag(t). Differentiating. The general solution is y(t) = 12 + (8 cos 2t + 64 sin 2t)/65 + c e−t/4 . .(a) Differentiating y and using the fundamental theorem of calculus we obtain ￿ that y ￿ = Ae− p(t)dt · (−p(t)). Letting a be a constant. The general solution is y(t) = 2t − 5 + c e−t . y(0) = 0 .The integrating factor is µ(t) = et . if y1 (t) + ay1 (t) = 0 . and the differential equation can be written as (et y)￿ = (2t − 3)et . The integrating factor is µ(t) = et/4 . Now as t → ∞ . Imposing the initial condition. y1 (t) = c e−at . Here g(t) = 3 . the specific solution is y(t) = 12 + (8 cos 2t + 64 sin 2t − 788 e−t/4 )/65 . the exponential term will decay. 36. choose a = 1 . Invoking the initial condition. The integrating factor is µ(t) = et . and the differential equation can be written as (et/4 y)￿ = 3 et/4 + 2 et/4 cos 2t. As t → ∞ . Here g(t) = 2t − 5. 37. Consider the linear equation y ￿ + y = 2 + 2t − 5. The corresponding solution. Note that the hypothesis on the ￿ function y1 (t) will be satisfied. with an amplitude of 8/ 65 . The integrating factor is µ(t) = e−3t/2 . which is a solution of the equation y ￿ + ay = g ￿ (t) + ag(t). Its sign will determine the divergence properties. the term containing e3t/2 will dominate the solution. in which y1 (t) → 0 ￿ as t → ∞ .1 31 29. and we consider the linear equation y ￿ + y = 3 . y(t) = −2t − 4/3 − 4 et . 31. The general solution is y(t) = 3 + c e−t . y ￿ (t) = y1 (t) + g ￿ (t) . y(t) = −2t − 4/3 − 4 et + (y0 + 16/3) e3t/2 . and then y ￿ + p(t)y = 0. The integrating factor is µ(t) = et . will also decrease without bound. Hence the critical value of the initial condition is y0 = −16/3. 38.2. 34. and the equation can be written as (et y)￿ = (4 − 2t − t2 )et . Consider the linear equation y ￿ + y = 4 − 2t − t2 . and the differential equation can be written as (et y)￿ = 3et . Note on Problems 34-37 : Let g(t) be given. and the differential equation can be written as (e−3t/2 y)￿ = 3t e−3t/2 + 2 e−t/2 . The general solution is y(t) = −2t − 4/3 − 4 et + c e3t/2 . The general solution is y(t) = 4 − t2 + c e−t . (b) Differentiating y we obtain that y ￿ = A￿ (t)e− ￿ p(t)dt ￿ + A(t)e− p(t)dt · (−p(t)). and consider the function y(t) = y1 (t) + g(t). For convenience. and the solution will oscillate about √ an average value of 12 . g(t) = 4 − t2 .

the differential equation may be written as ￿ ￿ y dy = x2 /(1 + x3 ) dx . That is. . (33). First Order Differential Equations If this satisfies the differential equation then y ￿ + p(t)y = A￿ (t)e− and the required condition follows. 3. where A(t) satisfies A￿ (t) = 3t cos 2t. A ￿ (t) = t sin t . For x ￿= −1 . in which c is an arbitrary constant. This implies that A(t) = and the solution is y= 3 cos 2t 3t sin 2t + +c 4 2 3 cos 2t 3 sin 2t c + + . Solving for the dependent variable. First rewrite the differential equation as y￿ + Assume a solution of the form y = A(t)e− where A(t) satisfies the ODE ￿ 2 t 2 sin t y= . with respect to the appropriate variables. (c − cos x)y = 1. 3 3 Integrating both sides. 4t 2 t 41. or sec2 2y dy = cos2 x dx. The differential equation may be written as y −2 dy = − sin x dx . y(x) = ± 2 ln |1 + x3 | + c . That is. we obtain the relation −y −1 = cos x + c . Write the differential equation as cos−2 2y dy = cos2 x dx. and after sub￿ stitution y = µ(t)g(t)dt · (1/µ(t)). ￿ p(t)dt = g(t) ￿ ￿ (c) Let us denote µ(t) = e p(t)dt . explicitly. Integrating both sides of the equation. which is just Eq. 5.2 2. We assume a solution of the form y = A(t)e− ￿ 1 t dt = A(t)e− ln t = A(t)t−1 . It follows that A(t) = sin t − t cos t + c and thus y = (sin t − t cos t + c)/t2 .32 Chapter 2. we obtain the relation tan 2y = sin x cos x + x + c . with respect to the appropriate variables. t t dt = A(t)t−2 . 40. Integrating both sides of the equation. 2. y(x) = 1/(c − cos x) . with respect to the appropriate variables. Then clearly A(t) = µ(t)g(t)dt. we obtain the ￿ ￿ ￿ relation y 2 /2 = 1 ln ￿1 + x3 ￿ + c .

Hence the specific solution is y = 1/(x2 − x − 6). (b) (c) The interval of existence is (−1.(a) The differential equation is separable. 2). Hence the solution becomes singular at x = −2 and x = 3 . 8.2 33 7. we obtain the relation y 2 + 2 ey = x2 + 2 e−x + c . 11. with y −2 dy = (1 − 2x)dx. Substituting x = 0 and y = −1/6. Integrating both sides of the equation results in x ex − ex = −y 2 /2 + c . (b) (c) Note that x2 − x − 6 = (x + 2)(x − 3) . 3). so the interval of existence is (−2.(a) y(x) = − 2x − 2x2 + 4 . we obtain the relation y + y 3 /3 = x3 /3 + c. with respect to the appropriate variables. Integrating both sides of the equation. Invoking the initial condition. Integrating both sides of the equation. Integration yields −y −1 = x − x2 + c. 9. The differential equation may be written as (y + ey )dy = (x − e−x )dx . we find that c = 6. we . √ 10. Write the differential equation as (1 + y 2 )dy = x2 dx .2.(a) Rewrite the differential equation as x ex dx = −y dy .

The explicit form of the solution is c y(x) = 2ex − 2x ex − 1 . since y(0) = 1. First Order Differential Equations obtain √= −1/2 . Hence y 2 = 2ex − 2x ex − 1.77. Imposing the condition r(1) = 2 . the solution > becomes singular when ln θ = 1/2 . θ = e . we obtain c = −1/2 . .34 Chapter 2.(a) Write the differential equation as r−2 dr = θ−1 dθ . 12. Integrating both sides of the equation results in the relation −r−1 = ln θ + c .7 and x ≈ 0. the solution makes sense only if θ√ 0 . 1 − 2 ln θ (c) Clearly. The explicit form of the solution is r(θ) = (b) 2 . (b) (c) The function under the radical becomes negative near x ≈ −1. The positive sign is chosen. that is. Furthermore.

we obtain √ the relation −y −2 /2 = 1 + x2 + c .(a) Write the differential equation as y −3 dy = x(1 + x2 )−1/2 dx .(a) y(x) = − (b) ￿ 2 ln(1 + x2 ) + 4 . at x = ± 5 /2 . we obtain √ c = −3/2 . (b) √ √ (c) The solution becomes singular when 2 1 + x2 = 3 . with respect to the appropriate variables. Hence the specific solution can be expressed as y −2 = 3 − 2 1 + x2 . . Integrating both sides of the equation. That is. Imposing the initial condition. 35 14.2 13. 15.(a) y(x) = −1/2 + (b) ￿ x2 − 15/4 . The positive sign is chosen to satisfy the initial condition. ￿ √ The explicit form of the solution is y(x) = 1/ 3 − 2 1 + x2 .2.

The be explicit form of the solution is y(x) = − (x2 + 1)/2. (b) (c) The solution is valid for all x ∈ R . with respect to the appropriate variables.(a) Write the differential equation as (3 + 4y)dy = (e−x − ex )dx . 2(y + 3/4)2 = −(ex + e−x ) + 65/8. Imposing the initial condition. The sign is chosen based on √ y(0) = −1/ 2. we obtain c = 7. y(0) = 1 . First Order Differential Equations 16.(a) (b) y(x) = 5/2 − ￿ x3 − ex + 13/4 . Thus.63. These values are found by estimating the roots of 4x3 − 4ex + 13 = 0. (c) The solution is valid for approximately −1. Imposing the initial condition. Now by completing the square on the left hand side. 17.45 < x < 4. Hence the solution may￿ expressed as (x2 + 1)2 − 4y 4 = 0. Integrating both sides of the equation. we obtain the relation 3y + 2y 2 = −(ex + e−x ) + c . we obtain c = 0. the solution can be expressed as 3y + 2y 2 = −(ex + e−x ) + 7. . Integrating both sides of the equation results in y 4 = (x2 + 1)2 /4 + c. 18.36 Chapter 2.(a) Rewrite the differential equation as 4y 3 dy = x(x2 + 1)dx.

1.1 (approximately). Imposing the condition y(0) = 1. The explicit form of the solution is y(x) = (3(arcsin x)2 /2 + 1)1/3 . (b) .1 < x < 2.2 Hence the explicit form of the solution is y(x) = −3/4 + (b) ￿ 65/16 − cosh x. Integrating both sides of the equation results in y 3 /3 = (arcsin x)2 /2 + c.(a) y(x) = (π − arcsin(3 cos2 x))/3. (b) √ 20.(a) Rewrite the differential equation as y 2 dy = arcsin x/ 1 − x2 dx. 19. Hence the solution is valid on the interval −2. we obtain c = 1/3.2. 37 (c) Note the 65 − 16 cosh x ≥ 0 as long as |x| > 2.

38

Chapter 2. First Order Differential Equations

(c) Since arcsin x is defined for −1 ≤ x ≤ 1, this is the interval of existence. 22. The differential equation can be written as (3y 2 − 4)dy = 3x2 dx. Integrating both sides, we obtain y 3 − 4y = x3 + c. Imposing the initial condition, the specific solution is y 3 − 4y = x3 − 1. Referring back to the differential equation, we find √ that y ￿ → ∞ as y → ±2/ 3. The respective values of the abscissas are x ≈ −1.276, 1.598 .

Hence the solution is valid for −1.276 < x < 1.598 . 24. Write the differential equation as (3 + 2y)dy = (2 − ex )dx. Integrating both sides, we obtain 3y + y 2 = 2x − ex + c. Based on the specified initial condition, the solution can be written as 3y + y 2 = 2x − ex + 1. Completing the square, it follows that ￿ y(x) = −3/2 + 2x − ex + 13/4.

The solution is defined if 2x − ex + 13/4 ≥ 0, that is, −1.5 ≤ x ≤ 2 (approximately). In that interval, y ￿ = 0, for x = ln 2. It can be verified that y ￿￿ (ln 2) < 0. In fact, y ￿￿ (x) < 0 on the interval of definition. Hence the solution attains a global maximum at x = ln 2. 26. The differential equation can be written as (1 + y 2 )−1 dy = 2(1 + x)dx. Integrating both sides of the equation, we obtain arctan y = 2x + x2 + c. Imposing the given initial condition, the specific solution is arctan y = 2x + x2 . Therefore, y = tan(2x + x2 ). Observe that the solution is defined as long as −π/2 < 2x + x2 < π/2. It is easy to see that 2x + x2 ≥ −1. Furthermore, 2x + x2 = π/2 for x ≈ −2.6 and 0.6. Hence the solution is valid on the interval −2.6 < x < 0.6. Referring back to the differential equation, the solution is stationary at x = −1. Since y ￿￿ (x) > 0 on the entire interval of definition, the solution attains a global minimum at x = −1. 28.(a) Write the differential equation as y −1 (4 − y)−1 dy = t(1 + t)−1 dt . Integrating both sides of the equation, we obtain ln |y| − ln |y − 4| = 4t − 4 ln |1 + t| + c . Taking the exponential of both sides |y/(y − 4)| = c e4t /(1 + t)4 . It follows that as t → ∞ , |y/(y − 4)| = |1 + 4/(y − 4)| → ∞ . That is, y(t) → 4 . (b) Setting y(0) = 2 , we obtain that c = 1. Based on the initial condition, the solution may be expressed as y/(y − 4) = −e4t /(1 + t)4 . Note that y/(y − 4) < 0 ,

2.2

39
for all t ≥ 0. Hence y < 4 for all t ≥ 0. Referring back to the differential equation, it follows that y ￿ is always positive. This means that the solution is monotone increasing. We find that the root of the equation e4t /(1 + t)4 = 399 is near t = 2.844 . (c) Note the y(t) = 4 is an equilibrium solution. Examining the local direction field,

we see that if y(0) > 0 , then the corresponding solutions converge to y = 4 . Referring back to part (a), we have y/(y − 4) = [y0 /(y0 − 4)] e4t /(1 + t)4 , for y0 ￿= 4 . Setting t = 2 , we obtain y0 /(y0 − 4) = (3/e2 )4 y(2)/(y(2) − 4). Now since the function f (y) = y/(y − 4) is monotone for y < 4 and y > 4 , we need only solve the equations y0 /(y0 − 4) = −399(3/e2 )4 and y0 /(y0 − 4) = 401(3/e2 )4 . The respective solutions are y0 = 3.6622 and y0 = 4.4042 . 30.(f)

31.(c)

40

Chapter 2. First Order Differential Equations

32.(a) Observe that (x2 + 3y 2 )/2xy = 1 (y/x)−1 + 3 (y/x). Hence the differential 2 2 equation is homogeneous. (b) The substitution y = x v results in v + x v ￿ = (x2 + 3x2 v 2 )/2x2 v . The transformed equation is v ￿ = (1 + v 2 )/2xv . This equation is separable, with general solution v 2 + 1 = c x . In terms of the original dependent variable, the solution is x2 + y 2 = c x3 . (c)

33.(c)

34.(a) Observe that −(4x + 3y)/(2x + y) = −2 − tial equation is homogeneous.

y x ￿

￿ y −1 2+ x . Hence the differen-

(b) The substitution y = x v results in v + x v ￿ = −2 − v/(2 + v). The transformed equation is v ￿ = −(v 2 + 5v + 4)/(2 + v)x . This equation is separable, with general solution (v + 4)2 |v + 1| = c/x3 . In terms of the original dependent variable, the solution is (4x + y)2 |x + y| = c.

