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4.1
x + x = 0 , x (0) = 1 , x ( 0) = 0
The general solution of the harmonic oscillator equation x + x = 0 is given by
x + x = 0 , x (0) = 1 , x (0) = 1
The general solution of the harmonic oscillator equation x + x = 0 is given by x ( t ) = c1 cos t + c2 sin t x ( t ) = c1 sin t + c2 cos t . Substituting the initial conditions x ( 0 ) = 1 , x ( 0 ) = 1 , gives x ( 0 ) = c1 = 1 x ( 0 ) = c2 = 1 or c1 = c2 = 1 . Hence, the IVP has the solution x ( t ) = cos t + sin t .
294
SECTION 4.1
295
x + 9x = 0 , x (0) = 1 , x (0) = 1
The general solution of the harmonic oscillator equation x + 9 x = 0 is given by x ( t ) = c1 cos3t + c2 sin 3t x ( t ) = 3c1 sin 3t + 3c2 cos3t . Substituting the initial conditions x ( 0 ) = 1 , x ( 0 ) = 1 , gives x ( 0 ) = c1 = 1 x ( 0 ) = 3c2 = 1 so c1 = 1 , c2 =
1 . Hence, the IVP has the solution 3 1 x ( t ) = cos3t + sin 3t . 3 In polar form, this would be
x (t ) = where = tan 1
4.
10 cos ( 3t ) 3
x + 4 x = 0 , x ( 0 ) = 1 , x ( 0 ) = 2
The general solution of the harmonic oscillator equation x + 4 x = 0 is given by x ( t ) = c1 cos 2t + c2 sin 2t x ( t ) = 2c1 sin 2t + 2c2 cos 2t . Substituting the initial conditions x ( 0 ) = 1 , x ( 0 ) = 2 , gives x ( 0 ) = c1 = 1 x ( 0 ) = 2c2 = 2 so c1 = 1 , c2 = 1 . Hence, the IVP has the solution x ( t ) = cos 2t sin 2t . In polar form, this would be
x ( t ) = 2 cos 2t + . 4
296
CHAPTER 4
5.
x + 16 x = 0 , x ( 0 ) = 1 , x ( 0 ) = 0 The general solution of the harmonic oscillator equation x + 16 x = 0 is given by x ( t ) = c1 cos 4t + c2 sin 4t x ( t ) = 4c1 sin 4t + 4c2 cos 4t . Substituting the initial conditions x ( 0 ) = 1 , x ( 0 ) = 0 , gives x ( 0 ) = c1 = 1 x ( 0 ) = 4c2 = 0 so c1 = 1 , c2 = 0 . Hence, the IVP has the solution x ( t ) = cos 4t .
6.
x + 16 x = 0 , x ( 0 ) = 0 , x ( 0 ) = 4
The general solution of the harmonic oscillator equation x + 16 x = 0 is given by x ( t ) = c1 cos 4t + c2 sin 4t x ( t ) = 4c1 sin 4t + 4c2 cos 4t . Substituting the initial conditions x ( 0 ) = 0 , x ( 0 ) = 4 , we get x ( 0 ) = c1 = 0 x ( 0 ) = 4c2 = 4 so c1 = 0 , c2 = 1 . The IVP has the solution x ( t ) = sin 4t .
7.
x + 16 2 x = 0 , x (0) = 0, x ( 0 ) =
0 =
16 2 = 4 1
c2 =
1 4
SECTION 4.1
297
8.
4 x + 2 x = 0 , x (0) = 1, x ( 0 ) =
0 =
2
4
x = c1 cos 4 t + c2 sin 4 t x = c1
sin
t + c2
cos
, c2 = 2
t + 2sin
angle 0.8 (1) = 0.8 . The amplitude A can be measured directly giving A 1.4 . Hence, cos t + sin t 1.4cos ( t 0.8 ) . Compare with the algebraic form in Problem 15.
10. y = 2cos t + sin t
1.5
0.8 0
t A 1.4
y 2.5
0.5 0
4
T = 2
A 2.2
0.5 , which we can compute as the phase 0 angle 0.5 (1) = 0.5 . The amplitude A can be
measured directly giving A 2.2 . Hence, 2cos t + sin t 2.2cos ( t 0.5 ) .
2.5
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CHAPTER 4
11.
y = 5cos3t + sin 3t
y 5
2 and The equation tells us that period is T = 3 2 , 0 = 3 . We then measure the because T =
0.05 T = 2 /3 A 5.1
delay
0.05 , which we can compute as the 0 phase angle 3 ( 0.05 ) = 0.15 . The amplitude A
5
can be measured directly giving A 5.1 . Hence, 5cos3t + sin 3t 5.1cos ( 3t 0.15 ) .
12. y = cos3t + 5sin 3t
2 and 3
0.5 0
T = 2 /3
A 5.1
0.5 , which we can compute as the delay 0 phase angle 0.5 ( 3) = 1.5 . The amplitude A
can be measured directly giving A 5.1 . Hence, cos3t + 5sin 3t 5.1cos ( 3t 1.5 ) .
13. y = cos5t + 2sin 5t
y 5
2 5
and
0.4 T = 2 /5
A 2.2
the phase angle 5 ( 0.4 ) = 2 . The amplitude A can be measured directly giving A 2.2 . Hence,
cos5t + 2sin t 2.2cos ( 5t 2 ) .
SECTION 4.1
299
We have
A cos (0t ) = A ( cos 0t cos + cos 0t cos ) = ( A cos ) cos 0t + ( A sin ) sin 0t = c1 cos 0t + c2 sin 0t where c1 = A cos , c2 = A sin .
Single-Wave Forms of Simple Harmonic Motion
15.
cos t + sin t
By Equation (4) c1 = 1 , c2 = 1 , and 0 = 1 . By Equation (5)
A= 2 , =
yielding
cos t sin t
By Equation (4) c1 = 1 , c2 = 1 , and 0 = 1 . By Equation (5)
A= 2 , =
yielding
cos t sin t = 2 cos t + . 4 Because c1 is positive and c2 is negative the phase angle is in the 4th quadrant.
17.
3 4
Because c1 is negative and c2 is positive the phase angle is in the 2nd quadrant.
300
CHAPTER 4
18.
A= 2 , =
yielding
Because c1 and c2 are negative, the phase angle is in the 3rd quadrant.
Component Form of Harmonic Motion
2cos ( 2t ) = 2{cos 2t cos ( ) sin 2t sin ( )} = 2cos 2t 3 1 cos t + = cos t cos sin t sin = cos t sin t 3 2 3 3 2 2 3 2 2 3cos t = 3 cos t cos sin t sin = 3 cos t + sin t = {cos t + sin t} 4 4 4 2 2 2
21.
22.
23.
the initial conditions, we find the solution (see Problem 1) x ( t ) = cos t , which tells us the amplitude is 1 and the phase angle = 0 radians.
24.
x + x = 0 , x (0) = 1 , x (0) = 1
Because 0 = 1 radians per second, we know the natural frequency is 1 Hz (cycles per 2
second), and the period is 2 . Using the initial conditions, we find the solution (see Problem 2) x ( t ) = 2 cos t , 4 which tells us the amplitude is 2 and the phase angle is =
radians.
SECTION 4.1
301
25.
x + 9x = 0 , x (0) = 1 , x (0) = 1 Because 0 = 3 radians per second, we know the natural frequency is second), and the period is 3 Hz (cycles per 2
x (t ) = where = tan 1
10 cos ( 3t ) 3
1 3
and the period is . Using the initial conditions, we find the solution (see Problem 4)
x ( t ) = 2 cos 2t + , 4
which tells us the amplitude is
27.
radians.
x + 16 x = 0 , x ( 0 ) = 1 , x ( 0 ) = 0 Because 0 = 4 radians per second, we know the natural frequency is and the period is 2
. Using the initial conditions, we find the solution (see Problem 5) x ( t ) = cos ( 4t ) ,
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CHAPTER 4
28.
x + 16 x = 0 , x ( 0 ) = 0 , x ( 0 ) = 4 Because 0 = 4 radians per second, we know the natural frequency is and the period is 2
x ( t ) = cos 4t , 2
which tells us the amplitude is 1 and the phase angle is =
29.
radians.
x + 16 2 x = 0 , x (0) = 0, x ( 0 ) =
From Problem 7, x = Amplitude =
1 sin 4 t 4
30.
4 x + 2 x = 0 , x (0) = 1, x ( 0 ) = 4r2 + 2 = 0
r=
x = c1 cos x=
t + c2 sin
1 = c1
c1 sin
t+
2
t
c2 cos
c2
x = cos
t + 2sin
c2 = 2
Amplitude: A = 1 + 22 = 5
x=
5 cos t 1.11 2
(a) (b)
x + 0.25 x = 0
From (4)
0 =
k = 0.5 m
SECTION 4.1
303
A t cos . 2 2
Graph for a)
A A 2A 5A , , , , and A 3 2 3 6
Phase Portraits
For comparison of phase portraits, the main observation is that the elliptical shape depends on 0, which is k in all of these problems because x + kx = 0 . If 0 = 1, trajectories are circular. As 0 increases above 1, ellipses become taller and thinner. As 0 decreases from 1 to 0, ellipses become shorter and wider. x 1 The aspect ratio of max = . xmax Other observations include: All these phase portraits show closed elliptical trajectories that circulate clockwise. The trajectory of Problem 33 has a greater radius than that of Problem 32 because the initial condition is further from the origin. The trajectories in Problems 36 and 37 are on the same ellipse with different starting points that give different solution equations.
304
CHAPTER 4
32.
x+x=0
1 x0 = 0
33.
x+x=0
1 x0 = 1
x(t) = cos(t) + sin(t), x(t ) = sin(t) + cos(t).
From Problem 2 so
34.
x + 9x = 0
1 x0 = 1
x(t) = cos 3t +
1 sin 3t , 3
From Problem 3, so
SECTION 4.1
305
35.
x + 4x = 0
1 x0 = 2
x(t) = cos 2t sin 2t, x(t ) = 2 sin 2t 2 cos 2t.
From Problem 4, so
36.
x + 16 x = 0
1 x0 = 0
x(t) = cos 4t, x(t ) = 4 sin 4t.
From Problem 5, so
37.
x + 16 x = 0
0 x0 = 4
x(t) = sin 4t, x(t ) = 4 cos 4t.
From Problem 6, so
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CHAPTER 4
38.
x + 16 2 x = 0
0 x0 =
x(t) =
From Problem 7, so
1 sin 4 t , 4
x(t ) = cos 4 t.
39.
4x + 2 x = 0
1 x0 =
t + 2sin
t,
sin
t + cos
t.
SECTION 4.1
307
0 = 0.5 gives tx curve with lowest frequency (fewest humps); 0 = 2 gives the highest frequency (most humps).
4 2
x 0 = 05 = 2 . 0
(b)
0 = 0.5 gives the innermost phaseplane trajectory; as 0 increases, the amplitude of x increases. In Figure 4.1.8 the trajectory that is not totally visible is the one for 0 = 2 .
2 4
0 = 1
Detective Work 45. (a) 8 is a sinusoidal curve with period 2 , amplitude A 1.4 , The curve y = 1.4cos t 5 8 and phase angle . 5 From this graph we estimate 0 = 1 , A 2.3 , and
(b)
. Thus, we have
x ( t ) = A cos (0t 0 ) = 2.3cos t = 2.3 cos t cos sin t sin 4 4 4 2 2 = 2.3 cos t + sin t 1.6 ( cos t + sin t ) . 2 2 Pulling a Weight 46. (a) The mass is m = 2 kg . Because a force of 8 nt stretches the spring 0.5 meters, we find 8 that k = = 16 nt m . If we then release the weight, the IVP describing the motion of 0.5 the weight is 2 x + 16 x = 0 or
x + 8 x = 0 , x ( 0 ) = 0.5 , x ( 0 ) = 0 .
The solution of the differential equation is
x ( t ) = A cos
8t .
( 8t ) .
308
CHAPTER 4
(b)
Amplitude =
(c)
Setting cos
1 of the 4
period or after
2 8
0.56 seconds.
At that time velocity is x ( 0.56 ) = 2 sin 1.414 m sec 2 moving away from original displacement.
The mass is then pulled down 10 cm from its initial displacement, giving x ( 0 ) = 10 (as long as we measure downward to be the positive direction, which is typical in these problems). The initial velocity of the mass is assumed to be zero, so x ( 0 ) = 0 . Thus, the IVP for the mass is
500 x + 9800 x = 0
or
5 x + 98 x = 0 , x ( 0 ) = 10 , x ( 0 ) = 0 .
(b) The solution of the differential equation found in part (a) is 98 98 x ( t ) = A cos t = 10cos t. 5 5 (c) In part (b) the amplitude is 10 cm, phase angle is 0, the period is T = 2 m 5 = 2 1.4 sec, k 98
1 = 0.71 oscillations per sec1.4
SECTION 4.1
309
x + 64 x = 0 . The initial conditions are that the mass is pulled down 4 inches ( 1 foot) from equilib3 rium and then given an upward velocity of 4 ft sec . This gives the initial conditions of 1 x (0) = ft, x ( 0 ) = 4 ft/sec, using the engineering convention that for x, down is 3
positive. (b) We have the same equation x + 64 x = 0 , but the initial conditions are x ( 0 ) = x ( 0 ) = 1 ft/sec. 1 ft, 6
initial motion is 2 ft sec upward, and thus x ( 0 ) = 2 . Hence, the equation for the motion of the mass is
1 x + 64 x = 0 , x ( 0 ) = , x ( 0 ) = 2 , 3
310
CHAPTER 4
x 0.4
= tan 1
c2 c1
Hence, we have the solution in polar form x (t ) = See figure. 5 cos ( 8t 3.78 ) . 12
x(t ) =
5 cos(8t 378) . 12
Spring oscillation
, where 0 =
does not depend at all on our initial conditions. Period is the same so is the frequency, but the amplitude will be twice that in the first case.
x + x + x3 = 0
Here we have a vibrating spring with no friction, but a nonlinear restoring force F = x x3 that is stronger than a purely linear force x. For small displacement x the nonlinear F will not be much different (for small x, x3 is very small), but for larger x, the force F will be much stronger than in a linear spring; as F increases, the frequency of the vibration increases. This equation is called Duffings (strong) equation, and the associated springs are called strong springs.
52.
x + x x3 = 0
Here we have a vibrating spring with no friction, and a nonlinear restoring force F = x + x3 . For small displacement x the nonlinear term x3 has little effect, but as x increases toward 1, the restoring force F diminishes (i.e., the spring weakens when it is stretched a lot, and the restoring force becomes zero when x = 1 ). The decreasing F causes decreasing frequency (and increasing period). This equation is called Duffings (weak) equation, and the associated springs are called weak springs.
SECTION 4.1
311
53.
xx=0 This equation describes a spring with no friction and a negative restoring force. You may wonder if there are such physical systems. In the next two sections we will see that this equation describes the motion of an inverted pendulum (4.3 Problems 58, 59), and it has solutions sinh t and cosh t (4.2 Example 2), in contrast to x + x = 0 , which has solutions sin t and cos t. The restoring force for the equation under discussion is always directed away from the equilibrium position; hence the solution always moves away from the equilibrium, which us unstable.
54.
1 x+ x+x=0 t This equation can be interpreted as describing the motion of a vibrating mass that has infinite 1 friction x at t = 0 , but friction immediately begins to diminish and approaches zero as t t becomes very large. You may simulate in your mind the motion of such a system. Do you think for large t that the oscillation might behave much like simple harmonic motion? (See 4.3 Problem 68.)
55.
x + x2 1 x + x = 0
This is called van der Pols equation and describes oscillations (mostly electrical) where internal friction depends on the value of the dependent variable x. Note that when x < 1 , we actually have negative friction, so for a small displacement x we would expect the system to move away from the zero solution (an unstable equilibrium) in the direction of x = 1 . But when x > 1 , we will have positive friction causing damping. We will see in 4.3 Problem 70 and in Chapter 7 that there is a periodic solution between small x and large x that attracts all these other solutions.
56.
x + tx = 0
Here we have a vibrating spring with no friction, but the restoring force tx gets stronger as time passes. Hence we expect to see no damping, but faster vibrations as t increases.
LR-Circuit
57.
(a)
Without having a capacitor to store energy, we do not expect the current in the circuit to oscillate. If there had been a constant voltage V0 on in the past, we would expect the V current to be (by Ohms law) I = 0 . If we then shut off the voltage, we would expect R the current to die off in the presence of a resistance.
(b)
If a current I passes through a resistor with resistance R, then the voltage drop is RI; the voltage drop across an inductor of inductance L is LI . We obtain the IVP:
LI + RI = 0 , I ( 0 ) = V0 R
312
CHAPTER 4
(c)
(d)
LC-Circuit
58.
(a)
With a nonzero initial current and no resistance, we do not expect the current to damp to zero. We would expect an oscillatory current due to the capacitor. Thus the charge on the capacitor would oscillate indefinitely. The exact behavior depends on the initial conditions and the values of the inductance and capacitance.
(b)
Kirchoffs voltage law states that the sum of the voltage drops around the circuit is equal to the impressed voltage source. Hence, we have
LI +
1 I =0 C
or, in terms of the charge across the capacitor, we have the IVP
LQ + 1 Q = 0 , Q ( 0) = 0 , Q ( 0) = 5 . C
(c)
Q (t ) = 5
sin
1 LC t 1 LC
).
This agrees with the oscillatory behavior predicted in part (a). (d) With values L = 10 henries, C = 103 farads, the charge on the capacitor is
Q (t ) = 5 sin
100t 100
) = 1 sin10t .
2
g sin = 0 . L
+ =0.
g L
SECTION 4.1
313
This is the equation of simple harmonic motion with circular frequency 0 = frequency f 0 =
1 2 g 1 L . Hence, the period of motion is T = . = 2 f0 g L
g , and natural L
Tearth = Tsun
61.
1 Lq + Rq + q = V (t ) c q=I I= 5q + 15q + 1 1 q RI + V (t ) L c
62.
63.
t>0
x 4 sin 2t y+ 2 t t t
64.
314
CHAPTER 4
0 =
so the natural frequency f 0 is
f0 = 1 2
kR 2 , mR 2 + I
kR 2 . mR 2 + I
T = 2.7 =
2 m = 2 . 0 k
We have one equation in two unknowns, but the buoyancy equation yields the second equation. If we push the buoy down 1 foot, the force upwards will be F = V , where V is the submerged volume and is the density of water. In this case, V = r 2 h , r = 9 inches = 0.75 ft , h = 1 ft, and 9 = 62.5 ft sec , so the force required to push the buoy down 1 foot is (1)( 62.5 ) 110 lbs. 16 110 But k is the force divided by distance, so k = = 110 lbs ft . Finally, solving for m in the 1 kT 2 equation for T, we get m = 2 , and substituting in all of our numbers, we arrive at m 20.4 4 slugs (see Table 4.1.1. in the text.) The buoy weighs mg = ( 20.4 )( 32.2 ) = 657 lbs.
mx = kr cos = kx x(0) = d if x is measured positive to the left of the center of the tunnel. x(0) = 0 means that the train starts from rest (as soon as a brake is released).
