4.1 PRELIMINARY THEORY. LINEAR EQUATIONS 127
=Note If they, are particular solutions of (12) for i= 1,2, .. then the linear
‘combination
et
where the ¢; are constants, is also a particular solution of (14) when the right-hand
member of the equation is the jinear combination
e180) + cagale) ++ + eyes G. I
Before we actually start solving homogeneous and nonhomogeneous linear
differential equations, we need one additional bt of theory, which is presented in the
noxt section.
I
oe | REMARKS
“This remark isa continuation ofthe brie discussion of dyemial systems
given atthe end of Section £3." |
"A dynamical system whose rule or maibematical model is linear md-ordet
differential equation:
: (DV? + COED Eo Fay #a(0) 10)
is said to be an nth-order linear system. The n time-dependent functions y(t),
y'@), <>. ¥0" Pare the state variables of the system. Recall that their val-
ues at some time rgive the state of the system. Tlie function g i8 variously.
called the input function, foreing function, or excitation function. A solu
tion y(¢) of the differential equation is said to be the output or response of the
system, Under the conditions stated in Theorem 4.1.1, the output or response
‘y() is uniquely determined by te input and the state of the system presctibed
‘at a time f that is, by the initial conditions (49), y'(to)e oe .5 2" Mtad.
Fora dynamical sysicm tobe linear system, it is necessary that the super.
position principle (Theorem 41,7) holds in the system; that is, the response of
the system to a superposition of inputs i a superposition of outputs. We have
- aeady examined soi simple linear systems in Section 3.1 Cinearfixtorder
uations); in Section 5.1 we examine linear systems in which the mathe
‘matical models are second-order differential equations.
EXERCISES 4.1 “Answers to selected odd-numbered problems begin on page ANS-4
4.1.1 INITIAL-VALUE AND BOUNDARY-VALUE © 5. Given that y ~ cy + cpx* is a two-parameter family of
PROBLEMS. solutions of xy" —y' = 0 on the interval (—>, ),
show that constants ¢y and ¢, cannot be found so that a
* member of the family satisfies the initial conditions
{In Problems 1-4 the given family of functions is the generat
solution of the differential equation on the indicated interval. _y(0) = 0, 3'(0) = L. Explain why this does not vio
Find a member ofthe family that is a solution of the initil- Theorem 4.1.1
eee 6. Find two members of the family of solutions in
Problem 5 that satisfy the initial conditions (0) = 0,
A y= eye" + exe (-
y= y= O, yO) =0, VO ¥'@)=0.
2 y= qe + exe (2,2; 7, Given that x(9 = cy 608 wt + es sin wr is the general
Y=3¥ -4y=0, YO=1, yO solution of x" + wx = 0 on the interval (—%, =),
Sele: show that a solution satisfying the fnitial conditions
Pyreay ty=0, O=3, XO x(0) = x0,x'(0) = is given by
4, y= 0) + excosx tossing, (9
ym) = 0, ye) =2, "omy
3.
xt) = xyc0s of + “sin wt128 + CHAPTER 4 HIGHER-ORDER DIFFERENTIAL EQUATIONS
8, Use the general solution of x" + ox =O given in
Problem 7 to show that a solution satisfying the initial
conditions (¢y) = x9,x'(a) = m1 the solution given in
Problem 7 shifted by an amount fy
10 mone of 4) + Hin ot 1)
In Problems 9 und 10 find an interval centered about x = 0 for
which the given initial-value problem has a unique solution
9 (e~ Dy" +3y=x, PO=0. YO
10, y" + (tan) WO=1, yO=0
AL, (@) Use the family in Problem 1 to find a solution of
y" — y=0 that satisfies the boundary conditions
90) = 0,y(1) = 1
(b) The DE in part (a) has the alternative general solu-
y= c3 cosh x + cy sinh x on (@,«2). Use this
family to find a solution that satisfies the boundary
conditions in part (a),
(6) Show that the solutions in parts (a) and (b) are
equivalent
12, Use the family in Problem 5 to find 2 solution of
xy" — y= 0 that satisfies the boundary conditions
yO) = 1,90) = 6.
In Problems 13 and 14 the given two-parameter family is a
solution ofthe indicated differential equation on the interval
(—=, ©), Determine whether a member of the family can be
found that satisfies the boundary conditions.
