Elementary Differential Equations 6th Edition

ELEMENTARY
DIFFERENTIAL EQUATIONS
SIXTH EDITION
EDWARDS & PENNEY
ABOUT THE COVER. This image illustrates
the trajectory of a moving point whose space
coordinates satisfy (as functions of time) the
Rossler system of differential equations that is discussed on page 553, and which
originated in studies of oscillations in chemical reactions. In its motion along its
trajectory the point may appear to spiral repeatedly around a set - the so-called
Rossler band - that somewhat resembles a (twisted) Mobius strip in space. To
portray the progress of the moving point, we can regard its trajectory as a necklace
string on which beads are placed to mark its successive positions at fixed increments
of time (so the point is moving fastest where the spacing between beads is greatest).
In order to aid the eye in following the moving point's progress, the color of the beads
changes continuously with the passage of time and motion along the trajectory. As the
point travels around and around the band, it may be observed to drift radially back and
forth across the band in an apparently unpredictable fashion. Two points that start
from nearby initial positions may loop around and around the band somewhat in
synchrony, while moving radially in quite different ways, so that their trajectories
diverge appreciably with the passage of time. This illustrates the phenomenon of
chaos, in which tiny differences in initial conditions can result in great differences in the
resulting situations some time later. Further discussion of chaos associated with
differential equations can be found in Section 7.6. Throughout this textbook
computer-generated graphics are used to portray numerical and symbolic solutions of
differential equations vividly and to provide additional insight.
PEARSON
Prentice
Hall
Upper Saddle River, NJ 07458
www.prenhall.com
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ISBN-13: 978-0-13-239730-8
ISBN-10: 0-13-239730-7
9 780132397308
EDWARDS
&
PENNEY
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SIXTH
EDITION
ELE NT Y DIFFE E TI L
E UTI 0 N S
SIXTH EDITION
C. HENRY
EDWARDS
&
DAVID E.
PENNEY

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CHAPTER
CHAPTER
CHAPTER
First-Order Diferential Equations 1

J.J Di fferenti al Equati ons and Mathemati cal Model s
J .z I ntegral s as General and Parti cul ar Sol uti ons I
J . Sl ope Fi el ds and Sol uti on Curves I
J . Separabl e Equati ons and Appl i cati ons Z
J. Li near Fi rst-Order Equati ons 4
J. Substi tuti on Methods and Exact Equati ons
J.7 Popul ati on Model s /4
J. Accel erati on-Vel oci ty Model s d
Linear Equations of Higher Order 1
z.J
z.z
z.
z.
I ntroducti on: Second-Order Li near Equati ons I
General Sol uti ons of Li near Equati ons I I
Homogeneous Equati ons wi th Constant Coeffi ci ents I Z4
Mechani cal Vi brati ons I
z.
Nonhomogeneous Equati ons and U ndetermi ned Coeffici ents I 4d
z. Forced Osci l l ati ons and Resonance I Z
z.7 El ectri cal Ci rcuits I /
z. Endpoi nt Probl ems and Ei genval ues I d
Power Series Methods 19
.J I ntroducti on and Revi ew of Power Seri es I 4
.z Seri es Sol uti ons Near Ordi nary Poi nts Z/
. Regul ar Si ngul ar Poi nts Z I d
. Method of Frobeni us: The Excepti onal Cases Z
. Bessel ' s Equati on Z4d
. Appl i cati ons of Bessel Functi ons Z/
V
V| Contents
CHAPTER
CHAPTER
CHAPTER
CHAPTER
Laplace Transform Methods X

.J Lapl ace Transforms and I nverse Transforms Z
.z Transformati on of I ni ti al Val ue Probl ems Z//
. Transl ati on and Parti al Fracti ons Zd
. Deri vati ves, I ntegral s, and Products of Transforms Z/
. Peri odi c and Pi ecewi se Conti nuous I nput Functi ons 4
. I mpul ses and Del ta Functi ons 1
Linear Systems of Diferential Equations X
.J Fi rst-Order Systems and Appl i cati ons Z
.z The Method of El i mi nati on d
. Matri ces and Li near Systems 4/
. The Ei genval ue Method for Homogeneous Systems
. Second-Order Systems and Mechani cal Appl i cati ons d1
. Mul ti pl e Ei genval ue Sol uti ons
.7 Matrix Exponenti al s and Li near Systems 4/
. Nonhomogeneous Li near Systems 4Z
Numerical Methods 9
.J Numeri cal Approxi mati on: Eul er's Method 4
.z A Cl oser Look at the Eul er Method 44Z
. The Runge-Kutta Method 4
. Numeri cal Methods for Systems 44
Nonlinear Systems and Phenomena
7.J Equi l i bri um Sol uti ons and Stabi l i ty 4d
7.z Stabi l i ty and the Phase Pl ane 4dd
7. Li near and Al most Li near Systems
9
7. Ecol ogi cal Model s: Predators and Competi tors 1
7. Nonl i near Mechani cal Systems Z
7. Chaos in Dynami cal Systems 4Z
References for Further Study
Appendix: Existence and Uniqueness of Solutions ;
Answers to Selected Problems /
Index |1
1tf7'T
1
he evo|utlon ofthe presenttext ln successlve edltlons ls based onexperlence
teachlng the lntroductory dlfferentla| equatlons course wlth an emphasls on
conceptua| ldeas and the use ofapp|lcatlons and proects to lnvo|ve students ln
actlve prob|em-so|vlng experlences. At varlous polnts our approach reHects the
wldespreaduseoftechnlca|computlngenvlronments|lkeM.p/e,M./e-./...and
MA1IAu for the graphlca|, numerlca|, or symbo|lc so|utlon ofdlerentla| equa-
tlons. Neverthe|ess, wecontlnuetobe|levethatthetradltlona|e|ementaryana|ytlca|
methods ofso|utlonare lmportantforstudentsto |eam anduse. Onereasonlsthat
eectlve andre|lab|euse ofcomputermethods oftenrequlres pre|lmlnary ana|ysls
uslng standard symbo|lc technlques, the constructlon ofa rea|lstlc computatlona|
mode|oftenls basedonthestudyofaslmp|erana|ytlca|mode|.
-------------------------------------
Whl|ethesuccessfu|featuresofprecedlngedltlonshavebeenretalaed,theexposl-
tlonhasbeenslgnlncant|yenhancedlneverychapterandlnmostlndlvldua|sectlons
ofthe text. Bothnewgraphlcs andnewtexthavebeen lnsertedwhereneededfor
lmproved student understandlng of key concepts. However, the so|ld c|ass-tested
chapter and sectlon structure ofthe book ls unchanged, soc|ass notes andsy||abl
wl||notrequlrerevlslonforuseofthlsnewedltlon. Thefo||owlngexamp|esofthls
revlslon l||ustrate the way the |oca| structure ofthe texthas been augmentedand
po|lshedforthlsedltlon.
Chapter 1: NewFlgures1. 3. 9 and1. 3.10 showlngdlrectlonne|dsthatl||us-
tratefal|ureofexlstenceandunlquenessofso|utlons(page24); newProb|ems
34 and 35 showlngthatsma||changesln lnltla|condltlonscanmakeblgdlf-
ferencesln resu|ts,butblgchangesln lnltla|condltlonsmaysometlmesmake
on|ysma||dlerenceslnresu|ts(page30); newRemarks l and2 c|arlfylngthe
conceptoflmp|lcltso|utlons (page 35); new Remarkc|arlfylngthemeanlng
ofhomogeneltyfornrst-orderequatlons(page 61); addltlona|detal|s lnserted
ln the derlvatlonofthe rocketpropu|slonequatlon (page95), and new Prob-
|em5 lnserted to lnvestlgate the |lftopause ofa rocket on the |aunchpad
sometlmesobservedbeforeb|asto(page97) .
Chapter Z: New exp|anatlon ofslgns and dlrectlons oflntema| forces ln
mass-sprlng systems (page 101); new lntroductlon ofdlerentla| operators
and c|arlncatlon ofthe a|gebraofpo|ynomla| operators (page 127); new ln-
troductlon and l||ustratlon ofpo|ar exponentla| forms ofcomp|ex numbers
(page132); fu||erexp|anatlonofmethod ofundetermlnedcoemclentslnEx-
amp|es1 and3 (page149-150); newRemarks1 and2 lntroduclngshootlng
termlno|ogy,andnewFlgures2. 8. 1 and2. 8. 2 l||ustratlngwhy someendpolnt
V
VIII Preface
va|ueprob|emshavelnnnlte|ymanyso|utlons,whl|eothershavenoso|utlons
at a|| (page181); new Flgures 2. 8. 4 and 2. 8. 5 l||ustratlng dlerenttypes of
eigenfunctlons(pages183-184) .
Chapter 3: New Prob|em 35 on determlnatlon of radll ofconvergence of
power serles so|utlons ofdlerentla| equatlons (page 218); new Examp|e 3
ustbeforethesubsectlonon|ogarlthmlccaseslnthemethodofFrobenlus,to
l||ustratenrstthereductlon-of-orderformu|awlthaslmp|enon-serlesprob|em
(page239).
Chapter 4: Newdiscusslonc|arlfylngfunctlonsofexponentla|orderandex-
istence ofLap|ace transforms (page 273); new Remark dlscusslng the me-
chanics of partla|-nactlon decomposltlon (page 279); new much-expanded
dlscusslon ofthe proofofthe Lap|ace-transform exlstence theorem and lts
extenslon to lnc|ude theump dlscontlnultles that p|ay an lmportant ro|e ln
manypractlca|app|lcatlons(page286-287) .
Chapter 5: New Prob|ems 20-23 for student exp|oratlon ofthree-ral|way-
carssystemswlthdlerentlnltla|ve|ocltycondltlons(page392); newRemark
l||ustrating the re|atlon between matrlx exponentia| methods and the gener-
a|ized elgenva|ue methods dlscussedprevlous|y (page 416); new exposltlon
lnsertedatendofsectlontoexp|alntheconnectlonbetweenmatrlxvarlatlon
ofparametershereand(sca|ar)varlatlonofparametersforsecond-orderequa-
tlons dlscussedprevlous|ylnChapter3 (page427).
Chapter : New discusslon with new Flgures 6. 3.11 and 6. 3. 12 c|arlfylng
thedlerencebetweenrotatlngandnon-rotatlngcoordlnatesystemslnmoon-
earthorbltprob|ems(page473) .
Chapter 7: New remarks onphase p|ane portralts, autonomous systems,
and crltica| polnts (page 488-90); new lntroductlon of|lnearlzed systems
(page502); new 3-dimenslona|Flgures6. 5.18 and6. 5. 20 l||ustratlngLorenz
andRss|ertraectorles (page552-553).
Throughout the text, a|most 550 .o-pe ee.ea]es show students
vividplcturesofdlrectlonne|ds, so|utloncurves, andphasep|aneportraltsthatbrlng
symbo|lcso|utlonsofdlerentla|equatlonsto|lfe.
About15 .pp//../o-oa/esfo||owkey sectlonsthroughoutthetext. Thelr
puqoseistoaddconcreteapp|ledemphasl sandtoengagestudentsismoreexten-
slvelnvestlgatlonsthanaffordedbytyplca|exerclsesandprob|ems.
A so|ld-e/../e-p/.s/sprovldedwhereapproprlate(aslnChapter6 on
Numerlca|Methods)bythelnc|uslonofgenerlcnumerlca|a|gorlthmsanda|lmlted
numberofl||ustrativegraphlngca|cu|ator,BASIC,andMA1IAuroutlnes.
Organization and Content
Thetradltiona|organlzatlonofthlstextstl||accommodatesfreshnewmaterla|and
comblnatlonsoftoplcs. Forlnstance.
Thenna| two sectlonsofChapter1 (on popu|atlonsande|ementarymechan-

lcs)oeranear|ylntroductlontomathematlca|mode|lngwlthslgnlncantap-
p|lcatlons.
The nna| sectlon ofChapter 2 oers unusua||y ear|y exposure to endpolnt

Applications
Preface IX
prob|ems and elgenva|ues, wlth lnterestlng app|lcatlons to whlr|lng strlngs
andbuck|edbeams.
Chapter3 combinesacomp|eteandso|ldtreatmentoflnnnlteserles methods
wlthlnterestlngapp|lcatlonsofBesse|functlonslnlts nna|sectlon.
Chapter 4 combines a comp|ete and so|ld treatment of Lap|ace transform
methods wlth brlefcoverage of de|ta functlons and thelr app|lcatlons ln lts
nna|section.
Chapter 5 provldes an unusua||y Hexlb|e treatment of|lnear systems. Sec-
tlons 5.1 and 5. 2oeran ear|y, lntultlve lntroductlon to nrst-order systems
and mode|s. The chapter contlnues wlth a se|f-contalned treatment ofthe
necessary|lneara|gebra, and then presents the elgenva|ueapproachto|lnear
systems. Itlnc|udes an unusua| numberofapp|lcatlons (ranglng frombrlne
tanks toral|waycars)ofa||the varlous casesoftheelgenva|uemethod. The
coverageofexponentia|matrlces ln Sectlon5. 7l sexpandedfromear|leredl-
tlons.
Chapter 6 on numerlca| methods beglns ln Sectlon 6.1 wlth the e|ementary
Eu|er method for slng|e equatlons and ends ln Sectlon 6. 4wlth the Runge-
Kuttamethodforsystemsandapp|lcatlonstoorbitsofcomets andsate||ltes.
Chapter7 onnon|inearsystemsandphenomenarangesfromphasep|aneana|-
yslstoeco|oglca|andmechanica|systemstoanlnnovatlveconc|udlngsectlon
onchaos andblfurcatlon lndynamlca| systems. Sectlon7.6 presents an e|e-
mentary lntroductlontosuchcontemporarytoplcsasperlod-doub|lnglnblo-
|oglca|andmechanlca|systems, thepltchforkdlagram,andtheLorenzstrange
attractor(a||l||ustratedwlthvlvldcomputergraphlcs) .
Thl sbooklnc|udesadequatematerla|fordlerentlntroductorycoursesvary-
lngln |ength from a slng|e term to two quarters. The |ongerverslon, r/e-e.
n_ ee/./r,./os//soa. r./ei//e-s (0-13-600613-2), contalns
addltlona|chapters onFourlerserlesmethods andpartla|dlerentla|equatlons(ln-
c|udlngseparatlonofvarlab|esandboundaryva|ueprob|ems).
To samp|etherangeofapp|lcatlonslnthlstext, take a|ookatthefo||owlngques-
tlons.
Whatexp|alnsthecommon|yobserved|ag tlme between lndoorandoutdoor
dal|ytemperatureoscl||atlons!(Section1.5)
Whatmakesthedierencebetweendoomsdayandextlnctlonlna||lgatorpop-
u|atlons!(Section1.7)
Howdoaunlcyc|eandatwo-ax|ecarreactdlerent|ytoroadbumps! (Sec-
tlons2.6 and5. 5)
Whyareagpo|esho||owlnsteadofso|ld!(Sectlon3.6)
If a mass on a sprlng ls perlodlca||y struck with a hammer, how does the
behavlorofthe mass dependon the frequency ofthe hammer b|ows! (Sec-
tlon4.6)
Ifamovlngtralnhltstherearendofatralnofral|waycarsslttlngatrest,how
can lthappenthatustaslng|ecarls poppedothefrontendofthesecond
traln!(Section5. 5)
A Preface
Howcan youpredlctthetlmeofnextperlhe|lonpassageofanew|yobserved
comet!(Sectlon6. 4)
What determlnes whether two specles wl|| |lve harmonlous|y together, or
whethercompetltlonwl||resu|tln the extlnctlonofone ofthem andthe sur-
vlva|of theother! (Sectlon7. 4)
Why andwhen doesnon-|lnearlty|eadtochaoslnblo|oglca|andmechanlca|
systems!(Sectlon7. 6)
Applications and Solutions Manuals
Ackowledgments
Theanswersectlonhasbeenexpandedconslderab|ytolncreaseltsva|ueasa|em-
lngald. Itnowlnc|udestheanswers tomostodd-numberedprob|emsp|usagood
manyeven-numberedones. The 605-pageInstructor's Solutions Manual (0- I 3-
6006I 4-0) accompanylngthls book provldes worked-outso|utlonsformostofthe
prob|emslnthebook,andthe345-pageStudent Solutions Manual (0- I 3-6006I 5-
9) contalnsso|utlonsformostoftheodd-numberedprob|ems.
Theapproxlmate|y I5app|lcatlonmodu|eslnthetextcontalnaddltlona|prob-
|emandproectmaterla|deslgned|arge|ytoengage students lntheexp|oratlonand
app|lcatlonofcomputatlona|techno|ogy. Theselnvestlgatlonsareexpandedconsld-
erab|ylnthe320-page~pp//../osM../(0- I 3-600679-5)thataccompanlesthe
textandsupp|ementsltwlthabout30addltlona|app|lcatlonsmodu|es. Eachsectlon
lnthls manua|haspara||e| subsectlons UslngMap|e, UslngMathematlca,and
Uslng MA1IAuthat detal| the app|lcab|e methods and technlques ofeach sys-
tem,andwl||aord studentusers anopportunltytocomparethemerltsandsty|es
ofdlerentcomputatlona|systems.
Inpreparlngthlsrevlslonweprontedgreat|yfromtheadvlceandasslstanceofthe
fo||owlngverycapab|eandperceptlverevlewers.
RaymondA. C|aspad|e,
0/.es/-o)Me-p//s
SemlonGutman,
0/.es/-o)o//./o-.
Mlk|osBona,
0/.es/-o)i/o/a.
IrfanU|-Haq,
0/.es/-o)u/s.os/ i/.e.///e
Car|Lutzer,
ro./eseis/eo)e./o/oy
Slga|Gltt|leb,
0/.es/-o)M.ss../ses,n.-o/
It ls a p|easure to (once agaln) credlt Dennls K|etzlng and hls extraordlnary
Tpertlse forthe attractlvepresentatlonofboththe textandthe lnthls book.
Flna||y, but far from |east, I am especla||y happy to acknow|edge a new contrlb-
utorto thls eort, DavldCa|vls, who asslstedlnevery aspect ofthls revlslonand
contrlbutedtanglb|ytothelmprovementofeverychapterlnthebook.
C. H. E.
b.dwadS(m1ndSp1ng.COm
|

C1l/
cXump| e 1
First-Order
Differential Equations
1
he |aws ofthe unlverse are wrltten ln the |anguage ofmathematlcs. A|gebra
ls sufnclent to so|ve many statlc prob|ems, but the most lnterestlng natura|
phenomena lnvo|ve change and are descrlbed by equatlons that re|ate changlng
quantltles.
Because the derlvatlveax}a = ) , ; ofthefunctlon )l sthe rateatwhlch
the quantlty x = ), ; ls changlng wlth respect to the lndependent varlab|e , lt
ls natura| that equatlons lnvo|vlng derlvatlves are frequent|y used to descrlbe the
changlngunlverse. Anequatlonre|atlngan unknown functlonandoneormoreof
ltsderlvatlveslsca||edadiferential equation .
......
Thedlerentla|equatlon
ax
= x
a
lnvo|vesboththeunknownfunctlonx , ; andltsnrstderlvatlvex ,;=ax}a The
dlerentla|equatlon
a
y ay
ax
+
ax
+ y=+
lnvo|ves the unknown functlon y ofthe lndependent varlab|e x and the nrst two
derlvatlvesyandyofy
Thestudyofdlerentla|equatlonshasthreeprlnclpa|goa|s.
1. To dlscover the dlerentla| equatlon that descrlbes a speclned physlca|
sltuatlon.
Z. To nndelther exact|y or approxlmate|ythe approprlate so|utlon of that
equatlon.
J. To lnterprettheso|utlonthatlsfound.
\
Z Chapter I Fi rst-Order Di fferenti al Equati ons
cXump| eZ
In a|gebra, wetyplca||y seek the unknown numbers that satlsfy an equatlon
suchasx
+7x
:
- 11x+4I = 0. Bycontrast,lnso|vlngadlerentla|equatlon,we
arecha||engedtonndtheunknownfnctions , = ,(x) forwhlchanldentltysuch
as,' (x) = 2x,(x)thatl s, thedlerentla|equatlon
d,
= 2x,
dx
ho|ds on some lnterva| ofrea| numbers. Ordlnarl|y, we wl|| want to nnd all
so|utlonsofthedlerentla|equatlon,lfposslb|e.
Ifcl saconstantand
then
( x2 ) x) = Ce ,
= c2xex2 ,= (2x) cex2 ,= 2x,.
( I )
Thus every functlon ,(x) ofthe form l nEq. ( I ) satisfes-and thus l s a so|utlon
ofthedlerentla|equatlon
d,
= 2x,
dx
(2)
fora|| x. In partlcu|ar, Eq. ( I ) dennes an infnite faml|y ofdlerent so|utlons of
thls dlerentla| equatlon, oneforeach cholce ofthe arbltrary constant c By the
methodofseparatlonofvarlab|es(Sectlon I . 4)ltcanbeshownthateveryso|utlon
ofthedlerentla|equatlonln(2)lsoftheformlnEq.( I ).
Diferential Equations and Mathematical Models
Thefo||owlngthreeexamp|esl||ustratetheprocessoftrans|atlngsclentlnc|awsand
prlnclp|es lnto dlerentla| equatlons. In each ofthese examp|es the lndependent
varlab|elstlmet, butwewl||seenumerousexamp|eslnwhlchsomequantltyother
thantlmelsthelndependentvarlab|e.
@.||
Newtn' s|a
ofoohn,
ay stted
lnthls way. The time rte c,chage(th

rateofchangewlth respectto tlme t) ofthe temperature T(t) ofabody ls propor-
tlona|tothedlerencebetweenandthetemperature~ofthesurroundlngmedlum
TcmpcmmA
Tcmpcm1
FIGU 1.1.1. Newton' s law of
cooling, Eq. (3), describes the
cooling of a hot rock in water.
cXump| e4
(Flg. I . I . I ) . Thatl s,
d
= -/, - ~; . (3)
where /l s a posltlve constant. Observe that lf ~ ~, then dI Jdt < 0, sothe
temperature ls adecreaslngfunctlonoft andthe body ls coo|lng. Butlf < ~,
thendI }dt ~ 0, s othatl slncreaslng.
Thusthephyslca||awl strans|atedlntoadlerentla|equatlon. Ifweareglven
theva|uesof/and ~,weshou|dbeab|etonndanexp|lcltformu|aforT(t), and
thenwlth the ald ofthls formu|awecan predlctthe future temperature ofthe
body.
......
Torr|ce|| l ' s|aw lmp|lesthatthetime rte c
)
change ofthe vo|ume \ ofwaterlna
dralnlngtank(Flg. I . I . 2)ls proportlona|tothesquarerootofthedepth , ofwater
lnthetank.
d\
= -/.
a
(4)
I .I Di fferenti al Equati ons and Mathemati cal Model s J
where/lsaconstant. Ifthetanklsacy|lnderwlthvertlca|sldesandcross-sectlona|
area ~,then =~y,soa, a=~
,ay, a ; Inthls caseEq.,:;takesthefom

whereh =/,~ls aconstant.
ay
=-h.,
a
,;
g
-
u|
wl
th
cons
an
th
te
sl
s,
FIGUR 1.1.2. Torricelli' s law
of draining, Eq. ( 4), describes the
draining of a water tank.
lnmanyslmp|ecases,proportlona|totheslzeofthepopu|atlon. Thatls,
ai
- = /i. ,:;
a
where/l stheconstantofproportlona|lty.
LetusdlscussExamp|efurther. Notenrstthateachfunctlonofthefom
i( ) = ce
,:;
ls aso|utlonofthedlerentla|equatlon
ai
- = /i
a
ln,:;. We verlfythlsassertlonasfo||ows.
i
,;= c/e
=/ce
= /i( )
for a||rea| numbers Becausesubstltutlonofeach functlonofthefom glvenln
,:;lntoEq. ,:;producesanldentlty,a||suchfunctlonsareso|utlonsof Eq.,:;.
Thus, even lfthe va|ue ofthe constant/ ls known, the dlerentla| equatlon
ai , a = /ihas/]/e/y-cydlerentso|utlonsoftheformi,;=ce
,onefor
eachcholceofthearbltrary constantc Thls l styplca| ofdlerentla|equatlons.
Itls a|sofortunate, because ltmay a||owus to useaddltlona|lnformatlonto se|ect
fromamonga||theseso|utlonsapartlcu|aronethatntsthesltuatlonunderstudy .
Bl
Sups tha
(t) ce
.
ls theu|atlonofaco|onyofbacterlattl
:that
thepopu|atlonattlme = c(hours, h) was l ccc,andthatthepopu|atlondoub|ed
afterlh. Thl saddltlona|lnfomatlonabout i, ; yle|dsthefo||owlngequatlons.
l ccc= i,c;=ce
,
=c.
zccc=i, i ; =ce
Itfo||owsthatc= l cccandthate
= z,so/=ln z c. : l::.Wlththlsva|ue
of/thedlerentla|equatlonln,:)l s
ai
a
=(|n 2)F ,c. : l::; i.
Substltutlonof/=l nzandc= l ccclnEq. ,:;yle|dsthepartlcu|arso|utlon
i, ; = l ccce
= ( ccc,e
'
:
;
= i ccc
.
z
(becausee
'
:
=z;
that satlsnes the glven condltlons. Wecan use thls partlcu|ar so|utlonto predlct
future popu|atlons ofthe bacterla co|ony. For lnstance, the predlcted number of
bacterlalnthepopu|atlonafterone andaha|fhours (when= i . )ls
i( i . ) = l cccz
:
zszs.
4 Chapter I Fi rst-Order Di fferenti al Equati ons
c-l z c-6 c-1

6
+
z
-z
-+
-6
-
z -l
c--l z
FIGUR 1.1.3. Graphs of
P(t) =
with k = In 2.
ThecondltlonF(0) = i ccclnExamp|e:l sca||edaninitial condition be-
cause we frequent|y wrlte dlerentla| equatlons for whlch = cls the startlng
tlme. Flgure I . I . 3 shows severa| dlerentgraphs oftheformF( ) = ce
,
wlth
k =lnz Thegraphsofa||thelnnnlte|ymanyso|utlonsofai,a =kFlnfactn||
theentlretwo-dlmenslona|p|ane, andnotwolntersect. Moreover,these|ectlonof
any onepolnt F, ontheF-axls amounts to adetermlnatlonofF(0). Becauseex-
act|yoneso|utlonpassesthrougheachsuchpolnt, weseelnthlscasethatanlnltla|
condltlonF(0)=F, determlnesaunlque so|utlonagreelngwlththeglvendata.
Mathematical Models
Ourbrlefdlscusslonofpopu|atlongrowthlnExamp|es5and:l||ustratesthecrucla|
processof-c/e-c/.c/-oae//(Flg. I . l . 4),whlchlnvo|vesthefo||owlng.
1. Theformu|atlon ofarea|-wor|dprob|emlnmathematlca| terms, thatls, the
constructlonofamathematlca|mode| .
Z. Theana|yslsorso|utlonoftheresu|tlngmathematlca|prob|em.
J. The lnterpretatlon ofthe mathematlca| resu|ts lnthecontext oftheorlglna|
rea|-wor|dsltuatlonforexamp|e, answerlngthequestlonorlglna||yposed.
FIGUR 1. 1.4. The process of mathematical modeling.
Inthepopu|atlonexamp|e,therea|-wor|dprob|em ls thatofdetermlnlngthe
popu|atlonatsomefuture tlme. A mathematical model conslstsofa |lstofvarl-
ab|es(Fand;thatdescrlbetheglvensltuatlon,togetherwlthoneormoreequatlons
re|atlngthesevarlab|es,ai,a=kF, F(0) =F,)thatareknownorareassumedto
ho|d. Themathematlca|ana|yslsconslstsofso|vlngtheseequatlons(here,forF as
afunctlonof ; Flna||y, weapp|y thesemathematlca|resu|tstoattempttoanswer
theorlglna|rea|-wor|dquestlon.
As an examp|e ofthls process, thlnk ofnrstformu|atlng themathematlca|
mode| conslstlngoftheequatlonsai, a=kF, F(0) = l ccc,descrlblngthebac-
terlapopu|atlonofExamp|e : Thenourmathematlca| ana|yslsthereconslstedof
so|vlngfortheso|utlonfunctlon i, = l ccce
= l cccz
asourmathemat-
lca| resu|t. For an lnterpretatlon ln terms ofour rea|-wor|d sltuatlonthe actua|
bacterla popu|atlonwe substltuted = I . 5 toobtalnthe predlcted popu|atlonof
F( I . 5) zszsbacterlaafter I . 5 hours. If,forlnstance,thebacterlapopu|atlonls
growlngunderldea|condltlonsofun|lmltedspaceandfoodsupp|y, ourpredlctlon
maybequlte accurate, lnwhlch case weconc|udethatthemathematlca|mode| ls
qulteadequateforstudylngthl spartlcu|arpopu|atlon.
Ontheotherhand,ltmaytumoutthatnoso|utlonofthese|ecteddlerentla|
equatlon accurate|y nts the actua|popu|atlonwe're studylng. Forlnstance,foro
cholceoftheconstantscandkdoestheso|utlonF,;=ce
,
' lnEq. ,:;accurate|y
cXump| e
I .I Di fferenti al Equati ons and Mathemati cal Model s 5
descrlbethe actua| growthofthe human popu|atlonofthewor|doverthe pastfew
centurles. We mustconc|ude that the dlerentla| equatlon ai,a = /ils lnad-
equate formode|lng the wor|d popu|atlon-whlch ln recent decades has |eve|ed
o as compared wlth the steep|y c|lmblng graphs ln the upper ha|f ,i > c;of
Flg. l l Wlth sufnclentlnslght, we mlghtformu|ateanew mathematlca|mode|
lnc|udlngaperhapsmorecomp|lcateddlerentla|equatlon,onethatthattakeslnto
accountsuchfactorsasa|lmltedfoodsupp|yandtheeectoflncreasedpopu|atlon
onblrthanddeathrates. Wlththeformu|atlonofthls newmathematlca|mode|,we
mayattempttotraverseonce agalnthedlagramofFlg. l i :lnacounterc|ockwlse
manner. Ifwecan so|vethe new dlerentla| equatlon, wegetnew so|utlon func-
tlons to compare wlth the rea|-wor|dpopu|atlon. Indeed, a successfu| popu|atlon
ana|yslsmayrequlrerennlngthemathematlca|mode|stl||furtherasltlsrepeated|y
measuredagalnstrea|-wor|dexperlence.
ButlnExamp|e:weslmp|ylgnoredanycomp|lcatlngfactorsthatmlghtaf-
fect our bacterla popu|atlon. Thls made the mathematlca| ana|ysls qulte slmp|e,
perhapsunrea|lstlca||yso. Asatlsfactorymathematlca|mode|lssubecttotwocon-
tradlctoryrequlrements. Itmustbesufnclent|ydetal|edtorepresenttherea|-wor|d
sltuatlonwlthre|atlveaccuracy, yetltmustbesumclent|yslmp|etomakethemath-
ematlca| ana|yslspractlca| . Ifthe mode| ls so detal|ed that ltm||y represents the
physlca|sltuatlon,then themathematlca|ana|yslsmaybetoodlmcu|ttocarryout.
Ifthemode| ls too slmp|e, theresu|tsmay be so lnaccurateastobeuse|ess. Thus
therelsanlnevltab|etradeobetweenwhatlsphyslca||yrea|lstlcandwhatlsmath-
ematlca||yposslb|e. The constructlonofamode| thatadequate|y brldges thls gap
between rea|lsm and feaslbl|lty ls therefore the most crucla| and de|lcate step ln
the process. Ways must be found to slmp|lfy the mode| mathematlca||y wlthout
sacrlnclngessentla|featuresoftherea|-wor|dsltuatlon.
Mathematlca|mode|sare dlscussedthroughoutthl sbook. Theremalnderof
thl slntroductorysectlonls devotedtoslmp|eexamp|esandtostandardtermlno|ogy
usedlndlscusslngdlerentla|equatlonsandthelrso|utlons.
Examples and Terminolog
Ifclsaconstantandy,x; = i,,c- x; , then
lfx = c Thus
ay i
:
= = y
ax ,c- x;
:
l
y,x; =
c- x
dennesaso|utlonofthedlerentla|equatlon
ay
:
- = y
ax
(8)
(9)
onany lnterva|ofrea| numbers not contalnlngthepolntx = c Actua||y, Eq. (8)
dennesaoe pcm-ee)c-//yofso|utlonsofay,ax = y
:
,oneforeachva|ueof
thearbltrary constantorparameterc Wlthc= iwegetthepartlcu|arso|utlon
i
y,x; =
l - x
thatsatlsnesthelnltla|condltlony,c;= l AslndlcatedlnFlg. l i , thlsso|utlon
lscontlnuousonthelnterva| (c, i ; buthasavertlca|asymptoteatx=i

cXump| ed
:x
:
y+y=c , i c;
fora||x ~ 0.
Sol uti on Flrstwecomputethederlvatlves
ThensubstltutlonlntoEq. , i c;yle|ds
lfxl sposltlve,sothedlerentla|equatlonl ssatlsnedfora||x ~ 0.
Thefactthatwecan wrlte adlerentla| equatlon ls not enoughtoguarantee
thatlthasaso|utlon. Forexamp|e,ltlsc|earthatthedlerentla|equatlon
( i l )
has o (rea|-va|ued)so|utlon, becausethe sum ofnonnegatlvenumberscannotbe
negatlve. Foravarlatlononthlstheme,notethattheequatlon
( l z)
obvlous|yhas on|ythe(rea|-va|ued) so|utlony,x; = c Inourprevlousexamp|es
anydlerentla|equatlonhavlngat|eastoneso|utlonlndeedhadlnnnlte|ymany.
The order ofadlerentla|equatlonls theorderofthehlghestderlvatlvethat
appears ln lt. The dlerentla| equatlon ofExamp|e s ls ofsecondorder, those ln
Examp|eszthrough:arenrst-orderequatlons,and
ls a fourth-order equatlon. The most genera| form of an nth-order dlerentla|
equatlon wlth lndependentvarlab|exandunknownfunctlonordependentvarlab|e
y=y,x; l s
i,
c x. y. y . y . , y = . , ( ;
whereil saspeclncrea|-va|uedfunctlonof+zvarlab|es.
Ouruseofthe wordso//ohasbeenuntl|nowsomewhatlnforma|. To be
preclse,wesaythatthecontlnuousfunctlon=,x;l sasolution ofthedlerentla|
equatlonln, i ;on the interval iprovldedthatthederlvatlves
,, . . . ,
exlst
oniand
i,
c x, , , , . =
for a|| x ln i For the sake ofbrevlty, we may say that = ,x; satisfes the
dlerentla|equatlonln, l ; oni
Hemarkt Reca||frome|ementaryca|cu|usthatadlerentlab|efunctlonon
an open lnterva| ls necessarl|y contlnuous there. Thls ls why on|y a contlnuous
functlon can qua|lfy as a (dlerentlab|e) so|utlon ofa dlerentla| equatlon onan
lnterva| .
cXump| e
COlI|lUCO
cXump| e
:
y= ll(~x)
-:
-: :
x
FIGURE 1. 1.5. The solution of
y' = y
2
defned by
y(x) = lf,l - x) .
:
x
FIGURE 1.1.6. The three
solutions ][(x) = 3 cos 3x,
Y
2
(
X) = 2 sin 3x, and
Y3(X) = -3 cos 3x + 2 sin 3x of
the diferential equation
y" + 9y = 0o
______ __ ........ ..... ..... ... . . .... . . . ... . ... ....... . ... ...
Flgure i l showsthetwo 'connectedbranchesofthegraphy= IJ(I - x) The
|eft-handbranchls thegraphofa(contlnuous)so|utlonofthedlerentla| equatlon
y=y
:
thatls dennedonthelnterva| ( -cg l ; Therlght-handbranchlsthegraph
ofaa_ eeso|utlonofthe dlerentla| equatlonthat ls denned(and contlnuous)
onthedlerentlnterva| , l . ) . So the slng|eformu|ay(x) = IJ(I - x) actua||y
dennes two dlfferent so|utlons (wlth dlerent domalns ofdennltlon) ofthe same
dlerentla|equatlony=y
:

IfA andB areconstantsand
y(x) =Acos3x +B sln3x,
then twosuccesslvedlfferentlatlonsyle|d
y (x) =3A sln 3x + 3B cos 3x,
y
(x) =9A cos 3x 9B sln 3x =-y(x)
(I4)
for a||x Consequent|y, Eq , l :;dennes what ltls natura| to ca|| amo pcc-ee
)c-//y ofso|utlonsofthesecond-orderdlerentla|equatlon
y
+y=c (I5)
on the who|e rea| number |lne Flgure I I 6 shows the graphs ofsevera| such
so|utlons
A|thoughthedlerentla|equatlonsln(I I ) and(I 2)areexceptlonstothegen-
era| ru|e, we wl|| see that an nth-order dlfferentla| equatlon ordlnarl|y has an n-
parameterfaml|yofso|utlonsonelnvo|vlngdlerentarbltraryconstantsorpa-
rameters
InbothEqs(I I ) and, l z;, theappearanceofyasanlmp|lclt|ydennedfunc-
tloncausescomp|lcatlons Forthlsreason, wewl|| ordlnarl|y assumethatanydlf-
ferentla|equatlonunderstudycanbeso|vedexp|lclt|yforthehlghestderlvatlvethat
appears, thatl s, thattheequatloncanbewrlttenlntheso-ca||edoc/)o-
(
,
)
G
(
,
~[
)
(I6) y
x. y. y . y . . y ,
where G ls area|-va|uedfunctlonof+ I varlab|es Inaddltlon, wewl||a|ways
seekon|yrea|-va|uedso|utlonsun|esswewmthereaderotherwlse
A|| thedlerentla|equatlonswehavementlonedsofarare ordinary dler-
entla|equations,meanlngthatthe unknownfunctlon(dependentvarlab|e)depends
onon|y a s//e lndependentvarlab|e Ifthe dependent varlab|e ls afunctlon of
twoormorelndependentvarlab|es,thenpartla|derlvatlvesare|lke|ytobelnvo|ved,
lftheyare, theequatlon ls ca||eda partial dlerentla|equatlon Forexamp|e,the
temperature=,x. ; ofa|ongthlnunlformrod atthe polntx attlme satlsnes
(underapproprlateslmp|econdltlons)thepartla|dlerentla|equatlon
-
=/
-
:
- -x
:
where / ls a constant (ca||ed the /ec/a_ s/./- ofthe rod) In Chapters I

through :wewl||beconcemedon|ywlthoa/c dlerentla|equatlonsandwl||
refertothemslmp|yasdlerentla|equatlons
Inthl schapterweconcentrateon]s oae dlerentla|equatlonsoftheform
ay
ax
=),x. y; (I :)
Chapter I Fi rst-Order Di fferenti al Equati ons
cXump| e 1
We a|sowl|| samp|e thewlderange ofapp|lcatlons ofsuchequatlons. A typlca|
mathematlca|mode|ofanapp|ledsltuatlonwl||bean initial value problem, con-
slstlngofadlerentla|equatlonoftheformln(I7)togetherwlthan initial condi
tion y,x,; = y, Notethatweca||y,x,; = y,an lnltla|condltlon whether ornot
x,= cTo solve thelnltla|va|ueprob|em
ay
ax
=),x,y; . y,x,;=y, , i s;
means to nnd a dlerentlab|e functlon y = y,x; that satlsnes both condltlons ln
Eq., i s;onsomelnterva|contalnlngx,
Clven the so|utlon y,x; = IJ(C - x; ofthe dlerentla| equatlon ay}ax = y
dlscussedlnExamp|e7, so|vethelnltla|va|ueprob|em
ay
:
- =y , y, l ; =z
ax
Sol uti on We needon|ynndava|ueofC sothattheso|utlony,x; = IJ( C - x; satlsnesthe
lnltla|condltlony, l ; = z Substltutlonoftheva|uesx = I andy=zlntheglven
so|utlonyle|ds
:
|
|
y=2/|3 2)
|
|
\
( l ,
.
.-3/2
.
~:
~:
,
X
|
|
|
:
FIGUR 1.1.7. The solutions of
y' = y
-
defned by
y(x) = 2/ (3 - 2x).
I
z=y, i ; =
C - I
`
so 2C - z = i , and hence C = . Wlth thls va|ue ofC weobtaln the deslred
so|utlon
I z
y,x;
=
z
_ - x - x
Flgure I . I . 7 showsthetwobranchesofthe graph y = z},- zx; The|eft-hand
branch ls the graphon (-c, ,ofthe so|utlonofthe glvenlnltla| va|ueprob|em
y= y
:
, y,;= z Therlght-handbranchpassesthroughthepolnt ,z,-z;andl s
thereforethegraphon ,,c)ofthe so|utlonofthedlerentlnltla| va|ueprob|em
y= y
:
,y,z;= -z
Thecentra|questlonofgreatestlmmedlatelnteresttouslsthls. Ifweareglven
adlerentla|equatlonkuowntohaveaso|utlon satlsfylngaglvenlnltla|condltlon,
how do we actua||y]a or .o-pe that so|utlon! And, once found, what can
we do wlth lt! We wl|| see that a re|atlve|yfew slmp|e technlquesseparatlon
of varlab|es (Sectlon i .:;, so|utlon of|lnear equatlons (Sectlon I . 5), e|ementary
substltutlon methods (Sectlon I . 6)are enough to enab|e usto so|ve a varlety of
nrst-orderequatlonshavlnglmpresslveapp|lcatlons.
h|
^
-.
In Prblems 1 thrugh I2, veri by substitution that each
given fnction is a solution of the given diferential equation.
Thrughout these prblems, primes denote derivatives with re
spect to x.
1. y' = x
-
; y = x
3
+ 7
2. y' + 2y = 0; ] = 8
-
`
3. y" + 4y = 0; ]
) = cos 2x, ]
-
= sin 2x
4. y
"
=
9
y; ])
= e
3
` .]
-
= e
3
`
5. y' = y + 2e` ; y = eX - e-X
6. y
" + 4y' + 4y = 0; ]
J
= e
-
` , ]
-
= xe
-
-
`
7. ] - 2y' + 2y = 0; ]
J
= eX cosx, ]
-
= eX sinx
8. y
"+y = cos 2x, ]| = cosx-cos 2x, ]
-
= sinx-cos 2x
l
9. y' + 2xy
2
= 0; ] =
I +x
-
l
10. x2y" + xy' - ] = lnx; ] = x - lnx, ]
-
= - - lnx
x
1 lnx
11. x2y" +5xy' +4y = 0; ] = . ] = -
2 X X
12. x2y" - xy' + 2y = 0; ] =x cos(lnx) , ] =x sin (In x)
In Prblems IJthrugh 16, substitute y = erx into the given
diferential equation to determine all values of the constant r
for which y = erx is a solution of the equation.
13. 3y' = 2y 14. 4y" = y
1
5. y" + y' - 2y = 0 16. 3y" + 3y' - 4y = 0
In Prblems I7thrugh 2, frst veri that y(x) satisfes the
given diferential equation. Then deterine a value of the con
stant C so that y(x) satisfes the given initial condition. Use a
computer or graphing calculator (desired) to sketch several
tpical solutions of the given dif erential equation, and high
light the one that satisfes the given initial condition.
17. y' + y = 0; y(x) = Ce-X , y(O) = 2
18. y' = 2y; y(x) = Ce2x, y(O) = 3
19. y' = y + 1 ; y(x) = Cex - I, y(O) = 5
20. y' =x - y; y(x) = Ce-X + x - I, y(O) = 1 0
21. y' + 3x2y = 0; y(x) = Ce-x
3
, y(O) = 7
22. eYy' = 1 ; y(x) = In(x + C), y(O) = 0
dy
23. x
dx
+ 3y = 2x5; y(x) = x5 + Cx-
3
, y(2) = 1
24. xy' - 3y =x
3
; y(x) =x
3
(C + lnx), y(l) = 1 7
25. y' = 3x2 (y2
+ 1 ) ; y(x) = tan(x
3
+ C), y(O) = 1
26. y' + y tanx = cosx; y(x) = (x + C)cosx, y(r) = 0
In Prblems 27thrugh JI, a fnction y = g (x) is described
by some geometric prpert of its graph. Write a dif erential
equation of the for dyjdx = f(x, y) having the fnction g
as its solution (or as one of its solutions).
27. The slope of the graph of g at the point (x, y) is the sum
of x and y.
28. The line tangent to the graph of g at the point (x, y) inter
sects the x-axis at the point (xj, 0).
29. Every straight line normal to the graph of g passes through
the point (0, 1 ) . Can you guess what the graph of such a
function g might look like?
30. The graph of g is normal to every curve of the form
y =x2
+ k (k is a constant) where they meet.
31. The line tangent to the graph of g at (x, y) passes through
the point ( -y, x).
In Prblems 32 thrugh J, write-in the manner of Eqs. (J)
thrugh () of this section-a dif erential equation that is a
mathematical model of the situation described.
32. The time rate of change of a population P is proportional
to the square root of P.
33. The time rate of change of the velocity v of a coasting
motorboat is proportional'to the square of v.
34. The acceleration dvjdt of a Lamborghini is proportional
to the diference between 250 K and the velocity of the
car.
35. In a city having a fxed population of P persons, the time
rate of change of the number of those persons who have
heard a certain rumor is proportional to the number of
those who have not yet heard the rumor.
36. In a city with a fxed population of P persons, the time rate
of change of the number of those persons infected with
a certain contagious disease is proportional to the product
of the number who have the disease and the number who
do not.
In Prblems 37 thrugh 42, deterine by inspection at least
one solution of the given dif erential equation. That is, use
your knowledge of derivatives to make an intelligent guess.
Then test your hypothesis.
37. y" = 0 38. y' = y
39. xy' + y = 3x2 40. (y')2
+ y2 = 1
41. y' + y = eX 42. y" + y = 0
43. (a) If k is a constant, show that a general (one-parameter)
solution of the diferential equation
dx
= kx
2
dt
is given by x(t ) =lj (C -kt ) , where C is an arbitrary
constant.
(b) Determine by inspection a solution of the initial value
problem x' = kx2, x (0) =O.
44. (a) Continuing Problem 43, assume that k is positive, and
then sketch graphs of solutions of x' = kx2 with sev
eral typical positive values of x(O).
(b) How would these solutions difer if the constant k
were negative?
45. Suppose a population P of rodents satisfes the diferen
tial equation dPjdt = kp2. Initially, there P (O) = 2
rodents, and their number is increasing at the rate of
dPjdt = 1 rodent per month when there are P = 1 0 ro
dents. How long will it take for this population to grow
to a hundred rodents? To a thousand? What's happening
here?
46. Suppose the velocity v of a motorboat coasting in water
satisfes the diferential equation dvjdt = kv2. The initial
speed of the motorboat is v(O) = 10 meters per second
(ms), and v is decreasing at the rate of 1 ms
2
when v =5
ms. How long does it take for the velocity of the boat u
decrease to 1 ms? To ms? When does the boat come
to a stop?
47. In Example 7 we saw that y(x) = lj (C - x) defnes a
one-parameter family of solutions of the diferential equa
tion dyjdx = y2. (a) Determine a value of C so that
y(lO) = 1 0. ..Is there a value of C such that y(O) =O?
Can you nevertheless fnd by inspection a solution of
dyjdx = y2 such that y(O) = O? (c) Figure 1 . 1 . 8 shows
typical graphs of solutions of the form y(x) =lj (C -x).
Does it appear that these solution curves fll the entire xy
plane? Can you conclude that, given any point (a, b) in
the plane, the diferential equation dyjdx = y2 has ex
actly one solution y(x) satisfying the condition y(a) = b?
\ 0 Chapter I Fi rst-Order Di fferenti al Equati ons
c--l c--I c-0 c-I c-l c-1
1
l
c-+
.aa
sa
-a
a
la
~ 0*
- l0
- +0
-a
sa
X
FIGURE 1. 1.S. Graphs of solutions of the
equation dyjdx = y2.
FIGURE 1. 1.9. The graph y = CX
4
for
various values of C.
48. (a) Show that y(x) = CX
4
defnes a one-parameter fam
ily of differentiable solutions of the diferential equation
xy' = 4y (Fig. ..Show that
y(x) =
_x
4
if x 0,
X
4
if x 0
defnes a diferentiable solution of xy' = 4y for all x, but
is not of the form y(x) = CX
4
. (c) Given any two real
numbers u and b, explain why-in contrast to the situa
tion in part (c) of Problem 47-there exist infnitely many
diferentiable solutions of xy' = 4y that all satisfy the
condition y(u) = b.
The nrst-orderequatlon d,Jdx = ](x , ,) takes an especla||y slmp|eform lfthe
rlght-hand-sldefunctlon]doesnotactua||yl nvo|vethedependentvarlab|e,, so
d,
dx
=](x) .
I nthl sspecla|caseweneedon|ylntegratebothsldesofEq. (I )toobtaln
,(x) =](x) dx+C.
(I )
(2)
Thlsls ageneral solution ofEq.(I ), meanlngthatltlnvo|vesanarbltraryconstant
C, andforeverycholceofC ltls a so|utlonofthedlerentla| equatlon ln(I ) . If
G(x) ls apartlcu|arantlderlvatlveof]thatls, lfG' (x) = ](x)then
,(x) =G(x) +C. ,;
The graphs of any two such so|utlons ), (x) = G(x) +C and )
:
(x) =
G(x)+ C
:
onthesamelnterva|iepara||e|lnthesensel||ustratedbyFlgs. I . 2. I
and I . 2. 2. There we see thatthe constant C ls geometrlca||ythevertlca|dlstance
betweenthetwocurves, (x) =G(x) and,(x) =G(x) +C.
To satlsfyanlnltla|condltlon,(x,) =),, weneedon|ysubstltutex =x, and
, =), lnto Eq. ,;toobtaln), = G(x,) +C, sothatC =), - G(x,) . Wlththls
cholceofC,weobtalntheparticular solution of Eq.(I )satlsfylngthelnltla|va|ue
prob|em
d
d)
x
=](x) , ( ) , x, =),
cXump| e 1
I . Z I ntegral s as General and Parti cul ar Sol uti ons \ \
:
z
.
z
:
-
+ : z . . z : +
X
c~.
c-z
+
z
z
-+
0 z -
X
FIGURE 1.2.1. Graphs of FIGURE 1.2.2. Graphs of
y = x
2
+ C for various values of C.
y = sin x + C for various values of
Wewl||seethatthl sl sthetyplca|pattemforso|utlonsofnrst-orderdlerentla|
equatlons. Ordlnarl|y, we wl|| nrst nnd a eem/so//olnvo|vlng an arbltrary
constantC. Wecanthenattempttoobtaln, byapproprlatecholceofC, apc/./c
so//osatlsfylngaglvenlnltla|condltlony,x,;=y,
Hemarkt As thetermlsusedl ntheprevlousparagraph,aee/so//o
ofanrst-orderdlerentla|equatlon ls slmp|yaone-parameterfaml|yofso|utlons.
A natura| questlon ls whether a glven genera| so|utlon contalns e.epartlcu|m
so|utlon of the dlerentla| equatlon. When thls ls known to be true, we ca|| lt
the genera| so|utlon of the dlerentla| equatlon. For examp|e, because any two
antlderlvatlves ofthe samefunctlon ](x) can dler on|yby aconstant, ltfo||ows
thateveryso|utlonofEq.(I ) lsoftheformln(2) Thus Eq. (2)servestodennethe
genera|so|utlonof(I )
So|vethelnltla| va|ueprob|em
d,
- =2x +3, ,(I ) =2
dx
Sol ution
Integratlonofbothsldesofthedlerentla|equatlonaslnEq. (2)lmmedlate|yyle|ds
+
z
-+
-
s
- -+ z z +
X
FIGURE 1.2.3. Solution curves
for the diferential equation in
Example
thegenera|so|utlon
y(x) =(2x+ 3)dx
-
x
:
+3x+C.
Flgure I 2 3 shows the graph y = x
:
+ 3x + C forvarlousva|ues of C. The
partlcu|arso|utlon we seekcorrespondsto the curve that passes through thepolnt
(I , 2), therebysatlsfylngthelnltla|condltlon
y, i ; =(I )
:
+3
(I ) +C =2
Itfo||owsthatC =2, sothedeslredpartlcu|arso|utlonl s
y(x) =x
:
+3x 2
\ 2 Chapter I Fi rst-Order Di fferenti al Equati ons

Second-order equatons. The observatlon that the specla| nrst-order equatlon
ay, ax=),x; lsreadl|yso|vab|e(provldedthatanantlderlvatlveof)canbefound)
extendstosecond-orderdlerentla|equatlonsofthespecla|form
,:;
ln whlchthe functlonon the rlght-handsldelnvo|vesneltherthedependentvarl-
ab|eynorltsderlvatlveay, ax. Weslmp|ylntegrateoncetoobtaln
=y
,x; ax=,x; ax=o,x; +c.
where o ls an antlderlvatlve of and c, ls an arbltrary constant. Then another
lntegratlonyle|ds
y,x; =y
,x; ax= o,x; +cax=o,x; ax+c, x+c

:
g
where C
:
ls a second arbltrary constant. In eect, the second-order dlerentla|
equatlon ln ,:; ls one that can be so|ved by so|vlng successlve|y the]s oae
equatlons
ac
ax
=,x; and
Velocity and Acceleration
ay
- =c ,x;
ax
Dlrectlntegratlonls sumclenttoa||owus toso|veanumberoflmportantprob|ems
concemlng the motlon ofa partlc|e (or-.sspo/;lnterms oftheforces actlng
onlt. The motlonofapartlc|ea|ongastralght|lne (thex-axls)lsdescrlbedbylts
position function
x=), ;
glvlngltsx-coordlnateattlme Thevelocity ofthepartlc|el sdennedt obe
c, ; =)
,; , thatls,
ax
c = .
a
Itsacceleration c ,;l sc,;=c
,;=x ,; ,lnLelbnlznotatlon,
ac a
:
x
. = =
a a
:
(5)
(6)
(7)
Equatlon(6)l ssometlmesapp|ledeltherlnthelndennltelntegra|formx,;=
,c ,; aorlnthedennltelntegra|form
x ,; =x,,;+,
c ,s; .
whlchyou shou|drecognlzeasastatementofthefundamenta|theoremofca|cu|us
(preclse|ybecauseax, a=c;
cXump| eZ
I .2 I ntegral s as General and Parti cul ar Sol uti ons 1 J
Newton' sse.oa/.o)-o/osaysthatlfaforce i,; actsonthepartlc|e
andlsdlrecteda|ong lts|lneofmotlon,then
-. ,;=i,; , thatls, i=-., ,s;
where - ls the mass ofthepartlc|e. Iftheforce i l sknown, thentheequatlon
x,) = i,;}-canbelntegrated twlceto nnd theposltlonfunctlonx(r) lnterms
oftwo constantsoflntegratlon. Thesetwo arbltrary constantsarefrequent|ydeter-
mlnedby the initial position x, = x(0) and the initial velocity :, = c,c;ofthe
partlc|e.
Constant acceleratin. Forlnstance, suppose thattheforce i, andtherefore the
acce|eratlon.=i }-,are.os.Thenwebeglnwlththeequatlon
ac
- =. ,.ls aconstant)
a
andlntegratebothsldestoobtaln
c ,; =. a = . + c,
,;
Weknow that c = :, when = 0, and substltutlon ofthls lnformatlon lntothe
precedlngequatlonyle|dsthefactthatc, =:,So
Asecondlntegratlonglves
ax
c ,; = - =.+:,
a
x ,; =c , ; a=,.+c,;a= ,.
:
+c,+c
:
,
andthesubstltutlon=0,x =x,glvesc
:
=x,Therefore,
x ,; = ,.
:
+c,+x,
(I0)
(I I )
Thus, wlthEq. (I 0)wecannndtheve|oclty,andwlthEq.(I I ) theposltlon,of
thepartlc|eat any tlmeln termsoflts.os.acce|eratlon., ltslnltla|ve|oclty
c,,andltslnltla|posltlonx,
A |unar |ander ls fa||lng free|ytoward the surface ofthe moon at a speed of450
meters per second (mJs). Its retrorockets, when nred, provlde a constant dece|-
eratlon of2. 5meterspersecondpersecond (mJs
:
) (thegravltatlona|acce|eratlon
producedbythemoonlsassumedtobelnc|udedlntheglvendece|eratlon). Atwhat
helghtabovethe|unarsurfaceshou|dtheretrorocketsbeactlvatedtoensureasoft
touchdown ,c=0atlmpact) !
1 4 Chapter I Fi rst-Order Di fferenti al Equati ons
Sol ution We denote byx ,; thehelght ofthe|unar |ander abovethesurface, as lndlcated
Lunmsuace
FIGUR 1.2.4. The lunar lander
of Example 2.
ln Flg. I . 2.4. We |et = 0 denote the tlme at whlch the retrorockets shou|dbe
nred. Then :, = -450(mJs, negatlve becausethehelghtx,; ls decreaslng), and
=+2. 5, becauseanupwardthrustlncreasestheve|ocltyc(a|thoughltdecreases
thespeea c ; ThenEqs.( I 0)and( I I ) become
c ,; =2. 5- 450 ( I 2)
and
x,; = I . 25r
:
- 450t+x, . ( I 3)
wherex,ls thehelghtofthe|anderabovethe|unarsurfaceatthetlme =0when
theretrorocketsshou|dbeactlvated.
FromEq.( I 2)weseethatc=0(softtouchdown)occurswhen=450J2.5=
I S0s (thatls, 3 mlnutes) , thensubstltutlonof= I S0,x=0lntoEq.( I 3)yle|ds
x,=0- ( I . 25) ( I S0)
:
+450( I S0) =40, 500
metersthatls, x, =40. 5k 25 ml|es. Thustheretrorocketsshou|dbeactl-
vatedwhenthe|unar|anderls40. 5kl|ometersabovethesurfaceofthemoon,andlt
wl||touchdownsoft|yonthe|unarsurfaceafter3mlnutesofdece|eratlngdescent.
Physical Units
Numerlca| work requlresunltsforthe measurementofphyslca| quantltles such as
dlstance and tlme. We sometlmesusead hoc unltssuch asdlstance ln ml|esor
kl|ometersandtlmelnhourslnspecla|sltuatlons(suchaslnaprob|emlnvo|vlng
an auto trlp). However, the foot-pound-second (fps) and meter-kl|ogram-second
(mks) unltsystemsareusedmoregenera||ylnsclentlncandenglneerlngprob|ems.
In fact, fps unlts are common|y used on|y lnthe Unlted States (and afewother
countrles), whl|emksunltsconstltutethestandardlntematlona|systemofsclentlnc
unlts.
Force pound (lb) newton (N)
Mass slug kilogram (kg)
Di stance foot (h) meter (m)
Time second (s) second (s)
g 32 ftls
2
rs
2
The |ast|lneofthl stab|e glves va|uesforthe gravltatlona| acce|eratlon _ at
the surface ofthe earth. A|though these approxlmate va|ues wl|| sumcefor most
examp|esandprob|ems,moreprecl seva|uesare9. 7S05 mJs
:
and32. 0SSftJs
:
(at
sea|eve|attheequator).
Bothsystemsarecompatlb|ewlthNewton' ssecond|awi=. ThusI Nls
(bydennltlon)theforcerequlredtol mpartanacce|eratlonofI mJs
:
toamassofI
kg. Slml|ar|y, I s|ug ls (by dennltlon)themassthatexperlencesan acce|eratlonof
I ftJs
:
underaforceofI |b. (Wewl||usemks unltsln a||prob|emsrequlrlngmass
unltsandthuswl||re|yneeds|ugstomeasuremass.)
I .2 I ntegral s as General and Parti cul ar Sol uti ons 1 5
Inchesandcentlmeters (aswe||asml|esandkl|ometers)a|so8 common|y
used lndescrlblngdlstances. Forconverslonsbetweenfpsandmksunltslthe|psto
rememberthat
Forlnstance,
I ln.=2.54cm(exact|y) and I lb 4. 44SN.
I ft = I2ln. Z 2. 54
m
=30. 4Scm,
rn.
andltfo||owsthat
I ml=52S0ftZ 30.4S
cm
= I 60934. 4cm I . 609k.
ft
ThusapostedU. S. speed|lmltof50mlJhmeansthatlnlntematlona|termsthe
|ega|speed|lmltls about 50 Z I . 609 S0. 45kmJh.
Vertical Motion with Gravitational Acceleration
The weight uofabodyl stheforceexertedonthebodybygravlty. Substltutlon
of.=,andi= ulnNewton' ssecond|awi=-.glves
u = -, (I4)
forthewelghtuofthemass-atthesurfaceoftheearth(where, 32ftJs
:
9. S
mJs
:
).Forlnstance, amassof-=20kghasawelghtofu
-
(20kg)(9. SmJs
:
) -
I 96N.Slml|ar|y,amass-welghlng I 00poundshas mkswelght
soltsmassl s
u=( I 00|b)(4.44SNJ|b)=444. SN,
u 444. S N
-= = 45.4kg.
, 9. SmJs
:
Todlscussvertlca|motlonlt ls natura| tochoosethe,-axlsas thecoordlnate
systemforposltlon,frequent|y wlth , =0correspondlngto 'ground|eve|. Ifwe
choosethep.adlrectlonastheposltlvedlrectlon,thentheeectofgravltyona
vertlca||ymovlngbody lstodecreaseltshelghtanda|sotodecreaseltsve|ocltyu -
ay}a Consequent|y,lfwelgnorealrreslstance, thentheacce|eratlon.=ac}aof
thebody lsglvenby
ac
- = -,
a
( I 5)
Thls acce|eratlon equatlon provldes a startlng polnt ln many prob|ems lnvo|vlng
vertlca|motlon. Successlvelntegratlons(aslnEqs. ( I 0)and( I I ) yle|dtheve|oclty
andhelghtformu|as
c ,; = -,+:, ( I 6)
and
( I 7)
Here, y,denotesthelnltla|,=0)helghtofthebodyand:,ltslnltla|ve|oclty.
cXump| e
)-axis
-axis
FIGUR 1.2.5. A swimmer's

problem (Example 4).
cXump| e4
(a) Supposethataba|| ls thrown stralght upward from the ground ,
y, = 0)wlth
lnltla|ve|oclty:,= 96 (ftJs, soweuse,= 32ftJs
:
ln qs unlts). Then ltreaches
ltsmaxlmumhelghtwhenltsve|oclty(Eq. ( I 6) lszero,
u (r) =-32t +96=0,
andthuswhenr =3 s. Hencethemaxlmumhelghtthattheba||attalnsls
,(3) = -|
.
32
.
3
:
+96
.
3 +0= I 44(ft)
(wlththe aldofEq. ( I 7) .
(b) Ifanarrowlsshotstralghtupwardfromthegroundwlthlnltla|ve|oclty:,=49
(mJs, soweuse,=9. SmJs
:
lnmksunlts),thenltretumstothegroundwhen
, (r)=-|
.
(9. S) r
:
+49r =(4. 9) r (-r +I 0) =0,
andthusafter I 0sl nthealr.
A Swmmer
'
s Problem
Flgure I . 2. 5showsanorthward-owlngrlverofwldthd =2a. The|lnesx =Ja
representthebanksoftherlverandthe,-axlsltscenter. Supposethattheve|oclty
u,atwhlchthewaterows lncreasesasoneapproachesthecenteroftherlver,and
lndeedlsglvenlntermsofdlstancex fromthecenterby
( I S)
You can use Eq. ( I S) to verlfy that the water does ow the fastest at the center,
where :,=:,,andthat:,=0ateachrlverbank.
Supposethataswlmmerstartsatthepolnt(-a, 0)onthewestbankandswlms
dueeast(re|atlvetothewater)wlthconstantspeedu . AslndlcatedlnFlg. I . 2. 5, hls
ve|ocltyvector(re|atlvetotherlverbed) hashorlzonta|component :
s
andvertlca|
component:,Hencetheswlmmer' sdlrectlonang|eo ls glvenby
:,
tan o = -
:
Becausetano =d,Jdx, substltutlonuslng( I S)glvesthedlerentla|equatlon
fortheswlmmer' straectory, =,(x) ashecrossestherlver.
( I 9)
.- ..~~. .. ......~... .. . . ....~.. ... .~- .
Supposethattherlverls I ml|ewldeandthatltsmldstreamve|ocltyls :,=9mlJh.
If theswlmmer' sve|ocltyl s: =3mlJh,thenEq.( I 9)takestheform
Integratlonyle|ds
d,
:
- =3 ( I - 4x ) .
dx
,(x) =(3- I 2x
:
) dx =3x- 4x
+C
I . Z I ntegral s as General and Parti cul ar Sol uti ons 1 7
fortheswlmmer' straectory. Thelnltla|condltlon,-,
-
0yle|dsc=I , so
,(x) =3x- 4x
+I .
Then
, |) =3 |) 4 |)
+I =2,
sotheswlmmerdrlfts2 ml|esdownstreamwhl|eheswlms I ml|eacrosstherlver
Problems
..I ..,.I0,........ ...,
.,.,.., ..,.......,....
...
..
1. . . .
..
2.
..
. .
..
..
3. ,.
..
..
4.
..
.
.
..
5.
.
..
..
..
6.
..
...
..
7. .
.. .
..
8.
..
cos ..
..
9. .
..
..
10. . .
..
..II..,.I,...,.. .....
.,,....,..... ..,.
... .....
11. . .
12. . .
13. . . .
14. . .
15. . . .
16. .
, .
.
17. . , .

18. . .. .
..I9..,.22, .,......,....
...,..............
,.,.......,.I. 2. ..,.I. 2. 9. ...,.,.
....,,......,,
19.
I O
&
6
>
(:. :
4
2
O
O 2 4 6
FIGURE 1.2.6. Graph of the
velocity function of Problem
20.
IO*
&
6
6 & | O
21. I O
&
6
'
:. :)
22.
|O
&
6
|
3
5)
2 4
|7
6 & I O
FIGUR 1.2.9. Graph of the
velocity function v(t ) of Problem 22.
23. What is the maximum height attained by the arrow of part
(b) of Example 3?
24. A ball is dropped from the top of a building 400 ft high.
How long does it take to reach the ground? With what
speed does the ball strike the ground?
25. The brakes of a car are applied when it is moving at 1 00
km/h and provide a constant deceleration of 1 0 meters per
second per second (m/s
2
) . How far does the car travel be
fore coming to a stop?
26. A projectile is fred straight upward with an initial veloc
ity of 1 00 m/s from the top of a building 20 m high and
falls to the ground at the base of the building. Find (a) its
maximum height above the ground; (b) when it passes the
top of the building; (c) its total time in the air.
27. A ball is thrown straight downward from the top of a tall
building. The initial speed of the ball is 10 m/s. It strikes
the ground with a speed of 60 m/s. How tall is the build
ing?
28. A baseball is thrown straight downward with an initial
speed of 40 f/s from the top of the Washington Monu
ment (555 f high). How long does it take to reach the
ground, and with what speed does the baseball strike the
ground?
29. A diesel car gradually speeds up so that for the frst 1 0 s
its acceleration is given by
.
.
= (0. 1 2) t
2
(0. 6)t (ft/s
2
) .
I f the car starts from rest (Xq = 0, 0q = 0) , fnd the dis
tance it has traveled at the end of the frst 10 s and its
velocity at that time.
30. A car traveling at 60 mi/h (f/s) skids 1 76 f after its
brakes are suddenly applied. Under the assumption that
the braking system provides constant deceleration, what
is that deceleration? For how long does the skid continue?
31. The skid marks made by an automobile indicated that its
brakes were fully applied for a distance of 75 m before it
came to a stop. The car in question is known to have a con
stant deceleration of 20 m/s
2
under these conditions. How
fast-in km/h-was the car traveling when the brakes
were frst applied?
32. Suppose that a car skids 15 m if it is moving at 50 km/h
when the brakes are applied. Assuming that the car has
the same constant deceleration, how far will it skid if it is
moving at 1 00 km/h when the brakes are applied?
33. On the planet Gzyx, a ball dropped from a height of 20 f
hits the ground in 2 s. If a ball is dropped from the top of
a 200-ft-tall building on Gzyx, how long will it take to hit
the ground? With what speed will it hit?
34. A person can throw a ball straight upward from the sur
face of the earth to a maximum height of l ++ ft. How
high could thi s person throw the ball on the planet Gzyx
of Problem 29?
35. A stone is dropped from rest at an initial height h above
the surface of the earth. Show that the speed with which it
strikes the ground is U = J2gh.
36. Suppose a woman has enough "spring" in her legs to jump
(on earth) from the ground to a height of 2. 25 feet. If
she jumps straight upward with the same initial velocity
on the moon-where the surface gravitational acceleration
is (approximately) 5. 3 fts
2
-how high above the surface
will she rise?
37. At noon a car starts from rest at point .and proceeds at
constant acceleration along a straight road toward point
B. If the car reaches B at 1 2: 50 . V. with a velocity of
60 mi/h, what is the distance from .to B?
38. At noon a car starts from rest at point .and proceeds with
constant acceleration along a straight road toward point C,
35 miles away. If the constantly accelerated car arrives at
C with a velocity of 60 mi/h, at what time does it arrive
at C?
39. If u = 0. 5 mi and 0q = 9 mi/h as in Example +, what
must the swimmer' s speed 0 be in order that he drifs
only l mile downstream as he crosses the river?
40. Suppose that u = 0. 5 mi , 0q = 9 mi/h, and 0 = 3 mi/h
as in Example +,but that the velocity of the river is given
by the fourth-degree function
rather than the quadratic function in Eq. ( l ). Now fnd
how far downstream the swimmer drifts as he crosses the
river.
41. A bomb is dropped from a helicopter hovering at an alti
tude of 800 feet above the ground. From the ground di
rectly beneath the helicopter, a projectile i s fred straight
upward toward the bomb, exactly 2 seconds after the bomb
is released. With what initial velocity should the projectile
be fred, in order to hit the bomb at an altitude of exactly
400 feet?
42. A spacecraft is in free fall toward the surface of the moon
at a speed of 1 000 mph (mi/h). Its retrorockets, when
fred, provide a constant deceleration of 20,000 mi/h
2
. At
what height above the lunar surface should the astronauts
fre the retrorockets to insure a soft touchdown? (As in
Example 2, ignore the moon
'
s gravitational feld. )
.3 Sl ope Fi el ds and Sol uti on Cures 1 9
43. Arthur Clarke' s ..WndJm .Sun ( 1 963) describes
Diana, a spacecraf propelled by the solar wind. Its alu
minized sail provides it with a constant acceleration of
,= 0. 0098 m/s
2

Suppose this spacecraft starts
from rest at time = 0 and simultaneously fres a pro
jectile (straight ahead in the same direction) that travels at
one-tenth of the speed c = 3 ? 1 0
8
m/s of light. How long
will it take the spacecraft to catch up with the projectile,
and how far will it have traveled by then?
44. A driver involved in an accident claims he was going only
25 mph. When police tested his car, they found that when
its brakes were applied at 25 mph, the car skdded only
45 feet before coming to a stop. But the driver's skd
marks at the accident scene measured 21 0 feet. Assum
ing the same (constant) deceleration, determine the speed
he was actually traveling just prior to the accident.
Slpe Fields and Solution Cures
Y
- x
FIGUR 1.3. 1. A solution curve
for the diferential equation
y
'
= X - y together with tangent
lines having
slope ml = Xl - Yl at the
point (Xl . Yl ) ;
slope m
2
= X
2
- Y
2
at the
point (X
2
, Y
2
) ; and
slope m
3
= X
3
- Y
3
at the
point (X3 , Y3) .
cXump| e 1
Conslderadlerentla|equatlonoftheform
ay
ax
=),x, ,) ( I )
wheretherlght-handfunctlon),x, ,)lnvo|vesboththelndependentvarlab|exand
thedependentvarlab|e,. Wemlghtthlnkoflntegratlngboth sldesln( I ) wlthre-
specttox, and hencewrltey,x; =,),x, y,xax+ C. However, thlsapproach
doesnot|eadtoaso|utlonofthedlerentla|equatlon,becausethelndlcatedlntegra|
lnvo|vesthe/ofunctlony,x; ltse|f,andthereforecannotbeeva|uatedexp|lc-
lt|y. Actua||y,thereexlstsostralghtforwardprocedurebywhlchagenera|dleren-
tla|equatloncanbeso|vedexp|lclt|y. Indeed,theso|utlonsofsuchaslmp|e-|ooklng
dlerentla|equatlonas,' =x
:
+,
:
cannotbeexpressedlntermsoftheordln
e|ementaryfunctlonsstudledlnca|cu|ustextbooks. Neverthe|ess,thegraphlca|and
numerlca|methodsofthls and |ater sectlonscanbeusedtoconstruct.ppax/-.e
so|utlonsofdlerentla|equatlonsthatsumceformanypractlca|purposes.
Slope Fields and Graphical Solutions
There l s a slmp|e geometrlc way to thlnkaboutso|utlons ofa glven dlerentla|
equatlon,' = ),x, ,) . At each polnt ,x,,) ofthe\-p|ane, the va|ue of),x, ,)
determlnesas|ope- =),x,,) . Aso|utlonofthedlerentla|equatlonls slmp|ya
dlerentlab|efunctlonwhosegraph, =y,x; has thls 'corrects|opeateachpolnt
,x,y,xthrough whlch ltpasses~that ls, y ,x; = ),x, y,x; Thus a solution
curve ofthe dlerentla| equatlon ,'
= ),x,,)~the graph ofa so|utlon ofthe
equatlon~ls slmp|yacurve lnthe\-p|anewhosetangent|lneateachpolnt ,x,,)
has s|ope - = ),x, ,) . For lnstance, Flg. I . 3. I shows a so|utlon curve ofthe
dlerentla| equatlon ,' = x - , together wlth lts tangent |lnes at three typlca|
polnts.
Thls geometrlc vlewpolnt suggests a,.p//../-e/oaforconstructlng.p
pax/-.eso|utlons of the dlerentla| equatlon ,' = ),x, ,) . Througheachofa
representatlveco||ectlonofpolnts ,x,,) lnthep|anewedrawashort|lne segment
havlngthe proper s|ope- = ),x, ,) . A|| these|lne segments constltuteaslope
feld (oradirection feld) fortheequatlon,' =),x, ,) .
. ..... .......... ... . ...... ..... . . . .... . . . . . . ..... . . ... .... ......... . ............ .................
Flgures I . 3. 2(a)(d) shows|opene|dsandso|utloncurvesforthedlerentla|equa-
tlon
ay
= /y
ax
(2)
wlththeva|ues/=2, 0. 5, -I , and3ofthepameter/lnEq.(2). Notethateach
s|ope ne|d yle|ds lmportant qua|ltatlve lnformatlon about the set of a|| so|utlons
cXump| eZ
~
:
z
~
z
X
FIGURE 1.3.2(a) Slope feld
and solution curves for . 2y.
:
z
~ 0
z
:
X
FIGURE 1.3.2(c) Slope feld
and solution curves for y' ~ .
-
:
z
~ 0
z
X
FIGURE 1.3.2(b) Slope feld
and solution curves for
y' .

:
z
z
:
X
FIGURE 1.3.2(d) Slope feld
and solution curves for y' -3y.
ofthe dlerentla|equatlon. Forlnstance, Flgs. I . 3. 2(a) and (b) suggestthateach
so|utlon ,(x) approaches Jc asx +c lfk > 0, whereasFlgs. I . 3. 2(c) and
(d) suggestthat ,(x) 0 asx +c lfk < 0. Moreover, a|though the slgn
ofk determlnesthea/e./ooflncreaseordecreaseof,(x) , ltsabso|uteva|ue k,
appears to determlne the .eo)./.,eof,(x) . A|| thls ls apparent from s|ope
ne|ds |lke those ln Flg. I . 3. 2, even wlthout knowlng that the genera| so|utlon of
Eq. (2)ls glvenexp|lclt|yby,(x) = Ce
A s|ope ne|d suggests vlsua||y the genera| shapes ofso|utlon curves ofthe
dlerentla| equatlon. Through each polnta so|utloncurveshou|dproceed ln such
adlrectlonthatlts tangent |lne ls near|ypara||e|tothenearby |lne segmentsofthe
s|opene|d. Startlngatanylnltla|polnt,.,/; , wecanattempttosketchfreehandan
approxlmate so|utlon curve that threads lts way throughthe s|opene|d, fo||owlng
thevlslb|e|lne segments asc|ose|yasposslb|e.
Constructas|opene|dforthedlerentla|equatlon,' =x - , anduselttosketch
anapproxlmateso|utloncurvethatpassesthroughthepolnt(-4, 4) .
Sol ution So|utlonFlg. I . 3. 3showsatab|eofs|opesfortheglvenequatlon. Thenumerlca|
s|ope m = x - , appears atthe lntersectlon ofthe horlzonta|x-row and the ver-
tlca| ,-co|umnofthetab|e. Ifyou lnspectthepattem ofupper-|eftto |ower-rlght
dlagona|slnthls tab|e,youcanseethatltwas easl|yandqulck|yconstructed. (Of
4
3
I
O
-I
-4 -3 -2 -I O I 2 3 4
x
FIGURE 1.3.6. Slope feld and
typical solution curves for
y
'
= X - y.
x \
y -4 -3 -2
-4 0 -I -2
-3 I 0 -I
-2 2 I 0
-I 3 2 I
0 4 3 2
I 5 4 3
2 6 5 4
3 7 6 5
4 S 7 6
I . 3 Sl ope Fi el ds and Sol uti on Cures 21
-I 0 I 2 3 4
-3 -4 -5 -6 -7 -S
-2 -3 -4 -5 -6 -7
-I -2 -3 -4 -5 -6
0 -I -2 -3 -4 -5
I 0 -I -2 -3 -4
2 I 0 -I -2 -3
3 2 I 0 -I -2
4 3 2 I 0 -I
5 4 3 2 I 0
FIGURE 1.3.3. Values of the slope y
'
= X - y for -4 _ X, y _ +.
5
\ \ \ \ ` -
\ \ \ \ ` ~ Z
\ \ \ \ ` ~ Z /
\ \ \ \ ~ Z / /
O
\ \ ` / / / |
\ ` ~ Z
/ / | |
Z / / | | |
~ Z
/ / | | | |
-5
-5
,
X
FIGURE 1.3.4. Slope feld for
y
'
= X - y corresponding to the
table of slopes in Fig. 1 . 3. 3.
5
5 r
4
3
2
I
O
-I
-2
-3
` Z
-4 Z / /
-5
-5 O
X
FIGURE 1.3.5. The solution
curve through ,-+, +) .
5
course,amorecomp|lcatedfunctlon),x. y;ontherlght-handsldeof thedleren-
tla|equatlonwou|dnecessltatemorecomp|lcatedca|cu|atlons.) Flgure I . 3.4shows
thecorrespondlngs|opene|d,andFlg. I . 3. 5 shows anapproxlmate so|utlon curve
sketchedthrough the polnt (-4, 4) so as tofo||ow asthls s|opene|dasc|ose|yas
posslb|e.Ateachpolntltappearstoproceedlnthedlrectlonlndlcatedbythenearby
|lnesegmentsofthes|opene|d.
A|though a spreadsheetprogram (for lnstance) readl|y constructs atab|e of
s|opes as ln Flg. I . 3. 3, lt can bequltetedloustop|otby hand asumclentnumber
ofs|ope segments as ln Flg. I . 3.4. However, mostcomputera|gebra systemsln-
c|udecommandsforqulckandreadyconstructlonofs|opene|dswlthasmany|lne
segments asdeslred, such commandsarel||ustratedlntheapp|lcatlonmaterla|for
thlssectlon. Themore|lnesegments are constructed, themoreaccurate|yso|utlon
curves canbevlsua|lzedandsketched. Flgure I . 3. 6shows anners|opene|dfor
the dlerentla| equatlon y = x - yof Examp|e2, togetherwlthtyplca| so|utlon
curvestreadlngthroughthls s|opene|d.
Ifyou |ook c|ose|yatFlg. I . 3. 6, you may spot aso|utloncurvethatappears
tobe a stralght|lne' Indeed, you can verlfy that the|lnearfunctlony
-
x - i ls
aso|utlonoftheequatlon y =x- y. and lt appears|lke|y that theotherso|utlon
curves approach thls stralght |lne as an asymptote as x - +c. Thls lnference
l||ustratesthefactthatas|opene|dcansuggesttanglb|elnformatlonaboutso|utlons
thatlsnotata||evldentfromthedlerentla|equatlonltse|f. Canyou,bytraclngthe
22 Chapter I First-Order Di fferenti al Equati ons
cXump| e
| :
a
:
FIGUR 1.3.7. Slope feld and
U = 32
approprlateso|utloncurvelnthlsngure,lnferthat,(3) 2fortheso|utlon,(x) of
thelnltla|va|ueprob|em,' = x - ,, ,( -4) = 4!
Applications of Slope fields
Thenexttwoexamp|esl||ustratetheuseofs|opene|dstog|eanusefu|lnformatlon
lnphyslca|sltuatlonsthataremode|edbydlerentla|equatlons. Examp|e3lsbased
onthefactthatabaseba||movlngthroughthealratamoderatespeedu (|essthan
about300ft/s)encounters alrreslstancethatls approxlmate|yproportlona| to u. If
the baseba|| ls thrown stralghtdownwardfrom thetopofa ta|| bul|dlngorfrom a
hoverlnghe|lcopter, then ltexperlencesboth thedownwardacce|eratlonofgravlty
and an upwd acce|eratlon ofalrreslstance. Ifthe ,-axls ls dlrectedao.a,
thentheba|| ' sve|ocltyu = ay}aandltsgravltatlona|acce|eratlon,=32fJs
:
are
bothposltlve,whl|elts acce|eratlonduetoalrreslstancels negatlve. Henceltstota|
acce|eratlonlsoftheform
au
= , - /u.
a
Atyplca|va|ueofthealrreslstanceproportlona|ltyconstantmlghtbe/= 0. I 6.
(3)
Supposeyouthrow abaseba||stralghtdownwardfrom ahe|lcopterhoverlngatan
a|tltudeof3000feet. You wonderwhethersomeonestandlngonthegroundbe|ow
cou|d concelvab|ycatchlt. Inordertoestlmatethe speedwlthwhlch theba||wl||
|and, youcanuseyour|aptop' scomputera|gebrasystemtoconstructas|opene|d
forthedlerentla|equatlon
au
= 32 - 0. I 6u.
a
(4)
Theresu|tls shown lnFlg. I . 3. 7, togetherwlth a numberofso|utloncurves
correspondlngtodlerentva|uesofthelnltla|ve|oclty u (0) wlth whlch youmlght
throwthebaseba||downwd. Notethata||theseso|utloncurvesappeartoapproach
the horlzonta| |lne u = 200 as an asymptote. Thls lmp|les thathowever you
throw ltthe baseba|| shou|d approach the //-//,.e/o./(u = 200fJs lnstead
ofacce|eratlnglndennlte|y (asltwou|dlnthe absenceofany alrreslstance). The
handyfactthat60ml/h=SSfJsyle|ds
ft 60ml/h ml
u = 200- Z I 36. 36 -.
s SS fJs h
Perhaps a catcher accustomed to I 00 ml/h fastba||s wou|d have some chance of
ne|dlngthlsspeedlngba||.
Lomment Iftheba| | ' slnltla| ve|oclty ls u(0) = 200, then Eq. (4)glves
u' (0) = 32 - (0. I 6) (200) = 0, sotheba||experlencesolnltla|acce|eratlon. Its
ve|ocltythereforeremalnsunchanged,andhence u(t)= 200lsaconstantequl|lb-
rlumso|utlonofthedlerentla|equatlon. Ifthelnltla|ve|ocltyl sgreaterthan200,
thenthelnltla|acce|eratlonglvenbyEq. (4)lsnegatlve,sotheba||s|owsdownaslt
fa||s. Butlfthelnltla|ve|ocltyls|essthan200,thenthelnltla|acce|eratlonglvenby
(4) ls posltlve, sotheba|| speedsupasltfa||s. Itthereforeseems qultereasonab|e
that,becauseofalrreslstance,thebaseba||wl||approacha|lmltlngve|ocltyof200
fJswhateverlnltla| ve|oclty ltstarts wlth. Youmlght |lketoverlfythatlnthe
absenceofalrreslstancethlsba||wou|dhltthegroundatover300ml/h.
cXump| e4
I .3 Sl ope Fi el ds and Sol uti on Cures 23
InSectlon i :wewl||dlscusslndetal|the|oglstlcdlerentla|equatlon
ai
= /i(M - i)
a
,
thatoften l s used to mode| a popu|atlon i, ; that lnhablts an envlronment wlth
.c/,.cpc./-M ThlsmeansthatMlsthemaxlmumpopu|atlonthatthlsenvl-
ronmentcansustaInona|ong-termbasls(lntermsofthemaxlmumaval|ab|efood,
forlnstance) .
Ifwetake/= c ccc:andM= i c, thenthe|oglstlcequatlonln,;takestheforn
ai
= c ccc:i, i c- i; =c c:i- 0. 0004P .

a
,:
Theposltlvetermc c:iontherlghtln,:;correspondsto natura|growthata6
annua|rate (wlthtlmemeasuredlnyears). Thenegatlveterm -c ccc:i
repre-
sentsthelnhlbltlonofgrowth dueto|lmltedresourceslntheenvlronment.
Flgurei sshowsas|opene|dforEq. ,:;, togetherwlthanumberofso|utlon
curves correspondlng to posslb|e dlerent va|ues ofthe lnltla| popu|atlon P(0) .
Note that a|| theseso|utloncurves appeartoapproachthehorlzonta| |lne i i c

asanasymptote. Thl slmp|lesthatwhateverthelnltla|popu|atlonthepopu|atlon
/
i, ; approachesthe//-//,pop/c/oi= i cas-- 0.

