A First Course in Elementary Differential

Equations
Marcel B. Finan
Arkansas Tech University
c All Rights Reserved
1
Contents
1 Basic Terminology 4
2 Qualitative Analysis: Direction Field of y0 = f(t, y) 13
3 Existence and Uniqueness of Solutions to First Order Linear
IVP 28
4 Solving First Order Linear Homogeneous DE 36
5 Solving First Order Linear Non Homogeneous DE: The Method
of Integrating Factor 42
6 Modeling with First Order Linear Differential Equations 50
7 Additional Applications: Mixing Problems and Cooling Problems
62
8 Existence and Uniqueness of Solutions to the IVP y0 = f(t, y), y(t0) =
y0 71
9 Separable Differential Equations 82
10 Exact Differential Equations 89
11 Substitution Techniques: Bernoulli and Ricatti Equations 97
12 Applications of First Order Nonlinear Equations: The Logistic
Population Model 102
13 Applications of First Order Nonlinear Equations: One-Dimensional
Motion with Air Resistance 112
14 One-Dimensional Dynamics: Velocity as Function of Position
123
15 Second Order Linear Differential Equations: Existence and
Uniqueness Results 128
16 The General Solution of Homogeneous Equations 136
2
17 Existence of Many Fundamental Sets 145
18 Second Order Linear Homogeneous Equations with Constant
Coefficients 155
19 Characteristic Equations with Repeated Roots 160
20 Characteristic Equations with Complex Roots 166
21 Applications of Homogeneous Second Order Linear Differential
Equations: Unforced Mechanical Vibrations 173
22 The Structure of the General Solution of Linear Nonhomogeneous
Equations 179
23 The Method of Undetermined Coefficients 184
24 The Method of Variation of Parameters 193
25 Applications of Nonhomogeneous Second Order Linear Differential
Equations: Forced Mechanical Vibrations 200
3
1 Basic Terminology
In many models, we will have equations involving the derivatives of a dependent
variable y with respect to one or more independent variables and are
interested in discovering this function y. Such equations are referred to as
differential equations (abbreviated DE). They arise in many applications
such as population growth, decay of radioactive substance, the motion of a
falling object, electrical network, and many more models that we will discuss
throughout this book.
A First Source of Differential Equation: Vertical Motion of an
Object
Suppose that an object initially at height y0 is moving straight up or down
with initial velocity v0. Let y(t) denote the distance of the object from the
ground , v(t) the objects velocity, and a(t) the objects acceleration at time
t. We assume y to be positive in the upward direction.
If air resistance is neglected, then by Newtons second law which states
that the net force is equal to the product of mass and acceleration we have
ma(t) = mg. The negative sign on the right-hand of the equation is due
to the fact that acceleration due to gravity is pointing downward. Using the
fact that a(t) = y00(t) and eliminating the mass, we obtain the equation
y00 = g.
To find the velocity v(t) we integrate for a first time and obtain
v(t) = gt + C1.
Since the initial velocity is v0 then C1 = v(0) = v0 so that
v(t) = gt + v0.
Integrating for the second time we find the position function
y(t) =
1
2
gt2 + v0t + C2.
Since y0 is the initial height then C2 = y0 and so
y(t) =
1
2
gt2 + v0t + y0
4
Example 1.1
An object is dropped from the top of a cliff that is 144 feet about ground level.
(a) When will the object reach ground level?
(b) What is the velocity with which the object strikes the ground?
Solution.
(a) The motion of the object translates to the differential equation y00 = 32
with solution y(t) = 16t2 + 144. The object reaches ground level when
y(t) = 0 or 16t2 = 144. Solving for t we find t =
q
144
16 = 3 sec. The object
will reach the ground 3 seconds after it is dropped from the tower.
(b) The object strikes the ground with velocity v(3) = 32(3) = 96 ft/sec
Problem 1.1
A ball is thrown straight up from ground level and reaches its greatest height
after 5 seconds. Find the initial velocity of the ball and the value of its
maximum height above ground level.
Basic Concepts of Differential Equations
We next discuss some basic notions of differential equations. There are two
types of differential equations: ordinary and partial differential equations.
By an ordinary differential equation (abbreviated ODE) we mean an
equation that involves an unknown function (the dependent variable) of
a single variable, its independent variable, and one or more of its derivatives.
The highest order derivative that appears in the equation is known
as the order of the equation. Thus, an nth order ordinary differential
equation is an equation of the form
y(n) = f(t, y, y0, , y(n1))
or
G(t, y, y0, y00, , yn) = 0.
A first-order ordinary differential equation, for example, takes the form
f(t, y(t), y0(t)) = 0, and may alternatively be written as
y0(t) = g(t, y(t))
for all t in the interval of existence of y.
Similarly a second-order ordinary differential equation takes the form
f(t, y(t), y0(t), y00(t)) = 0.
5
Example 1.2
Determine the order of each equation.
(a) y0 + 2ty = ex2
(b) d2y
dt2 5dy
dt + 6y(t) = 0
(c) y00 + 3ty0 + 2y = sin (5t).
Solution.
(a) This is a first order differential equation because the highest derivative is
the first derivative.
(b) and (c) are second order differential equations since the highest derivative
in each equation is the second order derivative
Problem 1.2
Find the order of the following differential equations.
(a) ty00 + y = t3
(b) y0 + y2 = 2
(c) sin (y000) + 3t2y = 6t
Problem 1.3
What is the order of the differential equation?
(a) y0(t) 1 = 0
(b) y00(t) 1 = 0
(c) y00(t) 2ty(t) = 0
(d) y00(t)(y0(t))
1

2 t
y(t) = 0
When a dependent function is a function of two or more independent variables
then the derivatives are known as partial derivatives. An equation that
involves a function of more than two independent variables and its partial
derivatives is called partial differential equation (abbreviated PDE). For
example, the wave equation is a partial differential equation of the form
@2u
@x2

1
c2
@2u
@t2 = 0.
In this course, when we use the term differential equation, well mean an
ordinary differential equation.
6
Problem 1.4
In the equation
@u
@x

@u
@y
= x 2y
identify the independent variable(s) and the dependent variable.
Problem 1.5
Classify the following equations as either ordinary or partial.
(a) (y000)4 + t2
(y0)2+4 = 0
(b) @u
@x + y @u
@y = yx
y+x
(c) y00 4y = 0
A solution of a differential equation is a function that satisfies the equation:
When you substitute this function or its derivatives into the differential equation,
you get a true mathematical statement.
Example 1.3
Show that the function y = 100+et is a solution to the differential equation
y0 = 100 y.
Solution.
Indeed, finding the first order derivative of y we have y0 = et. Also, 100
y = 100 (100 + et) = et. Thus, y0 = 100 y so that y = 100 + et is a
solution to the given DE.
Example 1.4 (A Piecewise Defined Solution)
Consider the differential equation ty0 4y = 0 on the interval (1,1).
Verify that the piecewise defined function
y=
_
t4, t < 0
t 4, t _ 0
is a solution.
7
Solution.
For t < 0 we have ty0 4y = t(t4)0 4(t4) = 4t4 + 4t4 = 0. For t _ 0
we have ty0 4y = t(t4)0 4t4 = 4t4 4t4 = 0. Thus, the given function is a
solution
Solving a differential equation means finding all possible solutions of the
equation.
Example 1.5
Solve the differential equation:
y00 = 2t.
Solution.
Integrating twice, all the solutions have the form
y(t) =
t3
3
+ C1t + C2
Note that the function of the previous example defines all the solutions to
the differential equation. Such a function will be referred to as the general
solution. The constants C1 and C2 are called the parameters. Specific
values of C1 and C2 determine what is called a particular solution. To
find a particular solution additional conditions on the values of the function
must be given. Such conditions are called initial conditions. A differential
equation together with a set of initial conditions is called an initial value
problem (abbreviated IVP).
Example 1.6
Consider the differential equation y00(t) 1 = 0.
(a) Find the general solution of this equation.
(b) Find the solution that satisfies the initial conditions y(1) = 1 and y0(1) =
4.
Solution.
(a) Integrating twice we find the general solution
y(t) =
t2
2
+ C1t + C2.
8
(b) Since y0(t) = t+C1 and y0(1) = 4 then 4 = 1+C1 so that C1 = 3. Hence,
y(t) = t2
2 + 3t + C2. Now, since y(1) = 1 then 1 = 1
2 + 3 + C2. Solving for C2
we find C2 = 5
2 . Hence, the solution to the IVP
_
y00(t) 1 = 0
y0(1) = 4, y(1) = 1
is
y(t) =
t2
2
+ 3t
5
2
The graph of a particular solution is called a solution curve. The function
y(t) = Ce3t + 2t + 1 is the general solution to the differential equation
y0 + 3y = 6t + 5 (See Problem 1.20). A family of solution curves is shown in
Figure 1.1. Notice for C 6= 0 the solution cruves have an oblique asymptote
with equation y(t) = 2t + 1.
Figure 1.1
Sometimes a differential equation possesses a solution that cannot be obtained
by assigning values to the parameters in a family of solutions. Such a
solution is called a singular solution.
Example 1.7
We will show later on that the nonzero solutions to the differential equation
y0 = ty
1

2are given by y(t) = ( t2

4+ C)2. Find the singular solution.
9
Solution.
The function y(t) _ 0 is a solution to the differential equation. This is a
singular solution since it cannot be obtained from the family for any choice
of the parameter C. The general solution consists of all the solutions of the
form y(t) = ( t2
4 + C)2 together with the zero solution
Problem 1.6
Solve the equation y000(t) 2 = 0 by computing successive antiderivatives.
Problem 1.7
Solve the initial-value problem
dy
dt
= 3y, y(0) = 50.
What is the domain of the solution?
Problem 1.8
For what real value(s) of _ is y = cos _t a solution of the equation y00+9y = 0?
Problem 1.9
For what value(s) of m is y = emt a solution of the equation y00+3y0+2y = 0?
Problem 1.10
Show that any function of the form y(t) = C1 cos !t + C2 sin !t satisfies the
differential equation
d 2y
dt2 + !y = 0.
Problem 1.11
Show that any function of the form y(t) = C1 cos !t + C2 sin !t satisfies the
differential equation
d 2y
dt2 + !2y = 0.
Problem 1.12
Suppose y(t) = 2e4t is the solution to the initial value problem y0 + ky =
0, y(0) = y0. Find the values of k and y0.
10
Problem 1.13
Consider t > 0. For what value(s) of the constant n, if any, is y(t) = tn a
solution to the differential equation
t2y00 2ty0 + 2y = 0?
Problem 1.14
(a) Show that y(t) = C1e2t + C2e2t is a solution of the differential equation
y00 4y = 0, where C1 and C2 are arbitrary constants.
(b) Find the solution satisfying y(0) = 2 and y0(0) = 0.
(c) Find the solution satisfying y(0) = 2 and limt!1 y(t) = 0
Problem 1.15
Suppose that the graph below is the particular solution to the initial value
problem y0(t) = m + 1, y(1) = y0. Determine the constants m and y0 and
then find the formula for y(t).
Problem 1.16
Suppose that the graph below is the particular solution to the initial value
problem y0(t) = mt, y(t0) = 1. Determine the constants m and t0 and then
find the formula for y(t).
11
Problem 1.17
Show that y(t) = e2t is not a solution to the differential equation y00+4y = 0.
Problem 1.18
At time t = 0 an object having mass m is released from rest at a height y0
above the ground. Let g represent the constant gravitational acceleration.
Derive an expression for the impact time (the time at which the object strikes
the ground). What is the velocity with which the object strikes the ground?
Problem 1.19
At time t = 0, an object of mass m is released from rest at a height of
252 ft above the floor of an experimental chamber in which gravitational
acceleration has been slightly modified. Assume (instead of the usual value
of 32 ft/sec2), that the acceleration has the form 32_ sin
_t
4
_
ft/sec2, where
_ is a constant. In addition, assume that the projectile strikes the ground
exactly 4 sec after release. Can this information be used to determine the
constant _? If so, determine _.
Problem 1.20
Consider the initial-value problem
y0 + 3y = 6t + 5, y(0) = 3
(a) Show that y = Ce3t + 2t + 1 is a solution to the above differential
equation.
(b) Find the value of C.
12
2 Qualitative Analysis: Direction Field of y0 =
f(t, y)
Solutions to differential equations can be given in one of the following forms:
by an explicit formula: For example, the function y =
p
t3 + 1 is an explicit
solution to the initial value problem 2yy0 = 3t2, y(1) =
p
2;
by an implicit equation: The solution y to the equation y0 = 1+yety
1+tety is
defined implicitly by the equation t + y + ety = 0;
by a power series representation. For example the general solution to the
equation (1 t2)y00 2ty0 + 3y = 0 is given by
y(t) = C1
_
1 t2
1
3
t4
1
5
t6
_
+ C2t;
numerically (Eulers and Runge-Kutta methods);
graphically (direction fields, phase portraits, and phase lines).
Since explicit solutions of differential equations are often unobtainable, we
explore methods of finding properties of solutions from the differential equation
itself; the principal tool is the geometry of direction field.
A direction field (also known as slope field) consists of an array of short
line segments in the ty-plane having the property that the line plotted at a
point (t, y) has slope f(t, y). Direction fields are basically used to visualize
the family of solutions of a given differential equation without the need of
solving the equation. Direction fields give qualitative information about
solutions of ODEs.
In this section we use direction fields for solving initial value problems of the
form
_ dy
dt = f(t, y)
y(t0) = y0
In the special case where f(t, y) = f(y), i.e. the independent variable t
does not appear on the right side, the first order DE dy
dt = f(y) is called
autonomous.
Example 2.1
Find the direction field of the differential equation
dy
dt
= 2t
What is the form of the general solution? Graph the particular solution going
through (0,1).
13
Solution.
Figure 2.1 shows the slope field and the graph of the particular solution to
the given DE passing through the point (0,1). The figure was plotted using
the following MAPLE commands:
>with(plots):
>with(DEtools):
>slopeplot:= DEplot(diff(y(x),x)=2*x,y(x),x=-3..3,y=-3..3):
>g:=plot(x2 1, x=-3..3, y=-3..3, color=black):
>display([slopeplot,g]);
Figure 2.1
The solution curves look like parabolas. Thus, the general solution is given
by the equation y = t2 + C.
Example 2.2
Using direction field, guess the form of the solution curves of the differential
equation
dy
dt
=
t
y
.
Solution.
The direction fields (See Figure 2.2) is obtained by executing the following
Maple commands
> with(plots):
> with (DEtools):
14
> slopeplot := DEplot(diff(y(x), x) = x/y, y(x), x = 2..2, y = 2..2):
> display(slopeplot);
Figure 2.2
The solution curves look like circles centered at the origin. Thus, the general
solution is given implicitly by the equation t2 +y2 = C where C is a positive
constant.
The phase portrait of a differential equation is the family of graphs of
the solutions of the equation. Thus, the family of all circles centered at the
origin form the phase portrait of the differential equation of the previous
example.
Remark 2.1
We point out here that even though one can draw solution curves, some do
not have simple formula. For instance, the equation dy
dt = y2 t does not
have explicit solutions.
Problem 2.1
Sketch the direction field for the differential equation in the window 5 _
t _ 5,5 _ y _ 5.
(a) y0 = y (b) y0 = t y.
Problem 2.2
Sketch solution curves to the differential equation
dy
dt
= 20 0.03y
15
represented by the slope field below for the initial values
(t0, y0) = {(0, 200), (0, 400), (0, 600), (0, 650), (0, 800)}
Problem 2.3
Match each direction field with the equation that the slope field could represent.
Each direction field is drawn in the portion of the ty-plane defined by
6 _ t _ 6,4 _ y _ 4.
(a) y0 = t (b) y0 = sin t (c) y0 = 1 y (d) y0 = y(2 y)
Problem 2.4
State whether or not the equation is autonomous.
(a) y0 = t (b) y0 = sin t (c) y0 = 1 y (d) y0 = y(2 y)
16
The Method of Isoclines
An alternative scheme, useful for plotting direction fields by hand, is the
method of isoclines. An isocline (which means equal slope) of a differential
equation is a curve in the ty-plane along which the slope is constant.
For example, the isoclines of the equation y0 = f(t, y) are the level curves
f(t, y) = c of the function f(t, y) in the typlane. The special isocline obtained
by setting c = 0 is known as the nullcline.
To carry out the method of isoclines we first sketch the level curves f(t, y) = c
for various values of c. Then at representative points on these curves, we
sketch short line segments each having the same slope c. This is illustrated
in the next example.
Example 2.3
Use the method of isoclines to draw the direction field for the following
differential equation
dy
dt
= y t.
Solution.
Here f(t, y) = yt so the isoclines yt = c consist of straight lines as shown
in Figure 2.3.
Figure 2.3
At selected points along an isocline of the form y = t + c we draw short line
segments each having slope c as shown in Figure 2.4.
17
Figure 2.4
The direction field is shown in Figure 2.5.
Figure 2.5
Problem 2.5
Find the equations of the isoclines for the DE y0 = 2y
t.
18
Equilibrium Solutions and Stability for Autonomous Equations
A physical system is often said to be in equilibrium if it doesnt change in
time. We adopt this idea and say that a solution to a differential equation is
an equilibrium solution if it is a constant function.
Thus, in a direction field of an autonomous equation equilibrium solutions
are solution curves represented by horizontal lines. It follows that the equations
of such solutions have the form y(t) _ c where c is a constant. The
following result tells us where to look for equilibrium solutions.
Theorem 2.1
The function y(t) _ c, where c is a constant, is an equilibrium solution to
y0 = f(y) if and only if c is a root of f(y) = 0.
Proof.
Suppose that y(t) _ c, where c is a constant, is an equilibrium solution to
y0 = f(y). Then, f(y) = f(c) = y0 = 0 so that c is a solution to the equation
f(y) = 0. Conversely, suppose that c is a constant satisfying f(c) = 0. The
function y(t) _ c satisfies y0 = f(y). That is, y(t) _ c is an equilibrium
solution
Example 2.4
Find the equilibrium solutions to the DE
dy
dt
= 2y(1 y)
Solution.
The roots of f(y) = 2y(1 y) = 0 are y = 0 and y = 1. According to the
previous theorem, the equilibrium solutions are y(t) _ 0 and y(t) _ 1. The
direction field of the DE is shown in Figure 2.6
19
Remark 2.2
Equilibrium solutions can be defined for nonautonomous differential equations.
For example, the function y(t) _ 1 is an equilibrium solution to the
DE y0 = (1 y)t2
The direction field of a given differential equation indicates that as t increases
without bound, every solution either moves towards or moves away from an
equilibrium solution.
If all nearby solutions move towards a certain equilibrium solution, then that
equilibrium solution is called asymptotically stable, stable, or attracting.
The solution y = 1 in Figure 2.6 is attracting. An equilibrium solution
is called unstable or repelling when all nearby solutions move away from
it. The solution y = 0 in Figure 2.6 is repelling.
In cases where solutions on one side of an equilibrium solution move towards
the equilibrium solution and on the other side of the equilibrium solution
move away from it we call the equilibrium solution semi-stable.
An equilibrium solution does not necessarily have to be either attracting or
repelling. The next example illustrates this situation.
Example 2.5
Sketch the field direction of the differential equation
y0 = 4y(1 y)2
Show that y = 1 is neither stable or unstable.
Solution.
The direction field is shown in Figure 2.7.
Figure 2.7
20
Note that the equilibrium solution y(t) _ 1 is neither stable or unstable.
Nearby solutions that start below it are attracted upward towards it but
nearby solutions that start above it are repelled upward and away from it
Another qualitative representation of a differential equation is the so-called
phase line. A phase line consists of solid dots and arrows. The solid dots
represent the equilibrium points and the arrows indicate the directions that
solutions move as t increases. Figure 2.8 shows an example of a phase line.
Figure 2.8
We see that the equilibrium b is stable, whereas the equilibria a and c are
unstable.
Problem 2.6
Find all the equilibrium solutions of each of the autonomous differential equations
below
(a) y0 = (y 1)(y 2)
(b) y0 = (y 1)(y 2)2
(c) y0 = (y 1)(y 2)(y 3)
Problem 2.7
Find an autonomous differential equation with an equilibrium solution at
y = 1 and satisfying y0 < 0 for 1 < y < 1 and 1 < y < 1.
Problem 2.8
Find an autonomous differential equation with no equilibrium solutions and
satisfying y0 > 0.
Problem 2.9
Find an autonomous differential equation with equilibrium solutions y = n
2,
where n is an integer.
21
Problem 2.10
Find an autonomous differential equation with equilibrium solutions y = 0
and y = 2 and satisfying the properties y0 > 0 for 0 < y < 2; y0 < 0 for y < 0
or y > 2.
Problem 2.11
Classify whether the equilibrium solutions are stable, unstable, or neither.
(a) y0 = 1 y2
(b) y0 = (y + 1)2
Problem 2.12
Consider the direction field below. Classify the equilibrium points, as asymptotically
stable, semi-stable, or unstable.
Problem 2.13
Sketch the direction field of the equation y0 = y3. Sketch the solution satisfying
the condition y(1) = 1. What is the domain of this solution?
22
Problem 2.14
Find the equilibrium solutions and determine their stability
y0 = y2(y2 1), y(0) = y0
Problem 2.15
Find the equilibrium solutions of the equation
y0 = y2 4y
then decide whether they are stable or unstable. What is the long-time
behavior if y(0) = 5?y(0) = 4?y(0) = 3?
Problem 2.16
Consider the six direction fields shown. Match a direction field with each of
the following differential equations.
(i) y0 = y (ii) y0 = t + 1 (iii) y0 = y2 1 (iv) y0 = 1
2 (v) y0 = y + t
(vi) y0 = 1
y2+1
23
24
Problem 2.17
What is limt!1 y(t) for the initial-value problem
y0 = sin (y(t), y(0) =
_
2
Problem 2.18
Consider the following first order differential equations
(a) y0 = ty + t (b) y0 = y2 + 1 (c) y0 = ty t (d) y0 = sin t
(e) y0 = y t2 (f) y0 = cos t (g) y0 = y + t2 (h) y0 = 1 y2
Match the direction fields with their associated equations. Provide a brief
justification for your choice.
25
Problem 2.19
The slope fields of y0 = 2 y and y0 = t
y are shown in Figure 2.9(a) and
Figure 2.9(b).
(a) On each slope field, sketch solution curves with initial conditions
(i) y(0) = 1 (ii) y(1) = 0 (iii) y(0) = 3
(b) For each solution curve, what can you say about the long run behavior
of y? That is, does limt!1 y exist? If so, what is its value?
Problem 2.20
The slope field for the equation y0 = t(y 1) is shown in Figure 2.10.
(a) Sketch the solutions passing through the points
(i) (0, 1) (ii) (0,1) (iii) (0, 0)
(b) From your sketch, write down the equation of the solution with y(0) = 1.
(c) Check your solution to part (b) by substituting it into the differential
equation.
26
Figure 2.10
Problem 2.21
Consider the autonomous differential equation dy
dt = f(y) where the graph of
f(y) is
(a) Sketch the phase line.
(b) Sketch the Slope Field of this differential equation.
(c) Sketch the graph of the solution to the IVP y0 = f(y), y(0) = 1
2 . Find
limt!1 y(t).
(d) Sketch the graph of the solution to the IVP y0 = f(y), y(0) = 1
2 . Find
limt!1 y(t).
27
3 Existence and Uniqueness of Solutions to
First Order Linear IVP
Before worrying about how to solve a differential equation, either analytically,
qualitatively, or numerically, one should first resolve the basic issues of
existence and uniqueness. First, does a solution exist? If, not, it makes no
sense trying to find one. Second, is the solution uniquely determined by the
initial conditions? Otherwise, the differential equation probably has little
relevance for physical applications since we cannot use it as a predictive tool.
Since differential equations inevitably have lots of solutions, the only way in
which we can deduce uniqueness is by imposing suitable initial (or boundary)
conditions.
Summarizing what just mentioned, the main important questions in the theory
of differential equations are the following:
When does a given initial value problem have a solution on some interval
(a, b) containing t0, where y(t0) = y0 is the initial condition?
When is a solution of a given initial value problem unique?
How large an interval containing t0, is the existence of a unique solution
guaranteed?
In this section we discuss the conditions needed to guarantee the existence of
a unique solution to first order linear initial value problems. We start with
the definition of a first order linear differential equation.
Any differential equation that can be written in the form
y0 + p(t)y = g(t) (1)
where p(t) and g(t) are functions with common domain a < t < b, is called a
first order linear differential equation. The term linear is used because
f(t, y) = g(t)p(t)y is linear in y. A DE that is not linear is called nonlinear.
In mathematics and physics, linear generally means simple and non-linear
means complicated. The theory for solving linear equations is very well
developed because linear equations are simple enough to be solvable. Nonlinear
equations can usually not be solved exactly and are the subject of
much on-going research.
Now, we say that Equation (1) is homogeneous if g(t) _ 0 for all a < t < b.
If there is a a < t < b such that g(t) 6= 0 then Equation (1) is called nonhomogeneous.
28
Example 3.1
Classify each of the following first order differential equations as linear or
nonlinear. If the equation is linear, decide whether it is homogeneous or
nonhomogeneous.
(a) dy
dt + y
10 = ty
(b) t2 3y2 + 2ty dy
dt = 0
(c) t dy
dt = t2 2y
(d) dy
dt = ty
t+y
Solution.
(a) Notice that the given equation can be written as dy
dt +( 1
10 t)y = 0 which
is a homogeneous first order linear DE.
(b) This is nonlinear because of the term y2.
(c) This is a nonhomogeneous first order linear DE since the right-hand side
is not identically zero on any interval.
(d) This is nonlinear because of the y in the denominator
Problem 3.1
Find p(t) and y0 so that the function y(t) = 3et2 is the solution to the IVP
y0 + p(t)y = 0, y(0) = y0.
First order linear differential equations possess important linearity or superposition
properties.
Theorem 3.1
(a) If y1(t) and y2(t) are any two solutions of the homogeneous equation
y0+p(t)y = 0 then for any constants c1 and c2 the linear combination c1y1(t)+
c2y2(t) is also a solution of the homogeneous equation.
(b) If y1(t) is a solution to the homogeneous equation y0 + p(t)y = 0 and
y2(t) is a solution to the nonhomogeneous equation y0 + p(t)y = g(t) then
Cy1(t) + y2(t) is also a solution to the nonhomogeneous equation, where C
is an arbitrary constant.
Proof.
(a) Since y1(t) and y2(t) are solutions to the homogeneous equation then
(c1y1+c2y2)0+p(t)(c1y1+c2y2) = c1(y0
1+p(t)y1)+c2(y0
2+p(t)y2) = 0+0 = 0
(b) We have
(Cy1+y2)0+p(t)(Cy1+y2) = C(y0
1+p(t)y1)+y0
2+p(t)y2 = 0+g(t) = g(t)
29
Remark 3.1
Part (a) of the previous theorem is not true in general for nonhomogeneous
equations. For example, consider the equation y0 = 1. Then y1(1) = t and
y2(t) = t+1 are both solutions to the DE. However, y1(t)+y2(t) = 2t+1 is
not a solution since (y1 + y2)0 = 2 6= 1
Next, we look at the conditions that guarantee the existence of a unique
solution to the IVP
y0 + p(t)y = g(t), y(t0) = y0 (2)
Theorem 3.2
If p(t) and g(t) are continuous functions in the open interval I = (a, b) and
t0 a point inside I then the IVP (2) has a unique solution y(t) defined on I.
Proof.
The proof is very constructive and should not be ignored. The proof consists
of two parts: the existence of a solution and uniqueness.
Existence: The technique we use is a well known technique for solving any
first order linear DE known as the method of integrating factor which
we will discuss in Section 5. Since p(t) is continuous then by the Second
Fundamental Theorem of Calculus the function
Zt
t0
p(s)ds
is differentiable with derivative
d
dt
Zt
t0
p(s)ds = p(t), a < t < b
Let
I(t) = eR t
t0
p(s)ds
From this, one can notice that Equation (1) can be written as
(I(t)y)0 = I(t)g(t)
Integrating this last equation to obtain
I(s)y(s)|tt
0=

Zt
t0
I(s)g(s)ds
30
Thus,
I(t)y(t) I(t0)y(t0) =
Zt
t0
I(s)g(s)ds
or
I(t)y(t) y0 =
Zt
t0
I(s)g(s)ds
Divide the last equation by I(t) to obtain
y(t) =
1
eR t
t0
p(s)ds
Zt
t0
I(s)g(s)ds +
y0
eR t
t0
p(s)ds
(3)
Uniqueness: Suppose that y1(t) and y2(t) are two solutions of (2). Let w(t) =
y1(t) y2(t) for any a < t < b. We will show that w(t) _ 0 for all a < t < b.
First, we show that w(t) satisfies the homogeneous equation
w0 + p(t)w = 0 (4)
Indeed,
w0 + p(t)w = (y0
1 + p(t)y1) (y0
2 + p(t)y2) = g(t) g(t) = 0.
Multiply Equation (4) by eR t
t0

p(s)ds to obtain
_
eR t
t0

p(s)dsw
_0
=0
Now integrate both sides and then solve for w(t) to obtain
w(t) = CeR t
t0

p(s)ds (5)
But w(t0) = y1(t0)y2(t0) = y0 y0 = 0 so that C = 0. Hence, w(t) _ 0 for
all a < t < b or y1(t) = y2(t) for all a < t < b
Example 3.2
If p(t) is continuous on (a, b) and a < t0 < b then what is the unique solution
to the IVP
y0 + p(t)y = 0, y(t0) = 0?
Solution.
Replace g(t) _ 0 and y0 = 0 in Equation (3) to obtain
y(t) _ 0
31
Example 3.3
Find the unique solution to the IVP
y0 +
1
t ln t
y = 9t2, y(e) = 2e3, t > 0
Solution.
Let I(t) = eR t
e
1

