Problems
Author:
Supervisor:
Second Year Biomedical
Carlos Oscar S. Sorzano
Engineering
Kreyszig, 1.1.2
Carlos Oscar Sorzano, Aug. 31st, 2014
x2
y = e 2 +C
Kreyszig, 1.1.5
Carlos Oscar Sorzano, Aug. 31st, 2014
ex cos(x)dx x
R
I1 = R [u = e x , dv = cos(x)dx]
x
= e sin(x) R sin(x)(e dx)
= ex sin(x) + sin(x)ex dx [u x
R = e , dv = sin(x)dx]
= e sin(x) + e ( cos(x))R ( cos(x))(ex dx)
x x
Finally
Kreyszig, 1.1.6
1
Carlos Oscar Sorzano, Aug. 31st, 2014
y = ex
y 0 = ex
y 00 = 2 ex
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
Kreyszig, 1.1.7
Carlos Oscar Sorzano, Aug. 31st, 2014
dy
= cosh(5.13x)
dx
2
Consequently
dy = cosh(5.13x)dx
Integrating Z Z
dy = cosh(5.13x)dx
1
y= sinh(5.13x) + C
5.13
Kreyszig, 1.1.8
Carlos Oscar Sorzano, Aug. 31st, 2014
y20 = e0.2x
whose solution is
dy2 = e0.2x dx
1 0.2x
y2 = e + c1 = 5e0.2x + c1
0.2
Now we solve the equation
y10 = y2 = 5e0.2x + c1
y 0 = y1 = 25e0.2x + c1 x + c2
dy = (25e0.2x + c1 x + c2 )dx
c1
y = 125e0.2x + x2 + c2 x + c3
2
1
Since c1 is an arbitrary constant, we can absorb the
2 factor into c1 , so that the
general solution is
y = 125e0.2x + c1 x2 + c2 x + c3
Kreyszig, 1.1.10
Carlos Oscar Sorzano, Aug. 31st, 2014
3
2
1. Verify that y = ce2.5x is a solution of the ODE
y 0 + 5xy = 0
2. Determine from y the particular solution of the ODE that satises the
initial condition y(0) = .
3. Graph the solution of the IVP.
Solution:
1. Let us calculate y0 and substitute it into the ODE
y 0 = 5cxe2.5x
2 2
5cxe2.5x + 5x ce2.5x = 0
2 2
5cxe2.5x + 5cxe2.5x = 0
0=0
So y is actually a solution of the ODE.
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:
3.5
2.5
1.5
0.5
0
3 2 1 0 1 2 3
x
Kreyszig, 1.1.12
Carlos Oscar Sorzano, Aug. 31st, 2014
4
1. Verify that y 2 4x2 = C is a solution of the ODE
yy 0 = 4x
2. Determine from y the particular solution of the ODE that satises the
initial condition y(1) = 4.
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
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:
y24 x212 = 0
10
0
y
10
3 2 1 0 1 2 3
x
5
Kreyszig, 1.1.16
Carlos Oscar Sorzano, Aug. 31st, 2014
y = cx c2 y 0 = c
1 2 1
y= x y0 = x
4 2
(y 0 )2 xy 0 + y = 0
2
1 1 1 2
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. The dierent lines
correspond to dierent values of c in the general solution
y = cx c2
6
Carlos Oscar Sorzano, Aug. 31st, 2014
228
Radium 88 Ra has a half-life of about 3.6 days.
2. After 1 year?
dA
= Kt
dt
whose general solution is
Note that the units of K are [time1 ]. We can also write the general solution
as
t
A(t) = A(0)e t>0
where the units of are now [time].
A half-life of 3.6 days implies that
A(0) 3.6
A(3.6) = = A(0)e
2
3.6
log(2) =
3.6
= = 5.1937[days]
log(2)
At this point we can answer the two questions:
1 1
1. After 1 day there is: A(1) = A(0)e = 1e 5.1937 = 0.8249[g].
365 365
2. After 1 year there is: A(365) = A(0)e = 1e 5.1937 = 3 1031 [g].
Kreyszig, 1.1.19
Carlos Oscar Sorzano, Aug. 31st, 2014
7
y 00 (t) is its acceleration at time t
The fact that acceleration is constant along the fall implies
y 00 = g
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
1
y(0) = 0 = g(0)2 + c c = 0
2
Finally, the solution of the falling ODE is
1 2
y= gt
2
Kreyszig, 1.2.4
Carlos Oscar Sorzano, Aug. 31st, 2014
y 0 = 2y y 2
In the eld graph several solution curves by hand, particularly those passing
through the points (0, 0), (0, 1), (0, 2), (0, 3).
Solution: 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)
1
y
2
1 0 1 2 3 4 5
x
Kreyszig, 1.2.5
Carlos Oscar Sorzano, Aug. 31st, 2014
9
Graph a direction eld (by a CAS or by hand) for the ODE
1
y0 = x
y
In the eld graph several solution curves by hand, particularly that one passing
through the point (1, 12 ).
Solution: 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
1.8
1.6
1.4
1.2
y
0.8
0.6
0.4
0.2
2 1.5 1 0.5 0 0.5 1 1.5 2
x
Kreyszig, 1.2.11
Carlos Oscar Sorzano, Aug. 31st, 2014
10
1
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 x
have the same inclination (slope of the tangent). For example, for the equation
y 0 = sin2 (y)
[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)
0
y
3
3 2 1 0 1 2 3
x
Kreyszig, 1.2.15
Carlos Oscar Sorzano, Aug. 31st, 2014
11
forces), set up a model (an ODE for v(t)). Graph a direction eld (choosing
m 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 v(t)?
Solution: The following equation for the velocity v 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
v(0) = 10
[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
12
10
7
v
0 0.5 1 1.5 2
t
Kreyszig, 1.2.17
lvaro Martn Ramos, Dec. 25th, 2014
y0 = y
with h = 0.1 and y(0) = 1.
Solution: The method applied to this case would give
y0 = y(0) = 1
y1 = y0 + hf (x0 , y0 ) = 1 + 0.1(y0 ) = 1 + 0.1(1) = 1.1
y2 = y1 + hf (x1 , y1 ) = 1.1 + 0.1(y1 ) = 1.1 + 0.1(1.1) = 1.21
y3 = y2 + hf (x2 , y2 ) = 1.11 + 0.1(y2 ) = 1.21 + 0.1(1.21) = 1.331
...
Kreyszig, 1.2.20
Carlos Oscar Sorzano, Aug. 31st, 2014
y 0 = 5x4 y 2 y(0) = 1
with h = 0.2. The true solution is
1
y=
(1 + x)5
Solution: The method applied to this case would give
y0 = y(0) = 1
y1 = y0 + hf (x0 , y0 ) = 1 + 0.2(5x40 y02 ) = 1 + 0.2(5(0)4 (1)2 ) = 1
y2 = y1 + hf (x1 , y1 ) = 1 + 0.2(5x41 y12 ) = 1 + 0.2(5(0.2)4 (1)2 ) = 0.9984
y3 = 0.9729
y4 = 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
0.9 RungeKutta 45
True solution
0.8
0.7
0.6
0.5
y
0.4
0.3
0.2
0.1
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8
x
Kreyszig, 1.3.2
Carlos Oscar Sorzano, Aug. 31st, 2014
Solve
y 3 + y 0 + x3 = 0
14
Solution: We can rearrange the equation as
3
0 x3 x
y = 3 =
y y
y
y0 = f
x
so that it can be reduced to a separable form by making the change of variables
y
u= y = xu y 0 = u0 x + u
x
Substituting in the ODE
1
u0 x + u = 3
u
u4 + 1
1
u0 x = u + 3 =
u u3
Separating variables
u3 1
du = dx
u4 +1 x
Integrating
u3
Z Z
1
4
du = dx
u +1 x
4u3
Z
1
du = log |x| + C
4 u4 + 1
Solving for u
1
log |u4 + 1| = log |x| + C
4
1
log |u4 + 1| 4 = log |x| + C
C
1
|u4 + 1| 4 =
x
C
u4 + 1 = 4
x
And undoing the change of variable
y 4 C
+1=
x x4
y 4 + x4 = C
Kreyszig, 1.3.7
Carlos Oscar Sorzano, Nov. 2nd, 2014
Solve y
xy 0 = y + 2x3 sin2
x
15
y
by making the change of variables
x =u
Solution: The change of variables
y
x = u implies
y = ux
y 0 = u0 x + u
Substituting in the dierential equation we get
1
y = ux = x arctan
C x2
Kreyszig, 1.3.8
Carlos Oscar Sorzano, Aug. 31st, 2014
Solve
y 0 = (y + 4x)2
by making the change of variables y + 4x = v
Solution:
y + 4x = v y 0 + 4 = v 0 y 0 = v 0 4
Substituting in the ODE
v0 4 = v2
v0 = v2 + 4
v0
=1
v2 + 4
Separating variables
dv
= dx
v2 + 4
Integrating Z Z
dv
2
= dx
v +4
16
Z
1 dv
=x+C
4 ( v2 )2 + 1
1
2 dv
Z
1
v 2 =x+C
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, 1.3.9
Carlos Oscar Sorzano, June 15th, 2015
Solve
xy 0 = y 2 + y
y
by making the change of variables u= x.
Solution: y
u= y = ux y 0 = u0 x + u
x
Substituting in the ODE
x(u0 x + u) = (ux)2 + ux
Dividing by x
u0 x + u = u2 x + u
u0 x = u2 x
u0 = u2
du
= dx
u2
Integrating
u1 = x + C
1
u=
x+C
Undoing the change of variables
y 1
=
x x+C
Finally,
x
y=
x+C
Kreyszig, 1.3.19
17
Carlos Oscar Sorzano, Aug. 31st, 2014
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)
Ce(t+7) = 2Cet
log(2)
e7 =2= = 0.0990
7
After 2 weeks we will have
log(2)
A(t + 14) = Ce(t+14) = Cet e14 = A(t)e 7 14
= A(t)e2 log(2) = A(t)(elog(2) )2 = A(t)22 = 4A(t)
log(2)
28
A(t + 28) = A(t)e 7 = A(t)e4 log(2) = A(t)(elog(2) )4 = A(t)24 = 16A(t)
Kreyszig, 1.3.20
Carlos Oscar Sorzano, Aug. 31st, 2014
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.
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
18
2. If b = d , the number of bacteria stays stable from t = 0. If b > d ,
the number of bacteria grows exponentially. On the contrary, if b < d ,
the number of bacteria exponentially decreases to 0.
Kreyszig, 1.3.23
Carlos Oscar Sorzano, Aug. 31st, 2014
V
V0 =
P
V0 1
=
V P
Separating variables
dV dP
=
V P
Integrating
C
log |V | = log |P | + C = log
P
C
V =
P
Kreyszig, 1.3.26
Carlos Oscar Sorzano, Aug. 31st, 2014
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
19
1
0.9
0.8
0.7
0.6
0.5
A
0.4
0.3
0.2
0.1
0
0 5 10 15 20
t
Kreyszig, 1.4.4
Carlos Oscar Sorzano, Nov. 2nd, 2014
Solve
e3 (dr + 3rd) = 0
Solution: We rewrite the dierential equation as
e3 dr + 3re3 d = 0
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 Z
U= P dr + C() = e3 dr + C() = e3 r + C()
20
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
Carlos Oscar Sorzano, Aug. 31st, 2014
ex cos(y)dx ex sin(y)dy = 0
P
= ex ( sin(y))
y
Q
= ex sin(y)
x
P Q
Since
y = x , the ODE is exact. To nd the solution, u that satises
u u
=P =Q
x y
we integrate P with respect to x
Kreyszig, 1.4.9
lvaro Martn Ramos, Dec. 25th, 2014
21
Solution: We may rewrite the ODE as
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 P with respect to x
Z
u(x, y) = e2x 2 cos(y)dx = cos(y)e2x + C(y)
Kreyszig, 1.4.10
Carlos Oscar Sorzano, Jan. 13th, 2015
22
Let us check if this is an exact equation:
P (x, y)
Py = = cos(x + y) y sin(x + y)
y
Q(x, y)
Qx = = y sin(x + y) + cos(x + y)
x
Since Py = Qx , the equation is exact. We can solve it by integrating with
respect to one of the variables
Z Z
U (x, y) = P (x, y)dx = y cos(x + y)dx = y sin(x + y) + C(y)
U (x, y) = 0
y sin(x + y) + C = 0
Kreyszig, 1.4.11
Carlos Oscar Sorzano, Aug. 31st, 2014
P
= 2 cosh(x)( sin(y))
y
Q
= cosh(x) sin(y)
x
P Q
Since
y 6= x , the ODE is not exact. For nding an integrating factor, we
start by calculating
23
We note that
Qx Py cosh(x) sin(y) 1
= = tan(y)
P 2 cosh(x) cos(y) 2
is a function ofy , f (y). The integrating factor comes
Z
1 1 1
F = exp tan(y)dy = exp log(cos(y)) = p
2 2 cos(y)
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. We nd its solution by integrating P with
respect to x
Z p p
u(x, y) = 2 cosh(x) cos(y)dx = 2 sinh(x) cos(y) + C(y)
p
u(x, y) = C = 2 sinh(x) cos(y)
Kreyszig, 1.5.7
Carlos Oscar Sorzano, Aug. 31st, 2014
2
y0 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
pdx = x2 dx = 2 log |x|
R R
h =
h
e = eR2 log |x| = x2
(x2 )(x2 ex )dx = ex
R h
e rdx =
24
Finally
y = x2 (ex + C)
Kreyszig, 1.5.13
Carlos Oscar Sorzano, Aug. 31st, 2014
y 0 6tanh(1.5x)y = 15tanh(1.5x)
where
tanh(1.5x)dx = 6 log(cosh(1.5x))
R R
h = pdx = 6 1.5 = 4 log(cosh(1.5x))
e h
= eR4 log(cosh(1.5x)) = cosh4 (1.5x)
(cosh4 (1.5x))(15tanh(1.5x))dx = cosh2.5
R h
e rdx = 4 (1.5x)
Finally
4 2.5
y = cosh (1.5x) +C = 2.5 + C cosh4 (1.5x)
cosh4 (1.5x)
Kreyszig, 1.5.15
Carlos Oscar Sorzano, Aug. 31st, 2014
y 0 + p(x)y = 0
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
25
(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 a 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
Kreyszig, 1.5.17
Carlos Oscar Sorzano, Aug. 31st, 2014
yh0 + p(x)yh = 0
26
yp0 2 + p(x)yp2 = r(x)
Let us check if y p1 y p2 is a solution of the homogeneous problem
y 0 + p(x)y = r(x)
results from the following idea. Write the solution of the homogeneous problem
as R
y = Ce pdx
= Ceh = Cy
where y is the exponential function, which is a solution of the homogeneous
linear ODE
(y )0 + p(x)y = 0
Replace the arbitrary constant C in the homogeneous solution with a function
u to be determined so that the resulting function y = uy is a solution of the
nonhomogeneous linear ODE.
