Problems Differential Equations

Universidad San Pablo - CEU
Dynamic Systems in Biomedical Engineering
Problems
Author:
Second Year Biomedical
Engineering
Supervisor:
Carlos Oscar S. Sorzano
February 10, 2015
Chapter 1
Kreyszig, 1.1.2
Carlos Oscar Sorzano, Aug. 31st, 2014
Solve the ODE
y 0 + xe
Solution:
y0 =
x2
2
=0
x2
dy
= xe 2
dx
By separating variables
dy = xe
x2
2
dx
and integrating
xe
dy =
y = e
x2
2
x2
2
dx
+C
Kreyszig, 1.1.5
Solve the ODE
y 0 = 4ex cos(x)
Solution:
y0 =
dy
= 4ex cos(x)
dx
By separating variables
dy = 4ex cos(x)dx
and integrating
Z
dy =
4ex cos(x)dx
Let's integrate by parts:
I1
2I1
I1
=
=
=
=
=
=
=
=
x
ex cos(x)dx
, dv = cos(x)dx]
R [u = e x
e sin(x) R sin(x)(e dx)
x
ex sin(x) + sin(x)ex dx [u
R = e , dv = sin(x)dx]
x
x
e sin(x) + e ( cos(x))R ( cos(x))(ex dx)
ex sin(x) ex cos(x) cos(x)ex dx
ex sin(x) ex cos(x) I1
ex sin(x) ex cos(x)
ex sin(x)cos(x)
2
Finally
y = 4I1 + C = 2(sin(x) cos(x))ex + C

Kreyszig, 1.1.6
Solve the ODE
y 00 = y
Solution:
Let us try a particular solution of the form
y = ex
y 0 = ex
y 00 = 2 ex
Then, substituting these functions in the ODE
2 ex = ex
2 = 1 = i
So the two functions
y1 = eix
and
y2 = eix
are solutions of the ODE. Actually, any function of the form
y = c1 y1 + c2 y2 = c1 eix + c2 eix
is also a solution. In fact, it is the general solution of the ODE. Let us check
this statement
y 0 = ic1 eix ic2 eix

y 00 = c1 eix c2 eix
Substituting in the ODE
y 00 = y
c1 eix c2 eix = (c1 eix + c2 eix )
As can be easily seen the function
y = c1 eix + c2 eix + C
with
C 6= 0
is not a solution of the ODE
c1 eix c2 eix 6= (c1 eix + c2 eix + C)

Kreyszig, 1.1.7
Solve the ODE
y 0 = cosh(5.13x)
Solution:
To solve the proposed ODE we rewrite it as
dy
= cosh(5.13x)
dx
2
Consequently
dy = cosh(5.13x)dx
Integrating
Z
dy =
y=
cosh(5.13x)dx
1
sinh(5.13x) + C
5.13
Kreyszig, 1.1.8
Solve the ODE
y 000 = e0.2x
Solution:
Let us dene
y1 = y 0
y2 = y10 = y 00
Then the ODE can be rewritten as
y20 = e0.2x
whose solution is
dy2 = e0.2x dx
y2 =
1 0.2x
e
+ c1 = 5e0.2x + c1
0.2
Now we solve the equation
y10 = y2 = 5e0.2x + c1
dy1 = (5e0.2x + c1 )dx
y1 = 25e0.2x + c1 x + c2
And, nally, the equation
y 0 = y1 = 25e0.2x + c1 x + c2
dy = (25e0.2x + c1 x + c2 )dx
c1
y = 125e0.2x + x2 + c2 x + c3
2
Since
c1
is an arbitrary constant, we can absorb the
1
2 factor into
general solution is
y = 125e0.2x + c1 x2 + c2 x + c3
Kreyszig, 1.1.10
c1 , so that the
1. Verify that
y = ce2.5x
is a solution of the ODE
y 0 + 5xy = 0
2. Determine from
initial condition
y the particular
y(0) = .
solution of the ODE that satises the
3. Graph the solution of the IVP.
Solution:
1. Let us calculate
y0
and substitute it into the ODE

2
y 0 = 5cxe2.5x

2
2
5cxe2.5x + 5x ce2.5x = 0
2
5cxe2.5x + 5cxe2.5x = 0
0=0
So
is actually a solution of the ODE.
2. To satisfy the initial condition we need

2
y(0) = = ce2.5(0) = ce0 = c

that is, we need
c = .
The particular solution fullling the initial condi-
tion is
2
yp = e2.5x
3. In MATLAB:
x=[-3:0.001:3]; plot(x,pi*exp(-2.5*x.2)); xlabel('x');

3.5
2.5
1.5
0.5
0
3
0
x
Kreyszig, 1.1.12
1. Verify that
y 2 4x2 = C
yy 0 = 4x
2. Determine from
initial condition
y the particular
y(1) = 4.
solution of the ODE that satises the
3. Graph the solution of the IVP.
Solution:
1. Let us dierentiate the equation dening the implicit function
Dx (y 2 4x2 = C)
2yy 0 8x = 0
yy 0 = 4x
that is exactly the ODE, so the implicit function dened by
y 2 4x2 = C
is actually a solution of the proposed ODE.

2. To satisfy the initial condition
y(1) = 4
we need
y 2 4x2 = C
(4)2 4(1)2 = C
C = 16 4 = 12
So the particular solution satisfying the given initial condition is
yp2 4x2 = 12
3. In MATLAB:
h=ezplot('y.2-4*x.2-12',[-3 3 -10 10]);

set(h,'Color','b')
y24 x212 = 0
10
8
6
4
2
0
2
4
6
8
10
3
0
x
Kreyszig, 1.1.16
An ODE may sometimes have an additional solution that cannot be obtained

from the general solution and is then called a
(y 0 )2 xy 0 + y = 0
is of this kind.
that it has the general solution
singular solution.
The ODE
Show by dierentiation and substitution
y = cx c2
and the singular solution
y = 14 x2 .
Explain the following gure.
Solution:
Let us calculate the derivative of the proposed solution
y = cx c2 y 0 = c
(y 0 )2 xy 0 + y = 0
(c)2 x(c) + (cx c2 ) = 0
0=0
So the proposed solution is a solution of the ODE. However, the function
y=
1 2
4 x is also a solution as can be easily veried
1 2
1
x y0 = x
4
2
y=
(y 0 )2 xy 0 + y = 0

2
1
1 2
1
x x
x +
x =0
2
2
4
1 2 1 2 1 2
x x + x =0
4
2
4
0=0
The explanation of the proposed gure is the following.
correspond to dierent values of
The dierent lines
in the general solution
y = cx c2
The function
y = 41 x2
is the upper envelope of all these functions.
Kreyszig, 1.1.18
228
Radium 88 Ra has a half-life of about 3.6 days.

1. Given 1 gram, how much will still be present after 1 day?
2. After 1 year?
Solution:
Radioactive desintegration responds to the linear ODE
dA
= Kt
dt
whose general solution is
A(t) = A(0)eKt
Note that the units of
are
[time1 ].
t>0
We can also write the general solution
as
A(t) = A(0)e
where the units of
are now
t>0
[time].
A half-life of 3.6 days implies that
A(3.6) =
3.6
A(0)
= A(0)e
2
log(2) =
=
3.6
3.6
= 5.1937[days]
log(2)
At this point we can answer the two questions:

1. After 1 day there is:
2. After 1 year there is:
A(1) = A(0)e = 1e 5.1937 = 0.8249[g].

A(365) = A(0)e
365
365
= 1e 5.1937 = 3 1031 [g].
Kreyszig, 1.1.19
In dropping a stone or an iron ball, air resistance is practically negligible.

Experiments show that the acceleration of the motion is constant (equal to
g = 9.80[m/s2 ], called the acceleration of gravity). Model this as an ODE for

y(t), the distance fallen as a function of time t. If the motion starts at time
t = 0 from rest (i.e., with velocity v = y 0 = 0), show that you obtain the familiar
law of free fall
y=
Solution:
1 2
gt
2
Let us understand the physical meaning of each of the variables
involved:
y(t)
y 0 (t)
is the distance fallen at time
is the speed of the object at time
y 00 (t)
is its acceleration at time
The fact that acceleration is constant along the fall implies
y 00 = g
Let us dene the variable
v = y0
Then, the free fall ODE can be written as
v0 = g
dv = gdt
v = gt + c
But the object is at rest at
t = 0,
that is
v(0) = 0 = g(0) + c c = 0
Now we solve the equation
v = y0
for
y
dy = vdt = gtdt
1
y = gt2 + c
2
At time
t=0
the object had not moved, that is
y(0) = 0 =
1
g(0)2 + c c = 0
2
Finally, the solution of the falling ODE is
1 2
gt
2
y=
Kreyszig, 1.2.4
Graph a direction eld (by a CAS or by hand) for the ODE
y 0 = 2y y 2
In the eld graph several solution curves by hand, particularly those passing
through the points
Solution:
(0, 0), (0, 1), (0, 2), (0, 3).
In MATLAB
[x,y]=meshgrid(-1:0.25:5,-2:0.25:4);
f = @(x,y) 2*y-y.2;
dy=feval(f,x,y);
dx=ones(size(dy));
quiver(x,y,dx,dy);
axis([-1 5 -2 4])
8
xlabel('x')
ylabel('y')
hold on
% (0,0)
[xa,ya] = ode45(f,[0,5],0);
[xb,yb] = ode45(f,[0,-1],0);
plot(xa,ya,'b','LineWidth',2)
plot(xb,yb,'b','LineWidth',2)
% (0,1)
[xa,ya] = ode45(f,[0,5],1);
[xb,yb] = ode45(f,[0,-1],1);
plot(xa,ya,'r','LineWidth',2)
plot(xb,yb,'r','LineWidth',2)
% (0,2)
[xa,ya] = ode45(f,[0,5],2);
[xb,yb] = ode45(f,[0,-1],2);
plot(xa,ya,'k','LineWidth',2)
plot(xb,yb,'k','LineWidth',2)
% (0,3)
[xa,ya] = ode45(f,[0,5],3);
[xb,yb] = ode45(f,[0,-1],3);
plot(xa,ya,'g','LineWidth',2)
plot(xb,yb,'g','LineWidth',2)
2
1
2
x
Kreyszig, 1.2.5
Graph a direction eld (by a CAS or by hand) for the ODE
y0 = x
1
y
In the eld graph several solution curves by hand, particularly that one passing
through the point
Solution:
(1, 12 ).
In MATLAB
[x,y]=meshgrid(-2:0.15:2,0.15:0.15:2);
f = @(x,y) x-1./y;
dy=feval(f,x,y);
dx=ones(size(dy));
quiver(x,y,dx,dy);
axis([-2 2 0.15 2])
xlabel('x')
ylabel('y')
hold on
% (1,0.5) [xa,ya] = ode45(f,[1,1.2],0.5);
[xb,yb] = ode45(f,[1,-2],0.5);
plot(xa,ya,'r','LineWidth',2)
plot(xb,yb,'r','LineWidth',2)
2
1.8
1.6
1.4
1.2
1
0.8
0.6
0.4
0.2
2
1.5
0.5
0
x
0.5
1.5
Kreyszig, 1.2.11
An ODE is autonomous if it does not show

explicitly in
f
y 0 = f (x, y)
For instance,
y 0 = sin2 (y)
10
(the independent variable)
y 0 = 5y 2
What will the level curves
f (x, y) = const
(also called
isoclines, of equal incli-
nation) of an autonomous ODE look like? Give reason.
Solution:
They are lines parallel to the
x axis,
since all points with the same
have the same inclination (slope of the tangent). For example, for the equation
y 0 = sin2 (y)
we would have in MATLAB
[x,y]=meshgrid(-pi:0.25:pi,-pi:0.25:pi);
f = @(x,y) (sin(y)).2;
dy=feval(f,x,y);
dx=ones(size(dy));
quiver(x,y,dx,dy);
axis([-pi pi -pi pi])
xlabel('x')
ylabel('y')
hold on
% Isoclines
contour(x,y,dy./dx,0.25,'r','LineWidth',2)
contour(x,y,dy./dx,0.75,'g','LineWidth',2)
3
3
0
x
Kreyszig, 1.2.15
Two forces act on a parachutist, the attraction by the earth

mass of person plus equipment,
g = 9.8[m/s2 ]
mg (m
is the
the acceleration of gravity) and
the air resistance, assumed to be proportional to the square of the velocity

Using Newton's second law of motion (mass
11
acceleration
v(t).
resultant of the
forces), set up a model (an ODE for
v(t)).
Graph a direction eld (choosing
and the constant of proportionality equal to 1). Assume that the parachute
opens when
v = 10[m/s].
Graph the corresponding solution in the eld. What is
the limiting velocity? Would the parachute still be sucient if the air resistance
were only proportional to
Solution:
v(t)?
The following equation for the velocity
reects the physical knowl-
edge of the problem
mv 0 = mg v 2
With
m = 1[kg]
and
= 1[N s2 /kg],
we have
v0 = g v2
If the parachute opens at
v = 10[m/s]
it means
v(0) = 10
we would have in MATLAB (see red curve)
[x,v]=meshgrid(0:0.1:2,0:0.5:10);
f = @(x,v) 9.8-v.2;
dv=feval(f,x,v);
dx=ones(size(dv));
quiver(x,v,dx,dv);
axis([0 2 0 10])
xlabel('t')
ylabel('v')
hold on
% Solution
[t10,v10]=ode45(f,[0 2],10);
plot(t10,v10,'r','LineWidth',2)
If the air resistance were proportional to
v(t),
then (see black curve)
v0 = g v
It can be seen that the decrease of speed is much slower:
12
10
9
6
5
4
3
0
0.5
1
t
1.5
Kreyszig, 1.2.17
lvaro Martn Ramos, Dec. 25th, 2014
Apply Euler's method to the ODE
y0 = y
with
h = 0.1
Solution:
y0
y1
y2
y3
...
and
y(0) = 1.
The method applied to this case would give
=
=
=
=
y(0) = 1
y0 + hf (x0 , y0 ) = 1 + 0.1(y0 ) = 1 + 0.1(1) = 1.1
y1 + hf (x1 , y1 ) = 1.1 + 0.1(y1 ) = 1.1 + 0.1(1.1) = 1.21
y2 + hf (x2 , y2 ) = 1.11 + 0.1(y2 ) = 1.21 + 0.1(1.21) = 1.331
Kreyszig, 1.2.20
Apply Euler's method to the ODE
y 0 = 5x4 y 2
with
h = 0.2.
The true solution is
y=
Solution:
y0
y1
y2
y3
y4
...
y(0) = 1
1
(1 + x)5
The method applied to this case would give
= y(0) = 1
= y0 + hf (x0 , y0 ) = 1 + 0.2(5x40 y02 ) = 1 + 0.2(5(0)4 (1)2 ) = 1
= y1 + hf (x1 , y1 ) = 1 + 0.2(5x41 y12 ) = 1 + 0.2(5(0.2)4 (1)2 ) = 0.9984
= 0.9729
= 0.8502
13
In MATLAB
f = @(x,y) -5*x.4.*y.2;
% Euler
y=zeros(10,1);
x=zeros(10,1);
x(1)=0; y(1)=1; % y(0)=1
h=0.2;
for k=1:length(y)-1
y(k+1)=y(k)+h*f(x(k),y(k));
x(k+1)=x(k)+h;
end
% ODE45
[xRK,yRK]=ode45(f,[0,1.8],1);
% True solution
xt=0:0.01:1.8;
yt=1./((xt+1).5);
plot(x,y,xRK,yRK,xt,yt)
legend('Euler solution','Runge-Kutta 45','True solution')
xlabel('x')
ylabel('y')
1
Euler solution h=0.2
RungeKutta 45
True solution
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0.2
0.4
0.6
0.8
1.2
Kreyszig, 1.3.2
Solve
y 3 + y 0 + x3 = 0
14
1.4
1.6
1.8
Solution:
We can rearrange the equation as
x3
y = 3 =
y
0
3
x
y
We see that the equation has the form
y0 = f
y
x
so that it can be reduced to a separable form by making the change of variables
u=
y
y = xu y 0 = u0 x + u
x
1
u0 x + u = 3
u

1
u4 + 1
u0 x = u + 3 =
u
u3
Separating variables
u3
1
du = dx
+1
x
u4
Integrating
Z
1
4
Solving for
u3
du =
4
u +1
1
dx
x
4u3
du = log |x| + C
u4 + 1
u
1
log |u4 + 1| = log |x| + C
4
1
log |u4 + 1| 4 = log |x| + C

C
x
C
u4 + 1 = 4
x
1
|u4 + 1| 4 =
And undoing the change of variable
y 4
x
+1=
C
x4
y 4 + x4 = C
Kreyszig, 1.3.7
Carlos Oscar Sorzano, Nov. 2nd, 2014
Solve
xy 0 = y + 2x3 sin2
15
y
x
y
x =u
y
The change of variables
x = u implies
by making the change of variables
Solution:
y = ux
y 0 = u0 x + u
Substituting in the dierential equation we get
x(u0 x + u) = ux + 2x3 sin2 (u)

x2 u0 = 2x3 sin2 (u)
u0
= 2x
sin2 (u)
du
= 2xdx
sin2 (u)
Integrating we get
1
= x2 + C
tan(u)
1
C x2
1
u = arctan
C x2
tan(u) =
Undoing the change of variable
y = ux = x arctan
1
C x2
Kreyszig, 1.3.8
Solve
y 0 = (y + 4x)2
Solution:
y + 4x = v
y + 4x = v y 0 + 4 = v 0 y 0 = v 0 4
v0 4 = v2
v0 = v2 + 4
v0
=1
v2 + 4
dv
= dx
v2 + 4
Integrating
dv
=
2
v +4
16
Z
dx
1
dv
=x+C
4 ( v2 )2 + 1
Z
1
1
2 dv
=x+C
v 2
2
(2) + 1
1
v
atan = x + C
2
2
Solving for
v
v = 2 tan(2x + C)
Undoing the change of variables
y + 4x = 2 tan(2x + C)
y = 4x + 2 tan(2x + C)
Kreyszig, 1.3.19
If the growth rate of the number of bacteria at any time

to the number present at
is proportional
and doubles in 1 week, how many bacteria can be
expected after 2 weeks? After 4 weeks?
Solution:
The growth rate of the number of bacteria is
A0 (t).
If it is propor-
tional to the number of bacteria, we have
A0 = A
whose solution can be obtained by separating variables
dA = Adt
dA
= dt
A
Integrating
log |A| = t + C
Solving for
A
A = Cet
If the number of bacteria doubles every week, we have
A(t + 7) = 2A(t)
e7
Ce(t+7) = 2Cet
log(2)
=2=
= 0.0990
7
After 2 weeks we will have
A(t + 14) = Ce(t+14) = Cet e14 = A(t)e
log(2)
14
7
= A(t)e2 log(2) = A(t)(elog(2) )2 = A(t)22 = 4A(t)
Similarly, after 4 weeks, we will have
A(t + 28) = A(t)e
log(2)
28
7
= A(t)e4 log(2) = A(t)(elog(2) )4 = A(t)24 = 16A(t)

17
Kreyszig, 1.3.20
1. If the birth rate and death rate of the number of bacteria are proportional
to the number of bacteria present, what is the population as a function of
time.
2. What is the limiting situation for increasing time? Interpret it.
Solution:
1. The following model describes the situation
A0 = b A d A = (b d )A
Similarly to Problem 1.3.19, its solution is
A = Ce(b d )t = A(0)e(b d )t
2. If
b = d ,
the number of bacteria stays stable from
t = 0.
If
the number of bacteria grows exponentially. On the contrary, if
b > d ,
b < d ,
the number of bacteria exponentially decreases to 0.
Kreyszig, 1.3.23
BoyleMariotte's law for ideal gases.

low pressure
V (P )
equals
Solution:
P (and constant temperature)

VP . Solve the model.
Experiments show for a gas at
the rate of change of the volume
The following ODE models the system
V0 =
V
P
V0
1
=
V
P
dV
dP
=
V
P
Integrating

C
log |V | = log |P | + C = log
P
V =
Kreyszig, 1.3.26
18
C
P
Gompertz growth in tumors.

