Solution Guide, Differential Equation

Lecture Notes in Mathematics
Arkansas Tech University

Department of Mathematics
A Second Course in Elementary

Differential Equations
Solution Guide
Marcel B. Finan
c
All
Rights Reserved
2015 Edition
Contents
1 nth
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
Order Ordinary Differential Equations

Calculus of Matrix-Valued Functions of a Real Variable . . . .
Uniform Convergence and Weierstrass M-Test . . . . . . . . .
nth Order Linear Differential Equations: Exsitence and Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
The General Solution of nth Order Linear Homogeneous Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Fundamental Sets and Linear Independence . . . . . . . . . .
nth Order Homogeneous Linear Equations with Constant Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review of Power Series . . . . . . . . . . . . . . . . . . . . . .
Series Solutions of Linear Homogeneous Differential Equations
5
5
13
19
26
32
36
41
47
CONTENTS
Chapter 1
nth Order Ordinary Differential
Equations
1.1
Calculus of Matrix-Valued Functions of a

Real Variable
Problem 1.1.1
Consider the following matrices

t1
t2
t 1
t+1
A(t) =
, B(t) =
, c(t) =
2
2t + 1
0 t+2
1
(a) Find 2A(t) - 3tB(t).
(b) Find A(t)B(t) - B(t)A(t).
(c) Find A(t)c(t).
(d) Find det(B(t)A(t)).
Solution.
(a) We have

t1
t2
2
2t + 1
t 1
0 t+2
2A(t) 3tB(t) = 2
3t

2

2t 2 2t2
3t
3t
=
4
4t + 2
0 3t2 + 6t

2t 2 3t2
2t2 + 3t
=
4
2 2t 3t2
5
6CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

(b) We have

t 1
t 1
t1
t2
A(t)B(t) B(t)A(t) =
2
2t + 1
0 t+2
0 t+2
2
2

3
2
3
t t t + 2t t + 1
t t 2 t 2t 1
=
2t
2t2 + 5t
2t + 4
2t2 + 5t + 2

2 2t2 + t + 2
=
4
2

t1
t2
2
2t + 1

(c) We have

t+1
(t 1)(t + 1) + t2 (1)
1
t1
t2
=
=
A(t)c(t) =
2
2t + 1
1
2(t + 1) + (2t + 1)(1)
1
(d) We have

det(B(t)A(t)) = det
t 1
0 t+2

t1
t2
2
2t + 1

= det

t2 t 2 t3 2t 1
2t + 4
2t2 + 5t + 2
= (t3 + 3t2 + 2t)

Problem 1.1.2
Determine all values t such that A(t) is invertible and, for those t-values,
find A1 (t).

t+1
t
A(t) =
.
t
t+1
Solution.
We have det(A(t)) = 2t + 1 so that A is invertible for all t 6= 21 . In this
case,

1
t + 1 t
1
A (t) =
t t + 1
2t + 1
Problem 1.1.3
Determine all values t such that A(t) is invertible and, for those t-values,
find A1 (t).

sin t cos t
A(t) =
.
sin t cos t
1.1. CALCULUS OF MATRIX-VALUED FUNCTIONS OF A REAL VARIABLE7

Solution.
We have det(A(t)) = 2 sin t cos 2 = sin 2t so that A is invertible for all t 6=
where n is an integer. In this case,

1
cos t cos t
1
A (t) =
sin 2t sin t sin t
Problem 1.1.4
Find

lim
sin t
t
3t
t0
3
t+1
2t
t2 1
t cos t
sec t
Solution.

lim
t0
sin t
t
3t
3
t+1
2t
t2 1
t cos t
sec t
Problem 1.1.5
Find

lim
t0

=
tet tan t
2
t 2 esin t
1 0 3
1 1 0
.
Solution.

lim
t0
tet tan t
t2 2 esin t

=
0 0
2 1
Problem 1.1.6
Find A0 (t) and A00 (t) if

A(t) =
sin t 3t
2
t +2 5
.
Solution.

A (t) =
00
A (t) =
cos t 3
2t 0
sin t 0
2
0
n
2

Problem 1.1.7
Express the system
y10 = t2 y1 + 3y2 + sec t
y20 = (sin t)y1 + ty2 5
in the matrix form
y0 (t) = A(t)y(t) + g(t).
Solution.

y1 (t)
y2 (t)
y(t) =

, A(t) =
t2 3
sin t t

, g(t) =
sec t
5
Problem 1.1.8
Determine A(t) where
0
A (t) =
2t
1
cos t 3t2

, A(0) =
2 5
1 2

.
Solution.
Integrating componentwise we find
2

t + c11
t + c12
A(t) =
sin t + c21 t3 + c22
Since

A(0) =
2 5
1 2

=
c11 c12
c21 c22
by equating componentwise we find c11 = 2, c12 = 5, c21 = 1, and c22 = 2.

Hence,
2

t +2
t+5
A(t) =
sin t + 1 t3 + 2
Problem 1.1.9
Determine A(t) where

1 t
1 1
1 2
00
0
A (t) =
, A(0) =
, A (0) =
.
0 0
2 1
2 3

Solution.

t + c11
0
A (t) =
c21
Integrating again we find

A(t) =
t2
2
But
t2
2
+ c12
c22
+ c11 t + d11
c21 t + d21
t3
6
+ c12 t + d12
c22 t + d22
d11 d12
d21 d22
A(0) =
1 1
2 1

=
so by equating componentwise we find d11 = 1, d12 = 1, d21 = 2, and

d22 = 1. Thus,
t2

3
+ c11 t + 1 t6 + c12 t + 1
2
A(t) =
c21 t + 2
c22 t + 1
Since
0
A (0) =
1 2
2 3

=
c11 c12
c21 c22
we find c11 = 1, c12 = 2, c21 = 2, c22 = 3. Hence,

t2

t3
t
+
1
+
2t
+
1
6
A(t) = 2
4
3t + 1
Problem 1.1.10 R
t
Calculate A(t) = 0 B(s)ds where

es
6s
B(s) =
.
cos 2s sin 2s
Solution.
Rt s
Rt
t

e ds
6sds
e 1
0
0
Rt
A(t) = R t
= sin 2t
cos 2sds 0 sin 2sds
2
0
3t2
1cos 2t
2

Problem 1.1.11
Construct a 2 2 nonconstant matrix function A(t) such that A2 (t) is a
constant matrix.
Solution.
Let

A(t) =
0 t
0 0
Then
2
A (t) =
0 t
0 0

0 t
0 0

=
0 0
0 0
Problem 1.1.12
(a) Construct a 2 2 differentiable matrix function A(t) such that
d
d 2
A (t) 6= 2A A(t).
dt
dt
That is, the power rule is not true for matrix functions.
(b) What is the correct formula relating A2 (t) to A(t) and A(t)?
Solution.
(a) Let

A(t) =
1 t
t2 0
. Then
2
A (t) =
1 + t3 t
t2
t3
so that
d 2
A (t) =
dt
3t2 1
2t 3t2
On the other hand,

d
2A(t) A(t) = 2
dt
(b) The correct formula is
1 t
t2 0
d
A2 (t)
dt

1 0
2t 0

=
2 + 4t2 0
2t2
0
= A(t)A0 (t) + A0 (t)A(t)

Problem 1.1.13
Transform the following third-order equation
y 000 3ty 0 + (sin 2t)y = 7et
into a first order system of the form
x0 (t) = Ax(t) + b(t).
Solution.
Let x1 = y, x2 = y 0 , x3 = y 00 . Then by letting
0
1 0
0
x1
0
0 1 , b = 0
x = x2 , A =
sin 2t 3t 0
7et
x3
the differential equation can be presented by the first order system
x0 (t) = Ax(t) + b(t)
Problem 1.1.14
By introducing new variables x1 and x2 , write y 00 2y + 1 = t as a system of
two first order linear equations of the form x0 + Ax = b.
Solution.
By letting x1 = y and x2 = y 0 we have

x1
0 1
x=
, A=
,
x2
2 0

b=
0
t1
Problem 1.1.15
Write the differential equation y 00 + 4y 0 + 4y = 0 as a first order system of
the form x0 (t) + A(t)x(t) = b(t).
Solution.

x1
0 1
x=
, A=
,
x2
4 4

b=
0
0

Problem 1.1.16
Write the differential equation y 00 + ky 0 + (t 1)y = 0 as a first order system
of the form x0 (t) + A(t)x(t) = b(t)..
Solution.

x1
0
1
x=
, A=
,
x2
t1 k

b=
0
0
Problem 1.1.17
Change the following second-order equation to a first-order system.
y 00 5y 0 + ty = 3t2 , y(0) = 0, y 0 (0) = 1
Solution.
If we write the problem in the matrix form
x0 + Ax = b, x(0) = y0
then

0 1
A=
t 5

x1
y
0
0
x=
=
, b=
, y0 =
0
2
x2
y
3t
1
Problem 1.1.18
Consider the following system of first-order linear equations.