In terms of the original dependent variable. Integrating both sides of the equation. (b) Write the equation as (1 + v)−2 dv = x−1 dx . we obtain the general solution −1/(1 + v) = ln |x| + c . Substituting y = x v .2.2 (c) 41 35. the solution is y = x (c − ln |x|)−1 − x.(c) 36. (c) . The resulting differential equation is separable.(a) Divide by x2 to see that the equation is homogeneous. we obtain x v ￿ = (1 + v)2 .

3 the general solution is 5y 2 = x2 − c/ |x| . 1 − 5v 2 = c/ |x| .(a) The differential equation can be expressed as y ￿ = 3 (y/x) − 1 (y/x)−1 . (c) . Hence 2 2 the equation is homogeneous. 2vdv/(v 2 − 1) = dx/x. In terms of the original dependent variable. The substitution y = xv results in Separating variables. we have 2vdv/(1 − 5v 2 ) = dx/x. that is. that is.(a) The differential equation can be expressed as y ￿ = 1 (y/x)−1 − 3 (y/x). Hence 2 2 the equation is homogeneous.42 Chapter 2. (b) Integrating both sides of the transformed equation yields −(ln |1 − 5v 2 |)/5 = 5 ln |x| + c. First Order Differential Equations 37. that is. The substitution y = x v results in x v ￿ = (v 2 − 1)/2v. 38. (c) xv ￿ = (1 − 5v 2 )/2v. In terms of the original dependent variable. the general solution is y 2 = c x2 |x| + x2 . ￿ ￿ (b) Integrating both sides of the transformed equation yields ln ￿v 2 − 1￿ = ln |x| + c. v 2 − 1 = c |x|.

Salt enters the tank of water at a rate of 2 1 (1 + 1 sin t) = 1 + 1 sin t oz/min. 2 (b) The outflow rate is (outflow cross-section area)×(outflow velocity): ￿ α a 2gh . We need the time T such that Q(T ) = 2 g. Write the equation as (et/50 Q)￿ = et/50 ( 1 + 1 sin t). 5.2.(a) Using the Principle of Conservation of Energy. The differential equation governing the amount of dye is Q￿ (t) = −2 Q(t) .3 43 2. Clearly. Q(0) = 200 g.5 sin t − 625 cos t + 63150 e−t/50 )/2501 oz. which is an oscillation of approximate amplitude 1/4 about a level of 25 oz. 6.3 1. Hence the differential equation governing the amount of salt at any time is dQ 1 1 = + sin t − Q/50 . the speed v of a particle falling from a height h is given by 1 mv 2 = mgh . Let Q(t) be the amount of dye in the tank at time t. with integrating factor µ(t) = et/50 . The governing ODE is linear. (b) (c) The amount of salt approaches a steady state. 200 The solution of this separable equation is Q(t) = Q(0)e−t/100 = 200e−t/100 .(a) Let Q be the amount of salt in the tank.5 min. dt 2 4 The initial amount of salt is Q0 = 50 oz. This means we have to solve 2 = 200e−T /100 and we obtain that T = −100 ln(1/100) = 100 ln 100 ≈ 460. It leaves the tank at a rate of 2 Q/100 4 2 2 4 oz/min. 2 4 The specific solution is Q(t) = 25 + (12.

4 s. the apparent age of the remains is approximately T = 13.046 t + 3 7. 12.006 π 2gh . T ≈ 9. dt ￿ 2gh(0) t + h(0) . 305 years.2097×10 −4 t . Setting h(0) = 3 and g = 9.07 . dt dh dt dt Since the volume is decreasing. Setting T = 8 . −4 (c) Given that Q(T ) = Q0 /5 . consider the equation Q0 /2 = Q0 e−5730 r . 13. dt (c) With A(h) = π. Let P (t) be the population size of mosquitoes at any time t. the required time is T = ln(2)/r . r = 1. .8 . First Order Differential Equations At any instant.44 Chapter 2.006 resulting in h(t) = 0 for t ≈ 130. Based on the definition of half-life. 0 The time rate of change of the volume is given by dV dV dh dh = = A(h) . r = ln(2)/T . α = 0. ￿ dV = −α a 2gh . The general solution is Q(t) = Q0 e−rt . Hence the equation that models the population is given by dP/dt = rP − 20. (b) The amount of carbon-14 is given by Q(t) = Q0 e−1. h(t) = 0. (b) For the case r = . we have the equation 1/5 = e−1. Solving for the decay time.2097 × 10−4 per year.66. at any time. It follows that −5730 r = ln(1/2).2097×10 T . The value of the investment. a = 0.0001764 t2 − 0.(a) The equation governing the value of the investment is dS/dt = r S . h(t) = 0. The rate of increase of the mosquito population is rP . the volume of water in the tank is ￿ h V (h) = A(u)du . 000.01 π . (c) Referring to part (a).6 . the ODE for the water level h is π with solution ￿ dh = −0. The population decreases by 20. that is.000018 g t2 − 0. Setting S(T ) = 2S0 .9 yr. the required interest rate is to be approximately r = 8. is given by S(t) = S0 ert . 000 per day.(a) Let Q ￿ = −r Q .

is P (t) = 2 × 105 e. 997. with integrating factor ￿ µ(t) = e− r(t)dt .099t − 201. Based on the data.099t . The doubling-time is τ ≈ 6. The doubling time is given by τ = 10 ln 2 ≈ 6.9632 . Therefore the population.1 + 1 sin(2πt))dt . 997(e. with respect 5 to the appropriate variable.3 e.3 − 1977. the integrating factor is µ(t) = e(cos t−t)/5 . set P1 (7) = 2P0 . the solution is y(t) = e(1+πt−cos(2πt))/10π . The doubling time approaches the value found in part (b). that is.5 + sin(2πt)) y/5 . Integrating both sides. 2P0 = P0 e7r .(a) y(t) = e2/10+t/10−2 cos t/10 .3804 . r In the absence of predators.2.9315. Write the equation as (µ y)￿ = −k µ(t) . In this problem.099t − 1) = 201. .(a) The differential equation dy/dt = r(t) y − k is linear. 000 rt (e − 1). with solution y(t) = y(0)et/10 . The equation 1 is separable. The growth rate is determined as r = ln(2)/7 = . the governing equation is dP1 /dt = rP1 . including the predation by birds. (c) Consider the differential equation dy/dt = (0. we obtain ln y = (πt − cos(2πt))/10π + c . The solution is 45 P (t) = P0 ert − 20. with y dy = (0.3 Note that the variable t represents days.09902 per day. (b) The differential equation is dy/dt = y/10 . 14. The (first) doubling time is τ ≈ 2. (d) 15. Invoking the initial condition. Integration of both sides ￿ ￿ ￿ yields the general solution y = −k µ(τ )dτ + y0 µ(0) /µ(t) . with solution P1 (t) = P0 ert .

yc is a linear function of the parameter k . that is. 17. (c) Repeating the argument in part (b). yc < 0. yc < 4.8333 .0893 . for some t = t∗ .46 Chapter 2.0893 . we find that y(t∗ ) = 0 when ￿ t∗ e(cos τ −τ )/5 dτ = 5 e1/5 yc . if y(t∗ ) = 0 . .1667 k . 3 u0 3t+1 . that is. 3 α u0 Hence extinction can happen only if e1/5 yc /k < 5.0893 . it follows that y(t∗ ) = 0 when ￿ t∗ 1 e(cos τ −τ )/5 dτ = e1/5 yc .(a) The solution of the governing equation satisfies u3 = With the given data. Referring to part (a). from zero to a limiting value of approximately 5. k 0 (d) Evidently. Hence extinction can happen only if 5 e1/5 yc < 5. it follows that u(t) = ￿ 3 2000 6 t/125 + 1 . 0 It can be shown that the integral on the left hand side increases monotonically. First Order Differential Equations (b) The population becomes extinct.

Setting v(t1 ) = 0 . (c) The reduction times are TS = (65. 000 = 17.78 m .2) ln 10/12. Given the initial condition v(0) = 20 m/s . the ball reaches the maximum height at t1 = 1. TE = (175) ln 10/460 = 6. (b) c(t) = c0 e−rt/V .45 − 44.77 s.05 years. It is easy to see that limt→∞ c(t) = k + P/r . 900 = 71.1 e−t/4.683 s .3 (b) 47 (c) Numerical evaluation results in u(t) = 600 for t ≈ 750. 20. Hence the maximum height is x(t1 ) = 45.(c) 21.(a) The concentration is c(t) = k + P/r + (c0 − k − P/r)e−rt/V .2. . TM = (158) ln 10/4.85 years.5 .5 . Integrating v(t) . the ball hits the ground at t2 = 5. the position is given by x(t) = 318.63 years.45 e−t/4.1 + 64.4 years. TO = (209) ln 10/16. (b) Setting x(t2 ) = 0 . the solution is v(t) = −44. 19.1 t − 288.(a) The differential equation for the motion is m dv/dt = −v/30 − mg . 200 = 430. The reduction times are T50 = V ln 2/r and T10 = V ln 10/r.128 s .

in which µ = 1/1325.75 ln [cos(0. v(t) = 44. the position is given by x(t) = 99. Setting v(t1 ) = 0 .916 s . For convenience.133 tan(. (b) The differential equation for the downward motion is m dv/dt = +µv 2 − mg . Integrating both sides and invoking the initial condition.25.25 /(1 + et/2. with mg−µ v2 dv = −dt . the ball reaches the maximum height at t1 = 1. First Order Differential Equations (c) 22.222 t − 0.48 Chapter 2. Hence the total time that the ball remains in the air is t1 + t2 = 5.13 + v)) = t/2.25 ).425)] + 48. set t = 0 at the top of the trajectory. Integrat+mg ing both sides and invoking the initial condition. (c) . the position is given by x(t) = 198. resulting in t2 = 3.425 − . The new initial condition becomes v(0) = 0 . m This equation is also separable. v(t) = 44.13(1 − et/2. Therefore the maximum height is x(t1 ) = 48.(a) The differential equation for the upward motion is mdv/dt = −µv 2 − mg.222 t). To estimate the duration of the downward motion. Solving for the velocity. This equation is separable.2. Integrating v(t).13 − v)/(44.56 m . Integrating v(t) .192 s.57 . we obtain ln((44. set x(t2 ) = 0.25 )2 ) + 186.29 ln(et/2.276 s. with µ v2m dv = −dt .25 )/(1 + et/2.

2. the distance fallen is given by Hence x(10) = 1074.7e−32 t/15 .7 ft/s.3 = 5000.3.6 s. estimate the root of the transcendental equation 15T − 75. Based on Newton’s second law. (c) For computational purposes.5 − 1800 . the distance fallen after the parachute is open is given by x(t) = 15t − 75.8e−32T /15 + 1150. The result is T = 256.3 49 23. v(t) → vL = 15 ft/s. with initial velocity v(0) = 0 ft/s. the initial value problem is dv/dt = −32v/15 + 32. v0 . (e) 24. (d) Integrating the velocity.75 v + mg.7 ft/s.(a) Setting −µv 2 = v(dv/dx).5 ). This differential equation is separable and linear. (b) Integrating the velocity. reset time to t = 0. For the remainder of the motion. with solution v(t) = 240(1 − e−t/7. 0 < t < 10 dv m = . the initial value problem is dv/dt = −v/7. we obtain dv = −µv. t > 10 Note that gravity acts in the positive direction.5. Hence v(10) = 176. the equation of motion is given by ￿ −0. dt −12 v + mg.8e−32t/15 + 1150. and the drag force is resistive.5 ft. with specified initial velocity v(0) = 176.(a) Measure the positive direction of motion downward. dx (b) The speed v of the sled satisfies ln( v ) = −µx. As t → ∞.5 + 32. with x(0) = 1074. with x(t) = 0 . To find the duration of the second part of the motion. The solution is given by v(t) = 15 + 161. During the first ten seconds of fall. x(t) = 240 t + 1800 e−t/7.