= ln t. Then
s ln s ds

(I(t)y)0 = 9t2I(t)
Integrating both sides from e to t to obtain
I(t)y(t) I(e)y(e) = 3t3 ln t t3 2e3.
Thus,
y(t) = 3t3
t3
ln t
Remark 3.2
The above theorem asserts that if the hypotheses are satisfied then a unique
solution exists on an interval containing t0. However, the solution might
actually exist on a larger interval than what the theorem asserts. To be
more precise, consider the IVP ty0 + 2y = 0, y(1) = 0. If we apply Theorem
3.2, then a unique solution exists say on the interval 0 < t < 1 since this the
interval containing 1 and where p(t) = 1
t is defined. Actually, the solution is
y(t) _ 0. But one can easily see y(t) _ 0 is a solution for all 1 < t < 1.
So our theorem asserts the existence of a local solution rather than a global
one
Problem 3.2
For each of the initial conditions, determine the largest interval a < t < b on
which Theorem 3.2 guarantees the existence of a unique solution
y0 +
1
t2 + 1
y = sin t
(a) y(0) = _ (b) y(_) = 0
32
Problem 3.3
For each of the initial conditions, determine the largest interval a < t < b on
which Theorem 3.2 guarantees the existence of a unique solution
y0 +
t
t2 4
y=
et
t3
(a) y(5) = 2 (b) y(3
2 ) = 1 (c) y(6) = 2
Problem 3.4
(a) For what value of the constant C and the exponent r is y = Ctr the
solution of the IVP
2ty0 6y = 0, y(2) = 8?
(b) Determine the largest interval of the form a < t < b on which Theorem
3.2 guarantees the existence of a unique solution.
(c) What is the actual interval of existence for the solution found in part (a)?
Problem 3.5
Solve the IVP
y0 + 0.196y = 9.8, y(0) = 48
Problem 3.6
Solve the IVP
y0 +
2
t
y = 4t, y(1) = 2
Problem 3.7
Let w(t) be the unique solution to w0 + p(t)w = 0 for all a < t < b and
w(t0) = w0. Show that either w(t) _ 0 for all a < t < b or w(t) 6= 0 for all
a < t < b depending on whether w0 = 0 or w0 6= 0. This result will be very
useful when discussing Abels Theorem (i.e., Theorem 16.3) in Section 16.
Problem 3.8
What information does the Existence and Uniqueness Theorem gives about
the initial value problem ty0 = y + t3 cos t, y(1) = 1?y(1) = 1
Problem 3.9
Consider the following differential equation
(t 4)y0 + 3y =
1
t2 + 5t
33
Without solving, find the interval over which a unique solution is guaranteed
for each of the following initial conditions:
(a) y(3) = 4 (b) y(1.5) = 2 (c) y(6) = 0 (d) y(4.1) = 3
Problem 3.10
Without solving the initial value problem, (t1)y0+(ln t)y = 2
t3 , y(t0) = y0,
state whether or not a unique solution is guaranteed to exist for the y(t0) = y0
listed below. If a unique solution is guaranteed, find the largest interval for
which the solution satisfies the differential equation and the initial condition.
(a) y(2) = 4 (b) y(0) = 0 (c) y(4) = 2
Problem 3.11
(a) State precisely the theorem (hypothesis and conclusion) for existence and
uniqueness of a first order initial value problem.
(b) Consider the equation y0 + t2y = et3 with initial conditions y(t0) = y0.
Briefly discuss if this has a solution, if it is unique and why.
Problem 3.12
Is the differential equation linear or nonlinear? If the equation is linear,
decide whether it is homogeneous or nonhomogeneous.
(a) y0 = ty2 (b) y0 = t2y (c) (cos t)y0+ety = sin t (d) y0
y +t3 = sin t, y > 0
Problem 3.13
Consider the initial value problem
y0 + p(t)y = g(t), y(3) = 1
Suppose that p(t) and/or g(t) have discontinuities at t = 2, t = 0, and t = 5
but are continuous for all other values of t. What is the largest interval (a, b)
on which the exitence and uniqueness theorem is applied.
Problem 3.14
Determine _ and y0 so that the graph of the solution to the initial-value
problem
y0 + _y = 0, y(0) = y0
passes through the points (1, 4) and (3, 1).
34
Problem 3.15
Match the following objects with the correct description. Every equation
matches exactly one description.
(a) y0 = 3y 5t
(b) @y
t = @2y
@t2 + @2y
@x2
(c) y0 y2 = sin t
(d) y0 + 3y = 0
(i) A partial differential equation
(ii) A homogeneous one-dimensional first order linear differential equation.
(iii) A nonlinear first order differential equation. (iv) An nonhomogenous
first order linear differential equation
Problem 3.16
Consider the differential equation y0 = t2y+sin y. What is the order of this
equation? Is it linear or nonlinear?
Problem 3.17
Verify that y(t) = et2 R t
0 es2ds + et2 is a solution of the differential equation
y0 2ty = 1.
Problem 3.18
Consider the initial value problem
y0 =
y
t
+ 2, y(1) = 2
(a) Are the conditions of the Existence and Uniqueness theorem satisfied?
Why or why not?
(b) Solve the IVP and state the domain of definition.
Problem 3.19
Solve the differential equation y00 + y0 = et as follows. Let z = y0 + y, find
a differential equation for z, and find the general solution. Then using this
general value of z, find y by solving the differential equation y0 + y = z.
Problem 3.20
Show that y0 = t+y
t is a linear first order nonhomogeneous equation.
35
4 Solving First Order Linear Homogeneous
DE
In this section we are interested in finding the general solution to the first
order linear homogeneous equation
y0 + p(t)y = 0 (6)
where p(t) is continuous on the open interval a < t < b.
To find the general solution to Equation (43) we proceed as follows.
y0 = p(t)y
y0 + p(t)y = 0
eR p(t)dty
_0
R=0
eR p(t)dty
_0
dt = 0
y(t) = CeR p(t)dt
Hence, the function y(t) = CeR p(t)dt is the general solution to Equation
(43). Notice that when evaluating
R
p(t)dt the constant of integration will
be ignored since it is included in the C as you have noticed from the above
derivation of y(t).
Example 4.1
Find the general solution of
y0 + (sin t)y = 0
Solution.
Since p(t) = sin t then
R
sin tdt = cos t. Thus, the general solution is
y(t) = Cecos t
Remark 4.1
Instead of using indefinite integrals in the above process one can use definite
integrals instead. For example, replace
R
p(t)dt by
Rt
t0
p(s)ds for some fixed
a < t0 < b. Using definite integral is proven to be useful when p(t) does
not have an elementary function as an antiderivative. For example, when
p(t) = sin t
t or p(t) = sin (t2)
36
Solving First Order Linear Homogeneous DE with Initial Condition
Consider the IVP
y0 + p(t)y = 0, y(t0) = y0
To solve this IVP, we first solve the differential equation without concern for
the initial condition. We know that the function y(t) = CeR p(t)dt is the
general solution to the DE. Next, the constant C is determined by using the
given initial condition. We illustrate this process in the next example.
Example 4.2
Solve the IVP
y0 2 cos (2t)y = 0, y(_) = 2
Solution.
Since p(t) = 2 cos (2t) then
R
2 cos 2tdt = sin 2t. Thus, the general
solution to the DE is y(t) = Cesin (2t). Since y(_) = 2 then C = 2. Hence,
the unique solution is given by y(t) = 2esin (2t)
Problem 4.1
Solve the IVP
y0 = 2ty, y(1) = 1
Problem 4.2
Solve the IVP
y0 + ety = 0, y(0) = 2
Problem 4.3
Consider the first order linear nonhomogeneous IVP
y0 + p(t)y = _p(t), y(t0) = y0
(a) Show that the IVP can be reduced to a first order linear homogeneous
IVP by the change of variable z(t) = y(t) _.
(b) Solve this initial value problem for z(t) and use the solution to determine
y(t).
Problem 4.4
Apply the results of the previous problem to solve the IVP
y0 + 2ty = 6t, y(0) = 4
37
Problem 4.5
Consider the three direction fields shown below. Match each of the direction
field with one of the following differential equations.
(a) y0 + y + 0 (b) y0 + t2y = 0 (c) y0 y = 0
Problem 4.6
The unique solution to the IVP
ty0 _y = 0, y(1) = y0
goes through the points (2, 1) and (4, 4). Find the values of _ and y0.
38
Problem 4.7
The table below lists values of t and ln [y(t)] where y(t) is the unique solution
to the IVP
y0 + tny = 0, y(0) = y0.
t1234
ln [y(t)] -0.25 -4.00 -20.25 -64.00
(a) Determine the values of n and y0.
(b) What is y(1)?
Problem 4.8
The figure below is the graph of ln [y(t)] versus t, 0 _ t _ 4, where y(t) is the
solution to the IVP
y0 + p(t)y = 0, y(0) = y0.
Determine p(t) and y0
Problem 4.9
Given the initial value problem y0+cy = 0, y(0) = y0. A portion of the graph
of the solution is shown. Use the information contained in the graph to determine
the constants c and y0.
39
Problem 4.10
Given the four graphs of ln [y(t)] versus 0 _ t _ 4, corresponding of the four
differential equations (a)-(d). Match the graphs to the differential equations.
For each match identify the initial condition, y(0).
(a) y0 + y = 0 (b) y0 (sin (4t) + 4t cos (4t))y = 0 (c) y0 + ty = 0 (d)
y0 (1 4 cos (4t))y = 0.
Problem 4.11
Consider the differential equation y0 + p(t)y = 0. Find p(t) so that y = c
t is
the general solution.
Problem 4.12
Consider the differential equation y0 + p(t)y = 0. Find p(t) so that y = ct3 is
the general solution.
40
Problem 4.13
Solve the initial-value problem: y0 3
t y = 0, y(2) = 8.
Problem 4.14
Solve the differential equation y0 2ty = 0
Problem 4.15
Solve the initial-value problem dP
dt kP = 0, P(0) = P0
Problem 4.16
Find the value of t so that P(t) = P0
2 where P(t) is the solution to the
initial-value problem dP
dt = kP, k > 0, P(0) = P0
Problem 4.17
Find the function f(t) that crosses the point (0, 4) and whose slope satisfies
f0(t) = 2f(t).
Problem 4.18
Find the general solution to the differential equation y00 2y0 = 0
Problem 4.19
Consider the differential equation: y0 = 3y 2
(a) Find the general solution yh to the equation y0 = 3y
(b) Show that yp = 2
3 is a solution to y0 = 3y 2
(c) Show that y = yh + yp satisfies the given equation.
(d) Find the solution to the initial-value problem y0 = 3y 2, y(0) = 2
Problem 4.20
Consider the differential equation y00 = 3y0 2
(a) Find the general solution yh to the equation y00 = 3y0
(b) Show that yp = 2
3 t is a solution to y00 = 3y0 2
(c) Show that y = yh + yp satisfies the given equation.
41
5 Solving First Order Linear Non Homogeneous
DE: The Method of Integrating Factor
In this section we discuss a technique for solving the first order linear nonhomogeneous
equation
y0 + p(t)y = g(t) (7)
where p(t) and g(t) are continuous in a < t < b.
Now, since p(t) is continuous then it has an antiderivative namely
R
p(t)dt.
Let (t) = eR p(t)dt. Multiply Equation (44) by (t) and notice that the left
hand side of the resulting equation is the derivative of a product. Indeed,
d
dt
((t)y) = (t)g(t).
Integrate both sides of the last equation with respect to t to obtain
(t)y =
Z
(t)g(t)dt + C
Hence,
y(t) =
1
(t)
Z
(t)g(t)dt +
C
(t)
or
y(t) = eR p(t)dt
Z
eR p(t)dtg(t)dt + CeR p(t)dt
Notice that the second term of the previous expression is just the general
solution for the homogeneous equation
y0 + p(t)y = 0.
The first term is a solution to the nonhomogeneous equation as shown in the
next example. Thus, the general solution to Equation (44) is the sum of a
particular solution of the nonhomogeneous equation and the general solution
of the homogeneous equation. This solution structure will appear again when
discussing higher order linear equations and systems of linear equations.
42
Remark 5.1
1. Notice that multiplying Equation (44) by (t) was a key factor in the integration
step discussed above. Thats why (t) is known as the integrating
factor.
2. The above argument remains valid if the indefinite integral is replaced by
a definite integral with lower limit t0 and an upper limit t, where t0 is a point
in the interval (a, b). (See Section 3)
Example 5.1
Show that yp = eR p(t)dt
R
eR p(t)dtg(t)dt satisfies Equation (44)
Solution.
We have
y0
p + p(t)yp = p(t)eR p(t)dt
R
eR p(t)dtg(t)dt + eR p(t)dt eR p(t)dtg(t)
+ p(t)eR p(t)dt
R
eR p(t)dtg(t)dt
= g(t)
Example 5.2
Solve the initial value problem
y0
y
t
= 4t, y(1) = 5
Solution.
By Theorem 3.2, the solution is defined on the interval (0,1) since 1 belongs
to that interval.
We have p(t) = 1
t so that (t) = 1
t . Multiplying the given equation by the
integrating factor and using the product rule we notice that
_
1
t
y
_0
=4
Integrating with respect to t and then solving for y we find that the general
solution is given by
y(t) = t
Z
4dt + Ct = 4t2 + Ct.
Since y(1) = 5 then C = 1 and hence the unique solution to the IVP is
y(t) = 4t2 + t
43
Example 5.3
Find the general solution to the equation
y0 +
2
t
y = ln t, t > 0
Solution.
The integrating factor is (t) = eR 2
t dt = t2. Multiplying the given equation

by t2 to obtain
(t2y)0 = t2 ln t
Integrating with respect to t we find
t 2y =
Z
t2 ln tdt + C
The integral on the right-hand side is evaluated using integration by parts
with u = ln t, dv = t2dt, du = dt
t , v = t3
3 obtaining
t 2y =
t3
3
ln t
t3
9
+C
Thus,
y=
t
3
ln t
t
9
+
C
t2
Problem 5.1
Solve the IVP: y0 + 2ty = t, y(0) = 0
Problem 5.2
Find the general solution: y0 + 3y = t + e3t
Problem 5.3
Find the general solution: y0 + 1
t y = 3 cos t, t > 0
Problem 5.4
Find the general solution: y0 + 2y = cos (3t).
Problem 5.5
Find the general solution: y0 + (cos t)y = 3 cos t.
44
Problem 5.6
Given that the solution to the IVP ty0 + 4y = _t2, y(1) = 1
3 exists on the
interval 1 < t < 1. What is the value of the constant _?
Problem 5.7
Suppose that y(t) = Ce2t + t + 1 is the general solution to the equation
y0 + p(t)y = g(t). Determine the functions p(t) and g(t).
Problem 5.8
Suppose that y(t) = 2et + et + sin t is the unique solution to the IVP
y0 + y = g(t), y(0) = y0. Determine the constant y0 and the function g(t).
Problem 5.9
Find the value (if any) of the unique solution to the IVP y0 + (1 + cos t)y =
1 + cos t, y(0) = 3 in the long run?
Case when either p(t) or g(t) has a jump discontinuity
Consider the IVP
y0 + p(t)y = g(t), y(t0) = y0, a _ t0 _ b
where either p(t) or g(t) has a jump discontinuity at a < c < b.
To solve this problem, we first solve the initial value problem on the interval
a _ t < c where both p(t) and g(t) are continuous. Theorem 3.2 asserts the
existence of a unique solution y1(t) for a _ t < c. Also, y1(t) has a left-hand
limit, i.e.,
lim
t!c
y1(t) = y1(c)
Next, since p(t) and g(t) are continuous on c _ t _ b then Theorem 3.2
asserts the existence of a unique solution y2(t) to the IVP
y0 + p(t)y = g(t), y(c) = y1(c)
The unique solution to the original IVP is then given by
y(t) =
_
y1(t) if a _ t < c
y2(t) if c _ t _ b
This solution is continuous on the interval [a, b] but not differentiable at t = c.
We will illustrate this in the next example.
45
Example 5.4
Find the solution to the IVP
y0 +
1
t
y = g(t), y(1) = 1
where
g(t) =
_
3t if 1 _ t _ 2
0 if 2 < t _ 3
The graph of g(t) is given in Figure 5.1.
Figure 5.1
Solution.
First, we solve the IVP
y0 +
1
t
y = 3t, y(1) = 1, 1 _ t _ 2
The integrating factor is (t) = t and the general solution is y1(t) = t2 + C
t.
Since y(1) = 1 then C = 0. Hence, y1(t) = t2 and y1(2) = 4.
Next, we solve the IVP
y0 +
1
t
y = 0, y(2) = 4, 2 < t _ 3
The integrating factor is (t) = t and the general solution is y2(t) = C
t . Since
y2(2) = 4 then C = 8. Thus,
y(t) =
_
t2 if 1 _ t _ 2
8
t if
2<t_3
46
The graph of y(t) is given in Figure 5.2.
Figure 5.2
As you can see from the graph, y(t) is continuous on [1, 3] but not differentiable
at t = 2
Problem 5.10
Find the solution to the IVP
y0 + p(t)y = 2, y(0) = 1
where
p(t) =
_
0 if 0 _ t _ 1
1
t if 1<t_2
Problem 5.11
Find the solution to the IVP
y0 + (sin t)y = g(t), y(0) = 3
where
g(t) =
_
sin t if 0 _ t _ _
sin t if _ < t _ 2_
47
Problem 5.12
Find the solution to the IVP
y0 + y = g(t), t > 0, y(0) = 3
where
g(t) =
_
1 if 0 _ t _ 1
0 if t > 1
Sketch an accurate graph of the solution, and discuss the long-term behavior
of the solution. Is the solution differentiable on the interval t > 0? Explain
your answer.
Problem 5.13
Find the solution to the IVP
y0 + p(t)y = 0, y(0) = 3
where
p(t) =
8<
:
2t 1 if 0 _ t _ 1
0 if 1 < t _ 3
1
t if 3 < t _ 4
Problem 5.14
Solve y0 1
t y = sin t, y(1) = 3. Express your answer in terms of the sine
integral, Si(t) =
Rt
0
sin s
s ds.
Problem 5.15
Solve the initial-value problem ty0 + 2y = t2 t + 1, y(1) = 1
2
Problem 5.16
Solve the initial-value problem y0 + y = ety2, y(0) = 1 using the substitution
u(t) = 1
y(t
Problem 5.17
Show that if a and _ are positive constants, and b is any real number, then
every solution of the equation
y0 + ay = be_t
has the property that y ! 0 as t ! 1. Hint: Consider the cases a = _ and
a 6= _ separately.
48
Problem 5.18
Solve the initial value problem ty0 = y + t, y(1) = 7
Problem 5.19
Solve the differential equation y0 = ay + b without using the susbtitution
w = ay + b where a and b are constants with a 6= 0 and y(t) 6= b
a.
Problem 5.20
Consider the following method of solving the equation
y0 + p(t)y = g(t)
(a) Show that yh(t) = CeR p(t)dt is the general solution to the homogeneous
equation y0 + p(t)y = 0.
(b) Find a funcion u(t) such that yp(t) = u(t)eR p(t)dt is a solution to the
nonhomogeneous equation.
This technique of finding a solution to the nonhomogeneous equation is
known as the method of variation of parameters.
49
6 Modeling with First Order Linear Differential
Equations
What is modeling? The process of representing a phenomenon mathematically,
i.e. by means of a function or an equation, is referred to as mathematical
modeling.
One of the mathematical modeling approach to problem solving consists of
the following five steps:
1. Ask a question.
2. Set up a model.
3. Formulate the mathematical model.
4. Solve the mathematical model.
5. Answer the question.
We can summarise these steps of modeling into three stages: formulation,
solution, and application. The formulation stage consists of steps 1 through
3. The solution stage consists of step 4, and the application stage consists of
step 5. These stages are important in modeling; however, not all modeling
will follow this exact pattern. This is just a guide to what modeling is about.
Most mathematical models in the physical sciences, engineering, and economics
require solving differential equations. In this and the next section we
discuss few applications of first order linear differential equations.
Compound Interest
The term compound interest refers to a procedure for computing interest
whereby the interest for a specified interest period is added to the original
principal. The resulting sum becomes a new principal for the next interest
period. The interest earned in the earlier interest periods earn interest in the
future interest periods.
Suppose that you deposit P dollars into a saving account that pays annual
interest r and the bank agrees to pay the interest at the end of each time
period( usually expressed as a fraction of a year). If the number of periods
in a year is n then we say that the interest is compounded n times per year
(e.g.,yearly=1, quarterly=4, monthly=12, etc.). Thus, at the end of the
first period the balance will be
B=P+
r
n
P=P
_
1+
r
n
_
.
50
At the end of the second period the balance is given by
B=P
_
1+
r
n
_
+
r
n
P
_
1+
r
n
_
=P
_
1+
r
n
_2
.
Continuing in this fashion, we find that the balance at the end of the first
year, i.e. after n periods, is
B=P
_
1+
r
n
_n
.
If the investment extends to another year then the balance would be given
by
P
_
1+
r
n
_2n
.
For an investment of t years the balance is given by
B=P
_
1+
r
n
_nt
.
Since

1+r
n
_nt
=
_
1+r
n
_n_t
then the function B can be written in the form
B(t) = Pat where a =

1+r
n
_n
. That is, B is an exponential function.
Remark 6.1
Interest given by banks are known as nominal rate (e.g. in name only).
When interest is compounded more frequently than once a year, the account
effectively earns more than the nominal rate. Thus, we distinguish between
nominal rate and effective rate. The effective annual rate tells how much
interest the investment actually earns. The quantity (1 + r
n)n 1 is known
as the effective interest rate.
Example 6.1
Translating a value to the future is referred to as compounding. What will
be the maturity value of an investment of $15, 000 invested for four years at
9.5% compounded semi-annually?
Solution.
Using the formula for compound interest with P = $15, 000, t = 4, n = 2,
and r = .095 we obtain
B = 15, 000
_
1+
0.095
2
_8
_ $21, 743.20
51
Problem 6.1
Translating a value to the present is referred to as discounting. We call
(1+ r
n)nt the discount factor. What principal invested today will amount
to $8, 000 in 4 years if it is invested at 8% compounded quarterly?
Problem 6.2
What is the effective rate of interest corresponding to a nominal interest rate
of 5% compounded quarterly?
Problem 6.3
Suppose you invested $1200 on January 1 of this year in an account at an
annual rate of 6%, compounded monthly.
1. Set up (write down) the equation that models this problem.
2. Determine your account balance after 5 years.
Continuous Compound Interest
When the compound formula is used over smaller time periods the interest
becomes slightly larger and larger. That is, frequent compounding earns a
higher effective rate, though the increase is small.
This suggests compounding more and more, or equivalently, finding the value
of B in the long run. In Calculus, it can be shown that the expression
1+r
n
_n
approaches er as n ! 1, where e (named after Euler) is a number
whose value is e = 2.71828 . The balance formula reduces to B(t) = Pert.
This formula is known as the continuous compound formula. In this
case, the annual effective interest rate is found using the formula er 1.
Remark 6.2
Notice that B(t) = Pert is the unique solution to the IVP
dB
dt
= rB,B(0) = P
Example 6.2
Find the effective rate if $1000 is deposited at 5% annual interest rate compounded
continuously.
Solution.
The effective interest rate is e0.05 1 _ 0.05127 = 5.127%
52
Example 6.3
An amount of $3,000.00 is deposited in a bank paying an annual interest rate
of 3 %, compounded continuously.
(a) Find the balance after 4 years.
(b) How long would it take for the money to double?
Solution.
Use the continuous compound interest formula, B = Pert, with P = 3000, r =
3/100 = 0.03, t = 4.
(a) Therefore,
B(4) = 3000e0.03(4) _ $3382.49
(b) Since the original investment is $3,000.00, doubling means that the current
balance is $6,000.00. To find out how long it takes for this to happen (
i.e. to find t ), plug in P = 3000,B = 6000, and r = 0.03 in the continuous
compound interest formula, and solve for t. Doing this, one gets,
3000e0.03t = 6000
e0.03t = 2
0.03t = ln 2
t = ln 2
0.03 _ 23.1 years
Problem 6.4
Which is better: An account that pays 8% annual interest rate compounded
quarterly or an account that pays 7.95% compounded continuously?
Problem 6.5
An amount of $2,000.00 is deposited in a bank paying an annual interest rate
of 2.85 %, compounded continuously.
(a) Find the balance after 3 years.
(b) How long would it take for the money to double?
Radioactive Decay
All materials are made of atoms. Radioactive atoms are unstable; that is,
they have too much energy. When radioactive atoms release their extra
energy, they are said to decay. All radioactive atoms decay. After releasing
all their excess energy, the atoms become stable and are no longer radioactive.
In order to understand this decaying process, we begin with a description
of the atom. Atoms are made up of three subatomic particles: protons,
53
neutrons, and electrons. The protons and neutrons are packed together in
the nucleus at the center of the atom (See Figure 6.1). The electrons orbit
the nucleus. The number of protons in the nucleus determines what material
(element) the atom is. For example, if the nucleus contains 8 protons, the
atom is oxygen. If the nucleus contains 17 protons, the atom is chlorine.
Figure 6.1
While all atoms of the same element have the same number of protons, it
is possible for atoms of one element to have different numbers of neutrons.
Atoms of the same element with different numbers of neutrons are called
isotopes. For example, all atoms of the element carbon have 6 protons, but
while most carbon atoms have 6 neutrons, some have 7 or 8. Isotopes are
named by giving the name of the element followed by the sum of the neutrons
and protons in the isotopes nucleus. So a carbon atom with 6 protons and 6
neutrons in its nucleus is called Carbon-12. The carbon atom with 8 neutrons
is called Carbon-14.
When the nucleus of a radioactive isotope gives up its extra energy, that
energy is called ionizing radiation. Ionizing radiation may take the form
of alpha particles, beta particles, or gamma rays. The process of emitting
the radiation is called radioactive decay. As the atoms decay, the rate
of change of the mass of the radioactive isotope is proportional to the mass
present. If m(t) denotes the mass of radioactive isotope at time t then by
54
the above statement we have
dm
dt
= km, k > 0
which is a first order linear differential equation with general solution m(t) =
Cekt. If m0 denotes the initial mass then
m(t) = m0ekt
Half- Life: If t 1
2

is the time it takes for the radioactive substance to reduce

to half its initial amount, then m(t 1
2

) = m(0)
2 . Solving for t 1
2

we find
m(t 1
2

) = m(0)
2
m(0)e
kt 1
2 = m(0)
2
e
kt12
=1
2
kt 1
2

= ln 2
t1
2

= ln 2
k
t1
2

is called the half-life of the radioactive substance.

Example 6.4
The mass (in grams) of radioactive material in a sample is given by m(t) =
100e0.0017t, where t is measured in years. Find the half-life of this radioactive
substance.
Solution.
The mass of the radioactive material is 100 grams at time t = 0. Therefore
the half-life is the amount of time necessary for the sample to decay to 50
grams. So we can find the half-life by setting m(t 1
2

) equal to 50 and solving

for t 1
2

.
100e
0.0017t 1
2= 50
e
0.0017t 1
2= 0.5
0.0017t 1
2

= ln (0.5)
t1
2

= ln (0.5)
0.0017 _ 408 years
55
Example 6.5
The half-life of Phosphorus is 14 days. Find an exponential model for this rate
of decay and use it to determine the percentage of Phosphorus in substance
which is left after 35 days.
Solution.
The models equation is m(t) = m0ekt. Since the half-life is 14 then m0e14k =
m0
2. Solving for k we find k _ 0.0495105129. Hence, m(t) = m0e0.0495105129t.
The percentage of amount remaining after 35 days is
m(35)
m0
= e0.0495105129(35) _ 17.68%
Problem 6.6
Carbon-14 is a radioactive isotope of carbon that has a half life of 5600 years.
It is used extensively in dating organic material that is tens of thousands of
years old. What fraction of the original amount of Carbon-14 in a sample
would be present after 10,000 years?
Problem 6.7
In 1986 the Chernobyl nuclear power plant exploded, and scattered radioactive
material over Europe. Of particular note were the two radioactive elements
iodine-131 whose half-life is 8 days and cesium-137 whose half life is
30 years. Predict how much of this material would remain over time.
Problem 6.8
A team of archaeologists thinks they may have discovered Fred Flintsones
fossilized bowling ball. But they want to determine whether the fossil is authentic
before they report their discovery to ABCs Nightline. (Otherwise
they run the risk of showing up on Hard Copy instead.) Fortunately, one
of the scientists is a graduate of ATUs Math 3243, so he calls upon his experience
as follows:
The radioactive substance (Carbon 14) has a half-life of 5730 years. By measuring
the amount of Carbon present in a fossil, scientists can estimate how
old the fossil is.
Analysis of the Flinstone bowling ball determines that 15% of the radioactive
substance has already decayed. How old is the fossil ?
56
Problem 6.9
The half-life of Iodine-123 is about 13 hours. You begin with 50 grams of
this substance. What is a formula for the amount of Iodine-123 remaining
after t hours?
Population Models
We will examine the way that a simple differential equation arises when
we study the phenomenon of population growth of species in a well-defined
environment which we call a colony.
We will let N(t) be the number of species in a population at time t. The
population will change with time. Indeed the rate of change of N will be
due to births or migration into the colony (that increase N) and deaths
or migration out of the colony (that decrease it). By the conservation of
population law we have
Rate of change of N = rate of pop. increase - rate of pop. decrease.
Now, let rb and rd be positive constants representing the birth and death rates
per unit population. In general, for a given population, these would have
certain numerical values that one could obtain by experiment, by observation,
or by simple assumptions. Then rbN(t) represents the rate of population
increase through births at time t. Similarly, rdN(t) represents the rate of
population decrease through deaths at time t. Let M(t) denote the migration
rate at time t. Note that M(t) > 0 when the rate of immigration into the
colony exceeds the exodus rate and M(t) < 0 otherwise. Thus, by the
conservation of population law we arrive at the differential equation
dN
dt
= rbN rdN +M(t).
Letting k = rb rd the previous equation reduces to
dN
dt
= kN +M(t).
We solve the previous equation when no migration exists, i.e., M(t) = 0. In
this case, we have
N0 = kN
N0 kN = 0
(ektN)0 R = 0 t
0 (eksN)0ds = 0
ektN(t) N(0) = 0
N(t) = N(0)ekt
57
Note that the population will grow provided k > 0 which happens when
rb rd > 0 i.e. when more people were born then dead. In this case, we call
k the growth rate. Similarly, if k < 0, or equivalently, rb < rd then more
people die on average than are born. k is called the decay rate.
Example 6.6
The population of Mexico city grows by 2.6% per year. In 1980 the population
was 67.38 million. Find a formula for it.
Solution.
Let N(t) be the population at time t [years] after 1980. To say that N(t)
grows by k = 2% per year means that
dN
dt
= kN
where k = 2% = 2
100 = 0.02. Thus, N(t) = N(0)e0.02t. But N(0) = 67.38 so
that
N(t) = 67.38e0.02t millions
Example 6.7
Suppose the population of a certain country was 56 million in 2000 and the
natural rate of the growth of the population was 2% per year. Moreover,
suppose k(t) represents the net rate of growth of the population due to immigration
and emigration t years after 2000.
(a) Let y(t) be the population of the country t years after 2000. Write down
the initial value problem involving y.
(b) Solve the equation if k(t) = 0.04t
(c) What does this model predict for the population of the country in the
year 2010?
(d) When will the population of the country reach 100 million?
Solution.
(a) y(t) satisfies the initial value problem
dy
dt
= 0.02y + k(t), y(0) = 56
(b) Rewriting the equation in part (a) as y0 0.02y = 0.04t so that p(t) =
0.02 and g(t) = 0.04t. Using the integrating factor method with (t) =
58
e0.02t we find
y(t) = e0.02t
R
e0.02t(0.04t)dt + Ce0.02t
= e0.02t(0.04)
_
t
0.02e0.02t 1
(0.02)2 e0.02t
_
+ Ce0.02t
=2

t 1
0.02
_
+ Ce0.02t
Since y(0) = 56 then C = 56 + 100 = 156 so that
y(t) = 2
_
t
1
0.02
_
+ 156e0.02t
(c) y(10) = 2

10 1
0.02
_
+ 156e0.02(10) _ 70.54 million
(d) We set the equation 2

t 1
0.02
_
+156e0.02t = 100. Solving this equation
for t using a graphing calculator we find t _ 23 years
Problem 6.10
Statistics indicate that the world population since World War II has been
growing at the rate of 1.9% per year. Further, United Nations records indicate
that the world population in 1975 was (approximately) 4 billion. Assuming
an exponential growth model.
(a) What will the population of the world be in the year 2000?
(b) When will the world population be 7 billion?
Problem 6.11
During the 1980s the population of a certain city went from 100,000 to
205,000. Populations by year are listed in the table below. N(t) is the
population (in thousands) at time t (in years).
Year 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989
N(t) 100 108 117 127 138 149 162 175 190 205
(a) Use your calculator (i.e. exponential regression) to show that the population
satisfies an equation of the form N(t) = N(0)ekt.
(b) Use the model to predict the population of the city in 1994.
(c) According to our model, when will the population reach 300 thousand?
Problem 6.12
The population of fish in a pond is modeled by the differential equation
dN
dt
= 480 4N
59
where time t is measured in years.
(a) Towards what number does the population of fish tend?
(b) If there are initially 10 fish in the pond, how long does it take for the
number of fish to reach 90% of the eventual population?
Problem 6.13
The number of bacteria in a liquid culture is observed to grow at a rate
proportional to the number of cells present. At the begining of the experiment
there are 10,000 cells and after three hours there are 500,000. How many will
there be after one day of growth if this unlimited growth continues? What
is the doubling time of the bacteria, i.e. the amount of time it takes for the
population to double in size.?
Problem 6.14
Bacteria is being cultured for the production of medication. Without harvesting
the bacteria, the rate of change of the population is proportional to
its current population, with a proportionality constant of 0.2 per hour. Also,
the bacteria are being harvested at a rate of 1000 per hour. If there are
initially 8000 bacteria in the culture, solve the initial value problem:
dN
dt
= 0.2N 1000, N(0) = 8000
for the number N of bacteria as a function of time and find the time it takes
for the population to double its initial number.
Problem 6.15
A small lake supports a population of fish which, under normal circumstances,
enjoys a natural birth process with birth rate r > 0. However, a
fishing company has just discovered the lake and is now drawing fish out of
the lake at a rate of h fish per day. A model capturing this situation is:
dP
dt
= h + rP, P(0) = P0
(a) Find the equilibrium level Pe of fish in the lake.
(b) Find P(t) explicitly (i.e. solve the initial value problem.)
Problem 6.16
The population of mosquitoes in a certain area increases at a rate proportional
to the current population and, in the absence of other factors, the
60
population doubles each week. There are 200,000 mosquitoes in the area initially,
and predators (birds, etc.) eat 20,000 mosquitoes per day. Determine
the population of mosquitoes in the area at any time.
Problem 6.17
At the time of the 1990 census the city of Renton, WA had a population of
8000 people. The last (2000) census revealed that the population of Renton
was 12000 people. The city planners do not wish to limit growth until the
population reaches 18000. Assuming the rate of change of the population is
proportional to the population, when will this occur?
Problem 6.18
If initially there are 50 grams of a radioactive substance and after 3 days
there are only 10 grams remaining, what percentage of the original amount
remains after 4 days?
Problem 6.19
The half-life of radioactive cobalt is 5.27 years. A sample of radioactive cobalt
weighing 100 kilograms is buried in a nuclear waste storage facility. After
200 years, how much cobalt will remain in the sample? (Give the answer in
exact form, involving a fractional power of 2.)
61
7 Additional Applications: Mixing Problems
and Cooling Problems
In this section we discuss two additional problems modeled by first order
linear differential equations: mixing problems and cooling problems.
Mixing Models
All mixing problems we consider here will involve a tank into which a certain
mixture will be added at a certain input rate and the mixture will leave the
system at a certain output rate. We shall always reserve y = y(t) to denote
the amount of substance in the tank at any given time t.
The differential equation involved here arises from the following natural relationship:
dy
dt
= input rate output rate.
The main assumption that we will be using here is that the concentration
of the substance in the liquid is uniform throughout the tank. Clearly this
will not be the case, but if we allow the concentration to vary depending on
the location in the tank the problem becomes very difficult and will involve
partial differential equations, which is not the focus of this course.
Consider a tank initially containing a volume V0 of mixture (substance and
liquid) of concentration c0. Then the initial amount of the substance is given
by y0 = c0V0.
Suppose a mixture of concentration ci(t) flows into the tank at the volume
rate ri(t). Then the substance is entering the tank at the rate ci(t)ri. Suppose
that the well-mixed solution is pumped out of the tank at the volume rate
ro(t). The concentration of this outflow is y(t)
V (t) where V (t) is the current
volume of solution in the tank. Then clearly
dy
dt
= ci(t)ri(t)
y(t)
V (t)
ro(t), y(0) = y0
and
dV
dt
= ri(t) ro(t).
Solving the last equation we find
V (t) = V0 +
Zt
0
(ri(s) ro(s))ds.
62
Example 7.1
Consider a tank with volume 600 liters containing a salt solution with concentration
of 1
15 kg/liter. Suppose a solution with 1/5 kg/liter of salt flows
into the tank at a rate of 25 liters/min. The solution in the tank is wellmixed.
Solution flows out of the tank at a rate of 50 liters/min. If initially
there is 40 kg of salt in the tank, how much salt will be in the tank as a
function of time?
Solution.
Since the inflow rate is different from the outflow rate then the volume at
any time t satisfies dV
dt = 2550 = 25 liters/min so that V (t) = 25t+C.
But V (0) = 600 so that C = 600. Thus, V (t) = 25t + 600. If y(t) is the
amount of salt in the tank at any time t then
y0 =
1
5
25
y
600 25t
50, y(0) = 40
or
y0 +
2y
24 t
= 5, y(0) = 40.
The integrating factor is (t) = eR 2dt
24t = eln (24t)2 = 1