=

cXump| e
Lomment Ifthelnltla|popu|atlonls P(0) = i c,thenEq. ,:;glves
P
'
(0) = c ccc:, i c; , i c- i c;= c,
sothepopu|atlonexperlencesolnltla|(lnstantaneous)change. Itthereforeremalns
unchanged, andhence i, ; = i cls aconstant'equl|lbrlumso|utlonofthedlf-
ferentla|equatlon. Ifthelnltla|popu|atlonlsgreaterthan i c,thenthelnltla|rateof
changeglvenby ,:;ls negatlve, so the popu|atlonlmmedlate|ybeglnstodecrease.
Butlfthelnltla|popu|atlonls |essthan i c,thenthelnltla|rateofchangeglvenby
,:;lsposltlve,sothepopu|atlonlmmedlate|ybeglnstolncrease. Itthereforeseems
qulte reasonab|etoconc|udethatthepopu|atlon wl|| approach a |lmltlngva|ue of
I 50whateverthe(posltlve)lnltla|popu|atlon.
Existence and Uniqueness of Solutions
Before onespendsmuchtlmeattemptlngtoso|veaglvendlerentla| equatlon, lt
l swlsetoknowthatso|utlons actua||y e/s We may a|sowanttoknow whether
there ls on|y one so|utlonoftheequatlonsatlsfylngaglvenlnltla|condltlonthat
l s, whetherlts so|utlonsare/,e
(a) Fal|ureofexlstence] Thelnltla|va|ueprob|em
, i
, = - ,(0) =c
x
,:
has oso|utlon,becausenoso|utlony,x; = ], i}x; ax= ln x +C ofthedler-
entla| equatlon ls denned atx = 0. We see thls graphlca||y ln Flg. i ,whlch
showsadlrectlon ne|d and sometyplca|so|utloncurvesforthe equatlon ,' = i}x
Itls apparent thatthelndlcateddlrectlon ne|d 'forces a|| so|utloncurvesnearthe
,-axlstop|ungedownwardso thatnonecanpassthroughthepolnt,c,c;
,
/
l
u x
FIGURE 1.3. 11. The rectangle
.and x-interval of Theorem
and the solution curve y = y(x)
through the point .
FIGURE 1.3.9. Direction feld
and typical solution curves for
the equation y' = l/x.
/ / /
/ / /
/ / /
/ / /
/ / /
Z Z Z
Z Z Z
/ / / /
/ / / /
/ / / /
/ / / /
,y
,
(x)= x
Z Z Z Z
x
/
Z Z
Z Z
FIGURE 1.3.10. Direction feld and two
diferent solution curves for the initial value
problem y' = 2., y(O) = O.
(b) Fal|ureofunlqueness] Ontheotherhand,youcanreadl|yverlfythatthelnltla|
va|ueprob|em
,' =2J, ,(0) =c ,s;
hasthemodlerentso|utlons
y, ,x; =x
andy
,x; = c(seeProb|em27). Flgure

i i cshows adlrectlonne|dandthesetwodlerent so|utlon curvesforthelnltla|
va|ueprob|emln,s; Weseethatthecurvey, (x) =x
threadsltswaythroughthe
lndlcateddlrectlonne|d,whereasthedlerentla|equatlon,' =2. speclness|ope
,' = ca|ongthex- axlsy
,x;=0
Examp|e l||ustrates the fact that, before we can speak of the so|utlon of
an lnltla| va|ue prob|em, we need to know that lt has oe cao/yoeso|utlon.
Questlons of exlstence and unlqueness of so|utlons a|so bear on the process of
mathematlca| mode|lng. Supposethatwearestudylngaphyslca|systemwhosebe-
havlorlscomp|ete|ydetermlnedbycertalnlnltla|condltlons,butthatourproposed
mathematlca| mode| lnvo|ves a dlerentla| equatlon ohavlng a unlque so|utlon
satlsfylng those condltlons. Thls ralses an lmmedlate questlon as to whetherthe
mathematlca|mode|adequate|yrepresentsthephyslca|system.
Thetheoremstatedbe|owlmp|lesthatthelnltla|va|ueprob|em,' =](x, ,) ,
y,c;=/hasoneandon|yoneso|utlondennednearthepolntx =conthex-axls,
provlded thatboththefunctlon ] andlts partla| derlvatlve ]J, are contlnuous
nearthepolnt,c,/;lnthe\-p|ane. Methodsofprovlngexlstenceandunlqueness
theoremsaredlscussedlntheAppendlx.
THEOREM 1 Existence and Uniqueness of Sol utions
Supposethatboththe functlon ](x, ,) andltspartla|derlvatlve D
,
](x, ,) 8
contlnuous on somerectang|e r ln the x,-p|ane that contalns the polnt ,c,/;
ln lts lnterlor. Then, for some open lnterva| I contalnlngthepolntc,thelnltla|
va|ueprob|em
ay
ax
= ](x, ,) , ,(a)= / ,;
hasoneandon|yoneso|utlonthatlsdennedonthelnterva| I. (Asl||ustratedln
Flg.i i i , theso|utlonlnterva| Imaynotbeaswldeastheorlglna|rectang|e
rofcontlnulty, seeRemarkbe|ow. )
6
4
:
g
-:
-4
y t/( t
_ . . . .
/
| | R
|
(O, t,
1 ~
-:
g
|
:
FIGUR 1.3.12. The solution
curve through the initial point
(0, 1 ) leaves the rectangle R
before it reaches the right side of
R.
cXump| e
4
I .3 Sl ope Fiel ds and Sol uti on Cures 25
Hemark 1 : Inthecaseofthedlerentla|equatlond,Jdx = -,ofExam-
p|e I and Flg. I . 3. 2(c), boththefunctlon ](x, ,) = -, andthepartla|derlvatlve
]J3, = -I arecontlnuouseverywhere, soTheorem I lmp|lestheexlstenceofa
unlqueso|utlonforanylnltla|data ,c./; A|thoughthetheoremensuresexlstence
on|y on some open lnterva|contalnlngx = c,eachso|utlon,(x) = ce
actua||y
ls dennedfora||x.
Hemark Zt In the case ofthe dlerentla| equatlon d,Jdx = -2_of
Examp|e 5(b) and Eq. ,s;, thefunctlon ](x, ,) = -2, ls contlnuouswherever
, > 0, butthepartla|derlvatlve ]J3, = IJ_ls dlscontlnuouswhen, =0,and
henceatthepolnt (0,0) . Thls ls why lt ls posslb|efortheretoexlsttwodlerent
so|utlons )
t
(x) = x
:
and )
:
(x) = 0, each ofwhlch satlsnesthelnltla| condltlon
,(0) = 0.
Hemark t InExamp|e:ofSectlon I . I weexamlnedtheespecla||yslm-
p|edlerentla|equatlond,Jdx = ,
:
. Herewehave](x, ,) = ,
:
and]J, =2,.
Both ofthesefunctlons e contlnuouseverywhere ln thex,-p|ane, and ln partlc-
u|ar onthe rectang|e -2 < x < 2, 0 < , < 2. Becausethe polnt (0, I ) |les ln
thelnterlorofthlsrectang|e,Theorem I guarantees aunlqueso|utlonnecessarl|y
acontlnuousfunctlonofthelnltla|va|ueprob|em
d,
:
= , , ,(0) = I
dx
onsomeopenx-lnterva|contalnlngc= 0. Indeedthlslstheso|utlon
I
,(x) = =
I - x
( I 0)
thatwedlscussedln Examp|e: But,(x) = IJ( I - x) ls dlscontlnuousatx = I ,
s oourunlquecontlnuousso|utlondoesnotexlstontheentlrelnterva|-2 < x < 2.
Thus the so|utlonlnterva| i ofTheorem I maynotbe as wldeas the rectang|e K
where ] and ]J, e contlnuous. Geometrlca||y, thereason ls thatthe so|utlon
curve provlded bythe theoremmay |eavethe rectang|ewhereln so|utlons ofthe
dlerentla|equatlonareguaranteedtoexlstbeforeltreachestheoneorbothends
of thelnterva| (seeFlg. I . 3 . I 2) .
The fo||owlng examp|e shows that, lfthe functlon ](x,,) and/orltspartla|
derlvatlve 3]J3, fal| to satlsfy the contlnulty hypothesls ofTheorem I , then the
lnltla| va|ue prob|em ln (9)mayhave e//eno so|utlonomany-~ven lnnnlte|y
manyso|utlons.
Conslderthenrst-orderdlerentla|equatlon
d,
x
dx
= 2,. ( I I )
App|ylng Theorem I wlth ](x, ,) = 2,Jx and ]J, = 2Jx, we conc|ude that
Eq. ( I I ) musthaveaunlqueso|utlonnearanypolntln the\-p|anewherex = 0.
Indeed,weseelmmedlate|ybysubstltutlonln( I I ) that
,(x) = cx
:
( I 2)
|
O./) |
O. O)
X
FIGURE 1.3.13. There are
infnitely many solution curves
through the point but no
solution curves through the point
b) if b ;
X
FIGURE 1.3.14. There are
infnitely many solution curves
through the point ( l , - 1 ) .
satlsnesEq. ( I I ) forany va|ueoftheconstantcandfora||va|uesofthevarlab|e
x. Inptlcu|ar,thelnltla|va|ueprob|em
d,
x
dx
= 2,, ,(0) = 0 ( I 3)
haslnnnlte|ymany dlerentso|utlons,whoseso|utloncurvesaretheparabo|as, =
Cx
:
l||ustratedlnFlg. I . 3 . I 3 . (In casec = ctheparabo|a ls actua||ythex-axls
, = c ;
Observe that a|| theseparabo|aspassthrough the orlgln ,c, c; , but none of
thempassesthrough any other polntonthe ,-axls. Itfo||ows that thelnltla|va|ue
prob|emln( I 3)haslnnnlte|ymanyso|utlons,butthelnltla|va|ueprob|em
d,
x
dx
= 2,, ,(0) = b ( I 4)
has noso|utlonlfb =0.
Flna||y,notethatthroughanypolntothe,-axlstherepasseson|yoneofthe
parabo|as, = Cx
:
Hence,lfa =c,thenthelnltla|va|ueprob|em
d,
x
dx
= 2,, ,(a) =b ( I 5)
hasaunlqueso|utlononanylnterva|thatcontalnsthepolntx =abutnottheorlgln
x = cInsummary,thelnltla|va|ueprob|emln( I 5)has
aunlqueso|utlonnear (a,b) lfa =c.
noso|utlonlfa = cbutb =c,
lnnnlte|ymany so|utlonslfa = b = 0.
Stl|| more can be sald about the lnltla| va|ue prob|em ln ( I 5) . Conslder a
typlca| lnltla|polntothe,-axlsforlnstancethepolnt( -I , I ) lndlcatedlnFlg.
I . 3 . I 4. Thenforanyva|ueof theconstantcthefunctlondennedby
,(x) =
x
:
lfx _ c,
Cx
:
lfx > c
ls contlnuousandsatlsnesthelnltla| va|ueprob|em
d,
x - = 2,, ,( -I ) = I .
dx
( I 6)
( I 7)
Forapartlcu|ar va|ue ofc, the so|utlon curve dennedby ( I 6) conslstsofthe |eft
ha|foftheparabo|a, = x
:
and the rlght ha|foftheparabo|a, = Cx
:
. Thus the
unlque so|utlon curve near ( -I , I ) branches at the orlgln lnto the lnnnlte|y many
so|utloncurvesl||ustratedlnFlg. I . 3. I 4.
We therefore see thatTheorem I ( l fltshypotheses are satlsned) guarantees
unlquenessoftheso|utlonnearthelnltla|polnt (a,b), butaso|utloncurvethrough
(a,b) mayeventua||ybranche|sewheresothatunlquenessls |ost. Thus aso|utlon
mayexlstona|gerlnterva|thanoneonwhlchtheso|utlonlsunlque. Forlnstance,
the so|utlon,(x) = x
:
ofthelnltla| va|ue prob|em ln ( I 7) exlstsonthe who|ex-
axls, butthlsso|utlonl sunlqueon|yonthenegatlvex-axls-0 < x < 0.
Problems
..I ..,.I0, ...,....,.
......, ..,........
.....................
...,.........,.
1
..
. ...
..
~
:
z
0
' ' ' '
` ` ' ' '
' ` ` ` ` ` ` ` '
\g\
`
@ ` \ \
` ` ` `
` ` `
/ / 1 1 / / /
-l
.
\
v
gv v
\ \ v v \ \
` ' ' ' ' ' ' ' '
` ` ' ' ' ' ' ' `
` ` ` ' ' ' ` `
1 1 1 1 1 1 1 1 / / / / " " " " / /
- z
-
/ / / / / / / / / 1 1 1 / / / 1 / 1
/ / / / / / / / / I 1 1 1 1 1 1 1 1
: -z -l 0 z
FIGURE 1.3.15.
.
2.
..
..
- - / / / / 1 1 1
- - - / / / / / /
z
_
X
/ / / / / / |
I / / / / / /
/ / q / q/
I I / / / / / /
I I I / / / / /
/ I I I / / / / /
/ / 1 1 1 1 1 1 1
/ / 1 1 1 1 1 1 1
/ / / / / 1 1 1 1
:
~ 0
-l
-z
FIGURE 1.3.16.
3
..
...
..
z
/ / / / / / / /
/ / / / / / I I
I / / / / I
I I / / / / I I I
I I I I I I I I I
x
I I I I 1 I 1 1 1
1 1 / / / / 1 1 1
I / ,/ / /. / I
/ / / / / / / / /
/ I I I I I I / /
/ 1 1 1 1 1 1 / /
/ / / I / / / /
.
-l
` ` `
-z
`
' ` ` ` ` ` ` ' '

' ' ` ` ` ` ' ' '
: -z -l 0
X
FIGURE 1.3.17.
z
:
:
I . 3 Sl ope Fi el ds and Sol uti on Cures 27
.
4. .
..
z
-l
-z ` `
- - - / / / / 1 1
- - / / / / 1 1 1
: -z - l
FIGURE 1.3.18.
.
5. ] .
..
|
|
z
|
|
/ /

/ /
~ 0
/ /
0 z
x
` ` ` ` '
-
` ` ` ` ' '
- l
- z
- l
FIGURE 1.3.19.
.
6. .
..
z
\ \ \
' '
'
t \
'
\
\ g\ v
' '
_\
' ' ' \ ' ' ` `
' '
\ ' ' ` `
' ' ' ' ` `
`
0
x
`
`
\v
' \
` ` ` ` ' ' \ '
` ` ` ' ' ' ' '
` ` ' ' ' ' ' '

\
v
\ \ \ \ \ \ \
\
'
v \ \
z
' ' ` ` ` `
' ' ` ` ` `
~
'
\
-l
. . w .
- - - / / / 1 1 1
-z
/ / / / 1 1 1 1 /
/ / I I I / / /
: -z -l 0
X
FIGURE 1.3.20.
:
:
7
..

... ...
..
z
-
.
-z
-z -l
FIGURE 1.3.21.
..
8. .
..
9.
1
z
- 0
.
-z
FIGURE 1.3.22.
..
. .
..
1
z
- 0
/ l / -~ \
/ / / - -
.
| / / ' - ~
I / l / / - ~ ~
| | / / / - - ~
-z
| | f I I / .. --
/ / P ~
| | f I / / - -
| | | I / I 1 / ,.
-1
-1 -z .
FIGURE 1.3.23.
` . . . ..
0 z 1
X
X
0 z 1
X
..
1 . . ...
..
-
.
-z
FIGURE 1.3.24.
X
..11 ..,.20, ........1 ..
...,...........,...
..,...,...........
..1 .....,.....,.......
..
11.
..
..
..
.
..
. 12. . . .
..
..
13. , .
..
..
14.
..
, .0
15.
..
. ,. .
..
..
16.
..
,. . .
17.
..
.
.
..
.
18. . . . 0
..
19.
..
0
.
..
20.
..
.
.
.
..
..2I ...22, .........,2
.....,..,.., ..,...
..........,...,.,..
..................
...........
21. . . . .
0;
.
22. .. . ..0; . .
.2J ...24 ...2I ...22, ...
...,..,....,...,....,
..,.., ..,...............
........................
,.,...,.
23.
24.
25.
. = .+ .- 1 , .O) = .= ?
1
.= .+ _ . = .= ?
You bail out of the helicopter of Example and pull the
ripcord of your parachute. Now .= 1 . 6 in Eq. so
your downward velocity satisfes the initial value problem
.v
.
= - 1 . 6v, v(O) = O.
In order to investigate your chances of survival, construct
a slope feld for this diferential equation and sketch the
appropriate solution curve. What will your limiting veloc
ity be? Will a strategically located haystack do any good?
How long will it take you to reach of your limiting
velocity?
26. Suppose the deer population .a small forest satisfes
the logistic equation
.
.
=
Construct a slope feld and appropriate solution curve to

answer the following questions: If there are deer at
time = and is measured in months, how long will
it take the number of deer to double? What will be the
limiting deer population?
......,...........,.
....I .............,
. = . ... = ..........
...................
27. (a) Verify that if is a constant, then the function defned
piecewise by
.. =
, .
for .
for . ~
satisfes the diferential equation .= for all .(in
cluding the point .= Construct a fgure illustrating the
fact that the initial value problem .= .= has
infnitely many diferent solutions. (b) For what values of
does the initial value problem . = .= have
(i) no solution, (ii) a unique solution that is defned for all
x?
28. Verify that i f .i s a constant, then the function .. = ..
satisfes the diferential equation ..= .for all .Con
strct a slope feld and several of these straight line so
lution curves. Then determine (in terms of .and how
many diferent solutions the initial value problem ..= .
.. = has-ne, none, or infnitely many.
I . Sl ope Fi el ds and Sol uti on Curves 29
29. Verify that if is a constant, then the function defned
piecewise by
.. =
,
.
for .
for . ~
satisfes the diferential equation .= .
for all .Can

you also use the "lef half" of the cubic .= .
in
piecing together a solution curve of the diferential equa
tion? (See Fig. Sketch a variety of such solution
curves. Is there a point .of the xy-plane such that
the initial value problem .= .
..= has either

no solution or a unique solution that is defned for all .
Reconcile your answer with Theorem 1 .
)
C
FIGUR 1.3.25. A suggestion for Problem
30. Verify that if is a constant, then the function defned
piecewise by
+1
.. = cos (x
-1
if .
.
if . +
satisfes the diferential equation .= -for all .
(Perhaps a preliminary sketch with = will be helpful . )
Sketch a variety of such solution curves. Then deterine
(in terms of .and how many diferent solutions the ini
tial value problem . = ..= has.
31. Carry out an investigation similar to that in Problem
except with the diferential equation . = +.
Does it suffce simply to replace cos (x with sin .-L)
in piecing together a solution that is defned for all .
32. Verify that i f ~ then the function defned piecewise
by
,
O f
( )
1 X
..=
. if .~
satisfes the diferential equation .= ..for all .
Sketch a variety of such solution curves for diferent val
ues of Then determine (in terms of .and how many
diferent solutions the initial value problem .= ..
..= has.
33. If .verify that the function defned by .. =
.. 1 ) (with graph illustrated in Fig. 1 . 3. 26) satisfes
the diferential equation .. .=
if ..1/c. Sketch
a variety of such solution curves for diferent values of
Also, note the constant-valued function .. =
that
does not result fom any choice of the constant Finally,
determine (in terms of u and how many diferent solu
tions the initial value problem .. .= .. =
has.
` ` \
` \
` \

`

'
` \ '
` \ \ '
` ` \ \ '
|
'
'
'
'
X
+
,
. -

.\ \ `
.
\ \ `
.
\ \ ` `
FIGURE 1.3.26. Slope feld for .. .=
and graph of a solution .. = .. 1 ) .

1 . | COl O
34. (a) Use the direction feld of Problem to estimate the
values at .= 1 of the two solutions of the difer
ential equation .= . .1 with initial values
. = -1 . 2 and . =
(b) Use a computer algebra system to estimate the val
ues at .= 3 of the two solutions of this diferen
tial equation with initial values . -3) = -3. 01 and
.-3) = -2. 99.
The lesson of this problem is that small changes in initial
conditions can make big diferences in results.
35. (a) Use the direction feld of Problem 6 to estimate the
values at .= 2 of the two solutions of the difer
ential equation .= . .1 with initial values
.-3) = and .-3) =
(b) Use a computer algebra system to estimate the val
ues at .= 3 of the two solutions of this diferen
tial equation with initial values .-3) = and
y(-3) =
The lesson of this problem is that big changes i n initial
conditions may make only small differences in results.
Wlde|yaval|ab|ecomputera|gebrasystemsandtechnlca|computlngenvlronments
lnc|udefacl|ltlestoautomatetheconstructlonofs|opene|dsandso|utloncurves, as
do somegraphlngca|cu|ators(seeFlg. I . 3. 27).
FIGURE 1.3.27. Slope feld and solution curves for the diferential
equation
..
.
..
= ... .
with initial points = -3, -1 , -2, 0, 2, 4 and window
. . on a TI- 89 graphing calculator.
The app|lcatlons manua| accompanylngthls textbook lnc|udes dlscusslonof
Mcp/e
.Mc/e-c/.c
. and MATLAB
T
V
resources for the lnvestlgatlonofdlf-
ferentla|equatlons. Forlnstance,theMcp/ecommand
with ( DEtools ) :
DEplot ( diff ( y( x ) , x ) =sin ( x-y ( x , y ( x ) , x=-5 5 , y=-5
5 ) J
5
4
l
2

-2
0 2 l 4 5
X
FIGUR 1.3.28. Computer
generated slope feld and solution
curves for the diferential equation
y' = sin(x - y) .
andtheMc/e-c/.ccommand
I . Sl ope Fi el ds and Sol uti on Cures 3\
* Graphics\PlotField . m
PlotVectorField [ { l , Sin [ x-
y] } , { x , -
5 , 5 } , {y, -
5 , 5 } ]
produce s|ope ne|ds slml|ar to the one shown ln Flg. I . 3 . 2S. Flgure I . 3. 2S lt-
se|fwas generated wlth the MA1LAu program dfield John Po|klng andDavld
Amo|d, oa/cn_ ee/c/i,c/os0s/,MA1LAu, 2ndedltlon,UpperSad-
d|e Rlver, NJ. Prentlce Ha||, I 999] that ls free|y aval|ab|e for educatlona| use
(math.rice.edul"dfeld). When a dlerentla| equatlon ls entered lnthe dfield
setupmenu(Flg. I . 3. 29), youcan(wlthmousebuttonc|lcks)p|otbothas|opene|d
andthe so|utloncurve (orcurves)through any deslred polnt (orpolnts). Another
free|y aval|ab|e and user-frlend|y MA1LAu-based ODE package wlth lmpresslve
graphlca|capabl|ltlesls lode (www.math.uiuc.eduiode).
FIGURE 1.3.29. NA1LA dfield setup to construct slope feld and solution curves
for y' = sin(x - y) .
Useagraphlngca|cu|atororcomputersystemlnthefo||owlnglnvestlgatlons.
You mlght warm up by generatlng the s|ope ne|ds and some so|utlon curves for
Prob|emsI through I 0 lnthl ssectlon.
INVESTIGATION A. P|otas|opene|dandtyplca|so|utloncurvesforthedleren-
tla|equatlona,Jax = sln(x- ,) , butwltha|argerwlndowthanthatofFlg. I . 3. 2S.
Wlth-I 0 x I 0, - I 0 , I 0, forlnstance, anumberofapparentstralght
|lneso|utloncurvesshou|dbevlslb|e.
(a) Substltute, =cx+/lnthedlerentla|equatlontodetermlnewhatthecoefn-
clentscand/mustbeln ordertogetaso|utlon.
(b) Acomputera|gebrasystemglvesthegenera|so|utlon
,(x) = x - 2 tan
|
x - 2 - C
x - C
P|otthl sso|utlonwlthse|ectedva|uesoftheconstantCtocomparetheresu|tlng
so|utloncurveswlththoselndlcatedlnFlg. I . 3. 2S. Canyouseethatova|ueof
C yle|dsthe|lnearso|utlon, = x - J2correspondlngtothelnltla|condltlon
,(J2) = 0! Arethereany va|ues ofC forwhlch thecorrespondlng so|utlon
curves|lec|osetothlsstralght|lne so|utloncurve!
INVESTIGATION B: For yourown persona| lnvestlgatlon,| etn bethe sma//est
dlgltlnyour studentO numberthatls greaterthan I , andconslderthedlerentla|
equatlon
d, I
= cos (x - n,) .
dx n
(a) Flrstlnvestlgate(as lnpart(a)ofInvestlgatlonA)theposslbl|ltyofstralght|lne
so|utlons.
(b) Thengenerateas|opene|dforthlsdlerentla|equatlon,wlththevlewlngwln-
dowchosensothatyoucanplcturesomeofthesestralght|lnes, p|usasumclent
numberofnon|lnearso|utloncurves thatyoucanformu|ateaconectureabout
whathappensto,(x) asx - +c. State yourlnferenceasp|aln|yasyoucan.
Glven the lnltla|va|ue ,(0) =
topredlct(perhapslntermsof
how
,(x) behavesasx - +c.
(c) Acomputera|gebrasystemglvesthegenera|so|utlon
Can you make a connectlon between thls symbo|lc so|utlon and yourgraphl-
ca||ygeneratedso|utloncurves (stralght|lnesorotherwlse)!
Thenrst-orderdlerentla|equatlon
d,
= H(x, ,)
dx
(I)
lsca||edseparable provldedthatH(x,,) canbewrlttenastheproductofafunctlon
ofx andafunctlonof,.
d, g(x)
dx
= g(x) h(,) =
](,)
whereh(,)= IJ ](,) . Inthlscasethevarlab|esxand,canbeseartedlso|ated

onopposltesldesofanequatlonbywrltlnglnforma||ytheequatlon
](,)d,= g(x) dx,
whlchweunderstandtobeconclsenotatlonforthedlerentla|equatlon
d,
](,)
dx
= g(x) . (2)
It ls easy to so|ve thls specla| type ofdlerentla| equatlon slmp|y by lntegratlng
bothsldeswlthrespecttox.
](, (x) dx =g(x) dx+ c
.
cXump| e 1
I . 4 Separabl e Equati ons and Appl i cati ons 33
equlva|ent|y,
),y;ay= ,,x; ax+c (3)
A||thatl srequlredlsthattheantlderlvatlves
i,y;= ),y;ay and o,x;= ,,x; ax
canbefound.ToseethatEqs. (2) and ,;areequlva|ent, notethefo||owlngconse-
quenceofthechalnru|e.
/ /
ay
n
i,y,x; ; } = i,y,x; ; y,x;= ),y; - = ,,x; =n
o,x; } .
ax
whlchlntumlsequlva|entto
i,y,x; ; = o,x; +c, ,:;
because two functlons have the same derlvatlve on an lnterva| lfand on|y lfthey
dlerbyaconstantonthatlnterva|.
ay
= -:xy, y,c;=:
ax
Sol ution Informa||y,wedlvldebothsldesofthedlerentla|equatlonbyyandmu|tlp|yeach
sldebyaxtoget
|
6
|
|
4
|
|
:
l
- OP
:
-4
-6
-
FIGUR 1.4. 1. Slope feld and

solution curves for y' = -6xy in
Example 1 .
Hence
ay
= -:x ax
y
a
= ,-:x; ax,
l n
y= -x
:
+c
We seefromthelnltla|condltlony,c; = :thaty,x; l s posltlvenearx =c,sowe
mayde|etetheabso|uteva|uesymbo|s.
andhence
|n , = -x
:
+ c,
y,x; = e
= e
= ~e
,
where ~=e
Thecondltlony,c;=:yle|ds~=:,sothedeslredso|utlonls
y,x; = :e
-
Thlsls theupperemphaslzedso|utloncurveshownlnFlg. i : i
J4 Chapter I First-Order Di fferenti al Equati ons
cXump| eZ
Memarkt Suppose,lnstead,thatthelnltla|condltlonlnExamp|eIhadbeen
y,c; = -4. Then ltwou|d fo||ow that , (x) ls e,c/.enear x = c We shou|d
therefore rep|ace
y wlth -y ln the lntegrated equatlon ln, y = -x

:
+ c to
obtaln
l n(-y;=-x
:
+c
Thelnltl a|condltlonthenyle|dsc=ln 4, so|a,-y; =-x
:
+ln 4, andhence
Thlslsthe|oweremphaslzedso|utloncurvelnFlg. I .4. I .
So|vethedlerentla|equatlon
ay 4- 2x
ax
=
y
:
-
,;
Sol ution Whenweseparatethevarlab|esandlntegratebothsldes, weget
. . . . . . . =' = = = - -
+
. . w . ~ = . ( I , 3) - - -
:

= = ~ ~ ~ ~ ~ ~ ~ ~ ~
-
s
-
s
: O : + s
x
FIGU 1.4.2. Slope feld and
solution curves for
.= = ..= in
Example
(3,- ) ay=(4- zx; ax,
, - y=4x- x
:
+c
Thlsequatlonl snotreadl|yso|vedforyasanexp|lcltmnctlonofx
,:;
AsExamp|e2 l||ustrates, ltmay ormaynotbeposslb|eorpractlca|to so|ve

Eq. (4) exp|lclt|yforylnterms ofx Ifnot, then we ca|| (4) an /-p//./so//o
ofthe dlerentla| equatlon ln (2). Thus Eq. ,:; glves an lmp|lclt so|utlon ofthe
dlerentla|equatlonln ,; A|thoughlt ls notconvenlenttoso|veEq.,:;exp|lclt|y
lntermsofx,weseethateachso|utloncurvey=y(x) |lesonacontour(or|eve|)
curvewherethefunctlon
(x, y;=x
:
- 4x+,- y
lsconstant.Flgure I . 4. 2shows severa| ofthesecontourcurves.

oso|
th
va
em

ay 4- 2x
- = , y, i ; =3 ,
ax y
:
-
,:;
wesubstltutex= I andy=3 lnEq. ,:;andgetc=9. Thusthedeslredpartlcu|ar
so|utlon,(x) lsdennedlmp|lclt|ybytheequatlon
, - y=4x - x
:
+9. (S)
The conespondlng so|utlon curve y = , (x) |les on the upper contourcurveln
Flg. I . 4. 2the onepasslngthrough ( I , 3) . Because the graph ofa dlerentlab|e
so|utlon cannot have a vertlca| tangent |lne anywhere, lt appears nom the ngure
thatthls partlcu|arso|utlonls dennedonthelnterva| ( -I , ;butnotonthelnterva|
, -, :;
z0
l 5
l 0
5
0
5
l 0
l 5
z0
- z 0 z
,
FIGUR 1.4.3. Graph of
.= .

solution curves for .= ..
-
I . 4 Separabl e Equati ons and Appl i cati ons J5
Memark 1 : When a speclncva|ueofx lssubstltutedlnEq. ,s;.wecan
attempttoso|venumerlca||yfor,. Forlnstance,x =:yle|dstheequatlon
](,) =, - y- =0.
Flgure I .4. 3showsthegraphof]. Wlthagraphlngca|cu|atorwecanso|veforthe
slng|erea| root , z sz Thlsyle|dstheva|ue,(4) z szofthepartlcu|ar
so|utlonlnExamp|e3.
Memark Zt I fthe lnltla| condltlon l n,:;lsrep|aced wlth the condltlon
,( I ) = c,then the resu|tlng partlcu|ar so|utlon ofthe dlerentla| equatlon ln (5)
|lesonthe|owerha|foftheova|contourcurvelnFlg. i : z Itappearsthatthls
partlcu|ar so|utlon through , i . c; ls denned on the lnterva| ,c. :; but not on the
lnterva|( I , ) . On theotherhand,wlththelnltla|condltlon,( I ) -zwegetthe
|owercontourcurvelnFlg. I . 4. 2. Thlspartlcu|arso|utlonls dennedfora||x. Thus
the lnltla| condltlon can determlne whethera partlcu|arso|utlon ls dennedon the
who|erea| |lneoron|yonsomeboundedlnterva|. Wlthacomputera|gebrasysten
onecanreadl|yca|cu|ateatab|eofva|uesofthe,-so|utlonsofEq. ,s;forx-va|ues
atdeslredlncrementsfromx = -I tox = (forlnstance). Such atab|eofva|ues
serveseectlve|yasan
_
merlca|so|utlonofthelnltla|va|ueprob|enln,:;
Implicit, General, and Singular Solutions
TheequatlonK(x,,) = clscommon|yca||edanimplicit solution ofadlerentla|
equatlon lf lt ls satlsned (on some lnterva|) by some so|utlon , = ,(x) of the
dlerentla|equatlon. Butnote thatapartlcu|arso|utlon, = ,(x) ofK(x,,) - o
may or may not satlsfy a glven lnltla| condltlon. For examp|e, dlerentlatlon of
x
:
+,
:
=:yle|ds
d,
x + , - = c.
dx
sox
:
+,
:
=:ls anlmp|lcltso|utlonofthedlerentla|equatlonx+,,' oBut
on|ythenrstofthetwoexp|lcltso|utlons
,(x) =+
,
4- x
:
and ,(x) =-
,
:- x
:
satlsnesthelnltla|condltlon,(0) =z(Flg. i : :;
Hemark 1 : You shou|dnotassumethateveryposslb|ea|gebralcso|utlon
, = ,(x) ofan lmp|lclt so|utlon satlsnes the same dlerentla| equatlon. Forln-
stance, lfwemu|tlp|ythelmp|lcltso|utlonx
:
+,
:
- :=cbythefactor(,- 2x) ,
thenwegetthenewlmp|lcltso|utlon
(,- 2x) (x
:
+,- :;=c
that yle|ds (or 'contalns) not on|y the prevlous|y noted exp|lclt so|utlons , -
+
:- x
:
and, = -
:- x
:
ofthedlerentla|equatlonx+,,' =c,buta|sothe
addltlona|functlon, =zxthatdoes osatlsfy thls dlfferentla|equatlon.
Hemark Zt Slml|ar|y, so|utlons ofa glven dlerentla|equatlon can be
elther galned or |ost when lt ls mu|tlp|led or dlvlded by an a|gebralcfactor. For
lnstance,conslderthe dlerentla|equatlon
d,
(,- 2x) ,- =-x(,- zx;
dx
,;
-I 5 -I O -5 O 5 I O I 5
X
FIGUR 1.4.5. The general
solution curves y = (x - C)
2
and
the singular solution curve y =
of the diferential equation
(y')
2
= 4y.
cXump| e4
havlngthe obvlous so|utlon y = zx But lfwedlvldeboth sldesbythecommon
factor,y- zx; , thenwegettheprevlous|ydlscusseddlerentla|equatlon
ay
y- =-x.
ax
ay
or x + y - = c,
ax
, i c;
ofwhlchy = zxls oaso|utlon. Thus we|osetheso|utlony = zxofEq. (9)
uponltsdlvlslonbythefactor ,y- zx; , a|tematlve|y, wegalnthlsnewso|utlon
whenwemu|tlp|yEq. , i c;by ,y- zx; Suche|ementarya|gebralcoperatlonsto
slmp|lfy aglvendlerentla| equatlonbeforeattemptlngto so|veltarecommonln
practlce, buttheposslbl|ltyof|ossorgalnofsuchextraneousso|utlonsshou|dbe
keptlnmlnd.
Aso|utlonofadlerentla|equatlonthatcontalnsanarbltraryconstant(|lke
theconstantcln theso|utlonofExamp|es i andz;ls common|yca||edageneral
solution ofthedlerentla|equatlon, anypartlcu|archolceofaspeclncva|ueforc
yle|dsaslng|epartlcu|arso|utlonoftheequatlon.
TheargumentprecedlngExamp|eiactua||ysumcestoshowthate.epartlc-
u|arso|utlonofthedlerentla|equatlon],y;y= _,x;ln,z;satlsnestheequatlon
i, y,x; ; =o,x; +cln,:; Consequent|y,ltlsapproprlatetoca||,:;notmere|ya
genera|so|utlonof,z;, butthe genera|so|utlonof,z;
InSectlon I . 5 wesha||seethateverypartlcu|arso|utlonofa//ecnrst-order
dlerentla| equatlon ls contalned ln lts genera| so|utlon. By contrast, lt ls com-
mon for a non|lnear nrst-order dlfferentla| equatlon to have both a genera| so|u-
tlon lnvo|vlng an arbltrary constant c and one orsevera|partlcu|arso|utlons that
cannot be obtalned by se|ectlng a va|ue for c These exceptlona| so|utlons are
frequent|yca||edsingular solutions. In Prob|em )cwe askyou to show that the
genera|so|utlonofthedlerentla|equatlon,y;
:
=:yyle|dsthefaml|yofparabo-
|as y = ,x- c;
:
l||ustrated ln Flg. I . 4. 5, andto observe thattheconstant-va|ued
functlon y,x; = clsa slngu|ar so|utlon thatcannotbe obtalnednom thegenera|
so|utlonbyanycholceofthearbltraryconstantc
Flnda||so|utlonsofthedlerentla|equatlon
ay
- =:x,y- i ;
:
ax
Sol ution Separatlonofvarlab|esglves
X
FIGUR 1.4.6. General and
singular solution curves for
y' 6x(y - 1 )
2/3 .
!
i
:
ay= zx ax,
,y- i ;
, y- i ;
.
=x
:
+c,
y,x; = i+,x
:
+c;
Posltlve va|ues ofthe arbltrary constant c glve the so|utlon curves ln Flg. i : :
that |le above the |lne y = i , whereas negatlveva|ues yle|dthose that dlp be|ow
lt. The va|ue c = cglves the so|utlon y,x; = i +x
, but ova|ue ofcglves

the slngu|ar so|utlon y,x; = i that was |ost when the varlab|es were separated.
Note that the two dlerent so|utlons y,x; = i and y,x; = i + ,x
:
- i ;
both
satlsfy the lnltla| condltlon y, i ; = i Indeed, the who|e slngu|ar so|utlon curve
y = i conslstsofpolnts where the so|utlon ls not unlque and where themnctlon
),x, y;= :x,y- i ;
:
lsnotdlerentlab|e.
Natural Growth and Decay
Thedlerentla|equatlon
ax
= /x ,/aconstant)
a
, i i ;
servesasamathematlca|mode|foraremarkab|ywlderangeofnatura|phenomena
anylnvo|vlngaquantltywhosetlmerateofchangelsproportlona|toltscurrentslze.
Herearesomeexamp|es.
POPULATION GROWTH: Suppose that r,; ls the number oflndlvldua|s ln a
popu|atlon(ofhumans, orlnsects,orbacterla)havlng.os.blrthanddeathrates
; and (lnblrths ordeaths per lndlvldua| per unltoftlme) . Then, durlnga short
tlmelnterva|c , approxlmate|y;i,; c blrths and i( )c deathsoccur,sothe
changeln r,;ls glvenapproxlmate|yby
and therefore
where/= ; .
ci , ; ) i()c ,
ai
ci
- = hm -= /i,
a
^-0 c
, i z;
COMPOUND INTEREST: Let~,;bethenumberofdo||arslnasavlngsaccount
at tlme (ln years) , and suppose that the lnterest ls .o-poaea.o/os/vat
an annua| lnterestrate (Note that i c annua| lnterest means that c i c ;
Contlnuouscompoundlngmeansthatdurlngashorttlmelnterva|c, theamountof
lnterestaddedtothe accountls approxlmate|yc~= ~,;c , sothat
a~ c~
- = | l m -= ~
a
/ -0 c
, i );
RADIOACTIVE DECAY: Conslderasamp|eofmaterla|thatcontalnsx,;atons
ofacertalnradloactlvelsotopeattlme Ithasbeenobservedthataconstantfractlon
ofthoseradloactlveatomswl||spontaneous|ydecay(lntoatomsofanothere|ement
orlntoanotherlsotopeofthesamee|ement)durlngeachunltoftlme. Consequent|y,
thesamp|ebehavesexact|y|lkeapopu|atlonwlthaconstantdeathrateandnoblrths.
To wrlte a mode|for x, ; , weuseEq. , i z;wlth xln p|aceof i, wlth / > oln
p|aceof, andwlth;= cWethusgetthedlerentla|equatlon
ax
-= /x.
a
Theva|ueof/dependsonthepartlcu|arradloactlvelsotope.
, i :;
The key to the method ofma/o../o a./, ls that a constant proportlon
ofthe carbon atoms ln any |lvlng creature ls made up ofthe radloactlve lsotope
| +
C ofcarbon. Thls proportlon remalnsconstantbecausethefractlonof
| +
Clnthe
atmosphere remalns a|mostconstant, and |lvlng matter ls contlnuous|y taklng up
carbonfromthealrorlsconsumlngother|lvlngmattercontalnlngthesameconstant
ratloof
| +
Catomstoordlnary
| :
Catoms. Thlssameratlopermeatesa|||lfe,because
organlcprocessesseemtomakenodlstlnctlonbetweenthetwolsotopes.
Theratloof
| +
Ctonorma|carbonremalnsconstantlntheatmospherebecacse,
a|though
| +
C lsradloactlveand s|ow|ydecays, theamountlscontlnuous|yreplea
lshedthroughtheconverslonof
| +
N(ordlnarynltrogen)to
. +
Cbycosmlcraysboa
bardlngthe upper atmosphere. Overthe |ong hlstory ofthep|anet, thls decayaad
rep|enlshmentprocesshas comelntonear|ysteadystate.
Ofcourse, when a |lvlng organlsm dles, ltceases lts metabo|lsm ofcarboa
and theprocessofradloactlvedecaybeglnstodep|ete lts
| +
C content. There is ao
rep|enlshmentofthls
| +
C, andconsequent|ytheratloof
| +
Ctonorma|carbonbegias
todrop. By measurlng thlsratlo, theamountoftlme e|apsed slnce thedeathofthe
organlsmcan beestlmated. Forsuchpurposeslt ls necessarytomeasurethedecay
constant / For
| +
C, ltlsknownthat/ o ooo i z l : lfls neasuredlnyears.
(Mattersarenotasslmp|easwehavemadethemappear. lnapp|ylngthetech
nlqueofradlocarbondatlng, extremecaremustbetakentoavoldcontanlnatlng|he
samp|ewlthorganlcmatterorevenwlth ordlnary freshalr. Inaddltlon,thecosa|c
ray|eve|sapparent|yhavenotbeenconstant, sotheratlo of
| +
C lntheatmosphe
has varled overthe past centurles. By uslnglndependentmethods ofdatlng saa
p|es, researcherslnthlsareahave compl|ed tab|esofcorrectlonfactors toenhaace
theaccuracyofthlsprocess. )
DRUG ELIMINATION: Inmany cases the amount A(t ) ofa certaindrcgi nthe
b|oodstream,measuredby theexcessoverthenatura||eve|ofthedrug,wl||decliae
atarateproportlona|tothecurrentexcessamount. Thatl s,
a~
- =-~.
a
where > cTheparameterlsca||edthe elimination constant ofthedrcg.
The Natural Growth Equation
, i ,
The prototype dlerentla| equatlon ax}a = /x wlthx, ; > o and /a constaa|
(elthernegatlve orposltlve) ls readl|y so|ved by separatlng the varlab|es and iate
gratlng.
ax=/ a ,
|a x = / + c
Then weso|veforx
Becausecl s aconstant, sol s ~ = Itl s a|soc|earthat~ =x,o)
-
Xg, sothe
partlcu|arso|utlonofEq. , l l ) wlththe lnltla|condltlonx,o)=Xg ls slnp|y
x, ; =
, i ,
Becauseofthepresenceofthenatura|exponentlalfunctionlnlts sol ctlon,the
dlerentla|equatlon
ax
~ = /x
a
, l 7)
ls oftenca||edthe exponential or natural growth equation. Flgure l . 4. 7showsa
typlca|graphofx , ; lnthecase /> o,thecase/< ols l||ustratedlnFlg. i
: s
cXump| e
X
X = x
(k >
FIGURE 1.4.7. Natural growth.

X
FIGURE 1.4.8. Natural decay.
A::e:a|a,:eaa:ai|s:eaa:www.census.gov, :aewe:ia s:e:aieaia:|ea:ea:a:a
: ||ii|eae:seas |a m|a i , aaawas :aea |a::eas|a,a::ae:a:eeia|ea:zi z
:aeasaaae:seasea:aaay Assam|a,:aa:aa:a:aieaia:|ea,:ew:aa::a|s:a::
:ea:|aaes, wewaa::eaaswe::aeseaes:|eas
(a) waa:|s:aeaaaaai,:ew:a:a:e/:
(b) waa:w|ii|e:aewe:iaeaia:|eaa::aem|aaieei:aezis::ea:a:y:
(c) uewiea,w|ii|::a|e:aewe:iaeaia:|ea:e|a::ease:eaieia-:ae::|y::a:a
|a,:ae:c||ii|ea:aa:semeaeme,:aae:s|ei|eve:e|e:aemas|mamie:wa|:a:a:
iaae::aa:ev|aeaaeaa:eieeasai|es:
Sol ution (a) we measa:e:aewe:iaeaia:|ea
_,
|a||ii|easaaameasa:e:|m:|ay:a:s
we:a|e
,
-
c:e:e::eseaa:e,m|a) i , sei,
-
:1aeia:::aa:i|s|a:::as|a
|yzi z,ccc,e:c ccczi z ||ii|ea,e:sease:aaya::|me
,
-
cmeaas:aa:
i ,c)= ,c ccczi z) ,: z)
c c:
||ii|eae:yea: t:em:aeaa:a:ai,:ew:aeaa:|ea
_
,
-
/i w|:a
,
-
cw:aew
e|:a|a
/
-
i ,c)
c c:
c ci z
i,c) :
1aas:aewe:iaeaia:|eawas,:ew|a,a::ae:a:eeia|ea:i zaaaaaiiy|ai
1a|svaiaeei/,|ves:aewe:iaeaia:|eaiaa::|ea
_,
-

(b) w|:a
,
-
i wee|:a|a:ae:ea|::|ea
i, i )
-

i i s,||ii|ea)
ie::aewe:iaeaia:|ea|am|azcc,se:aeeaia:|eaw|iiaimes:aav:aea|i:a
|a:ae]as:eve:aaaii:ea:a:ys|a:ei )
(c) 1aewe:iaeaia:|easaeaia:ea:a:c||ii|eawaea
:c=
aaa:aas|a:aeyea:z i
i ai c
:aa:|s, waea
,
=
c ci z
i s,

cXump| e
Dotet A::aaiiy,:ae:a:eei,:ew:|ei:aewe:iaeaia:|ea|sexe::ea:a
siewsemewaa:aa:|a,:aeaex:|aii:ea:a:y,aaa:|e|es::a::ea::ea|::|eaie::a:
zcceaia:|ea |s eaiy l ||ii|ea A s|miema:aema:|:ai meaei :aaae:o:
ese::ea:em|::e::e:|seiy:ae:emies|:yei:|e:eaiwe:ia
1aeae:ay:eas:aa:eia:aa|ea::|ve|se:ee|seuease:|aea|a:e:mseiaa
e:|e:em|:|:ai:eas:aa:,:|e/.(/,eei:ae|se:ee,|e:aase:a|sa:ame:e:|sma::
:eavea|ea:1ae half-life reia:aa|ea::|ve|se:ee|s:ae:|me:ea|:eaie:/.(ai
|::eae:ay 1eaaa:ae:eia:|eas|||e:weea/ aaa r, wese: = r aaaV = N
|a:|eeaa:|eaV,;= x,e
,se:aa:V, x,e
waeaweseiveie:r, weaaa
:aa:
ia z
r =
, l s)
le:esamie,:|eaaiii|ieei
|s r ,ia z)},c cccl zl :) , a:ex|ma:eiyco

yea:s
Ase:|meaei:aa::eaiieaaaa:s:eaeaea,e:ansea::e:ea:a|a:asma:a
asasamieei:esea:aay:aa::eaieieaaimass waa:|s:aea,eei:aesamie:
Sol uti on we :aie = cas:ae:|meei:aeaea:aei:ae::ee i:em wa|:a:ae s:eaeaea:
:aa::eaiwasmaaeaaaV,as:aeaam|e:eia:ems:aa::aes:eaeaea,esami:
:ea:a|aea:aea wea:e ,|vea :aa:V = ,c :) V, aew, seweseive:aeeaa:|aa
,c :) V,= x,e
-
w|:a:aevaiae/= c cccl zl : 1|asweaaa:aa:

cXump| e
ia,c :)
=
c cccl zl :
scc,yea:s)
1|as:aesamie|sa|ea:sccyea:seia i i | : |asaay:eaae::|eaw|:|:ae|a|iae:sai
s:eae|ea,e,ea::ema:a:|eassa,,es::aa::a|se|se:va:e:y,meaamea:,e::emi:-
w||:|eve:|:may|e-aa:esi:eml sccB. C. e:ea:i|e:
Cooling and Heating
A::e:a|a,:eNew:ea siaw ei:eei|a, , ,)eise::|ea l l ), :ae :|me:a::ai
:aaa,eei:ae:eme:a:a:e, ; eia|eay|mme:sea|aamea|amei:eas:aa:::m
e:a:a:e~|s:ee::|eaai:e:aea|iie:ea:e~ 1aa:|s,
a
- = /,~
) ,
a
, l )
wae:e/|saes|:|ve:eas:aa:1a|s|saa|as:aa:eei:aei|aea:a:s:e:ae:a|ne::a:|ai
eaa:|eaw|:a:eas:aa::eeu:|ea:s
ax
a
= .x+/ ,zo)
i:|a:iaaes:aeeseaea:|aieaa:|eaasase:|ai:ase ,/ = c)aaa|s aiseeasy:a
seive|ysea:a:|eaeiva:|a|ies
A:i|:eas:, |a|:|aiiya:cl, |s ia:ea|aa levea a: cc e v Aue:
m|aa:es|:|sieaaa:aa::ae:eme:a:a:e,;ei:|e:eas:|s l z t waeaw|ii:a:
:eas:|el cl,mea|am:a:e) :
Sol ution we:aie:|me|am|aa:es,w|:a=c:e::eseaa|a,:e ccl. N. we aiseassam:
,semewaa:aa:eai| s:|:aiiy):aa:a:aay|as:aa::ae:eme:a:a:e, ) ei:a::aas:|s
aa|ie:m:a:ea,aea: weaave , ) < ~ = , ,c) = c, aaa,) i z
uea:e
..
=/,- ) ,
i
..= .
-
- ia,- ) =+c,
- =s,
New ,c) = c|mi|es:aa:s = z, se= - z,
w:aise|aaw
:aa: = i z waea= sa|s:|:a:|eaei:aesevaiaes|a:ae:e:ea|aeaa:|aa
y|eias
=-ia y c cc
uea:eweaaaiiyseive:aeeaa:|ea
i c=- z,
'
ie:= -ia,zz}z)[},c cc) i c ,m|a), :ae:e:ai :ee||a,:|me:ea|::a

se:aase:ae:eas:wasia:ea|a:aeeveaa: ccl. N. , |:saeaia|e:emeveaa:a|aa:
: :l. N.
TorriceIIi' s Law
saese:aa:awa:e::aa|aasaaeiew|:aa:ea.a:|:s|e::em,i:emwa|:awa:::|s
iea||a, Deae:e|yy, ) :aeae:|eiwa:e:|a:ae:aa|a::|me aaa|y .:a:
veiameeiwa:e:|a:|e:aa|:aeai:|siaas||ie-aaa::ae,aaae:|aeai:aaa|:|eas-
:aa::aeveie:|:yeiwa:e:es|:|a,:a:ea,|:aeaeie|s
u =,z,y, ,zi )
wa|:a| s :aeveie:|:yaa:eeiwa:e:weaiaa:a|:e|aiaii|a,i:eeiyi:em:aesa:ia::
ei:aewa:e::e:ae|eie,seer:e|iemeise::|eai z) Oae:aaae:|ve:a|sia:maia
|e,|aa|a,w|:a:aeassam:|ea:aa::aesamei:ae||ae:|:aaae:ea:|ai:ae:,yai:a:
sys:em:ema|as:eas:aa:Uaae::eai:eaa|:|eas,:a||a,|a:ea::eaa::ae:eas::|::|aa
eiawa:e:]e:i:emaae:|a:e,u =.,z,y,wae:e.|saaem|:|:ai:eas:aa:|e:w::a
0 aaai ,asaaiiya|ea:c :ie:asmaii:ea:|aaeass::eameiwa:e:) te:s|mi|:|:y
we:a|e.= i |a:aeieiiew|a,a|s:ass|ea
Asa:easeaea:eei ,zi ),weaave
ea|vaiea:iy,
..
=-.u =-.,z,y,
.
..
= wae:e =.,
.
,zza)
,zz|)
1a|s|sas:a:emea:ei1e::|:eii| siawie:aa:a|a|a,:aa|Le:~,y;aeae:::aeae:|
zea:ai::essse::|eaaia:eaei:ae:aa|a:ae|,a:y1aea,ai|ea:ea:a|aae:|zaa:ai
cXump| ed
s|lce of water at helght, wlth area ~,,; and thlckness a,, the lntegra| ca|cu|us
methodofcrosssectlonsglves
r,y;=
~,,;a
The fundamenta| theorem of ca|cu|us therefore lmp|les that ar }ay

hencethat
ar
ar
ay
= ~, ;
ay
a ay a
y
a
FromEqs. ,zz;and,z;wenna||yobtaln
ay
~,y; - = -, z,y
/
$
a
ana|tematlveformofTorrlce||l
s|aw.
~,y;and
,z;
,z:;
Ahemlspherlca|bow|has topradlus:uandattlme cls fu||ofwater. Atthat

momentaclrcu|arho|ewlthdlameterlln. lsopenedlnthebottomofthetank. How
|ongwl||lttakefora||thewatertodralnfromthetank!
Sol ution Fromtherlghttrlang|elnFlg. l : , weseethat
FIGURE 1.4.9. Draining a
hemispherical tank.
~,y;= -
= - l : - ,:- y;
] -,sy- ,;
Wlth,= zftJs
:
,Eq.,z:;becomes
Nowy,o;= :, so
:
ay
.
)
:
-,sy-
;
a
= -- ,z zy,
,,sy
,
- ,
;ay= - ,a ,
_
y
:
.
,
y
.
+c
.
,
448

The tank ls empty wheny c,thus when

= :z
.
8
zi c(s) ,
that l s, about 35 mln c s. So lt takes s|lght|y |ess than 36 mln for the tank to
draln.
Problems
........,.....,.
..., ..,......I ....I.
.........,.
.
1.
..
.= 0
.
3.
..
= sm.
5. 2.
.
..
.
7. - = (4.)
J
..
9. (l - .
)
.
=
..
11. = .
.
13.
= (
4
1 ) cos .
..
15.
.
=
.
.. .

17. = . .
side. )
.
2. .
0
..
.
4. ( l . .
..
.
6.
..
= 3
.
.
8.
..
= .sec
10. ( l .
.
= ( l )
..
12. = .
1 )
14.
. 1 + .
.. 1 ,
16. .
l ) (tan = .
.....Factor the right-hand
18. .
= 1 .
...,,............,.
.I9....2.
.
19.
..
= =
.
20.
..
= 3.
1 ) , = 1
. .
21. = (5) = 2
..
1
'
.
22.
..
= ..
= -3
.
23. 1 = = 1
..
.
24. (tan .
..
=
_i
=
.
25. . 2.
, = 1
..
.
26.
..
= 2.
3.
, = -1
27. =
= 0
.
28. 2. = cos
2
.= .
..
29. (a) Find a general solution of the diferential equation
...=
(b) Find a singular solution that is not in

cluded in the general solution. (c) Inspect a sketch of typi
cal solution curves to determine the points .for which
the initial value problem =
, .has a unique
solution.
30. Solve the differential equation ...
= .to verify the

general solution curves and singular solution curve that
are illustrated in Fig. 1 . 4. 5. Then determine the points
.in the plane for which the initial value problem
( )
. .= has (a) no solution, (b) infnitely

many solutions that are defned for all .(c) on some
neighborhood of the point .= .only fnitely many solu
tions.
31. Discuss the diference between the diferential equations
...
= .and ...= 2,. Do they have the

same solution curves? Why or why not? Determine the
points .in the plane for which the initial value prob
lem = 2,, .= has (a) no solution, (b) a unique
solution, (c) infnitely many solutions.
32. Find a general solution and any singular solutions of the
diferential equation .......= Deter
mine the points .in the plane for which the initial
value problem = .= has (a) no solu
tion, (b) a unique solution, (c) infnitely many solutions.
33. (Population growth) A certain city had a population of
25000 in 1 960 and a population of 30000 in 1 970. Assume
that its population will continue to grow exponentially at a
constant rate. What population can its city planners expect
in the year 2000?
34. (Population growth) In a certain culture of bacteria, the
number of bacteria increased sixfold in 1 0 h. How long
did it take for the population to double?
35. (Radiocarbon dating) Carbon extracted from an ancient
skull contained only one-sixth as much 1
4
C as carbon ex
tracted from present-day bone. How old is the skull?
36. (Radiocarbon dating) Carbon taken from a purported relic
of the time of Christ contained 4. 6 X 1 01 0 atoms of 1 4C
per gram. Carbon extracted from a present-day specimen
of the same substance contained 5. 0 X 1 01 0 atoms of 1 4C
per gram. Compute the approximate age of the relic. What
is your opinion as to its authenticity?
37. (Continuously compounded interest) Upon the birth of
their frst child, a couple deposited $5000 in an account
that pays 8% interest compounded continuously. The in
terest payments are allowed to accumulate. How much
will the account contain on the child' s eighteenth birth
day?
38. (Continuously compounded interest) Suppose that you
discover in your attic an overdue library book on which
your grandfather owed a fne of 30 cents 1 00 years ago. If
an overdue fne grows exponentially at a 5% annual rate
compounded continuously, how much would you have to
pay if you retured the book today?
39. (Drug elimination) Suppose that sodium pentobarbital is
used to anesthetize a dog. The dog is anesthetized when
its bloodstream contains at least 45 milligrams (mg) of
sodium pentobarbitol per kilogram of the dog' s body
weight. Suppose also that sodium pentobarbitol is elim
inated exponentially from the dog' s bloodstream, with a
half-life of 5 h. What single dose should be administered
in order to anesthetize a 50-kg dog for 1 h?
40. The half-life of radioactive cobalt is 5. 27 years. Suppose
that a nuclear accident has lef the level of cobalt radia
tion in a certain region at 1 00 times the level acceptable
for human habitation. How long will it be until the region
is again habitable? (Ignore the probable presence of other
radioactive isotopes. )
41. Suppose that a mineral body formed in an ancient
cataclysm-perhaps the formation of the earth itself
originally contained the uranium isotope
23
8U (which has
a half-life of 4. 5 1 X 1 0
9
years) but no lead, the end product
of the radioactive decay of
23
8U. If today the ratio of
23
8U
atoms to lead atoms in the mineral body is 0. 9, when did
the cataclysm occur?
42. A certain moon rock was found to contain equal numbers
of potassium and argon atoms. Assume that all the argon
is the result of radioactive decay of potassium (its half-life
is about 1 . 28 X 1 0
9
years) and that one of every nine potas
sium atom disintegrations yields an argon atom. What is
the age of the rock, measured from the time it contained
only potassium?
43. A pitcher of buttermilk initially at 25 C is to be cooled
by setting it on the front porch, where the temperature is
0 C. Suppose that the temperature of the buttermilk has
dropped to 1 5 C after 20 min. When will it be at 5 C?
44. When sugar is dissolved in water, the amount .that re
mains undissolved afer minutes satisfes 'the differential
equation ...= ..(.~ 0). If 25% of the sugar dis
solves after 1 min, how long does it take for half of the
sugar to dissolve?
45. The intensity of light at a depth of .meters below
the surface of a lake sati sfes the diferential equation
...= ( -1 . 4) (a) At what depth is the intensity half
the intensity
0
at the surface (where .= O)? (b) What
is the intensity at a depth of 10 m (as a fraction of lo)?
(c) At what depth wi l l the intensity be 1 % of that at the
surface?
46. The barometric pressure ,(in inches of mercury) at an
altitude .miles above sea level satisfes the initial value
problem .,..= ( -0. 2) ,,= 29. 92. (a) Calculate
the barometric pressure at 1 0,000 ft and again at 30, 000
ft. (b) Without prior conditioning, few people can sur
vive when the pressure drops to less than 1 5 in. of mer
cury. How high is that?
47. A certain piece of dubious information about phenylethy
lamine in the drinking water began to spread one day in a
city with a population of 1 00,000. Within a week, 1 0,000
people had heard this rumor. Assume that the rate of in
crease of the number who have heard the rumor is propor
tional to the number who have not yet heard it. How long
will it be until half the population of the city has heard the
rumor?
48. According to one cosmological theory, there were equal
amounts of the two uranium isotopes
235
U and
23
8U at the
creation of the universe in the "big bang." At present there
are 1 37. 7 atoms of
23
8 U for each atom of
235
U. Using the
half-lives 4. 5 1 X 1 0
9
years for
23
8U and 7. 1 0 X 1 08 years
for
235
U, calculate the age of the universe.
49. A cake is removed from an oven at 21 0 F and left to cool
at room temperature, which is 70 F. Afer 30 min the
temperature of the cake is 1 40 F. When will it be 1 00 F?
50. The amount .of atmospheric pollutants in a certain
mountain valley grows naturally and is tripling every 7. 5
years.
(a) If the initial amount is 1 0 pu (pollutant units), write
a formula for .giving the amount (in pu) present
afer years.
(b) What will be the amount (in pu) of pollutants present
in the valley atmosphere afer 5 years?
(c) If it will be dangerous to stay in the valley when the
amount of pollutants reaches 1 00 pu, how long will
this take?
51. An accident at a nuclear power plant has lef the surround
ing area polluted with radioactive material that decays nat
urally. The initial amount of radioactive material present
is 15 su (safe units), and 5 months later it is still 10 suo
(a) Write a formula giving the amount .of radioactive
material (in su) remaining after months.
(b) What amount of radioactive material will remain after
8 months?
(c) How long-total number of months or fraction
thereof-will it be until .= 1 su, so it is safe for
people to return to the area?
52. There are now about 3300 diferent human "language fam
ilies" in the whole world. Assume that all these are de
rived from a single original language, and that a language
family develops into 1 . 5 language families every 6 thou
sand years. About how long ago was the single original
human language spoken?
53. Thousands of years ago ancestors of the Native Americans
crossed the Bering Strait from Asia and entered the west
ern hemisphere. Since then, they have fanned out across
North and South America. The single language that the
original Native Americans spoke has since split into many
Indian "language families." Assume (as in Problem 52)
that the number of these language families has been mul
tiplied by 1 . 5 every 6000 years. There are now 1 50 Native
American language families in the western hemi sphere.
About when did the ancestors of today' s Native Ameri
cans arrive?
54. A tank is shaped like a vertical cylinder; it initially con
tains water to a depth of 9 f, and a bottom plug is removed
at time = 0 (hours). Afer 1 h the depth of the water has
dropped to 4 ft. How long does it take for all the water to
drain from the tank?
55. Suppose that the tank of Problem 48 has a radius of 3 f
and that its bottom hole is circular with radius 1 in. How
long will it take the water (initially 9 f deep) to drain com
pletely?
56. At time = 0 the bottom plug (at the vertex) of a full con
ical water tank 16 f high is removed. After 1 h the water
in the tank is 9 f deep. When will the tank be empty?
57. Suppose that a cylindrical tank initially containing .gal
lons of water drains (through a bottom hole) in .minutes.
Use Torricelli' s law to show that the volume of water in
the tank after .minutes is .= .[ 1 - (.) ]
.
58. A water tank has the shape obtained by revolving the curve
y = .
around the y-axis. A plug at the bottom is re

moved at 1 2 noon, when the depth of water in the tank is
1 2 ft. At 1 . V. the depth of the water is 6 ft. When will
the tank be empty?
59. A water tank has the shape obtained by revolving the
parabola .
= by around the y-axis. The water depth is

4 f at 1 2 noon, when a circular plug in the bottom of the
tank is removed. At 1 . V. the depth of the water is 1 ft.
(a) Find the depth y(t) of water remaining afer hours.
(b) When will the tank be empty? (c) If the initial radius
of the top surface of the water is 2 f, what is the radius of
the circular hole in the bottom?
60. A cylindrical tank with length 5 f and radius 3 ft is sit
uated with its axis horizontal . If a circular bottom hole
with a radius of 1 in. is opened and the tank is initially
half full of xylene, how long will it take for the liquid to
drain completely?
61. A spherical tank of radius 4 f is full of gasoline when a
circular bottom hole with radius 1 in. is opened. How long
will be required for all the gasoline to drain from the tank?
62. Suppose that an initially full hemi spherical water tank of
radius 1 m has its fat side as its bottom. It has a bottom
hole of radius 1 cm. If this bottom hole is opened at 1 . V. ,
when will the tank be empty?
63. Consider the initially full hemispherical water tank of Ex
ample 8, except that the radius of its circular bottom hole
is now unknown. At 1 . V. the bottom hole is opened and
at 1 : 30 . V. the depth of water in the tank is 2 ft. (a) Use
Torricelli ' s law in the form .. .(0. 6)
J2gy
(taking constriction into account) to determine when the
tank will be empty. (b) What is the radius of the bottom
hole?
64. (The ,...or water clock) A 1 2-h water clock is to
be designed with the dimensions shown in Fig. 1 . 4. 1 0,
shaped like the surface obtained by revolving the curve
y = . around the y-axis. What should be this curve,
and what should be the radius of the circular bottom hole,
in order that the water level will fall at the ....rate of
4 inches per hour (in. /h)?
4 f
) -]()
)
ot
) y())
)
FIGUR 1.4.10. The clepsydra.
65. Just before midday the body of an apparent homicide vic
tim is found in a room that is kept at a constant tempera
ture of 70 F. At 1 2 noon the temperature of the body is
80 F and at 1 . V. it is 75 F. Assume that the temperature
of the body at the time of death was 98. 6 F and that it has
cooled in accord with Newton' s law. What was the time
of death?
66. Early one morning it began to snow at a constant rate. At
7 A. M. a snowplow set off to clear a road. By 8 A. M. it
had traveled 2 miles, but it took two more hours (until
1 0 A. M. ) for the snowplow to go an additional 2 miles.
(a) Let = 0 when it began to snow and let A denote the
di stance traveled by the snowplow at time Assuming
that the snowplow clears snow from the road at a constant
rate (in cubic feet per hour, say), show that
.. 1
.
.
where .is a constant. (b) What time did it start snowing?
... 6 A. M. )
67. A snowplow sets of at 7 A. V. as i n Problem 66. Suppose
now that by 8 A. M. it had traveled 4 miles and that by
9 A. M. it had moved an additional 3 miles. What time did
it start snowing? This is a more diffcult snowplow prob
lem because now a transcendental equation must be solved
numerically to fnd the value of ...4: 27 A. V. )
68. Figure 1 . 4. 1 1 shows a bead sliding down a frictionless
wire from point to point Q. The .....,
asks what shape the wire should be in order to min
imize the bead' s time of descent from to Q. In June
of 1 696, John Bernoulli proposed this problem as a pub
lic challenge, with a 6-month deadline (later extended to
Easter 1 697 at George Leibniz' s request). Isaac Newton,
then retired from academic life and serving as Warden
of the Mint in London, received Bernoulli 's challenge on
January 29, 1 697. The very next day he communicated
his own solution-the curve of minimal descent time is an
arc of an inverted cycloid-to the Royal Society of Lon
don. For a modem derivation of this result, suppose the
bead starts from rest at the origin and let y = y(.) be
the equation of the desired curve in a coordinate system
with the y- axis pointing downward. Then a mechanical
analogue of Snel l ' s law in optics implies that
sin a
= constant,
(i)
where a denotes the angle of defection (from the verti
cal) of the tangent line to the curve-so cot a = y' .
(why?)-and = ,.is the bead' s velocity when it has
descended a di stance y vertically (from =
.= -PE) .
F
FIGUR 1. 4. 11. A bead sliding down a

wire-the brachistochrone problem.
(a) First derive from Eq. (i) the differential equation
.
..
-
y
-
where .is an appropriate positive constant.
(ii)
(b) Substitute y = 2. sin
.= 4. sin cos .in (ii)

to derive the solution
.= .- sin y = . - cos (iii)
for which = Y = 0 when .= O. Finally, the sub
stitution of 0 = .in (iii) yields the standard para
metric equations .= .(0 - sin 0) , y = . - cos 0)
Linear First-Order E9ation
69.
of the cycloid that is generated by a point on the rim
of a circular wheel of radius .as it rolls along the .
axi s. [See Example 5 i n Section 9. 4 of Edwards and
Penney, ...............7th edition
(Upper Saddle River, NJ: Prentice Hall, 2008). ]
Suppose a uniform fexible cable is suspended between
two points ..at equal heights located symmetri
cally on either side of the x- axis (Fig. 1 . 4. 1 2). Principles
of physics can be used to show that the shape y = . of
the hanging cable satisfes the diferential equation
.
1
..
where the constant .= ..is the ratio of the cable' s

tension .at its lowest point .= 0 (where y' (0) = 0
) and its (constant) linear density . If we substitute
= ..........= .
..
in this second
order diferential equation, we get the frst-order equation
.
. = 1
..
Solve this diferential equation for . = .
sinh(x/a) . Then integrate t o get the shape function
. = .cosh
of the hanging cable. This curve is called a ...from
the Latin word for ...
"
|| ||
"c
)
FIGUR 1.4. 12. The catenary.
InSectlon l . :wesawhowto so|ve a separab|e dlerentla| equatlon bylntegratlng
.)emu|tlp|ylng both sldes by an approprlate factor. For lnstance, to so|ve the
equatlon
ay
zxy ,y~ c),
ax
wemu|tlp|ybothsldesbythefactor i}ytoget
i ay
zx, thatl s,
)
(lny;
)
x
:
)
) ax
, l )
,z;
Becauseeachsldeoftheequatlonln,z;lsrecognlzab|easaae/../.e(wlthrespect
tothelndependentvarlab|ex; . a||thatremalnsaretwo slmp|e lntegratlons, whlch
I . Li near Fi rst-Order Equati ons 47
yle|dlny x
c Forthlsreason, thefunctlon,,y; i}ylsca||edan/e,-.

/,]..ofor the orlglna|equatlonln , i ) . An integrating factor foradlerentla|
equatlonlsafunctlon,,x.y;suchthatthemu|tlp|lcatlonofeachsldeofthedler-
entla|equatlonby,,x.y;yle|dsanequatlonlnwhlcheach sldelsrecognlzab|eas
aderlvatlve.
Wlththealdoftheapproprlatelntegratlngfactor,therelsastandardtechnlque
forso|vlngthelinear frst-order equation
ay
- +i,x; y _,x;
ax
(3)
onanlnterva|onwhlchthecoemclentfunctlonsi,x; and_,x; arecontlnuous. We
mu|tlp|yeachsldelnEq.(3)bythelntegratlngfactor
Theresu|tls
Because
,,x; e
!
e
!

ay
i,x; e
!

_,x; e
!

ax
n
i,x; ax|
i,x; .
,:)
(5)
the|eft-handsldelsthederlvatlveofthepa.y,x;
e
!
.soEq(5)lsequlv-
a|entto
n
y,x;
e
!

_,x;e
!
Integratlonofboth sldesofthlsequatlonglves
y,x; e
!
_,x; e
!

,ax
c
Flna||y,so|vlngfory. weobtalnthegenera|so|utlonofthe|lnearnrst-orderequatlcn
ln(3).
y,x; e
- !

_,x; e
!

,ax
(6)
Thlsformu|ashou|d not bememorlzed Inaspeclncprob|em ltgenera||y ls
slmp|erto use the-e/oaby whlch we deve|oped the formu|a That ls, ln crder
to so|vean equatlonthatcanbewrltten lntheform lnEq (3) wlth thecoemclent
functlons i,x; and _,x; dlsp|ayedexp|lclt|y, you shou|d attempttocarryoutthe
fo||owlngsteps
METHOD: SOLUTIONOFFIRST-ORDEREQUATIONS
1 . Beglnbyca|cu|atlngthelntegratlngfactor,,x;
e
!