SECTION 4.1
315
(b)
k . m
x(t) = d cos
q t. R
For the train to go from L.A. to Tokyo, x(t) goes from d to d. and
q t goes from 0 to . R
Hence,
tf = = R q
4000 mi 5280 ft/mi 32 ft/sec 2 = 2552 sec 42.5 minutes (c) The solution tf = R from part (b) does not depend on the location of the points on the q
X ( t ) , we have
b ( b 2 m )t b 2 m )t e X ( t ) + e( X (t ) 2m b 2 ( b 2 m )t b ( b 2 m )t b 2m t x (t ) = e X (t ) + e X (t ) + e ( ) X (t ). 2 m 4m x (t ) =
316
CHAPTER 4
b 2m t Substituting this into the original equation (1) and dividing through by e ( ) , we arrive
at b b2 b mX X + X + b X + X + k[X ] = 0 . 2 m 2m 4m Rearranging terms gives b2 b2 + k X = 0 mX + [ b + b ] X + 4 m 2m or b2 mX + k X =0. 4m (b) If we assume k b2 > 0 , then divide by m and let 4m
0 =
we find the solution of this DE in X is
1 4mk b 2 ) 2m
SECTION 4.2
317
4.2
y y = 0
The characteristic equation is r 2 r = 0 , which has roots 0, 1. Thus, the general solution is
y ( t ) = c1 + c2 et .
3.
y 9 y = 0
The characteristic equation is r 2 9 = 0 , which has roots 3, 3. Thus, the general solution is
y ( t ) = c1e3t + c2 e 3t .
4.
y y = 0
The characteristic equation is r 2 1 = 0 , which has roots 1, 1. Thus, the general solution is
y ( t ) = c1et + c2 et .
5.
y 3 y + 2 y = 0
The characteristic equation is r 2 3r + 2 = 0 , which factors into ( r 2 )( r 1) = 0 , and hence has roots 1, 2. Thus, the general solution is
y ( t ) = c1et + c2 e 2t .
6.
y y 2 y = 0
The characteristic equation is r 2 r 2 = 0 , which factors into ( r 2 )( r + 1) = 0 , and hence has roots 2, 1. Thus, the general solution is
y ( t ) = c1e 2t + c2 e t .
7.
y + 2 y + y = 0
The characteristic equation is r 2 + 2r + 1 = 0 , which factors into ( r + 1)( r + 1) = 0 , and hence has the double root 1, 1. Thus, the general solution is
y ( t ) = c1e t + c2te t .
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CHAPTER 4
8.
4 y 4 y + y = 0 The characteristic equation is 4r 2 4r + 1 = 0 , which factors into ( 2r 1)( 2r 1) = 0 , and hence has the double root 1 1 , . Thus, the general solution is 2 2
y ( t ) = c1et 2 + c2tet 2 .
9.
2 y 3 y + y = 0 The characteristic equation is 2r 2 3r + 1 = 0 , which factors into ( 2r 1)( r 1) = 0 , and hence has roots
1 , 1. Thus, the general solution is 2
y ( t ) = c1et 2 + c2 et .
10.
y 6 y + 9 y = 0
The characteristic equation is r 2 6r + 9 = 0 , which factors into ( r 3)( r 3) = 0 , and hence has the double root 3, 3. Thus, the general solution is
y ( t ) = c1e3t + c2te3t .
11.
y 8 y + 16 y = 0
The characteristic equation is r 2 8r + 16 = 0 , which factors into ( r 4 )( r 4 ) = 0 , and hence has the double root 4, 4. Thus, the general solution is
y ( t ) = c1e 4t + c2te 4t .
12.
y y 6 y = 0
The characteristic equation is r 2 r 6 = 0 , which factors into ( r + 2 )( r 3) = 0 , and hence has roots 2, 3. Thus, the general solution is
y ( t ) = c1e 2t + c2 e3t .
13.
y + 2 y y = 0
The characteristic equation is r 2 + 2r 1 = 0 , which factors into r + 1 2 r + 1 + 2 = 0 , and hence has roots 1 + 2 , 1 2 . Thus, the general solution is
y ( t ) = e t c1e
)(
2t
+ c2 e
2t
).
2
14.
9 y + 6 y + y = 0 The characteristic equation is 9r 2 + 6r + 1 = 0 , which factors into ( 3r + 1) = 0 , and hence has the
1 1 double root , . Thus, the general solution is 3 3
y ( t ) = c1et 3 + c2te t 3 .
SECTION 4.2
319
y 25 y = 0 , y ( 0 ) = 1 , y ( 0 ) = 0
The characteristic equation of the differential equation is r 2 25 = 0 , which factors into ( r 5)( r + 5) = 0 , and thus has roots 5, 5. Hence,
y ( t ) = c1e5t + c2 e 5t .
Substituting in the initial conditions y ( 0 ) = 1 gives c1 + c2 = 1 . Substituting in y ( 0 ) = 0 gives 5c1 5c2 = 0 . Solving for c1 , c2 gives c1 = c2 = 1 . Thus the general solution is 2
1 1 y ( t ) = e 5 t + e 5 t . 2 2
16.
y + y 2 y = 0 , y ( 0 ) = 1 , y ( 0 ) = 0
The characteristic equation of the differential equation is r 2 + r 2 = 0 , which factors into ( r + 2 )( r 1) = 0 , and thus has roots 1, 2. Thus, the general solution is
y ( t ) = c1e 2t + c2 et .
1 2 , c2 = , so 3 3
1 2 y ( t ) = e 2 t + e t . 3 3
17.
y + 2 y + y = 0 , y ( 0 ) = 0 , y ( 0 ) = 1
The characteristic equation is r 2 + 2r + 1 = 0 , which factors into ( r + 1)( r + 1) = 0 , and hence has the double root 1, 1. Thus, the general solution is
y ( t ) = c1e t + c2te t .
18.
y 9 y = 0 , y ( 0 ) = 1 , y ( 0 ) = 0
The characteristic equation is r 2 9 = 0 , which factors into ( r 3)( r + 3) = 0 , and hence has roots are 3, 3. Thus, the general solution is
y ( t ) = c1e3t + c2 e 3t .
1 , so 2
1 1 y ( t ) = e3t e 3t . 2 2
320
CHAPTER 4
19.
y 6 y + 9 y = 0 , y ( 0 ) = 0 , y ( 0 ) = 1
The characteristic equation is r 2 6r + 9 = 0 , which factors into ( r 3)( r 3) = 0 , and hence has the double root 3, 3. Thus, the general solution is
y ( t ) = c1e3t + c2te3t .
Substituting into y ( 0 ) = 0 , y ( 0 ) = 1 yields c1 = 0 , c2 = 1 , so
y ( t ) = te3t .
20.
y + y 6 y = 0 , y ( 0 ) = 1 , y ( 0 ) = 1
The characteristic equation is r 2 + r 6 = 0 , which factors into ( r + 3)( r 2 ) = 0 , and hence has roots 3, 2. Thus, the general solution is
y ( t ) = c1e 3t + c2 e 2t .
1 4 , c2 = , so 5 5
1 4 y ( t ) = e 3t + e 2t . 5 5
21.
y y = 0 r r=0
2
y(0) = 2,
y(0) = 1
(Characteristic equation)
r = 0, 1
r(r 1) = 0
22.
y 4 y 12 y = 0 r2 4r 12 = 0
y(0) = 1, y (0) = 1
(Characteristic equation)
r = 2, 6
y (0) = 1 c1 + c2 = 1 7 1 c1 = , c2 = y (0) = 1 2c1 + 6c2 = 1 8 8
(r + 2)(r 6) = 0
y = c1e 2t + c2 e6t y = 2c1e y=
2 t
+ 6c2 e
6t
1 2t 3 6t e + e 4 4
SECTION 4.2
321
(Characteristic equation)
r(r 4) = 0 r = 0, 4
24.
y 10 y + 25 y = 0 r2 10r + 25 = 0
(Characteristic equation)
(r 5)2 = 0 r = 5, 5 Basis: {e5t, te5t} Solution Space: {yy = c1e5t + c2te5t; c1, c2 }
25.
5 y 10 y 15 y = 0 5r2 10r 15 = 0 Basis: {e3t, et} Solution Space: {y y = c1e3t + c2et; c1, c2 } (Characteristic equation)
r2 2r 3 = 0 (r 3)(r + 1) = 0 r = 3, 1
26.
y + 2 2 y + 2 = 0 r 2 + 2 2r + 2 = 0
(Characteristic equation)
r = 2, 2
(r + 2)(r + 2) = 0 Basis: e
2t
, te
2t
}
y = c1e
2t
Solution Space:
{y
+ c2te
2t
; c1 , c2
r = 2 {e2t, e2t} is a basis To show {cosh 2t, sinh 2t} is a basis, we need only show that cosh 2t and sinh 2t are linearly independent solutions: W= cosh 2t 2sinh 2t sinh 2t = 4 cosh2 2t 4 sinh2 2t 2cosh 2t
322
CHAPTER 4
e 2t + e 2t e 4t + 1 + e 4t cosh 2t = = 2 2
2
e 2t e 2t e 4t 1 e 4t sinh 2t = = 2 2
2
so cosh2 2t sinh2 2t = 1 and W = 4 0. cosh 2t, sinh 2t are linearly independent. Substitute y = cosh 2t, y = 2 sinh 2t, y = 4 cosh 2t Then y 4y = 4 cosh 2t 4 cosh 2t = 0 y = cosh 2t is a solution.
In similar fashion, we can show that y = sinh 2t is also a solution. To show that e 2t ,cosh 2t is a basis, we use the facts that e2t and cosh 2t are solutions. Then: W=
e 2t
2e 2 t cosh 2t 2sinh 2t
e 2t 2e 2 t
e 2 t + e 2 t 2 2t e e 2t
28.
y = 0 r2 = 0 (Characteristic equation) so that r = 0, 0. Basis: {1, t} To show {t + 1, t 1} is also a basis: Note that for both y = t + 1 and y = t 1, y = 0, so both are solutions. W= t +1 t 1 1 1 = (t + 1) (t 1) = 2
t + 1, t 1 are linearly independent To show {2t, 3t 1} is another basis: Note that for both y = 2t and y = 3t 1, y = 0, so both are solutions. W= 2t 3t 1 2 3 - 6t 2(3t 1) = 2
SECTION 4.2
323
29.
W=
1 0 0
1 0 0
= (t + 1)12 12(t 1) = 24 0 Yes, {t + 1, t 1, t2 + t, t3} is a basis for the solution space for y(4) = 0.
te5t e 5t 5e5t 25e5t 2e 5 t 1 10e5t 50e5t t 1 2 e 5t = e5t 5t + 1 5 10 25t + 10 25 50
30.
W=
5 10 5t + 1 10 5t + 1 5 1 + (2 e 5t ) = e5 t t 25t + 10 50 25t + 10 25 25 50
= 25e5t 0
Yes, {te5t, e5t, 2e5t 1} is a basis for the solution space for y 10 y + 25 y = 0.
31.
The given set has only three solutions, so it cannot be a basis. A basis for the solution space of y(4) = 0 must have 4 linearly independent solutions.
324
CHAPTER 4
Relating Graphs
For Problems 3335, x + 5 x + 6 x = 0 has (from Example 1) solutions x(t ) = c1e 2t + c2 e 3t (1) x(t ) = 2c1e2t 3c2 e 3t (2)
33.
(a), (b)
x(0) 10 c1 + c2 = 10
c1 = 30, c2 = 20 (c) From (1) in box, x(t) = 30e2t + 20e3t. For t > 0, each term diminishes as t increases; the result remains negative, below the t-axis. For t < 0, each exponential increases as t decreases; the negative term cancels the positive term when 30e2t = 20e3t or et = 1.5, that is, when t = ln 1.5 .405 which looks about right on the tx-graph. (d) From (2), x(t ) = 60e2t 60e3t = 60e2t(1 et) which is always positive for t > 0, decreasing as t increases. x(t ) reaches a maximum when x(t ) = 120e 2t + 180e3t = 0
2 + 3e t = 0 2 e t = , 3 so t = ln
2 0.406, which looks about right on the tx -graph. 3
SECTION 4.2
325
34.
(a)
Because all problems for finding ci are of type Ac = b , we solve for c = A 1b 3 1 5 1 1 1 We have A = so A = 2 1 , and here b = 0 2 3 so 3 1 5 +15 c = = 2 1 0 10 (c) From (1) in box on previous page, x(t)= 15e2t 10e3t. As t increases from zero, both exponentials decrease with their sum remaining positive, which agrees with the tx graph. (d) From (2), x(t ) = 30e2t 30e3t = 30e2t (1 + et) For t > 0, this quantity is always negative, and as long as t increases, each term gets closer to zero, in agreement with tx -graph.
326
CHAPTER 4
35.
(a) (b)
x(0) 0 and x(0) 8 From the method of 34(b), c1 3 1 0 8 1 0 c = A 8 = 2 1 8 = +8 2 so from (1), x(t) = 8e2t + 8e3t.
(c)
For t > 0, e 2t > e3t so the sum is always negative and approaches zero as t increases, in agreement with the tx graph.
(d)
From (2) x(t ) = +16e2t 24e3t = 0, so 2e2t 3e3t = 0, which yields et = 2 or t .406, 3
which looks about right on the tx -graph. For t > 0.406, x(t ) > 0 and decreases toward zero as t increases.
SECTION 4.2
327
(1) (2)
(b)
c1 + c2 = 0 2c1 + 3c2 = 2
2 2 c1 = ; c2 = 5 5
(c)
For t > 0, e2t < e3t, so x(t) is always positive, and as t increases, so does x(t). This result agrees with the tx-graph. For t < 0, e3t < e2t so x(t) is always negative, and as t becomes more negative, x(t) becomes more negative.
(d)
37.
(a)
328
CHAPTER 4
(b)
c1 + c2 = 2 2c1 + 3c2 = 0 c1 =
6 4 ; c2 = 5 5
x(t) =
6 2t 4 3t e + e 5 5 12 12 x(t ) = e 2t + e3t 5 5
(c)
(d)
tx graph.
For t < 0, the first term will dominate and x(t ) will be negative, ever more so as t becomes more negative, in agreement with the tx -graph.
38.
(a)
(b)
c1 + c2 = 3 2c1 + 3c2 = 0
9 6 c1 = ; c2 = 5 5
x(t) is always negative, with a maximum at t = 0. (See part (d) and set x(t ) = 0.)
These facts agree with the tx graph. For t > 0, e3t > e2t so the negative term dominates in x(t ) and x(t ) is negative, ever more so as t increases. For t < 0, e2t > e3t so the positive term dominates in x(t ) and x(t ) is positive, ever more so as t becomes more negative. These facts agree with the tx graph.
(d)
SECTION 4.2
329
39.
(a)
(b)
c1 + c2 = 0 2c1 + 3c2 = 1 c1 =
1 1 ; c2 = 5 5
x(t) =
1 2t 1 3t e e 5 5 2 3 x(t ) = e 2t e3t 5 5
(c)
For t > 0 the second term dominates, so x(t) is negative, ever more so as t increases. For t < 0 the first term dominates, so x(t) is positive, ever more so as t becomes more negative. These facts agree with the tx graph.
(d)
x(t ) is always negative. The maximum value will occur when t = 0, as shown on the tx graph.
Phase Portraits
Careful inspection shows:
40.
(B)
41.
(D)
42.
(A)
43.
(C)
330
CHAPTER 4
+ c2 + c2 e
r2
= 0 = 0.
When r1 r2 then these equations have the unique solution c1 = c2 = 0 , which shows the given functions e r1t , e r2t are linearly independent for r1 r2 .
ay + by + cy = 0
gives
y = vebt 2 a y = ve bt 2 a
b bt 2 a ve 2a b b2 vebt 2 a + 2 ve bt 2 a . a 4a
Substituting v, v, v into the differential equation gives the new equation (after dividing by
e bt 2 a ) b b2 b a v v + 2 v + b v v + cv = 0 . a 2a 4a
Simplifying gives
b2 av cv = 0 . 4a
Because we have assumed b 2 = 4ac , we have the equation v = 0 , which was the condition to be
proven.
c1e bt 2 a + c2te bt 2 a = 0
for all t, we set in particular t = 0 and then t = 1 . These yield, respectively, the equations
c1 = 0 c1e
b 2 a
+ c2 e
b 2 a
=0
which have the unique solution c1 = c2 = 0 . Hence, the given functions are linearly independent.
SECTION 4.2
331
tebt 2 a =
t e
bt 2 a
does as well. To use lHpitals rule, we compute the derivatives of both the numerator and denominator of the previous expression, getting
b 2a
1 , ebt 2 a
which clearly approaches 0 as t . Then lHpitals rule assures us that the given expression
b 2a t te ( ) approaches 0 as well.
characteristic roots are real. Because m and k are both nonnegative, b 2 4mk < b 2 causing
r1 = b + b 2 4mk to be a negative sum of negative and positive terms
and
r2 = b b 2 4mk to be a negative sum of two negative terms.
Circuits and Springs 49.
(a)
L <0 C L = R2 4 = 0 C L = R2 4 > 0 C
= R2 4
332
CHAPTER 4
(b)
These correspond to the analogy that m, b, and k correspond respectively to L, R, and (see Table 4.1.3 in the textbook.)
A Test of Your Intuition 50.
Intuitively, a curve whose rate of increase is proportional to its height will increase very rapidly as the height increases. On the other hand, upward curvature doesnt necessarily imply that the function is increasing! (The curve e t has upward curvature, yet decreases to 0 as t .) In this case, the restriction that y ( 0 ) = 0 will cause the second curve to increase, but probably not nearly as rapidly as the first curve. Solving the equations, the IVP y = y , y ( 0 ) = 1 has the solution y = et , whereas the second curve described by y = y , y ( 0 ) = 1 , y ( 0 ) = 0 has the solution
y (t ) = 1 t 1 t e + e . 2 2
(a)
Suppose that
c1er1t1 + c2 er2t1 = 0
r r t for some t1 . Because e r2t1 is never zero, we can divide by e r2t1 to get c1e( 1 2 ) 1 + c2 = 0 .
This unique number is the only value for which the curve may pass through 0. If the argument of the logarithm is negative or if the value of t1 is negative, then the solution does not cross the equilibrium point. (b) By a similar argument, we can show that the derivative x ( t ) also has one zero.
SECTION 4.2
333
(a)
Suppose
( c1 + c2t1 ) er t
11
=0.
We can divide by the nonnegative quantity er1t1 getting the equation c1 + c2t1 = 0 , which c has the unique solution t1 = 1 . Hence, the solution of a critically damped equation can c2 pass through the equilibrium at most once. If the value of t1 is negative, then the solution does not cross the equilibrium point. (b) By a similar argument, we can show that the derivative x ( t ) has one zero.
Linking Graphs
5 4
t=0 5
54.
334
CHAPTER 4
55.
x + 2 x + x = 0 , x ( 0 ) = 3 in =
The solution is
1 ft , x ( 0 ) = 0 ft sec . 4
1 1 x ( t ) = e t + tet . 4 4 This is zero only for t1 = 1 , whereas the physical system does not start before t = 0 .
Surge Functions 57.
For mx + bx + kx = 0 , let m = 1, find b, k and initial conditions for the solution x = Atert
x + bx + kx = 0 r 2 + br + k = 0 (characteristic equation) r=
b b 2 4 1 k 2
c2 = A = x(0) x(0) = c2
b = 2r, 4k = b2
SECTION 4.2
335
58.
LQ + RQ +
Q ( t ) = e 50t + 100e t 2
As t , Q ( t ) 0 and I ( t ) 0
LRC-Circuit II
59.
LQ + RQ +
Q ( t ) = 10e 5t 5e10t
As t , Q ( t ) 0 and I ( t ) 0
Let y ( t ) = t r , so
y = rt r 1 y = r ( r 1) t r 2 .