Setting v(tm ) = 0. ln(1 + δ) = δ − 1 δ 2 + 1 δ 3 − 1 δ 4 + .0788 mi−1 .0816 v − 1|. with v(0) = v0 . (c) Solution of dv = −µv 2 dt can be expressed as 1 1 − = µt. since both x and v are monotone increasing. 2 3 4 26.(a) Measure the positive direction of motion upward . The differential equation is dt dt separable. First Order Differential Equations Noting that the unit conversion factors cancel. the maximum height is reached at time tm = (m/k) ln [(mg + k v0 )/mg].56 s. m→0 k k lim since limm → 0 e−kt/m = 0 .467)(0.(a) In terms of displacement. dv dv This follows from the chain rule: dv = dx dx = v dx . the elapsed time is t= 25. .00115) 1 15 Noting that 1 mi/hr ≈ 1. In terms of the given parameters. 28.(b) Using L’Hospital’s rule.50 Chapter 2. k k Hence the maximum height reached is ￿ ￿ m v0 m mg + k v0 xm = x(tm ) = − g( )2 ln . with ￿ ￿ mv m2 g ￿ mg − k v ￿ ￿ ￿. the differential equation is mvdv/dx = −kv + mg. solution of ln( 15 ) = −2000 µ 150 results in µ = ln(10)/2000 ft−1 ≈ 0. (1.31 ln |0. k k mg (b) Recall that for δ ￿ 1 .25 v − 15. x(v) = − − 2 ln ￿ k k mg ￿ The inverse exists. x(v) = −1. The initial value problem is dv/dt = −kv/m − g . the position of the body is ￿ m m v0 ￿ x(t) = −mg t/k + ( )2 g + (1 − e−kt/m ).467 ft/s . The equation of motion is given by mdv/dt = −k v − mg .00115 ft−1 ≈ 6. k→ 0 k→ 0 k m lim (c) ￿ mg ￿ mg − +( + v0 )e−kt/m = 0. Integrating the velocity. The solution is v(t) = −mg/k + (v0 + mg/k)e−kt/m . −mg + (k v0 + mg)e−kt/m t = lim − (k v0 + mg)e−kt/m = −gt. . v v0 1 − 150 ≈ 35. .

the solution is v 2 = 2GM (R + x)−1 + 2gR − 2GM/R. The equation of motion Mm is given by m dv = −G (R+x)2 . and solving for T . the duration of such a flight would be T ≈ 49 hours . This equation is also separable. √ and invoking the initial condition v(0) = 2gR. the initial condition is x(0) = 0. dv Mm mv = −G .(a) Both equations are linear and separable. 31. dx (R + x)2 This equation is separable. 000 . 29. By definition of the variable x. (c) In part (a). it follows that g = GM/R2 . Integrating both sides.3 51 (b) x(10) = 13. dt The symbols M and R are the mass and radius of the earth. in which G is the universal gravitational constant. respectively.2. From elementary physics.24.) √ √ (b) We now consider dx/dt = 2g (R/ R + x ). Therefore ￿ √ v(x) = 2g (R/ R + x). set v = 10 m/s and x = 10 meters .45 meters. √ √ with R + x dx = 2g Rdt. 2 3 Setting the distance x(T ) + R = 240. . (Note that g = 78. The two solutions are v(t) = (u cos A)e−rt and w(t) = −g/r + (u sin A + g/r)e−rt . with vdv = −GM (R + x)−2 dx. The required value is k = 0. By the chain rule.(a) Let x represent the height above the earth’s surface. Initial conditions: v(0) = u cos A and w(0) = u sin A. Integrating both sides. 545 mi/hr2 . we obtain 3 ￿ 2 x(t) = ( ( 2g R t + R3/2 ))2/3 − R.

y ￿ (x) = (k 2 − y)/y . and invoking the initial conditions.(a) Solving equation (i). First Order Differential Equations (b) Integrating the solutions in part (a). the coordinates are x(t) = u cos A(1 − e−rt )/r and u y(t) = −gt/r + (g + ur sin A + hr2 )/r2 − ( sin A + g/r2 )e−rt . we further obtain k 2 sin2 θ dθ = dx. Then from above. r (c) (d) Let T be the time that it takes the ball to go 350 ft horizontally. At the same time. Substituting into the equation in part (a). we obtain the solutions x(θ) = k 2 (θ − sin θ)/2 and [from part (b)] y(θ) = k 2 (1 − cos θ)/2. the height of the ball is given by y(T ) = −160T + 267 + 125u sin A − (800 + 5u sin A)(u cos A − 70) . (b) Let y = k 2 sin2 t.52 Chapter 2. Then dy = 2k 2 sin t cos tdt. dx sin t Hence 2k 2 sin2 tdt = dx. u cos A Hence A and u must satisfy the inequality ￿ ￿ u cos A − 70 800 ln + 267 + 125u sin A− u cos A −(800 + 5u sin A) [(u cos A − 70)/u cos A ] ≥ 10 . (c) Setting θ = 2t. e−T /5 = (u cos A − 70)/u cos A . since y is an increasing function of x . The positive answer is chosen. we find that 2k 2 sin t cos tdt cos t = . ￿ ￿1/2 32. Integrating both sides of 2 the equation and noting that t = θ = 0 corresponds to the origin. .

The function f (t . The partial derivative ∂f /∂y = −7t/(2t + 5y)2 has the same region of continuity. The equation is separable. The function ln t is defined and continuous on the interval (0 .193 . 14. 7.4. The partial derivative ∂f /∂y is also continuous everywhere. Since the initial condition is specified at t = 2 .4 2. so the initial value problem will have a solution on the interval (1. cot t is not defined at integer multiples of π. y) is discontinuous along the coordinate axes. The initial value problem has a unique solution on the interval (−2 . . with dy/y 2 = 2t dt . 3π ). 6.1 assures the existence of a unique solution on the interval 0 < t < 4 . 2. 2). Setting x = 1 . solutions exist as long as t2 < 1/y0 . solutions are defined for all t . The function f (t . except along the straight line y = −2t/5 . The function f (t . π). For y0 > 0 . f (t . For y0 ≤ 0 . The function tan t is discontinuous at odd multiples of π . Theorem 2. 5. These functions are discontinuous at x = ±2 . At t = 1. 10. 12. Also. ∞) . ∂f ±1 y ln |ty| = −2 2 + y2 ) ∂y y(1 − t (1 − t2 + y 2 )2 has the same points of discontinuity. 9. Rewrite the differential equation as y￿ + 1 y = 0. ln t = 0. y) is discontinuous along the lines t = ±k π and y = −1 .4 53 (d) Note that y/x = (1 − cos θ)/(θ − sin θ). y = 2 . 3. and on the hyperbola t2 − y 2 = 1 .2. Integrating both sides. t(t − 4) It is evident that the coefficient 1/t(t − 4) is continuous everywhere except at t = 0 .401 . y) is continuous everywhere on the plane. the solution of the equation (1 − cos θ)/(θ − sin θ) = 2 is θ ≈ 1. The partial derivative ∂f /∂y = cot(t)/(1 + y)2 has the same region of continuity. 2 2 3π 2 . y) is continuous everywhere on the plane. so the normal form of the differential equation has a singularity there. Since π < π < 2 2 the initial value problem has a unique solution on the interval ( π . the solution is given by y(t) = y0 /(1 − y0 t2 ). 4 . Substitution into either of the expressions yields k ≈ 2. Furthermore. p(t) = 2t/(4 − t2 ) and g(t) = 3t2 /(4 − t2 ).

If y0 ￿= 0 . From above. with y dy = t2 dt/(1 + t3 ). y0 ≥ − 2 ln ￿1 + t3 ￿. For y0 > 0. The equation is separable. y(t) = y0 / 2y0 t + 1 . 17. solutions exists as ￿ 2 long as ￿1 + t3 ￿ ≥ e−3y0 /2 . the slopes eventually become negative. ￿ ￿ ￿ ￿ 2 1/2 the solution is y(t) = 2 ln ￿1 + t3 ￿ + y0 . then the solution y(t) = 0 exists for all t . we must have t > −1 . First Order Differential Equations 15. Otherwise. For all y0 (it can be verified that y0 = 0 yields a valid 3 solution. solutions exist for t > −1/2y0 . The equation is separable. for y0 < 0 . Hence the inequality 2 may be written as t3 ≥ e−3y0 /2 − 1 . Solutions exist as long as 2 2 2 2y0 t + 1 > 0 . The partial derivative ∂f /∂y is discontinuous along the same lines. If y0 = 0 .2 does not guarantee one) . solutions increase without bound if t0 < 0 . that is. Based on the direction field. . Integrating and invoking the initial condition. Solutions exist as long as 3 ￿ ￿ 2 that is. y) is discontinuous along the straight lines t = −1 and y = 0 .4. even ￿though Theorem 2. and hence solutions tend to −∞ . The function f (t . 16. with dy/y 3 = − dt . and the differential equation. It follows that the solutions are valid for ￿ ￿1/3 2 e−3y0 /2 − 1 < t < ∞. 2y0 t > −1 . the slopes eventually become negative. 3 18.54 Chapter 2. ￿ 2 ￿ 2 ln ￿1 + t3 ￿ + y0 ≥ 0 . Integrating both sides and ￿ 2 invoking the initial condition.

. Solutions with t0 < 0 all tend to −∞ . 20. The slopes for solutions with initial conditions below the parabola (and y0 < 0) are all negative. Furthermore. Solutions with initial conditions (t0 . y0 = 0 is an equilibrium solution. y0 = 0 is an equilibrium solution. 3 Note that yc (c) = yc (0) = 0 and yc (c + (3/2)2/3 ) = 1. Solutions with initial conditions above or below the hyperbola ty = 3 eventually tend to ±∞ . ±yc (2) ∈ [−2.4 55 and solutions tend to zero. yc (t) < 2 (2)3/2 for 0 < c < 2. (b) Let c = 2 − (3/2)2/3 . So for any c ≥ 0. (a) Let c = 1 − (3/2)2/3 . the respective solutions all tend to zero . 21.2. 2]. Define yc (t) = 2 (t − c)3/2 u(t − c). Also. (c) Observe that y0 (2) = 2 (2)3/2 . For initial conditions (t0 . in which u(t) is the Heaviside step function. Note that slopes are zero along the curves y = 0 and ty = 3 . y0 ) to the right of the parabola t = 1 + y 2 asymptotically approach the parabola as t → ∞ . y0 ) satisfying ty < 3 . Integral curves with initial conditions above the parabola (and y0 > 0) also approach the curve. 19. These solutions tend to −∞ . and that yc (2) = 0 3 3 for c ≥ 2.

(33) in Section 2. Since n = 3. µ(t) t0 µ(t) ￿t 1 1 It is evident that y1 (t) = µ(t) and y2 (t) = µ(t) t0 µ(s)g(s) ds. we require that c = e−1 . −e−1−t . On the interval (1. ￿ t 1 c y= µ(s)g(s) ds + . Since n = 3. 0 < t < 1 ￿ y (t) = . y1 (0) = 1 is y1 (t) = e−2t .1. This implies ￿ that y2 + p(t)y2 = g(t). The Converting back to the original dependent variable. y = ±v −1/2 . ￿ 33. Equating the limits y(1− ) = y(1+ ). 1 µ(t) = e− ￿ p(t)dt ￿ . Hence the global solution of the initial value problem is ￿ e−2t . Sub- dv dt differential equation is written as − (Γ cos t + T )y = σy . with y2 (t) = ce−t . It follows that − y2 dv dt 3 3 − y2 dv dt = −2y −3 dy and dt dy dt = 3 − y2 3 dv dt . First Order Differential Equations 26. e−1−t . and can be written as (ve2εt )￿ = 2σe2εt . t > 1 Note the discontinuity of the derivative ￿ −2e−2t . which further results in v ￿ + 2εv = 2σ. Converting back to the original dependent variable. with integrating ￿ factor µ(t) = e2 (Γ cos t+T )dt = e2Γ sin t+2T t .56 Chapter 2. It follows that dv dt stitution into the differential equation yields − εy = −σy . Hence y1 = −p(t)/µ(t) = −p(t)y1 . 3 0 = −2y −3 dy and dt dy dt = − y2 3 dv dt . which upon further substitution is v ￿ + 2(Γ cos t + T )v = 2. This ODE is linear. y = ±v −1/2 . ￿ y1 + p(t)y1 = 0. That is. (b) By definition.(a) Recalling Eq. ￿t ￿ (c) y2 = (−p(t)/µ(t)) 0 µ(s)g(s) ds + µ(t)g(t)/µ(t) = −p(t)y2 + g(t). The solution is given by v(t) = σ/ε + ce−2εt . 30. set v = y −2 . − −2 Therefore y(1 ) = y1 (1) = e . The solution of the initial value problem y1 + 2y1 = 0. The solution is ￿ t v(t) = 2e−(2Γ sin t+2T t) e2Γ sin τ +2T τ dτ + ce−(2Γ sin t+2T t) . The latter differential equation is linear. 0 ≤ t ≤ 1 y(t) = . Therefore y(1+ ) = y2 (1) = ce−1 . set v = y −2 . the differential equation ￿ is y2 + y2 = 0. 31. ∞). t > 1 .

therefore the equilibrium solution y = 0 is unstable. 2. therefore the equilibrium solution y = −a/b is asymptotically stable.2. the only equilibrium point is y ∗ = 0. . and f ￿ (−a/b) < 0.  a -– b The equilibrium points are y ∗ = −a/b and y ∗ = 0. the equilibrium solution y = 1 is asymptotically stable. and f ￿ (0) = a > 0.5 1.  For y0 ≥ 0 . hence the equilibrium solution y = 0 is unstable.5 57 2. f ￿ (0) > 0. 3.    The equilibrium solutions y = 0 and y = 2 are unstable.

hence the equilibrium solution y = 0 is unstable. 6. 5. and f ￿ (0) < 0.  The equilibrium solution y = 0 is asymptotically stable. and f ￿ (0) > 0.  The only equilibrium point is y ∗ = 0.58 Chapter 2.  The only equilibrium point is y ∗ = 0. . hence the equilibrium solution y = 0 is asymptotically stable. First Order Differential Equations 4.