2. Thenmu|tlp|ybothsldesof thedlerentla|equatlonby,,x;
J. Next, recognlzethe |e-hand sldeoftheresu|tlngequatlonas the derlvatlve
ofaproduct.
n
,,x; y,x; }
,,x; _,x;
cXump| e 1
4. Flna||y, lntegratethlsequatlon,
,,x; y,x; ,,,x; _,x; ax+c,
thenso|veforytoobtalnthegenera|so|utlonoftheorlglna|dlerentla|equa-
tlon.
Hemark 1 : Glven an lnltla| condltlon y,x,; y,. you can (as usua|)
substltutex x,andy
y,lntothegenera|so|utlonandso|vefortheva|ueofc
yle|dlngthepartlcu|arso|utlonthatsatlsnesthlslnltla|condltlon
Hemark Zt Youneednotsupp|yexp|lclt|yaconstantoflntegratlonwhen
younndthelntegratlngfactor,,x; Forlfwerep|ace
lnEq ,:), theresu|tls
,i,x; ax wlth ,i,x; ax+K
,,x; c
,
-
c
,
c
Buttheconstantfactorc
,
does not aectmaterla||ytheresu|tofmu|tlp|ylngboth
sldes ofthedlerentla| equatlon ln(3)by ,,x; . sowemlghtas we|| take K o
You may therefore choose for ,i,x; ax .yconvenlent antlderlvatlve of i,x; ,
wlthoutbotherlngt oaddaconstantoflntegratlon
So|vethelnltla|va|ueprob|em
ay
. .
ax
- y c g y,o; -i .
Sol uti on Herewehave i,x; = -i and _,x;
.
_
,
c
,sothelntegratlngfactorls
,,x; c
.
c
Mu|tlp|lcatlonofboth sldesoftheglvenequatlonbyc
yle|ds
whlchwerecognlzeas
ay
. .
c - c y c ,
ax
a
~
c
L
_
,
c
ax
Hencelntegratlonwlthrespecttoxglves
c
y ,
_
c
_
x
.
+c,
andmu|tlp|lcatlonbyc
glvesthegenera|so|utlon
y,x; cc
,)
,s)
Substltutlon ofx cand y -i nowglves c
.
;
. sothedeslredptlcu|ar
so|utlonls
' -1
-4
y* exp(-xI3)
-1 0 4 5
x
FIGURE 1. 5. 1. Slope feld and
solution curves for
y
'
= y + e-
x
/3
cXump| eZ
I . Li near First-Order Equati ons 49
Hemarkt Flgure i i showsas|opene|dandtyplca| so|utloncurvesfor
Eq. (7), lnc|udlngtheonepasslngthroughthepolnt,c. -i ; Notethatsomeso|u-
tlonsgrowrapld|ylntheposltlvedlrectlonasxlncreases,whl|eothersgrowrapld|y
ln thenegatlvedlrectlon. The behavlorofaglvenso|utloncurve ls determlnedby
ltsl nltla| condltlon, (0) )g. The two typesofbehavlorare separatedbythepar-
tlcu|arso|utlony ,x;
.
e
-
forwhlchc clnEq. ,s), so)g -forthe

so|utlon curve thatls dashedln Flg. i i If)g > -, then c > clnEq. ,s),so
theteme
eventua||ydomlnatesthebehavlorofy,x; , andhencey,x;-- + as
x -- +c. But lf)g < -, then c < c, so both tems ln y,x;are negatlveand
thereforey,x; -- -casx-- +c. Thusthelnltla|condltlon)g -ls.//../
ln the sensethat so|utlons that start above - onthe ,-axlsgrow lntheposltlve
dlrectlon,whl|eso|utlonsthatstart|owerthan-growlnthenegatlvedlrectlonas
x-- +c. Thelnterpretatlonofamathematlca|mode|oftenhlngesonnndlngsuch
acrltlca|condltlonthatseparates oneklndofbehavlorofaso|utlonfromadlfferent
klndofbehavlor.
Flnd agenera|so|utlonof
ay
,x
+ i ; - + xy= :x
ax
,)
Sol uti on
Aerdlvlslonofbothsldesoftheequatlonbyx
:
+ i, werecognlzetheresu|t
X
solution curves for the differential
equation in Eq. (9).
ay x :x
-+ ,
ax x
+ i
x
:
+ i
asanrst-order|lnearequatlonwlth i,x; x},x
+ i ; and _,x;= :x},x
+ i ;
Mu|tlp|lcatlonby
,,x; exp
x
i
ax,
expin,x
+ i ;) ,x
+ i ;
yle|ds
andthus
Integratlonthenyle|ds
Mu|tlp|lcatlonofbothsldesby,x
+ i;
-
y,x; z+c,x
+ i ;
-
( ! 0)
Hemarkt Flgure i zshows a s|opene|dand typlca| so|utloncurvesfor

Eq. ,) Note that, as x -- +c, a|| other so|utlon curves approach the constant
so|utlon curve , (x; = z that corresponds to c cln Eq. , i c; Thls constant
so|utloncanbedescrlbedasane,/////-so//oofthedlerentla|equatlon,be-
causey,o; 2 lmp|les thaty,x; 2 for a||x(andthustheva|ueofthe so|utlon
remalnsforeverwhere ltstarts) . Moregenera||y, theword'equl|lbrlumconnotes
'unchanglng, so by an equl|lbrlum so|utlon of a dlfferentla| equatlon ls meant a
constantso|utlony,x; = ..forwhlchltfo||owsthaty ,x; = 0 Note thatsubstl-
tutlonofy clnthedlfferentla|equatlon,)yle|dsxy 6x, soltfo||owsthat
y 2lfx /0. Henceweseethaty,x; = 2lstheon|yequl|lbrlumso|utlonofthls
dlerentla|equatlon,asseemsvlsua||yobvlouslnFlg I 5 2
A Closer Look at the Method

Theprecedlngderlvatlonoftheso|utlonlnEq (6)ofthe|lnearnrst-orderequatlon
y+iy _bearsc|oserexamlnatlon Supposethatthecoefnclentfunctlonst,x;
and _,x; are contlnuous on the (posslb|y unbounded) open lnterva| l. Then the
antlderlvatlves
i,x;ax and
_,x; e
!
ax
exlstonl . OurderlvatlonofEq (6) shows that,y y,x; lsaso|utlonofEq.(3)
on l, /ey,x; lsglvenbytheformu|alnEq (6)for somecholceofthe constant
cConverse|y,youmayverlfybydlrectsubstltutlon(Prob|em3 I ) thatthefunctlon
y,x; glven lnEq (6) satlsnesEq (3) Flna||y, glvenapolntx,ofl andany num-
bery,, there lsas prevlous|ynoteda unlque va|ueofc such that y,x,;
-
y,
Consequent|y,we have provedthefo||owlngexl stence-unlquenesstheorem
THEOREM 1 The Linear First-Order Equation
Ifthefunctlonsi,x;and Q,x;arecontlnuousontheopenlnterva| l contalnlng
thepolntx,,thenthelnltla|va|ueprob|em
ay
ax
+ i,x; y _,x; , y,x,;
y, ( I I )
hasaunlqueso|utlony,x; onl , glvenbythefomu|al nEq(6)wlthanappro-
prlateva|ueofc
Remark 1: Theorem I glvesaso|utlononthee/elnterva|l fora//e.
dlerentla|equatlon, ln contrastwlth Theorem I ofSectlon I 3, whlch guarantees
on|yaso|utlononaposslb|ysma||erlnterva|
Remark 2: Theorem I te||susthateveryso|utlonof Eq(3)lslnc|udedln
thegenera| so|utlonglvenlnEq (6) Thusa//e.nrst-orderdlfferentla|equatlon
hasoslngu|arso|utlons
Remark 3: Theapproprlateva|ueoftheconstantclnEq(6)asneeded
to so|ve the lnltla| va|ueprob|emlnEq ( I I )canbe se|ected 'automatlca||yby
wrltlng
,,x; expi,; a , .
y,x;
I
y
+,
,, ; _, ; a
,,x;
,
( I 2)
cXump| e
Thelndlcated |lmltsx, andx effecta cholceoflndennlte lntegra|sl nEq (6) that
guaranteeslnadvancethatj(x,) = I andthat,(x,) = ), (as you canverlfydlrect|y
bysubstltutlngx =x,lnEqs ( I 2)

:
a,
.
( I ) x - +x,= smx, , = ),
ax
( I 3)
Sol ution Dlvlslonbyx
:
glvesthe|lnearnrst-orderequatlon
5
2
- |
- 2
5
| I -5)
o | | z0
x
l 1.5.3. Typical solution
UYCb defned by Eq. ( 1 5) .
ay I sln x
- + -, =
ax x x
:
wlthP(x) = IJx and Q(x) = (sln x)Jx
:
Wlthx, = I thelntegratlngfactor ln( I 2)
l s
j(x)
-
expa,= exp(|n x) =x,
sothedeslredpartlcu|arso|utlonl s glvenby
I
sln t
,(x) =
),+
a ( I 4)
InaccordwlthTheorem I , thlsso|utlonlsdennedonthewho|eposltlvex-axls
Comment: Ingenera|, anlntegra|suchastheonelnEq ( I 4) wou|d (for
glvenx) needtobeapproxlmatednumerlca||yuslngSlmpson' sru|e,forlnstance
to nndthe va|ue ,(x) ofthe so|utlonatx Inthlscase, however, wehavethe slne
lntegra|functlon
sln t
Si (x) = a.
,
whlch appears wlth sumclent frequency ln app|lcatlons that lts va|ues have been
tabu|ated A good set of tab|es of specla| functlons ls Abramowltz and Stegun,
u.a/oo/o)M./e-./../i./os(NewYork. Dover, I 965) Thenthepartlcu-
|arso|utlonlnEq ( I 4)reducesto
I
sln
sln I ,
.
,(x) = - ), + a - a = - )
a
+ Si (x) - Si ( | ) ]
x
, x
( I 5)
Theslnelntegra|functlonlsaval|ab|eln mostsclentlnccomputlngsystemsandcan
beused to p|ottyplca| so|utlon curves denned by Eq ( I 5) Flgure I 5 3 shows a
se|ectlonofso|utloncurveswlthlnltla|va|ues,( I ) = ),ranglngfrom),
-
-3 to
), = 3 Itappears thatoneach so|utloncurve, ,(x) casx +, andthlsls
lnfacttruebecausetheslnelntegra|functlonlsbounded.
Intheseque|wewl||seethatltlstheexceptlonratherthantheru|ewhena
so|utlonofadlfferentla|equatloncanbeexpressedlntermsofe|ementaryfunctlons.
We wl|| study varlous devlces for obtalnlnggoodapproxlmatlonstothe va|ues of
the none|ementaryfunctlonsweencounter In Chapter6wewl||dlscussnumerlca|
lntegratlonofdlerentla|equatlonslnsomedetal|
!aat.rj .,j,
Ameaatx(t)
Ve|ameV(t)
Cea;eattat|ea _ (/)
Oatat.
r_ .,
_
FIGURE 1.5.4. The single-tank

mixture problem.
Mixture Problems
Asanrstapp|lcatlonof|lnearnrst-orderequatlons,weconslderatankcontalnlnga
so|utlonamlxtureofso|uteandso|ventsuchassa|tdlsso|vedlnwater. Therels
both lnowandoutow, and we wantto computethe.-ox,; ofso|uteln the
tank at tlme , glven the amountx,o; x,at tlme o Supposethat so|utlon
wlth aconcentratlon of., grams ofso|uteper |lter ofso|utlon ows lnto the tank
at the constantrate of, |lters persecond, and thatthe so|utlonlnthe tankkept
thorough|ymlxedbystlrrlngowsoutattheconstantrateofr |lterspersecond.
To set up a dlfferentla| equatlon for x, ; , we estlmate the change cxlnx
durlngthe brlef tlme lnterva| .+ c } The amountofso|utethatowslnto the
tankdurlng c seconds ls , .,cgrams. Tocheckthls, notehowthecance||atlon
ofdlmenslonschecksourcomputatlons.
|lters grams
,
.,
, c seconds)
second |rter
yle|dsaquantltymeasuredlngrams.
Theamountofso|utethatowsoutofthetankdurlngthesametlmelnterva|
dependsontheconcentratlon.,;ofso|utelntheso|utlonattlme Butasnotedln
Flg. I 5 4, . ,; x,;}r,; ,where r,; denotes the vo|ume (notconstantun|ess
, ;ofso|utlonlnthetankattlmeThen
cx gramslnput- gramsoutput , .,c- .c
Wenowdlvldebyc
cx
, .,
c
Flna||y, wetake the |lmltasc c, l fa|| thefunctlonslnvo|vedarecontlnuous
andx,; l sdlerentlab|e,thentheerrorlnthlsapproxlmatlona|soapproacheszero,
andweobtalnthedlfferentla|equatlon
ax
lnwhlch, .., .andareconstants,but.denotesthevarlab|econcentratlon
x ,;
. ,;
r,;
( I 6)
( I 7)
ofso|ute ln the tank attlme Thusthe amountx,; ofso|ute ln the tanksatlsnes
thedlerentla|equatlon
ax
, ., -x
a r
( I S)
If r, r,o; , then r,; r, + (, - ; , so Eq. ( I S) ls a |lnear nrst-order
dlfferentla|equatlonfortheamountx,;ofso|utelnthetankattlme
Imporant: Equatlon( I S) need notbecommlttedto memory. Itls them-
.essweusedtoobtaln thatequatlonexamlnatlon ofthebehavlorofthesystem
overashorttlmelnterva| ,+At]thatyoushou|dstrlvetounderstand,because
ltlsaveryusefu|too|forobtalnlnga||sortsofdlfferentla|equatlons.
Remark: Itwasconvenlentforustousegmass/vo|umeunltslnderlvlng
Eq. ( I S) Butanyotherconslstentsystemofunltscanbeusedtomeasureamounts
ofso|ute and vo|umes ofso|utlon. In the fo||owlng examp|ewemeasure both ln
cublckl|ometers
cXump| e4
Assu
g
e E
g
s a
|u
_
e of4S0k' andthatltsrate oflnHow(fron
LakeHuron)andoutHow(to LakeOntarlo)areboth350km
peryear. Supposethat
atthe tlme = 0(years), the po||utantconcentratlonofLake Erlecausedbypast
lndustrla|po||utlonthathas now been orderedto ceaselsnvetlnesthatofLake
Huron Iftheoutowhenceforthlsperfect|ymlxed|ake water, how|ongwl||lttake
toreducethe po||utlonconcentratlonlnLakeErletotwlcethatofLakeHuron!
Sol uti on Herewehave
cXump| e
t
=4S0(km
) ,
= = = 350(km
Jyr) ,
c = c(thepo||utantconcentratlonofLakeHuron), and
x,= x,c;=cr,
andthequestlonl sthls. Whenlsx,; = 2cr! Wlth thlsnotatlon, Eq ( I S)l sthe
separab|eequatlon
ax
- = c - x
a r
whlchwe rewrlte lnthe|lnearnrst-orderform

ax
a
+px= g
( I 9)
(20)
wlthconstantcoemclents p = J\, g = c. and lntegratlngfactor p e You
caneltherso|vethlsequatlondlrect|yor app|ytheformu|aln( I 2) The|atterglves
x,; =e
-
x,+
a = e
-
x,+ e
- I j
=e
-

c
t
+
_
e
'- I j ,
x,;=cr+:c re
-
'
To nndwhenx,; =2c r,wethereforeneedon|yso|vetheequatlon
(2I )
r 4S0
cr+:c re
-
'=zc r for = - |n 4 = |n 4 I 90I (years) .

350
. - . ... .... ... ... .. .
A I 20-ga||on (ga|) tanklnltla||ycontalns90|bofsa|tdlsso|vedln90ga|ofwater.
Brlnecontalnlng2 |bJga|ofsa|towslntothe tankattherateof:ga|Jmln,andthe
we||-stlrredmlxtureows out ofthe tank at the rateof3 ga|Jmln How much sa|t
does thetankcontalnwhenltlsfu||!
Sol uti on The lnterestlngfeatureofthls examp|e l sthat, duetothedlerlngratesoflnHow
andoutow,thevo|umeofbrlnelnthetanklncreasessteadl|ywlth r,; = 90+
ga||ons The change cx ln the amountx of sa|t ln the tank from tlme to tlne
+ c (mlnutes)lsglvenby
cx (4) (2)c- 3
x
c ,
90 +
soourdlerentla|equatlonls
dx
-+ x = S.
dt c+t
Anlntegratlngfactorls
whlchglves
p(x) = exp
dt
= c
,
.-
@
,c+)
,
c +t
,c+t )
x] = s,c+t)
,
,c+t )
x = z,c+ )
.
+
.
Substltutlonofx,c) = cglves c = -,c)
.
, sotheamountofsa|tlnthetankat
tlmet ls
c
.
x(t ) = z,c+t ) -
,c+t )
The tank ls fu||aftercmln,andwhent = c, wehave

ofsa|tlnthetank
:
h|
..........., ..,.....
.1 .... .............
.,....,............,...
......,x.
1. y' + y = 2, y(O) = 0
2. y' - 2y = 3e
2
x , y(O) = 0
3. y' + 3y = 2xe-
3
x
4. y' - 2xy =
5. xy' + 2y = 3x, y( 1 ) = 5
6. xy' + 5y = 7x
2
, y(2) = 5
7. 2xy' + y = 1 O.
8. 3xy' + y = 1 2x
9. xy' - y = x, y( 1 ) = 7
10. 2xy' - 3y = 9x
3
11. xy' + y = 3xy, y( 1 ) = 0
12. xy' + 3y = 2x
5
, y(2) = 1
13. y' + y = y(O) = 1
14. xy' - 3y = x
3
, y( 1 ) = 1 0
15. y' + 2xy = x, y(O) = -2
16. y' = ( 1 - y) cos x, y(n) = 2
17. (1 + x)y' + y = cos x, y(O) = 1
18. xy' = 2y + x
3
cos x
19. y' + y cot x = cos x
20. y' = 1 + x + y + xy, y(O) = 0
c
.
x,c)= z,c+c)-
l zc
zcz(|b)
21. xy' = 3y + x
4 cos x, y(2n) = 0
22. y' = 2xy + 3x
2
exp(x
2
) , y(O) = 5
23. xy' + (2x - 3) y = 4X
4
24. (x
2
+ 4) y' + 3xy = x, y(O) = 1
dy
25. (x
2
+ 1 ) -+ 3x
3
y = 6x exp (-x
2
) , y(O) = 1
dx
.., ..,..........2.
.....y .....,..........x.
26. (1 4xy
2
)
dy
= y
3
dx
28. ( 1 + 2xy)
dy
= 1 + y
2
dx
.y
27. (x + yeY)
dx
= 1
29. Express the general solution of dyjdx = 1 + 2xy in terms
of the error function
2 2
erf(x) = _
.
30. Express the solution of the initial value problem
.y
2x - = y + 2x cos x, y( 1 ) = 0
dx
as an integral as in Example 3 of this section.
.........,....
...,......,.....,..
..............,.......,
31. (a) Show that
c (x) =
P(x
) dx
is a general solution of ....+ (x) = O. (b) Show
that
._ (x) ~
P(x)
dx
Q(x)
P(X) dX
dx
}
is a particular solution of ...+ . = Q(x) .
(c) Suppose that Yc (x) i s any general solution of ....+
(x) .= 0 and that ._(x) is any particular solution of
...+ . = Q(x) . Show that ..~ Yc (x) + _ (x)
i s a general solution of ....+ . = Q(x) .
32. (a) Find constants and B such that ._ (x) ~ sin x +
B cos x is a solution of ....+ .= 2 sin x. (b) Use the
result of part (a) and the method of Problem to fnd the
general solution of ...+ .= 2 sin x. (c) Solve the
initial value problem dy/dx + .= 2 sin x, y(O) = 1 .
33. A tank contains 1 000 liters (L) of a solution consisting of
1 00 kg of salt dissolved in water. Pure water is pumped
into the tank at the rate of 5 L/s, and the mixture-kept
uniform by stirring-is pumped out at the same rate. How
long will it be until only 1 0 kg of salt remains in the tank?
34. Consider a reservoir with a volume of 8 billion cubic feet
(f
3
) and an initial pollutant concentration of 0. 25%. There
is a daily infow of 500 million ft
3
of water with a pollu
tant concentration of 0. 05% and an equal daily outfow of
the well-mixed water in the reservoir. How long will it
take to reduce the pollutant concentration in the reservoir
to 0. 1 O%?
35. Rework Example 4 for the case of Lake Ontario, which
empties into the St. Lawrence River and receives infow
from Lake Erie (via the Niagara River). The only difer
ences are that this lake has a volume of 1 640 k
3
and an
infow-outfow rate of 41 0 k
3
/year.
36. A tank initially contains 60 gal of pure water. Brine
containing 1 Ib of salt per gallon enters the tank at
2 gal/min, and the (perfectly mixed) solution leaves the
tank at gal/min; thus the tank is empty afer exactly 1 h.
(a) Find the amount of salt in the tank afer minutes.
(b) What is the maximum amount of salt ever in the tank?
37. A 400-gal tank initially contains 1 00 gal of brine contain
ing 50 Ib of salt. Brine containing Ib of salt per gallon
enters the tank at the rate of 5 gal /s, and the well-mixed
brine in the tank fows out at the rate of gal/s. How
much salt will the tank contain when it i s full of brine?
38. Consider the ....of two tanks shown in Fig. 1 . 5. 5,
with V
I
= 1 00 (gal ) and V
2
= 200 (gal) the volumes of
brine in the two tanks. Each tank also initially contains
50 Ib of salt. The three fow rates indicated in the fg
ure are each 5 gal/min, with pure water fowing into tank
1 . (a) Find the amount .of salt in tank 1 at time
(b) Suppose that .i s the amount of salt i n tank 2 at
I . Li near First-Order Equati ons 55
time Show frst that
..
.
. .
1 00
-
200
'
and then solve for . using the function .found in
part (a). (c) Finally, fnd the maximum amount of salt
ever in tank 2.
FIGURE 1.5. 5. A cascade of two tanks.
39. Suppose that in the cascade shown in Fig. 1 . 5. 5, tank 1
initially contains 1 00 gal of pure ethanol and tank 2 ini
tially contains 1 00 gal of pure water. Pure water fows
into tank 1 at 10 gal/min, and the other two fow rates
are also 1 0 gal/min. (a) Find the amounts .and .
of ethanol in the two tanks at time _ O. (b) Find the
maximum amount of ethanol ever in tank 2.
40. A multiple cascade i s shown in Fig. 1 . 5. 6.
FIGURE 1.5.6. A multiple cascade.
At time ~ 0, tank 0 contains 1 gal of ethanol and 1 gal
of water; all the remaining tanks contain 2 gal of pure wa
ter each. Pure water is pumped into tank 0 at 1 gal/min,
and the varying mixture in each tank i s pumped into the
one below it at the same rate. Assume, as usual, that the
mixtures are kept perfectly uniform by stirring. Let .
denote the amount of ethanol in tank .at time

(a) Show that . =
(b) Show by induction on .

that
= -- for .~
.
(c) Show that the maximum value of .
for .~ 0 is
= .
.= .
. (d) Conclude from Stirling's

approximation ..

.that
41. A 30-year-old woman accepts an engineering position

with a starting salary of $30, 000 per year. Her salary
increases exponentially, with =
thou
sand dollars afer years. Meanwhile, 1 2% of her salary
i s deposited continuously in a retirement account, which
accumulates interest at a continuous annual rate of 6%.
(a) Estimate .in terms of t o derive the differential
equation satisfed by the amount . in her retirement
account afer years. (b) Compute A(40) , the amount
available for her retirement at age 70.
42. Suppose that a falling hailstone with density = 1 starts
from rest with negligible radius = Thereafter its ra
dius is = ..is a constant) as it grows by accretion
during its fall . Use Newton' s second law-according to
which the net force acting on a possibly variable mass
equals the time rate of change .,.of its momentum
,= to set up and solve the initial value problem
.
= . = 0,
.
where is the variable mass of the hai lstone, = ...
is its velocity, and the positive y-axis points downward.
Then show that ..= ..Thus the hailstone falls as
though it were under ...the infuence of gravity.
43. Figure I . S. 7 shows a slope feld and typical solution
curves for the equation . = . .
|
s
-
+
z
0
- 2
-+
--
-s
- |
x
rcukr1.5.7. Slope feld and solution
curves for . = . .
(a) Show that every solution curve approaches the
straight line .= . I as . +0. (b) For each
of the fve values ;, = 3 . 998, 3. 999, 4. 000, 4. 001 , and
4. 002, determine the initial value
;,(accurate to four dec
imal places) such that .= ;,for the solution satisfying
the initial condition .-S) =
44. Figure I . S. 8 shows a slope feld and typical solution
curves for the equation . = .+ .(a) Show that every
solution curve approaches the straight line .=
as . -0. (b) For each of the fve values ;, = -1 0,
-S, 0, S, and 1 0, determine the initial value ;,(accurate to
fve decimal places) such that .= ;, for the solution
satisfying the initial condition .-S) = ;,
|
s
-
+
2

- z
.
- -
- s
- 0
x
rcukr1.5. 8. Slope feld and solution
curves for . = .+ .
.45 ...46 ...............
...,..................
.,.2 ..............
= 0 ..........,..,......
.........200 .......
.,.............
...... ............
,..............
45. The incoming water has a pollutant concentration of
= 10 liters per cubic meter (Um
3
). Verify that
the graph of . resembles the steadily rising curve in
Fig. I . S. 9, which approaches asymptotically the graph of
the equilibrium solution . = 20 that corresponds to the
reservoir' s long-term pollutant content. How long does it
take the pollutant concentration in the reservoir to reach
S Um
3
?
:
:
.
..
..
. : .
s.
rcukr1.5.9. Graphs of solutions in
Problems 4S and 46.
46. The incoming water has pollutant concentration
1 0( 1 + cos Um
3
that varies between 0 and 20, with an
average concentration of 1 0 Um
3
and a period of oscilla
tion of slightly over 6i months. Does it seem predictable
that the lake' s polutant content should ultimately oscillate
periodically about an average level of 20 million liters?
Verify that the graph of .does, indeed, resemble the
oscillatory curve shown in Fig. 1 . 5. 9. How long does it
take the pollutant concentration in the reservoir to reach
5 Llm
3
?
1 . b | COl O
Foranlnterestlng app|led prob|em that lnvo|ves the so|utlon ofa |lneardleren-
tla| equatlon, conslder lndoor temperature oscl||atlons that are drlven by outdoor
temperatureoscl||atlonsoftheform
A(t ) = a, + a, cos ot + b, sln ot ( l )
Ifo JI 2, thentheseoscl||atlonshaveaperlodof24hours(sothatthecyc|eof
outdoortemperaturesrepeatsltse|fdal|y)andEq ( I ) provldesarea|lstlcmode|for
thetemperatureoutsldeahouseon adaywhenno changelntheovera||day-to-day
weather pattem ls occurrlng For lnstance, for a typlca| Ju|y day ln Athens, GA
wlth a mlnlmum temperature of70 Fwhen t :(4 v , and a maxlmum of
90 Fwhent I 6(4e v , , we wou|dtake
A(t ) S0- I 0 cos o(t - 4) S0 5cos ot - .sln ot (2)
WederlvedEq. (2)byuslngtheldentltycos (o - f) cosocosf +slnosln to
getao = S0,al -, andb, -.lnEq ( I )
If we wrlte Newton' s |aw of coo|lng (Eq (3) ofSectlon I I ) forthe corre-
spondlnglndoortemperature u (t ) at tlme t , butwlth the outsldetemperature A(t)
glven by Eq ( I ) lnstead ofa constant amblent temperature A, we get the |lnear
nrst-orderdlfferentla|equatlon
thatls,
du
dt
-k(u - A(t ) ) ,
du
b
.
-+ku k(ao +al cos ot+ ,smot)
dt
(3)
wlth coemclent functlons P(t ) = k and Q(t ) kA(t ) Jplca| va|ues of the
proportlona|ltyconstantk rangefrom0 2 to0 5 (a|thoughk mlghtbe greater than
0 5 forapoor|ylnsu|atedbul|dlngwlthopenwlndows, or|ess than 0 2for awe||-
lnsu|atedbul|dlngwlthtlght|ysea|edwlndows)
SCENARIO: Supposethatouralrcondltlonerfal|sat tlme to = 0onemldnlght,
and wecannotafford to haveltrepalred untl| paydayattheendofthemonth. We
thereforewantto lnvestlgatetheresu|tlnglndoortemperaturesthatwemustendure
forthenextsevera|days
Beglnyour lnvestlgatlonbyso|vlngEq (3)wlththe lnltla|condltlonu(0) *
Uo (the lndoor temperature at the tlme ofthe fal|ure ofthe alr condltloner) You
maywantto usethelntegra|formu|asln49 and50of theendpapers,orposslb|ya
computera|gebrasystem Youshou|dgettheso|utlon
u (t ) ao +coe-
kt
+.,cos ot+d, sln ot , (4)
IOO
a
0
&5
_ &O
7a
7O
6a
' / " 36
6O
O
I O
2O
3O
/,a)
rcukr1. 5. 10. Solution curves
given by Eq. (5) with ,= 65, 68,
71 , . . , 92, 95.
I O0 ~
a
&5
_ &O
7a
7O
utdoor
tcmpcraturc
65
6O
O
' / = I 2
tcmpcraturc
'
' / 36
/,a)
rcukr1. 5. 11. Comparison of
indoor and outdoor temperature
oscillations.
where
wlth.-}l z
/..
.
+ /
:
/
.
a
.
/
:
+ .
:
Wlth.,sc, ., -, /, -.(as ln Eq. ,z) ,6 -}l z,and/c z
(forlnstance),thlsso|utlonreduces(approxlmate|y)to
- -
,; sc+c
, , - sz l ) +,z l )cos - , :c:)s m ,)

Observenrstthatthe'dampedexponentla|temlnEq. ,)approaches zero
as- +~.|eavlngthe|ong-term'steadyperlodlcso|utlon
-
-
, ,;sc+,z l )cos - , :c:)s m. ,:)
Consequent|y, the |ong-tem lndoor temperatures oscl||ate every z:hours around
thesameaveragetemperatureS0 Fastheaverageoutdoortemperature.
Flgure l l cshows a numberof so|utlon curves correspondlng to posslb|e
lnltla| temperatures , ranglng from : tto t Observe thatwhatever the
lnltla| temperaturethe lndoor temperature 'sett|es down wlthln about l s hours
to a perlodlc dal|y oscl||atlon. But the amp|ltude of temperature varlatlon ls |ess
lndoorsthanoutdoors. Indeed,uslngthetrlgonometrlc ldentltymentlonedear|ler,
Eq. ,:)canberewrltten(verlfythls | ) as
,; sc- ,: cc)cos - l ::,
-
sc- ,: cc)cos
l z
(- csz) ,)
Doyouseethatthlslmp|lesthatthelndoortemperaturevarlesbetweenamlnlmum
ofabout:Fandamaxlmumofabouts:F!
Flna||y, comparlsonofEqs. ,z)and ,)lndlcatesthatthelndoortemperature
|agsbehlndtheoutdoortemperaturebyabout csz- : hours,asl||ustrated
ln Flg. l l l Thus thetemperaturelnsldethe housecontlnuesto rlseuntl|about
cl. N. eachevenlng,sothehottestpartofthedaylnsldelsear|yevenlngrather
than |ate aftemoon (as outslde).
For apersona| prob|emtolnvestlgate, carry outa slml|arana|yslsuslngav-
erageJu|y dal|y maxlmumJmlnlmumnguresforyourown |oca|e andava|ueof/
approprlate to your own home. You mlght a|so conslder a wlnterday lnstead of
a summerday. (What ls the wlnter-summerdlfferenceforthe lndoortemperature
prob|em!) Youmaywlshto exp|orethe use ofaval|ab|etechno|ogyboth to so|ve
thedlerentla|equatlonandtographltsso|utlonforthelndoortemperaturelncom-
parlsonwlththeoutdoortemperature.
I . Substi tuti on Methods and Exact Equati ons 59
Substitution Methods and Exact Eq1ations
cXump| e 1
The nrst-orderdlerentla| equatlons we have so|vedlntheprevlous sectlonshave
a|| been eltherseparab|eor|lnear Butmany app|lcatlonslnvo|vedlerentla|equa-
tlonsthatareneltherseparab|enor|lnear Inthlssectlonwel||ustrate(maln|ywlth
examp|es) substltutlon methods that sometlmes can be used to transform aglven
dlfferentla|equatlonlnto onethatwea|readyknowhowtoso|ve
Forlnstance,thedlerentla|equatlon
ay
ax
=),x, y; , , l )
wlthdependentvarlab|eyandlndependentvarlab|ex, maycontalnaconsplcucus
comblnatlon
c = :,x, y; ,z)
ofxandythatsuggests ltse|fasanewlndependentvarlab|ecThusthedlerentla|
equatlon
ay
:
ax
=,x
'
y
'
practlca||ydemandsthesubstltutlonc=x
'
y
'
oftheformlnEq ,z)
Ifthesubstltutlonre|atlonlnEq ,z)canbeso|vedfor
y=;,x, c ,
then app|lcatlon ofthe chaln ru|eregardlng c as an (unknown) functlon cfx-

yle|ds
ay _ -;ax -;ac
ac
ax
-xax
'
-cax
'
ax
,:)
where the partla| derlvatlves -;,-x = ;
,x,c and -;,- c = ;, ,x, c areknown

functlonsofxandc Ifwesubstltutetherlght-handsldeln,:)foray,axlnEq , l )
andthenso|veforac,ax.theresu|tl s anew dlerentla|equatlonoftheform
ac
- = ,,x, c
ax
(5)
wlth new dependentvarlab|e c Ifthls new equatlon ls eltherseparab|eor |lnear,
then wecanapp|ythemethodsofprecedlngsectlonstoso|velt
Ifc= c,x ls aso|utlonofEq ,), theny=;,x, c,x, wl||beasc|utlonct
theorlglna|Eq , l ) The trlck ls to se|ecta substltutlon suchthatthetransfcrmed
Eq ,)ls one we can so|ve Even when posslb|e, thls ls not a|ways easy, ltmay
requlreafalramountoflngenultyortrla| anderror
So|vethedlfferentla|equatlon
ay
:
- =,x
'
y
'

ax
Sol ution As|aa|.a:eaea:i|e:,ie: s::y:aesa|s:|:a:|ea
Z
> 0
- Z

- 6
- &
- I 0
x
solution curves for
y
'
.+ y + 3)
2
.
1aea
c=x+y+ , :aa:|s, y=c- x-
ay ac
- = - - l ,
ax ax
se:ae::aasie:meaeaa:|ea|s
ac
- = l + c
ax
1a|s|sasea:a|ieeaa:|ea,aaaweaaveaea|ia.ai:y|ae|:a|a|a,|:sseia:|ea
ac
x =
l+c
=:aa
-
,
c+C.
se c = :aa,x- C) . se.aasec = x+y+, :ae,eae:aiseia:|eaei:aee:|,|aai
eaa:|eaay}ax = ,x+y+)
|sx+y+=:aa,x- C) , :aa:|s,
y,x) =:aa,x- C)- x-
Remark: t|,a:e l : l saewsasieeaeiaaaa:y|.aiseia:|ea.a:vesie:
:aea|ne:ea:|aieaa:|eaeisamiel wesee:aa:,ai:aea,a:aeiaa.:|ea),x,y)=
,x +y +)
|s.ea:|aaeasiya|n::ea:|a|ieie:aiixaaay, ea.aseia:iea|s.ea:|aaeas
eaiyeaa|eaaaea|a:e:vai iaa::|.aia:,|e.aase:ae:aa,ea:iaa.:|ea|s.ea:|aaeas
ea :ae eea |a:e:vai ( - }z,}z) , :aea::|.aia:seia:iea w|:a a:||::a:y .eas:aa:
vaiaeC|s.ea:|aaeasea:ae|a:e:vaiwae:e-}z< x-C < }z,:aa:| s, C- n<
x < C +}z 1a|ss|:aa:|ea|sia|:iy:y|.aieiaeai|aea:a|ne:ea:|aieaa:|eas, |a
.ea::as:w|:ai|aea:a|iie:ea:|aieaa:|eas, waeseseia:|easa:e.ea:|aaeaswae:eve:
:ae.eeia.|ea:iaa.:|eas|a:aeeaa:|eaa:e.ea:|aaeas
samieI |iias::a:es:aeia.::aa:aaya|ne:ea:|aieaa:|eaei:aeie:m
ay
ax
= I,ax+/y+c) ,:)
.aa|e::aasie:mea|a:easea:a|ieeaa:|ea|yaseei:aesa|s:i:a:|eac = ax+
/y+c ,seer:e|iem) 1aea:a,:aas :aa:ieiiewaeai w|:a e:ae:.iassesei
a:s:e:ae:eaa:|easie:wa|.a:ae:ea:e s:aaaa:a sa|s:|:a:|eas:aa:a:e |aewa :e
sa..eea
Homogeneous Equations
Ahomogeneous a:s:e:ae:a|iie:ea:|aieaa:|ea|seae:aa:.aa|ew:|::ea|a:ae
ie:m
ay
= I,
ax x
iiwema|e:aesa|s:|:a:|eas
y
c= -, y=cx,
x
ay ac
- = c + x -,
ax ax
,)
,s)
cXump| eZ
:aea ,)| s ::aasie:mea|a:e:aesep..//eeaa:|ea
ac
x- =i,c;- c
ax
1aaseve:yaeme,eaeeasa:s:e:ae:a|ne:ea:|ai:aa:|ea.aa|e:eaa.:a:eaa|a::
,:a:|ea:e|iem|ymeaasei:aesa|s:|:a:|eas|a,s)
Remark: Aa|.:|eaa:yaeaa|:|eaeiaeme,eaeeas|seias|m|ia:||aa
e:aa:a:eCeas|ae:aa|ne:ea:|aieaa:|eaei:aeien
waeseeiyaem|ai.eeu.|ea:iaa.:|easa:eaeme,eaeeas|a:aesease:aa::a.a
ei:ae|::e:msaas:aesame:e:aiae,:ee,m +h = p+g = +s = . ii:
a|v|aeea.as|aeei( *) |yx
t
, :aea:ae:esai:-|e.aasex
-
y
.
,x
-
.
= ,y,x;
.
.aaa
seie::a-|s:aeeaa:|ea
.
ay

y
y
.
A - -
B - + c -
x ax x x
wa|.aev|aea:iy.aa|ew:|::ea,|yaae:ae:a|v|s|ea)|a:aeienei ,) Me::
,eae:aiiy,aa|iie:ea:|aieaa:|eaei:aeienP,x.y;y= _,x.y;w|:aeiyaem|ai
.eeia.|ea:sP aaa_|saeme,eaeeas|i:ae:ens|a:aeseeiyaem|aisaiiaa::a:
same:e:aiae,:eeK. 1aea|ne:ea:|aieaa:|ea|a:aeieiiew|a,esamie|sei:a|s
ie:mw|:aK =z
seive:aea|ne:ea:|aieaa:|ea
ay
zxy- =:x
:
+y
ax
Sol ution 1a|seaa:|ea|sae|:ae:sea:a|ieae:i|aea:,|a:we:e.e,a|ze|:asaaeme,:a:eas
eaa:|ea|yw:|:|a,|:|a:aeien
ay
=
:x
:
+y
:
=z
.
ax :y y z x
1aesa|s:|:a:|eas|a,s):aea:a|e:aeie:m
y=cx.
1aesey|eia
aaaaea.e
ay ac y
- = c + x -.
ax ax
c= -.
x
ac z
c + x - = - +-c.
ax c z
x
aaa - =
c y
ac z : c
:
+:
x - = - + - = ,
ax c z zc
ac= - ax,
zc
c
:
+ : x
ia,c
:
+:;=ia x +iac
x
solution curves for
2xyy' .x
+ .
weaiy:aeeseaea:|aiiaa.:|ea:e|e:as|aesei:aeias:eaa:|ea:ee|:a|a
Ne:e:aa::aeiei:aaaas|aeei:a|seaa:|ea|sae.essa:|iyaeaae,a:|ve i:ieiiews
:aa:/ > c |a:ae.aseeiseia:|eas:aa:a:eaeaaeaie:x > c, wa|ie/ < cie:
seia:|easwae:ex < 0. iaaeea,:aeiam|iyeiseia:|ea.a:ves|iias::a:ea|at|,i : z
esa|||:ssymme::ya|ea:|e:a.ee:a|aa:eases A.:aaiiy,:ae:ea:ees|:|vevaiaea
aaaae,a:|vevaiaeaseia:|easei:aeie:msy,x) = /x
- :x
:aa:a:eaeaaea
ie:x > :}/|i:ae.eas:aa:/|ses|:|ve,aaaie:x < :}/ |i/|sae,a:|ve
seive:a:|a|:|aivaiae:e|iem
wae:ex,> 0.
ay
x
ax
= ) +x
- y
, y,x,) = c,
Sol ution wea|v|ae|e:as|aes|yxaaaaaa:aa:
a0
40
J0
Z0
I 0
> 0
-I 0
-Z0
-J0
-40
x
for xy' y + ,.
sewema|e:aesa|s:|:a:|eas|a,s), we,e:
ac
c+x
ax
= c+ i- c
,
,
.
ac= , ax,
x
s|a
c= ia x+c
weaeeaae:w:|:eia x |e.aasex > caea:x = x,> 0. Newae:e:aa:c,x,) =
y,x,)}x,= c,sec= s|a
c- ia x,= - ia x, uea.e
aaa:ae:eie:e
c= = s|a,ia x- ia x,)= s|aia
,
x x,
y,x) = xs|aia
|s:aeaes|:eaa::|.aia:seia:|ea t|,a:ei : saewsseme:y|.aiseia:|ea.a:es

se.aaseei:ae:aa|.ai|a:aea|ne:ea:|aieaa:|ea,:aeseseia:|ea.a:vesa:e.eaaaea
:e:ae|aa|.a:ea::|aa,aia::e,|eax y Yea.aa.ae.|:aa::ae|eaaaa:yi|aes
y= xaaay= -x,ie:x > c)a:es|a,aia:seia:|ea.a:ves:aa:.eas|s:eie|a:sei
:aa,ea.yw|:a:aeseia:|ea.a:vesieaaaea:i|e:
cXump| e4
Bernoulli Equations
Aa:s:e:ae:a|iie:ea:|aieaa:|eaei:aeie:m
ay
-+i,x y= _,x y
.
ax
,)
|s .aiieaaBernoulli equation. iie|:ae: = ce: = i .:aea ,) |si|aea:
O:ae:w|se,asweas|yea:esaew|ar:e|iem:, :aesa|s:|:a:|ea
::aasie:ms,|a:e:aei|aea:eaa:|ea
ac
-+,i- i,x c= ,i- _,x
ax
, i
ka:ae::aaameme:|z|a,:aeie:mei:a|s::aasie:meaeaa:|ea,|:|sme::eu.|:a:
:ema|e:aesa|s:|:a:|ea|a, i esi|.|:iy,as|a:aeieiiew|a,:sami:s
If we:e:|:etheaeme,eaeeaseaa:|eazxyy = :
,
:
+yeisami:z|a:a:
ie:m
ay zx
- - -y = -.
ax zx y
we see :aa: |:|s aiseaseneaii|eaa:|ea w|:a i,x = -},zx . _,x = zx.
= -i , aaai- = z uea.ewesa|s:|:a:e
1a|s,|es
@ :
:~ y . aaa
ay ayac i
-
:
ac
- = -- = -u
.
ax acax z 1x
i ac
c
-
,
:
. a ,
:
,
:
= zxc
-
,
z ax zx
1aeamai:|i|.a:|ea|yzc
:
:eaa.es:aei|aea:eaa:|ea
ac
- - -c = :x
ax x
w|:a|a:e,:a:|a,ia.:e:p = c
= x
-
sewee|:a|a
:
n,x c = _,
x

cXump| e
cXump| e
1aeeaa:|ea
x
ay
+:y=xy
-
ax
|sae|:ae:sea:a|ieae:i|aea:ae:aeme,eaeeas, |a:|:|saseneaii|eaa:|ea|:a
= , i- h =- 1a:sa|s:|:a:|eas
c=y
.
::aasie:m|:|a:e
) =c . aaa
ay ayac
-
ac
- = -- = -c -
ax ac ax ax
ac
xc
-
-
-+:c
-
=xc
-
-
ax
D|v|s|ea|y-xc
-
y|eias:aei|aea:eaa:|ea
ac z
- - -c = -i
ax x
w|:a|a:e,:a:|a,ia.:e:p =e'
-
:
-
=x
-
:
1a|s,|:s
aaaaaaiiy,
l
y,x =
,x+cx
:
1aeeaa:|ea
, l l )
| s ae|:ae:sea:a|ie,ae:i|aea:,ae:aeme,eaeeas, ae:| s | : ase:aeaii|eaa:|easa:
wee|se:ve:aa:yaea:seaiy|a:ae.em||aa:|ease
:
aaan,e
:
=ze
:
y 1a| s
:em:s:aesa|s:|:a:|ea
ac
=ze
:
ay
ax ax
:aa:::aasie:ms , l l ) |a:e:aei| aea:eaa:|eaxc ,x =x
-
+c,x , :aa:|s,
ac l
- - -c =x
ax x
Ai:e:mai:|iy|a,|y:ae|a:e,:a:|a,ia.:e:p = i}x. weaaa:aa:
c = x
:
ax = x
+ c. se e
:
= c = x
-
+ cx.
aaaaea.e
y,x= ia x
-
+cx
Y
FIGURE 1. 6.4. The airplane
headed for the origin.
X
FIGURE 1.6.5. The components
of the velocity vector of the
airplane.
Flight Trajectories
saes::aa:aaa|:iaaeaea::si:em:aee|a:,. .;ie.a:eaaa::as:ei|:s|a::aa:a
aes:|aa:|ea-aaa|:e::ie.a::aa::aee:|,|a (0, 0) 1aeiaae::a:is|:a.eas:aa:
seea :,:eia:|ve:e:aew|aa,wa|.a|s|iew|a,aa:ae::a|:a .eas:aa:s::aU.
As |aa|.a::a| at|, l . 6 4, w:assam::aa::a:iaae s|ie:ma|a:a|as|:sa:aa|a,
a|:e.:iy:ewa:a:aee:|,|a
t|,a:e I . 6. 5aeisasae:|::a:iaa: sveie.|:y.emea:a:s::ia:|::e:a:
,:eaaa 1aeya::
ax :,x
- = -c, .es ^ =- ,
a
,x
:
+y
:
ay :,y
- =:,sm^+=- +
1
,x
:
+y
:
uea.::ae::a]e.:e:yy=),xei:aeiaaesa:|saes:aea|ii:::a:|ai:aa:|ea
liwes::
1y ay,a I
- = = :,y- , x
:
+y
:
1x 1x,1 :,x
/ = -,
:,
( l 2)
( l 3)
:a::a:|eei:a:w|aas::a:e:a:iaa: sa|:seea,:aea( I 2) :ases:a:aeme,:
aeeasie:m
1aesa|s:|:a:|eay=x:. y=:+xc:a:ai:aas:ea:|aeiy:e
ax

x
( l 4)
( l 5)
sy::|,eaem:::|.sa|s:|:a:|ea,e:|y.easai:|a,a:a|i:ie::a:|a::,:aiea:a:|:i:,
weaaa:aa:
|a
c +
=-/ ia x+ c.
aaa:ae|a|:|ai.eaa|:|eac,.=y,.,. =0y|eias
c=/ |a .
( I 6)
( I 7)
Asw:as|yea:esaew|ar:e|i:m6S, :ae:esai:eisa|s:|:a:|a,( I 7)|a( l 6)aaa
:aeaseiv|a,ie::|s
s:.aasey=x:. eaaaiiye|:a|a
.
,
y,x
-

2 .
ie::a:eaa:|eaei:a:iaa: s::a]e.:e:y
( l )
( l 9)
cXump| e
Ne:e:aa:eaiy|a:ae.ase/ < l ,:aa:|s, U < c,;aees:ae.a:e|a ( l 9)
ass:a:ea,a:aee:|,|a, se:aa::aeiaae:ea.aes |:s aes:|aa:|ea iiU :, ,se
:aa:/ :aea l 9:a|es:aeie:m y,x; , .
x
:
}.
:
; . se:aeiaae s
::a]e.:e:y a:ea.aes :aee|a: .:a:ae::aaa 1ae s|:aa:|ea|seea
we:se|i > :,,se/ > i )-|a:a|s.ase|:ieiiewsi:em, l ):aa:y as
x 0 1ae:a:ee.asesa:e|iias::a:ea|at|, l : :
ii.|:,= : |,a aaa m|}a, :aea/,c, se:aeiaae
w|iisa..eea|a:ea.a|a,:aea|:e::a: w|:a:aesevaiaes, y|eias

y,x;
New saese:aa:wewaa::e aaa:ae mas|mamameaa:|y wa|.a:aeiaae |s

|iewaeii.ea:seaa:|a,|:s::| 1aa:|s, waa:|s:aemas|mamvaiaeeiy,x;ie:
0 x
Sol ution D|iie:ea:|a:|eaei:aeiaa.:|ea|a y|eias
(u,0)
X
FIGUR 1.6.6. The three cases
U 0q (plane velocity exceeds
wind velocity), U = 0q (equal
velocities), and U ~ 0q (wind is
greater) .
ay

ax
aaawe:eaa|iyseive:aeeaa:|eay,x;:ee|:a|a,x
uea.e
_

)max

+
: s l
1aas:aeiaae|s|iewaaimes:l m|ae::|a:eaee|a:aa:|a,|:swes:wa:a]ean:y
,1ae,:aaei:aeiaa.:|ea|a |s:aeeaeasea:e.eas::a.:t|, l : : 1ae
ve::|.ais.aie:ae:e|sesa,,e:a:ea|yaia.:e:ei: )
Exact Diferential Equations
we aaveseea:aa:a,eae:aiseia:|eay,x; eiaa:s:e:ae:a|ne:ea:|aieaa:|ea|s
ei:eaaeaaea|mi|.|:iy|yaaeaa:|eaei:aeie:m
i,x. y,x; ; c.
wae:ec| s a.eas:aa:Oa:aee:ae:aaaa,,|vea:ae|aea:|:y|a we.aa:e.ee:
:aee:|,|aaia|iie:ea:|aieaa:|ea|ya|iie:ea:|a:|a,ea.as|aew|:a:ese.::exr:e
v|aea:aa: |mi|.|:iyaeaaesyasaa|ne:ea:|a|ieiaa.:|eaeix. :a|s,|v:s
:aee:|,|aaia|ne:ea:|aieaa:|ea|a:aeie:m
:aa:|s,
-i -iay

-x -yax
ay
M,x. y;x,x. y; -
ax
wae:eM,x. y;i,x. y;aaax,x. y;i
,x.y;
cXump| ed
.....,.,..
. ax+. ay= .
..diferential . ..,....,..*
).......= )...= -l ..,
.,......,.... ..
/e.,..

..
.

- = x,
. = c
.,,..,..., ...,...
exact diferential equation-the ..
a= i
ax+i
ay
. .,ax+ay
...,... ............
,.............
..= ..= ....,......
....,............,
..,...,.,.. = .,.....x
.....,..........
....,..

= = =

.
=
.
.e.ess..oa//o.....,..ax+ay= .
...= .....,..,...
...,........= ..= x.
...
....,..
,ax+.yay=
.........,..... = ....
,,,..= ..= . ....,...,
,.,. = .

...,,.........de...,....,
s,y
:
.
y ax+x ay0.
..,.......My..xx,....
-M
- x
= o
-y -x
..,.., ,z:)..
,z:)
...............,..
,z)..,z:)..,,......,....,....
,.........,...,..
....,.Max+xay....
.......,..,....,..
,...,.,z:)..s./e..
... M
,
x
,....,..Max+xay
.
THEOREM 1 Criterion for Exactness
..,,...M,x. y; ..x,x. y;........
...,.......,.,r . < x < /,
c < y < a.....,..
M,x.yax+x,x. yay
.r..,
-M - x

-y -x
,z
,z:)
...,r ......i,x.y..r..
- i }-xM..- i }-yx..,.,,z+).r
Proof: ......,...,.,,z:)..
., ,z ..,...........,,z:).
......i,x. y....- i}-x M..- i}-y x
...y.,,y , ..
i,x. y,M,x. yax+,,y ,z)
. ..-i}-xM.,,z), ..]M,x.yax.
......M,x. y..,x ,..,,y..
x
- i
,M,x. y ax+,
,y
-y -y
.. .. ..
.
, _ ,yx- ~ M,x.yax
-y
,zs
cXump| e
..../s....y, .......,.....
.,(2S)..y....,,y;,,.,..,
y ....,......,(2S)....,...
......x, ............,x
..,..
x- ,M,x. y; ax,=
-x
- ,M,x. y; ax
-x -y -x -x-y
- x - -
, = -- -- M,x. y; ax
-x -y -x
- x -M
= -- -=
-x -y
,.,,. ..........,,y;,,.,
.,(2S). ... ..,(27).
i,x. y; =,M,x. y; ax +,x,x. y; -
-
-
y
,M,
. y; ax, ay (29)
.......i
=M..i
,
=x
....,.,(29), ...,...,..
Max+xay=,.,,..,...,.,(27)..(2S) .
.,.M,x.y;..,x...
i,x. y; =,M,x.y; ax+ ,,y; .
..,..,,y;....,.,.....
...x .......,,y;,.,,....
- i}-y=x,x. y; .. ,..,....,.i,x. y;=c
......,..
,:xy
-
ax+,:y+x
- x;;ay=0
,;
5o| Ul| oD .M,x. y; =:xy- y
..x,x. y;=:y+x
- xy
..,.,..
...
-M
=:x
=
- x
-y -x
,.,- i}-x=M,x.y; ..,x, .,
i,x. y;=,,:xy ax=x
y- x,+,,y;
........, y..- i}-y=x,x. y; ..,.
- i
=x
x;+,
,y;=:y+x
- x;.
-y
x
solution curves for the exact
equation in Example 9.
andltfo||owsthat, ,y; =4y. Hence,,y; =2y
+c, .andthus
Therefore,agenera|so|utlonofthedlerentla|equatlonlsdennedlmp|lclt|ybythe
equatlon
(3 l )
(wehaveabsorbedtheconstantc, lntotheconstantc;
Remark: Flgure l . 6. 7 shows a rather comp|lcated structure of so|utlon
curvesforthedlerentla|equatlon ofExamp|e 9. The so|utlon satlsfylngaglven
lnltla| condltlony(x,) =y,ls dennedlmp|lclt|ybyEq. (3 l ),wlthcdetermlnedby
substltutlngx=x,andy=y,lntheequatlon. Forlnstance, thepartlcu|arso|utlon
satlsfylngy,c; = l ls denned lmp|lclt|y by theequatlon 3x
y xy
+2y
= 2.
Theothertwospecla|polntslnthengureat(0, 0) andnear(0. 75 ,2.l 2)areones
wherebothcoefnclentfunctlons lnEq. (30)vanlsh, sothetheorem ofSectlon l . 3
doesnotguaranteeaunlqueso|utlon.
Reducible Second-Order Equations
se.oaoaea_ ee/./e,./olnvo|vesthesecondderlvatlveoftheunknown
functlony(x) , andthushasthegenera|form
i,x. y. y .y
;=c (32)
Ife//ethedependentvarlab|eyothelndependentvarlab|exlsmlsslngfrom a
second-orderequatlon, then ltls easl|yreducedby a slmp|esubstltutlontoa nrst-
orderequatlonthatmaybeso|vab|ebythemethodsofthlschapter.
Dependent variable ymissing. Ifylsmlsslng, thenEq. (32)takestheform
Thenthe substltutlon
i,x. y .y
;= c
_ ay
//
ap
p=y =
ax
y
ax
resu|tslnthe]soaedlerentla|equatlon
i,x. p.p;= c
(33)
(34)
Ifwecanso|vethlsequatlonforagenera|so|utlonp,x. c, lnvo|vlnganarbltrary
constantc| , then weneedon|ywrlte
y,x; =,y (x) ax=,p,x. c, ax + c
togetaso|utlonof Eq.(33)thatlnvo|vestwoarbltraryconstants c, andc
(as lsto
beexpectedln thecaseofasecond-orderd|erentla|equatlon) .
cXump| e 1
So|vetheequatlonxy+zy=6xlnwhlchthedependentvarlab|eylsnlsslng
Sol uti on Thesubstltutlondennedln(34)glvesthenrst-orderequatlon
,
3 4 5

C]
of the form y =
2
+ for
L 0, 3, 1 O, 20, 35, 60,

1 00.
ap
x
ax
+zp =:x,
ap z
thatls, - +-p=6
ax x
Observlngthattheequatlonontherlghtherels|lnear,wenu|tlp|ybyltslntegratlng
factorp =exp
,z}x;ax
=e

=x
andget
n
,x
p;=6x
,
x
p=zx
3
+c, .
ay c
p = - = zx + -
ax x
nna|lntegratlonwlthrespecttoxyle|dsthegenera|so|utlon
c
y,x; =x +- +c
X
ofthe second-orderequatlonxy+zy = 6x So|utloncurves wlth c
= 0but
c
/0areslmp|yvertlca|trans|atesoftheparabo|ay=x
(forwhlchc =c
0) Flgure l 6 S showsthlsparabo|aandsonetyplcal so|utloncurves wi thc
0
butc
/c So|utloncurveswlth c, andc
bothnonzeroarevertlca|trans|atesol
those(other thantheparabo|a) shown lnFlg l 6 S
Independent variable X missing. Ifxls nlsslng,thenEq ,z;takestheforn

/, y. y .y
;=c
Then thesubstltutlon
, ay
p=y =
ax
ap apay ap
y = - = -- = p-
ax ayax ay
resu|tslnthe]soaedlerentla|equatlon
(35)
(36)
forpasafunctlonofyIfwecanso|vethl sequatlonforagenera|so|utlonp,y. c, ;
lnvo|vlnganarbltraryconstantc ,then(assunlngthaty/0)weneedon|y wrlte
ax
ay
x,y;=
ay
ay=
ay}ax
ay=
ay=
p,y. c ;
+c
Ifthenna| lntegra| P =], l}p;aycanbeeva|uated,theresu|tlsanlnp|lcltso|utlon

x,y;= i,y. c+c
ofoursecond-orderdlerentla|equatlon
cXump| e 1 1
So|vetheequatlon,,= (,')
,
lnwhlchthelndependentvarlab|ex lsmlsslng.
Sol uti on
Weassumetemporarl|ythat,and,'arebothnonnegatlve,andthenpolntoutatthe
end thatthls restrlctlon ls unnecessary. The substltutlondenned ln(36) glves the
nrst-orderequatlon
5
4
3
:
j ~
- 0
[
:
-
3
, ,
: 3 4 5
x
FIGUR 1.6.9. The solution
curves y = .with B = 0 and
.= 0, 1 are the horizontal lines
y 0, 1 . The exponential curves
with B ~ 0 and .= 1 are in
color, those with B 0 and
. 1 are black.
Problems
.,
:
,- =
.,
Then separatlonofvarlab|esglves
.
=
.
ln,= ln,+ c (because, > 0and,= ,

'
> 0),
,= c, y
where c, = eC. Hence
dx I
., c, y
c, x=
.
= |n ,+cj .
Theresu|tlnggenera|so|utlonofthesecond-orderequatlon,, = (,' )
:
ls
where A = e-c
z
ands = c[ . Desplteourtemporary assumptlons, whlchlmp|y
thattheconstants A and sareboth posltlve, wereadl|y verlfy that,(x) = AeB
x
satlsnes ,, = (,' )
:
for .//rea| va|ues ofA and s Wlth s = 0 and dlfferent
va|uesofA, we get a|| horlzonta||lnes ln the p|aneas so|utloncurves. The upper
ha|fofFlg. I . 6. 9showstheso|utloncurves obtalnedwlth A = I (forlnstance)and
dlerent posltlve va|ues ofs Wlth A = - l these so|utlon curves are reHected
ln the x- axls, and wlth negatlve va|ues of s they are reHected ln the ,-axls. In
partlcu|ar, wesee thatwegetso|utlonsof,, = (,' )
:
, a||owlngbothposltlveand
negatlveposslbl|ltlesforboth, and,' .
.........., ..,.....
.1 ....30. .........,x
.....
15. x(x + y)y' + y(3x + y) = 0
16. y' = Jx + y + 1 17. y' = (4x + y)z
18. (x + y)y' = 1 19. xZy' + 2xy = 5y3
1. (x + y) y' = x -
;
3. xy' = y + 2.
5. x(x + y)y' = y(x - y)
7. xyzy' = x3 + y3
9. xZy' = xy + yZ
11. (xz - yZ)y' = 2xy
12. xyy' = yZ + x.r4x -
Z
=+-y"
z
13. xy' = y + , x2 + y2
14. yy' + x = Jx2 + y2
2. 2xyy' = x2 + 2y2
4. (x - y)y' = x + y
6. (x + 2y)y' =
;
8. x2y' = xy + x2Y/
10. xyy' = x2 + 3y2
20. y2y' + 2xy3 = 6x 21. y' =
;
+ y3
22. xZy' + 2xy = 5y4 23. xy' + 6y = 3xy4/3
24. 2xy' + y3
2= 2xy
25. y2(xy' + y)( l + X4) 1 /2 = x
26. 3y2y' + y3 =
27. 3xy2y' = 3x4 + y3
28. xeY y' = 2(eY + x3 e2x
)
29. (2x sin y cos y) y' = 4x2 + sin
2
y
30. (x + eY)y' = x
Y - 1
..31 ....42, ,......, ..
,.........
31. .. .... ..= 0
32. .. . ..6. . ..= 0
33. .
.....6.
..= 0
34. ..
...
...
..= 0
35. .
, .. .
ln . .. =
36. ( 1 . .... ..= 0
37. (cos .
.. ..= 0
38. .tan-
1
...
.Y
..= 0
1 .
39. .
...
...
..= 0
..sin y tan y) ..cos y + x sec
2
...= 0
41.
..
2;
.
.
_
1
_
..= 0
; . .
.
.
.
.
.
.
42.
.
..
.
..= 0
..................,
..,.....43-54. ..........
,....,... ....,11).
...= . 44. ...
= 0
....= 0 46. ...= ..
47. .= .
48. .
... =
....
= .. 50. .= ..
. .= ..
52. .
.= 1
. .= .. ...= .
. Show that the substitution = ...transforms

the differential equation ....= ...into a
separable equation.
56. Suppose that ./ 0 and ./ 1. Show that the sub
stitution = y
l
-
n
transforms the Beroulli equation
..... .= ,. .
into the linear equation

.
..
( 1 . . . = ( 1 . ,.
1. Show that the substitution = I n .transforms the difer
ential equation ..... .= ,. .In .into the
linear equation .... = ,. .
. Use the idea i n Problem to solve the equation
..
.
..
....In .= .
. Solve the diferential equation
.. . . 1
.. ..
by fnding h and .so that the substitutions .= ..

. .transform it into the homogeneous equation
. .
.. .
60. Use the method in Problem 59 to solve the diferential
equation
.. . .
.. .. . 1
61. Make an appropriate substitution to fnd a solution of the
equation ....= sin . . Does this general solution
contain the linear solution .. = . rf that is readily
verifed by substitution in the diferential equation?
62. Show that the solution curves of the diferential equation
.. ..
.
.
.. ..
are of the form .
= ..
63. The equation ....= .. .
.. .. is called
a Riccati equation. Suppose that one particular solution
Yl .of this equation is known. Show that the substitution
1
Y = Yl
V
transforms the Rccati equation into the ..equation
.
..
.2AYl ) V = .
....63 ..,.....
.64 ...65, ....Yl .= ........
..
64. .
= 1 .
..
..
65. ..= 1 .
..
66. An equation of the form
.= ....
is called a Clairaut equation. Show that the one
parameter family of straight lines described by
.. = ..
is a general solution of Eq.
67. Consider the Clairaut equation
.= ..
.
.
for which .. = .
in Eq. Show that the line

.= .
is tangent to the parabola .= .
at the point
,
Explain why this implies that .= .
is a singular solu
tion of the given Clairaut equation. This singular solution
and the one-parameter family of straight line solutions are
illustrated in Fig. 1 . 6. 1 0.
FIGURE 1. 6. 10. Solutions of the Clairaut
equation of Problem 67. The "typical" straight
line with equation .= .
is tangent to
the parabola at the point ,C,

68. Derive Eq. ( 1 8) i n this section from Eqs. ( 1 6) and ( 1 7) .
69. I n the situation of Example 7, suppose that .= 1 00 mi,
0q = 400 milh, and U = 40 mi/h. Now how far north
ward does the wind blow the airplane?
70. As in the text discussion, suppose that an airplane main
tains a heading toward an airport at the origin. If 0q = 500
milh and U = 50 milh (with the wind blowing due north),
and the plane begins at the point (200, 1 50) , show that its
trajectory is described by
.+ ,X
+ .
2(200X
9
)
1 / 1
O
.
Ppulation Models
71. A river 1 00 f wide is fowing north at U feet per second.
A dog starts at ( 1 00, 0) and swims at 0q = 4 ftls, always
heading toward a tree at (0, 0) on the west bank directly
across from the dog' s starting point. (a) If U = 2 ftls,
show that the dog reaches the tree. (b) If U = 4 f/s,
show that the dog reaches instead the point on the west
bank 50 f north of the tree. (c) If U = 6 ftls, show that
the dog never reaches the west bank.
72. In the calculus of plane curves, one lears that the ..
.k of the curve .= .(.) at the point ..is given
by
(.)
k =
[ 1 + . (.)
P
/
and that the curvature of a circle of radius is k = 1 I

[See Example 3 i n Section 1 1 . 6 of Edwards and Penney,
................7th edition (Upper Sad
dle River, NJ: Prentice Hall, 2008). ] Conversely, substi
tute = . to derive a general solution of the second-order
diferential equation
(with constant) in the form
Thus a circle of radius (or a part thereof) is the ..plane
curve with constant curvature l l .
n Sectlon l . 4 we lntroducedthe exponentla| dlfferentla| equatlonai,a = /i.

wlth so|utlon i, ; = i,e
, as a mathematlca| mode| for natura| popu|atlon

growth that occurs as a resu|t ofconstantblrth and death rates Here we present
amoregenera|popu|atlonmode|thataccommodatesblrthanddeathratesthatare
not necessarl|yconstant As before, however, ourpopu|atlonfunctlon i,;wl||be
a.o/osapproxlmatlontotheactua| popu|atlon,whlchofcoursechangeson|y
bylntegra|lncrementsthatls, byoneblrthordeathatatlme
Suppose that the popu|atlon changes on|y by the occurrence of blrths and
deathsthere ls no lmmlgratlon or emlgratlon from outslde the country or envl-
ronment underconslderatlon It ls customary to trackthegrowthor dec|lne ofa
popu|atlonln terms oflts///meandae./mefunctlonsdennedasfo||ows.
;,;ls thenumberofblrthsperunltofpopu|atlonperunltoftlmeattlme ,
,;ls thenumberofdeathsperunltofpopu|atlonperunltoftlmeattlme
Then the numbers ofblrths and deaths that occur durlng the tlme lnterva|
.+ } ls glven(approxlmate|y)by
blrths. ;,; i,; . deaths. ()
i,;

Hencethechangeilnthepopu|atlondurlngthetlmelnterva| . +} of
|ength ls
i= blrths- deaths ;,;
i,;
- ,;
i,;

I . / Popul ati on Model s 75
so
AP
At
f(t)- o (t ) ] P(t ) .
Theerrorl nthlsapproxlmatlonshou|dapproachzeroas At- 0, sotaklng
the|lmltwegetthedlerentla| equatlon
dP
dt
=(f - o) P, ( l )
l nwhlchwewrlte f = f(t ) , o = o (t ) , and P = P(t ) forbrevlty. Equatlon( l ) ls
thegeneral population equation. Iff ando areconstant, Eq. ( l ) reducestothe
natura|growthequatlonwlth/=f - o . Butlt a|solnc|udestheposslbl|ltythat
and o are varlab|efunctlonsoft . Theblrth anddeathrates need notbeknowa la
advance,theymay we|| dependontheunknownfunctlon P(t)
Supposethatana||lgatorpopu|atlonnumbers l 00lnltla||y,andthatltsdeathratels
o =0(sononeofthea||lgators ls dylng) . Iftheblrthratels f = (0. 0005) Paad
thuslncreasesasthepopu|atlondoesthenEq. ( l ) glvesthelnltla|va|ueprob|em
_=(0. 0005) P
:
, P(0) = l 00
(wltht lnyears). Then upon separatlngthevarlab|esweget
:
dP =(0. 0005)dt ,
I
=(0. 0005) t +c
P
Substltutlonoft =0, P = I 00glves c=- lJI 00,andthenwereadl|y so|vefor
2000
P(t ) = -.
20- t
Forlnstance, P( I 0) = 2000J l 0= 200, soafter l 0years thea||lgatorpopu-
|atlon has doub|ed. Butwe see that P - +c as t - 20, so area| popu|atlon
exp|oslonoccursln20years. Indeed,thedlrectlonne|dandso|utloncurvesshown
lnFlg. l . 7. I lndlcatethatapopu|atlonexp|oslona|ways occurs, whateverthe slze
ofthe (posltlve) lnltla| popu|atlon P(0) = P,. In partlcu|ar, lt appears thatthe
popu|atlona|ways becomesunboundedlna]/teperlodoftlme.
o t:
o I 0 Z0 J0 40 a0
FIGUR 1.7. 1. Slope feld and solution curves for the equation
dP/dt = (O. 0005) P
2
in Example 1 .
cXump| eZ
Bounded Populations and the Logistic Equation
Insltuatlonsasdlverseasthehumanpopu|atlonofanatlonandafrultHypopu|atloa
lnac|osed contalner, ltlsoenobservedthattheblrthratedecreasesasthepopu-
|atlon ltse|flncreases Thereasonsmayrangefrom lncreasedsclentlncorcu|tura|
sophlstlcatlon to a |lmltedfood supp|y Suppose, forexamp|e, that theblrthrate
; ls a//e.decreaslngfunctlonofthepopu|atlonslze i. sothat; = ;
- ;, i.
where;
and;
.
areposltlveconstants I fthedeathrate =
remalnsconstant,
thenEq , i ; takestheform
ai
a
=,;
- ;,i-
; i,
thatl s,
where.=;
and/=;,
ai
- = . i - /i
a
(2)
Ifthecoefnclents.and/arebothposltlve,thenEq (2)lsca||edthelogistic
equation. For the purposeofre|atlng the behavlor ofthe popu|atlon i,;to the
va|ues oftheparameterslntheequatlon,ltlsusefu|torewrltethe|oglstlcequatlon
lntheform
ai
a
=/ i,M- i; .
where/=/andM=.,/areconstants
(3)
InExamp|e:ofSectlon l 3 weexp|oredgraphlca||y apopu|atlonthatlsmode|ed
bythe|ogl stlcequatlon
ai
- = :i, i - i; = :i- :r
a
,:;
Toso|vethl sdlerentla|equatlonsymbo|lca||y, weseparatethevarlab|esandlnte
grate Weget
i, i
- i;
=
: a.
i

+
i
i
.
_ ,
ai=
: a partla|fractlons] ,
ln i - ln i - i = :+c.
i
=+e
=se
wheres=+e
}
i - i
If we substltute = and i= i,= i lnto thl s |ast equatlon, we nnd that
s= i,} , i - i,; Hence
i
i - i
i,e
i - i,
Flna||y,thlsequatlonls easy toso|veforthepopu|atlon
i,; =
i i,
i,+, i - i,;e-
,;
300
..
25 50 75 1 00
FIGURE 1.7.2. Typical solution
crs for the logistic euation
P
-
O. 06P - O. 0004P .
F
/:
curves for the logi stic equation
= k P(M - P) . Each solution
curve that starts below the line
P = Mj has an infection point
H this line. (See Problem 34. )
cXump| e
attlmet lntermsofthelnltla|popu|atlon P,
-
P(0) . Flgure l . 7. 2showsanumber
ofso|utloncurvescorrespondlngtodlerentva|uesofthelnltla|popu|atlonranglng
from P, = 20to P, = 300 Notethata||theseso|utlon curves appeartoapproach
the hori zonta| |lne P = l 50 as an asymptote Indeed, you shou|dbe ab|e to see
dlrect|ynomEq (5)that|lm,,_ P(t )
-
l 50,whateverthelnltla|va|ue P, > 0.
Limiting Populations and Carryng Capacity
The nnlte |lmltlngpopu|atlon noted lnExamp|e2 lscharacterl stlcof|oglstlcpop
u|atlons InProb|em 32 weask youto use the methodofso|utlonofExamp|e2to
showthattheso|utlonofthe|oglstlclnltla|va|ueprob|em
ls
dP
-
kP( M - P) , P(0)
-
P,
MP,
P) =
P,+ (M P
a
) e''
,6)
(7)
Actua| anlma| popu|atlons are posltlve va|ued If P,
-
M, then(7)reduces
to the unchanglng (constant-va|ued) equl|lbrlum popu|atlon P(t ) = M Other-
wlse, the behavlorofa |oglstlc popu|atlon depends on whether0 < P, < M or
P, > M If0 < P, < M,thenweseefrom (6)and(7)that P' > 0and
P(t )
-
MP,
P,+ (M P,)e''
MP, MP,
< M
P,+ pos number P,
However,lfP, > M, thenweseefrom(6)and(7)that P' < 0and
P)
-
MP,
P, +(M- P
a
) e''
MP, MP,
= >
-
M.
P, + neg number P,
Inelthercase,theposltlvenumberornegatlvenumberlnthedenomlnatorhas
abso|ute va|ue |essthan P, andbecauseoftheexponentla|factorapproaches0
ast +c. Itfo||owsthat
MP,
hm P(t )
- -
M.
l
P,+0
,S)
Thus a popu|atlon that satlsnesthe|oglstlcequatlon does notgrow wlthoct
bound |lke a natura||y growlng popu|atlon mode|ed by the exponentla| equatlon
P' -
kP. Instead, ltapproaches the nnlte limiting population M as t +o.
As l||ustratedbythe typlca| |ogl stlc so|utlon curves ln Flg l 7 3, the popu|atlon
P(t ) steadl|ylncreasesandapproaches Mfrombe|owlf0 < P, < M, butsteadl|y
decreases and approaches M fromabove lf P, > M Sometlmes M lsca||edthe
carrying capacity oftheenvlronment,conslderlnglttobethemaxlmumpopu|atlon
thattheenvlronmentcansupportona|ong-termbasls
Supposethat ln l SS5 the popu|atlon ofa certaln country was 50 ml||lonand was
growlng at the rate of750, 000 peop|e per year at that tlme Suppose a|so that ln
l 940ltspopu|atlonwas l 00ml||lon and wasthengrowlngat the rate of l ml||lon
peryear Assumethatthl spopu|atlonsatl snesthe|oglstlcequatlonDetermlneboth
the|lmltlngpopu|atlonM andthepredlctedpopu|atlonfortheyear2000
Sol ution We substltutethetwoglvenpalrsofdatalnEq. (3)andnndthat
cXump| e4
cXump| e
0. 75=50k( M- 50) , I . 00= l 00k(M- l 00) .
Weso|veslmu|taneous|yfor M =200andk =0. 000 l . Thus the|lmltlngpopu|a-
tlon ofthecountry lnquestlon ls 200ml||lon. Wlth theseva|uesofM andk, and
wlth = 0 correspondlng to the year l 940 (ln whlch i, = l 00), we nnd that
accordlngtoEq. (7)thepopu|atlonlnthe year 2000 wl||be
l 00 200
i(60) =
l 00+
(200 - i e-
,
.
about l 53. 7ml||lonpeop|e.
Historical Note
The |oglstlcequatlonwas lntroduced(around l S40)bytheBe|glanmathematlclan

and demographerP. Verhu|stas aposslb|emode|forhumanpopu|atlongrowth.
Inthenexttwoexamp|eswecomparenatura| growthand|oglstlcmode| nts tothe
l 9th-century U. S. popu|atlon census data, then compare proectlons forthe 20th
century.
TheU. S. popu|atlonln l S00was5. 30Sml||lonandln I 900was76. 2l 2 ml||lon. If
wetakei,=5. 30S(wlth=0ln I S00)lnthenatura|growthmode| i() = i,e
and substltute= l 00,i=76. 2l 2,wenndthat
l s
76. 2I 2= se
,
.
l 76. 2l 2
so =
l 00
ln
5. 30S
0. 026643.
Thusournatura|growthmode|fortheU. S. popu|atlondurlngthel 9thcentury
i() =, s

(9)
(wlthlnyearsand ilnml||lons). Becausee
l . 02700,theaveragepopu-
|atlongrowthbetween I S00and l 900wasabout2. 7peryear.
The U. S. popu|atlonln I S50was 23. l 92ml||lon. Ifwetake i, = 5. 30Sandsub-
stltutethedatapalrs=50, i =23. I 92(forI S50)and= l 00, i =76. 2l 2(for
I 900)lnthe|oglstlcmode|formu|alnEq. (7), wegetthetwoequatlons
(5. 30S) M
=23. l 92
5. 30S
+
(M - 5. 30S)e
a
'
(5. 30S) M
=76. 2l 2
5. 30S+ ( M- s)e-
,
,
( I 0)
ln the two unknowns k and M. Non|lnear systems |lke thls ordlnarl|y are so|ved
numerlca||y uslng an approprlate computer system. But wlth the rlght a|gebralc
trlck(Prob|em36 lnthlssectlon)theequatlonsln( l 0) canbeso|vedmanua||yfor
k =0. 000I 677 I 6, M = l SS. l 2 l . Substltutlonoftheseva|ues ln Eq. (7)yle|dsthe
|oglstlcmode|
99S. 546
i,;
-
5. 30S+
( l S2 S l 3) e-
1 1
( l l )
c-
40%
Lxoaeat|a|
Lo,|st|;
...
-40%
FIGURE 1.7.5. Percentage
errors in the exponential and
logistic population models for
1800-1 950.
The tab|e lnFlg. l . 7. 4compares the actua| l S00l 990U S census popu|a-
tlon ngures wlth those predlcted by the exponentla| growth mode| ln (9) and the
|oglstlcmode| ln ( l l ) . Both agree we||wlththe l 9th-centuryngures But theex-
ponentla| mode| dlverges appreclab|y from the census data ln the ear|y decades
ofthe 20th century, whereas the |oglstlc mode| remalns accurate untl| l 940. By
the endofthe 20th century the exponentla| mode| vast|y overestlmates the actua|
U. S. popu|atlonpredlctlng over abl||lon ln the year 2000whereas the |oglstlc
mode|somewhatunderestlmateslt.
; : , ; :ponential Logtic Logtic
' Error Model Error
1 800 5. 308 5. 308 0. 000 5. 308 0.000
1 8 1 0 7. 240 6. 929 0. 3 1 1 7. 202 0.038
1 820 9. 638 9. 044 0. 594 9. 735 -0. 097
1 830 1 2. 861 1 1 . 805 1 . 056 1 3.095 -0. 234
1 840 1 7. 064 1 5.409 1 . 655 1 7. 501 -0. 437
1 850 23. 1 92 20. 1 1 3 3. 079 23. 1 92 0.000
1 860 3 1 .443 26. 253 5 . 1 90 30. 405 1 . 038
1 870 38. 558 34. 268 4. 290 39. 326 -0. 768
1 880 50. 1 89 44. 730 5. 459 50. 034 0. 1 55
1 890 62. 980 58. 387 4. 593 62. 435 0. 545
1 900 76. 21 2 76. 21 2 0. 000 76. 21 3 -0. 001
1 91 0 92. 228 99.479 -7. 25 1 90. 834 1 . 394
1 920 1 06. 022 1 29. 849 -23. 827 1 05. 61 2 0.410
1 930 1 23. 203 1 69.492 -46. 289 1 1 9. 834 3. 369
1 940 1 32. 1 65 221 . 237 -89. 072 1 32. 886 -0. 721
1 950 1 5 1 . 326 288. 780 -1 37. 454 1 44. 354 6. 972
1 960 1 79. 323 376. 943 -1 97. 620 1 54. 052 25. 271
1 970 203. 302 492. 023 -288. 721 1 61 . 990 41 . 3 1 2
1 980 226. 542 642. 236 -41 5. 694 1 68. 3 1 6 58.226
1 990 248. 7 1 0 838. 308 -589. 598 1 73. 252 76. 458
2000 28 1 .422 1 094. 240 -81 2. 8 1 8 1 77. 038 1 04. 384
FIGURE 1.7.4. Comparison of exponential growth and logistic models with U. S. census
populations (in millions).
Thetwomode|s are compared ln Flg. l . 7 5, where p|ots ofthelrrespectlve
errorsas ape.e.,e ofthe actua| popu|atlonare shown for the l S00l 950
perlod. Weseethatthe|oglstlcmode|trackstheactua|popu|atlonreasonab|ywe||
throughout thls l 50-year perlod. However, the exponentla| error ls conslderab|y
|argerdurlngthe l 9thcenturyand|ltera||ygoesothechartdurlngthenrstha|fof
the20th century.
Inordertomeasuretheextenttowhlchaglvenmode|ntsactua|data,ltlscus-
tomarytodennetheaverage error (lnthe mode|)as/es,.eoo)/e..em,e
o)/es,.eso)/e/a/./a./eos(the |atterappearlng lnthefourthand slxth
co|umnsofthetab|elnFlg. l . 7. 4) Uslngon|y the l S00l 900data, thlsdennltlon
glves 3 . l 62fortheaverageerrorlntheexponentla| mode| , whl|etheaverageerror
lnthe|oglstlcmode|ls on|y0. 452. Consequent|y,even ln l 900wemlghtwe||have
antlclpatedthatthe|oglstlcmode|wou|dpredlcttheU. S. popu|atlongrowthdurlng
the20thcenturymoreaccurate|ythantheexponentla|mode|.
cXump| e
Themora|ofExamp|es4and5ls slmp|ythatone shou|dnotexpecttoomuch
ofmode|sthatarebasedonsevere|y|lmltedlnformatlon(suchasustapalrofdata
polnts). Muchofthe sclenceofs./s/.s ls devoted to the ana|yslsof|arge data
setstoformu|ateusefu|(andperhaps re|lab|e)mathematlca|mode|s.
More Applications of the Logistic Equation
Wenextdescrlbe some sltuatlonsthat l||ustratethevarledclrcumstances lnwhlch
the |oglstlcequatlonlsasatlsfactorymathematlca|mode|.
1. i/-/eae./-es/./o A certalnenvlronmentcansupportapopu|a-
tlonofatmostM lndlvldua|s. Itlsthenreasonab|e toexpectthegrowthrate
f - (the comblnedblrth and death rates)tobeproportlona|to M - i, be-
causewe may thlnkofM - i as the potentla| for furtherexpanslon. Then
f -
-
k(M - i; , sothat
ai
a
-
(f- ) i
-
kP(M - i;
Thec|asslcexamp|eofa|lmltedenvlronmentsltuatlonl s afrultypopu|atlon
lnac|osedcontalner.
2. co-pe//os/./o Ifthe blrth rate f ls constant but the deathrate ls
proportlona|to i,sothat=oi,then
ai
-
(f - oi) i
-
ki(M- i;
a
Thls mlghtbeareasonab|e worklng hypothesls lna study ofacannlba|lstlc
popu|atlon, lnwhlch a|| deaths resu|tfrom chanceencounters betweenlndl-
vldua| s. Ofcourse, competltlonbetweenlndlvldua|slsnotusua||ysodead|y,
norltseectssolmmedlateanddeclslve.
J. 1o/ppo/os/./o Let i,; denote the number of lndlvldua|s ln a
constant-slzesusceptlb|epopu|atlon M who are lnfectedwltha certaln con-
taglous and lncurab|e dlsease. The dlsease ls spread by chance encounters.
Then P',;shou|dbeproportlona|totheproductofthenumberioflndlvld-
ua|s havlng the dlsease and the number M - i ofthose not havlng lt, and
therefore ai}a
-
ki(M - i; Agaln we dlscover that the mathematlca|
mode| ls the|ogl stlcequatlon. Themathematlca|descrlptlonofthe spreadof
arumorlnapopu|atlonofMlndlvldua|slsldentlca| .
. . . . . .
Supposethatattlme = c, i cthousandpeop|elnacltywlthpopu|atlonM
-
i cc
thousand peop|e have heard a certaln rumor After i week the number i,; of
thosewhohaveheardlthaslncreasedto i, i ;
-
zcthousand. Assumlngthati,;
satlsnesa|oglstlcequatlon,whenwl||scoftheclty' spopu|atlonhaveheard the
rumor!
Sol ution Substltutlng i, = icandM
-
i cc(thousand)lnEq.(7), weget
i ccc
i,;
-
, i z;
i c
ce-
,
Then substltutlonof
-
i , i
-
zcglvestheequatlon
zc=
i ccc
i c
ce-
,
Exampl e
thatlsreadl|yso|vedfor
e
-
.

so k
,
_ln c ccs i c
Wlth P( ) sc, Eq. ( i 2)takesthefom
sc
i ccc
i c
ce-
.
whlchwe so|vefore
-
,
Itfo||ows that scofthepopu|atlonhasheard

therumorwhen
ln 36 ln 36
4. 42,
l 00k ln_
thus afterabout4weeksand3 days.
Doomsday versus Extinction
Conslderapopu|atlonP,;ofunsophlstlcatedanlma|slnwhlchfema|esrelyso|e|y
onchanceencounters to meetma|esforreproductlvepurposes. Itlsreasonab|eto
expectsuchencounters to occurat aratethatlsproportlona|to theproductofthe
number P J2ofma|esandthenumber PJoffema|es, henceat arateproportlona|
to P
z
. We therefore assumethat blrths occur at the rate kP
z
(per unlt tlme, wlth
k constant). Theblrth rate (blrthsJtlmeJpopu|atlon) ls then glven by f kP If
the death rate o ls constant, then the genera| popu|atlonequatlon ln , i ; yle|dsthe
dlerentla|equatlon
dP
z
kP - o PkP( P- M;
a
(whereMoJk > c;asamathematlca|mode|ofthepopu|atlon.
( I 3)
Note thattherlght-hand slde lnEq. ( I 3) ls thee,./.eoftherlght-handslde
lnthe|ogl stlcequatlonln (3). Wewl|| see thattheconstantMls now athreshold
population, wlththewaythepopu|atlonbehaveslnthefuturedependlngcrltlcal|y
onwhetherthelnltla|popu|atlonP,ls|essthanorgreaterthanM
Conslderananlma|popu|atlon P(t ) thatls mode|edbytheequatlon
dP
z
0. 0004P( P- i c;0. 0004P - 0. 06P.
dt
We wanttonndP(t ) lf(a)P(0) zcc, (b)P(0) i cc
,i:;
Sol uti on To so|vetheequatlonln( I 4), weseparatethevarlab|esandlntegrate. We get
P( P i c;
0. 0004 dt ,
-
-
I
dP
0. 0004 dt partla|fractlons] ,
i c P P - i c
ln P - ln P- i c -0. 06t
c.
- +e
e
-
se
-
P - i c
where s+e
} , i ;
P

curves for the explosion/extinction
equation = . M) .
Problems
(a) Substltutlonof=candi=zcclnto( I 5)glvess=:Wlththlsvalueofs
weso|veEq. ( I 5)for
:cce
i, ; =
:e-
- I
( I :)
Note that, as lncreases and approaches = |a,:; }c c: z i c, the posltlve
denomlnatorontherlghtln( I :)decreasesandapproaches0. Consequent|yi,;
+~as
Thlsls aaoo-sa.ysltuatlonarea|popu|atlonexp/os/o
(b) Substltutlonof =cand i = i cclnto ( I 5) glves s= -zWlththlsva|ue of
swe so|veEq. ( I 5)for
cce
-
cc
i, ;
z

+I
z+e

( I 7)
Note that, as lncreases wlthout bound, the posltlve denomlnator on the rlght ln
, i :;approaches+~ Consequent|y, i,; cas +~ Thlslsan(eventual)
ex/./osltuatlon.
Thusthepopu|atlonlnExamp|e7eltherexplodesorlsanendangeredspecies
threatenedwlthextlnctlon,dependlngonwhetherornotltslnltla| slzeexceedsthe
thresho|d popu|atlon M = I 50. An approxlmation to thls phenomenon ls some-
tlmesobservedwlthanlma|popu|atlons,suchastheal|lgatorpopu|atlonlncertaln
areasofthesouthernUnltedStates.
Flgure I . 7. 6showstyplca| so|utloncurvesthatl||ustratethetwoposslbllltles
for apopu|atlon i,; satlsfylngEq. , i ; If i, = M (exactly' ) , then thepopu|a-
tlon remalns constant. However, thls equl|lbrlum sltuatlon lsveryunstab|e If i,
exceeds M (even s|lght|y), then i,; rapldly lncreases wlthoutbound, whereas lf
thelnltla| (posltlve)popu|atlonls|essthanM (howevers|lghtly), thenltdecreases
(moregradua||y)towardzeroas +~SeeProb|em
,..........,.........
..,...1-8. ........
.,....., .......,...
........, ..,...........
.....,......
the population numbers 1 00 rabbits and is increasing at
the rate of 20 rabbits per month. How many rabbits will
there be one year later?
10. Suppose that the fsh population in a lake is attacked
by a disease at time = 0, with the result that the fsh
cease to reproduce (so that the birth rate is f = 0) and the
death rate (deaths per week per fsh) is thereafer propor
tional to 1/
..
. If there were initially 900 fsh in the lake
and ..were lef afer 6 weeks, how long did it take all
the fsh in the lake to die?
..
1. - = . .
.= 2 2.
.
..
. - = 1 - .
.= .
.
..
5. - = . . .= 8
.
..
6. - = .. .= 2
.
..
7. - = .. . .= 1 1
.
..
8. = ..- 1 3) , .= 1
.
..
- = . .
X (0) = 1
.
..
- = 9 - 4x
2
, x (0) = 0
.
9. The time rate of change of a rabbit popUlation is pro
portional to the square root of At time = 0 (months)
11. Suppose that when a certain lake is stocked with fsh, the
birth and death rates f and are both inversely propor
tional to
..
. (a) Show that
where .is a constant. (b) If ,= 1 00 and afer 6 months
there are 1 69 fsh in the lake, how many will there be afer
1 year?
12. The time rate of change of an alligator population in
a swamp is proportional to the square of The swamp
contained a dozen alligators in 1 988, two dozen in 1 998.
When wi l l there be four dozen alligators in the swamp?
What happens thereafer?
13. Consider a prol ifc breed of rabbits whose birth and death
rates, f and , are each proportional to the rabbit popula
tion = ( , with f ~ . (a) Show that
-
.constant.
-
1 - . ,
'
Note that +0 as ., This is dooms
day. (b) Suppose that = 6 and that there are nine
rabbits afer ten months. When does doomsday occur?
14. Repeat part (a) of Problem 1 3 in the case f . What
now happens to the rabbit population in the long run?
15. Consider a population satisfying the logistic equa
tion ..= .
where .= . is the time rate

at which births occur and = 2 is the rate at which
deaths occur. If the initial population is = , and
.births per month and ,deaths per month are occur
ring at time = 0, show that the li miting population is
M = .
16. Consider a rabbit population satisfying the logistic
equation as in Problem 1 5. If the initial population is 1 20
rabbits and there are 8 births per month and 6 deaths per
month occurring at time = 0, how many months does it
take for to reach 95% of the limiting population M?
17. Consider a rabbit population satisfying the logistic
equation as in Problem 1 5. If the initial population is 240
rabbits and there are 9 births per month and 12 deaths per
month occurring at time = 0, how many months does it
take for to reach 1 05% of the limiting population M?
18. Consider a population sati sfying the extinction
explosion equation ./.= .
- bP, where .= .
is the time rate at which births occur and = is

the rate at which deaths occur. If the initial population
is = ,and .,births per month and ,deaths per
month are occurring at time = 0, show that the threshold
population is M = , ,.,
19. Consider an alligator population pet) satisfying the
extinction/explosion equation as in Problem 1 8. If the ini
tial population is 1 00 alligators and there are 10 births per
month and 9 deaths per months occurring at time = 0,
how many months does it take for to reach 10 times
the threshold population M?
20. Consider an alligator population satisfying the
extinction/explosion equation as in Problem 1 8. If the ini
tial population is 1 1 0 alligators and there are 1 1 births per
month and 12 deaths per month occurring at time = 0,
how many months does it take for to reach 1 0% of
the threshold population M?
21. Suppose that the population of a country sati sfes the
differential equation ./.= . with .con
stant. Its population in 1 940 was 1 00 million and was then
growing at the rate of 1 million per year. Predict this coun
try' s population for the year 2000.
22. Suppose that at time = 0, half of a "logistic" popula
tion of 1 00, 000 persons have heard a certain rumor, and
that the number of those who have heard it is then increas
ing at the rate of 1 000 persons per day. How long will it
take for this rumor to spread to 80% of the population?
....Find the value of .by substituting and
in the logistic equation, Eq. (3). )
23. As the sal t KN03 dissolves in methanol , the number x(t)
of grams of the salt in a solution afer seconds satisfes
the differential equation ...= 0. 8x - 0. 004x2.
(a) What is the maximum amount of the salt that will ever
dissolve in the methanol ?
(b) If x = 50 when = 0, how long will it take for an
additional 50 g of salt to dissolve?
24. Suppose that a community contains 1 5,000 people who
are susceptible to Michaud' s syndrome, a contagious dis
ease. At time = 0 the number of people who have
developed Michaud' s syndrome is 5000 and is increasing
at the rate of 500 per day. Assume that is propor
tional to the product of the numbers of those who have
caught the disease and of those who have not. How long
will it take for another 5000 people to develop Michaud
'
s
syndrome?
25. The data in the table in Fig. 1 . 7. 7 are given for a certain
population that sati sfes the logistic equation in (3).
(a) What is the limiting population M? ....Use
the approximation
+ h) - h)

2h
with h = 1 to estimate the values of when
25. 00 and when = 47. 54. Then substitute these values
in the logistic equation and solve for .and M. ) (b) Use
the values of .and M found in part (a) to determine when
= 75. .... Take = 0 to correspond to the
year 1 925. )
Year (milli0ns)
1 924 24. 63
1 925 25.00
1 926 25. 38
1 974 47. 04
1 975 47. 54
1 976 48.04
FIGURE 1.7.7. Population data for Problem 25.
26. A population of small rodents has birth rate f
(0. 001 )(births per month per rodent) and ..death
rate . If = 1 00 and 8, how long (in
months) wi l l it take this population to double to ro
dents? ....First fnd the value of . )
27. Consider an animal population with constant death
rate (deaths per animal per month) and with
birth rate proportional to Suppose that
and = (a) When i s (b) When does
doomsday occur?
28. Suppose that the number .(with in months) of alliga
tors in a swamp satisfes the diferential equation ...=
.
.
(a) I f initially there are alligators in the swamp, solve
this diferential equation to determine what happens
to the alligator population in the long run.
(b) Repeat part (a), except with alligators initially.
29. During the period from to the u. S. population
in years) grew from million to million.
Throughout this period, remained close to the solu
tion of the initial value problem
.
_ .