(24t)2 . Thus, the

general solution is
y(t) = (24 t)2
Z
5(24 t)2dt + C(24 t)2 = 5(24 t) + C(24 t)2
Since y(0) = 40 then C = 5
36 . Thus,
y(t) = 5(24 t)
5
36
(24 t)2
The graph of y(t) is shown in Figure 7.1
63
Figure 7.1
Problem 7.1
Consider a tank with volume 100 liters containing a salt solution. Suppose
a solution with 2kg/liter of salt flows into the tank at a rate of 5 liters/min.
The solution in the tank is well-mixed. Solution flows out of the tank at a
rate of 5 liters/min. If initially there is 20 kg of salt in the tank, how much
salt will be in the tank as a function of time?
Problem 7.2
A tank initially contains 50 gal of pure water. A solution containing 2 lb/gal
of salt is pumped into the tank at 3 gal/min. The mixture is stirred constantly
and flows out at the same rate of 3 gal/min.
(a) What initial-value problem is satisfied by the amount of salt y(t) in the
tank at time t?
64
(b) What is the actual amount of salt in the tank at time t?
(c) How much salt is in the tank at after 20 minutes?
(d) How much salt in in the tank after a long time?
Problem 7.3
Brine containing 1 lb/gal of salt is poured at 1 gal/min into a tank that
initially contained 100 gal of fresh water. The stirred mixture is drained off
at 2 gal/min.
(a) What initial value problem is satisfied by the amount of salt in it?
(b) What is the formula for this amount of salt?
Problem 7.4
Consider a large tank holding 1000 L of pure water into which a brine solution
of salt begins to flow at a constant rate of 6 L/min. The solution inside the
tank is kept well stirred, and is flowing out of the tank at a rate of 6 L/min. If
the concentration of salt in the brine solution entering the tank is 0.1 Kg/L,
determine when the concentration of salt will reach 0.05 Kg/L.
Problem 7.5
A tank containing chocolate milk initially contains a mixture of 460 gallons
of milk and 40 gallons of chocolate syrup. Milk is added to the tank at the
rate of 8 gallons per minute and syrup is added at a rate of 2 gallons per
minute. At the same time, chocolate milk is withdrawn at the rate of 10
gallons per minute. Assuming perfect mixing of milk and syrup:
(a) Write up an initial value problem for the amount of syrup in the tank.
(b) Determine how much syrup will be in the tank over a long time.
(c) Determine how much syrup will be in the tank after 10 minutes.
Problem 7.6
A tank contains 100 L of water with 5kg of salt initially. An inlet pipe adds
salt water with concentration of 2 kg/L at the constant rate of 10 L/min.
The solution is well-stirred and is flowing out of the tank at the rate of 10
L/min. Give the IVP for the amount of salt y(t) in the tank at time t. Solve
the IVP and determine y(2).
Problem 7.7
A tank initially contains 120 liters of pure water. A mixture containing a
concentration of g/liter of salt enters the tank at the rate of 2 liters/min,
65
and the well-stirred mixture leaves the tank at the same rate. Find an expression
in terms of for the amount of salt in the tank at any time t. Also
find the limiting amount of salt in the tank at t ! 1.
Problem 7.8
Consider a large tank holding 2,000 gallons of brine solution, initially containing
10 lbs of salt. At time t = 0, more brine solution begins to flow into
the tank at the rate of 2 gal/min. The concentration of salt in the solution
entering the tank is 3et lbs/gal, i.e. varies in time. The solution inside the
tank is well-stirred and is flowing out of the tank at the rate of 5 gal/min.
Write down the initial value problem giving y(t) = the amount of salt in the
tank (in lbs.) at time t. Do not solve for y(t).
Cooling and Heating Models
We are all aware of instances in which a coroner is required to determine the
approximate time of death of a homicide victim. Knowing something about
how fast the temperature of a human body cools down from 98.6_F to room
temperature can be of significant aid in the coroners conclusion. A law of
physics useful in such cases is called Newtons Law of Cooling.
Newtons Law of Cooling states that the rate of change of the temperature
of an object is proportional to the difference between its own temperature
and the ambient temperature. If H(t) denotes the temperature of the object
at time t and S the temperature of the surrounding environment then H(t)
satisfies the following differential equation
H0 = k(S H), k > 0.
Using the method of integrating factor with (t) = ekt we can find a formula
for H(t) as follows:
H(t) = ekt
Z
ekt(kS)dt + Cekt = S + Cekt
Example 7.2
A boiling (100_C) solution is set on a table where room temperature is assumed
to be constant at 20_C. The solution cooled to 60_C after five minutes.
(a) Find a formula for the temperature (H) of the solution, t minutes after
it is placed on the table.
(b) Determine how long it will take for the solution to cool to 22 _C.
66
Solution.
(a) We are asked to find an explicit formula for H in terms of t. We know
this is a heating and cooling question so Newtons law of cooling tells us
dH
dt
= k(S H)
for some constant k > 0. So letting S = 20, we have:
dH
dt =k(20 H)
Solving this equation using the method of integrating factor we find the
solution
H(t) = Cekt + 20
Since the initial temperature of the solution was 100_C, we know that H(0) =
100, so the last line above gives:
100 = C + 20 ! C = 80.
So we now have:
H(t) = 80ekt + 20.
Now since H(5) = 60 then
60 = 80e5k + 20 ! e5k =
1
2
! 5k = ln 2 ! k =
ln 2
5
_ 0.013863.
Hence,
H(t) = 80e0.013863 + 20.
(b) We wish to find out what t is when H is 22. We use the formula we just
found in part (a):
80e0.013863t + 20 = 22
80e0.013863t = 2
e0.013863t = 1
40
0.013863t = ln 40
t = ln 40
0.013863 _ 26.2 minutes
67
Problem 7.9
As part of his summer job at a restaurant, Jim learned to cook up a big
pot of soup late at night, just before closing time, so that there would be
plenty of soup to feed customers the next day. He also found out that, while
refrigeration was essential to preserve the soup overnight, the soup was too
hot to be put directly into the fridge when it was ready. (The soup had just
boiled at 100_C, and the fridge was not powerful enough to accomodate a big
pot of soup if it was any warmer than 20_C). Jim discovered that by cooling
the pot in a sink full of cold water, (kept running, so that its temperature
was roughly constant at 5_C) and stirring occasionally, he could bring the
temperature of the soup to 60_C in ten minutes. How long before closing
time should the soup be ready so that Jim could put it in the fridge and
leave on time ?
Problem 7.10 (Determinating the Time of Death)
Police arrive at the scene of a murder at 12 am. They immediately take and
record the bodys temperature, which is 90_F, and thoroughly inspect the
area. By the time they finish the inspection, it is 1:30 am. They again take
the temperature of the body, which has dropped to 87_F, and have it sent
to the morgue. The temperature at the crime scene has remained steady at
82_F. Determine the time of death.
Problem 7.11
Suppose you have just made a cup of tea with boiling water in a room where
the temperature is 20_C. Let y(t) denote the temperature (in Celsius) of the
tea at time t (in minutes).
(a) Write a differential equation that expresses Newtons Law of Cooling in
this particular situation. What kind of differential equation is it?
(b) What is the initial condition?
(c) Substitute u(t) = y(t) 20. What initial value problem does this new
function u(t) satisfy? What is the solution?
(d) Suppose it is known that the tea cools at a rate of 2_C per minute when
its temperature is 70_C. Write a formula for y(t).
(e) What is the temperature of the tea a half an hour later?
(f) When will the tea have cooled to 37_C?
Problem 7.12
Newtons Law of Heating is a corresponding principle which applies if an
68
object is being warmed rather than cooled. The same formulas apply except
the constant of proportionality is positive in the warming case. Use Newtons
Law of Heating to solve the following problem: A chicken is removed from
the refrigerator at a temperature of 40_F and placed in an oven kept at
the constant temperaturre of 350_F. After 10 minutes the temperature of
the chicken is 70_F. The chicken is considered cooked when its temperature
reaches 180_F. How long must it remain in the oven?
Problem 7.13
A corpse is discovered at midnight and its body temperature is 84 _F. If the
body temperature at death is 98_F, the room temperature is constant at
66_F, and the proportionality constant is .10 per hour, how many hours have
passed since the time of death when the corpse is found?
Problem 7.14
A tank initially contains 100 gal of a salt-water solution containing 0.05 = 1
20
lb of salt for each gallon of water. At time t = 0, pure water [containing no
salt] is poured into the tank at a flow rate of 2 gal per minute. Simultaneously,
a drain is opened at the bottom of the tank that allows salt-water solution
to leave the tank at a flow rate of 3 gal per minute. What will be the salt
content in the tank when precisely 50 gal of salt solution remain?
Problem 7.15
A tank contains 200 gal of a 2 % solution of HCl. A 5 % solution of HCl is
added at 5 gal/min. The well mixed solution is being drained at 5 gal/min.
When does the concentration of HCl in the solution reach 4 %?
Problem 7.16
Suppose that the temperature of the cup of coffee obeys Newtons law of
cooling. If the coffee has a temperature of 200_F when freshly poured, and
one minute later has cooled to 190_F in a room at 70_F, determine when the
coffee reaches a temperature of 150_F.
Problem 7.17
Suppose that at 1:00 pm one winter afternoon, there is a power failure at
your condo in Nanaimo, and your heat does not work without electricity.
When the power goes out, it is 68_F in your condo. At 10:00 pm, it is 57_F
in your condo, and you notice it is 10_F outside (what a pity!).
(i) Assuming that the temperature, H, in your condo obeys Newtons Law
69
of Cooling, write the differential equation satisfied by H and then solve the
intial-value problem.
(ii) Estimate the temperature in your condo when you get up at 7:00 am the
next morning.
Problem 7.18
Johnny is in the basement watching over a tank with a capacity of 100
L. Originally, the tank is full of pure water. Water containing a salt at a
concentration of 2 g/L is flowing into the tank at a rate of r L/minute, and
the well mixed liquid in the tank is flowing out at the same rate.
(a) Write down and solve an initial value problem describing the quantity of
salt in the mixture at time t in terms of r.
(b) If Johnnys mixture contains 10 g of salt after 50 minutes, what is r?
Problem 7.19
A brine tank holds 15000 gallons of continuously mixed liquid. Let y(t) be
the amount of salt (in pounds) in the tank at time t. Brine is flowing in and
out at 150 gallons per hour, and the concentration of salt flowing is 1 pound
per 10 gallons of water.
(a) Find the differential equation of y(t) and find the solution assuming that
there is no salt in the water at time t.
(b) What is the limiting amount of salt as t ! 1?
Problem 7.20
A 10 gal. tank initially contains an effluent at a concentration of 1 lb/gal.
Water with an increasing concentration given by 1 et lbs/gal of effluent
flows into the tank at a rate of 5 gal/day and the mixture in the tank flows
out at the same rate.
(a) Assuming that the salt distributes itself uniformly, construct a mathematical
model of this flow process for the effluent content y(t) of the tank.
(b) Solve the initial-value problem.
(c) What is the limiting value of the effluent content as t ! 1?
70
8 Existence and Uniqueness of Solutions to
the IVP y0 = f(t, y), y(t0) = y0
When a mathematical model is constructed for physical systems, two reasonable
demands are made. First, solutions should exist if the model is to
be useful at all. Second, to work effectively in predicting the future behavior
of the physical system, the model should produce only one solution for a
particular set of initial conditions. Existence and uniqueness theorems help
to meet these demands.
In this section we discuss the conditions that guarantee the existence of a
unique solution to the initial value problem
y0 = f(t, y), y(t0) = y0. (8)
There are many ways to prove the existence of a solution to an ordinary
differential equation. The simplest way is to find one explicitly. This is a good
approach for separable or exact equations, or linear equations with constant
coefficients. But unfortunately there are many equations that cannot be
solved by elementary methods, so attempting to prove the existence of a
solution with this approach is not at all practical. An alternative approach
is to approximate a solution to an IVP by constructing a sequence of functions
that converges uniformly to a solution. This is precisely the approach we will
use for the proof of existence of a solution. This approach is due to Picard.
Before introducing Picards itrerations we remind the reader of the following
Taylor series expansions:
cos x = 1 x2
2! + x4
4! + (1)n x2n
(2n)! + , for all x
sin x = x x3
3! + x5
5! + + (1)n
(2n+1)!x2n+1 + , for all x
ex = 1 + x
1! + x2
2! + + xn
n! + , for all x
ln (1 + x) = x x2
2 + x3
3 + (1)n1 xn
n + , for 1 < x _ 1.
1
1+x =
1 x + x2 x3 + + (1)nxn + , for 1 < x < 1
Next, we start by reformulating (8) as an equivalent integral equation. Integration
of both sides of (8) yields
Zt
t0
y0(s)ds =
Zt
t0
f(t, y(s))ds (9)
71
Applying the Fundamental Theorem of Calculus to the left side of (9) yields
y(t) = y(t0) +
Zt
t0
f(t, y(s))ds (10)
Thus, a solution of (10) is also a solution to (8) and vice versa.
Picard Iterations
Picards functions are defined recursively as follows:
y0(t) _ y0
y1(t) = y0 +
Rt
t0
f(t, y0(s))ds
y2(t) = y0 +
Rt
t0
f(t, y1(s))ds
...
...
yn(t) = y0 +
Rt
t0
f(t, yn1(s))ds
If this sequence of fucntions converges uniformly to a function y(t) then this
function is the solution to our initial value problem as we shall establish in
the proof of Theorem 8.1 below.
Example 8.1
Use Picard iterations to find the solution to the IVP
y0 = 2y, y(0) = 1
Solution.
The IVP is equivalent to y(t) = 1 +
Rt
0 2sds. So the Picard iterates are
y0(t) = 1
y1(t) = 1 + 2t
y2(t) = 1 + 2t + (2t)2
2!
and so on. It can be shown by induction on n that the nth iterate is given
by
yn(t) = 1 + 2t +
(2t)2
2!
++
(2t)n
n!
which is the nth Taylor polynomial for e2t. Thus, yn(t) ! e2t as n ! 1 for
all values of t so that the solution to the initial value problem is y(t) = e2t
72
Example 8.2
Consider the IVP
y0 = 2t(1 + y), y(0) = 0
Find the Picard functions, y0, y1, , yn. Show that limn!1 yn(t) = et2 1.
Solution.
We have
y0(t) _ 0
y1(t) =
Rt
0 2sds = t2
y2(t) =
Rt
0 2s(1 + s2)ds = t2 + t4
2
y3(t) =
Rt
0 2s(1 + s2 + s4
2 )ds = t2 + t4
2 + t6
6
and inductively we have
yn(t) = t2 +
t4
2!
+
t6
3!
++
t2n
n!
.
This is a convergent Taylor polynomial that converges uniformly to et2 1
Problem 8.1
Use Picard iterations to find the solution to the IVP
y0 = y t, y(0) = 2
The following result from advanced calculus is useful in proving the next
theorem.
Theorem 8.1 (Weierstrass M-Test)
Assume {yN(t)}1
N =1 is a sequence of functions defined in an open interval
a < t < b. Suppose that {MN}1
N =1 is a sequence of positive constants such
that
|yN(t)| _ MN
for all a < t < b. If
P1
N=1MN is convergent then
P1
N=1 yN converges uniformly
for all a < t < b.
73
Next, we state the major result of this section.
Theorem 8.2
Suppose the functions f(t, y) and @f
@y (t, y) are continuous in the closed rectangle
R = {f(t, y) : t0 a _ t _ t0 + a, y0 b _ y _ y0 + b}
Let M be the maximum of |f| on R. Then there exists a positive number
h = min{a, b
M } such that the initial value problem
y0 = f(t, y), y(t0) = y0 (11)
has a unique solution for t in the interval J = [t0 h, t0 + h].
Remark 8.1
Notice that M exists and is a finite number since f is continuous on a closed
and bounded set.
Proof.
We will show that the Picards iterations defined above converges uniformly
to a function y(t) for all t in J and that y(t) satisfies the integral equation
(10) and thus the IVP (8). We will prove this in a series of claims.
Claim 1: (t, yn(t)) is in R for all t in J, i.e. yn(t) is well-defined.
Proof of Claim 1
The proof is by induction on n. For n = 0, we have (t, y0) in R since
|t t0| _ h _ a for all t in J. Suppose the claim is true up to n. Then
for all t in J we have
|yn+1(t)y0| =
____
Zt
t0
f(s, yn(s))ds
____
_
____
Zt
t0
|f(s, yn(s))|ds
____
_ M|tt0| _ Mh _ b
Hence, (t, yn+1(t)) is in R for all t in J.( (The extra set of absolute value signs
in the third term R in this chain of inequalities is needed because if t < t0 then t
t0
|f(s, yn(s))|ds < 0)
Claim 2: There is a constant K > 0 such that for n = 0, 1, 2, we have
|f(t, yn+1)| f(t, yn)| _ K|yn+1 yn|.
74
Proof of Claim 2
Since @f
@y (t, y) is continuous in a closed and bounded set then the number
K = max(t,y)2R
___
@f
@y (t, y)
___
exists and is finite. Since f and fy are continuous
on R then by Claim 1 and the Mean Value Theorem
f(t, yn+1) f(t, yn) =
@f
@y
(t, y_(n))(yn+1 yn)
where |y_(n) y0| _ b. Thus,
|f(t, yn+1) f(t, yn)| = |
@f
@y
(t, y_(n))||yn+1 yn| _ K|yn+1 yn|
Claim 3: The functions yn(t) satisfy, for all t in J and all n, the inequality
|yn+1(t) yn(t)| _ MKn |t t0|n+1
(n + 1)!
Proof of Claim 3
We may assume that t0 _ t _ t0 + h. Similar argument applies for t0 h _
t _ t0. The proof is by induction on n. For n = 0 we have
|y1(t) y0| = |
Zt
t0
f(s, y0)ds| _ |
Zt
t0
|f(s, y0)|ds| _ M|t t0|
Suppose it is true up to n. Then using Claim 2 we have
|yn+1(t) yn(t)| =
___R
t
t0
(f(s, yn) f(s, yn1))ds
___
_
Rt
t0
|f(s, yn) f(s, yn1|ds
_K
Rt
t0
|yn(s) yn1(s)|ds
_K
Rt
t0
MKn1 |st0|n
n! ds
=K
Rt
t0
MKn1 (st0)n
n! ds
= MKn |tt0|n+1
(n+1)!
_ MKn hn+1
(n+1)!
But
X1
n=0
MKn hn+1
(n + 1)!
=
M
K
(eKh 1)
75
then by Weierstrass M-test we conclude that the series
P1
n=0[yn+1(t)yn(t)]
converges uniformly for all |t t0| _ h. But
yn(t) =
Xn1
k=0
[yk+1(t) yk(t)] + y0
Thus, the sequence {yn} converges uniformly to a function y(t) for all |tt0| _
h.
The function y(t) is a continuous function (a uniform limit of a sequence
of continuous function is continuous). Also we can interchange the order of
taking limits and integration for such sequences. Therefore
y(t) = limn!1 yn(t)
= y0 + limn!1
Rt
t0
f(s, yn1)ds
= y0 +
Rt
t0
limn!1 f(s, yn1)ds
= y0 +
Rt
t0
f(s, y)ds
This shows that y(t) is a solution to the integral equation (10) and therefore
a solution to (8).
Uniqueness:
Suppose that u1(t) and u2(t) are two solutions to the IVP defined on J. Let
w(t) = u1(t) u2(t). We will show that w(t) _ 0 for all t in J. First, notice
that w(t0) = u1(t0) u2(t0) = 0 and
Zt
t0
w0(s)ds = w(t) w(t0) =
Zt
t0
[f(s, u1(s)) f(s, u2(s))]ds.
By Claim 2 we have
|w(t)| _ K
Zt
t0
|u1(s) u2(s)|ds
By letting z(t) =
Rt
t0
|w(s)|ds _ 0, the previous inequality becomes z0(t) _
Kz(t). Furthermore, we have
eK(tt0)z0(t) eK(tt0)Kz(t) _ 0
eK(tt0)z(t)
_0
R_0t
t0
[eK(st0)z(s)]0ds _ 0
eK(tt0)z(t) _ z(t0) = 0
z(t) _ 0
76
Thus, 0 _ z(t) _ 0 for all t in J. This shows that z(t) _ 0 in J and therefore
z0(t) _ 0 in J. Hence, w(t) _ 0 for all t in J
Remark 8.2
Although existence can be proved with no hypotheses on f beyond continuity,
some assumption such as the continuity of @f
@y is necessary for uniqueness. For
example, the IVP
y0 = y
1

3, y(0) = 0
has as solutions the functions y(t) _ 0 and
y(t) =
_
0 if t _ 0
(2
3 t)
3

2 if t > 0
Note that @f
@y (t, y) = 1
3y2
3 is not continuous at y = 0

Remark 8.3
The choice of h guarantees that the Picard iterates all lie in the rectangle R.
Example 8.3
Consider the differential equation
y0 =
y
1
3

t(y 2)
Does the existence theorem gaurantees the existence of a unique solution to
the following IVPs: (a) y(3) = 4 (b) y(0) = 7 (c) y(0) = 2 (d) y(1) = 2
Solution.
The function f(t, y) = y
1
3

t(y2) is continuous for t 6= 0 and y 6= 2. The function

@f
@y
(t, y) =
2 2y
3t(y 2)2y
2
3

is continuous for t 6= 0 and y 6= 0, 2. Thus, f and @f

@y are continuous for t 6= 0
and y 6= 0, 2. Theorem 8.2 guarantees the existence of a unique solution for
the initial value problem in (a) whereas there is no guarantee that there is a
unique solution- or any solution- for the remaining IVPs
77
Theorem 8.3
Suppose that f(t, y) and @f
@y (t, y) are continuous on the open rectangle
R = {(t, y) : a < t < b, c < y < d}.
Then for any (t0, y0) in R the IVP
y0 = f(t, y), y(t0) = y0
has a unique solution defined on an interval of the form [t0h, t0+h] _ [a, b]
for some positive h.
Proof.
Since R is open then we can find a closed rectangle of the form
S = {(t, y) : |t t0| _ _, |y y0| _ _}
containing (t0, y0) and contained in R. Now, the result follows from the previous
theorem with R replaced by S
Problem 8.2
On what interval we expect unique solutions to
y0 =
y2
1 t2 , y(0) = 0?
Problem 8.3
Consider the IVP
y0 =
1
2
(t +
p
t2 + 4y), y(2) = 1.
(a) Show that y(t) = 1 t and y(t) = t2
4 are two solutions to the above
IVP.
(b) Does this contradict Theorem 8.2?
For the given initial value problem in Problems 4 - 8,
(a) Rewrite the differential equation, if necessary, to obtain the form
y0 = f(t, y), y(t0) = y0.
78
Identify the function f(t, y).
(b) Compute @f
@y . Determine where in the ty-plane both f(t, y) and @f
@y are
continuous.
(c) Determine the largest open rectangle in the ty-plane that contains the
point (t0, y0) and in which the hypotheses of Theorem 8.2 are satisfied.
Problem 8.4
3y0 + 2t cos y = 1, y(
_
2
) = 1.
Problem 8.5
3ty0 + 2 cos y = 1, y(
_
2
) = 1.
Problem 8.6
2t + (1 + y3)y0 = 0, y(1) = 1.
Problem 8.7
(y2 9)y0 + ey = t2, y(2) = 2
Problem 8.8
cos yy0 = 2 + tan t, y(0) = 0
Problem 8.9
Give an example of an initial value problem for which the open rectangle
R = {(t, y) : 0 < t < 4,1 < y < 2}
represents the largest region in the ty-plane where the hypotheses of Theorem
8.2 are satisfied.
Problem 8.10
Consider the initial value problem: t2y0 y2 = 0, y(1) = 1.
(a) Determine the largest open rectangle in the ty-plane, containing the point
(t0, y0) = (1, 1), in which the hypotheses of Theorem 8.2 are satisfied.
(b) A solution of the initial value problem is y(t) = t. This solution exists on
1 < t < 1. Does this fact contradicts Theorem 8.2? Explain your answer.
79
Problem 8.11 (Gronwalls Inequality)
Let u(t) and h(t) be continuous functions defined on a closed interval [a, b],
with h _ 0, let C be a non-negative constant, and suppose that
u(t) _ C +
Zt
a
u(s)h(s)ds
for all t in the interval. Show that
u(t) _ CeR t
a h(s)ds

for all t in the interval.

Note in particular that if C = 0, then u(t) _ 0 for all t.
Problem 8.12
Find the first three Picard iterates of the solution of the initial-value problem
y0 = cos t, y(0) = 0
and then try to find the nth Picard iterates.
Problem 8.13
Set up the Picard iteration technique to solve the initial value problem y0 =
y2, y(0) = 1 and do the first three iterations.
Problem 8.14
Can we apply the basic existence and uniqueness theorem to the following
problem ? Explain what (if anything) we can conclude, and why (or why
not):
y0 =
yp
t
, y(0) = 2.
Problem 8.15
Consider the differential equation y0 = ty
t+y . For which of the following initial
value conditions does Theorem 8.2 apply?
(a) y(0) = 0 (b) y(1) = 1 (c) y(1) = 1
Problem 8.16
Does the initial value problem y0 = y
t + 2, y(0) = 1 satisfy the conditions of
Theorem 8.2?
80
Problem 8.17
Is it possible to find a function f(t, y) that is continuous and has continuous
partial derivatives such that the functions y1(t) = cost and y2(t) = 1 sin t
are both solutions to the equation y0 = f(t, y) near t = _
2?
Problem 8.18
Does the initial value problem y0 = y sin y + t, y(0) = 1 satisfy the conditions
of Theorem 8.2?
Problem 8.19
The condition of continuity of f(t, y) in Theorem 8.2 can be replaced by the
so-called Lipschitz continuous: A function f(t, y) is said to be Lipschitz
continuous in y on a closed interval [a, b] if there is a positive constant k
such that |f(t, y1) f(t, y2)| _ k|y1 y2| for all y1, y2 and a _ t _ b.
Show that the function f(t, y) = 1 + t sin ty is Lipschitz continuous in y for
0 _ t _ 2. Hint: Use the Mean Value Theorem.
Problem 8.20
Find the region R of the ty-plane where both
f(t, y) =
1
p
y sin t
and @f
@y (t, y) are continuous.
81
9 Separable Differential Equations
A first order differential equation is separable if it can be written with one
variable only on the left and the other variable only on the right:
f(y)y0 = g(t)
To solve this equation, we proceed as follows. Let F(t) be an antiderivative
of f(t) and G(t) be an antiderivative of g(t). Then by the Chain Rule
d
dt
F(y) =
dF
dy
dy
dt
= f(y)y0
Thus,
f(y)y0 g(t) =
d
dt
F(y)
d
dt
G(t) =
d
dt
[F(y) G(t)] = 0
It follows that
F(y) G(t) = C
which is equivalent to
Z
f(y)y0dt =
Z
g(t)dt + C
As you can see, the result is generally an implicit equation involving a function
of y and a function of t. It may or may not be possible to solve this to
get y explicitly as a function of t. For an initial value problem, substitute the
values of t and y by t0 and y0 to get the value of C.
Remark 9.1
If F is a differentiable function of y and y is a differentiable function of t and
both F and y are given then the chain rule allows us to find dF
dt given by
dF
dt
=
dF
dy

dy
dt
For separable equations, we are given f(y)y0 = dF
dt and we are asked to find
F(y). This process is referred to as reversing the chain rule.
Example 9.1
Solve the initial value problem y0 = 6ty2, y(1) = 1
25
82
Solution.
Since f(t, y) = 6ty2 and fy(t, y) = 12ty are continuous in the rectangle
R = {(t, y) : 1 < t < 1, 1 < y < 1}
then by Theorem 8.2, the IVP has a unique solution on some interval containing
t = 1.
Separating the variables and integrating both sides we obtain
Z
y0
y2 dt =
Z
6tdt
or