1B, y= cyet cos s+ cgetsinay y"— 29! + 2y=
(@) X= 1, yYm=0
(b) y(0)= 1, yn) =
© WO)= 1, y/2)= 1
@ 90) =0, yay = 0.
eux? + ent +3; Ay” = Say" + By = 24 |
(@ (-D
(0) 9 = 1,
3, y(t)
4.1.2. HOMOGENEOUS EQUATIONS
In Problems 15 ~22 determine whether the given set of func
‘ions is linearly independent on the interval (=,
15. f@) =m AlG@d= 27, fil) = de — 3x
16, fis) = 0, fils), fle) = et
IT. AQ) =5, fils) = cos, file)
18, fi) = 008 28, flX) = 1, fla) = cos?
W. fie) = fly=x—1, fo) = 243
2. fe) =2+2, AG) =2+ [a]
A f=1+x, AlO=x% Al) =2
BAe, A= e% fe) =sinhx
In Problems 2330 verify that the given functions form a
fundamental set of solutions of the differential equation on
the indicated interval. Form the general solution.
2B. y"— yl = 12y= 0; ee, (—m,
24, y"—4y=0; cosh 2x, sinh 2x, (—, 2)
28, y" = 2y! + 5y=0; e cos 2x, e¥ sin 2x, (—, 9)
26, 4y"—4y' ty =O; exe,
21. Py" — Gry! + y= 0; 23,24, (0,09)
28. xty" + xy! by = 05 costlna), sin(ins), (0,2)
29, xy" + Gx2y" + day’ — dy
30, x) +y"=0; 1x, 008%, sin, (~
0, 0)
sx Fina, (0,09)
°)
4.1.3 _NONHOMOGENEOUS EQUATIONS
{In Problems 31~34 verify thatthe given two-parameter fam-
ily of functions is the general solution of the nonhomoge-
neous differential equation onthe indicated interval.
BL y*~ Ty! + Iby = Me
eye + exe + Bet (2,2)
32. "Hy =secx,
y=, cox + e2 sin.x + xsin x + (c08.x) n(cos x),
Ca/%a/B
3B, y" = Ay! 4 ay = 20? + ae — 125
Ye cye™ h egre™ + wel +x 2, (2,0)
34, 2x4" + Sey! +
yee toa +
235. (a) Verify that y,, = Se" and yp, = 22 + Svar, respos-
tively, partictlar solutions of
yf = Gy! t Sy = 92
andy" ~ 6)! + Sy = 5x8 + 3 — 16,
() Use part (to find particular solutions of
= 6! + Sy = Si? + Bx 16 ~ Det
andy” ~ 6)" + Sy = —10? — 6x +32 +e,
36. (a) By inspection find a particular solution of
yr + 2y= 10.
(b) By inspection find a particular solution of
yi + Qy = 4,
(6) Find a particular solution of »° + 2y = ~Ar + 10,
(@) Find a perticular solution of y" + 2y = 8x +5.Discussion Problems
37, Let m= 1, 2, 3... + Discuss how the observations
Dx"! = 0) and D'z" = nl can be used to ind the gen-
eral solutions of the given differential equations.
4.2 REDUCTION OF ORDER © 129
(© By the superposition principle, Theorem 4.1.2,
oth linear combinations y= cyy1 + eay2 and
Y= chy + en¥; are solutions of the differential
‘equation, Discuss whether one, both, or neither of
the linear combinations is a general solution of the
@y"=0 WI" © 7 D: differential equation on the interval (—=, «).
" yr = “
Oe ere oatn 40, In the set of funetions fi@) = es) =e line
38, Suppose that yy =e" and y2 = ¢-* are two solutions of eatly dependent of linearly independent on (—%, 2°)?
4 homogencous linear differential equation, Explain Diseuss.
why ya = cosh x and y4 = sinh x are also solutions of
the equation, 41, Suppose yy, yas» ye are k linearly independent solu
A tions on (=, 2) of # homogencous linear nth-order
39. (a) Verify that yn = x* and y2= |)? are linearly differential equation with constant coeffciens. By
independent Solutions of the differential equation ‘Theorem 4.1.2 it follows that yee1 = Os algo a solution
sty" ~ day! + 6y = Oon the interval (—™, ). of the differential equation. Is the set of solutions
(b) Show that W(y1, 92) — 0 for every real number x. Yin J2y +++ Js Jets linearly dependent or linearly inde-
Does this result violate Theorem 4.1.3? Explain pendent on (~, ©)? Discuss.
