4.9 HW 9

  4.9.1 Problems listing
  4.9.2 Problem 1 (10.2.8)
  4.9.3 Problem 2 (10.2.11)
  4.9.4 Problem 3 (10.3.5)
  4.9.5 Problem 4 (10.3.8)
  4.9.6 Problem 5 (10.3.9)
  4.9.7 key solution for HW 9

4.9.1 Problems listing

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4.9.2 Problem 1 (10.2.8)

   4.9.2.1 Part 1
   4.9.2.2 Part 2
   4.9.2.3 Part 3
   4.9.2.4 Part 4

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Figure 4.25:Problem statement

Solution

4.9.2.1 Part 1

The ode to solve is (1)x(t)+2x(t)+x(t)=0x(0)=1x(0)=0

This is a constant coefficient ODE. Assuming the solution has the form x=Aeλt and substituting this back in (1) gives the characteristic equation (the constant A drops out)λ2eλt+2λeλt+eλt=0(λ2+42λ+1)eλt=0

Since eλt0, the above givesλ2+2λ+1=0(λ+1)2=0

Therefore λ=1. (double root). Since the root is double, then the basis solutions are x1(t)=eλt,x2(t)=teλt and the general solution is a linear combination of these basis solutions. Therefore the general solution is(2)x(t)=Aet+Btet The constants A,B are found from initial conditions. At t=0 and using x(0)=1 gives(3)1=A Solution (2) becomes(4)x(t)=et+Btet Taking derivative of (4) givesx(t)=et+BetBtet Using x(0)=0 on the above gives0=1+B(5)B=1

Substituting (3,5) in (4) gives the final solutionx(t)=et+tet=(1+t)et

4.9.2.2 Part 2

The ode to solve is x(t)+x(t)=0 As was done in the above part, substituting x=Aeλt in the above and simplifying gives the characteristic equationλ4+1=0 Hence the roots are λ4=1 or λ4=eiπ2. There are 4 roots that divide the unit circle equally, each is 90 degrees phase shifted (anti clockwise)from the other, starting from first root at phase π2=45 degrees. Hence the roots areλ1=cos(45)+isin(45)λ2=cos(45)+isin(45)λ3=cos(135)+isin(135)λ4=cos(225)+isin(225)

orλ1=22i22λ2=22+i22λ3=22+i22λ4=22i22

Therefore the basis solutions are x1(t)=e(22i22)tx2(t)=e(22+i22)tx3(t)=e(22+i22)tx4(t)=e(22i22)t

The general solution is linear combination of the above basis solutions, which becomesx(t)=c1e(22i22)t+c2e(22+i22)t+c3e(22+i22)t+c4e(22i22)t=c1e22tei22t+c2e22tei22t+c3e22tei22t+c4e22tei22t=e22t(c1ei22t+c2ei22t)+e22t(c3ei22t+c4ei22t)

Using Euler relation, the above can be rewritten asx(t)=e22t(c1sin(22t)+c2cos(22t))+e22t(c3sin(22t)+c4cos(22t))

4.9.2.3 Part 3

The ode to solve is x(t)3x(t)9x(t)5x(t)=0 As was done in the above part, substituting x=Aeλt in the above and simplifying gives the characteristic equationλ33λ29λ5=0 Since one root is 5, then the above can be written as(λ5)(Δ)=0 Where Δ=λ33λ29λ5λ5 Using long division givesΔ=(λ+1)2 Therefore the roots of the characteristic equation areλ1=5λ2=1λ3=1

roots λ2,λ3 are the same. λ=1 is a double root. Therefore the basis solutions arex1(t)=e5tx2(t)=etx3(t)=tet

Where t multiplies the last basis x3(t) due to the double root. The general solution is linear combination of the above basis solutions, which givesx(t)=c1x1(t)+c2x2(t)+c3x3(t)=c1e5t+c2et+c3tet

4.9.2.4 Part 4

The ode to solve is (D+1)2(D4256)x(t)=0 This has the characteristic equation equation (λ+1)2(λ4256)=0. The roots of (λ4256) are given by λ4=256. Let λ2=ω. Therefore ω2=256 which gives ω=±16.

When ω=16, then λ2=16 which gives λ=±4 and when ω=16, then λ2=16 which gives λ=±4i.

