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Contents
1 Basic Terminology
21
37
47
59
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CONTENTS
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145
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171
22 Convolution Integrals
181
1 Basic Terminology
Problem 1.1
A car starts from rest and accelerates in a straight line at 1.6 m/sec2 for 10
seconds.
(a) What is its final speed?
(b) How far has it travelled in this time?
Solution.
(a) The velocity is related to acceleration according to the equation
v(t) = v0 + at
where a stands for acceleration. Since v0 = 0 (car starting from rest) and
a = 1.6 m/sec2 we can write
v(t) = 1.6t.
The final speed of the car is |v(10)| = 16 m/sec.
(b) The displacement of the car is given by x(t) = 21 at2 + v0 t + x0 = 0.8t2 .
Thus, the car traveled a distance of x(10) = 80 m
Problem 1.2
An object is thrown upward at time t = 0. After t seconds, its height is
y(t) = 4.9t2 + 7t + 1.5
meters above the ground.
(a) From what height was the object thrown?
(b) What is the initial velocity of the object?
(c) What is the acceleration due to gravity?
5
1 BASIC TERMINOLOGY
Solution.
(a) The initial height is y(0) = 1.5 meters.
(b) The velocity of the object at time t is given by v(t) = y 0 (t) = 9.8t + 7.
The initial velocity of the object is v(0) = 7 m/sec.
(c) The acceleration due to gravity is y 00 (t) = 9.8 m/sec2
Problem 1.3
An object thrown in the air on a planet in a distant galaxy is at height
y(t) = 25t2 + 72t + 40 feet at time t seconds after it is thrown. What is
the acceleration due to gravity on that planet? With what velocity was the
object thrown? From what height?
Solution.
The acceleration due to gravity is y 00 (t) = 50 ft/sec2 . The initial velocity is
v(0) = y 0 (0) = 72 ft/sec. The initial height is y(0) = 40 ft
Problem 1.4
An object is dropped from a 400-foot tower. When does it hit the ground
and how fast is it going at the time of the impact?
Solution.
The height of the object at any time t is given by y(t) = 16t2 + 400. The
object hits the ground when y(t) = 0. Solving the equation 16t2 + 400 = 0
we find t = 5 ft. The velocity of the object at the time of impact is v(5) =
y 0 (5) = 32(5) = 160 ft/sec
Problem 1.5
A ball that is dropped from a window hits the ground in five seconds. How
high is the window? (Give your answer in feet.)
Solution.
The height of the object at any time t is given by y(t) = 16t2 + y0 . We are
told that y(5) = 0. Thus, y0 = 16(5)2 = 400 ft
Problem 1.6
A ball is thrown straight up from ground level and reaches its greatest height
after 5 seconds. Find the initial velocity of the ball and the value of its
maximum height above ground level.
7
Solution.
Let y(t) be the height of the ball above ground level at time t seconds after
it was thrown. We are given that y(0) = 0. We are also told that the ball
reaches its maximum height after 5 seconds at which point the velocity is
zero, i.e., v(5) = 0.
The bodys position is governed by the differential equation y 00 (t) = 32 ft/sec2 .
So y 0 (t) = v(t) = 32t + C1 for some constant C1 . Since v(5) = 0, solving
the equation 32(5) + C1 = 0 for C1 we find C1 = 160. Hence,
y 0 (t) = v(t) = 32t + 160.
Using this equation we have now that the initial velocity of the ball was
v(0) = 160 ft/sec. We still need to find the position of the ball at time
5 seconds (when the ball was at its greatest height). By integrating the
previous equation we find
y(t) = 16t2 + 160t + C2 .
Since the ball was thrown from ground level, we have that y(0) = 0, so C2 = 0
and
y(t) = 16t2 + 160t.
We were told that the maximum height was reached after five seconds, so
the maximum heights value is given by
y(5) = 16(5)2 + 160(5) = 400 ft
Problem 1.7
At time t = 0 an object having mass m is released from rest at a height y0
above the ground. Let g represent the constant gravitational acceleration.
Derive an expression for the impact time (the time at which the object strikes
the ground). What is the velocity with which the object strikes the ground?
Solution.
The motion satisfies the differential equation y 00 = g. Integrating twice and
using the facts that v(0) = 0 and y(0) = y0 we find
1
y(t) = gt2 + y0 .
2
The object strikes the ground when y(t) = 0. Thus, 12 gt2 + y0 = 0. Solving
q
for t we find t = 2yg0 . The velocity with which the object strikes the ground
q
q
2y0
is v( g ) = g( 2yg0 ) = 2gy0
1 BASIC TERMINOLOGY
Problem 1.8
At time t = 0, an object of mass m is released from rest at a height of
252 ft above the floor of an experimental chamber in which gravitational
acceleration has been slightly modified. Assume (instead of the usual value
ft/sec2 , where
of 32 ft/sec2 ), that the acceleration has the form 32 sin t
4
is a positive constant. In addition, assume that the object strikes the ground
exactly 4 sec after release. Can this information be used to determine the
constant ? If so, determine .
Solution.
). The
The motion of the object satisfies the equationy 00 = (32 sin t
4
t
4
velocity is given by v(t) = 32t ( ) cos
44 + C. But v(0) = 0 so that
t
4
.
Thus,
v(t)
=
32t
(
)
cos
C = 4
+ .
4
The displacement function is given by
2
t
4
4
2
sin
y(t) = 16t
+ t + 252.
The object strikes the ground at t = 4 sec. In this case y(4) = 0. Solving for
we find = 4
Problem 1.9
Find the order of the following differential equations.
(a) ty 00 + y = t3 .
(b) y 0 + y 2 = 2.
(c) sin y 000 + 3t2 y = 6t.
Solution.
(a) Since the highest derivative appearing in the equation is 2, the order of
the equation is 2.
(b) Order is 1
(c) Order is 3
Problem 1.10
What is the order of the differential equation?
(a) y 0 (t) 1 = 0.
(b) y 00 (t) 1 = 0.
(c) y 00 (t) 2ty(t) = 0.
1
t
(d) y 00 (t)(y 0 (t)) 2 y(t)
= 0.
9
Solution.
(a) First order
(b) , (c), and (d) second order
Problem 1.11
In the equation
u u
= x 2y
x y
identify the independent variable(s) and the dependent variable.
Solution.
u is the depedent variable whereas x and y are the independent variables
Problem 1.12
Classify the following equations as either ordinary or partial.
(a) (y 000 )4 +
(b)
u
x
t2
(y 0 )2 +4
+ y u
=
y
= 0.
yx
.
y+x
(c) y 00 4y = 0.
Solution.
(a) ODE.
(b) PDE.
(c) ODE
Problem 1.13
Solve the equation y 000 (t) 2 = 0 by computing successive antiderivatives.
Solution.
Integrating for the first time we find y 00 (t) = 2t + C1 . Integrating the last
equation we find y 0 (t) = t2 + C1 t + C2 . Integrating for a third and final time
3
2
we get y(t) = t3 + C1 t2 + C2 t + C3
Problem 1.14
Solve the initial-value problem
dy
= 3y(t), y(0) = 50.
dt
What is the domain of the solution?
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1 BASIC TERMINOLOGY
Solution.
The general solution is of the form y(t) = Ce3t . Since y(0) = 50, we find
50 = Ce30 , and so C = 50. The solution is y(t) = 50e3t . The domain is the
set of all real numbers
Problem 1.15
For what real value(s) of is y = cos t a solution of the equation y 00 +9y = 0?
Solution.
Finding the first and second derivatives, we find that y 0 (t) = sin t and
y 00 (t) = 2 cos t. By substitution, cos t is a solution if and only if 2 9 =
0. This equation has roots = 3
Problem 1.16
For what value(s) of m is y = emt a solution of the equation y 00 +3y 0 +2y = 0?
Solution.
2
Since dtd (emt ) = memt and dtd 2 (emt ) = m2 emt the requirement on m becomes
m2 + 3m + 2 = 0. Factoring the left-hand side to obtain (m + 2)(m + 1) = 0.
Thus, m = 2 or m = 1
Problem 1.17
Show that y(t) = et is a solution to the differential equation
2
2
00
0
y 2+
y + 1+
y = 0.
t
t
Solution.
Substituting y(t) = y 0 (t) = y 00 (t) = et into the equation we find
2
2
2 t
2 t
00
0
t
y + 1+
y =e 2 +
e + 1+
e
y 2+
t
t
t
t
2
2
=et 2et et + et + et = 0
t
t
Problem 1.18
Show that any function of the form y(t) = C1 cos t + C2 sin t satisfies the
differential equation
d2 y
+ 2 y = 0.
dt2
11
Solution.
Finding the first and the second derivatives of y we obtain
y 0 (t) = C1 sin t + C2 cos t
and
y 00 (t) = C1 2 cos t C2 2 sin t.
Substituting into the equation to obtain
d2 y
+ 2 y = C1 2 cos t C2 2 sin t + 2 (C1 cos t + C2 sin t)
dt2
=0
Problem 1.19
Suppose y(t) = 2e4t is the solution to the initial value problem y 0 + ky =
0, y(0) = y0 . Find the values of k and y0 .
Solution.
Since y(0) = 2, we have y0 = 2. The given function satisfies the equation
y 0 + ky = 0, that is, 8e4t + 2ke4t = 0. Dividing through by 2e4t > 0 to
obtain 4 + k = 0. Thus, k = 4
Problem 1.20
Consider t > 0. For what value(s) of the constant n, if any, is y(t) = tn a
solution to the differential equation
t2 y 00 2ty 0 + 2y = 0?
Solution.
Since t2 y 00 2ty 0 + 2y = t2 (n(n 1)tn2 ) 2t(ntn1 ) + 2tn = 0 we find
n(n 1) 2n + 2 = 0 or n2 3n + 2 = 0. This last equation can be factored
as (n 1)(n 2) = 0. Solving we find n = 1 or n = 2
Problem 1.21
(a) Show that y(t) = C1 e2t + C2 e2t is a solution of the differential equation
y 00 4y = 0, where C1 and C2 are arbitrary constants.
(b) Find the solution satisfying y(0) = 2 and y 0 (0) = 0.
(c) Find the solution satisfying y(0) = 2 and limt y(t) = 0
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1 BASIC TERMINOLOGY
Solution.
(a) Finding the first and second derivatives of y(t) to obtain y 0 (t) = 2C1 e2t
2C2 e2t and y 00 (t) = 4C1 e2t + 4C2 e2t . Thus, y 00 4y = 4C1 e2t + 4C2 e2t
4(C1 e2t + C2 e2t ) = 0.
(b) The condition y(0) = 2 implies that C1 + C2 = 2. The condition y 0 (0) = 0
implies that 2C1 2C2 = 0 or C1 = C2 . But C1 + C2 = 2 and this implies
that C1 = C2 = 1. In this case, the particular solution is y(t) = e2t + e2t .
(c) The first condition implies that C1 +C2 = 2. The second condition implies
that C1 = 0 since limt et = . Thus, C2 = 2 and the particular solution
is given by y(t) = 2e2t
Problem 1.22
Suppose that the graph below is the particular solution to the initial value
problem y 0 (t) = m + 1, y(1) = y0 . Determine the constants m and y0 and
then find the formula for y(t).
Solution.
From the figure we see that y0 = y(1) = 1. Since y is the slope of the line
which is 1 we have y 0 (t) = 1 = m + 1. Solving for m we find m = 2.
Hence, y(t) = t + 2
Problem 1.23
Suppose that the graph below is the particular solution to the initial value
problem y 0 (t) = mt, y(t0 ) = 1. Determine the constants m and t0 and then
find the formula for y(t).
13
Solution.
From the graph we see that y(0) = 1 so that t0 = 0. Also, by integration
we see that y = m2 t2 + C. From the figure we see that C = 1. Finally, since
y(1) = 0.5 we find 12 = m2 1. Solving for m we find m = 1. Thus,
2
y(t) = t2 1
Problem 1.24
Show that y(t) = e2t is not a solution to the differential equation y 00 + 4y = 0.
Solution.
Finding the second derivative and substituting into the equation we find
y 00 + 4y = 4e2t + 4e2t = 8e2t 6= 0.
Thus, y(t) = e2t is not a solution to the given equation
Problem 1.25
Consider the initial-value problem
y 0 + 3y = 6t + 5, y(0) = 3.
(a) Show that y = Ce3t + 2t + 1 is a solution to the above differential
equation.
(b) Find the value of C.
14
1 BASIC TERMINOLOGY
Solution.
(a) Substituting y and y 0 into the equation we find
3Ce3t + 2 + 3[Ce3t + 2t + 1] = 3Ce3t + 3Ce3t + 6t + 5 = 6t + 5
(b) Since y(0) = 3 we find C + 1 = 3. Solving for C we find C = 2. Thus,
the solution to the initial value problem is y(t) = 2e3t + 2t + 1
1
t2 +1
Problem 2.3
For each of the initial conditions, determine the largest interval a < t < b on
which Theorem 2.2 guarantees the existence of a unique solution
y0 +
t
et
y
=
t2 4
t3
15
(b) y( 32 ) = 1
(c) y(6) = 2.
Solution.
Notice that p(t) and g(t) are defined for all t 6= 2, 2, 3
(a) 3 < t < .
(b) 2 < t < 2.
(c) < t < 2
Problem 2.4
(a) For what values of the constant C and the exponent r is y = Ctr the
solution of the IVP
2ty 0 6y = 0, y(2) = 8?
(b) Determine the largest interval of the form a < t < b on which Theorem
2.2 guarantees the existence of a unique solution.
(c) What is the actual interval of existence for the solution found in part (a)?
Solution.
(a) Substitution leads to 2trCtr1 6Ctr = 0. Divide through by Ctr to
obtain 2r 6 = 0 or r = 3. Now, since y(2) = 8 we have C(2)3 = 8 or
C = 1. Thus, y(t) = t3 .
(b) Rewriting the equation in the form
3
y0 y = 0
t
so that p(t) = 3t and g(t) = 0. The largest interval of the form a < t < b
that guarantees the existence of a unique solution is the interval < t < 0
since 2 is in that interval and both p(t) and g(t) are continuous over that
interval.
(c) By part (a) the actual interval of existence is the set of all real numbers
since y(t) is a cubic polynomial
Problem 2.5
What information does Theorem 2.2 gives about the initial value problem
ty 0 = y + t3 cos t, y(1) = 1?y(1) = 1?
Solution.
We have p(t) = 1t and g(t) = t2 cos t. The interval of existence is 0 < t <
if y(1) = 1 and < t < 0 if y(1) = 1
17
Problem 2.6
Consider the following differential equation
(t 4)y 0 + 3y =
t2
1
.
+ 5t
Without solving, find the interval over which a unique solution is guaranteed
for each of the following initial conditions:
(a) y(3) = 4 (b) y(1.5) = 2 (c) y(6) = 0 (d) y(4.1) = 3.
Solution.
Rewriting the equation in the form
y0 +
3
1
y=
t4
(t 4)(t2 + 5t)
ln t
2
y=
t1
(t 3)(t 1)
we find that p(t) and g(t) are continuous on (0, 1) (1, 3) (3, ).
(a) 1 < t < 3.
(b) No such solution.
(c) 3 < t <
19
Solution.
Because of the initial condition the largest interval of existence guaranteed
by the existence and uniqueness theorem is 0 < t < 5
Problem 2.11
Determine and y0 so that the graph of the solution to the initial-value
problem
y 0 + y = 0, y(0) = y0
passes through the points (1, 4) and (3, 1).
Solution.
The general solution is given by y(t) = y(0)et . Since y(1) = 4 and y(3) = 1
we find
y(0)e
= 4.
y(0)e3
t
Solving for we find = ln24 = ln 2. Thus, y(t) = y(0)e(ln 2)t = y(0) 12 .
Since y(1) = 4 we have y(0)
= 4 so that y0 = 8
2
Problem 2.12
Match the following equations with the correct description. Every equation
matches exactly one description.
(a) y 0 = 3y 5t.
2
2y
(b) yt = t2y + x
2.
(c) y 0 y 2 = sin t.
(d) y 0 + 3y = 0.
(i) A partial differential equation.
(ii) A homogeneous first order linear differential equation.
(iii) A non-linear first order differential equation.
(iv) A non-homogenous first order linear differential equation.
Solution.
(a) (iv) (b) (i) (c) (iii) (d) (ii)
Problem 2.13
Consider the differential equation y 0 = t2 y + sin y. What is the order of this
equation? Is it linear or non-linear?
t+y
t
t+y
t
= 1 + yt . Thus,
1
y 0 y = 1.
t
Rt
t0
p(s)ds
. Thus, y(t) =
Problem 3.4
Apply the results of the previous problem to solve the IVP
y 0 + 2ty = 6t, y(0) = 4.
Solution.