(©) Verify that ¥; =? and ¥; = x7 are also linearly 42, Suppose that ys,.y2,.+. +4 are nontrivial solutions of
independent solutions of the differential equation
in part (a) on the interval (—, ).
‘a homogeneous linear nth-order differential equation
with constant coefficients and that k =n + 1. Is the set
(@) Find a solution of the differential equation satisfy
ing y(0) = 0, y'©) = 0.
of solutions y1,y2, ..» linearly dependent or linearly
independent on (—,:)? Discuss.
4.2. REDUCTION OF ORDER
REVIEW MATERIAL
© Section 2.5 (using 2 substitution)
Section 4.1
INTRODUCTION. In the preceding section we saw that the general sohiton of @ homogeneous
Fincar second-order differential equation
aay" aia)y’ + ag(ady = 0 o
isa lioar combination y = ¢,y: + ay, where andy. are solutions that constitute a linearly inde-
pendent set on some interval J, Beginning i the next section, we examine a method for determining
these solutions when the coeficents of the differential equation in (I) are constants. This method,
‘which isa stmightforward exercise in algebra, breaks down in a few cases and yields only a single
Solution of the DE. I tums ou that we cai cosstrueta second solution y, of a homogeneous eqs-
tion (1) (even when the coefficients in (1) are Variable) provided that we know nontrivial éolution
5 ofthe DE. The base idea desorbed inthis section is that equation (1) can be reduced to linear
first-order DE by means of a substitution involving the known solution
,
“The function yx = >
‘a solution of x?y" = 32y’ + 43
4.2 REDUCTION OF ORDER #131
By choosing c= Land ca ~ 0, we Find fom y = HOC that second solution of
[: snot
n= ned | Saye ©
remakes a good review of diferentation to verify thatthe funtion y=) defined in
{svaatises equation (3) and tht y andy» re Tinea independent on any interval
[. on which ya) is not zero.
‘A Second Solution by Formula (5)
Find the general sofu-
tion ofthe differential equation on the interval (0,9)
SOLUTION. From the standard form of the equation,
wwe find from (5)
344
ya ty=
py tpn
= stn.
‘The general soltion onthe interval (0, =) is given by y = enys + cas thats
eisai
ys eu? + coe" In
() The dexivation nd use of formala 8)
IARKS, se o
nave been illusirated here because this
© fonmue appents agin ne net ston and in Sections 4.7 and 6.2. We we)
‘mpl to sve tine i obaining a dred esl, Yourisrucor wll il yo
‘Mahe you shoold memorize (9) or wheter you shoul kno the fist rick:
ples of reduction of onde é :
{i Reduction of onder can be used find the general solution of a nontiomo-
sgenecnis equation as@)y" + aia)y + do)
‘the associated homogeneous equation is
Brercises 42,
‘aG) whenever a solution »; of
jowa, See Problems 17-20 in
PE_exercises 4.2
tn Problems 1-16 the indicated Function nC) is solution
rhe given diferntial equation. Use rosie ‘of orier or
‘at 3), insracte find a secon soktion 00).
4, yh ay +4 = nae
“Answers to selected odd-tunbered problems begin on page ANS-S
1. oy" = By #4y= 0, ye
By ty yao nee
9, atyt Try + 16 = 05
10, vty" Fey ~6
May" ty =
Ay ty, yaaa
13. Fy"! 427= 0
14, By Say $5705; Wi
sin(In.2)
2 cos(inx)
|
soetasorssnsntqs2 chapren 4 HIG!
tae ey a a ay=o naxtl
46. hay £207 FH
wpetion (8) i «solation
inProblms 17-20 te inieated fancy
iam a aa
te in of order 10 Gnd #80004 SC syle) of the
os penemisequdon and Parca Solutio of the given
ronhomogeneous equation
wy
is. ytty eb
9.9139 +29
wy 4%
Discussion Problems
ston tate eon
re ine convene ies
Gna ‘onder equation ay’ + by! + ey = 0,4, b, and ¢ con-
ee a en ow oe
san arm aon
aca ai ci i
tht then have second solution either of the form
ssgn-onDER DIFFERENTIAL EQUATIONS
ya =e or of the form y,= xe", mand mz
‘constants.