(a) What population does this logistic equation pre
dict?
(b) What limiting population does it predict?
(c) Has this logistic equation continued since to ac-
curately model the U. S. population?
[This problem is based on a computation by Verhulst, who
in .used the .U. S. population data to pre
dict accurately the U. S. population through the year
(long afer hi s own death, of course) . ]
30. A tumor may be regarded as a population of multiplying
cells. It is found empirically that the "birth rate" of the
cells in a tumor decreases exponentially with time, so that
,(where .and
are positive constants) ,

and hence
.
_ ,
,
Solve this initial value problem for

, exp

,
Observe that ) approaches the fnite limiting popula

tion ,exp ,.as +0.
31. For the tumor of Problem suppose that at time
there are ,
cells and that is then increasing

at the rate of X
cells per month. Afer months the

tumor has doubled (in size and in number of cell s). Solve
numerically for .and then fnd the limiting population of
the tumor.
32. Derive the solution
)
,
,+ ,

of the logistic initial value problem .
() Make i t clear how your derivation depends on
whether or , ~
33. (a) Derive the solution
,

,+ ( ,

of the extinction-explosion initial value problem
. ) (
(b) How does the behavior of ( as increases depend
on whether , or ,~
34. If satisfes the logistic equation in )use the chain
rule to show that
() .
) (
Conclude that ~ if
if
if
and ~
if ~ In particular, it follows that any solution

curve that crosses the line has an infection point
where it crosses that line, and therefore resembles one of
the lower S-shaped curves in Fig.
35. Consider two population functions and
( ) , both
of which satisfy the logistic equation with the same limit
ing population but with different values kl and .
of the
constant .in Eq. () Assume that . .
Which pop
ulation approaches the most rapidly? You can reason
..by examining slope felds (especially if ap
propriate sofware is available), ..by analyzing
the solution given in Eq. ()or ..by substitut
ing successive values of
36. To solve the two equations i n ( ) for the values of .and
begin by solving the frst equation for the quantity
.
and the second equation for .
Upon equating the two resulting expressions for .
in
terms of you get an equation that is readily solved for
With now known, either of the original equations
is readily solved for .This technique can be used to "ft"
the logistic equation to any three population values ,
and
corresponding to ,...,..times ,
and

37. Use the method of Problem to ft the logistic equation
to the actual U. S. population data (Fig. .)for the years
and Solve the resulting logistic equa
tion and compare the predicted and actual populations for
the years and
38. Fit the logistic equation to the actual U. S. population data
(Fig. .)for the years and Solve the
resulting logistic equation, then compare the predicted and
actual populations for the years and
39. Birth and death rates of animal populations typically are
not constant; instead, they vary periodically with the pas
sage of seasons. Find if the population satisfes
the differential equation
.
- = .+ cos
.
I . d Accel erati on-Vel ocity Model s 85
where t is in years and .and are positive constants. Thus
the growth-rate function r (t ) = .+ cos 2:t varies pe
riodically about its mean value .Construct a graph that
contrasts the growth of this population with one that has
the same initial value Po but satisfes the natural growth
equation P' = k P (same constant . How would the two
populations compare afer the passage of many years?
cXump| e 1
InSectlonI . 2wedlscussedvertlca|motlonofamass-nearthesurfaceoftheearth
under thelnuenceofconstantgravltatlona|acce|eratlon. Ifweneg|ectanyeects
ofalrreslstance,thenNewton' ssecond|aw , i=-.;lmp|lesthattheve|ocltytof
the mass-satlsnestheequatlon
ac
-- =
l
,
a
( I )
where i, = --_ l s the (downward-dlrected)force ofgravlty, wherethegravlta-
tlona|acce|eratlonls _ 9. SmJs
:
(ln mksunlts ,_ 32ftJs
:
lnfpsunlts).
. . . _ __ . . _ _ _ __ _ _._. _ _ " _m. _ _ __ _ _" N N _ _ _ _ __ _ _ _ . .. . ... . . . _ ____ h _ _ .
Supposethatacrossbowbo|tlsshotstralghtupwardfromtheground,y,=0) wlth
lnltla|ve|oclty:,=49(mJs). ThenEq. ( I ) wlth_ =9. Sglves
ac
- =-9. S, s o t (t ) =-(9. S) t +:,=-(9. S) t +49.
a
Hencethebo|t' shelghtfunctlony(t)lsglvenby
(t)=, -(9. S) t +49]a=-(4. 9)t
:
+49t+y,=-(4. 9)t
:
+49t .
The bo|treaches lts maxlmumhelght when t = -(9. S) t +49 = 0, hence when
t =5 (s). Thus lts maxlmumhelghtls
y,,=y,;=-(4. 9) (5
:
) +(49) (5) = I 22. 5(m) .
The bo|t retums tothe ground when = -(4. 9) t (t - I 0) = 0, andthus after I 0
secondsa|oft.
Nowwe want to take accountofalrreslstancelna prob|em |lkeExamp|e I .
The force i , exerted by alr reslstance on the movlng mass - must be added ln
Eq.( I ), sonow
ac
-- = i, + i,
a
(2)
Newtonshowedlnhlsi/./p/.M./e-./..thatcertalnslmp|ephyslca|assump-
tlons lmp|y that i,lsproportlona| to the s,.eofthe ve|oclty. i, = kt
:
. But
emplrlca|lnvestlgatlonslndlcatethattheactua| dependenceofalrreslstanceonve-
|ocltycanbequltecomp|lcated. Formanypurposesltsufncestoassumethat
where I p 2andtheva|ue ofk dependsontheslzeandshapeofthebody,as
we||asthedensltyandvlscosltyofthealr. Genera||yspeaklng,p=Iforre|atlve|y
Chapter I First-Order Di fferenti al Equati ons
(Note: F R acts upward when

the body is falling.)
Net force F FR -FG

Ground level
FIGUR 1.S. 1. Vertical motion
with air resistance.
|owspeedsand =2forhlghspeeds,whereas I < < 2forlntermedlatespeeds.
Buthows|ow|owspeedandhowfasthlghspeedaredependonthesamefactors
thatdeterminetheva|ueofthecoefnclent/
Thusalrreslstancel sacomp|lcatedphyslca|phenomenon. Buttheslmp|lfy-
ingassumptlonthati,lsexact|yoftheformglvenhere,wlthelther = l or =2,
yle|ds atractab|emathematlca| mode|thatexhlblts the mostimportantqua|ltatlve
featuresofmotlonwlthreslstance.
Resistance Proportional to Velocit
Letus nrstconslderthevertlca| motlon ofabodywlth mass- nearthesurface
ofthe earth, subecttotwoforces. adownwardgravltatlona|force i ,andaforce
i, ofalrreslstancethat ls proportlona| to ve|oclty (sothat = I ) andofcourse
dlrected opposite the dlrectlon ofmotlon ofthe body. Ifwe set up a coordlnate
systemwlththepositlve ,-dlrectlonupwardand wlth , = 0 atground|eve|, then
i,= --,and
i,=-/c, (3)
where/lsaposltlveconstantandc =d,Jdt lstheve|ocltyofthebody. Notethat
themlnusslgnlnEq. (3)makesi,posltlve(anupward force) lf thebody lsfa||lng
,cl snegatlve)andmakes i ,negatlve(adownwardforce)lfthebodylsrlslng,cls
posltlve). AslndlcatedlnFlg. I . S. I , thenetforceactlngonthebodylsthen
i=i,+i,=-/c- -,,
andNewton' s|awofmotlon i=-,ac}a;yle|dstheequatlon
Thus
ac
- = -/c - -,
a
ac
- =-,c - ,,
a
(4)
where,= /}- ~ 0. You shou|dverlfyforyourse|fthatlftheposltlve,-axlswere
dlrecteddownward,thenEq. (4)wou|dtaketheforma:}a=-,c+,
Equatlon(4)lsaseparab|enrst-orderdlerentla|equatlon,andltsso|utlonls
c, ; = c,+
e
-
.
-
Here, :,=c,c;lsthelnltla|ve|ocltyofthebody. Notethat
c= |lm c, ; =.
-
,
(5)
(6)
Thusthespeedofabodyfa||lngwithalrreslstancedoesolncreaselndennlte|y,
lnstead,itapproaches+]/e|lmltlngspeed,orterminal speed,
, -,
: = - =
, k
(7)
cXump| eZ
I .d Accel erati on-Vel ocity Model s 87
Thls fact l s what makes a parachute a practlca| lnventlon, lt even he|ps exp|aln
theoccaslona|survlva|ofpeop|ewhofa|| wlthoutparachutesfromhlgh-ylngalr-
p|anes.
WenowrewrlteEq. ,;lntheform
Integratlonglves
ay
( t, - c, ; e +t, .
a
i
y,;= --(c,- c, ; e
+c, +c
j
(S)
We substltutecforand|et)g = y(0) denotethelnltla|helghtofthebody. Thus
wenndthatc=)g +(t,- t, )Jj,andso
i
.
y, ; =)g +c, +-(t,- t, ) ( I - e

-
) .
j
,;
Equatlons,s;and ,;glvetheve|ocltycandhelghtyofabody movlngver-
tlca||yunderthe lnuence ofgravlty and alrreslstance. The formu|as depend on
the lnltla|helght)g ofthe body, lts lnltla| ve|oclty t,, andthedrg .oe./ej,
theconstantsuchthattheacce|eratlonduetoalrreslstancelsO
R
= -jt. Thetwo
equatlonsa|solnvo|vethetermlna|ve|oclty t, dennedln Eq. (6).
For aperson descendlng wlththealdofaparachute, a typlca| va|ueofj ls
i ,whlchcorrespondstoatermlna|speedof t, z i ftJs, orabouti : ml/h.
Wlthanunbuttonedovercoatapplnglnthewlndlnp|aceofaparachute,anun|ucky
skydlvermlghtlncreasej toperhaps as much asc , whlch glves atermlna|speed
ofc, 65ftJs,about::mlJh. SeeProb|ems i cand i i forsomeparachute-ump
computatlons.
....... ..... .........
We agaln conslder a bo|t shot stralght upward wlth lnltla| ve|oclty u, = :mJs
fromacrossbowatground|eve|. Butnowwetakealrreslstancelntoaccount,wlth
j = c c:ln Eq. ,:; We ask how the resu|tlng maxlmum helght and tlme a|oft
comparewlththeva|uesfoundlnExamp|e i
Sol uti on We substltute)g = c,v, = :, and c, = -g/j = -z:lnEqs. ,;and ,;,and
obtaln
c,;= z:e
-
- z:,
y,; =:c- z:- :ce
Tonndthe tlme requlredforthe bo|t to reach lts maxlmumhelght (when t =c;,

weso|vetheequatlon
c( ) =z:e
-
- z:=c
for = zln,z:}z:; : s(s). Its maxlmumhelghtls then)gg = c,;
i cs zscmeters (as opposedto i zz meterswlthoutalrreslstance). Tonnd when
thebo|tstrlkestheground,wemustso|vetheequatlon
y,; =:c- z:- :ce
-
=0.
UslngNewton' smethod,wecanbeglnwlththelnltla|guess, = icandcaout
thelteratlon
-., =
-
- y,
-
;}y ,
-
;togeneratesuccesslveapproxlmatlonstothe
root. Orwecanslmp|yusetheSolve commandonaca|cu|atororcomputer. We
nnd that the bo|t ls ln the alr for , 9. 4I I seconds (asopposedto icseconds
wlthoutalrreslstance). Ithltsthegroundwlthareducedspeedof
: ,,; 43. 227

mJs (asopposedtoltslnltla|ve|ocltyof49mJs).
Thustheeectofalrreslstancelstodecreasethebo|t' smaxlmumhelght,the
tota| tlme spenta|oft, andlts nna|lmpactspeed. Notea|sothatthebo|tnowspends
moretlmelndescent,,- 4. S53s)thanlnascent, 4. 55Ss).
Resistance Proportional to Square of Velocit
Nowweassumethattheforceofalrreslstancelsproportlona|tothes,.eofthe
ve|oclty.
, i c;
wlth / > 0. The cholceofslgns here dependson the dlrectlon ofmotlon, whlch
theforceofreslstancea|waysopposes. Taklngtheposltlve,-dlrectlonas upward,
i, < cforupward motlon (when c > c; whl|e i, > cfordownward motlon
(when c < c; Thusthe slgn ofi,lsa|waysopposltethatofc.sowecanrewrlte
Eq. , i c;as
i,=-/c c
ThenNewton' ssecond|awglves
ac
-- =i, +i, m = /c c .
a
thatls,
ac
= - ,c c
a
, i c;
, i i ;
where, =/}- > 0. We mustdlscussthecasesofupwardanddownwardmotlon
separate|y.
UPWARD MOTION: Supposethataproectl|els|aunched stralghtupwardfrom
the lnltla|posltlon)g wlth lnltla|ve|oclty 0g > 0. ThenEq. ( I I ) wlth c > cglves
thedlerentla|equatlon
= - ,c
:
= i+c
:
( I 2)
In Prob|em I 3 we ask you to make the substltutlon = c, jJg and app|y the
faml|larlntegra|
,
i
a =tan
|
+C
i +
toderlvetheproectl|e' sve|ocltyfunctlon
0 ( ) = _tan C = _ ) wlth C, =tan
,
cg_. , i ;
Because ]tana== lncos+C, a second lntegratlon (see Prob|em I4)
yle|dstheposltlonfunctlon
i cosC, - )
y, ; =)g + ln
, cosC
|
( I 4)
cXump| e
DOWNWARD MOTION: Suppose that a proectl|e ls |aunched ,or dropped)
stralght downward from the lnltla| posltlon y, wlth lnltla| ve|oclty :, 0. Then
Eq. ( I I ) wlthc < 0glvesthedlerentla|equatlon
ac
:
,
:
a
=-,+,c =-, I -
_
: , I 5)
In Prob|em I 5 we ask you to make the substltutlon = c,,}, and app|y the
lntegra|
:
a =tanh
|
+C
i -
toderlvetheproectl|e' sve|ocltyfunctlon
c,;=tanhC
:
) wlth , I 6)
Because,tanha=lncosh+C, anotherlntegratlon,Prob|em l 6)yle|dsthe
posltlonfunctlon
I coshC
:
)
y,;=y, - ln

, cosh C
:
, I 7)
(Note the ana|ogybetween Eqs. ( I 6) and , I 7) and Eqs. ( I 3) and ( I4)forupward
motlon. )
If:,=0,thenC
:
=0,soc,;=-, ,} ,tanh ) Because

slnhx
|
,,
-
,
,
hmtanh x = hm = hm
|
= I ,
.- .-
cosh x .-
,,
+
,
,
ltfo||ows that ln the case ofdownward motlon the body approaches the temlna|
speed
, I S)
(ascomparedwlth c
=,},lnthecaseofdownwardmotlonwlth|lnearreslstance
descrlbedbyEq. (4)).
Weconslderoncemoreabo|tshotstralghtupwardwlthlnltla|ve|oclty:,=49m/s
fromacrossbowatground|eve|,aslnExamp|e2. Butnowweassumealrreslstance
proportlona|tothesquareoftheve|oclty, wlth,=0. 00I I lnEqs. ( I 2)and( I 5). In
Prob|ems I 7and I S weask you toverlfytheentrleslnthe|ast|lneofthefo||owlng
tab|e.
Desen
0d
.
. . . . .

. . . . . .
)
. za
. aa
sa
-a
a
za
w..-...
FIGUR I.S.2. The height fnctions in Example I (without air
resistance), Example (with linea air resistance), and Example 3
(with air resistance proportional to the squae of the velocity) ae all
plotted. The graphs of the latter two visually indistinguishable.
Comparlson ofthe |ast two |lnes ofdatahere lndlcates |ltt|e dlerencefor the
motlonofourcrossbowbo|tbetween|lnearalrreslstance and alrreslstancepro-
portlona|tothesqueoftheve|oclty. AndlnFlg. I . &. 2, wheretheconespondlng
helght functlonsaregraphed, thedlerencels hard|yvlslb|e. However,thedler-
ence between |lnear and non|lnereslstance can be slgnlncant ln more comp|ex
sltuatlonssuch as, forlnstance, the atmospherlc reentry and descent ofa space
vehlc|e.
Variable Gravitational Acceleration
Un|essaproectl|elnvertlca|motlonremalnslnthelmmedlatevlclnltyoftheearth' s
surface, the gravltatlona| acce|eratlon actlng on lt l snotconstant. Accordlng to
Newton' s|aw ofgravltatlon,the gravltatlona|forceofattractlonbetweentwopolnt
massesM andm |ocatedatadlstancerapartlsglvenby
GMm
F =
r
( I 9)
where G ls acertalnemplrlca| constant (G :. ::z: I 0
t t
N (mJkg)
:
lnmks
unlts). Theformu|alsa|sova|ldlfeltherorbothof thetwomassesarehomogeneous
spheres, lnthlscase,thedlstancer lsmeasuredbetweenthecentersofthespheres.
The fo||owlng examp|e ls slml|to Examp|e zlnSectlon I . 2, but now we
takeaccountof|unargravlty.
un
fa||lg
to
the
and atana|tltudeof53 kl|ometers

abovethe|unarsurface lts downwardve|oclty ls measuredat I 477k. Itsretro-
rockets, when nred ln free space, provldea dece|eratlonof = 4 ms
:
Atwhat
helghtabovethe|unarsurfaceshou|dtheretrorocketsbeactlvatedtoensureaso
touchdown,c= 0atlmpact)!
Sol uti on Let r (t ) denote the |ander' s dlstance nom the center of the moon at tlme t
(Flg. I . &. 3). When wecomblnethe (constant)thrustacce|eratlon andthe (neg-
atlve) |unar acce|eratlon FJm = GMJr
:
of Eq. ( I 9), we get the (acce|eratlon)
dlerentla|equatlon
(z0)
where M = : I 0
(kg) ls the mass of the moon, whlch has a radlus of

r = I . 74 X I 0
-
meters (or I 740k, a|ltt|eovera quarter oftheearth' sradlus).
FIGUR 1.8.3. The lunar lander
descending to the surface of the
moon.
Notlngthatthlssecond-orderdlerentla|equatlondoesnotlnvo|vethelndependent
varlab|e .wesubstltute
a a
:
ac ac a ac
: = -.
a
-= - = - - = c -
a
:
a a a a
(as ln Eq. (36)ofSectlon I 6)andobtalnthenrst-orderequatlon
ac cM
c - = - -
a
:
wlth the newlndependentvarlab|e Integratlon wlthrespectto now yle|ds the
equatlon
I
:
cM
c = + -+ c
2
thatwecan app|y bothbeforelgnltlon, =0 ) andafterlgnltlon, =4) .
Before ignition: Substltutlonof=0ln(2I ) glvestheequatlon
I
:
cM
-c = -+ c,
2
wheretheconstantls glvenbyc, =c}z- cM},wlth
k m I h I 4770 m
:,=-I 477 Z I 000 Z =--
h k 3600s 36 s
(2l )
(2l a)
and,= ( I . 74Z I 0
-
)+53, 000= I . 793Z I 0
-
m(fromthelnltla|ve|ocltyposltlon
measurement) .
After ignition: Substltutlonof =4and c=0, = r(attouchdown)lnto(2l )
glves
I
:
cM
c = : +-+ c
:
2
(2lb)
wheretheconstantc
:
=-:r- cM}rlsobtalnedbysubstltutlngtheva|uesc=0,
=rattouchdown.
Atthelnstantoflgnltlonthe|unar|ander' sposltlonandve|ocltysatlsfyboth
(2I a) and(2I b). Therefore wecan nnd ltsdeslredhelght/above the|unarsurface
at lgnltlon by equatlng the rlght-hand sldes ln (2I a) and (2I b). Thls glves =
,c,- c
:
;= I . 7& I &7Z I 0
-
andnna||y/=- r=4I , S70meters(thatls, 4I . S7
kl|ometersustover26ml|es). Moreover, substltutlonofthlsva|ueofln(2I a)
glvestheve|ocltyc=-450m/satthelnstantoflgnltlon.
Ve|o;|tye (t )
FIGUR 1.8.4. A mass m at a
great distance from the earth.
Escape Velocit
Inhls nove| io-/eIo/o/eMoo( I &65)Ju|esVeme ralsed the questlon
ofthe lnltla| ve|oclty necesary fora proectl|e nred nom the surface ofthe earth
toreach the moon. Slml|ar|y, we can ask whatlnltla| ve|oclty :,l snecessary for
the proectl|e to escape from the earth a|together. Thl s wl|| be so lf lts ve|oclty
c= a }aremalnspos//.efora|| >0,soltcontlnuesforevertomoveawayfrom
theearth.Wlth , ; denotlngtheproectl|e' sdlstancefromtheearth' scenterattlme
(Flg. I . &. 4), wehavetheequatlon
ac a
cM
a
=
a
,
=
`
(22)
slml|ar to Eq. (2O), butwlth = O (nothrust)and wlth M = 5. 975 I 0
(kg)
denotlngthemassoftheearth, whlchhasanequatorla|radlusofr=6. 37&I 0
(m). Substltutlonofthechalnru|e expresslonac}a = t (dtJdr) as ln Examp|e:

glves
ac cM
c = --
a
Thenlntegratlonofboth sldeswlthrespecttoyle|ds
I
cM
-c = -+ c
2
Now c= :,and = rwhen = 0, soc= c- cMJr, andhenceso|utlonfor
c
:
glves
, ,
I
c = :
,
+zcM _ -
r
(23)
Thlslmp|lcltso|utlonofEq.(22)determlnestheproectl|e' sve|ocltycasafunctlon
ofltsdlstancefromtheearth' scenter. Inpartlcu|ar,

zcM
c > c
,
- -
r
socwl||remalnposltlveprovldedthatc 2cMJr Therefore,theescape velocity

fromtheearthlsglvenby
:,=
2M
. (2:)
InProb|em27 we ask you to show that, lftheproectl|e' slnltla|ve|oclty exceeds
zcM}r, then , - c as - c, so lt does, lndeed, escape from the
e. Wlth theglvenva|uesofcand the earth' smass Mand radlusr, thlsglves
:, I I , I &O(mJs)(about36, 6&0ftJs, about6. 95mlJs, about25,000mlJh) .
Hemarkt Equatlon(24;glvestheescapeve|ocltyforanyother(spherlca|)
p|anetary body when we use /smass and radlus. Forlnstance, when weusethe
massMandradlusrforthemoonglvenlnExamp|e:,we nndthatescapeve|oclty
fromthe |unarsurface ls :, 2375mJs. Thls lsustoverone-nfth oftheescape
ve|ocltyfromtheearth' ssurface,afactthatgreat|yfacl|ltatestheretumtrlp(From
theMoontotheEarth).
Problems
1. The acceleration of a Maserati is proportional to the dif
ference between 250 km/h and the velocity of this sports
car. If this machine can accelerate from rest to 1 00 km/h
in 1 0 s, how long will it take for the car to accelerate from
rest to 200 km/h?
2. Suppose that a body moves through a resisting medium
with resistance proportional to its velocity v, so that
..-.v. (a) Show that its velocity and position
at time are given by
v
and
.. , ( -

(b) Conclude that the body travels only a fnite distance,
and fnd that distance.
3. Suppose that a motorboat is moving at 40 f/s when its
motor suddenly quits, and that 1 0 s later the boat has
slowed to 20 f/s. Assume, as in Problem that the re
sistance it encounters while coasting is proportional to its
velocity. How far will the boat coast in all?
4. Consider a body that moves horizontally through a
medium whose resistance is proportional to the .,..of
the velocity v, so that dvd-.v
2
Show that
and that
1 .
1
.._lnO .
Note that, i n contrast with the result of Problem .
as Which ofers less resistance when the
body is moving fairly slowly-the medium in this prob
lem or the one in Problem 2? Does your answer seem
consistent with the observed behaviors of .as o?
. Assuming resistance proportional to the squae of the ve
locity (as in Problem 4), how far does the motorboat of
Problem 3 coast in the frst minute afer its motor quits?
6. Assume that a body moving with velocity v encounters
resistance of the form dvd.3
2
Show that
and that
.

2
.
,
. . ,
. '
Conclude that under a -power resistance a body coasts

only a fnite distance before coming to a stop.
1. Suppose that a car starts from rest, its engine providing an
acceleration of 1 0 f/s
2
, while air resistance provides 0. 1
f/S
2
of deceleration for each foot per second of the ca' s
velocity. (a) Find the car' s maximum possible (limiting)
velocity. (b) Find how long it takes the ca to attain 90%
of its limiting velocity, and how fa it travels while doing
so.
I . d Accel erati on-Vel ocity Model s 7J
8. Rework both parts of Problem 7, with the sole diference
that the deceleration due to air resistance now is (0. 001 ) v
2
f/s
2
when the ca's velocity is v feet per second.
9. A motorboat weighs 32,000 lb and its motor provides a
thrust of 5000 lb. Assume that the water resistance is 1 00
pounds for each foot per second of the speed v of the boat.
Then
dv
1 000- 5000 - 1 OOv.
dt
If the boat starts from rest, what is the maximum velocity
that it can attain?
10. A woman bails out of an airplane at an altitude of 1 0,000
f, falls freely for 20 s, then opens her parachute. How
long will it take her to reach the ground? Assume lin
ear air resistance pv f/S
2
, taking p 0. 1 5 without the
paachute and p 1 . 5 with the paachute. .,,..
First determine her height above the ground and velocity
when the paachute opens. )
11. According to a newspaper account, a paatrooper survived
a training jump from 1 200 f when his paachute failed to
open but provided some resistance by fapping unopened
in the wind. Allegedly he hit the ground at 1 00 mi/h after
falling for s. Test the accuracy of this account. .,,.
. Find p in Eq. (4) by assuming a terminal velocity
of 1 00 mi/h. Then calculate the time required to fall 1 200
ft. )
12. It is proposed to dispose of nuclea wastes-in drums with
weight W 640 lb and volume f3-by dropping them
into the ocean 0). The force equation for a drum
falling through water is
where the buoyant force .is equal to the weight (at 62. 5
lb/ft3) of the volume of water displaced by the drum
(Archimedes' principle) and ,is the force of water re
sistance, found empirically to be 1 lb for each foot per
second of the velocity of a drum. If the drums are likely
to burst upon an impact of more than 75 f/s, what is the
maximum depth to which they can be dropped in the ocean
without likelihood of bursting?
13. Separate variables in Eq. and substitute .v"
to obtain the upward-motion velocity function given in
Eq. ( 1 3) with initial condition v(O)
14. Integrate the velocity fnction in Eq. ( 1 3) to obtain the
upwad-motion position function given in Eq. (4) with
initial condition y(O)
15. Separate vaiables i n Eq. (5) and substitute .v"
to obtain the downwad-motion velocity function given in
Eq. ( 1 6) with initial condition v(O)
16. Integrate the velocity function in Eq. ( 1 6) to obtain the
downwad-motion position fnction given in Eq. ( 1 7) with
initial condition y(O)
17. Consider the crossbow bolt of Example 3, shot straight
upwad from the ground 0) at time 0 with initial
velocity co 49 m/s. Take ,9.8 m/s
2
and p 0. 001 1
in Eq. ( 1 2). Then use Eqs. ( 1 3) and ( 1 4) to show that
the bolt reaches its maximum height of about 1 08. 47 m in
about 4. 61 s.
18. Continuing Problem 1 7, suppose that the bolt is now
dropped (vo 0) from a height of Yo 1 08. 47 m. Then
use Eqs. ( 1 6) and ( 1 7) to show that it hits the ground about
4. 80 s later with an impact speed of about 43. 49 m/s.
19. A motorboat starts from rest (initial velocity v()
0). Its motor provides a constant acceleration of 4 f/S
2
,
but water resistance causes a deceleration of v
2
/ 400 f/ S
2
.
Find v when 1 0 s, and also fnd the .,
as (that is, the maximum possible speed of the
boat) .
20. An arrow is shot straight upwad from the ground with an
initial velocity of 1 60 f/s. It experiences both the decel
eration of gravity and deceleration v
2
/800 due to air resis
tance. How high in the air does it go?
21. If a ball is projected upwad from the ground with initial
velocity Vo and resistance proportional to v
2
, deduce from
Eq. ( 1 4) that the maximum height it attains is
1
,c
_
Y
max
-In 1 .
2p ,
22. Suppose that p 0. 075 (in fps units, with ,32 ft/s
2
)
in Eq. ( 1 5) for a paratrooper falling with paachute open.
If he j umps from an altitude of 1 0, 000 f and opens his
parachute immediately, what will be his terminal speed?
How long will it take him to reach the ground?
23. Suppose that the paratrooper of Problem 22 falls freely for
30 s with p 0. 00075 before opening his parachute. How
long will it now take him to reach the ground?
24. The mass of the sun is 329, 320 times that of the earth and
its radius is 1 09 times the radius of the earth. (a) To what
radius (in meters) would the earth have to be compressed
in order for it to become a ...-the escape velocity
from its surface equal to the velocity 3 7 1 08 m/s of
light? (b) Repeat part (a) with the sun in place of the
earth.
25. (a) Show that if a projectile is launched straight upward
from the surface of the earth with initial velocity Vo less
than escape velocity "2GM/R, then the maximum dis
tance from the center of the earth attained by the projectile
is
2GMR
r
-
-----
max
-
2GM
~
Rv
2
'
q
where M and R are the mass and radius of the earth, re
spectively. (b) With what initial velocity Vo must such a
prjectile be launched to yield a maximum altitude of 1 00
kilometers above the surface of the earth? (c) Find the
maximum distance from the center of the earth, expressed
in terms of earth radii, attained by a projectile launched
from the surface of the earth with 90% of escape velocity.
26. Suppose that you are stranded-your rocket engine has
failed-on an asteroid of diameter 3 miles, with density
equal to that of the earth with radius 3960 miles. If you
have enough spring in your legs to jump 4 feet straight up
on earth while wearing your space suit, can you blast of
from this asteroid using leg power alone?
27. (a) Suppose a projectile is launched vertically from the
surface r R of the earth with initial velocity co =
"2GM/R so c
e
/R where .
2
2GM. Then solve
the diferential equation dr/d./
v
(from Eq. (23)
in this section) explicitly to deduce that r ) as

(b) If the projectile is launched vertically with initial ve
locity co "2GM/R, deduce that
dr
.
.
_
dt r
v
Why does it again follow that r ) as o?
28. (a) Suppose that a body is dropped (vo 0) from a dis
tance ro R from the earth' s center, so its acceleration
is dv/dt -GM/r
2

Ignoring air resistance, show that it
reaches the height r ro at time

ro
,rro - r2 + ro cos-1
2GM

.,,.. Substitute r ro cos
2
d to evaluate
"r/(ro - r) dr. ) (b) If a body is dropped from a height
of 1 000 km above the earth's surface and air resistance
is neglected, how long does it take to fall and with what
speed will it strike the earth' s surface?
29. Suppose that a projectile is fred straight upwad from the
surface of the earth with initial velocity c, "2GM/R.
Then its height above the surface satisfes the initial
value problem
GM
R)
2 '
0,
Substitute dv/dt v(dv/d) and then integrate to obtain
2GMy
v
2
c-
R( R
for the velocity v of the projectile at height What maxi
mum altitude does it reach if its initial velocity is 1 km/s?
30. In Jules Vere's original problem, the projectile launched
from the surface of the earth is attracted by both the earth
and the moon, so its distance r (t ) from the center of the
eath satisfes the initial value problem
d
2
r GMe GMm
dt2
R, c,
where Me and Mm denote the masses of the earth and
the moon, respectively; R is the radius of the earth and
384, 400 km is the distance between the centers of
the earth and the moon. To reach the moon, the projectile
must only j ust pass the point between the moon and earth
where its net acceleration vanishes. Thereafer it is "under
the control" of the moon, and falls from there to the luna
surface. Find the ..launch velocity c,that suffces
for the projectile to make it "From the Earth to the Moon."
1 . | COl O
)
F
'
FIGUR 1.8.5. An ascending
rocket.
Rocket Propulsion
. ...
SupposethattherocketofFlg. I . &. 5b|astsostralghtupwardfromthe surfaceof
theearthattlme=0. We wanttoca|cu|atelts helghtyandve|ocltyc=ay;aat
tlme Therocket ls prope||edbyexhaustgasesthat exlt (rearward) wlth constant
speed . (re|atlve to the rocket) . Because ofthe combustlon oflts me|, the mass
-=-, ; oftherocketlsvarlab|e.
To derlvetheequatlonofmotlonoftherocket, weuseNewton' ssecond|aw
ln theform
ai
- = i
a
( I )
whereil smomentum(theproductofmassandve|oclty)andidenotesnetextema|
force(gravlty,alrreslstance,etc. ). Ifthemass-oftherocketlsconstantsom
'
,; =
0when ltsrocketsaretumedoorbumed out, forlnstancethenEq.( I ) glves
a,-c; ac a- ac
i = = -- + -c = --
a a a a
whlch(wlthac}a=o; lsthemorefaml|larformi=-.ofNewton' ssecond|aw.

But here-ls notconstant. Suppose-changesto-+cm andcto c+ cc
durlngthe short tlme lnterva|fromto+c Thenthechangelnthemomentum
o)/eo./e/se(l s
ci ,-+c-; , c+cc;- -c=-cc+cc-+c-cc
Butthe system a|so lnc|udes the exhaustgasesexpe||ed durlng thls tlme lnterva|,
wlth mass -c-and approxlmateve|oclty c - . Hence thetota| changelnmo-
mentumdurlngthetlme lnterva| cl s
ci ,-cc+cc-+c-cc;+, -c-; ,c- .;
=-cc+.c-+c-cc
Now we dlvlde by c and take the |lmlt as c 0, so c- 0, assumlng
contlnulty of-, ; The substltutlon ofthe resu|tlng expresslon for ai,a ln ( I )
yle|dstherocket propulsion equation
ac a-
-- + .-=i ,z;
a a
Ifi~ i +i,,wherei =--,l saconstantforceofgravltyandi, =-/cls
aforceofalrreslstanceproportlona|tove|oclty,thenEq. (2)nna||yglves
ac a-
-- + .- =--,- /c ,3)
a a
Constant Thrust
Nowsupposethattherocketfue|lsconsumedattheconstantbumrate;durlng
thetlmelnterva| 0, , } , durlngwhlchtlmethemassoftherocketdecreasesfromm
o
to -, . Thus
-,o;=-,.
-,;=-,- ;,
wlthburnoutoccunlngattlme=,
-,,=-, ,
a-
- =-; for_, ,
a
,:;
PROBLEM 1 Substltutetheexpresslonsln(4)lntoEq. ,;toobtalnthedlerentla|
equatlon
ac
, -- ; ; +/c=/
c- ,-,- / ;
a
So|vethls|lnearequatlonfor
where:,=c,o;and
M=
-
.
,
;
=
-
-
,
-
-
;
.
-, -,
denotestherocket' sfractional mass attlme
No Resistance
(5)
PROBLEM Z Forthecaseofnoalrreslstance,set/= 0ln Eq. (5)andlntegrate
toobtaln
-,
c,; =:,- ,+c |n
-,- ;
(7)
Because-,- ;, =-, , ltfo||owsthattheve|ocltyof therocketatbumout,= , ;
l s
PROBLEM 3 StartwlthEq. (7)andlntegratetoobtaln
I _ c -,
y,;= ,c,+c;- , - - ,-,- ; ; ln

2 ; -,-
/
Itfo||owsthattherocket' sa|tltudeatbumoutl s
(&)
(9)
( I O)
PROBLEM 4 TheV-2rocketthatwasusedtoattackLondonlnWor|dWarIIhad
anlnltla|massofI 2, &50kg, ofwhlch6&. 5was fue|. Thlsfue|bumedunlform|y
for70 secondswlth anexhaustve|oclty of2 kms. Assumeltencountersalrresls-
tanceofI . 45Npermsofve|oclty.Thennndtheve|ocltyanda|tltudeofthevzat
bumoutundertheassumptlonthat lt ls |aunchedvertlca||yupwardomrest onthe
ground.
PROBLEM 5 Actua||y,ourbaslcdlerentla|equatlonln( 3) app|leswlthoutqua|-
lncatlon on|y when the rocket ls a|ready ln motlon. However, when a rocket ls
slttlng onlts |aunchpadstandandltsenglnesaretumedonlnltla||y,ltlsobserved
thatacertaln tlme lnterva|passesbeforetherocketactua||yb|astso''andbeglns
toascend.Thereasonlsthatlfc=0ln(3), thentheresu|tlnglnltla|acce|eratlon
ac c a-
- = --- ,
a - a
ofthe rocket may be e,o/.e Butthe rocket doesnotdescend lnto the ground,
ltustslts there whl|e (because- ls decreaslng) thls ca|cu|ated acce|eratlon ln-
creasesuntl|ltreaches 0and(thereafter)posltlveva|uessotherocketcanbeglnto
ascend. Wlth the notatlonlntroduced to descrlbed the constant-thrust case, show
thattherocketlnltla||yustsltstherelftheexhaustve|ocltyc ls|essthan-,,};.
andthatthetlme,whlchthene|apsesbeforeactua|b|astols glvenby
Free Space
-,,- ;c
,=
/,
Supposenna||ythattherocket ls acce|eratlng lnfreespace, wherethere ls nelther
gravltynorreslstance, so,=k =oWlth,=0lnEq. (&)weseethat,asthemass
oftherocketdecreasesfrom-,to-| , ltslncreaselnve|ocltyl s
-,
cc=:, - :,=c |n .
-,
( I I )
Notethat cc dependson|yontheexhaustgasspeedcandthelnltla|-to-nna|mass
ratlo -,}-, . but does notdepend on the bum rate ; For examp|e, lfthe rocket
b|astsoomrest,c,=0)andc =5 kmsand-,}-, = 20, then lts ve|ocltyat
bumoutls :, =5 ln20 I 5 kms. Thuslfarocketlnltla||yconslstspredomlnant|y
offue|, thenltcanattalnve|ocltlesslgnlncant|ygreaterthanthe(re|atlve)ve|oclty
oflts exhaustgases.
______ __ _ __
Inthlschapterwehavedlscussedapp|lcatlonsofandso|utlon methodsforsevera|
lmportanttypesofnrst-orderdlerentla|equatlons,lnc|udlngthosethataresepara-
b|e (Sectlon I . 4), |lnear(Sectlon l . 5), orexact(Sectlon I . 6). InSectlon I . 6wea|so
dlscussedsubstltutlontechnlquesthatcansometlmesbeusedtotransform aglven
nrst-orderdlerentla|equatlonlntoonethatls eltherseparab|e,|lnear,orexact.
Lestltappearthatthesemethodsconstltuteagrabbag ofspecla|andunre-
|ated technlques, ltls lmportantto note thatthey are a|| verslonsofa slng|eldea.
Glvenadlerentla|equatlon
),x.y,y
=0,
weattempttowrlteltlntheform
a
ax
c,x. y } =o
( I )
(2)
Itl spreclse|ytoobtalntheformlnEq. (2)thatwemu|tlp|ythetermslnEq. ( I ) byan
approprlatelntegratlngfactor (evenlf a|| wearedolngls separatlngthevarlab|es).
Butoncewehavefoundafunctlonc,x.y;suchthatEqs. ( I ) and(2)areequlva|ent,
agenera|so|utlonlsdennedlmp|lclt|ybymeansoftheequatlon
c,x. y;= c ,;
thatoneobtalnsbylntegratlngEq.(2).
Glvenaspeclncnrst-orderdlerentla|equatlontobeso|ved,wecanattacklt
bymeansofthefo||owlngsteps.
Isltsep.m//e:Ifso, separatethevarlab|esandlntegrate(Sectlon I . 4).
Islt//e.:Thatl s, canltbewrltten lntheform

ay
- + i,x; y= _,x; :
ax
Ifso,mu|tlp|ybythelntegratlngfactorp = exp]iax) ofSectlon I . 5.
Isltex..:Thatl s, whentheequatlonlswrlttenlntheformMax+xay= 0,
ls - M}-y= -x }-x(Sectlon I . 6)!
Iftheequatlonasltstandslsnotseparab|e,|lnear,orexact,lsthereap|auslb|e
substltutlonthatwl|| makelt so! Forlnstance, l s lt homogeneous (Sectlon
I . 6)!
Manynrst-orderdlerentla|equatlonssuccumbtothe|lneofattackout|lned
here. Neverthe|ess, many more do not. Becauseofthe wlde aval|abl|lty ofcom-
puters, numerlca| technlques arecommon|y used to .ppax/-.ethe so|utlons of
dlerentla| equatlonsthatcannotbeso|vedreadl|y orexp|lclt|ybythe methods of
thls chapter. Indeed, mostofthe so|utloncurves shown ln ngures ln thls chapter
were p|otted uslngnumerlca| approxlmatlonsratherthan exact so|utlons. Severa|
numerlca|methodsfortheapproprlateso|utlonofdlerentla|equatlonswl||bedls-
cussedlnChapter6.
LOl| 1 Revew Problems
- - --- --- --- - - - - - - - - - - - - - - -- - -- - - - - - - - - - -- -- - - - - -- - - -- -- -- - -- - -- - -- - -- - - ----- - -- -- - - - -- - - - --- -- ---- ---- ---
i/a,ee./so//oso)/ea_ ee/./e,./os/ia//e-s1 /o,/J0. i/-esaeoeae/../.es//espe.
o x
1. x3 + 3y - xy' = 0
2. xy2 + 3y2 - x2y' 0
3. xy + y2 - x2y' = 0
4. 2xy3 +
eX + (3x2y2 + sin y) y' = 0
S. 3y + x4y' = 2xy
6. 2xy2 + x2y' y2
7. 2x2y + x3 y' = 1
8. 2xy + x2y' = y2
9. xy' + 2y = 6x2 .
10. y' = 1 + x2 + y2 + X2y2
11. x2y' xy + 3y2
12. 6xy3 + 2y4 + (9x2y2 + 8xy3 )y' = 0
13. 4xy2 + y' 5x4y2
14. x3 y' = x2y y3
15. y' + 3y = 3x2e
-3x
16. y' = x2 - 2xy + y2
17. eX
+ yexy
+ (eY + xeYX
)y' = 0
18. 2x2y x3 y' = y3
19. 3X5y2 + x3 y' = 2y2
20. xy' + 3y = 3X-3/2
21. (x2 - l )y' + (x - l ) y = 1
22. xy' 6y + 1 2x4y2/3
23. eY + y cos x + (xeY + sin x) y' = 0
24. 9x2y2 + X3/2y' = y2
25. 2y + (x + l )y' " 3x + 3
26.
.
.
0
27. ...
...
0
28. ...
29. . ..
30. .

..
...., ..,......31 ....36
..., .,..........,.,..
...............
.........,......., .....
........
31.
.. ..
~
.. .
32.
~
..
..
.. ..
33.
.. ..
34.
..
. ..
.. ... .. . ..
35.
.. .. .
36.
..
,
]
.. .
.. tan .
linear Iquations
olHigherrder
Introduction: Second-Order Iinear Equations
\
n Chapter l we investigated frst-order diferential equations. We now mm to

equations of higher order 2, beginning in this chapter with equations that are
linear. The general theory of linear diferential equations parallels the second-order
case ,= 2), which we outline in this initial section.
Recall that a second-order diferential equation in the (unknown) function
y(x) is one of the form
c(x. y. y .y;= c , l ;
This diferential equation i s said to be linear provided that ci s linear i n the depen
dent variable yand its derivatives yand y Thus a linear second-order equation
takes (or can be written in) the form
n(x)y+s(x) y+c(x) y= i,x; (2)
Unless otherwise noted, we will always assume that the (known) coefcient func
tions n,x; , s,x; , c,x; , and i,x; are continuous on some open interval i(perhaps
unbounded) on which we wish to solve this diferential equation, but we do o
require that they be linear functions of x Thus the diferential equation
e
y+(cos x) y+, l +.; y= tan

-
1
x
is linear because the dependent variable yand its derivatives yand yappear lin
early. By contrast, the equations
y= yy and y+ ,y ;
:
+:,= c
are not linear because products and powers of yor its derivatives appear.
Vass
) - O ) > O
La|||ot| am
os|t|oa
uasaot
FIGUR 2. 1. 1. A mass
spring-dashpot system.
), c > 0
FIGUR 2. 1.2. Directions of the
forces acting on m,
Z. I I ntroducti on: Second-Order Li near Equati ons 1 01
Ifthefunctloni,x; ontherlght-handsldeofEq. (2) vanlshesldentlca||yon
i, then weca|| Eq. (2) ahomogeneous |lnearequatlon,otherwlse,ltls nonhomo
geneous. Forexamp|e,thesecond-orderequatlon
x
:
y+2xy'+ y~ cosx
ls nonhomogeneous , ltscsso./ceahomogeneousequatlonls
x
:
y+2xy
'
+y~ 0.
Ingenera|,thehomogeneous|lnearequatlonassociated wlthEq. (2)ls
n,x; y+ s,x; y+c,x; y~ 0. (3)
Incasethedlerentla| equatlonl n(2)mode|saphyslca| system,thenonhomoge-
neousterm i,x; frequent|ycorrespondstosomeeec/lnuenceonthesystem.
Remark: Notethatthemeanlngofthetermhomogeneousforasecond-
order|lneardlerentla|equatlonlsqultedlerentfromlts meanlngforanrst-order
dlerentla| equatlon (as ln Sectlon I . 6). Ofcourse, lt ls not unusua|elther ln
mathematlcsorlntheEng|lsh|anguagemoregenera||yforthesamewordtohave
dlerentmeanlngslndlerentcontexts.
A Typical Application
Llneardlerentla|equatlonsnequent|yappearasmathematlca|mode|sofmechan-
lca|systemsande|ectrlca|clrcults. Forexamp|e,supposethatamasslsattached
bothtoasprlng that exerts on lt aforce iand toadashpot(shockabsorber)that
exerts aforce i, on the mass (Flg. 2. I . I ). Assume that the restorlngforce iof
the sprlng l sproportlona| to the a/sp/c.eex ofthe mass from lts equl|lbnum
posltlonandactsopposltetothedlrectlonofdlsp|acement. Then
i~ -/x (wlth/> c)
soi < clfx > c(sprlngstretched)whl|ei > clfx < c,sprlngcompressed).
Weassumethatthe dashpotforce i , ls proportlona| to the .e/o./-c ~ ax}aof
themass andactsopposltetothedlrectlonofmotlon.Then
ax
i,~ -.c~ -.- (wlth.> c)
a
soi , < clfc> c(motlontotherlght)whl|ei , > clfc < c(motlontothe|ef).
Ifi,andiaretheon|y forcesactlng onthemassandltsresu|tlngacce|-
eratlon lsc~ ac}a, thenNewton' s|aw i~ cglves
,:;
thatl s,
(5)
Thus wehaveadlerentla|equatlonsatlsnedbytheposltlonfunctlonx,;ofthe
massThlshomogeneoussecond-order|lnearequatlongovemsthe)ee.//a/os
ofthemass, wewl||retumtothlsprob|emlndetal|lnSectlon2. 4.
1 02 Chapter Z Li near Equati ons of Hi gher Order
If, ln addltlon to F and F, the mass l s acted onbyanextema| force
F(t )whlch mustthen be added to the rlght-hand slde ln Eq. (4)the resu|tlng
equatlonl s
a
:
x ax
-
:
+.- +/x=F( ; .
a
a
,:;
Thls nonhomogeneous |lneardlerentla|equatlongovemsthe)o.ea.//c/osol
themassunderthelnuenceoftheextema|force F(t) .
Homogeneous Second-Order Linear Equations
Conslderthegenera|second-order|lnearequatlon
~,x; y+s,x; y+c,x; y~ i,x; . (7)
wherethecoefnclentfunctlons n,s, c,and F arecontlnuousontheopenlnterval
i Hereweassumeln addltlonthat~,x; y Oateachpolntofi. sowecandlvlde
eachtermlnEq. (7)byA(x) andwrlteltlntheform
y+p,x; y+, ,x; y~ ),x; ,s)
Wewl||dlscussnrsttheassoclatedhomogeneousequatlon
y+p,x; y+, (x; y~ 0 (9)
Apartlcu|ar|yusefu|propertyofthl s/oo,eeos|lnearequatlonlsthefactthatthe
sumof any twoso|utlons ofEq. (9) ls agalnaso|utlon, as l sany constantmu|tlp|e
ofaso|utlon. Thls lsthecentra|ldeaofthefo||owlngtheorem.
THEOREM 1 Principle of Superposition for Homogeneous
Equations
Lety,andy
:
betwoso|utlonsofmehomogeneous|lnearequatlonln(9)onthe
lnterva|. IfCj andc
:
areconstants,thenthe|lnearcomblnatlon
( I O)
ls a|soaso|utlonofEq. (9)oni
Proof: Theconc|uslonfo||owsa|mostlmmedlate|yfromthe|lnearltyofthe
operatlonofdlerentlatlon,whlchglves
Then
' ' '
d " y ~ ., y
,
+.
:
y
:
an y ~ ., y
,
+.
:
y
:
y+py+,y~ ,., y,+.
:
y
:
;+
;
,., y,+.
:
y
:
;+, ,., y,+.
:
y
:
;
~ ,., y
+.
:
y
;+p,., y,+.
:
y,
;+, ,., y,+.
:
y
:
;
~ .,(y
+
;y,+,y, ;+.
:
,y
+;y,
+,y
:
;
~ ., O+.
:
O~ O
becausey, andy
:
areso|utlons. Thus y~ ., y,+.
:
y
:
ls a|soaso|utlon.
s
s
Z
P a
-Z
s
s
R
. .. . .
cXump| e 1
[

a R
X
Z. I I ntroduction: Second-Order Li near Equati ons 1 03
We can see by inspection that
Yl (x) ~ cos x and Y
2
(X) ~ sin x
are two solutions of the equation
Y" +Y ~
O.
Theorem 1 tells us that any linear combination of these solutions, such as
y(x) ~ 3Yl (X) - 2Y
2
(X) ~ 3 cos x - 2 sin x,
is also a solution. We will see later that, conversely, e.esolution of y" +Y =c
is a linear combination of these two particular solutions Yl and Y
2
. Thus a general
solution of y" +Y ~ cis given by
y(x) ~ Cl cos x +C
2
sin x.
It i s important to understand that this single formula for the general solution encom
passes a "twofold infnity" of particular solutions, because the two coefcients Cl
and C
2
can be selected independently. Figures 2. 1 . 3 through 2. 1 . 5 illustrate some of
the possibilities, with either Cl or C
2
set equal to zero, or with both nonzero.
s . a
s
s
Z
Z
P a P a
-Z
- Z

s
s
s
z
s
R a R ZK
. a
R a R ZK 1a
X
FIGURE 2. 1.3. Solutions
y(x) = C[ cos x of y" y =
FIGURE 2. 1.4. Solutions
y(x) = C
sinx of y" y
FIGURE 2.1.5. Solutions of
y" y = 0 with C[ and
both
nonzero.
Earlier in this section we gave the linear equation mx" +CX' +kx ~ i,;as
a mathematical model of the motion of the mass shown in Fig. 2. 1 . 1 . Physical con
siderations suggest that the motion of the mass should be determined by its initial
position and initial velocity. Hence, given any preassigned values of x ,c)and x' (
O),
Eq. ( 6) ought to have a /,e solution satisfying these initial conditions. More
generally, in order to be a "good" mathematical model of a deterministic physical
situation, a diferential equation must have unique solutions satisfing any appro
priate initial conditions. The following existence and uniqueness theorem (proved
in the Appendix) gives us this assurance for the general second-order equation.
Z
0
- I `
)'()= -
- Z
. a Z J .
X
FIGUR 2. 1.6. Solutions of
y" + 3y' + 2y 0 with the same
initial value y eO) but diferent
initial slopes.

.
J
Z
)()= J
- I
- Z
- J
.
- I 0
`
)() = -J
Z J 4
X
FIGUR 2. 1.7. Solutions of
y" + 3y' + 2y 0 with the same
initial slope y' (0) but diferent
initial values.
Exampl e 1
COlI|lUCO
THEOREM Z Existence and Uniqueness for Linear Equations
Suppose that the functions , g, and I are continuous on the open interval i
containing the point c. Then, given any two numbers bo and bl , the equation
y
+p,x; y+, ,x; y= I(x) ,s)

has a unique (that is, one and only one) solution on the entire interval i that
satisfes the initial conditions
y,c; = bo, y ,o;= bl . ( I I )
Remark 1 : Equation ,s)and the conditions i n ( I I ) constitute a second
order linear initial value problem. Theorem 2 tells us that any such initial value
problem has a unique solution on the /o/einterval iwhere the coefcient func
tions in (S) are continuous. Recall from Section I . 3 that a o//ecdiferential
equation generally has a unique solution on only a smaller interval.
Remark 2: Whereas +]soaediferential equation ay,ax= i,x , y;
generally admits only a single solution curve y = y,x; passing through a given
initial point ,c,b), Theorem 2 implies that the se.oaoaeequation in ,s)has
infnitely many solution curves passing through the point ,c, bo)-namely, one for
each (real number) value of the initial slope y,c; = bl . That is, instead of there
being only one line though ,c,bo) tangent to a solution curve, e.enonvertical
straight line through ,c,bo) is tangent to some solution curve of Eq. ,s) Figure
2. I . 6 shows a number of solution curves of the equation y+y+ zy = 0 all
having the same initial value y,c;= I , while Fig. 2. I . 7shows a number of solution
curves all having the same initial slope y(0) = I . The application at the end of
this section suggests how to construct such families of solution curves for a given
homogeneous second-order linear diferential equation.
We saw in the frst part of Example I that y,x;= 3cos x 2sin xis a solution (on
the entire real line) of y+y = c It has the initial values y,c; = 3, y ,c;= 2
Theorem 2 tells us that this is the o/y solution with these initial values. More
generally, the solution
y,x; = bo cos x +bl sin x
satisfes the c//minitial conditions y(0) = bo, y(0) = bl ; this illustrates the
ex/se.eof such a solution, also as guaranteed by Theorem 2.
Example I suggests how, given a /oo,eeossecond-order linear equation,

we might actually fnd the solution y,x; whose existence is assured by Theorem 2.
First, we fnd two "essentially different" solutions y,and y
:
,second, we attempt to
impose on the general solution
the initial conditions y,c;
simultaneous equations
for the coefcients .,and .
:
( I 2)
bo, y,c; = bl . That is, we attempt to solve the
.l y, (c) +.
:
y
:
(c) = bo,
.l y,,c;+.
:
y ,c;= bl
, l )
Exampl e Z
Verlfythatthefunctlons
areso|utlonsofthedlerentla|equatlon
y- zy
+y~ c,
andthennndaso|utlonsatlsfylngthelnltla| condltlonsy,c;~ ,y ,c;=I
Sol ution Theverlncatlonl sroutlne, weomltlt.Welmposetheglvenlnltla|condltlonsonthe
genera|so|utlon
l 0
?
6
4
z
P 0
- z
- 4
- 6
- ?
X
FIGUR 2. 1.8. Diferent
solutions y (x)
.of
y" - 2y' y 0 with the same
initial value y (O)
Exampl e
z
forwhlch
y ,x;~ ,.,+.
:
;e
+.
:
xe
.
toobtalntheslmu|taneousequatlons
y,c; ~ ., ~ .
y,c)~ ., +.
:
~ I
Theresu|tlngso|utlonls ., ~ ..
:
~ -z Hencetheso|utlonoftheorlglna|lnltla|
va|ueprob|eml s
y,x; =e
- zxe
Flgure 2. I . S showssevera| addltlona|so|utlonsofy- zy+y~ c,a||havlngthe

samelnltla|va|uey,c;~
InorderfortheprocedureofExamp|e2to succeed,thetwo so|utlons) and
y
:
musthavethee|uslvepropertythattheequatlonsln( I 3)cana|waysbesolvedfor
., and.
:
,no matterwhatthelnltla| condltlons/, and/, mlghtbe. The fo||owlng
dennltlonte||spreclse|yhowdlerentthetwofunctlonsy, andy
:
mustbe.
DEFI NITI ON Li near I ndependence of Two Functions
Tofunctlonsdennedonanopenlnterva|iaresaldtobelinearly independent
oniprovldedthatneltherls aconstantmu|tlp|eoftheother.
Twofunctlonsaresaldtobelinearly dependent onanopenlnterva|provlded
thattheyarenot|lnear|ylndependentthere,thatl s, one ofthem ls aconstantmultl-
p|eoftheother. Wecana|waysdetermlnewhethertwoglvenfunctlons)and,are
|lnear|ydependenton anlnterva| iby notlngatag|ancewhethereltherofthe two
quotlents) },or,})l saconstant-va|uedmnctlonon i
Thus ltls c|earthatthefo||owlngpalrsoffunctlonsare|lnear|ylndependentonthe
entlrerea||lne.
sln x and cos x,
e
and e
-
:
,
e
and xe
,
x + i and x
:
,
x and x
1 Chapter Z Li near Equati ons of Hi gher Order

That ls, nelther sln xJ cos x ~ tan x norcos xJ sln x ~ cot x l sa constant-va|ued
functlon, nelther e
,e
-
:
~ e
nor e
-
:
,e
ls aconstant-va|uedfunctlon, and so
forth. Butthe ldentlca||y zero mnctlon )(x) = O and any other functlon , are
|lnear|y dependent on every lnterva|, because O
.
,(x) ~ O ~ )(x) . A|so, the
functlons
)(x) ~ sln 2x and g(x) ~ sln x cos x
are|lnear|ydependentonanylnterva|because)(x) ~ 2,(x)lsthefaml|lar trlgono-
metrlc ldentlty sln2x ~ 2slnxcosx.
General Solutions
Butdoesthehomogeneousequatlon, + py+q, ~ Oa|wayshavetwo|lnear|y
l ndependentso|utlons!Theorem2saysyes | Weneedon|ychoose), andy
:
sothat
It ls then lmposslb|ethatelthery ~ /y
:
ory
:
~ /y, because/ O = I forany
constant/ Theorem2 te||s us that two such|lnear|y lndependentso|utlonse/s,
actua||y nndlng them ls a crucla| matterthatwewl||dlscussbrley atthe endof
thl ssectlon, andlngreaterdetal|beglnnlnglnSectlon2. 3.
Wewanttoshow,nna||y,thatglvencytwo|lnear|yl ndependentso|utlons)
andy
:
ofthehomogeneousequatlon
,(x) +p,x; y ,x;+q (x) ,(x) ~ O, (9)
e.eso|utlon
yofEq. (9)canbeexpressedasa|lnearcomblnatlon
( I 2)
ofy,andy
:
Thlsmeansthatthefunctlonln( I 2)lsa,eec/so//oofEq. (9)lt
provldesa||posslb|eso|utlonsofthedlerentla|equatlon.
Assuggestedbytheequatlonsln, i ; , thedetermlnatlonoftheconstants.,
and .
:
ln ( I 2) depends on a certaln 2 2 determlnant ofva|ues ofy, , y
:
, and
thelrderlvatlves. Glventwo functlons )and ,, theWronskian of)and, ls the
determlnant
u =
)
)
,
~ ),- )
,
,
Wewrlteeltherw(], ,;orw(x) , dependlngonwhetherwewlshtoemphaslzethe
twofunctlonsorthepolntxatwhlchtheWronsklanlstobeeva|uated. Forexamp|e,
and
cosx slnx
: :
w(cosx, smx) ~ + ~ cos x +sm x ~ i
- smx cos x

u,e xe ) ~

+
~ e
e e xe
Theseareexamp|esof|lnear|y /aepeaepalrs ofso|utlonsofdlerentla| equa-
tlons(seeExamp|es iand2). NotethatlnbothcasestheWronsklanlseverywhere
o,eo
Ontheotherhand,lfthefunctlons] and,are|lnear|ydependent,wlth] =
/,(forexamp|e),then
u, ),,; ~ , ~ /,,- /, ,= c
Thus the Wronsklan oftwo |lnear|y aepeaefunctlons ls ldentlca||y zero. ln
Sectlon 2. 2 we wl|| prove that, lfthe two functlons y, and y
:
are so|utlons ofa
homogeneous second-order|lnearequatlon,thenthe strong converse statedlnpm
(b)ofTheoremho|ds.
Wronskians O Solutions
SugOsO
md} mC lWO so|utlonsofthehomogeneoussecond-order|lnear
equation(9)
j
n
+ p(x;y+, ,x; y O
on OpcintervalI on whichp and,arecontlnuous.
(a) Ify m |inearIydependent,then u,y, ,y
:
;= Oon.
|lnearlyindependent,then u,y, , y
:
;yOateachpolntofi
Thus, glven two so|utlons ofEq. (9), there are ust two posslbl|ltles. The
Wronsklan uls ldentlca||yzerolftheso|utlonsare|lnear|ydependent,theWron-
sklan ls neverzerolftheso|utlonsare|lnear|ylndependent. The|atterfactls what
weneedtoshowthaty~ ., y, +.
:
y
:
ls thegenera|so|utlonofEq. (9)lfy, andy
:
are|lnear|yl ndependentso|utlons.
dfO8fM4 General Sol utions of Homogeneous Equations
Let
)I
mtwoIinear|yIndependentsoIutlonsofthehomogeneousequatlon
, |'J
}
n
p(x; y+, ,x; y~ O
wi antinonopen lnterva| i IfY ls anyso|utlonwhatsoever
ofEq.(9)OH , thenthereexlstnumbers., and.
:
suchthat
I
In essence, Theorem :te||s us that when we have found o|lnear|y lnde-
pendentso|utlonsofthe second-orderhomogeneousequatlonln,9),thenwehave
foundc//ofltsso|utlons. Wethereforeca||the|lnearcomblnatlonY =.,y,+.
:
y
a,eec/so//oofthedlerentla| equatlon.
Proof of Theorem 4: Chooseapolntcofi.andconslderthe slmu|taneous
equatlons
., y,,c;+.
:
y
:
,c;~ r,c; ,
., y,c;+.
:
y ,c;~ I' ,c;
, i:;
The determlnantofthe coemclents ln thls system of|lnear equatlons ln the un-
knowns ., and .
:
ls slmp|y the Wronsklan u,y, ,y
:
; eva|uated at x = c By
cXump| e4
Theorem , this determinant is nonzero, so by elementary algebra it follows that the
equations in ( 1 4) can be solved for CI and C2 . With these values of CI and C2 , we
defne the solution
of Eq. (9), then
G(a) =CI YI (a) +c
2
Y2 (a) =Y(a)
and
G' (a) =CI y,(a) +
c2y (a) ~ Y' (a) .
Thus the two solutions Y and G have the same initial values at a; likewise, s o do I'
and G' . By the uniqueness of a solution determined by such initial values (Theorem
2), it follows that Y and G agree on i Thus we see that
Y(x) = G(x) ~ CI YI
(x) +C
2
Y2 (X) ,
as desired.
y,~ (2) (2)e
2
x ~ 4e
2
x ~ 4YI and y ~ (-2) ( _2)e
-
2
x ~ 4e
-
2
x =4Y2 .
Therefore, y, and y
:
are linearly independent solutions of
y
- 4y ~ c ( 1 5)
But y
,x; ~ cosh 2x and y

-
,x; =sinh 2x are also solutions of Eq. ( 1 5) , because
d
2
d
-
2
(cosh 2x) ~ -(2 sinh 2x) ~ 4 cosh 2x
dx dx
and, similarly, (sinh 2x) " ~ 4 sinh 2x. It therefore follows from Theorem 4 that the
fnctions cosh 2x and sinh 2x can be expressed as linear combinations of y,(x) *
e
2
x and y
:
,x;~ e-
2
x . Of course, this is no surprise, because
by the defnitions of the hyperbolic cosine and hyperbolic sine.
Remark: Because e
2
x , e-
2
x and cosh x, sinh x are two diferent pairs of
linearly independent solutions of the equation Y" - 4y ~ 0 in ( 1 5), Theorem 4
implies that every particular solution Y (x) of this equation can be written both in
the form
and in the form
Y(x) ~ a cosh x +/sinh x.
Thus these two diferent linear combinations (with arbitrary constant coefcients)
provide two diferent descriptions of the set of all solutions of the same diferential
equation y" - 4 y ~ c Hence each of these two linear combinations is a general
solution of the equation. Indeed, this is why it is accurate to refer to a specifc such
linear combination as "a general solution" rather than as "the general solution
.
"
Linear Second-Order Equations with Constant Coeficients
As d l||ustratlon ofthe genera| theory lntroduced ln thls sectlon, we dlscuss the
homogeneoussecond-order|lneardlerentla|equatlon
.y
+/y+.y=0 , i :;
wlth.osccoefnclentsc,/,and.Wenrst|ookforas/,/cso|utlonof Eq., i :;
andbeglnwlththeobservatlonthat
, i:;
so any derlvatlve of c ls a constant mu|tlp|e ofc
Hence, lfwe substltuted
y = c lnEq. , i :; . then each termwou|dbeaconstantmu|tlp|eofc .wlththe
constantcoemclentsdependentonandthecoemclentsc,/,and. Thlssuggests
thatwetry to nndava|ueofsothatthesemu|tlp|esofc wl||havesumzero. lt
wesucceed,theny=c wl||beaso|utlonof Eq., i :;
Forexamp|e,lfwesubstltutey=clntheequatlon
y
- y+:y=0,
weobtaln
Thus
,
2
- +:;c
=0, ,- z; ,- ; c
=0
Hencey = c wl||bea so|utlonlfelther = zor = So, ln searchlngfora
slng|eso|utlon,weactua||yhavefoundtwoso|utlons. Yl ,x;=c
2
andY2 ,x;=c
To carry out thls procedure ln the genera| case, we substltute y = c ln

Eq. , i :; Wlththealdoftheequatlonsln, i :;, wenndtheresu|ttobe
Becausec
ls neverzero, weconc|udethaty,x; =c wl|| satlsfythedlerentla|
equatlonln , i :;preclse|y when ls arootof thec/,c/m/.equatlon
c
:
+/+.=0 , i s;
Thlsquadratlcequatlon ls ca||edthecharacteristic equation ofthehomogeneous
|lneardlerentla|equatlon
.y
+/y+.y=0 , i :;
lfEq. , i s;has two a/s/.(unequa|) roots r, andr2 , thenthecorrespondlngso|u-
tlonsYl ,x; =c
andY2 (X) =c
of, i :;are|lnear|ylndependent. (Why!) Thls

glves thefo||owlngresu|t.
THEOREM 5 Disti nct Real Roots
Iftheroots , and
:
ofthechacterlstlcequatlon ln , i s;arerea|anddlstlnct,
then
, i ;
ls agenera|so|utlonof Eq. , i :;
1 1 0 Chapter Z Li near Equati ons of Hi gher Order
cXump| e Flndthegenera|so|utlonof
zy
- :y+y= 0.
Sol uti on Wecanso|vethecharacterlstlcequatlon
cXump| e
x
FIGURE 2.1.9. Solutions
y(x) = C2 e-
2
x
of y" 2y' = 0
with diferent values of C
2 .
zr
z
:+= c
byfactorlng.
,zr l ) (r - ;= 0
Theroots r, = |andr
z
~ arerea|anddlstlnct,soTheorem 5 yle|dsthegenera|
so|utlon
Thedlfferentla|equatlony+zy= chas characterlstlcequatlon

r
z
+2r = r (r+z;= c
wlthdlstlnctrea| roots r, = candr
z
~ -z Becausec
= i . wegetthegenera|
so|utlon
Flgurez i shows severa| dlerent so|utloncurveswlth . = i . a|| appearlng to
approachthe so|utloncurvey,x; = i,wlthc
z
= c;asx +>
Remark: NotethatTheorem5 changes aprob|emlnvo|vlngadlerentla|
equatlonlnto onelnvo|vlngon|y theso|utlonofan./,c/m/.equatlon.
lfthecharacterlstlcequatlonln( I S) has equa|roots r, = r
z
, weget,atnrst)
on|y the slng|e so|utlon y, ,x; ~ c ofEq. , i :; The prob|em ln thls case lsto
producethemlsslngsecondso|utlonofthedlerentla|equatlon
Adoub|erootr = r, wl||occurpreclse|y when thecharacterlstlcequatlonls
aconstantmu|tlp|eoftheequatlon
Anydlerentla|equatlonwlththlscharacterlstlcequatlonlsequlva|entto
,zc;
Butltlseasytoverlfybydlrectsubstltutlonthaty = xc lsasecondso|utlonof
Eq. ,zc; ltlscear,butyoushou|dverlfy)that
are|lnear|y lndependentfunctlons, sothegenera| so|utlonofthedlerentla|equa-
tlonln,zc;ls
cXump| e
x
FIGUR 2. 1. 10. Sol utions
j(x) = + .of
j
o
+ 2y' + y = 0 with diferent
values of Cl '
Problems
Z. I I ntroducti on: Second-Order Li near Equati ons 1 1 1
THEOREM Repeated Roots
Ifthe characterlstlcequatlonln( 1 8) hasequa| (necessarl|yrea|)roots, =
.
then
,zi ;
l sagenera|so|utlonofEq.( I 6) .
To so|vethelnltla|va|ueprob|em
y
+zy+y=c,
y,c;=. y
,c;=-.
wenotenrstthatthecharacterlstlcequatlon
+z+i= ,+i ;
=c
has equa| roots , =
= -i Hencethe genera| so|utlonprovldedbyTheorem6

ls
Dlfferentlatlonyle|ds
sothelnltla|condltlonsyle|dtheequatlons
y,c; = ., .
y ,c;= -., +.
=-.
whlch lmp|ythat., = and .
= z Thus the deslredpartlcu|ar so|utlonofthe

lnltla|va|ueprob|emls
y,x;=c
-
+zxc
-
Thls partlcu|arso|utlon, togetherwlth severa| others oftheformy,x; = . c
+
zxc
-
.ls l||ustratedlnFlg.z i ic
Thecharacterlstlcequatlonln( 1 8) mayhaveeltherrea|orcomp|exroots. The
caseofcomp|exroots wl||bedlscussedlnSectlonz
..1 ....16, ...........
.., ..,........
........,.
..........,......
......, ..,.........,...
....= Cl + .........
...............,x.
2. y" - 9y = 0; l =
yeO) = -1 , y' (0) = 1 5

3. y" + 4y = 0;
= cos 2x, = sin 2x; yeO) = 3,
y' (O) =
4. y" + 25y = 0;
= cos 5x, .= sin 5x; yeO) = 1 0,
y' (0) = -1 0
5 . y" -3y' +2y = 0; = =
yeO) = 1 , y' (O) = 0

6. y" + y' - 6y = 0; l =
yeO) =
y' (0) = -1
1. y" - y = 0; = = y eO) = 0, y' (0) = 5
7. 0; YI I , Y
2

8. 0; YI I , Y
2
.
9. 0; YI Y
2
x ;
-I
10. 0; YI
Y
2
.

=
1 1 . 0; YI cos x, Y
2
sin x; 0,

12. 0; YI
cos 2x, Y
2
sin 2x;
0
13. .
. 0; YI X, Y
2
x
2
;
I
14. .
. 0; YI x
2
, Y
2
x
-3
; 0,

15. .
. 0; YI X, Y
2
x ln x;

16. .
. 0; YI cos(1n x) , Y
2
sin(1n x) ;

......,..........,
,..,.,............,..
..
17. Show that I /x is a solution of
0, but that if
.0 and .I , then / x is not a solution.
18. Show that x
3
is a solution of 6x
4
, but that if
. then .
is not a solution.
19. Show that YI = I and Y
2
. are solutions of

0, but that their sum YI Y

2
is not a solution.
......,........20
....26 .....,......,....
...
20. . .. cos
2
X sin
2
x
21. f(x) x
3
, g(x) x
2
1 x l
22. f(x) I x, g(x) I I x l
23. f(x) . .. I x
24. f(x) sin
2
x, g(x) cos 2x
25. . sin x, g(x) cos x
26. . 2 cos x sin x, g(x) cos x sin x
27. Let
be a particular solution of the nonhomogeneous

equation ,,. and let Yc be a solu
tion of its associated homogeneous equation. Show that
Yc Y
P
is a solution of the given nonhomogeneous
equation.
28. With Y
P
I and Yc = CI COS X C
2
sin x in the notation
of Problem fnd a solution of I satisfying the
initial conditions
29. Show that YI x
2
and Y
2
x
3
are two different solu
tions of .
..0, both satisfying the initial

conditions 0 Explain why these facts do
not contradict Theorem (with respect to the guaranteed
uniqueness).
30. (a) Show that YI x
3
and Y
2
x
3
are linearly
independent solutions on the real line of the equation
.
. (b) Verify that W (YI

, Y
2
) is iden
tically zero. Why do these facts not contradict Theorem
3?
31. Show that YI sin x
2
and Y
2
cos x
2
are linearly in
dependent functions, but that their Wronskian vanishes at
x Why does this imply that there is .diferential
equation of the form ,. ,. 0, with both
,and ,continuous everywhere, having both YI and Y
2
as
solutions?
32. Let YI and Y
2
be two solutions of .. ..
. 0 on an open interval where . B, and L
are continuous and .. is never zero. (a) Let W
W(YI , Y
2
) . Show that
Then substitute for .and .from the original difer
ential equation to show that
.
.. -B(x) W(x) .
..
(b) Solve this frst-order equation to deduce Abel's for
mula
W(x) K exp
B(x)
.X ,
..
where K is a constant. (c) Why does Abel
'
s formula
imply that the Wronskian W (YI , Y
2
) is either zero every
where or nonzero everywhere (as stated in Theorem 3)?
.,,...5 ...6 ...........
..,........33 ....42. .
........,x.
33. 0 34. 0
35. 0 36. 0
37. 0 38. . 0
39. .. 0 40. .0
41. 0 42. 0
....43 ....48 .......
. ..........., ..,..
.0 ......,.........
,...
43. . CI C
2
e-
1
0
x
45. .=
c
2
xe-
I
Ox
46. .