Solution: Let us introduce the function uy into the non-homogeneous ODE
to see the requirements that u must meet
u0 y = r u0 = r
= reh u = reh dx + C
R
eh
Kreyszig, 1.5.24
Carlos Oscar Sorzano, Aug. 31st, 2014
Solve y 0 + y = xy
Solution: This is a Bernouilli equation of the form
y 0 + p(x)y = g(x)y a
u = y 1a = y 1(1) = y 2
27
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
eh ( eh rdx + C) = e2x
R R 2x
u = e (2x)dx + C
e2x xe2x 21 e2x + C = x 21 + Ce2x
=
Now we undo the change of variable
r
2 1
y = x + Ce2x
2
Kreyszig, 1.5.25
lvaro Martn Ramos, Dec. 25th, 2014
Solve
y 0 = 3.2y 10y 2
Solution: We may rewrite the ODE as
y 0 3.2y = 10y 2
y 0 + p(x)y = g(x)y a
u = y 1a = y 12 = y 1
Dierentiating
1 0 1
u0 = (y 1 )0 = y = 2 (3.2y 10y 2 ) = 3.2y 1 + 10 = 3.2u + 10
y2 y
u0 + 3.2u = 10
This is now a linear, non-homogeneous equation system of the form
u0 + pu = r
28
u = eh ( eh rdx + C) = e3.2x ( e3.2x 10dx + C)
R R
3.2x
= e3.2x ( 10e3.2 + C) = 3.2
10
+ Ce3.2x
Now we undo the change of variable
1 1
y = = 10
u 3.2 + Ce3.2x
Kreyszig, 1.5.28
Carlos Oscar Sorzano, Aug. 31st, 2014
z = y 2 z 0 = 2yy 0
xz 0 + (x 1)z = x2 ex
x1
z0 + z = xex
x
This is now a linear, non-homogeneous equation system of the form
z 0 + pz = r
x1
Z Z
h= pdx = dx = x log |x|
x
= eh ( Reh rdx + C) = ex+log |x|
R R xlog |x| x
z e (xe )dx + C
= ex x e2x dx + C = ex x 21 e2x + C
= x2 ex + Cex
Now we undo the change of variable
r
x x
y2 = e + Cex
2
Kreyszig, 1.5.33
Carlos Oscar Sorzano, Aug. 31st, 2014
Find and solve the model for drug injection into the bloodstream if, begin-
ning 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 + Kout A = Kin
29
which is a linear, non-homogeneous ODE whose solution is
R
h = Kout
R dth = Kout t
eh e rdt + C = eKout x eKo ut tKin dt + C
R
A =
Kin
= eKout t Kin Kout
1
eKout t + C = Kout + CeKout t
Kin Kin
A(0) = 0 = +C C =
Kout Kout
Finally, the solution is
Kin
A(t) = (1 eKout t ) (t > 0)
Kout
Kreyszig, 1.5.34
Carlos Oscar Sorzano, Aug. 31st, 2014
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
y
0.6
0.4
0.2
0
0 0.2 0.4 0.6 0.8 1
t
y 0 ky = ky 2
30
This is a Bernouilli equation of the form
y 0 + py = gy a
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
u = eh eh rdt + C = ekt e kdt + C = ekt ekt + C = 1 + Cekt
R kt
1
y=
1 + Cekt
Imposing the initial condition
1 1 1 y0
y0 = C= 1=
1+C y0 y0
Finally
1 y0
y = 1y0 kt =
1+ y0 e
y0 + (1 y0 )ekt
The following gure shows the curve for y0 = 0.1, k = 0.8.
0.9
0.8
0.7
0.6
0.5
y
0.4
0.3
0.2
0.1
0
0 2 4 6 8 10
t
Kreyszig, 1.6.9
Carlos Oscar Sorzano, Jan. 13th, 2015
2
y = cex
31
Solution: To nd the orthogonal trajectories, we dierentiate the set of curves
2
y 0 = 2xcex
That we may rewrite as
y 0 = 2xy = f (x, y)
The set of orthogonal curves must fulll
1 1
y 0 = =
f (x, y) 2xy
1
y y 0 =
2x
1
ydy = dx
2x
Which is a separable dierential equation that can be directly integrated
1 2 1
y = log(x) + C
2 2
y 2 = log(x) + C
2 C
ey =
x
Finally, the curve family can be rewritten as
2
x = Cey
Kreyszig, 1.6.12
Carlos Oscar Sorzano, Aug. 31st, 2014
Electric eld. The lines of electric force of two opposite charges of the
same strength at (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 + y 2 = (c )2 1
(dashed in the following gure).
32
Solution: The curve
x2 + (y c)2 = 1 + c2
is the family of all circles pasing by (1, 0) and (1, 0). To show this statement
we show that (1, 0) and (1, 0) 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
This curve contains the parameter c 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
x2 + y 2 1
c=
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
2yx
y0 = = f (x, y)
y2 x2 + 1
The set of orthogonal curves must fulll
1 y 2 x2 + 1 1 1 1 x2 1
y 0 = = = y + y
f (x, y) 2yx 2x 2 x
1 1 1 x2 1
y 0 y = y
2x 2 x
This ODE is a Bernouilli equation of the form
y 0 + p(x)y = g(x)y a
u = y 1a = y 1(1) = y 2 u0 = 2y y 0
1 1 x2 1
1
u0 = 2y y + y
2x 2 x
33
1 2 1 x2
u0 = y +
x x
1 1 x2
u0 = u +
x x
1 1 x2
u0 u =
x x
This is a linear equation whose solution is
R 1
h = x dx = log |x|
eh = e logR|x| = x1
u = eh + c
h
R e rdx
1 1x2
= x dx + c
2 x
x
= x x x+1 + c
= x2 1 + c x
y 2 = x2 1 + c x
y 2 + x2 c x = 1
2 2
c c
y 2 + x2 c x + = 1 +
2 2
2 2
c c
y 2 + x = 1 +
2 2
2
y 2 + (x c ) = 1 + (c )2
2
(x + c ) + y 2 = (c )2 1
Kreyszig, 1.6.13
Carlos Oscar Sorzano, Aug. 31st, 2014
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
+ c =1
2 3
34
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
4x
y0 = = f (x, y)
9y
The orthogonal trajectories fulll the dierential equation
1 9y
y 0 = =
f (x, y) 4x
dy dx
=
9y 4x
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])
set(h,'Color','red')
h=ezplot('y-0.5*x2.25',[-2 2 0 4])
set(h,'Color','red')
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])
set(h,'Color','blue')
h=ezplot('4*x2+9*y2=20',[-2 2 0 4])
set(h,'Color','blue')
axis square
title
35
4
3.5
2.5
2
y
1.5
0.5
0
2 1 0 1 2
x
Problema
Carlos Oscar Sorzano, Nov. 4th, 2014
It starts snowing in the morning and continues steadily throughout the day.
A snow- plow 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?
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
1[cm]w[cm] [cm/h] = k[cm3 /h] h(t0 ) = 0
dt
whose solution is
k
dh = dt
w
k
h=C+ t
w
The constant C is obtained by the initial condition
h(t0 ) = 0
k kt0
C t0 = 0 C =
w w
So the height becomes
k
h= (t + t0 )[cm]
w
Let us call x(t) 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
w[cm]h[cm] [cm/h] = [cm3 /h]
dt
36
dx
= =
dt wh k(t + t0 )
dt
dx =
k t + t0
x= log |t + t0 | + C
k
We have the initial condition x(0) = 0 from which
0= log |t0 | + C C = log |t0 |
k k
Consequently, the distance gone by the snowplow is
t
x(t) = (log |t + t0 | log |t0 |) = log + 1
k k t0
From the problem statement we know that x(1) = 2000 and x(2) = 3000, that
is
x(2) = 3000 = k log t20 + 1
x(1) = 2000 = k log t10 + 1
51
t0 = = 0.618[h] = 37[min]
2
So it started snowing at 11h 23' AM.
37
2 Chapter 2
Kreyszig, 2.1.1
Carlos Oscar Sorzano, Aug. 31st, 2014
Show that
F (x, y 0 , y 00 ) = 0
can be reduced to a rst-order equation in z = y0 .
Solution: If we do the change of variable
z = y 0 z 0 = y 00
F (x, z, z 0 ) = 0
Kreyszig, 2.1.2
Carlos Oscar Sorzano, Aug. 31st, 2014
Show that
F (y, y 0 , y 00 ) = 0
can be reduced to a rst-order equation in z = y0 .
Solution: If we do the change of variable
dy 0 dy dz
z = y0 z0 = = z = zy z
dy dx dy
Substituting in the original ODE, we have
F (y, z, zy z) = 0
Kreyszig, 2.1.4
Carlos Oscar Sorzano, Nov. 2nd, 2014
38
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
3
log |z| = log |x| + C1
2
3
log |z| = log |x 2 | + C1
3
z = C1 x 2
Undoing the change of variable
3
y 0 = C1 x 2
Z
3
y = C1 x 2 dx + C2
2 5
y= 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
Carlos Oscar Sorzano, Aug. 31st, 2014
Solve yy 00 = 3(y 0 )2
Solution: If we do the change of variable
dy 0 dy dz
z = y0 z0 = = z = zy z
dy dx dy
Substituting in the original ODE, we have
y(zy z) = 3z 2
zy y = 3z
dz 3dy
=
z y
39
log |z| = 3 log |y| + C1
z = C1 y 3
Now we solve
y 0 = C1 y 3
y 3 dy = C1 dx
1
2 = C1 x + C2
2y
C1 xy 2 + C2 y 2 = 1
Kreyszig, 2.1.12
Carlos Oscar Sorzano, Aug. 31st, 2014
z = y 0 z 0 = y 00
y 0 (0) = 0 = sinh(c1 ) c1 = 0
1 1 1
y(1) = 0 = cosh(k) + c2 c2 = cosh(k) = cosh(k)
k k k
So the nal curve is
1 1
y= cosh(kx) cosh(k)
k k
40
0
0.1
0.2
0.3
y
0.4
0.5
0.6
0.7
1 0.5 0 0.5 1
x
Kreyszig, 2.1.13
Carlos Oscar Sorzano, Aug. 31st, 2014
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 y(t)
depend on the initial velocity and position?
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
whose solution is given by
R
h = 1dxR = t
eh ( eh rdt + c1 ) = et ( et kdt + c1 ) = et (ket + c1 ) = k + c1 et
R
z =
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)
41
Kreyszig, 2.1.17
Carlos Oscar Sorzano, Aug. 31st, 2014
3 1
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 y(1) = 3, y 0 (1) = 0.