2.(b) 59  8. Hence the equilibrium solution y = 1 is semistable. 9. also.  The only equilibrium point is y ∗ = 1. . and f ￿ (1) = 0. y ￿ < 0 for y ￿= 1.   - The equilibrium solution y = −1 is asymptotically stable. the corresponding solution is monotone decreasing. y = 0 is semistable and y = 1 is unstable.5 7. As long as y0 ￿= 1.

The equilibrium solution y = 0 is semistable. The equilibrium solutions y = −2 and y = 2 are unstable and asymptotically stable. ±1 .   - The equilibrium points are y ∗ = 0 . and f ￿ (y) = 1 − 3y 2 . b – a   The equilibrium solution y = 0 is asymptotically stable.60 10. First Order Differential Equations   - The equilibrium points are y ∗ = 0. the equilibrium solution y = b2 /a2 is unstable. 11. . and f ￿ (y) = 8y − 4y 3 . The equilibrium solution y = 0 is unstable. Chapter 2. respectively. 12. ±2. and the remaining two are asymptotically stable.

Both equilibrium solutions are semistable. τ = − ln ￿ r ￿ (2/3) [1 − (1/3)] ￿ Setting y(τ ) = 0.5 13. 1.(13). If r = 0. τ = (ln 4)/r.21 years. 61   The equilibrium points are y ∗ = 0. 15.78 years. f ￿ (y) = 2y − 6y 2 + 4y 3 . τ ≈ 55.5 × 106 .(13) shows t as a function of the population y and the carrying capacity K.9 and r = 0. we obtain ￿ ￿ 1 ￿ α [1 − β] ￿ ￿ ￿.(11). the corresponding time is τ ≈ 2. with solution u = u0 e−rt . t = − ln ￿ r (y/K) [1 − (1/3)] ￿ Setting y = 2y0 . (c) Solving for t.(a) Inverting Eq. ￿ ￿ 1 ln(y/K) t = − ln . .025 per year. y0 /K = 0. −rt y = eln(y0 /K)e . K (b) Given K = 80. set y0 /K = α and y/K = β.025 per year.58 × 106 .25 and r = 0. That is. r ln(y0 /K) ￿ ￿ 1 ￿ (1/3) [1 − (2/3)] ￿ ￿. T = − ln ￿ r β [1 − α] ￿ Given α = 0. That is. u ￿ = y ￿ /y.75K. It follows that ln(y/K) = ln(y0 /K)e−rt . β = 0.1. τ ≈ 175. As a result. With y0 = K/3.(a) Consider the change of variable u = ln(y/K). Differentiating both sides with respect to t.71 per year.2. (b) In Eq. ￿ ￿ 1 ￿ (1/3) [1 − (y/K)] ￿ ￿ ￿.45 years. Eq. Substitution into the Gompertz equation yields u ￿ = −ru. y(2) = 57. 17.

dx/dt = −αxy0 e−βt . Since the cross section is constant.(a) For a < 0 . Over a long period of time. the solution is y(t) = y0 eαt . the only critical point is at y = 0 . (b) The ODE is separable. the only critical point is at y = 0 . 26. with [y(1 − y)] dy = α dt .(a) The rate of increase of the volume is given by rate of flow in−rate of flow out. dV /dt = Adh/dt. which is asymptotically stable. Since f ￿ (y) = α − 2αy . First Order Differential Equations 19.62 Chapter 2. y(t) → 0 and x(t) → x0 e−α y0 /β . Separating variables. . √ That is. the proportion of carriers vanishes. it follows that the equilibrium height is asymptotically stable. 22.(a) The equilibrium points are at y ∗ = 0 and y ∗ = 1. 1 − y0 + y0 eαt −1 It is evident that (independent of y0 ) limt → −∞ y(t) = 0 and limt → ∞ y(t) = 1 . whereas the other two are asymptotically stable. 1 k (b) Setting dh/dt = 0. since f ￿ (he ) < 0.(a) y(t) = y0 e−βt . −βt Integrating both sides. ± a . Therefore the proportion of the population that escapes the epidemic is the proportion of susceptibles left at that time. Integrating both sides and invoking the initial condition. the equilibrium height is he = 2g ( αa )2 . the solution is x(t) = x0 e−α y0 (1−e )/β . x0 e−α y0 /β . For a = 0 . which is asymptotically stable. For √ a > 0 . The critical point at y = 0 is unstable. dx/x = −αy0 e−βt dt. the equilibrium solution y = 0 is unstable and the equilibrium solution y = 1 is asymptotically stable. (b) From part (a). dV /dt = k − αa 2gh . √ Hence the governing equation is dh/dt = (k − αa 2gh )/A. the three critical points are at y = 0 . 23. Furthermore. (c) As t → ∞ .

which is semistable since f (y) = −y 2 is concave down. Hence y = a is unstable and y = 0 asymptotically stable. For a > 0 . Observe . f (y) = y(a − y). f ￿ (y) = a − 2y. the critical points are at y = a and y = 0.5 (b) 63 (a) a = −1 (b) a = 0 (c) a = 1 (c) 27. Observe that f ￿ (a) > 0 and f ￿ (0) < 0 . the critical points are at y = 0 and y = a . the only critical point is at y = 0 . For a = 0 . (a) For a < 0.2.

First Order Differential Equations that f ￿ (0) > 0 and f ￿ (a) < 0 . Hence y = 0 is unstable and y = a asymptotically stable.64 Chapter 2. (b) (a) a = −1 (b) a = 0 (c) a = 1 (c) .

M (x. Integrating N with respect to y . Write the given equation as (ax − by)dx + (bx − cy)dy . and hence h(x) = x2 /2 . ψx = y/x + h￿ (x). M (x. y) = x . and hence h(x) = 3x2 . and Nx = b e2xy + 2bxy e2xy . 10. the specific √ solution is x2 − xy + y 2 = 7. the equation is trivially satisfied. Integrating M with respect to x . First divide both sides by (2xy + 2). Now ψy = h ￿ (y) . and hence the differential equation is not exact. Note that My ￿= Nx . yields ψ(x. The given equation is exact. the given equation is exact. Note that My ￿= Nx . y) = y/x + 6x and N (x. results in ψ(x. y) = xy + h(y) . and the solution is defined implicitly as x2 + 3x + y 2 − 2y = c . Setting ψx = M . y) = x2 − xy + h(y). and hence h(y) = y 2 . Setting ψx = M . as long as b = 1 . y) = 2x − y and N (x. 4. Integrating M with respect to x . Setting ψy = N . y) = 2y − x. y) = y and N (x. and equating with N results in the possible function h(y) = y 2 − 2y . y) = 2x + 3 and N (x. 11. y) = x2 − xy + y 2 . Thus ψ(x.6 65 2. Since My = Nx = −1. Hence the solution is valid as long as 3x2 ≤ 28 . Integrating M with respect to x . y) = bx − cy. 6. Hence ψ(x. The explicit form of the solution is y(x) = (x + 28 − 3x2 )/2. we find that h￿ (x) = x . 13. Integrating N with respect to y . y) = y ln x + xy. y) = 2x + 4y and N (x. y) = ex sin y + 3y and N (x. Therefore the solution is defined implicitly as 3x2 + y ln x − 2y = c . We now have M (x. y) = 2y − 2 .6 1. and the solution is given implicitly as x2 − xy + y 2 = c . y) = ln x − 2. results in ψ(x. ψx = y e2xy + h￿ (x). . Note that My = e2xy + 2xy e2xy . M (x. while holding y constant. Since My = Nx = 0 . y) = e2xy /2 + x2 /2 . y) = −3x + ex sin y . Since My = Nx = 1/x. 2. Now differentiating with respect to x. M (x. y) = 2x − 2y . the equation is exact. we find that h￿ (x) = 6x . y) = ax − by and N (x. Note that if xy + 1 = 0 . y) = x ln y + xy and N (x. while holding x constant. while holding y constant. Equating ψy with N results in h￿ (y) = 2y. the resulting equation is exact. ψy = x + h ￿ (y) . we find that h ￿ (y) = 0 . We conclude that ψ(x. Hence the solution is given implicitly as e2xy + x2 = c . y) = x2 + 3x + y 2 − 2y . and hence h(y) = 0 is acceptable. Now ψy = −x + h￿ (y). Note that My ￿= Nx . the differential equation is not exact. Since My ￿= Nx . y) = e2xy /2 + h(x) . the equation is exact. Differentiating with respect to x. yields ψ(x. 8. 16. M (x. M (x. results in ψ(x. y) = bx e2xy .2. M (x. while holding x constant. y) = y e2xy + x and N (x. Invoking the initial condition y(1) = 3 . while holding y constant. Therefore the solution is defined implicitly as xy = c . Now M (x. y) = y ln x − 2y + h(x) . and hence the differential equation is not exact. y) = x2 + 3x + h(y) . Differentiating with respect to y . and hence the differential equation is not exact. Since My = Nx = 0 .

y0 ) and ψy = N (x0 . and hence the latter ODE is exact. It follows that the modified form of the equation is exact. with dµ = R(z)dz . Thus µ must satisfy µ￿ (z) = R(z). y0 ) is arbitrary. ∂2ψ ∂M ∂2ψ ∂N (x0 . if µy M − µx N = µR (xM − yN ) = R (µ xM − µ yN ). Now differentiating with respect to x. The latter equation is sepa￿ rable. The equation is not exact. while holding x constant. dx dx [M (x)] = ∂ ∂x [N (y)] = 0 . y0 ) . µy M − µx N = µNx − µMy . Hence the solution of the given equation is defined implicitly by ex sin y + 2y cos x = c. Note that ψ is of the form ψ(x . Note that µ￿ = dµ/dz . 21. which is a solution . This relation is satisfied if µy = (µ x)R and µx = (µ y)R . since each of the integrands is a function of a single variable. Thus ψ(x. 24. and the solution is defined implicitly by xy 2 − ey (y 2 − 2y + 2) = c . Observe that ∂ ∂y df dg and ψy = . it is possible to determine µ = µ(xy) which becomes an integrating factor of the differential equation. Suppose that Nx − My = R (xM − yN ). Equating ψy with N results in h￿ (y) = −y 2 ey .66 Chapter 2. ψx = M (x . Therefore. Let M = µM and N = µN . 28. Integrating M with respect to x yields ψ(x. the given equation can be written as (ex sin y − 2y sin x)dx + (ex cos y + 2 cos x)dy = 0 . y0 ) = (x0 . It follows that ψx = That is. ∂y ∂x 18. y) = (x. Integrating N with respect to y . results in ψ(x. My = 1 and Nx = 2 . Observe that M y = N x . Now consider µ = µ(xy). in which R is some function depending only on the quantity z = xy . y) = f (x) + g(y). y) = xy 2 + h(y) . Then the partial derivatives are µx = µ￿ y and µy = µ￿ x . y) = ex sin y + 2y cos x + h(x) . Multiply both sides by the integrating factor µ(x. Multiplying both sides by the integrating factor µ(x. ∂x∂y ∂y ∂y∂x ∂x Based on the hypothesis and the fact that the point (x0 . Hence there exists µ = µ(y) . It is easy to see that M y = N x . and µ(z) = R(z)dz . ψxy = ψyx and ∂M ∂N (x. My = y −1 cos y − y −2 sin y and Nx = −2 e−x (cos x + sin x)/y . y ) . and hence h(y) = −ey (y 2 − 2y + 2). and hence h(x) = 0 is feasible. Furthermore. y0 ) = (x0 . First Order Differential Equations 17. that is. y) . The equation µM + µN y ￿ = 0 has an integrating factor if (µM )y = (µN )x . Setting ψx = M . Let M = yM and N = yN . y) = xy 2 − ey (y 2 − 2y + 2). ψx = ex sin y − 2y sin x + h￿ (x). given R = R(xy). (Nx − My )/M = (2y − 1)/y is a function of y alone. However. 20. y0 ) and (x0 . y) = y ex . we find that h￿ (x) = 0 . y) = y to obtain y 2 dx + (2xy − y 2 ey )dy = 0. and hence the latter ODE is exact. since Nx − My = 2y − 1 .

with solution y(t) = (1 + e2t )/2 .(a) The Euler formula is yn+1 = yn + h(2yn − 1) = (1 + 2h)yn − h . 2. Solving the equation µ￿ = (2/y)µ . Now rewrite the given ODE as e2y dx + (2x e2y − 1/y)dy = 0 . ψ(x.5368. Numerical results: 1. and hence h(y) = ln |y| . 1. y) = x e2y − ln y .364.2. Multiplying both sides of the ODE by￿µ = [xy(2x + y)] .7 67 of the differential equation µ￿ = (2 − 1/y)µ .8665. 0. while keeping y constant. Setting ψy = N . results in ψ(x.1. . and hence there is an integrating factor µ = µ(y). Therefore the solution of the given equation is defined implicitly by x e2y − ln y = c . y) = 2 ln |x| + ln |2x + y| + ln |y| . The latter equation is separable. an integrating factor is µ(y) = y 2 . Numerical results: 0. ψ(x. (d) The exact solution is y(t) = (6 cos t + 3 sin t − 6 e−2t )/5 . Now rewrite the differential equation as (4x3 + 3y)dx + (3x + 4y 3 )dy = 0. Therefore and the solution of the given equation is defined implicitly by 2x3 y + x2 y 2 = c . 1.7248. 0. we find that h ￿ (y) = 1/y . Rewrite the differential equation as ￿ ￿ ￿ ￿ 2 2 1 1 + dx + + dy = 0 . 4. since Nx − My = 8x3 /y 3 + 6/y 2 . and it is easy to see that ψ(x. 0.7 2. Integrating M with respect to x. the given equation is ￿ ￿ ￿ equivalent to (3x + y)/(2x2 + xy) dx + (x + y)/(2xy + y 2 ) dy = 0 . By inspection. But note that (Nx − My )/M = 2/y is a function of y alone. ψy = (2x + y)−1 + h ￿ (y) . 1.5385. and the solution of the given equation is defined implicitly by x4 + 3xy + y 4 = c .(a) The Euler formula is yn+1 = (1 − 2h)yn + 3h cos tn . One solution is µ(y) = e2y−ln y = e2y /y . with dµ/µ = 2 − 1/y .22. 30. 32. y) = x4 + 3xy + y 4 . Now taking the partial derivative with respect to y .3. This equation is exact. y) = 2 ln |x| + ln |2x + y| + h(y) . x 2x + y y 2x + y −1 It is easy to see that My = Nx . The given equation is not exact. (d) The differential equation is linear.