C
2
e
l
OOx 47. . CI
C
2
X
48. .
,
.49 ...50 ..........
0 .......2. 1. 6 ...2. 1. 7.
49. Find the highest point on the solution curve with I
and (0) in Fig.
50. Find the third-quadrant point of intersection of the solu
tion curves shown in Fig.
Z. Z General Sol uti ons of Li near Equations 1 1 3
51. A second-order Euler equation is one of the fonn conclude that a general solution of the Euler equation in
(22) is . = \
r
(
+ \
r
,
,
..
+ .+ = 0 (22)
where . are constants. (a) Show that if x 0,
then the substitution U = ln x transfons Eq. (22) into
the constant-coeffcient linear equation
........U = In x 51 ....
....x 0) ...,......52-
56.
.
.
.
dv
2
+ .
.
+ = 0 (23)
52. x
2
y
"
+ . = 0 53. .
+ . 1 2 0
with independent variable U. (b) If the roots and r of
the characteristic equation of Eq. (2) are real and distinct,
54. ..
+ . = 0 55. x
2
y
"
+ .= 0
56. .
. + .= 0
Exampl e 1
We now show that our dlscusslon ln Sectlon 2. I ofsecond-order |lnear equatlons
genera|lzeslnavery natura| waytothegenera| nth-order linear dlerentla|equa-
tlonoftheform
Po (x) y(
n
) +PI ,x; ,
-
-
,
+

+P
n
-
I (X) Y' +P
n
(x) y = F(x) . ( l )
Un|essotherwlsenoted,wewl||a|waysassumethatthecoemclentfunctlons i
(x)
and F(x) are contlnuous on someopen lnterva| l (perhapsunbounded) wherewe
wlshtoso|vetheequatlon. Undertheaddltlona|assumptlonthat io (x) =cateach
polntofl , wecan dlvldeeach termlnEq. ( I ) by P, (x) toobtalnanequatlonwlth
|eadlngcoefnclentI , oftheform
y(
n
) +PI
,x;,
-
-
,
+

+P
n - I (X) Y' +P
n
(x)y = ](x) . (2)
Thehomogeneous |lnearequatlonassociated with Eq.(2)ls
y(
n
) +PI ,x; ,
-
-
,
+

+P
n
-
I (X)y' +P
n
(x) y = c ,;
Justaslnthesecond-ordercase, a/o-o,ccosnth-order|lneardlerentla|equa-
tlon hastheva|uab|epropertythatanysuperposltlon,or//c..o-//./o ofso-
|utlons ofthe equatlon ls agaln a so|utlon. Theproofofthefo||owlng theorem ls
essentla||ythesamearoutlneverlncatlonasthatofTheorem l ofSectlon2. l
THEOREM 1 Pri nci pl e of Superposition for Homogeneous
Equations
LetYl , Y2 , . . . , Y
n
beso|utlonsofthehomogeneous|lnearequatlonln,;on
thelnterva| iIfCl , C2 , . . . ,c
,
areconstants, thenthe|lnearcomblnatlon
Y ~ CI YI +C2Y2 +

+C
n
Y
n
ls a|soaso|utlonofEq. ,;onl .
Itl s easytoverlfythatthethreefunctlons
YI (X) = c
-
3
x , Y2 (X) = cos 2x, and Y
3
(X) =sln 2x
(4)
4
Z
-Z
-4
-
o Z 4 & I 0
x
FIGURE 2.2. 1. The particular
solution y(x) =
+ cos 2x - 2 sin 2x.

cXump| e 1
COlI|lUCO
area||so|utlonsofthehomogeneousthlrd-orderequatlon
Y (
3
) +3 y" +4 y' +1 2 y =c
on the entlre rea| |lne. Theorem 1 te||s us that any |lnear comblnatlon ofthese
so|utlons, suchas
y (x) =-3YI (x) +3Y2 (X) - 2Y
3
(X) =
.
3c
3
+3 cos2x - 2 sin 2x,

ls a|so a so|utlonon the entlrerea| |lne. We wl|| see that, converse|y, every so|u-
tlonofthedlerentla|equatlonofthlsexamp|elsa|lnearcomblnatlonofthethree
partlcu|arso|utlonsYJ , Y2 , andY
3
. Thus agenera| so|utlonls glven by
Existence and Uniqueness of Solutions

We sawlnSectlon2. 1 thatapartlcu|arso|utlonofasc.oaoac|lneardlerentla|
equatlon ls determlnedbyolnltla| condltlons. Slml|ar|y, apartlcu|arso|utlonof
an nth-order|lneardlfferentla| equatlon lsdetermlnedbylnltla|condltlons. The
fo||owlngtheorem,provedlntheAppendlx,lsthenatura|genera|lzatlonofTheorem
2 ofSectlon2. 1 .
THEOREM Z Existence and Uniqueness for Linear Equations
Suppose thatthemnctlons
;, , ;
:
, , ;, ,and] are contlnuous ontheopen
lnterva| icontalnlngthepolnt . Then, glvennumbersOg, O , . . . , O
, the
nth-order|lnearequatlon,Eq. (2
y(
n
) +;I (x) y(
n
-
I
)
+
. . .
+;,
-
,(x) y' +;, ,x; y=](x;
has a unlque ,that l s, one and on|y one) so|utlon onthe entlre lntera| i that
satlsnesthelnltla|condltlons
y,c) = bo,
y ,c;=bI , (5)
Equatlon (2) andthecondltlons ln (5) constltute annth-order initial value
problem. Theorem 2 te||sus thatany such lnltla| va|ue prob|em has aunlque so-
|utlononthe/o/clnterva| iwherethecoefnclentfunctlonsln(2) arecontlnuous.
Itte||susnothlng,however, abouthowtonndthls so|utlon. InSectlon2. 3 wewl||
see how to construct exp|lclt so|utlons oflnltla| va|ueprob|ems ln the .os.
coefnclentcasethatoccursoftenlnapp|lcatlons.
We sawear|lerthat
y(x) =
.
3c
-3
+3 cos2x - 2 sln2x
ls aso|utlonof
y<
3
) +3y" +4y' +1 2y =c
ontheentlrerea||lne. Thlspartlcu|arso|utlonhaslnltla|va|uesy ,c;=c,y' ,c;=5,
andy" (O) = -39, andTheorem2 lmp|lesthattherelsnootherso|utlonwlththese
samelnltla| va|ues. Notethatltsgraph ,ln Flg. 2. 2. 1 ) |ooks perlodlcontherlght.
Indeed, becauseofthe negatlve exponent, weseethat y (x) 3 cos2x - 2 sln2x
for|argeposltlvex
.
a
4
J
Z
0
- I
- Z
- J
-4
- a
-! 0 Z
x
Z. Z General Sol uti ons of Li near Equati ons 1 1 5
Remark: Becauseltsgenera|so|utlonlnvo|vesthethreearbltraryconstants
., ..
. and .
, the thlrd-orderequatlon ln Examp|e 1 has a threefo|d lnnnlty of

so|utlons, lnc|udlngthreefaml|lesofespecla||yslmp|eso|utlons.
y(x) =., c
-
(obtalnedfromthegenera| so|utlonwlth.
=.
=c;.
y(x) =.
cos2x (wlth., =.
=c;. and
y(x) =.
sln2x (wlth., =.
=c;
A|tematlve|y, Theorem 2 suggestsathreefo|dlnnnltyofpartlcu|arso|utlonscorre-
spondlngtolndependentcholcesofthethreelnltla|va|uesy ,c; =/,.y' ,c; =/, .
andy"(O) =/
Flgures2. 2. 2 through 2. 2. 4 l||ustratethreecorrespondlngfaml|les

ofso|utlonsforeachofwhlch, twoofthesethreelnltla|va|uesarezero.
Z
- I
-Z
J 4
- J
-Z - ! 0
,
= J
`
,
= -J
Z
x
I
0. o
0.
0, 4
0. Z
0
- 0. Z
-0, 4
- 0,
- 0. o
J 4
- !
-I 0
,= J
,
= -J
Z J 4 a
y(
3
) + 3y
"
+ 4y' + 1 2y 0 with
y' (0) y
"
(0) 0 but with
diferent values for yeO) .
y(
3
) + 3y
"
+ 4y' + 1 2y 0 with
yeO) y
"
(O) 0 but with
diferent values for y' (O) .
y(
3
) + 3y" + 4y' + 1 2y 0 with
yeO) y' (O) 0 but with
different values for y
"
(O) .
cXump| eZ
Note that Theorem 2 lmp|les that the /././ so|utlon y(x) = cls the on|y
so|utlonofthe/o-o,ccosequatlon
y(
n
) +PI (x) y(
n
-
I
) +

+P
n
-
I (X) y' +P
n
(x) y =c (3)
thatsatlsnesthe/././lnltla|condltlons
y(a) =y' (a) = =y<
n
-
I
) (a) =O.
" " - - " " " - - " - --- - _ . .- - - -
Itlseasytoverlfythat
aretwodlfferentso|utlonsof
x
2
y" - 4xy' +6y =c.
andthatboth satlsfy the lnltla| condltlons y(O) = y' (O) = O. Whydoes thlsnot
contradlcttheunlquenesspartofTheorem2? ltlsbecausethe|eadlngcoefnclentln
thlsdlerentla|equatlonvanlshesatx =c.sothlsequatloncannotbewrlttenlnthe
formof Eq.(3) wlthcoemclentfunctlons.o/osonanopen lnterva|contalnlng
thepolntx =O.
Linearly Independent Solutions
Onthebaslsofourknow|edgeofgenera|so|utlonsofsecond-order|lnearequatlons,
weantlclpatethatagenera|so|utlonofthe/o-o,ccosnth-order|lnearequatlon
y<
n
) +PI (X) y(
n
-
I
) +

+P
n
- I (X) y' +P
n
(X) Y = c
(3)
wl||bea|lnearcomblnatlon
(4)
whereYI , Y2 , . . . , Y
n
arepartlcu|arso|utlonsofEq.(3). Butthesepartlcu|arso|u-
tlonsmustbesufnclent|ylndependentthatwecana|wayschoosethecoemclents
. C2 , . . . , C
n
ln (4) to satlsfy arbltrary lnltla| condltlons ofthe form ln (5). The
questlon ls thls. What shou|d be meant by /acpcac.cofthreeormore tunc-
tlons!
Reca||thatofunctlonsII andare|lnear|yacpcaclfonelsaconstant
mu|tlp|eoftheother, thatls, lfelther ] =kh or=kil for someconstantk. lf
wewrltetheseequatlonsas
, I ) )
|
+( -k) h =c or
,k) II + ,i ; =c
weseethatthe|lneardependenceofII andlmp|lesthatthereexlsttwoconstants
CI andC2 o/o/,casuchthat
,6)
Converse|y,lfCI andC2 arenotboth zero, thenEq. ,6) certaln|ylmp|lesthatII and
are|lnear|ydependent.
lnana|ogy wlth Eq. ,6), we say thatfunctlons I" . . . . , I
n
are//c./y
acpcacprovldedthatsomeo/././|lnearcomblnatlon
ofthemvanlshesldentlca||y, o/././meansthato.//ofthecoemclentsCI , C2 ,
, C
n
arezero,a|thoughsomeof themmaybezero).
DEFI NITI ON Linear Dependence of Functions
Thefunctlons ], ,
" ,
In
aresaldtobelinearly dependent onthelnterva|
iprovldedthatthereexlstconstantsCl , C2 ,
.
. . , C
n
nota||zero suchthat
,:;
oni,thatls,
fora||xlnl
Ifnot a|| thecoefnclents lnEq. ,:;are zero, thenc|ear|y wecan so|veforat |east
oneofthefunctlonsasa|lnearcomblnatlonoftheothers, andconverse|y. Thusthe
functlonsII , .. . .
, I
n
are|lnear|ydependentlfandon|ylfat|eastoneofthemls
a|lnearcomblnatlonoftheothers.
cXump| e
Thefunctlons
),
(x) = sln 2x, _(x) = sln x cos x, and ](x) =e
are|lnear|ydependentontherea||lnebecause
, i ; ), +( -2) ]+(0) ] = 0
(bythefaml|lartrlgonometrlcldentlty sln2x = 2slnxcosx) .
Thefunctlons),
],
" " "
.)-
areca||edlinearly independent onthelnterva|
l provldedthattheyarenot|lnear|ydependentthere. Equlva|ent|y,theyare|lnear|y
lndependentoniprovldedthattheldentlty
.
,,+ .
J
+ + .
- )-
= 0
ho|dsonion|ylnthetrlvla|case
.,
-
.
=
. . .
= .
-
= 0,
:;
that l s, onontrlvla| |lnearcomblnatlon ofthesefunctlons vanlsheson l . Putyet
anotherway,thefunctlons),
.. . . .)-
are|lnear|ylndependentlfnooneofthem
ls a|lnearcomblnatlonoftheothers. (Why!)
Sometlmes one can show that glven functlons are|lnear|y dependent by
nndlng,aslnExamp|e3, nontrlvla|va|uesofthecoemclentssothatEq. (7) ho|ds
Butlnorderto showthatglvenfunctlonsare|lnear|ylndependent,wemustprove
thatnontrlvla|va|uesofthecoefnclents..obefound,andthlsls se|domeasyto
do ln any dlrectorobvlousmanner.
Fortunate|y,lnthecaseofso|utlonsofahomogeneousnth-order|lnearequa-
tlon, therelsatoo|thatmakesthedetermlnatlonofthelr|lneardependenceorlnde-
pendencearoutlnematterlnmanyexamp|es. Thls too| ls theWronsklandeterml-
nant, whlchwe lntroduced(forthe case = 2) lnSectlon2. 1 . Supposethatthe
functlons),
], . .
"
.)-
areeach- 1 tlmesdlerentlab|e. ThenthelrWronskian
lsthe Z determlnant
u =
]
)
)
-
)
(8)
We wrlte u, ), .],
"
. . .)
-
; or u,x; . dependlng on whetherwewlshtoempha-
slzethefunctlonsorthepolntx at whlch thelrWronsklan ls tobe eva|uated. The
WronsklanlsnamedafterthePo|lshmathematlclanJ. M. HWronskl( l 778-1 853).
WesawlnSectlon2. I thattheWronsklanof two|lnear|ydependentfunctlons
vanlshesldentlca||y. Moregenera||y, /eus//.o)//e./,aepeae].
/os], ], . . . .)-
/s/ae/..//,,e Toprovethls, assumethatEq. (7) ho|dson
the lnterva| l for somecholceoftheconstants., ..
, , .
-
nota|| zero. Wethen
dlfferentlatethlsequatlon- I tlmeslnsuccesslon,obtalnlngtheequatlons
., ,x;+.
J,x;
._ ,x;+.
) ,x;
+

+
+

+
.
- )-
,x;=0,
.
- ) ,x;
-
0,
(9)
Exampl e 4
whlch ho|d for a|| x ln l . We reca|| from |lnear a|gebra that a system of |ln-
ear /o-o,eeosequatlons ln unknowns has a nontrlvla| so|utlon lfand on|y
lfthedetermlnantofcoefnclents vanlshes. InEq. (9) the unknowns arethe con-
stants ., . .
. , c,
and the determlnant ofcoefnclents ls slmp|y theWronsklan
w,), .. .]
-
;eva|uatedatthetyplca|polntx ofi Becauseweknowthatthe
.
arenota||zero,ltfo||owsthat w(x) = 0,aswewantedtoprove.

Therefore, to show thatthefunctlons ], . . . ]
-
are//e./,/aepeae
onthelnterva|I,ltsumcestoshowthatthelrWronsklanlsnonzeroatustonepolnt
ofl .
Show that the functlons
y, ,x; = e
-
, ,(x) = cos 2x, and y
,x; = sln 2x (of

Examp|e 1 ) are|lnear|ylndependent.
Sol uti on ThelrWronsklanls
Exampl e
cos 2x
w = .
e
-2 sln 2x
sln 2x
2 cos 2x
,
e
-
-4 cos2x -4 sln2x
-2sln2x 2 cos 2x
-4 cos2x -4 sln2x
+e
-
cos 2x sln 2x
-4 cos2x -4 sln2x
cos 2x sln 2x
= z:e
-
= O
.
-2sln2x 2cos2x
Because w = 0everywhere, lt fo||owsthat y, .y
.andy
are|lnear|ylndependent
onanyopenlnterva|(lnc|udlngtheentlrerea||lne) .
Shownrstthatthethreeso|utlons
ofthethlrd-orderequatlon
x
- x
+2x,- 2,= 0 ( I 0)
are|lnear|ylndependentontheopen lnterva|x > O. Then nnd apartlcu|arso|utlon
ofEq.( I 0)thatsatlsnesthelnltla|condltlons
,, i ; = . , , i ; =2, ,
, i ; = I . ( I I )
Sol ution Notethatforx > 0,wecou|ddlvldeeachtermln( I 0) byx
toobtalnahomoge-
neous|lnearequatlonofthestandardformln,; WhenwecomputetheWronsklan
ofthethreeglvenso|utlons, wenndthat
x x|n x x
w =
I +|n x 2x
= x.
0
1
2
x
Thus W (x) ,cforx > c,soYl , Y2 , andY
3
are|lnear|ylndependentonthelnterva|
x > O. Tonndthe deslredpartlcu|arso|utlon, welmposethe lnltla|condltlons ln
( 1 1 ) on
y(x) =Cl X + C2X In x
y (x) =c
Thl syle|dstheslmu|taneousequatlons
y( 1 ) =Cl
+ C
3
=3,
y' ( 1 ) =Cl + C2 + 2C
3
=2,
y , i ; =
we so|ve to nndCl = 1 , C2 = -3, and C
3
= 2. Thus the partlcu|ar so|utlon ln
questlonl s
y (x) =x - 3x In x + 2x
2
.
Provlded that W(Yl , Y2 , . . . , Yn
) ,c,lt tums out (Theorem 4) that we can
a|waysnndva|uesofthecoefnclentslnthe|lnearcomblnatlon
Y =Cl YI + C2Y2 + . .
.
+ cn
Y
n
thatsatlsfy anyglvenlnltla|condltlonsoftheformln(5). Theorem3 provldesthe
necessarynonvanlshlngofW lnthecase of|lnear|ylndependentso|utlons.
THEOREM 3 Wronskians of Sol utions
SupposethatYl , Y2, . . . , Y
n
aren so|utlonsofthehomogeneousnth-order|lnear
equatlon
y(
n
)
+ pj(x) /
n
-
l
)
+
. . .
+P
n
-
I
(X) Y' + P
n
(x) y =c (3)
onanopenlnterva|I, whereeachPi lscontlnuous. Let
u= W(Yl , Y2 ,

, Y
n
) .
(a) IfYl , Y2, . . . , Yn
e|lnear|ydependent,then W = conI.
(b) IfYl , Y2 , . . . , Y
n
are|lnear|ylndependent,then W ,cateachpolntofI.
Thusthereareusttwoposslbl|ltles. Elther W =ceverywhereonI, or w = c
everywhereonI .
Proof: We have a|ready proven part (a) . To prove part (b), ltl s sumclent
toassumethat W ,.; = cat somepolntofI , and showthls lmp|lesthattheso|u-
tlons Yl , Y2 , . . . , Y
n
are|lnear|ydependent. Butw(a) ls slmp|ythedetermlnantof
coemclentsofthesystemofhomogeneous|lnearequatlons
CI Yl (a) +
CI Y(a) +
C2Y2 (a) +
. . .
+
.2y (a;+
. . .
+ .
-
y ,.;~ c,
CI y
-
(a;+ .
:
y
-
-
(a) +
. . .
+ .
-
y
-
-
,
,.;~ c
( 1 2)
ln theunknownsCl , C2 , ..
-
Because W(a) ~ c,thebaslcfact from |lnear
a|gebra quoted ustafter (9) lmp|les that the equatlons ln ( I 2) have a nontnvla|
so|utlon. Thatls, thenumbers.
, .C2 , ..
-
arenota||zero.
We nowusetheseva|uestodennethepartlcu|arso|utlon
( 1 3)
of Eq. (3). The equatlons ln ( 1 2) then lmp|y that I satlsnes the tnvla| lnltla|
condltlons
Y(a) ~ Y' (a) ~
. . .
= y
(
n
-
l
) (a) ~ O.
Theorem 2 (unlqueness) therefore lmp|les that I(x; = con I. In vlew of( 1 3)
andthe factthat Cl , C2 , ..
-
are nota|| zero, thls ls the deslredconc|uslonthat
the so|utlons YI , Y2, . y-
are |lnear|y dependent. Thls comp|etes the proofof
Theorem3.
General Solutions
We cannowshow that, glvenanynxedsetof|lnear|y lndependentso|utlonsof
a /o-o,eeosnth-order equatlon, e.e(other) so|utlon oftheequatlon canbe
expressed as a |lnear comblnatlon ofthose partlcu|ar so|utlons. Uslngthefact
fromTheorem3 thattheWronsklanof|lnear|ylndependentso|utlonsls nonzero,
theproofofthefo||owlngtheoremlsessentla||ythesameastheproofofTheorem
:ofSectlon2. 1 (thecase~ 2).
THEOREM 4 General Sol utions of Homogeneous Equations
LetYl . Y2 , .y-
be|lnear|ylndependentso|utlonsof thehomogeneousequa-
tlon
y
+;,,x; y
+
.
.
.
+
;-
, ,x; y
+
;-
,x; y c ,;
onanopenlnterva| wherethe
;,arecontlnuous. IfI lsanyso|utlonwhatsoever
ofEq. (3), thenthereexlstnumbers., .C2 , ..
-
suchthat
fora||xln I .
Thus e.eso|utlonofahomogeneousnth-order|lneardlerentla| equatlon
lsa|lnearcomblnatlon
Y ~ C
I YI + C2Y2 +

+ .
- y-
ofany glven |lnear|y lndependentso|utlons. Onthlsbaslswe ca|| sucha |lnear
comblnatlonageneral solution ofthedlerentla|equatlon.
Exampl e
Z. Z General Sol uti ons of Li near Equati ons 1 21
Accordlng to Examp|e1,the partlcu|arso|utlons y,
,x; = e
-
, )
:
,x; = coszx,
andy
,x;=slnzxofthe|lneardlerentla|equatlony
+y+:y+i zy=care
|lnear|ylndependent. Now Theoremzsaysthatglvenb,,b, , andb
:
thereexlsts
a partlcu|ar so|utlon y,x; satlsfylng the lnltla|condltlons y,c; = b,, y ,c; = b, ,
andy,c; = b
:
Hence Theorem :lmp|lesthat //spartlcu|arso|utlon ls a|lnear
comblnatlon of), , )
:
, and y
Thatls, there exlstcoemclentsc, , c

:
, andc
such
that
y,x; =., e
-
+c
:
coszx+c
slnzx
Upon successlvedlerentlatlonandsubstltutlonofx =c.wedlscoverthattonnd
thesecoemclents,weneedon|yso|vethethree|lnearequatlons
., + c
:
=b,,
-., +z.
= b, ,
., - 4c
:
=b
:
.
(Seetheapp|lcatlonforthls sectlon. )
Nonhomogeneous Equations
We nowconsldertheo/o-o,eeosnth-order|lneardlerentla|equatlon
y
+;, ,x; y
-
-
,
+

+;-
-
, ,x; y
+;-
,x; y=),x;
wlthassoclatedhomogeneousequatlon
y
+;, ,x; y
-
-
,
+

+;-
-
, ,x; y+;-
,x; y=c
,z;
,;
Suppose that a slng|e nxed partlcu|ar so|utlon )
o
ofthe nonhomogeneous
equatlonln,z;lsknown,andthatrlsanyotherso|utlonof Eq.,z;Ify,=r- y
,
thensubsltutlonofy,lnthedlerentla|equatlonglves(uslngthe|lnearltyofdler-
entlatlon)
y
-
+;, y
-
-
,
+

+;-
-
, y
+;- y,
= ,
,
-
+;,
,
-
-
,
+

+;-
-
, r
+;-
r]
- ,y
-
+;, y
-
-
,
+

+;-
-
, y
+;-y
]
=),x; ),x;=0
Thusy,=r-)
o
lsaso|utlonoftheassoclatedhomogeneousequatlonln,; Then
r=y,+y
. , i :;
andltfo||owsfromTheorem:that
, i ;
where ), , )
:
, . . , y-
are |lnear|y lndependent so|utlons ofthe assoclated /oo
,eeosequatlon. Weca|| y,acomplementary function ofthenonhomogeneous
equatlonandhavethusprovedthata,eem/so//oofthenonhomogeneousequa-
tlonln,z;ls the sumofltscomp|ementaryfunctlony,andaslng|epartlcu|arso|u-
tlon)
o
ofEq.,z;
THEOREM b Sol uti ons of Nonhomogeneous Equations
LetY
p
be a particu|ar so|ution ofme nonhomogeneous equatlon ln ,z;on an
openinterva| I wherethefunctlons, and] arecontlnuous. LetYI , Y
2
, .
.
. , Yn
be|lnear|ylndependentso|utlonsoftheassociatedhomogeneousequatlonin(3).
IfI l sany so|utlonwhatsoeverofEq. (2)on I, thenthereexlstnumbersCI , C2 ,
g C
n
suchthat
fora||x in I .
cXump| e Itls evldentthatY
p
=3x ls apartlcu|arso|utlonoftheequatlon
Y
"
+ 4y = I zx, ( l 7)
andthatYc (x) =CI coszx +C2 sln2x ls ltscomp|ementaryso|utlon Flndaso|utlon
ofEq. ( I 7)thatsatlsnesthelnltla|condltlonsy (O) =5, Y' ,c;=7.
Sol uti on Thegenera|so|utlonofEq. ( I 7)ls
y(x) =CI coszx + C2 slnzx + 3x .
Now
y' (x) =-z.,slnzx + 2C2 coszx + 3.
Hencethelnltla|condltlonsglve
y (O) = CI
=5 ,
y' ,c;=zC2 + 3 =7.
WenndthatCI =5 andC2 =zThusthedeslredso|utlonls
.1 ....6, ..........
...,.........
.............
..
1. f(x) = 2x, g(x) = 3x
2
, .ex) 5x - 8x
2
2. f(x) = 5, g(x) = - 3x
2
, .ex) = 1 0 1 5x
2
3. f(x) = 0, g(x) = sin x, .ex) =
4. f(x) = 1 7, g(x) = 2 sin
2
x, .ex) = 3 cos
2
x
5. f(x) = 1 7, g(x) cos
2
x, .ex) = cos 2x
6. f(x) = g(x) cosh x, .ex) = sinh x
.....12, ......,...
......,.....
.
y (x) =5 coszx + zslnzx + 3x
.
7. f(x) = 1 , g(x) = x, .ex) = x

2
; !he real line
8. f(x) = g(x) =
.ex) =
!he real line

9. f(x) = g(x) cos x, .ex) = sin x; the real line
10. f(x) = g(x) = x-
2
, .ex) = x
-2
ln x; x > 0
11. f(x) = x, g(x) = . .ex) = .
the real line

12. f(x) = x, g(x) = cos (ln x) , .ex) = sin (In x) ; x > 0
.13 ....20, .........
,.......,......
..,........,.....
.
13.
= 0; yeO) = 1 , leO) = (O) = 0;

YI = Y
2
=
Y
3

-2
14. y(
3
)
- 6y" + l l y' - 6y = 0; yeO) = 0, y' (O) = 0,
y" (O) = 3 ; YI = Y
2
=
Y
3
=
15. y<
3
)
- 3y" +3y' - y = 0; y eO) = 2, y' (O) = 0, y" (O) = 0;
YI = Y
2
= . Y
3
= .
16. y(
3
)
_5y" +8y' -4y = 0; yeO) = 1 , y' (O) = 4, y" (O) = 0;
YI = Y
2
=
Y
3
= .
17. y(
3
) + 9y' = 0; yeO) = 3, y' (O) = -1 , y" (O) = 2; YI = 1 ,
Y
2
= cos 3x, Y
3
= sin 3x
18. y(
3
) -3y" +4y' -2y = 0; y eO) = 1 , y' (O) = 0, y" (O) = 0;
YI = Y
2
= cos x, Y
3
= sin x.
19. x
3
y(
3
)
- 3x
2
y" + 6xy' - 6y = 0; y( l ) = 6, y' ( 1 ) = 1 4,
y" ( 1 ) = 22; YI = X, Y
2
= x
2
, Y
3
= x
3
20. x
3
y(
3
) + 6x
2
y" + 4xy' - 4y = 0; y( 1 ) = 1 , y' ( 1 ) = 5,
y" ( I ) = - 1 1 ; YI = X, Y
2
= X
-2
, Y
3
= x
-2
In x
.21 ....24, ......, .
,...,...Yo ...,....
.yp .........,....
..
21. y" + y = 3x; yeO) = 2, y' (O) = -2;
Yc = C
I
cos x + C
2
sin x; YP = 3x
22. y" - 4y = 1 2; yeO) = 0, y' (O) = 1 0;
Yc =
YP = -3
23. y" - 2y' - 3y = 6; y eO) = 3, y' (O) = 1 1 ;
Yc
=
YP = -2
24. y" - 2y' + 2y = 2x; yeO) = 4, y' (O) = 8;
Yc = cos x +
sin x; YP = x + 1
25. Let Ly = y" + ,+ , Suppose that YI and Y
2
are two
functions such that
LYI
= f(x) and LY
2
= g(x) .
Show that their sum y = YI + Y
2
sati sfes the nonhomoge
neous equation Ly = f(x) + ..
26. (a) Fi nd by inspection particular solutions of the two non
homogeneous equations
y" + 2y = 4 and y" + 2y = 6x.
(b) Use the method of Problem 25 to fnd a particular so
lution of the diferential equation y" + 2y = 6x + 4.
27. Prove directly that the functions
fl (x) = 1 , hex) = x, and hex) = x
2
are linearly independent on the whole real line. ....
Assume that C
I
+ C
2
X + C
3
x
2
= O. Diferentiate this
equation twice, and conclude from the equations you get
that C
I
= C
2
= C
3
= 0. )
28. Generalize the method of Problem 27 to prove directly that
the functions
are linearly independent on the real line.
29. Use the result of Problem 28 and the defnition of linear
independence to prove directly that, for any constant the
functions
fo (x) = !ex) = xe'x
'
are linearly independent on the whole real line.
Z. Z General Sol uti ons of Li near Equati ons 1 23
30. Verify that YI
= x and Y
2
= x
2
are linearly independent
solutions on the entire real line of the equation
x
2
y" - 2xy' + 2y = 0,
but that (x, x
2
) vanishes at x = O. Why do these obser
vations not contradict part (b) of Theorem 3?
31. This problem indicates why we can impose initial
conditions on a solution of an nth-order linear differential
equation. (a) Given the equation
32.
y" + ,+ ,= 0,
explain why the value of .is determined by the values
of .and . (b) Prove that the equation
y" - 2y' - 5y = 0
has a solution satisfying the conditions
y eO) = 1 , y' (O) = 0, and y"(O) = C
if and only if = 5.
Prove that an nth-order homogeneous linear diferential
equation satisfying the hypotheses of Theorem 2 has lin
early independent solutions YI
, Y
2
, . . . , Yn . ....
Let Yj be the unique solution such that
(
i
-
I
)
( )
-
1 Yj
.
and
.= 0 if k

33. Suppose that the three numbers
and
are dis
tinct. Show that the three functions exp(rl x) , exp(r
2
x),
and exp(r
3
x) are linearly independent by showing that
their Wronskian
is nonzero for all x.
34. Assume as known that the Vandermonde determinant

n
v =
n
n
-
I
n
-
I
-
I
is nonzero if the numbers l ,
. . . , r
n
are distinct. Prove
by the method of Problem 33 that the functions
f
(x) = exp(rj x) , 1
are linearly independent.
35. According t o Problem 32 of Section 2. 1 , the Wronskian
(YI , Y
2
) of two solutions of the second-order equation
37. Before applying Eq. ( 1 9) with a given homogeneous
second-order linear diferential equation and a known so
lution Yl (x) , the equation must frst be written in the form
of ( 1 8) with leading coefcient I in order to correctly
determine the coefcient function p(x) . Frequently it is
more convenient to simply substitute Y = V(X) Yl (X) in
the given diferential equation and then proceed directly
to fnd v ex) . Thus, starting with the readily verifed solu
tion YI (x) = x
3
of the equation
36.
Y" +
PI (X) Y
'
+
P2
(X) Y = 0
is given by Abel ' s' s formula
W(x) = K exp -
PI
(X) dX
for some constant K. It can be shown that the Wronskian
of solutions YI > Y
2
, . . . , Y
n
of the nth-order equation
y(
n
)
+
P
I (x) y
<n
-
I
)
+
. . .
+
P
n
-
I (X) Y
'
+
P
n
(x) y = 0
satisfes the same identity. Prove this for the case = 3
as follows: (a) The derivative of a determinant of func
tions is the sum of the determinants obtained by separately
diferentiating the rows of the original determinant. Con
clude that
YI Y
2
=
Y
;
y y

yl
3
)
y2
)
yj
3
)
(b) Substitute for Y
)
, yi
3
)
, and yj
3
)
from the equation
y
(
3
)
+
P
I Y" +
P
2
Y' +
P
3
Y = 0,
and then show that = -
P
I Integration now gives
Abel ' s formula.
Suppose that one solution YI (x) of the homogeneous
second-order linear diferential equation
Y" + p(x) y' + q (x) y = 0 ( 1 8)
is known (on an interval where
P
and ,are continuous
functions). The method of reduction of order consists
of substituting Y
2
(X) = V(X) Y
I
(x) in ( 1 8) and attempting
to determine the function v ex) so that Y
2
(X) is a second
linearly independent solution of ( 1 8) . Afer substituting
y = V(X) YI (x) in Eq. ( 1 8), use the fact that Yl (x) is a
solution to deduce that
( 1 9)
If YI (x) is known, then ( 1 9) is a separable equation that
is readily solved for the derivative v' (x) of vex) . Integra
tion of v' (x) then gives the desired (nonconstant) function
vex) .
x
2
y" - 5xy' + 9y = 0 (x > 0) ,
substitute Y = vx
3
and deduce that xv" + v' = O.
Thence
solve for v ex) = In x, and thereby obtain (with = 1 )
the second solution Y
2
(X) = x
3
ln x.
.......42, .., .,....
..Yl .........
........,...
Y
2
38. x
2
y" + xy' - 9y = 0 (x > 0) ; YI
(x) = x
3
39. 4y" - 4y' + Y = 0; Yl (x) = e
x
/
2
40. x
2
y" - x(x + 2) y' + (x + 2)y = 0 (x > 0) ;
YI (x) = x
41. (x + l ) y" - (x + 2) y' + y = 0 (x > -1 ) ; Yl (x) =
x
42. ( 1 - x
2
) y" + 2xy' - 2y = 0 ( -1 x 1 ) ; Yl (X) = x
43. First note that YI (x) = x is one solution of Legendre' s
equation of order 1 ,
( 1 - x
2
) y" - 2xy' + 2y = O.
Then use the method of reduction of order to derive the
second solution
x 1 + x
Y
2
(X) = 1 - - In (for -l x 1 ) .
2 I - x
44. First verify by substitution that Yl (x) = x -1
/
2
cos x is one
solution (for x > 0) of Bessel ' s equation of order ,
Then derive by reduction of order the second solution
Y
2
(X) = X-1
/
2
sin x.
Homogeneous Eq!:atims with Constant Coeficents
In Sectlon 2. 2 we saw thatagenera| so|utlonofannth-orderhomogeneous|lnear
equatlonls a|lnearcomblnatlonofn |lnear|ylndependentpartlcu|arso|utlons, but
we sald|ltt|e about how actua||yto nnd even a slng|e so|utlon. The so|utlonofa
|lneardlerentla|equatlon wlth .././/ecoefnclents ordlnarl|yrequlresnumerlca|
methods (Chapter6) orlnnnlteserlesmethods(Chapter3) . Butwecannowshow
how to nnd, exp|lclt|yandlnaratherstralghtforward way, n |lnear|y lndependent
so|utlons ofa glven nth-order |lnear equatlon lflthas .os.coefnclents. The
Z. Homogeneous Equati ons wi th Constant Coeffci ents 1 25
genera|suchequatlonmaybewrlttenlntheform
( I )
wherethecoefnclents.,.., ,.
. ..
-
arerea|constantswlth.
-
=O
.
The Characteristic Equation
We nrst|ookforas/,/eso|utlonofEq.( 1 ), andbeglnwlththeobservatlonthat
,2)
so any derlvatlve of e ls a constant mu|tlp|e ofe Hence, lfwe substltuted
,= elnEq. ( 1 ), eachtermwou|dbeaconstantmu|tlp|eofe .wlththeconstant
coefnclentsdependlngonandthecoefnclents.
Thl ssuggeststhatwetrytonnd
sothata||thesemu|tlp|esofe
wl||havesumzero,lnwhlchcase,= ewl||be
aso|utlonof Eq.( I ).
Forexamp|e,lnSectlon2. I wesubstltuted,= e
lnthesecond-orderequa
tlon
.,
+/,+.,= c
toderlvethecharacterlstlcequatlon
.
+ /+ . = c
thatmustsatlsfy.
Tocarryoutthlstechnlquelnthegenera|case,wesubstltute,= elnEq.( I ),
and wlththealdofEq. (2) wenndtheresu|ttobe
thatl s,
e
.
-
-
+.
-
,
-
-
+

+.
+., +.,)
= O.
Becauseel sneverzero,weseethat,= ewl||beaso|utlonof Eq.( I ) preclse|y
whenlsarootoftheequatlon
,3)
Thls equatlon ls ca||ed the characteristic equation orauxiliary equation ofthe
dlfferentla| equatlon ln ( 1 ). Our prob|em, then, ls
reduced to the so|utlon ofthls

pure|ya|gebralcequatlon.
Accordlng to the fundamenta| theorem of a|gebra, every nth-degree po|y-
nomla|such as the one ln Eq. (3)has n zeros, thoughnot necessarl|y dlstlnct
andnotnecessarl|y rea|. Flndlng the exact va|ues ofthese zeros maybedlmcu|t
orevenlmposslb|e,thequadratlcformu|alssufnclentforsecond-degreeequatlons,
but for equatlons ofhlgher degree we may need elther to spot a fortultous fac
torlzatlon or to app|y a numerlca| technlque such as Newton' s method (or use a
ca|cu|atorJcomputersolve command) .
cXump| e 1
Distinct Real Roots
Whateverthemethodweuse,|etussupposethatwehaveso|vedthecharacterlstlc
equatlon. Thenwecan a|ways wrlteagenera| so|utlonofthedlerentla|equatlon.
Thesltuatlonl ss|lght|ymorecomp|lcatedlnthecaseofrepeatedrootsorcomp|ex
rootsofEq.(3), so|etusnrstexamlnetheslmp|estcaselnwhlchthecharacterlstlc
equatlonhasdlstlnct(notwoequa|)e./roots
, .
. .
-
Thenthefunctlons
area||so|utlonsofEq.( I ),and(byProb|em34ofSectlonz z;theseso|utlonsare
|lnear|ylndependentontheentlrerea||lne.Insummary,wehaveprovedTheoremI .
THEOREM 1 Disti nct Real Roots
If theroots, .
. ,
-
ofthecharacteristlcequatlonln,;arerea|anddlstlnct,
then
lsa genera|so|utlonof Eq. ( 1 ) .
.........
,
+ 3,
- i c,=c,
,,c;=:. , ,c;=c. ,
,c;=:c
(4)
Sol uti on Thecharacterlstlcequatlonoftheglvendlerentla|equatlonl s
- i c=c
We so|vebyfactorlng.
,
+ - i c;= ,+ ; ,- z;=c.
andsothecharacterlstlcequatlonhasthe three dlstlnctrea|roots = c. ~ -.
and=zBecausee
= I , Theorem I glvesthegenera|so|utlon
Thentheglvenlnltla|condltlonsyle|dthe|lnearequatlons
,,c;=., +
, ,c;=
, ,c;=
.
+ .
= :.
.
+ z.
= c.
z.
+ 4.
=:c
ln the coefnclents ., . .
. and.
The |asttwoequatlons glve , ,c; - z, ,c; =

.
=:c. so.
=z Then the secondequatlonglves.
=. andnna||ythenrst
equatlon glves., =c Thusthedeslredpartlcu|arso|utlonl s
Z. Homogeneous Equati ons with Constant Coeffci ents 1 27

Polyomial Diferential Operators
Iftherootsofthecharacterlstlcequatlonln(3)arenotdlstlncttherearerepeated
rootsthen wecannotproducen |lnear|y lndependent so|utlonsofEq. ( I ) by the
methodofTheorem I . Forexamp|e,lftherootsare I , 2, 2, and 2, weobtalnon|y
theofunctlonseande
Theprob|em,then,ls toproducethemlsslng|lnear|y
lndependentso|utlons Forthlspurpose,ltlsconvenlenttoadoptoperatornotatlon
andwrlteEq. ( I ) lntheformL,=c. wheretheoperator
ope.esonthen-tlmesdlerentlab|efunctlon,(x) toproducethe|lnearcomblna
tlon
L,=.
-
,
+ .
-
, ,
-
-
,
+
. . .
+ .
+ ., ,
+ .,,
of, andl ts nrst n derlvatlves. We a|so denote by n = a,ax the operatlon of
dlerentlatlonwlthrespecttox. so that
andsoon Intermsofn.theoperatorL ln(5) maybewrltten
(6)
andwewl||nndltusefu|tothlnkoftherlght-handsldelnEq.(6) asa(forma|)nth
degreepo|ynomla|lnthe varlab|e n, ltlsapolynomial diferential operator.
A nrst-degree po|ynomla| operator wlth |eadlng coemclent I has the forn
n .. where.ls area|number. Itoperateson afunctlon,= ,(x) toproduce
,n- .; ,=n,- .,=,- .,
Thelmportantfactaboutsuchoperatorsls thatanytwoofthem.oe
, n- .; , n /;,=, n- /; , n- .; , (7)
foranytwlcedlerentlab|efunctlon, = ,,x; Theproofoftheformu|aln(7) ls
thefo||owlngcomputatlon.
, n- .; , n- /;,= , n- .; ,,- /,;
=n,,- /,;- . ,,- /,;
=,
- ,/+ .; ,
+ ./,=,- ,.+ /;,
+ /.,
=n,,- .,;- /,,- .,;
=, n- /; ,,- .,;=, n- /; , n- .; ,
We seeherea|sothat , n- .; , n- /; = n
- , .+ /; n+ ./
Slml|ar|y, ltcan
be shown by lnductlon on the number of factors that an operator product of the
form , n- ., n- .
:
; ,n .
-
;expandsbymu|tlp|ylngoutandco||ectlng
coefnclentsln the same way as does an ordlnary product ,x - ., ; ,x - .
;
,x- .
-
;of|lnearfactors,wlthxdenotlngarea|varlab|e. Consequent|y,thea|gebra
ofpo|ynomla|dlerentla|operatorsc|ose|yresemb|esthe a|gebra ofordlnaryrea|
po|ynomla|s
Repeated Real Roots
Letusnowconsldertheposslbl|ltythatthecharacterlstlcequatlon
.
-
-
+
.
-
,
-
-
+ .
.
. +
.
:
:
+ .,
+
.,=0 (3)
hasepe.earoots. Forexamp|e,supposethatEq.(3)hason|ytwodlstlnctroots,,
ofmu|tlp|lclty I and, ofmu|tlp|lcltyk =- I > I Then,afterdlvldlngby .
-
;
Eq. (3)canberewrlttenlntheform
,- ,- ,;=,- ,; ,-
=c
Slml|ar|y,thecorrespondlngoperatorL ln (6) canbewrltten as
L = ,n- ,n- ,;= ,n- ,; ,n .
theorderofthefactorsmaklngnodlerencebecauseoftheformu|aln(7) .
, s;
(9)
Twoso|utlonsofthedlfferentla|equatloniy=0arecertaln|yy,=e
and
y, = e
Thls l s, however, not sufnclent, we need k + 1 |lnear|y lndependent
so|utlons lnordertoconstructagenera| so|utlon, because the equatlonlsoforder
k
+
I . Tonndthemlsslngk- I so|utlons,wenotethat
iy= ,n- ,; , n- y}=c
Consequent|y, e.eso|utlonofthekth-orderequatlon
,n - y = o , I 0)
wl|| a|so be a so|utlon ofthe orlglna| equatlon iy = c Hence our prob|em ls
reducedtothatofnndlngagenera|so|utlonofthedlerentla|equatlonln, I 0) .
The fact that y, = e
ls one so|utlonofEq. , I 0) suggests thatwetry the
substltutlon
( 1 1 )
where,x;l s afunctlonyettobedetermlned. Observethat
,n-
, ;e
]= , n; e
+
,,
e
;- ,,e
;=,n; e
, I 2)
Upon kapp|lcatlonsofthls fact,ltfo||owsthat
( I 3)
foranysufnclent|ydlerentlab|efunctlon,x; Hencey=e wl||beaso|utlon
ofEq. , I 0)lfandon|ylfn
=cButthls lssolfandon|ylf
,x; =.,+.
:
x
+
.
x
:
+
. . . + ., x
-
,
.
apo|ynomla|ofdegreeatmostk - I . Henceourdeslredso|utlonofEq. , I 0)ls
y,x; =e
=,.,
+
.
:
x
+
.
x
:
+ . . .
+
.
;e
Inpartlcu|ar, weseeheretheaddltlona|so|utlonsxe .x
:
e . .x
e ofthe
orlglna|dlerentla|equatlon iy=c
Theprecedlngana|yslscan be carrled outwlththe operator n- , rep|aced
wlthanarbltrarypo|ynomla|operator.Whenthlslsdone, theresu|tlsaproofofthe
fo||owlngtheorem.
cXump| eZ
Z. Homogeneous Equati ons wi th Constant Coeffi ci ents 1 29
THEOREM Z Repeated Roots
Ifthecharacterlstic equationin (3) has arepeatedrootofmu|tip|icltyk, then
thepartofagenera|so|utionofthedierentia|equationin( I ) conespondingto
is oftheform
, I4)
We may observe that, according to Prob|em zofSectlon 2 2, the /tunc-
tlonse
.xe
.x
e . , andx
elnvo|vedln, I 4)are|lnear|ylndependenton
the rea| |lne. Thus a root ofmu|tlp|lclty /corresponds to /|lnear|y lndependent
so|utlonsofthedlerentla|equatlon.
. .. .. ... ... . . ..
Flndagenera|so|utlonofthenfth-orderdlerentla|equatlon
+
,
= 0.
Sol uti on Thecharacterlstlcequatlonls
- :
-
+
- :+ I) =
,- i ;
= 0.
It has the trlp|e root = 0 and the doub|e root = The trlp|e root * 0
contrlbutes
.,
e
,
+
.
xe
,
+ .

= ,
,
+ ,
x+
,
totheso|utlon,whl|ethedoub|eroot = contrlbutes,
-
e
+,
xe
Hencea
genera|so|utlonofthegiven dlerentla| equatlonls
Complex-Valued Functions and Euler

'
s Formula
Becausewehave assumed that the coefncients ofthedlerentla|equatlon andlts
characterlstlcequatlonarerea|, anycomp|ex(nonrea|)rootswl||occurlnconp|ex
conugatepalrsO +//whereO and/arerea|and/ = ,. Thlsralsesthequestlon
ofwhatmlghtbemeantbyanexponentia|suchase
To answer thls questlon, we reca|| from e|ementary ca|cu|us the Tay|or(or

MacLaurln)serlesfortheexponentla|functlon
-
e
= _ = i + + + + +
-
n ' 2 ' 3 ' 4'
Ifwesubstltute = /-lnthlsserlesandreca||that/
= -I , /
= -/ . /
-
= I , and
soon, weget
e
= _
,/ ;
-
-
n'
-
-
-
/
= i + / - - + + - "
2' 3' 4' 5'
=
+
-
-

+/
+
-
-

.
2' 4' 3 ' 5 '
Becausethetworea| serleslnthe|ast|lnearetheTay|orserlesforcos-andsl n-,
respectlve|y,thlslmp|lesthat
e
-
= cos 0 +/sln 0. ( I 5)
Thlsresu|tls knownasEuler's formula. Becauseoflt, weae]etheexponentla|
functlone , for = x+/,anarbltrarycomp|exnumber,tobe
( I 6)
Thus lt appearsthatcomp|ex roots ofthecharacterlstlcequatlonwl|||eadto
comp|ex-va|uedso|utlonsofthedlerentla|equatlon. Acomplex-valued function
ioftherea|varlab|exassoclateswltheachrea|numberx(lnltsdomalnofdennl-
tlon)thecomp|exnumber
i,x; = ),x;+/ ,,x; ( I 7)
Therea|-va|uedfunctlons)and,areca||edthereal andimaginary parts, respec-
tlve|y,ofiIftheyaredlfferentlab|e,wedennethederivative iofiby
i ,x;= )
,x;+/ ,
,x; ( I S)
Thus weslmp|ydlerentlatetherea|andlmaglnarypartsofiseparate|y.
Wesaythatthecomp|ex-va|uedfunctloni,x; satlsnesthehomogeneous|ln-
eardlerentla|equatloni i,x; } = 0provldedthatltsrea|andlmaglnarypartsln
( I 7)separate|ysatlsfythlsequatlonsoi i,x; } = i ),x; } +/ i,,x; } = O.
The partlcu|ar comp|ex-va|ued functlons of lnterest here are of the form
i,x; = e
.where= .+// We notefromEu|er' sformu|athat
( I 9a)
and
( I 9b)
Themostlmportantpropertyofelsthat
(20)
lfl sacomp|exnumber.Theproofofthlsassertlonlsastralghtforwardcomputa-
tlonbasedonthedennltlonsandformu|asglvenear|ler.
n
,e
;= n
,e
cos /x) +/ n
,e
|a /x;
= .e
.a /x- /e
sln bx+/.e
sln bx +/e
cos /x
= ,.+// ; ,e
cos bx+/ e
sln /x) = e
Exampl e
Exampl e 4
Complex Roots
Itfo||owsfromEq. (20)thatwhenlscomp|exustaswhenlsrea|), e
wl||bea
so|utlonofthedlfferentla|equatlonln( I ) lfandon|ylflsaroototltscharacterlstlc
equatlon. Ifthecomp|ex conugate palrofroots, = O +//and
= O - //are
slmp|e(nonrepeated), thenthecorrespondlngpartofagenera|so|utlonofEq.( I ) ls
,(x) = c, e
+c
e
= c, e
-

+c
-
-

= c,
e
(cos bx+/sln bx) +c
(cos bx - /sln bx)

,(x) = ,c, +c
; e
cos bx +/ .c, - c
; e
sln bx,
where thearbltrary constants c, and c
canbecomp|ex. Forlnstance, thecholce

c, = c
= glvestherea|-va|ued so|utlon y,(x) = e
cosbx, whl|ethe cholce

c, = - / .c
= /glvesthelndependentrea|-va|uedso|utlony
,x; = e
sln/x.
Thlsyle|dsthefo||owlngresu|t.
THEOREM 3 Compl ex Roots
Ifthecharacterlstlcequatlonln(3)hasanunrepeatedpalrofcomp|exconugate
roots O +// (wlthb = 0) , then thecorrespondlngpartofagenera| so|utlonof
Eq. ( 1 ) hasthefom
e
,., cos bx+.

:
sln bx) .
Thecharacterlstlcequatlonof
y
+b
:
, = 0 (b > 0)
(2I )
l s
+/
= 0, wlthroots = +// SoTheorem3 (wlthO = 0) glvesthegenera|

so|utlon
,(x) = .,cos bx+.
sln bx.
Flndthepartlcu|arso|utlonof
, - :,'
+5, = 0
forwhlch,(0) = I and,' (0) = 5.
Sol uti on Comp|etlonofthesquarelnthecharacterlstlcequatlonyle|ds
- :+5 = ,- 2)
+ I = 0,
so- 2 = +,= +/ Thusweobtalnthecomp|exconugateroots2+/(whlch
cou|d a|so befound dlrect|yuslngthequadratlcformu|a) . HenceTheoren3 wlth
O = 2andb = I glvesthegenera|so|utlon
,(x) = e
,.,cos x+.
sln x) .
Y
| Y
FIGURE 2.3. 1. Modulus and
argument of the complex number

cXump| e
..
...,.
,(0) = ., = i .. ,'
(0) = z.,.
= 5 .
....
= . .. ...,....
,x= e
,.a x .
...,5...,,.polar form
= x/ , = e
,zz;
..,... ....... ....,.,
= +/ ,= / = e
..modulus = , x
> 0... ..argument 0

..., z i ....,.,../ ......i ..
.,.. }z./ = e
...,-/ = e
.,...
....,.. = e
....,..
,z;
........,.....,.,..
......
..,..
4,= 0.
Sol ution .....,..
....+,+z/ ./ = e
..-/ = e
.....
..
,
-z/= ze
=
_
e
-
=
_
= -i /
..........,...= +,+i+/ ; ..
.,..,, .,.i+/..-i J /.,..,..
....,..
4, = 0.
Exampl e
Repeated Complex Roots
Theorem zho|dsforrepeated comp|exroots. IftheconugatepalrO +//hasnu|-
tlp|lclty/.thenthecorrespondlngpartofthegenera|so|utlonhastheform
,~,+~
x+

; e
-

+ , s, + s
-'
;e
-
-

= _x
,.
cos/x+a
sln/x; ,z:;
Itcanbeshownthatthez/functlons
x
.a /x. x
|a /x. 0 /- 1
thatappearlnEq. ,z:;are|lnear|ylndependent.
Flndagenera|so|utlonof( D
2
+6D + 1 3)
2
y = O.
Sol uti on Bycomp|etlngthesquare,weseethatthecharacterlstlcequatlon
Exampl e
(r
2
6r + 1 3)
2
= [ (r
3)
2
:}= 0
has as lts roots theconugate palr -3 +z/ofmu|tlp|lclty / = z Hence Eq. ,z:;
,,x; = e
-
,., .azx+a,|a zx;
xe
-
,.2 coszx+a2 slnzx;
In app|lcatlons we are se|dom presented ln advance wlth a factorlzatlon as

convenlentastheonelnExamp|e6. Often themostdlfncu|tpartofso|vlngahono-
geneous |lnearequatlonls nndlng therootsofltscharacterlstlcequatlon. Exanp|e
7l||ustratesanapproachthatmaysucceedwhenarootofthecharacterlstlcequatlon
canbefoundbylnspectlon.
. .
Thecharacterlstlcequatlonofthedlerentla|equatlon
,
+y' - l Oy = 0
ls thecublcequatlon
r - 10 = O.
Bya standard theorem ofe|ementary a|gebra, the on|y posslb|eratlona| roots are
the factors +1 , +z. +. and +1 0 ofthe constantterm 1 0. By trla| and error (ltnot
by lnspectlon) we dlscoverthe root z The factor theorem ofe|ementary a|gebra
lmp|lesthatr - zlsafactorof
r - 1 0, anddlvlslonofthefornerlntothe|atter
producesasquotlentthequadratlcpo|ynomla|
r
2
zr
= (r + 1 )
2
+:
Therootsofthlsquotlentarethecomp|exconugates -I +z/ Thethreerootswc
havefoundnowyle|dthegenera|so|utlon

Exampl e d Theroots ofthecharacterlstlcequatlonofacertaln dlerentla|equatlonare . -5,
0, 0, 0, 0, -5, 2 +/ . and 2 +/ Wrlte a genera| so|utlonofthlshomogeneous
dlerentla|equatlon.
Sol uti on Theso|utloncanbereaddlrect|yfromthe|lstofroots. Itls
,,x; =., +.
x+.
+.
-
x
+.
+.
e
-
+.
xe
+e
(cs cosx+.
.
slnx;+xe
,.,
cosx+., , slnx;
Probles
........, .,...
.....
1. .=
3. =
5. =
7. . =
9. =
11.
=
12.
=
2. =
4. =
6. =
8.
10.
=
13.
. = ..
.=
15.
= 16.
=
17.
.= 18.
=
19.
=
20.
....Expand

....,.......
21. . = = =
22. . = .
23. = = =
24.
= = =
25.
= = = =
26.
= = . =
.......,........
. ..........,..
.,....
27.
.
28.
=
29.
=
30.
=
31.
. =
.
=
........., .
,..........
33.
.= ] =
34.
= = e
2
xf3
. ] = cos .
36.
. .= = sin x
37. Find a function . such that
.=
.for all .
and = = = and
=
38. Solve the initial value problem
=
= = =
given that ]j .=
i s one particular solution of the

differential equation.
............
..,,..........
39. . = ...Cx
2
) e
2
x
40. . = Ae
2
x .cos .sin .
.. . = .cos ..sin .cosh .sinh .
42. . = . .. .
2
cos . .. .
2
sin .
.....,....., .
,.....,.,.
43. (a) Use Euler' s formula to show that every complex num
ber can be written in the form re
i
8 , where and
d (b) Express the numbers .
and
i n the form re
i
8 (c) The two square
roots of re
i
8 are .e
i
8/
2
Find the square roots of the
numbers
and
44. Use the quadratic formula to solve the following equa

tions. Note in each case that the roots are not complex
conjugates.
(a) .
2
.= (b) .
2
.=
45. Find a general solution of =
,
=
=
= =
....Impose the given initial conditions on the
general solution
.= ..
where O and f are the complex conjugate roots of
- 1 =
to discover that
1 .
. = _ + 2`'
cos -
2
-
is a solution. )
/
4
) =
+ + + 2;
=
30.
50. The diferential equation
+ sgn . =
has the discontinuous coeffcient function
+1 if .
sgn x
- 1 if .
(25)
Show that Eq. (25) nevertheless has two linearly indepen
dent solutions .and
. defned for all .such that

Each satisfes Eq. (25) at each point .=
Each has a continuous derivative at .=
1 and
= =
.... Each .will be defned by one formula
for . and by another for . The graphs of these
two solutions are shown in Fig. 2. 3. 2.
51.
Z. 4 Mechani cal Vi brati ons 1 35
FIGUR 2.3.2. Graphs of
.and
.in Problem 50.

According to Problem 5 1 in Section 2. 1 , the substitution
In ..transforms the second-order Euler equa
tion ..
+ .+ = to a constant-coeffcient ho
mogeneous linear equation. Show similarly that this same
substitution transforms the third-order Euler equation
..
+ .
+ .+ .=
(where . .are constants) into the constant
coeffcient equation
. + 3. + . .
.
.
.......= In ....
......,....
....
52. .
+ .+ =
53. .
+ . + =
54. .
+ .
+ ..=
55. .
+ . =
56. .
+ .
+ . =
57. .
+ .=
58. .
+ .
+ .+ =
m
WWWW W

C
The motlon ofa mass attached to a sprlng serves as a re|atlve|y slmp|e exanp|e
ofthevlbratlonsthatoccurln morecomp|exmechanlca| systems. Fornany such
systems,theana|yslsofthesevlbratlonslsaprob|emlntheso|utlonof|lneardler-
entla|equatlonswlthconstantcoemclents.
'
'
La|||ot|am
os|t|oa
FIGUR 2.4. 1. A mass
spring-dashpot system.
We conslderabodyofmassm attachedtooneendofanordlnarysprlngthat
reslstscompresslonaswe||asstretchlng, theotherend ofthesprlng ls attachedto
a nxed wa||, as shown ln Flg. 2. 4. I . Assumethat the body rests on afrlctlon|ess
horlzonta| p|ane, sothatltcanmoveon|ybackandforth asthesprlngconpresses
andstretches. Denotebyxthedlstanceofthebodyfromltsequilibrium position
lts posltlon when the sprlng ls unstretched. We take x > 0 when the sprlng ls
stretched,andthusx < 0whenltlscompressed.
Accordlng toHooke' s|aw, therestoratlve force ithatthesprlng exerts on
themassl sproportlona|tothedlstancexthatthesprlnghasbeenstretchedorcon-
pressed. Because thls ls the same as the dlsp|acementx ofthe nass m fron lts
Unstretched
spring
Static
equilibrium
Y
System
i nmotion "
FIGURE 2.4.2. A mass
suspended vertically from a spring.
equl|lbrlumposltlon,ltfo||owsthat
i=-/x ( I )
Theposltlveconstantof proportlona|lty/l s ca||edthespring constant. Notethat
iandxhaveopposlteslgns. i< 0whenx > 0,i> 0whenx < 0
Flgure 2. 4. I shows the mass attached to a dashpota devlce, |lke a shock
absorber, thatprovldes aforcedlrected opposlte to the lnstantaneous dlrectlonof
motlonofthemass- Weassumethedashpotls so deslgnedthat thls forcei,ls
proportlona|totheve|ocltyu =ax,aofthemass, thatls,
ax
i,= -cc=-c-
a
(2)
Theposltlveconstantcl sthedamping constant ofthe dashpot. Moregenera||y,
wemayregardEq. (2) as speclfylngfrlctlona| forces lnoursystem (lnc|udlngalr
reslstancetothemotlonof-;
If, lnaddltlont otheforces iand i, .themasslssubectedt oaglvenexter
nal force i, = i, ; . thenthetota|forceactlngonthemassls i = i+i,+i,
UslngNewton' s|aw
a
x
i = -. = --= -x
a
weobtalnthesecond-order|lneardlerentla|equatlon
-x+cx+/x=i,;
thatgovemsthemotlonofthemass.
(3)
Iftherel snodashpot(andwelgnorea||frlctlona|forces), thenwesetc=0
ln Eq. (3)andca|| themotlonundamped; ltls damped motlonlfc> 0. Iftherels
noextema|force, werep|acei,; wlth0lnEq. (3). We refertothemotlonasfree
ln thlscaseand forced lnthe casei, ; = 0. Thusthehomogeneousequatlon
-x
+cx+/x=0 (4)
descrlbesfreemotlonofamassonasprlngwlthdashpotbutwlthnoexterna|forces
app|led. Wewl||deferdlscusslonofforcedmotlonuntl|Sectlon2. 6.
Forana|ternatlve examp|e, we mlghtattach the masstothe |owerendofa
sprlngthatls suspendedvertlca||yfromanxedsupport,aslnFlg. 2. 4. 2. Inthlscase
thewelghtw =-,ofthemasswou|dstretchthesprlngadlstances,deternlned
byEq. ( I ) wlthi= -w andx =s, Thatls, -,=/s,. sothats,=-,,/ Thls
glves thestatic equl|lbrlumposltlonofthemass. If,denotesthedlsp|acementof
themass ln motlon, measured downward from lts statlc equl|lbrlumposltlon, then
weaskyoutoshowlnProb|em9that,satlsnesEq. (3), speclnca||y,that
-,
+c,+/,=i, ; (5)
lfwelnc|udedamplngandexterna|forces(neanlngthoseotherthangravlty) .
FIGURE 2.4.3. The simple
pendulum.
Z.4 Mechani cal Vi brati ons 1 37
The Simple Pendulum
Thelmportanceofthedlerentla| equatlonthat appears lnEqs. (3)and,5) stens
fromthefactthatltdescrlbesthemotlonofmanyotherslnp|emechanlca|systens
Forexamp|e,asimple pendulum conslstsofanass-swlnglngbackandforthon
the end ofa strlng (or better, a-.ss/essa;of|ength i. as shownln Flg. 2.4. 3.
We may speclfy theposltlonofthemassattlmebyglvlngthecounterc|ockwlse
ang|e = ,; thatthe strlngorrodmakeswlththevertlca| attlne To ana|yze
themotlonofthemass-. wewl|| app|ythe|awofthe.ose../oo)-e././../
ee,,.accordlngtowhlchthe sum oftheklnetlcenergy andthepotentla|energy
of-remalnsconstant.
Thedlstancea|ongtheclrcu|ararcfrom0 to-lsS = i. sotheve|ocltyof
themassls c= as,a= i,a,a ; . andthereforeltsklnetlc energyls
=
-c
-
as
-i
2 2 a 2 a
We next choose as reference polnt the |owest polnt U reached by the nass (see
Flg. 2. 4. 3). Then lts potentla| energy \ ls the product of lts welght -, and lts
vertlca|helght/= i, i - cos; above U, so
\ = -,i, i - cos;
Thefactthatthesumofand \ ls aconstantC thereforeglves
I a
--i
- + -,i, i - .a ; = c
2 a
Wedlerentlatebothsldesofthls ldentltywlthrespecttotoobtaln
so
a a
a
-i
- -
+-,i,m; - = 0,
a a a
(6)
after remova| ofthe common factor -i
,a,a; Thls dlerentla| equatlon can

bederlved ln a seemlng|y more e|ementary manneruslngthefanl|larsecond|aw
i = -. of Newton (app|led to tangentla| components ofthe acce|eratlon otthe
mass and the force actlng on lt) . However, derlvatlons ofdlerentla| equatlons
based onconservatlonofenergy are oen seen lnmore conp|ex sltuatlons where
Newton' s|awlsnotsodlrect|yapp|lcab|e,andltmaybelnstructlvetoseetheenergy
methodln aslmp|erapp|lcatlon|lkethependu|um.
Nowreca||thatlfl ssma||,thensln (thlsapproxlnatlonobtalnedby
retalnlngustthe nrstterm ln the Tay|orserlesforsln; Infact, slnand agree
totwodeclma|p|aceswhen ls atmost-,I 2(thatls, I 5 ) . Inatyplca|pendu|un
c|ock, forexamp|e, wou|d never exceed I 5 . It therefore seems reasonab|e to
slmp|lfyourmathematlca|mode|oftheslmp|ependu|umbyrep|aclng slnwlth-
ln Eq. (6). Ifwea|solnsertaterm.toaccountforthefrlctlona|reslstanceotthe
surroundlngmedlum,theresu|tls anequatlonlnthefornofEq.(4) .
+. +/= 0, ,7)
A
FIGURE 2.4.4. The angle O.
where/ = ,}i Notethatthl s equatlonl slndependentofthe mass-ontheend
oftherod. Wemlght,however, expecttheeectsofthedlscrepancybetween0 and
sln0 toaccumu|ateoveraperlodoftlme,sothatEq. (7) wl||probab|y notdescrlbe
accurate|ytheactua|motlonofthependu|umovera|ongperlodoftlne.
Intheremalnderofthlssectlon,wenrstana|yzefree undampedmotlonand
thenfreedampedmotlon.
Free Undamped Motion
Ifwehaveon|yamassonasprlng, wlth neltherdamplngnorextema|force, then
Eq. (3)takestheslmp|erform
Itls convenlenttodenne
andrewrlteEq. (S)as
Thegenera|so|utlonofEq. (S' )ls
-x
+ /x= 0.
" 2
0 X + .
,
x= .
x(t)= ~.a .
+ ssln o,t .
(S)
(9)
(S' )
( I 0)
Toana|yzethemotlondescrlbedbythlsso|utlon,wechooseconstantsC and
o sothat
~
cos o =
C
'
and
s
sin o = -,
C
( I I )
as lndlcatedl nFlg. 2. 4. 4. Notethat,a|thoughtano = s}~.theang|eol s notglven
bytheprlnclpa|branchofthelnversetangentfunctlon(whlchglves va|ueson|yln
the lnterva| --} < x < -}; Instead, o l sthe ang|ebetween0 andz-whose
coslneand slnehavethe slgnsglvenln( I I ), whereelther~or sorbothmay be
negatlve. Thus
tan
,
, s}~;
o = -+tan
,
, s}~;
z-+tan
,
, s}~;
lf~ > 0, s > 0(nrstquadrant),
lf~ < 0(secondorthlrdquadrant),
lf~ > 0,s < 0(fourthquadrant),
wheretan
,
, s}~;lstheang|eln,--}. -};glvenbyaca|cu|atororconputer.
Inanyevent,from( I 0) and ( I I ) weget
x(t)= C cos o,t + sln o,t= C(cos o cos o,t +sln o sln o,t ) .
Wlththealdofthecoslneaddltlonformu|a,wenndthat
x(t) = Ccos (o,t - o) . ( I 2)
Thusthemassoscl||atestoandfrom aboutlts equl|lbrlumposltlonwlth
X
~ I
1. Amplitude
2. Circular frequency
J. Phase angle
C,
-
,, and
o.
Suchmotlonl s ca||edsimple harmonic motion.
Iftlmet ls measuredlnseconds,theclrcu|arfrequency
-
,hasdlmenslonsof
radlans persecond (radJs). Theperiod ofthe motlon ls the tlme requlredforthe
systemtocomp|eteonefu||oscl||atlon,solsglvenby
seconds, ltsfrequency ls
2
I =
-
,
I
-
,
t = =
I 2
( I 3)
( I 4)
ln hertz (Hz), whlch measures the number ofcomp|ete cyc|es per second Note
thatfrequencyls measuredlncyc|espersecond,whereasclrcu|arfrequencyhasthe
dlmenslonsofradlanspersecond.
Atyplca|graphofaslmp|eharmonlcposltlonfunctlon
x (t ) = Ccos (o,t - o) = Ccoso, t -
,
,,= Ccos(
-
, (t -
FGLR
.4.5. Simple
hamonic motion
. ls shown ln Flg. 2. 4. 5, where the geometrlc slgnlncance of the amp|ltude C, the
perlod I, andthetime lag
Exampl e 1
arelndlcated.
o
=
-
,
Ifthe lnltla|posltlonx(0) = x, and lnltla| ve|ocltyx'(0) = u, ofthe mass
areglven,wenrstdetermlnetheva|uesofthecoefnclents~andslnEq. ( I 0), then
nndtheamp|ltude C andphaseang|eo bycarrylng outthetransformatlonofx(t)
totheformlnEq. ( I 2), aslndlcatedprevlous|y.
A
ody ithmassm =
ogram (kg) lsattached to the endofasprlngthatls

stretched2meters(m)byaforceofI 00newtons(N). Itlssetlnmotlonwlthlnltla|
posltlonx, = I (m) and lnltla| ve|oclty u, = -5 (m/s). (Note that these lnltla|
condltlonslndlcatethatthebody ls dlsp|acedtotherlghtandlsmovlngto the|eft
at tlme t = 0. ) Flnd the posltlon functlon ofthe body as we|| as the amp|ltude,
frequency,perlodofoscl||atlon,andtlme|agofltsmotlon.
Sol uti on
Thesprlngconstantls/ = ( I 00N) J(2m) = 50(NJm), soEq. (S)yle|ds x+
50x = 0, thatls,
x+ I 00x = 0.
Consequent|y,theclrcu|arfrequencyoftheresu|tlngslmp|eharmonlcmotlonofthe
body wl||be
-
, =
I 00= I 0(rad/s) . Henceltwl||oscl||atewlthperlod

andwlthfrequency
2 2
I = = 0. 62S3s
-
, I 0
I
-
, I 0
t = = = I . 59 I 5Hz.
I 2 2
Wenowlmposethelnltla|condltlonsx(0)= I andx (0)= -5ontheposltlon
functlon
x ( ) = ~cosl 0t + Bslnl 0t wlth x ,) = -l 0~sln l 0t + l 0Bcos l 0t .
I t fo||owsreadl|ythat~= I ands = - , s otheposltlonfunctlonofthebodyls
x () = cosl 0t - slnl 0t .
Henceltsamp|ltudeofmotlonl s
To nndthetlme|ag,wewrlte
2 I
x ( ) = _
cos l 0t -
sln l 0t = _cos ( l 0t - o) ,
wherethephaseang|eo satlsnes
2 I
cos o =
> 0 and sln o = - < 0.
Henceo lsthefourth-quadrantang|e
-I J
o = 2 +tan
|
2J
= 2 - tan
,
, , ~ 5. SI 95,
andthetlme|agofthemotlonl s
o
= ~ 0. 5S20s.
O
Wlththeamp|ltudeandapproxlmatephaseang|eshownexp|lclt|y,theposltlonfunc-
tlonofthebody takestheform
x ( ) -| . cos ( l 0t - 5. S I 95) ,
andltsgraphlsshownlnFlg. 2. 4. 6.
0
FIGURE 2.4.7. Overdamped
motion: x (t ) cj c
r|
t
+ c_c
rz
t
with
/j 0 and
Solution curves
are graphed with the same initial
position Xo and diferent initial
velocities.
X

I
-|
FIGURE 2.4.6. Graph of the position function
x(t ) cos(wot a) in Example I , with amplitude
1 . 1 1 8, period . 0. 628, and time lag 0. 582.
lreeDampedMotion
3
Wlthdamplngbutnoextema|force,thedlerentla|equatlonwehavebeenstudylng
takestheform-x+.x+/x=c,a|tematlve|y,
2 I
c x + px + .
,
x= .
where.,=,/}-ls thecorrespondlnga.-peaclrcu|arfrequencyand
c
p = - > c
z-
Thecharacterlstlcequatlon
+zp+.=cofEq., I 5)hasroots
, .
= -p+,p
.;
thatdependontheslgnof

.
/ .
- :/-
p - . = - =
,
:-
- :-
, I 5)
, I 6)
, I 7)
, I )
Thecritical damping c
;
ls glvenbyc
;
= , :/-.andwedlstlngulshthreecases,
accordlngasc >c
;
, c =c, orc < c
;
OVERDAMPED CASE: c ~ c,, (c
-
~ 4km) . Becausec l s re|atlve|y|argel nthls
case,weare dea|lngwlthastrongreslstancelncomparlsonwlthare|atlve|yweak
sprlngorasma||mass Then , I 7)glvesdlstlnctrea| roots, and
.bothofwhlch
arenegatlve Theposltlonfunctlonhastheform
, I 9)
Itlseasytoseethatx,;-- cas-- +~andthat thebodysett|estoltsequl|lbrlum
posltlon wlthout any oscl||atlons (Prob|em 29). Flgure 2 4 7 shows some typlca|
graphsoftheposltlonfunctlonfortheoverdampedcase,wechosex,anxedposltlve
numberandl||ustratedtheeectsofchanglngthelnltla|ve|oclty:, Ineverycase
thewou|d-beoscl||atlonsaredampedout.
0
FIGUR 2.4.8. Critically
damped motion:
x(t ) = (C
I
+ c2t)e-pt with ]
Solution curves are graphed with
the same initial position Xo and
diferent initial velocities.
O
_ | j
" x = Ce-pt cos (W j / - a)
x- + Ce-pt
-
0
FIGUR 2.4.9. Underdamped
oscillations:
x(t) = Ce-pt COS(Wl t - a) .
CRITICALLY DAMPED CASE: c = c,, (c
-
= 4km) . Inthls case, ( I 7) glves
equa|roots, =
:
= - ofthecharacterlstlcequatlon,sothegenera| so|utlonls
(20)
Because e
-
> 0 and .,+.

:
has at most one posltlve zero, the body passes
through lts equl|lbrlum posltlon at most once, and lt l s c|ear thatx () -- 0 as
-- +c. Some graphs ofthe motlon ln the crltlca||y damped case appear ln
Flg. 2. 4. S, and they resemb|e those of the overdamped case (Flg. 2. 4. 7). In the
crltlca||y damped case, the reslstanceofthe dashpot lsust|arge enough to damp
out any oscl||atlons, but even a s|lghtreductlon ln reslstance wl|| brlng us to the
remalnlngcase,theonethatshowsthemostdramatlcbehavlor.
UNDERDAMPED CASE: c * c,, (c
-
* 4km) . Thecharacterlstlcequatlonnow
hastwocomp|exconugateroots -p+/, .- p
:
,andthegenera| so|utlonls
(2I )
where
@ : :
@
,
4km - .
:
.,
.
,
- p
2m
(22)
Uslng thecoslneaddltlonformu|aaslnthederlvatlonofEq. ( I 2), wemayrewrlte
Eq. (20)as
so
x,; = ce
-
.a ,., - o) (23)
where
~
cos o =
c
and
s
smo =
c
Theso|utlonln(22)representsexponentla||ydampedoscl||atlonsofthebody
around lts equl|lbrlum posltlon. The graph ofx,; |les between the 'amp|ltude
enve|ope curvesx = -ce
-
andx = ce
-
andtouches themwhen., - o ls
anlntegra|mu|tlp|eof. Themotlonlsnotactua||yperlodlc,butltlsneverthe|ess
usefu|toca||.,ltscircular frequeucy (moreproper|y,ltspseudofrequency), , =
2J., lts pseudoperiod of oscl||atlon, and ce
-
lts time-varying amplitude.

Most ofthese quantltles are shown ln the typlca| graph of underdamped motlon
ln Flg. 2. 4. 9. Note from Eq. (2I ) that ln thls case ., ls |ess than the undamped
clrcu|arfrequency .,, so , ls |argerthan theperlod ofoscl||atlonofthe same
mass wlthoutdamplng onthe same sprlng. Thus the actlon ofthe dashpothas at
|easttwoeects.
1. It exponentla||y damps the oscl||atlons, ln accord wlth the tlme-varylng
amp|ltude.
Z. Its|owsthemotlon, thatls,thedashpotdecreasesthefrequencyofthemotlon.
cXump| eZ
2. 4 Mechani cal Vi brati ons 1 43
Asthefo||owlngexamp|el||ustrates, damplngtyplca||ya|sode|aysthemotloa
furtherthatls, lncreasesthetlme |agas compared wlth undamped motlonwlth
thesamelnltla|condltlons
The mass and sprlng ofExamp|e I are now attached a|so to a dashpot that pro-
vldes I N ofreslstancefor each meter persecondofve|oclty The mass ls setla
motlon wlththe samelnltla|posltlonx(0) I and lnltla| ve|ocltyx' (0) * 5as
ln Examp|e I . Now nndtheposltlonfunctlon ofthe mass, lts new frequency aad
pseudoperlod ofmotlon, lts new tlme |ag, and the tlmes of lts nrstfour passages
throughthelnltla|posltlonx 0
Sol uti on Ratherthanmemorlzlngthevarlousformu|asglvenlntheprecedlngdlscusslon,ltls
betterpractlcelnapartlcu|arcasetosetupthedlfferentla|equatlonandthensolve
ltdlrect|y Reca|| thatm and/ 50, weare nowglven. * I ln mksuaits
HenceEq (4) ls x+x'+50x 0, thatls,
x+2x'+ I 00x 0.
Thecharacterl stlc equatlon
:
+ 2r + I 00 ,+ I )
:
+ 99 0 has roots r
i o
:
= -I +/ . sothe genera| so|utlonls
x(t ) 8
/
,~cos

+ Bsln

; (24)
Consequent|y,thenewclrcu|ar(pseudo)frequencyls.[ 9. 9499(ascom-
paredwlthu I 0lnExamp|e I ). Thenew(pseudo)perlodandfrequencyare
and
2 2
,
*
0. 63 I 5S
.
, 99
I .,
.,
*
I . 5S36Hz
, 2 2
(ascomparedwlth 0. 62S3 <
,
and I I 59I 5> I[ lnExample I ) .
Wenowlmposethelnltla|condltlonsx,0) I andx',0) 5ontheposltloa
functlonln,23)andtheresu|tlngve|ocltyfunctlon
x'
,;-8
/
,~cos

+Bsln

;+

8
/
, -~sln

+Bcos

Itfo||owsthat
x(0) ~I and x' (0) -~+ B

-5,
whencewenndthat~ I and B -4J
Thusthenewposltlonfunctlonof
the bodyls
x(t ) 8
/
cos

- sln

,
Hencelts tlme-varylngamp|ltudeofmotlonls
1 44 Chapter 2 Li near Equati ons of Hi gher Order
We thereforewrlte
x(t ) = e
_
cos
t -
sln
t
. 99 .I I 5 .I I 5
=

e
_
cos (
t - :, ; ,
wherethephaseang|e:, satlsnes
cos:, =
> 0 and
.I I 5
Hence:, ls thefourth-quadrantang|e
4
m:, = -< 0.
-4J
4
'
:, = 2 +tan
,
_ = 2 - tan
,
-5 9009,
99J I I 5 . 99
andthetlme |agofthemotlonls
:,
(
= ~0 593 I s
-
,
(as compared wlth - 0 5S20 <
(
ln Examp|e I ) Wlth the tlme-varylng am-
p|ltudeandapproxlmatephase ang|e shown exp|lclt|y, theposltlonfunctlonofthe
masstakestheform
x(t ) -

e
_
cos (
t - 5 9009) , (25)
andltsgraphlsthedampedexponentla|thatlsshownlnFlg 2 4 I 0(lncomparlson
wlththeundampedoscl||atlonsofExamp|e I )
X

FIGURE 2.4. 10. Graphs of the position function
x (t ) cos(wJ t al ) of Example 2 (damped
oscillations), the position function x (t) = cos (wot a) of
Example I (undamped oscillations), and the envelope curves
x (t) .