Solution: Let us calculate the derivatives of the two given functions
3
y1 = x2
1
y10 = 3 2
2x
1 1
3 1 2
y100 = 2 2x = 34 x 2
1
2
y2 = x
3
y20 = 12 x 2
5 5
y200 = ( 12 )( 23 )x 2 = 34 x 2
We now substitute these two functions in the ODE to verify if they are solutions
of it
1 3 3 3
4x2 y100 3y1 = 4x2 ( 34 x 2 ) 3x 2 = 3x 2 3x 2 = 0
5 1 1 1
4x2 y200 3y2 = 4x2 ( 34 x 2 ) 3x 2 = 3x 2 3x 2 = 0
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
3 1
y = c1 y1 + c2 y2 = c1 x 2 + c2 x 2
The solution satisfying the initial values must fulll
yp (1) = 3 = c1 + c2 3 9
c1 = , c2 =
yp0 (1) = 0 = 23 c1 12 c2 4 4
So
3 3 9 1
yp = x 2 x 2
4 4
2.95
3.05
3.1
3.15
3.2
y
3.25
3.3
3.35
3.4
3.45
0.5 1 1.5
x
42
Kreyszig, 2.1.19
lvaro Martn Ramos, Dec. 27th, 2014
ex cos(x), ex sin(x)
y1 = ex cos(x)
y10 = ex cos(x) ex sin(x)
y100 = [ex cos(x) + ex sin(x)] [ex sin(x) + ex cos(x)]
= 2ex sin(x)
y2 = ex sin(x)
y20 = ex sin(x) + ex cos(x)
y200 = [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
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
solution can be written as
y = c1 y1 + c2 y2 = c1 ex cos(x) + c2 ex sin(x)
y(0) = 0 = c1
Kreyszig, 2.2.11
lvaro Martn Ramos, Dec. 27th, 2014
43
Solve the ODE
y 00 4y 0 3y = 0
Solution: The characteristic equation is
42 4 3 = 0
Kreyszig, 2.2.16
Carlos Oscar Sorzano, Aug. 31st, 2014
y 00 + ay 0 + by = 0
P () = 2 + a + b = 0
But we already know that = 2.6 and = 4.3 are two solutions, so the
characteristic polynomial can be factorized as
y 00 + 1.7y 0 11.18y = 0
Kreyszig, 2.2.17
Carlos Oscar Sorzano, Aug. 31st, 2014
5x 5x
Find an ODE whose basis of solutions are e and xe .
Solution: 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
lvaro Martn Ramos, Dec. 27th, 2014
44
Find an ODE whose basis of solutions are e(2+i)x and e(2i)x .
Solution: We look for an ODE of the form
y 00 + ay 0 + by = 0
P () = 2 + a + b = 0
We can solve it
1 p a w
1 = (a + a2 4b) = + i
2 2 2
1 p a w
2 = (a a2 4b) = i
2 2 2
Where p
w= a2 4b
We now that the generic solutions of the dierential equation are of the form
a w
y1 = e( 2 +i 2 )x
a w
y2 = e( 2 i 2 )x
Our solutions are
e(2+i)x , e(2i)x
So
a
2 = a=4
2
And
w
= 1 16 4b = 2 b = 3
2
Therefore the corresponding ODE is
y 00 + 4y 0 + 3y = 0
Kreyszig, 2.2.31
Carlos Oscar Sorzano, Aug. 31st, 2014
Are the functions ekx and xekx linearly independent on any interval?
Solution: 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
y1 c2
=
y2 c1
If c2 is dierent from 0, then
y2 c1
=
y1 c2
45
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
lvaro Martn Ramos, Dec. 27th, 2014
Are the functions x2 and x2 ln(x) linearly independent on the interval x > 1
?
Solution: The ratio
x2 1
2
=
x ln(x) ln(x)
is a function of 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
Carlos Oscar Sorzano, Aug. 31st, 2014
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)
is constant, and consequently, the two functions are linearly dependent (one is
a multiple of the other).
Kreyszig, 2.2.35
Carlos Oscar Sorzano, Aug. 31st, 2014
Are the functions sin(2x) and cos(x) sin(x) linearly independent on the in-
terval x < 0?
Solution: The ratio
is constant, and consequently, the two functions are linearly dependent (one is
a multiple of the other).
Kreyszig, 2.3.5
Carlos Oscar Sorzano, June 15th, 2015
Apply the operator (D 2I)(D + 3I) to the functions e2x , xe2x , and e3x .
Show all steps in detail.
46
Solution:
(D 2I)(D + 3I)(e2x ) = (D 2I)(2e2x + 3e2x )
= (D 2I)(5e2x )
= 10e2x 10e2x
= 0
(D 2I)(D + 3I)(xe2x ) = (D 2I)((1 + 2x)e2x + 3xe2x )
= (D 2I)((1 + 5x)e2x )
= (7 + 10x)e2x 2(1 + 5x)e2x
= 5e2x
(D 2I)(D + 3I)(e3x ) = (D 2I)(3e3x + 3e3x )
= (D 2I)(0)
= 0
Kreyszig, 2.3.14
Carlos Oscar Sorzano, Aug. 31st, 2014
Ly = 0
ex ex
1 1
(D2 + aD + bI) = (D2 + aD + bI)ex (D
2
+ aD + bI)ex
1 1
= 0 0
= 0
So y is a solution.
Let us study the behaviour of y as
ex ex (e()x 1)ex
lim = lim
x e()x 1
= e lim
x 1+()x1
= e lim
x ()x
= e lim
x
= xe
Kreyszig, 2.4.3
lvaro Martn Ramos, Dec. 27th, 2014
47
How does the frequency of the harmonic oscillation change if we (i) double
the mass, (ii) take a spring of twice the modulus?
Solution: By the Newton's second law and Hooke's law we know that
ky = my 00
k
y 00 + y=0
m
We can solve its characteristic equation
r
2 k k
+ = 0 = i = i0
m m
(i) If we double the mass
r r
2 k k 1 k 1
+ = 0 = i = i = i 0
2m 2m 2 m 2
1
So the frequency will be lower by a factor .
2
(ii) If we take a spring of twice the modulus
r r
2 k 2k k
+ 2 y = 0 = i = i 2 = i 2w0
m m m
So the frequency will be higher by a factor 2.
Kreyszig, 2.4.5
Carlos Oscar Sorzano, Aug. 31st, 2014
k
F = ky = my 00 y 00 + y=0
m
The frequency of vibration comes from the analysis of the characteristic poly-
nomial of the ODE
r
2 k k
+ = 0 = i0 = i
m m
In the rst case it is
r s
k1 20[N/m]
01 = = = 2[s1 ]
m 5[Kg]
r s
k2 45[N/m]
02 = = = 3[s1 ]
m 5[Kg]
48
If we put the springs in parallel, the system would be described by
k1 + k2
F1 + F2 = k1 y k2 y = my 00 y 00 + y=0
m
r s
k1 + k2 65[N/m]
03 = = = 3.6[s1 ]
m 5[Kg]
Kreyszig, 2.4.6
Carlos Oscar Sorzano, Aug. 31st, 2014
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 s s
k k1 k2 45 20
0 = = = = 1.66[s1 ]
m (k1 + k2 )m (45 + 20)5
Kreyszig, 2.4.7
Carlos Oscar Sorzano, Aug. 31st, 2014
49
The characteristic polynomial is
g
2 + =0
L
r
g
= i0 = i
L
Kreyszig, 2.4.8
Carlos Oscar Sorzano, Nov. 2nd, 2014
Solution: Let y be the height of the cylinder that has been submerged. The
force that the buoy experiences is
F = (r2 )y
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 T is the oscillation period. Solving for T we have
r
2 2 2 m
T = = p =
0 r m r
r2 T 2
m=
4
50
In this particular case
Kreyszig, 2.4.14
Carlos Oscar Sorzano, Aug. 31st, 2014
my 00 = ky cy 0
m2 = k c
m2 + c + k = 0
c c2 4km
=
2m
Critical damping is attained if
p
c2 4km = 0 c = 2 km = 4500[Kg/s2 ]2000[Kg] = 3000[Kg/s]
is constant, and the natural logarithm of this ratio called the logarithmic decre-
ment, equals
2a
= .
0
Find for the solutions of y 00 + 2y 0 + 5 = 0. .
Solution: Let us calculate the maxima of the oscillation curve
dy
dt =0 = C (aeat cos(0 t ) eat 0 sin(0 t ))
a cos(0 t ) + 0 sin(0 t ) = 0
a
tan(0 t ) =
0
51
a
0 t = atan + k
0
1 a
t= atan + k
0 0
Let t1 denote the time of a maximum and t2 the time of the next maximum
1 a
t1 = 0 atan + k1
0
1 a 2
t2 = 0 atan 0 + (k1 + 2) = t1 + 0
y(t2 ) = 2
! = e 0
a t1 +
0
Ce cos(0 t1 )
y(t1 ) 2a
= log =
y(t2 ) 0
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
52
1
0.8
0.6
0.4
y
0.2
0.2
0.4
0 2 4 6 8 10
x
Kreyszig, 2.5.11
lvaro Martn Ramos, Dec. 27th, 2014
x2 y 00 3xy 0 + 10y = 0
x2 y 00 + axy 0 + by = 0
y = xm
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
Carlos Oscar Sorzano, Aug. 31st, 2014
53
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
y1 x2 1
= 3 =
y2 x x
is not constant. This independence is conrmed because their Wronskian
y1 y2 x2 x3
0 = = 3x4 2x4 = x4 6= 0
y1 y20 2x 3x2
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 y(1) = 4 and y 0 (1) = 6.
Solution: 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. The corresponding ODE is
x2 y 00 3xy 0 + 4y = 0
To show that the two functions are independent, we calculate their Wron-
skian 2
x x2 log(x) 3 1
log(x) = x3
2x =x
2x log(x) + x 2 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
54
Carlos Oscar Sorzano, Aug. 31st, 2014
x
y 00 + y 0 + ( 2 + 14 )y = e 2 sin(x)
2 2 1 1 1 4 2 1 1
++ + 4 =0= = i
2 2
The real general solution of the homogeneous problem is
x x
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
x x
yp = K1 xe 2 cos(x) + K2 xe 2 sin(x)
x
1 2
yp0 = 2e x [cos(x)(2K2 x K1 (x 2)) sin(x)(2K1 x + K2 (x 2))]
1 2
yp00
= 4e sin(x) 4K1 (x 2) + K2 (4 2 x +
x 4) +
cos(x) K1 (4 2 x + x 4) 4K2 (x 2)
x
y 00 + y 0 + ( 2 + 41 )y = 2e 2 (K2 cos(x) K1 sin(x))
x
= e 2 sin(x)
From where
K2 = 0
1
2K1 = 1 K1 =
2
So the particular solution is of the form
1 x
yp = xe 2 cos(x)
2
And the general solution
x x
y = yp + yh = e 2 A cos(x) + B sin(x)
2
Kreyszig, 2.7.13
Carlos Oscar Sorzano, Jan. 15th, 2015
55
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
x x
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 = A cosh(x) + B sinh(x)
yp0 = A sinh(x) + B cosh(x)
yp00 = A cosh(x) + B sinh(x)
x x 4 6
y = c1 e 2 + c2 e 4 + cosh(x) + sinh(x)
5 5
We need now to determine c1 and c2 using the initial values
y(0) = 0.2 = c1 + c2 + 54
17
c1 = 4, c2 =
y 0 (0) = 0.05 = 12 c1 + 41 c2 + 6
5 5
x 17 x 4 6
y = 4e 2 + e 4 + cosh(x) + sinh(x)
5 5 5
Kreyszig, 2.8.13
Carlos Oscar Sorzano, Aug. 31st, 2014
Find the transient motion of the mass-spring system modeled by the ODE
2 + 1 = 0 = i
yh = A cos(t) + B sin(t)
56
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
1
K1 (1 2 ) cos(t) + K2 (1 2 ) sin(t) = cos(t) K1 = , K2 = 0
1 2
So the general solution is
1
y = yh + yp = A cos(t) + B sin(t) + cos(t)
1 2
The graph below shows this function for = 1.5, A = B = 1
0
y
3
0 5 10 15 20 25 30
x
Kreyszig, 2.8.24
Carlos Oscar Sorzano, Jan. 15th, 2015
57
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 = A + Bt + Ct2
yp0 = B + 2Ct
yp00 = 2C
t2
2C + (A + Bt + Ct2 ) = 1
2
1
(2C + A) + Bt + Ct2 = 1 2 t2
2C + A = 1
2 1
B=0 A = 1 + 2 , B = 0, C = 2
1
C = 2
2 t2
y = c1 cos(t) + c2 sin(t) + 1 + 2
2
To determine c1 and c2 we impose the initial conditions
2 2
y(0) = 0 = c1 + 1 + 2 c1 = 1 + 2
y 0 (0) = 0 = c2
t2
2
y= 1 + 2 (1 cos(t)) 2
2
y() = 1 + 22 (1 cos()) 2 = 1 + 4
2
0 2
y () = 1 + 2 sin() 2 = 2
2
In the interval t>0 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)
58
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 disre-
garded damping.
Finally we can write the solution to the initial problem as
2
1 + 22 (1 cos(t)) t 2
0t
y(t) =
1 + 42 cos(t) + 2 sin(t) otherwise
Kreyszig, 2.9.1
Carlos Oscar Sorzano, Aug. 31st, 2014
Model the RC circuit of the gure below. Find the current due to a constant
E
Solution: To model the circuit we sum the drops of voltage along the RC loop
1
E(t) iR Q=0
C
Zt
1
E(t) iR i( )d = 0
C
Dierentiating
1
E 0 i0 R
i=0
C
1 1
i0 + i = E0
RC R
0
If is constant, E = E0 , then E = 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
59
Finally,
t
i(t) = i(0)e RC
Kreyszig, 2.10.6
Carlos Oscar Sorzano, Aug. 31st, 2014
Solve
e3x
(D2 + 6D + 9I)y = 16
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
yh = c1 y1 + c2 y2 = c1 e3x + c2 xe3x
e3x xe3x
3x 2 1 x = e6x
W = = e
3e3x 3xe3x + e3x
3 3x + 1
y2 r y1 r
R R
yp = y1 W dx + y23x W dx
3x e
R xe 16 x2 +1 R e3x 16 ex3x
e3x R e6x dx + xe3x
2 +1
= R 1 e6x dx
3x x 3x
= 16e 2
x +1 dx + 16xe 2
x +1 dx
= 8e3x log(x2 + 1) + 16xe3x atan(x2 + 1)
3 Chapter 3
Kreyszig, 3.1.1
Carlos Oscar Sorzano, Aug. 31st, 2014
y iv = 0
60
yi 1 x x2 x3
yi0 0 1 2x 3x2
yi00 0 0 2 6x
yi000 0 0 0 6
yiiv 0 0 0 0
So, the proposed functions are solutions of the ODE. To see if they are linearly
independent, we calculate their Wronskian
1 x x2 x3
0 1 2x 3x2
W = = 12
0 0 2 6x
0 0 0 6
Since they are 4 independent solutions of a 4th order ODE, they are a basis of
solutions.