(A
> 0),
where
y(t)
The Gompertz model is
is the mass of tumor cells at time
t.
y 0 = Ay log(y)
The model agrees
well with clinical observations. The declining growth rate with increasing
y>1
corresponds to the fact that cells in the interior of a tumor may die because
of insucient oxygen and nutrients. Use the ODE to discuss the growth and
decline of solutions (tumors) and to nd constant solutions.
Then solve the
ODE.
Solution:
Let us solve the equation
y 0 = Ay log(y)
dy
= Adt
y log(y)
1
y dy
= Adt
log(y)
log | log(y)| = At + C
log(y) = CeAt
y = exp(Cexp(At)) = exp(log(y(0))exp(At))
The following gure shows the growth for
y(0) = 0.01
and
A=1
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
10
t
Kreyszig, 1.4.4
Solve
e3 (dr + 3rd) = 0
Solution:
We rewrite the dierential equation as
e3 dr + 3re3 d = 0
19
15
20
which is of the form
P dr + Qd = 0
To check if it is an exact equation we calculate
P
= 3e3
Q
= 3e3
r
Since both partial derivatives are equal, the equation is exact and we look for a
solution of the form
Z
U=
Z
P dr + C() =
C()
To determine the constant
e3 dr + C() = e3 r + C()
we dierentiate this function with respect to
U
= 3re3 + C 0 ()
and compare it to
Q
3re3 + C 0 () = Q
3re3 + C 0 () = 3re3
C 0 () = 0
Integrating with respect to
C() = C
Finally, the implicit solution of the dierential equation is
e3 r + C = 0
or explicitly
r = Ce3
Kreyszig, 1.4.8
Solve the ODE
ex (cos(y)dx sin(y)dy) = 0
Solution:
We may rewrite the ODE as
ex cos(y)dx ex sin(y)dy = 0
That is of the form
P (x, y)dx + Q(x, y)dy = 0

To see if it is exact we calculate
P
= ex ( sin(y))
y
20
Q
= ex sin(y)
x
Since
P
y
Q
x , the ODE is exact. To nd the solution,
u
=P
x
we integrate
with respect to
u(x, y)
If we now dierentiate
that satises
u
=Q
y
x
ex cos(y)dx = cos(y)ex + C(y)
with respect to
we should obtain
u
= ex ( sin(x)) + C 0 (y) = ex sin(y) C 0 (y) = 0 C(y) = C
y
So the solution to the problem are all functions of the form
u(x, y) = C = cos(y)ex y = acos(Cex )

Kreyszig, 1.4.9
Solve the ODE
e2x (2 cos(y)dx sin(y)dy) = 0
Solution:
e2x 2 cos(y)dx e2x sin(y)dy) = 0

That is of the form
P (x, y)dx + Q(x, y)dy = 0

P
= 2e2x sin(y)
y
Q
= 2e2x sin(y)
x
Since
Q
P
=
x
y
the ODE is exact. To nd the solution,
u,
that satises
u
=P
x
u
=Q
y
we integrate
with respect to
Z
u(x, y) =
e2x 2 cos(y)dx = cos(y)e2x + C(y)
21
If we now dierentiate
with respect to
we should obtain
u
= sin(y)e2x + C 0 (y) = e2x sin(y) C 0 (y) = 0 C(y) = C
y
So the solution to the problem are all functions of the form
u(x, y) = C = cos(y)e2x y = acos(Ce2x )

Kreyszig, 1.4.10
Carlos Oscar Sorzano, Jan. 13th, 2015
Solve the dierential equation
ydx + (y + tan(x + y))dy = 0

knowing that
Solution:
cos(x + y)
is an integrating factor.
Let us multiply the whole equation by
cos(x + y)
y cos(x + y)dx + (y cos(x + y) + sin(x + y))dy = 0

which is of the form
P (x, y)dx + Q(x, y)dy = 0

Let us check if this is an exact equation:
Py =
Qx =
Since
Py = Qx ,
P (x, y)
= cos(x + y) y sin(x + y)
y
Q(x, y)
= y sin(x + y) + cos(x + y)
x
the equation is exact.
We can solve it by integrating with
respect to one of the variables
Z
U (x, y) =
Z
P (x, y)dx =
We now dierentiate
y cos(x + y)dx = y sin(x + y) + C(y)
with respect to
Q(x, y) =
y
U (x, y)
y
y cos(x + y) + sin(x + y) = sin(x + y) + y cos(x + y) + C 0 (y)

C 0 (y) = 0
C(y) = C
Finally, the implicit solution of the dierential equation is
U (x, y) = 0
y sin(x + y) + C = 0
22
Kreyszig, 1.4.11
Solve the ODE
2 cosh(x) cos(y)dx = sinh(x) sin(y)dy
Solution:
2 cosh(x) cos(y)dx sinh(x) sin(y)dy = 0

That is of the form
P (x, y)dx + Q(x, y)dy = 0

P
= 2 cosh(x)( sin(y))
y
Q
= cosh(x) sin(y)
x
Q
P
y 6= x , the ODE is not exact. For nding an integrating factor, we
start by calculating
Since
Py Qx = 2 cosh(x)( sin(y)) ( cosh(x) sin(y)) = cosh(x) sin(y)

We note that
Qx Py
cosh(x) sin(y)
1
=
= tan(y)
P
2 cosh(x) cos(y)
2
y , f (y). The integrating factor comes

Z
1
1
1
tan(y)dy = exp log(cos(y)) = p
F = exp
2
2
cos(y)
is a function of
We now multiply the ODE by the integrating factor
1
p
(2 cosh(x) cos(y)dx sinh(x) sin(y)dy) = 0
cos(y)
p
sin(y)
2 cosh(x) cos(y)dx sinh(x) p
dy = 0
cos(y)
At this point, the ODE is exact.
respect to
We nd its solution by integrating
x
Z
u(x, y) =
p
p
2 cosh(x) cos(y)dx = 2 sinh(x) cos(y) + C(y)
Dierentiating with respect to
we should obtain
FQ
u
sin(y)
sin(y)
= sinh(x) p
+ C 0 (y) = sinh(x) p
C 0 (y) = 0
y
cos(y)
cos(y)
23
with
So the solutions of the ODE are of the form
p
u(x, y) = C = 2 sinh(x) cos(y)
Kreyszig, 1.5.7
Solve the ODE
xy 0 = 2y + x3 ex
Solution:
y0
2
y = x2 ex
x
That is of the form
y 0 + p(x)y = r(x)
This is a linear, non-homogeneous equation, whose solution is given by
Z
yh = eh ( eh rdx + C)
where
h =
h
e
=
R h
e rdx =
R
pdx = x2 dx = 2 log |x|
eR2 log |x| = x2
(x2 )(x2 ex )dx = ex
R
Finally
y = x2 (ex + C)
Kreyszig, 1.5.13
Solve the ODE
y 0 = 6(y 2.5)tanh(1.5x)
Solution:
y 0 6tanh(1.5x)y = 15tanh(1.5x)
That is of the form
y 0 + p(x)y = r(x)
This is a linear, non-homogeneous equation, whose solution is given by
yh = e
Z
( eh rdx + C)
where
h =
h
e
=
R h
e rdx =
= 4 log(cosh(1.5x))
tanh(1.5x)dx = 6 log(cosh(1.5x))
1.5
eR4 log(cosh(1.5x)) = cosh4 (1.5x)
(cosh4 (1.5x))(15tanh(1.5x))dx = cosh2.5
4 (1.5x)
R
pdx = 6
24
Finally
y = cosh4 (1.5x)
2.5
+C
cosh4 (1.5x)
= 2.5 + C cosh4 (1.5x)
Kreyszig, 1.5.15
Let
be the homogeneous problem
y 0 + p(x)y = 0
and
NH
be the non-homogeneous problem
y 0 + p(x)y = r(x)
Show that the sum of two solutions and of the homogeneous equation (H ) is a
solution of (H ), and so is a scalar multiple for any constant
a.
These properties
are not true for the non-homogeneous problem (N H ).
Solution:
Let
y1
and
y2
be two solutions of the homogeneous problem so that
y10 + p(x)y1 = 0
y20 + p(x)y2 = 0
Adding both equations we have
y10 + y20 + p(x)y1 + p(x)y2 = 0

(y1 + y2 )0 + p(x)(y1 + y2 ) = 0
This last equation proves that
y1 + y2
is also a solution of the homogeneous
problem. Similarly if we multiply the rst equation by
we have
a(y10 + p(x)y1 ) = 0
ay10 + ap(x)y1 = 0
(ay1 )0 + p(x)(ay1 ) = 0
which proves that
ay1
is also a solution of the homogeneous problem.
However, this is not true for the non-homogeneous problem. Let us assume
that
y1
and
y2
are solutions of the non-homogeneous problem
y10 + p(x)y1 = r(x)

y20 + p(x)y2 = r(x)
Let us check if
y1 + y2
is also a solution. For doing so, we substitute
y1 + y2
into the ODE
(y1 + y2 )0 + p(x)(y1 + y2 ) = (y10 + p(x)y1 ) + (y20 + p(x)y2 ) = 2r(x) 6= r(x)

The same happens with
ay1
(ay1 )0 + p(x)(ay1 ) = a(y10 + p(x)y1 ) = ar(x) 6= r(x)

25
Kreyszig, 1.5.17
Show that the sum of a solution of the non-homogeneous problem and a

solution of the homogeneous one is a solution of the non-homogeneous problem.
Solution:
Let
yp
be a solution of the non-homogeneous problem
yp0 + p(x)yp = r(x)

and
yh
be a solution of the homogeneous problem
yh0 + p(x)yh = 0
Let us check if
yp + yh
is a solution of the non-homogeneous problem
(yp + yh )0 + p(x)(yp + yh ) = (yp0 + p(x)yp ) + (yh0 + p(x)yh ) = r(x) + 0 = r(x)

That is,
yp + yh
is indeed a solution of the non-homogeneous problem.
Kreyszig, 1.5.18
Show that the dierence of two solutions of the non-homogeneous problem

is a solution of the homogeneous problem.
Solution:
Let
y p1
and
y p2
be two solutions of the non-homogeneous problem
yp0 1 + p(x)yp1 = r(x)

yp0 2 + p(x)yp2 = r(x)
Let us check if
y p1 y p2
is a solution of the homogeneous problem
(yp1 yp2 )0 +p(x)(yp1 yp2 ) = (yp0 1 +p(x)yp1 )(yp0 2 +p(x)yp2 ) = r(x)r(x) = 0

That is,
yp1 yp2
is indeed a solution of the homogeneous problem.
Kreyszig, 1.5.21
Variation
of parameter. Another method of
R
eh ( eh rdx + C) of a non-homogeneous problem
obtaining the solution
y=
y 0 + p(x)y = r(x)
results from the following idea. Write the solution of the homogeneous problem
as
y = Ce
where
pdx
= Ceh = Cy
is the exponential function, which is a solution of the homogeneous
linear ODE
(y )0 + p(x)y = 0
Replace the arbitrary constant
in the homogeneous solution with a function
to be determined so that the resulting function
nonhomogeneous linear ODE.
26
y = uy
is a solution of the
Solution:
Let us introduce the function
to see the requirements that
uy
into the non-homogeneous ODE
must meet
(uy )0 + p(uy )
u0 y + u(y )0 + puy
u0 y + u((y )0 + py )
u0 y + u0
u0 y
r
=
=
=
=
=
That is, we need
u0 y = r u0 =
r
eh
= reh u =
reh dx + C
So the solution of the non-homogeneous problem is
Z
re dx + C eh
h
y = uy =
Kreyszig, 1.5.24
Solve
y 0 + y = xy
Solution:
This is a Bernouilli equation of the form
y 0 + p(x)y = g(x)y a
with
p(x) = 1, g(x) = x
a = 1.
and
We do the change of variable
u = y 1a = y 1(1) = y 2
Dierentiating
u0 = 2yy 0 = 2y(y xy 1 ) = 2y 2 2x = 2u 2x
u0 + 2u = 2x
This is now a linear, non-homogeneous equation system of the form
u0 + pu = r
whose solution is given by
Z
h=
u =
=
Z
pdx =
2dx = 2x

R
R 2x
eh ( eh rdx + C) = e2x
e (2x)dx + C

e2x xe2x 21 e2x + C = x 21 + Ce2x
Now we undo the change of variable
r
2
y =
27
1
+ Ce2x
2
Kreyszig, 1.5.25
Solve
y 0 = 3.2y 10y 2
Solution:
y 0 3.2y = 10y 2
y 0 + p(x)y = g(x)y a
with
p(x) = 3.2, g(x) = 10
and
a = 2.
u = y 1a = y 12 = y 1
Dierentiating
u0 = (y 1 )0 =
1 0
1
y = 2 (3.2y 10y 2 ) = 3.2y 1 + 10 = 3.2u + 10
y2
y
u0 + 3.2u = 10
u0 + pu = r
Z
h=
Z
(3.2)dx = 3.2x
pdx =
R
R
u = eh ( eh rdx + C) = e3.2x ( e3.2x 10dx + C)
3.2x
10
+ Ce3.2x
= e3.2x ( 10e3.2 + C) = 3.2
y =
1
1
=
10
u
3.2
+ Ce3.2x
Kreyszig, 1.5.28
Solve
2xyy 0 + (x 1)y 2 = x2 ex .
Solution:
Hint: set
z = y2
If we do the change of variable
z = y 2 z 0 = 2yy 0
then the ODE is transformed to
xz 0 + (x 1)z = x2 ex
28
z0 +
x1
z = xex
x
z 0 + pz = r
x1
dx = x log |x|
x

R
R xlog |x| x
= eh ( Reh rdx + C) =
ex+log |x|
e (xe )dx + C

= ex x e2x dx + C = ex x 21 e2x + C
= x2 ex + Cex
Z
h=
pdx =
y =
x x
e + Cex
2
Kreyszig, 1.5.33
Find and solve the model for drug injection into the bloodstream if, beginning at
t=0
a constant amount
A[g/min]
is injected and the drug is simul-
taneously removed at a rate proportional to the amount of the drug present at

time
t.
Solution:
The ODE
A0 = Kin Kout A
A(0) = 0
models the system. This can be rewritten as
A0 + Kout A = Kin
which is a linear, non-homogeneous ODE whose solution is
h =
A =
=
Kout

R dth = Kout t
R
eh
e rdt + C = eKout x eKo ut tKin dt + C
1
eKout t Kin Kout
eKout t + C =
Kin
Kout
+ CeKout t
Now we impose the initial condition
A(0) = 0 =
Kin
Kin
+C C =
Kout
Kout
Finally, the solution is
A(t) =
Kin
(1 eKout t )
Kout
Kreyszig, 1.5.34
29
(t > 0)
A model for the spread of contagious diseases is obtained by assuming that

the rate of spread is proportional to the number of contacts between infected
and noninfected persons, who are assumed to move freely among each other.
Set up the model. Find the equilibrium solutions and indicate their stability or
instability. Solve the ODE. Find the limit of the proportion of infected persons
as
Solution:
and explain what it means.

Let us call
the proportion of infected persons.
The growth of
infected persons is proportional to the number of contacts means that
y 0 = ky(1 y) y(0) = y0
The two equilibrium solutions are
y=0
(unstable) and
y=1
(stable) as can
be seen in the gure below
1.2
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
We can rewrite the ODE as
y 0 ky = ky 2
y 0 + py = gy a
with
p = k , g = k , a = 2.
u = y 1a = y 12 = y 1
u0 = y 2 y 0 = y 2 (ky ky 2 ) = (ky 1 k) = k ku
u0 + ku = k
This is a linear, non-homogeneous equation whose solution is
R
h =
kdtR= kt

R kt
eh rdt + C = ekt
e kdt + C = ekt ekt + C = 1 + Cekt
u = eh
We undo now the change of variable
y=
1
1 + Cekt
30
Imposing the initial condition
y0 =
1
1
1 y0
C=
1=
1+C
y0
y0
Finally
y =
1
1+
1y0 kt
y0 e
y0
y0 + (1 y0 )ekt
y0 = 0.1, k = 0.8.
The following gure shows the curve for
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
10
Kreyszig, 1.6.9
Which is the set of orthogonal trajectories to the curve family

2
y = cex
Solution:
To nd the orthogonal trajectories, we dierentiate the set of curves
y 0 = 2xcex
That we may rewrite as
y 0 = 2xy = f (x, y)
The set of orthogonal curves must fulll
y0 =
1
1
=
f (x, y)
2x
y
1
2x
1
yd
y = dx
2x
yy0 =
Which is a separable dierential equation that can be directly integrated
1 2
1
y = log(x) + C
2
2
31
y2 = log(x) + C
2
ey =
C
x
Finally, the curve family can be rewritten as

2
x = Cey
Kreyszig, 1.6.12
Electric eld.
same strength at
The lines of electric force of two opposite charges of the
(1, 0)
and
(1, 0)
are the circles through
(1, 0)
and
(1, 0).
Show that these circles are given by
x2 + (y c)2 = 1 + c2 .
Show that the equipotential lines (which are orthogonal trajectories of those
circles) are the circles given by
(x + c )2 + y2 = (c )2 1
(dashed in the following gure).
Solution:
The curve
x2 + (y c)2 = 1 + c2
is the family of all circles pasing by

we show that
(1, 0)
and
(1, 0)
(1, 0)
and
(1, 0).
To show this statement
fulll this equation
(1)2 + (0 c)2 = 1 + c2
(1)2 + (0 c)2 = 1 + c2
Obviously this family is a set of circles.
To nd the orthogonal trajectories, we dierentiate the curve
2x + 2(y c)y 0 = 0
x + (y c)y 0 = 0
32
This curve contains the parameter
which should not be there. To eliminate
it, we manipulate the original set of curves to get
x2 + y 2 + c2 2yc = 1 + c2
x2 + y 2 2yc = 1
c=
x2 + y 2 1
2y
So the dierential equation becomes

x2 + y 2 1
x+ y
y0 = 0
2y

2yx + 2y 2 (x2 + y 2 1) y 0 = 0

2yx + y 2 x2 + 1 y 0 = 0
y0 =
2yx
= f (x, y)
y 2 x2 + 1
The set of orthogonal curves must fulll
y0 =
1
y2 x2 + 1
1
1 1 x2 1
=
=
y +
y
f (x, y)
2
yx
2x
2 x
y0
1
1 1 x2 1
y =
y
2x
2 x
This ODE is a Bernouilli equation of the form
y0 + p(x)
y = g(x)y a
with
a = 1.
So we make the change of variable
u = y1a = y1(1) = y2 u0 = 2
y y0

1 1 x2 1
1
y +
y
u0 = 2
y
2x
2 x
1 2 1 x2
y +
x
x
1
x2
1
u0 = u +
x
x
1
1
x2
u0 u =
x
x
u0 =
This is a linear equation whose solution is
R 1
h =
x dx = log |x|
eh = e logR|x| = x1

h
u = eh
+ c
R e rdx
1 1x2
= x
dx + c
x

2 x
= x x x+1 + c
= x2 1 + c x
33
y2 = x2 1 + c x
y2 + x2 c x = 1
2
2
c
c
2
2
= 1 +
y + x c x +
2
2