Letting z(t) = y(t) 3, the given IVP reduces to
z 0 + 2tz = 0, z(0) = 1.
2
y = 0, y(1) = y0 ,
t
R
we find p(t) = t and t dt = ln |t| = ln |t |. Thus, the general
23
Problem 3.6
The table below lists values of t and ln [y(t)] where y(t) is the unique solution
to the IVP
y 0 + tn y = 0, y(0) = y0 .
t
1
2
3
4
ln [y(t)] -0.25 -4.00 -20.25 -64.00
(a) Determine the values of n and y0 .
(b) What is y(1)?
Solution.
tn+1
(a) The general solution to the DE is y(t) = Ce n+1 . Since y(0) = y0 we
tn+1
1
15
2n+1 1
15
2n+1
ln y0 + n+1 = 4 4 = 4 . Thus, n+1 = 4 . Using trial and error on the
1
= 14 + 41 = 0 so that
values of n, one finds n = 3. Hence, ln y0 = 14 + n+1
y0 = 1.
(1)4
4
(b) y(1) = 1 e 4 = e1
Problem 3.7
Consider the differential equation y 0 + p(t)y = 0. Find p(t) so that y =
the general solution.
c
t
is
Solution.
Substituting in the equation we find
c
c
2 + p(t) = 0.
t
t
Solving for p(t) we find p(t) =
1
t
Problem 3.8
Consider the differential equation y 0 + p(t)y = 0. Find p(t) so that y = ct3 is
the general solution.
Solution.
Substituting in the equation we find
3ct2 + p(t)(ct3 ) = 0.
Solving for p(t) we find p(t) = 3t
25
Integrating both sides with respect to t and using substitution on the righthand integral to obtain
1 2
2
et y = et + C.
2
t2
Dividing the last equation by e to obtain
1
2
y(t) = Cet + .
2
Since y(0) = 0, we find C = 12 . Thus, the unique solution to the IVP is
given by
1
2
y = (1 et )
2
Problem 3.14
Find the general solution: y 0 + 3y = t + e2t .
Solution.
Since p(t) = 3, the integrating factor is (t) = e3t . Thus, the general solution
is
Z
3t
y(t) =e
e3t (t + e2t )dt + Ce3t
Z
3t
=e
(te3t + et )dt + Ce3t
3t
e
t
3t
(3t 1) + e + Ce3t
=e
9
3t 1
+ e2t + Ce3t
=
9
Problem 3.15
Find the general solution: y 0 + 1t y = 3 cos t, t > 0.
Solution.
R dt
Since p(t) = 1t , the integrating factor is (t) = e t = eln t = t. Using the
method of integrating factor we find
Z
1
C
y(t) =
3t cos tdt +
t
t
C
3
= (t sin t + cos t) +
t
t
3 cos t C
=3 sin t +
+
t
t
2t
Hence,
y(t) =
1
(3 sin (3t) + 2 cos (3t)) + Ce2t
13
Problem 3.17
Given that the solution to the IVP ty 0 + 4y = t2 , y(1) = 13 exists on the
interval < t < . What is the value of the constant ?
Solution.
Solving this equation with the integrating factor method with p(t) =
find (t) = t4 . Thus,
Z
1
C
y(t) = 4 t4 (t)dt + 4
t
t
C
= t2 + 4 .
6
t
4
t
we
27
Problem 3.18
Suppose that y(t) = Ce2t + t + 1 is the general solution to the equation
y 0 + p(t)y = g(t). Determine the functions p(t) and g(t).
Solution.
R
The integrating factor is (t) = e2t . Thus, p(t)dt = 2t and this implies that
p(t) = 2. On the other hand, the function t + 1 is the particular solution
to the non-homogeneous equation so that (t + 1)0 + 2(t + 1) = g(t). Hence,
g(t) = 2t + 3
Problem 3.19
Suppose that y(t) = 2et + et + sin t is the unique solution to the IVP
y 0 + y = g(t), y(0) = y0 . Determine the constant y0 and the function g(t).
Solution.
First, we find y0 : y0 = y(0) = 2 + 1 + 0 = 1. Next, we find g(t) : g(t) =
y 0 + y = (2et + et + sin t)0 + (2et + et + sin t) = 2et + et + cos t 2et +
et + sin t = 2et + cos t + sin t
Problem 3.20
Find the value (if any) of the unique solution to the IVP y 0 + (1 + cos t)y =
1 + cos t, y(0) = 3 in the long run, i.e., limr y(t)?
Solution.
R
The integrating factor is (t) = e (1+cos t)dt = et+sin t . Thus, the general solution is
Z
(t+sin t)
y(t) =e
et+sin t (1 + cos t)dt + Ce(t+sin t)
=1 + Ce(t+sin t)
Since y(0) = 3 we find C = 2 and therefore y(t) = 1 + 2e(t+sin t) . Finally,
lim y(t) = lim (1 + 2e sin t et ) = 1
Problem 3.21
Find the solution to the IVP
y 0 + p(t)y = 2, y(0) = 1
where
p(t) =
0, if 0 t 1
1
if 1 < t 2.
t
g(t) =
sin t,
if 0 t
sin t if < t 2.
Solution.
First, we solve the IVP
y 0 + (sin t)y = sin t, y(0) = 3, 0 t
The integrating factor is (t) = e cos t and the general solution is y1 (t) =
1 + Cecos t . Since y1 (0) = 3 we find C = 2e1 . Hence, y1 (t) = 1 + 2ecos t1 and
y1 () = 1 + 2e2 .
Next, we solve the IVP
y 0 + sin ty = sin t, y() = 1 + 2e2 , < t 2
The integrating factor is (t) = e cos t and the general solution
is y2 (t) =
1 + Cecos t . Since y2 () = 1 + 2e2 we find C = 2 1e + e . Thus,
1 + 2ecos t1
if 0 t
cos t
y(t) =
1
1 + 2 e + e e
if < t 2
29
Problem 3.23
Find the solution to the IVP
y 0 + y = g(t), t > 0, y(0) = 3
where
g(t) =
1, if 0 t 1
0
if t > 1.
Solution.
First, we solve the IVP
y 0 + y = 1, y(0) = 3, 0 t 1.
The integrating factor is (t) = et and the general solution is y1 (t) = 1+Cet .
Since y1 (0) = 3, we find C = 2. Hence, y1 (t) = 1 + 2et and y1 (1) = 1 + 2e1 .
Next, we solve the IVP
y 0 + y = 0, y(1) = 1 + 2e1 , t > 1.
The integrating factor is (t) = et and the general solution is y2 (t) = Cet
Since y2 (1) = 1 + 2e1 , we find C = 2 + e. Thus,
y(t) =
1 + 2et , if 0 t 1
(2 + e)et if t > 1
Problem 3.24
Find the solution to the IVP
y 0 + p(t)y = 0, y(0) = 3
where
2t 1, if 0 t 1
0
if 1 < t 3
p(t) =
1t
if 3 < t 4.
Sketch an accurate graph of the solution, and discuss the long-term behavior
of the solution. Is the solution differentiable on the interval t > 0? Explain
your answer.
2
3e(t t) , if 0 t 1
y(t) =
3,
if 1 < t 3
t
if 3 < t 4.
The graph of y(t) is shown below
31
Solution.
Substituting into the equation we find
u0 u = et , u(0) = 1.
Solving this equation by the method of integrating factor with (t) = et ,
we find
u(t) = tet + Cet .
Since u(0) = 1, we find C = 1 and therefore u(t) = tet + et . The general
solution is
y(t) = (tet + et )1
3y 0 + 2t cos y = 1, y( ) = 1.
2
Solution.
(a) y 0 = 13 (1 2t cos y) = f (t, y).
(b) f
(t, y) = 32 t sin y. The functions f (t, y) and fy (t, y) are both continuous
y
in the entire plane,
D = {(t, y) : < t < , < y < }.
(c) R = {(t, y) : < t < , < y < }
33
3ty 0 + 2 cos y = 1, y( ) = 1.
2
Solution.
(a) y 0 = 3t1 (1 2 cos y) = f (t, y).
(b) fy (t, y) = 3t2 sin y. Both f (t, y) and fy (t, y) are continuous in
D = {(t, y) : < t < 0, 0 < t < , < y < }.
(c) R = {(t, y) : 0 < t < , < y < }
Problem 4.3
2t + (1 + y 3 )y 0 = 0, y(1) = 1.
Solution.
2t
(a) y 0 = 1+y
3 = f (t, y).
(b) fy (t, y) =
6ty 2
.
(1+y 3 )2
(y 2 +2y9)ey 2t2 y 2
.
y 2 9
35
Solution.
t
= f (t, y).
(a) y 0 = 2+tan
cos y
(b) fy (t, y) = (2 + tan t) sec y tan y. Both f (t, y) and fy (t, y) are continuous
in
D = {(t, y) : t 6= (2n + 1) 2 , y 6= (2m + 1) 2 , where n and m are integers}.
(c) R = {(t, y) : 2 < t < 2 ,
< y < 2 }
Problem 4.6
Give an example of an initial value problem for which the open rectangle
R = {(t, y) : 0 < t < 4, 1 < y < 2}
represents the largest region in the typlane where the hypotheses of Theorem 4.1 are satisfied.
Solution.
An example is
y0 =
1
, y(2) = 0
t(t 4)(y + 1)(y 2)
Problem 4.7
Can we apply Theorem 4.1 to the following problem ? Explain what (if
anything) we can conclude, and why (or why not):
y
y 0 = , y(0) = 2.
t
Solution.
Since f (t, y) =
region
and fy (t, y) =
,
t
y
t
Solution.
The equation is of the form y 0 = f (t, y) = yt + 2. The function f is continuous
outside the line t = 0. The initial value point is (0,1), so there is no rectangle
containing it in which f is continuous, and the conditions of Theorem 4.1 are
not satisfied
Problem 4.10
Does the initial value problem y 0 = y sin y + t, y(0) = 1 satisfy the conditions of Theorem 4.1?
Solution.
The equation is of the form y 0 = f (t, y) = y sin y + t. the function f is
continuous in the whole plane, and so is its partial derivative fy (t, y) =
sin y + y cos y. In particular, any rectangle around the initial value point will
satisfy the conditions of Theorem 4.1
5 Separable Differential
Equations
Problem 5.1
Solve the (separable) differential equation
2 ln y 2
y 0 = tet
Solution.
At first, this equation may not appear separable, so we must simplify the
right hand side until it is clear what to do.
2 ln y 2
y 0 =tet
t2
ln
=te e
1
2
=tet 2
y
t t2
= 2e .
y
1
y2
y 2 y 0 =tet
Z
Z
1
2
3 0
(y ) dt = tet dt
3
1 3 1 t2
y = e +C
3
2
3
2
y 3 = et + C
2
37
38
Problem 5.2
Solve the (separable) differential equation
y0 =
t2 y 4y
, t 6= 2.
t+2
Solution.
Separating the variables and solving we find
y 0 t2 4
=
=t2
y
t+2
Z
Z
0
(ln |y|) dt = (t 2)dt
ln |y| =
t2
2t + C
2
t2
y(t) =Ce 2 2t
Problem 5.3
Solve the (separable) differential equation
ty 0 = 2(y 4).
Solution.
Separating the variables and solving we find
2
y0
=
y4 t
Z
Z
2
0
(ln |y 4|) dt =
dt
t
ln |y 4| = ln t2 + C
y4
ln | 2 | =C
t
y(t) =Ct2 + 4
Problem 5.4
Solve the (separable) differential equation
y 0 = 2y(2 y).
39
Solution.
Separating the variables and solving (using partial fractions in the process)
we find
y0
=2
y(2 y)
y0
y0
+
=2
2y 2(2 y)
y0
y0
+
=4
y
(2 y)
Z
Z
Z
1
0
0
(ln |y|) dt
(ln |2 y|) dt = 4dt
2
y
=4t + C
ln
2 y
y
4t
2 y =Ce
2Ce4t
y(t) =
.
1 + Ce4t
Note that y(t) 2 is a singular solution
Problem 5.5
Solve the IVP:
y0 =
4 sin (2t)
, y(0) = 1.
y
Solution.
Separating the variables and solving we find
yy 0 =4 sin (2t)
(y 2 )0 =8 sin (2t)
Z
Z
2 0
(y ) dt = 8 sin (2t)dt
y 2 = 4 cos (2t) + C
p
y(t) = C 4 cos (2t).
Since y(0) = 1, we find C = 5 and hence
p
y(t) = 5 4 cos (2t)
40
Problem 5.6
Solve the IVP:
yy 0 = sin t, y( ) = 2.
2
Solution.
Separating the variables and solving we find
Z
y2
2
0
Z
dt =
sin tdt
y2
= cos t + C
2
y 2 = 2 cos t + C.
Since y( 2 ) = 2, we find C = 4. Thus, y(t) =
p
y( 2 ) = 2, y(t) = (2 cos t + 4)
p
(2 cos t + 4). Since
Problem 5.7
Solve the IVP:
y0 +
1
= 0, y(1) = 0.
y+1
Solution.
Separating the variables and solving we find
d
[(1 + y)2 ] = 2
dt
(y + 1)2 = 2t + C
y + 1 = 2t + C
y(t) = 2t + C 1.
Since y(1) = 0, we find C = 3. Thus, y(t) =
2t + 3 1
Problem 5.8
Solve the IVP:
y 0 ty 3 = 0, y(0) = 2.
41
Solution.
Separating the variables and solving we find
Z
0 3
y y dt = tdt
Z 2 0
t2
y
dt = + C
2
2
1
2 =t2 + C
y
1
.
y2 = 2
t + C
q
Since y(0) = 2, we find C = 14 . Thus, y(t) = 4t42 +1 . Since y(0) = 2, we
have y(t) =
2
4t2 +1
Problem 5.9
Solve the IVP:
y 0 = 1 + y 2 , y( ) = 1.
4
Solution.
Separating the variables and solving we find
y0
=1
1 + y2
arctan y =t + C
y(t) = tan (t + C).
Since y( 4 ) = 1, we have C = 2 . Hence, y(t) = tan t
Problem 5.10
Solve the IVP:
1
y 0 = t ty 2 , y(0) = .
2
42
Solution.
Separating the variables and solving we find
y0
=t
y2 1
y0
y0
= 2t
y1 y+1
y 1
= 2t + C
ln
y + 1
y1
=Ce2t
y+1
1 + Ce2t
y(t) =
.
1 Ce2t
Since y(0) = 12 , we find C = 13 . Thus,
3 e2t
y(t) =
3 + e2t
Problem 5.11
Solve the IVP:
(2y sin y)y 0 = sin t t, y(0) = 0.
Solution.
Separating the variables and solving we find
Z
Z
0
(2y sin y)y dt = (sin t t)dt
y 2 + cos y = cos t
t2
+ C.
2
t2
=2
2
Problem 5.12
For what values of the constants , y0 , and integer n is the function y(t) =
1
(4 + t) 2 a solution of the initial value problem
y 0 + y n = 0, y(0) = y0 ?
43
Solution.
3
1
We have y0 = y(0) = (4 + 0) 2 = 12 . Also, y 0 = 12 (4 + t) 2 = 21 y 3 . Thus,
1
y0 + y3 = 0
2
so that =
1
2
and n = 3
Problem 5.13
State an initial value problem, with initial condition imposed at t0 = 2,
having implicit solution y 3 + t2 + sin y = 4.
Solution.
Differentiating both sides of the given equation we find
3y 2 y 0 + (cos y)y 0 + 2t = 0, y(2) = 0
Problem 5.14
Consider the initial value problem
y 0 = 2y 2 , y(0) = y0 .
For what value(s) of y0 will the solution have a vertical asymptote at t = 4,
where the tinterval of existence is < t < 4?
Solution.
Solving the differential equation by the method of separating the variables
we find
y0
=2
y2
Z 0
Z
y
dt = 2dt
y2
1
=2t + C
y
1
y(t) =
.
C 2t
y0
Since y(0) = y0 , we find C = y10 . Thus, y(t) = 12y
. This function will have
0t
a vertical asymptote at t = 4 when 1 2(4)y0 = 0 or y0 = 81
44
Problem 5.15
Assume that y sin y 3t + 3 = 0 is an implicit solution of the initial value
problem y 0 = f (y), y(1) = 0. What is f (y)? What is an implicit solution to
the initial value problem y 0 = t2 f (y), y(1) = 0?
Solution.
Taking the derivative of the given equation with respect to t we find
y 0 sin y + yy 0 cos y 3 = 0.
Thus,
y0 =
3
= f (y).
sin y + y cos y
If y 0 = t2 f (y) then
3t2
.
sin y + y cos y
Solving this equation by the method of separation of variables we find
y0 =
2ty
.
1+t
Solution.