6. All solutions seem to converge to a specific function. Chapter 2. y = 0 is an equilibrium solution. solutions with negative coefficients decrease without bound. On the other hand. Solutions with positive initial conditions seem to converge to a specific function. 7. . First Order Differential Equations All solutions seem to converge to y = 25/9 .68 5.

Note that y = 0 is an equilibrium solution. 69 Solutions with initial conditions to the “left” of the curve t = 0. 9.2. On the other hand. Solutions with positive initial conditions increase without bound. Solutions with negative initial conditions decrease without bound. 10. y0 ) = (0. solutions to the “right” of the curve seem to converge to zero. √ 11. All solutions seem to diverge. y = 0 is an equilibrium solution. . Also. The Euler formula is yn+1 = yn − 3h yn + 5h and (t0 .1y 2 seem to diverge.7 8. 2).

we have y0 = t0 + cet0 . t − t0 n ) (y0 − t0 ) + t . Thus the solution is given by φ(t) = (y0 − t0 )et−t0 + t. The Euler formula is yn+1 = yn + 2 h(yn + 2tn yn ) . y0 ) = (0.5). 0. 3 + t2 n The initial point is (t0 .70 Chapter 2. Now suppose that yk = (1 + h)k (y0 − t0 ) + tk . 18. 20. First Order Differential Equations 2 12. 19. y0 ) = (1 . Now set k = n + 1 . we find that Noting that tk+1 = tk + k. for some k ≥ 1. 3 14. The iteration formula is yn+1 = (1 − h tn )yn + h yn /10 and (t0 . (d) Substituting h = (t − t0 )/n . with general solution y(t) = t + cet . Invoking the specified initial condition. Rearranging the terms. (c) We have y1 = (1 + h)y0 + h − ht0 = (1 + h)y0 + (t1 − t0 ) − ht0 . yn = (1 + yk+1 = (1 + h)k+1 (y0 − t0 ) + (1 + h)tk + h − htk = (1 + h)k+1 (y0 − t0 ) + tk + h. with tn = t . Substituting for yk .6815 . y(t0 ) = y0 . 1). At t = 3 there is no reliable estimate. The critical value of α apn pears to be near α0 ≈ 0. The iteration formula is yn+1 = (1 + 3h)yn − h tn yn and (t0 . the value of the solution at t = 2.5 is somewhere between 18 and 19. the iterations diverge. Hence c = (y0 − t0 )e−t0 . 17. n . 2). y0 ) = (0. Then yk+1 = (1 + h)yk + h − htk . the result is verified. (b) The Euler formula is yn+1 = (1 + h)yn + h − h tn . y1 = (1 + h)(y0 − t0 ) + t1 . Using this iteration formula with the specified h values.(a) The ODE is linear. For y0 > α0 .(a) 2 (b) The iteration formula is yn+1 = yn + h yn − h t2 .(a) See Problem 8.

The exact solution is y(t) = et . . n→∞ Hence pointwise convergence is proved. a4 /4! = 2/3 . Hence dz/dτ = 1 − (z + 3)3 . Let z = y − 3 and τ = t + 1 . and so on. set h = t/n and thus tn = t .2. The exact solution is y(t) = t/2 + e2t . . set 3 3 φ(t) = φ1 (t) + ∞ ￿ k=1 [φk+1 (t) − φk (t)] = 2t + k=2 ∞ ￿ ak k! tk . 23. 2. that yn = (1 + 2h)n + tn /2 . φ4 (t) = 2 t4 + 4 t3 + 2t2 + 2t . a3 /3! = 4/3 . Given convergence. It is easy to see that yn = (1 + h)n y0 = (1 + h)n . The Euler formula is yn+1 = (1 + 2h)yn + h/2 − h tn . It is easy to show by mathematical induction. Comparing coefficients. The approximating functions are defined recursively by φn+1 (t) = ￿ t 2 [φn (s) + 1] ds . . 21. Hence φ(t) = ∞ ￿ 2k k=1 k! tk = e2t − 1 . φ1 (t) = 2t . set h = t/n . pointwise convergence is proved. We find that in general ak = 2k . It follows that dz/dτ = (dz/dt)(dt/dτ ) = dz/dt . 0 Setting φ0 (t) = 0 . Given t > 0 . φ3 (t) = 4 t3 + 2t2 + 3 2t .8 Taking the limit of both sides. . φ2 (t) = 2t2 + 2t . and using the fact that n→∞ 71 lim (1 + a/n)n = ea . . as n → ∞ . 3. The Euler formula is yn+1 = (1 + h)yn . For t > 0 . a4 = 16. . It follows that a3 = 8 . . . Since y0 = 1 . Taking the limit. . y1 = (1 + 2h) + h/2 = (1 + 2h) + t1 /2 . we find that n→∞ lim yn = lim [(1 + 2t/n)n + t/2] = e2t + t/2. dz/dt = dy/dt = 1 − y 3 . Continuing.8 2. The new initial condition is z(τ = 0) = 0 . Furthermore. Taking the limit. we find that limn→∞ yn = limn→∞ (1 + t/n)n = et .

a3 /3! = −1/12 . . . φ4 (t) = t − . φ3 (t) = t2 /2 − t3 /12 + t4 /96. φ1 (t) = t − t2 /2. We find that a3 = −1/2 . a5 /5! = −1/960 . a4 /4! = 1/96 . . Continuing. The approximating functions are defined recursively by φn+1 (t) = ￿ t 0 [−φn (s)/2 + s] ds . . set φ(t) = φ1 (t) + ∞ ￿ k=1 [φk+1 (t) − φk (t)] = t2 /2 + k=3 ∞ ￿ ak k! tk . First Order Differential Equations 5. φ3 (t) = t − t4 /24. . Setting φ0 (t) = 0. Comparing coefficients. The approximating functions are defined recursively by φn+1 (t) = ￿ t 0 [φn (s) + 1 − s] ds . Given convergence. . Setting φ0 (t) = 0. . φ1 (t) = t2 /2. a5 = −1/8 . . φ2 (t) = t − t3 /6. . ak = 2−k+1 . 6.72 Chapter 2. a4 = 1/4. Hence φ(t) = ∞ ￿ 2−k+2 k=2 k! (−t)k = 4 e−t/2 + 2t − 4 . . φ4 (t) = t2 /2 − t3 /12 + t4 /96 − t5 /960. φ2 (t) = t2 /2 − t3 /12. .. In general.

8 t5 /120. it becomes apparent that ￿ ￿ 1 t3 t6 (t3 )n−1 φn (t) = −t2 + + + .2. . [2 + 3(k − 1)] . = t + 0 + 0 + . φ2 (t) = −t2 /2 − t5 /10 . . [2 + 3(n − 1)] = −t2 (b) n ￿ k=1 (t3 )k−1 . . . The iterates are given by φ1 (t) = −t2 /2 . . . . 8. set φ(t) = φ1 (t) + ∞ ￿ 73 k=1 [φk+1 (t) − φk (t)] = Note that the terms can be rearranged. . Upon inspection.(a) The approximating functions are defined recursively by ￿ t ￿ 2 ￿ φn+1 (t) = s φn (s) − s ds . + = 2 2·5 2·5·8 2 · 5 · 8 .. Given convergence. . φ3 (t) = −t2 /2 − t5 /10 − t8 /80 . . . . φ4 (t) = −t2 /2 − t5 /10 − t8 /80 − t11 /880 .. . . 0 Set φ0 (t) = 0. 2 · 5 · 8 . .. ￿ ￿ ￿ ￿ = t − t2 /2 + t2 /2 − t3 /6 + t3 /6 − t4 /24 + . as long as the series converges uniformly. .

. (b) ￿ ￿ 1 − φ3 (s) ds . φ3 (t) = t3 /3 + t7 /63 + 2t11 /2079 + t15 /59535 . First Order Differential Equations The iterates appear to be converging.(a) The approximating functions are defined recursively by φn+1 (t) = ￿ t 0 Set φ0 (t) = 0. 10. The first three iterates are given by φ1 (t) = t . φ3 (t) = t − t4 /4 + 3t7 /28 − 3t10 /160 + t13 /832. φ2 (t) = t3 /3 + t7 /63. 9. (b) ￿ 2 ￿ s + φ2 (s) ds . n The iterates appear to be converging.(a) The approximating functions are defined recursively by φn+1 (t) = ￿ t 0 Set φ0 (t) = 0. The first three iterates are given by φ1 (t) = t3 /3.74 Chapter 2. n The approximations appear to be diverging. φ2 (t) = t − t4 /4 .

. (b) ￿1 0 2 2 ￿1 2nx e−nx dx = −e−nx ￿0 = 1 − e−n . 13. . . y2 ) = fy (t . n→∞ 0 0 n→∞ 15. The first four approximations are given by φ1 (t) = −t − t2 − t3 /2. for every n ≥ 1 . 2(φn (s) − 1) 0 ￿6 k 7 Note that 1/(2y − 2) = − 1 k=0 y + O(y ). Hence the assertion is true. Without loss of generality. use 2 the geometric series sum to replace the above iteration formula by ￿ ￿ ￿ 6 ￿ 1 t 2 k φn+1 (t) = − (3s + 4s + 2) φn (s) ds .2. limn→∞ an = 0 .. (t . Then φn (a) = an . For computational purposes. . 2 2na/ena . ￿ 1 ￿ 1 lim φn (x)dx ￿= lim φn (x)dx . Using l’Hospital’s rule.(a) φn (0) = 0. 1) . z→∞ Hence limn→∞ φn (a) = 0 .(a) The approximating functions are defined recursively by ￿ ￿ t￿ 2 3s + 4s + 2 φn+1 (t) = ds . Let a ∈ (0 . . 1]. φ4 (t) = −t − t2 /2 + t4 /8 − 7t5 /60 + t6 /15 + . Note that φn (0) = 0 and φn (1) = 1 . ξ)(y1 − y2 ). y1 ). 2 0 k=0 Set φ0 (t) = 0. such that (t . (b) The approximations appear to be converging to the exact solution. y2 ) such that f (t . Let t be fixed. φ3 (t) = −t − t2 /2 + t4 /12 − 3t5 /20 + 4t6 /45 + . y2 ) ∈ D . 2 Then φn (a) = 2na e−na = 2 z→∞ lim 2az/eaz = lim 1/zeaz = 0. . 2 Let a ∈ (0 . . Since f is differentiable with respect to y. y1 ) − f (t . 14. φ2 (t) = −t − t2 /2 + t3 /6 + t4 /4 − t5 /5 − t6 /24 + . Clearly. ￿ φ(t) = 1 − 1 + 2t + 2t2 + t3 .8 75 12. assume that y1 < y2 . the mean value theorem asserts that there exists ξ ∈ (y1 . for every n ≥ 1 . . Therefore.