2
2
c
c
y2 + x
= 1 +
2
2
2
y2 + (x c ) = 1 + (c )2
2
(x + c ) + y2 = (c )2 1
Kreyszig, 1.6.13
Temperature eld.
Let the isotherms (curves of constant temperature) in
a body in the upper half-plane
y>0
be given by
4x2 + 9y 2 = c.
.
Find the orthogonal trajectories (the curves along which heat will ow in
regions lled with heat-conducting material and free of heat sources or heat
sinks).
Solution:
Let us analyze rst the curves
4x2 + 9y 2 = c
4 2 9 2
x + y =1
c
c
!2
!2
x
y
+ c
=1
c
2
c
c
So they are ellipses of semiaxes
2 and 3 .
Their orthogonal trajectories can be determined by dierentiating the family
of curves:
8x + 18yy 0 = 0
4x + 9yy 0 = 0
y0 =
4x
= f (x, y)
9y
The orthogonal trajectories fulll the dierential equation
y0 =
9
y
1
=
f (x, y)
4x
d
y
dx
=
9
y
4x
34
1
1
log |
y | = log |x| + K
9
4
9
log |
y | = log |x| + K
4
9
y = Kx 4 = Kx2.25
In MATLAB:
close all
h=ezplot('y-x2.25',[-2 2 0 4])
set(h,'Color','red')
hold on
h=ezplot('y-2*x2.25',[-2 2 0 4])
h=ezplot('y-0.5*x2.25',[-2 2 0 4])
h=ezplot('4*x2+9*y2=1',[-2 2 0 4])
set(h,'Color','blue')
h=ezplot('4*x2+9*y2=8',[-2 2 0 4])
h=ezplot('4*x2+9*y2=20',[-2 2 0 4])
axis square
title
4
3.5
3
2.5
2
1.5
1
0.5
0
2
0
x
Problema
Carlos Oscar Sorzano, Nov. 4th, 2014
It starts snowing in the morning and continues steadily throughout the day.
A snowplow that removes snow at a constant rate starts plowing at noon. It
plows 2 km in the rst hour, and 1 km in the second. What time did it start
snowing?
35
Solution:
Let us assume that the snowplow removes snow at a constant rate
[cm3 /h] and the snow falls at a xed rate k[cm3 /h]. Assume that the width of
the snowplow is equal to the road width w[cm]. Assume that it starts to snow
at t = t0 . Then, the height of the snow in the road must fulll the dierential
equation
dh
[cm/h] = k
dt
1[cm]w[cm]
whose solution is
h(t0 ) = 0
k
dt
w
k
h=C+ t
w
dh =
The constant
is obtained by the initial condition
h(t0 ) = 0
k
kt0
t0 = 0 C =
w
w
C
So the height becomes
h=
Let us call
x(t)
k
(t + t0 )[cm]
w
the distance that the snowplow has gone since
t = 0.
The speed
of the snowplow depends on the amount of snow that it can remove by unit of
time
dx
[cm/h] = [cm3 /h]
dt
dx
=
=
dt
wh
wk(t + t0 )
w[cm]h[cm]
dx =
dt
wk t + t0
log |t + t0 | + C
wk
x(0) = 0 from which
x=
We have the initial condition
0=
log |t0 | + C C =
log |t0 |
wk
wk
Consequently, the distance gone by the snowplow is

x(t) =
(log |t + t0 | log |t0 |) =
log + 1
wk
wk
t0
x(1) = 2000

log t20 + 1

log t10 + 1
From the problem statement we know that

is
x(2) = 3000 =
wk
x(1) = 2000 =
wk
Dividing both equations

2

log
+
1

t0
3

=

2
log t10 + 1
36
and
x(2) = 3000,
that

1
2

3 log + 1 = 2 log + 1
t0
t0

3
2
2
1

log
+ 1 = log
+1
t0
t0

1
+1
t0
3

=
2
+1
t0
2
(1 + t0 )3
(2 + t0 )2
=
t30
t20
(1 + t0 )3 = t0 (2 + t0 )2
t30 + 3t20 + 3t0 + 1 = t30 + 4t20 + 4t0
(
t20 + t0 1 = 0 t0 =
1 5
2
51
2
The only valid solution is
t0 =
51
= 0.618[h] = 37[min]
2
So it started snowing at 11h 23' AM.
Chapter 2
Kreyszig, 2.1.1
Show that
F (x, y 0 , y 00 ) = 0
can be reduced to a rst-order equation in
Solution:
z = y0 .
z = y 0 z 0 = y 00
Substituting in the original ODE, we have
F (x, z, z 0 ) = 0
that is a rst-order equation.
For example,
y 00 +
1 0
y = cosh(x)
x
z0 +
1
z = cosh(x)
x
can be transformed into
Kreyszig, 2.1.2
37
Show that
F (y, y 0 , y 00 ) = 0
z = y0 .
can be reduced to a rst-order equation in
Solution:
dy 0 dy
dz
=
z = zy z
dy dx
dy
z = y0 z0 =
F (y, z, zy z) = 0
that is a rst-order equation.
For example,
1
y 00 + y 0 + y 2 = 0
y
can be transformed into
1
zy z + z = y 2
y
Kreyszig, 2.1.4
Solve
2xy 00 = 3y 0
Solution:
We make the change of variable
z = y0
z 0 = y 00
The dierential equation becomes
2xz 0 = 3z
z0
3
=
z
2x
dz
3dx
=
z
2x
Integrating
log |z| =
3
log |x| + C1
2
3
log |z| = log |x 2 | + C1

3
z = C1 x 2
3
y 0 = C1 x 2
38
y=
x 2 dx + C2
y = C1
5
2
C1 x 2 + C2
5
After absorbing constants, the general solution can be rewritten as

5
y = C1 x 2 + C2
Kreyszig, 2.1.5
Solve
yy 00 = 3(y 0 )2
Solution:
z = y0 z0 =
dy 0 dy
dz
=
z = zy z
dy dx
dy
y(zy z) = 3z 2
zy y = 3z
3dy
dz
=
z
y
log |z| = 3 log |y| + C1
z = C1 y 3
Now we solve
y 0 = C1 y 3
y 3 dy = C1 dx
1
= C1 x + C2
2y 2
C1 xy 2 + C2 y 2 = 1
Kreyszig, 2.1.12
Hanging cable.
It can be shown that the curve
y(x)
of an inextensible
exible homogeneous cable hanging between two xed points is obtained by

solving
y 00 = k
p
1 + (y 0 )2
k depends on the weight. This curve is called catenary (from

y(x), assuming that and those xed
(1, 0) and (1, 0) in a vertical xy -plane.
where the constant
Latin catena = the chain). Find and graph

points are
Solution:
z = y 0 z 0 = y 00
39
z0 = k
1 + z2
dz
= kdx
1 + z2
asinh(z) = kx + c1
z = y 0 = sinh(kx + c1 )
Since the catenary is symmetric with respect to the middle point, at this point
we have no slope, that is
y 0 (0) = 0 = sinh(c1 ) c1 = 0
Now we solve the ODE
y 0 = sinh(kx)
Z
y=
sinh(kx)dx =
1
cosh(kx) + c2
k
Imposing the boundary condition
y(1) = 0 =
1
1
1
cosh(k) + c2 c2 = cosh(k) = cosh(k)
k
k
k
So the nal curve is
y=
1
1
cosh(kx) cosh(k)
k
k
0.1
0.2
0.3
0.4
0.5
0.6
0.7
1
0.5
0
x
0.5
Kreyszig, 2.1.13
Motion.
If, in the motion of a small body on a straight line, the sum of
velocity and acceleration equals a positive constant, how will the distance
depend on the initial velocity and position?
40
y(t)
Solution:
If the sum of velocity and acceleration equals a positive constant,
then
y 0 + y 00 = k
We make the change of variable
z = y 0 z 0 = y 00
Then the ODE becomes
z + z0 = k
h =
z =
1dxR = t
R
eh ( eh rdt + c1 ) = et ( et kdt + c1 ) = et (ket + c1 ) = k + c1 et
Now we solve
z = y 0 = k + c1 et
y = kt c1 et + c2
We now impose the initial conditions
y(0) = y0 = c1 + c2
y 0 (0) = v0 = k + c1 c1 = v0 k
c2 = y0 + c1 = y0 + v0 k
So the nal dependence of motion on the initial conditions is
y = kt + (k v0 )et + y0 + v0 k = y0 + kt + (k v0 )(et 1)
Kreyszig, 2.1.17
3
Verify that the functions
x2
and
x 2
are a basis of solutions of the ODE
4x2 y 00 3y = 0
Find the particular solution satisfying
Solution:
y(1) = 3, y 0 (1) = 0.
Let us calculate the derivatives of the two given functions
y1
= x2
y10
y100
y2
= x
y20
y200
= 12 x 2
1
3 2
2x
1
3 1 2
2 2x
1
2
= 34 x 2
( 12 )( 23 )x 2 = 34 x 2
We now substitute these two functions in the ODE to verify if they are solutions
of it
4x2 y100 3y1
4x2 ( 34 x 2 ) 3x 2 = 3x 2 3x 2 = 0
4x2 y200 3y2
4x2 ( 34 x 2 ) 3x 2 = 3x 2 3x 2 = 0
41
So they are two independent (one is not a multiple of the other) solutions of
a second-order ODE, consequently, they are a basis of solutions. The general
solution can be written as
y = c1 y1 + c2 y2 = c1 x 2 + c2 x 2
The solution satisfying the initial values must fulll
= 3 = c1 + c2
= 0 = 23 c1 12 c2
yp (1)
yp0 (1)
9
3
c1 = , c2 =
4
4
So
3 3
9 1
yp = x 2 x 2
4
4
2.95
3
3.05
3.1
3.15
3.2
3.25
3.3
3.35
3.4
3.45
0.5
1
x
1.5
Kreyszig, 2.1.19
Verify that the functions
ex cos(x), ex sin(x)
are a basis of the ODE
y 00 + 2y 0 + 2y = 0
Find the particular solution satisfying y(0)=0, y'(0)=15.
Solution:
y1
y10
y100
y2
y20
y200
Let us calculate the derivatives of the two given functions
=
=
=
=
=
=
=
=
ex cos(x)
ex cos(x) ex sin(x)
[ex cos(x) + ex sin(x)] [ex sin(x) + ex cos(x)]
2ex sin(x)
ex sin(x)
ex sin(x) + ex cos(x)
[ex sin(x) ex cos(x)] + [ex cos(x) ex sin(x)]
2ex cos(x)
We now substitute these two functions in the ODE to verify if they are solutions
of it
y100 + 2y10 + 2y1 = 0

42
2ex sin(x) + 2[ex cos(x) ex sin(x)] + 2[ex cos(x)] = 0

0=0
Similarly
y200 + 2y20 + 2y2 = 0

2ex cos(x) + 2[ex sin(x) + ex cos(x)] + 2[ex sin(x)]
0=0
So they are two independent(one is not multiple of the other) solutions of
a second-order ODE, consequently, they are a basis of solutions. The general
y = c1 y1 + c2 y2 = c1 ex cos(x) + c2 ex sin(x)
The solution satisfying the initial values must fulll
y(0) = 0 = c1
y 0 (0) = 15 = c1 [e0 cos(0) e0 sin(0)] + c2 [e0 sin(0) + e0 cos(0)] = c1 + c2
c1 + c2 = 15 c2 = 15
So
yp = 15ex sin(x)
Kreyszig, 2.2.11
Solve the ODE
y 00 4y 0 3y = 0
Solution:
The characteristic equation is
42 4 3 = 0
whose solutions are
48
3
1
16 + 48
=
1 = , 2 =
8
8
2
2
The general solution is

3
y = c1 e 2 x + c2 e( 2 )x
Kreyszig, 2.2.16
Find an ODE whose basis of solutions are
Solution:
e2.6x
and
e4.3x .
We look for an ODE of the form
y 00 + ay 0 + by = 0
If the exponential
ex
is to be a solution of the ODE, it must fulll
P () = 2 + a + b = 0
43
But we already know that
= 2.6
and
= 4.3
are two solutions, so the
characteristic polynomial can be factorized as
P () = ( 2.6)( + 4.3) = 2 + 1.7 11.18

The corresponding ODE is
y 00 + 1.7y 0 11.18y = 0
Kreyszig, 2.2.17
Solution:
5x
and
xe
5x
As in the Problem 2.2.16, we know that the characteristic polynomial
can be factorized as
P () = (
5)2 = 2 2 5 + 5
y 00 2 5y 0 + 5y = 0
Kreyszig, 2.2.19
Solution:
e(2+i)x
and
e(2i)x .
We look for an ODE of the form
y 00 + ay 0 + by = 0
If those are solutions of the ODE, it must fulll
P () = 2 + a + b = 0
We can solve it
p
1
a
w
(a + a2 4b) = + i
2
2
2
p
1
a
w
2 = (a a2 4b) = i
2
2
2
1 =
Where
w=
p
a2 4b
We now that the generic solutions of the dierential equation are of the form
a
y1 = e( 2 +i 2 )x
y2 = e( 2 i 2 )x
Our solutions are
e(2+i)x , e(2i)x
So
2 =
a
a=4
2
44
And
w
= 1 16 4b = 2 b = 3
2
Therefore the corresponding ODE is
y 00 + 4y 0 + 3y = 0
Kreyszig, 2.2.31
ekx
Are the functions
Solution:
and
xekx
linearly independent on any interval?
Let us call
y1 = ekx
y2 = xekx
The two functions are linearly dependent if we can nd two constants, not all
of them zero, such that
c1 y 1 + c2 y 2 = 0
If
c1
is dierent from 0, then
If
c2
is dierent from 0, then
c2
y1
=
y2
c1
c1
y2
=
y1
c2
That is if they are linearly dependent, one function must be a multiple of the
other or 0. The ratio
y2
xekx
= kx = x
y1
e
is not constant, and consequently, the two functions are linearly independent.
Kreyszig, 2.2.33
Are the functions
x2
x2 ln(x)
and
linearly independent on the interval x > 1
Solution:
The ratio
x2
x2 ln(x)
is a function of
1
ln(x)
x and not a constant, consequently, the two functions are linearly
independent. If they were linearly dependent, their ratio would be constant.
Kreyszig, 2.2.34
Are the functions
log(x)
and
log(x3 )
linearly independent on the interval
x > 1?
Solution:
The ratio
log(x3 )
3 log(x)
=
=3
log(x)
log(x)
45
is constant, and consequently, the two functions are linearly dependent (one is
a multiple of the other).
Kreyszig, 2.2.35
Are the functions

terval
sin(2x)
cos(x) sin(x)
and
linearly independent on the in-
x < 0?
Solution:
The ratio
sin(2x)
2 cos(x) sin(x)
=
=2
cos(x) sin(x)
cos(x) sin(x)
is constant, and consequently, the two functions are linearly dependent (one is
a multiple of the other).
Kreyszig, 2.3.14
If
L = D2 + aD + bI
has distinct roots
solution is
Solution:
Since
and
xex
and
show that a particular
ex ex
y=
Obtain from this a solution
by letting
and applying L'Hpital rule.
are roots of the polynomial
s2 + as + b
and we know
that
(D2 + aD + bI)ex = 0
(D2 + aD + bI)ex = 0
Let us check whether the function
ex ex
y=
Ly = 0
(D2 + aD + bI)
So

x
ex e
1
=
(D2 + aD + bI)ex
1
1
= 0
0
= 0
1
2
(D
+ aD + bI)ex
is a solution.
Let us study the behaviour of
ex ex
lim
as
=
=
=
=
=
lim
(e()x 1)ex
e()x 1
x
e lim
1+()x1
x
e lim
()x
x
e lim
xe
Kreyszig, 2.4.3
How does the frequency of the harmonic oscillation change if we (i) double
the mass, (ii) take a spring of twice the modulus?
46
Solution:
By the Newton's second law and Hooke's law we know that
ky = my 00
y 00 +
k
y=0
m
We can solve its characteristic equation
r
k
k
+
= 0 = i
= i0
m
m
2
(i) If we double the mass
r
r
k
k
1
k
1
+
= 0 = i
= i
= i 0
2m
2m
2 m
2
2
1
So the frequency will be lower by a factor .
2
(ii) If we take a spring of twice the modulus
r
r
2k
k
k
= i 2
= i 2w0
+ 2 y = 0 = i
m
m
m
frequency will be higher by a factor

2.
2
So the
Kreyszig, 2.4.5
Springs in parallel.
What are the frequencies of vibration of a body of
m = 5[kg] (i) on a spring of modulus k1 = 20[N/m],

modulus k2 = 45[N/m], (iii) on the two springs in parallel?
mass
Solution:
(ii) on a spring of
For the cases (i) and (ii), with a single spring, the dierential equa-
tion governing the system is
F = ky = my 00 y 00 +
k
y=0
m
The frequency of vibration comes from the analysis of the characteristic polynomial of the ODE
r
k
k
+
= 0 = i0 = i
m
m
2
In the rst case it is
k1
=
m
20[N/m]
= 2[s1 ]
5[Kg]
k2
=
m
45[N/m]
= 3[s1 ]
5[Kg]
01 =
In the second case
02 =
If we put the springs in parallel, the system would be described by
F1 + F2 = k1 y k2 y = my 00 y 00 +
47
k1 + k2
y=0
m
k1 + k2
=
m
03 =
65[N/m]
= 3.6[s1 ]
5[Kg]
Kreyszig, 2.4.6
Springs in series.
What is the frequency of vibration if the two springs
are in series instead of in parallel?
Solution:
The force applied on the mass must fulll
F = ky = k(y1 + y2 )
On another side,
F = k1 y1 = k2 y2
Then we can write
y = y1 + y2
F
F
F
=
k
k1
k2
1
1
1
k1 k2
=
+
k=
k
k1
k2
k1 + k2
Then, we can calculate the frequency of oscillation as
r
0 =
k
=
m
k1 k2
=
(k1 + k2 )m
45 20
= 1.66[s1 ]
(45 + 20)5
Kreyszig, 2.4.7
Pendulum.
Find the frequency of oscillation of a pendulum of length
neglecting air resistance and the weight of the rod, and assuming
small that
Solution:
sin()
practically equals
The movement of the pendulum is along an arch whose length is
The acceleration is the second derivative of this variable

second law of motion states
F = ma
mg sin() = m(L)00
g sin() = (L)00
For a small angle
L,
to be so
sin()
g = (L)00
g
00 + = 0
L
The characteristic polynomial is
2 +
g
=0
L
48
(L)00 ,
L.
and Newton's
r
g
= i0 = i
L
Kreyszig, 2.4.8
Archimedian principle.
This principle states that the buoyancy force
equals the weight of the water displaced by the body (partly or totally submerged).
The cylindrical buoy of diameter 60 cm in the following gure is
oating in water with its axis vertical. When depressed downward in the water
and released, it vibrates with period 2 sec. What is its weight?
Solution:
Let
be the height of the cylinder that has been submerged. The
force that the buoy experiences is
F = (r2 )y
where
and
is the specic weight of water ( = 980[(cm/s2 )(g/cm3 )] = 980[g/(cm2 s2 )])

is the radius of the cylinder (60 cm). By Newton's law:
my 00 = (r2 )y
my 00 + (r2 )y = 0
The oscillation frequency comes from the roots of the characteristic equation
m2 + (r2 ) = 0
r
2
= ir
= i0 =
m
T
where
is the oscillation period. Solving for
T =
2
2
2
= p =
0
r
r m
we have
Finally, the weight of the cylinder is
m=
r2 T 2
4
In this particular case
m=
r2 T 2
980[g/(cm2 s2 )]302 [cm2 ]22 [s2 ]
=
= 280.75[kg]
4
4
49
Kreyszig, 2.4.14
Shock absorber.
What is the smallest value of the damping constant of a
shock absorber in the suspension of a wheel of a car (consisting of a spring and

an absorber) that will provide (theoretically) an oscillation free ride if the mass
of the car is 2000
Solution:
[Kg]
and the spring constant equals 4500
[Kg/s2 ]?
The equation dening motion is
my 00 = ky cy 0
whose characteristic polynomial is
m2 = k c
m2 + c + k = 0
c c2 4km
=
2m
Critical damping is attained if
c2 4km = 0 c = 2 km = 4500[Kg/s2 ]2000[Kg] = 3000[Kg/s]

If
c 3000[Kg/s],
there are no oscillations in the car.
Kreyszig, 2.4.18
Logarithmic decrement.
Show that the ratio of two consecutive maxi-
mum amplitudes of a damped oscillation
y(t) = Ceat cos(0 t )

is constant, and the natural logarithm of this ratio called the logarithmic decrement, equals
=
Find
for the solutions of
Solution:
2a
.
0
y 00 + 2y 0 + 5 = 0.
Let us calculate the maxima of the oscillation curve
dy
dt
=0
= C (aeat cos(0 t ) eat 0 sin(0 t ))
which implies that
a cos(0 t ) + 0 sin(0 t ) = 0
a
0

a
0 t = atan
+ k
0

1
a
t=
atan
+ k
0
0
tan(0 t ) =
50
Let
t1
denote the time of a maximum and
t1
1
0
atan
t2
1
0
atan
a
0
a
0
t2
the time of the next maximum
+ k1

+ (k1 + 2) = t1 +
2
0
Let us evaluate the oscillation curve at these two time points
y(t1 )
= Ceat1 cos
(0 t1 )