(¢) Reexamine Problems 1~8, Can you explain why the
statements in parts (a) and (b) above are not
contradicted by the answers to Problems 3-5?
‘22, Verify that yi(x) = x is a solution of xy" ~ xy" + y= 0.
Use reduction of order to find a second solution y26s) in
the form of an infinite series. Conjecture an interval of
definition for (4).
‘Computer Lab Assignments
23, (a) Verity that y(a) = es a solution of
xy"— G+ 10)y’ + 10y = 0.
(b) Use (5) to find a second solution ya@e). Use a CAS to
‘cary out the required integration.
(6) Explain, sing Corollary (A) of Theorem 41.2, why
the second solution can be written compactly a8
wt
yD
43 HOMOGENEOUS LINEAR EQUATIONS
WITH CONSTANT COEFFICIENTS
evieW MATERIAL
«Review Problems 27-30 Bxercises 14
‘and Theorem 41.5,
7 peview the algebra of Solving, polynomial equations (See the Student Resource Manual)
INTRODUCTION. Asaunean Of motivating ie diss jm this section, fetus return to first-
‘onder differential equations more “speiicaly, 10 homogeneous fiat equations ay’ + by = 0.
pete te coefticients #3
‘Q.and bare constant,
s typo of equation can be solved either by
ce eh io nine tr, bute anol wen Wo,
sceronply sgn Before using wis ales HAR 9 make one observa
iy, where i isa constant. "This observation reveals the
Seising ay’ + by 0 for! veld
Se on cl ei eet tern Ts es
sa aon tone Now Heston ao} eS
tute y = ett andy
men ay! + by
‘amen + bem = 0
eget
oo amt) =o.
sion ei over sr foetal ob lat gunn eho) TE solution ot
Sins pe dees poiomial equaton a? 0 a single value of
rot of he DET ins, cosder be constants! Se ay! +5)
sor tao tough pilin and subse 1
(0 and solve it form. From m
1 olution on the interval (~=, ») is y= ce
fa fost the equation 2m f 9.
solaion OE 2924 59 = 0: ane BeOS
tis nt
Saino the DE, we merely have
~E ye solide tat = «Mis
a ew es ta he renig proce cn pro exponen solutions for
omogeneous linear higher order DES;
ag Fa D tet aay Fay’ # aay
mare real constants and ay #0.
shore the coefficients diy f
w4.3 HOMOGENEOUS LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS #137
algebra systems ae also able, by means oftheir dsalve commands, to provide explicit
solutions of homogeneous linear constant-coeficient differential equations.
In the classic text Differential Equations by Ralph Palmer Agnew” (used by the
author as a student) the following statement is made:
Iris not reasonable to expect students in this course to have computing skill and
equipment necessary for efficient solving of equations such as,
@y
ds
ay ay dy
7H 4 170k 195 2
AIT Gy + 21ITE FAITE #12957) + 3.1609 «13)
“Although itis debatable whether computing skills have improved in the intervening
‘years, it s a certainty that technology has. If one has access to a computer algebra sys~
‘em, equation (13) could now be considered reasonable. After simplification and some
relabeling of outpat, Mathematica yields the (approximate) general solution
y= ce" 8752 e0s(0,61 86052) ++ exe 278%" sin(0,6186052)
+ eye 47 e95(0.759081x) + ege?47OM sin(0.7590813).
Finally, if we are faced with an initial-value problem consisting of, say, a
fourth-order equation, then to fit the general solution of the DE to the four initiat
conditions, we must solve four linear equations in four unknowns (the C1. €25 4
jn the general solution). Using a CAS to solve the system can save lots of time, See
Problems 69 and 70 in Exercises 4.3 and Probtem 41 in Chapter 4 in Review.
"Mra Hi, New York, 1960.
[2 [_EXERCISES 4.3
“Answers to selected odd-numbered problems begin on page ANS-S.