(b) By definition. (c) Suppose that |φi (t) − φi−1 (t)| ≤ for some i ≥ 1 . ∂f /∂y is continuous in D. For a sufficiently small interval of t. |f (t. by assumption. φn−1 (t). φi−1 (s))| ds ≤ ￿ |t| K |φi (s) − φi−1 (s)| ds ≤ = M K i |t| (i + 1)! i+1 K 0 M K i−1 |s| ds = i! i ≤ M K i hi+1 . Based on the results in Problems 16 and 17. |φ2 (t) − φ1 (t)| ≤ 0 |[f (s . Taking the absolute ￿ |t| value of both sides. y1 ) − f (t . φ1 (s)) − f (s .(a) Use the triangle inequality. Hence |f (t .76 Chapter 2. φ2 (t) − φ1 (t) = [f (s . ￿ |t| ￿ |t| |φ2 (t) − φ1 (t)| ≤ K |φ1 (s) − 0| ds ≤ KM |s| ds .(a) φ1 (t) = 0 f (s . Since f satisfies a Lipschitz condition. φn (t) ∈ D. we obtain that |φ2 (t) − φ1 (t)| ≤ M K |t| /2 . the assertion is true. 0)] ds . 0)ds . 0)]| ds . in which M is the maximum value of |f (t . and |φn (t) − φn−1 (t)| ≤ M K n−1 hn /(n !) . (b) For |t| ≤ h . Hence |φ1 (t)| ≤ 0 |f (s . φi−1 (s))] ds . (i + 1)! Hence. φi (s)) − f (s. 16. φi (s)) − f (s. First Order Differential Equations This means that |f (t . ￿t ￿ |t| ￿ |t| 17. φ1 (s)) − f (s . 0 0 0 ￿t Evaluating the last integral. 18. |φ1 (t)| ≤ M h . |t| 0 |f (s. |a + b| ≤ |a| + |b| . φi+1 (t) − φi (t) = It follows that |φi+1 (t) − φi (t)| ≤ ≤ ￿ |t| 0 2 M K i−1 |t| i! i ￿ ￿ t 0 [f (s. y2 )| = |fy (t . y1 ) − f (t . y)| on D . y2 )| ≤ K |y1 − y2 | . Since. φn−1 (t))| ≤ K |φn (t) − φn−1 (t)|. φn (t)) − f (t. ξ)| |y1 − y2 |. Here K = max |fy |. fy attains a maximum on any closed and bounded subset of D . K i=1 i ! i! = . by mathematical induction. By definition. 0)| ds ≤ 0 M ds = M |t| . Hence |φn (t)| ≤ M n ￿ K i−1 hi i=1 n M ￿ (Kh)i .

y2 )| ≤ K |y1 − y2 | . y3 = −y2 . The terms constitute an alternating series. and it follows that the sequence |φn (t)| is convergent. |f (t . y4 = y3 .9 1. y1 = 3 y0 . 4. |φn (t) − φn−1 (t)| → 0 . ￿t ￿t 19. for n = 4k − 2 or n = 4k − 3 The sequence is convergent only for y0 = 0 . .9 y2 and so on. y1 = −0. y2 = −0. since individual terms of the series must tend to zero. y3 = 5/3 y2 . 0 ￿t 0 |f (s . ￿ ￿ √ 3. the sums in (a) also converge. Finally. y3 = (5 · 4 · 3)/(3 · 2) y0 .(a) Let φ(t) = 0 f (s .2. .9 y1 . ψ(s))ds . φ(t) − ψ(t) = 0 [f (s . ￿ ￿ Upon substitution. By the comparison test. It can be shown that ￿ y0 . except for y0 = 0 . ψ(s))] ds . y2 = 4/2 y1 . Write the equation for each n ≥ 0. Writing the equation for each n ≥ 0 . φ(s)) − f (s . y1 = −y0 . Therefore. based on |∂f /∂y| ≤ K in D. 2. it is apparent that yn = (−0. It can be proved by mathematical induction. y2 = y1 . 2 This sequence is divergent. Then by linearity of ￿t the integral. φ(s))ds and ψ(t) = 0 f (s . . y3 = −0. Furthermore. and hence has a convergent subsequence. . Writing the equation for each n ≥ 0 . (b) It follows that |φ(t) − ψ(t)| ≤ (c) We know that f satisfies a Lipschitz condition. which converge to zero.9 77 (c) The sequence of partial sums in (b) converges to M (eKh − 1)/K. . regardless of y0 . and so on. φ(s)) − f (s . φ(s)) − f (s . the sequence |φn (t)| is bounded. that ￿ 1 (n + 2)! yn = √ y0 n! 2 1 ￿ =√ (n + 1)(n + 2) y0 . . we find that y2 = (4 · 3)/2 y1 . ￿ t |φ(t) − ψ(t)| ≤ |f (s . ψ(s))| ds . ψ(s))| ds 0 ￿ t ≤ K |φ(s) − ψ(s)| ds . for n = 4k or n = 4k − 1 yn = −y0 .9)n y0 . . y1 ) − f (t .9 y0 .

0725 y0 − y0 )/y0 = 7. . given as 8%.0725 y0 . As in the previous solutions.63. The solution.5 y0 + 6 y2 = −0. The solution of this difference equation is yn = (1 + r/365)n y0 . we have ￿ ￿ 25 25 yn = ρn y0 − + . 6. Here r is the annual interest rate. in terms of the amount borrowed. y365 = (1 + r/365)365 y0 = 1.25%. First Order Differential Equations 5.(13) and (14).5 y1 + 6) + 6 = (−0.5 y0 + 6) + 6 = (0. y1 = −0. That is. we require that y36 = 0. Then yn+1 = (1 + r/356) yn . Let yn be the balance due at the end of the nth month.5)n y0 + 4 [1 − (−0.5 y2 + 6 = 0.5(−0. To figure out the monthly payment P .5)n ] .5)3 y0 + 6 1 + (0. the balance is y365 = (1 + r/365)365 y0 . which follows from Eq.5)6 ￿ ￿ y3 = −0. yn = (−0. Writing the equation for each n ≥ 0 . 1−ρ 1−ρ in which ρ = (1 + r/12). 283.5)n y0 + 12 [1 − (0. which follows from Eq.(13) and (14). 8. The sequence is convergent for all y0 .5)2 y0 + 6 + (0. Here r is the annual interest rate and P is the monthly payment. Let yn be the balance at the end of the nth day. At the end of one year. The sequence is convergent for all y0 . Writing the equation for each n ≥ 0 . 1−ρ 1−ρ in which ρ = (1 + r/12) and y0 = 8.5)2 .0066)36 1000 + 12·25 − 12·25 = $2. .5(0. Then yn+1 = (1 + r/12)yn + 25.5(−0. in which y0 is the initial balance. . yn = (0. Let yn be the balance at the end of the nth month.78 Chapter 2. 7.5) + (0.5 y2 + 6 = −0.5 y1 + 6 = −0. Given that r = . Therefore ￿ ￿ y36 = (1.5 y1 + 6 = 0. 1−ρ 1−ρ . is given by ￿ ￿ P P n yn = ρ y0 + − .5)6 ￿ ￿ y3 = 0.5 y1 + 6) + 6 = (0. .5 y0 + 6 y2 = 0. 000 . and in fact yn → 4. Hence the effective annual yield is (1. r r 9. and in fact yn → 12.5)3 y0 + 6 1 + (−0.07.5(0. ￿ ￿ P P 36 ρ y0 + = .5)2 y0 + 6 + (−0.5) + (−0.5 y0 + 6) + 6 = (−0.5)2 . The appropriate difference equation is yn+1 = (1 + r/12) yn − P .5)n ] y1 = 0.

Given that the life of the mortgage is 20 years. 624. The appropriate difference equation is yn+1 = (1 + r/12) yn − P .9 After the specified amounts are substituted. The balance due at the end of the n-th month is ￿ ￿ P P n yn = ρ y0 + − . in which r = 0. 14. For the monthly payment corresponding to a 20 year mortgage. Then the balance due at the end of the n-th month is ￿ ￿ P P n yn = ρ y0 + − . r r Setting n = 30 · 12 = 360 . 12. ρ ρ ρ Now this implies that vn+1 = ρ( = ρ( ρ−1 ρ−1 ρ−1 + vn )(1 − − vn ) − = ρ ρ ρ ρ−1 1 ρ−1 ρ−1 1 ρ−1 ρ−1 2 + vn )( − vn ) − = ρ( 2 + vn − vn − vn ) − = ρ ρ ρ ρ ρ ρ ρ = ρ−1 ρ−1 2 2 + vn − vn ρ + vn − ρvn − = vn (2 − ρ) − ρvn . we require that y240 = 0. with y0 the initial value of the mortgage. and y360 = 0 . we find the P = $258.1 is y0 = $103. set n = 240 and y240 = 0 . The initial value of the mortgage is y0 = $100.00833) y0 − =− 0. in which r = .14. ￿ ￿ 12P 12P n 5 yn = (0.1 0. Let yn be the balance due at the end of the nth month.0075) 10 − + . Let yn be the balance due at the end of the nth month.62. 1−ρ 1−ρ In terms of the specified values for the parameters. ρ ρ which is exactly what we wanted to prove. we find that P = $804. . 1−ρ 1−ρ where ρ = (1 + r/12).2.62. The appropriate difference equation is yn+1 = (1 + r/12) yn − P .09 and P is the monthly payment. Let un = (ρ − 1)/ρ + vn . In terms of the specified values. 79 11. the solution of ￿ ￿ 12 · 1000 12 · 1000 240 (.1 and P = $900 is the maximum monthly payment. Then un+1 = (ρ − 1)/ρ + vn+1 and the equation turns into ρ−1 ρ−1 ρ−1 un+1 = + vn+1 = ρun (1 − un ) = ρ( + vn )(1 − − vn ). 000.

6692−4.7263 .565 .80 15.1: 19.4 16.8 (c) p = 3.6 (b) p = 2.449 − 3)/(3. First Order Differential Equations (a) p = 2. Chapter 2.7363| 4.22. .(a) δ2 = (ρ2 − ρ1 )/(ρ3 − ρ2 ) = (3. ρ4 ≈ 3. (b) diff= |δ−δ2 | δ · 100 = |4.5 and u0 = 1.2 (d) p = 3. take ρ = 3.6692 · 100 ≈ 1. (c) Assuming (ρ3 − ρ2 )/(ρ4 − ρ3 ) = δ . For example.544 − 3.449) = 4.5643 (d) A period 16 solutions appears near ρ ≈ 3.

we −1 have (ρn+1 − ρn ) = δ (ρn − ρn−1 ).9 81 −1 (e) Note that (ρn+1 − ρn ) = δn (ρn − ρn−1 ). . Integrating M with respect to x gives that ψ(x. With the assumption that δn = δ. (2 − sin y)dy = (1 + cos x)dx. . It follows that (ρk − ρk−1 ) = δ 3−k (ρ3 − ρ2 ) for k ≥ 4 . y) = x2 + xy + g(y). It ￿can be written in the form y ￿ + 2y/x = x2 . (2x + y)dx + (x − 3 − 3y 2 )dy = 0. 1 − δ −1 ￿ ￿ δ Hence limn→∞ ρn = ρ2 + (ρ3 − ρ2 ) δ−1 . 3. which is of the form yn+1 = α yn . so the equation is really exact. 2. Then ρn = ρ1 + (ρ2 − ρ1 ) + (ρ3 − ρ2 ) + (ρ4 − ρ3 ) + . n ≥ 3 . The equation is linear. + δ 3−n ￿ ￿ 1 − δ 4−n = ρ1 + (ρ2 − ρ1 ) + (ρ3 − ρ2 ) .2. . The equation is separable. and the integrating factor is µ(x) = e (2/x) dx = e2 ln x = x2 . + (ρn − ρn−1 ) ￿ ￿ = ρ1 + (ρ2 − ρ1 ) + (ρ3 − ρ2 ) 1 + δ −1 + δ −2 + . Separating the variables gives and after integration we obtain that the solution is 2y + cos y − x − sin x = c.5699 n→∞ PROBLEMS 1. . . Substitution of the appropriate values yields lim ρn = 3. Integration with respect to x and division by x2 gives that y = x3 /5 + c/x2 . Multiplication by µ(x) yields x2 y ￿ + 2yx = (yx2 )￿ = x4 . Algebraic manipulations yield the symmetric form We can check that My = 1 = Nx . The equation is exact.