From(24)weseethatthemasspassesthrough ltsequl|lbrlumposltlonx = 0
when .a ,, - (I ) = 0, andthus when
thatls,when
2
'
3
`
. . . .
Wesee slml|ar|ythattheundampedmassofExamp|e I passesthroughequl|lbrlum
when
3
t = o
a
-
,
2,
2
-
'
.
z,
3
+
2
-
Thefo||owlng tab|e compares the nrst fourva|ues , ,

:
,
,
-
weca|cu|ateforthe
undampedanddampedcases,respectlve|y.
I 2 3 4
-
(undamped) 0. I I 07 0. 4249 0. 7390 I . 0532
-
(damped) 0. I I 95 0. 4352 0. 7509 I 0667
Accordlng|y, ln Flg. 2. 4. I I (where on|y the nrst three equl|lbrlum passages are
shown)we seethedampedoscl||atlons|agglngs|lght|ybehlndthe undampedones.
x
x(t) " C cos(Wo t - O )
-I
FIGURE 2.4. 11. Graphs on the interval 0 :: :: 0. 8
illustrating the additional delay associated with damping.
1. Determine the period and frequency of the simple har
monic motion of a 4-kg mass on the end of a spring with
spring constant 1 6 N/m.
2. Determine the period and frequency of the simple har
monic motion of a body of mass 0. 75 kg on the end of
a spring with spring constant 48 N/m.
3. A mass of 3 kg is attached to the end of a spring that is
stretched 20 cm by a force of 15 N. It is set in motion with
initial position X 0 and initial velocity 0 = -1 0 m/s.
Find the amplitude, period, and frequency of the resulting
motion.
4. A body with mass 250 g is attached to the end of a spring
that is stretched 25 cm by a force of 9 N. At time 0
the body is pulled 1 m to the right, stretching the spring,
and set in motion with an initial velocity of 5 m/s to the
left. (a) Find .in the form cos(uq- a) . (b) Find
the amplitude and period of motion of the body.
............., .,..
..,,........+ . 0, ..
. / .
..........
.,............
.........
5. Two pendulums are of lengths . and L
2
and-when lo
cated at the respective distances .and .
fom the center

of the earth-have periods PI and P
2
. Show that
. .
_
P
2
6. A certain pendulum keeps perfect time in Paris, where the

radius of the earth is . 3956 (mi). But this clock loses
2 min 40 s per day at a location on the equator. Use the
result of Problem 5 to fnd the amount of the equatorial
bulge of the earth.
7. A pendulum of length 1 00. 1 0 in. , located at a point at
sea level where the radius of the earth is . 3960 (mi),
has the same period as does a pendulum of length 1 00. 00
in. atop a nearby mountain. Use the result of Problem 5 to
fnd the height of the mountain.
8. Most grandfather clocks have pendulums with adj ustable
lengths. One such clock loses 10 min per day when the
length of its pendulum is 30 in. With what length pendu
lum will this clock keep perfect time?
9. Derive Eq. (5) describing the motion of a mass attached to
the bottom of a vertically suspended spring. ....
First denote by .the displacement of the mass below
the unstretched position of the spring; set up the diferen
tial equation for . Then substitute y . Xq in this
diferential equation. )
10. Consider a foating cylindrical buoy with radius height
.and uniform density .0.5 (recall that the density
of water is 1 g/cm
3
). The buoy is initially suspended at
rest with its bottom at the top surface of the water and
is released at time Thereafter it is acted on by
two forces: a downward gravitational force equal to its
weight .
..and (by Archimedes' principle of

buoyancy) an upward force equal to the weight
..of
water displaced, where . . is the depth of the bot
tom of the buoy beneath the surface at time (Fig. 2. 4. 1 2) .
Conclude that the buoy undergoes simple harmonic mo
tion around its equilibrium position X, ..with period
, 2
...Compute ,and the amplitude of the mo

tion if . 0. 5 g/cm
3
, . 200 cm, and . 980 cm/s
2
.
FIGURE 2.4. 12. The buoy of Problem 1 0.
11. A cylindrical buoy weighing 1 00 lb (thus of mass
3. 1 25 slugs in ft-lb-s (fps) units) foats in water with its
axis vertical (as in Problem 1 0). When depressed slightly
and released, it oscillates up and down four times every
1 0 s. Assume that friction is negligible. Find the radius of
the buoy.
12. Assume that the earth is a solid sphere of uniform density,
with mass and radius . 3960 (mi). For a particle of
mass ..the earth at distance from the center of
the earth, the gravitational force attracting toward the
center is Fr
where M
r
is the mass of the
part of the earth within a sphere of radius (a) Show that
Fr .
(b) Now suppose that a small hole is

drilled straight through the center of the earth, thus con
necting two antipodal points on its surface. Let a particle
of mass be dropped at time 0 into thi s hole with ini
tial speed zero, and let be its distance from the center
of the earth at time (Fig. 2. 4. 1 3). Conclude from New
ton' s second law and part (a) that . where
k
2
.
..
FIGURE 2.4. 13. A mass falling down
a hole through the center of the earth
(Problem 1 2).
(c) Take . 32. 2 f/S
2
, and conclude from part (b) that
the particle undergoes simple harmonic motion back and
forth between the ends of the hole, with a period of about
84 min. (d) Look up (or derive) the period of a satellite
that just skims the surface of the earth; compare with the
result in part (c). How do you explain the coincidence?
Or .it a coincidence? (e) With what speed (in miles
13.
14.
per hour) does the particle pass through the center of the
earth? (D Look up (or derive) the orbital velocity of a
satellite that just skims the surface of the earth; compare
with the result in part (e). How do you explain the coinci
dence? Or .it a coincidence?
Suppose that the mass in a mass-spring-dashpot system
with 9, and . is set in motion with
. and . (a) Find the position func
tion . and show that its graph looks as indicated in
Fig. . . (b) Find how far the mass moves to the
right before starting back toward the origin.
: -
4
5
.

- I
.
.
FIGURE 2.4. 14. The position function
. of Problem
Suppose that the mass i n a mass-spring-dashpot system
with and . is set in motion
with . and . . (a) Find the position
function . and show that its graph looks as indicated in
Fig. . (b) Find the pseudoperiod of the oscillations
and the equations of the "envelope curves" that are dashed
in the fgure.
.
|

- |
Z
Z
- .
r
: | | : .
FIGURE 2.4. 15. The position function
.of Problem .
....,. .........,.
..... .........
...,.....,...........
,.....,... .......
...,..... .
.,..........
...,....,... ..,.
.....,...,...
.
.. . .......,.,.
.. ... ........q....
..,.........,.
..........,....
............,..,.
,....,......
15. , . ..
16. . . ,
17. I , . .
18. . . -
19. . . 9. .
20. . .. .
21. I , . .
22. A 1 2-lb weight (mass slugs in fps units)
is attached both to a vertically suspended spring that it
stretches in. and to a dashpot that provides Ib of re
sistance for every foot per second of velocity. (a) If the
weight is pulled down I f below its static equilibrium po
sition and then released from rest at time fnd its po
sition function . (b) Find the frequency, time-varying
amplitude, and phase angle of the motion.
23. This problem deals with a highly simplifed model of a car
of weight Ib (mass slugs in fps units). As
sume that the suspension system acts like a single spring
and its shock absorbers like a single dashpot, so that its
vertical vibrations satisfy Eq. .with appropriate values
of the coeffcients. (a) Find the stifness coeffcient .
of the spring if the car undergoes free vibrations at cy
cles per minute (cycles/min) when its shock absorbers are
disconnected. (b) With the shock absorbers connected,
the car is set into vibration by driving it over a bump, and
the resulting damped vibrations have a frequency of
cycles/min. Afer how long will the time-varying ampli
tude be I % of its initial value?
..............,.....,..
...,......,.,.
. ... . .....,
u . ..u u ,
......
..,...,... ..,....,...
,
24. (Critically damped) Show in this case that
. .+ + ,.
25. (Critically damped) Deduce from Problem .that the

mass passes through . at some instant if and
only if .and ,+ ,.have opposite signs.
26. (Critically damped) Deduce from Problem .that .has
a local maximum or minimum at some instant if and
only if and + ,.have the same sign.
27. (Overdamped) Show in this case that
where
-, ,,
uand )

28. (Overdamped) If . deduce from Problem 27 that
.
sinh y
Y
29. (Overdamped) Prove that in thi s case the mass can pass
through its equilibrium position . at most once.
30. (Underdamped) Show that in this case

+ ,.
.
O
COS W[ +
WI
smwl t .
31. (Underdamped) If the damping constant is small in com
parison with
. apply the binomial series to show that

WI W
O
I -
.
.
32. (Underdamped) Show that the local maxima and minima
of
occur where
tan(wl t - a)
WI
Conclude that
l 2n/wl if two consecutive maxima

occur at times tl and
33. (Underdamped) Let XI and .
be two consecutive local

maximum values of . Deduce from the result of Prob
lem 32 that
In
.I
2np
.
WI
The constant 2n P/WI is called the logarithmic
decrement of the oscillation. Note also that mWI /n
because ,
D0I6 ....,........
.....viscosity ........,.
,...............
..... ........,........
.......,..........
.,.... FR 6n .. ......,.
......,..........
..........,.........,.
.. .. ..,.WI ......
............
.............
.....
34. (Underdamped) A body weighing Ib (mass
3. 1 25 slugs in fps units) is oscillating attached to a spring
and a dashpot. Its frst two maximum displacements of
6. 73 in. and 1 . 46 in. are observed to occur at times 0. 34
s and 1 . 1 7 s, respectively. Compute the damping con
stant (in pound-seconds per foot) and spring constant (in
pounds per foot) .
Diferential Equations and Determinism
.... .....,......,...
. .. ,....,..
.+ .+ .. (26)
....unique ..,...,....
.. . . ..........
....,.....,...,...
., .,..........
..,......,......,..
....precisely. ......,
......,........
,.....
35. Suppose that 1 , 2, and . 1 in Eq. (26) . Show
that the solution with . and . 1 is
.

36. Suppose that 1 and 2 but . 1 1 -
2
n
. Show
that the solution of Eq. (26) with . and . 1
is
.
l
n
sinh l O-
n
t .
37. Suppose that 1 and 2 but that . 1 + 1 -
2n
.
Show that the solution of Eq. (26) with . and
. 1 is
38. Whereas the graphs of . and .
resemble those
shown in Figs. 2.4.7 and 2. 4. 8, the graph of .
exhibits
damped oscillations like those illustrated in Fig. 2. 4. 9, but
with a very long pseudoperiod. Nevertheless, show that
for each fxed it is true that
lim .
lim .
.
n
o
n
o
Conclude that ...the three solu
tions are in "practical" agreement if is sufciently large.
Nonhomogelous Eqtations and Undetermined Coeficients
We|earnedlnSectlon2. 3howtoso|vehomogeneous|lnearequatlonswlthconstant
coefnclents,butwesawlnSectlon2. 4thatanextema|forcelnaslmp|emechanlca|
systemcontrlbutesanonhomogeneoustermtoltsdlerentla|equatlon.Thegenera|
nonhomogeneousnth-order|lnearequatlonwlthconstantcoefnclentshastheform
( I )
cXump| e 1
2. 5 Nonhomogeneous Equati ons and Undetermi ned Coeffi ci ents 1 49
ByTheorem5 ofSectlon2. 2, agenera| so|utlonofEq. , I ) hastheform
y= y
+y
'`)
wherethecomp|ementaryfunctlony
,x;lsagenera|so|utlonoftheassoclatedac
mogeneousequatlon
|')
and,, ,x;lsapartlcu|arso|utlonofEq., I ) .Thusourremalnlngtasklstonnd) .
Themethod of undetermined coefcients ls astralghtforwardwayofdolag
thlswhentheglvenfunctlon),x; lnEq., I ) lssufnclent|yslmp|ethatwecaamake
an lnte||lgentguessas to the genera|form ofy, For examp|e, supposethat ](x)
ls a po|ynomla| ofdegree m. Then, because the derlvatlves ofa po|yaomlal are
themse|ves po|ynomla|s of |ower degree, lt ls reasonab|e to suspect a partlcular
so|utlon
,, ,x;= ~
-
x
-
+~
-
.
x
-
.
+
. . .
+~, x +~,
thatlsa|soapo|ynomla|ofdegreem, butwlthasyetundetermlnedcoefncleats We
may,therefore,substltutethlsexpresslonfory,lntoEq., I ),andthenbyequatlag
coefnclentsof|lkepowersofxonthetwo sldes oftheresu|tlngequatlonattempt
todetermlnethecoemclents~,, ~, ,~
-
sothaty
wl||,lndeed,beapartlcular
so|utlonof Eq., I ).
Slml|ar|y,supposethat
),x;=O cos/x+ /slnkx .
Thenltlsreasonab|etoexpectapartlcularso|utlonofthesameform.
,, ,x;= ~.. /x+ s|a /x,
a |lnearcomblnatlon wlth undetermlned coemclents ~ and s The reasoa ls that
anyderlvatlveofsucha|lnearcomblnatlonofcos/xandsln/xhasthesameform.
Wemay therefore substltutethlsform of
y,ln Eq. , I ), andthenbyequatlngco
efnclents ofcos/xand sln/x on both sldesoftheresu|tlngequatlonattemptto
determlnethecoemclents~andsso thaty
wl||,lndeed,beapartlcularsolutloa
lt turns out that thls approach does succeed whenever all the derlvatlves ot
),x; have the sameformas ),x; ltse|f. Beforedescrlblngthe methodlntu|lgea
era|lty,wel||ustrateltwlthsevera|pre|lmlnaryexamp|es.
. . . .
Flndapartlcu|arso|utlonofy
+,+ :,= x+2.
Sol ution Here),x; = x+2lsapo|ynomla|ofdegree I,soourguesslsthat
y, ,x; = ~x+ s
Then y= ~and,= 0, so,,wl||satlsfythedlfferentla|equatlonprovldedthat
,0) + ,~; +:,~x+ s; = x+2,
thatls,
,:~;x+ , ~+:s;= x+ 2
cXump| eZ
fora||x. Thlswl||betruelfthex-termsandconstanttermsonthetwosldesofthls
equatlonagree. Itthereforesufncesfor~and stosatl sfy thetwo|lnearequatloas
:~= and~+:s = 2thatwereadl|yso|vefor~= and s= _ Thuswe
havefoundthepartlcu|arso|utlon
Flndapartlcu|arso|utlonof, :,=
Sol ution Anyderlvatlveofe
lsaconstantmu|tlp|eofe
,soltlsreasonab|etotry
cXump| e
Then ,
= ~e
,sotheglvendlfferentla|equatlonwl||besatlsnedprovldedthat
thatls, ~= 2, sothat~= Thus ourpartlcu|arso|utlonls,, (x) = e

Flnd apartlcu|arso|utlonof,+ ,' 2, = 2cosx.
Sol ution Anrstguessmlghtbe,, (x) = ~cosx,butthepresenceof,'onthe|e-handslde
slgna|sthatweprobab|yneedatermlnvo|vlngslnx aswe|| . Sowetry
cXump| e4
,, (x) = A cos x + ssln x,
, (x) = -~sln x + scos x,
,
(x) = -~cos x ssln x.

Thensubstltutlonof,
o
andltsderlvatlveslntotheglvendlerentla|equatlonyle|ds
,-~cosx - sslnx) + (-~slnx + scosx) - z,~cosx + sslnx) = 2cos x ,
thatl s (co||ectlngcoefnclentsonthe|e),
, -~+ s;cos x + , -~- s; sln x = 2 cos x.
Thlswl||betruefora||x provldedthatthecoslneandslnetermsonthetwosldes
ofthls equatlon agree. It therefore sufncesfor~ and s to satlsfy the two |lnear
equatlons
-~+ s= 2,
-~- s= 0
wlthreadl|yfoundso|utlon~= , s = Henceapartlcu|arso|utlonls
( )
,
o
X = _cos x + _ smx.
The fo||owlngexamp|e, whlch superncla||y resemb|es Examp|e 2, lndlcates
that the method ofundetermlned coefnclents ls not a|ways qulte so slmp|e as we
havemadeltappear.
Flndapartlcu|arso|utlonof, - :, = ze
:

Sol uti on Ifwetry,, ,x;= ~e
.wenndthat
Thus, nomatterhow ~ls chosen, ~e
cannot satlsfy theglvennonhomogeaeous

equatlon In fact, theprecedlngcomputatlon shows that ~e
satlsneslastead the
assoclated/o-o,eeosequatlon Therefore, we shou|dbeglnwlthatrlalfunctloa
,, ,x;whose derlvatlve lnvo|ves both e
.aso-e//,e/sethatcan caace| upoa

substltutlon lnto the dlfferentla| equatlon to |eave the e
term that we aeed ^

reasonab|eguessls
forwhlch
, ,x;= ~e
+
z~xe
and ,
,x;= :~e
+
:~
,e
Substltutlonlntotheorlglna|dlfferentla|equatlonyle|ds
,:~e
+
:~xe
;- :,~xe
;= ze
The terms lnvo|vlng xe
ob|lglng|y cance| , |eavlng on|y :~e
= ze
. so that
~= | Consequent|y,apartlcu|arso|utlonls
The General Approach

Ourlnltla|dlfncu|tylnExamp|e:resu|tedfromthefactthat),x;= ze
satlsnes
theassoclatedhomogeneousequatlon Ru|e I , glvenshort|y, te||swhattodowhea
wedonothavethlsdlmcu|ty,andRu|ezte||swhattodowhea wedohavelt
Themethodofundetermlnedcoemclentsapp|les wheneverthemnctlon](x)
lnEq , I ) ls a|lnearcomblnatlonof(nnlte)products offunctlonsofthefo||owlng
threetypes .
1. Apo|ynomla|lnx,
Z. Anexponentla|functlone
,
J. cos/xorsln/x
Anysuchfunctlonforexamp|e,
),x;= ,- :x
; e
- :x
cosi cx.
,:;
hasthe crucla| property that on|y]/e/,many |lnear|y lndependent functlonsap-
pearas terms (summands)ln ),x;andltsderlvatlves ofa||orders lnRules I aad
zweassumethat i, = ),x; ls anonhomogeneous |lnearequatlonwlthconstaat
coefnclentsandthat),x;lsafunctlonofthlsklnd
RULE 1 Method of Undetermi ned Coeffcients
Supposethatnotermappeingeitherin),x;orlnanyofltsderivatlvessatlsnes
theassociatedhomogeneousequatlon L, = 0. Thentakeasatrla|so|utionfor
) a|lnearcombination of a||| lnear|yindependentsuchterms and thelrderiva-
tlves. Then determlnethe coefnclents by substltutlon ofthls tria| so|utlon lnto
thenonhomogeneousequatlonL, = ),x;
Exampl e
Notethatthlsru|els notatheoremrequlrlngproof, ltls mere|yaprocedureto
befo||owedln searchlngfor apartlcu|arso|utlon), . Ifwesucceedlnnndlng), ,
thennothlngmoreneedbesald. (Itcanbeproved,however,thatthlsprocedurewll|
a|wayssucceedunderthecondltlons speclnedhere. )
lnpractlcewecheckthesupposltlonmadelnRu|e I bynrstuslngthecharac
terlstlcequatlonto nndthe comp|ementary functlon), and then wrltea|lstofall
theterms appearlngln )(x) andlts successlvederlvatlves. Ifnoneofthetermsla
thls|lstdup|lcatesatermln) , thenweproceedwlthRu|e I .
Flndapartlcu|arso|utlonof
,+ 4, =3x
. (5)
Sol uti on The(faml|lar)comp|ementaryso|utlonofEq. (5)ls
Exampl e
) (x) = cj cos2x+c_ sln2x.
Thefunctlon )(x) = 3x
and lts derlvatlves are constantmu|tlp|esofthe|lnear|y

lndependentfunctlonsx
,x
:
,x, and I . Becausenoneoftheseappearsln) , wetry
)
o
=Ax
+ Bx
:
+ Cx + D,
)=3Ax
:
+2Bx +C,
)=6Ax+ 2B.
SubstltutlonlnEq. (5)glves
)+4,, = (6Ax +2B) +4(Ax
+Bx
:
+Cx+ D)
=4Ax
+4Bx
:
+ (6A +4C)x+ (2B +D) =3x
Weequatecoemclentsof|lkepowersofx lnthe|astequatlontoget
4A = 3,
6A + 4C =0,
4B = 0,
2B + D =0
wlth so|utlonA = , B = 0, C = g and D =0. Henceapartlcu|arso|utlonof
Eq. (5)ls
( )

,
)
o
x = x - _x.
) - 3,'
+ 2,=3e
- l 0cos 3x,
,(0) = I , ,' (0) =2.
(6)
Sol uti on Thecharacterlstlc equatlon r
:
- 3r+ 2 = 0hasroots r = I and r = 2, so the
comp|ementaryfunctlonls
Exampl e
1|e:e:ms|aveivea|a),x) =,
- l c .esxaaa|:sae:|va:|vesa::,
,.asx,
aaas|axse.aaseaeaeei:|eseaea:s|ay_ , we::y
y
,
= n,
+ s .es x+ c s|a x,
y=-n,
- s s|a x+c.esx
y
,
= n,
- s .es x- c s|a x
Aue:wesa|s:|:a:e:|esees:ess|eas|a:e:|ea|ne:ea:|aieaa:|ea|a,:)aaa.e|i:.:
.eeia.|ea:s,we,e:
y- y+zy
,
=:n,
+, -s- c) .esx+,s c)s|a x

=,
- l c .es x
weeaa:e:|e.eeia.|ea:sei:|e:e:ms|aveiv|a,,
,:|ese|aveiv|a.esx, aaa
:|ese|aveiv|a,s|ax. 1|e:esai:|s:|esys:em
:n = ,
-s- c=-l c,
s - c = c
w|:|seia:|ean= , s= _ aaac= _ 1||s,|ves:|ea::|.aia:seia:|ea
, )
.
9
y
,
x = ,
+_ .es x +
r
sm x
w||.|,|eweve:,aeesae:|ave:|e:ea|:ea|a|:|aivaiaes| a,:)
1esa:|siy:|ese|a|:|ai.eaa|:|eas,we|e,|aw|:|:|ey
,,m/seia:|aa
y,x) =y
,x)+y
,
,x)
9
= c, , + .
, + , +_ .es x +
r
sm x
w|:|ae:|va:|ve
1|e|a|:|ai.eaa|:|eas|a,:)ieaa:e:|eeaa:|eas
y,c)=c, +.
+,+= l
y,c)=c, +z.
- +=z
w|:|seia:|eac, =, .
= 1|eaes|:eaa::|.aia:seia:|ea|s:|e::ia::
, )
,
+
e
+
,
+
7
+
9
y x = - ,
r
, , _ .es x _ sm x
t|aa:|e,eae:aiie:meiaa::|.aia:seia:|eaei
,)
Sol ution 1|e.|a:a.:e:|s:|.eaa:|ea
+ =0|as:ee:s=c, = -/ , aaa=/ sa
:|e.emiemea:a:yiaa.:|ea|s
1|eae:|va:|vesei:|e:|,|:|aaas|ae|a,7)|aveive:|e:e:ms
.esx, s|ax, x.esx, xs|ax,
e
:
, xe
:
, aaa x
:
e
:
se.aase:|e:e|saeaai|.a:|eaw|:|:|e:e:msei:|e.emiemea:a:yiaa.:|ea,:a:
::|aiseia:|ea:a|es:|eie:m
y, ,x; =A.es x+ Bs|a x+ cx.es x+ bxs|a x+ ie
:
+ ixe
:
+ ox
:
e
:
Ueasa|s:|:a:|a,y
|a,7)aaaeaa:|a,.eeu.|ea:sei i|ie:e:ms, we,e:sev:a

eaa:|easae:e:m|a|a,:|esevea.eeia.|ea:sA, B, C, b, i, i,aaao
The Case of Duplication
Newwe:anea:a::ea:|ea:e:|es|:aa:|ea|aw||.akaielaeesae:aiy semeei
:|e:e:ms|aveivea|a ),x; aaa |:s ae:|va:|vessa:|siy:|easse.|a:ea|eme,eaeeas
eaa:|ea te:|as:aa.e, saese :|a:wewaa::e aaa aa::|.aia:seia:|ea ei:a:
a|iie:ea:|aieaa:|ea
(S)
r:e.eea|a,as|akaiel , ea:a:s:,aessweaia|e
,;
1||sie:meiy,,x; w|iiae:|eaaeaa:e|e.aase:|e.emiemea:a:yiaa.:|eaai
(S)|s
, l c)
se sa|s:|:a:|ea ei,; |a :|e iei:|aaa s|ae ei(S) weaia y|eia ze:e :a:|e: :aaa
,zx- ; e
1esee|ew:eameaaea:a:s:,aess, wee|se:ve:|a:
|y , i ; eise.:|eaz ii,,x; |s ., seia:|eaei (S) aaawe aiy :a:
ee:a:e:, b- ;
:
:e|e:|s|aes,wesee:|a:,,x; |saiseaseia:|eaei:|eeaa:|aa
,b- ; `,=c 1|e,eae:aiseia:|eaei:||s/o-o,eeoseaa:|ea.aa|ew:|:::a
as
1|ase.eseia:|eaeiea:e:|,|aaieaa:|ea|a(S) |s:|esameia.emiemea:a:y
iaa.:|eaaaaap././.so//oei:|eie:m
, l l )
Ne:e:|a::|e:|,|:|aaas|ae|a, I I ) .aa|ee|:a|aea|ymai:||y|a:a.a:e:m
eiea:a:s:,aess|a(9)|y:|eieas:es|:|ve|a:e,:aiewe:eix ,|a:a|s.as:,x
)
:|a:saia.es:eei|m|aa:eaai|.a:|ea|e:weea:|e:e:msei:|e:esai:|a,::|aise|a:|aa
,, ,x;aaa:|e.emiemea:a:yiaa.:|ea)c ,x),|vea|a, I 0) 1|| s:e.eaa::sa..e:as
|a:|e,eae:ai.ase
1es|mi|iy:|e,eae:ais:a:emea:eikaie2, wee|se:v::aa::eaaaaa::|.aia:
seia:|eaei:|eaea|eme,eaeeasi|aea:a|ne:ea:|aieaa:|ea
i,=
,x;+,x; , , I 2)
|:saia.es:eaaa sep.me/,a::|.aia:seia:|easr,,x;aaa l
,x) ai:a::waeaa
:|eas
i,=
,x) aaa i,= ,x; .

:ese.:|veiyte:i|aea:|:y:|ea,|ves
i r,+ r
:
}= ir, +ir
:
= I, ,x;+,x; ,
, I J)
aaa:|e:eie:e)
]
= r, + r
|saa::|.aia:seia:|eaei , I 2) ,1a|s|sa:yeei
sae:es|:|ea:|a.|ieie:aea|eme,eaeeasi|aea:eaa:|eas )
Newea::e|iem|s: eaaaaa::|.aia:seia:|eaei:|eeaa:|eai,= ],x) ,
w|e:eI ,x;|sai|aea:.em||aa:|eaei:eaa.:sei:|eeiemea:a:yiaa.:|aasi|s::a|a
,4) 1|asI ,x;.aa|ew:|::eaasasamei:e:msea.|ei:|eie:m
, I 4)
w|e:e i
-
,x; |saeiyaem|ai |ax eiae,:eem. Ne:e:|a:aayae:|va:|v:aisa.a
a:e:m|sei:|esameie:m|a:w|:|/o/s|aesaaa.es|aesaea:|a, 1a::a.:
aa:e|yw||.|wea::|veaea:i|e:a::|ea::|.aia:seia:|ea|a, I I ) ei(S) .aa|:
,eae:ai|zea:es|ew:|a::|eieiiew|a,:e.eaa:e|saiwayssa..essiai
RULE Z Method of Undetermi ned Coeffcients
ii:|eiaae:|ea],x; |sete|:|e:te:m|a, I 4), :aieas:|e::iaiseia:|ea
,
,x;= x , ~,+n, x+~

:
x
+
. . .
+~
-
x
-
; e
.es /x
+ , s,+s, x+ s
x
:
+
.
+s
-
x
-
; e
|a /x} , , I 5)
w|e:es|||esmaiies:aeme,a:|ve|a:e,e:sa.|:|a:sa.|:|a:ae:e:m|a)
]
aa
i|ea:esa:e:mia:|e.emiemea:a:yiaa.:iea) . 1|eaae:e:miae:|e.eeu.|ea:s
|aL.( I 5)|ysa|s:|:a:|a,)
|a:e:|eaea|eme,eaeeaseaa:|ea
ia:a.:|.eweseiaemaeea:eaeaiw|:|aiaa.:|eaI ,x) :sa|||:|a,:a:iai|
,eae:ai|:y|a, I 4) 1|e:a|ie|at|, 2 5 I i|s:s:|eie:mei,,|ava:|eas.ammaa
.ases,.e::eseaa|a,:e:|eess|||i|:|esm = 0,= 0,aaa/= c
Oa:|ee:|e:|aaa, |:|s.emmea:eaave
I,x) =
,x;+,x; ,
w|e:e II ,x; aaa ,x; a:e a|iie:ea: iaa.:|eas ei:|e se:: i|s:ea| a:|: :a|i: |a
t|, 2 5 I ia:|| sevea:we:aieas,,:|esamei:|e::|aiseia:|easia:II ,x) aaa
,x; . .|ees|a,ssep.me/,ie:ea.|a:::eei|m|aa:eaai|.a:|eaw|:a:a:.amie
mea:a:yiaa.:|ea.1||s:e.eaa:e|s|iias::a:ea|asamiesS:a:ea,aI 0
cXump| eb
Pm = bo + b
t x + b
2
x
2
+
. . .
+ b
mx
m
a cos kx + b sin kx
e'X (a cos kx + b sin kx)
Pm (x) e'X
Pm (x) (a cos kx + b sin kx)
xS (Ao + At x + A
2
X
2
+
. . .
+ Amx
m
)
xS (A cos kx + B sin kx)
xS e'X (A cos kx + B sin kx)
xS (Ao + At x + A
2
X
2
+
. . .
+ Amx
m
)e
rx
xS [ (Ao + At x +
. . .
+ Amx
m
) cos kx
+ ( Bo + Bt x +
. . .
+ Bmx
m
) sin kx]
FIGURE 2.5. 1. Substitutions in the method of undeterined coefcients.
t|aaaa::|.aia:seia:|eaei
, l ,
Sol uti on 1|e.|a:a.:e:|s:|.eaa:|ea
=0|as:ee:s, =
=0aaa
= -l , se:a:
.emiemea:a:yiaa.:|ea|s
Asaa:s:s:e:ewa:aea:a::|.aia:seia:|ea,weie:m:|esam
1|ea::n, .e::eseaa|a,:e,
aeesae:aai|.a:eaaya::ei:ae.emiem:a
:a:yiaa.:|ea,|a::|ea:: s +cx+bx
mas:|emai:|i|ea|yx
:eei|m|aa::
aai|.a:|ea. uea.ewe:aie
=n,
+sx
+cx
+bx
-
,
=n,
+zsx+cx
+:bx
=n,
+zs+:cx+l zbx
aaa
y
= n,
+:c+z:bx
sa|s:|:a:|eaei:|eseae:|va:|ves|a., l :,y|eias
zn,
+,zs+:c)+,:c+z:b)x+l zbx
=,
+:x
1|esys:emeieaa:|eas
zn= ,
:c+ z:b=0,
zs+ :c=0,
l zb= :
|as:|eseia:|ean = s =:, c= - , aaab= uea.e:|eaes|:eaa::|.aia:
seia:|ea|s
Exampl e
De:e:m|ae:|ea:e:|a:eie:mie:aa::|.aia:seia:|eaei
,
+:,+ I , e
-
.es zx
Sol ution 1|e.|a:a.:e:|s:|.eaa:|ea
+:+ l 0|as:ee:s-+z/ ,se:ae.emi:m:a

:a:yiaa.:|ea|s
Exampl e 1
, ,x) e
,.,.eszx+ .
s|azx)
1||s| s :|esameie:masaa:s:a::em:e
-
, n.eszx+ ss|azx) a:aa::|.aia:

seia:|ea,sewemas:mai:|iy|yx:eei|m|aa:eaai|.a:|ea uea.eweweaia:a|:
,_ ,x) e
-
,nx.eszx+ sxs|azx)
___ ,___ u , __ . ... .. . .. ____ __ _ . _ _ _ _ u _ _ _____ __ u ___ _. _ ___ v _ ..
De:e:m|ae:|ea:e:|a:eie:mie:aa::|.aia:seia:|eaei:|eau|e:ae:eaa:|aa
Sol uti on 1|e.|a:a.:e:|s:|.eaa:|ea,- z)
+9)= 0|as:ee:s z, z, z,/, aaa-/ ,

se:|e.emiemea:a:yiaa.:|ea|s
Asaa:s:s:e:ewa:a:|eie:meiaa::|.aia:seia:|ea,weesam|ae:|:sam
,n+ sx+Cx
) e
+ , b+ Ix) .esx+ ,F +ox)s|ax

1eei|m|aa:eaai|.a:|eaw|:|:e:mseiy ,x) , :|ea:s:a::-.e::eseaa|a,:e
,
_
mas:|emai:|i|ea|yx
,aaa:|ese.eaaa::-.e::eseaa|a,:exs|ax-mas:|:
mai:|i|ea|yx uea.eweweaia:aie
Variation of Parameters
t|aaiiy,ie:ase|a:ea::|ei|aaeis|:aa:|ea|aw||.|:|eme:|eaeiaaa::e|a:a
.eeia.|ea:s.aaae:|easea Ceas|ae:,ie:esamie,:|eeaa:|ea
,
+, :aax, , I 7)
w||.|a:a:s:,iaa.emay aea:s|m|ia::e:|ese.eas|ae:ea|a:|e:e.ea|a,es
amies Ne:se, :|eiaa.:|ea),x) :aa x|as/]/e/,-.,i|aea:iy|aae:aa:a:
ae:|va:|ves
se.
x, zse.
x:aax, :se.
x:aa
x+zse.
-
x
1|e:eie:e, weaeae:|ave ava|ia|iea]/e i|aea: .em||aa:|ea:eas:as a::|ai
seia:|ea
wea|s.ass|e:e:|eme:|eaeivariation of parameters, w||.a-|a:|a.||:
,:|a:|s,|i:|e|a:e,:ais:|a:aea:.aa|eevaiaa:ea)-.aaaiways|:asea:eaaad
a::|.aia:seia:|eaei:|eaea|eme,eaeeasi|aea:a|iie:ea:|aieaa:|ea
,
+;-
-
,,x; ,
+ + ;,,x; ,+;
, ,x; ,= ),x; , ( l )
:ev|aea:|a:weai:eaay|aew:|e,eae:aiseia:|ea
y
= ., y,+ .
:
y
:
+
. . .
+.
-
y-
( l 9)
ei:|easse.|a:ea|eme,eaeeaseaa:|ea
,
+ ;-
-
,,x; ,
-
-
,
+

+ ;,,x; ,+;
, ,x; ,= 0
(20)
ue:e,|a|:|ei,|s:|e|as|.|aeaei:|eme:|eaeiva:|a:|eaeia:am::e:s sa
ese:|a:we:eia.e:|e.eas:aa:s, e:p..-ees,., ,.
:
, ,.
-
|a:|e.emiem:a
:a:y iaa.:|ea|a. ( I 9) w|:|.././/es iaa.:|eas[
:
, ,
-
eix we as|
w|e:|e:|:|sess||ie:e.|eese:|eseiaa.:|eas|asa.|away:|a::|e.em||aa:|ea
|saa::|.aia:seia:|eaei:|eaea|eme,eaeeaseaa:|ea|a( I ). i::a:asea::aa:
:||s/saiwaysess||ie.
1|eme:|ea|sessea:|aiiy:|esameie:aiie:ae:s 2, |a:wew|iia:s.:||:
|:|aae:a|ieaiyie::|e.ase= 2 sewe|e,|aw|:|:|ese.eaae:ae:aea|eme:
aeeaseaa:|ea
i,}= ,
+ i,x; ,+ _,x; ,= ),x; (22)

w|:|.emiemea:a:yiaa.:|ea
(23)
easemeeea|a:e:vail w|e:e:|eiaa.:|easiaaa _a:e.ea:|aaeas. wewaa::a
aaaiaa.:|eas,aaa
:
sa.|:|a:
(24)
|saa::|.aia:seia:|eaei.(22)
Oae.eaa|:|eaea:|e:weiaa.:|eas , aaa
:
|s:|a:i,,} = ),x; s:.aas:
:we.eaa|:|easa:e:ea|:ea:eae:e:m|ae:weiaa.:|eas, wea:ei:ee:e|mes:aa
aaa|:|eaai.eaa|:|eaeiea:.|e|.e.wew|iiaese|aaway:|a:s|mi|aes:ae.am
a:a:|easasma.|asess||ie sa:a:s:,:e|mese:|e.eaa|:|eai,,}= ),x; , :
mas:.ema:e:|eae:|va:|ves,aaa,
1|e:eaa.::aie,|ves
1eave|a:|eaea:aa.eei:|ese.eaaae:|va:|vesaaa. :aeaaa|:|eaai.eaa|:|aa
:|a:weaew|mese|s:|a::|ese.eaasam|::emas:vaa|s|
(25)
1|ea
=

+
aaa:|e:eaa.::aie,|ves
//
,

) ,

)
=

+
sa:|e:|
aaa
sa:|siy:|e|eme,eaeeaseaa:|ea
,
+_,= c
asse.|a:eaw|:|:|eaea|eme,eaeeaseaa:|ea|a,zz),se
ie:/ = l , 2i::|e:eie:eieiiewsi:em,z):|a:
iav|eweis. (24) aaa,z) ,:||smeaas:|a:
|ea.e
//
,

)
_
_
i }

,z)
,z)
,zs)
,z)
1|e:ea|:emea::|a:
sa:|siy:|eaea|eme,eaeeaseaa:|ea|a,zz)-:|a:|s,:|a:
i,,}= ],x)-:|e:eie:e|mi|es:|a:
,c)
t|aaiiy,s ,25) aaa ,c)ae:e:m|ae:|eiaa.:|eas
aaa
:|a:weaeea
Ceiie.:|a,:|eseeaa:|eas, wee|:a|aasys:em
, l )
ei:wei|aea:eaa:|eas| a:|e:weae/../.es aaa
Ne:e:|a::|eae:eo|aaa:
ei.eeu.|ea:s|a, l ) |ss|miy:|ew:eas||aa

Oa.ewe|aveseivea
:|eeaa:|eas|a, l ) ie::|eae:|va:|ves aaa we|a:e,:a:eea.|:ee|:a|a:|e
iaa.:|eas aaa
sa.|:|a:
,z)
| s:|eaes|:eaa::|.aia:seia:|eaei ,zz) iar:e|iemweas|yea:e:a::y
ea::||s:e.essesi|.|:iyaaa:|e:e|yve:|iy:|eienaiaie:
|a:|eieiiew|a,
:|ee:em
cXump| e 1 1
THEOREM 1 Variati on of Parameters
it:|eaea|eme,eaeeas eaa:|ea,
+ _,x) y = |aseemie
mea:a:ytaae:|ea
=
+

:|eaa:|eaia:seia:|ea|s,|vea
|y
.

a + ),
y, ,x) ),x)
a
x

x x
x,
w,x) w,x)
(33)
w|e:ew= w

|s:|ew:easi|aaet:|e:we|aaeeaaea:seia:|easy, aaa
et:|eassee|a:ea|eme,eaeeaseaa:|ea.
~. .. ~ ...... ... . . .
t|aaaa::|.aia:seia:|eaei:|eeaa:|ea
+
= :aax.
Sol uti on 1|e.emiemea:a:yiaa.:|ea| s
= .esx+
s|a x, aaawe.eaias|miy
sa|s:|:a:ea|:e.:iy|a, 33) . sa:|:|sme:e|as::a.:|ve:ese:a:|eeaa:|eas|a
(3 I ) aaaseiveie:eaaae_ ,sewe|e,|aw|:|
= .es x,
,
= - s|a x,
= s|a x,
,= .es x
uea.e:|eeaa:|eas|a,3 I ) a:e
,e ,.es x) + ,e,s|a x) = 0,
,e ,- s|a x) + ,e,.es x) = :aa x
weeas|iyseive:|eseeaa:|easie:
uea.ewe:a|e
s|a
x
e
= - smx:aax =
-
-= .esx- se. x,
.es x
e= .es x:aax = s|a x
= ,,.esx- se. x) ax= s|a x- iase.x+:aa x
aaa
= ,s|a xax= .es x.

,Deyea seew|y we.|eese:|e.eas:aa:s ei|a:e,:a:|ea :e|eze:e:) 1|asea:
a::|.aia:seia:|ea|s
=

+
= ,s|ax- iase.x+:aax ) .esx+ ,- .esx,s|ax) ,

:|a:| s,
= -,.es x) ia se. x+:aa x .

..1 .......,......y
p
.
..,.......,.,.....
....,x.
1. y" + 1 6y = 3x
2. y" - y' - 2y = 3x + 4
3. y" - y' - 6y = 2 sin 3x 4. 4y" + 4y' + y = 3xex
5. y" + y' + y = sin
2
x 6. 2y" + 4y' + 7y = x2
7. y" - 4y = sinh x 8. y" - 4y = cosh 2x
9. y" + 2y' - 3y = I + .
10. y" + 9y = 2 cos 3x + 3 sin 3x
11. y(3) + 4y' = 3x - I 12. y(3) + y' = 2 - sin x
13. y" + 2y' + 5y = sin x 14. y(4) - 2y" + y = .
15. y
(5)
+ 5y(4) - y = 1 7 16. y" + 9y = 2x23x + 5
17. y" + y = sin x + x cos x
18. y(4) - 5y" + 4y = x2x
19. y
(5)
+ 2y( 3) + 2y" = 3x2 - I
20. y(3) - y = + 7
........,..,,,..
,......y
p
, ..........
,..
21. y" - 2y' + 2y = sin x
22. y
(5)
- y(3) = + 2x2 - 5
23. y" + 4 y = 3x cos 2x
24. y(3) - y" - 1 2y' = x - 2x3x
25. y" + 3y' + 2y = .
26. y" - 6y' + 1 3y = x3x sin 2x

27. y(4) + 5y" + 4y = sin x + cos 2x
28. y(4) + 9y" = (x2 + I ) sin 3x
29. - 1 )
3
( D
2
- 4) y = .+ 2x +
30. y(4) - 2y" + y = x

2
cos x
.....,.......
31. y" + 4y = 2x; y(O) = I , y' (O) = 2
32. y" + 3y' + 2y = y(O) = 0, y' (O) = 3
33. y" + 9y = sin 2x; y(O) = I , y' (O) = 0
34. y" + y = cos x; y(O) = I , y' (O) = -I
35. y" - 2y' + 2y = x + I ; y(O) = 3 , y' (O) = 0
36. y(4) -4y" = x2 ; y(O) = y' (O) = I , y"(O) = y
(3)
(O) = -I
37. y(3) - 2y" + y' = I + xex ; y(O) = y' (O) = 0, y"(O) = I
38. y" + 2y' + 2y = sin 3x; y(O) = 2, y' (O) = 0
39. y(3) + y" = x + -x ; y(O) = I , y' (O) = 0, y" (O) = I
40. y(4)
] = 5; y(O) = y' (O) = y" (O) = y
(3l
(O) = 0
41. Find a particular solution of the equation
y(4) y(3) y" y' 2y = 8x
5
.
42. Find the solution of the initial value problem consisting
of the differential equation of Problem 41 and the initial
conditions
y(O) = y' (O) = y"(O) = y
<
3
)
(0) = O.
43. (a) Write
cos 3x + sin 3x = e
3i
x = (cos x + sin x) 3
by Euler' s formula, expand, and equate real and imag
inary parts to derive the identities
cos
3
x = cos x + cos 3x,
sin
3
x = sin x sin 3x.
(b) Use the result of part (a) to fnd a general solution of
y" + 4 y = cos
3
x.
................
,..........
44. y" + y' + y = sin x sin 3x
45. y" + 9y = sin
4
x
46. y" + y = X cos
3
X
..............,.
.....,.........., ..
,...
47. y" + 3y' + 2y = 4eX
49. y" - 4y' + 4y = 2e
2
x
48. y" - 2y' - 8y = 3-
50. y" - 4y = sinh 2x

51. y" + 4y = cos 3x 52. y" + 9y = sin 3x
53. y" + 9y = 2 sec 3x 54. y" + y = csc
2
x
55. y" + 4y = sin
2
x 56. y" - 4y = xe
x
57. You can verify by substitution that ] = C1 X + C
2
X-
1
is a
complementary function for the nonhomogeneous second
order equation
But before applying the method of variation of parame
ters, you must frst divide this equation by its leading co
efcient x
2
to rewrite it in the standard form
"
I
,
I
3 ] + -y - -y = 72x .
x x2
Thus (x) = 72x
3
in Eq. (22). Now proceed to solve the
equations in (3 1 ) and thereby derive the particular solution
]
r
= 3x
5

..................
..,.......,.....] ..
.,,......,.....
.,...
58. x2y" - 4xy' + 6y = x3 ; ] = C1 X2 + C
2
x3
59. x
2
y" - 3xy' + 4y = X4 ; ] = x2 (C[ +
2
ln x)
60. 4x
2
y" - 4xy' + 3y = 8x4/3 ; ] = C1 X + C
2
X3/4
61. x2y" + xy' + y = In x; ] = Cl cos(ln x) + C
2
sin(ln x)
62. (x
2
- I ) y" - 2xy' + 2y = x
2
- I ; ] = C1 X + C
2
( l + x2)
63. Carry out the solution process indicated in the text to
derive the variation of parameters formula in (33) from
Eqs. (3 1 ) and (32).
64. Apply the variation of parameters formula in (33) to fnd
the particular solution ]
r
(x) = -x cos x of the nonhomo
geneous equation y" + y = 2 sin x.
Forced Oscillations and Resonance
La|||o;|am
FIGUR 2.6. 1. The cart
with-fywheel system.
iase.:|ea2. 4weae:|vea:|ea|iie:ea:|aieaa:|ea
-x+.x+/x=i,; ( I )
:|a:,eve:as:|eeaea|meas|eaaime:|eaeiamass- :|a:|sa::a.|ea:eas:|a,
,w|:|.eas:aa:/;aaaaaas|e:,w|:|.eas:aa:.;aaa|saisea.:eaea|yaaes:enai
ie:.e i, ; Ha.||aes w|:| :e:a:|a,.emeaea:s .emmeaiy |aveivemasss:|a,
sys:ems,e::|e|:ea|vaiea:s)|aw||.|:|ees:enaiie:.e|ss|mie|a:mea|.
i,; =i, .a . e: i,; =i, |a . , (2)
w|e:e :|e.eas:aa:i,|s :|eami|:aaeei:|ee:|ea|.ie:.eaaa. |s |:s .|:.aia:
i:eaea.y
te: aa esamieei|ew a:e:a:|a, ma.||ae.emeaea:.aa:ev|aea s|m
ie|a:mea|.ie:.e, .eas|ae::|e .a:: w|:| a:e:a:|a, ve::|.ai ayw|eei s|ewa |a
t|,2. 6. I . 1|e.a::|asmass-- -,, ae:|a.iaa|a,:|eayw|eeieimass-, 1|e
.ea::e|aei:|eayw|eei| seii.ea:e:a:aa|s:aa.e.i:em|:s.ea:e:,aaa|:saa,aia:
seea |s .:aa|aase:se.eaa 1|e.a::|s a::a.|ea:ea s:|a, ,w|:|.eas:aa:/;
ass|ewa Assame:|a::|e.ea::e|aei:|e.a::|:seii|s a|:e.:iy|eaea:|:|e.ea:e:
ei:|eayw|eei,aaaaeae:e|yx,; |:sa|sia.emea:i:em|:sea|i||:|ames|:|ea
,w|e:e:|es:|a,|saas::e:.|ea). t|,a:e2. 6. I |eisas:esee:|a::|ea|sia.emea:
xei:|e.ea::e|aei:|e.em||aea.a::iasayw|eei|s,|vea|y
~
,-- -,;x+-,,x+..es.; -,.
x~ x+ .es.
- -
Le:as |,ae:ei:|.:|eaaaaaiy New:ea sse.eaaiaw-x
= -/x, |e.aase:|e
ie:.eese::ea|y:|es:|a,|s-/xwesa|s:|:a:eie:x|a:|eias:eaa:|ea:ee|:a|a
-x
- -,..
:
.es.~ /x,
:|a:| s,
-x+/x=-,..
:
.es. ,;
1|as:|e.a::w|:||:s:e:a:|a,ayw|eeia.:si|ieamasseaas:|a,aaae::|e|a
aaea.eeias|mie|a:mea|.es:enaiie:.ew|:|ami|:aaei, -,..
:
sa.|a
sys:em|sa:easeaa|iemeaeieiai:ea:ieaa|a,was||a,ma.||aew|:|:|e.ie:|es
|e|a,was|eaieaaeaen.ea:e: 1||s|iias::a:es:|e:a.:|.ai|me::aa.eeiaaaiyz
|a,seia:|easei( I ) w|:|es:enaiie:.esas|a(2).
Undamped Forced Oscillations
1e s:aayaaaameaes.|iia:|easaaae::|e|aaaea.eei:|ees:enaiie:.e i,; =
i,.es., wese:.=0|a( I ),aaa:|e:e|y|e,|aw|:|:|eeaa:|ea
-x+/x=i, .a . (4)
w|ese.emiemea:a:yiaa.:|ea|sXc =.,.es.,+.
:
s|a., ue:e
., =
_
Exampl e 1
2. 6 Forced Osci l l ati ons and Resonance 1 63
,as|a.(9)eise.:|ea2 :)|s:|e,.|:.aia:)natnral frequency ei:|emass-s:|a,
sys:em.1|eia.::|a::|eaa,ie.,|smeasa:ea|a,a|meas|eaiess):aa|aas:em|aas
as:|a:|i|smeasa:ea|ase.eaas,s), :|eau |smeasa:ea|a:aa|aase:se:eaa-
:|a:| s, |a|ave:se se.eaas

Aise:e.aiii:em. , I :)|ase.:|eaz.::|a:a|
v|s|eaeia.|:.aia:i:eaea.y.|y:|eaam|e:z- ei:aa|aas|aa.y.ie,|ves:|e
.e::eseaa|a,,e:a|aa:y)frequency 1 =.}z- |auz,|e::z=:y.iese:se:eaa).
Le:asassame|a|:|aiiy:|a::|ees:enaiaaaaa:a:aii:eaea.|esa:ee,./
. = .,
wesa|s:|:a:ex, = A.es.|a. ,:):eaaaaa::|.aia:seia:|ea. ,Ne

s|ae:e:m|saeeaea|ax,|e.aase:|e:e|sae:e:m|aveiv|a,xea:|eiei:|aaas|ae
|a.,:). ) 1||s,|ves
se
aaa:|as
--.
:
A.es.+/A.es.=i,.es.,
i,
A =
/ - -.
:
i,}-
x, ,;=
: :
.a .
.
,
- .
1|e:eie:e,:|e,eae:aiseia:|eax=x,+x,|s,|vea|y
i,}-
x,; = ., .a ., + .
:
m., +
: :
.a . ,
.
,
- .
,;
,6)
(7)
w|e:e:|e.eas:aa:s.
, aaa.
:
a:eae:e:m|aea|y:|e|a|:|aivaiaesx,o;aaax ,o;
a|vaiea:iy,as|a.( I 2)eise.:|eaz. :, we.aa:ew:|:e.(7)as
i,}-
x,; =C.a,.,- o) +
: :
.a . ,
.
,
- .
,s;
sewesee:|a::|e:esai:|a,me:|ea| sasae:es|:|eaei:wees.|iia:|eas,eaew|:|
aa:a:ai.|:.aia:i:eaea.y.,,:|ee:|e:w|:|:|ei:eaea.y.ei:|ees:eoaiie::e.
...-. . . . .. _ u _ . n h h _ _n _ ___ n _ _ _nh_n n u _n ___ n h _ ___ h _ _ h h n _ _ . . . . . . . .
saese:|a:-= I , /=9, i,=s, aaa.=5, se:|ea|ne:ea:|aieaa:|ea|a(4)
| s
x
+x=s .a
t|aax,; |ix ,o;=x ,o;=o
Sol uti on ue:e:|eaa:a:aii:eaea.y., = aaa:|ei:eaea.y. = 5 ei:|ees:e:aaiie::e
a:e aaeaai, as |a :|e :e.ea|a,a|s.ass|ea. t|:s:we sa|s:|:a:ex, = A:es |a
:|ea|iie:ea:|aieaa:|eaaaaaaa:|a:-25A+9A = s, se:|a:A = -5 1|as d
a::|.aia:seia:|ea| s
x, ,;=- .a
1|e.emiemea:a:yiaa.:|ea|sx,=.,.es+.
:
s|a , se:|e,eae:aiseia:|eaei
:|e,|veaaea|eme,eaeeaseaa:|ea| s
x ,; =., .es+.
:
s| a- 5.es ,
w|:|ae:|va:|ve
x,; =-., s|a+.
:
.es+25s|a .
I a
I 0
a
-a
- I 0
crod `
| I

1|e|a|:|ai.eaa|:|easx ,o;= aaax ,o;= aewy|eia., = aaaC
2
= ,se:ae
aes|:eaa::|.aia:seia:|ea| s
x ,)= .es - .es
As|aa|.a:ea|at| ,. z : z, :|ee:|eaeix , ; |s:|eieas:.emmeamai:|iez-ei:a:
e:|easz- }aaaz-}ei:|e:we.es|ae:e:ms
- I a
Beats
0 K ZK JK 4K aK K
FIGURE 2.6.2. The response
x(t) 5 cos 3t - 5 cos 5t in
Example 1 .
cXump| eZ
x sn a/
I , 0
0, a
/
0.0 @
-0. a
- I . 0
` . \
x sn a/ sn a0/
- I. a
0, 0 0. a I . 0 I . a Z. 0 Z, a J 0
FIGURE 2.6.3. The
phenomenon of beats.
iiwe|mese:|e|a|:|ai.eaa|:|easx ,o;= x ,o;= ea:aeseia:|ea|a(7), weaaa
:|a:
I,
., = - aaa C
2
= ,
-,o- (
2
)
se:|ea::|.aia:seia:|ea| s
I,
x, ; =
2
2
,.es o - :es o, )
-,o
,
- o )
(9)
1|e::|,eaeme::|.|aea:|:yzs|ans|as= .es ,n- s;- .es,n+B) , ai|eaw|:a
n= ,o,+o)aaas= ,o,- o) , eaa|iesas:e:ew:|:e (9)|a:|eie:m
zI,
| |
x, ; =
2 2
SIR ,o,- o)SIR ,o,+o)
-,o
,
- o )
, i ;
saeseaew:|a:o o,,se:aa:o,+o|sve:yia:,e|a.ema:|seaw|:a o,- .
1|ea s|a ,o, +o) | sa mp/a/, va:y|a,iaa.:|ea, w|e:eas s|a ,o, - o)| s a
s/o/,va:y|a,iaa.:|ea wemay:|e:eie:e|a:e::e:, i ;asa:a|aes:|iia:|ea
w|:|.|:.aia:i:eaea.y ,o,+o) ,
x, ; = n, ) s|a ,o,+o) ,
|a:w|:|asiewiyva:y|a,ami|:aae
zI,
|
n, ) =
2 2
SIR ,o,- o)
-,o
,
- o )
w|:|-= i , I,= c, o,= , aaao= :,, i ;,|ves
x,;= s|as|ac
t|,a:ez : s|ews:|e.e::eseaa|a,es.|iia:|eaei i:eaea.y ,o,+.;= c:aa:
|smeaaia:ea|y:|eami|:aae iaa.:|ean, ) = s|a ei i:eaea.y| ,,.;= 5.
A:a|aes.|iia:|eaw|:|a,.ema:a:|veiy)siewiyva:y|a,e:|ea|.ami|:aae
es||||:s:|e|eaemeaeaei/e.s te:esamie,|i:we|e:asae:esa.:iya::aaea
:eeaeaae:|e:s|mai:aaeeasiyiay :|e|:m|aaieC, eaea:o,},z-) = zs Hz aaa
:|ee:|e:a:o},z-) = z:Hz, :aea eae|ea:sa|ea:-aaaaa||ieva:|a:|ea|a:a:
.-p//aeei:ae.em||aeaseaaa-w|:aai:eaea.yei
,o,- o)}z zs- z:
--
= = z(Hz) .
z- z
I , a

I . 0
x /s na0/
Resonance
LooklngatEq. (6), weseethattheamp|ltudeA ofx
r
ls |argewhenthenatura|and
externa| frequencles Wo and W are approxlmate|y equa|. It ls sometlmes usefu| to
rewrlte Eq. (5)lntheform
A =
Fo
=
k - mo
_
Folk
= +
,i,
I - (wlWo)
2
k '
( I I )
whereFolk lsthestatic displacement ofasprlngwlthconstantk duetoa.os.
force Fo, andtheamplifcation factor ,ls dennedtobe
( I 2)
It ls c|ear that , - +> as o - Woo Thls ls the phenomenon ofresonance
the lncrease wlthout bound (as W wo) ln the amp|ltude of oscl||atlons ofan
undamped system wlth natura| frequencyWo lnresponseto an extema|forcewlth
frequencyW u.
We have been assumlng that W = Wo o What sortofcatastrophe shou|done
expectlfo andWo arepreclse|yequa| ! Then Eq. (4),upondlvlslonofeachtermby
m, becomes
l/ _
Fo
x +o
o
x = -cos Wot .
m
( I 3)
Because cosWot ls a term ofthe comp|ementary functlon, the method ofundeter-
mlnedcoemclentsca||sforus totry
x
r
( ) = (Acosoo+sslno,t ) .
We substltute thls lnEq. ( I 3) and thereby nndthat A = 0 and s = Fo
/
(2mwo) .
Hencethepartlcu|arso|utlonl s
Fo
.
x
r
() = -smo,t . ( I 4)
2moo
- I . a

0 00 0 Za 0 a0 0. a I . 00 I . Za I . a0
Thegraphofx
r
() lnFlg. 2. 6. 4(lnwhlchm = I, Fo = I 00,andu = 50)shows
vlvld|y how the amp|ltude ofthe oscl||atlon theoretlca||y wou|d lncrease wlthout
FIGURE 2.6.4. The boundlnthls caseofpeeso..e, W = Woo Wemay lnteqret thls phenomenon
phenomenon of resonance.
as relnforcement ofthe natura| vlbratlons ofthe system by externa||y lmpressed
vlbratlonsatthesamefrequency.
cXump| e
Supposethatm = 5kgandk =500NJmlnthecartwlththeHywhee|ofFlg. 2 6. I .
Then the natura| frequencyl s Wo = ,klm = I 0radJs, that ls, I 0J(2) I . 59
Hz. We wou|dthereforeexpectoscl||atlonsofvery|argeamp|ltudeto occurlfthe
ywhee|revo|vesatabout( I . 59) (60) 95 revo|utlonspermlnute(qm).
Inpractlce,amechanlca|systemwlthvery|ltt|edamplngcanbedestroyedby
resonancevlbratlons. A spectacu|arexamp|ecanoccurwhenaco|umnofso|dlers
marcheslnstepoverabrldge. Anycomp|lcatedstructuresuchasabrldgehasmany
natura|frequenclesofvlbratlon. Ifthefrequencyoftheso|dlers` cadencelsapprox-
lmate|yequa| tooneofthenatura|frequenclesofthestructure,thenustaslnour
slmp|eexamp|eofamassonasprlngresonancewl||occur. Indeed, theresu|tlng
La|||o;|am
es|t|ea
Exampl e 4
Sol uti on
resonancevlbratlonscan beofsuch|arge amp|ltudethat the brldgewl||co||apse.
Thls has actua||y happenedfor examp|e, theco||apse ofBroughton Brldgenear
Manchester, Eng|and, ln I S3 I andlt ls the reason forthenow-standard practlce
ofbreaklng cadence when crosslnga brldge. Resonancemay havebeen lnvo|ved
ln the I 9SI KansasClty dlsasterln whlch a hote|ba|cony (ca||ed as(.//;co|-
|apsedwlthdancersonlt. Theco||apseofabul|dlnglnanearthquakelssometlmes
dueto resonance vlbratlons caused by thegroundoscl||atlng at oneofthenatura|
frequencles ofthe structure, thls happened to many bul|dlngs ln the Mexlco Clty
earthquakeofSeptember I 9, I 9S5. Onoccaslonanalq|anehascrashedbecauseof
resonant wlng oscl||atlons causedby vlbratlons ofthe englnes. It ls reported that
for some ofthe nrst commercla| et alrcraft, the natura| frequency ofthe vertlca|
vlbratlons ofthe alq|ane durlng turbu|ence was a|most exact|y that ofthe mass
sprlng systemconslstlngofthepl|ot` shead (mass) andsplne(sprlng). Resonance
occurred,causlngpl|otstohavedlfncu|tylnreadlngthelnstruments. Largemodem
commercla|etshavedlerentnatura|frequencles, sothatthls resonanceprob|em
no|ongeroccurs.
Modeling Mechanical Systems
Theavoldanceofdestructlveresonancevlbratlonslsanever-presentconslderatlon
ln the deslgn ofmechanlca| structures and systems ofa|| types. Olten the most
lmportant steplndetermlnlngthenatura|frequencyofvlbratlon ofasystemls the
formu|atlonoflts dlerentla| equatlon. In addltlon to Newton' s|aw F = m., the
prlnclp|eofconservatlonofenergyls sometlmesusefu| for thls purpose(as lnthe
derlvatlon of the pendu|um equatlon ln Sectlon 2. 4). The fo||owlng klnetlc and
potentla|energyformu|asareoenusefu| .
1. x/e/.ee,, = tmv
2
fortrans|atlonofamassm wlthve|ocltyv;
Z. x/e/.ee,, = t I w
2
for rotatlon ofa bodyofa momentoflnertla I
wlthangu|arve|ocltyw;
J. ioe/./ee,, \ = tkx
2
for a sprlngwlth constant/ stretchedorcom-
pressedadlstancex;
4. ioe/./ee,, \ = -,/forthegravltatlona|potentla|energyofamassm
athelght/abovethereference|eve| (the |eve|atwhlch\ = 0), provldedthat
,mayberegardedasessentla||yconstant.
Flnd thenatura|frequency ofa massm ona sprlng wlth constant /lf, lnstead of
s|ldlng wlthoutfrlctlon, ltlsaunlformdlskofradlus.thatro||swlthouts|lpplng,
asshownlnFlg2. 6. 5.
Wlththeprecedlngnotatlon,theprlnclp|eofconservatlonofenergyglves
tmv
2
+t 1w
2
+tkx
2
= i
where i ls a constant (the tota| mechanlca| energy ofthe system). We note that
v = .w and reca|| that I = m.
2
J2 for a unlform clrcu|ar dlsk. Then we may
slmp|lfythe|astequatlonto
mv
2
+tkx
2
= i
Becausetherlght-handsldeofthlsequatlonl sconstant,dlfferentlatlonwlthrespect
x = o
to(wlth v =x' and v' =x") nowglves
F GU 2 6 5
/ //
/
/
0 I R The rolling disk. 'mx x + xx =
Exampl e
wea|v|aeea.|:e:m|y-x :ee|:a|a
z/
x + -x = o
1|as:|eaa:a:aii:eaea.yei|e:|zea:ai|a.|aaaie::|es.|iia:|eaeiea::eii|a,
a|s| |s z/}, w||.||s z} s i : :|mes :|e iam|i|a:aa:a:ai i:eaea:y
/}eiamasseaas:|a,:|a:| ssi|a|a,w|:|ea:i:|.:|ea:a:|e::|aa:eii|a,w|:|ea:
si|a|a, i:|s|a:e:es:|a,,aaae:|assaq:|s|a,):|a::||saa:a:aii:eaea.yaeesae:
aeeaaea:|ema/sei:|ea|s| i:.eaia|ee|:|e:aa|mee:aia:,ea|s|w|:|a
:aa|aseieaeme:e:,|a:ei:|esamemass)
saese:|a:a.a:es.|iia:esve::|.aiiyas|i|:we:eamass = s|,eaas|a,ie
s:|a,,w|:|.eas:aa:/=:Z i
-
N}m), a::a.|ea:eas|a,ieaas|e:,w|:|:eas:aa:
. = N s}m) saese:|a::||s.a:w|:|:|eaas|e:a/s.oe.e1|sa:|vea
aiea,awas||ea:a:eaa sa:ia.e w|:|aa ami|:aaeei .maaaa waveiea,:| ei
i= i m,t|, z : :; A:w|a:.a:seeaw|ii:eseaaa.ev||:a:|ease:.a::
y= a ees
s = o
FIGURE 2.6.6. The washboard
road surface of Example 5.
es|t|ea
FIGURE 2.6.7. The "unicycle
model" of a car.
Sol uti on we :||a|ei:|e.a:asaaa|.y.ie, as|.:a:ea|at| , z : : Le:x,;aeae:e:|e
awa:aa|sia.emea:ei :|e mass i:em |:sea|i||:|ames|:|ea, we|,ae:e:|e
ie:.eei,:av|:y,|e.aase|:me:eiya|sia.es:|eea|i||:|ames|:|eaas|ar:e|iem
9eise.:|eaz : wew:|:e:|eeaa:|eaei:|e:eaasa:ia.eas
z-s
y=a.es
,a= m,i= i m) , i ;
w|ea:|e.a:| s|ame:|ea,:|es:|a,|ss::e:.|ea|y:|eameaa:x- y. seNew:ea s
se.eaaiaw,F =a, ,|ves
-x=-/,x- y; ,
:|a:| s,
-x+ /x=/y , i :;
ii:|eveie.|:yei:|e.a:|sc, :|eas=c|a, i ;, se, i :;:a|es:|eie:m
,
z-c
-x + /x=/a .es
, i :;
1||s| s:|ea|iie:ea:|aieaa:|ea:|a:,evens:|eve::|.aies.|iia:|easei:|e.a:. ia
.ema:|a, |: w|:| . ,:), we see:|a: we |aveie:.ea es.|iia:|easw|:|.|:.ai
i:eaea.yo= z-c}I. keseaaa.ew|iie..a:w|eao= u = /}. weaseea:
aame:|.aiaa:a:eaaa:|eseeaei:|e.a:a::eseaaa.e
I l c l c
-
c~ = l :. s,m}s),
z- z- scc
:|a:| s, a|ea:33. 3m|}|,as|a,:|e.eave:s|eaia.:e:eiz. zm|}|e:m}s).
Damped Forced Oscillations
ia:eai|ys|.ai sys:ems:|e:e| saiways semeaam|a,,i:emi:|.:|eaaiene.:s|i
ae:||a,eise. 1|e.emiemea:a:yiaa.:|eaxei:|eeaa:|ea
x+cx+/x= i,.eso , l )
|s,|vea|y. , l ), ,zc) ,e:,zl ) eise.:|eaz. :, aeeaa|a,eaw|e:|e:c ~ c
; *
:/, c = c; , e:c < c; . 1|ese.|a.ie:m |s ae: |me::aa: |e:e. w|a:|s
|me::aa:|s :|a:, |a aay.ase, :|eseie:maiass|ew :|a:x ,) cas +.
1|asx |satransient solution ei. , l )-ae:|a:a|esea:w|:|:|eassa,eei
:|me,ieav|a,eaiy:|ea::|.aia:seia:|eax
,
.
1|eme:|eaeiaaae:e:m|aea.eeu.|ea:s|aa|.a:es:|a:wes|eaiasa|s:|:a:e
x , ) = n.eso+ss|ao
|a. , l ). w|eaweae:|| s, .eiie.::e:ms, aaaeaa:e.eeia.|ea:sei.esoaaa
s|ao ,wee|:a|a:|e:weeaa:|eas
,/- o
) n+cos= i, , -con+,/- o
) s=c , l s)
:|a:weseivew|:|ea:a|u.ai:yie:
, l )
iiwew:|:e
n.eso+ss|ao= c,.eso.esa+s|aos|aa) = c.es,o- a)
asasaai,wesee:|a::|e:esai:|a,s:eaaye:|ea|.es.|iia:|ea
x
,
, ) = c.es ,o- a) ,zc)
|asami|:aae
,zl )
New, l )|mi|es:|a:s|a a = s}c ~ c, s e| : ieiiews:|a::|e|aseaa,ieai|es|a
:|ea:s:e:se.eaaaaa:aa:.1|as
s co
:aa a= = w|:| c< a < -,
n /- o
,zz)
Exampl e
se
:aa
,
..
|i/ > o
,
/ - o
o =
..
-+:aa
,
|i/ < o
/ - o
,w|e:easo =-n|i/=o
) .
Ne:e:|a:|i. > c, :|ea:|eie:.eaami|:aae-aeaaeaasaiaa.:|eac,.
|y,zl )-aiways:ema|asaa|:e, |a.ea::as:w|:|:|e.aseei:eseaaa.e|a:aeaa
aamea .ase w|ea :|e ie:.|a, i:eaea.y o eaais :|e .:|:|.ai i:eaea.y W
o
/}. ua::|eie:.eaami|:aaemay a::a|a amas|mamie: semevaiaeei.,|a

w||.| .ase we seai eip../../ eso..e 1e see|iaaaw|ea :a.:|.ai:es
eaaa.ee..a:s, we aeea eaiy,:a| C as aiaa.:|eaeio aaaiee|ie:aie|ai
mas|mam. i:.aa|es|ewa,r:e|iemz):|a:C |sas:eaa|iyae.:eas|aiaa.:|ea
eio |i.
z/. ua:|i. <
z/, :|ea:|eami|:aaeeic a::a|asamas|
mamvaiae-aaase:a.:|.ai:eseaaa.ee..a:s-a:semevaiaeeioiess:aaao,,
aaa:|eaa:ea.|esze:easo +> i:ieiiews:|a:aaaaae:aameasys:em
:y|.aiiyw|iiaaae:eie:.eaes.|iia:|easw|eseami|:aae|s
La:,e|io|s.iese:e:|e.:|:|.ai:eseaaa.ei:eaea.y,
Ciese:eI,}/|io|sve:ysmaii ,
Ve:ysmaii|io|sve:yia:,e.
... .
t|aa:|e::aas|ea:me:|eaaaas:eaaye:|ea|.es.|iia:|easeiaaameamassaaa
s:|a,sys:emw|:| = l , . = z, aaa/ = z:aaae::|e|aaaea.eeiaaes:eoai
ie:.ei,; = sz.es:w|:|x,c)= :aaa x ,c, = c.Aise|aves:|,a:e:|eess|||i|:y
ei:a.:|.ai:eseaaa.eie::||ssys:em.
Sol uti on 1|e:esai:|a,me:|eax,; = x,, ,;+xg , ei:|emasssa:|saes:ae|a|:|aivaiae
:e|iem
x+zx+z:x= sz.es: , x,c)= :, x,c) = c. ,z,
ias:eaaeiaiy|a,:|e,eae:aiie:maiasae:|veaea:i|e:|a:||sse.:|ea,|:|s|e::e:|a
a.ea.:e:e:e|iem:ewe:i|:a|:e.:iy.1|e:ee:sei:|e.|a:a.:e:|s:|.eaa:|ea
+z+z:= ,+l )
+z=c
a:e= -l +/ ,se:|e.emiemea:a:yiaa.:|ea|s
w|eawesa|s:|:a:e:|e::|aiseia:|ea
x,; = n.es :+ss|a :
|a:|e,|veaeaa:|ea,.eiie.:i|ie:e:ms, aaaeaa:e.eeu.|ea:sei.es:aaas|a: .
we,e::|eeaa:|eas
l cn+ ss= sz,
-sn+ t cs= c
wlthso|utlonA =, s=:. Hencethegenera|so|utlonoftheequatlonl n,z)l s
x, ) =e
-
(c
|
cos+c
:
sl n ) +cos:+:sl n: .
Atthlspolntwe lmpose the lnltla| condltlonsx,c) = :, x ,c) = cand nnd that
c
|
= I and c
:
= -. Therefore, the translent motlon and the steady perlodlc
oscl||atlonofthemass areglvenby
and
x,, , ) =,
,.es - s|a )
x, ,)=.es :+: s|a :=
_
.es :+ sln :,
=cos ,:- :;
where:=tan
|
, , c. ::.
Flgurez. :. sshowsgraphsoftheso|utlonx,)=x,, ,,+x, ,)ofthelnltlal
va|ueprob|em
x' + zx + z:x = sz .es : x,c) = x,, x ,c) = c ,z:,
forthedlfferentva|uesx, = -zc, -l c, c, I 0, andzcofthelnltla| posltlon. Here
we see c|ear|y what lt means for the translent so|utlon x,, ,)to dle out wlth the
passageoftlme, |eavlngon|y the steadyperlodlc motlonx,, ) . Indeed, because
x,, , ) - cexponentla||y, wlthln a very few cyc|es the fu|| so|utlon x, , and the
steady perlodlc so|utlonx, ,)are vlrtua||y lndlstlngulshab|e (whateverthe lnltla|
posltlonx,) .
, :a
:
a
| a
| a
-:a
FIGURE 2.6.8. Solutions of the initial value problem in (24)
with Xq = -20, -1 0, 0, 1 0, and 20.
I 0
o
lractcaI rcsonancc
Tolnvestlgate theposslbl|lty ofpractlca| resonanceln theglvensystem, we
substltute the va|ues = i , . = z, and/ = z:ln ,zl ) and nndthattheforced
amp|ltudeatfrequencyols
1
\ a
4
sz
c,o)=
::- :so
+o
-
J
Z
Thegraphofc,o)ls shownlnFlg. z. :. Themaxlmumamp|ltudeoccurswhen
I a Z0
/
-:l,:o
- :o)
c,o)= -
,:
-
)
-l ::o,o
- z:)
-- -= - 0
,::- :so
+
-
FIGURE 2.6.9. Plot of

amplitude versus external
frequency .
Thuspractlca|resonanceoccurswhentheexterna|frequencylso= .(ablt|ess
thanthemass-and-sprlng` sundampedcrltlca|frequencyofo,= /} = .) .
Q Problems
..1 .... .,..........
...,.............,
......,.........,
...,..............
.........,........ .,
.
1. .. l O cos . . 0
2. ... 5 sin . . 0
3. .1 00x 225 cos 5300 sin .(0) 375,
. 0
4. .25x 90 cos . ; . 0, . 90
5. ... q cos .with ..uq , .(0) .q, .(0) 0
6. ... qcos wt with . uq , . 0, . 0q
..............,..
..., cos .- a) ...,....
... ..,......
,........,.., ....,...
........... j .
7. ..... I cos 3
8. .. . -. cos 5
9. 2X" .. 3 sin l Ot
10. .. . 8 cos l 6 sin
....11 .........,..
...,....., cos .- a) ...
., ..,............... ....
...........
11. .... l O cos . . 0
12. ..1 3x 1 0 sin . . 0
13. ..26x 600 cos l Ot ; . 1 0, . 0
14. ..25x 200 cos 520 sin . -30,
. - 1 0
..........,...
.....,......,....,.....
.. q cos ......,..,..
........,.......,...
...,........,.....
...,........,.....,..
...
15. I , 2, . 2, q 2
16. m = l , c = 4, k = 5, Fo = 1 0
17. l , 6, . .5, q 50
18. I, 1 0, . 650, q 1 00
19. A mass weighing 1 00 lb (mass 3. 1 25 slugs in fps
units) is attached to the end of a spring that is stretched
I in. by a force of 1 00 lb. A force Fo cos .acts on the
mass. At what frequency (in hertz) will resonance oscilla
tions occur? Neglect damping.
20. A front-loading washing machine is mounted on a thick
rubber pad that acts like a spring; the weight = ,
(with . 9. 8 mjs
2
) of the machine depresses the pad ex
actly 0. 5 cm. When its rotor spins at .radians per second,
the rotor exerts a vertical force Fo cos .newtons on the
machine. At what speed (in revolutions per minute) will
resonance vibrations occur? Neglect friction.
21. Figure 2. 6. 1 0 shows a mass on the end of a pendulum
(of length .also attached to a horizontal spring (with
constant . Assume small oscillations of so that the
spring remains essentially horizontal and neglect damp
ing. Find the natural circular frequency of motion of
the mass in terms of ..and the gravitational con
stant .
|
FIGURE 2.6. 10. The pendulum
and-spring system of Problem 2 1 .
22. A mass m hangs on the end of a cord around a pulley of
radius .and moment of inertia as shown in Fig. 2. 6. 1 1 .
The rim of the pulley is attached to a spring (with constant
k). Assume small oscillations so that the spring remains
essentially horizontal and neglect friction. Find the natu
ral circular frequency of the system in terms of m, .k,
and g.
FIGURE 2.6. 11. The mass-spring

pulley system of Problem 22.
23. A building consists of two foors. The frst foor is at
tached rigidly to the ground, and the second foor is of
mass m 1 000 slugs (fps units) and weighs 1 6 tons
(32,000 Ib) . The elastic frame of the building behaves as a
spring that resists horizontal displacements of the second
foor; it requires a horizontal force of 5 tons to displace the
second foor a di stance of 1 ft. Assume that in an earth
quake the ground oscillates horizontally with amplitude
Ao and circular frequency w, resulting in an exteral hor
izontal force F(t) mAow
2
sin wt on the second foor.
(a) What is the natural frequency (in hertz) of oscillations
of the second foor? (b) If the ground undergoes one
oscillation every 2. 25 s with an amplitude of 3 in., what
is the amplitude of the resulting forced oscillations of the
second foor?
24. A mass on a spring without damping is acted on by the
exteral force F (t) Fo cos
3
wt. Show that there are .
values of w for which resonance occurs, and fnd both.
25. Derive the steady periodic solution of
mx" + CX' + kx Fo sin wt.
In particular, show that i t i s what one would expect-the
same as the formula in (20) with the same values of and
w, except with sin(wt - a) in place of cos (wt - a) .
26. Given the diferential equation
mx" + cx' + kx Eo cos wt + Fo sin wt
-with both cosine and sine forcing terms--erive the
steady periodic solution
E
2
+ F
2
xg_ (t)
0 0
cos (wt - a - p) ,
.(k - m(2) 2 + (cw)
2
where a is defned in Eq. (22) and p tan-
I
( Fo/Eo) .
.....Add the steady periodic solutions separately
corresponding to Eo cos wt and Fo sin wt (see Problem
25). )
27. According to Eq. (21 ), the amplitude of forced steady
periodic oscillations for the system mx" + cx' + kx
Fo cos wt is given by
28.
(a) If c ccr/h, where Ccr ,4km, show that
steadily decreases as w increases. (b) If c ccp/.,
show that attains a maximum value (practical reso
nance) when
As indicated by the cart-with-fywheel example discussed
in this section, an unbalanced rotating machine part typ
ically results in a force having amplitude proportional to
the .,..of the frequency w. (a) Show that the am
plitude of the steady periodic solution of the diferential
equation
mx" + cx' + kx mAw2 cos wt
(with a forcing term similar to that in Eq. ( 1 7 is given by
(b) Suppose that c
2
2mk. Show that the maximum
amplitude occurs at the frequency uq given by
uq
k 2mk
;; 2mk - c
2
Thus the resonance frequency in this case is ..(in
contrast with the result of Problem 27) than the natural fre
quency uq ,k/m. .,,..Maximize the .,..
of
2. 7 El ectri cal Ci rcui ts 1 73
Automobile Vibrations
.29 .............,
..,.....,..........,...
.+ .+ .. . + .............
..... 0). .. .sin .......
..., ..,....
amplitude slightly over 5 cm. Maximum resonance vibra
tions with amplitude about 14 cm occur around 32 mi/h,
but then subside to more tolerable levels at high speeds.
Verify these graphically based conclusions by analyzing
the function . In particular, fnd the practical reso
nance frequency and the corresponding amplitude.
.+ .+ .. cos .+ sin .
I a
. ..... ..
I Z
29. Apply the result of Problem 26 to show that the amplitude
of the resulting steady periodic oscillation for the car is
given by
5
c
O
7
9
7
5
<
Because . 2U/.when the car is moving with velocity
U, this gives as a function of U.
3
30. Figure 2. 6. 1 2 shows the graph of the amplitude function
.using the numerical data given in Example 5 (in
cluding 3000 N s/m). It indicates that, as the car
accelerates gradually from rest, it initially oscillates with
Z0 40 0 o0 I 00
VcIocty (mm)
FIGURE 2.6. 12. Amplitude of vibrations of
the car on a washboard surface.
Electrical Circuits
L
L
K
FIGURE 2.7. 1. The series ..
circuit.
Inductor
Resistor
Capacitor
.
.
.
.
1
c
FIGURE 2.7.2. Table of voltage
drops.
Hereweexamlnethericclrcultthatlsabaslcbul|dlngb|ocklnmorecomp|lcated
e|ectrlca|clrcultsandnetworks. As shownln Flg. 2. 7 I , ltconslstsof
Aresistor wlthareslstanceofro/-s,
Aninductor wlthanlnductanceofi/e/es,and
Acapacitor wlthacapacltanceofc).mas
ln serles wlth a source ofe|ectromotlve force (such as a battery or a generator)
that supp|les a vo|tage of i,;.o/sat tlme Ifthe swltch shown ln the clrcult
ofFlg. 2. 7. I ls c|osed, thls resu|ts ln a currentofi,;.-peesln the clrcultand
a charge of _, ; .o/o-/son the capacltor at tlme The re|atlon between the
functlons _andils
= i ,; ( I )
We wl||a|waysusemkse|ectrlcunlts,l nwhlchtlmel s measuredl nseconds.
Accordlng to e|ementary prlnclp|es ofe|ectrlclty, thevoltage drops across
thethreeclrculte|ementsarethoseshown lnthetab|elnFlg.2 7 2. Wecanana|yze
thebehavlorofthe serles clrcultofFlg. 2. 7. I wlth the aldofthls tab|eandoneof
Klrchho` s|aws.
The(a|gebralc)sumofthevo|tagedropsacrossthee|ementslna
slmp|e|oopofane|ectrlca|clrcultls equa|totheapp|ledvo|tage.
As a consequence, the current and charge lnthe slmp|e ricclrcultofFlg. 2 7 I
satlsfythebaslcclrcultequatlon
ai I
i- + ri + -_ = i,;
a c
(2)
Ifwesubstltute( 1 ) lnEq. (2), wegetthesecond-order|lneardlerentla|equatlon
1
i _
+r_+-_ = i,;
c
forthecharge _, ; , undertheassumptlonthatthevo|tagei,; lsknown.
(3)
Inmostpractlca|prob|emsltlsthecurrent iratherthanthecharge _thatls
ofprlmarylnterest,sowedlfferentlatebothsldesofEq. (3) andsubstltuteifor Q'
toobtaln
I
ii
+ri+-i = i ,;
c
,:,
Wedooassumehereaprlorfaml|larltywlthe|ectrlca|clrcults. Itsufncesto
regardthereslstor, lnductor, andcapacltorlnane|ectrlca|clrcultas b|ackboxes
thatareca|lbratedbytheconstants r,i,andcAbatteryorgeneratorlsdescrlbed
bythevo|tagei,;thatltsupp|les. Whentheswltchlsopen,nocurrentHowslnthe
clrcult,whenthe swltchls c|osed, there ls acurrenti,;ln the clrcultandacharge
_, ; onthe capacltor. A||we needtoknowabouttheseconstants andfunctlonsls
thattheysatlsfyEqs. ( 1 ) through ,:),ourmathematlca|mode|forthericclrcult.
Wecanthen|earnagooddea|aboute|ectrlcltybystudylngthlsmathematlca|mode|.
The Mechanical-Electrical Analogy
Itls strlklngthatEqs. (3)and,:)havepreclse|ythesameformastheequation
x+.x+/x= i,; (5)
ofamass-sprlng-dashpotsystemwlthextema|force i,; Thetab|elnFlg. 2. 7. 3
detal|sthls lmportantmechanical-electrical analogy. As aconsequence, mostof
theresu|tsderlvedln Sectlon2. 6formechanlca| systemscanbe app|ledatonceto
e|ectrlca|clrcults. Thefactthatthe samedlerentla|equatlonservesasamathemat-
lca|mode|forsuchdlerentphyslca|systemslsapowerfu|l||ustratlonoftheunlfy-
lngro|eofmathematlcslnthelnvestlgatlonofnatura|phenomena. Moreconcrete|y,
thecorrespondenceslnFlg. 2. 7. 3canbeusedtoconstructan e|ectrlca| mode|ofa
glvenmechanlca| system,uslnglnexpenslveandreadl|yaval|ab|eclrculte|ements.
Theperformanceofthemechanlca| systemcanthenbepredlctedbymeansofac-
curatebut slmp|emeasurements lnthee|ectrlca| mode|. Thls ls especla||y usefu|
whenthe actua|mechanlca| systemwou|dbeexpenslvetoconstructorwhenmea-
surements ofdlsp|acements and ve|ocltles wou|d be lnconvenlent, lnaccurate, or
evendangerous. Thls ldea ls thebaslsof../o,.oues|ectrlca|mode|sof
mechanlca| systems. Ana|ogcomputersmode|edthe nrstnuc|earreactorsforcom-
mercla|powerandsubmarlnepropu|slonbeforethereactorsthemse|veswerebul|t.
Mass m
Damping constant L
Spring constant .
Position
Force F
Inductance .
Resistance .
Reciprocal capacitance 1 /
Charge Q (using (3) (or current using (4)))
Electromotive force (or its derivative .
FIGURE 2.7.3. Mechanical-electrical analogies.
2. 7 El ectri cal Circuits 1 75
Inthetyplca|caseofana|tematlngcurrentvo|tageE(t ) E,slnot, Eq. (4)
takestheform
I
LI
+RI
'
+
C
I oE, cos ot . (6)
As ln a mass-sprlng-dashpot system wlth a slmp|e harmonlc extema| force, the
so|utlon of Eq. (6) ls the sum ofa transient cnrrent I,, that approaches zero as
t - +>(under the assumptlon that the coemclents ln Eq. (6) are a|| posltlve,
so the roots ofthe characterlstlc equatlon have negatlve rea| parts), and asteady
periodic current I,
-
,thus
I+I,
,
. (7)
Reca||fromSectlon2. 6(Eqs ( I 9)through(22)there)thatthesteadyperlodlcso|u-
tlonofEq. (5)wlthF(t ) F,cosotls
where
F,cos (ot- :;

J(k - -.
:
;
:
+(.o)
:
.|
..
: = :+a
:
o : -
k - mw
Ifwemakethe substltutlons L for -, R for .. I J Cfor k, andoE,forF,, weget
thesteadyperlodlccurrent
wlththephaseang|e
.|
oRC
: tan , o : -
I - LCo
:
Reactance and Impedance
Thequantltylnthedenomlnatorln(S),
Z R
:
+ uL ~
u
, (ohms) ,
ls ca||edtheimpedance oftheclrcult. Thenthe steadyperlodlccurrent
has amp|ltude
E,
I,
-
(t)
.
cos (ot- :;
E,
remlnlscentofOhm` s|aw, I EJR.