Hence
at 2 y + bty + cy = ar ( r 1) t r + brt r + ct r = 0 .
ar 2 + ( b a ) r + c = 0 .
If r1 and r2 are two distinct roots of this equation, we have solutions
y1 ( t ) = t r1 y2 ( t ) = t r2 .
336
CHAPTER 4
Because these two functions are clearly linearly independent (one not a constant multiple of the other) for r1 r2 , we have
y ( t ) = c1t r1 + c2t r2
for t > 0 .
The Euler-Cauchy Equation with Distinct Roots
For Problems 6165, see Problem 60 for the form of the characteristic equation for the Euler-Cauchy DE.
61.
t 2 y + 2ty 12 y = 0
r ( r 1) + 2r 12 = r 2 + r 12 = ( r + 4 )( r 3) = 0 .
Hence, we have roots r1 = 4 , r2 = 3 , and thus
y ( t ) = c1t 3 + c2t 4 .
62.
4r ( r 1) + 8r 3 = 4r 2 + 4r 3 = ( 2r 1)( 2r + 3) = 0 .
Hence, we have roots r1 =
1 3 , r2 = , and thus 2 2
y ( t ) = c1t1 2 + c2t 3 2 .
63.
t 2 y + 4ty + 2 y = 0
SECTION 4.2
337
64.
2t 2 y + 3ty y = 0 In this case a = 2 , b = 3 , c = 1 , so the characteristic equation is 2r ( r 1) + 3r 1 = 2r 2 + r 1 = ( 2r 1)( r + 1) = 0 . Hence, we have roots r1 = 1 , r2 = 1 , and thus 2
y ( t ) = c1t1 2 + c2t 1 .
Repeated Euler-Cauchy Roots
65.
ar 2 + ( b a ) r + c = 0
of Eulers equation
at 2 y + bty + cy = 0
has a double root of r. Hence, we have one solution y1 = t r . To verify that t r ln t is also a solution, we differentiate y = rt r 1 ln t + t r 1 ,
y = r ( r 1) t r 2 ln t + rt r 2 + ( r 1) t r 2 = r ( r 1) t r 2 ln t + ( 2r 1) t r 2 .
By direct substitution we have
at 2 y + bty + cy = at 2 r ( r 1) t r 2 ln t + ( 2r 1) t r 2 + bt rt r 1 ln t + t r 1 + ct r ln t
= ar ( r 1) + br + c t r ln t + a ( 2r 1) + b t r .
To verify that t r and t r ln t are linearly independent (where r = root of the characteristic equation), we set
c1t r + c2t r ln t = 0
and yields the unique solution c1 = c2 = 0 . Hence, t r and t r ln t are linearly independent solutions.
338
CHAPTER 4
For Problems 66 and 67 use the result of Problem 60, y ( t ) = c1t r + c2t r ln t .
66.
t 2 y + 5ty + 4 y = 0
In this case, a = 1 , b = 5 , and c = 4 , so our characteristic equation for r is r 2 + 4r + 4 = 0 , with a double root at 2. The general solution is
y ( t ) = c1t 2 + c2t 2 ln t
for t > 0 .
67.
t 2 y 3ty + 4 y = 0
In this case, a = 1 , b = 3 , and c = 4 , so our characteristic equation for r is r 2 4r + 4 = 0 , with a double root at 2. The general solution is
y ( t ) = c1t 2 + c2t 2 ln t
for t > 0 .
68.
(3m 1)2 = 0
y (t ) = c1t1/ 3 + c2t1/ 3 ln t
m=
69.
m=
1 2
y (t ) = c1t 1/ 2 + c2t 1/ 2 ln t
(a)
y ( t ) = 2e t + e 3t
The roots of the characteristic equation are 1 and 3, so the characteristic equation is
( r + 1)( r + 3) = r 2 + 4r + 3 = 0 .
y ( t ) satisfies the differential equation y + 4 y + 3 y = 0 .
SECTION 4.2
339
(b)
( y ( t ) , y ( t ) )
in yy space is ( y ( 0 ) , y ( 0 ) ) = ( 3, 5 ) . (c) We plot the trajectory starting at ( 3, 5) along with a few other trajectories in yy space.
71.
y ( t ) = e t + e 8 t
DE trajectories in yy space
(a)
The roots of the characteristic equation are 1 and 8, so the characteristic equation is
( r + 1)( r + 8) = r 2 + 9r + 8 = 0 .
y ( t ) satisfies the differential equation y + 9 y + 8 y = 0 .
(b)
The derivative is
y ( t ) = e t 8e8t .
The IC for the given trajectory in yy space is
( y ( 0 ) , y ( 0 ) ) = ( 2,
(c)
9) .
DE trajectory in yy space
72.
y ( t ) = et + e t
(a)
The roots of the characteristic equation are 1 and 1, so the characteristic equation is
( r 1)( r + 1) = r 2 1 = 0 .
y ( t ) satisfies the differential equation
y y = 0 .
340
CHAPTER 4
(b)
The derivative is
y ( t ) = et e t .
4 2 (2, 0) 2 4 2 y
( y ( 0 ) , y ( 0 ) ) = ( 2, 0 ) .
(c) We plot this and a few other trajectories of this DE in yy space.
DE trajectories in yy space
73.
y ( t ) = e t + te t
(a)
( r + 1)2 = r 2 + 2r + 1 = 0 .
y ( t ) satisfies the differential equation
y + 2 y + y = 0 .
(b) The derivative is
y ( t ) = te t .
1.5
y'
(1, 0) y 1
1.5
(c)
1.5
DE trajectory in yy space
74.
y ( t ) = 3 + 2e 2 t
(a) The roots of the characteristic equation are 0 and 2, so the characteristic equation is
r ( r 2 ) = r 2 2r = 0 . y ( t ) satisfies the differential equation y 2 y = 0 .
SECTION 4.2
341
(b)
The derivative is
y ( t ) = 4e 2 t .
( y ( 0 ) , y ( 0 ) ) = ( 5, 4 ) .
(c) See the figure to the right. DE trajectories in yy space
Reduction of Order 75.
(a)
Then
Because y1 + py1 + qy1 = 0 , cancel the terms involving v, and arrive at the new equation y1v + ( 2 y1 + p ( x ) y1 ) v = 0
(b)
ln w = ln y12 p ( x ) dx
p ( x ) dx e = v w= y12 p ( x ) dx e v= y12
342
CHAPTER 4
(c)
If v is a constant function on I, then v 0 and w 0 because v = w . The condition w 0 contradicts our work in part (b) as ln w where w = 0 is undefined. Because v is not constant on I, { y1 , y2 } is a linearly independent set of I.
We identify p ( t ) = 6 , so
p (t ) dt = 6t .
Substituting in the formula developed in Problem 75, we have
y2 = y1 y 4 y + 4 y = 0 , y1 = e 2t
p ( t ) dt e dt = e3t y12 ( t )
(e )
3t
e6t
dt = te3t .
77.
We wont use the formula this time. We simply redo the steps in Problem 75. We seek a second solution of the form y2 = vy1 = ve 2t . Differentiating, we have
y2 = ve 2t + 2ve 2t y2 = ve 2t + 4ve 2t + 4ve 2t .
Dividing by e 2t gives v = 0 or
v ( t ) = c1t + c2 .
SECTION 4.2
343
78.
t 2 y ty + y = 0 , y1 = t
We wont use the formula this time. We simply redo the steps in Problem 75. We seek a second solution of the form y2 = vy1 = tv . Differentiating, we have
y2 = tv + v y2 = tv + 2v .
Letting w = v and dividing by t 3 yields 1 w + w = 0 . t We can solve by integrating the factor method, getting w = c1t 1 . Integrating we find
v = c1 ln t + c2 ,
so
y2 = tv = c1t ln t + c2t .
(t
+ 1 y 2ty + 2 y = 0 , y1 = t
We wont use the formula this time. We simply redo the steps in Problem 75. We seek a second solution of the form y2 = vy1 = tv . Differentiating yields
y2 = tv + v y2 = tv + 2v .
(t
factor method, getting
+ 1 y2 2ty2 + 2 y2 = t t 2 + 1 v + 2v = 0 .
Letting w = v and dividing by t t 2 + 1 , we can solve the new equation using the integrating
t (t
2
2
+1
dt = ln t 2 + 1 + 2ln t = ln
t2 . t2 +1
344
CHAPTER 4
We arrive at
w = c1 t2 +1 = c1 + c1t 2 . 2 t
so
y2 = tv = c1 t 2 1 + c2t .
( ) y = (1 2t ) v 8tv 4v
y2 = 1 2t 2 v 4tv
2 2
and perform the long division, yielding the equation 8t v + 2t + 2 v = 0 . 2t 1 Letting w = v and solving the first-order equation in w, we get
w = c1et 2t 2 1
2
(
2
dt .
) e ( 2t
t2
dt .
(1 t ) y ty + y = 0 , y (t ) = t
2 1
(Chebyshevs Equation)
SECTION 4.2
345
(1 t ) y ty + y
2 2 2
= t 1 t 2 v + 2 3t 2 v = 0 .
w=0.
t (1 t ) dt = 2ln t + 2 ln t 1 + 2 ln 1 + t ,
2
2 3t 2
1
t
2
1 t2
1
2
1 t2
dt .
This is a perfect example of a formula that does not tell us much about how the solutions behave. Check out the IDE tool Chebyshevs Equation to see the value of graphical solutions.
82.
ty + (1 t ) y + y = 0 , y1 ( t ) = t 1 (Laguerres Equation)
1+ t + t 1 dt so that
t ( t 1)
et
dt .
346
CHAPTER 4
(t ) [ y + y + y ] =
we obtain
d [ (t ) y + g (t ) y ] dt
y + y + y = y + y + g y + gy
Setting the coefficients of y, y , y equal, we find for y : = (no information) for y : = + g for y : = g The last equation yields g =
+ = 0.
(c) We perform the differentiation on the right-hand-side of the given equation, yielding
(t ) [ y + p (t ) y + q(t ) y ] = y + y + g (t ) y + g (t ) y.
Multiplying out the left-hand side and subtracting yields
[ p(t ) g (t )] y + [ q(t ) g (t )] y = 0.
Setting the first set of coefficients equal to 0 yields = p g , hence = p + p g , so that g = + p + p. The second set of coefficients yields q g = 0 so that g = q. Setting these two equations for g equal to each other yields p + (q p) = 0 which was to be shown.
Suggested Journal Entry 84.
Student Project
SECTION 4.3
347
4.3
Solutions in General 1.
y + 9 y = 0 The characteristic equation is r 2 + 9 = 0 , which has roots 3i, 3i. The general solution is
y ( t ) = c1 cos3t + c2 sin 3t .
2.
y + y + y = 0
y ( t ) = e 2t ( c1 cos t + c2 sin t ) .
4.
5.
6.
y 4 y + 7 y = 0
The characteristic equation is r 2 4r + 7 = 0 , which has roots 2 i 3 . The general solution is
y ( t ) = e 2t c1 cos 3t + c2 sin 3t .
7.
y 10 y + 26 y = 0 The characteristic equation is r 2 10r + 26 = 0 , which has roots 5 + i . The general solution is
348
CHAPTER 4
8.
3 y + 4 y + 9 y = 0
23 23 y ( t ) = e 2t 3 c1 cos t + c2 sin t. 3 3
9.
y y + y = 0
The characteristic equation is r 2 r + 1 = 0 , which has roots 1 3 i . The general solution is 2 2
3 3 y ( t ) = et 2 c1 cos t + c2 sin t . 2 2
10.
y + y + 2 y = 0
1 7 The characteristic equation is r 2 + r + 2 = 0 , which has roots i . The general solution is 2 2 7 7 y ( t ) = e t 2 c1 cos t + c2 sin t. 2 2
Initial-Value Problems
11.
y + 4 y = 0 , y ( 0 ) = 1 , y ( 0 ) = 1
The characteristic equation is r 2 + 4 = 0 , which has roots 2i . The general solution is y ( t ) = c1 cos 2t + c2 sin 2t . Substituting this into the initial conditions gives y ( 0 ) = c1 = 1 , y ( 0 ) = 2c2 = 1 . Hence, the solution of the initial-value problem is
1 y ( t ) = cos 2t sin 2t . 2
12.
y 4 y + 13 y = 0 , y ( 0 ) = 1 , y ( 0 ) = 0 The characteristic equation is r 2 4r + 13 = 0 , which has roots 2 3i . The general solution is y ( t ) = e 2t ( c1 cos3t + c2 sin 3t ) . Substituting this into the initial conditions yields y ( 0 ) = c1 = 1 , y ( 0 ) = 2c1 + 3c2 = 0 , resulting in
2 c1 = 1 , c2 = . Hence, the solution of the initial-value problem is 3
2 y ( t ) = e 2t cos3t sin 3t . 3
SECTION 4.3
349
13.
y + 2 y + 2 y = 0 , y ( 0 ) = 1 , y ( 0 ) = 0
The characteristic equation is r 2 + 2r + 2 = 0 , which has roots 1 i . Hence, the general solution is y ( t ) = e t ( c1 cos t + c2 sin t ) . Substituting this into the initial conditions yields y ( 0 ) = c1 = 1 , y ( 0 ) = c1 c2 = 0 , resulting in c1 = 1 , c2 = 1 . Hence, the solution of the initial-value problem is
y ( t ) = e t ( cos t + sin t ) .
14.
y y + y = 0 , y ( 0 ) = 0 , y ( 0 ) = 1 From Problem 6, 3 3 y ( t ) = et 2 c1 cos ( t ) + c2 sin ( t ) . 2 2 Substituting this into the initial conditions yields y ( 0 ) = 0 , y ( 0 ) = 1 , resulting in c1 = 0 ,
c2 = 2 3 . Hence, the solution of the initial-value problem is 3
y (t ) =
15.
3 2 t . 3e t 2 sin 2 3
y 4 y + 7 y = 0 , y ( 0 ) = 0 , y ( 0 ) = 1 From Problem 6,
y ( t ) = e 2t c1 cos
( 3t ) + c sin ( 3t )} .
2
c1 = 0 , c2 =
Hence, the solution of the initial-value problem is
y (t ) =
1 3. 3
1 3e 2t sin 3
( 3t ) .
16.
y + 2 y + 5 y = 0 , y ( 0 ) = 1 , y ( 0 ) = 1
The characteristic equation is r 2 + 2r + 5 = 0 , which has roots 1 2i . Hence, the general solution is
y ( t ) = e t ( c1 cos 2t + c2 sin 2t ) .
350
CHAPTER 4
Subsituting this into the initial conditions yields y ( 0 ) = 1 , y ( 0 ) = 1 , resulting in c1 = 1 , c2 = 0 . Hence, the solution of the initial-value problem is y ( t ) = e t cos 2t .
Working Backwards 17.
(r 1)3 = r 3 3r 2 + 3r 1 y 3 y + 3 y y = 0
18.
19.
y 6 y + 13 y 10 y = 0
20.
21.
22.
23.
24.
25.
y + y + y = 0 r =
1 t 2
y(t) = e
26.
3t 3t + c2 sin c1 cos 2 2
Graph G
27.
SECTION 4.3
351
28.
y y + y = 0 r =
1
1 3i 2 Graph H
t 3 3 = e 2 c1 cos y (t ) t + c2 sin t 2 2
(a)
1 n x + n!
(b) (c)
ei = 1 + i +
1 1 ( i )2 + ( i )3 + 2! 3!
ei = 1 + i +
1 1 1 ( i )2 + ( i )3 + + ( i )n + n! 2! 3! 1 1 1 1 = 1 2 + 4 + + i 3 + 5 4! 3! 5! 2! (e)
= cos + i sin
(d)
r1 < 0 , r2 = 0 . The solution y ( t ) = c1e r1t + c2 approaches the constant c2 as t because r1 < 0 .
32.
r = i ,
decreasing amplitude when < 0 ; oscillates with increasing amplitude when > 0 ; oscillates with constant amplitude when = 0 .
352
CHAPTER 4
33.
34.
r1 > 0 , r2 < 0 . The solution y ( t ) = c1e r1t + c2 e r2t approaches as t when c1 > 0 and when c1 < 0 .
35.
, and amplitude
Suppose c1e t cos t + c2 e t sin t = 0 on an arbitrary interval. Dividing both sides by e t , then differentiating the new equation and dividing by , yields c1 cos t + c2 sin t = 0 c2 cos t c1 sin t = 0. Hence, c1 = 0, c2 = 0 and we have proven linear independence of the given functions.
Real Coefficients
37.
Solution of the differential equation is y ( t ) = k1e t ( cos t + i sin t ) + k2 e t ( cos t i sin t ) = e t ( k1 + k2 ) cos t + ie t ( k1 k2 ) sin t . For the solution to be real, there must exist real numbers r and s such that k1 + k2 = r k1 k2 = si Solving for k1 and k2 , we get
1 1 r + si 2 2 1 1 k2 = r si . 2 2 k1 =
SECTION 4.3
353
Solving
dn y =0 dt n
38.
(a)
=0 = k3 = k 3t + k 2 =
(b)
(c)
r 5 4r 4 + 4r 3 = r 3 r 2 4r + 4 = r 3 ( r 2 ) = 0 ,
2
r 3 + 4r 2 7 r 10 = 0 ,
which has roots, 1, 2, 5. Hence, y ( t ) = c1et + c2 e 2t + c3e 5t .
354
CHAPTER 4
41.
) (
)(
43.
r = 2, 2, 2
2 2 t
+ c2te
2 t
+ c3t e
44.
(4)
y=0
SECTION 4.3
355
46.
5
y 3 2 3 1 5 5 t 5
y' 5 1 t 2 3
y' 3 2 y
5 1 5 t=0
x + bx + x = 0 , x ( 0 ) = 4 , x ( 0 ) = 0
for damping b = 0 , 0.5, 1, 2, 4. The larger the damping the faster the curves approach 0. The curve that oscillates has no damping ( b = 0 ) .
x(t ) b = 4 4 2 t x b=0 b = 0.5 4 2 b = 0.5 4 b=0 8 12 16 4 2 2 4 b=1 4 2
b=1 b=2
b=2 2
b=4 4 x
In Figure 4.3.12 (b) in the text the larger the damping b the more directly the trajectory heads for the origin. The trajectory that forms a circle corresponds to zero damping. Note that every time a curve in (a) crosses the axis twice the corresponding trajectory in (b) circles the origin.
356
CHAPTER 4
(a)
(b)
For larger k, since there are more oscillations, the phase-plane trajectory spirals further around the origin.
4 k =2 4 2 2 4 k=4 2
k = 0.25 2 x k = 0.5 k =1
b = 0 and o =
m.
1 2
. 2.