Kreyszig, 3.1.5
Carlos Oscar Sorzano, Aug. 31st, 2014
y 000 + 2y 00 + 5y 0 = 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
ex cos(2x) ex sin(2x)
1
x x = 2e2x
W = 0 e (cos(x) + sin(x)) e (cos(x) sin(x))
2ex sin(x) 2ex cos(x)
0
Kreyszig, 3.1.10
Carlos Oscar Sorzano, Jan. 15th, 2015
Are the functions e2x , xe2x and x2 e2x linearly dependent or independent in
the interval x 0?
61
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
f1 (x) f2 (x) f3 (x) e2x
xe2x x2 e2x
df1 (x) df2 (x) df3 (x) 2x
W (x) = = 2e
(1 + 2x)e2x 2(1 + x)xe2x
d2 fdx dx dx
2 2 2x
1 (x) d f2 (x) d f3 (x) 4e 4(1 + x)e2x 2(2x2 + 4x + 1)e2x
dx2 dx2 dx2
1
x x2
6x = 2e6x
= e 2 1 + 2x 2(1 + x)x
4 4(1 + x) 2(2x2 + 4x + 1)
Since W (x) > 0 for x 0, then the three functions f1 , f2 and f3 are linearly
independent in this interval. Kreyszig, 3.2.5
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
Kreyszig, 3.2.6
Carlos Oscar Sorzano, Nov. 14th, 2014
(2 + 4)2 = 0
( 2i)2 ( + 2i)2 = 0
The general solution of the dierential equation is
Kreyszig, 3.2.7
Carlos Oscar Sorzano, Nov. 14th, 2014
62
Solve the IVP
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
Let us calculate the rst and second derivatives of the solution we have
3.6
3.4
3.2
2.8
y
2.6
2.4
2.2
1.8
0 1 2 3 4 5 6 7
x
Kreyszig, 3.2.14
Carlos Oscar Sorzano, Aug. 31st, 2014
y = uy1
63
1. Extend the method to a variable-coecient ODE
y2 = uy1
with Z
u= z(x)dx
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 = u0 y1 + uy10
y 00 = u00 y1 + u0 y10 + u0 y10 + uy100
= u00 y1 + 2u0 y10 + uy100
y 000 = u000 y1 + u00 y10 + 2u00 y10 + 2u0 y100 + u0 y100 + uy1000
= u000 y1 + 3u00 y10 + 3u0 y100 + uy1000
Substituting in the ODE
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
Dening
z = u0
we can write the ODE as
64
2. Let us divide by x3
3 00 6 6 1
y 000 y + 1 y 0
y=0
x x2 x3 x
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 Z
u= zdx = (c1 ex + c2 ex )dx = c1 ex + c2 ex
y = c1 xex + c2 xex + c3 x
Kreyszig, 3.3.5
lvaro Martn Ramos, Jan. 4th, 2015
Solve
(x3 D3 + x2 D2 2xD + 2I)y = x2
Solution: We can rewrite the ODE as
x3 y 000 + x2 y 00 2xy 0 + 2y = x2
65
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
3 Z
X Wk
yp = yk rdx
W
k=1
Where yk are the 3 homogeneous solutions and W and Wk are the following
matrices
x x1 x2
W = 1 x2 2x = 2x2 8
x
3
0 2x1 2
0 x x2
W1 = 0 x2 2x = 3
3
1 2x 2 2
x 0 x
W2 = 1 0 2x = x2 2x2
0 1 12
x x 0
W3 = 1 x2 0 = 2
x
0 2x3 1
We write the ODE in the standard form
1 00 2 2
x3 y 000 + x2 y 00 2xy 0 + 2y = x2 y 000 + y 2 y 0 + 3 y = x5
x x x
We now calculate the integrals
x tanh1 ( x2 2)
Z 2
x 2x2 5
Z
W2
rdx = x dx =
W 2x2 8 16x
2 1
Z Z
W3 1 1 log(x)
rdx = 2
x5 dx = 2
log(x2 4) +
W 2x 8 16 32x 128 64
Finally, the particular solution is
3x3 tanh1 ( x 2
2 )+6x +8 x tanh1 ( x
2 2) log(x)
yp = x 64x3 + x1 16x + x2 ( 1
16
1
32x2 1
128 log(x2 4) + 64 )
1
= 12x 2
1
y = c1 x + c2 x1 + c3 x2
12x2
Kreyszig, 3.3.6
66
Carlos Oscar Sorzano, Aug. 31st, 2014
3 + 4 = 0 = (2 + 4) = 0, 2i
yh = c1 + c2 cos(2x) + c3 sin(2x)
1
y = c1 + c2 cos(2x) + c3 sin(2x) sin(x)
3
Kreyszig, 3.3.7
lvaro Martn Ramos, Jan. 4th, 2015
Solve
(D3 9D2 + 27D 27I)y = 27 sin(3x)
Solution: The homogeneous problem has a characteristic equation
yh = (c1 + c2 x + c3 x2 )e3x
67
Substituting in the ODE
1
y = (c1 + c2 x + c3 x2 )e3x (cos(3x) sin(3x))
4
Kreyszig, 3.3.8
Carlos Oscar Sorzano, June 15th 2015
4 52 + 4 = 0 2 = 4, 1
(2 4)(2 1) = 0 = 2, 1
So the homogeneous solution is of the form
yh = K1 e2x + K2 ex + K3 ex + K4 e2x
yp = Ke3x
yp0 = 3Ke3x
yp00 = 32 Ke3x
yp000 = 33 Ke3x
ypiv = 34 Ke3x
68
1
(34 5 32 + 4)K = 10 K =
4
The general solution of the non-homogeneous equation is
1
y = yh + yp = K1 e2x + K2 ex + K3 ex + K4 e2x + e3x
4
To solve the IVP we calculate the derivatives of the general solution
y(0) = 1 = K1 + K2 + K3 + K4 + 41
y 0 (0) = 0 = 2K1 K2 + K3 + 2K4 43
2
y 00 (0) = 0 = 22 K1 + K2 + K3 + 22 K4 + 34
3
y 000 (0) = 0 = 23 K1 K2 + K3 + 23 K4 34
3 1
K1 = 1, K2 = , K3 = , K4 = 0
2 4
Finally, the solution of the IVP is
3 1 1
y = e2x + ex + ex + e3x
2 4 4
Kreyszig, 3.3.10
Carlos Oscar Sorzano, Aug. 31st, 2014
Solve
y = xm
y0 = mxm1
y 00 = m(m 1)xm2
y 000 = m(m 1)(m 2)xm3
m(m 1)(m 2) + m 1 = 0
(m 1)(m(m 2) + 1) = 0
(m 1)(m 1)2 = 0
69
So m=1 is a triple root of the characteristic polynomial. The general solution
of the homogeneous problem is
3 Z
X Wk
yp = yk rdx
W
k=1
where yk are the 3 homogeneous solutions and W and Wk are the following
matrices
x log2 (x)
x x log(x)
2
W =
1 1 + log(x) 2 log(x) + log (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)
W1 =
1 2 2
1 x x + x log(x)
2
x 0 x log (x)
W2 =
1 0 2 log(x) + log2 (x) = 2x log(x)
2 2
0 1 x + x log(x)
x x log(x) 0
W3 =
1 1 + log(x) 0 = x
1
0 x 1
1 0 1 1
x3 y 000 + xy 0 y = x2 y 000 + y 3y =
x2 x x
1
We now calculate the integrals (with r= x)
R W1
R x log2 (x) 1 x(log2 (x)2 log(x)+2)
W rdx = 2 x dx = 2
R W2
R 2x log(x) 1
W rdx = R 2 x dx = x(log(x) 1)
W3 x1 x
R
W rdx = 2 x dx = 2
= y1 W rdx + y2 W
R 1 R 2 R W3
yp W W rdx + y3 W rdx
2
= x x(log (x)2
2
log(x)+2)
+ x log(x) (x(log(x) 1)) + x log2 (x) x2
2
= x
70
So the particular solution sought is
11
y = 3x log(x) + x log2 (x) + x2
2
Problema
Carlos Oscar Sorzano, June 15th, 2015
The term S(t)I(t) accounts for the proportion of susceptible people that gets
infected every day. The term in S 0 (t) accounts for the daily birth rate. The
terms S(t), I(t), N S(t) account for the daily rate of deaths non-related
to diphteria. The term S(t) is the proportion of people that becomes non-
susceptible by vaccination. The term 1 I(t) accounts for the daily rate of deaths
caused by diphtheria, and nally 2 I(t) accounts for the daily rate of people that
recovers from diphtheria and becomes non-susceptible.
We may eliminate one of the variables. For instance, we solve for S in the
rst equation
S(t) = 1 I(t) N S(t)
and substitute in the equation system
Grouping terms
71
4 Chapter 4
Kreyszig, 4.1.1
Carlos Oscar Sorzano, Aug. 31st, 2014
Find out, without calculation, whether doubling the ow rate in the following
example has the same eect as halng the tank sizes.
y2 lb gal y1 lb gal
y10 = inow-outow = 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
Doubling the ow rate:
y2 lb gal y1 lb gal
y10 = inow-outow = 4 4
100 gal min 100 gal min
y1 lb gal y2 lb gal
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
Halng the tank sizes:
y2 lb gal y1 lb gal
y10= inow-outow = 2 2
50 gal min 50 gal min
0 y1 lb gal y2 lb gal
y2 = inow-outow = 2 2
50 gal min 50 gal min
y10 = 0.04y1 + 0.04y2 y10
0.04 0.04 y1
0 = y 0 = A2 y
y2 = 0.04y1 0.04y2 y20 0.04 0.04 y2
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. Kreyszig, 4.1.11
lvaro Martn Ramos, Jan. 4th, 2015
72
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
15
4y20 15y2 4y1 = 0 y20 = y2 + y1
4
Together the system ODE is
0
y1 0 1 y1
=
y20 1 15
4 y2
1 = 4, v1 = (1, 4)T
T
2 = 41 , v2 = 1, 14
The general solution of the ODe system is
1 4x 1 x
y = c1 v1 e1 x + c2 v2 e2 x = c1 e + c2 e 4
4 41
Kreyszig, 4.1.12
Carlos Oscar Sorzano, Aug. 31st, 2014
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
y = c1 e2x + c2 ex + c3 ex
To convert the ODE into an ODE system we do the following changes of variables
y1 = y
y2 = y10 = y 0
y3 = y20 = y 00
73
y30 = 2y3 + y2 + 2y1
Altogether the ODE system is
0
y1 0 1 0 y1
y20 = 0 0 1 y2
y30 2 1 2 y3
y0 = Ay
The eigenvalues and eigenvectors of A are
1 = 2 v1 = (1, 2, 4)T
2 = 1 v2 = (1, 1, 1)T
3 = 1 v3 = (1, 1, 1)T
y = c1 v1 e1
x
+ c2 v2 e2 x+ c3
v3 e3 x
1 1 1
= c1 2 e2x + c2 1 ex + c3 1 ex
4 2x 1 1
+ c2 ex + c3 ex
c1 e
= 2c1 e2x c2 ex + c3 ex
4c1 e2x + c2 ex + c3 ex
y10 = y1 + y2
y20 = 3y1 y2
(A 2I)x = 0
1 1 0 1 1 0
3 3 0 0 0 0
74
whose eigenvector is x1 = (1, 1).
The eigenvector of 2 = 2 comes from
(A + 2I)x = 0
3 1 0 3 1 0
3 1 0 0 0 0
whose eigenvector is x2 = (1, 3).