In Problems 1-14 find the general soltion of the piven ff no
second-order differential equation BREE
Laytty = 2 y= y= 0 2 yh tay" Fy ty =O
eer eee reer) 22, y" = by" + Ly! ~ By =0
Oy yt gta
y" + 8y' + l6y=0 6. y” — 10y’ + 25y=0 BO ry ty
24, yy — 2y" +
7. lay" =5y'—2y=0 By" Hdy'—y =O es " i
pera
9. y+ 9y=0 10. 3y"+y=0 25, 16S At AGE t=O
Uh. yr Ay#5y=0 IL Dy EB Fy=O eee
26. — 7-5 ~ Wy = 0
13, 3y" + 2y' ty =O 14, 2y"— 3y' + dy =0 at axe
a
In Problems 15~28 find the general solution of the given a7, 24 4 sit _ =0
igher-onderdiferental equation. a ae
ad!
15, y" = 4y"~ Sy" =0 adit
ya Ay = Sy m5 008 1h
16, y= y=0
17, y" ~ Sy + 3y' + 9y=0
18, y" 13)" —4y" = 12y=0
au
9,
ard
ae
In Problems 2936 solve the given initial-value problem,
2. y"+ 16y=0, 0) =2,9"O)
3. EF y= 0, yen/3)
y@/3) =
4 1 ofS) = 2BBs
dy
a
ay ,
dy ~sy=0, yp) =O) =2
3. Se Sy= 0, yO) = 0D
32, dy" — 4’ —3y = 0, yO) = 1 y"'O
33, pty’ + ay
(0) = y'(0) = 0
By" By Fy =O, yO) =5,y'O)= 10
BYO=1YO
36, y" +b 2y"— Sy’ ~6y=0, (0) = yO) =0, YO =
38. y+ Ly" +36 =0, WO
Jn Problems 37-40 solve the given boundary-value problem,
31 y"— 10y' +285y=0, Y= Ly =0
3B y+ Ay = 0, (0) = 0,960) = 0
39 y+ y= 0, yO) = 0, y'(x/2) = 0
40, yp" —2y' F2y=0, 10) = L ya =1
In Probloms 41 and 42 solve the given problem frst using
the form of the general solution given in (10). Solve again,
this time using the form given in (11).
AL. y" = 3y=0, XO) = Ly) = 5
2 y'—y=0, 0) =1,y'C)=0
Jn Problems 4348 each figure represents the graph of @
particular solution of one of the following. differential
equations:
(a) y"— 3) —4y= 0
© y+ 2y ty=0 @y'ty
© YHA +W=0 My" =3y' H2V=0
Match 2 solution curve with one ofthe differential equations.
Explain your reasoning,
) y+ 4y=0
a »
FIGURE 4.3.2 Graph for Problem 43,
FIGURE 4.3.3. Graph for Problem 44
CHAPTER 4 HIGHER-ORDER DIFFERENTIAL EQUATIONS
45, y
FIGURE 4.3.4 Graph for Problem 45
46. »
FIGURE 4.3.5 Graph for Problem 46
Le
FIGURE 4.3.6 Graph for Problem 47
a, y
48, ¥
FIGURE 4.3.7 Graph for Problem 48
In Problems 49-58 find a homogeneous linear differential equa
tion with constant coeflicents whose general solution is given.
49. y= eye! + ee 50. y = ce + ce ™
SL y= 6 + ee shy
53,
e+ ogre
cycos3x+ epsin3x 54, y= cycosh7x-+ epsinht7x
55. y = ce Moose + cxe™*sine
56. y = €, + exe cosa + cyesinSx
Sy =e) beget eye
58, y= c\cosx + e,sinx + excos 2x + eysin 2x4A UNDETERMINED COEFFICIENTS—SUPERPOSITION APPROACH #147
© problems, end in ae 37-40 you are asked to solve oe
‘problems, As ilustated in Example 8, be sure to apply the inital conditions ox
© the boundary conditions to the general stution y
i » of appl iti
1, because its that part of the sition that conta
only to the complementary
[o | EXERCISES 4.4
Answers to selected odd-numbered problems begin on page ANS-5.