The other part (λ+1)2=0 gives λ=1, double root. Therefore the roots of the characteristic equation areλ1=4λ2=4λ3=4iλ4=4iλ5=1λ6=1

Root λ=1 is a double root. Therefore the basis solutions asx1(t)=e4tx2(t)=e4tx3(t)=e4itx4(t)=e4itx5(t)=etx6(t)=tet

Where t was multiplied by et in x6(t) since the root is double. The solution is linear combination of the above basis solutions, which givesx(t)=c1x1(t)+c2x2(t)+c3x3(t)+c4x4(t)+c5x5(t)+c6x6(t)=c1e4t+c2e4t+c3e4it+c4e4it+c5et+c6tet=et(c5+tc6)+c1e4t+c2e4t+c3sin(4t)+c4cos(4t)

Where Euler relation was used in the last step above to rewrite c3e4it+c4e4it.

4.9.3 Problem 2 (10.2.11)

   4.9.3.1 Part 1
   4.9.3.2 Part 2
   4.9.3.3 Part 3
   4.9.3.4 Part 4

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Figure 4.26:Problem statement

Solution

4.9.3.1 Part 1

The ode to solve is (1)yy2y=e2x This is second order constant coefficients inhomogeneous ODE. The general solution is (2)y(x)=yh(x)+yp(x) Where yh(x) is the solution to yy2y=0 and yp(x) is any particular solution to yy2y=e2x. The homogenous solution is found using the characteristic polynomial method as was done in the above problems.  Substituting y=Aeλx in yy2y=0 and simplifying givesλ2λ2=0(λ+1)(λ2)=0

The roots are λ1=1,λ2=2. Therefore the basis solutions are (3)y1(x)=exy1(x)=e2x

Hence yh(x) is linear combination of the above, which givesyh(x)=c1ex+c2e2x The particular solution is now found. Assuming yp=Ae2x. But e2x is a basis solution of the homogeneous ode. Therefore yp is multiplied by x giving yp=Axe2x Substituting this back in (1) and solving for A givesyp=Ae2x+2Axe2xyp=2Ae2x+2Ae2x+4Axe2x=4Ae2x+4Axe2x

Eq (1) becomes(4Ae2x+4Axe2x)(Ae2x+2Axe2x)2(Axe2x)=e2x4Ae2x+4Axe2xAe2x2Axe2x2Axe2x=e2x4A+4AxA2Ax2Ax=13A=1A=13

Hence the particular solution isyp(x)=13xe2x Therefore from (2) the general solution is(4)y(x)=c1ex+c2e2x+13xe2x c1,c2 are now found from initial conditions. At x=0, (4) becomes(5)1=c1+c2 Taking derivative of (4) givesy(x)=c1ex+2c2e2x+13e2x+23xe2x At x=0 the above gives(6)0=c1+2c2+13 Eq (5,6) are now solved for c1,c2. From (5) c1=1c2 Substituting this back in (6) gives0=(1c2)+2c2+13c2=29

Therefore c1=129=79. The final solution (4) becomesy(x)=79ex+29e2x+13xe2x

4.9.3.2 Part 2

The ode to solve is (1)y2y+y=2cosx This is second order constant coefficients inhomogeneous ODE. Hence the general solution is (2)y(x)=yh(x)+yp(x) Where yh(x) is the solution to y2y+y=0 and yp(x) is any particular solution to y2y+y=2cosx. The homogenous is found using the characteristic polynomial method.  Substituting y=Aeλx in y2y+y=0 and simplifying givesλ22λ+1=0(λ1)(λ1)=0

roots are λ1=1,λ2=1. (double root). The basis solutions are therefore(3)y1(x)=exy1(x)=xex

yh(x) is linear combination of the the above which givesyh(x)=c1ex+c2xex The particular solution is now found. Assuming yp=Acosx. Taking all derivatives of this solution gives the set {cosx,sinx}. Therefore yp=Acosx+Bsinx Substituting this back in (1) to solve for A,B givesyp=Asinx+Bcosxyp=AcosxBsinx

Hence (1) becomesyp2yp+yp=2cosx(AcosxBsinx)2(Asinx+Bcosx)+(Acosx+Bsinx)=2cosxAcosxBsinx+2Asinx2Bcosx+Acosx+Bsinx=2cosxcosx(A2B+A)+sinx(B+2A+B)=2cosx2Bcosx+2Asinx=2cosx

Hence A=0 and B=1. Therefore the particular solution isyp(x)=sinx Eq (2) becomes(4)y(x)=c1ex+c2xexsinx c1,c2 are now found from initial conditions. At x=0, (4) becomes(5)1=c1 The solution (4) becomes(6)y(x)=ex+c2xexsinx Taking derivative of (6) givesy(x)=ex+c2ex+c2xexcosx At x=0 the above gives(6)0=1+c21 Therefore c2=0 and now Eq (6) gives the final solution asy(x)=exsinx