(S)
(9)
( I 0)
( I I )
( I 2)
-S
K
FIGURE 2.7.4. Reactance and
delay angle.
FIGURE 2.7.5. Time lag of
curent behind imposed voltage.
cXump| e 1
Equatlon, l l ) glvesthe steady perlodlc current asacoslnefunctlon,whereas
the lnput vo|tage i,; = i,slnot was a slne functlon. To convert i,to a slne
functlon,wenrstlntroducethereactance
l
= .i -
.c
, l ,
Then Z =r
:
+
:
,andweseefromEq. (9)thato lsaslnFlg. z :, wlthde|ay
ang|e =o - | - Equatlon, l l ) nowyle|ds
Therefore,
where
i, ,;= (cosL cos.+slnosln. ;
=
i,
cos .+
r
sln .
,
Z Z Z
i,
. .
= (cosU sm.- smU cos. ;

Z
i,
.
i, ,;= m,. U
Z
ic.
:
- l
=tan
|
=tan
|
r .rc
, l :,
, l ,
Thls nna||y glves the time lag oJo (l nseconds) ofthe steady perlodlc current i,
behlndthelnputvo|tage(Flg. z )
Initial Value Problems
Whenwewantto nndthetranslentcurrent, weare usua||yglventhelnltla| va|ues
i,c)and Q(0) . Sowemustnrstnnd i,c) Todoso, wesubstltute=clnEq. ,z,
toobtalntheequatlon
ii,c)+ri ,c)+Q(0) =i,o; , l ,
todetermlne i,c, lnterms ofthelnltla|va|uesofcurrent, charge, andvo|tage.
Conslderan ricclrcult wlth r = cohms (L), i = c l henry (H), and c
Z l c
-
farad(F) . Attlme c,when both i,c)and Q,c,are zero, theclrcultls
connectedto a l l cV,cHz a|ternatlng current generator. Flnd the current lnthe
clrcultand thetlme|agofthesteadyperlodlccurrentbehlndthevo|tage.
Sol uti on
Afrequencyof:cHzmeansthat. ,z-) ,c)radJs, approxlmate|yradJs. So
wetakei, = l l cslnanduseequa|ltylnp|aceof thesymbo|forapproxlmate
equa|ltylnthlsdlscusslon. Thedlerentla|equatlonln,)takestheform
,c l ) t+c/+zccc/=,) , l l c,cos
cXump| eZ
2. 7 El ectrical Ci rcuits 1 77
Wesubstltutetheglven va|uesofR, L, C, and.=377lnEq. ( I 0)tonndthatthe
lmpedancels Z =59. 5SL, sothesteadyperlodlcamp|ltudels
I I 0(vo|ts)
I
a
= = I . S46amperes (A) .
59. 5S(ohms)
Wlththesamedata,Eq. ( I 5)glvestheslnephaseang|e.
=tan
,
(0. 64S) =0. 575.
Thusthetlme|agofcurrentbehlndvo|tagels
=
0. 575
=0. 00I 5s
. 377
andthesteadyperlodlccurrentls
I,
,
=( I . S46)sln(377t- 0. 575) .
Thecharacterlstlcequatlon(0. I ) r
:
+ 50r +2000=0hasthetworootsr]
-44andr
:
456. Wlththeseapproxlmatlons, thegenera| so|utlonls
I (t ) =c, e
++
' +c
:
e
+-
' + ( I . S46)sln(377t- 0. 575) ,
wlthderlvatlve
I
'
(t) =-44c, e
++
' 456c
:
e
+
-
' +696 cos (377t- 0. 575)
Because I (0) = _,o; = 0, Eq. ( I 6) glves I' (0) = 0 as we||. Wlth these lnltla|
va|uessubstltuted,weobtalntheequatlons
I (0) =c, +c
:
- I . 004 =0,
I
'
(0) =-44c, - 456c
:
+5S4=0,
thelrso|utlonlsc, =-0. 307, c
:
I . 3 I I . Thusthetranslentso|utlonls
I,, (t ) = (-0. 307) e
++
'
+ ( I . 3 I I ) e
+-
' .
The observatlon that after one-nfth ofa secondwehave I,, (0. 2) < 0. 000047 ^
(comparab|etothecurrentlnaslng|ehumannervenber) lndlcatesthatthetranslent
so|utlondlesoutveryrapld|y,lndeed
Supposethatthe RLC clrcultofExamp|e I , stl|| wlth I (0) = _,o; = 0, ls con-

nectedattlme t = 0toabattery supp|ylngaconstant I I 0V Now nndthecurrent
lntheclrcult
Sol uti on Wenowhavei, ; = I I 0,soEq.( I 6)glves
FIGURE 2.7.6. The efect of
frequency on 10
,
i,o; I I 0
i (0) = -= -= I I 00(As),
I 0. I
andthedlerentla|equatlonls
(0. I ) l
+50I'+2000I = i ,;= 0.
Itsgenera|so|utlonlsthecomp|ementaryfunctlonwefoundlnExamp|e I .
i ,; = c, e
++
' +c
:
e
+
-
'
Weso|vetheequatlons
I (0) = c
(
+c
:
= 0,
i(0) = -44c, - 456c
:
= I I 00
forc, = -c
:
= 2. 670. Therefore,
i,;= (2. 670) (e
++
'
a
e
+
-
' ) .
Notethati ( ) 0as +ceventhoughthevo|tagelsconstant.
Electrical Resonance
Conslderagalnthecurrentdlfferentla|equatlonln(6)correspondlngtoaslnusolda|
lnput vo|tage i,; = i,sln. We have seen that the amp|ltude oflts steady
perlodlccurrentls
i, i,
I
a
=
-
=
k
:
+ oI~
u

( I 7)
Fortyplca|va|uesoftheconstantsk, I, c, andi,,thegraphofI
a
asafunctlonof
resemb|estheoneshownlnFlg. 2. 7. 6. Itreachesamaxlmumva|ueatu_ = t}Ic
andthenapproacheszeroas. +c, thecrltlca|frequencyu_ lstheresonance
frequency oftheclrcult.
In Sectlon 2.6 weemphaslzedthelmportanceofavoldlngresonancelnmost
mechanlca|systems(thece||olsanexamp|eofamechanlca|systemlnwhlchreso-
nancelsso,/; By contrast, many commone|ectrlca|devlces cou|dnotfunctlon
proper|y wlthouttaklngadvantageofthephenomenonofresonance. Theradlolsa
faml|larexamp|e. Ahlgh|yslmp|lned mode| ofitstunlngclrcultls thekIcclrcult
wehave dlscussed. Its lnductance Iandreslstance kareconstant,butlts capacl-
tanceclsvarledasoneoperatesthetunlngdla| .
Suppose that we wanted to plck up a partlcu|ar radlo statlon that ls broad-
castlng at frequency ., and thereby (ln effect) provldes an lnput vo|tage i() =
i,sln.tothetunlngclrcultoftheradlo. Theresu|tlngsteadyperlodlccurrenti,
lnthetunlngclrcultdrlvesltsamp|lner,andlntumlts|oudspeaker,wlththevo|ume
ofsound wehearrough|yproportlona|totheamp|ltude I
a
ofi, Tohearourpre-
ferred statlon (offrequency .;the |oudestand slmu|taneous|y tune out statlons
broadcastlngatotherfrequencleswethereforewantto choose cto maxlmlze I
a
.
2. 7 El ectrical Ci rcuits 1 79
ButexamlneEq. ( I 7), thlnklngofw asaconstantwlthCtheon|y varlab|e. Wesee
atag|ancenoca|cu|usrequlredthatI
a
ls maxlma|when
thatls, when
I
wL - = 0,
oC
I
C = .
Lw
2
( I S)
Sowemere|y tumthedla| to setthecapacltancetothlsva|ue.
Thlslsthewaythato|dcrysta|radlosworked,butmodemAMradloshavea
moresophlstlcateddeslgn. Ap./ofvarlab|ecapacltorsareused. Thenrstcontro|s
thefrequency se|ected asdescrlbedear|ler, the secondcontro|sthefrequencyofa
slgna| that the radlo ltse|fgenerates, kept c|oseto 455 kl|ohertz (kHz) above the
deslredfrequency. Theresu|tlng/e.frequencyof455 kHz, knownasthe/ee
a/.e)e,e.,, lsthenamp|lnedlnsevera|stages. Thlstechnlquehastheadvantage
thatthesevera|RLCclrcultsusedlntheamp|lncatlonstageseasl|ycanbedeslgned
toresonateat455 kHzandreectotherfrequencles,resu|tlnglnfarmorese|ectlvlty
oftherecelveraswe|| asbetteramp|lncatlonofthedeslredslgna|.
Problems "
.1 ............. .
.......................
......................
...,......,
........,...
..
|
R
FIGURE 2.7.7. The circuit for
Problems through
1. In the circuit of Fi g. 2. 7. 7, suppose that . 5 . . 25
, and the source of emf is a battery supplying V
to the circuit. Suppose also that the switch has been in po
sition for a long time, so that a steady current of .A is
fowing in the circuit. At time the switch is thrown
to position 2, so that .and for Find

2. Given the same circuit as i n Problem I , suppose that the
switch is initially in position 2, but is thrown to position
at time so that and for
Find and show that .as
3. Suppose that the battery in Problem 2 is replaced with
an alterating-current generator that supplies a voltage of
cos 60t volts. With everything else the same,
now fnd
4. I n the circuit of Fig. 2. 7. 7, with the switch i n position I ,
suppose that . 2 , . .

and
Find the maximum current in the circuit for

5. In the circuit of Fig. 2. 7. 7, with the switch in position I ,
suppose that

.. . 2. 2,
and Find
6. I n the circuit of Fig. 2. 7. 7, with the switch i n position I ,
take . I , . and cos 4O sin 60t .
(a) Substitute , A cos B sin 60t and then
determine A and B to fnd the steady-state current ,in
the circuit. (b) Write the solution in the form ,
cos(wt - a) .
..............
.............,......
................
.,........, ..,...
.,
.,
.
...., ,...,.. ..
,
R
FIGURE 2.7.8. The circuit for
Problems through
7. (a) Find the charge , and current in the .circuit
if = (a constant voltage supplied by a battery) and
the switch is closed at time so that , (b)
Show that
lim , and that lim

-
-
-
-
8. Suppose that in the circuit of Fig. we have .
, and
(volts). (a)
Find ,and (b) What is the maximum charge on
the capacitor for and when does it occur?
9. Suppose that in the circuit of Fig. .
Z
, and cos
(a) Find , and (b) What is the amplitude of the
steady-state current?
10. An emf of voltage cos .is applied to the .
circuit of Fig. at time (with the switch closed),
and , Substitute ,, A cos .B sin .in
the diferential equation to show that the steady periodic
charge on the capacitor is

,, cos .- f)
.I .
where f tan-
I
..
.......,........
..,... ......
, A cos .B sin .
.,......,,,...........
,.....,
sin.- ) .
11. . . . . F; si n V
12. . .. . F;
sin t V
13. . .. .* J F;
cos V
14. . .. . F;
cos .sin V
15. . .. . ?
F;
sin V
16. . .. H, ?
F;
cos V
.. ............,.
..................
......,..........,..
..
17. . ..- . F;
V; ,
18. . .. . F;

V; ,*
19. . .. . F;

V; * , I
........,......,
..., .......- Isp (t) Itr (t).
20. The circuit and input voltage of Problem I I with
and ,
21. The circuit and input voltage of Problem .with
and ,
22. The circuit and input voltage of Problem with
and ,
23. Consider an .circuit-that is, an ..circuit with .
O-with input voltage q sin . Show that un
bounded oscillations of current occur for a certain reso
nance frequency; express this frequency in ters of .and

24. I t was stated in the text that, i f . . and are positive,
then any solution of . . is a transient
solution-it approaches zero as Prove this.
25. Prove that the amplitude ,of the steady periodic solution
of Eq. is maximal at frequency . I/...
Enp(int Problem and Egnvalues
Youarenowfaml|larwlththefactthataso|utlonofasecond-order|lneardlerentla|
equatlon ls unlque|y determlned by two lnltla| condltlons. In partlcu|ar, the on|y
so|utlonofthelnltla|va|ueprob|em
,
+p,x; ,+, ,x; ,= 0, ,,.; = 0, , ,.;~ 0 ( I )

l s thetrlvla|so|utlon,,x; = 0. MostofChapter2hasbeenbased,dlrect|yorlndl-
rect|y,ontheunlquenessofso|utlonsof|lnearlnltla|va|ueprob|ems(asguaranteed
byTheorem2ofSectlon2. 2).
Exampl e 1
FIGUR 2.8. 1. Various possible
solutions y (x) B sin x. of the
endpoint value problem in
Example I . For no B / does the
solution hit the target value y
for x .
Exampl e Z
X
FIGUR 2.8.2. Various possible
solutions y (x) B sin 2x of the
endoint value problem in Example
2. No matter what the coefcient
B is, the solution automatically
hits the target value y for
A .
2. 8 Endpoi nt Probl ems and Ei genval ues 1 81
Inthlssectlonwewl||seethatthesltuatlonlsradlca||ydlerentforaprob|em
suchas
,
+(x) ,
'
+q (x) ,= 0,
,(.) = 0, ,(b)= 0.
(2)
Thedlfferencebetweentheprob|emslnEqs. ( I ) and (2)lsthatln(2)thetwocon-
dltlonsarelmposedattwoa_ eepolnts.andbwlth(say). < b. In(2)weare
tonndaso|utlonofthedlfferentla|equatlonon thelnterva| ,.,b) thatsatlsnesthe
condltlons,(.) = 0and ,(b) = 0atthe endpolntsofthe lnterva|. Suchaprob|em
lsca||edanendpoint orboundary value problem. Examp|es I and2l||ustratethe
sortsofcomp|lcatlonsthat can arlselnendpolntprob|ems.
Consldertheendpolntprob|em
,
+3, = 0, ,(0) = 0, ,() = 0 (3)

Thegenera|so|utlonofthedlfferentla|equatlonls
,(x) = Acos x.+Bsln x..
Now,(0) = A, sothecondltlon,(0) = 0lmp|lesthatA = 0. Thereforetheon|y
posslb|eso|utlonsareoftheform,(x) = Bsln x.. Butthen
,() = Bsln . -0. 745SB,
s otheothercondltlon,() = 0requlresthatB = 0 a|so. Graphlca||y, Flg. 2. S. I
l||ustratesthefactthatoposslb|eso|utlon,(x) = Bsln x.wlth B = 0hltsthe
deslred target va|ue , = 0 when x = Thus the o/,so|utlon ofthe endpolnt
va|ueprob|emln(3)lsthetrlvla|so|utlon,(x) = 0(whlchprobab|ylsnosurprlse).
.. .... ............. . ... ........
Consldertheendpolntprob|em
,
+4, = 0, ,(0) = 0, ,() = 0

Thegenera| so|utlonofthedlerentla|equatlonls
,(x) = A cos 2x+Bsln 2x.
(4)
Agaln,,(0) = A, sothecondltlon,(0) = 0lmp|lesthatA = 0. Thereforetheon|y
posslb|eso|utlonsareoftheform,(x) = Bsln2x. Butnow,() = Bsln2 * 0
no matterwhatthe va|ue ofthecoefnclent B l s. Hence, as l||ustrated graphlca||y
lnFlg.2. S. 2, e.eposslb|eso|utlon,(x) = Bsln2x hlts automatlca||ythedeslred
targetva|ue , = 0 whenx = (whatevertheva|ueofB) . Thustheendpolntva|ue
prob|emln (4) has /]/e/,-.,dlerent nontrlvla| so|utlons. Perhaps thlsdoes
seemabltsurprlslng.
Remark 1 : Notethattheblg dlerencelntheresu|tsofExamp|es I and2
stemsfromtheseemlng|ysma||dlfferencebetweenthedlerentla|equatlonsln(3)
and(4), wlththecoefnclent3 lnonerep|acedbythecoemclent4lntheother In
mathematlcsase|sewhere,sometlmesblgdoors tumonsma||hlnges.
Remark 2: Theshootlngtermlno|ogy used lnExamp|es I and2lsof-
ten usefu| ln dlscusslngendpolntva|ueprob|ems. We conslderaposslb|eso|utlon
whlchstartsatthe|eftendpolntva|ueandaskwhetherlthltsthetargetspeclned
bytherlghtendpolntva|ue.
Exampl e
Eigenvalue Problems
Rather than belng the exceptlona| cases, Examp|es I and 2 l||ustrate thetyplca|
sltuatlonforanendpolntprob|emasln(2) . Itmayhaveno nontrlvla| so|utlons,or
ltmayhavelnnnlte|ymany nontrlvla| so|utlons. Notethattheprob|emsln(3)and
(4)bothcanbewrlttenlntheform
,+p(x) ,'
+q (x) ,=0, ,(.) =0, ,(b) =0, (5)
wlth p(x) = 0, q (x) = I , . = 0, andb = B Thenumber ls a parameterln
theprob|em(nothlngtodowlththeparametersthatwerevarledlnSectlon2. 5) It
we take =3, we get the equatlonsln (3), wlth =4, we obtalnthe equatlonsln
(4). Examp|es I and2 show thatthesltuatlonlnanendpolntprob|emcontalnlnga
parametercan (and genera||ywl||)dependstrong|yonthe speclncnumerlca|va|ue
oftheparameter.
Anendpolntva|ueprob|em such asthe prob|em ln(5)onethatcontalns
unspeclnedparameterlsca||edaneigenvalue problem. Thequestlonweaskln
anelgenva|ueprob|emls thls. Forwhatva|ues oftheparameter does thereexlst
a nontrlvla| (l. e. , nonzero) so|utlon ofthe endpolnt va|ue prob|em! Such a va|ue
of ls ca||edan eigenvalue oftheprob|em. One mlght thlnk ofsuch ava|ueasa
properva|ueofforwhlchthereexlstproper(nonzero)so|utlonsoftheprob|em.
Indeed,theprenxe/,elsaGermanwordthat(lnsomecontexts)maybetrans|ated
astheEng|lshwordpope,soelgenva|uesaresometlmes ca||edpape../es(or
./...e/s/.../es;
ThuswesawlnExamp|e2that =4lsanelgenva|ueoftheendpolntprob|em
,+) =0, ,(0) =0, ,() =0,
whereasExamp|e I showsthat = 3 lsnotanelgenva|ueofthlsprob|em.
(6)
Suppose that, l s an elgenva|ue ofthe prob|emln (5) and that,, (x) ls a
nontrlvla|so|utlonoftheendpolntprob|emthatresu|tswhentheparameterln(5)
l srep|acedbythespeclncnumerlca|va|ue,, so
Thenweca||,,aneigenfunction assoclatedwlththeelgenva|ue,. Thuswesaw
lnExamp|e2that,, (x) =sln2x lsanelgenfunctlonassoclatedwlththeelgenva|ue
, =4, aslsanyconstantmu|tlp|eofsln2x.
Moregenera||y,notethattheprob|emln(5)ls /o-o,eeoslnthesensethat
any constantmu|tlp|eofan elgenfunctlon ls agaln an elgenfunctlonlndeed, one
assoclatedwlththe same elgenva|ue. Thatl s, lf, =,,(x) satlsnestheprob|emln
(5)wlth =,, then sodoesanyconstantmu|tlp|ec,, (x) . Itcan beproved(under
ml|d restrlctlonsonthecoefnclentfunctlonspandq) thatanytwoelgenfunctlons
assoclatedwlththesameelgenva|uemustbe|lnear|ydependent.
Determlnetheelgenva|uesandassoclatedelgenfunctlonsfortheendpolntprob|em
,+) =0, ,(0) =0,
,(L) =0 (L > 0) .
(7)
Sol uti on We mustconsldera||posslb|e(rea|)va|uesofposltlve,zero,andnegatlve.
If =0, thentheequatlonlsslmp|y,=0andltsgenera|so|utlonls
,(x) =Ax+B.
FIGUR 2.8.3. The hyperbolic
sine and cosine graphs.
y
FIGUR 2.8.4. The
.
f
'
(
.
nnx
elgen unctIOns ] x) Sll -
.
for n .

Thentheendpolntcondltlons,(0) =0 =,(L) lmmedlate|ylmp|ythatA =s=0,
sotheon|yso|utlonlnthlscaselsthetrlvla|functlon,(x) = 0. Therefore,=0ls
oanelgenva|ueoftheprob|emln(7) .
If < 0, |et us then wrlte = -o
:
(wltho > 0)to be speclnc. Thenthe
dlerentla|equatlontakestheform
andltsgenera|so|utlonls
:
0 y - o y= .
,(x) =., e
+.
:
e
=Acoshox + sslnhox,
where A = ., +.
:
and s = ., - .
:
(Reca||thatcoshox = ,e
+e
;}zand
thatslnhox =,e
- e
;}z ;Thecondltlon,(0) =0thenglves

,(0) =Acosh0+ sslnh0=A =0,
sothat,(x) =sslnhox. Butnowthesecondendpolntcondltlon,,(L)=0,glves
,(L) = sslnh oL = 0. Thls lmp|lesthat s = 0,becauseo = 0,and slnh x = 0
on|yforx = 0 (examlnethe graphs of, = slnh x and , = coshx ln Flg. z s
Thusthe on|y so|utlonoftheprob|emln(7)lnthecase < 0lsthetrlvla|so|utlon
, = 0,andwemaythereforeconc|udethattheprob|emhasonegatlveelgenva|ues.
Theon|yremalnlngposslbl|ltylsthat=o
:
> 0wltho > 0. Inthlscasethe
dlerentla|equatlonl s
wlthgenera|so|utlon
:
0 y + o , = .
,(x) =Acosox + ssln ox.
Thecondltlon ,(0) = 0 lmp|les that A = 0, so ,(x) = sslnox. The condltlon
,(L) =0thenglves
,(L) =ssln oL=0.
Can thls occurlfs = 0! Yes, buton|yprovldedthatoL ls a (posltlve) lntegra|
mu|tlp|eof-
oL=-, z-, -, -
thatls, l f
. . . ,
Thuswehavedlscoveredthattheprob|emln(7)hasan/]/ese,e.eofposltlve
elgenva|ues
,s
Wlths= I, theelgenfunctlonassoclatedwlththeelgenva|ue
-
ls
-x
y-
,x; = m
_
= i , z, ,. . . . (9)
Flgurez s :showsgraphsofthenrstsevera|oftheseelgenfunctlons. We seevls-
lb|yhow theendpolntcondltlons ,(0) = ,(L) = 0 serveto se|ectustthoseslne
functlonsthatstartaperlodatx =0andwlndupatx =Lpreclse|yattheendofa
ha|f-perlod.
Examp|e 3 l||ustrates thegenera| sltuatlon. Accordlng toa theorem whose
preclsestatementwewl||deferuntl| Sectlon i , undertheassumptlonthat, (x;~
0 onthelnterva|. /} , anyelgenva|ueoftheformln(5)has adlvergentlncreaslng
sequence
, <
:
< ,< <
-
<
. . .
- +c
ofelgenva|ues, eachwlth an assoclatedelgenfunctlon. Thlslsa|sotrueofthefol
|owlngmoregenera|typeofelgenva|ueprob|em,lnwhlchtheendpolntcondltlons
lnvo|veva|uesofthederlvatlve,aswe||asva|uesof,
,
+p,x; ,+, ,x; y= 0,

., ,,.; +.
:
, ,.;= 0, /, ,,/;+/
:
, ,/;=0,
, i ;
where., , .
:
,/, ,and/
:
areglvenconstants. Wlth., = I =/
:
and.
:
= 0=/, ,we
gettheprob|emofExamp|e4 (ln whlch(x) = 0and, ,x; = I , aslntheprevlocs
examp|e).
Exampl e 4
Determlnetheelgenva|uesandelgenfunctlonsoftheprob|em
Y
FIGUR 2.8.5. The
eigenfunctions
.
(2n - 1 ) nx
Y
n
(x) sm
2L
for n 1 , 2, 3, 4.
,+y= 0, ,,o;= 0, , ,i;= 0. , i i ;
Sol ution
Vlrtua||ythesameargumentasthatusedlnExamp|e3showsthattheon|yposslb|e
elgenva|uesareposltlve, sowetake = o
:
> 0 (o > 0)tobespeclnc. Thenthe
dlfferentla|equatlonls
wlthgenera|so|utlon
,,x; = Acosox+ Bsln ox.
Thecondltlon,,o;= 0lmmedlate|yglvesA = 0, so
,,x; = B slnox and , ,x;= Bocosox.
Thesecondendpolntcondltlon, , i; = 0nowglves
, , i; = Bo cos oL= 0.
Thlswl||ho|dwlth B = 0provldedthatoL lsanoddposltlvelntegra|mu|tlp|eot
-J2.
-
oL =
2
thatl s, lf
-
:
=
-
4L
3-
`
o
-
:
4L
'
(2n - i ;-
2
(2n - i ;
:
-
:
4L
. . . ,
Thusthenthelgenva|ue
-
andassoclatedelgenfunctlonoftheprob|emln, i i ; are
glvenby
(2n - i ;-x
and y-
,x;= sln
2L
( i 2;
for n = i , 2, 3, . . . . Flgure 2. . 5showsgraphs ofthe nrst severa| oftheseelgen
functlons. Wesee vlslb|yhowtheendpolntcondltlons,,o;= , ,i;= 0 serveto
se|ectustthose slne functlons thatstartaperlodatx = 0 but wlnd upatx = L
preclse|ylnthemldd|eofaha|f-perlod.
A genera| procedurefordetermlnlngthe elgenva|ues ofthe problem ln ( l 0)
can be out|lned as fo||ows. We nrst wrlte the genera| so|utlon otthe dlerentla|
equatlonlntheform
, = A,,(x,; + B)
:
(x,;
We wrlte ) (x, ; because,, and )
:
wl|| depend on , as lnExamples 3 and4, in
whlch
,,(x) = cos:x= cos x
_
and )
:
(x) = sln:x= sln x
_
.
Then welmposethetwoendpolntcondltlons,notlngthateach ls|lnearln)and,' ,
andhencea|so|lnearlnA and B. When weco||ectcoemclentsofA and B lnthe
resu|tlngpalrofequatlons,wethereforegetasystemoftheform
:,() A+f () B= 0,
:
:
,; ~+f () B= 0.
( l 3)
Nowlsanelgenva|uelfandon|ylf thesystemln( I 3)hasanontrlvla|solutlon(one
wlth A and B notboth zero). But such ahomogeneoussystem ofllnearequatlons
has anontrlvla| so|utlonlfand on|y lfthedetermlnantofltscoemclentsvanlshes.
We therefore conc|ude that theelgenval ues oftheprob|em ln ( I 0) are the (rea|)
so|utlonsoftheequatlon
n,;= :,,;/:
,;- :
:
,;
/
,;= 0. ( I 4)
Tol||ustrateEq. ( I 4) lnaconcreteprob|em,|et' srevlslttheelgenva|ueprob
|em of Examp|e 3. If > 0, then the dlfferentlal equatlon ," + ) = 0 has
the genera| so|utlon,(x) = Acos(
x) + Bsln(
x) . The endpolnt condltlons

,(0) = 0and,(L) = 0thenyle|dtheequatlons
,(0) = A
I + B 0 =0,
,(L) = A cos(
L) + B sln,
L) = 0
(ln the unknowns A and B) whlch correspond to the equatlons ln ( l 3). The de-
termlnant equatlon n,; = 0 correspondlng to ( I 4) ls then slmp|y the equatlon
sln(
L) = 0, whlchlmp|lesthat
L =n,or=
:
-
:
,i
:
for= l , 2, 3, . . .
(aswesawlnExamp|e3) .
Formoregeneralprob|ems, theso|utlonof theequatlonn,;=0l n( I 4)may
presentformldab|edlfncu|tlesandrequlreanumerlcalapproxlmatlonmethod(scch
asNewton' smethod)orrecoursetoacomputera|gebrasystem.
Mostofthelnterestlnelgenva|ueprob|emslsduetothelrverydlversephysl-
ca|app|lcatlons. Theremalnderofthlssectlonlsdevotedtothreesuchapp|lcatlons.
Numerous addltlona| app|lcatlonsarelnc|udedlnChapters and9 (onpartlaldlf-
ferentla|equatlonsandboundaryva|ueprob|ems).
The Wirling String
Whoofushasnotwonderedaboutthe shapeofaqulck|ysplnnlngumprope`Let
usconsldertheshapeassumedbyatlght|ystretchedHexlb|estrlngof|engthL and
constant|lneardensltyp (massperunlt|ength)lfltlsrotatedorwhlr|ed(l lkeaump
rope) wlthconstantangu|ar speed .(ln radlans persecond)aroundltsequl|lbrlum
posltlona|ongthex-axls. Weassumethatthe portlonofthe strlngto one sldeof
anypolntexertsaconstanttenslonforce ontheportlon ofthe strlngto theother
:
x = O
st;|a,
La|||o;|ames|t|ea
(x
. y (x))
0
wa|;||a,st;|a,
( o)
'-J
x = L
x
FIGURE 2.8.6. The whirling
string.
:
Z
Z
I
x x x Lx
x
FIGURE 2.8.7. Forces on a short
segment of the whirling string.
sldeofthepolnt,wlththedlrectlonofI tangentla|tothestrlngat thatpolnt. We
further assumethat, as the strlng whlr| s around thex-axls, eachpolntmoves ln a
clrc|ecenteredatthatpolnt' sequl|lbrlumposltlononthex-axls. Thus thestrlngls
e|astlc, so that as ltwhlr|s lta|sostretches toassume a curved shape. Denoteby
,(x)thedlsp|acementofthestrlngfromthepolntxontheaxlsofrotatlon. Flna||y,
weassumethatthedeectlonofthestrlnglssos|lghtthatsln0 tan0 = ,'(x) ln
Flg. 2. S. 6(c) .
Wep|an to derlve adlfferentla|equatlonfor,(x) byapp|lcatlonofNewton' s
|aw F = mO tothepleceof strlng ofmass jx correspondlng tothe lnterva|
x,x + x] . The on|y forces actlng on thls pleceare thetenslonforces at itstwo
ends. FromFlg.2. . 7weseethatthenetvertlca|forcelntheposltlve,-dlrectlonls
F = I sl n(0 + 0) - Isln 0 Itan(0 + 0) Itan 0,
s othat
F I,
'
(x+ x)- I,
'
(x) . ( I 5)
Next wereca|| from e|ementary ca|cu|us orphyslcs the formu|a O = .forthe
(lnward)centrlpeta|acce|eratlonofabodylnunlformclrcu|armotlon,istheradlus
ofthe clrc|e and o ls the angu|ar ve|oclty ofthe body). Here wehave = ,, so
thevertlca|acce|eratlonofourpleceofstrlnglsO =
.
o
:
,, themlnusslgnbecause
thelnwarddlrectlonlsthenegatlve,-dlrectlon. Becausem = jx,substltutlonof
thlsand( I 5)lnF = mO yle|ds
sothat
I,' (x+ x)- I,' (x)
.
jo
:
,x,
,' (x+ x) ,' (x)
:
I -jo ,.
x
We nowtakethe|lmltas x -- 0togetthedlfferentla|equatlonofmotlonofthe
strlng.
Ifwewrlte
I
:
0 ) + jo ) =
( I 6)
( I 7)
and lmpose the condltlon that the ends ofthe strlng are nxed, we nna||y get the
elgenva|ueprob|em
,+, = 0, ,(0) = 0, ,(L) = 0 (7)
thatweconslderedlnExamp|e3. Wefoundtherethattheelgenva|uesoftheprob|em
ln(7) are
()
wlththeelgenfunctlon), (x) = sln(nxJL) assoclatedwlth, .
Butwhat does a||thls meanlnterms ofthewhlr|lngstrlng!Itmeans thatun-
|ess ln( I 7)lsoneoftheelgenva|uesln(), thentheon|yso|utlonoftheprob|em
FIGUR 2.8.8. Distortion of a
horizontal beam.

= = = " "
"
es|t|ve
:
-va|aes
L
FIGUR 2.8.9. The defection
curve.
X
2
.
8
Endpoi nt Probl ems and Ei genval ues 1 87
ln(7)ls thetrlvla|so|utlon,(x) = 0. Inthls casethe strlng remalnslnltsequl|lb-
rlumposltlonwlth zerodeectlon. Butlfweequate( I 7) and()andso|veforthe
va|ue
-, correspondlngto, ,
( I )
for= I , 2, 3, . . . , wegetasequenceofcritical speeds ofangu|arrotatlon. On|y
atthesecrltlca|angu|arspeedscanthestrlngwhlr|upoutofltsequl|lbrlumposltlon.
Atangu|arspeed6 ltassumesashapeoftheform ), = c,sln(nxJL) l||ustrated
ln Flg. 2. S. 4 (wherec
, = I ) . Our mathematlca|mode| ls not sufnclent|ycomp|ete
(orrea|lstlc)todetermlnethecoefnclentc
, ,butltassumesmuch sma||erdeHectlons
thanthoseobservedlnFlg. 2. S. 4,sothenumerlca|va|ueofc, wou|dnecessarl|ybe
slgnlncant|ysma||erthan I .
Supposethatwestartthestrlngrotatlngatspeed
thengradua||ylncreaseltsspeedofrotatlon. So|ongas6 < 6j , thestrlngremalns
ln lts undeectedposltlon, = 0. But when6 =6j , thestrlngpopslntoawhlr|lng
posltlon , = c, sln(xJL) . Andwhen 6 lslncreased stl|| further, the strlngpops
backlnto ltsundeHectedposltlona|ongtheaxlsofrotatlon'
The Defection of a Uniform Beam
Welnc|udenowanexamp|eoftheuseofare|atlve|yslmp|eendpolntva|ueprob|em
toexp|alnacomp|lcatedphyslca|phenomenontheshapeofahorlzonta|beamon
whlchavertlca|forcels actlng.
Conslderthehorlzonta|beamshownlnFlg. 2. S. S, unlformbothlncrosssec-
tlon and ln materla|. Ifltls supported on|y at lts ends, then the force ofltsown
welghtdlstortslts|ongltudlna| axls ofsymmetry lntothecurve shownasadashed
|lne ln the ngure. We want to lnvestlgate the shape , = ,(x) ofthls curve, the
defection curve of the beam. We wl|| use the coordlnate system lndlcated ln
Flg.2. . 9, wlththeposltlve,-axlsdlrecteddownward.
Aconsequenceofthetheoryofe|astlcltylsthatforre|atlve|ysma||deHectlons
ofsuch a beam (so sma|| that )' (x) ]
:
ls neg|lglb|elncomparlson wlthunlty), an
adequatemathematlca|mode|ofthedeHectloncurvelsthefourth-orderdlerentlal
equatlon
iiy
-
= F(x) , ( I 9)
where
ils aconstantknown asthero, s-oa/softhematerla|ofthebeam,
i denotes the moment oflnertla ofthe cross sectlon ofthe beam around a
horlzonta||lnethroughthecentroldofthecrosssectlon,and
F(x) denotesthedensltyofao.aforceactlngvertlca||yonthebeamat
thepolnt x.
x = o x = L
s| m|ysae;teee;a|a,ee
x = O x = L

Da||t |a
FIGUR 2.8.10. Two ways of
supporng a beam.
nes/-offorce! Yes, thls meansthattheforce actlngdownward onavery
short segment x,x + x] of the beam l sapproxlmate|y F(x) x. The unlts ot
F(x) arethoseofforceperunlt|ength, suchaspounds per foot. We wl||conslder
herethecaseln whlchtheon|yforcedlstrlbuteda|ongthebeamlsltsownwelght,
U poundsperfoot,sothatF(x) = U. ThenEq.( I 9)takestheform
iiy
-
= U (20)
wherei, i , andU area||constant.
Note: Weassumenoprevlousfaml|larltywlththetheoryofe|astlcltyorwlth
Eq. ( I 9)or(20)here. Itls lmportanttobeab|etobegln wlthadlerentla| equatlon
that arlses ln a speclnc app|led dlsclp|lne and then ana|yze lts lmp|lcatlons, thus
we deve|op anunderstandlngoftheequatlonby examlnlnglts so|utlons. Observe
that, ln essence, Eq. (20) lmp|les that thefourthderlvatlve y
-
ls proportlona| to
the welght denslty U. Thls proportlona|lty lnvo|ves, however, moconstants. i,
whlch depends on|yonthematerla|ofthebeam, and i , whlchdependson|yonthe
shapeofthecrosssectlonofthebeam. Va|uesoftheYoung' smodu|usiofvarlous
materla|scanbefoundlnhandbooksofphyslca|constants, i= -.
-
foraclrcu|ar
crosssectlonofradlus.
A|thoughEq. (20)ls afourth-orderdlerentla|equatlon,lts so|utlonlnvo|ves
on|y theso|utlonofslmp|enrst-orderequatlonsby successlveslmp|elntegratlons
OnelntegratlonofEq. (20)yle|ds
asecondyle|ds
anotheryle|ds
iiy= Ux
3
+ t C, x
2
+C
2
X +C3 ;
anna|lntegratlonglves
where C" C
2
, C3 , and C
+
arearbltrary constants. Thus weobtaln a so|utlon ot
Eq. (20)ofthe form
(2I )
where~, s, C, and bareconstantsresu|tlngfromthefourlntegratlons.
These|astfourconstantsaredetermlnedbythewaylnwhlchthebeamlssup
portedatltsends,wherex = 0andx = L. Flgure2. . I 0showstwocommontypes
ofsupport. Abeammlghta|sobesupportedonewayatoneendbutanotherwayat
the otherend. Forlnstance,Flg.2. . I I showsacantilever-a beamnrm|yfastened
atx = 0but)ee(no supportwhatsoever)atx = L. Thefo||owlngtab|e showsthe
boundary orendpoint conditions correspondlngtothethreemostcommoncases.
Wewl||seethatthesecondltlonsareapp|ledreadl|ylnbeamprob|ems,a|thougha
dlscusslonhereofthelrorlglnwou|dtakeustoofarane|d.
Endpoint Condition
Simply supported y = y
"
=
Built-in or fxed end y = y
'
=
Free end y
"
= y
(3)
=
For examp|e, the deHectlon curve ofthe cantl|ever lnFlg. 2. S. I I wou|d be
glvenbyEq. (2I ),wlththecoemclentsA, B, C, and ndetermlnedbythecondltlons
,(0) =,
'
(0) = and ,"( L) =,
(L) =, (22)
correspondlngtothenxedendatx =andtheneeendatx = L. Thecondltlons
FIGUR 2.S. 11. The cantilever. ln(22)togetherwlththedlerentla| equatlonln(2I ) constltutean endpoint value
problem.
Exampl e DetermlnetheshapeofthedeHectloncurveofaunlformhorlzonta|beamof|ength
L andwelghtuperunlt|engthandslmp|ysupportedateachend.
Sol ution Wehavetheendpolntcondltlons
,(0) =," (0) ==,(L) =,"( L) .
Rather than lmposlng then dlrect|y onEq. (2I ), |et us begln wlth the dlerentlal
equatlon EI,
+
= u and determlne the constants as we proceed wlth the four
successlvelntegratlons. The nrsttwo lntegratlonsyle|d
EI,
=ux+ A, EI,"= 1 ux
:
+Ax+B.
Hence," (0) =lmp|lesthatB =, andthen,"(L) =glves
= 1 wL
2
+AL.
Itfo||owsthatA =-uLJ2 andthusthat
EI,"= 1x
2
- 1 wLx.
Thentwomorelntegratlonsglve
andnna||y,
EI,(x) = _ux
+
- uLx
+Cx+n
Now,(0) =lmp|lesthatn=, then,because,(L) =,
I t fo||owsthatC =uL
J4. HencefromEq.(23)weobtaln
,(x) =
(x
+
- 2Lx
+L
x)
24EI
(23)
(24)
cXump| e
asthe shapeoftheslmp|ysupportedbeam. Itls apparentfromsymmetry(seea|so
Prob|em I 7) thatthe-.x/--ae)e./o)max
ofthebeam occurs at ltsmldpolnt
x=LJ2,andthushastheva|ue
thatl s,
L
W
+
2
+
I
+
)max
= )
=
24Ei
L _L + _L ,
5uL
+
)max
=
3S4Ei
(25)
Forlnstance,supposethatwewanttoca|cu|atethemaxlmumdeectlonofaslmp|y
supportedstee|rod20longwlthaclrcu|arcrosssectlon I ln. lndlameter. Froma
handbookwenndthattyplca|stee|hasdenslty=7. 75gJcm
andthatltsYoung's
modu|us l s E = 2 Z I 0
| :
gJcm S
:
, so ltwl||be more convenlenttowork ln cgs
unlts. Thusourrodhas
and
|ength. L = (20) 30 4S
c
,=609. 60cm
radlus. .=
ln.
2. 54
= I 27cm.
Its//e.massdenslty(thatls, ltsmassperunlt|ength)ls
so
W = p = 39 27,9S0
c
, 3S4S4 6
dyn
.
cm s cm
The areamomentoflnertlaofaclrcu|ardlskofradlus. around adlameterls i =
.
-
,so
ThereforeEq. (25) yle|ds
(5) (3S4S4. 6) (609. 60)

+
I 6. 96cm )max
(3S4) (2 I 0
| :
) (2. 04)
7
about6. 6Sln. , asthemaxlmumdeectlonoftherodatltsmldpolnt. Itlslnterestlng
tonotethat
)max
ls proportlona| to L
+
, solftherodwere only I 0ft|ong,ltsmaxl-
mumdeectlonwou|dbeon|yone-slxteenthasmuchon|yabout0 42ln. Because
i = .
-
, weseefrom Eq. (25) thatthe samereductlonln maxlmum deectlon
cou|dbeachlevedbydoub|lngtheradlus.oftherod.
y
y - y,x,
The Bucked Rod
2.8 Endpoi nt Probl ems and Ei genval ues 1 91
Flgure z s i z shows aunlform rodof|ength L, hlnged ateach end, thathas been
'buck|ed by an axla| force ofcompresslon i app|led at one end We assume
" "
thls buck|lng to be so s|lght that the deectlon curve y = y(x) ofthe rod may
x
beregardedasdennedonthelnterva|cx L
x = c
x - L
FIGURE 2.8. 12. The buckled
rod.
lnthetheoryofe|astlcltythe|lnearendpolntboundaryva|ueprob|em
iiy
+iy=c, y,c;=y,i; =c ,z:;

lsusedtomode|theactua|(non|lnear)behavloroftherod Aslnourdlscusslonot
thedeectlonofa unlform beam, idenotes the Young' smodu|us ofthematerlal
ofthe beam and idenotesthemomentoflnertlaoteachcrosssectlonotthebeam
around ahorlzonta||lnethroughltscentrold
If wewrlte
i
= -
ii
then theprob|emln,z:;becomestheelgenva|ueprob|em
y
+ y=c,
y,c;=y,i;=c
,z:;
,:;
thatweconslderedlnExamp|eWefoundthatltselgenva|ues ,
-
|areglvenby
,s;
wlththeelgenfunctlon
y-
=sln(nxJL) assoclatedwlth
-
(Thuswhlr|lngstrlngs
andbuck|edrods|eadtothesameelgenva|uesandelgenfunctlons )
To lnterpretthlsresu|tln terms ofthebuck|edrod, reca|| nom Eq ,z:;that
i=ii Theforces
= i , z, , ,zs;
arethe.//..//.///,)o.esofthe rod On|y whenthecompresslveforce ils
oneofthesecrltlca|forcesshou|dtherod'buck|eoutofltsstralght(undeected)
shape Thesma||estcompresslveforceforwhlchthlsoccursls
,z;
Thls sma||estcrltlca|force i, lsca||edthei/e/.///,)o.efortherod,ltlsthe
upperboundforthosecompresslveforces towhlchtherodcan safe|y besubected
wlthoutbuck|lng (Inpractlcearodmayfal|ataslgnlncant|ysma||erforceduetoa
contrlbutlonoffactorsnottaken lnto accountbythemathematlca|mode|dlscussed
here )
Exampl e Forlnstance, supposethatwe wanttocomputetheEu|erbuck|lngforceforastee|
rod ft |ong havlngaclrcu|arcrosssectlon ln. lndlameter. Incgs unltswehave
L = )
= cm, and
i= ln. )
cm
+
.
Upon substltutlngtheseva|ueslnEq. we nndthatthecrltlca|forceforthlsoa
ls
i, Z dyn lb,
uslngtheconverslonfactor Z
dynJ|b.
Problems
....................
..................
,....................
1.
2.
3.
4.
5.
6. Consider the eigenvalue problem

All the eigenvalues are nonnegative, so write a
2
where a (a) Show that = is not an eigen
value. (b) Show that = A cos ax B sin ax satisfes
the endpoint conditions if and only if B and a is
a positive root of the equation tan , l/z . These roots
{a
n
|are the abscissas of the points of intersection of the
curves tan , and ,, as indicated in Fig.
Thus the eigenvalues and eigenfunctions of this problem
are the numbers {a l \ and the functions { cos a
n
xl j, re
spectively.
`
FIGURE 2.8.13. The eigenvalues are determined by
the intersections of the graphs of = tan , and ,
(Problem
Consider the eigenvalue problem

=
all its eigenvalues are nonnegative. (a) Show that U
is not an eigenvalue. (b) Show that the eigenfunctions
are the functions { sin a
n
xl j, where a
n
is the nth positive
root of the equation tan , , (c) Draw a sketch indi
cating the roots {a
n
|as the points of intersection of the
curves tan , and ,. Deduce from this sketch
that a
n . when .is large.

all its eigenvalues are nonnegative. (a) Show that U
is an eigenvalue with associated eigenfunction . A.
(b) Show that the remaining eigenfunctions are given by
.sin fnx, where fn is the nth positive root of the

equation tan , ,. Draw a sketch showing these roots.
Deduce from this sketch that fn
. when .is
large.
9. Prove that the eigenvalue problem of Example .has no
negative eigenvalues.
10. Prove that the eigenvalue problem

has no negative eigenvalues. ..... Show graph
ically that the only root of the equation tanh , , is
,
11. Use a method similar to that suggested in Problem to
show that the eigenvalue problem in Problem has no neg
ative eigenvalues.

which i s not of the type i n because the two endpoint
conditions are not "separated" between the two endpoints.
(a) Show that
= is an eigenvalue with associated

eigenfunction ;,.= (b) Show that there are no neg
ative eigenvalues. (c) Show that the nth positive eigen
value is .
and that it has two linearly independent associ

ated eigenfunctions, cos ..and sin ..
y" 2y' ; = 0; y) = . =
(a) Show that = is not an eigenvalue. (b) Show
that there is no eigenvalue such that (c) Show
that the nth positive eigenvalue is , = .
with
associated eigenfunction ;,.= c
-\
sin ..
y" 2y' ; = 0; y) = 0, y' ( I ) =
Show that the eigenvalues are al l positive and that the nth
positive eigenvalue is , = awith associated eigen
function ;,.= c
-\
sin a
n
x, where a,is the nth positive
root of tan , = ,
15. (a) A uniform cantilever beam is fxed at .= 0 and free
at its other end, where .= . Show that its shape is given
by
.
.. = .
...

241
(b) Show that y' .= 0 only at .= 0, and thus that i t fol
lows (why?) that the maximum defection of the cantilever
is ;-.
= ..= ..
/( 8 I ) .
2. 8 Endpoi nt Probl ems and Eigenval ues 1 93
16. (a) Suppose that a beam is fxed at its ends .= 0 and
.= . Show that its shape is given by
.
.. = .
..

241
(b) Show that the roots of . . = 0 are .= U, .= .
and .= . so it follows (why?) that the maximum
defection of the beam is
. ..
;-.
= ;
_
=
3841
'
one-ffh that of a beam with simply supported ends.
17. For the simply supported beam whose defection curve is
given by Eq. (24), show that the only root of . . = U in
[0, .,is .= .so it follows (why?) that the maximum
defection is indeed that given in Eq. (25).
18. (a) A beam is fxed at i ts lef end .= 0 but is simply sup
ported at the other end .= .Show that its defection
curve i s
(b) Show that its maximum defection occurs where .=
5
_
,
. and is about . of the maximum de
fection that would occur if the beam were simply sup
ported at each end.
1 94
Po"er Series
Methods
n Sectlon 2. 3 we saw that so|vlng a homogeneous |lnear dlerentla| equatlon

wlth constantcoemclentscanbereducedtothe a|gebralc prob|emofnndlngthe
rootsoflts characterlstlcequatlon. Therels noslml|arprocedureforso|vlng|lnear
dlerentla|equatlonswlth .././/ecoemclents,at|eastnotroutlne|yandlnnnlte|y
manysteps. Wlththeexceptlonofspecla|types,suchastheoccaslona|equatlonthat
can be so|ved by lnspectlon, |lnearequatlons wlth varlab|e coemclents genera||y
requlrethepowerserlestechnlquesofthlschapter.
Thesetechnlquessumceformanyofthenone|ementarydlerentla|equatlons
thatappearmostnequent|ylnapp|lcatlons. Perhapsthemostlmportant(becauseot
ltsapp|lcatlonslnsuchareasasacoustlcs, heatow,ande|ectromagnetlcradlatlon)
lsBessel 's equation oforder
Legendre's equation oforderl s lmportantlnmanyapp|lcatlons. Ithastheform
( I - x
:
) , - 2x,'+ ,+ I ) ,= 0.
Inthlssectlonwelntroducethepower series method lnltsslmp|estformand,
a|ongtheway,state(wlthoutproof)severa|theoremsthatconstltutearevlewofthe
baslcfactsaboutpowerserles. Reca|| nrstthatapower series ln(powersof)x
ls anlnnnlteserlesoftheform
- . =c,+c, (x - .;+c
:
(x - a)
:
+
. . .
+c, (x - .+
. . .
. ( I )
If.= 0, thlsls apowerserleslnx.
= c,+c, x +c
:
x
:
+
. . .
+
(2)
3. 1 I ntroducti on and Revi ew of Power Seri es 1 95
Wewl||connneourrevlew maln|yto power serlesln buteverygenera|property
ofpowerserlesln canbeconvertedtoagenera| propertyofpowerserles ln .
byrep|acementof wlth .

Thepowerserlesln(2)converges onthelnterva| iprovldedthatthe|lmlt
(3)
exlstsfora|| lni Inthlscasethesum

(4)

l sdennedon i,andweca||theserles_ -

apower series representation ofthe
functlon oni Thefo||owlngpowerserlesrepresentatlonsofe|ementaryfunctlons
shou|dbefaml|lartoyounomlntroductoryca|cu|us.
and
, ,

cos x I -
.
(2n) ' 2' 4'
, ,

.-

(2n I ) ' 3 ' 5'

cosh x I

(2n) ' 2' 4'

slnh

(2n I ) ' 3 ' 5'

ln( I

n

I

.

(5)
(6)
(7)
(S)
(9)
( I 0)
( I I )
D
-- ,
-- , . - :

( I

I -
2'

3 '
+
. .
. ( I 2)
Incompactsummatlonnotatlon, weobservetheusua|conventlonsthat0' = I and
that

I for a|| lnc|udlng 0. The serles ln (5)through (9) converge to
thelndlcatedfunctlonsfora||

Incontrast, the serlesln ( I 0) and ( I I ) convergelf
< Ibutdlvergelf > I . (Whatlf I !) Theserlesln( I I ) ls thegeometric
series. The serlesln ( I 2) , wlth- an arbltrary rea|number, ls thebinomial series.
If- ls anonnegatlvelntegern, then theserlesln ( I 2) termlnates andtheblnomla|
serlesreducesto apo|ynomla| ofdegreen whlchconvergesfora||

Otherwlse,
theserleslsactua||ylnnnlteandltconvergeslf < I anddlvergeslf > I , lts
behavlorfor I dependsontheva|ueof-

1 96 Chapter 3 Power Seri es Methods
Remark: Power serles such as those |lsted ln (5) through ( I 2) are ottea
derlvedasTay|orserles. The Taylor series wlthcenter x =a otthe functlon]ls
thepowerserles
(a) ](a)
(x - a) =](a) +]'
(a) (x - a) + (x - a)
:
+

( I J)
,=a
n ' 2'
lnpowersofx - a, underthehypotheslsthat] lslnnnlte|ydlerentlab|eatx =
(sothatthecoemclentslnEq. ( I 3) area||denned). lfa =0, thentheserlesln( I J)
ls theMaclaurin series
( I J')
Forexamp|e, supposethat ](x) =e
Then ]
(x) =e
,andhence]
(0) = .
fora||n 0. InthlscaseEq. ( I 3')reducestotheexponential series ln(5).
Power Series Operations
lfthe Tay|or serles ofthe tunctlon ] converges to ](x) tora|| x ln some open
lnterva| contalnlng a, then we say that the functlon ] ls analytic atx = . For
examp|e,
everypo|ynomla|functlonls ana|ytlceverywhere,
everyratlona|functlonls ana|ytlcwhereverltsdenomlnatorls nonzero,
moregenera||y,lfthetwofunctlons] andg areboth ana|ytlcatx = then

so are thelr sum ] + g and thelr product ]
.
g, as ls thelr quotlent ]Jg lt
g(a) 0.
Forlnstance,thefunctlonh (x) =tanx = (sln x) J(cos x) ls ana|ytlc atx =
becausecos0 = . 0 and the slneand coslnefunctlons are ana|ytlc (by vlrtue
ofthelr convergent power serles representatlons ln Eqs. (6) and (7)). It ls rather
awkward to compute the Tay|or serles ofthe tangent functlon uslng Eq. ( I 3) be-
cause ofthe way ln whlch lts successlve derlvatlves grow ln comp|exlty (try lt ' ) .
Fortunate|y,powerserlesmaybemanlpu|ateda|gebralca||yl nmuchthesameway
aspo|ynomla|s. Forexamp|e,lf
then
and
](x) =_a,x
,
,
=a
and g(x) =b,x

,
,
,
=a
](x) +g(x) =_(a, +b, )x

,
,=a
](x) g(x) =c,x

,
,a
( I 4)
( I 5)
3. 1 I ntroducti on and Revi ew of Power Series 1 97
where.
-
= .,/
-
+., /
-
,+

+.
-
/,Theserlesln( I 5) lstheresultof termwise
addition andtheserlesln( I 6) lstheresultotformal multiplication-multiplying
each term otthe nrstserlesbyeachterm otthesecondandthencol|ectlng coet-
nclents otllke powers otx. (Thus the processes strongly resemble addltlon and
mu|tlpllcatlon ot ordlnary polynomla| s. ) The serles ln ( I 5)and ( I 6) converge to
](x) + g(x) and ](x) g(x) , respectlvely, on any open lnterval on whlch both the
serlesln ( I 4)converge. Forexamp|e,
.
I
I
:
I
+
smx cos x = x -
x +
I 20
x
. . .
I
_
x +
24
x -
. .
torallx.
=x +
+
I
+

6 2 24 I 2 I 20
4
I 6
= x - x + x
6 I 20
I (2x)
(2x)
I
.
=
(2x) + _ -
. . .
=
sm 2x
Slmllar|y,the quotlentottwopowerserlescan becomputedbylongdlvlslon,
as l|lustrated bythe computatlon shown lnFlg. 3. l . I . ThlsdlvlslonottheTaylor
serlestorcosx lntothattorslnx yleldsthenrsttewtermsottheserles
I
i: _
tan x =x+ x + x +x +

.
3 I 5 3 I 5
, i :;
Dlvlslonotpower serles ls more treacherous than multlpllcatlon, the serles thus
obtalnedtor ] Jg maytal|to converge atsomepolntswhere the serles tor] andg
bothconverge. Forexamp|e, the slneandcoslneserles converge tor allx, butthe
tangentserlesln( I 7)convergeson|ylt x < J2.
The Power Series Method
Thepower series method torso|vlngadlerentla|equatlonconslstsotsubstltutlng
thepowerserles
( I S)
lnthedltterentlal equatlon and then attemptlngto determlne what the coetncleats
.,, ., , .
:
, o must be ln order that the power serles wlll satlsty the dltterentlal
equatlon. Thls ls remlnlscentotthe method otundetermlnedcoemclents,butnow
we have lnnnlte|y many coetnclents somehow to determlne. Thls method ls not
always successtul, but when lt ls we obtaln an lnnnlte serles representatlon ota
so|utlon,lncontrasttothe'closedtorm solutlonsthatourprevlous methods have
ylelded.
Betorewecansubstltutethepowerserlesln( I S)lnadlerentlalequatlon,we
mustnrstknowwhattosubstltutetorthederlvatlves
,
o
, . . . . Thetollowlngthe-
orem(statedwlthoutproof)tel|susthatthederlvatlve
ot = _ .
-
x
-
lsobtalned
bytheslmp|eprocedureotwrltlngthesumotthederlvatlvesotthelndlvidualterms
lntheserles tor.
x
2x
I 7x
x +
3
+
I 5
+
3 I 5
x
:
x
+
x
-
x
+ I -
+
24
-
720
+
.
x
6 I 20 5040
x
x - +
2 24 720
x
3 30
+
S40
x
3 6
+
72
2x
4x
I 5 3 I 5
2x
I 5 I 5
I 7x
3 I 5
FIGURE 3. 1. 1. Obtaining the series for tan A by division of series.
THEOREM 1 Termwlse Differentiati on of Power Series
Ifthepowerserlesrepresentatlon
](x) = c,x
,
= c,+c, x +c
:
x
:
+c
+
. . .
,=a
+

+

+

+

+

+

+

( I 9)
ofthefunctlon] convergesontheopenlnterva|I , then] lsdlerentlab|eoni,
and
(x) = nc,x
,
,
= c, +2c
:
x +3c
x
:
+
. . .
,=
,
ateachpolntofi
Forexample,dlerentlatlonofthegeometrlcserles
I
:
= x = l + x + x + x +

I - x
,=a
(20)
( I I )
Exampl e 1
glves
3. 1 I ntroducti on and Revi ew of Power Seri es 1 99
= ++
+
. . .
.

The process of determlnlng the coefnclents ln the serles = _
so
that ltwl|| satlsfy a glven dlerentla| equatlon depends a|soonTheorem
Thls
theorema|sostated wlthoutproofte||sus thatlftwopowerserlesrepresentthe
samefunctlon,thentheyarethe same serles. Inpartlcu|ar, theTay|orserles ln
l stheon|ypowerserles(lnpowersof thatrepresentsthefunctlon].
THEOREM Z I dentity Pri nci pl e
If
O O

foreverypolntx lnsomeopenlnterva|i , then
fora||
Inpartlcu|ar, lf_
= 0fora||lnsomeopenlnterva|, ltfo||owsfrom
Theoremthat
=0fora||0,
So|vetheequatlon
+ =0.
Sol uti on We substltutetheserles
andobtaln
O
and
O O
=0.

Tocomparecoemclents here, weneed thegenera|termlneach sum tobetheterm
contalnlng
Toaccomp|lshthl s, we shlftthelndexofsummatlonlnthenrstsum.
Toseehowtodothls, notethat
O O
= +
+
= +

Thus wecan rep|acewlth+ lf, at the same tlme, westartcountlngonestep
|ower, thatls, at= 0 rather than at=
Thls ls a shlftof+ln thelndex of

summatlon. Theresu|tofmaklngthlsshlftln Eq. ls theldentlty
thatls,
O O
+
=0,

O
+
=0.
200 Chapter 3 Power Seri es Methods

Ifthls equatlonho|ds on some lnterva|, then ltfo||owsfrom the ldentlty prlnclple
that+
= 0fora||0, consequent|y,
= -
+ I
fora|| < 0 Equatlon ls a recurrence relation from whlchwecansucces-

slve|ycomputec, ,c
;
,c
,
. . lntermsof the|atterwl||tumouttobethearbltrary
constantthatweexpecttonnd lnagenera|so|utlonofanrst-orderdlerentla|equa
tlon.
Wlth= 0,Eq. glves
Wlth= I , Eq. glves
Wlth= Eq. glves
c
;
c, = "
I
c
= =
3
By nowltshou|dbec|earthataftersuchsteps, wewll|have
c = ( -I ) -
(Thlslseasytoprovebylnductlonon
Consequently,ourso|utlontakestheforn
O O
,(x) =
= ( -I ) -x = =

Inthenna|stepwehaveusedthefaml|larexponentla|serleslnEq. (5)toldentlfyour
powerserles so|utlonasthe sameso|utlon,(x) =
wecou|dhaveobtalned
bythemethodofseparatlonofvarlab|es.
Shift of Index of Summation
Intheso|utlonofExample I wewrote
O O
= +
by shlftlng the lndex ofsummatlon by +I ln theserles onthe |eft. Thatls, we

slmu|taneous|y thelndex of summatlon by I (rep|aclng wlth + I ,
+ I ) andthe startlngpolntbyI , from = I to= 0, thereby
obtalnlngtheserlesontherlght. Thlsprocedurels va|ldbecauseeachlnnnlteserles
ln(23)lsslmp|yacompactnotatlonfortheslng|eserles
3. 1 I ntroducti on and Revi ew of Power Seri es 201

Moregenera||y,wecanshlthelndex ofsummatlonby/lnanlnnnlteserles
byslmu|taneous|y/.e.s/,thesummatlonlndexby/,-- +/;and1e.e.s/,
thestartlngpolntby/Forlnstance,ashlby+z,-- +z;yle|ds
If/l snegatlve,welnterpretadecreaseby/asanlncreaseby -/= / Thusa
shlftby -z,-- - z;lnthelndexofsummatlonyle|ds
O O
.
-
x
-
=,- z;.
-:
x
-
,
-,
-
wehave1e.e.se1thelndexofsummatlonbyzbut/.e.se1thestartlngpolntby
z,from= to=3. Youshou|dcheckthatthesummatlonontherlghtlsmerely
anotherrepresentatlonoftheserlesln,z:;
We kow that the power serles obtalned ln Examp|e converges for all x
because lt ls an exponentlal serles. More common|y, a power serles so|utlon ls
not recognlzab|e ln terms ofthe faml|lar e|ementary functlons. When we get aa
unfaml|lar power serles so|utlon, we need a way of nndlng where lt converges.
Aftera||, , = _ .
-
x
-
lsmere|yan.ss-e1formoftheso|utlon. Theprocedure
l||ustratedlnExamp|e fornndlngthecoemclents , c
-
,ls mere|y aforma|process
and may or may not be va|ld. Its va|ldltyln app|ylng Theorem to compute
, and app|ylng Theorem z to obtaln a recurrence relatlon for the coemclents
depends on the convergence ofthe lnltla||y /oserles , = _ .
-
x
-
Hence
thlsforma|processlsustlnedon|ylflntheendwecanshowthatthepowerserles
weobtaln converges on some openlnterva|. Ifso, ltthenrepresents aso|utlonof
the dlerentla| equatlon on that lnterva|. The fo||owlngtheorem (whlch we state
wlthoutproof maybeusedforthlspurpose.
THEOREM 3 Radi us of Convergence
Glventhepowerserles_ .
-
x
-
,supposethatthe|lmlt
.
-
, = hm
--
.
-
,
,z;
exlsts,,l snnlte)or l slnnnlte(lnthlscasewewl||wrlte,=). Then
(a) If,=0,thentheserlesdlvergesfora||x = 0.
(b) If0 < , < 0, then_ .
-
x
-
convergeslf x < ,anddlvergeslf x > ,
(c) If,=0, thentheserlesconvergesfora||x
Thenumber,ln,z;lsca||edtheradius of convergence ofthepowerserles
_ .
-
x
-
Forlnstance,forthepowerserles obtalnedlnExample i , wehave
_.
, -i ;
-
z
-
.,}
|
+ i
,= rm = rm =0
--
, -i ;
-
z
-
,
.,},+i ;
--
z
and consequent|y the serles weobtalned lnExamp|e i converges forall x
Even
lfthe|lmltln ,z;fal|stoexlst,therea|wayswl||beanumber,such thatexact|y
oneofthethree a|ternatlves lnTheorem 3 ho|ds. Thls number may be dlmcu|tto
nnd,butforthepowerserleswewl||conslderlnthlschapter,Eq.,z;wl|lbequlte
sumclentforcomputlngtheradlusofconvergence.
Exampl e Z So|vetheequatlon,x- 3) ,'+z, =0.
Sol uti on Asbefore,wesubstltute
toobtaln
sothat
O
and ,
'
= .
-
x
-
,
-
,
O O
,x- 3) .
-
x
-
-
+z.
-
x
-
= 0,
-
, -
O O O
.
-
x
-
- 3.
-
x
-
-
+z.
-
x
-
=0.
-, -
,
-
Inthe nrst sum we canrep|ace = iwlth = 0wlthnoeectonthesum. lnthe
secondsum we shlftthelndexofsummatlonby+i Thlsyle|ds
thatls,
O O O
.
-
x
-
- 3,+i ; .
-
x
-
+z.
-
x
-
=0,
- - -
O
.
-
- ,+i ; .
-
,+z.
- x
-
= 0.
-
Theldentltyprlnclp|ethenglves
.
-
- ,+i ; .
-
,+z.
-
= 0,
fromwhlchweobtalntherecurrencere|atlon
+ z
.
.
-
,
,+i ;
-
for _0.
Weapp|ythlsformu|awlth= 0,= i, and=z, lntum,andnndthat
3 3
.
:
=
-
., = ., ,
3 z 3
:
Thls ls a|most enough to make the pattem evldent, lt ls not dlmcult to show by
lnductlononthat
+ i
.
-
= ., lf _ i
-
Henceourproposedpowerserlesso|utlonl s
Itsradlusofconvergencel s
.
-
.
3n+3
p = hm = hm = 3 .
--
.
-
,
--
n+z
(26)
cXump| e
3. 1 I ntroducti on and Revi ew of Power Series 203
Thus the serles ln (26) converges lf-3 < x < 3 and dlverges lf x > 3. lnthis
partlcu|arexamp|ewecanexp|alnwhy. Ane|ementaryso|utlon(obtalnedbysepa
ratlonofvarlab|es)ofourdlerentla|equatlonls = I J(3-x;
:
ltwediereatlate
termwlsethegeometrlcserles
wegetaconstantmu|tlp|eoftheserlesln(26) . Thusthlsserles(wlththearbltrary
constant.,approprlate|ychosen)representstheso|ution
I
y,x; =
(3
.
x;
:
on the lnterva| -3 < x < 3, and the slngu|arlty at x = 3 ls the reason why the
radlusofconvergenceofthepowerserlesso|utlontumed outtobep = 3
So|vetheequatl
- x I .
.
Sol ution
Wemaketheusua|substltutlons = _ .
-
x
-
and
= _ ..x
-
-
,whlchyle|d
sothat
O O
x
:
.
-
x
-
= -I - x+.
-
x
-
-, .
O O
.
-
x
-
= -I x+..x
-
-, .
Becauseof thepresenceofthetwoterms I andxontherlght-handside,weneed
tosp|ltothenrsttwoterms, .,+.
,
x, of theserlesontherlghttorcomparison lf
wea|soshlftthelndexofsummatlononthe|eftby I (rep|acen = iwlthn 2
andwlth I ),weget
O O
,- i ; .
-
, x
-
= -I - x+.,+.
,
x+.
-
x
-
- -
Becausethe |eft-hand sldecontalns nelther aconstant term noraterm containlag
x to the nrst power, the ldentlty prlnclp|e now yie|ds ., = i , ., = i , and .. =
,- I;.
-
-
,for 2. Itfo||owsthat
.
:
= I
., = I , .
= 2
.
:
= 2 , .
-
= 3
= 3 ,
and, lngenera|,that
.
-
= ,- i ; for 2.
Thusweobtalnthepowerserles
O
y,x;= I +x+,
.
| ; x
-
-:
Exampl e 4
Buttheradlusofconvergenceofthlsserlesls
,- i I
p hm |lm =0,
--

--
so the serles converges on|y for x c What does thls mean! Slmp|y that the
glvendlfferentla|equatlondoesnothavea(convergent)powerserlesso|utlonofthe
assumedform _ .
-
x
-
Thlsexamp|eservesasawarnlngthattheslmp|eactof
wrltlng _ .
-
x
-
lnvo|vesanassumptlonthatmaybefa|se.
. . .
So|vetheequatlon
o
+ c
Sol uti on Ifweassumeaso|utlonoftheform
we nndthat
O
.
-
x
-
-
,
-,
and
O
o
n(- i ; .
-
x
-
-
:
-:
Substltutlonfor and
o
lnthedlerentla|equatlonthenyle|ds
O O
,- i ;.
-
x
-
-
:
+.
-
x
-
=c
-: -
We shlftthelndexofsummatlonlnthenrst sum by+2(rep|ace zwlthn = 0
andwlth+z; Thlsglves
O O
,+z; ,+ i ; .
-:
x
-
+.
-
x
-
c
- -
Theldentlty ,+z; (n + i ; .
-:
+c
-
0 nowfo||owsfromtheldentltyprlnclp|e,
andthusweobtalntherecurrencere|atlon
.
-:
,+ i ; ,+z;
,z:;
for cItl sevldentthatthlsformu|awl||determlnethecoemclentsc,
wltheven
subscrlptlntermsofc
and those ofoddsubscrlptlntermsofc, ,c
andc, arenot
predetermlned and thus wl||bethe twoarbltrary constants we expect to nnd ln a
genera|so|utlonofasecond-orderequatlon.
When we app|ytherecurrencere|atlon ln ,z:;wlth 0, z, and:lnturn,
weget
c
-
z
.
c
TaklngI , 3, andlntum, we nnd that

c,
c
= -
3 '
c,
c
and c
s
-

and
c,
c
:
3. 1 I ntroducti on and Revi ew of Power Seri es 205
Agaln,thepatternl sc|ear,we|eaveltforyoutoshow(bylnductlon)thatfork I ,
Thuswegetthepowerserlesso|utlon
x
:
X
4
x
-
x
X 7
,(x) = c
I - + - +
. . .
+c,
X - + - +
. . .
.
z : :
thatls, ,(x) = c
cos x +c,sln x. Notethatwehavenoprob|em wlththeradiusof

convergencehere, the Tay|orserlesfor the slneand coslnefunctlonsconvergefor
a|| x.
The so|utlonofExamp|e:can bearfurthercomment. Supposethatwehad
neverheardoftheslneandcoslnefunctlons, |eta|onethelrTay|orserles. Wewou|d
thenhavedlscoveredthetwopowerserlesso|utlons
and
O
(
.
I )
,
x
:
,
x
:
X
4
C(x) = = I - + -
. . .
,a
,z z :
O
(
.
I )
,
x
:
,+,
x
S(x) =
,z+ i
=x -

+
5
. .
,zs
,z
ofthe dlerentla| equatlon ,
+ , = 0. Both ofthesepowerserles convergefor

a||x. For lnstance,theratlotestlnTheoremlmp|lesconvergencefora||z ofthe
serles_ (
.
I )
,
z
,
},z obtalnedfrom ,zsby wrltlngz =x
:
. Henceltfo||owsthat
,zsltse|fconvergesfora||x, asdoes (by aslml|arp|oy)theserlesln,z
Itl sc|earthatC,= I andS,=, andtermwlsedlerentlatlonofthetwo
serlesln ,zsand,zyle|ds
C
'
(x) ~ -S(x) and S
'
(x) = C(x) . ,
Consequent|y, C', = and S', = I . Thus wlththeald ofthepower serles
method (a|| the whl|e kowlng nothlng about the slne and coslne functlons), we
havedlscoveredthat, = C(x) lstheunlqueso|utlonof
,
+, =
that satlsnes the lnltla| condltlons ,(0) = I and ,' (0) = , and that , = S(x)
l sthe unlqueso|utlonthat satlsnesthe lnltla| condltlons ,(0) = and ,' (0) = I .
It fo||ows that C(x) and S(x) are |lnear|y lndependent, andrecognlzlngthe lm-
portanceofthedlerentla|equatlon,
+, =0wecanagreetoca||Cthe.os/e
functlonandSthes/efunctlon. Indeed,a||theusua|propertlesofthesetwofunc-
tlonscanbeestab|lshed,uslngon|ythelrlnltla|va|ues(atx =andthederlvatlves
ln ,, there ls no need to refer to trlang|es or even to ang|es. (Can you use the
serlesln ,zsand ,ztoshowthat C(x) ]
:
+ S(x) ]
:
= I fora|| x!) Thlsdemon-
stratesthat
The cosine and sine functions are fully determined by the diferen
tial equation y
o
+ y = 0 of which they are the two natural linearly
independent solutions.
Flgures i zand i showhowthegeometrlccharacterofthegraphsofcosxand
slnx ls revea|edby thegraphsoftheTay|orpo|ynomla|approxlmatlonsthatweget
by truncatlngthelnnnlteserlesln ,zsand ,z
Thls lsbynomeansanuncommon sltuatlon. Many lmportant specla| func
tlonsofmathematlcsoccur lnthe nrst lnstanceaspower serles solutlonsofdler
entla| equatlons and thus are ln practlce ae]eaby means ofthesepower serles.
Intheremalnlngsectlonsofthls chapterwewl|| seenumerous examp|es ofsuca
functlons.
y
. s . . s . ;
. s . . . ;;
FIGURE 3. 1.2. Taylor polynomial approximations to
cos x.
.........,.......
..., ..,...........
..................,.
......,.........
.............,...
...............,......
......,.
1. .=
3. . .
5. .= .
.
7. . . .=
9. . ..=
2. . ..
4. . ..=
6. . . .=
8. . . =
10. . .= .
.. ...........,..
......,...,..........
., ..,.............
.........,..........
.......
11. .=
13. . .=
...= ..
....= .
.......,...,.......
...,........= _
..
., ..,..........
15. .. .=
17. .
. .=
.... = .
...
. = .
y
. . .
. ;
,
. . . . ;
FIGURE 3. 1.3. Taylor polynomial approximations to

sin x.
............
...
. .......,
,...................
...
..............
..,.,............
....
19. ...= .= . =
20. . ..= .= . =
21. . . .= .= . =
22. .. .= .= . =
23. Show that the equation
has no power series solution of the form .= _.
24. Establish the binomial series in ( ) by means of the fol
lowing steps. (a) Show that .= .satisfes the
initial value problem .. = .. .= ..Show
that the power series method gives the binomial series in
( ) as the solution of the initial value problem in part (a),
and that thi s series converges if . (c) Explain why
the validity of the binomial series given in ( ) follows
from parts (a) and (b) .
25. For the initial value problem
.= .. .= . =
derive the power series solution
- _
y(x) = _x
n
n=1
.
where { Fn } o i s the sequence 1 , 1 , 2, 3, 5, 8 , 1 3 ,
. . . of .....defned by o = = 1 ,
n =

2
+ n [ for . 1 .
26. (a) Show that the solution of the initial value problem
y' = 1 + y
2
, yeO) =
is y(x) = tan x. (b) Because y(x) = tan x is an odd
function with y' = 1 , its Taylor series is of the form
y = x + C
3
X
3
+ csx
s
+ C7X
7
+
. . .
.
Substitute this series in y' = 1 + y
2
and equate like powers
of x to derive the following relations:
3C
3
= 1 , 5s = 2C
3
,
7C7 = 2s + (C
3
)
2
, 9C
_
= 2C7 + 2C
3
CS ,
= 2C
9
+ 2C
3
C7 + (CS )
2
.
(c) Conclude that
1 2 1 7
tan x = x + x
3
+ _x
s
+ x
7
3 1 5 3 1 5
62 _ 1 382
I I
+
2835
x +
1 55925
x +
. . .
.
(d) Would you prefer to use the Maclaurin series formula
in ( 1 3) to derive the tangent series in part (c)? Think about
it !
3. 2 Seri es Sol uti ons Near Ordi nary Poi nts 207
27. Thi s section introduces the use of infnite series to solve
diferential equations. Conversely, diferential equations
can sometimes be used to sum infnite series. For exam
ple, consider the infnite series
1 1 1 1 1
1 + - - - + - + - - - +

I ! 2! 3! 4! 5 !
'
note the + + - + + -
. . .
pattern of signs superimposed
on the terms of the series for the number We could
evaluate this series if we could obtain a formula for the
function
1
2
1
3
1
4
1
5
J(x) = 1 + x - -x + -x + -x - -x +
. . .
2! 3! 4! 5!
'
because the sum of the numerical series in question is sim
ply J( I ) . (a) It' s possible to show that the power series
given here converges for all x and that termwise differen
tiation is valid. Given these facts, show that J(x) satisfes
the initial value problem
/
3
)
= y; yeO) = y' (O) = 1 , y" (O) = -1 .
(b) Solve this initial value problem to show that
For a suggestion, see Problem 48 of Section 2. 3. (c) Eval
uate J ( 1 ) to fnd the sum of the numerical series given
here.
Series Solutions Near Ordinary Points
. ....
Thepowerserles method lntroduced lnSectlon i can be applledto llnear equa
tlonsofanyorder(aswe||asto certalnnonllnearequatlons),butlts mostlmportant
appllcatlons are to homogeneous second-order |lnear dlerentlal equatlons otthe
form
A(x) ,
+ B(x) ,
'
+C(x) ,=, , i ;
where the coefnclents A, B, and C are ana|ytlc functlons ofx. Indeed, l nmost
app|lcatlonsthesecoefnclentfunctlonsareslmp|epo|ynomlals.
We sawlnExamp|eofSectlon i thatthe serles methoddoes notalways
yle|daserlesso|utlon. Todlscoverwhen ltdoes succeed,werewrlteEq. , i ; lnthe
form
,
+ P(x) ,
'+ Q(x) ,= (2)
wlth|eadlngcoemclent i , andwlth P = BJA and Q = CJA. NotethatP(x)and
Q(x) wl||genera|lyfal| tobeana|ytlcatpolntswhereA(x) vanlshes. Forlnstance,
consldertheequatlon
x,
+,'+x,=c ,;
Exampl e Z
Exampl e
Thecoefnclentfunctlonsln(3)arecontlnuouseverywhere. Butlntheformof(2)lt
lstheequatlon
I
y
+ -y+y=
x
wlth P(x) = I Jx notana|ytlcat x = c
,:;
Thepolntx = .lsca||edanordinary point ofEq. (2)andoftheequlva|ent
Eq. ( I )provlded that the functlons P(x) and Q(x) areboth ana|ytlc at x = .
Otherwlse, x = .ls asingular point. Thus theon|yslngu|arpolntofEqs. (3)and
,:; ls x = c Reca||thata quotlentofana|ytlc functlons ls ana|ytlc whereverthe
denomlnatorls nonzero. Itfo||ows that, lfA(.) ln Eq. ( I ) wlth ana|ytlccoef-
nclents, thenx = .ls anordlnarypolnt. IfA(x) , B(x) , and C(x) arepo/yo-/./s
wlthnocommonfactors,thenx =.ls an ordlnarypolntlfandon|y lfA(.) c
xy
+ (sln x) ,
'
+x
:
y= ,
despltethefactthatA(x) = x vanlshesatx = c Thereasonlsthat
lsneverthe|essana|ytlcatx = becausethedlvlslonbyxyle|dsaconvergentpower
serles.
Thepolntx =ls oanordlnarypolntoftheequatlon
For whl|e P(x) = x
:
lsana|ytlc at the orlgln, Q(x) = x
,
:
lsnot. Thereasonls
that Q(x) lsnotdlfferentlab|eatx = andhencelsnotana|ytlcthere. (TheoremI
ofSectlon3 . I lmp|lesthatanana|ytlcfunctlonmustbedlerentlab|e. )

Thepolntx = lsanordlnarypolntoftheequatlon
because the coefnclent functlons A(x) , B(x) , and C(x) are po|ynomla|s wlth
A(0) c
Theorem 2 ofSectlon 2. I lmp|les that Eq. (2) has two |lnear|y lndependent
so|utlons onanyopenlnterva|wherethe coefnclentfunctlons P(x) and Q(x) are
contlnuous. Thebaslcfactfor ourpresentpurposel sthatnearanoa/.polnt..
theseso|utlonswl||bepower serlesln powers ofx - . A proofofthefo||owlng
theorem can be found ln Chapter 3 ofCoddlngton, ~ioa./o o oa/.
n_ ee/./i,./os(Eng|ewoodC|ls, N. J. . PrentlceHa||, I 96I ) .
Exampl e 4
3. 2 Series Sol uti ons Near Ordi nary Poi nts 209
TH EOREM 1 Sol utions Near an Ordi nary Point
Supposethatcl sanordlnarypolntoftheequatlon
A(x) ,
+B(x) ,
'
+C(x) ,=, , i ;
thatl s , themnctlonsP = BJAand Q = CJAareana|ytlcatx =c ThenEq., i ;
hastwo|lnear|ylndependentso|utlons,eachof theform
, (x) =
,;
The radlusofconvergenceofany suchserles so|utlon ls at|eastas|geasthe

dlstancefromcto thenearest (rea| orcomp|ex) slngu|arpolntofEq. , i ; The
coemclentsln theserlesln ,canbedetermlnedbyltssubstltutlonln Eq. , i ;
DetermlnetheradlusofconvergenceguaranteedbyTheorem iofaserlesso|utlon
of
(6)
lnpowersofx. Repeatforaserleslnpowersofx
:
Sol ution Thls examp|el||ushatesthefact that wemusttake lnto accountcomp|ex slngu|ar
polntsaswe||asrea|ones. Because
x
P(x) =
x
:
+ 9
and
x
:
Q(x) =
x
:
+ 9
the on|y slngu|arpolnts ofEq. (6) are +/ The dlstance (ln the comp|ex p|ane)
ofeach of these from ls , so a serles so|utlon oftheform _
has radlus
ofconvergence at |east The dlstance ofeach slngu|ar polntfrom :ls , so d
serlesso|utlonoftheform _
(x - :; has radlusofconvergence at |east (see
Flg. z i ;
y
X
-3;
FIGURE 3.2. 1. Radius of convergence as distance to nearest singularity.
Exampl e Flndthegenera|so|utlonlnpowersofxof
,x
:
- :;y
+xy+y=
Then nndthepartlcu|arso|utlonwlthy,c;= :,y, i

Sol uti on Theon|yslngu|ar polnts ofEq. (7) are +z, so the serles wegetwl||have radlus
ofconvergence at |eastz (SeeProb|em for the exactradlus ofconvergence.)
Substltutlonof
O
-
y
.
-
x ,
-
ln Eq. (7)yle|ds
O

-
-
,
y =
.
-
x ,
-
,
O
and y
= ,- i .
-
x
-
:
-:
O O O O
,- i ; .
-
x
-
- :,- i .
-
x
-
:
+.
-
x
-
+.
-
x
-
=
-: -: -
,
-
Wecan beglnthe nrst and thlrd summatlonsat = aswe||,becausenononzero
terms are thereby lntroduced. We shlftthelndexofsummatlon ln thesecondsun
by+z, rep|aclngwlth+zanduslngthelnltla| va|ue= cThlsglves
O O O O
,- i ; .
-
x
-
- :,+z; ,+i ; .
-:
x
-
+.
-
x
-
+.
-
x
-
=
- - -
-
Afterco||ectlngcoefnclentsofc, and.
-:
,weobtaln
O
,
:
+z+i ; .
-
- :,+z; ,+i ; .
-.
:
x
-
=
-
Theldentltyprlnclp|eyle|ds
,+i ;
:
.
-
- :,+z; ,+i ; .
-:
= ,
whlch|eadstotherecurrencere|atlon
,+i ; .
-
.
-:
=
:,+z;
for _ cWlth= ,z,and:ln tum, weget
.
-
.,
and .
=
:
: :
z
.
:
.
:
Contlnulngln thl sfashlon,weevldent|ywou|dnndthat
i

,z- i ;
.
:-
=
.,
:
-
z
.
:
. . .
,z;
Wlththecommonnotatlon
,z+i ;
,z+i ; = i

,z+i ; =
z
-

(S)
3. 2 Series Sol uti ons Near Ordi nary Poi nts 21 1
andtheobservatlonthatz
:

,z;=z
-
n' , wenna||yobtaln
,z- i ;
.
:-
=
z
-

.,
(Wea|sousedthefactthat:
-
z
-
=z
-
. ;
Wth= I , 3, andln Eq. ,s;, weget
:.
z :.,
.,=
-
= .
: :
:
Itls apparentthatthepattemls
and
:., z : :.,
.
= -=
:
.
:
.
7
z
:

,z;
.
:-.
= ., = .,
:
-
i

,z+i ; z
-
,z+i ;
,;
, i ;
Theformu|aln ,glvesthecoemclentsofeven subscrlptlntermsofc,, the
formu|a ln , i ; glves the coefnclents of odd subscrlpt ln terms of., After we
separate|yco||ectthetermsoftheserlesofevenandodddegree, wegetthegenera|
so|utlon
A|tematlve|y,
y,x; =., i+-x +-x +-x +

i
:
s i zs i z:
i
,
i
+ ., x + -x + -x + -x +

: i :
, i i;
Becausey,c; = c, andy ,c; = ., ,theglvenlnltla|condltlonslmp|ythat., :
and ., = i Uslng theseva|ues ln Eq. , i i ;, the nrst few terms ofthepartlcu|ar
so|utlonsatlsfylngy,c;=:andy ,c;= iare
i
:
i _
-
i
,
y,x; =:+x+
_
x +
x +
z
x +
x +

, i z;
Remark: As lnExamp|e, substltutlonofy=_.