Separating the variables to obtain
y0
2t
2
=
=2
y 1+t
t+1
ln |y| =2t ln (t + 1)2 + C
ln |(t + 1)2 y| =2t + C
(t + 1)2 y =Ce2t
Ce2t
y(t) =
(t + 1)2
45
Problem 5.17
Solve the initial-value problem y 0 = cos2 y cos2 t, y(0) = 4 .
Solution.
Solving by the method of separation of variables we find
y0
1 + cos (2t)
= cos2 t =
2
cos y
2
t 1
tan y = + sin 2t + C.
2 4
Since y(0) = 4 , we find C = 1. Hence,
tan y =
t 1
+ sin 2t + 1
2 4
Problem 5.18
Solve the initial-value problem y 0 = et+y , y(0) = 0 and determine the interval
on which the solution y(t) is defined.
Solution.
Separating the variables we obtain
y 0 ey = et .
Integrating both sides to obtain
ey = et + C.
But y(0) = 0 so that C = 2. Hence, ey = et + 2. Solving for y we find
y(t) = ln(2 et ).
This function is defined for 2 et > 0, that is, for t < ln 2
Problem 5.19
(a) Solve the initial-value problem
y0 =
t2
ey
.
ey
t2
46
Solution.
(a) Using the method of separation of variables we find
y 0 ey =t2
ey =
1
t2
t3 1
+ C.
3
t
t3 1
4
+ = e1 +
3
t
3
= yety .
= ln y + 1 + tety
Problem 6.2
and f
if f (t, y) = ln (ty) +
Find f
t
y
t2 +1
.
y5
Solution.
f
t
f
y
1
t
1
y
2t
.
y5
t2 +1
(y5)2
Problem 6.3
Let f (u, v) = 2u 3uv where u(t) = 2 cos t and v(t) = 2 sin t. Find
df
.
dt
Solution.
By the Chain Rule
df f du f dv
=
+
dt u dt
v dt
=(2 3v)(2 sin t) 3u(2 cos t) = (2 6 sin t)(2 sin t) 6 cos t(2 cos t)
=12 sin2 t 12 cos2 t 4 sin t = 12 sin2 t 12(1 sin2 t) 4 sin t
=24 sin2 t 4 sin t 12
47
48
H
(t, y)
y
y2
2
+ C. Therefore
y2
= C.
2
y2
= 3.
2
3
Solving for
y we find y(t) = 4t 2t + 6. Since y(1) = 2, we find
y(t) = 4t t3 + 6
Problem 6.5
y 0 = (3t2 + 1)(y 2 + 1), y(0) = 1.
Solution.
Since the equation is separable, it is exact. Integrating H
(t, y) = 3t2 + 1
t
H
3
with respect to t we find H(t, y) = t + t + h(y). But y (t, y) = (y 2 + 1)1
which implies that h0 (y) = (y 2 + 1)1 . Thus, h(y) = arctan y + C. Hence,
t3 + t arctan y = C.
Since y(0) = 1 we find C = 4 . It follows
t3 + t arctan y = .
4
49
Solving for y(t) we find
y(t) = tan t3 + t +
4
Problem 6.6
(6t + y 3 )y 0 + 3t2 y = 0, y(1) = 2.
Solution.
We have M (t, y) = 3t2 y and N (t, y) = 6t + y 3 . Since
N
(t, y) = 6, the given differential equation is not exact
t
M
(t, y)
y
= 3t2 and
Problem 6.7
(et+y + 2y)y 0 + (et+y + 3t2 ) = 0, y(0) = 0.
Solution.
We have M (t, y) = et+y +3t2 and N (t, y) = et+y +2y. Since
N
(t, y), the given differential equation is exact.
t
H
(t, y) = et+y + 3t2 = H(t, y) =
t
M
(t, y)
y
= et+y =
Also
H
(t, y) = et+y + 2y = h0 (y) + et+y = h0 (y) = 2y = h(y) = y 2 + C.
y
Hence,
et+y + t3 + y 2 = C.
Since y(0) = 0 we find C = 1. Therefore,
et+y + t3 + y 2 = 1
Problem 6.8
(sin (t + y) + y cos (t + y) + t + y)y 0 + (y cos (t + y) + y + t) = 0, y(1) = 1.
50
Solution.
We have M (t, y) = y cos (t + y)+t+y and N (t, y) = sin (t + y)+y cos (t + y)+
t+y. Since M
(t, y) = cos (t + y)y sin (t + y)+1 = N
(t, y), the differential
y
t
equation is exact. Thus,
Z
H
(t, y) =y cos (t + y) + t + y = H(t, y) = (y cos (t + y) + t + y)dt
t
t2
=y sin (t + y) + + yt + h(y).
2
Also,
H
(t, y) = sin (t + y) + y cos (t + y) + t + y = y cos (t + y) + sin (t + y) + t + h0 (y)
y
y2
h0 (y) =y = h(y) =
+ C.
2
Hence,
t2
y2
+ ty +
= C.
2
2
Since y(1) = 1 we find C = 0. Therefore,
y sin (t + y) +
y sin (t + y) +
t2
y2
+ ty +
=0
2
2
Problem 6.9
For what values of the constants m, n, and (if any) is the following differential equation exact?
tm y 2 y 0 + t3 y n = 0.
Solution.
We have M (t, y) = t3 y n and N (t, y) = tm y 2 . Thus, M
(t, y) = nt3 y n1
y
and N
(t, y) = mtm1 y 2 . For the differential equation to be exact we must
t
M
have y (t, y) = N
(t, y), i.e.,
t
nt3 y n1 = mtm1 y 2 .
This shows that m 1 = 3 so that m = 4. Also, n 1 = 2 so that n = 3.
Finally, 3 = 4 so that = 34
51
Problem 6.10
Assume that N (t, y)y 0 + t2 + y 2 sin t = 0 is an exact differential equation.
Determine the general form of N (t, y).
Solution.
We have M (t, y) = t2 + y 2 sin t. Since the differential equation is exact,
N
(t, y) = M
(t, y) = 2y sin t. Hence,
t
y
Z
N (t, y) = 2y sin tdt = 2y cos t + h(y)
Problem 6.11
Assume that t3 y + et + y 2 = 5 is an implicit solution to the differential
equation
N (t, y)y 0 + M (t, y) = 0, y(0) = y0 .
Determine possible functions M (t, y), N (t, y), and the possible value(s) for
y0 .
Solution.
Replacing y by y0 and t by 0 to obtain y0 = 2. Differentiating the given
equation with respect to t we find 3t2 y + et + (t3 + 2y)y 0 = 0. Thus, M (t, y) =
3t2 + et and N (t, y) = t3 + 2y
Problem 6.12
(t, y) =
We have y0 = 0 4 02 = 2. Since N
t
differential equation is exact. From this we have
M
(t, y)
y
= a, the
H
y2
(t, y) = y + at = H(t, y) =
+ aty + h(t)
y
2
and
H
b
(t, y) = ay + bt = ay + h0 (t) = h0 (t) = bt = h(t) = t2 + C.
t
2
52
Hence,
b
y2
+ aty + t2 = C.
2
2
Since y(0) = 2 we find C = 2. Therefore,
y 2 + 2aty + bt2 = 4.
Solving this quadratic equation for y we find
p
2at 4a2 t2 4(bt2 4)
y=
.
2
Thus,
p
y(t) = at a2 t2 (bt2 4).
53
Problem 6.15
Consider the differential equation (ye2ty + t) + bte2ty y 0 = 0. Determine for
which value of b this equation is exact, and then solve it with this value of b.
Solution.
We have M (t, y) = ye2ty + t and N (t, y) = bte2ty . For the equation to be
exact we must have M
(t, y) = N
(t, y), that is,
y
t
e2ty + 2tye2ty = be2ty + 2ybte2ty .
Dividing through by e2ty to obtain
1 + 2ty = b + 2byt = b(1 + 2ty).
This implies b = 1. Hence, the equation is
(ye2ty + t) + te2ty y 0 = 0.
Now,
H
(t, y) = ye2ty + t = H(t, y) =
t
1
t2
(ye2ty + t)dt = e2ty + + h(y).
2
2
Also
H
(t, y) = te2ty = te2ty + h0 (y) = h0 (y) = 0 = h(y) = C.
y
Hence,
1 2ty t2
e + =C
2
2
Problem 6.16
Consider the differential equation y + (2t yey )y 0 = 0. Check that this
equation is not exact. Now multiply the equation by y. Check that the new
equation is exact, and solve it.
Solution.
If we let M (t, y) = y and N (t, y) = 2t yey we see that M
(t, y) = 1 and
y
N
(t, y) = 2 so that the equation is not exact. If we multiply the given
t
equation by y then M (t, y) = y 2 and N (t, y) = 2ty y 2 ey . In this case,
54
M
(t, y)
y
N
(t, y)
t
Now,
H
(t, y) = y 2 = H(t, y) =
t
Also
y 2 dt = ty 2 + h(y).
H
(t, y) = 2ty y 2 ey = 2ty + h0 (y) = h0 (y) = y 2 ey .
y
Z
(t)g(t)dt + h(y).
55
Also
H
(t, y) = (t) = (t) + h0 (y) = h0 (y) = 0 = h(y) = C.
y
Hence,
Z
(t)y
and so
y(t) = e
p(t)dt
Z
e
(t)g(t) = C
R
p(t)dt
g(t)dt + Ce
p(t)dt
Problem 6.18
Use the method of the previous problem to solve the linear, first-order equation y 0 yt = 1, with initial condition y(1) = 7. First, check that this equation
is not exact. Next, find (t). Multiply the equation by (t) and check that
the new equation is exact. Solve it, using the method of exact equations.
Solution.
For the given equation we have M (t, y) = 1 + yt and N (t, y) = 1. Since
R
M
1
N
dt
t =
(t,
y)
=
and
(t,
y)
=
0,
the
equation
is
not
exact.
Let
(t)
=
e
y
t
t
1
. Multiply the given equation by (t) to obtain
t
y 1
1
(1 + )( ) y 0 = 0.
t t
t
In this equation, M (t, y) = (1 + yt )( 1t ) and N (t, y) = 1t . Also, M
(t, y) =
y
N
1
(t, y) = t2 so that the new equation is exact. By the previous exercise the
t
solution is given by
Z
1
y(t) = t
dt + Ct = t ln t + Ct.
t
Since y(1) = 7 we find C = 7. Hence, y(t) = t ln t + 7t
Problem 6.19
Put the following differential equation in the Exact Differential Equation
form and find the general solution
y0 =
y 3 2ty
.
t2 3ty 2
56
Solution.
Rewriting this equation in the form
(y 3 2ty) + (3ty 2 t2 )y 0 = 0
we find M (t, y) = y 3 2ty and N (t, y) = 3ty 2 t2 . Also, notice that M
(t, y) =
y
N
(t, y) = 3y 2 2t. Now,
t
Z
H
3
(t, y) = y 2ty = H(t, y) = (y 3 2ty)dt = ty 3 t2 y + h(y).
t
Also
H
(t, y) = 3ty 2 t2 = 3ty 2 t2 + h0 (y) = h0 (y) = 0 = h(y) = C.
y
Hence,
ty 3 t2 y = C
Problem 6.20
The following differential equations are exact. Solve them by that method.
(a) (4t3 y + 4t + 4)y 0 = 8 4y 6t2 y 2 , y(1) = 1.
(b) (6 4y + 16t) + (10y 4t + 2)y 0 = 0, y(1) = 2.
Solution.
(a) We have M (t, y) = 6t2 y 2 + 4y 8 and N (t, y) = 4t3 y + 4t + 4. Notice
(t, y) = N
(t, y) = 12t2 y + 4. Now,
that M
y
t
Z
H
2 2
(t, y) = 6t y +4y8 = H(t, y) = (6t2 y 2 +4y8)dt = 2t3 y 2 +4ty8t+h(y).
t
Also
H
(t, y) = 4t3 y + 4t + 4 = 4t3 y + 4t + h0 (y) = h0 (y) = 4 = h(y) = 4y + C.
y
Hence,
2t3 y 2 + 4ty 8t + 4y = C.
Since y(1) = 1 we find C = 6. Hence, 2t3 y 2 + 4ty 8t + 4y = 6
(b) We have M (t, y) = 6 4y + 16t and N (t, y) = 10y 4t + 2. Notice that
M
(t, y) = N
(t, y) = 4. Now,
y
t
Z
H
(t, y) = 64y+16t = H(t, y) = (64y+16t)dt = 6t4ty+8t2 +h(y).
t
57
Also
H
(t, y) = 10y4t+2 = 4t+h0 (y) = h0 (y) = 10y+2 = h(y) = 5y 2 +2y+C.
y
Hence,
6t 4ty + 8t2 + 5y 2 + 2y = C.
Since y(1) = 2 we find C = 30. Hence, 6t 4ty + 8t2 + 5y 2 + 2y = 30
58
7 Substitution Techniques:
Bernoulli and Riccati Equations
Problem 7.1
Solve the Bernoulli equation
y0 =
t2 + 3y 2
, t > 0.
2ty
Solution.
The given equation can be written in the form
y0
3
1
y = ty 1 .
2t
2
t
3 2
y = .
2t
2
y 3 y 0 + ty 4 = tet .
Let z = y 4 so that the previous equation becomes
2
z 0 + 4tz = 4tet .
2
1
y 2 y 0 + y 1 = t.
t
Let z = y 1 so that
1
z z = t, z
t
0
1
= 2.
2
1
.
t(Ct)
But y( 12 ) =
1
2
y(t) =
1
t
we find
61
Problem 7.4
Solve the IVP y 0 1t y = y 2 , y(1) = 1, t > 0.
Solution.
Divide through by y 2 to obtain
1
y 2 y 0 y 1 = 1.
t
So let z = y 1 . Thus,
1
z 0 + z = 1, z(1) = 1.
t
Solving this equation using the integrating factor method with (t) = t we
find
Z
1
t
z(t) =
tdt + Ct1 = + Ct1 .
t
2
Since z(1) = 1, we find C = 21 . Hence, z = 12 (t + 1t ) and y(t) =
2t
t2 +1
Problem 7.5
Solve the IVP y 0 = y(1 y), y(0) = 21 .
Solution.
Rewriting the given equation in the form y 0 y = y 2 . Divide through by
y 2 to obtain
y 2 y 0 y 1 = 1.
Let z = y 1 . Then
z 0 + z = 1, z(0) = 2.
Solving this equation using the integrating factor method with (t) = et we
obtain
Z
t
et dt + Cet = 1 + Cet .
z(t) = e
But z(0) = 2 so that C = 1 and thus z(t) = 1 + et . Finally, y(t) =
(1 + et )1
Problem 7.6
Solve y 0 + y = ty 4 .
Problem 7.8
Perform a change of variable that changes the Bernoulli equation y 0 +y +y 2 =
0 into a linear equation in the new variable. Do NOT try to solve the equation
or proceed further than with any calculations.
63
Solution.
Dividing through by y 2 to obtain
y 2 y 0 + y 1 = 1.
Letting z = y 1 to obtain
z0 z = 1
Problem 7.9
Consider the equation
y 0 = y y 3 , > 0, > 0.
(a) Use the Bernoulli transformation to change this nonlinear equation into
a linear equation.
(b) Solve the resulting linear equation in part (a) and use the solution to find
the solution of the given differential equation above.
Solution.
(a) Dividing through by y 3 to obtain
y 3 y 0 y 2 = .
Letting z = y 2 to obtain
z 0 + 2z = 2.
(b) Using the method of integrating factor with (t) = e2t we find
Z
2t
z(t) = e
e2t 2dt + Ce2t = + Ce2t .
Hence,
y(t) = (
+ Ce2t ) 2
Problem 7.10
Consider the differential equation
y0 = f
y
.
t
leads to a separable differential equation
t+y
, y(1) = 0.
ty
y
t
or
z0
1
=
f (z) z
t
which is a separable differential equation.
(b) Note first that
1 + yt
t+y
=
.
ty
1 yt
Letting z =
y
t
we obtain
1+z
1z
1 + z2
tz 0 =
1z
1z 0 1
z =
1 + z2
t
Z
Z
Z
zz 0
dt
z0
dt
dt
=
1 + z2
1 + z2
t
1
arctan z ln (1 + z 2 ) = ln |t| + C
2
2 arctan z = ln t2 (1 + z 2 ) + C
y
y 2
2
= ln t 1 +
2 arctan
+C
t
t
tz 0 + z =
65
Solving this equation by the method of integrating factor with (t) = et we
find
Z
z(t) = et
Hence,
1
Solution.
Dividing through by ty 3 to obtain y 3 y 0 + 1t y 2 = 1. Letting z = y 2 to
obtain
2
z 0 z = 2.
t
Solving this equation by the method of integrating factor with (t) =
find
Z
1
2
z(t) = t
(2)dt + Ct2 = 2t + Ct2 .
2
t
1
t2
we
Hence,
1
Solution.