In Problems 1-26 solve the given differential equation by
undetermined coefficients,
A yi + 3y' +2)
2. dy" + 9y = 15
3. y" < 10y! + 25y = 302 +3
4A yy! —6y= 2x
6
5. pity tyne ode
6, y" — By! + 20y = 1003” — 26xe*
7. y+ 3y = Aa
B. dy" = dy! — 3y = cos 2x
a aya 3
10. y+ 2y' =22+5— 0
Wy -y thya3 tet
12. y" — 16y = 2e**
13, 4 dy = Sins
14, y" — dy = (2 = 3) sin 2x
15, y' ty = 2xsine
16, y" — Sy = 2x 4s 2 4 6
17. y"—2y' + Sy = eFc0s 2x
18, y" = 2y! + 2y = e(eosx — 3 sin)
19, y" 42)" ty = sin + 3.6082
20, y" + Dy! ~ Day = 16 — (x + De
21, y"= GF
22, y" = 2y" ~ dy! + By = Gre
23, y" — By" + By —y ex det
24, yi" — yh dy! + ay = 5 — et
25, y+ 2y" + y= @—1P
26, y — y= det De®
3 cos
In Problems 27-36 solve the given initial-value problem,
2 y+ Ay = —2, yor/8) = y'Ca/8) = 2
2. Yy" + 3y' —Iy= Maat ~ 4x11, =O, (=O
29, Sy" + y= 6x, (0) = 0,9") = = 10
30. y" + dy’ + dy=G +x, yO) y'@
AL. y+ ay! + Sy = 350%, (Q)=—3,y'O= 1‘
i
f
ug +
32 yy =coshs, yO) = 2y'O) = 12
3, Fs tea hsinor, x00)
& 0.40) =0
M Focos yt, x(0) = 0,2"(0) = 0
—BHet + 4Oe%, (0) = 5,
36, y" +BY = 2x S48, 9) = ~5,y'O =I,
yO
In Problems 37—40 solve the given boundary-value problem,
I ytyaP tl, = 5.911) =0
38, y= Dy! + 2y=2e— 2, 10) = 0, 96a)
38. y+ 3y=6r, 10) =0,y1) +’) =0
40, y+ 3y= 6, y(0) + yO) = 0,90)
In Probloms 41 and 42 solve the given
in which the input fanetion g(2) is discontinuous. [Fin
Solve each problem on two intervals, and then find a solu-
tion so thaty and y’ are continuous at x = 27/2 (Problem 41)
and at x = ar (Problem 42),]
itial-value problem
41. y" + 4y= 202), O)=1,y(Q= 2, where
sins, O-Sx< nf2
ane
42, y" —2y! + 10y= ga), WO) =0,y'(0) = 0, where
of este"
ROM 0 xo
Discussion Problems
43. Consider the differential equation ay" + by’ + cy = et,
where a, b, ¢, and & are constants. The auxiliary
equation of the associated homogeneous equation is
an? + bm +e=0.
(@) If k is not a root of the auxiliary equation, show
that we can find a particular solution of the form
yp = AeM, where A = 1/(a + bk +c).
() If kiss root of the auxiliary equation of mukiplieity
‘one, show that we can find & particular solution of
the form yp Axe", where A= 1/Cak+ 0).
Explain how we know that # # ~b/Qa).
(© Iisa root ofthe auxiliary equation of multiplicity
‘wo, show that we can find apaticular solution ofthe
formy = Axe, where A = 1/(22).
44. Discuss how the method of this section can be used
to find a particular solution of y" += sin x cos 2x.
Carry out your idea.
CHAPTER 4 HIGHER-ORDER DIFFERENTIAL EQUATIONS.
45, Without solving, match a solution curve of y" ++ y = fla)
shown in the figure with one of the following functions:
@ f@)=1,
iid f@) > e,
(0) fe) =e sin x,
(i) fle) = sins.
Briefly discuss your reasoning.
a
@ y
Lara
FIGURE 4.4.1 Solution curve
@) ”
FIGURE 4.4.2 Solution curve
©
=
FIGURE 4.4.3. Solution curve
@
=
FIGURE 4.4.4 Solution curve
‘Computer Lab Assignments
Jn Problems 46 and 47 find a particular solution of the given
difforential equation, Use a CAS as an aid in carrying out
differentiations, simplifications, and algebra.
46," — dy! + By = (2x? ~ 3x)e% 008 2
4+ (10x? ~ x = Te* sin 2x
47, yO Dy" + y = 2eosx~ 3x sin0
o
fa) y2
[2] EXERCISES 4.6
In Problems 1-18 solve cach differential equation by varia-
tion of parameters,
Ly by seer
3. y by = sinx
2. yh ty =tanx
4. yh ty = sec 0 tan
4 VARIATION OF PARAMETERS #161
where the uj, k= 1,2, ,.. nae determined by the equations
Mitt Ya bh + Yl =O
yin yn tee yan = 0
: «ay
+ guy = £6).