Finally, the solution of the dierential equation system is
c1 e2t c2 e2t
1 2t 1 2t
y = c1 x1 e1 t + c2 x2 e2 t = c1 e + c2 e =
1 3 c1 e2t + 3c2 e2t
Kreyszig, 4.3.6
Carlos Oscar Sorzano, Aug. 31st, 2014
y0 = Ay
The eigenvalues and eigenvectors of A are
1 = 2 + 2i v1 = (i, 1)T
2 = 2 2i v2 = (i, 1)T
1 x
y = c1 v1 e + c2 v2 e2 x
i (2+2i)x i (22i)x
= c1 e + c2 e
1 1
ie(2+2i)x
2x
y1 +y2 e sin(2x)
y1 = = Re{y1 } = Re =
2
2x e
(2+2i)x
e2x cos(2x)
y1 y2 e cos(2x)
y2 = = Im{y1 } =
2i e2x sin(2x)
75
The general solution can be written as
e2x sin(2x)
2x
e cos(2x) 2x c1 sin(2x) + c2 cos(2x)
y = c1 y1 +c2 y2 = c1 +c2 2x = e
e2x cos(2x) e sin(2x) c1 cos(2x) + c2 sin(2x)
Kreyszig, 4.3.7
Carlos Oscar Sorzano, Aug. 31st, 2014
y10 = y2
y20 = y1 + y3
y30 = y2
y0 = Ay
The eigenvalues and eigenvectors of A are
1 =
0 1)T
v1 = (1, 0,
T
2 = 2i v2 = (i,
2, i)T
3 = 2i v2 = (i, 2, i)
1 x
y = c1 v1 e v2 e
+ c2 2x
+ c3 v3 e3
x
1 i
i
= c1 0 + c2 2 ei 2x + c3 2 ei 2x
1 i i
76
The general solution can be written as
y = c1 y1 + c2 y2 + c3 y3
1 sin( 2x) cos( 2x)
= c1 0 + c2 2 cos( 2x) + c3 2 sin( 2x)
1 sin( 2x) cos( 2x)
2x)
c1+ c2 sin( c3 cos( 2x)
= c2 2 cos( 2x) + c3 2 sin( 2x)
c1 c2 sin( 2x) + c3 cos( 2x)
Kreyszig, 4.3.18
Carlos Oscar Sorzano, Aug. 31st, 2014
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
by stirring. Find the fertilizer contents y1 (t) in T1 and y2 (t) in T2 .
Solution: We can model the system with the following dierential equations:
y1 y2
y10 = 200 16 + 200 4 + 0 12
y1 y2
y20 = 200 16 200 (4 + 12)
Equivalently
0 16 4
y1 200 200 y1
=
y20 16
200
16
200 y2
The eigenvalues and eigenvectors of this matrix are
3
1 = 25 , v1 = ( 12 , 1)T
1
2 = 25 , v2 = ( 12 , 1)T
12
1
3 1
y = c1 v1 e1 t + c2 v2 e2 t = c1 e 25 t + c2 2 e 25 t
1 1
77
Kreyszig, 4.4.1
lvaro Martn Ramos, Jan. 4th, 2015
y10 = y1
y20 = 2y2
Then nd a real general solution.
Solution: The proposed ODE system is equivalent to
0
y1 1 0 y1
=
y20 0 2 y2
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
Carlos Oscar Sorzano, Aug. 31st, 2014
y10 = y2
y20 = 9y1
Then nd a real general solution and sketch or graph some of the trajectories
in the phase plane.
Solution: The proposed ODE system is equivalent to
0
y1 0 1 y1
=
y20 9 0 y2
Critical points are points at which y 0 = 0, in this case the only critical point is
y=0
1 = 3i, v1 = ( 31 i, 1)
2 = 3i, v2 = ( 13 i, 1)
78
2
1.5
2 0.5
0
y
0.5
1.5
c1 13 sin(3x) c2 31 cos(3x)
y = c1 y1 + c2 y2 =
c1 cos(3x) + c2 sin(3x)
Kreyszig, 4.4.7
lvaro Martn Ramos, Jan. 4th, 2015
y10 = y1 + 2y2
y20 = 2y1 + y2
Then nd a real general solution.
Solution: The proposed ODE system is equivalent to
0
y1 1 2 y1
=
y20 2 1 y2
2 2 3 = 0
p = 2, (> 0)
q = 3(< 0)
79
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
1 3x 1
y = c1 v1 e1 x + c2 v2 e2 x = c1 e + c2 ex
1 1
Kreyszig, 4.4.14
Carlos Oscar Sorzano, Aug. 31st, 2014
y10 = y1
y20 = 2y2
if you introduce = t as the new independent variable? trajectories in the
phase plane.
Solution: 0
y1 1 0 y1
=
y20 0 2 y2
Its critical point is y = 0 and the eigenvalues of the matrix used to calculate the
derivative are 1 and 2, that is, it is an unstable node (because p = 1 + 2 > 0.
If we do the change of variable = t, then
That is the direction of motion changes, and the two eigenvalues become nega-
tive. Then we have p = 1 + 2 < 0 and q = 1 2 > 0, consequently a stable
node.
Kreyszig, 4.4.17
Carlos Oscar Sorzano, Aug. 31st, 2014
has a center as its critical point. Replace each aij by aij + b. Find values of
b 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
0 b 1+b
y = y
4 + b b
80
The characteristic polynomial is
|A I| = (b )2 (1 + b)(4 + b) = 2 2b + 4 + 3b
2 p + q
so
p = 2b
q = 4 + 3b
Saddle point: to get a saddle point we need
4
q < 0 4 + 3b < 0 b <
3
Stable and attractive node: to get a stable and attractive node we need
4
2b < 0, 4 + 3b = 0 =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
4
2b < 0, 4 + 3b = 0, 2b 6= 0 =b
3
(2b)2 4(4 + 3b) < 0 b2 3b 4 < 0 1 < b < 4
Since { 34 } (1, 4) = , there is no b satisfying all conditions.
Unstable spiral: to get an unstable spiral we need
81
Kreyszig, 4.5.5
Carlos Oscar Sorzano, Aug. 31st, 2014
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
0 y2
y =
y1 + 21 y12
Critical points are solutions of the equation system
y2
= 0 y1 = 0, 2; y2 = 0
y1 + 12 y12
y0 = Ay
82
So, p = 0, q = 1 and = p2 4q = 4. Consequently, (2, 0) is an unstable
(q < 0) saddle point (q < 0).
Kreyszig, 4.5.9
Carlos Oscar Sorzano, Jan. 15th, 2015
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
y10 = y2
y20 = 9y1 y13 = y1 (3 y1 )(3 + y1 )
0 1
The eigenvalues of A = are 1 = 3 and 2 = 3. Since the two
9 0
eigenvalues are real and of opposite sign, the critical point is a saddle point.
Case y = 3:
0 0 1 0 1
y = y= y
9 3y12 0 y =3,y =0 18 0
1 2
whose eigenvalues are 1 = 18i and 2 = 18i. Since the two eigenvalues
are pure imaginary, the critical point is a center.
Case y = 3:
0 1 0 1
y0 = y= y
9 3y12 0 y 18 0
1 =3,y2 =0
83
Find the location and type of all critical points by rst converting the ODE
to a system and then linearizing it.
y 00 + cos(y) = 0
y20 + cos(y1 ) = 0
y0 = F(y)
Case y= 2:
!
F1 F1
0 1 0 1
0 y1 y2
y = y= y= y
F2 F2
sin(y1 ) 0 y 1 0
y1 y2
y1 = 1 = 2 ,y2 =0
2 ,y2 =0
0 1
The eigenvalues of A= are 1 = 1, 2 = 1. Since the eigenvalues are
1 0
real and of opposite sign the critical point is a saddle point.
3
Case y= 2 :
!
F1 F1
0 1 0 1
0 y1 y2
y = y= y= y
F2 F2
sin(y1 ) 0 y 1 0
3
y1 y2
y1 = 3 1 = 2 ,y2 =0
2 ,y2 =0
0 1
The eigenvalues of A= are 1 = i, 2 = i. The eigenvalues are pure
1 0
imaginary and, consequently, the critical point is a center.
Kreyszig, 4.6.3
lvaro Martn Ramos, Jan. 4th, 2015
y10 = y2 + e3t
y20 = y1 3e3t
Solution: Let us write the ODE system as
0
y1 0 1 y1 1
= + e3t
y20 1 0 y2 3
84
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
et
t
1 t 1 t e c1
y h = c1 e + c2 e = =Yc
1 1 et et c2
yp = Y u
Where
u0 = Y 1 g
So
et
et
1 1
Y =
2 etet
1 et e t
e3t
2t
0 e
u = =
2 et et 3e3t 2e4t
!
e2t
Z 2t
e 2
u= dt = e4t
2e4t
2
2t
!
e
et
t
e 2 0
yp = Y u = = 3t
et et e4t e
2
Finally,
1 t 1 t 0
y = yh + yp = c1 e + c2 e + 3t
1 1 e
Kreyszig, 4.6.5
Carlos Oscar Sorzano, Aug. 31st, 2014
4 1 0.6t
y0 = y+
2 3 2.5t
1 = 5, v1 = (1, 1)T
2 = 2, v2 = (1, 2)T
85
So the general solution of the homogeneous problem is
1 5t 1 2t
yh = c1 e + c2 e
1 2
y = k0 + k1 t
From where
4 1 0.6 0.43
k1 + = 0 k1 =
2 3 2.5 1.12
and
4 1 0.241
k1 = k0 k0 =
2 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
5 Chapter 5
Kreyszig, 5.1.7
Carlos Oscar Sorzano, Aug. 31st, 2014
X
y= am xm = a0 + a1 x + a2 x2 + a3 x3 + ...
m=0
Then
X
y0 = am mxm1 = a1 + 2a2 x + 3a3 x2 + ...
m=1
! !
X X
m1 m
am mx + 2x am x =0
m=1 m=0
86
! !
X X
m1 m+1
a1 + 2a2 x + am mx + 2a0 x + 2am x =0
m=3 m=1
! !
X 0 X
a1 + 2a2 x + am0 +2 (m0 + 2)xm +1 + 2a0 x + 2am xm+1 =0
m0 =1 m=1
X 0 X
a1 + 2(a0 + a2 )x + am0 +2 (m0 + 2)xm +1 + 2am xm+1 = 0
m0 =1 m=1
X
a1 + 2(a0 + a2 )x + ((m + 2)am+2 + 2am )xm+1 = 0
m=1
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
2 1
m = 2 4a4 + 2a2 = 0 a4 = a2 = a0
4 2
2 11
m = 4 6a6 + 2a4 = 0 a6 = a4 = a0
6 32
2 111
m = 6 8a8 + 2a6 = 0 a8 = a6 = a0
8 432
...
And in general, for m even, we have
m 1
am = (1) 2 m a0
2!
21 4 1 6 1 8
y = a0 1 x + x x + x ...
2! 3! 4!
2
y = a0 ex
87
Kreyszig, 5.1.11
lvaro Martn Ramos, Jan. 4th, 2015
X
y= am xm
m=0
Then
y0 am mxm1
P
=
m=1
y 00 am m(m 1)xm2
P
=
m=2
Substituting the series in the ODE
! ! !
X X X
am m(m 1)xm2 am mxm1 + x2 a m xm =0
m=2 m=1 m=0
X X 0 X
am m(m 1)xm2 am0 1 (m0 1)xm 2 + am0 4 xm2 = 0
m=2 m0 =2 m0 =4
X
2a2 + 6a3 x (a1 + 2a2 x) + ((m 1)mam (m 1)am1 + am4 ) xm2 = 0
m=4
a1
2a2 a1 = 0 a2 =
2
a2 a1
6a3 2a2 = 0 a3 = =
3 3!
When m=4
3a3 a0 a1 a0
12a4 3a3 + a0 = 0 a4 = =
12 4! 12
When m=5
4a4 a1 a4 a1
20a5 4a4 + a1 = 0 a5 = = =
20 5 20
a1 a0 a1 a0 a1 6a1 a0 5a1 a0 a1
= = + = =
5! 60 20 60 5! 5! 60 5! 60 4!
The general solution is then
1 4 1 1 1 1 1
y = a0 (1 x x5 ...) + a1 (x + x2 + x3 + x4 x5 ...)
12 60 2! 3! 4! 5!
88
Kreyszig, 5.1.20
Carlos Oscar Sorzano, Aug. 31st, 2014
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 sin(x).
Solution: We know that the MacLaurin series of sin(x) is
X (1)m 2m+1 x3 x5
sin(x) = x =x + ...
m=0
(2m + 1)! 3! 5!
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
1.5 m=2
m=3
m=4
m=5
1
0.5
0.5
1.5
2
6 4 2 0 2 4 6
Kreyszig, 5.2.2
89
Carlos Oscar Sorzano, Aug. 31st, 2014
Show that
1 1 1
y1 = 1 x2 x4 x6 ... = 1 x log(x)
3 5 2
Solution: Let's start rst with y2 . For a general n, y2 is
(0)(3) 3 (2)(0)(3)(5) 5
y2 = x x + x ... = x = P1 (x)
3! 5!
as stated by the problem.
y1 is for any n
y1 = a0 + a2 x2 + a4 x4 + ...
(n m)(n + m + 1)
am+2 = am
(m + 2)(m + 1)
(1 m)(m + 2) (m 1)
am+2 = am = am
(m + 2)(m + 1) (m + 1)
a0 = 1
a2 = 11 a0 = 1
a4 = 31 a2 = 13
a6 = 35 a4 = 35 31 = 15
a8 = 57 a6 = 57 51 = 17
90
and, in general,
1
am = a0
m1
Then, we can wwrite y1 as
1 1 1
y1 = 1 x2 x4 x6 x8 ...
3 5 7
1 1+x
We know that the McLaurin series of
2 log 1x in the interval 1 < x < 1 is
1 1+x x3 x5 x7
log =x+ + + + ...
2 1x 3 5 7
If we now calculate
x3 x5 x7
1 21 x log 1+x
1x = 1x x+ 3 + 5 + 7 + ...
x4 x6 x8
= 1 x2 3 5 7 ...