3 2
0
x =
x.
1 1
Find the second-order linear differential equation that x satisfies.
Solution.
The system is
x01 = 3x1 + 2x2
x02 = x1 x2
It follows that
x01 + 2x02 = 5x1 or x1 =
x01 +2x02
5
2
so we let w = x1 +2x
so that w0 = x1 . Thus, x01 = 3x1 +2x2 = 3x1 +(5wx1 ) =
5
2x1 + 5w. Hence, x001 = 2x01 + 5w0 = 2x01 + 5x1 or x001 2x01 5x1 = 0.
Likewise, x002 2x02 5x2 = 0. Hence, x1 and x2 satisfy the differential equation
y 00 2y 0 5y = 0
1.2. UNIFORM CONVERGENCE AND WEIERSTRASS M-TEST
1.2
13
Uniform Convergence and Weierstrass MTest
Problem 1.2.1
Define fn : [0, 1] R by fn (x) = xn . Define f : [0, 1] R by

0 if 0 x < 1
f (x) =
1
if x = 1
(a) Show that the sequence {fn }
n=1 converges pointwise to f.
(b) Show that the sequence {fn }n=1 does not converge uniformly to f. Hint:
Suppose otherwise. Let = 0.5 and get a contradiction by using a point
1
(0.5) N < x < 1.
Solution.
(a) For all 0 x < 1 we have limn fn (x) = limn xn = 0. Also,
limn fn (1) = 1. Hence, the sequence {fn }
n=1 converges pointwise to f.
1
(b) Suppose the contrary. Let = 2 . Then there exists a positive integer N
such that for all n N we have
|fn (x) f (x)| <
1
2
for all x [0, 1]. In particular, we have

|fN (x) f (x)| <
1
2
for all x [0, 1]. Choose (0.5) N < x < 1. Then |fN (x) f (x)| = xN > 0.5 =
which is a contradiction. Hence, the given sequence does not converge
uniformly
Problem 1.2.2
Consider the sequence of functions
fn (x) =
nx + x2
n2
defined for all x in R. Show that this sequence converges pointwise to a

function f to be determined.

Solution.
For every real number x, we have
nx + x2
x2
x
+
lim
=
lim
= 0.
n
n n2
n n
n2
lim fn (x) = lim
Thus, {fn }
n=1 converges pointwise to the zero function on R
Problem 1.2.3
Consider the sequence of functions
fn (x) =
sin (nx + 3)
n+1
defined for all x in R. Show that this sequence converges pointwise to a

function f to be determined.
Solution.
For every real number x, we have
1
1
fn (x)
.
n+1
n+1
Moreover,
1
= 0.
n
n+1
Applying the squeeze rule for sequences, we obtain
lim
lim fn (x) = 0
for all x in R. Thus, {fn }

n=1 converges pointwise to the zero function on R
Problem 1.2.4
Consider the sequence of functions defined by fn (x) = n2 xn for all 0 x 1.
Show that this sequence does not converge pointwise to any function.
Solution.
First of all, observe that fn (0) = 0 for every n in N. So the sequence
{fn (0)}
n=1 is constant and converges to zero. Now suppose 0 < x < 1
2 n
then n x = n2 en ln x . But ln x < 0 when 0 < x < 1, it follows that
15
limn fn (x) = 0 for 0 < x < 1.

Finally, fn (1) = n2 for all n. So,
lim fn (1) = .
Therefore, {fn }
n=1 is not pointwise convergent on [0, 1]
Problem 1.2.5
Consider the sequence of functions defined by fn (x) = (cos x)n for all 2
x 2 . Show that this sequence converges pointwise to a discontinuous function to be determined.
Solution.
For 2 x < 0 and 0 < x
we have
lim (cos x)n = 0.
For x = 0 we have fn (0) = 1 for all n in N. Therefore, {fn }

n=1 converges
pointwise to

0 if 2 x < 0 and 0 < x 2
f (x) =
1
if x = 0.
Note that f (x) is discontinuous at x = 0
Problem 1.2.6
n
Consider the sequence of functions fn (x) = x xn defined on [0, 1). Does
{fn }
n=1 converge to some limit function? If so, find the limit function and
show whether the convergence is pointwise or uniform.
Solution.
Let > 0 be given. Let N be a positive integer such that N > 1 . Then for
nN

n

|x|n
x
1
1
x
=
x
<
< .

n
n
n
N
Thus, the given sequence converges uniformly (and pointwise) to the function
f (x) = x

Problem 1.2.7
xn
Let fn (x) = 1+x
n for x [0, 2].
(a) Find the pointwise limit f (x) = limn fn (x) on [0, 2].
(b) Does fn f uniformly on [0, 2]?
Solution.
(a) The pointwise limit is
if 0 x < 1
if x = 1
f (x) =
1 if 1 < x 2.
1
2
(b) The convergence cannot be uniform because if it were, f would have to

be continuous since each fn is continuous on [0, 2]
Problem 1.2.8
For each n N define fn : R R by fn (x) =
(a) Show that fn 12 uniformly.
R7
(b) Find limn 2 fn (x)dx.
n+cos x
.
2n+sin2 x
Solution.
(a) Let > 0 be given. Note that

2 cos x sin2 x
1
3 .
|fn (x) | =
2
2
2(2n + sin x) 4n
3
Since limn 4n
= 0 we can find a positive integer N such that if n N
3
then 4n
< . Thus, for n N and all x R we have
1
3
|fn (x) |
< .
2
4n
This shows that fn 21 uniformly on R and also on [2, 7].
(b) We have
Z 7
Z 7
Z 7
1
5
lim
fn (x)dx =
lim fn (x)dx =
dx =
n 2
2
2 n
2 2
Problem 1.2.9
Show that the sequence defined by fn (x) = (cos x)n does not converge uniformly on [ 2 , 2 ].
17
Solution.
We have proved in Problem 1.2.5 that this sequence converges pointwise to
the discontinuous function

0 if 2 x < 0 and 0 < x 2
f (x) =
1
if x = 0.
Therefore, uniform convergence cannot occur for this given sequence
Problem 1.2.10
Let {fn }
n=1 be a sequence of functions such that
2n
.
1 + 4n
(a) Show that this sequence converges uniformly
to a function f to be found.
R5
(b) What is the value of the limit limn 2 fn (x)dx?
sup{|fn (x)| : 2 x 5}
Solution.
(a) Using the squeeze rule we find
lim sup{|fn (x)| : 2 x 5} = 0.
Let > 0 be given. Then there is a positive integer N such that for n N,
we have
sup{|fn (x)| : 2 x 5} < .
Thus,
|fn (x)| sup{|fn (x)| : 2 x 5} <
for all x [2, 5]. Thus, {fn }
n=1 converges uniformly to the zero function.
(b) We have
Z 5
Z 5
Z 5
0dx = 0
lim fn (x)dx =
lim
fn (x)dx =
n
2 n
Problem 1.2.11
P
Show that the series
n=1
Solution.
We have
1
2n
cos (3n x) converges uniformly on R.