= Ceat1 cos 0 10 atan a0 + k1

= Ceat1 cos atan a0 + k1
y(t2 ) = Ceat2 cos (
t )
0 2

2
a t1 +
2
0
= Ce
)
cos 0 (t1 +
0
=

2
a t1 +
0
Ce

2
a t1 +
= Ce
cos (0 t1 + 2)
cos (0 t1 )
Let us calculate now the ratio
y(t1 )
y(t2 )
Ceat1 cos(
0 t1 )
!
2
a t1 +
0
Ce
cos(0 t1 )
2a
= e 0
The logarithm of this quantity is the logarithmic decrement
= log
2a
y(t1 )
=
y(t2 )
0
The characteristic polynomial of the ODE
y 00 + 2y 0 + 5 = 0
is
2 + 2 + 5 = 0 = 1 2i = a i0
Consequently,
2(1)
=
2
So, from one maximum to the next, there is a factor
e = 0.043
51
0.8
0.6
0.4
0.2
0.2
0.4
10
Kreyszig, 2.5.11
Solve the ODE
(x2 D2 3xD + 10I)y = 0
Solution:
x2 y 00 3xy 0 + 10y = 0
Which is an equation of the form
x2 y 00 + axy 0 + by = 0
The ODE is an Euler-Cauchy equation, so we try with a solution of the form
y = xm
whose derivatives are
y0
y 00
= mxm1
= m(m 1)xm2
Substituting into the ODE we get
x2 (m(m 1)xm2 ) 3x(mxm1 ) + 10xm = 0

m(m 1) 3m + 10 = 0
m2 4m + 10 = 0 m1 , ,2 = 2 i 6

y = x2 (c1 cos
6 log(x) + c2 sin
6 log(x)
Kreyszig, 2.6.5
52
Show that the functions
x2
and
x3
are linearly independent calculating their
ratio and their Wronskian.
Solution:
The functions
y1 = x2
y2 = x3
are linearly independent because their ratio
1
y1
x2
= 3 =
y2
x
x
is not constant. This independence is conrmed because their Wronskian

y2 x2
=
y20 2x

y1
0
y1
is not 0 for all

x3
= 3x4 2x4 = x4 6= 0
3x2
x 6= 0.
Kreyszig, 2.6.12
Find the ODE whose basis of solutions are the functions
x2
and
x2 log(x).
Show the linear independence of the two functions and solve the initial value
problem that satises
Solution:
y(1) = 4
and
y 0 (1) = 6.
This basis is the basis of solutions of the Euler-Cauchy ODE with a
double root at
m = 2.
So the Euler-Cauchy auxiliary equation
m2 + (a 1)m + b = 0
must be equal to
(m 2)2 = 0 = m2 4m + 4
So
a = 3
and
b = 4.
x2 y 00 3xy 0 + 4y = 0
To show that the two functions are independent, we calculate their Wronskian

x2 log(x)
3 1
=x
2
2x log(x) + x
2
x

2x

log(x)
= x3
2 log(x) + 1
The solution of the Initial Value Problem must be of the form
yp = c1 x2 + c2 x2 log(x)
yp (1) = 4 = c1
yp0 = 2c1 x + 2c2 x log(x) + c2 x
yp0 (1) = 6 = 2c1 + c2 = 8 + c2 c2 = 2
So the solution sought is
yp = x2 (4 2 log(x))
Kreyszig, 2.7.6
53
Find the real general solution of
y 00 + y 0 + ( 2 + 14 )y = e 2 sin(x)
Solution:
The solution of the homogeneous problem is given by the character-
istic polynomial
++ +
1
4
=0=
1 4 2 1
1
= i
2
2
The real general solution of the homogeneous problem is
yh = Ae 2 cos(x) + Be 2 sin(x)
x
Since the excitation signal
e 2 sin(x)
corresponds to one of the basis, we try
a particular function of the form
yp
= K1 xe 2 cos(x) + K2 xe 2 sin(x)
yp0
yp00
x
1 2
2e x
1 2
4e
[cos(x)(2K2 x K1 (x 2)) sin(x)(2K1 x + K2 (x 2))]

sin(x) 4K1 (x 2) + K2 (4 2 x +
x 4) +
cos(x) K1 (4 2 x + x 4) 4K2 (x 2)
We now substitute in the original equation
y 00 + y 0 + ( 2 + 41 )y
2e 2 (K2 cos(x) K1 sin(x))
x
e 2
sin(x)
From where
K2 = 0
2K1 = 1 K1 =
1
2
So the particular solution is of the form
yp =
1 x
xe 2 cos(x)
2
And the general solution
y = yp + yh = e 2

x
cos(x) + B sin(x)
2
Kreyszig, 2.7.13
Find the real general solution of
8y 00 6y 0 + y = 6 cosh(x) y(0) = 0.2, y 0 (0) = 0.05
54
Solution:
The solution of the homogeneous problem is given by the character-
istic polynomial

1
1
1 1
82 6 + 1 = 0 = 8
= ,
4
2
4 2
The real general solution of the homogeneous problem is
yh = c1 e 2 + c2 e 4
The excitation function
6 cosh(x)
does not belong to the space function of the
homogeneous equation. We try a solution of the form
yp
yp0
yp00
=
=
=
A cosh(x) + B sinh(x)
A sinh(x) + B cosh(x)
A cosh(x) + B sinh(x)
Substituting into the dierential equation
8(A cosh(x)+B sinh(x))6(A sinh(x)+B cosh(x))+A cosh(x)+B sinh(x) = 6 sinh(x)

6
4
9A 6B = 0
(9A6B) cosh(x)+(9B6A) sinh(x) = 6 sinh(x)
A = ,B =
9B 6A = 6
5
5
The general solution is of the form
y = c1 e 2 + c2 e 4 +
We need now to determine
c1
and
c2
4
6
cosh(x) + sinh(x)
5
5
using the initial values
y(0) = 0.2 = c1 + c2 + 54
y 0 (0) = 0.05 = 12 c1 + 41 c2 +

6
5
c1 = 4, c2 =
17
5
Finally, the solution of the IVP is
y = 4e 2 +
17 x
4
6
e 4 + cosh(x) + sinh(x)
5
5
5
Kreyszig, 2.8.13
Find the transient motion of the mass-spring system modeled by the ODE
(D2 + I)y = cos(t) 6= 1
Solution:
The characteristic equation associated to this ODE is
2 + 1 = 0 = i
So, the homogeneous response is of the form
yh = A cos(t) + B sin(t)
55
Note that the external excitation does not have the same frequency as the
internal natural frequency. For that reason, for the particular response to the
external excitation we look a solution of the form
yp = K1 cos(t) + K2 sin(t)
yp0
= K1 sin(t) + K2 cos(t)
yp00 = K1 2 cos(t) K2 2 sin(t)

The ODE becomes
K1 (1 2 ) cos(t) + K2 (1 2 ) sin(t) = cos(t) K1 =
1
, K2 = 0
1 2
So the general solution is
y = yh + yp = A cos(t) + B sin(t) +
1
cos(t)
1 2
= 1.5, A = B = 1
The graph below shows this function for

3
10
15
x
20
25
30
Kreyszig, 2.8.24
Gun barrel.

where
F (t) =
Solve
y 00 + y = F (t)
1
0
t2
2
0t
otherwise
undamped system on which a force
and
y(0) = 0, y 0 (0) = 0.
This models an
acts during some interval of time (see
gure below), for instance, the force on a gun barrel when a shell is red, the
barrel being braked by heavy springs (and then damped by a dashpot, which
we disregard for simplicity). Hint: At
both
56
and
y0
must be continuous.
Solution:
The general solution of the homogeneous equation is given by the
roots of the characteristic equation
2 + 1 = 0 = i
yh = c1 cos(t) + c2 sin(t)
In the interval
0t
we look for a particular solution of the form
yp
yp0
yp00
= A + Bt + Ct2
= B + 2Ct
= 2C
Substituting into the ODE
2C + (A + Bt + Ct2 ) = 1
t2
2
1
(2C + A) + Bt + Ct2 = 1 2 t2
2C + A = 1
1
2
B=0
A = 1 + 2 , B = 0, C = 2
1
C = 2
The general solution in this interval is of the form
y = c1 cos(t) + c2 sin(t) + 1 +
To determine
c1
c2
and
y(0)
y 0 (0)
2
t2
2
2
we impose the initial conditions
=
=
0 = c1 + 1 +
0 = c2
2
2
c1 = 1 +
2
2
Finally, the solution in this interval is
y=
Note that at
t=

2
t2
1 + 2 (1 cos(t)) 2
we have

2
y() = 1 + 22 (1 cos()) 2 = 1 +
2
2
0
y () = 1 + 2 sin() 2 = 2
In the interval
t>0
4
2
there is no external force, so the solution is given only by
the homogeneous solution. At
t=
the solution, and its derivative, must be
continuous, so we have the solution
y = c1 cos(t) + c2 sin(t)
with the initial values
y() = 1 + 42 = c1 cos() + c2 sin() c1 = 1 +

y 0 () = 2 = c1 sin() + c2 cos() c2 = 2
57
4
2
That is the solution in this interval is

4
2
y = 1 + 2 cos(t) + sin(t)
Note that this solution is oscillatory and never vanishes because we have disregarded damping.
Finally we can write the solution to the initial problem as

y(t) =

2
1 + 22 (1
cos(t)) t 2
0t

1 + 42 cos(t) + 2 sin(t) otherwise
Kreyszig, 2.9.1
Model the RC circuit of the gure below. Find the current due to a constant
Solution:
To model the circuit we sum the drops of voltage along the RC loop
E(t) iR
1
E(t) iR
C
1
Q=0
C
Zt
i( )d = 0
Dierentiating
E 0 i0 R
i0 +
If is constant,
1
i=0
C
1
i = E0
RC
E = E0 , then E 0 = 0 and the solution is given by the homogeneous
equation whose characteristic equation is
1
1
=0=
RC
RC
t
i(t) = Ae RC
If at
t=0
we have
i(0),
then
i(0) = A
58
Finally,
t
i(t) = i(0)e RC
Kreyszig, 2.10.6
Solve
(D2 + 6D + 9I)y = 16
e3x
x2 + 1
by variation of parameters.
Solution:
Let us nd rst the solution to the homogeneous problem. We need
the roots of the characteristic equation
2 + 6 + 9 = 0 = 3, 3
So the homogeneous solution is
yh = c1 y1 + c2 y2 = c1 e3x + c2 xe3x
The Wronskian of the

e3x
W =
3e3x
y1
and
y2
functions is

xe3x
3x 2 1

= e
3
3xe3x + e3x

x
= e6x
3x + 1
So the particular solution to the non-homogeneous problem is given by
yp
y1 r
y2 r
W dx + y23x W dx
3x
e
R xe 16 x2 +1
y1
=
=
=
R e3x 16 ex3x
2 +1
e3x R e6x
dx + xe3x
dx
R 1 e6x
x
3x
3x
16e
dx
+
16xe
dx
2
2
x +1
x +1
8e3x log(x2 + 1) + 16xe3x atan(x2 + 1)
The general solution is
y = yh + yp = (c1 8 log(x2 + 1))e3x + (c2 + 16atan(x2 + 1))xe3x
Chapter 3
Kreyszig, 3.1.1
1, x, x2 , x3
are solutions of
y iv = 0
and form a basis on any interval.
Solution:
Let us calculate the fourth derivative of all these functions
59
yi
yi0
yi00
yi000
yiiv
1
0
0
0
0
x
1
0
0
0
x2
2x
2
0
0
x3
3x2
6x
6
0
So, the proposed functions are solutions of the ODE. To see if they are linearly
independent, we calculate their Wronskian

W =

1
0
0
0
x
1
0
0
x2
2x
2
0
x3
3x2
6x
6

= 12

Since they are 4 independent solutions of a 4th order ODE, they are a basis of
solutions.
Kreyszig, 3.1.5
1, ex cos(2x), ex sin(2x)
are solutions of
y 000 + 2y 00 + 5y 0 = 0
and form a basis on any interval.
Solution:
Let us write the ODE as
(D3 + 2D2 + 5D)y = 0

D(D2 + 2D + 5)y = 0
D((D + 1)2 + 22 )y = 0
The function
y1 = 1
is a solution of the rst factor
Dy = 0
while the functions
y2 = ex cos(2x)
and
y3 = ex sin(2x)
are solutions of the
second
((D + 1)2 + 22 )y = 0
So, the proposed functions are solutions of the ODE. To see if they are
linearly independent, we calculate their Wronskian

1

W = 0
0
ex cos(2x)
x
e (cos(x) + sin(x))
2ex sin(x)
ex sin(2x)
x
e (cos(x) sin(x))
2ex cos(x)

= 2e2x

Kreyszig, 3.1.10
Are the functions

the interval
e2x , xe2x
and
x2 e2x
x 0?
60
linearly dependent or independent in
Solution:
Let us call
f1 (x) = e2x , f2 (x) = xe2x
and
f3 (x) = x2 e2x .
For
checking the linear dependence or not of the three functions we calculate the
Wronskian of the three functions
W (x)
Since

f1 (x)
f2 (x)
f3 (x) e2x
xe2x

2x
df1 (x)
df2 (x)
df3 (x)

(1 + 2x)e2x

= 2e
dx
dx
2
2
d2 fdx
2x
(x)
d
f
(x)
d
f
(x)
1
2
3
4e
4(1 + x)e2x

dx2
dx2

dx2

1
x
x2

6x
= 2e6x
2(1 + x)x
e 2 1 + 2x

4 4(1 + x) 2(2x2 + 4x + 1)
W (x) > 0
x 0,
for
then the three functions
f1 , f2
and
x2 e2x
2(1 + x)xe2x
2(2x2 + 4x + 1)e2x
f3
Kreyszig, 3.2.5
independent in this interval.
lvaro Martn Ramos, Jan. 4th, 2015
Solve
(D4 + 10D2 + 9I)y = 0
Solution:
The characteristic polynomial of the ODE is
4 + 102 + 9 = 0 = (2 )2 + (102 ) + 9
= i3, i
So the general solution is
y = A cos(x) + B sin(x) + C cos(3x) + D sin(3x)

Kreyszig, 3.2.6
Solve the dierential equation
(D5 + 8D3 + 16D)y = 0
Solution:
Let us factorize the dierential operator
(D5 + 8D3 + 16D) = D(D4 + 8D2 + 16) = D(D2 + 4)2

(2 + 4)2 = 0
( 2i)2 ( + 2i)2 = 0
The general solution of the dierential equation is
y = c1 + (c2 + c3 x) cos(2x) + (c4 + c5 x) sin(2x)

Kreyszig, 3.2.7
61
are linearly
Solve the IVP
y 000 + 3.2y 00 + 4.81y 0 = 0 y(0) = 3.4, y 0 (0) = 4.6, y 00 (0) = 9.91
Solution:
3 + 3.22 + 4.81 = 0
(2 + 3.2 + 4.81) = 0
= 0, 1.6 1.5i
The general solution of the dierential equation is
y = c1 + e1.6x (c2 cos(1.5x) + c3 sin(1.5x))

Let us calculate the rst and second derivatives of the solution we have
y 0 = e1.6x ((1.5c2 1.6c3 ) sin(1.5x) + (1.5c3 1.6c2 ) cos(1.5x))

y 00 = e1.6x ((4.8c2 + 0.31c3 ) sin(1.5x) + (0.31c2 4.8c3 ) cos(1.5x))
Particularizing at
x=0
y(0) =
3.4 = c1 + c2
y 0 (0) = 4.6 = 1.5c3 1.6c2

c1 = 2.4, c2 = 1, c3 = 2
y 00 (0) = 9.91 = 0.31c2 4.8c3

So the particular solution is
y = 2.4 + e1.6x (cos(1.5x) 2 sin(1.5x))

3.6
3.4
3.2
3
2.8
2.6
2.4
2.2
2
1.8
Kreyszig, 3.2.14
Reduction of order.
known,
y1 ,
If a solution of a linear, constant-coecient ODE is
we can reduce its order by assuming that
y = uy1
62
1. Extend the method to a variable-coecient ODE
y 000 + p2 (x)y 00 + p1 (x)y 0 + p0 (x)y = 0

Assuming a solution
y1
to be known, show that another solution is
y2 = uy1
with
Z
u=
and
z(x)dx
obtained by solving
y1 z 00 + (3y10 + p2 y1 )z 0 + (3y100 + 2p2 y10 + p1 y1 )z = 0

2. Reduce
x3 y 000 3x2 y 00 + (6 x2 )xy 0 (6 x2 )y = 0

using
y1 = x
(perhaps obtainable by inspection).
Solution:
1. Let us assume that
y = uy1
then
y0
y 00
y 000
=
=
=
=
=
u0 y1 + uy10
u00 y1 + u0 y10 + u0 y10 + uy100
u00 y1 + 2u0 y10 + uy100
u000 y1 + u00 y10 + 2u00 y10 + 2u0 y100 + u0 y100 + uy1000
u000 y1 + 3u00 y10 + 3u0 y100 + uy1000
y 000 + p2 y 00 + p1 y 0 + p0 y = 0
(u000 y1 + 3u00 y10 + 3u0 y100 + uy1000 )+p2 (u00 y1 + 2u0 y10 + uy100 )+p1 (u0 y1 +uy10 )+p0 uy1 = 0
(uy1000 ) + p2 (uy100 ) + p1 (u0 y1 + uy10 ) + p0 uy1 = 0
y1 u000 +(3y10 +p2 y1 )u00 +(3y100 +2p2 y10 +p1 y1 )u0 +(y1000 +p2 y100 +p1 y10 +p0 y1 )u = 0
Since
y1
is a solution of the ODE, we have
y1000 + p2 y100 + p1 y10 + p0 y1 = 0

Dening
z = u0
we can write the ODE as
y1 z 00 + (3y10 + p2 y1 )z 0 + (3y100 + 2p2 y10 + p1 y1 )z = 0

as required by the problem.
63
2. Let us divide by
x3
y 000
3 00
y +
x

6
1
6
0
1
y
y=0
x2
x3
x
We can now apply the formula derived in this exercise, in particular

3
3
6
0
(x)z + 3(1) +
1 x z =0
x z + 3(0) + 2
(1) +
x
x
x2
00
xz 00 xz = 0
z 00 z = 0
whose characteristic polynomial is
2 1 = 0 = 1
So the solution is
z = c1 ex + c2 ex
Z
u=
Z
zdx =
(c1 ex + c2 ex )dx = c1 ex + c2 ex
and the solution sought
y = uy1 = (c1 ex + c2 ex )x = c1 xex + c2 xex

Finally, the general solution is
y = c1 xex + c2 xex + c3 x
Kreyszig, 3.3.5
Solve
(x3 D3 + x2 D2 2xD + 2I)y = x2
Solution:
x3 y 000 + x2 y 00 2xy 0 + 2y = x2
The homogeneous ODE is an Euler-Cauchy equation, so we try a solution of
the form
y
y0
y 00
y 000
=
=
=
=
xm
mxm1
m(m 1)xm2
m(m 2)(m 1)xm3
Substituting in the equation
x3 m(m 2)(m 1)xm3 + x2 m(m 1)xm2 2xmxm1 + 2xm = 0

(m(m 2)(m 1) + m(m 1) 2m + 2)xm = 0
m3 2m2 m + 2 = 0 = (m 2)(m 1)(m + 1)
64
So
m = 2, 1, 1
are the roots of the characteristic polynomial.
The general
solution of the homogeneous problem is
yh = c1 x + c2 x1 + c3 x2
For nding a particular solution of the non-homogeneous problem we use the
method of variation parameters whose solution is
yp =
3
X
Z
yk
k=1
Where
yk
Wk
rdx
W
W and Wk
x x1 x2
1 x2 2x = 2x2 8
x
3
2
0 2x1
0 x
x2
0 x2 2x = 3
3
1 2x 2 2
x 0 x
1 0 2x = x2 2x2
0 1 12
x x
0
1 x2 0 = 2
x
0 2x3 1
are the 3 homogeneous solutions and
matrices
W1
W2
W3
are the following
We write the ODE in the standard form
x3 y 000 + x2 y 00 2xy 0 + 2y = x2 y 000 +
1 00
2
2
y 2 y 0 + 3 y = x5
x
x
x
We now calculate the integrals
W1
rdx =
W
3x3 tanh1 ( x2 ) + 6x2 + 8