If m is doubled, the damping required for critical damping is increased by a factor of x + 2 x + 3x = 0 , x(0) = 1, x(0) = 0 r2 + 2r + 3 = 0 (characteristic equation) r = 1 2i
(a)
( (
1 sin 2t x = e t cos 2t + 2
SECTION 4.3
357
To find maximum displacement, set x = 0 . t 1 1 sin 2t = 0 x = e t 2 sin 2t + 2 cos 2t e cos 2t + 2 2 2 sin 2t = 0 when 2 + 2
2t = , so that t =
sec
Substituting for t:
xmax = e
1 sin 2 cos 2 = e + 2 2 2
x(0) = 0, x(0) = 2
The DE is x + 2 x + 10 x = 0 for which the characteristic equation r2 + 2r + 10 = 0 gives r = 1 3i. x(t ) = e t (c1 cos3t + c2 sin 3t ) x(t ) = e t (3c1 sin 3t + 3c2 cos3t ) e t (c1 cos3t + c2 sin 3t ) 2 x(t ) = e t sin 3t is the solution 3 To find the maximum displacement x max , set x (t) =0 and solve for t:
2 0 = (3et cos 3t et sin 3t) 3 so that tan 3t = 3 and t = 0.416 radians which gives x max = 0.4172 .
x(0) = 0, x(0) = 2
(c)
m = 1, b = 4, k = 4
The DE is x + 4 x + 4 = 0 for which the characteristic equation r2 + 4r + 4 = 0 gives r = 2, 2 x(t ) = c1e 2t + c2te 2t x(t ) = 2c1e 2t + c2 (2te 2t The solution is x(t ) = 2te 2t . To find the maximum displacement xmax, we set x(t ) = 0 and solve for t: 0 = 2(2te 2t + e2t ) so that t = 1/2 which yields xmax = e1. c1 = 0, c2 = 2 2 t + e )
358
CHAPTER 4
+ k 2 e(
i ) ln t
= k1e ln t +i ln t + k2 e ln t i ln t
This is the same process as that used at the start of Case 3 in the text utilizing the Eulers Formula (4).
52.
53.
t 2 y + 17ty + 16 y = 0
16 (16) 2 4(16) = 8 4 3 2
y (t ) = t 8 c1 cos(4 3 ln t ) + c2 sin(4 3 ln t )
SECTION 4.3
359
The third-order Euler-Cauchy equation has the form at 3 y + bt 2 y + cty + dy = 0 . The derivatives of y = t r
(t > 0)
are y = rt r 1 y = r ( r 1) t r 2 y = r ( r 1)( r 2 ) t r 3
Substitute these equations into the third-order Euler-Cauchy equation above to obtain: at 3 r ( r 1)( r 2 ) t r 3 + bt 2 r ( r 1) t r 2 + ctrt r 1 + dt r = 0 at r r ( r 1)( r 2 ) + bt r r ( r 1) + ct r r + dt r = 0 Dividing by t r , we obtain the characteristic equation: ar ( r 1)( r 2 ) + br ( r 1) + cr + d = 0
Third-Order Euler-Cauchy Problems 56.
r ( r 1)( r 2 ) + r ( r 1) 2r + 2 = 0 r 3 3r 2 + 2r + r 2 r 2r + 2 = 0 r 3 2r 2 r + 2 = 0 Note: r = 1 is a zero of the polynomial f ( r ) = r 3 2r 2 r + 2 because f (1) = 1 2 1 + 2 = 0 . Therefore r 1 is a factor of r 3 2r 2 r + 2 , which enables us to find the other factors.
r 3 2r 2 r + 2 = ( r 1)( r + 1)( r 2 )
so r = 1 , 1, 2. Hence, the general solution to this Euler-Cauchy DE is y ( t ) = c1t + c2t 1 + c3t 2 , for t > 0 .
57.
t 3 y + 3t 2 y + 5ty = 0
(characertistic equation) m = 0, 2i
360
CHAPTER 4
The differential equation x x = 0 has the characteristic equation r 2 1 = 0 with roots 1 . Hence, the general solution is x ( t ) = c1et + c2 e t . (a) With initial conditions x ( 0 ) = 0 , x ( 0 ) = 1 , we find c1 = tion of the IVP is 1 1 x ( t ) = et et = sinh t . 2 2 As t , x ( t ) 0 if c1 = 0 , and then x ( t ) 0 also. This will happen whenever x (0) = x ( 0) .
Pendulum and Inverted Pendulum
(b)
59.
(a)
The inverted pendulum equation has characteristic equation r 2 1 = 0 , which has roots 1 . Hence, the solution x ( t ) = c1et + c2 e t = c1 ( cosh t + sinh t ) + c2 ( cosh t sinh t ) = C1 sinh t + C2 cosh t , where C1 = c1 c2 , C2 = c1 + c2 .
(b)
The characteristic equation of the pendulum equation is r 2 + 1 = 0 , which has roots i . Hence, the solution x ( t ) = c1 cos t + c2 sin t .
(c)
The reader may think something strange about this because one form (a) appears real and (b) complex, but they are really the same; the difference is taken up by how one chooses the coefficients c1 , c2 in each case. The span of eit , e it is the same as the span of
{sin t ,
cos t} .
SECTION 4.3
361
The initial conditions x (0) = 1 , x (0) = 1 give the constants c1 = 1 , c2 = 2 . Hence, we have x ( t ) = e t ( cos t + 2sin t ) .
1 0.5
The local maxima and minima of the curve x ( t ) = e t ( c1 cos t + c2 sin t ) have nothing to do with the exponential factor e t ; they depend only on c1 cos t + c2 sin t , which can be rewritten as A cos ( t ) having period T = 2
minima occur at equidistant values of t, the distance between them being one-half the period, or
. (You can note in Problem 32 that the time between the first local maxima and the first local minima is = .)
1
m = 0.25 , b = 1 , k = 4 , x ( 0 ) = 1 , x ( 0 ) = 0 .
Hence, the IVP is
0.25 x + x + 4 x = 0 , x ( 0 ) = 1 , x ( 0 ) = 0 ,
which has the solution 3 x ( t ) = e 2t cos 2 3t + sin 2 3t . 3
362
CHAPTER 4
The IVP is x + bx + 64 x = 0 , x ( 0 ) = 1 , x ( 0 ) = 0 . (a) (b) (c) 5 b = 10 : (underdamped), x ( t ) = e 5t cos 39t + sin 39t 39
LRC-Circuit I 64.
The IVP is LQ + RQ +
1 Q = Q + 8Q + 25Q = 0 , Q ( 0 ) = 1 , Q ( 0 ) = 0 C
LRC-Circuit II 65.
(a)
The IVP is LQ + RQ +
1 1 Q = Q + 1Q + 4Q = 0 , Q ( 0 ) = 1 , Q ( 0 ) = 0 C 4
(b)
(c) (d)
I (t ) = Q (t ) =
As t , both Q ( t ) 0 and I ( t ) 0
IDE Lab
SECTION 4.3
363
1 x+ x=0 t (a) This ODE describes (among other things) an undamped vibrating spring in which the restoring force is initially very large (when t is near zero), but eventually decays to zero, causing the frequency of vibration to decrease and the solution period to increase as t increases. (b) We plotted the solution with IC x ( 0.1) = 2 , x ( 0.1) = 0 in the tx and xx planes.
x
3 2 1 20 10 1 2 3 4 10 20 x
(c)
As we expected, the tx graph shows that the period of the oscillation increases with t. We see also that the amplitude increases in the absence of friction. The xx phase portrait shows that as time and amplitude increase, velocity decreases, which is consistent with the previous observations. A good question for further exploration would be whether amplitude increases indefinitely or levels off.
68.
1 x+ x+x=0 t (a) This ODE describes a damped vibrating spring in which the damping starts very large when t is near zero, but decays to zero. We suspect that initially the amplitude of a solution will rapidly decay, but as time increases the motion could become almost like simple harmonic oscillation, as there will be almost no friction. (b) We plotted the solution with IC x ( 0.1) = 2 , x ( 0.1) = 0 in the tx as well as the xx planes.
364
CHAPTER 4
(c)
As first expected, the tx graph shows that the solution is rapidly decaying. However the xx phase portrait, constructed with a longer time interval, shows that our second expectation is not confirmed. As time increases the oscillations do not become harmonicthe amplitude of the oscillations continues to decrease, gradually and indefinitely.
69.
tx + x = 0 (a) If you divide by t, you will see that this equation is the same as the equation in Problem 67.
70.
x + x2 1 x + x = 0 (a) This ODE shows negative friction for x < 1 and positive damping for x > 1 . For a small initial condition near x = 0 , we might expect the solution to grow and then oscillate around x = 1 . (b) We plotted the solutions in the tx and xx planes at initial velocity x ( 0 ) = 0 for three different initial displacements: x ( 0 ) = 0.5 , x ( 0 ) = 2.0 , x ( 0 ) = 4.0 .
. x 4
4 x
SECTION 4.3
365
(c)
As expected, the tx graph shows that initially the solution is growing for x ( 0 ) = 0.5 and decaying for x ( 0 ) = 4 . We also see that all the solutions seem to become periodic with the same amplitude and period, but we note that the motion is not exactly sinusoidal and that the amplitude is about 2 rather than 1 as we suspected. The xx phase portrait confirms that the long term trajectories are not circular as in simple harmonic motion, but distorted as we see in the tx graph. This equation is called van der Pols equation and describes oscillations (mostly electrical) where internal friction depends on the value of the dependent variable x; further details will be explored in Chapter 7.
71.
x + ( sin t ) x + x = 0 (a) In this ODE damping changes periodically from negative to positive, so we can predict oscillation in amplitude as well as periodic vibratory motion. (b) We plotted the solution with IC x ( 0 ) = 2, x ( 0 ) = 0 in the tx and xx planes.
(c)
The tx graph looks like a superposition of two periodic oscillations. The xx phase portrait for a longer time interval shows that continued oscillations almost repeat, but never exactly. This is called quasi-periodic motion.
72.
1 x + x + tx = 0 t (a) For this ODE damping is initially large, but vanishes as time increases; the restoring force on the other hand is initially small but increases with time. How will these effects combine? (b) We plotted the solution with IC x ( 0.1) = 2, x ( 0.1) = 0 in the tx and xx planes.
366
CHAPTER 4
2 1
1 1 2
(c)
As we expected, the tx graph shows initially large damping, which rapidly decreases the amplitude of the solution, and increasing frequency, due to the effect of the increasing spring constant, which shortens the period. The center of the xx graph will continue to fill in, very slowly, if you give it a much longer time interval.
73.
x + ( sin 2t ) x = 0 (a) In this ODE the restoring force changes periodically from positive to negative with a frequency that is different from the natural frequency of the spring. We expect some complicated but periodic motion. (b) We plotted the solution with IC x ( 0 ) = 2 , x ( 0 ) = 0 in the tx and xx planes.
x 4 2 100 t
20 2 4
40
60
80
(c)
The tx graph to t = 100 indeed looks almost periodic, with period 50. However the xx phase portrait over a longer time interval shows that continued motion almost repeats, but never exactly. This is another example of quasi-periodic motion, as in Problem 71. Extending the tx graph will be another good way to see that the long term motion is indeed not perfectly repeating.
SECTION 4.3
367
75.
76.
77.
2 2
368
CHAPTER 4
1 1 1 y + y 2 y = 0 is the same as y + y = 0 . t t t 1 Integrating we obtain the linear equation y + y = c1 , t for which = e Thus,
t dt = eln t = t so we have ty + y = c t. 1
80.
Student Project
SECTION 4.4
Undetermined Coefficients
369
4.4
Undetermined Coefficients
Inspection First 1. 3. 5. 7.
y y = t y p ( t ) = t
y = 2 y p ( t ) = t 2
2. 4. 6. 8.
y + y = 2 y p ( t ) = 2t
ty + y = 4t y p ( t ) = t 2
y 2 y + 2 y = 4 y p ( t ) = 2
y y + y = et y p ( t ) = et
y y = 2cos t y p ( t ) = cos t
y + y + y = 2t + 2 y p ( t ) = 2t
Educated Prediction
The homogeneous equation y + 2 y + 5 y = 0 has characteristic equation r 2 + 2r + 5 = 0 , which has complex roots 1 2i . Hence,
f ( t ) = tet y p ( t ) = ( At + B ) et
11.
The homogeneous equation y 6 y + 9 y = 0 has characteristic equation r 2 6r + 9 = 0 , which has a double root 3, 3. Hence, yh ( t ) = c1e3t + c2te3t . We try particular solutions of the form:
13. 14.
f ( t ) = te3t y p ( t ) = At 3 + Bt 2 e3t
(We cant have any terms here dependent on terms in the homogeneous solution.)
15. 16.
f ( t ) = t 4 t 2 + 1 y p ( t ) = At 4 + Bt 3 + Ct 2 + Dt + E
370
CHAPTER 4
observe that y p ( t ) = t is a solution of the nonhomogeneous equation. Hence, the general solution is y (t ) = t + c .
18.
tion we observe that y p ( t ) = 1 is a solution of the nonhomogeneous equation. Hence, the general solution is
y ( t ) = ce t + 1 .
19.
20.
y = 1 . The homogeneous solution of the equation is yh ( t ) = c1t + c2 , 1 where c1 , c2 are arbitrary constants. By inspection, we note that y p = t 2 is a particular 2 solution. Hence, the solution of the homogeneous equation is 1 y ( t ) = t 2 + c1t + c2 . 2 If you could not find a particular solution by inspection, you could try a solution of the form y p ( t ) = At 2 + Bt + C .
21.
y + 4 y = 1 . The characteristic equation is r 2 + 4r = 0 , which has roots 0, 4. Hence, the homogeneous solution is
yh ( t ) = c1 + c2 e 4t .
The constant on the right-hand side of the differential equation indicates we seek a particular solution of the form y p ( t ) = A , except that the homogeneous solution has a constant solution; thus we seek a solution of the form y p ( t ) = At . Substituting this expression into the differential equation yields 4 A = 1 , or A = 1 . Hence, we have a particular solution 4 1 y p (t ) = t , 4
SECTION 4.4
Undetermined Coefficients
371
y + 4 y = 1 . The characteristic equation is r 2 + 4 = 0 , which has roots 2i . Hence, the homogeneous solution is yh ( t ) = c1 cos 2t + c2 sin 2t . The constant on the right-hand side of the differential equation indicates we seek a particular solution of the form y p ( t ) = A . Substituting this expression into the differential equation yields 4 A = 1 , or A = 1 1 . We have a particular solution y p ( t ) = , so the general solution 4 4
y ( t ) = c1 cos 2t + c2 sin 2t + 1 . 4
23.
y + 4 y = t . The characteristic equation is r 2 + 4r = 0 , which has roots 0, 4. Hence, the homogeneous solution is
yh ( t ) = c1 + c2 e 4t .
The term on the right-hand side of the differential equation indicates we seek a particular solution of the form y p ( t ) = At + B . However, the homogeneous solution has a constant term so we seek a solution of the form y p ( t ) = At 2 + Bt . Substituting this expression into the differential equation yields
y + 4 y = 2 A + 8 At + 4 B = t .
Setting the coefficient of t, 1 equal to each other yields A =
1 1 , B = . Thus, the solution 8 16
1 1 y ( t ) = c1 + c2 e 4t + t 2 t . 8 16
24.
372
CHAPTER 4
y p ( t ) = At + B . (Note that we dont have any matches with the homogeneous solution.) Substituting this expression into the differential equation yields the equation y + y 2 y = A 2 At 2 B = 3 6t so A = 3 , B = 0 . Hence, we have the general solution
y ( t ) = c1e2t + c2 et + 3t .
25.
y + y = et + 3 . The characteristic equation is r 2 + 1 = 0 , which has roots i . Hence, the homogeneous solution is yh ( t ) = c1 cos t + c2 sin t . The terms on the right-hand side of the differential equation indicates we seek a particular solution of the form
y p ( t ) = Aet + B .
Substituting this expression into the differential equation yields y + y = 2 Aet + B = et + 3 . Setting coefficients of et , 1 equal to each other, we get equations for A, B, which yield A = B = 3 . Hence, we have the general solution 1 y ( t ) = c1 cos t + c2 sin t + et + 3 . 2
26.
1 , 2
y y 2 y = 6et . The characteristic equation is r 2 r 2 = 0 , which has roots 1 and 2. Hence, the homogeneous solution is yh ( t ) = c1e2t + c2 e t . The exponential term on the right-hand side of the differential equation indicates we seek a particular solution of the form y p ( t ) = Aet . (Note this is not linearly dependent on any of the exponential terms in the homogeneous solution.) Substituting this expression into the differential equation we get y y 2 y = 2 Aet = 6et .
SECTION 4.4
Undetermined Coefficients
373
and hence
y ( t ) = c1e2t + c2 e t 3et .
27.
y + y = 6sin 2t . The characteristic equation is r 2 + r = 0 , which has roots 0 and 1. Hence, the homogeneous solution is yh ( t ) = c1 + c2 e t . The sine term on the right-hand side of the differential equation indicates we seek a particular solution of the form y p ( t ) = A cos 2t + B sin 2t . Substituting into the differential equation yields y + y = ( 4 A + 2 B ) cos 2t + ( 4 B 2 A ) sin 2t = 6sin 2t . Comparing coefficients yields the equations 4 A + 2 B = 0 4 B 2 A = 6,
3 6 which has the solution A = , B = . Hence, we have 5 5 3 6 y p ( t ) = cos 2t sin 2t , 5 5
28.
y + 4 y + 5 y = 2et . The characteristic equation of the differential equation is r 2 + 4r + 5 = 0 , which has roots 2 i . Hence, the homogeneous solution is yh ( t ) = e 2t ( c1 cos t + c2 sin t ) . The exponential on the right-hand side of the differential equation indicates we seek a particular solution of the form y p ( t ) = Aet . Substituting this expression into the differential equation yields y + 4 y + 5 y = 10 Aet = 2et ,
374
CHAPTER 4
1 y ( t ) = e 2t ( c1 cos t + c2 sin t ) + et . 5
29.
y + 4 y + 4 y = te t . The characteristic equation is given by r 2 + 4r + 4 = 0 , which has a double root of 2, so the homogeneous solution is
yh ( t ) = c1e2t + c2te2t .
The term on the right-hand side of the differential equation indicates we seek a particular solution of the form
y p ( t ) = Ate t + Be t .
y + 4 y + 4 y = Atet + ( 2 A + B ) e t = te t .
Comparing coefficients, yields equations, which we solve, getting A = 1 , B = 2 . Hence, the general solution is y ( t ) = c1e 2t + c2te2t + te t 2e t .
30.
y y = t sin t . The characteristic equation is r 2 1 = 0 , which has roots 1 . Hence, the homogeneous solution is yh ( t ) = c1et + c2 e t . The term on the right-hand side of the differential equation indicates we seek a particular solution
y p ( t ) = ( At + B ) cos t + ( Ct + D ) sin t .
Differentiating this expression two times and substituting it into the differential equation yields the algebraic equation y y = 2Ct sin t 2 At cos t + ( 2 A 2 D ) sin t + ( 2C 2 B ) cos t = t sin t . Comparing terms in sin t , cost , t sin t , t cos t , we get equations that yield 1 1 A = 0, B = , C = , D = 0. 2 2 Hence,
y ( t ) = c1et + c2 e t 1 ( t sin t + cos t ) . 2
SECTION 4.4
Undetermined Coefficients
375
31.
y + y = 12cos 2 t . The characteristic equation is r 2 + 1 = 0 , which has roots i . Hence, the homogeneous solution is yh ( t ) = c1 cos t + c2 sin t . Using the trigonometric identity cos t = 1 (1 + cos 2t ) 2
the term on the right-hand side of the differential equation yields 12cos 2 t = 6 (1 + cos 2t ) . Hence, we seek a particular solution of the form y p ( t ) = A cos 2t + B sin 2t + C . Substituting this into the differential equation yields y + y = 3 A cos 2t 3B sin 2t + C = 6 + 6cos 2t . Comparing coefficients, we get A = 2 , B = 0 , C = 6 , so the general solution is y ( t ) = c1 cos t + c2 sin t 2cos 2t + 6 .
32.
y y = 8tet . The characteristic equation is r 2 1 = 0 , which has roots 1 . Hence, the homogeneous solution is
yh ( t ) = c1et + c2 e t .