1

cos (3n x) 1 = Mn .
2n
2n
P
1 1
1
Since
n=1 2n = 2 1 1 = 1, by the Weierstrass M-test the given series con2
verges uniformly on R

Problem 1.2.12
P
n=1
n
n4 +x4
converges uniformly on R.
Solution.
Since n4 + x4 n4 for all x R, we have

n
n
1

n4 + x4 n4 = n3 = Mn .
P
1
Since
n=1 n3 is a pseries with p = 3 > 1 so it is convergent. By the
Weierstrass M-test the given series converges uniformly on R
Problem 1.2.13
P
n=1
1
n2 +x2
converges uniformly on R.
Solution.
Since n2 + x2 n2 for all x R, we have

1
1

n2 + x2 n2 = Mn .
P
1
Since
n=1 n2 is a pseries with p = 2 > 1 so it is convergent. By the
Weierstrass M-test the given series converges uniformly on R
Problem 1.2.14
P
P
Suppose that
n=1 an cos (nx) is uniformly conn=1 |an | < . Show that
vergent on R.
Solution.
We have
|an cos (nx)| |an | = Mn .
P
Since n=1 |an | is convergent, the Weierstrass M-test implies that the given
series converges uniformly on R
1.3. NTH ORDER LINEAR DIFFERENTIAL EQUATIONS: EXSITENCE AND UNIQUENESS19
1.3
nth Order Linear Differential Equations:

Exsitence and Uniqueness
Problem 1.3.1
Convert the initial value problem
y 000
t2
1
y 00 + ln (t + 1)y 0 + (cos t)y = 0, y(0) = 1, y 0 (0) = 3, y 00 (0) = 0
9
into the matrix form

x0 (t) = A(t)x(t) + b(t), x(t0 ) = x0 .
Solution.
Letting x1 = y, x2 = y 0 , and x3 = y 00 we find
0
1
0
0
1
A(t) = 0
cos t ln (t + 1) t219

x1
0
1
x(t) = x2 , b(t) = 0 , x(0) = 3

x3
0
0
Problem 1.3.2
y 000 +
1 0
y + (tan t)y = 0, y(0) = 0, y 0 (0) = 1, y 00 (0) = 2
t+1

x0 (t) = A(t)x(t) + b(t), x(t0 ) = x0 .
Solution.
0
1
0
0
1
A(t) = 0
1
tan t t+1 0

x1
0
0
x(t) = x2 , b(t) = 0 , x(0) = 1

x3
0
2
Problem 1.3.3
y 000
t2
1
y 00 +ln (t2 + 1)y 0 +(cos t)y = t3 +t5, y(0) = 1, y 0 (0) = 3, y 00 (0) = 0
+9

x0 (t) = A(t)x(t) + b(t), x(t0 ) = x0 .
Solution.
0
1
0
0
A(t) =
cos t ln (t2 + 1)
0
1
1
t2 +9

x1
0
1
0
x(t) = x2 , b(t) =
, x(0) = 3
3
x3
t +t5
0
Problem 1.3.4
Transform the following third-order equation
y 000 3ty 0 + (sin 2t)y = 7et
into a first order system of the form
x0 (t) = Ax(t) + b(t)
Solution.
Let x1 = y, x2 = y 0 , x3 = y 00 . Then by letting then the differential equation
can be presented by the first order system
x0 (t) = Ax(t) + b(t)

Problem 1.3.5
e4t +
If y(t) = 14
33
13 2t
e
15
16 7t
e
55
is the solution to the initial value problem
y 000 5y 00 22y 0 + 56y = 0, y(0) = 1, y 0 (0) = 2, y 00 (0) = 4

then what is the solution to the corresponding matrix system
x0 (t) = A(t)x(t) + b(t), x(t0 ) = x0 ?
Solution.
The solution to the matrix system is
14 4t 13 2t 16 7t
e + 15 e 55 e
y
33
56 4t
e + 26
e2t 112
e7t
x(t) = y 0 = 33
15
55
52 2t
224
e4t + 15
e 784
e7t
y 00
33
55
Problem 1.3.6
Suppose that the vector
et + et + cos t + sin t
et et sin t + cos t
x(t) =
et + et cos t sin t
et et + sin t cos t
is a solution to the matrix system
0
x0 (t) =
0
1
1
0
0
0
0
1
0
0
0
0
x.
1
0
Find the ordinary differential equation with solution y(t) = et + et + cos t +

sin t.
Solution.
(4)
We have y (4) = x1 = x04 = (et et +sin tcos t)0 = et +et +cos t+sin t = y.
Thus, y satisfies the equation y (4) y = 0
Problem 1.3.7
Suppose that the vector
1 + cos (5t) + sin (5t)

x(t) = 5 sin (5t) + 5 cos (5t)
25 cos (5t) 25 sin (5t)

is a solution to the matrix system
0
1 0
0 1 x.
x0 (t) = 0
0 25 0
Find the ordinary differential equation with solution y(t) = 1 + cos (5t) +
sin (5t).
Solution.
(3)
We have y 000 = x1 = x03 = (25 cos (5t) 25 sin (5t))0 = 125 sin (5t)
125 cos (5t) = 25y 0 . Thus, y satisfies the equation y 000 + 25y 0 = 0
Problem 1.3.8
Find the first two Picards iterations in Problem 1.3.1.
Solution.
We have
Z
A(s)x(s)ds.
x(t) = x(0) +
0
Thus,

1
x0 (t) = 3
0

Z t
0
1
0
1
1
0
0
1
3 ds
x1 (t) = 3 +
1
0
cos s ln (s + 1) s2 9
0
0

Z t
1
3
ds
0
= 3 +
0
0
cos s 3 ln (s + 1)

1
3t
0
= 3 +
0
sin t 3(t + 1) ln (t + 1) + 3t
1 + 3t
3
=
sin t 3(t + 1) ln (t + 1) + 3t

Problem 1.3.9
Find the first two Picards iterations in Problem 1.3.3.
Solution.
We have
Z
A(s)x(s)ds.
x(t) = x(0) +
0
Thus,

1
x0 (t) = 3
0

Z t
0
1
0
1
1
0
0
1
3 ds
x1 (t) = 3 +
1
2
0
cos s ln (s + 1) s2 +9
0
0

Z t
3
1
ds
0
= 3 +
2
0
cos s 3 ln (s + 1)
0

1
3t
0
= 3 +
2
1
0
sin t 3t ln (t + 1) + 6t 6 tan t
1 + 3t
3
=
2
1
sin t 3t ln (t + 1) + 6t 6 tan t
Problem 1.3.10
Prove the inquality (1.3.6) by induction on N 1.
Solution.
Basis of Induction: For N = 1, we have
||x1 x0 || M (t t0 ) = M K
11 (t
t0 )1
.
1!
Induction Hypothesis: Suppose

||xk xk1 || M K k1
(t t0 )k
.
k!

For k = 1, 2, , N.
Induction Step: We want to show that
||xN +1 xN || M K N
(t t0 )N +1
.
(N + 1)!
Indeed, we have
Z
||xN xN 1 ||ds
||xN +1 xN || K
t
Z 0t
M K N 1
t0
=M K N
(s t0 )N
ds
N!
(t t0 )N +1
(N + 1)!
Problem 1.3.11
Rt
Let f (t) be a continuous function such that f (t) C + K a f (s)ds for some
constants C and K 0. Show that f (t) CeK(ta) .
Solution.
This follows from Gronwalls lemma with h(t) = K
Problem 1.3.12
Rt
Let f (t) be a non-negative continuous function such that f (t) a f (s)ds
for all t a. Show that f (t) 0 for all t a.
Solution.
This follows from Gronwalls lemma with C = 0 and h(t) = 1
For Problems 1.3.12 - 1.3.15, use Theorem 1.3.1 to find the largest interval a < t < b in which a unique solution is guaranteed to exist.
Problem 1.3.13
y 000
t2
1
y 00 + ln (t + 1)y 0 + (cos t)y = 0, y(0) = 1, y 0 (0) = 3, y 00 (0) = 0
9
Solution.
The coefficient functions are all continuous for t 6= 3, 3 and t > 1. Since
t0 = 0, the largest interval of existence is 1 < t < 3

Problem 1.3.14
y 000 +
1 0
y + (tan t)y = 0, y(0) = 0, y 0 (0) = 1, y 00 (0) = 2
t+1
Solution.
The coefficient functions are all continuous for t 6= 1 and t 6= (2n + 1) 2
where n is an integer. Since t0 = 0, the largest interval of existence is
1 < t < 2
Problem 1.3.15
y 000
t2
1
y 00 + ln (t2 + 1)y 0 + (cos t)y = 0, y(0) = 1, y 0 (0) = 3, y 00 (0) = 0
+9
Solution.
The coefficient functions are all continuous for t so that the interval of existence is < t <
Problem 1.3.16
(t2 4)y (4) + y 00 + ty = csc t, y(1) = 1, y 0 (1) = 2, y 00 (1) = 0, y 000 (1) = 1.
Solution.
The coefficient functions are all continuous for t 6= 2 and t 6= n where n is
an integer. Since t0 = 1, the interval of existence is 0 < t < 2
Problem 1.3.17
Determine the value(s) of r so that y(t) = ert is a solution to the differential
equation
y 000 2y 00 y 0 + 2y = 0
Solution.
Inserting y and its derivatives into the equation we find
0 = y 000 2y 00 y 0 + 2y
= (r3 2r2 r + 2)ert
Since ert > 0, we must have 0 = r3 2r2 r + 2 = r2 (r 2) (r 2) =
(r 2)(r2 1) = (r 2)(r 1)(r + 1). Hence, r = 1, 1, 2
1.4
The General Solution of nth Order Linear