Multiplication by µ(x) gives x2 y ￿ + 2xy = (x2 y)￿ = sin x. 4. The initial condition implies that 0 = 1 + c/e. The equation is linear. so integrating with respect to y we obtain that g(y) = −3y − y 3 . 3+y Integrating both sides gives ln |3 + y| = x − x2 + c. The equation is exact.82 Chapter 2. It can be￿ written in the form y ￿ + (1 + (1/x))y = 1/x and the integrating factor is µ(x) = e 1+(1/x) dx = ex+ln x = xex . The initial condition implies that c = 4 + cos 2 and the solution becomes y = (4 + cos 2 − cos x)/x2 . First Order Differential Equations then ψy = x + g ￿ (y) = x − 3 − 3y 2 . then ψy = x2 + 2xy + g ￿ (y) = x2 + 2xy. The equation is separable. which means that c = −e and the solution is y = 1/x − e/(xex ) = x−1 (1 − e1−x ). Factoring the right hand side gives y ￿ = (1 − 2x)(3 + y). This means that 3 + y = cex−x ˜ 2 and then y = −3 + cex−x . dy = (1 − 2x)dx. and then after integration we obtain that the solution is x4 + x − y 2 − y 3 = c. 6. which means that g ￿ (y) = −3 − 3y 2 . Integration with respect to x and division by xex shows that the general solution of the equation is y = 1/x + c/(xex ). so the equation is really exact. The equation is exact. 7. Multiplication by µ(x) yields xex y ￿ + (xex + ex )y = (xex y)￿ = ex . so we conclude that the solution is x2 + xy − 3y − y 3 = 0. 8. The equation is linear. so we obtain that g(y) = 0 is acceptable. The initial condition y(0) = 0 implies that c = 0. Algebraic manipulations give the symmetric form (2xy + y 2 + 1)dx + (x2 + 2xy)dy = 0. Therefore the solution is defined implicitly as x2 y + xy 2 + x = c. Therefore the solution is defined implicitly as x2 + xy − 3y − y 3 = c. Integrating M with respect to x gives that ψ(x. Separating the variables yields y(2 + 3y)dy = (4x3 + 1)dx. 5. Algebraic manipulations give the symmetric form (2xy + 1)dx + (x2 + 2y)dy = 0. y) = x2 y + xy 2 + x + g(y). and after integration with respect to x and division by x2 we obtain the general solution y = (c − cos x)/x2 . It can be written in the form y ￿ + 2y/x = sin x/x2 and the ￿ integrating factor is µ(x) = e (2/x) dx = e2 ln x = x2 . which means that g ￿ (y) = 0. 2 Separation of variables leads to the equation . The equation is separable. We can check that My = 2x + 2y = Nx . 9.

so the equation is really exact. We also have the solution y = 0 which we lost when we divided by y. Integrating M with respect to x gives that ψ(x. The solution is y = tan(x + x2 + c). The equation is separable. so the solution is x2 + 2xy + 2y 2 = 34. so we obtain that g(y) = y 2 . The equation is exact. i. then ψy = x2 + g ￿ (y) = x2 + 2y. 13. Separation of variables leads us to the equation dy 1 − ex = dx. The integrating factor is µ(x) = e dx = ex . The equation is linear. y) = x3 /3 + xy + g(y). Integrating M with respect to x gives that ψ(x. 12. We can check that My = 1 = Nx . Therefore the general solution is defined implicitly as x2 /2 + xy + y 2 = c. 11. so we obtain that g(y) = y 2 . y = ce−x + e−x ln(1 + ex ). this gives us the solution yex = ln(1 + ex ) + c. x x2 y Integration gives us the solution x + ln |x| + 1/x − 2 ln |y| + y = c. Integrating M with respect to x gives that ψ(x. We separate the variables to obtain dy = (1 + 2x)dx. It is easy to check that My = 1 = Nx . which means that g ￿ (y) = 2y. We separate the variables by dividing this equation by yx2 and obtain (1 + 1 1 2 − )dx + (1 − )dy = 0.9 83 We can check that My = 2x = Nx . 15. ˜ 1 + ex 1 + ex ￿ . The equation is exact. then ψy = x + g ￿ (y) = x + 2y. y 1 + ex Note that 1 + ex − 2ex = 1 − ex . which means that g ￿ (y) = ey . Factoring the right hand side leads to the equation y ￿ = (1 + y 2 )(1 + 2x). 1 + y2 then integration gives us arctan y = x + x2 + c. We can integrate the right hand side by substituting u = 1 + ex . The equation is separable. We obtain that ￿ ￿ 1 − ex 2ex ln |y| = dx = 1 − dx = x − 2 ln(1 + ex ) + c. so we obtain that g(y) = ey . which turns the equation into ex y ￿ + ex y = (ex y)￿ = ex /(1 + ex ).e. 10. which means that g ￿ (y) = 2y. 14. Therefore the solution is defined implicitly as x2 y + x + y 2 = c. Factoring the terms we obtain the equation (x2 + x − 1)ydx + x2 (y − 2)dy = 0. The initial condition gives us c = 17. The equation is separable. y) = x2 /2 + xy + g(y). y) = x2 y + x + g(y).2. then ψy = x + g ￿ (y) = x + ey . Therefore the solution is defined implicitly as x3 /3 + xy + ey = c.

20. so we obtain that g(y) = y 3 . Therefore the solution is xy 3 + 2xy − x3 = c. y) = e−x cos y + e2y sin x + g(y). and the solution is y = ce3x − e2x after multiplication by e3x . which 2 gives us e2x y ￿ + 2e2x y = (e2x y)￿ = e−x . y) = 2y 2 x + 3x2 y − 4x + g(y). We integrate with respect to x to obtain e−3x y = −e−x + c. We can check that My = e−x sin y + 2e2y cos x = Nx . 16. 0 ￿ ￿ ψy = −e−x sin y + 2e2y sin x + g ￿ (y) = −e−x sin y + 2e2y sin x. which turns into −e−y = ex + c after integration and we obtain the implicitly defined solution ex + e−y = c. The equation is exact. The integrating factor is µ(x) = e− 3 dx = e−3x . The equation is exact. Integrating M with respect to x gives that ψ(x. y) = xy 3 + 2xy − x3 + g(y). The equation is separable. then which means that g ￿ (y) = 0. The symmetric form is (−e−x cos y + e2y cos x)dx + (−e−x sin y + 2e2y sin x)dy = 0. So we found that ￿ x 2 y = e−2x e−s ds + 3e−2x . Therefore the solution is defined implicitly as e−x cos y + e2y sin x = c. which means that g ￿ (y) = 0. The right hand side gives us e−s ds. Let us integrate both sides of this equation from 0 to x. which turns the equation into e−3x y ￿ − 3e−3x y = (e−3x y)￿ = e−x . which means that g ￿ (y) = 3y 2 . First Order Differential Equations This means that y = cex (1 + ex )−2 . Algebraic manipulations give us the symmetric form (2y 2 + 6xy − 4)dx + (3x2 + 4xy + 3y 2 )dy = 0. which also can be written as y = c/ cosh2 (x/2) after some algebraic manipulations. Separation of variables yields the equation e−y dy = ex dx. 18. 21. Therefore the solution is 2xy 2 + 3x2 y − 4x + y 3 = c. 0 0 ￿x 2 19. The equation is exact. We obtain that the left hand side turns into ￿ x (e2s y(s))￿ ds = e2x y(x) − e0 y(0) = e2x y − 3. The antiderivative of the function on the right hand side can not be expressed in a closed form using elementary functions. The equation is linear. . The equation is linear. then ψy = 4yx + 3x2 + g ￿ (y) = 3x2 + 4xy + 3y 2 . The integrating factor is µ(x) = e 2 dx = e2x . so we have to express the solution using integrals.84 Chapter 2. Integrating M with respect to x gives that ψ(x. then ψy = 3xy 2 + 2x + g ￿ (y) = 2x + 3xy 2 . so we obtain that g(y) = 0 is acceptable. We can check that My = 3y 2 + 2 = Nx . Algebraic manipulations give us the symmetric form (y 3 + 2y − 3x2 )dx + (2x + 3xy 2 )dy = 0. 17. so we obtain that g(y) = 0 is acceptable. because y ￿ = ex+y = ex ey . We can check that My = 4y + 6x = Nx . Integrating M with respect to x gives that ψ(x.

2 2 2 2 . We can check that My = 2 cos y sin x cos x = Nx . 25. which means that g ￿ (y) = 0. We can integrate this expression by substituting u = −y 2 . ￿ Division by t gives y ￿ + (1 + (1/t))y = e2t /t. as we can check that My = −2ye−y x = Nx . The equation can be made exact with an appropriate integrating factor. Problem 30) We can write the equation in the form y ￿ = y/x + ey/x . The equation after multiplication becomes e−y xdx − e−y (x2 y + y 3 )dy = 0. The equation is exact. Integrating M with respect to x gives that ψ(x. We can check that (My − Nx )/M = 2xy/x = 2y depends only on y. after integration. y2 (x + y 2 )2 Integrating M with respect to x gives that ψ(x. y) = sin y sin2 x + g(y). The equation turns into tet y ￿ + (tet + et )y = (tet y)￿ = e3t . Integrating 2 2 M with respect to x gives that ψ(x. so the integrating factor is µ(t) = e (1+(1/t))dt = et+ln t = tet . This integrating factor is 2 µ(y) = e− 2ydy = e−y . Therefore the solution is defined implicitly as sin y sin2 x = c. The equation is exact. so after integration we obtain that −e−u = ln |x| + c and then substituting u = y/x back into this we get the implicit solution e−y/x + ln |x| = c. which means that g ￿ (y) = 0. Separation of variables turns the equation into (y 2 + 1)dy = (x2 − 1)dx. 24. We substitute u(x) = y(x)/x. The equation is homogeneous.9 85 22. The equation is linear. which. so we obtain that g(y) = 0 is acceptable. gives y 3 /3 + y = x3 /3 − x + c. which is a separable equation. y) = x2 /y + arctan(y/x) + g(y). du = −2ydy. which means y = ux and then y ￿ = u￿ x + u. 27. 26. then ψy = cos y sin2 x + g ￿ (y) = cos y sin2 x. The initial condition yields c = 2/3. so we obtain that g(y) = 0 is acceptable. and the solution is y 3 + 3y − x3 + 3x = 2. 23. We obtain the equation u￿ x + u = u + eu .2.2. Algebraic manipulations give us the symmetric form xdx − (x2 y + y 3 )dy = 0. This equation is exact now. Therefore the solution is defined implicitly as x2 /y + arctan(y/x) = c. then ψy = −e−y x2 y + 2 2 g ￿ (y) = −e−y (x2 y + y 3 ). The equation is separable. y) = e−y x2 /2 + g(y). We obtain that ￿ ￿ 2 1 u 1 g(y) = − y 3 e−y dy = − ue du = − (ueu − eu ) + c = 2 2 2 2 1 − (−y 2 e−y − e−y ) + c. then ψy = −x2 /y 2 + x/(x2 + y 2 ) + g ￿ (y) = x/(x2 + y 2 ) − x2 /y 2 . (See Section 2. Separation of variables gives us e−u du = (1/x)dx. which means we will be able to￿ find an integrating factor in the form µ(y). which means that g ￿ (y) = −y 3 e−y . Integration therefore leads to tet y = e3t /3 + c and the solution is y = e2t /(3t) + ce−t /t. We can check that My = − 2x x2 − y 2 − 2 = Nx .

y) = yx2 + x3 + g(y). We can check that (My − Nx )/N = (2 − 1)/x = 1/x depends only on x. which means also that y = ux and then y ￿ = u￿ x + u = (1 + u)/(1 − u). Substituting u = y/x back into this expression and using that ￿ ￿ − ln(1 + (y/x)2 )/2 − ln |x| = − ln(|x| 1 + (y/x)2 ) = − ln( x2 + y 2 ) ￿ we obtain that the solution is arctan(y/x) − ln( x2 + y 2 ) = c. First Order Differential Equations Therefore the solution is defined implicitly as e−y x2 /2 − 1 (−y 2 e−y − e−y ) = c. 28. 29. 30. Separating the variables yields u￿ x = 1−u dx du = . 1−u 1−u a separable equation. This equation is exact now. The integrating factor is 2 e−y and we obtain the same solution after integration. which means that g ￿ (y) = 0. so µ(x) = ￿ e (1/x)dx = eln x = x is an integrating factor. which in turn means that ln(u2 + u) = ln |x| + c. the equation becomes (2yx + 3x2 )dx + x2 dy = 0. which is a linear equation for u as a function of y. Therefore. because My = 2x = Nx . 2 2 or (after simplification) as e−y (x2 + y 2 + 1) = c. The equation can be made exact by choosing an appropriate integrating factor. then ψy = x2 + g ￿ (y) = x2 . We obtain that (2u + 1)du/(u2 + u) = dx/x. The equation turns into 2(uy + y 3 )dy = du. The equation is homogeneous. Problem 30) Algebraic manipulations show that it can be written in the form y￿ = 3y 2 + 2xy 3(y/x)2 + 2(y/x) = . Remark: using the hint and substituting u = x2 gives us du = 2xdx.2. After multiplication. 2u + 1 2u + 1 a separable equation. (See Section 2. Integrating M with respect to x gives that ψ(x. The equation is homogeneous. 2u + 1 Substituting u = y/x gives that y = ux and then y ￿ = u￿ x + u = which implies that u￿ x = 3u2 + 2u u2 + u −u= . x−y 1 − (y/x) 2 2 2 We substitute u = y/x. Problem 30) We can see that y￿ = x+y 1 + (y/x) = . 1 + u2 x and then integration gives arctan u − ln(1 + u2 )/2 = ln |x| + c. so we obtain that g(y) = 0 is acceptable.86 Chapter 2.2. Therefore the solution is defined implicitly as x3 + x2 y = c. u2 + u = cx and then substituting ˜ u = y/x gives us the solution (y 2 /x3 ) + (y/x2 ) = c. . (See Section 2. 2 2xy + x 2(y/x) + 1 3u2 + 2u . which implies that 1+u 1 + u2 −u= .