Find a solution of
x
u=
a
dy dy du dy 1
= =
dx du dx du a
d2 y d2 y 1
d dy 1 du
= =
dx2 du du a dx du2 a2
Substituting into the dierential equation, we get
d2 y 1 dy 1
(a2 a2 u2 ) 2(au) + n(n + 1)y = 0
du2 a2 du a
d2 y dy
(1 u2 ) 2u + n(n + 1)y = 0
du2 du
whose general solution is
Kreyszig, 5.3.2
91
Carlos Oscar Sorzano, Dec. 19th, 2014
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
b(z) c(z)
y + y + 2 y = 0
z z
being b(z) = 1 and c(z) = 1 analytical functions at z = 0. We look for a
solution of the form
X
y = zr am z m
m=0
Its derivatives are
dy
= z r1 (m + r)am z m
P
y = dz
m=0
d2 y r2
(m + r)(m + r 1)am z m
P
y = dz 2 =z
m=0
! ! !
X X X
2 r2 m r1 m r m
z z (m + r)(m + r 1)am z +z z (m + r)am z z am z =0
m=0 m=0 m=0
X
X
X
(m + r)(m + r 1)am z m+r + (m + r)am z m+r am z m+r = 0
m=0 m=0 m=0
X
((m + r)(m + r 1) + (m + r) 1)am z m+r = 0
m=0
X
(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
X
(m + 2)mam z m+1 = 0 = 2 1a1 z 2 + 3 2a2 z 3 + 4 3a3 z 4 + ...
m=0
92
which implies a1 = a2 = a3 = ... = 0. So, any function of the form
X
y = z r1 am z m = z(a0 )
m=0
y1 = z
Case r2 = 1
Since the dierence between r2 and r1 is an integer value
r2 r1 = 1 1 = 2
X
y2 = kz 1 + z 3 (m 1)(m 2)am z m
m=0
We now substitute into the dierential equation
2 1 3 m 2 m
P P
z kz +z (m 1)(m 2)am z + z k(log(z) + 1) + z (m 1)am z
m=0 m=0
kz log(z) + z 1 am z m = 0
P
m=0
m1 m1
P P
kz + (m 1)(m 2)am z + kz log(z) + kz + (m 1)am z
m=0 m=0
am z m1 = 0
P
kz log(z) +
m=0
[(m 1)(m 2) + (m 1) 1] am z m1 = 0
P
2kz +
m=0
m(m 2)am z m1 = 0
P
2kz +
m=0
m(m 2)am z m1 = 0
P
(1)a1 + 2kz +
m=3
y2 = z 1
93
Any solution of the dierential equation is of the form
c2 c2
y = c1 y1 + c2 y2 = c1 z + = c1 (x + 2) +
z x+2
Kreyszig, 5.3.4
Carlos Oscar Sorzano, June 15th, 2015
Solve
xy 00 + y = 0
by the Frobenius method.
Solution: Dividing by x we have
1
y 00 + y=0
x
We can apply the Frobenius method to this problem because it is of the form
b(x) 0 c(x)
y 00 + y + 2 y=0
x x
being b(x) = 0 and c(x) = x analytical functions at x = 0. We look for a
solution of the form
X
y = xr am xm
m=0
dy
y0 = xr1 (m + r)am xm
P
= dx
m=0
d2 y
y 00 r2
(m + r)(m + r 1)am xm
P
= dx2 =x
m=0
! !
X X
r2 m r m
x x (m + r)(m + r 1)am x + x am x =0
m=0 m=0
X
X
(m + r)(m + r 1)am xm+r1 + am xm+r = 0
m=0 m=0
If we take out the rst term from the rst summation, we get
X
X
r(r 1)a0 xr1 + (m + r)(m + r 1)am xm+r1 + am xm+r = 0
m=1 m=0
94
X
r(r 1)a0 xr1 + ((m + r + 1)(m + r)am+1 + am )xm+r = 0
m=0
The indicial equation comes from the coecient of lowest degree, i.e., the
rst one
r(r 1) = 0
whose solutions are
r1 = 0, r2 = 1
Case r1 = 0
Substituting r=0 in the dierential equation we get
X
((m + 1)mam+1 + am )xm = 0
m=0
X
a0 + ((m + 1)mam+1 + am )xm = 0
m=1
(1)m+1
am = a1
m!(m 1)!
So, any function of the form
X X (1)m+1 m
y = x r1 am xm = a1 x
m=0 m=1
m!(m 1)!
X (1)m+1 m 1 2 1 3 1 4
y1 = x =x x + x x + ...
m=1
m!(m 1)! 2!1! 3!2! 4!3!
Case r2 = 1
Since the dierence between r2 and r1 is an integer value, we must look for a
solution of the form
ky1 log(x) + xr2 am xm
P
y2 =
m=0
P (1)m+1 m
am xm
P
= k m!(m1)! x log(x) + x
m=1 m=0
95
Let us rst calculate the derivatives of y2
!
X (1)m+1 X
y20 = k (1 + m log(x))xm + (m + 1)am xm
m=1
m!(m 1)! m=0
!
X (1)m+1 X
y200 = k m(2 + m log(x))xm1 + (m + 1)mam xm1
m=1
m!(m 1)! m=0
xy200 + y2 = 0
P (1)m+1 m
(m + 1)mam xm +
P
k m!(m1)! m(2 + m log(x))x +
m=1 m=0
(1)m+1 m
am xm = 0
P P
k m!(m1)! x log(x) + x
m=1 m=0
m+1 m+1
(1) m (1) 2 m
+ 1)mam xm +
P P P
m!(m1)! 2kmx + m!(m1)! m k log(x)x + (m
m=1 m=1 m=0
(1)m+1 m
am xm = 0
P P
m!(m1)! k log(x)x + x
m=1 m=0
(1)m+1
P 2 m
m!(m1)! k log(x)(1 + m )x +
m=1
(1)m+1
1)mam xm + m
am xm
P P P
(m + m!(m1)! 2kmx + x =0
m=0 m=1 m=0
From the rst row of previous equation we learn that k = 0, because all terms
in xm log(x) must go (they are equal to 0 in the right-hand side). Then, the
previous equation simplies to
X
X
(m + 1)mam xm + am xm+1 = 0
m=0 m=0
X
X
(m + 1)mam xm + am xm+1 = 0
m=1 m=0
X
X
(m + 2)(m + 1)am+1 xm+1 + am xm+1 = 0
m=0 m=0
X
((m + 2)(m + 1)am+1 + am )xm+1 = 0
m=0
From where
am
am+1 =
(m + 1)(m + 2)
The rst terms are
a0 1
a1 = 12 = 12 a0
a1 1
a2 = 23 = 1223 a0
a2 1
a3 = 34 = 122334 a0
The general term is
(1)m
am = a0
m!(m + 1)!
96
In this way, we see that any function of the form
X (1)m
y2 = a0 xm
m=0
m!(m + 1)!
X (1)m 1 1 2 1 3
y2 = xm = 1 x+ x x + ...
m=0
m!(m + 1)! 1!2! 2!3! 3!4!
X (1)m+1 m X (1)m
y = K1 y1 + K2 y2 = K1 x + K2 xm
m=1
m!(m 1)! m=0
m!(m + 1)!
By making the change of variable z= x in the original dierential equation
xy 00 + y = 0
y = KA xJ1 (2 x) + KB xY1 (2 x)
That is, both solutions (the series expansion and the Bessel's solution) are equiv-
alent (i.e., given K1 and K2 , one can always nd KA and KB that gives the
same function; and viceversa).
Kreyszig, 5.4.3
Carlos Oscar Sorzano, Aug. 31st, 2014
Solve
1
xy 00 + y 0 + y = 0
4
by making the change of variable z = x.
Solution: If z= x, then
z0 = 1
2 x
= 21 z 1
dy 0 dy 1 1
y0 = dz z = dz 2z
0 2
dy dz 2 dy
y 00 = 1
dz dx = 2 z dz+ z 1 ddzy2 1 1
2z
2
1 2 d y 3 dy
= 4 z dz 2 z dz
d2 y
1 dy 1 dy 1
z2 z 2 z 3 + z 1 + y=0
4 dz 2 dz 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
1 d2 y 1 1 dy 1
+ z + y=0
4 dz 2 4 dz 4
97
Multiplying by 4z 2 , we get
d2 y dy
z2 +z + z2y = 0
dz 2 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
Carlos Oscar Sorzano, Dec. 19th, 2014
Solve
x2 y 00 + xy 0 + (2 x2 2 )y = 0
by making the change of variables x = z .
Solution: Let us write the dierent elements we need from the change of vari-
ables
dz
dx =
dy
y 0
= dx = dy dz
dz dx = y
d2 y
y 00 d dz
= dx2 = dz (y) dx = (y) = 2 y
Substituting in the dierential equation
z2 2 z
( 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 (
/ Z)
Kreyszig, 5.4.6
Carlos Oscar Sorzano, Aug. 31st, 2014
Solve
x2 y 00 + 14 (x + 34 )y = 0
by making the change of variable y = u x, z = x.
Solution: If z= x, then
z0 = 1
2 x
= 12 z 1
98
On the other side
y = u x = uz
dy dz
y0 du
1 1
= dz dx = dz z + u 2 z
dy 0 dz
y 00 = dzh dx
1 d2 u
i
= 1
2 z dz 2 z + du du
dz + dz + (z 2 ) du
dz z + u 12 z 1
1 2 d2 u du
14 z 3du
= 4z dz 2 z + 2 dz dz z + u
1 1 d2 u 1 2 du 1 2 du 1 3
= 4z dz 2 + 2z dz 4z dz 4 z u
2
1 1 d u 1 2 du 1 3
= 4 z dz 2 + 4 z dz 4z u
So, we can rewrite the ODE as
2
4 1 1 d u 1 2 du 1 3
z 4 z + 4z 4z u + 41 (z 2 + 34 )uz = 0
dz 2 dz
2
1 3d u du 1
4 z + 14 z 2
4 zu + 14 z 3 u + 16
3
uz = 0
dz 2 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
Multiplying the whole equation by 4z , we get
d2 u du
2
+z z2
+ z 2 u 41 u = 0
dz dz
d2 u du
z2 2 + z + z 2 14 u = 0
dz dz
1
That is Bessel's equation with = . Since is not an integer value, its general
2
solution can be written as
u = c1 J 1 (z) + c2 J 1 (z) = c1 J 1 ( x) + c2 J 1( x)
2 2 2 2
y = uz = c1 J 1 ( x) + c2 J 1 ( x) x
2 2
Kreyszig, 5.4.10
Carlos Oscar Sorzano, Jan. 13th, 2015
Solve
x2 y 00 + (1 2)xy 0 + 2 (x2 + 1 2 )y = 0
by making the change of variables z = x .
Solution: Let us perform the change of variables in two steps. We rst make
the change of variable
1
z = x x = z
1
dz
dx = x1 = z
dy 1
y0
= dx = dy dz
= y(z )
dz dx
d2 y 1
y 00 = dxh2 = d
dz y(z ) dz
1
idx 1
1 1
= yz + y z (z )
22 2
= y 2 z + y( 1)z
99
Substituting into the ODE we get
2 22 2 1 1
z (y 2 z + 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 2 1 > 0, in that case the general solution is given
2 2
(if
/R ) 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
Carlos Oscar Sorzano, Aug. 31st, 2014
Solve
x2 y 00 + xy 0 + (x2 16)y = 0
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
Carlos Oscar Sorzano, Aug. 31st, 2014
Solve
xy 00 + 5y 0 + xy = 0
u
by making the change of variable y= x2 .
Solution: If y = ux2
, then
y0 = du
dx x
2
+ u(2x3 )
d2 u 2
y 00 = dx2 x + du dx (2x
3
) + du
dx (2x
3
) + u(6x4 )
2 d2 u 3 du 4
= x dx2 4x dx + 6x u
d2 u
du du 2
x x2 2 4x3 + 6x4 u + 5 x + u(2x3 ) + xux2 = 0
dx dx dx
d2 u du du
x1 2
4x2 + 6x3 u + 5x2 10x3 u + x1 u = 0
dx dx dx
d2 u du
x1 2 + x2 + (x1 4x3 )u = 0
dx dx
3
Multiplying the equation by x
d2 u du
x2 +x + (x2 4)u = 0
dx2 dx
100
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)
Undoing the change of variable
6 Chapter 6
Kreyszig, 6.1.4
Carlos Oscar Sorzano, Aug. 31st, 2014
s
L{cos(t)} =
s2 + 2
to get
1 1 s
L{cos2 (t)} = + [Re{s} < 0]
2s 2 s2 + (2)2
Kreyszig, 6.1.20
Carlos Oscar Sorzano, Aug. 31st, 2014
Non-existence.
2
Show that a function like et does not fulll the condition
2
t
e M ekt
2
Solution:
2 2
et > 0
t
For t>0 we have so that e = et . Let us show that for
2
et > M ekt = elog(M ) ekt
101
Taking logarithms
t2 > log(M ) + kt
t2 kt log(M ) > 0
Let us nd the point at which the curve crosses 0
p
2 k k 2 + 4 log(M )
t kt log(M ) = 0 t =
2
k+ k2 +4 log(M )
That is for t> 2 we have that
2
et > M ekt
Kreyszig, 6.1.22
Carlos Oscar Sorzano, Aug. 31st, 2014
Show that r
1
L =
t s
Conclude from this that the conditions for existence are sucient but not nec-
essary for the existence of the Laplace transform.