4.9.3.3 Part 3

The ode to solve is (1)y+16y=16cos4x This is second order constant coefficients inhomogeneous ODE. Hence the general solution is (2)y(x)=yh(x)+yp(x) Where yh(x) is the solution to y+16y=0 and yp(x) is any particular solution to y+16y=16cos4x. The homogenous is found using the characteristic polynomial method.  Substituting y=Aeλx in y+16y=0 and simplifying givesλ2+16=0λ=±4i

The roots are λ1=4i,λ2=4i. The basis solutions are therefore(3)y1(x)=ei4xy2(x)=ei4x

Therefore yh(x) is linear combination of the the above. yh(x)=c1ei4x+c2ei4x Which can be written, using Euler formula asyh(x)=c1cos4x+c2sin4x The particular solution is now found. Assuming yp=Acos4x. Taking all derivatives of this, the basis for yp becomes {cos4x,sin4x}. But cos4x is a basis of yh. Therefore this set is multiplied by x. The whole set is multiplied by x and not just cos4x because the set was generated by taking derivative of cos4x.

The basis set for yp now becomes {xcos4x,xsin4x}. Hence yp is linear combination of these basis, giving trial yp as(4)yp=Axcos4x+Bxsin4x Thereforeyp=(Acos4x4Axsin4x)+(Bsin4x+4Bxcos4x)yp=(4Asin4x4Asin4x16Axcos4x)+(4Bcos4x+4Bcos4x16Bxsin4x)=8Asin4x16Axcos4x+8Bcos4x16Bxsin4x

Substituting the above back in (1) gives(8Asin4x16Axcos4x+8Bcos4x16Bxsin4x)+16(Axcos4x+Bxsin4x)=16cos4xsin4x(8A16Bx+16Bx)+cos4x(16Ax+8B+16Ax)=16cos4x

Hence16Ax+8B+16Ax=168A16Bx+16Bx=0

Or8B=168A=0

First equation gives B=2. Second equation gives A=0. Therefore the particular solution (4) becomesyp=2xsin4x From (2), the general solution becomesy(x)=yh(x)+yp(x)(5)=c1cos4x+c2sin4x+2xsin4x

c1,c2 are now found from initial conditions. At x=0, (5) becomes1=c1 Hence the solution (5) becomes(6)y(x)=cos4x+c2sin4x+2xsin4x Taking derivative of the abovey(x)=4sin4x+4c2cos4x+2sin4x+8xcos4x At t=0 the above gives0=4c2 Hence c2=0 and the final solution (6) becomesy(x)=cos4x+2xsin4x

4.9.3.4 Part 4

The ode to solve is (1)yy=coshx This is second order constant coefficients inhomogeneous ODE. Hence the general solution is (2)y(x)=yh(x)+yp(x) Where yh(x) is the solution to y+y=0 and yp(x) is any particular solution to y+y=coshx. The homogenous is found using the characteristic polynomial method.  Substituting y=Aeλx in y+y=0 and simplifying givesλ21=0λ=±1

roots are λ1=1,λ2=1. The basis solutions are therefore(3)y1(x)=exy2(x)=ex

Therefore yh(x) is linear combination of the the above. yh(x)=c1ex+c2ex Which can be written, using Euler formula asyh(x)=c1coshx+c2sinhx The particular solution is now found. Assuming yp=Acoshx. Taking all derivatives of this, the basis for yp becomes {coshx,sinhx}. But coshx is basis of yh. Therefore this set is multiplied by x. The whole set is multiplied by x and not just coshx because the set was generated by taking derivative of coshx.

The basis set for yp becomes {xcoshx,xsinhx}. Hence yp is linear combination of these basis, giving trial yp as(4)yp=Axcoshx+Bxsinhx Thereforeyp=Acoshx+Axsinhx+Bsinhx+Bxcoshxyp=Asinhx+Asinhx+Axcoshx+Bcoshx+Bcoshx+Bxsinhx=2Asinhx+Axcoshx+2Bcoshx+Bxsinhx

Substituting the above back in (1) gives(2Asinhx+Axcoshx+2Bcoshx+Bxsinhx)(Axcoshx+Bxsinhx)=coshxsinhx(2A+BxBx)+coshx(Ax+2BAx)=coshx

Hence2B=12A=0

Therefore B=12,A=0 and (4) becomesyp=12xsinhx From (2), the general solution becomesy(x)=yh(x)+yp(x)(5)=c1coshx+c2sinhx+12xsinhx

c1,c2 are now found from initial conditions. At x=0, (5) becomes1=c1 Hence the solution (5) becomes(6)y(x)=coshx+c2sinhx+12xsinhx Taking derivative of the abovey(x)=sinhx+c2coshx+12sinhx+12xcoshx At t=0 the above gives0=c2coshx Hence c2=0 and the final solution (6) becomesy(x)=coshx+12xsinhx