The term on the right-hand side of the differential equation indicates we seek a particular solution
y p ( t ) = Atet + Bet ,
but one term in the homogeneous solution is linearly dependent on this term, so we seek
y p ( t ) = et At 2 + Bt .
Substituting this expression into the differential equation yields y y = 4 Atet + ( 2 A + 2 B ) et = 8tet , which gives the two equations 4 A = 8 , 2 A + 2 B = 0 , which gives A = 2 , B = 2 . Hence, the general solution is
y ( t ) = c1et + c2 e t + 2tet ( t 1) .
376
CHAPTER 4
33.
y 4 y + 4 y = te 2t . The characteristic equation of the differential equation is r 2 4r + 4 = 0 , which has a double root of 2. Hence, the homogeneous solution is yh ( t ) = c1e2t + c2te2t . The term on the right-hand side of the differential equation indicates we seek a particular solution of the form y p ( t ) = Ate2t + Be2t , but both terms are linearly dependent with terms in the homogeneous solution, so we choose y p ( t ) = At 3e2t + Bt 2 e2t . Differentiating and substituting this expression into the differential equation yields the algebraic equation y 4 y + 4 y = e 2t ( 0 + 0 + 6 At + 2 B ) = te 2t . Comparing coefficients, we get A = 1 , B = 0 . Hence, the general solution is 6
1 y ( t ) = c1e 2t + c2te 2t + t 3e 2t . 6
34.
y 4 y + 3 y = 20cos t . The characteristic equation of the differential equation is r 2 4r + 3 = 0 , which has roots 1, 3. Hence,
yh ( t ) = c1et + c2 e3t .
The term on the right-hand side of the differential equation indicates we seek y p ( t ) = A cos t + B sin t . Substituting this expression into the differential equation yields y 4 y + 3 y = ( 4 A + 2 B ) sin t + ( 2 A 4 B ) cos t = 20cos t . Comparing coefficients yields A = 2 , B = 4 . Hence, y ( t ) = c1et + c2 e3t + 2cos t 4sin t .
35.
y 3 y + 2 y = et sin t . The characteristic equation of the differential equation is r 2 3r + 2 = 0 , which has roots 1, 2. Hence,
yh ( t ) = c1et + c2 e2t .
The term on the right-hand side of the equation indicates we seek a particular solution
y p ( t ) = Aet cos t + Bet sin t .
SECTION 4.4
Undetermined Coefficients
377
Differentiating and substituting this expression into the equation yields y 3 y + 2 y = ( A B ) et sin t + ( A B ) et cos t = et sin t . Comparing coefficients, we find A = 1 1 , B = , yielding the general solution 2 2
37.
y 4 y = 6t
(1) Find yh: r3 4r2 = 0 r2(r 4) = 0 r = 0, 0, 4 yh = c1 + c2t + c3e4t (2) Find yp: yP = t2(At + B) = At3 + Bt2 y p = 3At2 + 2Bt y p = 6At + 2B
y p = 6A
y p 4 y p = 6 A 4(6 At + 2 B ) = 24 At + 6 A 8B = 6t coefficient of t: 24A = 6, coefficient of 1: 6A 8B = 0
378
CHAPTER 4
1 so that A = , and 8B = 4
1 3 Hence yp = t 3 t 2 4 16
3 3 1 6 = so that B = . 2 16 4
(3)
38.
1 3 y (t ) = yh + y p = c1 + c2t + c3e 4t t 3 t 2 4 16
y (3) 3 y + 3 y y = et (1) Find yh: r3 3r2 + 3r 1 = 0 (characteristic equation) f(r) = r3 3r2 + 3r 1 = 0 f(1) = 1 3 + 3 1 = 0 so r = 1 is a root. By long division, we obtain r3 3r2 + 3r 1 = (r 1)(r2 2r + 1) = (r 1)3 yh = c1et + c2tet + c3t2et (2) Find yp: yp = t3(Aet) = At3et y p = At 3et + 3 At 2 et Triple root r = 1, 1, 1
y (3) 3 y + 3 y p y p = p p
At 3et + 9 At 2 et + 18 Atet + 6 Aet 3 At 3et 18 At 2 et 18 Atet + 0et + 3 At 3et + 9 At 2 et + At 3et + 0t 2 et + 0tet + 0et 0tet + 0et 6 Aet = et so that A = 1 6
Thus yp = (3)
1 3 t t e 6
SECTION 4.4
Undetermined Coefficients
379
39.
yh = c1 cos t + c2 sin t + c3et + c4et (2) Find yp: yp = A, so that y p = y = y = y (4) = 0 p p p y (4) y p = 0 A = 10 A = 10 y p = 10 p (3)
40.
y = y y y = 0
(1) (2) (3) Find yh: r3 r2 = 0 r2(r 1) = 0 r = 0, 0, 1
y + y 2 y = 3 6t , y (0) = 1, y(0) = 0
(1) Find yh: r2 + r 2 = 0 (r 1)(r + 2) = 0 r = 1, 2 yh = c1et + c2e2t (2) Find yp: yp = At + B, y p = A, y = 0 y + y p 2 y p = A 2( At + B) = 3 6t p p coefficient of t: 2A = 6, coefficient of 1: A 2B = 3 A = 3, B = 0 yp = 3t (3) y(t) = yh + yp = c1et + c2e2t + 3t; y = c1et 2c2 e2t + 3 y(0) = 1 c1 + c2 = 1; y (0) = 0 c1 2c2 + 3 = 0 c1 + c2 = 1 c1 2c2 = 3 5 2 y = et + e 2t + 3t 3 3 c2 = c1 = 2 3 5 3
380
CHAPTER 4
42.
y + 4 y + 4 y = te t , y (0) = 1, y (0) = 1 (1) Find yh: r2 + 4r + 4 = 0 (r + 2)2 = 0 r = 2, 2 yh = c1e2t + c2te2t = (c1 + c2t)e2t (2) Find yp: yp = et(At + B) y p = e t ( At + B ) + Ae t y = e t ( At + B) Ae t Ae t = e t ( At + B) 2 Ae t p So y + 4 y p + 4 y p = e t ( At + B) 2 Ae t + 4(e t ( At + B ) + Ae t ) + 4e t ( At + B) p
= e t ( At + 2 A + B ) This gives A = 1, 2A + B = 0 and so A = 1 and B = 2. Therefore yp = et(t 2). (3) y = yh + yp = c1e2t + c2te2t + et(t 2) y = 2c1e 2t + c2 e 2t 2c2te 2t et (t 2) + e t y (0) = 1 c1 2 = 1 y (0) = 1 2c1 + c2 + 2 + 1 = 1 y(t) = e2t + et(t 2) c1 = 1 c2 = 0
43.
y + 4 y = t , y (0) = 1, y(0) = 1
(1) (2) Find yh: r2 + 4 = 0 r = 2i yh = c1 cos 2t + c2 sin 2t Find yp: yp = At + B, y p = A, y = 0 p y + 4 y p = 4( At + b) = 4 At + 4 B = t p coefficient of t: 4A = 1, coefficient of 1: 4B = 0 A = yp = (3)
1 t 4
1 ,B = 0 4
y = yh + yp = c1 cos 2t + c2 sin 2t +
SECTION 4.4
Undetermined Coefficients
381
44.
y + 2 y + y = 6cos t , y (0) = 1, y (0) = 1 (1) Find yh: r2 + 2r + 1 = 0 (r + 1)2 = 0 r = 1, 1 yh = c1et + c2tet (2) Find yp: yp = A cos t + B sin t , y p = A sin t + B cos t , y = A cos t B sin t p y + 2 y p + y p = p A cos t B sin t + 2( B cos t A sin t ) + A cos t + B sin t 2B cos t 2A sin t = 6 cost coefficient of cos t: 2B = 6, coefficient of sin t: 2A = 0 A = 0, B = 3 yp = 3 sin t (3) y = yh + yp = c1e t + c2te t + 3sin t , y = c1e t c2te t + c2 e t + 3cos t y(0) = 1 c1 = 1; y (0) = 1 c1 + c2 + 3 = 1 c2 = 3 y (t ) = e t 3te t + 3sin t
45.
4 y + y = cos 2t , y (0) = 1, y (0) = 0 (1) (2) Find yh: 4r2 + 1 = 0 r2 = 1 1 1 1 r = i yh = c1 cos t + c2 sin t 4 2 2 2
Find yp: yp = A cos 2t + B sin 2t, y p = 2 A sin 2t + 2 B cos 2t , y = 4 A cos 2t 4 B sin 2t p 4 y + y p = 16 A cos 2t 16 B sin 2t + A cos 2t + B sin 2t p
1 cos 2t 15
382
CHAPTER 4
(3)
y(0) = 1 c1
1 16 = 1 c1 = 15 15
y (0) = 0 c2 = 0
y (t ) =
16 1 1 cos t cos 2t 15 2 15
46.
y + 9 y = cos3t , y (0) = 1, y (0) = 1 (1) Find yh: r2 + 9 = 0 yh = c1 cos 3t + c2 sin 3t (2) Find yp: yp = t(A cos 3t + B sin 3t) y p = t (3 A sin 3t + 3B cos3t ) + ( A cos3t + B sin 3t ) y = t (9 A cos3t 9 B sin 3t ) + (3 A sin 3t + 3B cos3t ) 3 A sin 3t + 3B cos3t p y + 9 y p = (9 A 9 A)t cos3t + (9 B 9 B )t sin 3t + (6 B )cos3t + (6 A sin 3t ) = cos 3t p coefficient of cos 3t: 6B = 1, coefficient of sin 3t: 6A = 0 A = 0, B = (3) 1 1 so that yp = t sin 3t 6 6 1 t sin 3t , 6 r = 3i
1 1 t cos3t + sin 3t 2 6
1 3
SECTION 4.4
Undetermined Coefficients
383
47.
y 3 y + 2 y = 4e t , y(0) = 1, y (0) = 0 (1) Find yh: r2 3r + 2 = 0 (r 1)(r 2) = 0 r = 1, r = 2, so that yh = c1et + c2e2t (2) Find yp: yp = Aet, y p = Ae t , y = Ae t p
y 3 y p + 2 y p = Ae t 3( Ae t ) + 2 Ae t = 6 Ae t = 4e t so that A = p 2 2 yp = e t 3 3
(3)
2 t 2 e , y = c1et + 2c2 e 2t e t 3 3 c1 + c2 =
1 3
2 =1 3
c1 = 0 c2 = 1 3
2 c1 + 2c2 = 3
y 4 y + 3 y = e t + t , y(0) = 0, y (0) = 0 (1) Find yh: r2 4r + 3 = 0 (r 1)(r 3) = 0 so that yh = c1et + c2e3t (2) Find yp: yp = Aet + Bt + C, y p = Ae t + B, y = Ae t p Thus y 4 y p + 3 y p = Ae t 4( Ae t + B ) + 3( Ae t + Bt + C ) p = Ae t 4( Ae t + B) + 3( Ae t + Bt + C ) = 8Aet + 3Bt 4B + 3C = et + t 8A = 1, 3B = 1, 4B + 3C = 0 A = Thus, yp = 1 t 1 4 e + t+ . 8 3 9
1 1 4 4 ,B= , C= B= . 8 3 3 9
384
CHAPTER 4
(3)
y(0) = 0 c1 + c2 +
1 4 + =0 8 9
c1 + c2 =
41 72
c1 = c2 =
3 4
1 1 y (0) = 0 c1 + 3c2 + = 0 8 3
5 c1 + 3c2 = 24
13 72
49.
y y 2 y = 4 cos 2t, y(0) = 0, y (0) = 0 (1) Find yh: r2 r 2 = 0 (r + 1)(r 2) = 0 so r = 2, 1 yh = c1et + c2e2t (2) Find yp: yp = A cos 2t + B sin 2t, y p = 2A sin 2t + 2B cos 2t y = 4A cos 2t 4B sin 2t p y y p 2 y p = 4A cos 2t 4B sin 2t + 2A sin 2t 2B cos 2t 2A cos 2t 2B sin 2t p = (6A 2B) cos 2t + (2A 6B) sin 2t = 4 cos 2t coefficient of cos 2t: 6A 2B = 4, coefficient of sin 2t: 2A 6B = 0 so A = 3B and B =
1 3 A= 5 5
SECTION 4.4
Undetermined Coefficients
385
(3)
y = yh + yp = c1et + c2e2t
3 1 cos 2t sin 2t 5 5
y = c1et + 2c2e2t +
y(0) = 0 c1 + c2
6 2 sin 2t cos 2t 5 5 c1 + c2 = 3 5 c1 = c2 = 4 15 1 3
3 =0 5
2 y (0) = 0 c1 + 2c2 = 0 5 y (t ) =
50.
2 c1 + 2c2 = 5
4 t 1 2t 3 1 e + e cos 2t sin 2t 15 3 5 5
yp = (3)
y = yh + yp = c1 + c2et + c3e3t +
Using this general solution and the initial conditions we obtain: y (t ) = 161 2 t 8 3t 1 3 4 2 26 e e + t + t + t 81 3 81 9 9 27
386
CHAPTER 4
51.
y(4) y = e2t, y(0) = y (0) = y (0) = y (0) = 0 (a) Find yh: r4 1 = 0 (r2 + 1)(r2 1) r = i, 1 yh = c1 cos t + c2 sin t + c3et + c4et (2) Find yp: yp = Ae2t, y p = 2Ae2t, y = 4Ae2t, y = 8Ae2t, y (4) = 16Ae2t p p p Thus y (4) y p = 16Ae2t Ae2t = e2t 15Ae2t = e2t A = p (3) y = yh + yp = c1 cos t + c2 sin t + c3et + c4et + y = c1 sin t + c2 cos t + c3 et c4et + y = c1 cos t c2 sin t + c3 et + c4et + 1 2t e 15
1 1 2t so that yp = e . 15 15
2 2t e 15
4 2t e 15
8 2t e 15
y (0) = 0 c1 + c3 + c4 +
y (0) = 0 c2 + c3 c4 +
From these 4 equations in 4 unknowns, we obtain (by the methods of Chapter 3), c1 = 1 1 1 1 , c2 = , c3 = and c4 = 10 5 4 12 1 1 1 1 1 cos t + sin t et + e t + e2t 10 5 4 12 15
y (t ) =
52.
y(4) = et, y(0) = 1, y (0) = 0, y (0) = 0 , y (0) = 0 (1) Find yh: r4 = 0 r = 0 (multiplicity 4) yh = c1 + c2t + c3t2 + c4t3
SECTION 4.4
Undetermined Coefficients
387
(2)
(3)
1 2
1 6
1 1 y (t ) = t t 2 t 3 + e t 2 6 t 4 y + y = t cos 2
1 1 Find yh: yh = c1 cos t + c2 sin t 2 2
53.
54.
388
CHAPTER 4
y 5 y + 6 y = cos t tet Find yh: r2 5r + 6 = 0 (r 2)(r 3) = 0 r = 2, 3 yh = c1e2t + c2e3t Find yp: y p1 = A cos t + B sin t , y p2 = et (Ct + D) y p (t ) = y p1 + y p2 = A cos t + B sin t + et (Ct + D)
56.
y(4) y = tet + sin t r4 1 = 0 (r2 + 1)(r2 1) = 0 r = i, 1 yh = c1 cos t + c2 sin t + c3et + c4et y p1 = tet ( At + B ) , y p2 = t (C cos t + D sin t ) y p (t ) = et ( At 2 + Bt ) + Ct cos t + Dt sin t
Judicious Superposition
57.
(a)
The characteristic equation is r 2 r 6 = 0 has roots r = 3 , 2, so the general solution is yh ( t ) = c1e3t + c2 e2t .
(b)
(i)
(ii)
Substituting y p ( t ) = Ae t yields
Ae t + Ae t 6 Ae t = e t
1 1 or A = . Hence, y p ( t ) = e t . 4 4
SECTION 4.4
Undetermined Coefficients
389
(c)
1 1 1 1 L et = et , and L et = e t 8 2 12 2 and
1 1 1 L et e t = et + e t = cosh t . 8 2 12
1 t 1 t e e . 12 8
yh ( t ) = ce t .
To find a particular solution, we try y (p ) ( t ) = An t n + An 1t n 1 + + A1t + A0 .
n
Substituting this into the equation yields tn nAn t n 1 + ( n 1) An 1t n 2 + + A1 + An t n + An 1t n 1 + + A1t + A0 = . n! Comparing coefficients, we have
390
CHAPTER 4
1 n! 1 n 1)! ( 1 ( n 2 )! 1 , ( n 3 )!
tn t n 1 t n2 + . n ! ( n 1)! ( n 2 )!
Further, we have y (p ) ( t ) = 1
0
y (p ) ( t ) = t 1
1
t2 t +1 2! t3 t2 3 y (p ) ( t ) = + t 1 3! 2! t 4 t3 t 2 4 y (p ) ( t ) = + t + 1 4! 3! 2! y (p ) ( t ) =
2
y (p ) ( t ) =
n
t t t + n! ( n 1)! ( n 2 )!
n 1
n2
By superposition, the sum of these solutions is a solution of y + y = et . (We agree our discussion is formal in the sense that we have proven superposition for finite sums.) There is a slight problem in adding the preceding functions because the sum changes form depending on whether we add an even or odd number of terms. We have
t2 t4 t 2n 0 1 2n S 2 n = y (p ) ( t ) + y (p ) ( t ) + y (p ) ( t ) = 1 + + + + 2! 4! ( 2n )! t3 t5 t 2 n +1 0 1 2 n +1 S 2 n +1 = y (p ) ( t ) + y (p ) ( t ) + y (p ) ( t ) = t + + + + 3! 5! ( 2n + 1)!