Homogeneous Equations
In Problems 1.4.1 - 1.4.3, show that the given solutions form a fundamental
set for the differential equation by computing the Wronskian.
Problem 1.4.1
y 000 y 0 = 0, y1 (t) = 1, y2 (t) = et , y3 (t) = et .
Solution.
We have

1 et et

W (t) = 0 et et
0 et et
t
e et
= (1) t
e
et

t

t
e 0 et

0 e

t

t
+ e 0 et

0 e

= 2 6= 0

Problem 1.4.2
y (4) + y 00 = 0, y1 (t) = 1, y2 (t) = t, y3 (t) = cos t, y4 (t) = sin t.
Solution.
We have

W (t) =

1
0
0
0
t cos t
sin t
1 sin t cos t
0 cos t sin t
0 sin t cos t

= cos2 t + sin2 t = 1 6= 0

Problem 1.4.3
t2 y 000 + ty 00 y 0 = 0, y1 (t) = 1, y2 (t) = ln t, y3 (t) = t2 .
1.4. THE GENERAL SOLUTION OF N TH ORDER LINEAR HOMOGENEOUS EQUATIONS27

Solution.
We have

1 ln t t2

W (t) = 0 1t 2t
0 12 2
t
1

1
t

0 2t

2t
2
ln t
+ t 0 t 2
= (1)
2
0 2
0 t
t
2
=3t1 6= 0, t > 0
Use the fact that the solutions given in Problems 1.4.1 - 1.4.3 for a fundamental set of solutions to solve the following initial value problems 1.4.4 1.4.6.
Problem 1.4.4
y 000 y 0 = 0, y(0) = 3, y 0 (0) = 3, y 00 (0) = 1.
Solution.
The general solution is y(t) =
we have
y(0) = 3
y 0 (0) = 3
y 00 (0) = 1
c1 + c2 et + c3 et . With the initial conditions

= c1 + c2 + c3 =
3
=
c2 c3
= 3
=
c2 + c3
=
1
Solving these simultaneous equations gives c1 = 2, c2 = 1 and c3 = 2 and

so the unique solution is
y(t) = 2 et + 2et
Problem 1.4.5
y (4) + y 00 = 0, y( ) = 2 + , y 0 ( ) = 3, y 00 ( ) = 3, y 000 ( ) = 1.
2
2
2
2
Solution.
The general solution is y(t) = c1 + c2 t + c3 cos t + c4 sin t. With the initial
conditions we have
y( 2 ) = 2 +
y 0 ( 2 ) = 3
y 00 ( 2 ) = 3
y 000 ( 2 ) = 1
= c1 + 2 c2 + c4
=
c2 c3
=
c4
=
c3
= 2+
=
3
=
3
=
1

Solving these simultaneous equations gives c1 = ( + 1), c2 = 4, c3 = 1
and c4 = 3. Hence, the unique solution is
y(t) = ( + 1) + 4t + cos t + 3 sin t
Problem 1.4.6
t2 y 000 + ty 00 y 0 = 0, , y(1) = 1, y 0 (1) = 2, y 00 (1) = 6.
Solution.
The general solution is y(t) = c1 + c2 ln t + c3 t2 .
we have
y(1) = 1 = c1 + c3
y 0 (1) = 2 = c2 + 2c3
y 00 (1) = 6 = c2 + 2c3
With the initial conditions

=
1
=
2
= 6
Solving these simultaneous equations gives c1 = 2, c2 = 4 and c3 = 1 and

so the unique solution is
y(t) = 2 + 4 ln t t2
Problem 1.4.7
In each question below, show that the Wronskian determinant W (t) behaves
as predicted by Abels Theorem. That is, for the given value of t0 , show that
W (t) = W (t0 )e
Rt
t0
pn1 (s)ds
(a) W (t) found in Problem 1.4.1 and t0 = 1.

(b) W (t) found in Problem 1.4.2 and t0 = 1.
(c) W (t) found in Problem 1.4.3 and t0 = 2.
Solution.
(a) For the given differential equation pn1 (t) = p2 (t) = 0 so that Abels
theorem predicts W (t) = W (t0 ). Now, for t0 = 1 we have W (t) =
W (1) =
Rt
1
0ds
constant. From Problem 1.4.1, we found that W (t) = W (1)e
= 2.
(b) For the given differential equation pn1 (t) = p3 (t) = 0 so that Abels
theorem predict W (t) = W (t0 ). Now, for t0 = 1 we have W (t)
= W (1) =
R
1t 0ds
constant. From Problem 1.4.2, we found that W (t) = W (1)e
= 1.
(c) For the given differential equation pn1 (t) = p2 (t) = 1t so that Abels
R t ds
2
theorem predict W (t) = W (2)e 2 s = W (2)eln ( t ) = 2t W (2). From Problem
R t ds
1.4.3, we found that W (t) = 3t = W (2)e 2 s where W (2) = 23

Problem 1.4.8
Determine W (t) for the differential equation y 000 +(sin t)y 00 +(cos t)y 0 +2y = 0
such that W (1) = 0.
Solution.
Here pn1 (t) = p2 (t) = sin t. By Abels Theorem we have
W (t) = W (1)e
Rt
1
sin sds
Problem 1.4.9
Determine W (t) for the differential equation t3 y 000 2y = 0 such that W (1) =
3.
Solution.
Here pn1 (t) = p2 (t) = 0. By Abels Theorem we have
W (t) = W (1)e
Rt
1
0ds
= W (1) = 3
Problem 1.4.10
Consider the initial value problem
y 000 y 0 = 0, y(0) = , y 0 (0) = , y 00 (0) = 4.
The general solution of the differential equation is y(t) = c1 + c2 et + c3 et .
(a) For what values of and will limt y(t) = 0?
(b) For what values and will the solution y(t) be bounded for t 0, i.e.,
|y(t)| M for all t 0 and for some M > 0? Will any values of and
produce a solution y(t) that is bounded for all real number t?
Solution.
(a) Since y(0) = , c1 + c2 + c3 = . Since y 0 (t) = c2 et c3 et and y 0 (0) = ,
c2 c3 = . Also, since y 00 (t) = c2 et + c3 et and y 00 (0) = 4 we have c2 + c3 = 4.
Solving these equations for c1 , c2 , and c3 we find c1 = 4, c2 = /2 + 2
and c3 = /2 + 2. Thus,
y(t) = 4 + (/2 + 2)et + (/2 + 2)et .
If limt y(t) = 0, then we must have 4 = 0 and
= 4 and = 4. Thus,
y(t) = 4et .
+ 2 = 0. In this case,

(b) In the expression of y(t) we know that et is bounded for t 0 (et 1
for t 0) whereas et is unbounded for t 0. Thus, for y(t) to be bounded
we must choose 2 + 2 = 0 or = 4. The number can be any number.
Now, for the solution y(t) to be bounded on < t < we must have
simultaneously /2 + 2 = 0 and /2 + 2 = 0. But there is no that satisfies
these two equations at the same time. Hence, y(t) is always unbounded for
any choice of and
Problem 1.4.11
Consider the differential equation y 000 + p2 (t)y 00 + p1 (t)y 0 = 0 on the interval
1 < t < 1. Suppose it is known that the coefficient functions p2 (t) and p1 (t)
are both continuous on 1 < t < 1. Is it possible that y(t) = c1 + c2 t2 + c3 t4
is the general solution for some functions p1 (t) and p2 (t) continuous on 1 <
t < 1?
(a) Answer this question by considering only the Wronskian of the functions
1, t2 , t4 on the given interval.
(b) Explicitly determine functions p1 (t) and p2 (t) such that y(t) = c1 + c2 t2 +
c3 t4 is the general solution of the differential equation. Use this information,
in turn, to provide an alternative answer to the question.
Solution.
(a) The Wronskian of 1, t2 , t4 is

1 t2 t4

W (t) = 0 2t 4t3
0 2 12t2

= 16t3 .

Since 0 is in the interval 1 < t < 1 and W (0) = 0, {1, t2 , t4 } cannot

be a fundamental set and therefore the general solution cannot be a linear
combination of 1, t2 , t4 .
(b) First notice that y = 1 is a solution for any p1 and p2 . If y = t2 is a
solution then substitution into the differential equation leads to tp1 + p2 =
0. Since y = t4 is also a solution, substituting into the equation we find
t2 p1 + 3tp2 + 6 = 0. Solving for p1 and p2 we find p1 (t) = t32 and p2 (t) = 3t .
Note that both functions are not continuous at t = 0
Problem 1.4.12
(a) Find the general solution to y 000 = 0.