Dividing through by ty 2 to obtain y 2 y 0 + 1t y 1 = t ln t. Letting z = y 1 to
obtain
1
z 0 z = t ln t.
t
Solving this equation by the method of integrating factor with (t) =
find
Z
z(t) = t ( ln t)dt + Ct = t2 ln t + t2 + Ct.
Hence,
y(t) = (t2 ln t + t2 + Ct)1
1
t
we
2
t
1
4
y + y2,
2
t
t
Solution.
(a)
(b)
67
68
Problem 8.2
Match each direction field with the equation that the slope field could represent. Each direction field is drawn in the portion of the ty-plane defined by
6 t 6, 4 y 4.
(a) y 0 = t (b) y 0 = sin t (c) y 0 = 1 y (d) y 0 = y(2 y).
Solution.
(A) y 0 = sin t
(B) y 0 = y(2 y)
(c) y 0 = t
Problem 8.3
State whether or not the equation is autonomous.
(D) y 0 = 1 y
69
(a) y 0 = t
(b) y 0 = sin t
Solution.
(a) No (b) No
(c) Yes
(c) y 0 = 1 y
(d) Yes
Problem 8.4
Find all the equilibrium solutions of each of the autonomous differential equations below
(a) y 0 = (y 1)(y 2).
(b) y 0 = (y 1)(y 2)2 .
(c) y 0 = (y 1)(y 2)(y 3).
Solution.
(a) y(t) 1, y(t) 2.
(b) y(t) 1, y 2.
(c) y 1, y 2, y 3
Problem 8.5
Find an autonomous differential equation with an equilibrium solution at
y = 1 and satisfying y 0 < 0 for < y < 1 and 1 < y < .
Solution.
One answer is the differential equation: y 0 = (y 1)2
Problem 8.6
Find an autonomous differential equation with no equilibrium solutions and
satisfying y 0 > 0.
Solution.
Consider the differential equation y 0 = C where C is a positive constant
Problem 8.7
Find an autonomous differential equation with equilibrium solutions y = n2 ,
where n is an integer.
Solution.
One answer is the DE y 0 = sin (2y)
70
Problem 8.8
Find an autonomous differential equation with equilibrium solutions y = 0
and y = 2 and satisfying the properties y 0 > 0 for 0 < y < 2; y 0 < 0 for y < 0
or y > 2.
Solution.
An answer is y 0 = y(2 y)
Problem 8.9
Classify whether the equilibrium solutions are stable, unstable, or neither.
(a) y 0 = 1 y 2 .
(b) y 0 = (y + 1)2 .
Solution.
Using the direction fields shown below we find
(a) y = 1 stable, y = 1 unstable
71
Problem 8.10
Consider the direction field below. Classify the equilibrium points, as asymptotically stable, semi-stable, or unstable.
72
Solution.
The equilibrium solution at y = 1 is asymptotically stable where as the
equilibrium solution at y = 0 is unstable
Problem 8.11
Sketch the direction field of the equation y 0 = y 3 . Sketch the solution satisfying the condition y(1) = 1.
Solution.
As shown in the figure below, the domain of the solution is the interval
< t < 2
Problem 8.12
Find the equilibrium solutions and determine their stability
y 0 = y 2 (y 2 1), y(0) = y0 .
Solution.
The direction field is given below.
73
Problem 8.13
Find the equilibrium solutions of the equation
y 0 = y 2 4y
Solution.
The direction field is given below.
74
Problem 8.14
What is limt y(t) for the initial-value problem
.
2
Solution.
y(t) = 0 and y(t) = are two equilibrium solutions. According to the
direction field shown below we conclude that
lim y(t) =
75
76
9 Numerical Solutions to
ODEs: Eulers Method and its
Variants
In Problems 9.1 - 9.3, answer the following questions:
(a) Solve the initial value problem analytically, using an appropriate solution
technique.
(b) For the given initial value problem express yn+1 in terms of yn using
Heuns method.
(c) For the given initial value problem express yn+1 in terms of yn using the
Modified Eulers method.
(d) Use a step size h = 0.1. Compute the first three approximations y1 , y2 , y3
using the method in part (b).
(e) Use a step size h = 0.1. Compute the first three approximations y1 , y2 , y3
using the method in part (c).
(f) For comparison, calculate and list the exact solution values y(t1 ), y(t2 ), y(t3 ).
Problem 9.1
y 0 = 2t 1, y(1) = 0.
Solution.
(a) Integrating y 0 = 2t 1 we find y(t) = t2 t + C. Imposing the initial
condition y(1) = 0, we obtain y(t) = t2 t.
(b) Since f (t, y) = 2t 1, it follows that f (t + h, y + hf (t, y)) = 2(t + h) 1.
Therefore, Heuns method takes the form
h
yn+1 = yn + [(2tn 1) + (2tn+1 1)].
2
77
tn
yn
1.0000 0
1.1000 0.1100
1.2000 0.2400
1.3000 0.3900
n
0
1
2
3
tn
yn
1.0000 0
1.1000 0.1100
1.2000 0.2400
1.3000 0.3900
n
0
1
2
3
tn
yn
1.0000 0
1.1000 0.1100
1.2000 0.2400
1.3000 0.3900
(e)
(f)
Problem 9.2
y 0 = y, y(0) = 1.
Solution.
(a) Integrating y 0 = y and imposing the initial condition we find y(t) = et .
(b) Heuns method takes the form yn+1 = (1 h + 0.5h2 )yn .
(c) The modified Eulers method takes the form yn+1 = (1 h + 0.5h2 )yn .
(d)
n
0
1
2
3
tn
yn
0.0000 1.0000
0.1000 0.9050
0.2000 0.8190
0.3000 0.7412
79
(e)
n
0
1
2
3
tn
yn
0.0000 1.0000
0.1000 0.9050
0.2000 0.8190
0.3000 0.7412
n
0
1
2
3
tn
yn
0.0000 1.0000
0.1000 0.9048
0.2000 0.8187
0.3000 0.7408
(f)
Problem 9.3
y 2 y 0 + t = 0, y(0) = 1.
Solution.
(a) Solving the separable equation y 2 y 0 + t = 0 we find y 3 = 1.5t2 + C.
1
Imposing the initial condition y(0) = 1, we obtain y(t) = (1 1.5t2 ) 3 .
(b) Since f (t, y) = ty 2 , it follows that f (t + h, hf (t, y)) = (t + h)[y +
h(ty)]2 . Therefore, Heuns method takes the form
h
yn+1 = yn + [tn yn2 tn+1 (yn htn yn2 )2 ].
2
(c) The modified Eulers method takes the form
yn+1 = yn h(tn + 0.5h)(yn 0.5htn yn2 )2 .
(d)
n
0
1
2
3
(e)
tn
yn
0.0000 1.0000
0.1000 0.9950
0.2000 0.9796
0.3000 0.9529
tn
yn
0.0000 1.0000
0.1000 0.9950
0.2000 0.9797
0.3000 0.9531
n
0
1
2
3
tn
yn
0.0000 1.0000
0.1000 0.9950
0.2000 0.9796
0.3000 0.9528
(f)
Problem 9.4
Consider the initial value problem
y 0 = 1 + y 2 , y(0) = 1.
(a) Find the exact solution of the given initial value problem.
(b) Use step size h = 0.05. Compute 20 steps of Eulers method, Heuns
method, and modified Eulers method. Compare the numerical values obtained at t = 1 by calculating the error |y(1) y20 |.
Solution.
(a) Solving the separable equation y0 = 1 + y 2 and imposing the initial
condition we obtain y(t) = tan t 4 .
(b)
n
0
1
2
3
4
..
.
tn
0.0000
0.0500
0.1000
0.1500
0.2000
..
.
Euler
1.0000
0.9000
0.8095
0.7267
0.6503
..
.
Heun
1.0000
0.9047
0.8177
0.7375
0.6630
..
.
Modified Euler
1.0000
0.9049
0.8179
0.7378
0.6634
..
.
20
1.0000
0.2355
0.2181
0.2173
The errors at t = 1 are, respectively, 0.0175, 1.419 104 , and 6.581 104
81
Problem 9.5
Consider the initial value problem
y 0 + 2y = 4, y(0) = 3.
(a) Find the exact solution of the given initial value problem.
(b) Use step size h = 0.05. Compute 20 steps of Eulers method, Heuns
method, and modified Eulers method. Compare the numerical values obtained at t = 1 by calculating the error |y(1) y20 |.
Solution.
(a) Solving the equation y 0 + 2y = 4 and imposing the initial condition we
obtain y(t) = 2 + e2t .
(b)
n
0
1
2
3
4
..
.
tn
0.0000
0.0500
0.1000
0.1500
0.2000
..
.
20
Euler Heun
3.0000 3.0000
2.9000 2.9050
2.8100 2.8190
2.7290 2.7412
2.6561 2.6708
..
..
.
.
1.0000 2.1216 2.1358
Modified Euler
3.0000
2.9050
2.8190
2.7412
2.6708
..
.
2.1358
h
h
2
2
= yn + h tn +
sin yn + tn sin yn , y0 = 1
2
2
tn = nh, h = 0.01, n = 0, 1, 2, , 199.
Solution.
Since tn = nh, h = 0.01, n = 0, 1, , 199, it follows that t0 = 0 and
N 1 = 199. Thus, N = 200 and T = tN t0 = N h = 200(0.01) = 2. From
the form of the iteration, it must be the modified Eulers method. Therefore,
f (t, y) = t sin2 y
Problem 9.8
h
yn+1 = yn + [tn yn2 + 2 + (tn + h)(yn + h(tn yn2 + 1))2 ], y0 = 2
2
tn = 1 + nh, h = 0.05, n = 0, 1, 2, , 99.
Solution.
Since tn = 1 + nh, h = 0.05, n = 0, 1, , 99, it follows that t0 = 1 and
N 1 = 99. Thus, N = 100 and T = tN t0 = 1 + N h 1 = 100(0.05) =
5. From the form of the iteration, it must be Heuns method. Therefore
f (t, y) = ty 2 + 1
1
y
t2 1
= 4t , y(2) = 1, y 0 (2) = 2.
Solution.
In this equation p(t) = 0, q(t) = et (t211) , and g(t) = 4t et . All three functions
are continuous for all t 6= 1, 0, 1. With t0 = 2 then the largest interval of
existence guaranteed by Theorem 15.1 is < t < 1
83
sin 2t 0
y
t2 9
+ 2y = 0, y(1) = 0, y 0 (1) = 1.
Solution.
2t
In this equation p(t) = t(tsin2 9)
, q(t) = 2t , and g(t) = 0. All three functions
are continuous for all t 6= 3, 0, 3. With t0 = 1 then the largest interval of
existence guaranteed by Theorem 15.1 is 0 < t < 3
Problem 10.4
ty 00 (1 + t)y 0 + y = t2 e2t , y(1) = 0, y 0 (1) = 1.
Solution.
In this equation p(t) = 1+t
, q(t) = 1t , and g(t) = te2t . All three functions
t
are continuous for all t 6= 0. With t0 = 1 then the largest interval of
existence guaranteed by Theorem 15.1 is < t < 0
Problem 10.5
(sin2 t)y 00 (2 sin t cos t)y 0 + (cos2 t + 1)y = sin3 t, y( 4 ) = 0, y 0 ( 4 ) =
2.
Solution.
2
t
, and g(t) = sin t. All three
In this equation p(t) = 2 cos
, q(t) = cossin2t+1
sin t
t
functions are continuous for all t 6= n, where n is an integer. With t0 = 4
then the largest interval of existence guaranteed by Theorem 15.1 is 0 < t <
Problem 10.6
t2 y 00 + ty 0 + y = sec (ln t), y( 3 ) = 0, y 0 ( 3 ) = 1.
Solution.
t)
In this equation p(t) = 1t , q(t) = t12 , and g(t) = sec t(ln
. All three functions
2
are continuous for all t > 0 and t 6= e(2n+1) 2 , where n is an integer. Note that
sec ln t = 0 only if cos ln t = 0 which implies that ln t = (2n + 1)) 2 . With
85
t0 = 3 then the largest interval of existence guaranteed by Theorem 15.1 is
e 2 < t < e 2
In Problems 10.7 - 10.8, give an example of an initial value problem of the
form y 00 + p(t)y 0 + q(t)y = 0, y(t0 ) = y0 , y 0 (t0 ) = y00 for which the given
tinterval is the largest on which Theorem 15.1 guarantees a unique solution.
Problem 10.7
< t < .
Solution.
One such an answer is
y 00 + y 0 + y = 0, y(0) = 0, y 0 (0) = 1
Problem 10.8
3 < t < .
Solution.
One such an answer is
y 00 +
1
y0
t3
+ y = 1, y(4) = 0, y 0 (4) = 1
Problem 10.9
Determine the largest interval in which the initial-value problem
(t 3)y 00 + ty 0 + (ln |t|)y = 0, y(1) = 0, y 0 (1) = 1
is certain to have a unique solution.
Solution.
|t|
t
We have p(t) = t3
and q(t) = lnt3
. Both functions are continuous for all
t 6= 0, 3. Since t0 = 1, the largest t-interval is 0 < t < 3
= 8 6= 0
= e4t 6= 0
89
Problem 11.4
ty 00 + y 0 = 0, y1 (t) = ln t, y2 (t) = ln 3t, y(3) = 0, y 0 (3) = 3, 0 < t < .
Solution.
(a)
ty100 + y10 = tt2 +
1
t
=0
1
t
=0
= 1 ln 3 6= 0
t
= 4t 6= 0, t < 0
4y100 + 4y10 + y1 = 4e 2 6= 0
so y1 is not a solution.
t
91
Solution.
(a) t2 y 00 ty 0 + y = t2 t1 t(3 + ln (3t)) + 2t + t ln (3t) = 0.
(b) We have
c1 t + c2 t ln t
= 2t + t ln (3t)
c1 + c2 (1 + ln t) = 3 + ln (3t)
Using the elimination method we find c1 = 2 + ln 3 and c2 = 1. Thus,
y(t) = (2 + ln 3)t + t ln t
Problem 11.9
The functions y1 (t) = e3t and y2 (t) = e3t are known to be solutions of
y 00 + y 0 + y = 0, where and are constants. Determine and .
Solution.
Since y100 + y10 + y1 = 0, 3 + = 9. Since y200 + y20 + y2 = 0 we find
3 + = 9. Hence, = 0 and = 9
Problem 11.10
The functions y1 (t) = t and y2 (t) = et are known to be solutions of y 00 +
p(t)y 0 + q(t)y = 0.
(a) Determine the functions p(t) and q(t).
(b) On what tintervals are the functions p(t) and q(t) continuous?
(c) Compute the Wronskian of these two functions. On what tintervals is
the Wronskian nonzero?
(d) Are the observations in (b) and (c) consistent with Abels Theorem?
Solution.
(a) Since y100 +p(t)y10 +q(t)y1 = 0, p(t)+tq(t) = 0. Since y200 +p(t)y20 +q(t)y2 = 0
t
we find p(t) + q(t) = 1. Solving for p(t) and q(t) we find p(t) = t1
and
1
q(t) = t1 .
(b) Both p(t) and q(t) are continuous on (, 1) (1, ).
(c)
t et
= et (t 1).
W (y1 (t), y2 (t)) =
1 et
The Wronskian is nonzero for all t 6= 1.
(d) Yes. W 6= 0 on the two intervals on which p and q are both continuous
Problem 11.11
It is known that two solutions of y 00 +ty 0 +2y = 0 has a Wronskian W (y1 (t), y2 (t))
that satisfies W (y1 (1), y2 (1)) = 4. What is W (y1 (2), y2 (2))?
Rt
1
sds
t2
= 4e 2 + 2 .
93
Solution.
By Abels Theorem
W (y1 (t), y2 (t)) = W (y1 (t0 ), y2 (t0 ))e
Rt
ds
t0 s
= t0
Problem 11.16
If W (y1 , y2 ) = t2 et and y1 (t) = t then find y2 (t).
Solution.
By the quotient rule
y2
y1
0
=
W
= et .
2
y1
= 3 6= 0
2
e2t
Problem 12.3
Solve the initial value problem
y 00 y = 0, y(0) = 1, y 0 (0) = 1.
Describe the behavior of the solution y(t) as t and t .
Solution.
The characteristic equation r2 1 = 0 has roots r = 1 and r = 1 so that
the general solution is given by
y(t) = c1 et + c2 et .
The initial conditions and y 0 (t) = c1 et c2 et lead to the system c1 + c2 = 1
and c1 c2 = 1. Solving this system, we find c1 = 0 and c2 = 1. Hence, the
unique solution to the initial value problem is
y(t) = et .
limt y(t) = and limt y(t) = 0
Problem 12.4
Solve the initial value problem
y 00 + 5y 0 + 6y = 0, y(0) = 1, y 0 (0) = 1.