so we have to express the solution using integrals. Differentiating this expression with respect to t and using that y is also ￿ a solution we obtain y ￿ = y1 − (1/v 2 )v ￿ = q1 + q2 y + q3 y 2 = q1 + q2 (y1 + (1/v)) + 2 q3 (y1 + (1/v)) . then ψy = 2x3 y + 3y 2 x + g ￿ (y) = 2x3 y + 3xy 2 . 1 ￿ 2 33. This equation is exact now. y) = x3 y 2 + y 3 x + g(y). and then u￿ − u/x = −e2x /x. then u￿ = −y −2 y ￿ . and we obtain that (u￿ /x) − (u/x2 ) = (u/x)￿ = −e2x /x2 . The antiderivative of the function on the right hand side can not be expressed in a closed form using elementary functions. y1 = q1 + q2 y1 + q3 y1 .2. because My = 6x2 y + 3y 2 = Nx . We can check that (My − Nx )/M = −(3x2 + y)/(y(3x2 + y)) = −1/y de￿ pends only on y. This is a linear equation with integrating factor µ(t) = 1/ cos t. we set y = sin t + (1/v). The integrating factor is e− (1/x)dx = e− ln x = 1/x. which. and then v satisfies the differential equation v ￿ = −1 − (v/t). Let y1 be a solution. so v = −(t/2) + (c/t) and y = (1/t) + (1/v) = (1/t) + 2t/(2c − t2 ).(a) Using the idea of Problem 33. and v satisfies the differential equation v ￿ = −1. Integrating M with respect to x gives that ψ(x. The equation can be made exact by choosing an appropriate integrating factor. so y ￿ = −u￿ y 2 = −u￿ /u2 and the equation becomes −xu￿ /u2 + (1/u) − e2x /u2 = 0. Let us integrate both sides of this equation from 1 to x.4. After multiplication. which means that g ￿ (y) = 0. Problem 27) If we substitute u = y −1 .9 87 31. and the equation turns into tv ￿ + v = (tv)￿ = −t. (c) Using the idea of Problem 33. . This means that v = −t + c and then y = t + (c − t)−1 . we obtain that y = t + (1/v). which turns the equation into v ￿ / cos t + v sin t/ cos2 t = (v/ cos t)￿ = −1/(2 cos2 t). Then v satisfies the differential equation v ￿ = − tan tv − 1/(2 cos t). we set y = (1/t) + (1/v). We obtain that the left hand side turns into ￿ x 1 1 1 (u(s)/s)￿ ds = (u(x)/x) − (u(1)/1) = − = − 1/2. So we found that ￿ x 1/y = −x e2s /s2 ds + (x/2).e. 32. (b) Using the idea of Problem 33. This is a linear equation with integrating factor µ(t) = t. yx y(1) yx 0 ￿x The right hand side gives us − 1 e2s /s2 ds. Let now y = y1 + (1/v) be also a solution. (See Section 2. which means that tv = −t2 /2 + c. This is a Bernoulli equation. the equation becomes (3x2 y 2 + y 3 )dx + (2x3 y + 3xy 2 )dy = 0. so we obtain that g(y) = 0 is acceptable. and the solution is x3 y 2 + xy 3 = −4. The initial condition gives us 4 − 8 = c = −4. i. which is a lin￿ ear equation. Therefore the general solution is defined implicitly as x3 y 2 + xy 3 = c. Now using that y1 was also a solution we get that −(1/v 2 )v ￿ = q2 (1/v) + 2q3 (y1 /v) + q3 (1/v 2 ). after some simple algebraic manipulations turns into v ￿ = −(q2 + 2q3 y1 )v − q3 . so µ(y) = e (1/y)dy = eln y = y is an integrating factor. 34.

e. Set v = y ￿ . so vµ(t) = bµ(t)dt. so the substitution z = v −2 yields z ￿ = −2v −3 v ￿ . then v ￿ = y ￿￿ . 40. the equation is v ￿ − (b + at)v = b. then y = −2/t + c2 . when 0 < c1 = k 2 . Now depending on the value of c1 . The equation turns into t2 v + 2tv = (t2 v)￿ = 1. which in turn simplifies to t2 z ￿ + 2tz = (t2 z)￿ = 1. Now y ￿ = v = ± 1/z = ±t/ t + c1 and another integration gives √ 2 y = ± (t − 2c1 ) t + c1 + c2 . then v ￿ = y ￿￿ . then v ￿ = y ￿￿ . 39. and then y ￿ = v = 2/(t2 + c1 ). which means that et v = t + c and then y ￿ = v = te−t + ce−t . which is a separable equation. This is a Bernoulli equation (See Section 2. Now when c1 = 0. and then y ￿ = v = t/(1 + c1 t). 35. so −1/v = −t2 /2 + c. Substitute v = y ￿ and v ￿ = y ￿￿ . This turns the equation into et v ￿ + et v = (et v)￿ = 1. (b) When x = at. Integration yields t2 z = ￿ √ t + c. which is a linear equation with integrating factor µ(t) = et . which gives tv = t + c1 . The equation with this substitution is tv ￿ + v = (tv)￿ = 1. 41. The equation reads v ￿ + v = e−t . 36. so y ￿ = v = (1/t) + (c1 /t2 ). so v ￿ = y ￿￿ . we have the following possibilities: when c1 = 0. then y = (2/k) arctan(t/k) + c2 . Problem 27). i. and when 0 > c1 = −k 2 then y = (1/k) ln |(t − k)/(t + k)| + c2 . which is a separable equation. Let v = y ￿ and v ￿ = y ￿￿ . Integrating this expression yields the solution y = t + c1 ln t + c2 . Substitute v = y ￿ . after simplification.88 Chapter 2. We set y = 1 + (1/v) and differentiate: y ￿ = −v −2 v ￿ = x + (b − x)(1 + (1/v)) − b(1 + (1/v))2 . Set v = y ￿ . i. 37. turns into v ￿ = (b + x)v + b.4. ￿ and then v = (b µ(t)dt)/µ(t). This turns the equation into (vµ(t))￿ = bµ(t). Separating the variables we obtain dv/v 2 = −tdt. Integrating this expression gives us the solution y = ln t − (c1 /t) + c2 . y = c. and v = 0 (which is y = c) is also a solution. Separating the variables we obtain dv/v 2 = dt/t2 . which yields t2 v = t + c1 . First Order Differential Equations Integrating this we obtain that v = c cos t − (1/2) sin t. which means that z = (1/t) + (c/t2 ). We also divided by v = y ￿ when we separated the variables.(a) The equation is y ￿ = (1 − y)(x + by) = x + (b − x)y − by 2 . and when . Another integration yields the solution y = −te−t + c1 e−t + c2 . 38. and the solution is y = sin t + (c cos t − (1/2) sin t)−1 . which. The equation is t2 v ￿ = v 2 .e. The equation is v ￿ + tv 2 = 0. into −2t2 z ￿ /2 + 1 = 2tz. so y ￿ = v = 1 + (c1 /t). The equation is 2t2 v ￿ + v 3 = 2tv. then y = t2 /2 + c2 . so the integrating factor is ￿ 2 µ(t) = e−bt−at /2 . which gives us −1/v = −(1/t) + c1 . 3 The substitution also loses the solution v = 0. Set v = y ￿ . and the equation turns into 2t2 v ￿ v 3 + 1 = 2t/v 2 .

Inte√ gration yields v 2 = z = (1/y) + (c/y 2 ). Problem 27) and substituting z = v 2 we get that z ￿ = 2vv ￿ . Then y ￿￿ = v ￿ (y)(dy/dt) = v ￿ (y)v(y). Set y ￿ = v(y). separating the variables we get ±ydy/ y + c = dt and then the implicitly defined solution is obtained by integration: ±( 2 (y + c)3/2 − 2c(y + c)1/2 ) = t + d. where the differentiation is with respect to y. ˜ so v = 1/(cy). This is a Bernoulli equation (See Section 2. Then y ￿￿ = v ￿ (y)(dy/dt) = v ￿ (y)v(y). where the differentiation is with respect to y. This is a Bernoulli equation (See Section 2. Set y ￿ = v(y). which also gives us the solution y = c. which means that y = c sin(±t + d) = c1 sin(t + c2 ). and then − ln v = ln y + c. so y ￿ = v = ± y + c/y. where the differentiation is with respect to y now. ± √ so arcsin(y/ c) = t + d. Also. 3 46. We obtain the equation 2y 2 v ￿ v + 2yv 2 = 1. which turns the equation into e2y z ￿ + 2e2y z = (e2y z)￿ = 4ey . where the differentiation is with respect to t. We obtain that v 2 /2 = −y 2 /2 + c. Also. 42. This is a separable √ equation. 47.4. 44.4. where the differentiation is with respect to y. This is another separable equation and we obtain that cydy = 1dt. The integrating factor is µ(y) = e2y . Set y ￿ = v(y). so cy 2 /2 = t + d and the solution is defined implicitly as y 2 = c1 t + c2 . Problem 27) and substituting z = v 2 we get that z ￿ = 2vv ￿ . We obtain the equation v ￿ v + v 2 = 2e−y . Suppose that y ￿ = v(y) and then y ￿￿ = v ￿ (y)v(y). which means that −1/v = ln |y| + c. We obtain the equation v ￿ v + yv 3 = 0. where the differentiation is with respect to y. . 43. This separable equation gives us dv/v 2 = dy/y. Set y ￿ = v(y). 45. This is a separable equation which simplifies to vdv = −ydy.9 89 c1 ￿= 0. The equation turns into yv ￿ v + v 2 = 0. Set y ￿ = v(y).2. Then y ￿￿ = v ￿ (y)(dy/dt) = v ￿ (y)v(y). This implies that y ￿ = v = ±e−y c + 4ey . which means that the equation reads y 2 z ￿ + 2yz = (y 2 z)￿ = 1. y = c is a solution which we lost when we divided by v = 0. Set y ￿ = v(y). We obtain the equation yv ￿ v − v 3 = 0. We separate the variables again to get dy/ c − y 2 = ±dt. Inte√ gration gives us v 2 = z = 4e−y + ce−2y . We obtain the equation v ￿ v + y = 0. which gives us y ￿ = v = 2/(c1 + y 2 ). Then y ￿￿ = v ￿ (y)(dy/dt) = v ￿ (y)v(y). Now this implies that y ￿ = 1/(cy). which means that the equation reads z ￿ + 2z = 4e−y . Separation of variables turns this into dv/v 2 = −ydy. √ Separation of variables now shows that ±ey dy/ c + 4ey = dt and then ± 1 (c + 4ey )1/2 = t + d. This implies that (c1 + y 2 )dy = 2dt and then the solution is defined implicitly as c1 y + y 3 /3 = 2t + c2 . and then y ￿ = v = 1/(c − ln |y|). This is a separable equation. Also. then y = t/c1 − (ln |1 + c1 t|)/c2 + c2 . Then y ￿￿ = v ￿ (y)(dy/dt) = v ￿ (y)v(y). We separate variables again to obtain (c − ln |y|)dy = dt. Then y ￿￿ = v ￿ (y)(dy/dt) = v ￿ (y)v(y). so ￿ ￿ y ￿ = v(y) = √ c − y 2 . separation of variables yields −dv/v = dy/y. where the differentiation is with respect to y. Algebraic manipulations then yield the implicitly defined 2 solution ey = (t + c2 )2 + c1 . 48. and then integration yields the implicitly defined solution cy − (y ln |y| − y) = t + d. The equation is v 2 v ￿ = 2. y = c is a solution which we lost when divided by y ￿ = v = 0. at the separation we divided by 1 v = 0.

Set v = y ￿ . so (y ￿ )2 = v 2 = 2y 3 . and c = −5 from the initial conditions. Now plugging 0 in place of t gives that 23 /3 = 2 · 1 + c and we get that c = 2/3. The equation with this substitution is vv ￿ = t. Integrating this separable differential equation we get that v 2 /2 = t2 /2 + c. This means that The partial fraction decomposition of the first expression shows that y ￿ = 3/t − 3t/(1 + t2 ) − 5/(1 + t2 ) and then another integration here gives us that y = 3 ln t − 3 3 2 2 ln(1 + t ) − 5 arctan t + d. y ￿ = v = 3/(t(1 + t2 )) − 5/(1 + t2 ). y ￿ = (6y + 2)1/3 . 3 3 49. and c = 0 from the initial conditions.90 Chapter 2. The initial conditions identify d = 2 + 2 ln 2 + 5π/4. i. then v ￿ = y ￿￿ .e. First Order Differential Equations which gives us v 3 /3 = 2y + c. where the differentiation is with respect to y. This implies that y ￿ = 2y 3/2 (the sign is determined by the initial conditions again). Again. 50. and this separable equation √ √ now turns into y −3/2 dy = 2dt. Integration yields −2y −1/2 = 2t + d. The initial √ conditions imply that c = 0 here. Then y ￿￿ = v ￿ (y)(dy/dt) = v ￿ (y)v(y). plugging in t = 0 gives us d = 1 and the solution is 6 2 (6y + 2) 2/3 (6y + 2) = 4(t + 1). 51. Set v = y ￿ . and the √ initial conditions at this point give that d = − 2. This turns into v 3 = 6y + 2. and we obtained the solution. Set y ￿ = v(y). We obtain the equation v ￿ v − 3y 2 = 0. and the initial conditions again imply that the solution is y = t2 /2 + 3/2. The equation with this substitution is Integrating this we get that (1 + t2 )v = 3t−1 + c. Solving for y here yields y = 4 (t + 1)3/2 − 1 . This separable equation gives us (6y + 2)−1/3 dy = dt. Algebraic manipulations find that y = 2(1 − t)−2 . . (1 + t2 )v ￿ + 2tv = ((1 + t2 )v)￿ = −3t−2 . Separation of variables gives vdv = 3y 2 dy. so y = t2 /2 + d. This implies that y ￿ = v = t. and after integration this turns into v 2 /2 = y 3 + c. and integration shows that 13 2/3 = t + d. then v ￿ = y ￿￿ .

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