Z
d
dt
_
1
y
_
dt =
Z
6tdt
Thus,

1
y(t)
= 3t2 + C
Since y(1) = 1
25 then C = 28. The unique solution to the IVP is then given
explicitly by
y(t) =
1
28 3t2
The next question is the question of the interval of existence of this solution.
Recall that there are two conditions that define an interval of validity. First,
it must be a continuous interval with no breaks or holes in it. Second it must
contain the value of the independent variable in the initial condition, t = 1
in this case.
There are three possible intervals where y(t) is continuous:
1 < t <
r
28
3
,
r
28
3
<t<
r
28
3
,t>
r
28
3
Only one of these will contain the value of t from the initial condition and
so we can see that

r
28
3
<t<
r
28
3
must be the interval of existence for this solution. Figure 9.1 shows the graph
of the solution
83
Figure 9.1
Example 9.2
Solve the IVP yy0 = 4 sin (2t), y(0) = 1
Solution.
This is a separable differential equation. Integrating both sides we find
Z
d
dt
_
y2
2
_
dt = 4
Z
sin (2t)dt
Thus,
y2 = 4 cos (2t) + C
Since y(0) = 1 then C = 5. Now, Solving explicitly for y(t) we find
y(t) =
p
4 cos t + 5
Since y(0) = 1 then y(t) =
p
4 cos t + 5. The interval of existence of the
solution is the interval 1 < t < 1
Example 9.3
Solve the initial value problem
y0 =
p
1 y2, y(0) = 0
84
Solution.
Separating the variables and then integrating we find
Z
y0
p
1 y2
dt =
Z
dt
or
arcsin y = t + C
Since y(0) = 0 then C = 0 and consequently y(t) = sin t where _
2_ t _ _
2.
Now, notice that y(_
2 ) = 1 and y(t) = 1 is the equilibrium solution. Similarly,
y(_
2 ) = 1 and y(t) = 1 is the equilibrium solution. This shows that the
solution to the given IVP is
y(t) =
8<
:
1 1 < t < _
2
sin t _
2_ t _ _
2
1_
2< t < 1
The graph of this function is shown in Figure 9.2
Figure 9.2
Problem 9.1
Solve the (separable) differential equation
y0 = tet2ln y2
.
85
Problem 9.2
Solve the (separable) differential equation
y0 =
t2y 4y
t+2
Problem 9.3
Solve the (separable) differential equation
ty0 = 2(y 4)
Problem 9.4
Solve the (separable) differential equation
y0 = 2y(2 y)
Problem 9.5
Solve the IVP
y0 =
4 sin (2t)
y
, y(0) = 1
Problem 9.6
Solve the IVP:
yy0 = sin t, y(
_
2
) = 2
Problem 9.7
Solve the IVP:
y0 +
1
y+1
= 0, y(1) = 0.
Problem 9.8
Solve the IVP:
y0 ty3 = 0, y(0) = 2.
Problem 9.9
Solve the IVP:
y0 = 1 + y2, y(
_
4
) = 1.
Problem 9.10
Solve the IVP:
y0 = t ty2, y(0) =
1
2
86
Problem 9.11
Solve the IVP
(2y sin y)y0 = sin t t, y(0) = 0
Problem 9.12
For what values of the constants _, y0, and integer n is the function y(t) =
(4 + t)1
2a solution of the initial value problem?
y0 + _yn = 0, y(0) = y0.
Problem 9.13
State an initial value problem, with initial condition imposed at t0 = 2,
having implicit solution y3 + t2 + sin y = 4.
Problem 9.14
Consider the initial value problem
y0 = 2y2, y(0) = y0
For what value(s) of y0 will the solution have a vertical asymptote at t = 4,
where the t-interval of existence is 1 < t < 4?
Problem 9.15
Consider the differential equation y0 = |y|.
(a) Is this differential equation linear or nonlinear? Is the differentiable equation
separable?
(b) A student solves the two initial value problems y0 = |y|, y(0) = 1 and
y0 = y, y(0) = 1 and then graphs the two solution curves on the interval
1 _ t _ 1. Sketch the two graphs.
(c) The student next solves the two initial value problems y0 = |y|, y(0) = 1
and y0 = y, y(0) = 1. Sketch the solution curves.
Problem 9.16
Assume that y sin y 3t + 3 = 0 is an implicit solution of the initial value
problem y0 = f(y), y(1) = 0. What is f(y)? What is an implicit solution to
the initial value problem y0 = t2f(y), y(1) = 0?
Problem 9.17
Find all the solutions to the differential equation y0 = 2ty
1+t
87
Problem 9.18
Solve the initial-value problem y0 = cos2 y cos2 t, y(0) = _
4
Problem 9.19
Solve the initial-value problem y0 = et+y, y(0) = 0 and determine the interval
on which the solution y(t) is defined.
Problem 9.20
Solve the initial-value problem
y0 =
t2
ey

ey
t2
(a) State the name of the method you are using.
(b) Find the solution which satisfies the condition y(1) = 1
88
10 Exact Differential Equations
We shall now present another technique for solving first order, non-linear,
ordinary differential equations. This technique is a generalization of the one
we used for separable equations.
We have seen that the solution procedure of separable equations consists of
reversing the chain rule. This same procedure works for exact equations but
this time the chain rule is for functions of two variables. We begin with brief
review of partial derivatives.
Partial Derivatives
If f(t, y) is a function of two variables t and y then the partial derivative @f
@t
of f(t, y) is the derivative of f(t, y) with respect to t, while pretending y is
a constant. The partial derivative @f
@y is the derivative of f(t, y) with respect
to y, while pretending t is constant. The precise definitions are
@f
@t (t, y) = limh!0
f(t+h,y)f(t,y)
h and @f
@y (t, y) = limh!0
f(t,y+h)f(t,y)
h
Example 10.1
Find @f
@t and @f
@y if f(t, y) = t4y3 + t5.
Solution.
We have
@f
@t (t, y) = 4t3y3 + 5t4 and @f
@y (t, y) = 3t4y2
Problem 10.1
Find @f
@t and @f
@y if f(t, y) = y ln y ety.
Problem 10.2
Find @f
@t and @f
@y if f(t, y) = ln ty + t2+1
y5
The Extended Chain Rule
You recall the chain rule for functions of one variable: If u is differentiable
at x and f is differentiable at u(x) then the composite function y = f(u(x))
is also differentiable at x with derivative given by
dy
dx
=
dy
du

du
dx
89
Example 10.2
Find the derivative of the function y = e
p
x.
Solution.
Let u(x) =
p
x and f(x) = ex. Then du
dx = 1
2
p
x and dy
du =eu. Hence,
dy
dx
= eu 1
2
p
x
=
e
p
x
2
p
x
The above chain rule can be extended to functions of two variables. Suppose
that u and v are differentiable at t and f is a differentiable function of two
variables. Then the function z(t) = f(u(t), v(t)) is differentiable at t with
derivative
dz
dt
=
@f
@u
du
dt
+
@f
@v
dv
dt
Example 10.3
Let z = f(u, v) = u2 + 2u uv + v2 where u(t) = t2 + 1 and v(t) = t3 t2.
Find dz
dt (2) in two different ways.
Solution.
First notice that u(2) = 5 and v(2) = 4. By using the extended chain rule
we have
dz
dt = @f
@u
du
dt + @f
@v
dv
dt
= (2u + 2 v)(2t) + (2v u)(3t2 2t)
Thus,
dz
dt
(2) = (10 + 2 4)(4) + (8 5)(8) = 56
A different way for finding the derivative is to write z as only a function of
t obtaining
z(t) = t6 3t5 + 3t4 t3 + 5t2 + 3
Finding the derivative of z(t)
z0(t) = 6t5 15t4 + 12t3 3t2 + 10t
Finally, z0(2) = 56
Problem 10.3
Let f(u, v) = 2u 3uv where u(t) = 2 cos t and v(t) = 2 sin t. Find df
dt .
90
Exact Differential Equations
The basic idea underlying separable equations is to reverse the chain rule
for functions of one variable. The basic idea underlying exact equations is
to reverse the extended chain rule. To this end, consider the differential
equation
M(t, y) + N(t, y)
dy
dt
= 0 (12)
Let H(t, y) be a function satisfying the two conditions
@H
@t
(t, y) = M(t, y) and
@H
@y
(t, y) = N(t, y) (13)
Then Equation (12) can be written as
@H
@t
+
@H
@y
dy
dt
= 0 (14)
By the extended chain rule, Equation (14) is the same as
d
dt
H(t, y) = 0
Therefore, we obtain an implicitly defined solution given by
H(t, y) = C
An equation like (12) is called exact if there is a function H(t, y) satisfying
the conditions in (13).
Testing a Differentiable Equation for Exactness
The next question is the question of telling whether or not Equation (12) is
exact. This is answered by the following theorem.
Theorem 10.1
Suppose that the functions M(t, y) and N(t, y) in (12) are continuous and
have continuous first partial derivatives @M
@y and @N
@t in an open rectangle
R = {(t, y) : a < t < b, c < y < d}
Then (12) is exact in R if and only if
@M
@y
=
@N
@t
for all (t, y) in R.
91
Proof.
Let M,N, @M
@y and @N
@t be continuous functions in R.
Necessary condition:
Suppose, first, that (12) is exact. Then there is a function H(t, y) satisfying
conditions (13). But from multivariable calculus we know that
@2H(t, y)
@y@t
=
@2H(t, y)
@t@y
or
@
@y
_
@H(t, y)
@t
_
=
@
@t
_
@H(t, y)
@y
_
By (13) we see that
@M
@y
=
@N
@t
Notice that the equality of mixed partials is a consequence of the continuity
of the first partial derivatives of M(t, y) and N(t, y).
Sufficient condition: Method for finding H(t, y)
Suppose that
@M
@y
=
@N
@t
for all (t, y) in R. Let us find a function H(t, y) satisfying (13). Indeed, since
@H(t,y)
@t = M(t, y) then
H(t, y) =
Z
M(t, y)dt + h(y) (15)
Note that when integrating with respect to t the constant of integration is
h(y) since y is treated as a constant when the partial derivative with respect
to t is computed.
Taking the derivative of this last equation we respect to y and using the fact
that @H(t,y)
@y = N(t, y) to obtain
@H(t, y)
@y
=
@
@y
Z
M(t, y)dt +
dh(y)
dy
= N(t, y)
This gives
dh(y)
dy
= N(t, y)
@
@y
Z
M(t, y)dt (16)
92
Notice that the right-hand side of this last equation is independent of t since
@
@t
h
N(t, y) @
@y
R
M(t, y)dt
i
= @N
@t @
@y
@
@t
R
M(t, y)dt
_
= @N
@t @M
@y = 0
Finally, integrate (16) with respect to y and substitute the result in (15). The
solution of the equation is H(t, y) = C. Since a function H(t, y) satisfying
(13) can be found then (12) is exact. This concludes a proof of the theorem
Remark 10.1
Every separable differential equation is exact. Indeed, since g(t)+f(y)y0 = 0
then @g
@y = 0 and @f
@t = 0. However, not every exact equation is separable.
For example, the differential equation (2t+y)+(2y +t)y0 = 0 is exact since
@M
@y = 1 = @N
@t = 1. This equation is clearly not separable
Example 10.4
Determine whether or not the equation is exact.
(a) ty2 + t + t2yy0 = 0
(b) y2 + 1 + tyy0 = 0
(c) cos y + (y2 + t sin y)y0 = 0
(d) cos y + (y2 t sin y)y0 = 0
Solution.
(a) Since @(ty2+t)
@y = 2ty and @t2y
@t = 2ty then the given equation is exact.
(b) Since @(y2+1)
@y = 2y and @ty
@t = y then the given equation is not exact.
(c) Since @ cos y
@y = sin y and @(y2+t sin y)
@t = sin y then the given equation is
not exact.
(d) Since @ cos y
@y = sin y and @(y2t sin y)
@t = sin y then the equation is exact
Example 10.5
Consider the initial value problem
t + y + (t + 2y)y0 = 0, y(0) = 1
Show that the differential equation is exact and solve the IVP.
93
Solution.
We have M(t, y) = t + y and N(t, y) = t + 2y. Since
@M(t, y)
@y
=
@N(t, y)
@t
=1
then by Theorem 10.1 the differential equation is exact. Thus,
H(t, y) =
Z
(t + y)dy = ty +
y2
2
+ c1(t)
Hence,
t + 2y =
@H(t, y)
@t
= y + c0
1(t)
It follows that
c1(t) =
Z
(t + y)dt =
t2
2
+ ty + C0
Hence,
2ty +
y2
2
+
t2
2
=C
Since y(0) = 1 then C = 1
2 . Thus, y satisfies the implicit equation
4ty + y2 + t2 = 1
In Problems 4 - 8, determine whether the given differential equation is exact.
If the equation is exact, find an implicit solution and (where possible) an
explicit solution.
Problem 10.4
yy0 + 3t2 2 = 0, y(1) = 2.
Problem 10.5
y0 = (3t2 + 1)(y2 + 1), y(0) = 1
Problem 10.6
(6t + y3)y0 + 3t2y = 0, y(1) = 2.
94
Problem 10.7
(et+y + 2y)y0 + (et+y + 3t2) = 0, y(0) = 0
Problem 10.8
(sin (t + y) + y cos (t + y) + t + y)y0 + (y cos (t + y) + y + t) = 0, y(1) = 1
Problem 10.9
For what values of the constants m, n, and _ (if any) is the following differential
equation exact?
tmy2y0 + _t3yn = 0
Problem 10.10
Assume that N(t, y)y0 + t2 + y2 sin t = 0 is an exact differential equation.
Determine the general form of N(t, y).
Problem 10.11
Assume that t3y + et + y2 = 5 is an implicit solution to the differential
equation
N(t, y)y0 +M(t, y) = 0, y(0) = y0.
Determine possible functions M(t, y),N(t, y), and the possible value(s) for
y0
Problem 10.12
Assume that y = t
p
4 t2 is an explicit solution of the following initial
value problem
(y + at)y0 + (ay + bt) = 0, y(0) = y0
Determine values for the constants a, b and y0
Problem 10.13
Let k be a positive constant. Use the exactness criterion to determine
whether or not the population equation dP
dt = kP is exact. Do NOT try
to solve the equation or carry out any furhter calculation.
Problem 10.14
Consider the differential equation (2t+3)+(2y2)y0 = 0. Determine whether
this equation is exact or not. If it is, solve it.
95
Problem 10.15
Consider the differential equation (ye2ty + t) + bte2tyy0 = 0. Determine for
which value of b this equation is exact, and then solve it with this value of
b.
Problem 10.16
Consider the differential equation y + (2t yey)y0 = 0. Check that this
equation is not exact. Now multiply the equation by y. Check that the new
equation is exact, and solve it.
Problem 10.17
(a) Consider the differential equation
y0 + p(t)y = g(t)
with p(t) 6= 0. Show that this equation is not exact.
(b) Let (t) = eR p(t)dt. Show that the equation
(t)(y0 + p(t)y) = (t)g(t)
is exact and solve it.
Problem 10.18
Use the method of the previous problem to solve the linear, first-order equation
y0y
t = 1, with initial condition y(1) = 7. First, check that this equation
is not exact. Next, find (t). Multiply the equation by (t) and check that
the new equation is exact. Solve it, using the method of exact equations.
Problem 10.19
Put the following differential equation in the Exact Differential Equation
form and find the general solution
y0 =
y3 2ty
t2 3ty2
Problem 10.20
The following differential equations are exact. Solve them by that method.
(a) (4t3y + 4t + 4)y0 = 8 4y 6t2y2, y(1) = 1
(b) (6 4y + 16t) + (10y 4t + 2)y0 = 0, y(1) = 2
96
11 Substitution Techniques: Bernoulli and Ricatti
Equations
A well-known nonlinear equation that reduces to a linear one with an appropriate
substitution is the Bernoulli equation given by
y0 + p(t)y = g(t)yn (17)
where n is an integer different from 0 and 1. Notice that for n = 0 or n = 1
the equation becomes linear.
To solve (17), first notice that y(t) _ 0 is the trivial solution. If y(t) 6_ 0
then (17) can be written as
y0
yn + p(t)y1n = g(t) (18)
Let z = y1n. Then by the chain rule of differentiation we have z0 = (1
n)yny0 and therefore y0
yn = 1
1nz0. Thus, (17) reduces to
1
1n
z0 + p(t)z = g(t)
which is a first order linear differential equation that can be solved by the
technique of integrating factors. Once z is found then the desired solution is
y(t) = z
1

1n.
Example 11.1
Solve the Bernoulli equation
y0
1
t
y = ty2, t > 0
Solution.
Divide by y2 and then let z = y1 to obtain
z0 +
1
t
z = t
The integrating factor is (t) = t and the general solution is
z(t) =
1
t
Z
t2dt + Ct1 =
t2
3
+ Ct1
Thus, y = 1
z= 1
t2
3 +Ct1

97
Problem 11.1
Solve the Bernoulli equation
y0 =
t2 + 3y2
2ty
,t>0
Problem 11.2
Find the general solution of y0 + ty = tet2y3
Problem 11.3
Solve the IVP ty0 + y = t2y2, y(0.5) = 0.5
Problem 11.4
Solve the IVP y0 1
t y = y2, y(1) = 1
Problem 11.5
Solve the IVP y0 = y(1 y), y(0) = 1
2
Problem 11.6
Solve the Bernoulli equation y0 + 3y = e3ty2
Problem 11.7
Solve y0 + y = ty4
Problem 11.8
Solve the equation y0 = sin (t + y) using the substitution z = t + y and
separable method.
Ricatti Equation
A differential equation is called a Ricatti equation if it can be written in
the form:
y0 = a(t)y2 + b(t)y + c(t) (19)
where a, b and c are functions of t. Clearly, this is a first order nonlinear
and nonseparable differential equation. Ricatti and Bernoulli equations arise
when we model logistic population and one-dimensional motion with air resistance
. See Sections 12 and 13.
The solution of a Ricatti equation requires knowledge of a particular solution
98
to the ODE. To solve (19), we first find a particular solution y1 to (19). Then
we use the substitution 1
z = y y1. Thus, y = 1
z + y1. Now, (19) reduces to
z0
z2 + y0
1 = a(t)( 1
z2 + 2y1
z + y2
1) + b(t)( 1
z + y1) + c(t)
z0
z2 + a(t)y2
1 + b(t)y1 + c(t) = a(t)
z2 + 2a(t)y1
z + a(t)y2
1 + b(t)
z + b(t)y1 + c(t)
z0 = a(t) [2a(t)y1 + b(t)]z
Thus, a Ricatti equation can be reduced to a linear equation
z0 + [2a(t)y1 + b(t)]z = a(t) (20)
that can be solved by the method of integrating factor. Once z(t) is found
then the solution to the original equation is y(t) = 1
z(t) + y1(t). As the next
example illustrates, in many cases a solution of a Ricatti equation cannot be
expressed in terms of elementary functions.
Example 11.2
Solve : y0 = 2 2ty + y2 given that y1(t) = 2t.
Solution.
We have a(t) = 1, b(t) = 2t, and c(t) = 2. Substituting in (20) to obtain
z0 + 2tz = 1.
The integrating factor is (t) = et2 so that
_
et2
z
_0
= et2
Now the integral
Rt
t0
es2ds cannot be expressed in terms of elementary functions.
Thus we write
et2
z(t) =
Zt
t0
es2
ds + et20
z(t0)
Solving for z we find
z(t) = et2
(et20
z(t0)
Zt
t0
es2
ds)
Finally,
y(t) =
1
et2(et20
z(t0)
Rt
t0
es2ds)
+ 2t
99
Problem 11.9
Solve the IVP: y0 = 2+2y +y2, y(0) = 0 using the method of separation of
variables.
Problem 11.10
Solve the differential equation y0 = 1 + t2 y2 given that y1(t) = t is a
particular solution.
Problem 11.11
Solve the differential equation y0 = 5 t2 + 2ty y2 given that y1(t) = t 2
is a particular solution.
Problem 11.12
Perform a change of variable that changes the Bernoulli equation y0+y+y2 =
0 into a linear equation in the new variable. Do NOT try to solve the equation
or proceed further than with any calculations.
Problem 11.13
Consider the equation
y0 = _y _y3, _ > 0, _ > 0
(a) Use the Bernoulli transformation to change this nonlinear equation into
a linear equation.
(b) Solve the resulting linear equation in part (a) and use the solution to find
the solution of the given differential equation above.
Problem 11.14
Consider the differential equation
y0 = f
_y
t
_
(a) Show that the substitution z = y
t leads to a separable differential equation
in z.
(b) Use the above method to solve the initial-value problem
y0 =
t+y
ty
, y(1) = 0
Problem 11.15
Solve: y0 + y
3 = ety4
100
Problem 11.16
Solve: ty0 + y = ty3
Problem 11.17
Solve: y0 + 2
t y = t2y2 cos t
Problem 11.18
Solve: ty0 + y = t2y2 ln t
Problem 11.19
Verify that y1(t) = 2 is a particular solution to the Ricatti equation
y0 = 2 y + y2,
and then find the general solution.
Problem 11.20
Verify that y1(t) = 2
t is a particular solution to the Ricatti equation
y0 =
4
t2

1
t
y + y2,
and then find the general solution.
101
12 Applications of First Order Nonlinear Equations:
The Logistic Population Model
One of the applications to first order linear differential equations that we
discussed in Section 6 was Malthus population model described by dP
dt = kP
where k = rbrd. The solution to this differential equation is P(t) = P(0)ekt.
As you can see, this model predicts either population growth without bound
( k > 0) or inevitable extinction (k < 0). So basically the relative birth rate
k is independent of the population size, i.e., constant.
Neither case is typically observed in reality, that is, what is actually observed
differs substantially from what is predicted by the solution of the equation.
What is often observed is that small populations often (though not always) increase
in number ( because resources are plentiful and the population should
thrive and grow) while very large populations tend to decline in number
( since resources become scarcer; for example, food availability decreases,
waste products may accumulate and birth rates tend to decline while death
rates tend to increase.) So the relative birth rate in Malthus model should
be replaced by a population-depedent relative birth rate.
In this section we consider a model that attempts to account for the effects
mentioned previously. This model leads to a first order nonlinear differential
equation.
The Logistic Model (Verhulst)
The realistic model that we consider is of the form
dP
dt
= h(P)P
which is similar to Maltheus model except that now the growth rate h(P)
depends on the population size. We conjecture the following about h(P) :
When P is small the population grows so that h(P) > 0.
When P is large the population declines so that h(P) < 0.
The simplest way to implement this is by letting
h(P) = r _P
so that when the population is small then h(P) _ r > 0 and when the
population is large then h(P) _ _P < 0. This then gives the following
102
population equation known as the logistic equation
dP
dt
=r
_
1
P
K
_
P (21)
where r and K = r
_ are positive constants. Note that if P(t) > K then
dP
dt < 0 causing the population to decrease whereas if 0 < P(t) < K then
dP
dt > 0 causing the population to increase. The constant K is called the
carrying capacity. It represents the largest population that the environment
can support. Note that the carrying capacity occurs at the equilibrium
solution P(t) = K so sometimes the carrying capacity is referred to as the
equilibrium value. The phase portrait or the direction field looks like the
one shown in Figure 12.1
Figure 12.1
The curve below P(t) = 0 corresponds to negative initial population and do
not have any physical significance.
Initial population between 0 and K grows almost exponentially at first.
103
Grows slow as P approach the limiting value K. As t ! 1, P ! K.
Initial population larger than K decreases to K as t ! 1. Physically the
initial population is larger than the environment can support, and hence individuals
die off.
Solving the Logistic Equation
The logistic equation (21) can be looked at as either a nonlinear separable
equation or a Ricatti equation. The solution function is called logistic
function and its graph is called the logistic curve. We will solve (21) by
separating the variables. Indeed, separating the variables and using partial
fractions we have the following:
dP
dt =
r

1P
K
_
P
P0
(1 P
K )P

=r
P0
P P0
PK = r
R P0
P dt
R P0
PKdt = rt + C
ln
__
P
PK
__
= rt + C
P
PK =Cert
P(t) = KCert
1Cert
Since P(0) is the initial population then C = P(0)
P(0)K so after substituting
and simplifying the solution becomes
P(t) =
KP(0)
P(0) + (K P(0))ert (22)
Note that in the long run, P(t) approaches K, that is,
lim
t!1
P(t) = K.
Solving the Logistic Equation as a Ricatti Equation
An alternative method for solving (21) is to use the substitution P(t) = 1
u.
104
Then by the chain rule we have
dP
dt
=
dP
du
du
dt
=
1
u2
du
dt
Rewriting the logistic equation in terms of u and t, and solving for u in terms
of t we find
1
u2
du
dt = r
u

11
Ku
_
du
dt = ru

11
Ku
_
du
dt =ru + r
K= r
1
K u
_
R du
1
K

u =
R
rdt
ln |u 1
K| = rt + C
u1
K = Cert
u=1
K + Cekt
Thus,
P(t) =
K
1 + KCert
Letting t = 0 to obtain
P(0) =
K
1 + KC
and solving for C we find C = KP(0)
KP(0) . Substituting this in the last equation
of P(t) we find
P(t) =
KP(0)
P(0) + (K P(0))ert
Example 12.1
Suppose a student carrying a flu virus returns to an isolated college campus
of 1000 students. If it is determined that the rate at which the virus spreads
is proportional not only to the number P(t) of students infected but also
to the number of students not infected. Determine the number of infected
students after 6 days given that the number of infected students after 4 days
is 50.
Solution.
We first must find a formula for P(t) which is the solution to the IVP
dP
dt
= r(1000 P)P, P(0) = 1.
105
This equation can be rewritten in the form
dP
dt
= 1000r(1
P
1000
)P.
By (22) we find
P(t) =
1000
1 + 999e1000rt
But P(4) = 50 so that
50 =
1000
1 + 999e4000r
Solving this equation for r we find r _ 0.0009906. Thus,
P(t) =
1000
1 + 999e0.9906t
Finally,
P(6) =
1000
1 + 999e0.9906(6)
_ 276 students
Problem 12.1
Find
R dx
(x2)(3x)
Problem 12.2
Find A and B so that 2x+3
x29 = A
x+3 + B
x3
Problem 12.3
Write the partial fraction decomposition of x+7
x2+x6
Problem 12.4
An important feature of any logistic curve is related to its shape: every
logistic curve has a single inflection point which separates the curve into two
equal regions of opposite concavity. This inflection point is called the point
of diminishing returns. Find the Coordinates of the Point of Diminishing
Returns.
Problem 12.5
A population of roaches grows logistically in Johns kitchen cabinet, feeding
off 65 half-empty can of beef stew. There are 10 roaches initially, and the
carrying capacity of the cabinet is K = 10000. The population reaches its
maximum growth rate in 4 days. Determine the logistic equation for the
growth of the population Find the number of roaches in the cabinet after 10
days.
106
Problem 12.6
The number of people P(t) in a community who are exposed to a particular
advertisement is governed by the logistic equation. Initially P(0) = 500, and
it is observed that P(1) = 1000. If it is predicted that the limiting number of
people in the community who will see the advertisement is 50,000, determine
P(t) at any time.
Problem 12.7
The population P(t) at any time in a suburb of a large city is governed by
the inititial value problem
dP
dt
= (101 107P)P, P(0) = 5000
where t is measured in months. What is the limiting value of the population?
At what time will the population be one-half of this limiting value?
Problem 12.8
Let P(t) represent the population of a colony, in millions of individuals.
Suppose the colony starts with 0.1 million individuals and evolves according
to the equation
dP
dt
= 0.1
_
1
P
3
_
P
with time being measured in years. How long will it take the population to
reach 90% of its equilibrium value?
Problem 12.9
Consider a population whose dynamics are described by the logistic equation
with constant migration
dP
dt
=r
_
1
P
K
_
P +M,
where r,K, abd M are constants. Assume that K is a fixed positive constant
and that we want to understand how the equilibrium solutions of this
nonlinear autonomous equation depend upon the parameters r and M.
(a) Obtain the roots of the quadratic equation that define the equilibrium
solution(s) of this differential equation. Note that for M 6= 0, the constants
0 and K are no longer equilibrium solutions. Does this make sense?
107
(b) For definiteness, set K = 1. Plot the equilibrium solutions obtained in
(a) as functions of the ratio M
r . How many equilibrium populations exist for
M
r> 0? How many exist for 1
4< M
r_ 0?
(c) What happens when M
r = 1
4? What happens when M
r < K
4 = 1
4?
Are these mathematical results consistent with what one would expect if migration
rate out of the colony were sufficiently large relative to the colonys
ability to gain size through reproduction?
Problem 12.10
Let P(t) represent the number of individuals who, at time t, are infected
with a certain disease. Let N denote the total number of individuals in the
population. Assume that the spread of the disease can be modeled by the
initial value problem
dP
dt
= k(N P)P, P(0) = P0
At time t = 0, when 100,000 members of the population of 500,000 are known
to be infected, medical authorities intervene with medical treatment. As a
consequence of this intervenetion, the rate factor k is no longer constant but
varies with time as k(t) = 2et 1, where time t is measured in months and
k(t) represents the rate of infection per month per 100,000 individuals.
Initially as the effects of medical intervention begin to take hold, k(t) remaind
positive and the disease continues to spread. Eventually, however, the
effects of medical treatment cause k(t) to become negative and the number
of infected individuals then decreases.
(a) Solve the appropriate initial value problem for the number of infected
individuals, P(t), at time t and plot the solution.
(b) From your plot, estimate the maximum number of individuals that are
at any time infected with the disease.
(c) How long does it take before the number of infected individuals is reduced
to 50,000?
Problem 12.11
Consider a chemical reaction of the form A + B ! C, in which the rates of
change of the two chemical reactants, A and B, are described by the following
two differential equations
A0 = kAB, B0 = kAB
108
where k is a positive constant. Assume that 5 moles of reactant A and 2
moles of reactant B are present at the beginning of the reaction.
(a) Show that the difference A(t)B(t) remains constant in time. What the
value of this constant?
(b) Use the observation made in (a) to derive an initial value problem for
reactant A.
(c) It was observed, after the reaction had progressed for 1 sec, that 4 moles
of reactant A remained. How much of reactants A and B will be left after 4
sec of reaction time?
Problem 12.12
Suppose that a given population can be divided into two parts: those who
have a given disease and can infect others, and those who do not have it but
are susceptible. Let x be the proportion of susceptible individuals and y the
proportion of the infectious individuals; then x + y = 1. Assume that the
disease spreads by contact between sick and well members of the population,
and that the rate of spread dy
dt is proportional to the number of such contacts.
Further, assume that members of both groups move about freely among each
other, so that the number of contacts is proportional to the product of x and
y. Since x = 1- y, we obtain the initial value problem
dy
dt
= _y(1 y), y(0) = y0,
where _ is a positive proportionality factor, and y0 is the initial proportion
of infectious individuals.
(a) Find the equilibrium points for the given differential equation, and determine
whether each is stable or unstable. That is, do a complete qualitative
analysis on the equation, complete with a graph of dy
dt versus y, and a sketch
of possible solutions in the ty-plane.
(b) Solve the initial value problem and verify that the conclusion you reached
in part (a) are correct. Show that y(t) ! 1 as t ! 1, which means that
ultimately the disease spreads through the entire population.
Problem 12.13
Suppose that a population can be modeled by the logistic equation
dP
dt
= 0.4P
_
1
P
3
_
Use qualitative techniques to describe the population over time.
109
Problem 12.14
Find the constants A and B so that
P(t) =
e0.2t
A + Be0.2t
is the solution to the logistic model
dP
dt
= 0.2P
_
1
P
200
_
, P(0) = 150
Problem 12.15
A restricted access lake is stocked with 400 fish. It is estimated that the
lake will be able to hold 10,000 fish. The number of fish tripled in the first
year. Assuming that the fish population follows a logistic model and that
10,000 is the limiting population, find the length of time needed for the fish
population to reach 5000.
Problem 12.16
Ten grizzly bears were introduced to a national park 10 years ago. There are
23 bears in the park at the present time. The park can support a maximum of
100 bears. Assuming a logistic growth model, when will the bear population
reach 50?
Problem 12.17
Show that P(t) = 800
1+15e1.6t satisfies the differential equation
dP
dt
= 0.002P(800 P)
Problem 12.18
A population is observed to obey the logistic equation with eventual population
20,000. The initial population is 1000, and 8 hours later, the observed
population is 1200. Find the reproductive rate r and the time required for
the population to reach three quarters of its carrying capacity.
Problem 12.19
Let P(t) be the population size for a bacteria colony at time t. The logistic
model is that
dP
dt
= kP(t)(M P(t)),
where k > 0 and M > 0 are constants. Solve this equation when k = 1 and
M = 1000 with P(0) = 100.
110
Problem 12.20
For the population model
P0(t) = 5P(t)(1000 P(t))
with P(0) = 100 find the asymptotic population size limt!1 P(t).
111
13 Applications of First Order Nonlinear Equations:
One-Dimensional Motion with Air
Resistance
In Section 1 of this book, we discussed the motion of a free falling object, i.e.,
the falling of an object under the influence of gravity only - no air resistance
or friction effects of any kind. This motion is described by Newtons second
lawe given by F = mass acceleration. The law results in a first order
differential equation
m
dv
dt
= mg
The negative sign on the right-hand of the equation is due to the fact that
acceleration due to gravity is pointing downward whereas the displacement
y(t) is measured upward.
In this section, we shall examine in detail a more realistic model of the onedimensional
motion of an object where we include the effect of air resistance.
Air resistance exists because air molecules collide into a falling body creating
an upward force opposite gravity and thus reducing the fall of the object. We
refer to such a force as the drag force. We consider two idealized models of
drag force.
Model I: Drag Force is Proportional to Velocity (good for small,
slowly falling objects)
If we assume that the drag force is proportional to velocity with positive constant
of proportionality k then Newtons second law leads to the differential
equation
m
dv
dt
= mg kv. (23)
Here k depends on the properties of the falling object.
If the object is moving upward then the drag force is pointing downward and
in this case v > 0 in (23). If the object is moving downward then the drag
force is pointing upward and so v < 0 in (23).
Equation (23) is a first order linear nonhomogeneous equation that can be
solved using the method of integrating factor. Rewriting (23) in the form
dv
dt
+
k
m
v = g
112
and letting
(t) = eR k
mdt = e
k
mt

we have _
e
k

mt v
_0
= ge
k
mt

R_
e
k

mtv
_0
dt = g
R
e
k

mt dt
e
k

v = mg
mt

ke
k

mt +C
v(t) = mg
k + Ce k
mt

If v0 is the initial velocity then C = v0 + mg

k and consequently
v(t) =
mg
k
+ (v0 +
mg
k
)e k
mt (24)

Now, the equilibrium solution of (23) occurs when v(t) = mg

k . At this
velocity, the drag force and the gravitational force acting on the object (i.e.,
its weight) are equal and opposite side. This equilibrium velocity is referred
to as the terminal velocity of the object. Thus, the terminal velocity of
an object falling towards the ground, in non-vacuum, is the speed at which
the gravitational force pulling it downwards is equal and opposite to the
drag force pushing it upwards. At this speed, the object ceases to accelerate
downwards and falls at constant speed.
Example 13.1
An object of mass 5 kg is released from rest 1000 m above the ground and allowed
to fall freely under gravity. Assume that the force due to air resistance
is proportional to the velocity of the object with proportionality constant
k = 50 N-s/m. Determine the equation of motion of the object. When will
the object strike the ground?
Solution.
Letting v0 = 0,m = 50, g = 9.8, and k = 50 in (24) we obtain
v(t) = y0(t) = 0.981 + 0.981e10t
Integrating with respect to t to obtain
y(t) = 0.981t 0.0981e10t + C
113
But y(0) = 0 so that C = 0.0981. Hence, the equation of motion is
y(t) = 0.981t + 0.0981(1 e10t)
To find at what time the object hits the ground, we need to find T such that
y(T) = 1000.
That is, we must find T satisfying
0.0981(10T) + 0.0981(1 e10T ) + 1000 = 0
or
0.0981(1 10T e10T ) + 1000 = 0.
Using a calculator we find T _ 1019.467 s.
Model II: Drag Force is Proportional to the Square of Velocity
(more accurate for larger, more rapidly falling objects)
In this case, the model that represents the motion depends on the direction
of the motion since kv2 _ 0. For an object moving upward the differential
equation is given by
m
dv
dt
= mg kv2, v(t) _ 0 (25)
and for an object moving downward the differential equation is given by
m
dv
dt
= mg + kv2, v(t) _ 0 (26)
In the case that an object is moving up and then down such as the motion of
a projectile the model requires the use of both (25) and (26). For the upward
dynamics, the motion is modeled by the initial value problem
m
dv
dt
= mg kv2, v(0) = v0, v(t) _ 0
The projectile will reach a highest point after some time tm. After that point
the projectile begins to fall and the motion is modeled by the initial value
problem
m
dv
dt
= mg + kv2, v(tm) = 0, v(t) _ 0
114
Example 13.2
A projectile of mass m is shot upward from the origin with an initial velocity
300 ft/sec Assume that air resistance is proportional to the square of the
velocity with k = m
2048 .
(a) Find the velocity and position as a function of time
(b) Plot the position function.
(c) Find the time when maximum height is reached, the time when the
projectile hits the ground, the maximum height, and the impact velocity,
i.e., the velocity right before hiting the ground.
Solution.
In the upward motion we need to solve the initial value problem
mv0 = 32m
m
2048
v2, v(0) = 300
Separating the variables and integrating we find
v0
1+ v2
65536