3x
5
x
dx
=
2x2 8
64x3
Z 2
x tanh1 ( x2 2)
x 2x2 5
W2
rdx =
x
dx
=
W
2x2 8
16x
Z
Z
W3
1
1
1
log(x)
2
rdx =
x5 dx =
log(x2 4) +
2
2
W
2x 8
16
32x
128
64
Z
Finally, the particular solution is
yp
2
3x3 tanh1 ( x
2 )+6x +8
64x3
= x
1
= 12x
2
+ x1
x tanh1 ( x
2 2)
16x
+ x2 ( 1
16
Finally, the general solution is of the form
y = c1 x + c2 x1 + c3 x2
Kreyszig, 3.3.6
65
1
12x2
1
32x2
1
128
log(x2 4) +
log(x)
64 )
Solve
(D3 + 4D)y = sin(x).
Solution:
The homogeneous problem has a characteristic polynomial
3 + 4 = 0 = (2 + 4) = 0, 2i
So the homogeneous solution is given by
yh = c1 + c2 cos(2x) + c3 sin(2x)
To nd a particular solution for non-homogeneous problem we try a function of
the form
yp = K1 cos(x) + K2 sin(x)
yp0 = K1 sin(x) + K2 cos(x)
yp00 = K1 cos(x) K2 sin(x)
yp000 = K1 sin(x) K2 cos(x)
(K1 sin(x) K2 cos(x)) + 4(K1 sin(x) + K2 cos(x)) = sin(x)

3K1 sin(x) + 3K2 cos(x) = sin(x)
1
K1 = , K2 = 0
3
y = c1 + c2 cos(2x) + c3 sin(2x)
1
sin(x)
3
Kreyszig, 3.3.7
Solve
(D3 9D2 + 27D 27I)y = 27 sin(3x)
Solution:
The homogeneous problem has a characteristic equation
3 92 + 27 27 = 0 = ( 3)3 = 0 = 3(3
times)
So the homogeneous solution is given by
yh = (c1 + c2 x + c3 x2 )e3x
To nd a particular solution for non-homogeneous problem we try a function of
the form
yp
yp0
yp00
yp000
=
=
=
=
K cos(3x) + M sin(3x)
3K sin(3x) + 3M cos(3x)
9K cos(3x) 9M sin(3x)
27K sin(3x) 27M cos(3x)
66
(27K sin(3x) 27M cos(3x)) 9(9K cos(3x) 9M sin(3x)) + 27(3K sin(3x)

+3M cos(3x)) 27(K cos(3x) + M sin(3x)) = 27 sin(3x)
27K sin(3x) 27M cos(3x) + 81K cos(3x) + 81M sin(3x) 81K sin(3x)
+81M cos(3x) 27K cos(3x) 27M sin(3x) = 27 sin(3x)
Dividing the equation by 27
K sin(3x) M cos(3x) + 3K cos(3x) + 3M sin(3x) 3K sin(3x) + 3M cos(3x)

K cos(3x) M sin(3x) = sin(3x)
(2K + 4M ) sin(3x) + (2M + 2K) cos(3x) = sin(3x)
2K + 4M = 1
2M + 2K = 0
1
1
M = ,K =
4
4
1
y = (c1 + c2 x + c3 x2 )e3x (cos(3x) sin(3x))
4
Kreyszig, 3.3.10
Solve
x3 y 000 + xy 0 y = x2
Solution:
y(1) = 1, y 0 (1) = 3, y 00 (1) = 14
The homogeneous ODE is an Euler-Cauchy equation, so we try with
a solution of the form
y
y0
y 00
y 000
=
=
=
=
xm
mxm1
m(m 1)xm2
m(m 1)(m 2)xm3
Substituting in the equation
x3 (m(m 1)(m 2)xm3 ) + x(mxm1 ) xm = 0

m(m 1)(m 2) + m 1 = 0
(m 1)(m(m 2) + 1) = 0
(m 1)(m 1)2 = 0
So
m=1
is a triple root of the characteristic polynomial. The general solution
of the homogeneous problem is
yh = c1 x + c2 x log(x) + c3 x log2 (x)

67
For nding a particular solution of the non-homogeneous problem we use

the method of variation of parameters whose solution is
yp =
3
X
Z
yk
k=1
where
yk
Wk
rdx
W
are the 3 homogeneous solutions and
and
Wk
are the following
matrices
W1
W2
W3

x x log(x)
x log2 (x)

1 1 + log(x) 2 log(x) + log2 (x) = 2
1
2
2

0
x
x + x log(x)

2

0 x log(x)
x log (x)

0 1 + log(x) 2 log(x) + log2 (x) = x log2 (x)
1
2
2

1
x
x + x log(x)

2

x 0
x log (x)

1 0 2 log(x) + log2 (x) = 2x log(x)
2
2

0 1
x + x log(x)

x x log(x) 0
1 1 + log(x) 0 = x
1
0
1
x
We write the ODE in the standard form
x3 y 000 + xy 0 y = x2 y 000 +
We now calculate the integrals (with
R
R
R
W1
W rdx
W2
W rdx
W3
W rdx
R
=
R
= R
=
r=
1
1
1 0
y 3y =
x2
x
x
1
x)
x(log2 (x)2 log(x)+2)

x log2 (x) 1
2
x dx =
2
2x log(x) 1
dx
=
x(log(x)
1)
2
x
x1
x
dx
=
2x
2
Finally, the particular solution is
yp
R 1
R 2
R W3
= y1 W
rdx + y2 W
W
W rdx + y3
W rdx
2
log(x)+2)
= x x(log (x)2
+
x
log(x)
(x(log(x)
1)) + x log2 (x) x2
2
2
= x
The general solution is of the form
y = c1 x + c2 x log(x) + c3 x log2 (x) + x2

Imposing the initial conditions
y(x) = c1 x + c2 x log(x) + c3 x log2 (x) + x2 y(1) = 1 = c1 + 1 c1 = 0

y 0 (x) = c1 + c2 (1 + log(x)) + c3 (2 log(x) + log2 (x)) + 2x y 0 (1) = 3 = c2
y 00 (x) = c2 x1 + c3 x2 + x2 log(x) + 2 y 0 (1) = 14 = c2 + 2c3 c3 = 11
2
So the particular solution sought is
y = 3x log(x) +
11
x log2 (x) + x2
2
68
Chapter 4
Kreyszig, 4.1.1
Find out, without calculation, whether doubling the ow rate in the following
example has the same eect as halng the tank sizes.
Solution:
Original case:

y2
lb
gal
y1
lb
gal
2
2
100 gal
min
100 gal
min

y1
lb
gal
y2
lb
gal
y20 = inow-outow =
2
2
100 gal
min
100 gal
min

0

0
y1 = 0.02y1 + 0.02y2
y1
0.02 0.02
y1
=
y0 = Ay
y20 = 0.02y1 0.02y2
y20
0.02 0.02
y2
y10 = inow-outow =
Doubling the ow rate:

y2
lb
gal
y1
lb
gal
= inow-outow =
4
4
100 gal
min
100 gal
min

lb
gal
lb
gal
y1
y2
y20 = inow-outow =
4
4
100 gal
min
100 gal
min

y10 = 0.04y1 + 0.04y2
y10
0.04 0.04
y1
=
y 0 = A1 y
y20 = 0.04y1 0.04y2
y20
0.04 0.04
y2
y10
Halng the tank sizes:

gal
y1 lb
gal
y2 lb
= inow-outow =
2
2
50 gal
min
50 gal
min

y1 lb
gal
y2 lb
gal
0
y2 = inow-outow =
2
2
50 gal
min
50 gal
min

y10 = 0.04y1 + 0.04y2
y10
0.04 0.04
y1
=
y 0 = A2 y
0
y2 = 0.04y1 0.04y2
y20
0.04 0.04
y2
y10
Since
A1 = A2 ,
the eect on the amount of salt in both tanks is the same if we
double the ow rate or halve the tank size.

69
Kreyszig, 4.1.11
Solve
4y 00 15y 0 4y = 0
Solution:
To convert the ODE into an ODE system we do the following changes
of variables
y = y1
y10 = y2
So that the original ODE can be written as
4y20 15y2 4y1 = 0 y20 =
15
y2 + y1
4
Together the system ODE is
0
0
y1
=
y20
1

y1
15
y2
4
1
That is of the form
y0 = Ay
The eigenvalues and eigenvectors of
are:
1 = 4, v1 = (1, 4)T
2 = 41 , v2 = 1, 14
T
The general solution of the ODe system is
y = c1 v1 e1 x + c2 v2 e2 x = c1

x
1
1 4x
e + c2
e 4
4
41
Kreyszig, 4.1.12
Solve
y 000 + 2y 00 y 0 2y = 0
by solving it directly and by reducing it to an ODE system.
Solution:
The characteristic equation of the ODE is
3 + 22 + 2 = 0 = 2, 1, 1
So that the general solution is
y = c1 e2x + c2 ex + c3 ex
To convert the ODE into an ODE system we do the following changes of variables
y1
y2
y3
=
=
=
y
y10 = y 0
y20 = y 00
So that the original ODE can be written as
y30 + 2y3 y2 2y1 = 0

70
y30 = 2y3 + y2 + 2y1

Altogether the ODE system is
0
0
y1
y20 = 0
y30
2

0
y1
1 y2
2
y3
1
0
1
y0 = Ay
1 = 2
2 = 1
3 = 1
are
v1 = (1, 2, 4)T
v2 = (1, 1, 1)T
v3 = (1, 1, 1)T
The general solution of the ODE system is
=
=
=
Finally, remind that
x
c1 v1 e1
+ c2 v2 e2 x+ c3
v3 e3 x

1
1
1
c1 2 e2x + c2 1 ex + c3 1 ex
1
1
4 2x
c1 e
+ c2 ex + c3 ex
2c1 e2x c2 ex + c3 ex
4c1 e2x + c2 ex + c3 ex
y = y1 ,
so we are mostly interested in its rst component
that is
y = c1 e2x + c2 ex + c3 ex
That is, the same result as we obtained by the direct method.
Kreyszig, 4.3.1
Give the general solution of the equation system
y10
y20
Solution:
=
=
y1 + y2
3y1 y2
Let us write the equation system as
0
y1
1
=
y20
3

1
y1
1
y2
The characteristic polynomial of the system matrix is

1

3

1
= (1 )(1 ) 3 = ( 2)( + 2) = 0
1
The eigenvector of
1 = 2
comes from the equation system
1
3
(A 2I)x = 0

1 0
1
3 0
0
71
1 0
0 0
whose eigenvector is
x1 = (1, 1).
2 = 2 comes
The eigenvector of
whose eigenvector is
from
(A + 2I)x = 0

3 1 0
3 1
3 1 0
0 0
0
0
x2 = (1, 3).
Finally, the solution of the dierential equation system is
y = c1 x1 e1 t + c2 x2 e2 t = c1

c1 e2t c2 e2t
1 2t
1 2t
e + c2
e
=
c1 e2t + 3c2 e2t
1
3
Kreyszig, 4.3.6
Find a general solution of the ODE system
y10 = 2y1 2y2

y20 = 2y1 + 2y2
Solution:
We can write the ODE system as
0
y1
2
=
y20
2

2
y1
2
y2
y0 = Ay
1 = 2 + 2i
2 = 2 2i
are
v1 = (i, 1)T
v2 = (i, 1)T
1 x
= c1 v1 e
+ c2 v2 e2 x
i (2+2i)x
i (22i)x
= c1
e
+ c2
e
1
1
If we want the solution to be real, we must perform a change of basis. Instead

of the basis functions
y1
y2

i (2+2i)x
=
e
1

i (22i)x
=
e
= y1
1
we dene the functions
1
y
y1 +y2
2
2
y
y1 y2
2i
ie(2+2i)x
= Re{y1 } = Re
(2+2i)x
2x e

e cos(2x)
= Im{y1 } =
e2x sin(2x)

72

2x

e sin(2x)
=
e2x cos(2x)
The general solution can be written as

1 +c2 y
2 = c1
y = c1 y

2x

e2x sin(2x)
e cos(2x)
2x c1 sin(2x) + c2 cos(2x)
+c2 2x
= e
e2x cos(2x)
c1 cos(2x) + c2 sin(2x)
e sin(2x)
Kreyszig, 4.3.7
Find a general solution of the ODE system
y10 = y2
y20 = y1 + y3
y30 = y2
Solution:
We can write the ODE system as
0
y1
0
y20 = 1
y30
0
1
0
1
0
y
1 1
y2
0
y0 = Ay
1 =
0
2i
2 =
3 = 2i
are
v1 = (1, 0,
1)T
T
v2 = (i,
2, i)T
v2 = (i, 2, i)
=
=
1 x
x
2x
c1 v1 e
+ c2
v2 e
+ c3 v3 e3
i
i
1
c1 0 + c2 2 ei 2x + c3 2 ei 2x
1
i
i
If we want the solution to be real, we must perform a change of basis. Instead

of the basis functions
y2
y3
= 2 ei 2x
i
i
= 2 ei 2x = y2
i
we dene the functions
2
y
y2 +y3
2
3
y
y2 y3
2i
i
sin(
2x)

= Re{y2 } = Re 2 ei 2x = 2 cos( 2x)
i
sin( 2x)
cos(
2x)
= Im{y2 } = 2 sin(
2x)
cos( 2x)
73
The general solution can be written as
+c y
= c1 y1 + c2 y
2 3 3
cos( 2x)
sin(
2x)
1
= c1 0 + c2 2 cos( 2x) + c3 2 sin(

2x)
1
sin( 2x)
cos( 2x)
c1+ c2 sin(
c3 cos( 2x)
2x)
= c2 2 cos( 2x)
+
c
3 2 sin( 2x)
c1 c2 sin( 2x) + c3 cos( 2x)
Kreyszig, 4.3.18
Each of the two tanks contains 200 gal of water, in which initially 100 lb
(Tank
T1 )
and 200 lb (Tank
T2 )
of fertilizer are dissolved. The inow, circula-
tion, and outow are shown in the gure below. The mixture is kept uniform
y1 (t)
by stirring. Find the fertilizer contents
Solution:
T1
in
and
y2 (t)
in
T2 .
We can model the system with the following dierential equations:
y1
y2
= 200
16 + 200
4 + 0 12
y1
y2
= 200 16 200 (4 + 12)
y10
y20
Equivalently
0 16
y1
200
=
16
y20
200
4
200
16
200

y1
y2
The eigenvalues and eigenvectors of this matrix are
3
1 = 25
,
1
2 = 25
,
v1 = ( 12 , 1)T
v2 = ( 12 , 1)T
y = c1 v1 e1 t + c2 v2 e2 t = c1
12
1
e 25 t + c2
y(0) =
100
200
e 25 t
t = 0 we have
1
1
2
= c1
+ c2 2 c1 = 0, c2 = 200
1
1
As stated in the problem at
1
So the solution sought is
1
y = 200
1
74
e 25
Kreyszig, 4.4.1
Determine the type and stability of the critical point of
y10 = y1
y20 = 2y2
Then nd a real general solution.
Solution:
The proposed ODE system is equivalent to
0
1
y1
=
y20
0
0
2

y1
y2
The eigenvalues of the matrix are given by
det

1
0
0
2
= 2 3 + 2 = 0
p = 3, (> 0)
q = 2(> 0)
= p2 4q = 1(> 0)
So it is an unstable improper node. The general solution is
y1 = c1 et , y2 = c2 e2t
Kreyszig, 4.4.3
y10 = y2
y20 = 9y1
Then nd a real general solution and sketch or graph some of the trajectories
in the phase plane.
Solution:
0
y1
0
=
y20
9
Critical points are points at which
y 0 = 0,

1
y1
0
y2
in this case the only critical point is
y=0
whose eigenvalues and eigenvectors are
1 = 3i, v1 = ( 31 i, 1)
2 = 3i, v2 = ( 13 i, 1)
This corresponds to a center as can be clearly seen in the gure below
75
2
1.5
1
0.5
0
0.5
1
1.5
2
2
1.5
0.5
0
y1
0.5
1.5
To nd a real solution we construct the functions
1 x
y1
v1 e
y2
v2 e2 x
1
y
y1 +y2
2
2
y
y1 y2
2i
1
3 i i3x
=
e
1 1
i
= 3 ei3x
1

1
3

sin(3x)
= Re{y1 } =

cos(3x)
31 cos(3x)
= Im{y1 } =
sin(3x)
The general real solution is given by

1 + c2 y
2 =
y = c1 y

c1 13 sin(3x) c2 31 cos(3x)
c1 cos(3x) + c2 sin(3x)
Kreyszig, 4.4.7
y10 = y1 + 2y2
y20 = 2y1 + y2
Then nd a real general solution.
Solution:
0
y1
1
=
y20
2
2
1

y1
y2
The characteristic equation of the matrix is
2 2 3 = 0
p = 2, (> 0)
q = 3(< 0)
76
So it is a saddle point, always unstable. The eigenvalues and eigenvectors of the

system matrix are
1 = 3, v1 = (1, 1)T
2 = 1, v2 = (1, 1)T
The general solution is given by
y = c1 v1 e1 x + c2 v2 e2 x = c1

1 3x
1
e + c2
ex
1
1
Kreyszig, 4.4.14
Transformation of parameters.
What happens to the critical point of
y10 = y1
y20 = 2y2
if you introduce
= t
as the new independent variable? trajectories in the
phase plane.
Solution:
0
y1
1
=
y20
0
0
2

y1
y2
y = 0 and the eigenvalues of the matrix used to calculate the

p = 1 + 2 > 0.
change of variable = t, then
Its critical point is
derivative are 1 and 2, that is, it is an unstable node (because

If we do the
dyi dt
dyi
dyi
=
=
d
dt d
dt
So the equation system becomes
dy1
d
dy2
d

1
=
0

0
y1
2
y2
That is the direction of motion changes, and the two eigenvalues become negative. Then we have
p = 1 + 2 < 0
and
q = 1 2 > 0,
consequently a stable
node.
Kreyszig, 4.4.17
Perturbation.
The system
y =
0
4

1
y
0
has a center as its critical point. Replace each
aij
by
aij + b.
Find values of
such that you get (a) a saddle point, (b) a stable and attractive node, (c) a
stable and attractive spiral, (d) an unstable spiral, (e) an unstable node.
Solution:
The perturbed system is
y =

b
1+b
y
4 + b
b
77
The characteristic polynomial is
|A I| = (b )2 (1 + b)(4 + b) = 2 2b + 4 + 3b
This polynomial is of the form
2 p + q
so
p = 2b
q = 4 + 3b
Saddle point: to get a saddle point we need
q < 0 4 + 3b < 0 b <
4
3
Stable and attractive node: to get a stable and attractive node we need
p < 0, q = 0
(stable and attractive) and
q > 0, = p2 4q 0
2b < 0, 4 + 3b = 0
(node)
4
=b
3
(2b)2 4(4 + 3b) 0 b2 3b 4 0 b (, 1] [4, )

The intersection of both sets gives
b = 34 .
Stable and attractive spiral: to get a stable and attractive spiral we need
p < 0, q = 0
(stable and attractive) and
= p2 4q < 0, p 6= 0
2b < 0, 4 + 3b = 0, 2b 6= 0
(spiral)
4
=b
3
(2b)2 4(4 + 3b) < 0 b2 3b 4 < 0 1 < b < 4

Since
{ 34 } (1, 4) = ,
there is no
satisfying all conditions.
Unstable spiral: to get an unstable spiral we need
p>0
2b > 0
or
q<0
(unstable) and
= p2 4q < 0, p 6= 0
(spiral)
4 + 3b < 0 b (0, ) (, 34 ) = (, 34 ) (0, )
or
(2b)2 4(4 + 3b) < 0 b2 3b 4 < 0 1 < b < 4

Finally,

(, 34 ) (0, ) (1, 4) = (0, 4)
Unstable node: to get an unstable node we need
p>0
2b > 0
or
or
q<0
(unstable) and
q > 0, = p2 4q 0
(node)
4 + 3b < 0 b (0, ) (, 34 ) = (, 34 ) (0, )
4 + 3b > 0, p2 4q 0 b ( 43 , ) ((, 1] [4, )) = ( 34 , 1] [4, )

Finally

(, 34 ) (0, ) ( 34 , 1] [4, ) = [4, )
78
Kreyszig, 4.5.5
Find the location and all critical points by linearization of the ODE
y10 = y2
y20 = y1 + 21 y12
Solution:
The ODE system can be rewritten as
y2
y1 + 21 y12
y =
Critical points are solutions of the equation system
Case
y2
y1 + 12 y12

= 0 y1 = 0, 2; y2 = 0
(y1 , y2 ) = (0, 0):
If we linearize around the point
!
f1
y2
f2

y2
f1
y1
f2
y1
A=
(0, 0)
we get

0
1
=
1
0 y =0
0
1 + y1
=
y=0
And the equation system behaves in the vicinity of
(0, 0)

1
0
as
y0 = Ay
A is

1
|A I| =
1
The charactertistic polynomial of

= 2 + 1 = 0

p = 0, q = 1 and = p2 4q = 4.
(p 0, q > 0) center (p = 0, < 0).
Case (y1 , y2 ) = (2, 0):
So,
Consequently,
(0, 0)
Let us make the change of variables

y1
y1 2
=
y2
y2
Then
0 =
y
y2
y1 + 2)2
(
y1 + 2) + 12 (
We now linearize around the point
A =
f1
y1
f2
y1
!
f1
y2

f2
y2

=
y2
y1 + 21 y12
(
y1 , y2 ) = (0, 0)

=
0
1 + y1
=0
y

1
0
=
0 y =0
1
Now, the characteristic polynomial is
|A I| =
1

1
= 2 1 = 0

79
1
0
is a stable
p = 0, q = 1 and = p2 4q = 4.
< 0) saddle point (q < 0).
So,
(q
Consequently,
(2, 0)
is an unstable
Kreyszig, 4.5.9
Find the location and type of all critical points by rst converting the ODE
to a system and then linearizing it.
y 00 9y + y 3 = 0
Solution:
Let us dene
y1
y2
=
=
y
y10
Then we may rewrite the ODE as
y20 9y1 + y13 = 0

or the ODE system
y10
y20
= y2
= 9y1 y13 = y1 (3 y1 )(3 + y1 )
There are three critical points at
y = y1 = 0, 3, 3, y2 = 0.
Let us linearize
the ODE at the three points. For doing so, let us rewrite the ODE system as a
vector dierential equation:
y0 = F(y)
Case
y =
y = 0:
F1
y2
F2
y2
F1
y1
F2
y1
The eigenvalues of

y=
y1 =0,y2 =0
A =

0
9
1
0

1
0 y
0
9 3y12

y=
1 =0,y2 =0
0
9

1
y
0

are
1 = 3
2 = 3.
and
Since the two
eigenvalues are real and of opposite sign, the critical point is a saddle point.
Case
y = 3:
whose

0
1
0
1
y =
y=
y
9 3y12 0 y =3,y =0
18 0
1
2
18i and 2 = 18i. Since the two

eigenvalues are 1 =
0
are pure imaginary, the critical point is a center.