‘The first ~ 1 equations inthis system, like ye} + you = O in (8) are assumptions
that ate made 0 simplify the resulting equation after yp = u(x)yi(2) += 4
us(2)yn(2) is substituted in (13). In this case Cramer's Rule gives
fa + +
path RED my
wv
where Wis the Wronskian of yi, 92...» Ye and Weis the determinant obtained by
replacing the kth column of the Wronskian by the column consisting of the right-
‘hand side of (14) that is, the column consisting of (0, 0, . .. ,/{x)). When n = 2,
wwe get (9). When n = 3, the particular solution is yp = my: + way2 + ways, where
‘ys Jn andy constitute a linearly independent set of solutions of the associated
homogeneous DE and 1,12, uy ate determined from
A pe Wa
wl ao 4-3 as)
5 ny 0 9 ny 2 0 pi m9
yf We= [i 0 os, We= [yi os 0], and w= |x ye»).
¥ bi fa v8 bi yf fo) i vk
See Problems 25-28 in Exercises 4.6,
REMARKS
@ Vatiaion of parameters has a distinct advantage over the method of
‘undetermined eoeficients in that it will always yield a particalar solution yp
provided that the associated homogeneous equation ean be solved: The pre-
‘ent method isnot limited toa Function /() that is a combination of the four
types listed oit page 140. As we shall see in the next scetion, variation of
Parameter, unlike undetermined coefficients, is applicable 0 linear DBs
| with variable coefficients,
“> (@ Inthe problems that follow, do. not hesitate to simplify the form of yp.
| Depending on how the antiderivatives of u; and ware found, you might not
| obiuin the same yas give inthe answer section, For example, in Problein 3
| im Bxercises 4.6 both 9, =F sin x xcos xand yp = [sin x} xcose
ate yal answers nether cae the general solution y= y+ yp simplifies
e) e084 4 cy sin y = Loos 4. Why?
[Ansivers to selected odd-numbered problems begin on page ANS-6.
6 y+ y= sect
8 y"—y= sinh 2x162 ¢
ML yt 4 By ay =
12 y"—2y +y lee
13. y" + 3y’ + 2y = sin e*
14. y= 29! ty =e" arctan
15. y" + 2y' t=
16, 2y" + 2y + y= 4a
17, 3y" ~ 6)" + 6y=
18. 4y"—4y by
"Ine
e sec x
etyine
In Problems 19-22 solve each differential equation by
variation of parameters, subject t0 the initial conditions
yO) = 1, y'0) = 0.
19, dy" —y = xe
20. 2h ty! yx tl
2A, yl + 29! — By = 20% — em
‘CHAPTER 4 HIGHER-ORDER DIFFERENTIAL EQUATIONS
24, xy" xy! + y = seo(Inx);
yi = cos(hn x), yo = sin(ln.x)
In Problems 25-28 solve the given third-order differential
‘equation by variation of parameters.
28. "ty" = tan
26, y" + dy" = soc De
21, yh — Dy" = yh 4
28, y" — 3y" + 2y"
Discussion Problems
In Problems 29 and 30 discuss how the methods of unde-
termined coefficients and variation of parameters ean be
combined to solve the given differential equation, Carry out
vyour ideas,
29, 3y" — Gy! + 30y = 1S sine + ef tan 3x.
30, "= 2y! Hyde — Spates
31, What are the intervals of definition of the general solu-
tions in Problems 1, 7,9, and 18? Discuss why the inter
val of defitition ofthe general solution in Problem 24 is
not (0, »).
22, y" = Ay! + dy = (12x? ~ 6r)e*
In Problems 23 and 24 the indicated functions are known lin
eatly independent solutions of the associated homogeneous
Gitferetia equation on (0, ©), Find the general solution of
the given nonhomogeneous equation,
32 Find the general solution of x4y" + xy! ~ 4x4
given that y; = x” is a solution of the associated homo-
eneous equation,
a ty tnt
ye ATH 008.5 yo =? sin x
47 _ CAUCHY-EULER EQUATION.
