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

8CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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

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

Solution.
Integrating componentwise we find

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.
Integrating componentwise we find
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

10CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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)

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

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.
By letting x1 = y and x2 = y 0 we have




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


b=

0
0

12CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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.
By letting x1 = y and x2 = y 0 we have




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.

14CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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

1.2. UNIFORM CONVERGENCE AND WEIERSTRASS M-TEST

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

16CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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 ].

1.2. UNIFORM CONVERGENCE AND WEIERSTRASS M-TEST

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

18CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

Problem 1.2.12
P
Show that the series
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
Show that the series
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
Convert the initial value problem
y 000 +

1 0
y + (tan t)y = 0, y(0) = 0, y 0 (0) = 1, y 00 (0) = 2
t+1

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
1
tan t t+1 0

20CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

x1
0
0

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

x3
0
2
Problem 1.3.3
Convert the initial value problem
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

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
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)

1.3. NTH ORDER LINEAR DIFFERENTIAL EQUATIONS: EXSITENCE AND UNIQUENESS21

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)

22CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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

1.3. NTH ORDER LINEAR DIFFERENTIAL EQUATIONS: EXSITENCE AND UNIQUENESS23

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!

24CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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

1.3. NTH ORDER LINEAR DIFFERENTIAL EQUATIONS: EXSITENCE AND UNIQUENESS25

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

26CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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

28CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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

1.4. THE GENERAL SOLUTION OF N TH ORDER LINEAR HOMOGENEOUS EQUATIONS29

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,

30CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

(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.

1.4. THE GENERAL SOLUTION OF N TH ORDER LINEAR HOMOGENEOUS EQUATIONS31

(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

32CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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 .
Equating coefficients we find
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

34CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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.
Equating coefficients we find
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

36CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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 .

38CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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

40CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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
Consider the homogeneous equation with constant coefficients
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.
Thus, the smallest value of n is 8 and the fundamental set in this case is
{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
Consider the homogeneous equation with constant coefficients
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
Thus, the smallest value of n is 4 and the fundamental set in this case is
{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)!

42CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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
Find the radius of convergence of the power series
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
Find the radius of convergence of the power series
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

1.7. REVIEW OF POWER SERIES

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

44CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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
Show that the series
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.

1.7. REVIEW OF POWER SERIES

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).

46CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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
Identify the singular and ordinary points of the differential equation
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
Identify the singular and ordinary points of the differential equation
(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

48CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

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

1.8. SERIES SOLUTIONS OF LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS49

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

50CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

Problem 1.8.6
Find the series solution near the ordinary point 0 to the differential equation
y 00 ty 0 t2 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

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.
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
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.

1.8. SERIES SOLUTIONS OF LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS51

Equating all the coefficients to zero we find
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)
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 =0
a1
a3 =
6
1
a4 = a0
12
3
a5 = a1
40
1
a6 = a0
90
13
a7 =
a1
1008
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 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
Find the series solution near the ordinary point 0 to the differential equation
(t2 + 1)y 00 y 0 + y = 0.

52CHAPTER 1. N TH ORDER ORDINARY DIFFERENTIAL EQUATIONS

Solution.
There are no singular points. Thus, the series solution converges for every
value of t. The solution is of the form

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

Differentiating this series twice we find

P
P
n1
n2
y 0 (t) =
and y 00 (t) =
.
n=1 nan t
n=2 n(n 1)an t
Substituting these series in the given equation we find
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

Since we want to express everything in only one summation sign, we have to

start the summation at n = 2 in every series

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

Equating all the coefficients to zero we find

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

1.8. SERIES SOLUTIONS OF LINEAR HOMOGENEOUS DIFFERENTIAL EQUATIONS53

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 =

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
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

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 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