Solution: n o R R 1
L 1
t
= 1 st
t
e = t 2 est dt
0 0
d
= st t = , dt =
s s
n o R 1
2
R 1 1
L 1
t
= s e d
s = 2 s 2 e s1 d
0 0
1 R 1 1 1
s 2 2 e d = s 2 1
= s 2
p
= 2 = s
0
1
So, there exists the Laplace transform of although it is not well dened at
t
t = 0.
Kreyszig, 6.1.26
Carlos Oscar Sorzano, Aug. 31st, 2014
5s+1
Find the inverse Laplace transform of
s2 25
Solution:
n o n o n o
L1 5s+1
s2 25 = 5L1 s
s2 25 + L1 1
s2 25 = 5 cosh(5t) + 1
5 sinh(5t)
n o
s
L 2 2 = cosh(at)
n s a o
a
L s2 a2 = sinh(at)
102
Kreyszig, 6.1.29
lvaro Martn Ramos, Jan. 11th, 2015
12 228
6
s4 s
Solution:
12 228 3! 228 1 5!
L1 { 6 } = 2L1 { 4 } L { 6 } = 2t3 1.9t5
s4 s s 5! s
Kreyszig, 6.1.30
lvaro Martn Ramos, Jan. 11th, 2015
4s + 32
s2 16
Solution:
4s + 32 s 4
L1 { 2
} = 4L1 { 2 } + 8L1 { 2 } = 4 cosh(4t) + 8 sinh(4t)
s 16 s 16 s 16
Kreyszig, 6.1.33
Carlos Oscar Sorzano, Aug. 31st, 2014
= s2!3
L t2
L {eat f (t)} = F (s a)
L t2 e3t 2!
= (s+3)3
Kreyszig, 6.1.39
Carlos Oscar Sorzano, Aug. 31st, 2014
21
Find the inverse Laplace transform of
(s+ 2)4
Solution: We know that
n!
L {tn } = sn+1
at
L {e f (t)} = F (s a)
L1 21 1
21 3!
s4 = 3! L s4 = 27 t3
and n o
L1 21
(s+ 2)4
= 7 3 2t
2t e
103
Kreyszig, 6.2.3
Carlos Oscar Sorzano, Aug. 31st, 2014
L{y} = Y
L{y 0 } = sY y(0)
L{y 00 } = s2 Y sy(0) y 0 (0)
y = e2t + 10e3t
which is the particular solution of the IVP satisfying the initial conditions.
Kreyszig, 6.2.12
Carlos Oscar Sorzano, Aug. 31st, 2014
y 00 2y 0 3y = 0 y(4) = 3, y 0 (4) = 17
t = t 4
Then
y 0 (t) = y 0 (t)
y 00 (t) = y 00 (t)
Then we can rewrite the IVP as
y 00 2y 0 3y = 0 y(0) = 3, y 0 (0) = 17
We know that
L{y} = Y
L{y 0 } = sY y(0)
L{y 00 } = s2 Y sy(0) y 0 (0)
104
Then, we can write the ODE as
(s2 2s 3)Y + 3s 23 = 0
3s + 23 3s + 23 7 1 13 1
Y = 2
= =
s 2s 3 (s 3)(s + 1) 2s3 2 s+1
Its inverse Laplace transform is
7 3t 13 t
y(t) = e e
2 2
which is the particular solution of the IVP satisfying the initial conditions. If
we undo now the time shift, we get
7 3(t4) 13 (t4)
y(t) = y(t 4) = e e
2 2
Kreyszig, 6.2.15
lvaro Martn Ramos, Jan. 11th, 2015
t = t 1.5 t = t + 1.5
Then
y 0 (t) = y 0 (t)
y 00 (t) = y 00 (t)
Then, we can rewrite the IVP as
6
(s2 Y 4s 5) + 3(sY 4) 4Y =
s2
6
(s2 + 3s 4)Y 4s 17 =
s2
6
(s + 4)(s 1)Y = + 4s + 17
s2
3 1
Y = +
s1 s2
Its inverse Laplace transform is
105
which is the particular solution of the IVP satisfying the initial conditions. If
we undo now the time shift,we get
Kreyszig, 6.2.16
Carlos Oscar Sorzano, Aug. 31st, 2014
a 2a2
L{f 00 } = 2a a2
L{t cos(at)} = a2 F
s2 + a2 s2 + a2
On the other side we know that
L{f 00 } = s2 F 1
Equating both expressions for L{f 00 } we get
2a2
a2 F = s2 F 1
s2 + a2
Solving for F
s2 a2
F =
(s2 + a2 )2
In particular, for a=4 (as in the problem statement, we get
s2 42
L{t cos(4t)} =
(s2 + 42 )2
Kreyszig, 6.2.24
Carlos Oscar Sorzano, Aug. 31st, 2014
20
Find the inverse Laplace transform of
s3 2s2
Solution: We may factorize F as
1 20
F =
s2 s 2
20 1
The inverse Laplace transform of
s2 is 20e2t . The factor
s2 translates into
a double time integral. Let's do it one by one:
Zt
e2t 1
1 1 20
L = 20e2 d = 20
s s 2 2
0
106
Zt
e2t 1
1 1 20 20 2 20
L = (e 1)d = t +
s2 s 2 2 2 2
0
Kreyszig, 6.3.3
lvaro Martn Ramos, Jan. 11th, 2015
t 2(t > 2)
f (t) = (t 2)u(t 2)
e2s
L{(t 2)u(t 2)} = e2s L{t} =
s2
Kreyszig, 6.3.5
Carlos Oscar Sorzano, Aug. 31st, 2014
Find the Laplace transform of et 2 0<t<
Solution: Let us write the function to transform as
f (t) = et u(t) u t
= et u(t) et u t
2 2
1
L{et u(t)} =
s1
n o n o 1
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
s1
Altogether
1 1 1
L{f } = e 2 e 2 s = 1 e 2 (s1)
s1 s1 s1
Kreyszig, 6.3.8
Carlos Oscar Sorzano, Aug. 31st, 2014
107
The Laplace transform of f is
s 2 2 1 2s 2 4 4
L{f } = e 3
+ 2+ e 3
+ 2+
s s s s s s
Kreyszig, 6.3.13
lvaro Martn Ramos, Jan. 11th, 2015
6(1 es )
s2 + 9
Solution:
6(1es )
n o n o n o
6es
L1 s2 +9 = L1 6
s2 +9 L1 s2 +9 = 2 sin(3t) 2 sin(3(t ))
Kreyszig, 6.3.17
Carlos Oscar Sorzano, Aug. 31st, 2014
Solution: Let us nd rst the inverse Laplace transform of the function
s s s
G(s) = (1 + e2s ) = 2 + 2 e2s
s2 +1 s +1 s +1
The inverse Laplace transform of this function is
F (s) = G(s + 1)
Kreyszig, 6.3.19
Carlos Oscar Sorzano, Aug. 31st, 2014
Solution: Let us take the Laplace transform of the whole equation. Since
y(0) = 0 and y 0 (0) = 0, we have
L{y 0 } = sY
L{y 00 } = s2 Y
108
Then the ODE becomes
1 1
s2 Y + 6sY + 8Y =
s+3 s+5
s + 5 (s + 3)
(s2 + 6s + 8)Y =
(s + 3)(s + 5)
2
(s + 4)(s + 2)Y =
(s + 3)(s + 5)
2
Y =
(s + 2)(s + 3)(s + 4)(s + 5)
1 1
3 1 1
Y = + 3
s+2 s+3 s+4 s+5
Its inverse Laplace transform is
1 2t 1
y(t) = e e3t + e4t e5t u(t)
3 3
Kreyszig, 6.4.3
Carlos Oscar Sorzano, Jan. 15th, 2015
y 00 + 4y = (t ) y(0) = 8, y 0 (0) = 0
1
y(t) = 8 cos(2t) + sin(2(t ))u(t )
2
109
10
8cos(2t)
8 y(t)
10
0 1 2 3 4 5 6 7
t
Kreyszig, 6.4.10
Carlos Oscar Sorzano, June 15th, 2015
cos(t) = cos(t )
y 00 + 5y 0 + 6y = t u(t ) cos(t )
2
Let us take the Laplace transform of the dierential equation
s
s2 Y (s) + 5sY (s) + 6Y (s) = e 2 s + es
s2 + 12
1 s 1
Y (s) = e 2 s + es 2
+ 5s + 6 s2 2 2
s + 1 s + 5s + 6
1 1 1 s 1 1 2 1 3 1
Y (s) = e 2 s +es + +
s+2 s+3 10 s2 + 1 10 s2 + 1 5 s + 2 10 s + 3
Now we take the inverse Laplace transform
2(t/2)
e3(t/2) u(t /2)+
y(t) = e
cos(t)+sin(t) 2 2(t) 3 3(t)
10 5 e + 10 e u(t )
110
0.15
y(t)
0.1
0.05
0.05
0.1
0 5 10 15 20 25
t
Kreyszig, 6.5.6
Carlos Oscar Sorzano, Aug. 31st, 2014
1
f (t) ? g(t) = (eat ebt )
ab
Kreyszig, 6.5.12
Carlos Oscar Sorzano, Aug. 31st, 2014
Zt
y(t) + y( ) cosh(t )d = t + et
0
s 1 1
Y +Y = 2+
s2 1 s s1
111
s 1 1
Y 1+ 2 = +
s 1 s2 s1
1 1
s2 + s1
Y = s
1+ s2 1
s1+s2
s2 (s1)
Y = s2 1+s
s2 1
s+1
Y =
s2
Now, we have the following inverse Laplace transforms
L {s + 1} = et
Rt
L s+1 e d = 1 et
s =
0
Rt
(1 e )d = t + et 1 = t sinh(t) + cosh(t) 1
s+1
L s2 =
0
Finally,
y = t + et 1
Kreyszig, 6.5.18
Carlos Oscar Sorzano, Aug. 31st, 2014
1
Find the inverse Laplace transform of
(sa)2
Solution: Let us write
1 1
F =
sasa
So its inverse transform is
f (t) = eat ? eat
Let us calculate the convolution
Rt
eat ? eat = ea ea(t ) d
0
Rt
= eat d = teat
0
Finally
1 1
L = teat
(s a)2
Kreyszig, 6.6.2
Carlos Oscar Sorzano, Aug. 31st, 2014
4
L{3 sinh(4t)} = 3 = F (s)
s2 42
112
Then, the required Laplace transform can be calculated as
0 d 4 8s
L{3t sinh(4t)} = F (s) = 3 2 = 3
ds s 42 (s2 42 )2
Kreyszig, 6.6.3
lvaro Martn Ramos, Jan. 11th, 2015
1 3t
te
2
Solution: We know the Laplace transform of
1
L{e3t } =
s+3
Then, the required Laplace transform can be calculated as
1 1 1 1 d 1 1
L{ te3t } = L{te3t } = (F 0 (s)) = =
2 2 2 2 ds s+3 2(s + 3)2
Kreyszig, 6.6.20
Carlos Oscar Sorzano, Aug. 31st, 2014
s+a
Find the inverse Laplace transform of log s+b
Solution: Let us dene
s+a
F (s) = log = log(s + a) log(s + b)
s+b
Let us calculate its derivative
1 1
G(s) = F 0 (s) =
s+a s+b
Its inverse Laplace transform is
Kreyszig, 6.7.2
Carlos Oscar Sorzano, Aug. 31st, 2014
y10 + y2 = 0
y1 + y20 = 2 cos(t)
113
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
sY1 1 + Y2 = 0
Y1 + sY2 = 2 s2s+1
y1 cos(t)
=
y2 sin(t)
Kreyszig, 6.7.3
Carlos Oscar Sorzano, Dec. 19th, 2014
sY1 3 = Y1 + 4Y2
sY2 4 = 3Y1 4Y2
which can be rewritten as
s+1 4 Y1 3
=
3 s+4 Y2 4
3 4
4 s+4 3s + 28 3s + 28
Y1 = =
2 + 5s + 16
= 2
s + 1 4 s s + 25 + 39
4
3 s+4
114
s+1 3
3 4 4s + 13 4s + 13
Y2 = =
2
= 2
s + 1 4 s + 5s + 16 s + 25 + 39
4
3 s+4
Their inverse Laplace transforms are
y1 (t) = L1 3s+28
2
(s+ 52 ) + 39
4
= L1 5 2
3s
+ L1 28
2
(s+ 2 ) + 4 (s+ 52 )+ 39
39
4
39
= 3L1 s
5 2
+ 28 2
L 1 2
2
(s+ 2) + 4 (s+ 25 ) + 39
39 39
4
39 56 39
= 3 cos 2 t + 39 sin 2 t
y2 (t) = L1 4s+13
2
(s+ 52 ) + 39
4
= L1 5 2
4s
+ L 1 13
2
(s+ 2 ) + 4 (s+ 52 )+ 39
39
4
39
1 s 2 1
= 4L 2 + 13 L 2
2
( 2) q (s+ 25 ) + 39
s+ 5 + 39 4
39 4
39 26 39
= 4 cos 2 t + 3 sin 2 t
7 Chapter 11
Kreyszig, 11.1.14
Carlos Oscar Sorzano, Aug. 31st, 2014
1
R 2
1 x3 2
a0 = 2 x dx = 2 3 = 3
R 2 2 2
an = 1
x cos(nx)dx = 1 (n x 2) sin(nx)+2nx
n3
cos(nx)
4
= n2 cos(n) = (1)n n42
2 X 4
x2 = + (1)n 2 cos(nx)
3 n=1
n
Kreyszig, 11.1.15
Carlos Oscar Sorzano, Aug. 31st, 2014
115
Find the Fourier series of the function 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
need to compute all the terms of the Fourier series
2 2
1 1 x3 8 2
x2 dx =
R
a0 = 2 2 3 = 3
0 0
2 2 2
2
1 1 (n x 2) sin(nx)+2nx cos(nx) 4
x2 cos(nx)dx =
R
an = n3 = n2
0 0
2 2 2
2
1 1 (2n x ) cos(nx)+2nx sin(nx)
x2 sin(nx)dx = = 4
R
bn = n3 n
0 0
8 2 X 4 X 4
x2 = + 2
cos(nx) sin(nx)
3 n=1
n n=1
n
Kreyszig, 11.2.13
Carlos Oscar Sorzano, Jan. 15th, 2015
1
RL R2 1
1 x2 2 1
a0 = 2L f (x) = xdx = 2 = 8
L 0 0
1
1
RL n
R2
an = L f (x) cos L xdx = 2 x cos (2nx) dx
L 0
1
2nx sin(2nx)+cos(2nx) 2 cos(n) 1
= 2 2
4 n 2 = 2 2
4 n 2 2
4 n 2
0
(1)n 1 0 n = 2
= 2 2 n2 = 21n2 n 6= 2
1
1
RL n
R2
bn = L f (x) sin L x dx = 2 x sin (2nx) dx
L 0
1
cos(2nx) 2 n cos(n)
= 2 sin(2nx)2nx 2
4 n 2 = 2 2
4 n 2 0
0
(1)n+1
= 2n
116
The Fourier series is, then
n n
P P
y(x) = a0 + an cos L x + bn sin L x
n=1 n=1
n
1 (1) 1
X X (1)n+1
= + 2 2
cos (2nx) + sin (2nx)
8 n=1 2 n n=1
2n
Kreyszig, 11.3.4
Carlos Oscar Sorzano, Aug. 31st, 2014
my 00 + cy 0 + ky = r(t)
X
yn = C 0 + Cn cos(nt + n )
n=1
What happens if we replace r(t) with its derivative, the rectangular wave?