Describe the behavior of the solution y(t) as t and t .
97
Solution.
The characteristic equation r2 + 5r + 6 = 0 has roots r = 2 and r = 3 so
that the general solution is given by
y(t) = c1 e2t + c2 e3t .
The initial conditions and y 0 (t) = 2c1 e2t 3c2 e3t lead to the system
c1 + c2 = 1 and 2c1 + 3c2 = 1. Solving this system, we find c1 = 2 and
c2 = 1. Hence, the unique solution to the initial value problem is
y(t) = 2e2t e3t .
limt y(t) = limt e3t (2et 1) = and limt y(t) = 0
Problem 12.5
Solve the initial value problem
y 00 4y = 0, y(3) = 0, y 0 (3) = 0.
Describe the behavior of the solution y(t) as t and t .
Solution.
The characteristic equation r2 4 = 0 has roots r = 2 and r = 2 so that
the general solution is given by
y(t) = c1 e2t + c2 e2t .
The initial conditions and y 0 (t) = 2c1 e2t 2c2 e2t lead to the system c1 e6 +
c2 e6 = 0 and 2c1 e6 2c2 e6 = 0. Solving this system, we find c1 = 0 and
c2 = 0. Hence, the unique solution to the initial value problem is y(t) 0.
limt y(t) = 0 and limt y(t) = 0
Problem 12.6
Solve the initial value problem
2y 00 3y 0 = 0, y(2) = 3, y 0 (2) = 0.
Describe the behavior of the solution y(t) as t and t .
2
The characteristic
equation
r
+
4r
+
2
=
0
has
roots
r
=
2
2 and
2)t
+ c2 e(2+ 2)t .
limt y(t) = limt e(2 2)t [ 2 + 2e2 2t ] = and
limt y(t) = 0
y(t) = c1 e(2
Problem 12.8
Solve the initial value problem
2y 00 y = 0, y(0) = 2, y 0 (0) =
2.
99
Solution.
y(t) = c1 e
2
t
2
2
2
so
+ c2 e
2
t
2
2
t
2
Problem 12.10
A particle of mass m moves along the x-axis and is acted upon by a drag
force proportional to its velocity. The drag constant is denoted by k. If x(t)
represents the particle position at time t, Newtons law of motion leads to
the differential equation mx00 (t) = kx0 (t).
(a) Obtain the general solution to this second order linear differential equation.
(b) Solve the initial value problem if x(0) = x0 and x0 (0) = v0 .
(c) What is limt x(t)?
x(t) = c1 + c2 e m t .
k
k
(b) The initial conditions and x0 (t) = m
c2 e m t lead to c1 = x0 +
m
c2 = k v0 . Hence,
m m kt
x(t) = x0 + v0 v0 e m .
k
k
m
v
k 0
and
m
v
k 0
Problem 12.11
Find a homogeneous second-order linear ordinary differential equation whose
general solution is y(t) = c1 e2t + c2 et .
Solution.
The roots for the characteristic equation are r = 2 and r = 1 so that
(r 2)(r + 1) = 0 and hence r2 r 2 = 0. The homogeneous equation is
then y 00 y 0 2y = 0
Problem 12.12
Find the general solution of the differential equation y 00 3y 0 4y = 0.
Solution.
The characteristic equation r2 3r 4 = 0 has roots r = 1 and r = 4.
Thus,
y(t) = c1 et + c2 e4t
Problem 12.13
Find the general solution of the differential equation y 00 + 4y 0 5y = 0.
Solution.
The characteristic equation r2 + 4r 5 = 0 has roots r = 1 and r = 5.
Thus,
y(t) = c1 et + c2 e5t
Problem 12.14
Find the general solution of the differential equation 3y 00 + 2y 0 + y = 0.
101
Solution.
The characteristic equation 3r2 + 2r + 1 = 0 has roots r = 1 and r = 31 .
Thus,
t
y(t) = c1 et + c2 e 3
Problem 12.15
Solve the initial-value problem: y 00 + 3y 0 4y = 0, y(0) = 1, y 0 (0) = 1.
Solution.
The characteristic equation r2 + 3r 4 = 0 has roots r = 1 and r = 4.
Thus,
y(t) = c1 et + c2 e4t .
The initial conditions and y 0 (t) = c1 et 4c2 e4t lead to the system c1 +c2 = 1
and c1 4c2 = 1. Solving this system, we find c1 = 53 and c2 = 52 . Thus,
1
y(t) = (3et + 2e4t )
5
Problem 12.16
Solve the initial-value problem: 2y 00 + 5y 0 3y = 0, y(0) = 2, y 0 (0) = 1.
Solution.
The characteristic equation 2r2 + 5r 3 = 0 has roots r = 3 and r = 21 .
Thus,
t
y(t) = c1 e3t + c2 e 2 .
t
The initial conditions and y 0 (t) = 3c1 e3t + c22 e 2 lead to the system c1 +c2 =
2 and 3c1 + c22 = 1. Solving this system, we find c1 = 0 and c2 = 2. Thus,
t
y(t) = 2e 2
13 Characteristic Equations
with Repeated Roots
In Problems 13.1 - 13.5 answer the following questions.
(a) Obtain the general solution of the differential equation.
(b) Impose the initial conditions to obtain the unique solution of the initial
value problem.
(c) Describe the behavior of the solution as t and t .
Problem 13.1
5
9y 00 6y 0 + y = 0, y(3) = 2, y 0 (3) = .
3
Solution.
(a) The characteristic equation 9r2 6r + 1 = 0 has the roots r1 = r2 = 13 .
The general solution is then
t
y(t) = c1 e 3 + c2 te 3 .
t
(b) The initial conditions and y 0 (t) = c31 e 3 + c2 e 3 + c32 te 3 lead to the system
c1 + 3c2 = 2e1 and c1 + 6c2 = 5e1 . Solving this system, we find c1 = e1
and c2 = e1 . Thus, the unique solution is
t
y(t) = e 3 1 (1 t).
(c)
limt y(t) = limt
1t
t
e1 3
= limt
t
1
t
1/3e1 3
t
=0
t
104
2t
y(t) = c1 e 5 + c2 te 5
2t
2t
2t
(b) The initial conditions and y 0 (t) = 2c51 e 5 + c2 e 5 2c52 te 5 lead to the
system c1 + 5c2 = 4 and 2c1 + 5c2 = 3. Solving this system, we find c1 = 1
and c2 = 1. Thus, the unique solution is
2t
y(t) = e 5 (t 1).
(c)
limt y(t) = limt e
2t
5
(1 t) =
and
limt y(t) = limt e
2t
5
(t 1) = limt
1
2 2t
e5
5
=0
Problem 13.3
y 00 4y 0 + 4y = 0, y(1) = 4, y 0 (1) = 0.
Solution.
(a) The characteristic equation r2 4r + 4 = 0 has the roots r1 = r2 = 2.
The general solution is then
y(t) = c1 e2t + c2 te2t .
(b) The initial conditions and y 0 (t) = 2c1 e2t +c2 e2t +2c2 te2t lead to the system
c1 + c2 = 4e2 and 2c1 + 3c2 = 0. Solving this system, we find c1 = 12e2
and c2 = 8e2 . Thus, the unique solution is
y(t) = 4e2t2 (2t 3).
(c)
105
limt y(t) = limt
2t3
e22t
= limt
2
2e22t
=0
and
limt y(t) =
Problem 13.4
y 00 + 2 2y 0 + 2y = 0, y(0) = 1, y 0 (0) = 0.
Solution.
+ c2 te 2t .
0
2t
2t
2t
(b) The initial conditions
and
y
(t)
=
2c
e
+
c
e
2c
te
1
2
2
2t
(c) We have
lim y(t) = = .
Also,
1 + 2t
2
= lim = 0
lim y(t) = lim
t
t
t
e 2t
2e 2t
Problem 13.5
3y 00 + 2 3y 0 + y = 0, y(0) = 2 3, y 0 (0) = 3.
Solution.
(b) The initial conditions and y 0 (t) = rc1 ert + c2 ert + rc2 tert lead to c1 = 2 3
and c2 = 5. Thus, the unique solution is
t
y(t) = e 3 (5t + 2 3).
(c)
106
and
limt y(t) = limt
2 3+5t
t
e 3
= limt
(1/ 3)e
t
3
=0
Problem 13.6
Find the general solution of y 00 6y 0 + 9y = 0.
Solution.
The characteristic equation r2 6r + 9 = 0 has double roots r1 = r2 = 3 so
the general solution is
y(t) = c1 e3t + c2 te3t
Problem 13.7
Find the general solution of 4y 00 4y 0 + y = 0.
Solution.
The characteristic equation 4r2 4r + 1 = 0 has double roots r1 = r2 =
the general solution is
t
t
y(t) = c1 e 2 + c2 te 2
Problem 13.8
Solve the initial-value problem: y 00 + y 0 +
y
4
1
2
so
= 0, y(0) = 2, y 0 (0) = 0.
Solution.
The characteristic equation r2 + r + 41 = 0 has double roots r1 = r2 = 12 so
the general solution is
t
t
y(t) = c1 e 2 + c2 te 2 .
Since y(0) = 2, we find c1 = 2. Since y 0 (0) = 0, we find c1 2c2 = 0. Solving
for c2 , we find c2 = 1. Hence, the unique solution is
t
y(t) = 2e 2 + te 2
14 Characteristic Equations
with Complex Roots
Problem 14.1
For any z = + i we define the conjugate of z to be the complex number
z = i. show that = 12 (z + z) and = 2i1 (z z).
Solution.
Adding z and z, we find 2 = z + z. Hence, = 12 (z + z). Next, subtracting
z from z, we find 2i = z z. Therefore, = 2i1 (z z)
Problem 14.2
Write each of the complex numbers in the form + i, where and are
real numbers.
1. 2ei 3 .
3
2. (2 i)ei 2 .
3. ( 2ei 6 )4 .
Solution.
Recall Eulers identity: e+i = e (cos + i sin ). Thus,
2
3. ( 2ei 6 )4 = ( 2)4 ei 3 = 4( 12 + i 23 ) = 2 + 2i 3
107
108
Problem 14.3
Write each function in the form Aet cos t + iBet sin t, where , , A, and
B arereal numbers.
1. 2ei 2t .
2. 12 e2t+i(t+) .
3. ( 3e(1+i)t )3 .
Solution.
UsingEulers formula
we find
i 2t
1. 2e
= 2 cos 2t + 2i sin 2t.
2. 12 e2t+i(t+) = 21 e2t cos (t + ) 21 e2t i sin (t + ) = 21 e2t cos t + 12 ie2t sin t.
109
r2 = 12 (1 + i).
t
(b) y(t) = e 2 (c1 cos 2t + c2 sin 2t ).
t
t
(c) The initial conditions and y 0 (t) = 21 e 2 cos 2t (c1 + c2 ) + 12 e 2 sin 2t (c1 + c2 )
y 00 + 4y 0 + 5y = 0, y( ) = , y 0 ( ) = 2.
2
2
2
Solution.
(a) The characteristic equation r2 + 4r + 5 = 0 has roots r1 = 2 i and
r2 = 2 + i.
(b) y(t) = e2t (c1 cos t + c2 sin t).
(c) The initial conditions and y 0 (t) = e2t cos t(c2 2c1 ) e2t sin t(c1 + 2c2 )
lead to the equations e c2 = 21 and c1 + 2c2 = 2e . Solving, we find c1 = e
and c2 = 21 e . Hence, the unique solution to the initial value problem is
y(t) = e2t (cos t +
1
sin t)
2
Problem 14.7
y 00 + 4 2 y = 0, y(1) = 2, y 0 (1) = 1.
Solution.
(a) The characteristic equation r2 + 4 2 = 0 has roots r1 = 2i and r2 =
2i.
(b) y(t) = c1 cos 2t + c2 sin 2t.
(c) The initial conditions and y 0 (t) = 2c2 cos 2t 2c1 sin 2t lead to the
equations c1 = 2 and 2c2 = 1. Solving, we find c1 = 2 and c2 = (2)1 .
Hence, the unique solution to the initial value problem is
y(t) = 2 cos 2t + (2)1 sin 2t
110
Problem 14.8
9y 00 + 2 y = 0, y(3) = 2, y 0 (3) = .
Solution.
(a) The characteristic equation 9r2 + 2 = 0 has roots r1 = 3 i and r2 = 3 i.
(b) y(t) = c1 cos 3 t + c2 sin 3 t.
(c) The initial conditions and y 0 (t) = 3 c2 cos 3 t 3 c1 sin 3 t lead to the equations c1 = 2 and 3 c2 = . Solving, we find c1 = 2 and c2 = 3. Hence,
the unique solution to the initial value problem is
.
4
Solution.
The roots of the characteristic equation are r1,2 = 2i so that the characteristic equation is r2 + 4 = 0. Hence, the corresponding differential equation
is y 00 + 4y = 0. From this, we find a = 0 and b = 4. Now, y0 = y( 4 ) =
2 sin 2 + cos 2 = 2. Finally, y00 = y 0 ( 4 ) = 4 cos 2 2 sin 2 = 2
Problem 14.10
.
6
Solution.
The roots of the characteristic equation are r1,2 = 1 2i so that the characteristic equation is r2 2r + 5 = 0. Hence, the corresponding differential equation is y 00 2y 0 + 5y = 0. From this,
we find a = 2 and
111
In Problems 14.11 - 14.13, rewrite the function y(t) in the form y(t) =
Ket cos (t ), where 0 < 2. Use this representation to sketch a
graph of the given function, on a domain sufficiently large to display its
main features.
Problem 14.11
y(t) = sin t + cos t.
Solution.
2 + 12 =
1
2. Moreover, cos =
We have
c
=
1
and
c
=
1
so
that
K
=
1
2
c1
2
2
2 cos t
.
4
Problem 14.12
y(t) = et cos t + 3et sin t.
Solution.
We have c1 = 1 and
3 so that K = 1 + 3 = 2. Moreover, cos =
c2 =
c1
= 12 and sin = 23 . Thus, = 3 and
K
y(t) = 2et cos t
.
3
112
Problem 14.13
y(t) = e2t cos 2t e2t sin 2t.
Solution.
Problem 14.14
Consider the differential equation y 00 + ay 0 + 9y = 0, where a is a real number.
113
Suppose that we know the Wronskian of a fundamental set of solutions of
this differential equation is constant: W (t) = 1 for all real numbers t. Find
the general solution of this differential equation.
Solution.
First we need to find a. Since W 0 (t) = aW (t), a = 0 so that y 00 + 9y = 0.
The characteristic equation is r2 + 9 = 0 and has complex roots r1,2 = 3i.
Thus, the general solution is given by
y(t) = c1 cos 3t + c2 sin 3t
Problem 14.15
Rewrite 2 cos 7t 11 sin 7t in phase-angle form. Give the exact function (so
your answer will involve the inverse tangent function.)
Solution.
11
y(t) = 5 5 cos 7t + arctan
2
Problem 14.16
Find a homogeneous linear ordinary differential equation whose general solution is y(t) = c1 e2t cos (3t) + c2 e2t sin (3t).
Solution.
The roots to the characteristic equation are r1,2 = 2 3i so that the characteristic equation is r2 4r + 13 = 0 and the corresponding differential
equation is
y 00 4y 0 + 13y = 0
Problem 14.17
Rewrite y(t) = 5e(52i)t 3e(5+2i)t , without complex exponents, using sines
and cosines. What ODE of the form ay 00 + by 0 + cy = 0, has y as a solution?
Solution.
Using Eulers formula, we have e(52i)t = e5t (cos 2t i sin 2t) and e(5+2i)t =
e5t (cos 2t + i sin 2t). Thus, y(t) = 2e5t cos 2t 8ie5t sin 2t. The characteristic
roots are r1,2 = 5 2i so that the characteristic equation is r2 10r + 29 and
the corresponding differential equation is
y 00 10y 0 + 29y = 0
114
Problem 14.18
Consider the function y(t) = 3 cos 2t 4 sin 2t. Find a second order linear
IVP that y satisfies.
Solution.
The roots to the characteristic equation are r1,2 = 2i so that the characteristic equation is r2 + 4 = 0 and the corresponding differential equation
is
y 00 + 4y = 0, y(0) = 3, y 0 (0) = 8
Problem 14.19
An equation of the form
t2 y 00 + ty 0 + y = 0, t > 0
where and are real constants is called an Euler equation. Show that
the substitution x = ln t transforms Euler equation into an equation with
dy dx
= dx
.
constant coefficients. Hint: dy
dt
dt
Solution.
= 1 . But
Since x = ln t, wefind dx
dt t
dy
d2 y
d2 y
dy
1
t12 dx
+ t12 dx
dx
. Hence,
2 = t2
dx2
dy
dt
dy dx
dx dt
1 dy
.
t dx
Moreover,
d2 y
dt2
0 =t2 y 00 + ty 0 + y
2
1 dy
dy
1 dy
2
=t
+ t
+ y
t2 dx2 dx
t dx
dy
d2 y
= 2 + ( 1) + y
dx
dx
Problem 14.20
Use the result of the previous problem to solve the differential equation t2 y 00 +
ty 0 + y = 0.