Case
y = 3:
y0 =
0
9 3y12

1
0 y

y=
1 =3,y2 =0
0
18

1
y
0
Kreyszig, 4.6.3
Again, the critical point is a center.

Find a general solution of
y10 = y2 + e3t
80
eigenvalues
y20 = y1 3e3t
Solution:
Let us write the ODE system as
0
0
y1
=
y20
1
1
0

y1
1
+
e3t
y2
3
The eigenvalues and eigenvectors of the system matrix are
1 = 1, v1 = (1, 1)T
2 = 1, v2 = (1, 1)T
So the general solution of the homogeneous problem is

t
1
1 t
e
t
e + c2
e =
1
1
et

y h = c1
et
et

c1
=Yc
c2
For the particular solution we now that
yp = Y u
Where
u0 = Y 1 g
So

et
Y
et
t
2t
1 e
e
e3t
e
0
=
u =
et
3e3t
2e4t
2 et
!
Z 2t
e2t
e
2
u=
dt =
e4t
2e4t
2
!
t

2t
e
e
et
0
2
yp = Y u =
= 3t
e4t
e
et et
1
et
et

t
1
=
2
Finally,

1
1 t
0
et + c2
e + 3t
1
1
e
y = yh + yp = c1
Kreyszig, 4.6.5
Find a general solution of
y10 = 4y1 + y2 + 0.6t

y20 = 2y1 + 3y2 2.5t
Solution:
Let us write the ODE system as
y =
4
2

1
0.6t
y+
3
2.5t
81
The eigenvalues and eigenvectors of the system matrix are
1 = 5, v1 = (1, 1)T
2 = 2, v2 = (1, 2)T
So the general solution of the homogeneous problem is
yh = c1

1 5t
1 2t
e + c2
e
1
2
For the particular solution, we try a solution of the type
y = k0 + k1 t

k1 =
From where
4
2

1
0.6
(k0 + k1 t) +
t
3
2.5

1
0.6
0.43
k1 +
= 0 k1 =
3
2.5
1.12
4
2
and

k1 =
4
2

1
0.241
k0 k0 =
3
0.534
So, the general solution is

1 5t
1 2t
0.241
0.43
y = c1
e + c2
e +
+
t
1
2
0.534
1.12
Chapter 5
Kreyszig, 5.1.7
Solve the ODE
y 0 = 2xy
using the power series method.
Solution:
Let us expand the solution of the ODE as
y=
am xm = a0 + a1 x + a2 x2 + a3 x3 + ...
m=0
Then
y0 =
am mxm1 = a1 + 2a2 x + 3a3 x2 + ...
m=1
Let us write the ODE as
y 0 + 2xy = 0
82
and substitute the two series
!
am mxm1
+ 2x
m=1
a1 + 2a2 x +
!
am xm
!
am mx
m1
+ 2a0 x +
Let us do the change of variable
a1 + 2a2 x +
!
m+1
2am x
m0 = m 2
!
am0 +2 (m + 2)x
m0 +1
in the rst sum
+ 2a0 x +
m0 =1
!
2am x
am0 +2 (m0 + 2)xm +1 +
m0 =1
a1 + 2(a0 + a2 )x +
2am xm+1 = 0
m=1
((m + 2)am+2 + 2am )xm+1 = 0
m=1
Since the whole series is 0, all its terms must be 0
a1 = 0
a0 + a2 = 0 a2 = a0
Let us analyze now the odd terms
m = 1 3a3 + 2a1 = 0 a3 = 0
m = 3 5a5 + 2a3 = 0 a5 = 0
...
So all odd terms are null. Let us analyze now the even terms
1
2
m = 2 4a4 + 2a2 = 0 a4 = a2 = a0
4
2
11
2
m = 4 6a6 + 2a4 = 0 a6 = a4 = a0
6
32
2
111
m = 6 8a8 + 2a6 = 0 a8 = a6 =
a0
8
432
...
m
m+1
m=1
a1 + 2(a0 + a2 )x +
And in general, for
=0
m=1
m=3
=0
m=0
even, we have
am = (1) 2
m a0
2!
The general solution is then

1
1
1
y = a0 1 x2 + x4 x6 + x8 ...
2!
3!
4!
83
=0
It can be easily checked that this is the Taylor expansion of

2
y = a0 ex
Kreyszig, 5.1.11
Solve the ODE
y 00 y 0 x2 y = 0
using the power series method
Solution:
Let us expand the solution of the ODE as
y=
am xm
m=0
Then
y0
y 00
m=1
am mxm1
am m(m 1)xm2
m=2
Substituting the series in the ODE
!
am m(m 1)x
m2
m=2
!
am mx
m1
+x
m=1
Let us do the change of variable
!
am x
=0
m=0
m0 = m + 1
in the second sum and
m0 = m + 4
in the third sum
am m(m 1)xm2
am0 1 (m0 1)xm 2 +
m0 =2
m=2
2a2 + 6a3 x (a1 + 2a2 x) +
am0 4 xm2 = 0
m0 =4
((m 1)mam (m 1)am1 + am4 ) xm2 = 0
m=4
The whole series is 0, all terms must be 0
2a2 a1 = 0 a2 =
6a3 2a2 = 0 a3 =
a1
2
a2
a1
=
3
3!
When m=4
12a4 3a3 + a0 = 0 a4 =
3a3 a0
a1
a0
=
12
4!
12
When m=5
20a5 4a4 + a1 = 0 a5 =
=
a4
a1
4a4 a1
=
=
20
5
20
a1
a0
a1
a0
a1
6a1
a0
5a1
a0
a1
= +
=
=
5!
60 20
60
5!
5!
60
5!
60
4!
84
The general solution is then
y = a0 (1
1 4
1
1
1
1
1
x x5 ...) + a1 (x + x2 + x3 + x4 x5 ...)
12
60
2!
3!
4!
5!
Kreyszig, 5.1.20
In numerics we use partial sums of power series. To get a feel for the accuracy
for various x, experiment with
sin(x).
Graph partial sums of the Maclaurin
series of an increasing number of terms, describing qualitatively the breakaway

points of these graphs from the graph of
Solution:
sin(x).
We know that the MacLaurin series of
sin(x) =
sin(x)
is
x
x5
(1)
x2m+1 = x
+
...
(2m + 1)!
3!
5!
m=0
m
We may program this in MATLAB as follows
x=[-2*pi:0.001:2*pi]
M=5;
yp=zeros(M+1,length(x));
for m=0:M
yp(m+1,:)=(-1)m/factorial(2*m+1)*x.(2*m+1);
if m>0
yp(m+1,:)=yp(m+1,:)+yp(m,:);
end
end
plot(x,sin(x),'LineWidth',2)
axis([-2*pi 2*pi -2 2])
hold on
plot(x,yp)
legend('sin(x)','m=0','m=1','m=2','m=3','m=4','m=5')
2
sin(x)
m=0
m=1
m=2
m=3
m=4
m=5
1.5
0.5
0.5
1.5
85
Kreyszig, 5.2.2
Show that
y2 = x
with
n=1
(n 1)(n + 2) 3 (n 3)(n 1)(n + 2)(n + 4) 5

x +
x ...
3!
5!
becomes
y 2 = P1 = x
and
y1 = 1
with
n=1
n(n + 1) 2 (n 2)n(n + 1)(n + 3) 4

x +
x ...
2!
4!
becomes
1
1
1
y1 = 1 x2 x4 x6 ... = 1 x log(x)
3
5
2
Solution:
Let's start rst with
y2 = x
In particular for
y2 .
For a general
n, y2
is
(n 1)(n + 2) 3 (n 3)(n 1)(n + 2)(n + 4) 5

x +
x ...
3!
5!
n = 1,
y2 = x
it becomes
(0)(3) 3 (2)(0)(3)(5) 5
x +
x ... = x = P1 (x)
3!
5!
as stated by the problem.
y1
is for any
y1 = 1
n(n + 1) 2 (n 2)n(n + 1)(n + 3) 4

x +
x ...
2!
4!
that can be written as
y1 = a0 + a2 x2 + a4 x4 + ...
In general, we have the recursion
am+2 =
which for
n=1
(n m)(n + m + 1)
am
(m + 2)(m + 1)
becomes
am+2 =
(m 1)
(1 m)(m + 2)
am =
am
(m + 2)(m + 1)
(m + 1)
In this way, we note that
a0
a2
a4
a6
a8
= 1
= 1
1 a0 = 1
= 31 a2 = 13
= 35 a4 = 35 31 = 15
= 57 a6 = 57 51 = 17
86
and, in general,
am =
y1
Then, we can wwrite
1
a0
m1
as
1
1
1
y1 = 1 x2 x4 x6 x8 ...
3
5
7
We know that the McLaurin series of
1
2
log
1+x
1x in the interval
1 < x < 1
1
1+x
x3
x5
x7
log
=x+
+
+
+ ...
2
1x
3
5
7
If we now calculate
1 21 x log
which is equal to
y1
1+x
1x

1x x+
1 x2
x3
3
x4
3
x5
5
x6
5
x7
7
x8
7

+ ...
...
as stated by the problem.
Kreyszig, 5.2.11
Carlos Oscar Sorzano, Dec. 19th, 2014
Find a solution of
(a2 x2 )y 00 2xy 0 + n(n + 1)y = 0

by reduction to a Legendre equation.
Solution:
Let us perform the change of variable
u=
x
a
dy
dy du
dy 1
=
=
dx
du dx
du a

d2 y
d dy 1 du
d2 y 1
=
=
dx2
du du a dx
du2 a2
Substituting into the dierential equation, we get
(a2 a2 u2 )
d2 y 1
dy 1
2(au)
+ n(n + 1)y = 0
du2 a2
du a
(1 u2 )
d2 y
dy
2u
+ n(n + 1)y = 0
du2
du
whose general solution is
y(u) = c1 y1 (u) + c2 y2 (u)

or what is the same
y(x) = c1 y1
x
a
Kreyszig, 5.3.2
87
+ c2 y2
x
a
is
Solve
(x + 2)2 y 00 + (x + 2)y 0 y = 0
by the Frobenius method.
Solution:
We can make the change of variable
z = x + 2.
Under this change
the equation can be written as
z 2 y + z y y = 0
1
1
y + y 2 y = 0
z
z
We can apply the Frobenius method to this problem because it is of the form
y +
b(z) = 1
being
and
c(z) = 1
b(z)
c(z)
y + 2 y = 0
z
z
analytical functions at
solution of the form
y = zr
z = 0.
We look for a
am z m
m=0
Its derivatives are
y =
dy
dz
d2 y
dz 2
= z r1
=z
(m + r)am z m
m=0
P
r2
(m + r)(m + r 1)am z m
m=0
Substituting into the dierential equation:
r2
!
(m + r)(m + r 1)am z
+z
r1
m=0
(m + r)am z
m=0
(m + r)(m + r 1)am z m+r +
m=0
(m + r)am z m+r
m=0
!
m
m=0
am z m+r = 0
m=0
((m + r)(m + r 1) + (m + r) 1)am z m+r = 0
m=0
(m + r + 1)(m + r 1)am z m+r = 0
m=0
The indicial equation comes from the coecient of lowest degree, i.e.,
m=0
(r + 1)(r 1) = 0
whose solutions are
r1 = 1, r2 = 1
Case
r1 = 1
Substituting
r=1
in the dierential equation we get
(m + 2)mam z m+1 = 0 = 2 1a1 z 2 + 3 2a2 z 3 + 4 3a3 z 4 + ...
m=0
88
!
am z
=0
which implies
a1 = a2 = a3 = ... = 0.
y = z r1
So, any function of the form
am z m = z(a0 )
m=0
is a solution of the dierential equation.
constant
a0 ,
for instance,
a0 = 1,
In particular, we may choose any
to obtain a basis function
y1 = z
Case
r2 = 1
Since the dierence between
r2
and
r1
is an integer value
r2 r1 = 1 1 = 2
we must look for a solution of the form
y2
=
=
ky1 log(x) + z r2
am z m
m=0
kz log(z) + z 1
am z m
m=0
Let us rst calculate
y 2 = k(log(z) + 1) + z 2
(m 1)am z m
m=0
y2 = kz 1 + z 3
(m 1)(m 2)am z m
m=0
We now substitute into the dierential equation
(m 1)(m 2)am z
+ z k(log(z) + 1) + z
(m 1)am z
m=0

P
kz log(z) + z 1
am z m = 0
m=0

P
P
m1
m1
kz +
(m 1)(m 2)am z
+ kz log(z) + kz +
(m 1)am z
m=0
m=0

P
kz log(z) +
am z m1 = 0
kz
+z
m=0
2kz +
m=0
[(m 1)(m 2) + (m 1) 1] am z m1 = 0
m=0
2kz +
m(m 2)am z m1 = 0
m=0
(1)a1 + 2kz +
m(m 2)am z m1 = 0
m=3
So,
a1 = k = a3 = a4 = a5 = ... = 0. a0
and
a2
are free so any solution of the
kind
y2 = z 1 (a0 + a2 z 2 ) = a0 z 1 + a2 z
is a solution of the dierential equation. Actually, we already knew that
a solution, so the only novelty brought by this solution is (with
y2 = z 1
89
a0 = 1).
was
Any solution of the dierential equation is of the form
y = c1 y1 + c2 y2 = c1 z +
c2
c2
= c1 (x + 2) +
z
x+2
Kreyszig, 5.4.3
Solve
by making the change of
Solution:
If
z=
x,
1
xy 00 + y 0 + y = 0
4
variable z =
x.
then
z0
y0
=
=
y 00
=
=
= 21 z 1
2 x
dy 0
dy 1 1
dz z = dz 2z
0
dy dz
1
2 dy
dz dx = 2 z
dz+
2
d
y
dy
1
2
3
4 z
dz 2 z
dz
z 1 ddzy2
1 1
2z
With these, we can rewrite the ODE as
z2
1
4
z 2
d2 y
dy
z 3
2
dz
dz
1
dy 1
+ z 1
+ y=0
2
dz
4
1 d2 y 1 1 dy 1 1 dy 1
z
+ z
+ y=0
4 dz 2
4
dz
2
dz
4
2
1 d y 1 1 dy 1
+ z
+ y=0
4 dz 2
4
dz
4
Multiplying by
4z 2 ,
we get
z2
dy
d2 y
+z
+ z2y = 0
2
dz
dz
which is Bessel's equation with
= 0.
Since
is an integer, there is no solution
of form
y = c1 J (z) + c2 J (z)
Its general solution needs Bessel's functions of the second kind (that will be seen
in next section). However, for the sake of completeness we already point out
that the general solution is
y = c1 J0 (z) + c2 Y0 (z) = c1 J0 ( x) + c2 Y0 ( x)
Kreyszig, 5.4.5
Solve
x2 y 00 + xy 0 + (2 x2 2 )y = 0
x = z .
90
Solution:
Let us write the dierent elements we need from the change of vari-
ables
dz
dx
0
y
y 00
=
dy
dz
= dx
= dy
dz dx = y
2
d y
d
dz
= dx2 = dz (y)
dx
= (
y ) = 2 y
Substituting in the dierential equation
z
z2 2
( y) + (y)
+ (z 2 2 )y = 0
2
z 2 y + z y + (z 2 2 )y = 0
which is a Bessel's equation of parameter
Its general solution is (
y = c1 J (z) + c2 J (z) = c1 J (x) + c2 J (x)

Kreyszig, 5.4.6
Solve
x2 y 00 + 14 (x + 34 )y = 0
variable y = u x, z =
x.
by making the change of
Solution:
If
z=
x,
then
z0
2 x
= 12 z 1
On the other side
y
y0
y 00
u x = uz
1 1
dy dz
du
dz dx = dz z + u 2 z
=
=
=
dy 0 dz
dzh dx
1
1 d2 u
2 z dz 2 z
du
du
dz + dz
1 2 d2 u
du
4z
dz 2 z + 2 dz
2
1 1 d u
1 2 du
4z
dz 2 + 2 z
dz
1 1 d2 u
1 2 du
4z
dz 2 + 4 z
dz
=
=
=
+ (z 2 )
14 z 3
du
dz z
i
+ u 12 z 1
du
dz z + u
1 2 du
1 3
u
4z
dz 4 z
1 3
z
u
4
So, we can rewrite the ODE as
z4
2
1 1 d u
4z
dz 2
2
1 3d u
4 z dz 2
Multiplying the
+ 14 z 2

du 1 3
4 z u + 41 (z 2 + 34 )uz = 0
dz
du 1
3
4 zu + 14 z 3 u + 16
uz = 0
dz
2
1 3d u
1 2 du
1 3
1
4 z dz 2 + 4 z dz + 4 z u 16 uz = 0
1
whole equation by 4z
, we get
+ 14 z 2
z2
d2 u
du
+z
+ z 2 u 41 u = 0
dz 2
dz
91
/ Z)
z2

du
d2 u
+z
+ z 2 14 u = 0
dz 2
dz
That is Bessel's equation with
1
2 . Since
is not an integer value, its general
= c1 J 1 ( x) + c2 J
u = c1 J 1 (z) + c2 J
1 (z)
2
1(
2
x)
Finally, we undo the change of variable

y = uz =
x
c1 J 1 ( x) + c2 J 1 ( x)
Kreyszig, 5.4.10
Solve
x2 y 00 + (1 2)xy 0 + 2 (x2 + 1 2 )y = 0
z = x .
Solution:
Let us perform the change of variables in two steps. We rst make
the change of variable
z
dz
dx
0
y 00
= x x = z
1
= x1 = z
1
dy
dz
)
= dx
= dy
dz dx
= y(z

d2 y
dxh2
= yz
= y 2 z
d
dz
22
y(z
dz
idx 1
1 1
+ y z
(z )
+ y(
1)z

2
z (
y 2 z
22
+ y(
1)z
) + (1 2)z (yz
) + 2 (z 2 + 1 2 )y = 0
(
y 2 z 2 + y(
1)z) + (1 2)(yz)
+ 2 (z 2 + 1 2 )y = 0
y 2 z 2 + y
2 z + 2 (z 2 + 1 2 )y = 0
z 2 y + z y + (z 2 ( 2 1))y = 0
This is Bessel's equation if
(if