SECTION 4.4
Undetermined Coefficients
391
However, because the sequence S n converges, it converges to the average of the nth and
2 y + y = 1
0t <4 t4
Part 1: y1 + y1 = 2
Find (y)p: (y1)p = 2t by inspection, so y1 = c1 + c2et + 2t y1 = c2 e t + 2 y1 = 2 + 2et + 2t Part 2: y2 + y2 = 1 y2 = c1 + c2et + t y2 = c2et + 1 Thus, when t = 4, 6 + 2e 4 = c1 + c2 e4 + 4 2e 4 + 2 = c2 e 4 + 1 8 = c1 + 5 2e + 1 = c2e
4 4
0 = c1 + c2 0 = c2 + 2
c2 = 2, c1 = 2
c1 = 3 2 + e4 = c2 c2 = 2 e4
392
CHAPTER 4
60.
cos t y + 16 y = 0
0t t >
Part 1: y1 + 16 y1 = cos t
Find (y1)h: (y1)h = c1 cos 4t + c2 sin 4t Find (y1)p : (y1)p = A cos t + B sin t ( y1 ) = A cos t B sin t p Therefore, y1 = c1 cos 4t + c2 sin 4t +
B = 0, A =
1 15
1 cos t 15 1 sin t 15 c1 =
14 15
y1 = 4c1 sin 4t + 4c2 cos 4t y1(0) = 1 = c1 + y1 (0) = 0 = 4c2 y1(t) = 14 1 cos 4t + cos t 15 15 t>
1 15
c2 = 0
Part 2: y2 + 16 y2 = 0
y2 = c1 cos 4t + c2 sin 4t
c1 = c2 = 1
13 15
SECTION 4.4
Undetermined Coefficients
393
y 2 y + y = 2sin t The homogeneous solution is yh = c1et + c2tet. For the particular solution we use y 2 y + y = 2eit and seek the imaginary part of the particular solution. We let yp = Aeit. Then y p = iAeit and y = Aeit. p By substitution, we obtain Aeit 2iAeit + Aeit = 2eit 2iA = 2 A=
1 =i i
yp = ieit = i(cos t + i sin t) = i cos t sin t Im(yp) = cos t y(t) = yh + Im yp = c1et + c2tet + cos t
62.
y + 25 y = 6sin t
The homogeneous solution is yh = c1 cos 5t + c2 sin 5t For the particular solution we want Im(yp) where yp = Aeit; y p = iAeit and y = Aeit p By substitution, we obtain Aeit + 25Aeit = 6eit 24A = 6 so that A =
1 4
1 sin t 4
y + 25 y = 20sin 5t
The homogeneous solution is yh = c1 cos 5t + c2 sin 5t For the particular solution we note that e5it is included in yh, so we must use an extra factor of t in yp. We want Im(yp) where yp = Ate5it, so y p = A(t 5ie5it + e5it ) , and y = A5i (t 5ie5it + e5it ) + Ai5e5it = A(10ie5it 25te5it ) . p
394
CHAPTER 4
By substitution, we obtain A(10ie 5i 25te5it ) + 25 Ate5it = 20e5it so that 10Ai = 20. Thus A = 2i and yp = 2ite5it. Im(yp) = Im ( 2it (cos5t + i sin 5t ) ) = 2t cos 5t y = c1 cos 5t + c2 sin 5t 2t cos 5t
Complex Exponents 64.
y 3 y + 2 y = 3e2it The homogeneous solution is yh = c1et + c2e2t. We seek a particular solution of the form yp = Ae2it. Then y = 2iAe 2it and y = 4 Ae 2it . By substitution, we obtain
4 Ae 2it 3(2iAe 2it ) + 2( Ae 2it ) = 3e 2it 2 Ae 2it 6 Aie 2it = 3e2it A(2 + 6i ) = 3 A= 3 2 6i 3 9 = + i 2 + 6i 2 6i 20 20
3 9 2it 3 9 yp = + ie = + i (cos 2t + i sin 2t 20 20 20 20 9 3 3 9 = cos 2t sin 2t + i cos 2t sin 2t 20 20 20 20 It can be verified directly by substitution that Re(yp) = 3 9 cos 2t sin 2t satisfies 20 20
y 3 y + 2 y = 3cos 2t
and that Im(yp) =
9 3 cos 2t sin 2t satisfies 20 20
y 3 y + 2 y = 3sin 2t
Suggested Journal Entry 65.
Student Project
SECTION 4.5
Variation of Parameters
395
4.5
Variation of Parameters
Straight Stuff 1.
y + y = 4t The homogeneous solutions to the equation are y1(t ) = 1 and y2 (t ) = et . To find a particular solution of the form y p ( t ) = v1 + v2 e t , we solve the equations v1 + e t v2 = 0 e t v = 0. for v1 , v2 . This gives Integrating yields v1 = 4t v1 ( t ) = 2t 2 and and v2 = 4tet . v2 ( t ) = 4et (1 t ) .
Hence, we have a particular solution y p ( t ) = y1v1 + y2 v2 = 1 2t 2 + e t 4et (1 t ) = 2t 2 4t + 4 . Combining the constant term with the homogeneous solution, we write the general solution as y(t ) = c1 + c2et + 2t 2 4t .
2.
( )
y y = et The homogeneous solutions to the equation are y1(t ) = 1 and y2 (t ) = et . To find a particular solution of the form y p ( t ) = v1 y1 + v2 y2 = v1 + v2 et , we solve
v1 + et v2 = 0 et v2 = e t .
v1 = e t
v1 ( t ) = e t
and and
v2 = e2t .
1 v2 ( t ) = e 2t . 2
( )
396
CHAPTER 4
3.
1 y 2 y + y = et , (t > 0) t The two linear independent solutions y1 and y2 of the homogeneous equation are y1(t ) = et and y2 (t ) = tet . Using the method of variation of parameters, we seek the particular solution y p ( t ) = v1 ( t ) et + v2 ( t ) tet . In order for y p (t ) to satisfy the differential equation, 1 and 2 must satisfy
y1v1 + y2 v2 = et v1tet v2 = 0 1 . y1v1 + y2 v2 = et v1et (t + 1)v = et 2 t Solving algebraically for v1 and v2 we obtain Integrating gives the values v1 ( t ) = 1 v1 ( t ) = t and and
1 v2 = . t
v2 = ln t .
y + y = csc t The two linearly independent solutions y1 and y2 of the homogeneous equation are
y1(t ) = cos t
and
y2 (t ) = sin t .
y p ( t ) = v1 ( t ) cos t + v2 ( t ) sin t .
In order for y p (t ) to satisfy the differential equation, v1 and v2 must satisfy y1v1 + y2 v2 = (cos t )v1 + (sin t )v = 0 2 y1v1 + y2 v2 = ( sin t )v1 + (cos t )v = csc t. 2 Solving algebraically for v1 and v2 we obtain Integrating gives the values v1 ( t ) = 1 v1 ( t ) = t and and v2 = cot t . v2 = ln ( sin t ) .
SECTION 4.5
Variation of Parameters
397
5.
y + y = sec t tan t
The homogeneous solutions are y1(t ) = cos t and y2 (t ) = sin t . We seek the solution We form the system
y p ( y ) = ( cos t ) v1 + ( sin t ) v2 .
(cos t )v1 (sin t )v2 = 0 (sin t )v1 + (cos t )v2 = sec t tan t. . v2 = tan t . v2 = ln sec t .
Solving algebraically for v1 and v2 yields Integrating gives the values The particular solution is Thus, the general solution is
6.
v1 ( t ) = tan 2 t and
v1 = tan t t
and
y 2 y + 2 y = et sin t The homogeneous solutions are y1(t ) = et cos t and y2 (t ) = et sin t . To find a particular solution of the form y p ( t ) = v2 et cos t + v2 et sin t , we solve the equations
and and
1 1 1 y p ( t ) = y1v1 + y2 v2 = et cos t ( t + cos t sin t ) + et sin t sin 2 t = et ( sin t t cos t ) 2 2 2 and the general solution is 1 y(t ) = c1et cos t + c2et sin t tet cos t . 2
398
CHAPTER 4
7.
y 3y + 2 y =
The homogeneous solutions are y1(t ) = et and y2 (t ) = e2t . Hence we seek the particular solution
Solving algebraically for v1 and v2 yields The first integral is trivial; v1 = ln(1 + e t ).
v1 =
The second one is more difficult. However, if we perform some algebra, we can write v2 = et 1 + et et e 2t et = = et , which integrates to give v2 = e t + ln 1 + e t . 1 + et 1 + et 1 + et
g
)
y ( t ) = c1et + c2 e2t + et + e 2t ln 1 + e t . (The term et in yp was absorbed in the homogeneous solution, giving a better form for the solution.)
8.
) (
y + 2 y + y = e t ln t , (t > 0) The homogeneous solutions are y1(t ) = et and y2 (t ) = tet . We seek a particular solution y p ( y ) = e t v1 + te t v2 to form the system
et v1 + te t v2 = 0 e t v1 + (e t tet )v = et ln t. 2 Solving algebraically for v1 and v2 , yields Integrating yields Hence, we have a particular solution 1 1 3 1 y p = t 2 e t ln t + t 2 e t + t 2 e t ln t t 2 e t = t 2 et ln t . 2 4 4 2 Thus the general solution is 1 y(t ) = c1et + c2tet + t 2et (2 ln t 3) . 4 v1 = t ln t and and v2 = ln t . v2 = t ln t t .
1 1 v1 = t 2 ln t + t 2 2 4
SECTION 4.5
Variation of Parameters
399
9.
y + 4 y = tan 2t
yh = c1 cos 2t + c2 sin 2t y1 y2
v1 =
( tan 2t )(sin 2t ) 1 sin 2 2t 1 1 cos 2 2t 1 dt = dt = dt = sec 2t cos 2t dt 2 2 cos 2t 2 cos 2t 2 1 = ( ln sec 2t + tan 2t sin 2t ) 4 tan 2t cos 2t 1 dt = cos 2t 2 4
v2 =
General solution:
10.
y + 5 y + 6 y = cos(et ) yh = c1 e 2t + c2 e3t y1 y2 v1 = v2 =
( cos(e ) ) e
t
3t
e5t
So yp = y1v1 + y2v2 = e2t et sin(et ) + cos(et ) + e3t 2sin(et ) e2t sin(et ) 2et cos(et ) = 2e 3t sin(et ) e2t cos(et ) General solution:
11.
y + y = sec 2 t yh = c1 cos t + c2 sin t y1 y2 v1 = ( sec2 t )sin dt = ( sec t tan t )dt = sec t v2 = sec2 t cos t dt = sec t dt = ln sec t + tan t So, yp = y1v1 + y2v2 = cos t sec t + sin t ln sec t + tan t = 1 + sin t ln sec t + tan t General solution: y (t ) = cos1 cos t + c2 sin t 1 + sin t ln sec t + tan t
400
CHAPTER 4
12.
y y =
et t
yh = c1 et + c2 e t y1 y2 v1 = 1 et t 1 1 1 t (e )dt = 2 t dt = 2 ln t 2 1 et t 1 e 2t 1 t e2 s dt = ds e dt = 2 t 2 t 2 t0 s
2s t e 1 t 1 e ln t e t ds t0 s 2 2
v2 =
t 2 y 2ty + 2 y = t 3 sin t , y1(t ) = t , y2 (t ) = t 2 We begin by dividing the equation by t 2 , to get the proper form for using variation of parameters. y 2 2 y + 2 y = t sin t . t t
Substitution verifies that y1 and y2 for a fundamental set of solution to the associated homogeneous equation, so yh = c1t + c2t 2 , we seek a particular solution
y p ( y ) = v1t + v2t 2 ,
tv1 + t 2 v2 = 0 v1 + 2t 2 v2 = t sin t
and and
v2 = sin t . v2 = cos t .
t 2 y + ty 4 y = t 2 1 + t 2 , y1(t ) = t 2 , y2 (t ) = t 2 We begin by dividing the equation by t 2 , to get the proper form for using variation of parameters: 1 4 y + y 2 y = 1 + t 2 . t t
SECTION 4.5
Variation of Parameters
401
Substitution verifies that y1 and y2 form a fundamental set of solutions to the associated homogeneous equation, so yh = c1t 2 + c2t 2 . We seek a particular solution y p ( y ) = v1t 2 + v2 t 2 , t 2 v1 + t 2 v2 = 0 2tv1 2t 3v2 = 1 + t 2 . Solving algebraically for v1 and v2 yields Integrating yields Thus,
y p (t ) = 1 2 1 t2 t4 t ln t + t 4 . 4 8 16 24 1 1 y t = c1t 2 + c2t 2 + t ln t + t 4 . 4 12
1+ t2 v1 = 4t
and and
v2 =
t 3 1 + t 2 4
).
1 1 v1 = ln t + t 2 4 8
v2 =
1 4 1 6 t t . 16 24
bg
bg
We begin by dividing the equation by (1 t ) , to get the proper form for variation of parameters
y + 1 t y y = 2 t 1 e t 1 t 1 t
b g
Susbtitution verifies that y1 and y2 form a fundamental set of solutions to the associated homogeneous equation, so yh = c1t + c2 et We seek a particular solution y p ( y ) = v1t + v2 et , t v1 + et v2 = 0 v1 + et v2 = 2(t 1)et
v1 = 2e t and
and
v2 = 2te 2t . Integrating
1 v2 = e 2t t + . 2
Thus,
F 1 tI . H2 K
402
CHAPTER 4
16.
1 1 y + y + 1 2 y = t 1 2 , t 4t
F H
I K
y1 ( t ) = t 1/ 2 sin t , y2 ( t ) = t 1/ 2 cos t
Substitution verifies that y1 and y2 form a fundamental set of solutions to the associated homogeneous equation, so yh = c1t 1/ 2 sin t + c2t 1/ 2 cos t We seek a particular solution y p ( y ) = v1t 1/ 2 sin t + v2t 1/ 2 cos t , t 1/ 2 sin tv1 + t 1/ 2 cos v2 = 0
and and
v2 = sin t. v2 = cos t.
y p ( t ) = t 1/ 2 sin 2 t + cos 2 t = t 1/ 2 , and the general solution of this equation is y ( t ) = yh + y p = c1t 1/ 2 sin t + c2t 1/ 2 cos t + t 1/ 2 .
yh (t ) = c1 y1 + c2 y2 + c3 y3 ,
y p (t ) = v1 y1 + v2 y2 + v2 y3 . y p = v1 y1 + v1 y1 + v2 y2 + v2 y2 + v3 y3 + v3 y3 = = v1 y1 + v2 y2 + v3 y3 (if we set y1v1 + y2 v2 + y3v3 = 0 ).
Differentiating, again
y = v1 y1 + v1 y1 + v2 y2 + v2 y2 + v3 y3 + v3 y3 . p
Substituting y p , y , y and y into the L( y) = f , then regrouping all terms in v1 and v2, we see p p p that the coefficient of each is 0 because each yi is a solution of L(yi) = 0. Thus we are left with y = y1v1 + y2 v2 + y3v3 = f . p This last equation, together with the two assumptions (in parentheses) that we made while differentiating, gives a system to solve for v1 , v2 , v3 : y1v1 + y2 v2 + y3v3 = 0 y1v1 + y2 v2 + y3v3 = 0 y1v1 + y2 v2 + y3v3 = f .
SECTION 4.5
Variation of Parameters
403
We use Cramers Rule to solve the system, then integrate to find v1 , v2 , v3 and hence, obtain a particular solution
y p ( t ) = v1 y1 + v2 y2 + v3 y3 .
Third-Order DEs 18.
y 2 y y + 2 y = et The characteristic equation ( 1)( + 1)( 2 ) = 0 and has roots 1, 1, and 2. The fundamental set is y1 = et , y2 = et , and y3 = e2t . Hence, yh = c1et + c2et + c3e2t . By variation of parameters, we seek y p (t ) = v1et + v2 e t + v3e2t , as in Problem 17. Hence the system to solve is et v1 + e t v2 + e 2t v3 = 0 et v1 e t v2 + 2e 2t v3 = 0 et v1 + e t v2 + 4e 2t v3 = et . Using Cramers rule and computing the determinants yields:
0 e t t 0 e t e t e v1 = W e 2t 2e 2 t 4e 2t 3e 2t 1 = = 2t 2 6e
et W = et t e
et e t et
e 2t 2e2t = 6e2t ; 4e 2 t
v2 =
et t e t e
e 2t 0 2e 2t et 4e 2t e 4t 1 = = e 2t 2t W 6 6e t e 0 t 0 e e t et 2et 1 t = = e W 6e 2t 3 0
1 1 v2 = e 2t v3 = e t . 6 3 1 1 v2 = e 2t v3 = e t . 12 3 1 1 1 y p (t ) = tet + et et and the general solution is 2 12 3 1 1 y(t ) = c1et + c2et + c3e2t tet et . 2 4
404
CHAPTER 4
19.
v1 =
= sec t
v = ln sec t + tan t
v2 =
1 0 0 0 0 sec t 1
=1
0 sec t
v3 =
=1
yh = c1 + c2 cos 3t + c3 sin 3t yp = v1 + v2 cos 3t + v3 sin 3t 1 cos3t W = 0 3sin 3t 0 9cos3t sin 3t 3sin 3t 3cos3t = 1 9cos3t 9sin 3t 3cos3t = 27 9sin 3t
SECTION 4.5
Variation of Parameters
405
v1 =
v1 =
v2 = v2 =
v3 =
v3 =
y = c1 + c2 cos3t + c3 sin 3t
Method Choice 21.
y y = f (t ) We first find the homogeneous solution. The characteristic equation ( 2 1) = 0 has roots 0, 1, so the homogeneous solution is yh = c1 + c2 et + c3e t . (a) y y = 2e t . Because et is in yh, we must try yp = a tet. The method of undetermined coefficients is straightforward and gives a = 1, so yp = tet and the general solution can be written y (t ) = c1 + c2 et + c3e t + te t . (b) y y = sin 2 t . We cannot use undertermined coefficients on sin2 t, so we use variation of parameters to seek a particular solution of the form yp(t) = v1 + v2et + v3et, with the derivatives of v1, v2, and v3 determined from the equations 1v1 + et v2 + e t v3 = 0 0v1 + et v2 e t v3 = 0 0v1 + et v2 + e t v3 = sin 2 t . Discussion continues on next page.
406
CHAPTER 4
Using Cramers rule (as outlined in Problem 18), we obtain v1 = sin 2 t v2 = 1 t 2 e sin t 2 1 v3 = et sin 2 t . 2
The antiderivative of 1 is easy to find; the other two must be left as integrals
v1 = 1 ( sin t cos t t ) 2 1 v2 = e t sin 2 t dt 2 1 v3 = et sin 2 t dt . 2
Hence, the general solution is y ( t ) = c1 + c2 et + c3e t + (c) 1 1 1 ( sin t cos t t ) + et et sin 2 t dt + et et sin 2 t dt . 2 2 2
y y = tan t . As in Part (b) , we must use variation of parameters to find yp, with
1v1 + et v2 + e t v3 = 0 0v1 + et v2 e t v3 = 0 0v1 + et v2 + e t v3 = tan t . Using Cramers rule (as outlined in Problem 18), to solve these equations we find v1 = tan t 1 v2 = e t tan t 2 1 v3 = et tan t . 2
The antiderivative of 1 is easy to find; the other two must be left as integrals v1 = ln cos t Hence, the general solution is
1 1 1 y ( t ) = c1 + c2 et + c3et + ln cos t + et et tan t dt + e t et tan t dt. 2 2 2
1 v2 = e t tan t dt 2
1 v3 = et tan t dt . 2
Parts (b) and (c) demonstrate the power of graphical methods because the algebraic expressions for y(t) are pretty meaningless. It is easier and more informative to use DE software to approximate solutions of this equation in ty space than it is to pursue the analytical formula for the solution. The figures show curves for several initial conditions to show the variety that can occur. For any IVP there would be only one solution. Note: We used a 3D graphc DE solver with the following equations for y y = f (t ) :
y = x y = x = z y = z = x + f (t )
relisted as
x = y y = x z = x + f (t )
SECTION 4.5
Variation of Parameters
407
(b)
f(t) = sin2 t. The expression for y(t) on the previous page can be further evaluated using the identity sin2 t = 1 (1 cos 2t ), 2
but solution behavior is more easily seen on a graph of y(t). (c) f(t) = tan t The expression for y(t) on the previous page is even more complicated than that for part (b); again, solution behavior is more readily understood with a graph of y(t).
Greens Function Representation 22.
y + y = f (t )
We know that y1 = cos t and y2 = sin t are the solutions of the corresponding homogeneous equation. Their Wronksian is W y1, y2 (t ) =
Integrating yields
v1 = sin ( s ) f ( s ) ds
t 0
v2 = cos ( s ) f ( s ) ds .
t 0
Hence, y p ( t ) = y1v1 + y2 v2
= sin(t s ) f ( s )ds .
0
The homogeneous solutions are y1 = et and y2 = et . We seek a particular solution of the form y p = v1 y1 + v1 y2 , where v1 and v2 satisfy et v1 + e t v2 = 0 et v1 e t v2 = f ( t ) .