Solution.
Here we have = = 1 so that
d2 y
+y =0
dx2
115
The characteristic equation is r2 + 1 = 0 with complex roots r1,2 = i. The
general solution is
y(x) = c1 cos x + c2 sin x
or
y(t) = c1 cos (ln t) + c2 sin (ln t)
116
15 Series Solutions of
Differential Equations
Problem 15.1
Identify the singular and ordinary points of the differential equation
y 00 + ty 0 + (t2 + 2)y = 0.
Solution.
Since p(t) = t and q(t) = t2 + 2 are polynomials, they are analytic functions
everywhere. Thus, every real number is an ordinary point
Problem 15.2
Identify the singular and ordinary points of the differential equation
1
(t2 1)y 00 + ty 0 + y = 0.
t
Solution.
t
We have p(t) = t2 1
and q(t) = t(t211) . Thus, the points 1, 1, and 0 are
singular points of the equation, any other real number is an ordinary point
of the equation
Problem 15.3
Identify the singular and ordinary points of the differential equation
(t2 4)y 00 + 3ty 0 + y = 0.
Solution.
We have p(t) = t23t4 and q(t) = t214 . Thus, the singular points are t = 2
and any other point is an ordinary point
117
118
Problem 15.4
The point t0 = 0 is an ordinary point of the differential equation
(t2 4)y 00 + 3ty 0 + y = 0.
Determine a value of R as stated in Theorem 18.1.
Solution.
The point t0 = 0 is an ordinary point. By the previous exercise, both p(t)
and q(t) are analytic in 2 < t < 2 so that a choice of R is R = 2
Problem 15.5
Find the series solution near the ordinary point 0 to the differential equation
y 00 + ty 0 + (t2 + 2)y = 0.
Solution.
There are no singular points. Thus, the series solution converges for every
value of t. The solution is of the form
y(t) =
an tn .
n=0
n2
n(n 1)an t
n=2
+t
n1
nan t
+t
n=1
X
n=2
X
n=1
an t + 2
n=0
nan tn +
X
n=0
an tn+2 +
an tn =0
n=0
2an tn =0
n=0
X
X
X
X
n
n
n
(n + 2)(n + 1)an+2 t +
nan t +
an2 t +
2an tn =0.
n=0
n=1
n=2
n=0
119
Since we want to express everything in only one summation sign, we have to
start the summation at n = 2 in every series
(n + 2)(n + 1)an+2 tn +
n=0
nan tn +
n=1
an2 tn +
n=2
2an tn =
n=0
X
X
n
2a2 + 6a3 t +
(n + 2)(n + 1)an+2 t + a1 t +
nan tn +
n=2
n=2
n=2
2an tn =0
n=2
or
n=2
2a0 + 2a2 =0
3a1 + 6a3 =0
(n + 1)(n + 2)an+2 + (n + 2)an + an2 =0.
Thus,
a2 = a0
a1
a3 =
2
(n + 2)an + an2
an+2 =
, n 2.
(n + 1)(n + 2)
120
an tn .
n=0
n=1
n=2
121
Substituting these series in the given equation we find
n2
n(n 1)an t
n=2
nan t
n=1
n=2
n1
nan tn
n=1
an tn =0
n=0
an tn+2 =0
n=0
X
X
X
n
n
(n + 2)(n + 1)an+2 t
nan t
an2 tn =0.
n=0
n=1
n=2
X
X
X
n
n
(n + 2)(n + 1)an+2 t
nan t
an2 tn =
n=0
2a2 + 6a3 t +
(n + 2)(n + 1)an+2 tn a1 t
n=2
n=1
n=2
nan tn
n=2
2a2 + (6a3 a1 )t +
an2 tn =
n=2
n=2
122
an tn .
n=0
n=1
n=2
123
Substituting these series in the given equation we find
t2
n=2
n(n 1)an tn +
n=2
n=2
nan tn1 +
n=2
n=1
n=0
n=2
n(n 1)an tn +
nan tn1 +
n=1
n=0
n=0
(n + 2)(n + 1)an+2 tn
(n + 1)an+1 tn +
n=0
an tn =0
an tn =0
an tn =0.
n=0
X
X
X
n
n
n(n 1)an t +
(n + 2)(n + 1)an+2 t
(n + 1)an+1 t +
an tn =
n=2
n=0
n=0
n=0
X
n
n(n 1)an t + 2a2 + 6a3 t +
(n + 2)(n + 1)an+2 tn
n=2
n=2
a1 2a2 t
n=2
n=2
(n + 1)an+1 tn + a0 + a1 t +
an tn =0.
X
(2a2 a1 +a0 )+(6a3 2a2 +a1 )t+
(n + 2)(n + 1)an+2 + (n2 n + 1)an (n + 1)an+1 tn = 0.
n=2
124
a2 =
a3
a4
a5
a6
a7
n=0
Solution.
We have
X
X
X
X
n2 an (t 2)n
nan (t 2)n+1 +
n2 an (t 2)n =
(n 1)an1 (t 2)n +
n=0
n=2
n=2
n=1
(n 1)an1 (t 2) +
n=2
n2 an (t 2)n
n=2
2
n=2
Problem 15.9
Find the series solution near the ordinary point 0 to the differential equation
y 00 + ty 0 + y = 0.
125
Solution.
We seek solution of the form
y(t) =
an tn .
n=0
n=1
n=2
n2
n(n 1)an t
+t
n=2
nan t
n=1
n=2
(n + 1)(n + 2)an+2 tn +
n1
nan tn +
n=0
n=1
n=0
nan tn +
n=1
n=0
an tn =0
an tn =0
an tn =0.
n=0
n=1
a2 =
an+2
126
an tn .
n=0
X
X
2
n2
(1 2t + t )
n(n 1)an t
2
an tn =0
n(n 1)an tn 2
n=2
X
n=2
n(n 1)an tn 2
X
n=2
X
n=1
n=2
n=0
n=2
n
n(n + 1)an+1 tn + sum
n=0 (n + 1)(n + 2)an+2 t 2
n=0
X
n=0
an tn =0
an tn =0.
127
Since we want to express everything in only one summation sign, we have to
start the summation at n = 2 in every series
X
(2a2 2a0 )+(6a3 2a1 4a2 )t+
(n + 2)(n + 1)an+2 2n(n + 1)an+1 + (n2 n 2)an tn = 0.
n=2
128
131
(c) The general solution to the differential equation is y(t) = c1 +c2 et 2tet .
The derivative of this function is given by y 0 (t) = c2 et 2et + 2tet . The
condition y(0) = 2 leads to c1 + c2 = 2. The condition y 0 (0) = 2 leads to
c2 2 = 2. Solving for c1 and c2 , we find c1 = 6 and c2 = 4. The unique
solution is given by
y(t) = 6 4et 2tet
Problem 16.4
y 00 + 4y = 10et , y() = 2, y 0 () = 0, yp (t) = 2et .
Solution.
(a) yp0 = yp00 = 2et .
yp00 + 4yp0 =2et + 8et
=10et .
(b) The associated characteristic equation r2 + 4 = 0 has roots r1 = 2i and
r2 = 2i. Hence, the general solution to the homogeneous differential equation
is
yh (t) = c1 cos 2t + c2 sin 2t.
(c) The general solution to the differential equation is y(t) = c1 cos 2t +
c2 sin 2t+2et . The derivative of this function is given by y 0 (t) = 2c1 sin 2t+
2c2 cos 2t + 2et . The condition y() = 2 leads to c1 + 2 = 2. The condition
y 0 () = 0 leads to 2c2 + 2 = 0. Solving for c1 and c2 , we find c1 = 0 and
c2 = 1. The unique solution is given by
y(t) = sin 2t + 2et
Problem 16.5
133
In Problems 16.7 - 16.8, use the functions u1 , u2 and u3 to construct a particular solution of the differential equation.
Problem 16.7
1
u00 + p(t)u0 + q(t)u = et + 2t + .
2
Solution.
The right-hand side of the given equation can be written as et + 2t + 12 =
1
(2et +1)+ 23 (3t) so that by Theorem 16.2, the function u(t) = 12 u1 (t)+ 32 u3 (t)
2
is the required particular solution
Problem 16.8
u00 + p(t)u0 + q(t)u =
et + et
.
2
Solution.
t
t
= 14 (2et +
The right-hand side of the given equation can be written as e +e
2
1
(3t) so that by Theorem 16.2, the function u(t) =
1) + 14 (2et t 1) + 12
1
1
1
u (t) + 4 u2 (t) + 12 u3 (t) is the required particular solution
4 1
In Problems 16.9 - 16.11, determine the function g(t).
Problem 16.9
y 00 2y 0 = g(t), yp (t) = 3t +
Solution.
We have yp0 = 3 +
2 t
and yp00 =
1
3
4t 2
t, t > 0.
. Thus,
1
1+t
Problem 16.11
y 00 + 2y 0 + y = g(t), yp (t) = t 2.
Solution.
We have yp0 = 1 and yp00 = 0. Thus,
g(t) =yp00 + 2yp0 + yp
=0 + 2 + t 2
=t
In Problems 16.12 - 16.13, the general solution of the nonhomogeneous differential equation y 00 + y 0 + y = g(t) is given, where c1 and c2 are arbitrary
constants. Determine the constants and and the function g(t).
Problem 16.12
y(t) = c1 et + c2 tet + t2 et .
Solution.
From the given general solution we see that the roots of the characteristic
equation are r1 = r2 = 1. Thus, the characteristic equation is (r 1)(r 1) =
r2 2r +1 = 0. The associated differential equation is y 00 2y 0 +y = 0. Hence,
= 2 and = 1. Now,
g(t) =yp00 2yp0 + yp
=2et + 4tet + t2 et 4tet 2t2 et + t2 et
=2et
Problem 16.13
y(t) = c1 sin 2t + c2 cos 2t 1 + sin t.
135
Solution.
From the given general solution we see that the roots of the characteristic
equation are r1 = 2i and r2 = 2i. Thus, the characteristic equation is
(r2i)(r+2i) = r2 +4 = 0. The associated differential equation is y 00 +4y = 0.
Hence, = 0 and = 4. Now,
g(t) =yp00 + 4yp
= sin t + 4 sin t 4
=3 sin t 4
Problem 16.14
t
Given that the function e5 satisfies the differential equation y 00 + 4y = et ,
write a general solution of the differential equation y 00 + 4y = et .
Solution.
First, we find yh . The characteristic equation r2 + 4 = 0 has the roots
r1,2 = 2i. Thus, yh (t) = c1 cos 2t + c2 sin 2t. The general solution to the
nonhomogeneous equation is
y(t) = c1 cos 2t + c2 sin 2t +
et
5
Problem 16.15
Find the general solution to the differential equation
y (4) + 9y 00 = 24 + 108t2
given a particular solution yp (t) = cos 3t + sin 3t + t4 .
Solution.
Let z = y 00 . Then the given equation reduces to a second order differential
equation
z 00 + 9z = 24 + 108t2 .
The characteristic equation is r2 + 9 = 0 so that the roots are r1,2 = 3i.
Thus, zh (t) = c1 cos 3t + c2 sin 3t. Integrating this function twice we find
yh (t) = c1 cos 3t + c2 sin 3t + c3 t + c4 . Hence, the general solution to the given
differential equation is
y(t) = c1 cos 3t + c2 sin 3t + c3 t + c4 + t4
Z
sin t sec tdt =
d(cos t)
= ln | cos t|
cos t
and
Z
u2 =
Z
cos t sec tdt =
dt = t.
138
Solution.
The characteristic equation r2 1 = 0 for y 00 y = 0 has roots r = 1. The
homogeneous solution is
yh (t) = c1 et + c2 et .
The homogeneous solution yh (t) = c1 et + c2 et found above implies y1 =
et , y2 = et is a suitable independent pair of solutions. Their Wronskian is
W = 2. The variation of parameters formula applies:
Z t
Z t
e t
e t
t
t
e dt e
e dt.
yp (t) = e
2
2
Integration, followed by setting all constants of integration to zero, gives
t
t
yp (t) = te2 e4 .
The general solution is
1
y(t) = c1 et + c2 et + tet
2
Problem 17.3
Solve the following 2nd order equation using the variation of parameters
method:
y 00 + 4y = t2 + 8 cos 2t.
Solution.
The characterisitc equation r2 + 4 = 0 has roots r = 2i so that yh (t) =
c1 cos 2t + c2 sin 2t. Hence, y1 (t) = cos 2t, y2 (t) = sin 2t, and W (t) = 2. Thus,
Z
Z
cos 2t(t2 + 8 cos 2t)
sin 2t(t2 + 8 cos 2t)
dt + sin 2t
dt
yp = cos 2t
2
2
1
1
1
= cos 2t( t sin 2t + cos 2t t2 cos 2t cos2 2t)
4
8
4
1
1
1 2
1
+ sin 2t( t cos 2t sin 2t + t sin 2t + 2t + sin 4t)
4
8
4
2
1 1 2
1
= + t + cos2 2t cos 2t + 2t sin 2t + sin 4t sin 2t.
8 4
2
The general solution is
y(t) = c1 cos 2t + c2 sin 2t
1 1 2
+ t + 2t sin 2t
8 4
139
Problem 17.4
Find a particular solution by the variation of parameters to the equation
y 00 + 2y 0 + y = et ln t.
Solution.
The characteristic equation
r2 + 2r + 1 = 0
has roots r1 = r2 = 1, so the fundamental solutions of the reduced equation
are
y1 (t) = et , y2 (t) = tet .
Compute the Wronskian.
t
e
tet
W (t) =
et et tet
t2
2
y2 (t)g(t)
dt
W (t)
tet et ln t
dt
e2t
Z 2
t2
t 1
t ln tdt = ln t +
dt
2
2 t
t2
ln t + .
4
Compute u2 (t).
Z
y1 (t)g(t)
dt
W (t)
Z t t
e e ln t
=
dt
e2t
Z
Z
1
= ln tdt = t ln t t dt
t
=t ln t t.
u2 (t) =
140
Note.
We used integration by parts to compute the integrals
R
ln tdt.
The particular solution to our complete equation is
t ln tdt and
1
59
, y 0 (0) = .
64
64
Solution.
From the characteristic equation, we obtain y1 (t) = et , y2 (t) = e3t and
W (t) = 4e2t . Integration then yields
Z 3t t
t2
e te
dt
=
u1 (t) =
4e2t
8
Z
t t
e te
1 4t e4t
u2 (t) =
dt = te +
.
4e2t
16
64
Thus. yp (t) =
et
(8t2
64
t2 t
1
e tet .
8
16
Initial conditions:
1
64
4
59
y 0 (0) =c1 3c2
= .
64
64
y(0) =c1 + c2 =
15
64
et 2
1
(8t 4t + 15) e3t
64
4
141
Problem 17.6
(a) Usually
the first thing to do would be to check that y1 (t) = e t and
y2 (t) = e t really are solutions to the equation. However, the question says
that this can be assumed and so we move on to the next step, which is to
check that the Wronskian of the two solutions is non-zero on (0, ). We have
y10 =
and so
e
t
1
e
and y20 = 2
t
1
1
1
W (t) = y1 y20 y10 y2 = = .
2 t 2 t
t
This is indeed non-zero and so {e t , e t } is a fundamental set for the homogeneous equation.
(b) The variation of parameters formula says that
Z
Z
y1 g
y2 g
dt + y2
dt
y = y1
W (t)
W (t)
is a solution to the nonhomogeneous equation in the form y 00 + py 0 + qy = g.
To get the
right g, we have to divide the equation through by 4t and so
1
t
g = t e . Thus
Z et ( 1 )et
Z et ( 1 )et
t
t
dt
y =e t
dt + e t
1/ t
1/ t
Z
Z
t
t
=e
dt e
e2 t dt
Z
t
t
=te e
e2 t dt.
142
1
1
2 t
e dt =
ueu du = (u 1)eu = ( t 1/2)e2 t .
2
2
Thus
y = (t
t + 1/2)e
is one solution to the equation. You might notice that the 1/2 can be dropped
(because (1/2)e t is a solution to the homogeneous equation) so that
y = (t t)e t
would also work
Problem 17.7
Use the method of variation of parameters to find the general solution to the
equation
y 00 + y = sin t.
Solution.
The characteristic equation r2 + 1 = 0 has roots r = i so that the solution
to the homogeneous equation is yh (t) = c1 cos t + c2 sin t. The Wronskian
. Hence, u1 (t) =
is W (cos t, sin t) = 1. Now u01 (t) = sin2 t = cos (2t)1
2
1 1
0
(
sin(2t)
t).