"REVIEW MATERIAL
* Review econo of he airy cotion in Seton 43
INTRODUCTION The same sitive eae with which we wore able to find explicit slutons of
higher-order tinear differential equations wih constant coefficients in the preceding sections does
ot, in general, Canty over fo linear equations with variable coefficients, We stall see in Chapter 6
that when a linear DB has variable coefticients, the best that wo can usually expect is to find a
soltion in the form ofan infinite series, However, the type of differential equation that we consider
in this seetion is an exception to this rule; iis linear equation with variable coefficients whose
{general solution can always be expressed in terms of powets of x, sines, cosines, and logarithmic
functions. Moreover, its inetd of solution is quite similar o that for constant-coefficient equations
in that an auxiliary equation ‘must be solved
= Cauchy-Euler Equation A linear dffecential equation of the form
ay
+ aye + aay = B604.10 NONLINEAR DIFFERENTIAL EQUATIONS © 189
EXERCISES 4.10
Anaivers 1 selected oda-mumbered problems begin on page ANS-7.
Jn Problems 1 and 2 verify that y; and y. are solutions of the
given differential equation but that y= cyy1 + cays is, im
‘general, not a solution,
LOWRY, y= ehya= cosx
1 :
Qo" =FOI w= hye
In Problems 3-8 solve the given differential equation by
using the substitution u =
3 HOP +
5. ay" FOF =0
Ty FBO =0
Tn Problems 9 and 10 solve the given initial-value problem,
9% 2y’y" = 1,9) = 2Y'O =
10, y" +P = 0,9) = 4 y= 2
AL. Consider the initial-value problem
yi tyy =O, (0) = 1 yO) = =I
(@) Use the DE and a nomerical solver to graph the
solution curve,
(b) Find an explicit solution of the IVP. Use a graphing
utility to graph this solution,
(© Find an interval of definition for the solution in
att (b.
12, Find two solutions of the initial-value problem
1
‘Use a numerical solver to graph the solution curves.
OF + OF
‘nProblems 13 and 14 show that the substitation « =" leads
toa Bemoulli equation. Solve this equation (see Section 2.5)
1 ay" = +P 14, ay" =y' $29"
In Problems 15-18 proceed as in Example 3 and obtain the
first six nonzero terma of a ‘Taylor series solution, centered
at 0, of the given initial-value problem, Use a numerical
solver and a graphing utility to compare the solution curve
withthe graph ofthe Taylor polynomial
xt, YO=LYO=1
16, ytY= 1, YO =BYO=3
2% (0) = 0,y'0) = 1
19, In calculus the curvature of a curve that is defined by @
function y = f(x) is defined as
+
ind y= fe) for which « = 1. Hint: For
ignore constants of integration]
Discussion Problems
20, In Problem | we saw that cos and e* were solutions of
the nonlinear equation (y")? — y= 0. Verify that sin x
and e-* are also solutions, Without attempting to solve the
differential equation, discuss how these explicit solutions,
can be found by using knowledge about linear equations.
Without attempting to verify, discuss why the linear
‘combinations y = cje* + oye * + csc0s.x + casinxand,
y = exe™™ + cg sin x ate not, in general, solutions, but
the two special linear combinations y = cye" + c2e™*
and y = ¢3 008 x + cg sin x must satisfy the differentiat
equation.
21. Discuss how the method of reduction of onder con-
sidered inthis section can be applied tothe thin-order
differential equation 9" = Vi + GPF. Camry aut your
ideas and solve the equation.
22, Discuss how to find an altemative two-parameter farn-
ily of solutions forthe nonlinear differential equation
3° = 2x(y/} in Example 1. (fine: Suppose thet —c is
‘sed as the constant of integration instead of +2]
Mathematical Models
23, Motion in a Fores Field A mathematical model for
the position 2(0) of a body moving reetilinearly on the
_x-axis in an inverse-square force field is given by
a
ae
Suppose that at ¢~ 0 the body starts from rest from the
position x=.x9, x9> 0. Show that the velocity of
the body at time + is given by v= 241 /x ~ 1/20)
‘Use the last expression and a CAS to carry out the inte~
‘gration to express time in terms of x
24, A mathematical model for the position x(#) of a moving
@x
Get sine m0
‘Use a numerical solver to graphically investigate the so-
lutions of the equation subject to x(0) = 0, x"(0) = xn