408
CHAPTER 4
t t 1 1 = et e s f ( s ) e t e s f ( s ) ds 0 2 0 2 t et s e t + s = f (s) ds 0 2
= sinh ( t s ) f ( s ) ds .
t 0
From the Leibniz Rule in multivariable calculus we have the following result: For a continuous function g(t,s),
r g d t 0 g ( t , s ) ds = limt g (r , r ) + 0 t (t , s)ds . r dt
z
t
sin(t s) f (s)ds
Differentiating yields
y = sin ( t t ) f ( t ) + cos ( t s ) f ( s ) ds = cos ( t s ) f ( s ) ds
t t 0 0
and
y = cos ( t t ) f ( t ) sin ( t s ) f ( s ) ds = f ( t ) sin ( t s ) f ( s ) ds .
t 0 0
Hence,
y + y = f (t )
sin(t s) f ( s)ds +
sin(t s) f (s)ds = f (t ) .
Student Project
Suggested Journal Entry II
26.
Student Project
SECTION 4.6
Forced Oscillations
409
4.6
Forced Oscillations
Mass-Spring Problems 1.
x + 2 x + x = 6cos t
Find xh:
Find xp:
x + 2 xp + x p = A cos t B sin t p + 2( B cos t A sin t ) + A cos t + B sin t 2 B cos t 2 A sin t = 6cos t 2B = 6, 2A = 0 A = 0, B = 3 xp = 3 sin t x(t) = xh + xp = c1et + c2tet + 3 sin t
xss = 3 sin t = 3cos t 2 Amplitude C = 3; phase shift
= radians 2
2.
x + 2 x + 3 x = cos3t
Find xh:
r2 + 2r + 3 = 0 r = 1
2i
xh = e t c1 cos 2t + c2 sin 2t
Find xp:
9A cos3t 9 B sin 3t ) + 2(3B cos3t 3 A sin 3t ) + 3( A cos3t + B sin 3t ) (6 A + 6 B )cos3t + ( 6 A 6 B)sin 3t = cos3t
6A + 6B = 1, 6A 6B = 0 A=
1 1 ,B = , so 12 12
410
CHAPTER 4
xp =
1 1 cos3t + sin 3t 12 12
1 1 cos3t + sin 3t 12 12
Amplitude C =
3.
2 x + 3 x = 4cos8t
Find xh:
2r2 + 3 = 0 r2
xh = c1 cos
3 3 r= i 2 2
3 3 t + c2 sin t 2 2
Find xp:
Amplitude C =
SECTION 4.6
Forced Oscillations
411
4.
2 x + 2 x + Find xh:
1 5 x = cos t 2 2 2r2 + 2r +
1 1 =0r= 2 2
xh = c1e (1/ 2)t + c2te (1/ 2)t Find xp: xp = A cos t + B sin t, xp = A sin t + B cos t , x = A cos t B sin t p
2 x + 2 xp + p
3 5 3 A + 2B = , 2 A B = 0 2 2 2 3 4 A= , B= 5 5 3 4 xp = cos t + sin t 5 5 3 4 x(t) = xh + xp = c1e (1/ 2)t + c2te (1/ 2)t cos t + sin t 5 5 3 4 xss = cos t + sin t = cos(t 2.2) 5 5 Amplitude C = 1; phase shift
2.2 radians
5.
x + 2 x + 2 x = 2cos t
Find xh:
r2 + 2r + 2 = 0 r = 1 i xh = et ( c1 cos t + c2 sin t )
Find xp:
xp = A cos t + B sin t, xp = A sin t + B cos t x = A cos t B sin t p x + xp + 2 x p = A cos t B sin t p +2( B cos t A sin t ) +2( A cos t + B sin t ) ( A +2 B) cos t + (2 A + B )sin t = 2cos t A + 2B = 2, 2A + B = 0
412
CHAPTER 4
A=
2 4 , B= 5 5 2 4 xp = cos t + sin t 5 5
Amplitude C =
6.
2 5
; phase shift
1.1 radians
x + 4 x + 5 x = 2cos 2t
Find xh:
Find xp:
xp =
2 16 cos 2t + sin 2t 65 65
2 16 cos 2t + sin 2t 65 65
cos(2t 1.4)
Amplitude C =
; phase shift
0.73 radians
SECTION 4.6
Forced Oscillations
413
Pushing Up 7.
m=
1 , b = 2.5, k = 6 4
1 x + 2.5 x + 6 x = 2cos 2t 4
r2 + 10r + 24 = 0
(r + 4)(r + 6) = 0
r = 4, 6
xh = c1e4t + c2e6t
Find xp:
xp =
1 1 cos 2t + sin 2t 5 5
c2 =
23 5
414
CHAPTER 4
Pulling Down 8.
m=
16 1 = , b = 6, k = 16 32 2
1 x + 6 x + 16 x = 4cos 4t 2
The IVP is x + 12 x + 32 x = 8cos 4t , x (0) = 1, x (0) = 0 . Find xh: r2 + 12r + 32 = 0 (r + 4)(r + 8) = 0 xh = c1e4t + c2e8t Find xp: xp = A cos 4t + B sin 4t x p = 4A sin 4t + 4B cos 4t x p = 16 A cos 4t 16 B sin 4t x p + 12 x p + 32 x = 16 A cos 4t 16 B sin 4t + 12(4 A sin 4t + 4 B cos 4t ) + 32( A cos 4t + B sin 4t ) = 8cos 4t Coeff. of cos 4t: 16A + 32A + 48B = 8 Coeff. of sin 4t: 16B + 32B 48A = 0 A= xp =
1 3 cos 4t + sin 4t 20 20
r = 4, 8
1 3 B= 20 20
1 = c1 + c2 +
1 20 3 5
0 = 4c1 8c2 +
19 7 4 20 c1 = , c2 = 3 4 5 c1 + 2c2 = 20 c1 + c2 =
SECTION 4.6
Forced Oscillations
415
Mass-Spring Again 9.
(a)
The mass is m = 100 kg ; gravitational force (weight) acting on the spring is mg = 100 ( 9.8 ) = 980 newtons. Because the weight stretches the spring by
20 cm = 0.2 m , we have
k=
(b)
x + 49 x = 0 , x ( 0 ) = 0.40 , x ( 0 ) = 0 .
Solving we write the transient solution in polar form
x ( t ) = C cos (0t ) = C cos ( 7t )
where the circular frequency is 0 = 7 radians per second. Using the initial conditions gives
(c) (d)
2 seconds . 7
5 1 which has roots x1,2 = i 171 . Hence, the general solution is 2 2 171 171 x ( t ) = e5t 2 c1 cos t + c2 sin 2 2 t . Using the initial conditions x ( 0 ) = 0.4 , x ( 0 ) = 0 gives
x ( 0 ) = c1 = 0.4 x ( 0 ) = c2 171 5 c1 = 0 2 2
416
CHAPTER 4
We change the unforced equation in Problem 9 to the forced equation 100 x + 500 x + 4900 x = 100cos f t . (a)
b 2 4mk = 5002 4 (100 )( 4900 ) < 0 , so the system is underdamped. From Equation (21) in the text, the amplitude is a maximum when the forcing frequency is
f =
(b)
Given f = 7 , we have seen that 0 = 7 , m = 100 , b = 500 , and hence tan becomes infinite, so that =
xss ( t ) =
2
2
m
2 0
2 f
) + (b )
2 f
100
(100 )2 ( 49 49 )2 + ( 500 7 )2
cos 7t 0.029cos 7t . 2 2
See the graph for the solution of the IVP problem. You can see that the steady state appears to be
xss ( t ) 0.029cos 7t . 2
(c)
The undamped equation is 100 x + 4900 x = 100cos 7t . The particular solution now has the form xss ( t ) = Ct cos ( 7t ) or xss ( t ) = t ( A cos 7t + B sin 7t ) .
SECTION 4.6
Forced Oscillations
417
From Problem 10 we found the differential equation for the mechanical system to be 100 x + 500 x + 4900 x = 100cos f t or x + 5 x + 49 x = cos f t . So if R = 4 ohms , then the equivalent electrical equation (making one equation a constant multiple of the other equation) LQ + RQ + would be:
4 4 4 4 Q + ( 5 ) Q + ( 49 ) Q = cos f t . 5 5 5 5
1 Q = V0 cos f t C
x + 8 x + 36 x = 72cos 6t
The given characteristic equation has roots 4 2i 5 , hence in the long run the homogeneous
equation solution always decays to zero. We are only interested in a particular solution, and in this case that solution is
x = A cos 6t + B sin 6t .
Differentiating and substituting into the differential equation gives
3 . 2
x 2 1 t
A= 0, B =
Hence, the steady-state solution is given by 3 xss ( t ) = sin 6t . 2 The graph of the steady-state solution is shown.
1 2
418
CHAPTER 4
x p ( t ) = A cos 2t + B sin 2t .
Substituting x p into the differential equation we find A = 1 , B = 1 x p = cos 2t + sin 2t . 2 Substituting the general solution into the initial conditions x ( 0 ) = x ( 0 ) = 0 , we find 3 1 x ( t ) = e 2t cos 4t + sin 4t + cos 2t + sin 2t . 4 2 The steady-state portion of the solution is shown. (See figure.)
x(t ) 1.5 0.5 0.5 1.5 1 2 3 4 5 6 t
1 , so 2
4Q + 100Q = 10cos 4t , Q (0) = 0, Q(0) = 0 Find Qh : Find Qp : 4Q + 100Q = 0 Q + 25Q = 0 Qh = c1 cos5t + c2 sin 5t Qp has the form A cos 4t + B sin 4t.
5 5 cos 4t. , B = 0 and so Qp = 18 18
The initial conditions Q(0) = 0 and Q(0) = 0 give us c1 = and the solution of the IVP is Q(t) =
5 5 cos5t + cos 4t . 18 18
5 , c2 = 0 18
SECTION 4.6
Forced Oscillations
419
Q + 12Q + 100Q = 12cos10t , Q (0) = 0, Q(0) = 0 (a) Find Qh: Find Qp: r 2 + 12r + 100 = 0 r = 6 8i Qh = e 6t (c1 cos8t + c2 sin 8t ). Qp has the form A cos 10t + B sin 10t. 1 10
1 sin10t. 10
1 8
The initial conditions Q(0) = 0 and Q(0) = 0 give us c1 = 0 c2 = 1 1 and the solution of the IVP is Q(t) = e 6t sin 8t + sin10t . 8 10 (b) 3 I(t) = Q(t ) = e 6t sin 8t cos8t + cos10t. 4
The steady-state solution, being a particular solution, has the form A cos f t + B sin f t, where the forcing function is Fo cos f t. The steady-state solution can be written in the form xss = C cos(f t ). Hence, the frequency of the steady-state is the same as that of the forcing function.
17. False
The amplitude of the steady-state is a function of the frequency of the forcing function. In fact, A( f ) =
F0 m ( 2 ) 2 + (b f ) 2 f
2 2 0
420
CHAPTER 4
Beats 18.
The identity cos ( A + B ) cos ( A B ) = 2sin A sin B may be used here. In this case, if A = 2t , B = t , and we have A + B = 3t , A B = t . Hence, cos3t cos t = 2sin 2t sin t .
The trigonometric identity sin ( A + B ) sin ( A B ) = 2sin B cos A may be used here. Let A = 3t and B = t . From this we get A + B = 3t and A B = 2 . Hence,
= tan 1
B A
B . The value of you get A
might be units different from the correct value. Unless you know by some other means in which quadrant lies, it is best to use the two equations C cos = A , C sin = B . A good rule of thumb is to think of the AB plane; when both A, B are positive will be in the first quadrant (i.e., between 0 and quadrant, and so on.
SECTION 4.6
Forced Oscillations
421
20.
x + 4 x + 4 x = cos t The homogeneous solution to the equation is xh ( t ) = c1e 2t + c2te 2t . We use the method of undetermined coefficients to find x p ( t ) = A cos t + B sin t . Differentiating, we get
xp ( t ) = A sin t + B cos t x ( t ) = A cos t B sin t . p Substituting into the equation gives the equation x + 4 xp + 4 x p = ( A + 4 B + 4 A ) cos t + ( B 4 A + 4 B ) sin t = cos t . p Hence A = 3 4 , B= with the particular solution 25 25 xp (t ) = 3 4 cos t + sin t . 25 25
Nothing in xp dies off with time; this is our steady-state solution. Putting this in polar form
21.
x + 2 x + 2 x = 2cos t The roots of the characteristic equation are 1 i . We use for the particular solution: x p ( t ) = A cos t + B sin t = C cos ( t ) .
422
CHAPTER 4
0 = 2 , f = 1 , m = 1 , b = 2 and simply
substitute these numbers into the text solution to find xss ( t ) = 2 5 cos ( t )
x + x + x = 4cos3t 1 i 3 . Notice that, as in previous problems, there The roots of the characteristic equation are 2 2 will be an e t 2 involved in all of the terms in the homogeneous equation, so xh is transient, and none of these terms will be involved in x p . We move on to find a particular solution, using the method of undetermined coefficients. Let
x p ( t ) = A cos3t + B sin 3t .
Then we have xp = 3 A sin 3t + 3B cos3t , x ( t ) = 9 A cos3t 9 B sin 3t . p Hence,
= arctan
12 2.78 radians. 32
SECTION 4.6
Forced Oscillations
423
Resonance 23.
0 =
the frequency is
f0 =
seconds.
If resonance exists, the input frequency f is the same as the natural frequency 0 = 2 3 (see Problem 23). Hence, we have the initial-value problem x + 12 x = 16cos 2 3t , x ( 0 ) = x ( 0 ) = 0 . This equation has homogeneous solution xh ( t ) = c1 cos 2 3t + c2 sin 2 3t . To find a particular solution we seek a function of the form
x p = At cos 2 3t + Bt sin 2 3t .
A= 0, B =
so the general solution is
16 4 3
=4
3 , 3
x ( t ) = c1 cos 2 3t + c2 sin 2 3t +
4 3 t sin 2 3t . 3
Substituting this into x ( 0 ) = x ( 0 ) = 0 yields c1 = 0 , c2 = 0 . Hence, the solution to the IVP is x (t ) = 4 3 t sin 2 3t . 3
424
CHAPTER 4
(a)
hence
0 =
or
2 k = m0 =
2 = 5
k m
125 4 2 = 10 2 . 2 25
4+2 = 3 feet being above water. 2
We measure the displacement of the buoy x ( t ) from the water level with x ( t ) = 0 corresponding to the position of the buoy with
Because the forced equation in rough seas has an amplitude of 3 feet and a period 2 . We therefore get the equation of 7 seconds, the frequency of the forced response is 7 2 t . 62.5 x + 10 2 x = 3cos 7 We are interested in the steady-state solution of this equation, hence we use the method of undetermined coefficients to find a particular solution. In this case we let
x p = A cos 2 t 2 t + B sin . 7 7
We now differentiate and substitute into the equation yielding A = we have x p (t ) = xss ( t ) = 49 2 t 2 t 0.06cos . cos 2 7 7 80
49 , B = 0 . Hence, 80 2
[Although no friction term has been included in the preceding DE, there will in reality be such a term, so the homogeneous solution would go to zero leaving only the oscillation xss ( t ) .]
SECTION 4.6
Forced Oscillations
425
(b)
49 0.06 feet from its equilibrium 80 2 position 3 feet above the level water line. The steady-state solution has the buoy moving in phase with the waves so when a 3-foot wave crest hits, the buoys height above sea level is approximately 3.06 feet. Thus the buoy is always at least 0.06 feet above the water and is never submerged.
(a)
We know the form of the particular solution is xss ( t ) = A cos f t + B sin f t . Substituting this into the equation mx + bx + kx = F0 cos f t and simplifying, we find k m 2 A + b f B cos f t + k m 2 B b f A sin f t = F0 cos f t . f f Setting the coefficients of the sine and cosine terms equal, yields the two equations
( k m ) A + b ( k m ) B b
2 f 2 f
f f
B = F0 A = 0.
Solving, we obtain
A=
F0 k m 2 f
( k m )
2 f
)
.
+ b 2 2 f + b 2 2 f
B=
F0b f k m 2 f
(b)
F0 k m
2 f
+b
2
2 f
k m 2 cos f t + b f sin f t . f
F0
( k m )
2 f
+b
2
cos f t ,
2 f
with tan =
2 m 0 2 f
of the system is oscillatory with the same frequency f as the forcing term, but with a phase lag.
426
CHAPTER 4
x + 0.3 x + x = cos t (C) We have damping but we also have a sinusoidal forcing term. Hence, the homogeneous solution goes to zero and particular solutions consist of sines and cosines, which give rise to circles in the phase plane. Therefore, starting from the origin x ( 0 ) = x ( 0 ) = 0 we get a curve that approaches a circle from the inside.
28.
x+x=0 (A) The equation models the undamped harmonic oscillator, which has circular trajectories.
29.
x + x = cos t (D) This equation has resonance so the trajectories in phase space spiral to infinity.
30.
x + 0.3x + x = 0 (B) The system is unforced but damped, and hence trajectories must approach x ( 0 ) = x ( 0 ) = 0 .
Matching 3D Graphs
31.
(a) (e)
E B, D, E
(b) (f)
B C, D
(c) (g)
C, D A
(d)
A, C
xh = 4cos 4t 3sin 4t
(b)
The amplitude of xh = 5 .
The system is in a state of pure resonance because 0 = f . The mass will oscillate with increasing amplitude.
Qh = 4cos 4t 5sin 4t
The amplitude of the transient solution is A = 42 + 52 = 41 Qs = Q p = 6t cos 4t 4= 1 1 1 = , C= 16 LC C (d) Q p = 6t cos 4t
The charge on the capacitor will oscillate with ever-increasing amplitude due to pure resonance.
SECTION 4.6
Forced Oscillations
427
xh = 3e 2t cos t 2e2t sin t From the exponential function e2t we see that Underdamped The amplitude (time-varying) of xh = 13e 2t .
xss = x p = 2 cos ( 5t ) 4k 16 so k = 5 Nt m , and 0 = 5 rad sec . From For2 F0 F0 2= = . Therefore F0 = 40 Nt . 2 2 800 2 5 5 + ( 4 5)
b = 2. Hence if m = 1, b = 4 . 2m
f = 5 rad sec , = 1 =
mula (19), we obtain
(a)
The dart is fired straight at the target with initial velocity vo. Let yD denote the vertical position of the dart at time t. yD = g yD = gt + c yD (0) = vo sin so yD = gt + v0 sin Integrating: 1 yD = gt 2 + (v0 sin )t + c 2
2 2 d = x0 + y0
1 yD (0) = 0 so yD = gt 2 + (v0 sin )t 2 Now consider the target. Let yT denote the vertical position of the target at time T. The 1 initial conditions are yT(0) = y0 and yT (0) = 0. By similar calculations, yT = y0 gt2. 2 (b) To find the time t1 when the heights of dart and target are equal, set yT(t) = yD(t). Then yo y0 y0 1 2 1 gt = v0 sin t gt 2 so that T1 = and x1 = (v0 cos ) 2 2 v0 sin t v0 sin y0 y0 = so that x1 = x0 (i.e., the dart hits the target). x0 x1 y0 = tan
Substituting t1 into either equation for the height of the dart or the target at impact yields yT. 2 gy0 yT = y0 2(v0 sin ) 2 y Simplifying by using the diagram so that sin = 0 , we obtain d 1 d yT = y0 g . 2 v0
2
428
CHAPTER 4
We write A f =
( )
F0
( k m )
2 f
= +b
2 2 f
F0 / m k b 2 2 m f + m f
2 2
A f
( )
2 f 2 f m = 2 k 2 + f m
k ( m 2bm ) F b ) ( m )
2 2 2 32 2 f
( )
f =
k b2 . m 2m 2
When b 2 > 2mk , f is not real. Hence A f = 0 only when f = 0 . In this case A f
( )
( )
( )
When b 2 < 2mk , then f is real and positive. It is easy using the sign of the derivative to see that the maximum of A f
( ) occurs at
f =
k b2 . m 2m 2
Amax =
F0
2 b k b 2 m 4m
Student Project
SECTION 4.7
429
4.7
Because the system is conservative it does not change over time. Initially we have x ( 0 ) = 1 , x ( 0 ) = 4 , so the initial energy of this system is E= which remains constant in time.