/R
2 1 > 0,
in that case the general solution is given
) by
y = c1 J 2 1 (z) + c2 J 2 1 (z) = c1 J 2 1 (x ) + c2 J 2 1 (x )
Kreyszig, 5.5.1
Solve
x2 y 00 + xy 0 + (x2 16)y = 0
92
Solution:
This is Bessel's equation with
= 4.
Since
is an integer value,
we have to write the general solution making use of Bessel's functions of second
kind:
y = c1 J4 (x) + c2 Y4 (x)
Kreyszig, 5.5.2
Solve
xy 00 + 5y 0 + xy = 0
by making the change of variable
Solution:
If
y = ux
y0
y 00
y=
u
x2 .
, then
2
+ u(2x3 )
= du
dx x
d2 u 2
3
3
= dx2 x + du
) + du
) + u(6x4 )
dx (2x
dx (2x
2
4
u
= x2 ddxu2 4x3 du
dx + 6x
Substituting in the ODE we get

x
d2 u
x2 2
dx
x1
4x
3 du
dx
+ 6x

du 2
3
u +5
x + u(2x ) + xux2 = 0
dx
d2 u
du
du
4x2
+ 6x3 u + 5x2
10x3 u + x1 u = 0
dx2
dx
dx
x1
du
d2 u
+ x2
+ (x1 4x3 )u = 0
2
dx
dx
Multiplying the equation by
x2
x3
d2 u
du
+x
+ (x2 4)u = 0
dx2
dx
which is Bessel's equation with
= 2.
Since
is an integer value, the general
solution is given by
u = c1 J2 (x) + c2 Y2 (x)
y = ux2 = c1 x2 J2 (x) + c2 x2 Y2 (x)
Chapter 6
Kreyszig, 6.1.4
Find the Laplace transform of
cos2 (t).
93
Solution:
L{cos2 (t)}
0
R
cos2 (t)est dt
1+cos(2t) st
e dt
2
R
est dt + 21 cos(2t)est dt
h0
i 0 R
1 st
1
+ 12 cos(2t)est dt
2 s e
11
2s
1
2
1
2
cos(2t)est dt [Re{s} < 0]
Now we make use of the Laplace transform
L{cos(t)} =
s2
s
+ 2
to get
L{cos2 (t)} =
1
1
s
+
2
2s 2 s + (2)2
[Re{s} < 0]
Kreyszig, 6.1.20
Non-existence.
Show that a function like
et
does not fulll the condition
2
t
e M ekt
Solution:
For
k,
any
and
t>0
we have
we can nd
et > 0
so that
2
2
t
e = et .
Let us show that for
such that
2
et > M ekt = elog(M ) ekt

Taking logarithms
t2 > log(M ) + kt
t2 kt log(M ) > 0
Let us nd the point at which the curve crosses 0
t2 kt log(M ) = 0 t =
That is for
t>
k+
k2 +4 log(M )
we have that
2
2
et > M ekt
Kreyszig, 6.1.22
94
k 2 + 4 log(M )
2
Show that

L

=
Conclude from this that the conditions for existence are sucient but not necessary for the existence of the Laplace transform.
Solution:
1 st
e
t
t 2 est dt
Let us make the change of variable
R
0
= st t =
d
, dt =
s
s
1
2
s
e d
s =
1 R
1
s 2 2 e d
0
2 s 2 e s1 d
0
1
= s 2
1
So, there exists the Laplace transform of
t = 0.
1
2
= s 2
p
s
although it is not well dened at
Kreyszig, 6.1.26
Find the inverse Laplace transform of
Solution:
L1
5s+1
s2 25
5L1
s
s2 25
5s+1
s2 25
+ L1
1
s2 25
= 5 cosh(5t) +
1
5
where we have made used of the Laplace transforms
cosh(at)
sinh(at)
s2 a2
a
s2 a2
Kreyszig, 6.1.29
12 228
6
s4
s
Solution:
L1 {
12 228
3!
228 1 5!
L { 6 } = 2t3 1.9t5
6 } = 2L1 { 4 }
s4
s
s
5!
s
Kreyszig, 6.1.30
4s + 32
s2 16
95
sinh(5t)
Solution:
L1 {
4s + 32
s
4
} = 4L1 { 2
} + 8L1 { 2
} = 4 cosh(4t) + 8 sinh(4t)
s2 16
s 16
s 16
Kreyszig, 6.1.33
Solution:
t2 e3t
We know that
= s2!3
= F (s a)

L t2
L {eat f (t)}
Both together we have that

L t2 e3t
2!
(s+3)3
Kreyszig, 6.1.39
Solution:
21
(s+ 2)4
We know that
n!
= sn+1
= F (s a)
L {tn }
L {e f (t)}
at
Then we have the inverse Laplace transform
L1
21
and
L1
s4
21
(s+ 2)4
21 1
3! L
3!
s4
= 27 t3
7 3 2t
2t e
Kreyszig, 6.2.3
Solve the Initial Value Problem
y 00 y 0 6y = 0 y(0) = 11, y 0 (0) = 28
Solution:
We know that
L{y}
L{y 0 }
L{y 00 }
= Y
= sY y(0)
= s2 Y sy(0) y 0 (0)
Then, we can write the ODE as
(s2 Y 11s 28) (sY 11) 6Y = 0

(s2 s 6)Y 11s 17 = 0
96
Y =
11s + 17
11s + 17
1
10
=
=
+
s2 s 6
(s 3)(s + 2)
s+2 s3
Its inverse Laplace transform is
y = e2t + 10e3t
which is the particular solution of the IVP satisfying the initial conditions.
Kreyszig, 6.2.12
y 00 2y 0 3y = 0 y(4) = 3, y 0 (4) = 17
Solution:
Let us dene
y(t) = y(t + 4) y(t) = y(t 4)

Note that the relationship between the two time variables is
t = t 4
Then
y 0 (t)
y 00 (t)
=
=
y0 (t)
y00 (t)
Then we can rewrite the IVP as
y00 2
y 0 3
y = 0 y(0) = 3, y0 (0) = 17
We know that
L{
y}
L{
y0 }
L{
y 00 }
= Y
= sY y(0)
y (0) y0 (0)
= s2 Y s
Then, we can write the ODE as
(s2 Y + 3s 17) 2(sY + 3) 3Y = 0

(s2 2s 3)Y + 3s 23 = 0
3s + 23
7 1
13 1
3s + 23
=
=
Y = 2
s 2s 3
(s 3)(s + 1)
2s3
2 s+1
7 13
y(t) = e3t et
2
2
which is the particular solution of the IVP satisfying the initial conditions. If
we undo now the time shift, we get
y(t) = y(t 4) =
7 3(t4) 13 (t4)
e
e
2
2
97
Kreyszig, 6.2.15
y 00 + 3y 0 4y = 6e2t3
Solution:
y(1.5) = 4, y 0 (1.5) = 5
We make a change of variable
t = t 1.5 t = t + 1.5
Then
y 0 (t) = y0 (t)
y 00 (t) = y00 (t)
Then, we can rewrite the IVP as
y00 (t) + 3
y 0 (t) 4
y (t) = 6e2t y(0) = 4, y0 (0) = 5
Making the Laplace transform of both sides we get
(s2 Y 4s 5) + 3(sY 4) 4Y =
(s2 + 3s 4)Y 4s 17 =
6
s2
6
s2
6
+ 4s + 17
s2
3
1
Y =
+
s1 s2
(s + 4)(s 1)Y =
y(t) = 3et + e2t
which is the particular solution of the IVP satisfying the initial conditions. If
we undo now the time shift,we get
y(t) = y(t 1.5) = 3et1.5 + e2(t1.5)

Kreyszig, 6.2.16
t cos(4t)
f = t cos(at) Let us
Solution:
Let us dene
dierentiate
f 0 = cos(at) at sin(at)
f 00 = a sin(at) a sin(at) a2 t cos(at) = 2a sin(at) a2 t cos(at)
If we now take the Laplace transform of
L{f 00 } = 2a
s2
f 00
we get
a
2a2
a2 L{t cos(at)} = 2
a2 F
2
+a
s + a2
98
On the other side we know that
L{f 00 } = s2 F sf (0) f 0 (0)

Substituting
f (0) = 0, f 0 (0) = 1
we get
L{f 00 } = s2 F 1
Equating both expressions for
L{f 00 }
we get
2a2
a2 F = s2 F 1
+ a2
s2
Solving for
F =
In particular, for
a=4
s2 a2
(s2 + a2 )2
(as in the problem statement, we get
L{t cos(4t)} =
s2 42
(s2 + 42 )2
Kreyszig, 6.2.24
Solution:
We may factorize
20
s3 2s2
as
F =
1 20
s2 s 2
20
1
2t
. The factor 2 translates into
s2 is 20e
s
a double time integral. Let's do it one by one:
The inverse Laplace transform of
1 20
s s 2
Zt

=
20e2 d = 20
e2t 1
2
1 20
s2 s 2
Zt

=
20 2
20
(e
1)d =
2
2
Kreyszig, 6.3.3
t 2(t > 2)
Solution:
Let us write the function to transform as
f (t) = (t 2)u(t 2)
99

e2t 1
t +
2
L{(t 2)u(t 2)} = e2s L{t} =
e2s
s2
Kreyszig, 6.3.5
2
Let us write the function to transform as
Solution:
et
f (t) = et u(t) u t
0<t<
= et u(t) et u t
Let us transform each term separately
L{et u(t)} =
1
s1
n
n

o
o
L et u t 2 = L et 2 e 2 u t 2
= e 2 L et 2 u t 2
= e 2 e 2 s
1
s1
Altogether
L{f } =
1
1
1
e 2 e 2 s
=
1 e 2 (s1)
s1
s1
s1
Kreyszig, 6.3.8
Solution:
t2
(1 < t < 2)
We can rewrite the function to be transformed as
f = t2 (u(t 1) u(t 2)) = t2 u(t 1) t2 u(t 2)

Now, we transform each term separately

2
2
1
+
+
s3
s2
s

2
4
4
L{t2 u(t 2)} = e2s L{(t + 2)2 } = e2s L{t2 + 4t + 4} = e2s
+
+
s3
s2
s
L{t2 u(t 1)} = es L{(t + 1)2 } = es L{t2 + 2t + 1} = es
The Laplace transform of
L{f } = e
is
2
2
1
+ 2+
s3
s
s

e
Kreyszig, 6.3.13
6(1 es )
s2 + 9
100
2s
2
4
4
+ 2+
s3
s
s
Solution:
L1
6(1es )
s2 +9
= L1
6
s2 +9
L1
6es
s2 +9
= 2 sin(3t) 2 sin(3(t ))
Kreyszig, 6.3.17
Solution:
s+1
(1 + e2(s+1) ) (s+1)
2 +1
Let us nd rst the inverse Laplace transform of the function
G(s) = (1 + e2s )
s
s
s
= 2
+
e2s
s2 + 1
s + 1 s2 + 1
The inverse Laplace transform of this function is
g(t) = cos(t)u(t)+cos(t2)u(t2) = cos(t)u(t)+cos(t)u(t2) = cos(t)(u(t)u(t2))

However, we are interested in
F (s) = G(s + 1)
whose inverse Laplace transform is
f (t) = g(t)et = et cos(t)(u(t) u(t 2))

Kreyszig, 6.3.19
y 00 + 6y 0 + 8y = (e3t e5t )u(t) y(0) = 0, y 0 (0) = 0
Solution:
y(0) = 0
Let us take the Laplace transform of the whole equation.
and
y 0 (0) = 0,
we have
L{y 0 } = sY
L{y 00 } = s2 Y
Then the ODE becomes
s2 Y + 6sY + 8Y =
1
1
s+3 s+5
(s2 + 6s + 8)Y =
s + 5 (s + 3)
(s + 3)(s + 5)
(s + 4)(s + 2)Y =
2
(s + 3)(s + 5)
Y =
2
(s + 2)(s + 3)(s + 4)(s + 5)
101
Since
Y =
1
3
s+2
1
1
1
+
3
s+3 s+4 s+5

y(t) =

1 2t
1 5t
3t
4t
e
e
+e
e
u(t)
3
3
Kreyszig, 6.4.3
Sketch the solution of the IVP
y 00 + 4y = (t ) y(0) = 8, y 0 (0) = 0
Solution:
Let us take the Laplace transform of the dierential equation
(s2 Y (s) sy(0) y 0 (0)) + 4Y (s) = es

(s2 + 4)Y (s) = 8s + es
1
8s
+
es
s2 + 4 s2 + 4
8s
1 2
Y (s) = 2
+
es
s + 4 2 s2 + 4
Y (s) =
Now we take the inverse Laplace transform
y(t) = 8 cos(2t) +
1
sin(2(t ))u(t )
2
10
8cos(2t)
y(t)
8
6
4
2
0
2
4
6
8
10
4
t
Kreyszig, 6.5.6
102
eat ? ebt with a 6= b

f (t) = eat and g(t) = ebt .
Find the convolution of
Solution:
Let us dene
Their convolution can be
calculated thanks to the Laplace transform as
L{f (t) ? g(t)} =

=
=
F (s)G(s)
1
1
sa sb
1
1
1
1
ab sa
+ ba sb

1
1
1
ab sa
sb
The inverse Laplace transform of this expression is
1
(eat ebt )
ab
f (t) ? g(t) =
Kreyszig, 6.5.12
Solve the integral equation
Zt
y(t) +
y( ) cosh(t )d = t + et
Solution:
If we take the Laplace transform of this equation we get
1
1
s
= 2+
s2 1
s
s1

1
1
s
= 2+
Y 1+ 2
s 1
s
s1
Y +Y
Y =
1
s2
1
s1
s
s2 1
1+
s1+s2
s2 (s1)
s2 1+s
s2 1
Y =
Y =
s+1
s2
Now, we have the following inverse Laplace transforms
L {s + 1}

L s+1
s
L
s+1
s2
et
Rt
e d = 1 et
Rt
(1 e )d = t + et 1 = t sinh(t) + cosh(t) 1
Finally,
y = t + et 1
103
Kreyszig, 6.5.18
1
(sa)2
Solution:
Let us write
F =
1
1
sasa
So its inverse transform is
f (t) = eat ? eat

Let us calculate the convolution
eat ? eat
Rt
ea ea(t ) d
= eat
Rt
d = teat
0
Finally
1
(s a)2
= teat
Kreyszig, 6.6.2
Solution:
3t sinh(4t)
We know the Laplace transform
L{3 sinh(4t)} = 3
s2
4
= F (s)
42
Then, the required Laplace transform can be calculated as
d
L{3t sinh(4t)} = F (s) =
ds
0
4
3 2
s 42

= 3
8s
(s2 42 )2
Kreyszig, 6.6.3
1 3t
te
2
Solution:
We know the Laplace transform of
L{e3t } =
1
s+3
Then, the required Laplace transform can be calculated as
1
1
1
1 d
L{ te3t } = L{te3t } = (F 0 (s)) =
2
2
2
2 ds
104
1
s+3

=
1
2(s + 3)2
Kreyszig, 6.6.20
Solution:
log
s+a
s+b
Let us dene
F (s) = log
s+a
= log(s + a) log(s + b)
s+b
Let us calculate its derivative
G(s) = F 0 (s) =
1
1
s+a s+b
g(t) = eat ebt

But we know that
g(t) = L1 {F 0 (s)} = tf (t)

From which
f (t) =
g(t)
eat ebt
=
t
t
Kreyszig, 6.7.2
Solve the ODE system
y10 + y2 = 0
y1 + y20 = 2 cos(t)
with
y1 (0) = 1, y2 (0) = 0.
Solution:
If we take the Laplace transform of both equations, we get
(sY1 y1 (0)) + Y2 = 0
Y1 + (sY2 y2 (0)) = 2 s2s+1
Taking into account the initial values
sY1 1 + Y2 = 0
Y1 + sY2 = 2 s2s+1
which can be rewritten as
Y1
Y2
s
1

1
1
Y1
=
2 s2s+1
s
Y2
1

1
s 1
2 s2s+1
1
s

1
s 1
= s211
2 s2s+1
1 s
s
s2 +1
=
1

s2 +1
105
Taking the inverse Laplace transform

y1
cos(t)
=
y2
sin(t)
Kreyszig, 6.7.3
Solve the ODE system
y10 = y1 + 4y2
y20 = 3y1 4y2
with
y1 (0) = 3, y2 (0) = 4.
Solution:
If we take the Laplace transform of both equations, we get
sY1 y1 (0) = Y1 + 4Y2

sY2 y2 (0) = 3Y1 4Y2
Substituting the initial values
sY1 3 = Y1 + 4Y2
sY2 4 = 3Y1 4Y2
which can be rewritten as
Y1 =

Y2 =

s + 1 4
Y1
3
=
3 s + 4
Y2
4

3 4

4 s+4
3s + 28
3s + 28
=
=
2
2

s + 5s + 16
s + 1 4
s + 25 +
3
s+4

s+1 3

3 4
4s + 13
4s + 13
=
=
2
2

s
+
5s
+
16
s + 1 4
s + 25 +
3
s+4
39
4
39
4
Their inverse Laplace transforms are
y1 (t)

3s
28
+L
2
(s+ 52 )+ 39
4

39
s
2
1
1
2
= 3L
+ 28 39 L
2
5 2
39
(s+ 25 ) + 39
4
(s+ 2) + 4

= 3 cos 239 t + 5639 sin 239 t

4s+13
1
y2 (t) = L
5 2
39
(s+ 2 ) + 4

4s
13
1
1
= L
+L
2
5 2
39
(s+ 52 )+ 39
4
(s+ 2 ) + 4

39
s
2
1
1
2
= 4L
+ 13 39 L
2
2
s+ 5 + 39
(s+ 25 ) + 39
4
4
( 2) q

39
sin
t
= 4 cos 239 t + 26
3
2
=
3s+28
2
(s+ 52 ) + 39
4
2
5
(s+ 2 )
+ 39
4
106
Chapter 11
Kreyszig, 11.1.14
x2 (between < x < ) which is

assumed to be periodic outside with period 2
Solution: Since x2 is an even function in the domain < x < , we only
need to compute the a0 and an terms, since the bn terms will all be 0.
Find the Fourier series of the function
a0
an
1
2
x2 dx =
x2 cos(nx)dx =
4
n2 cos(n)

1 x3
2 3
Finally, the Fourier series of
2
3
2 2
1 (n x 2) sin(nx)+2nx cos(nx)

n3
= (1)n n42
x2
< x <
between
is
x2 =
2 X
4
+
(1)n 2 cos(nx)
3
n
n=1
Kreyszig, 11.1.15
x2 (between 0 < x < 2 ) which is

assumed to be periodic outside with period 2
Solution: x2 is not an even or odd function in the domain 0 < x < 2 , so we
Find the Fourier series of the function
need to compute all the terms of the Fourier series
a0
an
bn
=
=
=
1
2
1
2
R
0
2
R
0
2
R
x2 dx =
1 x3
2 3
x2 cos(nx)dx =
x2 sin(nx)dx =
Finally, the Fourier series of
x2
8 2
3
2 2
1 (n x 2) sin(nx)+2nx cos(nx)

n3
2 2
1 (2n x ) cos(nx)+2nx sin(nx)

n3
= 4
n
0
2
between
0 < x < 2
is
X
2 X
4
n 4
x =
+
(1) 2 cos(nx)
sin(nx)
3
n
n
n=1
n=1
2
Kreyszig, 11.2.13
Calculate the Fourier series of period
107
p=1
of the function below
4
n2
Solution:
We apply the denition of the dierent coecients, where
a0
an
=
=
=
=
1
2L
1
L
RL
f (x) =
RL
R2
xdx =
x2 2
2
0
=
=
=
1
8
f (x) cos
n
L x
R2
dx = 2 x cos (2nx) dx
0
1

cos(n)
2nx sin(2nx)+cos(2nx) 2
2
= 2 42 n2 412 n2
4 2 n2
0

0
n = 2
(1)n 1
2 2 n2 =
21 2 n 6= 2
L
bn
L=
1
L
RL
f (x) sin
n
L x
R2
dx = 2 x sin (2nx) dx
0
1

n cos(n)
sin(2nx)2nx cos(2nx) 2
0
2
=2
4 2 n2
4 2 n2
L
(1)n+1
2n
The Fourier series is, then
y(x)
a0 +
an cos
n=1
n
L x
bn sin
n=1
n
L x
X
1 X (1)n 1
(1)n+1
+
cos
(2nx)
+
sin (2nx)
8 n=1 2 2 n2
2n
n=1
Kreyszig, 11.3.4
Let us assume we have mass-spring system responding to the ODE
my 00 + cy 0 + ky = r(t)
Let
r(t)
be the function
The solution can be expressed as
yn = C 0 +
Cn cos(nt + n )
n=1
108
1
2
What happens if we replace