(b) Using the general solution in part (a), construct a fundamental set
{y1 (t), y2 (t), y3 (t)} satisfying the following conditions
y1 (1) = 1, y10 (1) = 0, y100 (1) = 0.
y2 (1) = 0, y20 (1) = 1, y200 (1) = 0.
y3 (1) = 0, y30 (1) = 0, y300 (1) = 1.
Solution.
(a) Using antidifferentiation we find that y(t) = c1 + c2 t + c3 t2 .
(b) With the initial conditions of y1 we obtain the following system
c1 + c2 + c3 = 1
c2 + 2c3 = 0
2c3 = 0
Solving this system we find c1 = 1, c2 = 0, c3 = 0. Thus, y1 (t) = 1. Repeating
this argument for y2 we find the system
c1 + c2 + c3 = 0
c2 + 2c3 = 1
2c3 = 0
Solving this system we find c1 = 1, c2 = 1, c3 = 0. Thus, y2 (t) = t 1.
Repeating this argument for y3 we find the system
c1 + c2 + c3 = 0
c2 + 2c3 = 0
2c3 = 1
Solving this system we find c1 = 21 , c2 = 1, c3 = 12 . Thus, y3 (t) = 21 (t1)2 .
Now,

1 t 1 1 (t 1)2
2

1
t 1 = 1 6= 0
W (t) = 0
0

0
1
so that {1, t 1, 12 (t 1)2 } is a fundamental set
1.5
Fundamental Sets and Linear Independence
Problem 1.5.1
Determine if the following functions are linearly independent
y1 (t) = e2t , y2 (t) = sin (3t), y3 (t) = cos t.
Solution.
Differentiating, we find
y10 (t) = 2e2t y20 (t) = 3 cos (3t) y30 (t) = sin t
y100 (t) = 4e2t y200 (t) = 9 sin (3t) y300 (t) = cos t.
The Wronskian is
2t
e
sin 3t
cos t

W (t) = 2e2t 3 cos (3t) sin t
4e2t 9 sin (3t) cos t
= e2t (3 cos 3t cos t 9 sin 3t sin t) sin 3t(2et cos t + 4e2t sin t)
+ cos t(18e2t sin 3t 12e2t cos 3t).
Thus,W (0) = 15. Since this is a nonzero number, we can conclude that the
three functions are linearly independent
Problem 1.5.2
Determine whether the three functions : f (t) = 2, g(t) = sin2 t, h(t) = cos2 t,
are linearly dependent or independent on < t < .
Solution.
Computing the Wronskian, we find

2 sin2 t
cos2 t

sin 2t
W (t) = 0 sin 2t
0 2 cos 2t 2 cos 2t
= 2[sin (2t)(2 cos 2t) ( sin 2t(2 cos 2t))] = 0.

So the functions are linearly depedent
1.5. FUNDAMENTAL SETS AND LINEAR INDEPENDENCE
33
Problem 1.5.3
Determine whether the functions, y1 (t) = 1; y2 (t) = 1 + t; y3 (t) = 1 + t + t2 ;
are linearly dependent or independent. Show your work.
Solution.
We have,
0 = ay1 + by2 + cy3
= a(1) + b(1 + t) + c(1 + t + t2 )
= (a + b + c) + (b + c)t + ct2 .
Equating coefficients we find
a+b+c=0
b+c=0
c = 0.
Solving this system, we find that a = b = c = 0 so that y1 , y2 , and y3 are
linearly independent
Problem 1.5.4
Consider the set of functions {y1 (t), y2 (t), y3 (t)} = {t2 + 2t, t + 1, t + }. For
what value(s) is the given set linearly depedent on the interval < t <
?
Solution.
We have,
0 = ay1 + by2 + cy3
= a(t2 + 2t) + b(t + 1) + c(t + )
= b + c + (2a + b + c)t + at2 .
b + c = 0
2a + b + c = 0
a = 0.
Solving this system, we find that a = b = c = 0 provided that 6= 1. In
this case, y1 , y2 , and y3 are linearly independent

Problem 1.5.5
Determine whether the set {y1 (t), y2 (t), y3 (t)} = {t|t| + 1, t2 1, t} is linearly
independent or linearly dependent on the given interval
(a) 0 t < .
(b) < t 0.
(c) < t < .
Solution.
(a) If t 0 then y1 (t) = t|t| + 1 = t2 + 1. In this case, we have
0 = ay1 + by2 + cy3
= a(t2 + 1) + b(t2 1) + c(t)
= (a + b)t2 + ct + a b.
a+b=0
c=0
a b = 0.
Solving this system we find that a = b = c = 0. This shows that y1 , y2 , and
y3 are linearly independent.
(b) If t 0 then y1 (t) = t2 + 1 = (t2 1) = y2 (t) + 0y3 (t). Thus, y1 , y2 ,
and y3 are linearly dependent.
(c) Since y1 , y2 , and y3 are linearly independent on the interval 0 t < ,
they are linearly independent on the entire interval < t <
In Problems 1.5.6 - 1.5.7, for each differential equation, the corresponding
set of functions {y1 (t), y2 (t), y3 (t)} is a fundamental set of solutions.
(a) Determine whether the given set {y 1 (t), y 2 (t), y 3 (t)} is a solution set to
the differential equation.
(b) If {y 1 (t), y 2 (t), y 3 (t)} is a solution set then find the coefficient matrix A
such that
y1
a11 a12 a13
y1
y 2 = a21 a22 a23 y2
y3
a31 a32 a33
y3
(c) If {y 1 (t), y 2 (t), y 3 (t)} is a solution set, determine whether it is a fundamental set by calculating the determinant of A.
1.5. FUNDAMENTAL SETS AND LINEAR INDEPENDENCE
35
Problem 1.5.6
y 000 + y 00 = 0
{y1 (t), y2 (t), y3 (t)} = {1, t, et }
{y 1 (t), y 2 (t), y 3 (t)} = {1 2t, t + 2, e(t+2) }
Solution.
000
00
(a) Since y 1 (t) = 12t, y 01 (t) = 2 and y 001 (t) = y 000
1 (t) = 0. Thus, y 1 +y 1 = 0.
000
Similarly, since y 2 (t) = t + 2, y 02 (t) = 1 and y 002 (t) = y 000
2 (t) = 0. Thus, y 2 +
y 002 = 0. Finally, since y 3 (t) = e(t+2) , y 03 (t) = e(t+2) , y 003 (t) = e(t+2) and
00
(t+2)
y 000
. Thus, y 000
3 (t) = e
3 + y 3 = 0. It follows, that {y 1 (t), y 2 (t), y 3 (t)} =
{1 2t, t + 2, e(t+2) } is a solution set.
(b) Since y 1 = 1y1 2y2 +0y3 , y 2 = 2y1 +1y2 +0y3 , and y 3 = 0y1 +0y2 +e2 y3 ,
we have
1 2 0
A = 2 1 0
0 0 e2
(c) Since det(A) = 5e2 6= 0, {y 1 (t), y 2 (t), y 3 (t)} = {1 2t, t + 2, e(t+2) } is
a fundamental set of solutions
Problem 1.5.7
t2 y 000 + ty 00 y 0 = 0, t > 0
{y1 (t), y2 (t), y3 (t)} = {t, ln t, t2 }
{y 1 (t), y 2 (t), y 3 (t)} = {2t2 1, 3, ln (t3 )}
Solution.
2 000
(a) Since y 1 (t) = 2t2 1, y 01 (t) = 4t, y 001 (t) = 4, and y 000
1 (t) = 0. Thus, t y 1 +
00
0
0
00
000
ty 1 y 1 = 0. Similarly, since y 2 (t) = 3, y 2 (t) = y 2 (t) = y 2 (t) = 0. Thus,
3
3
00
0
0
00
3
t2 y 000
2 + ty 2 y 2 = 0. Finally, since y 3 (t) = ln t , y 3 (t) = t , y 3 (t) = t2 and
6
00
0
2 000
y 000
3 (t) = t3 . Thus, t y 3 + ty 3 y 3 = 0. It follows, that {y 1 (t), y 2 (t), y 3 (t)} =
2
3
{2t 1, 3, ln t } is a solution set.
(b) Since y 1 = 1y1 +0y2 +2y3 , y 2 = 3y1 +0y2 +0y3 , and y 3 = 0y1 +3y2 +0y3
we have
1 3 0
A= 0 0 3
2 0 0
(c) Since det(A) = 18 6= 0, {y 1 (t), y 2 (t), y 3 (t)} = {2t2 1, 3, ln t3 } is a
fundamental set of solutions
1.6
nth Order Homogeneous Linear Equations

with Constant Coefficients
Problem 1.6.1
Solve y 000 + y 00 y 0 y = 0.
Solution.
The characteristic equation is
r3 + r2 r 1 = 0.
Factoring this equation using the method of grouping we find
r2 (r + 1) (r + 1) = (r + 1)2 (r 1) = 0.
Hence, r = 1 is a root of multiplicity 2 and r = 1 is a root of multiplicity
1. Thus, the general solution is given by
y(t) = c1 et + c2 tet + c3 et
Problem 1.6.2
Find the general solution of 16y (4) 8y 00 + y = 0.
Solution.
The characteristic equation is
16r4 8r2 + 1 = 0.
This is a complete square
(4r2 1)2 = 0.
Hence, r = 21 and r =
solution is given by
1
2
are roots of multiplicity 2. Thus, the general

t
y(t) = c1 e 2 + c2 te 2 + c3 e 2 + c4 te 2
Problem 1.6.3
Solve the following constant coefficient differential equation :
y 000 y = 0.
1.6. N TH ORDER HOMOGENEOUS LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS37