= 32
v0
1+( v

) = 32
256 2

R v0
1+( v
256 )2 dt =

R
32dt
256 arctan
v
256
_
= 32t + C
But v(0) = 300 so that C = 256 arctan
75
64
_
. Thus,
v(t) = 256 tan
_

1
8
t + arctan
_
75
64
__
To find the position function we integrate v(t) with respect to t and find
y(t) =
R
256 tan
_
1
8 t + arctan
75
64
__
dt
= 2048 ln
_
cos

1
8 t + arctan
75
64
___
+C
But y(0) = 0 so that
C = 2048 ln
_
64
p
9721
_
Hence
y(t) = 2048 ln
_
cos
_

1
8
t + arctan
_
75
64
___
2048 ln
_
64
p
9721
_
115
The highest point occur when v(t) = 0. That is,
256 tan
_

1
8
t + arctan
_
75
64
__
=0
Solving this equation for t we find
tm = 6.91496 sec.
The graph of the ascent, valid for 0 _ t _ 6.91496 is given in Figure 13.1.
Figure 13.1
The maximum height is y(6.91496) _ 885.02 ft.
Now, the initial value problem for the descent motion is given by
m
dv
dt
= mg +
m
2048
v2, v(tm) = 0
Solving this IVP we find
v0
v2
65536
1
= 32
1
2
_
v0
(v
256 )1
v0
(v
256 )+1

_
= 32
128 ln
__
v256
v+256
__
= 32t + C
v256
v+256 = Ce
1
4t

But v(6.91946) = 0 so that C = e

1

. Hence,
4 (6.91946)

v(t) = 256
1e
1
4 (t6.91496)

1+e
1
4 (t6.91496)

!
116
This can be written in the form
v(t) = 256
_
1 +
2
1+e
1
4 (t6.91496)

_
Integrating this last equation with respect to t to obtain
y(t) = 256t 3540.45952 2048 ln (1 + e
1

)+C
4 (t6.91496)

Also, notice that

3540.45952 2048 ln (1 + e
1

) = 3540.45952 2048 ln e
4 (t6.91496)
6.91496
4

2048 ln (e
6.91496

4 +e
t

4)
_ 2048 ln (5.63355 + e
t

4)
Hence,
y(t) = 256t 2048 ln (5.63355 + e
t

4)+C
Since y(6.91496) = 885.02 then C _ 4074.82. It follows that
y(t) = 256t 2048 ln (5.63355 + e
t

4 ) + 4074.82
The plot for the descent is given in Figure 13.2.
Figure 13.2
The projectile hits the ground at t _ 14.8977 sec.
Combining the ascent and descent motion the graph of y(t) is shown in Figure
13.3.
117
Figure 13.3
Finally, the terminal velocity is given by
lim
t!1
256
_
__________1 +
2
1+e
1
4 (t6.91496)

_
= 256 ft/sec
and the impact velocity is v(14.8977) _ 194.736 ft/sec
Problem 13.1
A parachutist whose mass is 75 kg drops from a helicopter hovering 2000 m
above ground, and falls towards the ground under the influence of gravity.
Assume that the force due to air resistance is proportional to the velocity of
the parachutist, with the proportionality constant k = 30N s/m when the
chute is closed, and k0 = 90N s/m when the chute is opened. If the chute
doesnt open until the velocity of the parachutist reaches 20 m/s, after how
many seconds will she reach the ground?
Problem 13.2
An object of mass m is dropped from a high altitude. How long will it take
the object to achieve a velocity equal to one-half of its terminal velocity if
the drag force is assumed proportional to the velocity?
Problem 13.3
An object of mass m is dropped from a high altitude. Assume the drag force
is proportional to the square of the velocity with drag constant k. Find a
formula for v(t).
118
Problem 13.4
Assume that the action of a parachute can be modeled as a drag force proportional
to the square of the velocity. What drag constant k of the parachute
is needed for a 200 lb person to achieve a teminal velocity of 10 mph?
Problem 13.5
A drag chute must be deisgned to reduce the speed of 3000-lb dragster from
220 mph to 50 mph in 4 seconds. Assume that the drag force is proportional
to the velocity.
(a) What value of the drag coefficient k is needed to accomplish this?
(b) How far will the dragster travel in the 4-sec interval?
Problem 13.6
A projectile of mass m is launched vertically upward from ground level at time
t = 0 with initial velocity v0 and is acted upon by gravity and air resistance.
Assume the drag force is proportional to velocity, with drag coefficient k.
(a) Derive an expression for the time tm when the projectile achieves its
maximum height.
(b) Derive an expression for the maximum height.
Problem 13.7
A projectile is launched vertically upward from ground level with initial velocity
v0. Neglect air resistance. Show that the time it takes the projectile
to reach its maximum height is equal to the time it takes to fall from this
maximum height to the ground.
Problem 13.8
A 180-lb skydiver drops from a hot-air ballon. After 10 sec of free fall,
a parachute is opened. The parachute immediately introduces a drag force
proportional to the velocity. After an additional 4 sec, the parachutist reaches
the ground. Assume that air resistance is negligible during free fall and that
the parachute is designed so that a 200-lb person will reach a terminal velocity
of 10 mph.
(a) What is the speed of the skydiver immediately before the parachute is
opened?
(b)What is the parachutist impact velocity?
(c) At what altitude was the parachute opened?
(d) What is the ballon altitude?
119
Problem 13.9
A body of mass m is moving with velocity v in a gravity-free laboratory (i.e.
outer space). It is known that the body experiences resistance in its flight
proportional to the square root of its velocity. Consequently the motion of
the body is governed by the initial-value problem
m
dv
dt
= k
p
v, v(0) = v0
where k is a positive constant. Find v(t). Does the body utimately come to
rest? If so, when does this happen?
Problem 13.10
A mass m is thrown upward from ground level with initial velocity v0. Assume
that air resistance is proportional to velocity, the constant of proportionality
being k. Show that the maximum height attained is

m 2g
k2 ln
_
1+
kv0
mg
_
+
m
k
_
v0 +
mg
k
_
1
1
k
mg v0 + 1
!
Problem 13.11
A ball weighing 3/4 lb is thrown vertically upward from a point 6 ft above
ground level with an initial velocity of 20ft/sec. As it rises it is acted upon
by air resistance that is numerically equal to v/64 lbs where v is velocity (in
ft/sec). How high will it rise?
Problem 13.12
A parachutist weighs 160 lbs (with chute). The chute is released immediately
after the jump from a height of 1000 ft. The force due to air resistence is
proportional to velocity and is given by FR = 8v. Find the time of impact.
Problem 13.13
A parachutist weighs 100 Kg (with chute). The chute is released 30 seconds
after the jump from a height of 2000 m. The force due to air resistance is
defined by FR = kv where k = 15 when the chute was closed and k = 100
when the chute was open. Find
(a) the distance and velocity function during the time the chute was closed
(i.e., 0 _ t _ 30 seconds).
(b) the distance and velocity function during the time the chute was open
120
(i.e., t _ 30 seconds).
(c) the time of landing.
(d) the velocity of landing or the impact velocity.
Problem 13.14
Solve the equation
m
dv
dt
= kv(t) mg
with initial condition v(0) = 0 when k = 0.1 and m = 1 kg.
Problem 13.15
A rocket is launched at time t = 0 and its engine provides a constant thrust
for 10 seconds. During this time the burning of the rocket fuel constantly
decreases the mass of the rocket. The problem is to determine the velocity
v(t) of the rocket at time t during this initial 10 second interval. Denote by
m(t) the mass of the rocket at time t and by U the constant upward thrust
(force) provided by the engine. Applying Newtons Law gives
d
dt
(m(t)v(t)) = U kv(t) m(t)g
where an air resistance term is included in addition to the gravitational and
thrust terms. Find a fomrula for v(t).
Problem 13.16
If m(t) = 11 t,U = 200, and k = 0 the equation of motion of the rocket is
d
dt
((11 t)v(t)) = 200 (11 t)g.
Find v(t) for 0 _ t _ 10. Assume v(0) = 0. Make a graph of the velocity as
a function of time.
Problem 13.17
If m(t) = 11 t,U = 200, and k = 2 the equation of motion of the rocket is
d
dt
((11 t)v(t)) = 200 2v(t) (11 t)g.
Find v(t) for 0 _ t _ 10. Assume v(0) = 0. Make a graph of the velocity as
a function of time.
121
Problem 13.18
Using (24), find the position function y(t).
Problem 13.19
An arrow is shot upward from the origin with an initial velocity of 300 ft/sec.
Assume that there is no air resistance and use the model
m
dv
dt
= mg
Find the velocity and position as a function of time. Find the ascent time,
the descent time, maximum height, and the impact velocity.
Problem 13.20
An arrow is shot upward from the origin with an initial velocity of 300 ft/sec.
Assume that air resistance is proportional to the velocity, FR = 0.04mv and
use the model
m
dv
dt
= mg kv
Find the velocity and position as a function of time, and plot the position
function. Find the ascent time, the descent time, maximum height, and the
impact velocity.
122
14 One-Dimensional Dynamics: Velocity as
Function of Position
The computation is Example 13.2 was relatively complicated. The task of
finding the maximum projectile height can be simplified by transforming the
problem to one in which height rather than time is the independent variable.
This transformation is the topic of this section.
We will assume that the motion of an object is either always increasing (i.e.
v(t) _ 0) or always decreasing (i.e. v(t) _ 0) on the time interval of interest
so that the displacement function y(t) is invertible which allows us to write
t in terms of y. In this case by applying the chain rule we can write
dv
dt
=
dv
dy

dy
dt
=v
dv
dy
This change from v(t) to v(y) is useful when the net force acting on the
object is a function of y and v and does not depend explicitly on t, i.e., we
have
mv
dv
dy
= F(y, v)
Example 14.1
Find the maximum height in Example 13.2 by considering the velocity as a
function of y.
Solution.
In the upward motion we need to solve the initial value problem
mv
dv
dy
= 32m
m
2048
v2, v(0) = 300, y(0) = 0
This last equation is a Bernoulli equation since
dv
dy
+
v
2048
= 32v1
By letting w = v2 then dw
dy = 2v dv
dy so that the last equation reduces to
1
2
w0 +
w
2048
= 32
123
or
w0 +
w
1024
= 64
We solve this equation as follows
e
y
1024

w0 + w
1024
_
= 64e
y
1024

(e
y

1024 w)0 = 64e

y

1024 R
(e
y

1024 w)0dy =
R
64e
y

1024 dy
e
y

1024 w = 65536e
y

+C
1024

w(y) = 65536 + Ce y
1024

But w(0) = (v(0))2 = 90000 so that C = 155536. Thus,

w(y) = 65536 + 155536e y
1024

But w = v2 so that
v(y) =
h
65536 + 155536e y
1024

i1
2

This equation is valid for 0 _ y _ ymax. The maximum height occurs when
velocity is zero. That is
65536 + 155536e y
1024 = 0

Solving this equation for y we find

ymax = 1024 ln
_
65536
155536
_
_ 885.02 ft
Newtons Law of Gravitation
The next example, an object falling through the atmosphere, shows that
using position as the independent variable may convert a problem we cannot
solve into one that we can solve. The example involves Newtons law of
gravitation which states that any two objects exert a gravitational force of attraction
on each other. The direction of the force is along the line joining the
objects (See Figure 14.1). The magnitude of the force is proportional to the
product of the gravitational masses of the objects, and inversely proportional
to the square of the distance between them. That is
F12 = G
m 1m 2
r2
124
where G _ 6.673 1011 m3
kgs2 .
Figure 14.1
For an object of mass m falling to surface of the Earth the magnitude of the
gravitational force becomes
F=G
Mem
r2 (27)
where Me = 5.98 1024 kg is the mass of the Earth and r is the distance
of the object to the center of the Earth. Note that near the surface of the
Earth we have
G
Mem
R2
e
= mg
where Re = 6.38 106 m is the radius of the Earth. Solving for g we find
g _ 9.8 m/s2
Example 14.2
Consider an object having mass m = 100 kg which is released from rest at
an altitude of h = 200 km above the surface of the Earth. Find the velocity
of the object right before hitting the ground. We assume no drag forces and
considering only the force of gravitational attraction.
Solution.
By Newtons second law of motion we have
m
dv
dt
= G
Mem
r2 .
But v(t) = dr
dt so that
m
d 2r
dt2 = G
Mem
r2 .
If we regard v as a function of r then by the chain rule we arrive at the
following IVP:
mv
dv
dr
= G
Mem
r2 , v(Re + 200) = 0, Re < r < Re + 200.
125
This is a separable nonlinear first order differential equation. Its solution is
given by
v2
2
=
GMe
r
+C
Since v(Re +200) = 0 then C = GMe
Re+200 . Hence, the implicit solution to the
IVP is
v2
2
= GMe
_
1
r

GMe
Re + 200
_
But r(t) is a decreasing function so that dv
dr < 0. This leads to the explicit
solution
v(r) =
s
2GMe
_
1
r

GMe
Re + 200
_
The impact velocity is then
v(Re) =
s
2GMe
_
1
Re

GMe
Re + 200
_
_ 1952 m/s
In Problems 1 - 3, transform the equation into one having distance x as the
independent variable. Determine the position xf at which the object comes
to rest.(If the object does not come to rest set xf = 1) Assume that v = v0
when x = 0.
Problem 14.1
mdv
dt = kx2v
Problem 14.2
mdv
dt = kxv2
Problem 14.3
mdv
dt = kv
1+x
126
Problem 14.4
A boat having mass m is launched vertically with an initial velocity v0.
Assume the water exerts a drag force that is proportional to the square of
the velocity. Determine the velocity of the boat when it is a distance d from
the dock.
Problem 14.5
A block of mass m is pulled over a frictionless (smooth) surface by a cable
having a constant tension F (See Figure 14.2). The block starts from rest
at a horizontal distance D from the base of the pulley. Apply Newtons law
of motion in the horizontal direction. What is the (horizontal) velocity of
the block when x = D
3 ? (Assume the vertical component of the tensile force
never exceeds the weight of the block.)
Figure 14.2
Problem 14.6
We need to design a ballistics chamber to deccelerate test projectiles fired into
it. Assume the resistive force encountered by the projectile is proportional
to the square of its velocity and neglect gravity. The coefficient k is given
by k(x) = k0x, where x0 is a constant. If we use time as independent variable
then Newtons second law of motion leads to the following differential
equation
m
dv
dt
+ k0xv2 = 0
(a) Adopt distance x as the indepndent variable and rewrite the above differential
equation as a first order equation in terms of the new independent
variable.
(b) Determine the value k0 needed if the chamber is to reduce projectile
velocity to 1% of its incoming value within d units of distance.
127
15 Second Order Linear Differential Equations:
Existence and Uniqueness Results
To this point we have considered only first order differential equations. However,
many of the most interesting differential equations involve second derivatives.
Indeed, since acceleration is the second derivative of position, Newtons
second law of motion, F = ma, is a second order differential equation.
In this and the coming sections we turn our attention to linear second-order
differential equations.
By a second-order linear differential equation we mean an equation of
the form
y00 + p(t)y0 + q(t)y = g(t)
If g(t) _ 0 we say that the equation is homogeneous. Otherwise the equation
is nonhomogeneous. Initial-value problems for second-order linear
differential equations require two initial-conditions. In this section we will
consider the question of existence and uniqueness of solutions to the initial
value problem
y00 + p(t)y0 + q(t)y = g(t), y(t0) = y0, y0(t0) = y0
0 (28)
Existence and uniqueness results similar to first-order equations exist for
second-order equations as well. The following theorem tells us the conditions
for the existence and uniqueness of solutions of a second order linear differential
equation. Note how this theorem is analogous to the corresponding
theorem for first order linear ODEs.
Theorem 15.1
If p(t), q(t), and g(t) are continuous functions over an interval a < t < b
containing t0 then the initial value problem (28) has a unique solution in the
interval (a,b).
Proof.
We provide a proof for the simple case when the coefficients are constants.
In this case, one can apply a variant of the integrating factor applied to first
order linear differential equations. So we assume that p(t) _ C and q(t) _ C0
for all a < t < b.
Existence: The existence of a local solution is obtained here, as for all
second order equations, by transforming the problem into a first order system.
128
This is done by introducing the variable z = y0. In this case, z0 = g(t)Cz
C0y. Thus, we can write the problem as a system:
_
y0
z0
_
+
_
0 1
C0 C
__
y
z
_
=
_
0
g(t)
_
or in compact form
x0(t) + Ax(t) = b(t)
where
A=
_
0 1
C0 C
_
, x(t) =
_
y
z
_
, b(t) =
_
0
g(t)
_
We solve this equation as if it were a scalar first-order linear differential
equation, which we know how to solve. Multiply through with the correct
integrating factor, integrate, and solve for x. That is, we solve
x0(t) + Ax(t) = b(t) (29)
by multiplying with the integrating factor eR Adt where
Z
Adt =
_
0 t
C0t Ct
_
and
eR Adt =
X1
n=0
1
n!
_Z
Adt
_n
Thus, we obtain
eR Adtx0(t) + eR AdtAx(t) = eR Adtb(t)
which is _
eR Adtx
_0
= eR Adtb(t)
We integrate both sides with respect to t to get
eR Adtx =
Z
eR Adtb(t)dt + C00
Finally we multiply by the inverse of the integrating factor, which of course
is eR Adt, to get x alone,
x = eR Adt
Z
eR Adtb(t)dt + eR AdtC00
129
Note that the integration gives an integration constant, which is a vector, so
that the general solution has a vector constant in it. That is to say, the general
solution has two scalar constants in it. The initial conditions y(t0) = y0
and y0(t0) = y0
0 determine these constants.
Uniqueness: Suppose that u(t) and v(t) are two solutions to (29). Let
w(t) = u(t) v(t). Then by substitution into (29) we obtain
w0 + Aw = 0 (30)
Multiplying through by eR Adt to obtain
_
eR Adtw
_0
=0
and then integrate to obtain
eR Adtw = D
or
w(t) = DeR Adt
But w(t0) = 0 so that D = 0. Hence, w(t) _ 0 for all a < t < b which is
equivalent to u(t) = v(t) for all a < t < b
Example 15.1
Use the method of integrating factor described in the above theorem to solve
the initial value problem
y00 y = 0, y(0) = 1, y0(0) = 0
Solution.
In this problem, p(t) = 0 and q(t) = 1 so that
A=
_
0 1
1 0
_
Hence,

Z
Adt =
_
0t
t0
_
130
Now, one can easily see that for any nonnegative odd integer n we have
_

Z
Adt
_n
=
_
0 tn
tn 0
_
and for nonnegative even integer n
_

Z
Adt
_n
=
_
tn 0
0 tn
_
Thus,
eR Adt =
" P1
n=0
t2n
(2n)!
P1
n=0
t2n+1
P (2n+1)! 1
n=0
t2n+1
(2n+1)!
P1
n=0
t2n
(2n)!
#
=
_
cosh t sinh t
sinh t cosh t
_
Thus,
x(t) =
_
cosh t sinh t
sinh t cosh t
__
c1
c2
_
From this we obtain
y(t) = c1 cosh t + c2 sinh t
But y(0) = 1 so that c1 = 1. Also, since y0(0) = 0 then c2 = 0. Hence, the
unique solution to the initial value problem is
y(t) = cosh t
Remark 15.1
The approach used for the case of constant coefficients does not apply for
the general case because, in general, one has
d
dt
(eR A(t)dt) 6= A(t)eR A(t)dt
This is due to the fact that matrix multiplication is not commutative and
so the power rule for differentiation does not apply. A proof for the general
case of the above theorem is given in Section 27, Theorem 27.1.
Remark 15.2
The above theorem does not give the largest t-interval of exsitence. See
Problem 15.3.
131
Example 15.2
Find the largest interval where
(t2 1)y00 + 3ty0 + (cos t)y = et, y(0) = 4, y0(0) = 5
is guaranteed to have a unique solution.
Solution.
We first put it into standard form
y00 +
3t
t2 1
y0 +
cos t
t2 1
y=
et
t2 1
, y(0) = 4, y0(0) = 5
p, q, and g are all continuous except at t = 1 and t = 1. The theorem tells
us that there is a unique solution on (-1,1) since this interval contains 0
In Problems 1 - 6, determine the largest t-interval on which Theorem 15.1
guarantees the existence of a unique solution.
Problem 15.1
y00 + y0 + 3ty = tan t, y(_) = 1, y0(_) = 1
Problem 15.2
ety00 + 1
t21y = 4
t , y(2) = 1, y0(2) = 2
Problem 15.3
ty00 + sin 2t
t29 y0 + 2y = 0, y(1) = 0, y0(1) = 1
Problem 15.4
ty00 (1 + t)y0 + y = t2e2t, y(1) = 0, y0(1) = 1
Problem 15.5
132
(sin2 t)y00 (2 sin t cos t)y0 + (cos2 t + 1)y = sin3 t, y(_
4 ) = 0, y0(_
4) =
p
2
Problem 15.6
t2y00 + ty0 + y = sec (ln t), y(_
3 ) = 0, y0(_
3 ) = 1
In Problems 7 - 9, give an example of an initial value problem of the form (28)
for which the given t-interval is the largest on which Theorem 15.1 guarantees
a unique solution.
Problem 15.7
1 < t < 1
Problem 15.8
3<t<1
Problem 15.9
1 < t < 5
Problem 15.10
Consider the initial value problem t2y00 ty0 + y = 0, y(1) = 1, y0(1) = 1.
(a) What is the largest interval on which Theorem 15.1 guarantees the existence
of a unique solution?
(b) Show by direct substitution that the function y(t) = t is the unique solution
to this initial value problem. What is the interval on which this solution
actually exists?
(c) Does this example contradict the assertion of Theorem 15.1? Explain.
Problem 15.11
Is there a solution y(t) to the initial value problem
y00 + 2y0 +
1
t3
y = 0, y(1) = 1, y0(1) = 2
such that limt!0+ y(t) = 1?
133
Problem 15.12
Consider the graphs shown. Each graph displays a portion of the solution
of one of the four initial value problems given. Match each graph with the
appropriate initial value problem.
(a) y00 + y = 2 sin t, y(0) = 1, y0(0) = 1
(b) y00 + y = 2t, y(0) = 1, y0(0) = 1
(c) y00 y = t2, y(0) = y0(0) = 1
(d) y00 y = 2 cos t, y(0) = y0(0) = 1
Problem 15.13
Determine the longest interval in which the initial-value problem
(t 3)y00 + ty0 + (ln |t|)y = 0, y(1) = 0, y0(1) = 1
is certain to have a unique solution.
Problem 15.14
The existence and uniqueness theorem tells us that the initial-value problem
y00 + t2y = 0, y(0) = y0(0) = 0
134
define exactly one function y(t). Using only the existence and uniqueness
theorem, show that this function has the additional property y(t) = y(t).
Problem 15.15
By introducing a new variable x, write y00 2y + 1 = 0 as a system of two
first order linear equations of the form x0 + AX = b
Problem 15.16
Write the differential equation y00 + 4y0 + 4y = 0 as a first order system.
Problem 15.17
Using the substitutions x1 = y and x2 = y0 write the differential equation
y00 + ky0 + (t 1)y = 0 as a first order system.
Problem 15.18
Consider the 2-by-2 matrix
A=
_
0 1
10
_
(a) Find
R
A(t)dt
(b) Let B =
R
A(t)dt. Compute B2,B3,B4,B5.
(c) Show that
eB =
" P1
n=0(1)n (t)2n
(2n)!
P1
n=0(1)n t2n+1
(2n+1)!

P1
n=0(1)n t2n+1
(2n+1)!
P1
n=0(1)n t2n
(2n)!
#
=
_
cos t sin t
sin t cos t
_
Problem 15.19
Use the previous problem to solve the initial value problem
y00 + y = 0, y(0) = 1, y0(0) = 0
Problem 15.20
Repeat the process of the previous two problems for solving the initial value
problem
y00 2y0 = 0, y(0) = 1, y0(0) = 2
135
16 The General Solution of Homogeneous Equations
In this section we discuss the structure of the general solution to the homogeneous
second order linear differential equation
y00 + p(t)y0 + q(t)y = 0 (31)
where p(t) and q(t) are continuous functions for a < t < b.
The first key property of (31) is its linear property also known as the principle
of superposition.
Theorem 16.1 (Principle of Superposition)
If y1 and y2 are respective solutions of (31) then for any constants c1 and c2,
the function y = c1y1 + c2y2 is also a solution to (31)
Proof.
To see why the linear property holds, we carry out the following computation
for y = c1y1 + c2y2.
y00 + p(t)y0 + q(t)y = (c1y1 + c2y2)00 + p(t)(c1y1 + c2y2)0 + q(t)(c1y1 + c2y2)
= c1(y00
1 + p(t)y0
1 + q(t)y1) + c2(y00
2 + p(t)y0
2 + q(t)y2)
= c1 0 + c2 0 = 0
The function c1y1 + c2y2 is called a linear combination of the functions y1
and y2.
Example 16.1
Write y = 3 cos

2t + _
4
_
as a linear combination of y1 = cos 2t and y2 = sin 2t.
Solution.
Using the identity
cos (_ + _) = cos _ cos _ sin _ sin _
we arrive at
3 cos

2t + _
4
_
= 3 cos 2t cos _
4 3 sin 2t sin _
4
=
_
3 cos _
4
_
cos 2t +
_
3 sin _
4
_
sin 2t
=
_
3
p
2
2
_
cos 2t +
_
3
p
2
2
_
sin 2t
136
Theorem 16.1 states that if y1 and y2 are two given solutions of (31) then one
can build many new solutions by taking a linear combination y = c1y1+c2y2.
However, this theorem does not say if every solution to (31)has to be written
as a linear combination of y1 and y2. So our next interest is to find out if one
can express every solution of (31) as a linear combination of two solutions of
(31). If there are such solutions y1 and y2, we shall say that the set {y1, y2}
forms a fundamental set of solutions to (31).
It follows that if we know a fundamental set of solutions {y1, y2} then we
know the general solution to (31) which is given by
y(t) = c1y1(t) + c2y2(t)
Identifying Fundamental Sets
Given a particular homogeneous differential equation and two solutions of
that differential equation. Is there a convenient way for checking whether or
not these two solutions form a fundemental set of solutions? The answer is
in the affirmative according to the following theorem.
Theorem 16.2
Let y1(t) and y2(t) be two solutions to the homogeneous second order linear
differential equation
y00 + p(t)y0 + q(t)y = 0, a < t < b
where p(t) and q(t) are continuous in a < t < b. If there is a a < t0 < b such
that
W(y1(t0), y2(t0)) =
____
y1(t0) y2(t0)
y0
1 (t0) y0
2(t0)
____
= y1(t0)y0
2(t0) y0
1(t0)y2(t0) 6= 0
then {y1, y2} is a fundamental set of solutions. We call the function W the
Wronskian function.
Proof.
We need to show that if y(t) is a solution to (31) then we can write y(t) as
a linear combination of y1 and y2. That is
y(t) = c1y1(t) + c2y2(t).
So the problem reduces to finding the constants c1 and c2. These are found
by solving the following linear system of two equations in the unknowns c1
and c2:
c1y1(t0) + c2y2(t0) = y(t0)
137
c1y0
1(t0) + c2y0
2(t0) = y0(t0)
By the method of elimination we find
c1 =
y(t0)y0
2(t0) y0(t0)y2(t0)
W(y1(t0), y2(t0))
and
c2 =
y0(t0)y1(t0) y(t0)y0
1(t0)
W(y1(t0), y2(t0))
Note that c1 and c2 exist since W(y1(t0), y2(t0)) 6= 0
Example 16.2
Consider the differential equation
y00 + 4y = 0 (32)
(a) Show that y1(t) = cos 2t and y2(t) = sin 2t are solutions to (32).
(b) Show that {cos 2t, sin 2t} is a fundamental set of solutions.
(c) Write the solution y(t) = 3 cos (2t + _
4 ) as a linear combination of y1 and
y2.
Solution.
(a) A simple calculation shows
y00
1 + 4y1 = 4 cos 2t + 4 cos 2t = 0
y00
2 + 4y2 = 4 sin 2t + 4 sin 2t = 0
(b) For any t we have
W(y1(t), y2(t)) =
____
cos 2t sin 2t
2 sin 2t 2 cos 2t
____
= 2 cos2 2t + 2 sin2 2t = 2 6= 0
Thus, {y1, y2} is a fundamental set of solutions.
(c) Using the formulas for c1 and c2 with t0 = 0 we find
c1 = y(0)y0
2(0)y0(0)y2(0)
W(y1(0),y2(0))
= 6 cos _
4 cos 0+6 sin _
4 sin 0

2= 3
p
2
2
and
c2 = y0(0)y1(0)y(0)y0
1 (0)
W(y1(0),y2(0))
=
6 sin _
4 cos 0+6 cos _
4 sin 0