What is the ratio of the new
Solution:
Cn
r(t)
with its derivative, the rectangular wave?
to the old ones?
Let us consider the Fourier series of the input function
r(t) = c0 +
r(t)
cn cos(nt + n )
n=1
Its derivative, assuming the series is convergent, can be calculated as
r (t) =
(cn n sin(nt + n )) =
n=1
Since the parameters
reason, for the input
cn n cos(nt + n + 2 )
n=1
m, c and k are constant, then the system is linear. For this

r(t), each harmonic of the input excites the corresponding
harmonic of the output, that is
cn Cn
If now the amplitude of the input is
ncn ,
then amplitude of the output is
ncn nCn
Kreyszig, 11.3.6
Find a general solution of the ODE
y 00 + 2 y = sin(t) + sin(t)
with
2 6= 2 , 2 .
Solution:
The general solution of the homogeneous equation is
yh = c1 cos(t) + c2 sin(t)
For the particular solution, we look for a solution of the form
yp = a sin(t) + b cos(t) + A sin(t) + B cos(t)

yp0 = a cos(t) b sin(t) + A cos(t) B sin(t)
yp00 = a2 sin(t) b2 cos(t) A 2 sin(t) B 2 cos(t)
Substituting into the dierential equation, we get
[a2 sin(t) b2 cos(t) A 2 sin(t) B 2 cos(t)]+

2 [a sin(t) + b cos(t) + A sin(t) + B cos(t)] =
sin(t) + sin(t)
or what is the same
a( 2 2 ) sin(t) + b( 2 2 ) cos(t)+
+A( 2 2 ) sin(t) + B( 2 2 ) cos(t) =
sin(t) + sin(t)
109
nCn
Equating coecients we nd that
b=B=0
1
2 2
1
A= 2
2
a=
The general solution of the equation is
y = c1 cos(t) + c2 sin(t) +
1
1
sin(t) + 2
sin(t)
2
Kreyszig, 11.5.6
Tranformation to SturmLiouville form.
Show that
y 00 + f y 0 + (g + h)y = 0
takes the form
(p(x)y 0 )0 + (q(x) + r(x))y = 0

if you set
R
p = exp( f dx), q = pg
and
r = hp.
Why would you do such a
transformation?
Solution:
Let us substitute the proposed functions into the Sturm-Liouville
form
(py 0 )0 + (pg + hp)y = 0

p0 y 0 + py 00 + (pg + hp)y = 0
Note that
p0 = f exp
Z

f dx = f p
Then
f py 0 + py 00 + (pg + hp)y = 0
Note that
is never 0, then dividing by
f y 0 + y 00 + (g + h)y = 0
y 00 + f y 0 + (g + h)y = 0
that is the original ODE.
Kreyszig, 11.5.9
Find the eigenvalues and eigenfunctions of the following Sturm-Liouville

problem:
y 00 + y = 0 y(0) = 0, y 0 (L) = 0
Solution:
(y 0 )0 + y = 0
110
with the constraints
1y(0) + 0y 0 (0) = 0
0y(L) + 1y 0 (L) = 0
That is, this is a Sturm-Liouville problem.
If
< 0, = 2 ,
then the general solution is
y = c1 ex + c2 ex
Imposing the two boundary conditions
y(0) = 0 = c1 + c2
y 0 (L) = 0 = c1 eL c2 eL
Its unique solution is
If
= 0,
c1 = c2 = 0.
y = c1 + c2 x
y(0) = 0 = c1
y 0 (L) = 0 = c2
If
> 0, = 2 ,
y = c1 cos(x) + c2 sin(x)
y(0) = 0
y 0 (L) = 0
= c1
= c1 sin(L) + c2 cos(L) = c2 cos(L) L =
+ k =
+2k
2L
That is the functions
y = sin(x) =
+2k
2L
are the eigenfunctions of the Sturm-Liouville problem and their eigenvalues are
= 2.
Kreyszig, 11.5.11
Find the eigenvalues and eigenfunctions of the following Sturm-Liouville

problem:
(Set
y0
x
0
+ ( + 1)
y
= 0 y(1) = 0, y(e ) = 0
x3
x = et ).
Solution:
y0
y 00
If we make the change of variable
dy dt
dy 1
dy t
dy
dx = dt dx = dt x= dt e
0
0
dy
dy dt
dy t 1
d
dx = dt dx = dt
dt e
x
111
x = et t = log(x),
d2 y t
dt2 e
dy t
dt e
et =
then
d2 y 2t
dt2 e
dy 2t
dt e
We note that
y
x
0
00
y xy
=
=
x2
d2 y 2t
dt2 e
dy 2t
dt e
et
dy t
dt e
e2t
Then we can rewrite the problem as a function of
dy
d2 y 3t
e
2 e3t
dt2
dt
d2 y 3t
dy
e
2 e3t
dt2
dt
y(t)
+ ( + 1)ye3t = 0 y(0) = 0, y() = 0
dy
d2 y
2
+ ( + 1)y = 0 y(0) = 0, y() = 0
2
dt
dt
We now check if the problem is a Sturm-Liouville problems using Kreyszig 11.5.6
with
f = 2, g = 1, h = 1.
We calculate
p=e
(2)dt
= e2t
q = pg = e2t
h = hp = e2t
So, in the Sturm-Liouville form the problem becomes
d
dt
e2t
dy
dt
+ (e2t + e2t )y = 0
We go back to the problem
d2 y
dy
2
+ ( + 1)y = 0
dt2
dt
and look for solutions of the form
y = est
s2 2s + ( + 1) = 0 s = 1
If
< 0, = 2 ,
then the general solution is of the form
y = c1 es1 t + c2 es2 t
with
s1 = 1 +
and
s2 = 1 .
y(0) = 0 = c1 + c2
y() = 0 = c1 es1 + c2 es2
whose unique solution is
If
= 0,
c1 = c2 = 0.
y = c1 et + c2 tet
y(0) = 0 = c1
y() = 0 = c1 e + c2 e
whose unique solution is
c1 = c2 = 0.
112
If
> 0, = 2 ,
y = c1 et cos(t) + c2 et sin(t)
y(0) = 0 = c1
y() = 0 = c2 e sin() = k
So, all the functions of the form
y = et sin(kt) = elog x sin(k log(x)) = x sin(k log(x)) k Z

are eigenfunctions of the Sturm-Liouville problem, and their associated eigenvalue is
= k2 .
Kreyszig, 11.6.2
(x + 1)2
function f is a series
Find the Fourier-Legendre series of the polynomial
Solution:
The Fourier-Legendre series of the
of the form
f=
expansion
X
hf, Pm i
Pm (x)
kPm k2
m=0
where
kPm k2 =
2
2m + 1
and the Legendre polynomials are given by
P0 (x) = 1
P1 (x) = x
(n + 1)Pn+1 (x) = (2n + 1)xPn (x) nPn1 (x)
In particular
1
2
2 (3x
1
3
2 (5x
P2 (x) =
P3 (x) =
1)
3x)
To perform the Fourier-Legendre expansion, let us perform the following

calculations
(x + 1)2 , P0 (x)
R1
(x + 1)2 dx =
kP0 k2

(x + 1)2 , P1 (x)
=
=
2
20+1
1
R
=2
(x + 1)2 xdx =
kP1 k2

(x + 1)2 , P2 (x)
kP2 k2

(x + 1)2 , P3 (x)
=
=
kP3 k2
8
3
2
21+1
R1
1
2
3
(x + 1)2 21 (3x2 1)dx =
2
22+1
R1
1
4
3
4
15
2
5
(x + 1)2 21 (5x3 3x)dx = 0
2
23+1
113
2
7
Actually, since
is a polynomial of degree 2, and Legendre polynomials are
[1, 1],

(x + 1)2 , Pm (x) = 0).
a basis of polynomials in the domain
m3
are 0 (
we have that all coecients for
Finally, the Fourier-Legendre expansion is
(x + 1)2
=
=
h(x+1)2 ,P0 (x)i

8
3
kP0 k2
4
3
2
3
x+
P0 +
4
15
2
5
h(x+1)2 ,P1 (x)i

kP1 k2
1
2
2 (3x
P1 +
h(x+1)2 ,P2 (x)i

kP2 k2
P2
1)
4
21
+ 2x +
(3x2 1)
3
32
Kreyszig, 11.9.6
Find the Fourier transform of
Solution:
f (x) = e|x|
1
f() =
2
f()
=
=
1
2
1
2
2
2
2
2
=
=
f (x)eix dx
Substituting in this formula the value of
( < x < )
The denition of the Fourier transform is
f,
we have
f (x)eix dx
e|x| eix dx
ex eix dx
e(1+i)x dx
0

e(1+i)x
2

q2 (1+i) 0
2 1
1+i
Chapter 12
Kreyszig, 12.1.2
Verify that the function
u = x2 + t 2
is a solution of the wave equation
utt = c2 uxx
for a suitable
c.
114
by integration.
Solution:
Let us calculate the dierent partial derivatives needed to substitute
in the wave equation
ut
utt
ux
uxx
= 2t
= 2
= 2x
= 2
The wave equation states
2 = c2 2
c = 1. In Matlab:
[x,t]=meshgrid(-2:0.15:2,0:0.15:2);
u=x.2+t.2;
surfc(x,t,u)
xlabel('x'); ylabel('t'); zlabel('u')
which is true for
0
2
1.5
2
1
0.5
1
0
Kreyszig, 12.1.5
Verify that the function
u = sin(at) sin(bx)
is a solution of the wave equation
utt = c2 uxx
for a suitable
Solution:
c.
Let us calculate the dierent partial derivatives needed to substitute
in the wave equation
ut
utt
ux
uxx
=
=
=
=
a cos(at) sin(bx)
a2 sin(at) sin(bx)
b sin(at) cos(bx)
b2 sin(at) sin(bx)
115
The wave equation states
a2 sin(at) sin(bx) = c2 (b2 sin(at) sin(bx))

2
c = ab2 . In Matlab:
[x,t]=meshgrid(-3*pi:0.1:3*pi,0:0.1:3*pi);
u=sin(t).*sin(x);
surfc(x,t,u)
xlabel('x'); ylabel('t'); zlabel('u')
which is true for
0.5
0.5
1
10
10
5
0
5
t
10
Kreyszig, 12.1.19
Solve
uy + y 2 u = 0
Solution:
Since the PDE is only depending on
y,
we can treat
x as
y
a parameter, then we can solve the PDE as if it were an ODE on
uy = y 2 u
du
= y 2
u
y3
+ C(x)
3
3
y
u = C(x)exp
3
log |u| =
Kreyszig, 12.4.11
116
if it were
Find the type, transform to normal form and solve
uxx + 2uxy + uyy = 0
Solution:
The prototypical equation for the method of characteristics is of the
form
Auxx + 2Buxy + Cuyy = F (x, y, u, ux , uy )

which corresponds to the equation in the problem with
A=B=C=1
Consequently,
AC B 2 = (1)(1) 12 = 0
that is, the PDE is a parabolic PDE. Its characteristic equation is
A(y 0 )2 2By 0 + C = 0
(y 0 )2 2y 0 + 1 = 0
(y 0 1)2 = 0
whose solution is
y = c1 + x (x, y) = y x = c1
We now do the change of variables
v=x
w =yx
The standard form of a parabolic PDE is
uww = 0
Integrating in
we have
uw = (w)
Integrating again in
w
Z
u=
(w)dw + (w) = (w) + (w) = (w)
u = (y x)
being
any function.
Kreyszig, 12.4.19
Longitudinal Vibrations of an Elastic Bar or Rod.
These vibrations
in the direction of the x-axis are modeled by the wave equation
utt = c2 uxx
117
E
(see Tolstov [C9], p. 275). If the rod is fastened at one end, x = 0,
and free at the other, x = L, we have u(0, t) = 0 and ux (L, t) = 0. Show
with
c2 =
that the motion corresponding to initial displacement

velocity zero is
u=
u(x, 0) = f (x)
and initial
An sin(pn x) cos(pn ct)
n=0
with
2
An =
L
ZL
f (x) sin(pn x)dx
0
and
pn =
Solution:
(2n + 1)
2L
Let us rst check that the suggested solution satises the boundary
conditions:
u(0, t) = 0
u(0, t)
An sin(pn 0) cos(pn ct) = 0
n=0
ux (L, t) = 0
ux
ux (L, t)
n=0
An pn cos(pn x) cos(pn ct)

An pn cos(pn L) cos(pn ct) = 0
n=0
But
pn L =
(2n + 1)
(2n + 1)
L=
2L
2
that is
pn L =
3 5
,
,
, ...
2 2 2
and
cos(pn L) = 0 ux (L, t) = 0
Let us check now the initial conditions
u(x, 0)
u(x, 0) = f (x)
n=0
That is
u(x, 0)
is a Fourier sine series, but
ut
utt
ux
uxx
An are
f (x).
precisely the corresponding
is a solution of the PDE
= c
An pn sin(pn x) sin(pn ct)
n=0
P
2
= c
=
An sin(pn x)
n=0
Fourier coecients, so the series add up to

Let us check now that
An sin(pn x) cos(pn c0) =
n=0
An p2n sin(pn x) cos(pn ct)
An pn cos(pn x) cos(pn ct)
n=0
n=0

118
The PDE states
utt = c2 uxx
c2
An p2n sin(pn x) cos(pn ct) = c2
n=0
!
n=0
The equation above is obviously true, so the proposed function is a solution of

the PDE and it saties the boundary conditions.
Kreyszig, 12.6.11
Show that for the completely insulated bar,
u(x, 0) = f (x)
ux (0, t) = 0, ux (L, t) = 0
and
and separation of variables the solution of the heat equation
ut = c2 uxx
gives the solution
u(x, t) = A0 +
An cos
nx
L
n=1
with
1
A0 =
L
e(
cn
L
ZL
f (x)dx
0
An =
2
L
ZL
f (x) cos
nx
L
dx
Solution:
Let us rst check that the suggested solution satises the boundary
conditions:
ux (0, t) = 0
ux
ux (0, t)
n=1
P
n=1
An n
L sin
nx
L
e (
cn
L
An n
L sin
n0
L
e(
cn
L
An n
L sin
nL
L
=0
ux (L, t) = 0
ux (L, t)
n=1
because

sin
nL
L
=
=
A0 +
A0 +
e (
cn
L
=0

= sin(n) = 0
Let us check now the initial conditions
u(x, 0)
P
n=1
u(x, 0) = f (x)
An cos
nx
L
An cos
nx
L
n=1
119
e (
cn
L
That is
u(x, 0) is a Fourier cosine series,
Let us check now that
is a solution of the PDE
ut
ux
n=1
n=1
uxx
An are precisely the corresponding

f (x).
but
Fourier coecients, so the series add up to
An cos
nx
L
An n
L sin

n 2
L
An
n=1
2

cn 2 ( cn
e L )t
L
nx
L
e(
nx
L
cos
cn
L
e (
cn
L
The PDE states
ut = c2 uxx
An cos
n=1
nx cn 2
L
( cn
L ) t
=c
An
n 2
n=1
cos
nx
L
( cn
L ) t
The equation above is obviously true, so the proposed function is a solution of

the PDE and it saties the boundary conditions.
Kreyszig, 12.7.3
Using
Z
u(x, t) =
(Ap cos(px) + Bp sin(px))ec
2 2
p t
dp
0
with
1
Ap =
Z
f (v) cos(pv)dv
1
Bp =
Z
f (v) sin(pv)dv
solve the 1D heat equation
ut = c2 uxx
when
u(x, 0) = f (x) =
Solution:
and
We simply need to substitute
Bp
Ap
Bp
=
=
1
1 + x2
1
1+x2 in the formulas for
f (x) =
1
|p|
)
(e
1
1+v 2
cos(pv)dv =
1
1+v 2
sin(pv)dv = 0
So the solution of the 1D heat problem is
Z
u(x, t) =
2 2
e|p| cos(px)ec
120
p t
dp
= e|p|
Ap

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Universidad San Pablo - CEU

Dynamic Systems in Biomedical Engineering

February 10, 2015

Solve the ODE

Solve the ODE

Let's integrate by parts:

y = 4I1 + C = 2(sin(x) cos(x))ex + C

Carlos Oscar Sorzano, Aug. 31st, 2014

Solve the ODE

Let us try a particular solution of the form

y 0 = ic1 eix ic2 eix

Substituting in the ODE

is not a solution of the ODE

c1 eix c2 eix 6= (c1 eix + c2 eix + C)

Solve the ODE

To solve the proposed ODE we rewrite it as

Solve the ODE

Then the ODE can be rewritten as

Now we solve the equation

is an arbitrary constant, we can absorb the

is a solution of the ODE

solution of the ODE that satises the

3. Graph the solution of the IVP.

and substitute it into the ODE

is actually a solution of the ODE.

2. To satisfy the initial condition we need

y(0) = = ce2.5(0) = ce0 = c

The particular solution fullling the initial condi-

x=[-3:0.001:3]; plot(x,pi*exp(-2.5*x.2)); xlabel('x');

is a solution of the ODE

solution of the ODE that satises the

3. Graph the solution of the IVP.

is actually a solution of the proposed ODE.

h=ezplot('y.2-4*x.2-12',[-3 3 -10 10]);

An ODE may sometimes have an additional solution that cannot be obtained

that it has the general solution

Show by dierentiation and substitution

and the singular solution

Explain the following gure.

Let us calculate the derivative of the proposed solution

The dierent lines

in the general solution

is the upper envelope of all these functions.

Carlos Oscar Sorzano, Aug. 31st, 2014

Radium 88 Ra has a half-life of about 3.6 days.

Radioactive desintegration responds to the linear ODE

We can also write the general solution

A half-life of 3.6 days implies that

At this point we can answer the two questions:

A(1) = A(0)e = 1e 5.1937 = 0.8249[g].

= 1e 5.1937 = 3 1031 [g].

In dropping a stone or an iron ball, air resistance is practically negligible.

g = 9.80[m/s2 ], called the acceleration of gravity). Model this as an ODE for

Let us understand the physical meaning of each of the variables

is the distance fallen at time

is the speed of the object at time

is its acceleration at time

The fact that acceleration is constant along the fall implies

the object had not moved, that is

Finally, the solution of the falling ODE is

Graph a direction eld (by a CAS or by hand) for the ODE

(0, 0), (0, 1), (0, 2), (0, 3).

Graph a direction eld (by a CAS or by hand) for the ODE

solution of the ODE that satises the

The particular solution fullling the initial condi-

x=[-3:0.001:3]; plot(x,piexp(-2.5x.2)); xlabel('x');

solution of the ODE that satises the

Show by dierentiation and substitution

Explain the following gure.

The dierent lines

Graph a direction eld (by a CAS or by hand) for the ODE

Graph a direction eld (by a CAS or by hand) for the ODE

Graph a direction eld (choosing

Graph the corresponding solution in the eld. What is

reects the physical knowl-

BoyleMariotte's law for ideal gases.

We rewrite the dierential equation as

we dierentiate this function with respect to

Finally, the implicit solution of the dierential equation is