Solution.
In this case the characteristic equation is r3 1 = 0. Factoring, we find
(r 1)(r2 + r + 1) = 0.
The root r = 1 is of multiplicity 1. The complex roots are r = 12 i
Hence, the general solution is given by
3t
3t
21 t
t
21 t
+ c3 e
y(t) = c1 e + c2 e
cos
sin
2
2
3
.
2
Problem 1.6.4
Solve y (4) 16y = 0.
Solution.
The characteristic equation is r4 16 = 0 or (r 2)(r + 2)(r2 + 4) = 0. The
roots are r1 = 2, r2 = 2, r3 = 2i, and r4 = 2i. Thus, the general solution
is
y(t) = c1 e2t + c2 e2t + c3 cos (2t) + c4 sin (2t)
Problem 1.6.5
Solve the initial-value problem
y 000 + 3y 00 + 3y 0 + y = 0, y(0) = 0, y 0 (0) = 1, y 00 (0) = 0.
Solution.
We have the characteristic equation
r3 + 3r2 + 3r + 1 = (r + 1)3 = 0
which has a root of multiplicity 3 at r = 1. We use what we have learned
about repeated roots roots to get the general solution. Since the multiplicity
of the repeated root is 3, we have
y1 (t) = et , y2 (t) = tet , y3 (t) = t2 et .
The general solution is
y(t) = c1 et + c2 tet + c3 t2 et .

Now, find the first two derivatives
y 0 (t) = c1 et + c2 (1 t)et + c3 (2t t2 )et
y 00 (t) = c1 et + c2 (2 + t)et + c3 (t2 4t + 2)et .
Next, plug in the initial conditions to get
0 = c1
1 = c2
0 = 2 + 2c3 .
Solving these equations we find c1 = 0, c2 = 1, and c3 = 1. The unique
solution is then
y(t) = tet + t2 et
Problem 1.6.6
Given that r = 1 is a solution of r3 + 3r2 4 = 0, find the general solution
to
y 000 + 3y 00 4y = 0.
Solution.
Since r = 1 is a solution, using synthetic division of polynomials we can write
(r 1)(r + 2)2 = 0. Thus, the general solution is given by
y(t) = c1 et + c2 e2t + c3 te2t
Problem 1.6.7
Given that y1 (t) = e2t is a solution to the homogeneous equation, find the
general solution to the differential equation
y 000 2y 00 + y 0 2y = 0.
Solution.
The characteristic equation is given by
r3 2r2 + r 2 = 0.
Using the method of grouping we can factor into
(r 2)(r2 + 1) = 0.
The roots are r1 = 2, r2 = i, and r3 = i. Thus, the general solution is
y(t) = c1 e2t + c3 cos t + c4 sin t
1.6. N TH ORDER HOMOGENEOUS LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS39

Problem 1.6.8
Suppose that y(t) = c1 cos t + c2 sin t + c3 cos (2t) + c4 sin (2t) is the general
solution to the equation
y (4) + a3 y 000 + a2 y 00 + a1 y 0 + a0 y = 0.
Find the constants a0 , a1 , a2 , and a3 .
Solution.
The characteristic equation is of order 4. The roots are given by r1 = i, r2 =
i, r3 = 2i, and r4 = 2i. Hence the characteristic equation is (r2 + 1)(r2 +
4) = 0 or r4 + 5r2 + 4 = 0. Comparing coefficients we find a0 = 4, a1 =
0, a2 = 5, and a3 = 0. Thus, the differential equation is y (4) + 5y 00 + 4y = 0
Problem 1.6.9
Suppose that y(t) = c1 + c2 t + c3 cos 3t + c4 sin 3t is the general solution to
the homogeneous equation
y (4) + a3 y 000 + a2 y 00 + a1 y 0 + a0 y = 0.
Determine the values of a0 , a1 , a2 , and a3 .
Solution.
The characteristic equation is of order 4. The roots are given by r = 0 (of
multiplicity 2), r = 3i and r = 3i. Hence the characteristic equation is
r2 (r2 + 9) = 0 or r4 + 9r2 = 0. Comparing coefficients we find a0 = a1 =
0, a2 = 9, and a3 = 0. Thus, the differential equation is y (4) + 9y 00 = 0
Problem 1.6.10
Suppose that y(t) = c1 et sin t+c2 et cos t+c3 et sin t+c4 et cos t is the general
solution to the homogeneous equation
y (4) + a3 y 000 + a2 y 00 + a1 y 0 + a0 y = 0.
Determine the values of a0 , a1 , a2 , and a3 .
Solution.
The characteristic equation is of order 4. The roots are given by r1 = 1
i, r2 = 1 + i, r3 = 1 i, and r4 = 1 + i. Hence (r (1 i))(r (1 + i)) =
r2 + 2r + 2 and (r (1 i))(r (1 + i)) = r2 2r + 2 so that the characteristic
equation is (r2 + 2r + 2)(r2 2r + 2) = r4 + 4 = 0. Comparing coefficients we
find a0 = 4, a1 = a2 = a3 = 0. Thus, the differential equation is y (4) +4y = 0

Problem 1.6.11
Consider the homogeneous equation with constant coefficients
y (n) + an1 y (n1) + + a1 y 0 + a0 = 0.
Suppose that y1 (t) = t, y2 (t) = et , y3 (t) = cos t are several functions belonging to a fundamental set of solutions to this equation. What is the smallest
value for n for which the given functions can belong to such a fundamental
set? What is the fundamemtal set?
Solution.
The fundamental set must contain the functions y4 (t) = 1 and y5 (t) = sin t.
Thus, the smallest value of n is 5 and the fundamental set in this case is
{1, t, cos t, sin t, et }
Problem 1.6.12
y (n) + an1 y (n1) + + a1 y 0 + a0 = 0.
Suppose that y1 (t) = t2 sin t, y2 (t) = et sin t are several functions belonging
to a fundamental set of solutions to this equation. What is the smallest value
for n for which the given functions can belong to such a fundamental set?
What is the fundamemtal set?
Solution.
The fundamental set must contain the functions y3 (t) = sin t, y4 (t) =
cos t, y5 (t) = t sin t, y6 (t) = t cos t, y7 (t) = t2 cos t, and y8 (t) = et cos t.
{sin t, cos t, t sin t, t cos t, t2 sin t, t2 cos t, et sin t, et cos t}
Problem 1.6.13
y (n) + an1 y (n1) + + a1 y 0 + a0 = 0
Suppose that y1 (t) = t2 , y2 (t) = e2t are several functions belonging to a
fundamental set of solutions to this equation. What is the smallest value for
n for which the given functions can belong to such a fundamental set? What
is the fundamemtal set?
Solution.
The fundamental set must contain the functions y3 (t) = 1 and y4 (t) = t
{1, t, t2 , e2t }
1.7. REVIEW OF POWER SERIES
1.7
41
Review of Power Series
Write
series in Exercises 1.7.1 - 1.7.3 using sigma notation, i.e.,
P each of the
n
n=0 an (t t0 ) .
Problem 1.7.1
1
(t 1)2 (t 1)4 (t 1)6

+
+
2!
4!
6!
Solution.
We have
X
(t 1)2 (t 1)4 (t 1)6
(t 1)2n
1
(1)n
+
+ =
2!
4!
6!
(2n)!
n=0
Problem 1.7.2
(t 1)3
(t 1)5 (t 1)7 (t 1)9

+
+
2!
4!
6!
Solution.
We have
X
(t 1)5 (t 1)7 (t 1)9
(t 1)2n+3
(t 1)
+
+ =
(1)n
2!
4!
6!
(2n)!
n=0
3
Problem 1.7.3
2(t + 5)3 + 3(t + 5)5 +
4(t + 5)7 5(t + 5)9

+
+
2!
3!
Solution.
We have
X (n + 2)(t + 5)2n+3
4(t + 5)7 5(t + 5)9
2(t + 5) + 3(t + 5) +
+
+ =
2!
3!
n!
n=0
3
Problem 1.7.4
P
n1 t2n1
Find the radius of convergence of the power series
.
n=1 (1)
(2n1)!