What is the ratio of the new Cn to the old ones?
Solution: Let us consider the Fourier series of the input function r(t)
X
r(t) = c0 + cn cos(nt + n )
n=1
X
X
0
r (t) = (cn n sin(nt + n )) = cn n cos(nt + n + 2 )
n=1 n=1
Since the parameters m, c and k are constant, then the system is linear. For this
reason, for the input 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 nCn
Kreyszig, 11.3.6
117
Carlos Oscar Sorzano, Aug. 31st, 2014
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)
a( 2 2 ) sin(t) + b( 2 2 ) cos(t)+
+A( 2 2 ) sin(t) + B( 2 2 ) cos(t) =
sin(t) + sin(t)
b=B=0
1
a=
2 2
1
A= 2
2
The general solution of the equation is
1 1
y = c1 cos(t) + c2 sin(t) + sin(t) + 2 sin(t)
2 2 2
Kreyszig, 11.3.11
Carlos Oscar Sorzano, June 15th, 2015
0
y0
y
+ ( + 1) = 0 y(1) = 0, y(e ) = 0
x x3
118
Do the change of variable x = et .
Find the general solution without considering boundary constraints.
x = et t = log(x)
dy dy dt 1
y0 = = = y = yet
dx dt dx x
Substituting in the dierential equation:
yet
d et y
et + ( + 1) =0
dt e3t
d ye2t t
e + ( + 1)ye3t = 0
dt
ye2t 2ye2t et + ( + 1)ye3t = 0
s2 2s + ( + 1) = 0 s = 1
That is
y(t) = et C1 e t + C2 e t
y(0) = C1 + C2 = 0 C1 = C2 = 0
y() = e (C1 e + C2 e ) = 0
y(t) = et (C1 + C2 t)
y(0) = C1 = 0
C1 = C2 = 0
y() = e (C1 + C2 ) = 0
y(t) = et (C1 cos( t) + C2 sin( t)
119
From the boundary conditions we get
y(0) = C1 = 0
C1 = 0
y() = e (C1 ) = 0
and the associated eigenvalue is . Undoing the change of variable we get the
eigenfunctions
y(x) = x sin( log(x))
Kreyszig, 11.5.6
Carlos Oscar Sorzano, Aug. 31st, 2014
y 00 + f y 0 + (g + h)y = 0
Then
f py 0 + py 00 + (pg + hp)y = 0
Note that p is never 0, then dividing by p
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
Carlos Oscar Sorzano, Aug. 31st, 2014
(y 0 )0 + y = 0
120
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
y(0) = 0 = c1 + c2
y 0 (L) = 0 = c1 eL c2 eL
y = c1 + c2 x
y(0) = 0 = c1
y 0 (L) = 0 = c2
y = c1 cos(x) + c2 sin(x)
y(0) = 0 = c1
y 0 (L) = 0 = c1 sin(L) + c2 cos(L) = c2 cos(L) L =
2 + k = +2k
2L
are the eigenfunctions of the Sturm-Liouville problem and their eigenvalues are
= 2.
Kreyszig, 11.5.11
Carlos Oscar Sorzano, Aug. 31st, 2014
dy dy dt dy 1 dy t
y0 = dx = dt dx = dt x= dt e
0 0
dy dy dt dy t 1 d2 y t dy t d2 y 2t dy 2t
y 00 = dx = dt dx = dt
d
dt e x = dt2 e dt e et = dt2 e dt e
121
We note that
d2 y 2t dy 2t dy t
y 0
0 00
y xy 0 dt2 e dt e et dt e d2 y 3t dy
= = = e 2 e3t
x x2 e2t dt2 dt
d2 y 3t
dy
e 2 e3t + ( + 1)ye3t = 0 y(0) = 0, y() = 0
dt2 dt
d2 y dy
2
2 + ( + 1)y = 0 y(0) = 0, y() = 0
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
R
p=e (2)dt
= e2t
q = pg = e2t
h = hp = e2t
So, in the Sturm-Liouville form the problem becomes
d dy
e2t + (e2t + e2t )y = 0
dt dt
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
y = c1 es1 t + c2 es2 t
y(0) = 0 = c1 + c2
y() = 0 = c1 es1 + c2 es2
y = c1 et + c2 tet
y(0) = 0 = c1
y() = 0 = c1 e + c2 e
122
If > 0, = 2 , then the general solution is of the form
y = c1 et cos(t) + c2 et sin(t)
y(0) = 0 = c1
y() = 0 = c2 e sin() = k
P0 (x) = 1
P1 (x) = x
(n + 1)Pn+1 (x) = (2n + 1)xPn (x) nPn1 (x)
In particular
1 2
P2 (x) = 2 (3x 1)
1 3
P3 (x) = 2 (5x 3x)
To perform the Fourier-Legendre expansion, let us perform the following
calculations
R1 8
(x + 1)2 , P0 (x) = (x + 1)2 dx = 3
1
2
kP0 k2 = 20+1 =2
1
4
(x + 1)2 , P1 (x) (x + 1)2 xdx =
R
= 3
1
2 2
kP1 k2 = 21+1 = 3
R1
(x + 1)2 21 (3x2 1)dx = 4
(x + 1)2 , P2 (x) = 15
1
2 2
kP2 k2 = 22+1 = 5
R1
(x + 1)2 21 (5x3 3x)dx = 0
(x + 1)2 , P3 (x) =
1
2 2
kP3 k2 = 23+1 = 7
123
Actually, since f is a polynomial of degree 2, and Legendre polynomials are
a basis of polynomials in the domain
[1, 1], we have that all coecients for
m3 are 0 ( (x + 1)2 , Pm (x) = 0).
Finally, the Fourier-Legendre expansion is
Kreyszig, 11.9.6
Carlos Oscar Sorzano, Dec. 19th, 2014
Z
1
f() = f (x)eix dx
2
R
f() = 1
2
f (x)eix dx
R
= 1
2
e|x| eix dx
R
= 2
2
ex eix dx
0
R
= 2
2
e(1+i)x dx
0
2 e(1+i)x
=
q2 (1+i) 0
2 1
= 1+i
8 Chapter 12
Kreyszig, 12.1.2
Carlos Oscar Sorzano, Aug. 31st, 2014
utt = c2 uxx
for a suitable c.
124
Solution: Let us calculate the dierent partial derivatives needed to substitute
in the wave equation
ut = 2t
utt = 2
ux = 2x
uxx = 2
The wave equation states
2 = c2 2
c = 1. In Matlab:
which is true for
[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')
4
u
0
2
1.5 2
1 1
0
0.5 1
t 0 2
x
Kreyszig, 12.1.5
Carlos Oscar Sorzano, Aug. 31st, 2014
u = sin(at) sin(bx)
is a solution of the wave equation
utt = c2 uxx
for a suitable c.
Solution: Let us calculate the dierent partial derivatives needed to substitute
in the wave equation
ut = a cos(at) sin(bx)
utt = a2 sin(at) sin(bx)
ux = b sin(at) cos(bx)
uxx = b2 sin(at) sin(bx)
125
The wave equation states
0.5
0
u
0.5
1
10
10
5 5
0
5
t 0 10
x
Kreyszig, 12.1.19
Carlos Oscar Sorzano, Aug. 31st, 2014
Solve
uy + y 2 u = 0
Solution: Since the PDE is only depending on y, we can treat x as if it were
a parameter, then we can solve the PDE as if it were an ODE on y
uy = y 2 u
du
= y 2
u
y3
log |u| = + C(x)
3
3
y
u = C(x)exp
3
Kreyszig, 12.4.11
126
Carlos Oscar Sorzano, Aug. 31st, 2014
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 w we have
uw = (w)
Integrating again in w
Z
u= (w)dw + (w) = (w) + (w) = (w)
u = (y x)
utt = c2 uxx
127
E
with c2 =
(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
that the motion corresponding to initial displacement u(x, 0) = f (x) and initial
velocity zero is
X
u= An sin(pn x) cos(pn ct)
n=0
with
ZL
2
An = f (x) sin(pn x)dx
L
0
and
(2n + 1)
pn =
2L
Solution: Let us rst check that the suggested solution satises the boundary
conditions:
u(0, t) = 0
P
u(0, t) = An sin(pn 0) cos(pn ct) = 0
n=0
ux (L, t) = 0
P
ux = An pn cos(pn x) cos(pn ct)
n=0
P
ux (L, t) = An pn cos(pn L) cos(pn ct) = 0
n=0
But
(2n + 1) (2n + 1)
pn L = L=
2L 2
that is
3 5
pn L = , , , ...
2 2 2
and
cos(pn L) = 0 ux (L, t) = 0
Let us check now the initial conditions u(x, 0) = f (x)
P
P
u(x, 0) = An sin(pn x) cos(pn c0) = An sin(pn x)
n=0 n=0
That is u(x, 0) is a Fourier sine series, but An are precisely the corresponding
Fourier coecients, so the series add up to f (x).
Let us check now that u is a solution of the PDE
P
ut = c An pn sin(pn x) sin(pn ct)
n=0
2
An p2n sin(pn x) cos(pn ct)
P
utt = c
n=0
P
ux = An pn cos(pn x) cos(pn ct)
n=0
An p2n sin(pn x) cos(pn ct)
P
uxx =
n=0
128
The PDE states
utt = c2 uxx
!
X X
c2 An p2n sin(pn x) cos(pn ct) = c2 An p2n sin(pn x) cos(pn ct)
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
Carlos Oscar Sorzano, Aug. 31st, 2014
Show that for the completely insulated bar, ux (0, t) = 0, ux (L, t) = 0 and
u(x, 0) = f (x) and separation of variables the solution of the heat equation
ut = c2 uxx
nx 2
e( )
X cn
t
u(x, t) = A0 + An cos L
n=1
L
with
ZL
1
A0 = f (x)dx
L
0
ZL
2 nx
An = f (x) cos dx
L L
0
Solution: Let us rst check that the suggested solution satises the boundary
conditions:
ux (0, t) = 0
2
e ( )
cn
t
An n nx
P
ux = L sin L
L
n=1
2
e( )
cn
t
An n n0
P
ux (0, t) = L sin L
L =0
n=1
ux (L, t) = 0
2
e ( )
cn
t
An n nL
P
ux (L, t) = L sin L
L =0
n=1
because
nL
sin = sin(n) = 0
L
Let us check now the initial conditions u(x, 0) = f (x)
2
e ( )
cn
nx 0
P
u(x, 0) = A0 + An cos L
L
n=1
nx
P
= A0 + An cos L
n=1
129
That is u(x, 0) is a Fourier cosine series, but An are precisely the corresponding
Fourier coecients, so the series add up to f (x).
Let us check now that u is a solution of the PDE
2
cn 2 ( cn
nx
e L )t
P
ut = An cos L L
n=1
2
e( )
cn
t
An n nx
P
ux = L sin L
L
n=1
2
n 2
e ( )
cn
nx t
P
uxx = An L cos L
L
n=1
Using
Z
2 2
u(x, t) = (Ap cos(px) + Bp sin(px))ec p t
dp
0
with
Z Z
1 1
Ap = f (v) cos(pv)dv Bp = f (v) sin(pv)dv
Z
2 2
u(x, t) = e|p| cos(px)ec p t
dp
0
130