4.9.4 Problem 3 (10.3.5)

Solve x2y+2xy=sinhx with y(1)=2

Solution

Dividing by x0y+2yx=sinhxx2 The integrating factor is I=e2xdx=e2lnx=x2. Multiplying both sides by this integration factor makes the left side a complete differentialddx(yx2)=x2sinhxx2ddx(yx2)=sinhx

Integrating givesyx2=sinhxdx+Cyx2=coshx+C(1)y=coshxx2+Cx2

At x=1 the above becomes2=cosh1+CC=2cosh1

Hence the solution (1) becomesy(x)=coshxx2+2cosh1x2=1x2(coshx+2cosh1)

Where x0

4.9.5 Problem 4 (10.3.8)

Solve (1+x2)y=1+xy Solution

y=1+xy1+x2=11+x2+xy1+x2

Therefore(1)yyx1+x2=11+x2 This is linear in y first order ODE. It has the form y+p(x)y=q(x). The integration factor is I=ep(x)dx=ex1+x2dx

But x1+x2dx=12ln(1+x2). ThereforeI=e12ln(1+x2)=eln(1+x2)12=(1+x2)12=11+x2

Multiplying both sides of (1) by this integrating factor makes the left side a complete differentialddx(y11+x2)=11+x211+x2ddx(y11+x2)=1(1+x2)32=(1+x2)32

Integrating gives(2)y11+x2=(1+x2)32dx+C To integrate 1(1+x2)32dx, let x=tanu, then dx=(1+tan2u)du. Hence1(1+x2)32dx=1(1+tan2u)32(1+tan2u)du=1(1+tan2u)12du=1(1+sin2ucos2u)12du=cosu(cos2u+sin2u)12du=cosu du=sinu

But sinu=sinucosu1+sin2ucos2u=tanu1+tan2u=x1+x2. Hence 1(1+x2)32dx=x1+x2 Therefore the final solution (2) becomesy11+x2=x1+x2+C(3)y=x+C1+x2

4.9.6 Problem 5 (10.3.9)

   4.9.6.1 Part a
   4.9.6.2 Part b

Solve (a) y+xy=xy2 (b) 3xy+y+x2y4=0

Solution

4.9.6.1 Part a

The ode has the formy+p(x)y=q(x)ym Where p(x)=x,q(x)=x and m=2. Therefore this is Bernoulli ODE. The first step is to divide throughout by ym=y2 which gives(1)yy2+p(x)y1=q(x) Setting (2)v(x)=y1 Taking derivatives of the above w.r.t. x gives (3)v(x)=1y2y(x) Substituting (2,3) into (1) givesv(x)+p(x)v(x)=q(x) But here p(x)=x and q(x)=x. The above becomesv(x)+xv(x)=xv(x)xv(x)=x

This is linear ODE in v(x). The integrating factor is exdx=ex22. Multiplying both sides of the above by this integrating factor makes the left side a complete differentialddx(vex22)=xex22 Integrating gives(4)vex22=xex22dx+C To integrate xex22dx, let u=x2. Then du=2xdx. Substituting givesxex22dx=xeu2du2x=12eu2du=12eu212=eu2

But u=x2. Thereforexex22dx=ex22 Substituting the above in (4) givesvex22=ex22+Cv=1+ex22C

But v=y1, thereforey1=1+ex22Cy(x)=11+ex22C

Where C is constant of integration.

4.9.6.2 Part b

The ode is3xy+y+x2y4=0 Dividing by 3x for x0 givesy+y3x+x3y4=0y+13xy=x3y4

Now this ODE has the Bernoulli form, y+p(x)y=q(x)ym Where p(x)=13x,q(x)=x3 and m=4. Therefore this is Bernoulli ODE. The first step is to divide throughout by ym=y4 which gives(1)yy4+p(x)y3=q(x) Setting (2)v(x)=y3 Taking derivatives of the above w.r.t. x gives (3)v(x)=3y4y(x) Substituting (2,3) into (1) gives13v(x)+p(x)v(x)=q(x) But here p(x)=13x,q(x)=x3. The above becomes13v(x)+13xv(x)=x3v(x)1xv(x)=x

This is linear in v(x). The integrating factor is e1xdx=elnx=1x. Multiplying both sides of the above by this integrating factor make the left side a complete differentialddx(v1x)=1 Integrating givesv1x=x+C(4)v=x2+xC

But v(x)=y3. Therefore the above becomesy3=x2+xCy3(x)=1x2+xC

Ory(x)=(x2+xC)13

4.9.7 key solution for HW 9

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