Solution.
t2n1
. Then
Let an = (1)n1 (2n1)!

(1)n1
an

= lim (2n1)!

R = lim
n

(1)
n an+1
n
(2n+1)!
(2n + 1)!
= lim (2n + 1)(2n) = .
n
n (2n 1)!
= lim
Hence, the power series converges for all real numbers t

Problem 1.7.5
P
n
n=0 (5t) .
Solution.
Let an = 5n . Then

n
an

= lim 5 = 1
R = lim
n an+1
n 5n+1
5
Problem 1.7.6
P
n=0
(n+1) n
t .
2n +n
Solution.
Let an = 2n+1
n +n . Then

n+1

2

an
+
n
+
1
n
+
1
= lim
=2
R = lim
n
n an+1
2n + n
n + 2
Problem 1.7.7
Find the radius of convergence of the power series t + 4t2 + 9t3 + 16t4 +
Solution.
First note that
X
t + 4t + 9t + 16t + =
(n + 1)2 tn+1 .
2
n=0
Let an = (n + 1)2 . Then

2

an
n+1

R = lim
= lim
=1
n an+1
n
n+2
43
Problem 1.7.8
Find the radius of convergence of the power series 1 + 2t +
Solution.
First note that
4t2
2!
8t3
3!
X 2n
4t2 8t3
1 + 2t +
+
+ =
tn .
2!
3!
n!
n=0
Let an =
2n
.
n!
Then

an
(n + 1)! 2n

R = lim
=
= lim
n an+1
n
n! 2n+1
Problem 1.7.9
Find the radius of convergence of the power series t
t3
3
t5
5
t7
7
Solution.
First note that
X (1)n
t3 t5 t7
t2n+1 .
t + + =
3
5
7
2n
+
1
n=0
Let an =
(1)n
.
2n+1
Then

an
2n + 3
= lim
=1
R = lim
n an+1
n 2n + 1
Problem 1.7.10
P
2n 2n
Find the radius and the interval of convergence of the series
n=0 2 t .
Solution.
Let an = 22n . Then

2n
an

= lim 2 = 1 .
lim
n an+1
n 22n+2
4
1
Thus, the series converges
and diverges for |t| > 14 . If t = 14 , the
Pfor |t| <n 42n
power series reduces to n=0 (1) 2 . Since
n
X
X
1
1
4
n 2n
|(1) 2 | =
=
1 =
4
3
1 4
n=0
n=0
so that the series converges absolutely

hence converges.
P and
2n
2
which is a convergent geometric
If t = 14 the power series reduces to
n=0
series. Hence, the interval of convergence is 41 t 14

Problem 1.7.11
(a) Determine the radius of convergence of the series
n
t2 t3
n1 t
t + + + (1)
+
2
3
n
What does this tell us about the interval of convergence of this series?
(b) Investigate convergence at the endpoints of the interval of convergence
of this series.
Solution.
n
(a) Let an = (1)n1 tn . Then

n + 1
an
= lim
= 1.
R = lim
n n
n an+1
Thus, the power series converges for |t| <P1 and diverges for |t| > 1.
1
(b) If t = 1 then the series reduces to
n=0 n . This is a multiple of the
Harmonic series so it is divergent. Now, if t = 1 then the power series reduces
P
(1)n1
to the alternating series
which is convergent by the alternating
n=0
n
series test
Problem 1.7.12 P
(2t)n
1
n=1 n converges for |t| < 2 . Investigate whether the
series converges for t = 21 and t = 12 .
Solution.
The radius of convergence is

n

2 n + 1 1
an
= lim
= .
R = lim
n an+1
n n
2n+1 2
1
1
1
Hence, the series converges
P 1for |t| < 2 and diverges for |t| > 2 . If t = 2 ,
the series reduces to
n=0 n which is the Harmonic series and thus it is
1
divergent. If t = 2 then the power series reduces to the alternating series
P (1)n
which is convergent by the alternating series test
n=0
n
Problem 1.7.13
2t
(a) Find the power series representation of f (t) = 2t
and indicate its radius
of convergence.
4
(b) Find the power series representation of g(t) = (2t)
2 and indicate its
radius of convergence.
45
Solution.
(a) We have

1 2t X t n X tn+1
2t
=t
x
=
.
2t
=
2
2n
n=0
n=0
The radius of convergence of this series is R = 2.

(b) We have
X
n+1 n
0
t
g(t) = f (t) =
2n
n=0
with radius of convergence 1
Problem 1.7.14
P
(1)n 2n+1
with radius of convergence R = .
Given f (t) = sin t =
n=0 (2n+1)! t
Find the power series representation of g(t) = cos t and its radius of convergence.
Solution.
We have
g(t) = f 0 (t) =
X
X
(1)n
(1)n 2n
(2n + 1)t2n =
t
(2n
+
1)!
(2n)!
n=0
n=0
with radius of convergence R =

Problem 1.7.15
P
tn
Consider the series g(t) =
n=1 n with radius of convergence 1.
(a) Find a formula for g 0 (t) not as a power series.
(b) Find a formula for g(t) not as a power series.
Solution.
(a) We have
0
g (t) =
n
X
t
n=1
!0
=
tn =
n=0
This power series converges for |t| < 1.

(b) We have
Z t
Z
0
g(t) =g(0) +
g (s)ds = g(0) +
0
=g(0) ln (1 s)|ts=0
1
.
1t
ds
0 1s
= g(0) ln (1 t).

From the definition of g(t), we have g(0) = 0. Hence,

1
g(t) = ln (1 t) = ln
1t
1.8. SERIES SOLUTIONS OF LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS47
1.8
Series Solutions of Linear Homogeneous

Differential Equations
Problem 1.8.1
Identify the singular and ordinary points of the differential equation
y 00 + ty 0 + (t2 + 2)y = 0.
Solution.
Since p(t) = t and q(t) = t2 + 2 are polynomials, they are analytic functions
everywhere. Thus, every real number is an ordinary point
Problem 1.8.2
1
(t2 1)y 00 + ty 0 + y = 0.
t
Solution.
t
and q(t) = t(t211) . Thus, the points 1, 1, and 0 are
We have p(t) = t2 1
singular points of the equation, any other real number is an ordinary point
of the equation
Problem 1.8.3
(t2 4)y 00 + 3ty 0 + y = 0.
Solution.
We have p(t) = t23t4 and q(t) = t214 . Thus, the singular points are t = 2
and any other point is an ordinary point
Problem 1.8.4
The point t0 = 0 is an ordinary point of the differential equation
(t2 4)y 00 + 3ty 0 + y = 0.
Determine a value of R as stated in Theorem 18.1.
Solution.
The point t0 = 0 is an ordinary point. By the previous exercise, both p(t)
and q(t) are analytic in 2 < t < 2 so that a choice of R is R = 2

Problem 1.8.5
Find the series solution near the ordinary point 0 to the differential equation
y 00 + ty 0 + (t2 + 2)y = 0.
Solution.
There are no singular points. Thus, the series solution converges for every
value of t. The solution is of the form
y(t) =
an tn .
n=0
Differentiating this series twice we find

P
P
n2
n1
.
and y 00 (t) =
y 0 (t) =
n=2 n(n 1)an t
n=1 nan t
Substituting these series in the given equation we find
n(n 1)an tn2 + t
nan tn1 + t2
n=1
n=2
n(n 1)an tn2 +
n=2
an t n + 2
n=1
n=0
n=1
nan tn +
nan tn +
X
n=0
an tn+2 +
an2 tn +
n=2
an tn =0
n=0
n=0
(n + 2)(n + 1)an+2 tn +
X
n=0
2an tn =0
2an tn =0
n=0
We shift the index of summation in the first series by 2, replacing n with

n + 2 and using the initial value n = 0. We shift the index of summation in
the third series by 2, replacing n by n 2 and using the initial value n = 2.
Since we want to express everything in only one summation sign, we have to
start the summation at n = 2 in every series
X
X
X
X
n
n
n
(n + 2)(n + 1)an+2 t +
nan t +
an2 t +
2an tn =
n=0
n=1
2a2 + 6a3 t +
n=2
(n + 2)(n + 1)an+2 tn + a1 t +
n=2
n=0
nan tn +
n=2
X
n=2
an2 tn + 2a0 + 2a1 t +
X
n=2
2an tn =0

or
(2a0 +2a2 )+(6a3 +3a1 )t+
[(n + 2)(n + 1)an+2 + (n + 2)an + an2 ] tn = 0.
n=2
Equating all the coefficients to zero we find