Similarly,
u
(t)
=
sin
t
cos
t.
Hence,
u
(t)
= 21 sin2 t. So
2
2
2 2
yp (t) = 12 t cos t + 12 sin t. The general solution is given by
1
y(t) = c1 cos t + c2 sin t t cos t
2
Problem 17.8
Consider the differential equation
t2 y 00 + 3ty 0 3y = 0, t > 0.
(a) Determine r so that y = tr is a solution.
(b) Use (a) to find a fundamental set of solutions.
(c) Use the method of variation of parameters for finding a particular solution
to
1
t2 y 00 + 3ty 0 3y = 3 , t > 0.
t
143
Solution.
(a) Inserting y, y 0 , and y 00 into the equation we find r2 + 2r 3 = 0. Solving
for r to obtain r1 = 1 and r2 = 3.
(b) Let y1 (t) = t and y2 (t) = t3 . Since
3
t
t
3
W (t) =
4 = 4t
1 3t
{y1 , y2 } is a fundamental set of solutions for t > 0.
(c) Recall that the variation of parameters formula states that if y1 and y2
form a fundamental solution set for y 00 + p(t)y 0 + q(t)y = 0, then yp (t) =
u1 (t)y1 (t) + u2 (t)y2 (t) is a particular solution to the equation y 00 + p(t)y 0 +
q(t)y = g(t), where
Z 3 5
1
t t
dt = t4
u1 (t) =
3
4t
16
Z
5
1
tt
dt = ln t.
u2 (t) =
3
4t
4
Thus,
yp (t) =
1 3 1 3
t t ln t
16
4
Problem 17.9
Use the method of variation of parameters to find the general solution to the
differential equations
y 00 + y = sin2 t.
Solution.
The characterisitc equation r2 + 1 = 0 has roots r = i so that y1 (t) =
cos t, y2 (t) = sin t, and W (t) = 1. Hence,
Z
Z
1
2
u1 (t) = sin t sin tdt = (1 cos2 t)d(cos t) = cos t cos3 t
3
Z
1
u2 (t) = cos t sin2 tdt = sin3 t.
3
Thus,
yp (t) = cos2 t
1
1
cos4 t + sin4 t
3
3
and
y(t) = c1 cos t + c2 sin t + cos2 t
1
1
cos4 t + sin4 t
3
3
144
1
dt
1+t2
Solution.
We have
Z
0
1
dt = lim [arctan t]A
0
2
A
0 1+t
= lim arctan A = .
A
2
1
dt = lim
A
1 + t2
t
dt
1+t2
Z A
t
1
2t
1
2 A
dt
=
lim
dt
=
lim
ln
(1
+
t
)
0
1 + t2
2 A 0 1 + t2
2 A
1
= lim ln (1 + A2 ) = .
2 A
eA
cos udu
1
A
= sin 1.
Hence, the integral is convergent
Problem 18.4
Using the definition, find L[e3t ], if it exists. If the Laplace transform exists
then find the domain of F (s).
Solution.
We have
A
3t
3t st
L[e ] = lim
e e
= lim
= lim
t(3s)
e
3s
dt = lim
et(3s) dt
A
A(3s)
1
e
3s
3s
1
, s>3
s3
Problem 18.5
Using the definition, find L[t 5], if it exists. If the Laplace transform exists
then find the domain of F (s).
147
Solution.
Using integration by parts we find
(
)
Z A
Z A
st A
(t 5)e
1
(t 5)est dt = lim
L[t 5] = lim
est dt
+
A
A 0
s
s 0
0
(
)
A
est
(A 5)esA + 5
= lim
A
s
s2 0
1
5
, s>0
2
s
s
Problem 18.6
2
Using the definition, find L[e(t1) ], if it exists. If the Laplace transform
exists then find the domain of F (s).
=
Solution.
We have
(t1)2 st
e(t1) st dt.
dt =
0
0
1
+
= , for any fixed s
Since limt (t 1)2 st = limt t2 1 (2+s)
2
t
t
e
L[(t 2) ] = lim
2 st
(t 2) e
lim
0
0
4 2
dt = + lim
s s T
(t 2)est dt.
st
1
2
+ 2
s s
=
4
2
4
2 + 3, s > 0
s s
s
Problem 18.8
Using the definition, find L[f (t)], if it exists. If the Laplace transform exists
then find the domain of F (s).
0,
0t<1
f (t) =
t 1,
t 1.
Solution.
We have
Z
L[f (t)] = lim
T
0
(t 1)est dt.
1
st
0t<1
0,
t 1, 1 t < 2
f (t) =
0,
t 2.
149
Solution.
We have
2
Z 2
(t 1)est
1 st
e2s 1 s 2s
st
(t1)e dt =
L[f (t)] =
2e
=
+ 2 (e e ), s 6= 0
s
s
s
s
1
1
Problem 18.10
Let n be a positive integer. Using integration by parts establish the reduction
formula
Z
Z
tn est n
n st
t e dt =
+
tn1 est dt, s > 0.
s
s
Solution.
st
Let u0 = est and v = tn . Then u = e s and v 0 = ntn1 . Hence,
Z
n st
t e
tn est n
dt =
+
s
s
Problem 18.11
For s > 0 and n a positive integer evaluate the limits
(a) limt0 tn est
Solution.
n
(a) limt0 tn est = limt0 etst = 10 = 0.
(b) Using LHopitals rule repeatedly we find
lim tn est = = lim
n!
t sn est
=0
Problem 18.12
(a) Use the previous two problems to derive the reduction formula for the
Laplace transform of f (t) = tn ,
L[tn ] =
n n1
L[t ], s > 0.
s
n!
sn+1
, s>0
s cos t + sin t
s2 + 2
T )
=
0
s2
s
, s>0
+ 2
151
Problem 18.14
Use the above integrals to find the Laplace transform of f (t) = sin t, if it
exists. If the Laplace transform exists, give the domain of F (s).
Solution.
We have
(
L[sin t] = lim est
s sin t + cos t
s2 + 2
T )
=
0
s2
, s>0
+ 2
Problem 18.15
Use the above integrals to find the Laplace transform of f (t) = cos (t 2),
if it exists. If the Laplace transform exists, give the domain of F (s).
Solution.
Using a trigonometric identity we can write f (t) = cos (t 2) = cos t cos 2+
sin t sin 2. Thus, using the previous two problems we find
L[cos (t 2)] =
s cos 2 + sin 2
, s>0
s2 + 2
Problem 18.16
Use the above integrals to find the Laplace transform of f (t) = e3t sin t, if it
exists. If the Laplace transform exists, give the domain of F (s).
Solution.
We have
3t
3)
sin
t
+
cos
t
= lim e(s3)t
T
(s 3)2 + 1
0
1
, s>3
(s 3)2 + 1
Problem 18.17
Consider the function f (t) = tan t.
(a) Is f (t) continuous on 0 t < , discontinuous but piecewise continuous
on 0 t < , or neither?
(b) Are there fixed numbers a and M such that |f (t)| M eat for 0 t < ?
t2
.
2
t2
Problem 18.19
3
.
Find L1 s2
Solution.
1
Since L sa
=
L
1
,
sa
1
Problem 18.20
Find L1 s22 +
Solution.
Since L[t] =
1
,
s2
s > a we find
1
s+1
3
s2
= 3L
1
s2
= 3e2t , t 0
s > 0 and L
2
1
2+
s
s+1
1
sa
1
,
sa
s > a we find
1
1
1
= 2L
+L
s2
s+1
t
= 2t + e , t 0
1
5
2
+ , s>1
s1 s
Problem 19.2
Use Table L to find L[e3t3 h(t 1)].
Solution.
L[e3t3 h(t 1)] = L[e3(t1) h(t 1)] = es L[e3t ] =
es
, s>3
s3
Problem 19.3
Use Table L to find L[sin2 t].
Solution.
1 cos 2t
1
1
L[sin t] = L[
] = (L[1]L[cos 2t]) =
2
2
2
2
1
s
2
s s + 4 2
Problem 19.4
Use Table L to find L[sin 3t cos 3t].
Solution.
sin 6t
1
3
L[sin 3t cos 3t] = L
= L[sin 6t] = 2
, s>0
2
2
s + 36
153
, s>0
154
Problem 19.5
Use Table L to find L[e2t cos 3t].
Solution.
L[e2t cos 3t] =
s2
, s>2
(s 2)2 + 9
Problem 19.6
Use Table L to find L[e4t (t2 + 3t + 5)].
Solution.
L[e4t (t2 +3t+5)] = L[e4t t2 ]+3L[e4t t]+5L[e4t ] =
Problem 19.7
Use Table L to find L1 [ s210
+
+25
3
5
2
+
+
, s>4
3
2
(s 4) (s 4) s 4
4
].
s3
Solution.
L1 [
s2
10
4
5
1
+
] = 2L1 [ 2
]+4L1 [
] = 2 sin 5t+4e3t , t 0
+ 25 s 3
s + 25
s3
Problem 19.8
5
Use Table L to find L1 [ (s3)
4 ].
Solution.
L1 [
5
5
3!
5
] = L1 [
] = e3t t3 , t 0
4
4
(s 3)
6
(s 3)
6
Problem 19.9
2s
Use Table L to find L1 [ es9 ].
Solution.
e2s
L [
] = e9(t2) h(t 2) =
s9
1
Problem 19.10
3s
Use Table L to find L1 [ e s2(2s+7)
].
+16
0,
e
9(t2)
0t<2
, t2
155
Solution.
We have
L1 [
3s
e3s (2s + 7)
s
7 1 e3s 4
1 e
]
=2L
[
]
+
L [ 2
]
s2 + 16
s2 + 16
4
s + 16
7
=2 cos 4(t 3)h(t 3) + sin 4(t 3)h(t 3), t 0
4
Problem 19.11
Graph the function f (t) = h(t 1) + h(t 3) for t 0, where h(t) is the
Heaviside step function, and use Table L to find L[f (t)].
Solution.
Note that
0, 0 t < 1
1, 1 t < 3
f (t) =
2,
t 3.
Problem 19.12
Graph the function f (t) = t[h(t 1) h(t 3)] for t 0, where h(t) is the
Heaviside step function, and use Table L to find L[f (t)].
Solution.
Note that
0, 0 t < 1
t, 1 t < 3
f (t) =
0,
t 3.
156
Problem 19.13
Graph the function f (t) = 3[h(t 1) h(t 4)] for t 0, where h(t) is the
Heaviside step function, and use Table L to find L[f (t)].
Solution.
Note that
0, 0 t < 1
3, 1 t < 4
f (t) =
0,
t 4.
3es 3e4s
, s>0
s
s
Problem 19.14
Graph the function f (t) = |2 t|[h(t 1) h(t 3)] for t 0, where h(t) is
the Heaviside step function, and use Table L to find L[f (t)].
157
Solution.
Note that
f (t) =
0,
0t<1
|2 t|, 1 t < 3
0,
t 3.
Problem 19.15
Graph the function f (t) = h(2 t) for t 0, where h(t) is the Heaviside step
function, and use Table L to find L[f (t)].
Solution.
Note that
f (t) =
1, 0 t 2
0,
t > 2.
The graph of f (t) is shown below. From this graph we see that f (t) =
h(t) h(t 2). Using Table L we find
L[f (t)] = L[h(t)] L[h(t 2)] =
1 e2s
, s>0
s
158
Problem 19.16
Graph the function f (t) = h(t 1) + h(4 t) for t 0, where h(t) is the
Heaviside step function, and use Table L to find L[f (t)].
Solution.
Note that
1, 0 t < 1
2, 1 t 4
f (t) =
1,
t > 4.
Problem 19.17
The graph of f (t) is given below. Represent f (t) as a combination of Heaviside step functions, and use Table L to calculate the Laplace transform of
f (t).
159
Solution.
From the graph we see that
f (t) = (t 2)h(t 2) (t 3)h(t 3) h(t 4).
Thus,
L[f (t)] = L[(t2)h(t2)]L[(t3)h(t3)]L[h(t4)] =
s2
s
Problem 19.18
The graph of f (t) is given below. Represent f (t) as a combination of Heaviside step functions, and use Table L to calculate the Laplace transform of
f (t).
Solution.
From the graph we see that
f (t) = h(t 1) + h(t 2) 2h(t 3).
Thus,
L[f (t)] = L[h(t1)]2L[h(t3)]+L[h(t2)] =
es 2e3s + e2s
, s>0
s
Problem 19.19
Use Laplace transform technique to solve the initial value problem
y 0 + 4y = g(t), y(0) = 2
where
0, 0 t < 1
12, 1 t < 3
g(t) =
0,
t3
160
Solution.
Note first that g(t) = 12[h(t 1) h(t 3)] so that
L[g(t)] = 12L[h(t 1)] 12L[h(t 3)] =
12(es e3s )
, s > 0.
s
Now taking the Laplace transform of the DE and using linearity we find
L[y 0 ] + 4L[y] = L[g(t)].
But L[y 0 ] = sL[y] y(0) = sL[y] 2. Letting L[y] = Y (s) we obtain
sY (s) 2 + 4Y (s) = 12
es e3s
.
s
2
es e3s
+ 12
.
s+4
s(s + 4)
But
L
2
= 2e4t
s+4
and
L
1
es e3s
1
1
s
3s
12
=3L
(e e )
s(s + 4)
s s+4
s
3s
s
3s
e
e
1 e
1 e
1
1
=3L
3L
3L
+ 3L
s
s
s+4
s+4
=3h(t 1) 3h(t 3) 3e4(t1) h(t 1) + 3e4(t3) h(t 3).
Hence,
y(t) = 2e4t +3[h(t1)h(t3)]3[e4(t1) h(t1)e4(t3) h(t3)], t 0
s3 + 3s + 1
.
(s 1)3 (s 2)2
Solution.
F (s) =
A1
A2
A3
B1
B2
+
+
+
+
3
2
2
(s 1)
(s 1)
s 1 (s 2)
s2
Problem 20.2
F (s) =
s2 + 5s 3
.
(s2 + 16)(s 2)
Solution.
F (s) =
B1
A1 s + A2
+
2
s + 16
s2
Problem 20.3
F (s) =
s3 1
.
(s2 + 1)2 (s + 4)2
161
A1 s + A2 A3 s + A4
B1
B2
+
+
+
(s2 + 1)2
s2 + 1
(s + 4)2 s + 4
Problem 20.4
F (s) =
s4 + 5s2 + 2s 9
.
(s2 + 8s + 17)(s 2)2
Solution.
F (s) =
A2
B1 s + B2
A1
+
+ 2
2
(s 2)
s 2 s + 8s + 17
Problemh20.5 i
1
.
Find L1 (s+1)
3
Solution.
h
i
1
1
Using Table L we find L
= 12 et t2 , t 0
(s+1)3
Problem20.6
Find L1 s22s3
.
3s+2
Solution.
We factor the denominator and split the rational function into partial fractions:
A
B
2s 3
=
+
.
(s 1)(s 2)
s1 s2
Multiplying both sides by (s 1)(s 2) and simplifying to obtain
2s 3 = A(s 2) + B(s 1)
= (A + B)s 2A B.
Equating coefficients of like powers of s we obtain the system
A+B
= 2
2A B = 3.
163
Solving this system by elimination we find A = 1 and B = 1. Now finding
the inverse Laplace transform to obtain
1
1
2s 3
1
1
1
=L
+L
= et + e2t , t 0
L
(s 1)(s 2)
s1
s2
Problemh20.7 i
2
Find L1 4ss3+s+1
.
+s
Solution.
We factor the denominator and split the rational function into partial fractions:
A Bs + C
4s2 + s + 1
= + 2
.
2
s(s + 1)
s
s +1
Multiplying both sides by s(s2 + 1) and simplifying to obtain
4s2 + s + 1 = A(s2 + 1) + (Bs + C)s
= (A + B)s2 + Cs + A.
Equating coefficients of like powers of s we obtain A + B = 4, C = 1, A = 1.
Thus, B = 3. Now finding the inverse Laplace transform to obtain
2
s
1
1 4s + s + 1
1 1
1
1
L
=L
+3L
+L
= 1+3 cos t+sin t, t 0.
s(s2 + 1)
s
s2 + 1
s2 + 1
Problemh20.8
i
2 +6s+8
Find L1 s4s+8s
2 +16 .
Solution.
We factor the denominator and split the rational function into partial fractions:
s2 + 6s + 8
B1 s + C1 B2 s + C2
=
+ 2
.
(s2 + 4)2
s2 + 4
(s + 4)2
Multiplying both sides by (s2 + 4)2 and simplifying to obtain
s2 + 6s + 8 = (B1 s + C1 )(s2 + 4) + B2 s + C2
= B1 s3 + C1 s2 + (4B1 + B2 )s + 4C1 + C2 .
3
2
s +9
.