2= 3
p
2
2
138
Theorem 16.2 says that if one can find a < t0 < b such thatW(y1(t0), y2(t0)) 6=
0 then the set {y1, y2} is a fundamental set of solutions. The following theorem
shows that the conditionW(y1(t0), y2(t0)) 6= 0 implies thatW(y1(t), y2(t)) 6=
0 for all t in the interval (a, b). That is, the theorem tells us that we can choose
our test point t0 on the basis of convenience-any test point t0 will do. Thats
why we choose t0 = 0 in the previous example.
Theorem 16.3 (Abels)
Let y1(t) and y2(t) be two solutions to the homogeneous second order linear
differential equation
y00 + p(t)y0 + q(t)y = 0, a < t < b
where p(t) and q(t) are continuous in a < t < b. If t0 is any point in (a, b)
then
W(y1(t), y2(t)) = W(y1(t0), y2(t0))eR t
t0
p(s)ds
Thus, if W(y1(t0), y2(t0)) 6= 0 then W(y1(t), y2(t)) 6= 0 for all a < t < b.
Proof.
SinceW(y1(t), y2(t)) = y1(t)y0
2 (t)y0
1 (t)y2(t) thenW0(y1(t), y2(t)) = y1(t)y00
2 (t)+
y0
1(t)y0
2(t) y0
1(t)y0
2 (t) y00
1 (t)y0
2(t) = y1(t)y00
2 (t) y2(t)y00
1 (t). But y00
1 (t) =
p(t)y0
1 (t) q(t)y1(t) and y00
2 (t) = p(t)y0
2(t) q(t)y2(t). Making these substitutions
in the equation of W0(y1(t), y2(t)) we find
W0 = y1(t)(p(t)y0
2(t) q(t)y2(t)) y2(t)(p(t)y0
1(t) q(t)y1(t)) = p(t)W
Solving this differential equation we find
W0 = p(t)W
W0 _ + p(t)W = 0
eR t
t0

p(s)dsW(y1(s), y2(s))
_0
=0
eR t
t0

p(s)dsW(y1(t), y2(t)) W(y1(t0), y2(t0)) = 0

W(y1(t), y2(t)) = W(y1(t0), y2(t0))eR t
t0
p(s)ds
In the case y1 and y2 form a fundamental set of solutions then W(y1(t), y2(t))
is never zero in the interval a < t < b as shown in the following theorem.
Theorem 16.4
Suppose that {y1, y2} is a fundamental set of solutions to (31). ThenW(y1(t), y2(t)) 6=
0 for all a < t < b.
139
Proof.
Let t0 be any point in (a, b). By Theorem 15.1, there is a unique solution y(t)
to the initial value problem
y00 + p(t)y0 + q(t)y = 0, y(t0) = 1, y0(t0) = 0
Since {y1, y2} is a fundamental set then there exists unique constants c1 and
c2 such that
c1y1(t) + c2y2(t) = y(t)
c1y0
1 (t) + c2y0
2 (t) = y0(t)
for all a < t < b. In particular for t = t0 we obtain the system
c1y1(t0) + c2y2(t0) = 1
c1y0
1(t0) + c2y0
2(t0) = 0
This system has a unique solution (c1, c2) where c1 and c2 are found using
the method of elimination
c1 =
y0
2(t0)
y1(t0)y0
2 (t0) y0
1 (t0)y2(t0)
and
c2 =
y0
1 (t0)
y1(t0)y0
2 (t0) y0
1 (t0)y2(t0)
But for c1 and c2 to exist we must have W(y1(t0), y2(t0)) = y1(t0)y0
2 (t0)
y0
1(t0)y2(t0) 6= 0. Since t0 was arbitrary point (a, b) then W(y1(t), y2(t)) 6= 0
for all a < t < b
Combining Theorem 16.2 and Theorem 16.4 we obtain the following corollary
characterizing a fundamental set of solutions.
Corollary 16.1
Let y1(t) and y2(t) be two solutions of (31). Let W(y1(t), y2(t)) denote the
Wronskian of y1 and y2. Then {y1, y2} is a fundamental set of solution if and
only if W(y1(t), y2(t)) 6= 0 for all a < t < b.
Example 16.3
Consider the initial value problem
y00
1
t
y0
3
t2 y = 0, y(1) = 4, y0(1) = 8, 0 < t < 1.
140
(a) Show that y1(t) = t3 and y2(t) = t1 are solutions to the differential
equation.
(b) Show that {y1, y2} is a fundamental set of solutions to the differential
equation.
(c) Solve the given initial value problem.
Solution.
(a) By substitution and simple calculation we find
y00
1
1
t
y0
1
3
t2 y1 = 6t
1
t
3t2
3
t2
t3 = 0
y00
2
1
t
y0
2
3
t2 y2 = 2t2
1
t
(t2)
3
t2
t1 = 0
(b) Finding the Wronskian at t0 = 1 we see
W(y1(1), y2(1)) =
____
11
3 1
____
= 4 6= 0
Thus, {y1, y2} is a fundamental set of solution.
(c) The general solution to the differential equation has the form y(t) =
c1y1(t) + c2y2(t). The initial conditions yield the following linear system in
the unknowns c1 and c2.
c1y1(1) + c2y2(1) = 4
c1y0
1 (1) + c2y0
2(1) = 8
or
c1 + c2 = 4
3c1 c2 = 8
Solving this system by the method of elimination we find c1 = 3 and c2 = 1.
Thus, y(t) = 3t3 + 1
4, 0 < t < 1
In Problems 1-7, the t-interval of solution is 1 < t < 1 unless indicated
otherwise.
(a) Determine whether the given functions are solutions to the differential
equation.
(b) If both functions are solutions, calculate the Wronskian. Does this calculation
show that the two functions form a fundamental set of solutions?
(c) If the two functions have been shown in (b) to form a fundamental set,
construct the general solution and determine the unique solution satisfying
the initial value problem.
141
Problem 16.1
y00 4y = 0, y1(t) = e2t, y2(t) = 2e3t, y(0) = 1, y0(0) = 2
Problem 16.2
y00 + y = 0, y1(t) = sin t cos t, y2(t) = sin t, y(_
2 ) = 1, y0(_
2) = 1
Problem 16.3
y00 4y0 + 4y = 0, y1(t) = e2t, y2(t) = te2t, y(0) = 2, y0(0) = 0
Problem 16.4
ty00 + y0 = 0, y1(t) = ln t, y2(t) = ln 3t, y(3) = 0, y0(3) = 3, 0 < t < 1
Problem 16.5
t2y00 ty0 3y = 0, y1(t) = t3, y2(t) = t1, y(1) = 0, y0(1) =
2, 1 < t < 0
Problem 16.6
y00 = 0, y1(t) = t + 1, y2(t) = t + 2, y(1) = 4, y0(1) = 1
Problem 16.7
4y00 + 4y0 + y = 0, y1(t) = e
t
2 , y2(t) = te
t

2, y(1) = 1, y0(1) = 0
Problem 16.8
The functions y1(t) = t and y2(t) = t ln t form a fundamental set of solutions
to the differential equation
t2y00 ty0 + y = 0, 0 < t < 1
(a) Show that y(t) = 2t + t ln 3t is a solution to the differential equation.
(b) Find c1 and c2 such that y(t) = c1y1(t) + c2y2(t)
142
Problem 16.9
The functions y1(t) = e3t and y2(t) = e3t are known to be solutions of
y00 + _y0 + _y = 0, where _ and _ are constants. Determine _ and _.
Problem 16.10
The functions y1(t) = t and y2(t) = et are known to be solutions of y00 +
p(t)y0 + q(t)y = 0.
(a) Determine the functions p(t) and q(t).
(b) On what t-intervals are the functions p(t) and q(t) continuous?
(c) Compute the Wronskian of these two functions. On what t-intervals is
the Wronskian nonzero?
(d) Are the observations in (b) and (c) consistent with Theorem 16.3?
Problem 16.11
It is known that two solutions of y00 + ty0 + 2y = 0 has a Wronskian W(t)
that satisfies W(1) = 4. What is W(2)?
Problem 16.12
The pair of functions {y1, y2} is known to form a fundamental set of solutions
of y00+_y0+_y = 0, where _ and _ are constants. One solution is y1(t) = e2t,
and the Wronskian formed by these two solutions is W(t) = et. Determine
the constants _ and _.
Problem 16.13
The Wronskian of a pair of solutions of y00 + p(t)y0 + 3y = 0 is W(t) = et2 .
What is the coefficient function p(t)?
Problem 16.14
Prove that if y1 and y2 have maxima or minima at the same point in an
interval I, then they cannot be a fundamental set of solutions on that interval.
Problem 16.15
Without solving the equation, find the Wronskian of two solutions of Bessels
equation
t2y00 + ty0 + (t2 2)y = 0
Problem 16.16
If W(y1, y2) = t2et and y1(t) = t then find y2(t).
143
Problem 16.17
The functions t2 and 1/t are solutions to a 2nd order, linear homogeneous
ODE on t > 0. Verify whether or not the two solutions form a fundamental
solution set.
Problem 16.18
Show that t3 and t4 cant both be solutions to a differential equation of the
form y00 + p(t)y0 + q(t)y = 0 where p and q are continuous functions defined
on the real numbers.
Problem 16.19
Suppose that t2 + 1 is the Wronskian of two solutions to the differential
equation y00 + p(t)y0 + q(t)y = 0. Find p(t).
Problem 16.20
Suppose that y1(t) = t is a solution to the differential equation
t2y00 (t + 2)ty0 + (t + y)y = 0
Find a second solution y2.
144
17 Existence of Many Fundamental Sets
Three questions are of importance about fundamental sets: Do they always
exist? How many are there? How are different fundamental sets related? In
this section we turn our attention to these questions.
Existence of Fundamental Sets of Solutions
For a given homogeneous equation, a fundamental set always exists according
to the following theorem.
Theorem 17.1
Any homogeneous second order linear differential equation
y00 + p(t)y0 + q(t)y = 0, a < t < b
where p(t) and q(t) are continuous in a < t < b has a fundamental set of
solutions {y1, y2}.
Proof.
Let t0 be an arbitrary point in (a, b). Then by Theorem 15.1, there are unique
solutions y1(t) and y2(t) on the interval (a, b) to the initial value problems
y00 + p(t)y0 + q(t)y = 0, y(t0) = 1, y0(t0) = 0
y00 + p(t)y0 + q(t)y = 0, y(t0) = 0, y0(t0) = 1
The fact that {y1, y2} is a fundamental set of solutions follows from Theorem
16.2 since
W(t0) =
____
y1(t0) y2(t0)
y0
1(t0) y0
2 (t0)
____
=
____
10
01
____
= 1 6= 0
Fundamental Sets of Solutions and Linear Independence
In linear algebra, when two functions f(t) and g(t) are such that neither one
can be a constant multiple of the other then they are said to be linearly
independent functions. This is equivalent to saying that if c1f(t)+c2g(t) =
0 for all t where both f and g are defined then we must have c1 = c2 = 0.
If either c1 or c2 is nonzero then this implies that one of the function is a
constant multiple of the other function. In this situation the two functions
are said to be linearly dependent. Loosely speaking, linearly independent
functions are functions that are all basically different. The above definition
applies to any number of functions not just for two functions.
145
Example 17.1
(a) Show that the functions y1(t) = 2 sin2 t and y2(t) = 1cos2 t are linearly
dependent.
(b) Show that the functions y1(t) = t and y2(t) = 2 are linearly independent.
Solution.
(a) Since c1y1(t)+c2y2(t) = 0 with c1 = 1 and c2 = 2 then the two functions
are linearly dependent.
(b) Suppose that c1t + c2(2) = 0 for all t. In particular, for t = 0 we see
that c2 = 0. Thus, c1t = 0 for all t and for t = 1 we find c1 = 0. Hence, y1
and y2 are linearly indepedent
Problem 17.1
Do the given functions form a linearly independent set on the indicated
interval?
(a) y1(t) = 2, y2(t) = t2, 1 < t < 1
(b) y1(t) = ln t, y2(t) = ln t2, 0 < t < 1
(c) y1(t) = 2, y2(t) = t, y3(t) = t2, 1 < t < 1
(d) y1(t) = 2, y2(t) = sin2 t, y3(t) = 2 cos2 t, 3 < t < 2
Problem 17.2
Consider the graphs of the linear functions shown. In each case, determine
if the functions form a linearly independent set of functions on the domain
shown.
The following theorem asserts that a fundamental set of solutions to the
second order linear differential equation
y00 + p(t)y0 + q(t)y = 0, a < t < b
146
is linearly independent and vice versa any linearly independent pair of solution
is a fundamental set.
Theorem 17.2
The set {y1, y2} is a fundamental set of solutions to
y00 + p(t)y0 + q(t)y = 0, a < t < b
where p(t) and q(t) are continuous on (a, b), if and only if the functions y1
and y2 are linearly independent.
Proof.
Suppose first that {y1, y2} is a fundamental set of solutions. Then by Theorem
16.4 there is a < t0 < b such that W(t0) 6= 0. Suppose that
c1y1(t) + c2y2(t) = 0
for all a < t < b. Differentiating the previous equation we find
c1y0
1(t) + c2y0
2(t) = 0
Thus, one finds c1 and c2 by solving the system
c1y1(t) + c2y2(t) = 0
c1y0
1(t) + c2y0
2(t) = 0
Solving this system by the method of elimination we find
c1 = c2 =
0
W(t0)
=0
Thus, y1(t) and y2(t) are linearly independent.
Conversely, suppose that {y1, y2} is a linearly independent set. Suppose
that {y1, y2} is not a fundamental set of solutions. Then by Corollary 16.1,
W(t) = 0 for all a < t < b. Choose any a < t0 < b. Then W(t0) = 0. But
this says that the matrix
_
y1(t0) y2(t0)
y0
1(t0) y0
2 (t0)
_
is not invertible which means that there exist c1 and c2 not both zero such
that
c1y1(t0) + c2y2(t0) = 0
c1y0
1(t0) + c2y0
2(t0) = 0
147
Now, let y(t) = c1y1(t) + c2y2(t) for all a < t < b. Then y(t) is a solution to
the differential equation and y(t0) = y0(t0) = 0. But the zero function also
is a solution to the initial value problem. By the existence and uniqueness
theorem (i.e, Theorem 15.1) we must have c1y1(t) + c2y2(t) = 0 for all a <
t < b with c1 and c2 not both equal to 0. But this means that y1 and y2 are
linearly depedent which is a contradiction
Remark 17.1
The fact that y1 and y2 are solutions is very critical in the above theorem.
That is, if y1 and y2 are merely differentiable functions, then it is possible
for them to be linearly indenpendent and yet have a vanishing Wronskian at
some point in their common domain(See Problem 17.19).
Problem 17.3
Consider the differential equation y00 + 2ty0 + t2y = 0 on the interval 1 <
t < 1. Assuming that y1(t) and y2(t) are two solutions satisfying the given
initial conditions. Answer the following two questions.
(a) Do the solutions form a fundamental set?
(b) Do the two solutions form a linearly independent set of functions on
1 < t < 1?
(i) y1(1) = 2, y0
1 (1) = 2, y2(1) = 1, y0
2(1) = 1
(ii) y1(2) = 1, y0
1(2) = 2, y2(2) = 0, y0
2(2) = 1
(iii) y1(3) = 0, y0
1(3) = 0, y2(3) = 1, y0
2(3) = 2
Problem 17.4
The property of linear dependence or independence depends not only upon
the rule defining the functions but also on the domain. To illustrate this fact,
show that the pair of functions, f1(t) = t, f2(t) = |t|, is linearly dependent
on the interval 0 < t < 1 but is linearly independent on the interval 1 <
t < 1.
Problem 17.5
Suppose that {f1, f2} is a linearly indepedent set. Suppose that a function
f3(t) can be expressed as a linear combination of f1 and f2 in two different
ways,i.e., f3(t) = a1f1(t) + a2f2(t) and f3(t) = b1f1(t) + b2f2(t). Show that
a1 = b1 and a2 = b2
148
Problem 17.6
Consider a set of functions containing the zero function. Can anything be
said about whether they form a linearly dependent or linearly independent
set? Explain.
Generating New Fundamental Sets from Old Ones
Next, we will show how to generate new fundamental sets from a given one
and therefore establishing the fact that a homogeneous differenttial equation
have many fundamental sets of solutions. We also show how different fundamental
sets are related to each other. But first we start with the following
theorem.
Theorem 17.3
Suppose that {y1, y2} is a fundamental set of solutions to the homogeneous
differential equation
y00 + p(t)y0 + q(t)y = 0
where p(t) and q(t) are continuous functions for a < t < b. If y1 and y2 are
any two solutions to the equation then one can write the matrix equation
_
y1(t)
y2(t)
_
=
_
a11 a12
a21 a22
__
y1(t)
y2(t)
_
(33)
Proof.
Since {y1, y2} is a fundamental set of solutions then any solution to the equation
is a linear combination of y1 and y2. Since y1 and y1 are solutions then we
can find constants a11, a12, a21, a22 such that y1(t) = a11y1(t) + a12y2(t) and
y2(t) = a21y1(t) + a22y2(t). But this is exactly (33). Note that the constants
{a11, a12, a21, a22} are unique since {y1, y2} are linearly independent
From this theorem we see that solutions can be generated by multiplying
the matrix of fundamental sets by a 2 2 matrix of arbitrary numbers.
Example 17.2
Consider the differential equation
y00 4y = 0
(a) Show that y1(t) = e2t and y2(t) = e2t are solutions to the equation.
(b) Show that {y1, y2} is a fundamental set of solutions.
149
(c) Find solutions y3(t) and y4(t) satisfying the matrix equation
_
y3(t)
y4(t)
_
=
_
11
2
21
__
y1(t)
y2(t)
_
(d) Is {y3, y4} a fundamental set of solutions?
(e) Find solutions y5(t) and y6(t) satisfying the matrix equation
_
y5(t)
y6(t)
_
=
_
12
34
__
y1(t)
y2(t)
_
(f) Is {y5, y6} a fundamental set of solutions?
(g) Compare the results in (d) and (f).
Solution.
(a) Since y00
1 4y1 = 4e2t 4e2t = 0 and y00
2 4y2 = 4e2t 4e2t = 0 then
both y1(t) and y2(t) are solutions to the given differential equation.
(b) Since
W(t) =
____
y1(t) y2(t)
y0
1 (t) y0
2(t)
____
=
____
e2t e2t
2e2t 2e2t
____
= 4 6= 0
then {y1, y2} is a fundamental set of solution.
(c) Multiplying the right hand side matrices we find
_
y3(t)
y4(t)
_
=
_
y1(t) + 1
2y2(t)
2y1(t) + y2(t)
_
Thus, y3(t) = e2t + 1
2e2t and y4(t) = 2e2t + e2t
(d) Computing the Wronskian of y3 and y4 we find
W(t) =
____
e2t + 1
2e2t 2e2t + e2t
2e2t e2t 4e2t 2e2t
____
=0
for all t so that {y3, y4} is not a fundamental set of solutions.
(e) Multiplying the right hand side matrices we find
_
y5(t)
y6(t)
_
=
_
y1(t) + 2y2(t)
3y1(t) + 4y2(t)
_
150
Thus, y5(t) = e2t + 2e2t and y6(t) = 3e2t + 4e2t
(f) Computing the Wronskian of y5 and y6 we find
W(t) =
____
e2t + 2e2t 3e2t + 4e2t
2e2t 4e2t 6e2t 8e2t
____
= 2(23 + 3e4t + 24e4t)
In particular, we see that W(0) = 100 6= 0 so that {y5, y6} is a fundamental
set of solutions.
(g) The matrix in (b) _
11
2
21
_
is not invertible whereas the matrix in (f)
_
12
34
_
is invertible
Theorem 17.4
{y1, y2} is a fundamental set of solutions if and only if det(A)6= 0 where A is
the coefficient matrix
A=
_
a11 a12
a21 a22
_
Proof.
Since
y1(t) = a11y1(t) + a12y2(t)
y2(t) = a21y1(t) + a22y2(t)
Then
y1
0(t) = a11y0
1 (t) + a12y0
2 (t)
y2
0(t) = a21y0
1 (t) + a22y0
2 (t)
Thus, we can write
_
y1 y1
0
y2 y2
0
_
=
_
a11 a21
a12 a22
__
y1 y0
1
y2 y0
2
_
By taking the determinant of both sides and using the fact that the determinant
of the product of two square matrices is the product of their determinant
then we can write
W(t) = det(A)W(t)
151
Since W(t) 6= 0 then W(t) 6= 0 (i.e., {y1, y2} is a fundamental set) if and
only if det(A) 6= 0
In Problems 7 - 9, answer the following questions.
(a) Show that y1(t) and y2(t) are solutions to the given differential equation.
(b) Determine the initial conditions satisfied by each function at the specified
t 0.
(c) Determine whether the functions form a fundamental set on 1 < t < 1
Problem 17.7
y00 4y = 0, y1(t) = e2t, y2(t) = e2t, t0 = 1.
Problem 17.8
y00 + 9y = 0, y1(t) = sin 3(t 1), y2(t) = 2 cos 3(t 1), t0 = 1.
Problem 17.9
y00 + 2y0 3y = 0, y1(t) = e3t, y2(t) = e3(t2), t0 = 2.
In Problems 10 - 11, assume that y1(t) and y2(t) form a fundamental set of
solutions of y00 + p(t)y0 + q(t)y = 0 on the t-interval of interest. Determine
whether or not the functions y3(t) and y4(t), formed by the given linear
combinations, also form a fundamental set of solutions on the same t-interval.
Problem 17.10
y3(t) = 2y1(t) y2(t), y4(t) = y1(t) + y2(t)
Problem 17.11
y4(t) = 2y1(t) 2y2(t), y4(t) = y1(t) y2(t)
In Problems 12 - 13, the sets {y1, y2} and {y3, y4} are both fundamental sets
of solutions for the given differential equation on the indicated interval. Find
a constant 2 2 matrix _
a11 a12
a21 a22
_
such that _
y3(t)
y4(t)
_
=
_
a11 a12
a21 a22
__
y1(t)
y2(t)
_
152
Problem 17.12
t2y003ty0+3y = 0, 0 < t < 1, y1(t) = t, y2(t) = t3, y3(t) = 2tt3, y4(t) =
t3 + t
Problem 17.13
y00 4y0 + 4y = 0, 1 < t < 1, y1(t) = e2t, y2(t) = te2t, y3(t) =
(2t 1)e2t, y4(t) = (t 3)e2t
Problem 17.14
Verify whether the functions f1(t) = t2, f2(t) = 2t2 3t, f3(t) = t, and
f4(t) = 1 are linearly independent. Do not use Wronskian to solve this
problem.
Problem 17.15
(a) Compute the Wronskian of y1(t) = tet and y2(t) = t2et
(a) Are they linearly independent on [0,1]? Explain your answer.
Problem 17.16
Determine if the following set of functions are linearly independent or linearly
dependent,
(a) y1(t) = 9 cos 2t and y2(t) = 2 cos2 t 2 sin2 t
(b) y1(t) = 2t2 and y2(t) = t4
Problem 17.17
Without solving, determine the Wronskian of two solutions to the following
differential equation.
t4y00 2t3y0 t8y = 0
Hint: Use Abels Theorem
Problem 17.18
Without solving, determine the Wronskian of two solutions to the following
differential equation.
y00 4ty0 + sin ty = 0
Problem 17.19
Let y1(t) and y2(t) be any two differentiable functions on a closed interval
a _ t _ b.
(a) Show that if W(y1(t), y2(t)) 6= 0 for some a _ t _ b then y1 and y2 are
153
linearly independent.
(b) Show that the two functions y1(t) = t2 and y2(t) = t|t| are linearly
independent with zero Wronskian. Thus, a set of functions could be linearly
independent on some interval and yet have a vanishing Wronskian.
Problem 17.20
Show that the two functions y1(t) = 1 t and y2(t) = t3 cannot be both
solutions to the differential equation
y00 + p(t)y0 + q(t)y = 0
if p(t) and q(t) are continuous in 1 _ t _ 5.
154
18 Second Order Linear Homogeneous Equations
with Constant Coefficients
In the previous two sections we established the structure of the general solution
of a second order linear homogeneous differential equation. As we
saw, the general solution is a linear combination of two solutions that form
a fundamental set of solutions. In this and the next two sections we discuss
methods for finding the fundamental set of solutions for second order
homogeneous equations with constant coefficients, i.e., equations of the form
ay00 + by0 + cy = 0 (34)
where a, b and c are constants with a 6= 0.
Notice first that for b = 0 and c 6= 0 the function y00 is a constant multiple
of y. So it makes sense to look for a function with such property. One such
function is y(t) = ert. Substituting this function into (34) leads to
ay00 + by0 + cy = ar2ert + brert + cert = (ar2 + br + c)ert = 0
Since ert > 0 for all t then the previous equation leads to
ar2 + br + c = 0 (35)
Thus, a function y(t) = ert is a solution to (34) when r satisfies equation
(35). We call (35) the characteristic equation for (34) and the polynomial
C(r) = ar2 + br + c is called the characteristic polynomial.
Example 18.1
Solve: y00 5y0 6y = 0.
Solution.
The characteristic polynomial for this equation is C(r) = r2 5r 6 =
(r 2)(r 3). Thus, the roots of the characteristic equation are r = 2 and
r = 3. Since
W(t) =
____
e2t e3t
2e2t 3e3t
____
= e5t 6= 0
then the functions y1(t) = e2t and y2(t) = e3t form a fundamental set of
solutions. Hence, the general solution is given by y(t) = c1e2t + c2e3t where
c1 and c2 are arbitrary constants
155
We conclude from the previous example that the two distinct real solutions
to the characteristic equation lead to the general solution. Does this result
apply to any equation (34) whose characteristic equation has distinct solutions?
The answer is in the affirmative. To see this, let r1 and r2 be the two
distinct solutions to (35). Then
W(t) =
____
er1t er2t
r1er1t r2er2t
____
= r2e(r1+r2)t r1e(r1+r2)t = (r2 r1)e(r1+r2)t 6= 0
since both r1 r2 and e(r1+r2)t are not equal to 0. Hence, er1t and er2t form
a fundamental set of solutions. As a result, the general solution of (34) is
given by y(t) = c1er1t + c2er2t where c1 and c2 are arbitrary constants.
Example 18.2
Solve the initial value problem
y00 y0 6y = 0, y(0) = 1, y0(0) = 2
Describe the behavior of the solution y(t) as t ! 1 and t ! 1.
Solution.
The characteristic polynomial is C(r) = r2r6 = (r3)(r+2) so that the
characteristic equation r2 r 6 = 0 has the solutions r1 = 3 and r2 = 2.
The general solution is then given by
y(t) = c1e3t + c2e2t.
Taking the derivative to obtain
y0(t) = 3c1e3t 2c2e2t
The conditions y(0) = 1 and y0(0) = 2 lead to the system
c1 + c2 = 1
3c1 2c2 = 2
Solving this system by the method of elimination we find c1 = 4
5 and c2 = 1
5.
Hence, the unique solution to the initial value problem is
y(t) =
1
5
(4e3t + e2t)
As t ! 1, e3t ! 0 and e2t ! 1. Thus, y(t) ! 1. Similarly, y(t) ! 1
as t ! 1
156
Remark 18.1
In this section, we have only considered the case when (35) has two distinct
solutions. In Section 19, we discuss the case of (35) having repeated solutions
and in Section 20 we look at the complex solutions
Problem 18.1
Solve the initial value problem
y00 + y0 2y = 0, y(0) = 3, y0(0) = 3
Describe the behavior of the solution y(t) as t ! 1 and t ! 1.
Problem 18.2
Solve the initial value problem
y00 4y0 + 3y = 0, y(0) = 1, y0(0) = 1
Describe the behavior of the solution y(t) as t ! 1 and t ! 1.
Problem 18.3
Solve the initial value problem
y00 y = 0, y(0) = 1, y0(0) = 1
Describe the behavior of the solution y(t) as t ! 1 and t ! 1.
Problem 18.4
Solve the initial value problem
y00 + 5y0 + 6y = 0, y(0) = 1, y0(0) = 1
Describe the behavior of the solution y(t) as t ! 1 and t ! 1.
Problem 18.5
Solve the initial value problem
y00 4y = 0, y(3) = 0, y0(3) = 0
Describe the behavior of the solution y(t) as t ! 1 and t ! 1.
157
Problem 18.6
Solve the initial value problem
2y00 3y0 = 0, y(2) = 3, y0(2) = 0
Describe the behavior of the solution y(t) as t ! 1 and t ! 1.
Problem 18.7
Solve the initial value problem
y00 + 4y0 + 2y = 0, y(0) = 0, y0(0) = 4
Describe the behavior of the solution y(t) as t ! 1 and t ! 1.
Problem 18.8
Solve the initial value problem
2y00 y = 0, y(0) = 2, y0(0) =
p
2
Describe the behavior of the solution y(t) as t ! 1 and t ! 1.
Problem 18.9
Consider the initial value problem y00 + _y0 + _y = 0, y(0) = 1, y0(0) =
y0
0, where _, _, and y0
0 are constants. It is known that one solution of the
differential equation is y1(t) = e3t and that the solution of the initial value
problem satisfies limt!1 y(t) = 2. Determine the constants _, _, and y0
0.
Problem 18.10
Consider the initial value problem y00 + _y0 + _y = 0, y(0) = 3, y0(0) = 5.
The differential equation has a fundamental set of solutions {y1, y2}. It is
known that y1(t) = et and that the Wronskian formed by the two members
of the fundamental set is W(t) = 4e2t.
(a) Determine y2(t)
(b) Determine the constants _ and _.
(c) Solve the initial value problem.
Problem 18.11
Obtain the general solution to the differential equation y000 5y00 + 6y0 = 0.
158
Problem 18.12
A particle of mass m moves along the x-axis and is acted upon by a drag
force proportional to its velocity. The drag constant is denoted by k. If x(t)
represents the particle position at time t, Newtons law of motion leads to
the differential equation mx00(t) = kx0(t).
(a) Obtain the general solution to this second order linear differential equation.
(b) Solve the initial value problem if x(0) = x0 and x0(0) = v0.
(c) What is limt!1 x(t)?
Problem 18.13
Solve the initial-value problem 4y00 y = 0, y(0) = 2, y0(0) = _. Then find _
so that the solution approaches zero as t ! 1.
Problem 18.14
Find a homogeneous second-order linear ordinary differential equation whose
general solution is y(t) = c1e2t + c2et.
Problem 18.15
Find the general solution of the differential equation y00 3y0 4y = 0
Problem 18.16
Find the general solution of the differential equation y00 + 4y0 5y = 0
Problem 18.17
Find the general solution of the differential equation 3y00 + 2y0 + y = 0
Problem 18.18
Solve the initial-value problem: y00 + 3y0 4y = 0, y(0) = 1, y0(0) = 1.
Problem 18.19
Solve the initial-value problem: 2y00 + 5y0 3y = 0, y(0) = 2, y0(0) = 1.
Problem 18.20
Show that if _ is a root of a_3 + b_2 + c_ + d = 0, then e_t is a solution of
ay000 + by00 + cy0 + dy = 0.
159
19 Characteristic Equations with Repeated
Roots
In this section we consider the question of the characteristic equation having
a repeated real solution. This occurs when b24ac = 0. The two equal roots
are given by
r1 = r2 =
b
2a
The computation based on the trial form y(t) = ert yields only one solution,
namely
y1(t) = e b
2a t

Since a fundamental set of solutions consists of two functions having a nonzero

Wronskian then there must be another solution having a different functional
form. The second solution follows from the following theorem.
Theorem 19.1
Suppose that y1(t) is a nontrivial solution to the differential equation
y00 + p(t)y0 + q(t)y = 0 (36)
Then any solution y2(t) can be written in the form
y2(t) = C
_Z
eR p(t)dt
y2
1(t)
dt
_
y1(t) + C0y1(t) (37)
where C and C0 are arbitrary constants.
Proof.
First, recall that the Wronskian W(t) of any two solutions to (36) satisfies
the differential equation W0 + p(t)W = 0 so that W(t) = CeR p(t)dt. If y2 is
a solution to (36) then
_
y2
y1
_0
=
W(t)
y2
1(t)
=C
eR p(t)dt
y2
1(t)
Integrating this last equation we find
y2(t) = C
_Z
eR p(t)dt
y2
1(t)
dt
_
y1(t) + C0y1(t)
160
where C and C0 are arbitrary constant
Notice that the term C0y1(t) is simply a constant multiple of y1(t). Since
the general solution of the differential equation (36) contains y1(t) multiplied
by an arbitrary constant, we lose no generality by setting C0 = 0. We can
likewise take C = 1 since y2(t) will also be multiplied by an arbitrary constant
in the general solution. With these simplification the second solution is
y2(t) =
_Z
eR p(t)dt
y2
1(t)
dt
_
y1(t)
Now, for the equation
ay00 + by0 + cy = 0 (38)
we have p(t) = b
a . If y1(t) = e b
2a t then

y2(t) =
Z
eb
at

eb
at

dt
!
e b
2a t = te b
2a t

Hence, the general solution to (38) is given by

y(t) = c1e b
2a t + c2te b
2a t

Example 19.1
Solve the initial value problem: y00 + 2y0 + y = 0, y(0) = 1, y0
1 (0) = 1.
Solution.
The characteristic equation r2+2r+1 = 0 has a repeated root: r1 = r2 = 1.
Thus, the general solution is given by
y(t) = c1et + c2tet.
The two conditions y(0) = 1 and y0(0) = 1 lead to c2 = 1 and c1 = 0.
Hence, the unique solution is y(t) = et
Example 19.2
Consider the differential equation
t2y00 + 2ty0 2y = 0, 0 < t < 1
Find the general solution given that y1(t) = t is a solution to the differential
equation.
161
Solution.
Since t > 0 then we can rewrite the given equation in the form
y00 +
2
t
y0
2
t2 y = 0
In this case, p(t) = 2
t and
y2(t) =
Z
eR 2
t dt

t2 dt
!
t=
_Z
1
t4 dt
_
t=
1
3t2 .
Hence, the general solution is y(t) = c1t + c2t2
In Problems 1 - 5 answer the following questions.
(a) Obtain the general solution of the differential equation.
(b) Impose the initial conditions to obtain the unique solution of the initial
value problem.
(c) Describe the behavior of the solution as t ! 1 and t ! 1.
Problem 19.1
9y00 6y0 + y = 0, y(3) = 2, y0(3) = 5
3
Problem 19.2
25y00 + 20y0 + 4y = 0, y(5) = 4e2, y0(5) = 3
5e2
Problem 19.3
y00 4y0 + 4y = 0, y(1) = 4, y0(1) = 0
Problem 19.4
y00 + 2
p
2y0 + y = 0, y(0) = 1, y0(0) = 0
Problem 19.5
3y00 + 2
p
3y0 + y = 0, y(0) = 2
p
3, y0(0) = 3
In Problems 6 - 9, one solution, y1(t), of the differential equation is given.
(a) Find a second solution of the form y2(t) = u(t)y1(t).
(b) Compute the Wronskian formed by the solutions y1(t) and y2(t). On
what intervals is the Wronskian continuous and nonzero?
(c) Rewrite the differential equation in the form y00 + p(t)y0 + q(t)y = 0. On
what interval(s) are both p(t) and q(t) continuous? How does this observation
compare with the interval(s) determined in part (b)?
162
Problem 19.6
ty00 (2t + 1)y0 + (t + 1)y = 0, y1(t) = et
Problem 19.7
y00 (2 cot t)y0 + (1 + 2 cot2 t)y = 0, y1(t) = sin t
Problem 19.8
y00 + 4ty0 + (2 + 4t2)y = 0, y1(t) = et2
Problem 19.9
y00

2 + n1
t
_
y0 +

1 + n1
t
_
y = 0, where n is a positive integer, y1(t) = et.
Problem 19.10
The graph of a solution y(t) of the differential equation 4y00 + 4y0 + y = 0
passes through the points (1, e1
2 ) and (2, 0). Determine y(0) and y0(0).