Nonconservative Mass-Spring System 2.
1 1 17 ( 4 )2 + (1) = , 2 2 2
we have x = e 5 . 5
Also
x ( t ) = e t sin ( 5t ) + cos ( 5t ) + e t 5cos ( 5t ) 5sin ( 5t ) ,
) + 1 ( 26e 2
2 5
) = 21e
2 5
430
CHAPTER 4
(c)
) (
).
1 1 2 1 2 1 2 LQ 2 + Q = LI 0 + Q0 . 2 2C 2 2C
LQ +
1 Q = 0 , Q ( 0 ) = Q0 , I ( 0 ) = I 0 C
( )
( )
LQ + RQ + CQ = 0 , Q ( 0 ) = Q0 , I ( 0 ) = I 0 We are given L = 1 henry, R = 1 ohm, C = 4 farads, Q0 = 0 coulomb, I 0 = 2 amps. Hence, the IVP is Q + Q + 0.25Q = 0 , Q ( 0 ) = 0 , I ( 0 ) = 2 , whose solution is given by Q ( t ) = 2te t 2 I ( t ) = Q ( t ) = 2e t 2 te t 2 = e t 2 ( t 2 ) . Hence, the initial energy is E (0) = At time t the energy is E (t ) = 1 2 1 2 1 1 1 2 2 LI ( t ) + Q ( t ) = e t ( t 2 ) + 4t 2 e t = e t ( t 2 ) + t 2 = e t t 2 2t + 2 . 2 2C 2 8 2 1 2 1 2 1 1 LI 0 + Q0 = (1) 22 + ( 0 ) = 2 joules. 2 2C 2 8
( ) )
SECTION 4.7
431
Questions of Energy 6.
x x + x3 = 0 (a) KE = 1 2 1 1 x , V = x + x 3 dx = x 2 + x 4 2 2 4
1 2 1 2 1 4 x x + x 2 2 4
E ( x, x ) = KE + V =
(b)
To find the equilibrium points, we seek the solutions of E E = x + x3 = 0 , = x =0. x x Solving these equations, we find three equilibrium points at ( 1, 0 ) , (0, 0) and (1, 0). Because x = 0 for all these points, we determine which points are stable (local maxima) by simply drawing the graph of V ( x ) (shown in part (c)).
(c)
Graph of the potential energy V ( x ) is shown. Note that V ( x ) has local minima at x = 1 and a local maxima at x = 0 . Hence,
V ( x) 3 2
( 1, 0 )
and (1, 0 )
( 0, 0 )
is an unstable point.
1 0.5
Potential energy of x x + x3 = 0
7.
x x x3 = 0 (a) KE = 1 2 1 1 x , V = x x3 dx = x 2 x 4 2 2 4
1 2 1 2 1 4 x x x 2 2 4
E ( x, x ) = KE + V =
(b)
To find the equilibrium points, we seek the solutions of the two equations E E = x x3 = 0 , = x =0. x x Solving these equations, we find one equilibrium point at ( 0, 0 ) . Because x = 0 we determine if it is a stable point (local minima) or unstable point (local maxima) by simply drawing the graph of V ( x ) shown in part (c).
432
CHAPTER 4
The graph of potential energy V ( x ) is shown. Note that V ( x ) has local maxima at x = 0 , and hence ( 0, 0 ) is an unstable equilibrium point. (c) See the figure to the right.
2 1
V ( x) 1
1 1 2
Potential energy of x x x3 = 0
8.
x x + x2 = 0 (a) KE = 1 2 1 1 x , V = x + x 2 dx = x 2 + x3 2 2 3 1 2 1 2 1 3 x x + x 2 2 3
E ( x, x ) = KE + V = (b)
To find the equilibrium points, we seek the solutions of the two equations
E E = x + x2 = 0 , = x =0. x x
Solving these equations, we find two equilibrium points at ( 0, 0 ) , (1, 0 ) . Because x = 0 for both these points, we determine which points are stable (local minima) and which are unstable (local maxima) by simply drawing the graph of V ( x ) shown in part (c). The graph of potential energy V ( x ) is shown. Note that V ( x ) has local minima at x = +1 and a local maxima at x = 0 . Hence, ( 0, 0 ) is an unstable point and
V ( x) 1
(1, 0 )
(c)
1 1
is a stable point.
See figure.
2
Potential energy of x x + x 2 = 0
9.
x + x2 = 0 (a) KE = 1 2 1 x , V = x 2 dx = x3 2 3
SECTION 4.7
433
E ( x, x ) = KE + V = (b)
1 2 1 3 x + x 2 3
( 0, 0 ) .
To determine if the point is stable, we note that the potential energy V ( x) = 1 3 x 3
2 1 1 2 V ( x) 3 2 x
does not have a local maxima or minima at ( 0, 0 ) , so ( 0, 0 ) is an unstable (or semistable) equilibrium point. (c) The graph of V ( x ) is a simple cubic.
Potential energy of x + x 2 = 0
10.
x ex 1 = 0
(a)
KE = 1 2 x , V = e x 1 dx = e x x 2
E ( x, x ) = KE + V = (b)
1 2 x ex x 2
To find the equilibrium points, we seek the solutions of the two equations E E = e x 1 = 0 , = x =0. x x It is clear that the first of these equations has no root, so the equation has no equilibrium points.
V ( x) 2 1 x
(c)
Note that the graph of the potential energy V ( x ) does not have any local maxima or minima points, which corresponds to the lack of equilibrium points found in part (b).
1 1 2
Potential energy of x e x 1 = 0
434
CHAPTER 4
11.
x + ( x 1) = 0 (a)
KE = 1 2 1 2 x , V = ( x 1) dx = x 3 x 2 + x 2 3
E ( x, x ) = KE + V = (b)
1 2 1 3 x + x x2 + x 2 3
To find the equilibrium points, we seek the solutions of the two equations
E E = x2 2x + 1 = 0 , = x =0. x x
Solving these equations, yields only one real equilibrium point (1, 0 ) . Because x = 0 , we determine if it is stable (local minima) or unstable (local maxima) by simply drawing the graph of V ( x ) show in part (c). Thus, we find that (1, 0 ) is an unstable (or semistable) equilibrium point. (c) The graph of the potential energy V ( x ) is shown. Note that V ( x ) has neither a maximum nor a minimum at x = 1 , and hence (1, 0 ) is an unstable (or semistable) equilibrium point.
2 1 1 2 V ( x) 2 1 x
Potential energy of x + ( x 1) = 0
2
12.
x= (a)
1 x2
KE = 1 2 1 1 x , V = 2 dx = 2 x x 1 2 1 x + 2 x
E ( x, x ) = KE + V =
(b)
To find the equilibrium points, we seek the solutions of the two equations E 1 E = 2 =0, = x =0. x x x Because the first equation does not have a solution, there is no equilibrium point.
SECTION 4.7
435
(c)
The graph of the potential energy V ( x ) is shown. Note that V ( x ) does not have any local maxima or minima, which corresponds to the absence of equilibrium points noted in part (b).
2 1
V ( x) 4 2 x
1 2 4
Potential energy of x = 1 x 2
13.
E ( x, x ) = KE + V = (b)
To find the equilibrium points, we seek the solutions of the two equations
E E = x 2 + 3x 2 = 0 , = x =0. x x
Solving these equations, we find two equilibrium points at (1, 0 ) and ( 2, 0 ) . Because x = 0 , we determine which points are stable (local minima) and which are unstable (local maxima) by simply drawing the graph of V ( x ) show in part (c). (c) The graph of the potential energy V ( x ) is shown. Note that V ( x ) has local minima at x = 1 and a local maxima at x = 2 . Hence, (1, 0 ) is a stable point and
V ( x) 2 1 x
( 2, 0 )
is an unstable point.
2 1 2
436
CHAPTER 4
x + x2 = 0 Conservative because it is of the form mx + F ( x ) = 0 . The total energy of this conservative system is E ( x, x ) = 1 1 1 mx + F ( x ) dx = x 2 + x3 . 2 2 3
4 2
x 4
2 2 2 4 4 x
We draw contour curves for this surface over the xx -plane to view the trajectories of the differential equation in the xx plane.
15.
x + kx = 0 Conservative because it has the form mx + F ( x ) = 0 . The total energy of this conservative system is 1 1 1 E ( x, x ) = mx + F ( x ) dx = x 2 + kx 2 . 2 2 2
4 2
4 2 2 2 4 4 x
We draw contour curves for this surface over the xx -plane to view the trajectories of the differential equation in the xx plane. The trajectories of x + kx = 0 are ellipses each with height times its width.
16.
x + x + x2 = 1
Not conservative due to the x term. The spiral trajectories in its phase plane cannot be level curves of any surface.
5
x 5
SECTION 4.7
437
17.
+ sin = 0
Conservative because it is of the form m + F ( ) = 0 . The total energy of this nonconservative system is E , =
4 2
1 1 m + F ( ) d = 2 cos . 2 2
We can draw contour curves for this surface over the -plane to view the trajectories of the differential equation in the plane.
18.
+ sin = 1
Conservative because it can be written in the form
2 1
m + F ( ) = 0 ,
where F ( ) = sin 1 . The total energy is
1 E , = 2 cos . 2
8 4 1 2 4 8
We can draw contour curves for this surface over the -plane to view the trajectories of the differential equation in the plane.
19.
+ + sin = 1
Not conservative due to the term. The
4 2
2
following phase plane portrait shows equilibria along the axis. Trajectory cannot be level curves for any surface.
2 4
438
CHAPTER 4
(a)
mx = F ( x ) . If we introduce backwards time = t , then taking the derivatives, yields dx dx d dx = = dt d dt d 2 d x d d dx d d 2x d 2x = ( x) = = 2 ( 1) = 2 d d dt dt 2 dt d d The conservative system x + F ( x ) = 0 is transformed into exactly the same equation d 2x + F ( x) = 0 d 2 in backwards time .
(b)
x + x = 0 , x (0) = 1 , x ( 0) = 0
is x ( t ) = cos t . If we replace t by t, it yields the solution x ( t ) = cos ( t ) = cos t . Hence, running the system backwards looks exactly like running the system forward. (c) The solution of the IVP x = mg , x ( 0 ) = 0 , x ( 0 ) = 100 is
1 x ( t ) = mgt 2 + 100t . 2
1 If we replace t by t, we get x ( t ) = mgt 2 100t . Hence, the solution is not the same, 2 and the system is not time reversible. (d) If we think of a time-reversible system as a system where equations of motion are the same when we replace t by t, we might make the following conclusions. (i) (iv) yes no (ii) (v) no yes (iii) no
IDE Lab
Computer Lab: Damped Spring
22.
IDE Lab
SECTION 4.7
439
Letting x1 = x , x2 = x , we have x1 = x2
2 x2 = 0 x1 + f ( t ) .
g sin = 0 L
ay + by + cy = 0
Letting x1 = y , x2 = y , we have x1 = x2 c b x2 = cx1 x2 . a a In matrix form, this becomes 1 0 x1 x1 b . x = c x2 2 a a
26.
LQ + RQ +
1 Q=0 C
dQ , we have dt
Letting x1 = Q , x2 =
x1 = x2 x2 = 1 R x1 x2 . LC L
440
CHAPTER 4
(t =
n2 t
2
) x 1x .
1
28.
29.
(1 t ) y 2ty + n ( n + 1) y = 0
2
x1 +
2t x2 . 1 t2
SECTION 4.7
441
30.
d4y d3y d 2 y dy +3 3 +2 2 + + 4y =1 dt dt 4 dt dt If we introduce x1 = y dy dt d2y x3 = 2 dt d3y x4 = 3 dt x2 = we have the differential equations x1 = x2 x2 = x3 x3 = x4 x4 = 4 x1 x2 2 x3 3 x4 + 1 or in matrix form x1 0 1 0 0 x1 0 x 0 0 1 0 x2 0 2 = + . x3 0 0 0 1 x3 0 x4 4 1 2 3 x4 1
Conversion of IVPs
31.
y y + 2 y = sin t , y ( 0 ) = 1 , y ( 0 ) = 1
Letting x1 = y , x2 = y yields x1 = x2 x2 = 2 x1 + x2 + sin t In matrix form this becomes x1 0 1 x1 0 x = 2 1 x + sin t ; 2 2 x1 ( 0 ) 1 = . x2 ( 0 ) 1 x1 ( 0 ) = 1 . x2 ( 0 ) = 1
32.
y + ty + y = 1 , y ( 0 ) = 0 , y ( 0 ) = 1 , y ( 0 ) = 2
Letting x1 = y , x2 = y , x3 = y yields x1 = x2 x1 ( 0 ) = 1 x2 = x3 x2 ( 0 ) = 1 . x3 = x1 tx2 + 1 x3 ( 0 ) = 2
442
CHAPTER 4
x1 ( 0 ) 0 x2 ( 0 ) = 1 . x3 ( 0 ) 2
y + 3 y + 2 z = e t , y ( 0 ) = 0 , y ( 0 ) = 1
z + y + 2 z = 1 , z ( 0 ) = 1 , z ( 0 ) = 0
Letting x1 = y , x2 = y , x3 = z , x4 = z yields x1 = x2 x2 = 3 x2 2 x3 + e t x3 = x4 x4 = x1 2 x3 + 1 In matrix form this becomes 1 0 x1 0 x 0 3 2 2 = x3 0 0 0 x4 1 0 2
34.
x3 ( 0 ) = 1 x4 ( 0 ) = 0
x2 ( 0 ) = 1
x1 ( 0 ) = 0 .
0 x1 0 0 x2 e t + , 1 x3 0 0 x4 1
x1 ( 0 ) 0 x2 ( 0 ) = 1 . x3 ( 0 ) 1 x4 ( 0 ) 0
SECTION 4.7
443
36.
y = f ( t , y, y , y , z , z ) z = f ( t , y, y, y , z , z ) Letting x1 = y , x2 = y , x3 = y , x4 = z , x5 = z yields
x1 = x2 x2 = x3 x4 = x5 x1 = a11 x1 + a12 x2 + a13 x3 x2 = a21 x1 + a22 x2 + a23 x3 x3 = a31 x1 + a32 x2 + a33 x3 If we let z1 = x1 , z2 = x1 , z3 = x2 , z4 = x2 , z5 = x3 , z6 = x3 , we get
z1 = z2 z2 = a11 z1 + a12 z3 + a13 z5 z3 = z4 z4 = a21 z1 + a22 z3 + a23 z5 z5 = z6 z6 = a31 z1 + a32 z3 + a33 z5 .
x3 = f ( t , x1 , x2 , x3 , x4 , x5 )
x5 = g ( t , x1 , x2 , x3 , x4 , x5 ) .
37.
444
CHAPTER 4
In matrix form z = Az , this becomes z1 0 z a 2 11 z3 0 = z4 a21 z5 0 z6 a31 1 0 0 a12 0 0 0 a22 0 0 0 a32 0 0 0 a13 1 0 0 a23 0 0 0 a33 0 z1 0 z2 0 z3 . 0 z4 1 z5 0 z6
( x1 ) = 2 x1 3 ( x1 )
or the second order DE x1 + 3 x1 + 2 x1 = 0 . Solving the second order DE gives x1 = c1e 2t + c2 e t . Substituting this result in first DE gives x2 = x1 = 2c1e 2t c2 e t . x1 = 3x1 2 x2 x2 = 2 x1 2 x2 1 3 From first DE: x2 = x1 + x1 . Substituting in second DE yields a second order DE to solve for 2 2 x1 . 3 3 1 1 x1 + x1 = 2 x1 2 x1 + x1 2 2 2 2 1 3 x1 + x1 = 2 x1 + x1 3 x1 2 2 x1 x1 2 x1 = 0 x1 = c1e 2t + c2 e t To find x2 , substitute the solution for x1 back into the first DE.
1 3 1 3 1 x2 = x1 + x1 = 2c1e 2t c2 e t + c1e 2t + c2 e t = c1e 2t + 2c2 et . 2 2 2 2 2
39.
) (
SECTION 4.7
445
40.
x1 = x1 + x2 x2 = 4 x1 + x2 From first DE: x2 = x1 x1 . Substituting in second DE yields a second order DE to solve for x1 .
( x1 x1 ) = 4 x1 + ( x1 x1 )
x1 x1 = 4 x1 + x1 x1 x1 2 x1 3x1 = 0 x1 = c1e3t + c2 e t From first calculation, x2 = x1 x1 , so x2 = 3c1e3t c2 e t c1e3t + c2 e t = 2c1e3t 2c2 e t .
) (
41.
x1 = x2 + t x2 = 2 x1 + 3 x2 + 5 From first DE: x2 = x1 t . Substituting in second DE yields a second order DE to solve for x1 .
( x1 t ) = 2 x1 + 3 ( x1 t ) + 5
x1 1 = 2 x1 + 3 x1 3t + 5 x1 3x1 + 2 x1 = 3t + 6. x1h = c1e 2t + c2 et To find x1 p by the method of undetermined coefficients, substitute x1 p = at + b , x1 p = a , x1 p = 0 to obtain
0 3a + 2at + 2b = 3t + 6 .
Comparing like terms,
3 Coefficients of t: 2a = 3 so a = . 2
Constants: 3a + 2b = 6 so b =
446
CHAPTER 4
) 1 ( 3c e 3
1
3t
2 + 4c2 e 4t = c1e3t + c2 e 4t . 3
x1 ( 0 ) = 2
43.
) (
SECTION 4.7
447
Counterexample 44.
An example: The degenerate system x1 + x2 + x1 = 0 x1 + x2 + x1 = 0 where both equations are exactly the same clearly cannot be written as a second-order equation in either x1 or x2 . The reader might contemplate finding all the solutions of such an undetermined system. Another approach: Note that when we write an nth-order equation such as ay + by + cy = 0 as a system of first-order equations by letting x1 = y , x2 = y , the system has the form 1 0 x1 x1 b . x = c x2 2 a a This shows we cannot obtain a second-order equation in x1 with x2 = x1 unless the coefficient matrix has the preceding form in which the first row contains a 0 and 1. Hence, a system such as x1 1 1 x1 x = 4 1 x 2 2 cannot be transformed into a second-order equation in x1 with x2 = x1 .
448
CHAPTER 4
k2 m 0 0 k 0 2 m
+ u1 ( t )
2 ( t ) r ( t ) r (t )
1 u2 ( t ) r (t )
x1 = x2
2 x2 = x1 x4
k + u1 ( t ) x12
x3 = x4 x4 = 2 x2 x4 1 + u2 ( t ) . x1 x1
SECTION 4.7
449
1 = ( mg + 1)1 + mg 2 u ( t ) 2 = mg1 + ( mg + 1) 2 u ( t )
Letting x1 = 1 x2 = 1 x3 = 2 x4 = 2 we have first-order linear system
x2 = ( mg + 1) x1 + mgx3 u ( t ) x4 = mgx1 + ( mg + 1) x3 u ( t ) . In matrix form this becomes x1 0 x mg + 1 2 = x3 0 x4 mg 1 0 0 mg 0 0 0 mg + 1 0 x1 0 x u (t ) 0 2 . + 1 x3 0 0 x4 u (t ) x3 = x4 x1 = x2