78
3
+
.
s + 2 (s + 2)(s2 + 9)
165
Equating coefficients of like powers of s we find A + B = 0, 2B + C = 0, and
1
2
1
, B = 13
, and C = 13
.
9A + 2C = 1. Solving this system we find A = 13
Thus,
9
s
3
Y (s) =
6 2
+4 2
.
s+2
s +9
s +9
Finally,
1
s
3
1
1
y(t) = L [Y (s)] = 9L
6L
+ 4L
s+2
s2 + 9
s2 + 9
= 9e2t 6 cos 3t + 4 sin 3t, t 0
1
Problem 20.10
Use Laplace transform to solve the initial value problem
y 0 + 2y = 4t, y(0) = 3.
Solution.
Taking the Laplace of both sides to obtain
L[y 0 ] + 2L[y] = 4L[t].
Using Table L the last equation reduces to
sY (s) y(0) + 2Y (s) =
4
.
s2
4
3
+
.
s + 2 (s + 2)s2
4
1
1
+ 2 2.
s+2 s
s
Finally,
1
1
1 1
1
L
+ 2L
y(t) = L [Y (s)] = 4L
s+2
s
s2
= 4e2t 1 + 2t, t 0
1
Problem 20.11
Use Laplace transform to solve the initial value problem
y 00 + 3y 0 + 2y = 6et , y(0) = 1, y 0 (0) = 2.
Solution.
Taking the Laplace of both sides to obtain
L[y 00 ] + 3L[y 0 ] + 2L[y] = 6L[et ].
Using Table L the last equation reduces to
s2 Y (s) sy(0) y 0 (0) + 3(sY (s) y(0)) + 2Y (s) =
6
.
s+1
s+5
6
s2 + 6s + 11
+
=
.
(s + 1)(s + 2) (s + 2)(s + 1)2
(s + 1)2 (s + 2)
167
Equating coefficients of like powers of s we find A + B = 1, 2A + 3B + C = 6,
and A + 2B + 2C = 11. Solving this system we find A = 3, B = 2, and
C = 6. Thus,
2
6
3
+
Y (s) =
.
s + 2 s + 1 (s + 1)2
Finally,
1
1
1
1
1
2L
+ 6L
y(t) = L [Y (s)] = 3L
s+2
s+1
(s + 1)2
= 3e2t 2et + 6tet , t 0
1
Problem 20.12
Use Laplace transform to solve the initial value problem
y 00 + 4y = cos 2t, y(0) = 1, y 0 (0) = 1.
Solution.
Taking the Laplace of both sides to obtain
L[y 00 ] + 4L[y] = L[cos 2t].
Using Table L the last equation reduces to
s2 Y (s) sy(0) y 0 (0) + 4Y (s) =
s2
s
.
+4
s+1
s
+ 2
.
2
s + 4 (s + 4)2
1
.
s2
1
.
(s 1)2 (s 2)
A
B
C
+
+
.
s 1 (s 1)2 s 2
+
.
2
s 1 (s 1)
s2
Finally,
1
1
1
1
1
1
1
L
+L
y(t) = L [Y (s)] = L
s1
(s 1)2
s2
t
t
2t
= e te + e , t 0
Problem 20.14
Use Laplace transform to solve the initial value problem
y 00 + 9y = g(t), y(0) = 1, y 0 (0) = 3
where
g(t) =
6, 0 t <
0, t < .
169
Solution.
Taking the Laplace of both sides to obtain
L[y 00 ] + 9L[y] = L[g(t)] = 6L[h(t) h(t )].
Using Table L the last equation reduces to
s2 Y (s) sy(0) y 0 (0) + 9Y (s) =
6 6es
.
s
s
s+3
6
+
(1 es ).
2
2
s + 9 s(s + 9)
s(s2
.
s + 9 s2 + 9
3 s 3 s2 + 9
Finally,
2
2
y(t) = L1 [Y (s)] = cos 3t + sin 3t + (1 cos 3t) (1 cos 3(t ))h(t )
3
3
2
2
= cos 3t + sin 3t + (1 cos 3t) (1 + cos 3t)h(t ), t 0
3
3
Problem 20.15
Determine the constants , , y0 , and y00 so that Y (s) =
transform of the solution to the initial value problem
2s1
s2 +s+2
is the Laplace
sy0 + (y00 + y0 )
2s 1
=
.
s2 + s +
s2 + s + 2
21 Laplace Transforms of
Periodic Functions
Problem 21.1
Find the Laplace transform of the periodic function whose graph is shown.
Solution.
The function is of period T = 2. Thus,
Z
3
0
st
Z
dt +
2
st
e
1
3
dt = est
s
1
est
s
0
2
1
1
= (3 2es e2s ).
s
Hence,
L[f (t)] =
3 2es e2s
s(1 e2s )
Problem 21.2
Find the Laplace transform of the periodic function whose graph is shown.
171
172
Solution.
The function is of period T = 4. Thus,
1 st 3
Z 1
Z 3
e
2 st
1
st
st
2
e dt +
e dt = e
= (2 es e3s ).
s
s 1 s
0
1
0
Hence,
L[f (t)] =
2 es e3s
s(1 e4s )
Problem 21.3
Find the Laplace transform of the periodic function whose graph is shown.
Solution.
The function is of period T = 2. Thus,
Z 2
Z 2
Z 2
st
st
(t 1)e dt =
te dt
est dt
1
1
1
2
st
t st e
est
= e 2 +
s
s
s 1
s
e
= 2 [(1 + s)es 1]
s
173
Hence,
L[f (t)] =
es
[1 (s + 1)es ]
2
2s
s (1 e )
Problem 21.4
Find the Laplace transform of the periodic function whose graph is shown.
Solution.
The function is of period T = 2. Thus,
Z
2
st
te
0
1
dt = 2 (st + 1)est
s
2
=
0
1
[(2s + 1)e2s 1].
2
s
Hence,
L[f (t)] =
s2 (1
1
[1 (2s + 1)e2s ]
2s
e )
Problem 21.5
State the period of the function f (t) and find its Laplace transform where
f (t) =
sin t,
0,
0t<
f (t + 2) = f (t), t 0.
t < 2
Solution.
The graph of f (t) is shown below.
174
st
sin te
0
est
dt =
(cos t + s sin t)
1 + s2
0
1
es
+
=
1 + s2 1 + s2
1 + es
=
1 + s2
Hence,
L[f (t)] =
1 + es
(1 + s2 )(1 e2s )
Problem 21.6
State the period of the function f (t) = 1 et , 0 t < 2, f (t + 2) = f (t),
and find its Laplace transform.
Solution.
The graph of f (t) is shown below
175
1
1 e2(s+1)
s (s + 1)(1 e2s )
Problem 21.7
Using Example 21.3 find
L
es
s2 s
+
.
s3
s(1 es )
Solution.
Note first that
es
s2 s
1
+
=
3
s
s
s(1 e )
s
ses
1
s2 s2 (1 es )
.
176
Problem 21.8
Consider the initial value problem
ay 00 + by 0 + cy = f (t), y(0) = y 0 (0) = 0, t > 0.
Suppose that the transfer function of this system is given by (s) =
(a) What are the constants a, b, and c?
(b) If f (t) = et , determine F (s), Y (s), and y(t).
1
.
2s2 +5s+2
Solution.
(a) Taking the Laplace transform of both sides we find as2 Y (s) + bsY (s) +
cY (s) = F (s) or
(s) =
1
1
Y (s)
= 2
= 2
.
F (s)
as + bs + c
2s + 5s + 2
1
.
(s + 1)(2s2 + 5s + 2)
177
Multiplying both sides by s + 1 and setting s = 1 we find A = 1. Next,
multiplying both sides by 2s+1 and setting s = 12 we find B = 34 . Similarly,
multiplying both sides by s + 2 and setting s = 2 we find C = 13 . Thus,
1
1 1
1
1
2 1
1
+ L
+ L
y(t) = L
s+1
3
3
s+2
s + 12
2 t 1
= et + e 2 + e2t , t 0
3
3
Problem 21.9
Consider the initial value problem
ay 00 + by 0 + cy = f (t), y(0) = y 0 (0) = 0, t > 0
Suppose that an input f (t) = t, when applied to the above system produces
the output y(t) = 2(et 1) + t(et + 1), t 0.
(a) What is the system transfer function?
(b) What will be the output if the Heaviside unit step function f (t) = h(t)
is applied to the system?
Solution.
(a) Since f (t) = t we find F (s) = s12 . Aslo, Y (s) = L[y(t)] = L[2et 2 +
Y (s)
2
1
1
1
1
tet + t] = s+1
2s + (s+1)
2 + s2 = s2 (s+1)2 . But (s) = F (s) = (s+1)2 .
1
(b) If f (t) = h(t) then F (s) = 1s and Y (s) = (s)F (s) = s(s+1)
2 . Using
partial fraction decomposition we find
A
B
C
1
= +
+
2
s(s + 1)
s
s + 1 (s + 1)2
1 =A(s + 1)2 + Bs(s + 1) + Cs
1 =(A + B)s2 + (2A + B + C)s + A
Equating coefficients of like powers of s we find A = 1,
C = 1. Therefore,
Y (s) =
1
1
1
s s + 1 (s + 1)2
and
y(t) = L1 [Y (s)] = 1 et tet , t 0
B = 1, and
178
Problem 21.10
Consider the initial value problem
y 00 + y 0 + y = f (t), y(0) = y 0 (0) = 0,
where
f (t) =
1,
0t1
f (t + 2) = f (t)
1, 1 < t < 2
Y (s)
1
= 2
.
F (s)
s +s+1
(b) But
Z
f (t)e
st
dt
est dt
0
1
st 1 st 2
e
e
=
s 0
s 1
1
1
= (1 es ) + (e2s es )
s
s
(1 es )2
=
s
dt =
st
Hence,
F (s) =
(1 es )2
(1 es )
=
s(1 e2s )
s(1 + es )
and
Y (s) = (s)F (s) =
(1 es )
s(1 + es )(s2 + s + 1)
179
Problem 21.11
Consider the initial value problem
y 000 4y = et + t, y(0) = y 0 (0) = y 00 (0) = 0.
(a) Determine the system transfer function (s).
(b) Determine Y (s).
Solution.
(a) Taking Laplace transform of both sides we find
s3 Y (s) 4Y (s) = F (s).
Thus,
(s) =
1
Y (s)
= 3
.
F (s)
s 4
(b) We have
F (s) = L[et + t] =
1
1
s2 + s 1
+ 2 =
.
s1 s
(s 1)s2
Hence,
s2 + s 1
Y (s) = 2
s (s 1)(s3 4)
Problem 21.12
Consider the initial value problem
y 00 + by 0 + cy = h(t), y(0) = y0 , y 0 (0) = y00 , t > 0.
Suppose that L[y(t)] = Y (s) =
and y00 .
s2 +2s+1
.
s3 +3s2 +2s
Solution.
Take the Laplace transform of both sides to obtain
1
s2 Y (s) sy0 y00 + bsY (s) by0 + cY (s) = .
s
Solve to find
s2 y0 + s(y00 + by0 ) + 1
s3 + bs2 + cs
2
s + 2s + 1
.
= 3
s + 3s2 + 2s
By comparison we find b = 3, c = 2, y0 = 1, and y00 + by0 = 2 or y00 = 1
Y (s) =
180
22 Convolution Integrals
Problem 22.1
Consider the functions f (t) = g(t) = h(t), t 0 where h(t) is the Heaviside
unit step function. Compute f g in two different ways.
(a) By directly evaluating the integral.
(b) By computing L1 [F (s)G(s)] where F (s) = L[f (t)] and G(s) = L[g(t)].
Solution.
(a) We have
Z
(f g)(t) =
Z
f (t s)g(s)ds =
Z
h(t s)h(s)ds =
1
s
ds = t, t 0.
0
Problem 22.2
Consider the functions f (t) = et and g(t) = e2t , t 0. Compute f g in
two different ways.
(a) By directly evaluating the integral.
(b) By computing L1 [F (s)G(s)] where F (s) = L[f (t)] and G(s) = L[g(t)].
Solution.
(a) We have
t
(f g)(t) =
e(ts) e2s ds
f (t s)g(s)ds =
0
t
=e
t
3s
ds =
0
t
2t
e e
=
3
, t 0.
181
(t3s)
t
0
182
22 CONVOLUTION INTEGRALS
1
1
(b) Since F (s) = L[et ] = s1
and G(s) = L[e2t ] = s+2
we find (f g)(t) =
1
1
1
L [F (s)G(s)] = L [ (s1)(s2) ]. Using partial fractions decomposition we
find
1 1
1
1
= (
).
(s 1)(s + 2)
3 s1 s+2
Thus,
1
(f g)(t) = L [F (s)G(s)] =
3
1
1
1
et e2t
1
1
L [
]L [
] =
,t 0
s1
s+2
3
Problem 22.3
Consider the functions f (t) = sin t and g(t) = cos t, t 0. Compute f g in
two different ways.
(a) By directly evaluating the integral.
(b) By computing L1 [F (s)G(s)] where F (s) = L[f (t)] and G(s) = L[g(t)].
Solution.
(a) Using the trigonometric identity 2 sin p cos q = sin (p + q) + sin (p q) we
find that 2 sin (t s) cos s = sin t + sin (t 2s). Hence,
Z t
Z t
(f g)(t) =
f (t s)g(s)ds =
sin (t s) cos sds
0
0
Z
Z t
1 t
sin (t 2s)ds]
= [ sin tds +
2 0
0
Z
t sin t 1 t
=
+
sin udu
2
4 t
t sin t
=
.t 0.
2
(b) Since F (s) = L[sin t] =
1
s2 +1
(f g)(t) = L1 [F (s)G(s)] = L1 [
(s2
s
s2 +1
we find
s
t
] = sin t, t 0
2
+ 1)
2
Problem 22.4
Compute and graph f g where f (t) = h(t) and g(t) = t[h(t) h(t 2)].
Solution.
Since f (t) = h(t), F (s) =
1
.
s
183
th(t) (t 2)h(t 2) 2h(t 2), G(s) =
2s
2s
1
e s3 2es2 . It follows that
s3
(f g)(t) =
1
s2
2s
2s
e s2 2e s . Thus, F (s)G(s) =
t2 (t 2)2
Problem 22.5
Compute and graph f g where f (t) = h(t) h(t 1) and g(t) = h(t 1)
2h(t 2).
Solution.
Since f (t) = h(t) h(t 1), F (s) = 1s
s
2s
1) 2h(t 2), G(s) = e s 2e s . Thus,
es
.
s
es 3e2s + 2e3s
s2
s
e
e2s
e3s
= 2 3 2 +2 2
s
s
s
F (s)G(s) =
It follows that
(f g)(t) = (t 1)h(t 1) 3(t 2)h(t 2) + 2(t 3)h(t 3), t 0.
The graph of (f g)(t) is given below
184
22 CONVOLUTION INTEGRALS
Problem 22.6
Compute t t t.
Solution.
By the convolution theorem we have L[t t t] = (L[t])3 =
5
t5
t t t = L1 s16 = t5! = 120
,t 0
1 3
2
s
1
.
s6
Hence,
Problem 22.7
Compute h(t) et e2t .
Solution.
By the convolution theorem we have L[h(t)et e2t ] = L[h(t)]L[et ]L[e2t ] =
1
1 1 . Using the partial fractions decomposition we can write
s s+1 s+2
1
1
1
1
1
=
+
.
s(s + 1)(s + 2)
2s s + 1 2 s + 2
Hence,
h(t) et e2t =
1
1
et + e2t , t 0
2
2
Problem 22.8
Compute t et et .
Solution.
By the convolution theorem we have L[t et et ] = L[t]L[et ]L[et ] =
1
1 . Using the partial fractions decomposition we can write
s+1 s1
s2 (s
1
1
1
1
1
1
= 2 +
.
+ 1)(s 1)
s
2 s1 2 s+1
1
s2
185
Hence,
t
te
et et
e = t +
,t 0
2
2
t
Problem 22.9
n f unctions
z
}|
{
Suppose it is known that h(t) h(t) h(t) = Ct8 . Determine the constants C and the positive integer n.
Solution.
n f unctions
}|
{
z
We know that L[h(t) h(t) h(t)] = (L[h(t)])n =
tn1
= Ct8 . It follows that n = 9 and C = 8!1
(n1)!
1
sn
so that L1 [ s1n ] =
Problem 22.10
Use Laplace transform to solve for y(t) :
Z t
sin (t )y()d = t2 .
0
Solution.
Note that the given equation reduces to sin t y(t) = t2 . Taking Laplace
2
transform of both sides we find sY2(s)
= s23 . This implies Y (s) = 2(ss3+1) =
+1
2
+ s23 . Hence, y(t) = L1 [ 2s + s23 ] = 2 + t2 , t 0
s