Problem 19.11
Find a second order linear differential equation whose general solution is
given by y(t) = c1e3t + c2te3t.
Problem 19.12
The graph shown below is the solution of y00 2_y0 + _2y = 0, y(0) =
y0, y0(0) = y0. Determine the constants _, y0, and y0
0 as well as the solution
y(t).
Problem 19.13
Show that if _ is a double root of at3 + bt2 + ct + d = 0, then te_t is also a
solution of ay000 + by00 + cy0 + dy = 0.
163
Problem 19.14
Find the general solution of y00 6y0 + 9y = 0.
Problem 19.15
Find the general solution of 4y00 4y0 + y = 0
Problem 19.16
Solve the initial-value problem: y00 + y0 + y
4 = 0, y(0) = 2, y0(0) = 0.
Problem 19.17
Consider the nonhomogeneous equation
y00 + p(t)y0 + q(t)y = g(t)
Let y1 be a solution of the corresponding homogeneous equation. Let y = uy1
and show that y is a solution of the nonhomogeneous if u is a solution of
y1u00 + [2y0
1 + py1]u0 = g
The latter equation is a first-order linear equation for u0.
Problem 19.18
Given that y1(t) = t2 is a solution of
t2y00 3ty0 + 4y = 0, t > 0
find the general solution.
Problem 19.19
Let y1(t) be a nonzero solution of the third-order homogeneous linear ODE
y000 + p(t)y00 + q(t)y0 + r(t)y = 0
Use the substitution y = uy1 to reduce the problem to a second-order linear
equation.
Problem 19.20
The following problem indicates a second way for finding the second root. It
is known as the method of reduction of order. Consider the differential
equation y00 + p(t)y0 + q(t)y = 0 having one solution y1(t).
164
(a) If y2(t) = u(t)y1(t) is a solution then show that the differential equation
satisfied by u(t) is given by
y1u00 + (2y0
1 + py1)u0 = 0
(b) Use the substitution v = u0 to reduce the equation in part(a) into a first
order linear differential equation in v.
(c) Solve the equation in part(b) for v.
(d) Find u(t) and then y2(t)
165
20 Characteristic Equations with Complex Roots
In this section we solve the linear second order homogeneous differential
equation with constant coefficients
ay00 + by0 + cy = 0, a 6= 0 (39)
when the roots of the characteristic equation
ar2 + br + c = 0 (40)
are complex numbers. This occurs when b2 4ac < 0. In this case, the
complex roots of equation (40) are given by
r1,2 =
b i
p
4ac b2
2a
where i =
p
1. We will write
r1,2 = _ i_
where _ = b
2a and _ =
p
4acb2
2a .Like before, we would like to conclude that
the functions
c1e(_+i_)x and c1e(_i_)x
are solutions to (39). These are complex solutions, we would like to have real
solutions to the original real differential equation. This requires the use of
the so-called the complex exponential function which we introduce and
discuss some of its properties.
For any complex number z = _ + i_ we define the Eulers function
ez = e_(cos _ + i sin _)
The exponential function satisfies the usual laws of exponentials such as
ezew = ez+w
To see this, we let z = _1 + i_1 and w = _2 + i_2. Then
ezew = e_1(cos _1 + i sin _1)e_2(cos _2 + i sin _2)
= e_1+_2 [(cos _1 cos _2 sin _1 sin _2) + i(sin _1 cos _2 + cos _1 sin _2)]
= e_1+_2(cos (_1 + _2) + i sin (_1 + _2))
= ez+w
166
From the above rule we can write
(ez)n = ez ez ez = ez+z++z = enz
where n is a positive integer.
Problem 20.1
For any z = _ + i_ we define the conjugate of z to be the complex number
z = _ i_. show that _ = 1
2 (z + z) and _ = 1
2i (z z).
Problem 20.2
Write each of the complex numbers in the form _ + i_, where _ and _ are
real numbers.
1. 2ei _
3

2. (2 i)ei 3_
2

3. (
p
2ei _
6 )4.

Problem 20.3
Write each functions in the form Ae_t cos _t + iB sin _t, where _, _, A, and
B are real numbers.
1. 2ei
p
2t
2. 1
2e2t+i(t+_)
3. (
p
3e(1+i)t)3
It follows from the above discussion that the complex solutions to the differential
equation are linear combinations of e_t cos _t and e_t cos _t. Now
letting y1(t) = e_t cos _t and y2(t) = e_t sin _t we find
ay00
1 + by0
1 + cy = a(_2e_t cos _t _2e_t cos _t 2__e_t sin _t)
+ b(_e_t cos _t _e_t sin _t) + ce_t cos _t
= e_t cos _t(a(_2 _2) + b_ + c) e_t sin _t(2a__ + b_)
= e_t cos _t
_
a
_
b2
4a2 4acb2
4a2
_
+b
b
2a
_
+c
_
e_t sin _t
_
2a
_
b
2a
p
4acb2
2a
_
+b
p
4acb2
2a
_
=0
167
Thus, y1(t) = e_t cos _t is a solution to equation (39). Similarly, we show
that y2(t) = e_t sin _t is a solution to equation (39). Moreover,
W(t) =
____
e_t cos _t e_t sin _t
_e_t cos _t _e_t sin _t _e_t sin _t + _e_t cos _t
____
= _e2_t 6= 0
Hence, {y1, y2} is a fundamental set of solutions to equation (39) so that the
general solution is given by
y(t) = e_t(c1 cos _t + c2 sin _t)
where c1 and c2 are real numbers.
Example 20.1
Solve: y00 + 2y0 + 5y = 0.
Solution.
The characteristic equation r2+2r+5 = 0 has complex roots r1,2 = 12i.
The general solution is
y(t) = ex(c1 cos 2x + c2 sin 2x)
Example 20.2
Solve the initial value problem
y00 10y0 + 29y = 0, y(0) = 1, y0(0) = 3
Solution.
The characteristic equation r2 10r + 29 = 0 has the complex roots r1,2 =
5 2i. Thus, the general solution is given by the expression
y(t) = e5t(c1 cos 2t + c2 sin 2t)
Finding y0 we obtain
y0(t) = e5t[(5c1 + 2c2) cos 2t + (5c2 2c1) sin 2t]
The initial conditions yield c1 = 1 and c2 = 1. Thus, the unique solution
to the initial value problem is
y(t) = e5t(cos 2t sin 2t)
Next, we consider the question of representing the general solution y(t) =
e_t(c1 cos _t + c2 sin _t) in the form y(t) = Ke_t cos (_t _), where 0 _ _ <
2_. For this, we let P(c1, c2) be a coordinate point in the plane and let _ be
the angle between the t-axis and ray
!
OP. See Figure 20.1. Then
168
cos _ = c1
K and sin _ = c2
K
where K =
p
c21
+ c22
. Then in terms of K and _ we can write
c1 cos !t + c2 sin !t = K
c1
K cos _t + c2
K sin _t
_
= K(cos _ cos _t + sin _ sin _t) = K cos (_t _).
It follows that
y(t) = Ke_t cos (_t _)
Figure 20.1
We call Ke_t the amplitude of the oscillations. This means that the graph
of y(t) is bounded by the graphs of Ke_t. The angle _ is the phase angle
or phase shift. The term phase shift reflects the fact that we obtain the
graph of cos (_t _) by shifting the graph of cos _t to the right by an amount
t=_
_.
Example 20.3
Put the solution of the initial value problem
y00 2y0 + 17y = 0, y(0) = 4, y0(0) = 8
in the form y(t) = Ke_t cos (_t _).
Solution.
The characterisitc equation r22r+17 = 0 has the complex roots r1,3 = 14i.
Thus, the general solution to the differential equation is
y(t) = et(c1 cos 4t + c2 sin 4t)
169
Since y(0) = 4 then c1 = 4. Since y0(t) = et(c1 cos 4t + c2 sin 4t) +
et(4c2 cos 4t 4c1 sin 4t) and y0(0) = 8 then 8 = 4 + 4c2 so that c2 = 3.
Thus, the unique solution to the initial value problem is
y(t) = et(3 sin 4t 4 cos 4t).
Now, K =
p
9 + 16 =
p
25 = 5. Thus, tan _ = 3
4 so that _ = arctan (3
4 ).
Hence,
y(t) = 5et cos
_
4t +
_
arctan
3
4
__
)
The graph of y(t) together with the envelope containing it is shown in Figure
20.2.
Figure 20.2
In Problems 4 - 8
(a) Determine the roots of the characteristic equation.
(b) Obtain the general solution as a linear combination of real-valued solutions.
(c) Impose the initial conditions and solve the initial value problem.
Problem 20.4
y00 + 2y0 + 2y = 0, y(0) = 3, y0(0) = 1
Problem 20.5
2y00 2y0 + y = 0, y(_) = 1, y0(_) = 1
170
Problem 20.6
y00 + 4y0 + 5y = 0, y(_
2) = 1
2 , y0(_
2 ) = 2
Problem 20.7
y00 + 4_2y = 0, y(1) = 2, y0(1) = 1
Problem 20.8
9y00 + _2y = 0, y(3) = 2, y0(3) = _
In Problems 9 - 10, the function y(t) is a solution of the initial value problem
y00 + ay0 + by = 0, y(t0) = y0, y0(t0) = y0
0 , where the point t0 is specified.
Determine the constants a, b, y0, and y0
0.
Problem 20.9
y(t) = 2 sin 2t + cos 2t, t0 = _
4
Problem 20.10
y(t) = et_
6 cos 2t et_

6 sin 2t, t0 = _
6
In Problems 11 - 13, rewrite the function y(t) in the form y(t) = Ke_t cos _t _),
where 0 _ _ < 2_. Use this representation to sketch a graph of the given
function, on a domain sufficiently large to display its main features.
Problem 20.11
y(t) = sin t + cos t
Problem 20.12
y(t) = et cos t +
p
3et sin t
Problem 20.13
y(t) = e2t cos 2t e2t sin 2t
Problem 20.14
Consider the differential equation y00+ay0+9y = 0, where a is a real number.
Suppose that we know the Wronskian of a fundamental set of solutions of
this differential equation is constant: W(t) = 1 for all real numbers t. Find
the general solution of this differential equation.
Problem 20.15
Rewrite 2 cos 7t 11 sin 7t in phase-angle form. Give the exact function (so
your answer will involve the inverse tangent function)
171
Problem 20.16
Find a homogeneous linear ordinary differential equation whose general solution
is y(t) = c1e2t cos (3t) + c2e2t sin (3t).
Problem 20.17
Rewrite y(t) = 5e(52i)t 3e(5+2i)t, without complex exponents, using sines
and cosines. What ODE of the form ay00 + by0 + cy = 0, has y as a solution?
Problem 20.18
Consider the function y(t) = 3 cos 2t 4 sin 2t. Find a second order linear
IVP that y satisfies.
Problem 20.19
An equation of the form
t2y00 + _ty0 + _y = 0, t > 0
where _ and _ are real constants is called an Euler equation. Show that
the substitution u(t) = ln t transforms Euler equation into an equation with
constant coefficients.
Problem 20.20
Use the result of the previous problem to solve the differential equation t2y00+
ty0 + y = 0.
172
21 Applications of Homogeneous Second Order
Linear Differential Equations: Unforced
Mechanical Vibrations
Second-order homogeneous linear differential equations have a variety of applications
in science and engineering. In this section we explore one of them:
the unforced or free mechanical vibration of a mass-spring system. The case
of forced vibrations will be the topic of Section 24.
Consider a spring of length L hanging vertically. If we attach an object of
mass m to the free end of the spring then the spring stretches to a new
resting position or equilibrium position. Let Y represent the distance the
spring stretches to achieve this new position. Then by Hookes law the spring
stretches until the restoring force FR exactly counteracts the objects weight,
i.e., we have
mg + FR = mg kY = 0
It follows from this equation that k = mg
Y.
In this section, we consider the motion of an object with mass at the end
of a spring that is either vertical (as in Figure 21.1(a)) or horizontal on a
level surface (as in Figure 21.1(b)). In the discussion below we will consider
vertical motion.
Figure 21.1
We consider two forces applied to the motion of the spring:
The restoring force of the spring: Hookess Law states that if the spring
173
is stretched (or compressed) y units from its natural length, then it exerts a
force that is proportional to y:
FR = restoring force = k(Y + y)
where k is a positive constant (called the spring constant). The negative
sign indicates that the spring force is a restoring force, i.e., the force FR
always acts in the opposite direction from the direction in which the system
is displaced. In the SI system, the unit of FR is the Newton (N), that of k
is the Newton per meter, and the unit for displacement y is the meter. The
value of k depends on the stiffness of the spring. For large k the spring is
stiff whereas for small k the spring is soft.
Damping force: We assume a damping mechanism is attached and surpresses
the vibrating motion of the mass-spring system. An example is the
damping force supplied by a shock absorber in a car or a bicycle.
We assume that the damping force is proportional to the velocity of the mass
and acts in the direction opposite to the motion. (This has been confirmed,
at least approximately, by some physical experiments.) Thus
FD = damping force = dy
dt
where is a positive constant, called the damping constant. Again the
negative sign is present because the damping force acts to oppose the motion.
Now, by Newtons Second Law of motion we have
m
d 2y
dt2 = FD + FR = mg kY ky
dy
dt
= ky
dy
dt
since mg kY = 0. Thus,
m
d 2y
dt2 +
dy
dt
+ ky = 0 (41)
Equation (41) is a homogeneous second order linear differential equation with
characteristic equation
mr2 + r + k = 0 (42)
and roots
r1,2 =

p
2 4mk
2m
174
We consider three cases depending on the sign of 2 4mk.
Case 1: 2 4mk > 0(Overdamping)
In this case we have two distinct real roots. The general solution is then
given by
y(t) = c1er1t + c2er2t
Since the constants , m, and k are all positive then
p
2 4mk < . Thus,
+
p
2 4mk < 0. So both r1 and r2 are negative numbers and this
implies that y(t) ! 0 as t ! 1. Typical graphs of y(t) are shown in Figure
21.2. Notice that oscillations do not occur. (Its possible for the mass to
pass through the equilibrium position once, but only once.) This is because
2 > 4mk means that there is a strong damping force compared with a weak
spring or small mass.
Figure 21.2
Case 2: 2 4mk = 0 (Critical Damping)
In this case, the roots r1 and r2 are both equal to
2m and the general
solution to (41) is given by
y(t) = c1er1t + c2ter1t
Since er1t ! 0 as t ! 1 and
lim
t!1
ter1t = lim
t!1
t
er1t = lim
t!1
1
r1er1t = 0
then y(t) ! 0 as t ! 1. Here damping is also sufficiently strong to surpress
oscillatory vibrations of the system. Typical graphs are similar to the ones
in Figure 21.2.
Case 3: 2 4mk < 0(Underdamping)
175
Here the roots are complex conjugates r1,2 = _ + i_ where _ =
2m and
_=
p
4mk2
2m . The general solution is given by
y(t) = e_t(c1 cos _t + c2 sin _t)
In this case, damping here is too weak to surpress the vibrations. Note that
y(t) ! 0 as t ! 1, that is, the motion decays to 0 as time increases. A
typical graph is shown in Figure 21.3.
Example 21.1
A mass-spring system consists of a mass of 2 kg and a spring with natural
length 0.5 m. A force of 25.6 N is required to maintain it stretched to a
length of 0.7 m. Suppose the system is attached to a damping mechanism
with = 40. Find the position of the mass at any time t if the spring is
stretched from the equilibrium position with an initial velocity of 0.6 m/s.
Solution.
Given that FR = 25.6. Thus, k(0.2) = 25.6 so that k = 128 N/m. The motion
of the system is described by the differential equation
2
dy2
dt
+ 40
dy
dt
+ 128y = 0
0r
dy2
dt
+ 20
dy
dt
+ 64y = 0
The associated characteristic equation r2 + 20r + 64 = 0 has roots r1 = 4
and r2 = 16. The displacement function is then given by
y(t) = c1e4t + c2e16t
176
Since y(0) = 0 then c1 + c2 = 0. Also, y0(0) = 0.6 so that 4c1 16c2 = 0.6
or c1 + 4c2 = 0.15. Solving for c1 and c2 we find c1 = 0.05 and c2 = 0.05.
Therefore,
y(t) = 0.05(e4t e16t)
Problem 21.1
A 10-kg mass, when attached to the end of a spring hanging vertically,
stretches the spring 30 mm. Assume the mass is then pulled down another
70 mm and released (with no initial velocity).
(a) Determine the spring constant k.
(b) State the initial value problem (giving numerical values for all the constants)
for y(t), where y(t) denotes the displacement (in meters) of the mass
from its equilibrium rest position. Assuming that y is measured positive in
the downward direction.
(c) Solve the initial value problem formulated in part (b).
Problem 21.2
A 20-kg mass was initially at rest, attached to the end of a vertically hanging
spring. When given an initial velocity of 2 m/s from its equilibrium rest
position, the mass was observed to attain a maximum displacement of 0.2 m
from its equilibrium position. What is the value of the spring constant k?
Problem 21.3
A spring-mass-dashpot system consists of a 10-kg mass attached to a spring
with spring constant k = 100 N/m; the dashpot has damping constant =
7 kg/s. At time t = 0, the system is set into motion by pulling the mass
down 0.5 m from its equilibrium rest position while simultaneously giving it
an initial downward velocity of 1 m/s.
(a) State the initial value problem to be solved for y(t), the displacement
from equilibrium (in meters) measured positive in the downward direction.
Give numerical values to all constants involved.
(b) Solve the initial value problem. What is limt!1 y(t)? Explain why your
answer for this limit makes sense from a physical perspective.
Problem 21.4
A spring and dashpot system is to be designed for a 32-lb weight so that the
overall system is critically damped.
(a) How must the damping constant and spring constant k be related?
177
(b) Assume the system is to be designed so that the mass, when given an
initial velocity of 4 ft/sec from its rest position, will have a maximum displacement
of 6 in. What values of damping constant and constant k are
required?
Problem 21.5
A mass-spring-dashpot system can be modeled by the second order equation
my00 + ky0 + y = 0
where m is the mass, k is the spring constant and is the damping coefficient.
A certain system of this type with m = 1 can also be modeled by the first
order system _
y
y0
_0
=
_
01
5 4
__
y
y0
_
What is the spring constant in this system? What is the damping coefficient?
Problem 21.6
Consider the mass-spring-dashpot system satisfying the differential equation
y00 + 2y0 + 5y = 0
Is this system overdamped, critically damped, or underdamped?
Problem 21.7
Consider a mass-spring-dashpot system for which m = 1, = 6, and k = 13.
(a) Find the general solution of the corresponding second order differential
equation that describes the displacement function.
(b) Is the system over-damped, under-damped, or critically damped?
Problem 21.8
A mass of 100 g stretches a spring 5 cm. If the mass is set in motion from
equilibrium with a downward velocity of 10 cm/sec and there is no air resistance,
then when does the mass return to equilibrium position for the first
time?
Problem 21.9
A mass weighing 8 lb stretches a spring 1.5 in. The mass is attached to a
damper with coefficient . Determine so the system is critically damped.
178
22 The Structure of the General Solution of
Linear Nonhomogeneous Equations
In this section we consider the question of finding the general solution to the
differential equation
y00 + p(t)y0 + q(t)y = g(t) (43)
where p(t), q(t) and g(t) are continuous functions for a < t < b. The following
theorem provides the structure of the general solution to equation (43).
Theorem 22.1
Let {y1(t), y2(t)} be a fundamental set of solutions to the homogeneous equation
y00 + p(t)y0 + q(t)y = 0 and yp(t) be a particular solution of the nonhomogeneous
equation
y00 + p(t)y0 + q(t)y = g(t), a < t < b
The general solution of the nonhomogeneous equation is given by
y(t) = yp(t) + c1y1(t) + c2y2(t)
for constants c1 and c2.
Proof.
Let y(t) be any solution to equation (43). Since yp(t) is also a solution then
(y yp)00 + p(t)(y yp)0 + q(t)(y yp) = (y00 + p(t)y0 + q(t)y)
(y00
p + p(t)y0
p + q(t)yp)
= g(t) g(t) = 0
Therefore yyp is a solution to the homogeneous equation. But {y1, y2} is a
fundamental set of solutions to the homogeneous equation so that there exist
unique constants c1 and c2 such that y(t) yp(t) = c1y1(t) + c2y2(t). Hence,
y(t) = yp(t) + c1y1(t) + c2y2(t)
It follows from the above theorem that finding the general solution to nonhomogeneous
equations consists of three steps:
1. Find the general solution of the associated homogeneous equation y00 +
p(t)y0 + q(t)y = 0.
2. Find a single solution of the original equation y00 + p(t)y0 + q(t)y = g(t)
3. Add together the solutions found in steps 1 and 2.
179
Example 22.1
Use the fact that yp(t) = 3t1 to find the unique solution to the initial value
problem
y00 2y0 3y = 9t 3, y(0) = 1, y0(0) = 3
Solution.
Since we are given yp then we need to find the general solution of the homogeneous
equation y00 2y0 3y = 0. The associated characteristic equation
r2 2r 3 = 0 has roots r1 = 1 and r2 = 3. Hence, the general solution to
the differential equation is
y(t) = c1et + c2e3t + 3t 1
The derivative of this function is given by y0(t) = c1et + 3c2e3t + 3. The
condition y(0) = 1 leads to c1 + c2 = 2. The condition y0(0) = 3 leads to
c1 + 3c2 = 0. Solving for c1 and c2 we find c1 = 3
2 and c2 = 1
2 . The unique
solution is given by
y(t) =
3
2
et +
1
2
e3t + 3t 1
Note that y1(t) = 3t1 and y2(t) = e3t+3t1 both are particular solutions
to the given differential equation. However, the sum u(t) = y1(t) + y2(t) =
e3t + 6t 2 is not a solution since
u00 2u0 3u = 18t 6 6= 9t 3.
This shows that the superposition of solutions is valid only for homogeneous
equations and not true in general for nonhomogeneous equations. However,
we can have a property of superposition of nonhomogeneous if one is adding
two solutions of two different nonhomogeneous equations. More precisely, we
have
Theorem 22.2
Let y1(t) be a solution of y00 + p(t)y0 + q(t)y = g1(t) and y2(t) a solution of
y00 + p(t)y0 + q(t)y = g2(t). Then for any constants c1 and c2 the function
Y (t) = c1y1(t) + c2y2(t) is a solution of the equation
y00 + p(t)y0 + q(t)y = c1g1(t) + c2g2(t)
180
Proof.
We have
Y 00 + p(t)Y 0 + q(t)Y = c1y00
1 + c2y00
2 + p(t)c1y0
1 + p(t)c2y0
2 + q(t)c1y1 + q(t)c2y2
= c1(y00
1 + p(t)y0
1 + q(t)y1) + c2(y00
2 + p(t)y0
2 + q(t)y2)
= c1g1(t) + c2g2(t)
Example 22.2
The functions u1(t) and u2(t) are solutions to the following differential equations
u00
1 + p(t)u0
1 + q(t)u1 = 2et t 1
u00
2 + p(t)u0
2 + q(t)u2 = 3t
Use the functions u1 and u2 to construct a particular solution of the differential
equation
u00 + p(t)u0 + q(t)u = 4et 2
Solution.
The left-hand side of the given equation can be written as 4e2 2 =
2(2et t 1) + 2
3(3t) so that by the previous theorem, the function u(t) =
2u1(t) + 2
3u2(t) is the required particular solution
In Problems 1- 7, answer the following three questions.
(a) Verify that the given function, yp(t), is a particular solution of the differential
equations.
(b) Determine the general solution,yh, of the homogeneous equation.
(c) Find the general solution to the differential equation and impose the
initial conditions to obtain the unique solution of the initial value problem.
Problem 22.1
y00 y0 2y = 4et, y(0) = 0, y0(0) = 0, yp(t) = 4
3tet
Problem 22.2
y00 2y0 3y = e2t, y(0) = 1, y0(0) = 0, yp(t) = 1
3e2t
Problem 22.3
y00 y0 2y = 10, y(1) = 0, y0(1) = 1, yp(t) = 5
Problem 22.4
y00 + y0 = 2et, y(0) = 2, y0(0) = 2, yp(t) = 2tet
181
Problem 22.5
y00 + 4y = 10et_, y(_) = 2, y0(_) = 0, yp(t) = 2et_
Problem 22.6
y00 2y0 + 2y = 5 sin t, y(_
2 ) = 1, y0(_
2 ) = 0, yp(t) = 2 cos t + sin t
Problem 22.7
y00 2y0 +y = t2 +4+2 sin t, y(0) = 1, y0(0) = 3, yp(t) = t2 +4t+10+cos t
The functions u1(t), u2(t), and u3(t) are solutions to the following differential
equations
u00
1 + p(t)u0
1 + q(t)u1 = 2et t 1
u00
2 + p(t)u0
2 + q(t)u2 = 3t
u00
3 + p(t)u0
3 + q(t)u3 = 2et + 1
In Problems 8 - 9, use the functions u1, u2(t) and u3 to construct a particular
solution of the differential equation
Problem 22.8
u00 + p(t)u0 + q(t)u = et + 2t + 1
2
Problem 22.9
u00 + p(t)u0 + q(t)u = et+et
2
In Problems 10 - 13, determine the function g(t)
Problem 22.10
y00 2y0 3y = g(t), yp(t) = 3e5t
Problem 22.11
y00 2y0 = g(t), yp(t) = 3t +
p
t, t > 0
Problem 22.12
y00 + y0 = g(t), yp(t) = ln (1 + t), t > 1
Problem 22.13
y00 + 2y0 + y = g(t), yp(t) = t 2
In Problems 14 - 16, the general solution of the nonhomogeneous differential
equation y00+_y0+_y = g(t) is given, where c1 and c2 are arbitrary constants.
Determine the constants _ and _ and the function g(t).
182
Problem 22.14
y(t) = c1et + c2e2t + 2t2t
Problem 22.15
y(t) = c1et + c2tet + t2et
Problem 22.16
y(t) = c1 sin 2t + c2 cos 2t 1 + sin t
Problem 22.17
Given that the function et
5 satisfies the differential equation y00 + 4y = et,
write a general solution of the differential equation y00 + 4y = et.
Problem 22.18
Find the general solution to the differential equation
y(4) + 9y00 = 24 + 108t2
given a particular solution yp(t) = cos 3t + sin 3t + t4
Problem 22.19
Show that the general solution of the third-order linear ODE y000 + p(t)y00 +
q(t)y0 + r(t)y = g(t) is of the form y = yp + yh, where yp is a particular
solution, and yh is the general solution of the corresponding homogeneous
equation.
183
23 The Method of Undetermined Coefficients
In Section 22 we found out that the general solution to the nonhomogeneous
differential equation
y00 + p(t)y0 + q(t)y = g(t), a < t < b (44)
has the structure
y(t) = c1y1(t) + c2y2(t) + yp(t)
where yp(t) is a particular solution to the nonhomogeneous equation. We
will write y(t) = yh(t) + yp(t) where yh(t) = c1y1(t) + c2y2(t).
In this and the next section we discuss methods for determining yp(t). The
techinque we discuss in this section is known as the method of undetermined
coefficients.
This method is limited in scope; it applies only to the special case of (44),
where p(t) and q(t) are constants and g(t) has some special form. The idea
behind the method of undetermined coefficients is to look for yp(t) which is
of a form like that of g(t). This is possible only for special functions g(t), but
these special cases arise quite frequently in applications.
We will assume that g(t) being simple means it is some combination of terms
like ert, cos (kt), sin (kt), and polynomials antn+an1tn1+ a1t+a0. (Note
that if both cosine and sine terms are present, if they have the same argument
kt they can be treated as one. But if they have different arguments
they must be treated separately, each resulting in a combination of sine and
cosine terms in yp.) Based on those terms we will put together a candidate
yp that has some constants in it we need to solve for: Those are the undetermined
coefficients this method is named for.
We start with the case where g(t) is an exponential function.
Example 23.1
Find the general solution of the nonhomogeneous equation
y00 2y0 3y = 36e5t
Solution.
For a guessing function we will try yp(t) = Ae5t where A is a constant to be
determined. Inserting this into the given equation we arrive at
25Ae5t 10Ae5t 3Ae5t = 36e5t
184
Simplifying this last equation we find 12Ae5t = 36e5t. Solving for A we
find A = 3. Thus, yp(t) = 3e5t is a particular solution to the differential
equation. Next, the characteristic equation r2 2r 3 = 0 has the roots
r1 = 1 and r2 = 3. Hence, the general solution to the differential equation
is y(t) = c1et + c2e3t + 3e5t
Why our guess did work? The idea is simply that if y is an exponential,
then so is y0 and y00, and so if both y and g are exponentials, then all terms
in the equation are exponentials and we can hope to obtain a solution by
setting coefficients equal to each other.
Example 23.2
Find the general solution of the nonhomogeneous equation
y00 y0 2y = 4et
Solution.
Lets try and proceed as in the previous example. Our choice of a particular
solution is yp(t) = Aet. Substituting this into the differential equation
leads to 0Aet = 4et. Thus, A does not exist. Why did the procedure of
the previous example fail here? The reason is that the function et that
appears in g(t) is part of the general solution of the homogeneous equation
yh(t) = c1et + c2e2t. That is et is a solution to the homogeneous equation.
A correct form for the particular solution would be yp(t) = Atet. If we insert
this into the differential equation we end up with 3Aet = 4et. Solving
for A we find A = 4
3 . Thus, yp(t) = 4
3tet and the general solution to the
differential equation is y(t) = c1et + c2e2t 4
3tet
The previous example illustrates the needs to first find the general solution
yh(t) of the homogeneous equation before guessing the trial solution.
The trial function must be modified if portions of g(t) or its derivatives are
present in yh(t).
Example 23.3
Find the general solution of the nonhomogeneous equation
y00 + 2y0 + y = 2et
185
Solution.
The characteristic equation is r2+2r+1 = 0 with double roots r1 = r2 = 1.
Thus, yh(t) = c1et+c2tet. Since g(t) has the function et which appears in
the expression of yh(t) then a trial function of the form yp(t) = Aet will fail
to work. Choosing yp(t) = Atet will also lead to a failure since tet is part
appears in yh(t). Thus, a proper guess is yp(t) = At2et. Findind derivatives
up to order 2 we find y0
p(t) = 2Atet At2et and y00
p (t) = 2Aet 4Atet +
At2et. Substituting this in the original equation and collecting like terms
we find
2Aet = 2et
Solving for A we find A = 1 so that yp(t) = t2et. Hence, the general solution
is given by
y(t) = c1et + c2tet + t2et
It follows from the previous two examples that when guessing for yp make
sure that none of the functions in either g(t) or yp (or their derivatives) appears
in yh(t).
Next, we consider the case of g(t) being a polynomial.
Example 23.4
Find the general solution of
y00 + 4y0 2y = 2t2 3t + 6
Solution.
We first solve the homogeneous equation. The characteristic equation r2 +
4r 2 = 0 has the roots r1 = 2
p
6 and r2 = 2 +
p
6. Thus,
yh(t) = c1e(2
p
6)t + c2e(2+
p
6)t
Since g(t) is a quadratic function then we are going to try yp(t) = At2+Bt+C.
Inserting this into the differential equation leads to
2At2 + (8A 2b)t + (2A + 4B 2C) = 2t2 3t + 6
Equating coefficients of like powers of t we find A = 1,B = 5
2 , and
C = 9. Thus a particular solution is
yp(t) = t2
5
2
t9
186
The general solution of the given equation is
y(t) = yh(t) + yp(t) = c1e(2
p
6)t + c2e(2+
p
6)t t2
5
2
t9
Next, we consider the case when g(t) is either a sine or a cosine function
Example 23.5
Find the general solution of
y00 y0 + y = 2 sin 3t
Solution.
The characteristic equation r2 r + 1 = 0 has roots r1 = 1
2 i
p
3
2 and
r2 = 1
2+ i
p
3
2. Thus, the general solution to the homogeneous equation is
yh(t) = e
1

2t (c1 cos
p
3
2
t + c2 sin
p
3
2
t)
Our guess for the particular solution is yp(t) = Acos 3t + B sin 3t. Inserting
this into the given differential equation leads to
(8A 3B) cos 3t + (3A 8B) sin 3t = 2 sin 3t
Setting 8A 3B = 0 and 3A 8B = 2 and solving for A and B we find
A=6
73 and B = 16
73 . Thus, a particular solution is
yp(t) =
6
73
cos 3t
16
73
sin 3t.
The general solution to the differential equation is
y(t) = yh(t) + yp(t) = e
1

2t(c1 cos
p
3
2
t + c2 sin
p
3
2
t) +
6
73
cos 3t
16
73
sin 3t
The following example illustrates the use of Theorem 22.2
Example 23.6
Find the general solution of
y00 2y0 3y = 4t 5 + 6te2t
187
Solution.
The characteristic equation of the homogeneous equation is r2 2r 3 = 0
with roots r1 = 1 and r2 = 3. Thus,
yh(t) = c1et + c2te3t
By Theorem 22.2, a guess for the particular solution is yp(t) = At + B +
Cte2t + De2t. Inserting this into the differential equation leads to
3At 2A 3B 3Cte2t + (2C D)e2t = 4t 5 + 6te2t
From this identity we obtain 3A = 4 so that A = 4
3 . Also, 2A3B = 5
so that B = 23
9 . Since 3C = 6 then C = 2. From 2C 3D = 0 we find
D = 4
3 . It follows that
y(t) = c1et + c2te3t
4
3
t+
23
9