2a0 + 2a2 =0
3a1 + 6a3 =0
(n + 1)(n + 2)an+2 + (n + 2)an + an2 =0
Thus,
a2 = a0
a1
a3 =
2
(n + 2)an + an2
an+2 =
, n 2.
(n + 1)(n + 2)
This last condition is called a recurrence formula, we can express each
an+2 in terms of a previous coefficient an . From the above, we can see that
a2 = a0
a1
a3 =
2
1
a4 = a0
4
3
a5 = a1
40
1
a6 = a0
60
1
a7 =
a1
1680
Notice that each even coefficient is expressed in terms of a0 and each odd
coefficient is expressed in terms of a1 . Then, the general solution is:

1 6
1 3
3 5
1 7
1 4
2
y(t) = a0 1 t + t t + +a1 t t + t
t +
4
60
2
40
1680

Problem 1.8.6
y 00 ty 0 t2 y = 0.
Solution.
y(t) =
an tn .
n=0

P
P
n2
n1
.
and y 00 (t) =
y 0 (t) =
n=2 n(n 1)an t
n=1 nan t
n2
n(n 1)an t
n=2
nan t
n=1
n(n 1)an tn2
n=1
n=0
n=1
n=2
(n + 2)(n + 1)an+2 tn
n1
an tn =0
n=0
nan tn
nan tn
X
n=0
an tn+2 =0
an2 tn =0
n=2
We shift the index of summation in the third series by 2, replacing n by

n 2 and using the initial value n = 2.
X
X
X
n
n
(n + 2)(n + 1)an+2 t
nan t
an2 tn =
n=0
2a2 + 6a3 t +
(n + 2)(n + 1)an+2 tn a1 t
n=2
2a2 + (6a3 a1 )t +
n=1
X
n=2
X
n=2
nan tn
n=2
an2 tn =
n=2
[(n + 1)(n + 2)an+2 nan an2 ] tn =0.

2a2 =0
6a3 a1 =0
(n + 1)(n + 2)an+2 nan an2 =0
Thus,
a2 =0
a1
a3 =
6
nan + an2
an+2 =
, n 2.
(n + 2)(n + 1)
a2 =0
a1
a3 =
6
1
a4 = a0
12
3
a5 = a1
40
1
a6 = a0
90
13
a7 =
a1
1008

1 4
1 6
1 3
3 5
13 7
y(t) = a0 1 + t + t + + a1 t + t + t +
t +
12
90
6
40
1008
Problem 1.8.7
(t2 + 1)y 00 y 0 + y = 0.

Solution.
X
y(t) =
an tn .
n=0

P
P
n1
n2
y 0 (t) =
and y 00 (t) =
.
n=1 nan t
n=2 n(n 1)an t
2
n2
n(n 1)an t
n=2
n=2
n(n 1)an tn +
n=2
n2
n(n 1)an t
n(n 1)an tn2
X
n=1
n1
nan t
nan tn1 +
n=1
n=2
X
n=0
an tn =0
an tn =0
n=0
X
X
X
n
n
n
an tn =0
(n + 1)an+1 t +
(n + 2)(n + 1)an+2 t
n(n 1)an t +
n=0
n=0
n=0
n=2

X
n=2
X
X
X
n
n
an tn =
(n + 1)an+1 t +
(n + 2)(n + 1)an+2 t
n(n 1)an t +
n
n=0
n=0
n=0
n(n 1)an tn + 2a2 + 6a3 t +
(n + 2)(n + 1)an+2 tn
n=2
n=2
a1 2a2 t
(n + 1)an+1 t + a0 + a1 t +
n=2
an tn =0
n=2
This can be written in the form

(2a2 a1 +a0 )+(6a3 2a2 +a1 )t+
X

(n + 2)(n + 1)an+2 + (n2 n + 1)an (n + 1)an+1 tn = 0.
n=2

2a2 a1 + a0 =0
6a3 2a2 + a1 =0
2
(n + 1)(n + 2)an+2 + (n n + 1)an (n + 1)an+1 =0

Thus,
a1 a0
2
a0
2a2 a1
=
a3 =
6
6
(n + 1)an+1 (n2 n + 1)an
, n 2.
an+2 =
(n + 1)(n + 2)
a2 =

a1 a0
2
a0
=
6
1
= (2a0 3a1 )
24
1
= (3a0 a1 )
40
1
= a0
90
1
(36a1 17a0 )
=
720
a2 =
a3
a4
a5
a6
a7

1 2 1 3
1 4
3 5
1 5
1 2 1 4
y(t) = a0 1 t t + t + t + +a1 t + t t t +
2
6
12
40
2
8
40

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Lecture Notes in Mathematics

Arkansas Tech University

A Second Course in Elementary

Order Ordinary Differential Equations

Calculus of Matrix-Valued Functions of a

6CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

= (t3 + 3t2 + 2t)

1.1. CALCULUS OF MATRIX-VALUED FUNCTIONS OF A REAL VARIABLE7

8CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

by equating componentwise we find c11 = 2, c12 = 5, c21 = 1, and c22 = 2.

1.1. CALCULUS OF MATRIX-VALUED FUNCTIONS OF A REAL VARIABLE9

so by equating componentwise we find d11 = 1, d12 = 1, d21 = 2, and

we find c11 = 1, c12 = 2, c21 = 2, c22 = 3. Hence,

10CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

On the other hand,

= A(t)A0 (t) + A0 (t)A(t)

1.1. CALCULUS OF MATRIX-VALUED FUNCTIONS OF A REAL VARIABLE11

12CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

1.2. UNIFORM CONVERGENCE AND WEIERSTRASS M-TEST

Uniform Convergence and Weierstrass MTest

for all x [0, 1]. In particular, we have

defined for all x in R. Show that this sequence converges pointwise to a

14CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

lim fn (x) = lim

defined for all x in R. Show that this sequence converges pointwise to a

for all x in R. Thus, {fn }

1.2. UNIFORM CONVERGENCE AND WEIERSTRASS M-TEST

limn fn (x) = 0 for 0 < x < 1.

lim (cos x)n = 0.

For x = 0 we have fn (0) = 1 for all n in N. Therefore, {fn }

16CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

(b) The convergence cannot be uniform because if it were, f would have to

1.2. UNIFORM CONVERGENCE AND WEIERSTRASS M-TEST

cos (3n x) converges uniformly on R.

18CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

1.3. NTH ORDER LINEAR DIFFERENTIAL EQUATIONS: EXSITENCE AND UNIQUENESS19

nth Order Linear Differential Equations:

into the matrix form

x(t) = x2 , b(t) = 0 , x(0) = 3

into the matrix form

20CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

x(t) = x2 , b(t) = 0 , x(0) = 1

into the matrix form

1.3. NTH ORDER LINEAR DIFFERENTIAL EQUATIONS: EXSITENCE AND UNIQUENESS21

is the solution to the initial value problem

y 000 5y 00 22y 0 + 56y = 0, y(0) = 1, y 0 (0) = 2, y 00 (0) = 4

is a solution to the matrix system

Find the ordinary differential equation with solution y(t) = et + et + cos t +

1 + cos (5t) + sin (5t)

22CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

1.3. NTH ORDER LINEAR DIFFERENTIAL EQUATIONS: EXSITENCE AND UNIQUENESS23

Induction Hypothesis: Suppose

24CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

1.3. NTH ORDER LINEAR DIFFERENTIAL EQUATIONS: EXSITENCE AND UNIQUENESS25

26CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

The General Solution of nth Order Linear

1.4. THE GENERAL SOLUTION OF N TH ORDER LINEAR HOMOGENEOUS EQUATIONS27

c1 + c2 et + c3 et . With the initial conditions

Solving these simultaneous equations gives c1 = 2, c2 = 1 and c3 = 2 and

28CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

With the initial conditions

Solving these simultaneous equations gives c1 = 2, c2 = 4 and c3 = 1 and

(a) W (t) found in Problem 1.4.1 and t0 = 1.