_
2t +
4
3
_
e2t
In the following table we list examples of g(t) along with the corresponding
form of the particular solution.
Form of g(t) Form of yp(t)
antn + an1tn1 + + a1t + a0 tr[Antn + An1tn1 + + A1t + A0
[antn + an1tn1 + + a1t + a0]e_t tr[Antn + An1tn1 + + A1t + A0]e_t
[antn + an1tn1 + + a1t + a0] cos _t tr[(Antn + An1tn1 + + A1t + A0) cos _t
or +(Bntn + Bn1tn1 + + B1t + B0) sin _t]
[antn + an1tn1 + + a1t + a0] sin _t
e_t[antn + an1tn1 + + a1t + a0] sin _t tr[(Antn + An1tn1 + + A1t + A0)e_t cos _t
or +(Bntn + Bn1tn1 + + B1t + B0)e_t sin _t]
e_t[antn + an1tn1 + + a1t + a0] cos _t
The number r is chosen to be the smallest nonnegative integer such that
no term in the assumed form is a solution of the homogeneous equation
ay00 + by0 + cy = 0. The value of r will be 0, 1, or 2.
Example 23.7
List an appropriate form for a particular solution of
(a) y00 + 4y = t2e3t
(b) y00 + 4y = te2t cos t
(c) y00 + 4y = 2t2 + 5 sin 2t + e3t
(d) y00 + 4y = t2 cos 2t
188
Solution.
The general solution to the homogeneous equation is yh(t) = c1 cos t+c2 sin t.
(a) For g(t) = t2e3t, an appropriate particular solution has the form yp(t) =
tr(A2t2 +A1t+A0)e3t. We take r = 0 since no term in the assumed form for
yp is present in the expression of yh(t). Thus
yp(t) = (A2t2 + A1t + A0)e3t
(b) An appropriate form is
yp(t) = tr[(A1t + A0)e2t cos t + (B1t + B0)e2t sin t]
We take r = 0 since no term in the assumed form for yp is present in the
expression of yh(t). Thus
yp(t) = (A1t + A0)e2t cos t + (B1t + B0)e2t sin t
(c)
yp(t) = A2t2 + A1t + A0 + B0t cos 2t + C0t sin 2t + D0e3t
(d)
yp(t) = t(A2t2 + A1t + A0) cos 2t + t(B2t2 + B1t + B0) cos 2t
Problem 23.1
For the given differential equation
(a) Determine the general solution to the homogeneous equation
(b) Use the method of undetermined coefficients to find a particular solution.
(c) Form the general solution.
1. y00 4y = sin 2t
2. y00 + y = et sin t
3. y00 4y0 + 4y = 8 + sin 2t
4. 2y00 5y0 + 2y = tet
5. y00 + y0 = 6t2
6. y00 + y0 = cos t
7. y00 + 4y0 + 5y = 5t + et
Problem 23.2
For the given differential equation
189
(a) Determine the general solution to the homogeneous equation
(b) List the form of particular solution prescribed by the method of undetermined
coefficients; you need not evaluate the constants in the assumed form.
1. y00 2y0 3y = 2et cos t + t2 + te3t
2. y00 y0 = t2(2 + et)
3. y00 y = 1
2 (et + et + e2t e2t)
4. y00 + 4y = 3
2e2t 1
2e2t + 1
Problem 23.3
Consider the differential equation y00 +_y0 +_y = g(t). The general solution
to the homogeneous equation and g(t) are given. Determine _ and _ and
then find the general solution of the differential equation.
1. yh(t) = c1 + c2et, g(t) = t
2. yc(t) = c1 cos t + c2 sin t, g(t) = t + sin 2t
Problem 23.4
Consider the differential equation y00+_y0+_y = g(t). The nonhomogeneous
term g(t) and the form of the particular solution prescribed by the method
of undetermined coefficients are given. Determine _ and _.
1. g(t) = t + e3t, yp(t) = A1t2 + A0t + B0te3t
2. g(t) = et + sin 2t + et sin 2t, yp(t) = A0et + B0t cos 2t + C0t sin 2t +
D0et cos 2t + E0et sin 2t
Problem 23.5
Find the form of the particular solution yp(t) for the following differential
equation but do NOT solve for the coefficients
y00 + 3y0 + 2y = et(t2 + 1) sin 2t + 3et cos t + 4et
Problem 23.6
A mass of 100 g is attached to a spring of length 50 cm. It is stretched
10cm by the addition of mass. It is then pulled 10 cm downwards and let go.
Determine the subsequent motion, ignoring friction.
Problem 23.7
Express the solution to the initial-value problem
y00 + 4y = 5 sin 3t, y(0) = y0(0) = 0
190
as a sum of two oscillations.
Problem 23.8
Consider the following equation for y(t) :
y00 + 4y0 + 5y = 2t
a) Find a fundamental set of solutions to the corresponding homogeneous
equation.
b) Construct a particular solution.
c) Give the general solution.
Problem 23.9
a) Find two fundamental solutions to the equation y00 + 5y0 + 6y = 0 and
compute their Wronskian.
b) Find all solutions to the equation y00 + 5y0 + 6y = sin t.
Problem 23.10
Consider the differential equation y00 4y0 12y = g(t). For the g(t) listed
below, provide the correct initial guess for the particular solution, yp, when
using the Method of Undetermined Coefficients. (DO NOT SOLVE FOR
THE COEFFICIENTS.)
(a) g(t) = 2t3 t + 3
(b) g(t) = 12e4t sin 2t
(c) g(t) = 7e8t et
Problem 23.11
Consider the differential equation y00 + 4y0 + 3y = 2e2t.
(a) Determine the homogeneous solution.
(b) Compute a particular solution.
(c) Determine the general solution for the equation.
(d) Find the solution to the initial value problem when y(1) = 0 and y0(1) =
1.
Problem 23.12
(a) Find all solutions to the differential equation y00 3y0 + 2y = 60e7t
(b) Find all solutions to the differential equation y00 2y0 + y = t
(c) Find all solutions to the differential equation y00 + y = t2
191
Problem 23.13
For the following equations, write down the form of the particular solution,
using the method of undetermined coefficients. You do not have to find the
value of the coefficients.
(a) y00 + y = tet + cos t
(b) y00 + y = 10t5 t3 + 23t2 t 17)et cos 6t
Problem 23.14
Use the method of undetermined coefficients to find the general solution of
the equation
y00 3y0 4y = 8t + 2 sin t + 5et
Problem 23.15
Use the method of undetermined coefficients to find the exact solution of the
initial value problem
y00 + 2y0 + 2y = 4 cos 3t,
with initial conditions y(0) = 1 and y0(0) = 2.
Problem 23.16
Given
y00 3y0 + 2y = 6e3t + sin 2t
Find general solution to the given equation using method of undetermined
coefficients.
Problem 23.17
Using the method of undetermined coefficients find a particular solution 0f
y00 9y = te3t
Problem 23.18
Verify that et and (1 + t) are solutions of the homogeneous equation corresponding
to
ty00 (1 + t)y0 + y = t2e2t
and use this to find the general solution.
Problem 23.19
Find the solution of the given initial value problem:
y00 2y0 = e2t + t2 1, y(0) =
1
8
, y0(0) = 0
Problem 23.20
Use the method of undetermined coefficients to solve: y002y0 +y = t3 cos 2t
192
24 The Method of Variation of Parameters
In this section we discuss a second method for finding a particular solution
to a nonhomogeneous differential equation
y00 + p(t)y0 + q(t)y = g(t), a < t < b (45)
This method has no prior conditions to be satisfied by either p(t), q(t), or
g(t). Therefore, it may sound more general than the method of undetermined
coefficients. We will see that this method depends on integration while the
previous one is purely algebraic which, for some at least, is an advantage.
To use this method, we first find the general solution to the homogeneous
equation
y(t) = c1y1(t) + c2y2(t)
Then we replace the parameters c1 and c2 by two functions u1(t) and u2(t)
to be determined. From this the method got its name. Thus obtaining
yp(t) = u1(t)y1(t) + u2(t)y2(t).
Observe that if u1 and u2 are constant functions then the above y is just the
homogeneous solution to the differential equation.
In order to determine the two functions one has to impose two constraints.
Finding the derivative of yp we obtain
y0
p = (y0
1u1 + y0
2u2) + (y1u0
1 + y2u0
2)
Finding the second derivative to obtain
y00
p = y00
1u1 + y0
1u 0
1 + y00
2u2 + y0
2u 0
2 + (y1u0
1 + y2u0
2)0
Since it is up to us to choose u1 and u2 we decide to do that in such a way to
make our computation simple. One way to achieving that is to impose the
condition
y1u0
1 + y2u0
2 = 0 (46)
Under such a constraint y0
p and y00
p are simplified to
y0
p = y0
1u 1 + y0
2u 2
193
and
y00
p = y00
1u1 + y0
1u 0
1 + y00
2u2 + y0
2u 0
2
In particular, y00
p does not involve u00
1 and u00
2.
Inserting yp, y0
p, and y00
p into equation (45) to obtain
[y00
1u1 + y0
1 u0
1 + y00
2u2 + y0
2 u0
2] + p(t)(y0
1u1 + y0
2u2) + q(t)(u1y1 + u2y2) = g(t)
Rearranging terms,
[y00
1 + p(t)y0
1 + q(t)y1]u1 + [y00
2 + p(t)y0
2 + q(t)y2]u2 + [u0
1y0
1 + u0
2y0
2] = g(t)
Since y1 and y2 are solutions to the homogeneous equation then the previous
equation yields our second constraint
u0
1y0
1 + u0
2y0
2 = g(t) (47)
Combining equation (46) and (47) into the matrix form
_
y1 y2
y0
1 y0
2
__
u0
1
u0
2
_
=
_
0
g(t)
_
Since {y1, y2} is a fundamental set then the determinent of the coefficient
matrix is nonzero so that one can find unique u0
1 and u0
2. These functions are
given by
u0
1(t) = y2(t)g(t)
W(t) and u0
2(t) = y1(t)g(t)
W(t)
Computing antiderivatives to obtain
u1(t) =
R
y2(t)g(t)
W(t) dt and u2(t) =
R y1(t)g(t)
W(t) dt
Example 24.1
Find the general solution of
y00 y0 2y = 2et
using the method of variation of parameters.
194
Solution.
The characteristic equation r2 r 2 = 0 has roots r1 = 1 and r2 = 2.
Thus, y1(t) = et, y2(t) = e2t and W(t) = 3et. Thus,
u1(t) =
Z
e2t 2et
3et dt =
2
3
t
and
u2(t) =
Z
et 2et
3et dt =
2
9
e3t
Thus,
yp(t) =
2
3
tet
2
9
et
The general solution is then given by
y(t) = c1et + c2e2t +
2
3
tet
2
9
et
Example 24.2
Find the general solution to (2t 1)y00 4ty0 + 4y = (2t 1)2et if y1(t) = t
and y2(t) = e2t form a fundamental set of solutions to the equation.
Solution.
First we rewrite the equation in standard form
y00
4t
2t 1
y0 +
4
2t 1
y = (2t 1)et
Since W(t) = (2t 1)e2t then
u1(t) =
Z
e2t (2t 1)et
(2t 1)e2t dt = et
and
u2(t) =
Z
t (2t 1)et
(2t 1)e2t dt =
1
3
te3t
1
9
e3t
Thus,
yp(t) = tet
1
3
tet
1
9
et =
2
3
tet
1
9
et
The general solution is
y(t) = c1t + c2e2t +
2
3
tet
1
9
et
195
Problem 24.1
Solve y00 + y = sec t by variation of parameters.
Problem 24.2
Solve y00y = et by undetermined coefficients and by variation of parameters.
Explain any differences in the answers.
Problem 24.3
Solve the following 2nd order equation using the variation of parameter
method:
y004y = t2 + 8 cos 2t
Problem 24.4
Find a particular solution by the variation of parameters to the equation
y00 + 2y0 + y = et ln t
Problem 24.5
Use the variation of parameters to find a particular solution, and then check
your answers by using the method of undetermined coefficients that we
learned in Section 23.
y00 6y0 + 8y = cos 2t
Can you comment on the relative advantages of the two methods?
Problem 24.6
Solve the following initial value problem by using variation of parameters:
y00 + 2y0 3y = tet,+y(0) =
1
64
, y0(0) =
59
64
Problem 24.7
(a) Verify that {e
p
t, e
p
t}is a fundamental set for the equation
4ty00 + 2y0 y = 0
on the interval (0,1). You may assume that the given functions are solutions
to the equation.
(b) Use the method of variation of parameters to find one solution to the
equation
4ty00 + 2y0 y = 4
p
te
p
t.
196
Problem 24.8
Use the method of variation of parameters to find the general solution to the
equation
y00 + y = sin t
Problem 24.9
Consider the differential equation
t2y00 + 3ty0 3y = 0, t > 0
(a) Determine r so that y = tr is a solution.
(b) Use (a) to find a fundamental set of solutions.
(c) Use the method of variaion of parameters for finding a particular solution
to
t2y00 + 3ty0 3y =
1
t3 , t > 0
Problem 24.10
Use the method of variation of parameters to find the general solution to the
D. E.
y00 + y = sin2 t
Problem 24.11
Consider the differential equation
t2y00 3ty0 + 4y = t2 ln t, t > 0
(a) Find a solution of the form y = tr to the homogeneous equation.
(b) Use part (a) to find a fundamental set of solution.
(c) Use the method of variation of parameters to find a particular solution
to the nonhomogeneous problem.
Problem 24.12
Find the general solution to the differential equation y00 + y0 = ln t, t > 0
Problem 24.13
Find the general solution of
y00 + y =
1
2 + sin t
197
Problem 24.14
Find a particular solution of
t2y00 2ty0 + 2y = t3, t > 0
Problem 24.15
Consider the homogeneous differential equation y00+p(t)y0+q(t)y = g(t). Let
{y1, y2} be a fundamental set of solutions for the corresponding homogeneous
equation and let W(t) be the Wronskian of this fundamental set. Show that
the particular solution that vanishes at t = t0 is given by
yp(t) =
Zt
t0
[y2(t)y1(_) y1(t)y2(_)]
g(_)
W(_)
d_.
In Problems 16 - 18, the given expression is the solution of the initial value
problem
y00 + _y0 + _y = g(t), y(0) = y0, y0(0) = y0
0
Determine _, _, y0, and y0
0
Problem 24.16
y(t) =
1
2
Zt
0
sin (2(t _))g(_)d_
Problem 24.17
y(t) = t +
Zt
0
(t _)g(_)d_
Problem 24.18
y(t) = et +
Zt
0
et_ e(t_)
2
g(_)d_
Problem 24.19
Did you ever wonder what would happen if the method of variation of parameters
were applied to a first order linear equation? Lets figure it out.
Start with a general first-order linear equation y0 + p(t)y = g(t). Suppose
that y1(t) is some nonzero solution of the associated homogeneous equation
198
y0 + p(t)y = 0. Vary it to get a trial solution for the nonhomogeneous equation,
that is, write y(t) = u(t)y1(t).
(a) Calculate y0(t)
(b) Put the expressions for y(t) and y0(t) into the nonhomogeneous equation
y0 + p(t)y = g(t). Simplify it using the fact that y1(t) is a solution to the
associated homogeneous equation, and solve for u0(t). Use this expression to
obtain a formula giving y(t) as an integral whose integrand involves g(t).
(c) Now, lets see why this is nothing new. Use an integrating factor to find
a solution y1(t) for y0 + p(t)y = 0
(d) Put the expression for y1(t) into the formula you obtained using variation
of parameters and simplify. Not surprisingly, the resulting formula is exactly
the one that results when one solves y0 + p(t)y = g(t) using an integrating
factor, although you need not check this.
199
25 Applications of Nonhomogeneous Second
Order Linear Differential Equations: Forced
Mechanical Vibrations
In this section we consider two applications of nonhomogeneous second order
linear differential equations: forced mechanical vibrations and electrical
circuits.
Forced Vibrations
In Section 22, we considered a mass-spring-dashpot system where the motion
is affected by two forces: the spring restoring force and the damping force. In
addition to these forces, suppose that there is an external applied force Fa(t)
affecting the motion of the spring. Then Newtons second law of motion gives
md2y
dt2 = restoring force + damping force + external force
= ky dy
dt + Fa(t)
Thus, the motion of the spring is now being governed by the following nonhomogeneous
second order linear differential equation
m
d 2y
dt2 + ky +
dy
dt
= Fa(t) (48)
If there is no dumping then equation (48) reduces to
y00 + !2
0y = fa(t) (49)
where !0 =
q
k
m and fa(t) = F(t)
m . We call !0 the natural frequency of the
system.
A commonly used applied force is a periodic varying force function
fa(t) = F cos !t
For simplicity, we assume that the system is initially at rest so that we have
the following initial value problem
y00 + !2
0y = F cos !t, y(0) = 0, y0(0) = 0 (50)
The general solution to the associated homogeneous equation is given by
yh(t) = c1 cos !0t + c2 sin !0t
200
To find a particular solution we consider the cases whether ! 6= !0 and
! = ! 0.
Case 1: ! 6= !0
In this case, F cos !t is not a solution to the homogeneous equation. Using
the method of undetermined coefficients, an appropriate trial function is
yp(t) = Asin !t + B cos !t
Substituting this into the nonhomogeneous equation we find
A(!2
0 !2) sin !t + B(!2
0 !2) cos !t = F cos !t
Thus, A = 0 and B = F
!2
0!2so that
yp(t) =
F
!2
0 !2 cos !t
Hence, the general solution is
y(t) = c1 cos !0t + c2 sin !0t +
F
!2
0 !2 cos !t
Since y(0) = 0 then c1 = F
!2!2
0

. To find c2 we need to use the condition

y0(0) = 0. But
y0(t) = c1!0 sin !0t + c2!0 cos !0t
F!
!2
0 !2 sin !0t
Thus, c2 = 0. It follows that the unique solution to the initial value problem
(50) is given by
y(t) =
F
!2 !2
0
(cos !0t cos !t) (51)
Utilizing a trigonometric identity of cosine the last equality can be written
as
y(t) =
2F
!2 !2
0
sin
_
! !0
2
t
_
sin
_
! + !0
2
t
_
When ! _ !0 the factor sin
!+!0
2t
_
oscillates much more rapidly than
sin
!!0
2t
_
. Therefore, y(t) is a product of a slowly varying amplitude and
201
a rapidly varying oscillating. The physical phenomenon of beats refers to
the periodic cancellation of sound at a slow frequency. Figure 25.1 shows a
rapidly varying oscillation y(t) = 2 sin 4t sin 40t and the two slowly varying
envelopes y1(t) = 2 sin 4t and y2(t) = 2 sin 4t.
Figure 25.1
Case 2: ! = !0
In this case the applied frequency reinforces the natural frequency and the result
is vibrations of large amplitude. This is the phenomenon of resonance.
Since F cos !t is a solution to the homogeneous equation then an appropriate
trial function is
yp(t) = At cos !0t + Bt sin !0t
Substituting this into the nonhomogeneous equation we find
2B!0 cos !0t 2A!0 sin !0t = F cos !0t
Thus, A = 0 and B = F
2!0
. Hence,
yp(t) =
F
2!0
t sin !0t
and the general solution is
y(t) = c1 cos !0t + c2 sin !0t +
F
2!0
t sin !0t
Since y(0) = 0 then c2 = 0. Thus, y(t) = c1 cos !0t + F
2!0
t sin !0t. Finding
the derivative we obtain y0(t) = c1!0 sin !0t + F
2!0
sin !0t + F
2 t cos !0t. The
202
condition y0(0) = 0 implies that c1 = 0. Therefore the unique solution to (50)
is given by
y(t) =
F
2!0
t sin !0t (52)
Presence of Damping When ! = !0
In this case, the initial value problem is
y00 + 2_y0 + !2
0y = F cos !0t, y(0) = 0, y0(0) = 0
where _ =
2m. We assume that !2
0 > _2. Then the general solution to the
homogeneous equation is given by
yh(t) = c1e_t cos ((
q
!2
0 _2)t) + c2e_t sin ((
q
!2
0 _2)t)
An appropriate trial function for the particular solution is
yp(t) = Acos !0t + B sin !0t
Substituting this into the differential equation we find
2_A!0 sin !0t + 2_B!0 cos !0t = F cos !0t
Thus, A = 0 and B = F
2_!0
. Therefore, the general solution is
y(t) = c1e_t cos ((
q
!2
0 _2)t) + c2e_t sin ((
q
!2
0 _2)t) +
F
2_!0
sin !0t
Since y(0) = 0 then c1 = 0. Since y0(t) = _c2e_t sin ((
p
!2
0 _2)t) +
c2e_t
p
!2
0 _2 cos ((
p
!2
0 _2)t)+ F
2_ cos !0t and y0(0) = 0 then c2
p
!2
0 _ 2+
F
2_ = 0 and solving for c2 we find
c2 =
F
2_
p
!2
0 _2
Therefore,
y(t) =
F
2_
"
sin !0t
!0

e_t
p
!2
0 _2
sin ((
q
!2
0 _2)t)
#
(53)
203
Lets find out what happens to the previous expression of y(t) as _ ! 0+.
But first, we rewrite y(t) in the form
y(t) =
F
2
"p
!2
0 _2 sin !0t !0e_t sin ((
p
!2
0 _2)t)
_!0
p
!2
0 _2
#
Notice that as _ ! 0+ the limit of y(t) is of the form 0
0 so we can apply
LHopitals Rule to the limit. Letting N(_) =
p
!2
0 _2 sin !0t!0e_t sin ((
p
!2
0 _2)t)
and D(N) = _!0
p
!2
0 _2 we find
dN
d_ = 1
2 (!2
0 _2)1
2 (2_) sin !0t + !0te_t sin ((

p
!2
0 _2)t)
!0e_t cos ((
p
!2
0 _2)t)
1
2
_
(!2
0 _2)1
2 (2_t)

Thus, as _ ! 0+, dN
d_ ! 0 + !0t sin !0t + 0 = !0t sin !0t..
Similarly, we find
dD
d_
= !0
q
!2
0 _2 + _!0
_
1
2
_
(!2
0 _2)1
2 (2_)

and dD
d_ ! !2
0 as _ ! 0+. From the above discussion we arrive at
lim
_!0+
y(t) =
Ft sin !0t
2!0
which is (52).
Presence of Damping When ! 6= !0
In this case, the initial value problem is
y00 + 2_y0 + !2
0y = F cos !t, y(0) = 0, y0(0) = 0
where _ =
2m. We assume that !2
0 > _2. Then the general solution to the
homogeneous equation is given by
yh(t) = c1e_t cos ((
q
!2
0 _2)t) + c2e_t sin ((
q
!2
0 _2)t)
An appropriate trial function for the particular solution is
yp(t) = Acos !t + B sin !t
204
Substituting this into the differential equation we find
[A(!2
0 !2) + 2_!B] cos !t + [B(!2
0 !2) 2_!A] sin !t = F cos !t
Solving for A and B we find
A=
(!2
0 !2)F
(!2
0 !2)2 + 4_2!2
and
B=
2_!F
(!2
0 !2)2 + 4_2!2
Therefore, the general solution is
y(t) = c1e_t cos ((
p
!2
0 _2)t) + c2e_t sin ((
p
!2
0 _2)t)
+ (!2
0!2)F
(!2
0!2)2+4_2!2 cos !t + 2_!F
(!2
sin !t
0!2)2+4_2!2

Since y(0) = 0 then

c1 =
(!2
0 !2)F
(!2
0 !2)2 + 4_2!2
Since
y0(t) = _c1e_t cos ((
p
!2
0 _2)t) c1
p
!2
0 _2e_t sin ((
p
!2
0 _2)t)
_c2e_t sin ((
p
!2
0 _2)t) + c2e_t
p
!2
0 _2 cos ((
p
!2
0 _2)t)
(!2
0!2)F
(!2
0!2)2+4_2!2 ! sin !t + 2_!F
(!2
! cos !t
0!2)2+4_2!2

and y0(0) = 0 then _c1 + c2

p
!2
0 _2 + 2_!2F
(!2
= 0 and solving for
0!2)2+4_2!2

c2 we find
c2 =
(!2
0 + !2)F
4_!2
p
!2
0 _2
Therefore,
y(t) = F
(!2
[(!2
0!2)2+4_2!2

0 !2) cos !t + 2_! sin !t]

Fe_t
(!2
0!2)2+4_2!2

h
(!2
0 !2) cos ((
p
!2
0 _2)t)
+ (!2
0+!2 p )_
!2
0_2 sin ((
p
!2
0 _2)t)
_
205
Notice that for fixed t > 0, as ! ! !0 the previous expressions reduces to
the expression given in (53). Also, notice that for fixed ! we have
lim_!0+ y(t) = F
!0! cos !t F
!2
0!2 cos !0t
=F
!2
0!2 [cos !t cos !0t = F
!2!2
0

[cos !0t cos !t]

which is (54).
Electrical Circuits
Consider an electric circuit where a resistor, a capacitor and an inductor are
connected in series with a battery or a generator. See Figure 25.2.
Figure 25.2
When the switch is closed, an instantaneous current will flow. If Q(t) and
I(t) are respectively the charge on the capacitor and the current in the circuit
at any instant t, then Kirchhoffs Voltage Law gives
L
dI
dt
+ RI +
1
C
Q = E(t), (54)
where the inductance L, the resistance R and the capacitance C are all
assumed to be constants, but the electromotive force E(t) may depend on
time.
Since the current flowing in a circuit must be equal to the instantaneous rate
of change of charges on the capacitor, we have I = dQ
dt . As a result, the above
circuit equation may be re-written as
L
d 2Q
dt2 + R
dQ
dt
+
1
C
Q = E(t)
which is a nonhomogeneous differential equation with constant coefficients.
206
Example 25.1
If an inductor of 0.5 henry is connected in series with a resistor of 6 ohms,
a capacitor of 0.02 farad and a generator with electromotive force equals to
24 sin (10t) volts, then what is q(t) at any instant t?
Solution.
The circuit equation is reduced to
d 2Q
dt2 + +12
dQ
dt
+ 100Q = 48 sin 10t.
The characteristic equation is
r2 + 12r + 100 = 0.
Solving this quadratic equation we find r1,2 = 6 8i. Thus,
Qh(t) = e6t(c1 cos 8t + c2 sin 8t).
To find a particular solution we use the method of undetermined coefficients.
So we let
Qp(t) = Acos 10t + B sin 10t.
Substituting this equation into the above differential equation and then solving
for A and B we find A = 0 and B = 2
5 . Thus,
Qp(t) =
2
5
sin 10t
and the general solution is
Q(t) = e__________6t(c1 cos 8t + c2 sin 8t)
2
5
sin 10t
Example 25.2
Show that the the current flow I satisfies the second order differential equation
L
d 2I
dt2 + R
dI
dt
+
1
C
I = E0(t) (55)
207
Solution.
Differentiating the equation
L
dI
dt
+ RI +
1
C
Q = E(t)
and using the fact that I = dQ
dt to obtain the desired equation.
For an AC voltage we have V (0) = 0 and V (t) = E0 sin !t so that Equation
55 becomes
L
d 2I
dt2 + R
dI
dt
+
1
C
I = E0! cos !t (56)
Let us try and find the general solution to (56). First, we look for a particular
solution of (56) of the form I(t) = Asin (!t + _) with the amplitude A and
phase _ to be determined. Any such particular solution must obey
L!2Asin (!t + _) + R!Acos (!t + _) + 1
CAsin (!t + _) = !E0 cos !t
= !E0 cos (!t + _ _)
and and hence
1
C L!2
_
Asin (!t + _) + R!Acos (!t + _) = !E0 cos _ cos (!t + _)
+ !E0 sin _ sin (!t + _)
Matching coefficients of sin (!t + _) and cos (!t + _) on the left and right
hand sides gives
_
1
C
L!2
_
A = !E0 sin _ (57)
R!A = E0! cos _ (58)
To find _ take the ratio (57)
(58) to obtain
tan _ =
1
C L!2
R!
and taking inverse tangent we find
_ = arctan
_
1
RC!

L!
R
_
(59)
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To find A we use the identity sin2 _ + sin2 _ = 1 to obtain
s_
1
C
L!2
_2
A2 + R2!2A2 = E0!
so that
A=
E0! q 1
C L!2
_2
+ R2!2
(60)
Example 25.3
Show that if R2 6= 4L
C then the two roots to the characteristic equation are
r1,2 =
R
q
R2 4L
C
2L
Solution.
The characteristic equation is
Lr2 + Rr +
1
C
=0
Since R2 6= 4L
C then this equation has two distinct real solutions given by
r1,2 =
R
q
R2 4L
C
2L
It follows that the general solution to (55) is given by
i(t) = c1er1t + c2er2t + Asin (!t + _)
where r1 and r2 are given by the previous example and A and _ are given by
(59) and (60).
Remark 25.1
Comparing Equations (48) and (54), we see that mathematically they are
identical. This suggests the analogies given in the following chart between
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physical situations that, at first glance, are very different.
Problem 25.1
Find the charge and current at time in the circuit below if R = 40, L =
1 H,C = 16 104 F, and E(t) = 100 cos 10t and the initial charge and
current are both zero.
Problem 25.2
A series circuit consists of a resistor with R = 20, an inductor with L = 1 H,
a capacitor with C = 0.005 F, and a 12-V battery. If the initial charge and
current are both 0, find the charge and current at time t.
Problem 25.3
The battery in previous problem is replaced by a generator producing a
voltage of E(t) = 12 sin 10t. Find the charge at time t.
Problem 25.4
A series circuit contains a resistor with R = 24 , an inductor with L = 2 H,
a capacitor with C = 0.005 F, and a 12-V battery. The initial charge is
Q = 0.001 C and the initial current is 0.
(a) Find the charge and current at time t.
(b) Graph the charge and current functions.
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Problem 25.5
A vibrating spring with damping is modeled by the differential equation
y00 + 2y0 + 4y = 0.
1. Find the general solution to the equation. Show each step of the process.
2. Is the solution under damped, over damped or critically damped?
3. Suppose that the damping were changed, keeping the mass and the spring
the same, until the system became critically damped. Write the differential
equation which models this critically damped system. Do not solve.
4. What is the steady state (long time) solution to
y00 + 2y0 + 4y = cos (2t).?
Problem 25.6
A vertical spring with a spring constant equal to 108 lb/ft has a 96 lb weight
attached to it. A dashpot (or a shock absorber) with a damping coefficient
c = 36 lb-sec/ft is attached to the weight. Suppose that a downward force
of f(t) = 72 cos 6t is applied to the weight. If the weight is released from
rest at the equilibrium position at time t = 0 (a) show that the differential
equation governing the displacement is y(t)
y00 + 12y0 + 36y = 24 cos 6t
where g = 32 ft/sec is used .
(b) Find the solution satisfying the equation established in Part (a) and the
given initial conditions.
Problem 25.7
A six Newton weight is attached to the lower end of a coil spring suspended
from the ceiling, the spring constant of the spring being 27 Newtons per
meter. The weight comes to rest in its equilibrium position, and beginning
at t = 0 and external force given by F(t) = 12 cos (20t) is applied to the
system. Determine the resulting displacement as a function of time, assuming
damping is negligible.
Problem 25.8
An inductor of 5 henries is connected in series with a capacitor of 1/180
farads, a resistor of 60 ohms and a voltage-supply given by E(t) = 12 cos 6t
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in volts. Suppose that both the charge Q and the current I are zero initially.
(a) Show that the differential equation governing the charge Q(t) is
Q00 + 12Q0 + 36Q = 24 cos 6t
(b) Find the charge Q(t) satisfying the equation of Part (a) and the given
initial conditions.
Problem 25.9
An inductor of 4 H is connected in series with a capacitor of 0.25 F and a
resistor of 10 , without supplied voltage. Suppose that at t=0, there is a
charge of 1/3 coulomb on the capacitor but no current.
(a) Write down the differential equation for the charge, Q(t), and the initial
conditions.
(b) Find the charge as a function of time t.
Problem 25.10
Below we have five differential equations and five graphs. Next to each
differential equation write the number of the graph that represents a solution
to that differential equation. (No explanation is necessary).
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(a) y0 + y = 3e2t has a solution represented by graph:
(b) y00 y = 0 has a solution represented by graph:
(c) y00 + y = 0 has a solution represented by graph:
(d) 16y00 8y0 + 17y = 16 cos 2t 47 sin 2t has a solution represented by
graph:
(e) y00 + y = 2 cos t has a solution represented by graph:
Problem 25.11
Write a paragraph describing the similarities between the equations governing
mechanical vis-a-vis electrical vibrations
Problem 25.12
Consider the IVP, y00 + by0 + 9y = sin !t, y(0) = 0, y0(0) = 0. For what
values of b and ! is the solution periodic? For what values are there frequency
beats? Solve the system in the resonant case and sketch the solution.
213