-
x
-
lna|lnearsecond-
orderequatlonwlthx=anordlnarypolnt typlca||y|eadstoarecurrencere|atlon
that can be used to express each ofthe successlve coemclents .
:
, .
, .
-
, ln
termsofthenrsttwo,.,and., Inthlseventtwo|lnear|ylndependentso|utlonsare
obtalnedasfo||ows. Lety,,x;betheso|utlonobtalnedwlth.,= iand ., =,and
|ety,,x;bethe so|utlonobtalnedwlth.,=and., = i Then
y, ,c;= i . y ,c;= and y,,; =. y,;= i .
soltl s c|earthaty,andy,are|lnear|ylndependent. InExamp|e , y, ,x;andy,,x
aredennedbythetwo serlesthat appearontherlght-handsldelnEq. , i i ;,whlch
expressesthegenera|so|utlonlntheformy=.,y,+., y,
0"l'B
Translated Series Solutions
IflnExamp|ewehad soughtapartlcu|arso|utlonwlthglvenlnltla| va|ues y,.;
andy ,.; , wewou|dhaveneededthegenera|so|utlonlntheform
O
y,x; =
- .;
-
, , i );
thatl s, ln powers ofx- .ratherthan ln powersofx For on|y wlthaso|utlonot

theformln, i ;ls lttruethatthelnltla|condltlons
y,.; =and y ,.;=
determlnethearbltraryconstantsandlntermsofthelnltla|va|uesofyandy
Consequent|y,toso|veanlnltla|va|ueprob|em, weneedaserlesexpanslonofthe
genera|so|utloncenteredatthepolntwherethe lnltla|condltlonsarespeclned.
:
a
:
y ay
, - z- ;
a
:
+,- i ;
a
+y= , y, i ; =:. y , i ; = -i , i :;
Sol uti on Weneedagenera|so|utlonoftheform_
Butlnsteadofsubstltutlngthls
serlesln, i :;todetermlnethecoefnclents, ltslmp|lnesthecomputatlonslfwenrst
makethesubstltutlonx= i . sothatwewlndup|ooklngforaserlesoftheforn
_
aer a||. TotransformEq., i :;lntoonewlth the new lndependentvarlab|e

x, we notethat
and
:
- z- =,x+ i ;
:
- z,x+ i ; - =x
:
- :.
ay ayax ay ,
a
axa
=
ax
=y.
a
:
y ay ax
a
:
ax ax a
ax
,y;
y .
whereprlmesdenotedlerentlatlonwlthrespecttox HencewetransformEq. , i :;
lnto
,x
:
- :;y
+xy+y=
wlthlnltla|condltlonsy= :andy= iatx= (correspondlngto= i ; Thlsls
thelnltla|va|ueprob|emwe so|vedlnExamp|e. sothepartlcu|arso|utlonln, i z;
ls aval|ab|e. We substltute - i forx ln Eq. , i z;and thereby obtaln the deslred
partlcu|arso|utlon
i i
y, ; =:+ ,- i ; +
,- i ;
:
+
,- i ;
)
-
i
+
z
,- i ; +
,- i ; +

.
cXump| e
Thlsserlesconvergeslf-i < < (Why!) A serles suchas thls canbeusedto
estlmatenumerlca|va|uesofthe so|utlon.Forlnstance,
i i
y, s; :+,- z;+_,- z;
:
+_,- z;
sothaty( s) s i ss
_ i
+-,- z; +-, z; +

z
The |ast computatlonlnExamp|e:l||ustratesthefactthatserlesso|utlonsot

dlerentla| equatlons are usefu| not on|y for estab|lshlng genera| propertles ota
so|utlon,buta|sofornumerlca|computatlonswhenanexpresslonoftheso|utlonln
termsofe|ementaryfunctlonslsunaval|ab|e.
Tyes of Recurrence Relations
Theformu|alnEq. ,s;lsanexamp|eofatwo-term recurrencere|atlon,ltexpresses
eachcoemclentlntheserleslntermsofoftheprecedlngcoemclents. Amany
term recurrencere|atlonexpresseseach coemclentlntheserleslntermsoftwoor
moreprecedlng coefnclents. In the case ofa many-term recurrence re|atlon, lt ls
genera||y lnconvenlent oreven lmposslb|eto nnd aformu|athat glves thetyplca|
coefnclent
lnterms of
The next examp|e shows whatwe sometlmes cando

wlthathree-termrecurrencere|atlon.
Flndtwo|lnear|ylndependentso|utlonsof
c , i ;
Sol uti on We maketheusua|substltutlonofthepowerserles _
Thlsresu|tslnthe
equatlon
O O O

c

We can start the second sum at wlthoutchanglng anythlnge|se. Tomake
eachtermlnc|ude
lnlts genera| term, weshlftthelndexofsummatlonlnthenrst

sumby+z(rep|acewlth+z;. andweshlftltby-zlnthethlrdsum(rep|ace
wlth- z;Theseshlftsyle|d
O O O
+z (+
c

The common range ofthesethree summatlons ls _ z. sowe must separate the
terms correspondlng to and i ln the nrst two sums before co||ectlng
coefnclentsof
Thls glves
O
+
++z (+
The ldentltyprlnclp|enow lmp|lesthatz
,that andthethree-term
recurrencere|atlon
+z (+i ;

forn z Inpartlcu|ar,
.,+.
=
:z
.
+.,
.,=
z
:.
+.
-
.,=
:
, i :;
Thusa|| va|uesof.
-
forn :areglvenlnterms ofthearbltraryconstants.,and
., because.
:
=and.
= ., .
Togetournrstso|utlony, ofEq. , i ;, wechoose.,= i and ., =,sothat
.
:
=.
=cThentheformu|asln , i :;yle|d
thus
.,=.
i i z
i
-
i
,
y,,x;= i+ -x + -x + x +
. . .
.
i z i i z
, i s;
Because., =.
=,ltlsc|earfromEq. , i :;thatthlsserlescontalnson|y temsot

evendegree.
Toobtalnasecond|lnear|ylndependentso|utlonY
2
ofEq. , i ; , wetake.,-
and., = i , sothat.
:
=and.
= Thentheformu|asln , i :;yle|d
sothat
.
-
=.
.,=
:
= .
i
,
i
Y
2
(X) =x+ -x + -x + x +
. . .
.
: : i s
, i ;
Because., = .
:
= ,ltls c|earfrom Eq. , i :;thatthlsserlescontalns on|y tems
ofodd degree. The so|utlons
y,,x; and Y
2
,x; are |lnear|y lndependent because
y,,; = iandY

,; =,whereasY
2
,;=andY
,;= i Agenera|so|utlonof
Eq. , i ;lsa|lnearcomblnatlonofthepowerserlesln, i s;and, i ; Equatlon, i ;
has no slngu|arpolnts, sothepowerserlesrepresentlng y,,x;and Y
2
,x;conveqe
fora||x
The Legendre Equation
TheLegendre equation oforder- l sthesecond-order|lneardlerentla|equatlon
, i - x
2
; y - zxy+-- + i ; y=. ,z;
wheretherea|number- satlsnesthelnequa|lty- > -i Thlsdlerentla|equatlon
has extenslve app|lcatlons, ranglngfrom numerlca| lntegratlon formu|as (such as
Gausslan quadrature) to the prob|em ofdetermlnlng the steady-state temperature
wlthln a so|ld spherlca| ba|| when the temperatures at polnts oflts boundary are
known. The on|y slngu|arpolnts of the Legendre equatlon are at +i and - i , so
lthas two |lnear|y lndependent so|utlons thatcanbeexpressed as powerserles ln
powersofwlthradlusofconvergenceat|easti Thesubstltutlony _
ln
Eq. ,z|eads (seeProb|em totherecurrencere|atlon
,: - :+-+

,-+ -
z
for- c Weareuslng-asthelndexofsummatlonbecausewehaveanotherro|e
fortop|ay.
Intermsofthearbltraryconstantsand Eq. z yle|ds
:,:+ i ;
=
z
,:- i ; ,:+z

:,: z ,:+ i ; ,:+

,:- i ; ,:- ); ,:+z ,:+

Wecanshowwlthoutmuchtroub|ethatfor- > ,
:,: z ,: :- z-+z ,:+ i ; ,:+) |o+z-
,zz
and
,:- i ; ,:

,:- z-+ i ; ,:+z ,:+

,:+z-;
,-i ;
,z-+
z)
A|tematlve|y,
where
and
denotethefractlonslnEqs. ,zzand,z, respectlve|y. Wlth

thlsnotatlon,we get two |lnear|ylndependentpowerserlesso|utlons
O

ofLegendre' sequatlonoforder:
O
and
,z
Now suppose that: , a nonnegatlve /e,e If: = ls even, we see
from Eq. ,zzthat
when z- > In thls case,

lsapo/yo-/./of
degreen and
ls a (nontermlnatlng) lnnnlte serles. If: ls an oddposltlve

lnteger, we seefromEq. z that
= when z-+ > In thls case,
lsapo/yo-/./ofdegreen and
lsa(nontermlnatlng)lnnnlteserles. Thus
ln elther case, oneofthe two so|utlons ln zls a po|ynomla| and the other lsa
nontermlnatlngserles.
Problems
Wlthanapproprlatecholce(madeseparate|yforeachn) ofthearbltrarycon-
stantsc
(n even) or., (n odd), thenth-degreepo|ynomla| so|utlonofLegendre's

equatlonofordern,
( I - x
:
) , - 2x,
'
+n(n +I ) , =0, (25)
l sdenotedby P,(x) andlsca||edtheLegendre polynomial ofdegreen. Itlscus-
tomary(forareason lndlcatedlnProb|em 32) to choosethe arbltrary constantso
thatthecoefnclentofx
,
lnP,(x) l s(2n) ' J2
,
(n ' )
:
. Itthentumsoutthat
( -I )
,
(2n - 2k) '
,
:
,
P, (x) = x ,
,
=
2
,
k' (n- k) '(n - 2k) '
(26)
wherex=]nJ2] ,thelntegra|partofnJ2. ThenrstslxLegendrepo|ynomla|sare
P
(x) = I ,
I
:
P
:
(x) =
j
(3x - I ) ,
I
(x) =
j
(5x - 3x) ,
I
P
+
(x) =
(35x
+
- 30x
:
+3) ,
I
P
(x) =
(63x
:
- 70x
+I 5x) ,
andthelrgraphsareshownl nFlg. 3. 2. 2.
)
FIGURE 3.2.2. Graphs .=
.of the Legendre polynomials for

.= .and The graphs are distinguished by the fact that all .
zeros of
.lie in the interval .

.........,....., ..,..
..............
.....................
7. .
. .. .= 0
8. .
. .. . 0
9. .
... .= 0
1. .
.... .= 0
10. ... ..= 0
2. .
..... 0
3. ... .= 0
11. . .. .= 0
12. . .
. ..= 0
4. .
... ..= 0
13. ..
. ..= 0
5. .
... = 0 14. ... 0 (an .,...

6. .
. .. . 0 15. . .
.= 0
.,.........,..
....
16. ( 1 .
... .0; .0,

. 1
17. ... .0; .1 , . 0
.....,.......
............ . .....
..._
......., ..,....
................
........
18. .. . .0; . 1 2, . 0
19. . .
. . . ..0; . 1 0, . 1
20. .
. . .. . .0;
.2
,
. 0
21. ..
. .. . 1 , . 0
22. .
. ... .0; . 0, . 2
............
........_
....
..............,...
....
23. .( 1 ..0
24. .
... ..0
25. . .
. .
.0
26. .
..
.0
....
.0;
.1 , . -1 .
Determine sufciently many terms to compute . ac
curate to four decimal places.
..............
.........,........
Y _
.................
..............,......
,..
28. ..0
29. cos . ..0
30. ... . . ..0
31. Derive the recurrence relation in (21 ) for the Legendre
equation.
32. Follow the steps outlined in this problem to establish Ro
drigues's formula
for the nth-degree Legendre polynomial . (a) Show that
.
satisfes the diferential equation

( 1 .
..
Diferentiate each side of this equation to obtain
.
. ..
(b) Diferentiate each side of the last equation .times in
succession to obtain
( 1 .
..
Thus .
satisfes Legendre' s equa

tion of order . (c) Show that the coeffcient of .
in .is . . then state why this proves Rodrigues'

formula. (Note that the coeffcient of .
in
.is
2.
.'

33. The Hermite equation of order a is
. ....=
(a) Derive the two power series solutions
2ma(a - 2) . . .
(a 2)
][ 1
( -I )" .
,
_
and
]_ .
2m (a .
(a 1 )
( -I )" .
.
I ) '
.
Show that ][ is a polynomial if a is an even integer,
whereas ]_ is a polynomial if a is an odd integer. (b) The
Hermite polynomial of degree .is denoted by H
. It
is the nth-degree polynomial solution of Hermite' s equa
tion, multiplied by a suitable constant so that the coef
cient of .
is 2
n
. Show that the frst six Hermite polyno
mials are
Hq . 1 ,
...
2,
H4 (x) .
..
12,
H
s
(x) 32x
s
- 1 60x
3
1 20x
.
HI .2x,
H
3
(x) .
- 1 2x,
A general formula for the Hermite polynomials is
Verify that this formula does in fact give an nth-degree
polynomial . It is interesting to use a computer alge
bra system to investigate the conjecture that (for each
.the zeros of the Hermite polynomials H
n
and H
n
+l
are "interlaced"-that is, the .zeros of H
n
lie in the .
bounded open intervals whose endpoints are successive
pairs of zeros of

34. The discussion following Example .in Section 3. 1 sug
gests that the differential equation ..0 could be
used to introduce and defne the familiar sine and cosine
functions. In a similar fashion, the .,...
. ..
serves to introduce two new special functions that appear
in applications ranging from radio waves to molecular vi
brations. Derive the frst three or four terms of two dif
ferent power series solutions of the Airy equation. Then
verify that your results agree with the formulas
and
.
.
. .

.
.- 2)
Y
l
(x)
.
X
3k
Y
2
(X) x
_
2
5
. . . . .
.
X
3k+
l
k=l
.
I ) !
for the solutions that satisfy the initial conditions Y
l
Y and Y
2
Y respectively. The
special combinations
and
B.
Y
l
(x)
Y
2
(X)
(x) -

defne the standard .....that appear in math

ematical tables and computer algebra systems. Their
graphs shown in Fig. exhibit trigonometric-like os
cillatory behavior for x whereas Ai (x) decreases
exponentially and Bi (x) increases exponentially as
x It is interesting to use a computer algebra
system to investigate how many terms must be retained in
the Y
l
- and Y
2
-series above to produce a fgure that is visu
ally indistinguishable from Fig. (which i s based on
high-precision approximations to the Airy functions).
Regular Singular Points
. .
)
FIGURE 3.2.3. The Airy function graphs
Y Ai(x) and Y Bi (x) .
35. (a) To determine the radius of convergence of the series
solution in Example 5, write the series of terms of even
degree in Eq. in the form
- -
Yo (x)
_C
2
n
X
2
n

_a
n
z
n
n=l n=
l
where a
n
C
2
n
and z x
2
Then apply the recurrence
relation in Eq. and Theorem in Section to show
that the radius of convergence of the series in z is .Hence
the radius of convergence of the series in x is 2. How does
this corroborate Theorem in this section? (b) Write the
series of terms of odd degree in Eq. in the form
to show similarly that its radius of convergence (as d
power series in x) is also 2.
Wenowlnvestlgatetheso|utlonofthehomogeneoussecond-order|lnearequatlon
~,x; y
+ s,x; y+c,x; y= , i
near a slngu|ar polnt. Reca|| that l fthe functlons ~, s, and c are po|ynomla|s
havlng no common factors, then the slngu|ar polnts ofEq. , i are slmp|y those
polntswhere~,x;=cForlnstance,x=lstheon|yslngu|arpolntoftheBessel
equatlonoforder,
x
:
y
+xy+ ,x
:
-
:
; y= .
whereastheLegendreequatlonoforder,
, i - x
:
; y
- zxy+,+ i ; y=.
hasthetwoslngu|arpolntsx=-iandx= i lttumsoutthatsomeofthefeatures
oftheso|utlonsofsuchequatlonsofthemostlmportanceforapp|lcatlonsare|arge|y
determlnedbythelrbehavlornearthelrslngu|arpolnts .
3. 3 Regul ar Si ngul ar Poi nts 21 9
We wl||restrlctourattentlon tothecase ln whlchx = ls a slngu|arpolnt
ofEq. , i ; Adlerentla|equatlonhavlngx =O asaslngu|arpolntls easl|ytrans-
formedbythesubstltutlon=x- O lntoonehavlngacorrespondlngslngu|arpolnt
atcForexamp|e,|etus substltute=x - i lntotheLegendreequatlonoforder
Because
,
ay aya ay
y = - = -- = -,
ax aax a
and i- x
:
= i- ,+ i )
:
=-z-
:
,wegettheequatlon
a
:
y ay
- ,+z)
:
- z(+ i ; - +,+ i ) y=c
a a
Thls new equatlon has the slngu|ar polnt = correspondlng to x = i ln the
orlglna|equatlon, lthas a|sotheslngu|arpolnt= -zcorrespondlngtox=-i
Tyes of Singular Points
A dlfferentla|equatlonhavlng aslngu|arpolntatordlnarl|ywl||ohavepower
serlesso|utlonsof theformy,x; = _.
-
x
-
,so thestralghtforwardmethodofSec-
tlon zfal|slnthlscase. Tolnvestlgatetheformthataso|utlonofsuchanequatlon
mlghttake, weassumethatEq. , i ; hasana|ytlccoefnclentfunctlonsandrewrltelt
lnthestandardform
y
+ i,x; y+ _,x; y=. ,z;

where i= s,~and Q =c,~Reca||thatx=lsanordlnarypolnt(asopposed
to a slngu|ar polnt) ofEq. ,z;lfthefunctlons i,x; and _,x; are ana|ytlc at x
, that l s, lf i,x; and Q,x; have convergent power serles expanslons ln powers
ofx on some open lnterva| contalnlng x = c Now lt can be proved that each
ofthe functlons i,x; and _,x; e//els ana|ytlc oapproaches +> as x - c
Consequent|y, x = ls a slngu|ar polnt of Eq. ,z; provlded that elther i,x;or
_,x; (or both) approaches +>asx - c Forlnstance, lfwe rewrlte theBesse|
equatlonoforderlntheform
i
,

:
y + y + i- y=.
X x
:
weseethati,x;= i,xand Q,x;= i- ,,x;
:
both approach lnnnltyasx- c
Wewl||seepresent|ythatthepowerserlesmethodcanbegenera|lzedtoapp|y
neartheslngu|arpolntx =ofEq. ,z;, provldedthati,x;approacheslnnnltyno
more rapld|y than i }x, and _,x; nomore rapld|ythan i }x
:
,asx - c Thls lsa
wayofsaylngthati,x;and Q,x;haveon|y 'weakslngu|arltlesatx=cTostate
thlsmorepreclse|y,werewrlte Eq. ,z;lntheform
where
+
p,x;
' +
, ,x;
y
y y = .
X x
:
p,x; =xi,x; and , ,x; =x
:
_,x;
,;
,:;
Exampl e 1
DEFI NITI ON Regul ar Si ngul ar Point
Theslngu|arpolntx =ofEq. ,)l saregular singular point lfthefunctlons
p,x) and, ,x)arebothana|ytlcatx =c Otherwlseltls anirrgular singular
point.
Inpartlcu|ar, theslngu|arpolntx =l sae/.slngu|arpolntlfp,x;and
, ,x; are both po|ynomla|s. For lnstance, we seethatx = ls aregu|ar slngu|m
polntofBesse| ' sequatlonoforderbywrltlngthatequatlonlntheform
i x
:
-
:
y
+y+
:
y=.
x x
notlngthatp,x; = iand, ,x; =x
:
-
:
arebothpo|ynomla|slnx
Bycontrast,consldertheequatlon
zx
+, i +x; y+xy=.
whlchhastheslngu|arpolntx=cIfwewrltethlsequatlonlntheformof,;, we
get
, i +x; },zx
:
;
,
]
y + y +
y=
x x
Because
i+x i i
p,x; = = -+
zx
:
zx
:
zx
asx (a|though, ,x; = ] ls apo|ynomla|), weseethatx = ls an lrregu|ar
slngu|arpolnt. We wl||notdlscusstheso|utlonofdlerentla|equatlonsnearlrreg-
u|arslngu|arpolnts ,thls ls aconslderab|ymoreadvancedtoplcthantheso|utlonot
dlerentla|equatlonsnearregu|arslngu|arpolnts.
.. . .. ......... ... . . ......
Conslderthedlerentla|equatlon
x
:
, i +x; y
+x,:- x
:
; y+,z+x; y=c
Inthestandardformy+iy+_y=ltls
Because
:
.
x
:
,
z+x
y +
x, i+ x;
y +
x
:
, i + x;
y=c
: - x
:
i,x;
x,
-
i
-
+
-
x
;
and
z + x
_,x; =
x
:
, i +x;
bothapproachasx, weseethatx=lsaslngu|arpolnt. To determlnethe
natureofthlsslngu|arpolntwewrltethedlerentla|equatlonln theformofEq.,;
Thus
,:- x
:
; }, i +x; ,
,z+x; }, i +x;
y + y +
:
y =
x x
: - x
:
p,x; =
i + x
z + x
and , ,x; = -
i + x
Becauseaquotlentofpo|ynomla|slsana|ytlcwhereverthedenomlnatorlsnonzero,
we see that p,x; and , ,x; are both ana|ytlc atx = c Hencex = ls a e/.
slngu|arpolntoftheglvendlerentla|equatlon.
Exampl e Z
3. 3 Regul ar Si ngul ar Poi nts 221
Itmayhappenthatwhen webeglnwlth adlerentlalequatlonlnthegeneral
formlnEq. , i ; andrewrlteltlntheformln,;, thefunctlonsp,x; and,,x;asglven
ln,:;arelndetermlnateforms atx =c In thls casethesltuatlon ls determlnedby
thellmlts
and
;
=p,c;= |.m p,x; = |.m xi,x;
,,=,
tc;= llm, ,x; = llmx
:
_,x;
,;
(6)
If
;
= = ,
, thenx = maybean ordlnarypolntofthedlerentlalequatlon

x
:
y+xp,x; y+, ,x; y=ln,; Otherwlse.
Ifboth the llmlts ln ,;and (6) exlstand are]/e, then x = ls aregular
slngularpolnt.
Ifeltherllmltfallsto exlstor ls lnnnlte, then x = ls an lrregular slngular

polnt.
Remark: Themostcommoncaselnappllcatlons,forthedlerentlalequa-
tlon wrlttenlntheform
,,
+
p,x;
,
+
, ,x;
y
y y = .
X x
:
,;
lsthatthe functlons p,x; and , ,x; arepo/yo-/./s Inthls case
;
= p,c;and
,,= , ,c;areslmply the constantterms ofthesepolynomlals, so there ls no need
toevaluatethellmlts lnEqs. ,;and(6).
Tolnvestlgatethenatureofthepolntx=forthedlerentlalequatlon
x
-
y
+,x
:
.a x; y+, i - .a x; y=.
wenrst wrlteltlntheformln,;
,.a x; }x
,
, i - .a x; }x
:
y + y +
:
y=c
x x
Thenl ' Hpltal ' sruleglvesthevalues
and
.a x , cosx
;= hm= hm= i
i
i- cosx .a x i
,,= llm = llm= -
x
:
zx z
forthellmltsln,;and(6). Slncetheyare notboth zero, weseethatx =ls not
anordlnarypolnt. Butboth llmlts arennlte, sotheslngularpolntx =lsregular.
Altematlvely,wecouldwrlte
and
I - cos x I x
:
x
-
x

, ,x; = = I - I - + - +
. . .
x
:
x
:
2' 4' 6'
I x
:
x
-
- " + " -
2' 4' 6'
.
These(convergent)powerserlesshowexp|lclt|ythatp,x; and,,x;areana|ytlcand
moreoverthat
;, = p,c; = I and,, = , ,c; = | , thereby verlfylngdlrect|ythat
x= 0ls aregu|arslngu|arpolnt.
The Method of Frohenius
Wenowapproachthetaskofactua||ynndlngso|utlonsofasecond-order|lneardlt-
ferentla|equatlonneartheregu|arslngu|arpolntx= c Theslmp|estsuchequatlon
lstheconstant-coemclente,/a/-es/o./e,./o
: /
'
0 x y +
;,xy +,,y (7)
towhlchEq. ,;reduceswhenp,x; = ;,and, ,x;= ,,areconstants. Inthl scase
wecan verlfybydlrectsubstltutlonthattheslmp|epower functlony,x; ~ x ls a
so|utlonofEq. (7)lfandon|ylfls arootofthequadratlcequatlon
,- I ) +p,+,,= c (S)
Inthegenera| case, lnwhlch p,x; and, ,x; arepowerserlesratherthancon-
stants, ltlsareasonab|econecturethatourdlerentla|equatlonmlghthaveaso|u-
tlonoftheform
O O
ylx) =x.
-
x
-
= .
-
x
-
= .,x+.
. x
.
+.
:
x
:
+
. . .
(9)
-
-
the product ofx and a power serles. Thls tums outto be a very frultfu| con-
ecture, accordlngtoTheorem I (soontobestatedforma||y), everyequatlonofthe
form ln ( I ) havlngx = 0asaregu|arslngu|arpolntdoes, lndeed,haveat|eastone
such so|utlon. Thls fact ls thebaslsfor the method of Frobenius, namedforthe
GermanmathematlclanGeorgFrobenlus( I S4SI 9I 7) , whodlscoveredthemethod
lnthe I S70s.
Anlnnnlte serles oftheform ln(9)l sca||eda Frobenius series. Notethat
aFrobenlus serles ls genera||yoapowerserles. Forlnstance, wlth = -| the
serlesln (9)takesthe torm
lt ls not aserlesln /e,m/powersofx
To lnvestlgate theposslb|eexlstenceofFrobenlus serles so|utlons, webegln
wlththeequatlon
x
:
y
+xp,x; y+, ,x; y= 0 ( I 0)
obtalnedbymu|tlp|ylngtheequatlonln ,;byx
:
Ifx = ls aregu|arslngu|ar
polnt,thenp,x; and, ,x; areana|ytlcatx=, so
p,x; =
;,+;, x+;
:
x
:
+;
x
+

,
, ,x; =,,+,, x+,
:
x
:
+,
SupposethatEq. , i ;hastheFrobenlusserlesso|utlon
O
y= .
-
x
-

-
, i i ;
, i z;
We may (and a|ways do) assume that., = becausethe serles must have anrst
nonzeroterm. TermwlsedlerentlatlonlnEq. , i z;|eadsto
and
O
y= .
-
,+;x
-
-
,
-
O
y
= .
-
,+) (+- i ;x
-
-
:
-
( i )
, i :;
SubstltutlonoftheserleslnEqs. , i i ; through, i :;lnEq. , i ;nowyle|ds
,- i ; .,x + ,+i ; ., x
.
+
.

+;,x+;, x
:
+

.,x
-
,
+,+i ; ., x+
+,
+,, x+
. . .

.
.,x+., x
.
+ =c , i ;
Upon mu|tlp|ylnglnltla| termsofthe twoproductsonthe |eft-hand sldehere and
thenco||ectlngcoemclentsofx , we see that the |owest-degreeterm lnEq. , i ;ls
., ,- i ) +p, +,,}x If Eq., i ;lstobesatlsnedldentlca||y,thenthecoemclent
ofthlsterm (as we|| as thoseofthehlgher-degreeterms) mustvanlsh. Butweare
assumlngthat., =, soltfo||owsthatmustsatlsfythequadratlcequatlon
,- i ; +p,+,,- , i :;
ofpreclse|ythesameformasthatobtalnedwlththeequldlmenslona|equatlonln,:;
Equatlon, i :;lsca||edtheindicial equation ofthedlerentla|equatlonln, i ;, and
lts two roots (posslb|yequa|) aretheexponents ofthedlerentla|equatlon (atthe
regu|arslngu|arpolntx=;
OurderlvatlonofEq. , i :;showsthatqtheFrobenlusserlesy=x_.
-
x
-
ls
tobeaso|utlonofthedlerentla|equatlonln, i ; , /etheexponentmustbeone
oftheroots,and
:
ofthelndlcla|equatlonln, i :; If, =
:
,ltfo||owsthatthere
are two posslb|eFrobenlus serles so|utlons, whereas lf, =
:
there ls on|y one
posslb|eFrobenlusserlesso|utlon, thesecondso|utloncannotbeaFrobenlusserles.
Theexponents , and
:
lntheposslb|eFrobenlus serles so|utlons are determlned
(uslngthelndlcla|equatlon)bytheva|ues
;, = p,c;and,, = ,,c;thatwehave
dlscussed. Inpractlce,partlcu|ar|ywhenthecoefnclentslnthedlerentla|equatlon
cXump| e
lntheorlglna|formln, i ; arepo|ynomla|s, theslmp|estwayofnndlng
and,,ls
oentowrltetheequatlonlntheform
+
+
+

, ,,+ +
o
+ +
= c , i :;

Thenlnspectlonoftheserlesthatappearlnthetwonumeratorsrevea|stheconstants
and,,
Flndtheexponentslntheposslb|eFrobenlusserlesso|utlonsoftheequatlon
Sol uti on We dlvldeeachtermby
,i+ torecastthedlerentla|equatlonlntheform
and thusseethat
= and,,= - Hencethe lndlcla|equatlonls

,- i;+- =
+ - = ,+
i ; ,- =.
wlth roots , = and
= -i Thetwoposslb|eFrobenlus serles so|utlons are

thenoftheforms
O
=
Frohenius Series Solutions

O
and
Oncetheexponents , andr
:
areknown,thecoefnclents lnaFrobenlus serlesso-
|utlonaredetermlnedbysubstltutlonofthe serles ln Eqs. , i z;through , i :;lnthe
dlerentla| equatlon, essentla||y the same method as was used to determlne coef
nclents ln power serles so|utlons ln Sectlon z If the exponents , and r
:
are
comp|exconugates, thentherea|waysexlsttwo|lnear|ylndependentFrobenlusse-
rles so|utlons. Wewl||restrlctourattentlonheretothecaselnwhlch, andr
:
are
both rea| . We a|sowl|| seekso|utlons on|y for > c Once such a so|utlon has
been found, we need on|y rep|ace wlth toobtaln a so|utlon for < c
The fo||owlngtheorem ls proved ln Chapter:ofCoddlngton' s~ia./oo
oa/.n_ ee/./i,./os
cXump| e4
THEOREM 1 Frobeni us Series Sol uti ons
Supposethatx l saregu|arslngu|arpolntoftheequatlon
x
:
y
+xp,x y+, ,x y , i ;
Letp > denotethemlnlmumoftheradllofconvergenceofthepowerserles
O O
p,x
;-
x
-
and , ,x = ,
-
x
-
Let, and
:
bethe(rea|)roots,wlth,
:
,ofthelndlcla|equatlon,- i ; +
;,+,, cThen
(a) Forx > , thereexlstsaso|utlonofEq., i ;oftheform
O
y, ,x; x.
-
x
-
-
conespondlngtothe|argerroot,
,.
= ; , i s;
(b) If, -
:
ls neltherzero nor a posltlve lnteger, then there exlsts a second
|lnear|ylndependentso|utlonforx > oftheform
O
y
:
,x; x/
-
x
-
-
correspondlngtothesma||erroot
:
,/,= ; , i ;
The radll ofconvergence ofthe power serles ln Eqs. , i s;and , i ;are each at
|east p. The coefnclents ln these serles can be determlned by substltutlng the
serlesln the dlerentla|equatlon
x
:
y
+xp,x y+, ,x y c
Wehavea|readyseenthatlf, =
:
,thentherecanexlston|yoneFrobenlus
serles so|utlon. Ittums out that, lf, -
:
ls aposltlve lnteger, theremay ornay
notexlstasecondFrobenlusserlesso|utlonoftheformlnEq. , i ;correspondlngto
thesma||erroot
:
Theseexceptlona|casesaredlscussedlnSectlon :Exanp|es
:through6l||ustratetheprocessofdetermlnlngthecoefnclentslnthoseFrobenlus
serlesso|utlonsthatare guaranteedbyTheorem i
FlndtheFrobenlusserlesso|utlonsof
zx
:
y
+xy
- ,x
:
+i ; y= ,z;
Sol uti on Flrstwedlvldeeachtermby2x
:
toputtheequatlonlntheformln, i :;
2 al a i
x
:
y
+=y+
: :
y=c
x x
:
,zi ;
We now seethatx = lsaregu|arslngu|arpolnt,andthat
;, = and,, = -
Becausep,x = and, ,x -- x
:
arepo|ynomla|s, theFrobenlusserleswe
obtalnwl | | convergefora||x > cThelndlcla|equatlonls
, I)+ = , ,+i ) = 0,
so the exponents are , = and
:
= i They donotdlerbyanlnteger, so
Theorem I guarantees the exlstence oftwo |lnear|y lndependentFrobenlus serles
so|utlons. Ratherthanseparate|ysubstltutlng
O
y, =x
,
:
_.
-
x
-
-
O
and
y
:
=x
,
/
-
x
-
-
ln Eq. (20), lt ls more emclentto beglnby substltutlng y = x_.
-
x
-
We wl||
then getarecurrencere|atlonthatdependson Wlththe va|ue , = ltbecomes
a recurrence re|atlon for the serles for y, , whereas wlth
:
= -i lt becomes a
recunencere|atlonfortheserlesfory
:
and
Whenwesubstltute
O
y= _.
-
x
-
,
-
O
O
y
= +; .
-
x
-
-
,
,
-
y
= +; ,+- i ; .
-
x
-
:
-
lnEq. (20)theorlglna|dlerentla|equatlon,ratherthan Eq. (2I )weget
O O
2+; ,+- i ; .
-
x
-
+J+; .
-
x
-
-
-
O O
.
-
x
-
:
.
-
x
-
=c (22)
- -
Atthlsstage therearesevera| ways toproceed. A good standardpractlcels toshln
lndlces sothateachexponentwll|bethe sameas the sma||estonepresent. Inthls
examp|e, we shlft the lndex of summatlon ln the thlrd sum by -2 to reduce lts
exponentfrom++2to+Thl sglves
O O
2+; ,+- i ; .
-
x
-
++; .
-
x
-
-
-
O O
.
-:
x
-
.
-
x
-
=c (2J)
-:
-
The common range ofsummatlon ls 2, sowemusttreat = 0 and = i

separate|y. Fo||owlngourstandardpractlce,thetermscorrespondlngto= 0wl||
a|ways glvethelndlcla|equatlon
2 - i ; +- i } .,= 2,
:
+, .,=c
Thetermscorrespondlngto= iyle|d
z,+i ; + ,+i ;- i } ., =,z
:
++z;., =0,
Becausethecoemclentz
:
++zof., ls nonzerowhether= or=-i .lt
fo||owsthat
., = ,z:;
lnelthercase.
Thecoefnclentofx
-
lnEq. ,z;ls
z,+; ,+- i ; .
-
+ ,+; .
-
- .
-
-
:
- .
-
=c
Weso|vefor.
-
andslmp|lfyto obtalntherecurrencere|atlon
.
-
:
.
-
=

z,+ ;
:
+,+ ; - i
forz ,z;
CASE 1 : , = Wenowwrlte.
-
lnp|aceof.
-
andsubstltute=lnEq.,z;
Thlsglvestherecurrencere|atlon
forz ,z:;
Wlththlsformu|awecandetermlnethe coemclents lnthenrstFrobenlusso|utlon
y, InvlewofEq. ,z:;weseethat.
-
=wheneverlsodd. Wlth=z, :,and:
lnEq. ,z:;,weget
.
:
.,
.

-
::
: i :
HencethenrstFrobenlusso|utlonls
and
y, ,x;=.,x
'
:
i+- +-++
x
:
x
-
x
i : : i : . ::
CASE 2:
:
= -i
Wenow wrlte /
-
ln p|ace of.
-
and substltute = i ln
Eq.,z; Thls glvestherecurrencere|atlon
/
_ /
-
-
:
-
z/
:
-
forz ,z:;
Agaln,Eq.,z:;lmp|lesthat/
-
=forodd.Wlth=z, :, and:ln,z:;, weget
/,
/
:
=
,
z
HencethesecondFrobenlusso|utlonls
y
:
,x; =/,x
-'
i+ +- +-+
x
:
x
-
x
z : z i :

Exampl e
. .. . _. _ _ _ _ _ _ _______ __ H N ____ __ _ _ _ _ _ ____ ...... . ...
Flnd aFrobenlusso|utlonofBesse| ' sequatlonoforderzero,
(2S)
Sol ution Inthefomof, i :; , Eq. (2S)becomes
i
,
y +y + y = c
x x
:
Hencex=0 ls aregu|arslngu|arpolntwlth
;
,x;= iand,,x;=
soourserles
wl||convergefora||x > Because
;,= iand,,=, thelndlcla|equatlonls
, i;+=
=
Thusweobtalnon|ytheslng|eexponent=, andsotherel son|yoneFrobenlus
serlesso|utlon
O
y,x; =
ofEq. (2S), ltls lnfactapowerserles.

Thuswesubstltutey=_
ln(2S) , theresu|tl s
O O O

=

We comblnethenrsttwosumsandshlftthelndexofsummatlonlnthethlrdby -2
toobtaln
O O

Thetemconespondlngto
glves0 nolnfomatlon. Thetemcorrespondlng

tox
glves=,andthetemfor
yle|dstherecunencere|atlon
for2. (29)
Because=, weseethat
=0 wheneverlsodd. Substltutlng=2, 4,and
:lnEq. (29), weget
Evldent|y,thepatternls
The cholce i glves usoneofthe most lmportant specla| functlons lnmath-
ematlcs, the Bessel function of order zero of the frst kind, denoted by 1, ,x;
Thus
,;
Inthlsexamp|ewehavenotbeenab|etonndasecond|lnear|ylndependentso|utlon
ofBesse| ' sequatlonoforderzero.Wewl||derlvethatso|utlonlnSectlon:, ltwl||
notbeaFrobenlusserles.
Exampl e
Wen Tl - T
2
Is an Integer
Recall that, lf, - r
:
ls a posltlve lnteger, thenTheorem I guarantees only the
exlstenceoftheFrobenlusserlessolutloncorrespondlngtothe larger exponentrl .
Example : lllustrates the fortunate case ln whlch the serles method nevertheless
yleldsasecondFrobenlusserlessolutlon. Thecaselnwhlchthesecondsolutlonls
notaFrobenlusserleswlllbedlscussedlnSectlonJ. 4.
FlndtheFrobenlusserlessolutlonsof
xy
+zy+xy=0. (J I )
Sol uti on Instandardformtheequatlonbecomes
z
,
x
:
) + y + y=.
x x
:
so we see that x = ls a regular slngular polntwlth
;
= zand
= 0. The
lndlclalequatlon
,- I ) +z= ,+ I ) =
has roots , =and
:
=-I , whlchdlfferby anlnteger. Inthls casewhen,
ls an lnteger, lt ls better to departfrom the standard procedure ofExample :and

beglnourworkwlththes-.//eexponent. As you wlllsee,therecurrencerelatlon
wlllthentell us whether ornotasecondFrobenlusserlessolutlonexlsts. Ifltdoes
exlst, ourcomputatlons wlll slmultaneouslyyleld/o/Frobenlus serles solutlons.
Ifthesecondsolutlondoesnotexlst,webeglnanewwlththelargerexponent=rl
toobtalntheoneFrobenlusserlessolutlonguaranteedbyTheorem I .
Hencewebeglnb y substltutlng
lnEq.(J I ) . Thlsglves
O O
y=x
-
,
.
-
x
-
=.
-
x
-
-
.
-
-
O O O
,- i ; ,- z;.
-
x
-
-
:
+z,- i ; .
-
x
-
-
:
+.
-
x
-
=0.
- - -
Wecomblnethenrst twosumsandshlftthelndexby -zlnthethlrdtoobtaln
O O
,- i ; .
-
x
-
-
:
+.
-
:
x
-
-
:
=0.
- -
Thecases=and= I reduceto
0
.
.,= and
.
., =0.
(J2)
Hencewehavemoarbltraryconstants.,and.,andthereforecanexpecttonnda
generalsolutlonlncorporatlngtwollnearlylndependentFrobenlusserlessolutlons.
If,for= I , wehadobtalnedanequatlonsuchas0 ., =J,whlchcanbesatlsned
forocholceof., .thl swouldhavetoldusthatnosecondFrobenlusserlessolutlon
couldexlst.
"
".
FIGURE 3.3. 1. The solutions
cos x sin x
Yl (x) and Y
2
(X) = -
x x
in Example
Nowknowlngthata||lswe||, from,z;wereadtherecurrencere|atlon
,
for
Thenrstfewva|uesofglve

: :

: : :
evldent|ythepattemls

,z
i ;
for Therefore,agenera|so|utlonofEq.(J I ) l s
Thus
O
,(x) x
,
x
+
. . .
x z : x
,(x) cos x
smx) .
x
,;
Wehavethusfoundagenera|so|utlonexpressedasa|lnearcomblnatlonofthetwo
Frobenlusserlesso|utlons
cos x
,, (x)
x
sln x
and
.
x
,:;
AslndlcatedlnFlg. J . J . I , oneoftheseFrobenlusserlesso|utlonslsboundedbutthe
other lsunboundedneartheregu|arslngu|arpolntx 0acommonoccurrenceln
thecaseofexponentsdlfferlngbyanlnteger.
Summary
Whenconfrontedwlth a|lnearsecond-orderdlerentla|equatlon
A(x) ,
B(x) ,
'
C(x) ,
wlthana|ytlccoefnclentfunctlons,lnordertolnvestlgatetheposslb|eexlstenceof
serlesso|utlonswe nrstwrltetheequatlonln the standardform
,
P(x) ,'
Q(x) ,0.
IfP(x) and Q(x) arebothana|ytlcatx . thenx lsanordlnarypolnt,and
theequatlonhastwo|lnear|ylndependentpowerserlesso|utlons.
Otherwlse, x =ls aslngu|arpolnt,andwe next wrltethedlerentla|equa-
tlon lntheform
__
+
p,x;_
+
,,x; _
=c
x x
:
Ifp,x; and,,x; areboth ana|ytlcatx =,thenx =ls aregu|arslngu|arpolnt.
Inthlscasewenndthetwoexponentsl| andl (assumedrea|,andwlthl l) by
so|vlngthelndlcla|equatlon
l (l - i ; +p,+,,=,
where;, = p,c;and,,= , ,c; Therea|waysexlstsaFrobenlusserlesso|utlon
_
= x _.
-
x
-
assoclated wlth the |arger exponent l| , and lfl| l ls notan
lnteger,theexlstenceofasecondFrobenlusserles so|utlony
:
=x
_/
-
x
-
lsa|so
guaranteed.
.............= 0 ....
..,..........,...........
,...........,.....,....
., ..,.....=
1. .+ . .
+ (sin x) y = 0
2. . .
+ = 0
3. .
+ (cos x) y' + xy = 0
4. .
+ .
+ ( 1 .
= 0
5. x( 1 + . + + .= 0
6. x
2
( 1 .
+ . = 0
7. x
2
y
"
+ (6 sin x) y' + 6y = 0
8. (6x
2
+ .
+ . + .
= 0
.= .= 0 .......,.........
..,...........= . ....
..., ..,.......= 0 ........,.
........,.....= ..
.....,....= ...,.....
.........,...., ..,.....
.....
9. ( 1 _ X) Y
"
. .
= 0
10. ( 1 .
+ . + = 0
11. ( 1 .
.+ = 0
12. .
+ .
+ .
= 0
13. (x
2
.+ . + .+ = 0
14. (x
2

+ (x
2
+ + (x
2
+ .= 0
15. .
(x
2
- . + .+ = 0
16. .
. + .+ + .= 0
......,............,
J ~ 0) ...., ..,......
...
17. ..+ + = 0
18. .+ - y = 0
19. . = 0
20. .+ + = 0
21. .
+ . ( 1 + .
= 0
22. .
+ . .
= 0
23. .
+ . (x
2
+ = 0
24. .
+ . + .
= 0
25. .( 1 . + = 0
26. .+ ( 1 .
..= 0
.......,.......,..
..........., ..,...
..... ........,.......
.,...~
27. .+ + .= 0
28. .+ ..= 0
29. .. .= 0
30. . + ..
= 0
31. ..
..+ ..
= 0
.............
.......,...........
32. .
+ ..+ .+ = 0
33. .
+ .
+ . .
( 1 + . = 0
34. .
+ (sin x) y' - (cos x) y = 0

35. Note that .= 0 is an irregular point of the equation
.
+ . + = .
(a) Show that = ._
can satisfy this equation

only if = (b) Substitute = _
to derive
the "formal" solution = _ .
What is the radius of

convergence of this series?
36. (a) Suppose that .and B are nonzero constants. Show
that the equation .
+ . + B0 has at most one

solution of the form x
r
_
(b) Repeat part (a)

with the equation .
+ ..+ B (c) Show

that the equation .
+ ..
+ B0 has no Frobe
nius series solution. .....In each case substitute
x
r
_
in the given equation to determine the pos

sible values of
37. (a) Use the method of Frobenius to derive the solution
Y
x of the equation .
.+ (b) Verify
by substitution the second solution Y
2
.
Does Y
2
have a Frobenius series representation?
38. Apply the method of Frobenius to Bessel's equation of
order
.
+ .+
x
2
- 0,
to derive its general solution for x 0,
cos x sin x
. ,_ + _ .
Figure 3. 3. 2 shows the graphs of the two indicated solu
tions.
}
FIGURE 3.3.2. The solutions
cos x sin x
.
YI (x) _ and
._ In
Problem 38.
39. (a) Show that Bessel ' s equation of order 1 ,
.
+ .+ (x
2
- 0,
has exponents
1 and
-1 at x 0, and that the

Frobenius series corresponding to i s
x
-

J
I (x)
. .+

(b) Show that there is no Frobenius solution correspond
ing to the smaller exponent
-1 ; that is, show that it

is impossible to determine the coeffcients in
-
..
40. Consider the equation .
+ . + ( 1 - . (a)
Show that its exponents are . so it has complex-valued
Frobenius series solutions
-

-
and x-
i
_,
with .,,,1 . (b) Show that the recursion formula

is
o
n
2
+ .
Apply this formula with to obtain .
then with
to obtain ,
Conclude that .
and ,
are
complex conjugates: .
and ,
where the numbers .
and
are real . (c) Deduce

from part (b) that the diferential equation given in this
problem has real-valued solutions of the form
YI (x) A(x) cos (1n x) - B(x) sin(1n x) ,
.A(x) sin(1n x) + B(x) cos (1n x) ,

where .. _.
and B(x) _
41. Consider the diferential equation

x(x - l ) (x +
+2x (x - 3) (x + - 2(x l ) U
that appeared in an adverti sement for a symbolic algebra
program in the March 1 984 issue of the .....
.... (a) Show that x 0 is a regular
singular point with exponents
1 and
(b) It
follows from Theorem 1 that this diferential equation has
a power series solution of the form
Substitute this series (with 1 ) in the diferential equa
tion to show that
-2,
3, and
+ (.
2
- 5n
- (.
2
+ .+ .
.+ 1 ) (n + 2)
for . 2. (c) Use the recurrence relation in part (b)
to prove by induction that
.for ._ 1
Hence deduce (using the geometric series) that
for 0 x 1 .
.
YI
(x)
( 1 + .
42. This problem is a brief introduction to Gauss' s bypergeo

metric equation
x( 1 . + [y - .+ + . .0, (35)
where . and y are constants. This famous equation has
wide-ranging applications in mathematics and physics.
(a) Show that x 0 i s a regular singular point of Eq. (35),
with exponents 0 and 1 - y. (b) If y i s not zero or a neg
ative integer, it follows (why?) that Eq. (35) has a power
series solution
- -
. .
,
_
3. 4 Method of Frobeni us: The Excepti onal Cases 233

with cq = Show that the recurrence relation for thi s where a
a(a I ) (a . . . (a .- I ) for .I ,
and f
n
and
are defned similarly. (d) The series in (36)

i s known as the hypergeometric series and is commonly
denoted by F(a, x) . Show that
series is
(a . .
c
.
c
. .
for . (c) Conclude that with cq the series in

part (b) i s
.
I
,i) F( l , I , I , x) (the geometric series);
I - x
-
a
(36)
(ii) x F( -x)
I
n( l .
(iii) x F , -x
2
, tan-
1
x;
y(x) I
_
(iv) F(
-
k, ! , -x) .
(the binomial series).

Method of Frobenius: The Exceptional Cases
We contlnueourdlscusslonoftheequatlon
,,
+
p,x; ,
+
, ,x;
y
y -y =
X x
:
( I )
wherep,x; and,,x;areana|ytlcatx=. andx=lsaregu|arslngu|arpolnt. lf
theroots,and
:
ofthelndlcla|equatlon
,; =,
i ; +p,+,,= ,z;
do not dlerby an lnteger, then Theorem I ofSectlon guarantees thatEq. ( I )
hastwo|lnear|ylndependentFrobenlusserlesso|utlons. Weconsldernowthemore
comp|exsltuatlon ln whlch, -
:
ls an lnteger. lf, =
:
.then there ls on|yone
exponentaval|ab|e, and thus there can beon|y one Frobenlus serlesso|utlon. But
wesawlnExamp|e:ofSectlon thatlf, =
:
+x,wlth xaposltlvelnteger,
then lt ls posslb|e that a secondFrobenlus serles so|utlonexlsts. Wewl|| a|so see
that lt ls posslb|e that sucha so|utlon does not exlst. In fact, the second so|utlon
lnvo|veslnxwhenltlsnotaFrobenlusserles. Asyouwl||seelnExamp|esand4,
theseexceptlona|casesoccurlntheso|utlonofBesse| ' sequatlon.Forapp|lcatlons,
thls ls the most lmportant second-order |lnear dlfferentla| equatlon wlth varlab|e
coefnclents.
The Nonlogarithmic Case with r_ r
^
ln Sectlon we derlved the lndlcla| equatlon by substltutlng the power serles
p,x; =_;-
x
-
and,,x;=_,
-
x
-
andtheFrobenlusserles
O O
y,x; =x
.
-
x
-
=.
-
x
-
-
-
lnthedlfferentla|equatlonlntheform
x
:
y
+xp,x; y+,,x; y=0.

,.,= ; ,;
(4)
The resu|tofthlssubstltutlon,afterco||ectlonofthecoefnclentsof|lkepowersot
x, ls anequatlonoftheform
O
i
-
,;x
-
= ,;
-
cXump| e 1
lnwhlchthecoemclentsdependon Itturns outthatthecoemclentofls
= - I)+
,:;
whlchglvesthe lndlcla| equatlonbecause= 0by assumptlon, a|so, for I ,
thecoefnclentof
hastheform
,:;
Here
ls a certaln |lnear comblnatlon of
A|though the exact

formu|als notnecessaryforourpurposes,lthappensthat
=
+
,s;
Becausea||thecoemclentsln,;mustvanlshfortheFrobenlusserlestobea
so|utlonofEq. (4),ltfo||owsthattheexponentandthecoemclents

mustsatlsfytheequatlon
+
= c ,;
Thls lsafor
lntermsof

Now supposethat=
+xwlthxaposltlvelnteger. Ifwe usethe|arger

exponentlnEq. ,;. thenthecoemclent+of
wl||benonzeroforevery
I because= 0 on|ywhen= andwhen=
< Once
havebeen determlned,wethereforecan so|veEq. ,;for

andcontlnue
tocomputesuccesslvecoefnclentslntheFrobenlusserlesso|utloncorrespondlngto
the exponent
But when we use the sma||er exponent
there ls a potentla| dlmcu|ty ln

computlng Forlnthls case
+x; = 0,soEq. ,;becomes

( I 0)
Atthl sstage
havea|ready beendetermlned. Iflthappensthat

then we canchoosearbltrarl|y andcontlnuetodetermlnetheremalnlngcoefn-
clentslnasecondFrobenlusserlesso|utlon. Butlflthappensthat
thenEq. ( I 0) ls notsatlsned wlth anycholceof lnthls casetherecannotexlsta
secondFrobenlusserlesso|utloncorrespondlngtothesma||erexponent
Exam-
p|es I and2l||ustratethesetwoposslbl|ltles.
Consldertheequatlon
( I I )
Here
= :and= 0, s othelndlcla|equatlonl s
=
- I ) +=
+= 0 ( I 2)
wlthroots= and
= therootsdlerbythelntegerx= We substltute
theFrobenlusserles = _
andget
O O
+ +
+:+

O O
++
0,

Whenwecomblnethenrsttwoanda|sothe|asttwosums, andlnthe|attershlftthe
lndexby theresu|tl s
O O
+
++
++
= 0.

The terms correspondlngto= glve the lndlcla| equatlonln, i z;.whereas for
iwegettheequatlon
+
+ +
++
= . , i ;
whlch ln thl s examp|e corresponds to the genera| so|utlon ln ,; Note that the
coefnclentof
ls.+
Wenowfo||owtherecommendatlonlnSectlon forthe case
+x
We beglnwlththesma||erroot
= Wlth
= Eq., i ;reducesto

= c
If= wecanso|vethlsequatlonfor
toobtalntherecurrencere|atlon
Thlsyle|ds
=
=
--
for=
and
, i 1;

, i :;
Inthecase=
+x.ltls a|waysthecoemclent
thatrequlres specla|consld-
eratlon. Herex = andfor= Eq. , i :;takestheformc
+= cHence
ls a secondarbltrary constant, and wecancomputeaddltlona|coefnclents, stl||

uslngtherecurslonformu|aln
andsoon.
=
- -,
:
, i :;
Exampl e Z
When wecomblnetheresu|tsln and weget
O
y=
ln terms of the two arbltrary constants c, and
Thus we have found the two

Frobenlusserlesso|utlons
and
of Eq.
..
Determlnewhetherornottheequatlon

has two|lnear|ylndependentFrobenlusserlesso|utlons.
Sol ution Here
;
= and
= sothelndlcla|equatlonls
1= =
=0
wlth roots = : and
= dlerlng by x = On substltutlon of y
_
lnEq. weget
O O
+ +

O O
+
c

Ifwe shlftthelndexby lnthethlrd sum andcomblnetheotherthreesums,we
get
O O
+
=c

Thecoemclentofglvesthelndlcla|equatlon,andthecoemclentof
glves
+
+ =c
Becausethecoefnclentoflsnonzerobothfor andfor ltfo||ows
thatlneachcase. Forwegettheequatlon
+
+;
+

whlchcorrespondslnthlsexamp|etothegenera|equatlonln notethatthecoet-
nclentof
ls+;
We worknrstwlththesma||erroot
ThenEq. becomes

forFor= we canso|vefortherecurrencere|atlon

Becausethls formu|aglves

NowEq. wlthreducesto
=

and
0.

But = byassumptlon, and hence there ls noway t ochoose
sothat thls
equatlon ho|ds. Thus there ls Frobenlus serles so|utlon correspondlng to the
sma||erroot
To nndthe slng|eFrobenlus serles so|utloncorrespondlng to the |argerroot

wesubstltutelnEq. toobtalntherecurrencere|atlon
Thlsglves

Thegenera|pattemls

+
Thlsyle|dstheFrobenlusserlesso|utlon
of Eq.

Reduction of Order
When on|y a slng|eFrobenlus serlesso|utlonexlsts, weneedan addltlona| tech-
nlque. We dlscuss here the method of reduction of order, whlch enab|es us to
useoneknownso|utlony, ofasecond-orderhomogeneous|lneardlfferentla|equa-
tlon to nnd a second |lnear|y lndependent so|utlon y
:
Conslderthe second-order
equatlon
y
+P(x) y' +Q(x) y ,z;

onanopenlnterva|ionwhlchP andQ arecontlnuous. Supposethatweknowone
so|utlony, ofEq. ,z; By TheoremzofSectlonz i . thereexlstsasecond|lnear|y
lndependentso|utlony
:
,ourprob|em ls to nndy
:
Equlva|ent|y, we wou|d|lketo
nndthequotlent
vex)
y
:
,x;
.
y, ,x;
Onceweknowv ex) , y
:
wl||thenbeglvenby
,z1;
,z;
We begln by substltutlng the expresslon ln ,z; ln Eq. ,z;. uslng the
derlvatlves
Weget
[vy' +2v'
y +:
y, ] +P [vy +:
y, ] +_:y, .
andrearrangementglves
[
II
r Q ]
r : y
,
+ y
,
+ y, +: y, + :y,
+ :y,
Butthebracketedexpresslonlnthls|astequatlonvanlshesbecausey, ls aso|utlon
ofEq.,z; Thls|eavestheequatlon
,z:;
The key to the success ofthls method ls thatEq. ,z:;ls //e.ln v'. Thus the
substltutlonln,z;hasreducedthesecond-order|lnearequatlonln,z;tothenrst-
order(lnv' ) |lnearequatlonln ,z:; Ifwewrlteu v' andassumethaty,(x) never
vanlshesoni ,then Eq. ,z:;yle|ds
u
+z +P(xu c ,z:;
AnlntegratlngfactorforEq.,z:;ls
thus
p(x) y exp,P(x) ax
cXump| e
Wenowlntegratetheequatlonln(27)toobtaln
u, expP(x) dx,= C, so u' = = exp- ,P(x) dx,
Anotherlntegratlonnowglves
)
:
_ _
,
exp _- ,P(x) dx,
- ~ u * C
:
dx+x
,, )
,
Wlth the partlcu|ar cholces C = i and x = we get the reduction-of-order
formula
,
exp _- ,P(x) dx,
)
:
= ,,
:
dx
)
,
(2)
Thls formu|a provldes a secondso|utlon)
:
(x) ofEq (23) onanylnterva| where
,,(x) lsneverzero Notethatbecauseanexponentla|functlonnevervanlshes,)
:
(x)
ls anonconstantmu|tlp|eof), (x) , so,, and)
:
are|lnear|ylndependentsolutlons
Forane|ementaryapp|lcatlonofthereductlon-of-orderformu|aconslderthedler-
entla|equatlon
x
:
,
- 9x,'
+25, =c
In Sectlon we mentloned that the equldlmenslonal equatlon x
:
,
+,x,' +
q,) = has thepowerfunctlon,(x) = x' asaso|utlonlfandon|y lflsarootof
thequadratlcequatlon
:
+(,- i ; +q, = cHere, = 9andq,25,soour
quadratlcequatlonls
:
- i c+25 = ,-5)
:
=andhastheslng|e(repeated)root
= 5. Thlsglvestheslng|epowerfunctlonso|utlon), (x) =x
ofourdlerentla|
equatlon
Beforewecan app|y thereductlon-of-orderformulato nndasecondso|utlon,
wemustnrstdlvldetheequatlonx
:
,
- 9x,'+25, = bylts|eadlngcoefncleat
x
:
togetthestandardform
//
9
/
25
, , +, =
x x
:
lnEq (23) wlth |eadlng coefnclent i Thus wehave P(x) = -9Jx and Q(x) =
25Jx
:
, sothereductlon-of-orderformu|aln(2)yle|dsthesecond|lnear|ylndepea-
dentso|utlon
)
:
(x) =x
,
(x)
:
exp- ,dx,dx
=x
,x
, a
exp(9 ln x) dx =x
,x
| a
x
-
dx =x
ln x
forx > c Thus our partlcu|arequldlmenslona|equatlon has thetwolndependent
so|utlons),(x) x
and)
:
(x) =x
|n xforx > c
Slml|arapp|lcatlonsofthereductlon-of-orderformu|acanbefoundlnProb-
|ems:-::ofSectlon2. 2wherewelntroducedthe method ofreductlonoforder
lnProb|em:(thoughwlthoutderlvlngtherethereductlon-of-orderformu|altse|f
The Logarithmic Cases
Wenowlnvestlgatethegenera|formofthesecondso|utlonoftheequatlon
+

= .

, i
underthe assumptlon that lts exponents , and
= , - xdlerbythe lnteger
xWeassumethatwehavea|readyfoundtheFrobenlusserlesso|utlon
O
)j=
= ; ,z
for> 0 correspondlngtothe|arger exponent , Letus wrlte for
and for
ThuswecanrewrlteEq. , i ; lntheform
+
+=0
of Eq. ,z;
Becausethelndlcla|equatlonhasroots,and
= , - x. l t canbefactored
easl|y.
+ i ;+= , - , ; ,- ,+x;
=
+,x- z, ;+,- , x;=.

soweseethat
thatls,
- z, = -i - x
Inpreparatlonforuseofthereductlonoforderformu|aln,zs;. wewrlte
Then
sothat
+ +
= =

= exp |n
exp
.
,;
In the |ast step we have used the fact that a composltlon ofana|ytlc functlons ls
ana|ytlc andtherefore has a power serles representatlon, thelnltla| coefnclentof
thatserlesln , i ; ls ibecause
= i
We now substltute,z;and , i ; ln,zs; , wlth thecholce= iln,z;.thls
yle|ds
3. 4 Method of Frobeni us: The Exceptional Cases Z41
Weexpandthedenomlnatorandslmp|lfy.

,z;
(Herewehavesubstltuted,;andlndlcatedtheresu|tofcarrylngout|ongdlvlslon
ofserles as l||ustrated lnFlg. i i . notlng lnpartlcu|arthatthe constant term of
the quotlentserlesls i ; We now conslderseparate|y the casesand> 0.
Wewanttoascertalnthegenera| formof
wlthoutkeeplngtrackofspeclnccoef-
nclents.
CASE 1 : EQUAL EXPONENTS (rt = r2) ' Wlth. Eq. ,z;glves

, i

.
Consequent|y,lnthecaseofequa| exponents,thegenera|formof
ls
O
ln
Notethe|ogarlthmlcterm,ltls a|wayspresentwhen
,;
CASE 2: POSITIVE INTEGRAL DIFFERENCE (rt = r2 + N) . Wlth ~ .
Eq. ,z;glves
sothat
i
,

i
,
,:;
wherecThlsglvesthegenera|formof
lnthecaseofexponents
dlfferlngbyaposltlvelnteger. Notethecoefnclent
thatappearsln,:;butnot
ln,; Iflthappensthat .then there ls no|ogarlthmlcterm, lfso, Eq. , i ;
hasasecondFrobenlusserlesso|utlon(asl nExamp|e i ;
InourderlvatlonofEqs. (33)and(34 )whlchexhlbltthegenera|formofthe
secondso|utlon ln the cases, = r
:
and , r2 = x > 0, respectlve|ywehave
saldnothlngabouttheradllofconvergenceofthevarlouspowerserlesthatappear
Theorem i (next) ls asummatlonoftheprecedlngdlscusslonanda|sote||swhere
theserlesln(33)and(34)converge. AslnTheorem iofSectlon3. 3, werestrlctour
attentlontoso|utlonsfor> 0,
THEOREM 1 The Exceptional Cases
Supposethat= 0l saregu|arslngu|arpolntoftheequatlon
, () y= c (4)
Letp > 0denotethemlnlmumofmeradllofconvergenceofthepowerserles
O O
=
and =

Let,andr
:
betheroots,wlth,
,ofthelndlcla|equatlon
,- 1 ) ;,,,= c
(a) If, =
,thenEq. ,:hastwoso|utlonsy, and)

:
oftheforms
and
O
= 0)
O
=
y,|n x
(35a)
(35b)
(b) If, r2 = x,aposltlvelnteger,thenEq.(4)hastwoso|utlonsy,andy
:
of
theforms
and
O
y, ,x; =
= 0)
O
= Cy, () |n

(36a)
(36b)
InEq. (36b) , b, = 0 but C maybeeltherzeroor nonzero, so the |oganthmlc
termmay ormaynotactua||ybepresentlnthlscase. Theradllofconvergenceof
thepowerserlesofthlstheoremarea||at|eastp. Thecoefnclentslntheseserles
(andtheconstantC lnEq.(36b) maybedetermlnedbydlrectsubstltutlonofthe
serleslnthedlerentla|equatlonln(4).
Exampl e 4
Wewl||l||ustratethecase=
byderlvlngthesecondso|utlonofBesse| ' sequa-

tlon oforderzero,
,:;
forwhlch=
=c InExamp|eofSectlon wefoundthenrstso|utloa
,s;
AccordlngtoEq. ,o;thesecondso|utlonwl||havetheform
O
=
|n +
,;
The nrst twoderlvatlvesof
are
O
_
n +
and
WesubstltutetheselnEq. ,:;andusethefactthat a|sosatlsnesthlsequatlon
toobtaln
c
+
andltfo||owsthat
O O O
+
+ +
Theon|ytermlnvo|vlnglnEq. ,:;ls so= c But
=lf
ls odd, andltfo||owsthata||thecoefnclentsofoddsubscrlptln
vanlsh
Now weexamlnethe coefnclents wltheven subscrlpts lnEq ,:; Flrstwe
seethat
=
:
Forwereadtherecurrencere|atlon


from ,:; Note the 'nonhomogeneousterm (notlnvo|vlng the unknown coefn-
clents)ontherlght-hand slde ln,:z; Suchnonhomogeneousrecurrencere|atlons
are typlca| ofthe exceptlona| cases ofthemethodofFrobenlus, andthelrso|utlon
oftenrequlresabltoflngenulty. Theusua|strategydependsondetectlngthemost
consplcuousdependenceof
onWenotethepresenceof
ontherlght-
hand slde ln ,:z; , lnconunctlon wlth the coefnclent (z)
on the |e-hand slde,

wearelnduced tothlnkof
as so-e//,dlvldedby z
( )
. Notlng a|so the

a|ternatlonofslgn,wemakethesubstltutlon
,:;
lntheexpectatlonthattherecurrencere|atlonfor
wl||be slmp|erthantheone
for
We chose
ratherthan ( i ) because
> , wlth iln

,:;. weget
i Substltutlonof,:;ln,:z;glves
whlch bol|sdowntotheextreme|yslmp|erecurrencere|atlon
Thus
andsoon. Evldent|y,
i
i i
i+
_
i i i
+ _ i+
_
+ _ ,
i i i i
+ i+
_
+ _ +
i i i
where wedenoteby
thenthpartla| sumoftheharmonlcserles_( i J)
,::;
Flna||y,keeplnglnmlnd thatthecoemclentsofoddsubscrlptarea||zero,we
substltute,:;and,::;ln,;toobtalnthesecondso|utlon
O
= |n x +
= + - -+
.
: i zs i sz:
,:;
ofBesse| ' sequatlonoforderzero. Thepowerserlesln,:;convergesfora||The
mostcommon|yused|lnear|ylndependentof secondso|utlonls
z z
-(y |n z) y+
T T
cXump| e
thatl s,
where y denotes
y |lm ,u
-
ln
- -
Thls partlcu|arcomblnatlon ls chosenbecauseoflts nlce behavlor as
ltlsca||edtheBcssclluncti0n0l0rdcrzcr0 0lthc scc0ndkind.
As ana|ternatlveto the method ofsubstltutlon, we l|lustratethe case
x
by emp|oylng the technlque ofreductlon of order to derlve a second so|utlon ot
Besse| ' sequatlonoforder
the assoclated lndlcla| equatlon has roots and
Prob|emofSectlon
oneso|utlonof Eq. ls
Accordlng to
Thus
Wlth fromthereductlonoforderformu|alnylelds
bylong
dlvlslon

:
h|

Notethatthetechnlqueofreductlonoforderreadl|yyle|dsthenrstsevera|termsof
theserles, but doesnotprovldearecurrencere|atlonthatcanbe usedtodetermlne
thegenera|termoftheserles.
Wlthacomputatlonslml|artothatshownlnExamp|e:(butmorecomp|lcated
seeProb|emzi ;.themethodofsubstltutloncanbeusedtoderlvetheso|utlon
where
lsdennedln,::;forn i , = cThereadercanverlfythattheterms
shownln Eq. (50)agreewlth
,z;
Themostcommon|yused|lnear|ylndependentof1, } so|utlonofBesse| ' sequatlon
oforder ilsthecomblnatlon
= ln
___
_
I
, - i ; T
n . n .
Examp|es:and
_
l||ustratetwomethodsofnndlngtheso|utlonlnthe|ogarlth-
mlccaseslrectsubstltutlonandreductlonoforder. Athlrda|tematlvelsout|lned
ln Prob|em i
. , , , . ,, . . -... , ,,, . , ,,--, , , , ..... , , . .... ,, , ... ..... . ,, , . ... ....... ............... . .. . ... .... ..
........,,......,
.......,............
.....................,...
..............
12. .

13. .
.=
14. .
. . .=
15. Begin with
1. . .
2. . .
3. ..
4. .. =
5. . . .
6. . .
7. .
..
=
8. . . =
...... .........
.............., ..,..
.............,.......,
...............
.........,......
9. . .=
10. .
. .
=
11. .
. .
.
, . = -

. . .
Using the method of reduction of order, derive the second
linearly independent solution
.
., .ln x
_

of Bessel ' s equation of order zero.
16. Find two linearly independent Frobenius series solutions
of Bessel ' s equation of order ,
17. (a) Verify that
.= .i s one solution of
.
. .
(b) Note that =
= Substitute
C
= ln .
_
in the difrential equation to deduce that

that
and
=
-
for .
.
(c) Substitute
. i n this recurrence relation and

conclude from the result that
Thus the second

solution is
C
.
.= .. .
_
.
18. Consider the equation . = which has exponents
= and
at .= (a) Derive the Frobenius

series solution
(b) Substitute
C
ln .
_
in the equation .
relation
to derive the recurrence
.
..
=
. .
Conclude from this result that a second solution is

.. . .
. .
19. Suppose that the diferential equation
. .
.,. , . = (54)
has equal exponents =
at the regular singular point

. so that its indicial equation is
Let = and defne
for .by using Eq. (9) ;

that is,
o
..
Then defne the function . of .and to be
C
. =
_
(55)
(a) Deduce from the discussion preceding Eq. (9) that

(57)
Hence deduce that
C
= . =
_
58
i s one solution of Eq. (54). (b) Diferentiate Eq. (57)

with respect to to show that
Deduce that
. is a second solution of
Eq. (54) . (c) Diferentiate Eq. 58with respect to to
show that
C
ln . .
_
.
20. Use the method of Problem to derive both the solu

tions in (38) and (45) of Bessel ' s equation of order zero.
The following steps outline this computation. (a) Take
= show that Eq. (55) reduces in this case to
for .
(b) Next show that = = and then deduce

from that
= = for .odd. Hence you

need to compute
and only for .even. (c) De

duce from that

.

.
With = = in 58 this gives . (d) Diferenti

ate to show that

Substitution of this result in (59) gives the second solution

in (45).
21. Derive the logarithmic solution i n of Bessel
'
s equa
tion of order by the method of substitution. The follow
ing steps outline this computation. (a) Substitute
in Bessel ' s equation to obtain
C
.
_
.
. .

(b) Deduce from Eq. that = -1 and that
= 0
for .odd. (c) Next deduce the recurrence relation
.1 )
.
. .
for .1
.
Note that if
is chosen arbitrarily, then
is
determined for all . 1 . (d) Take
= and substitute
. .
Bessel' s Eqation
in Eq.
to obtain
1 1

. .
(e) Note that
= 1 =
and deduce that
Wehave a|ready seensevera| casesofBesse| ' sequatlonoforder .

, i ;
Its so|utlons are now ca||ed Besse| functlonsoforder . Suchfunctlons nrstap-
peared ln the I 730s ln the workofDanle| Bemou||l and Eu|eron the oscl||atlons
ofa vertlca||y suspended chaln. The equatlon ltse|fappears ln a i :::artlc|eby
Eu|eronthevlbratlonsofaclrcu|ardrumhead,andFourlerusedBesse|functlonsln
hlsc|asslca| treatlseonheat( I 22). Butthelrgenera| propertles werenrststudled
systematlca||y ln an i sz: memolr by the German astronomer and mathematlclan
FrledrlchW.Besse|, i :s:-i s::;, whowaslnvestlgatlngthemotlonofp|anets.The
standardsourceoflnformatlononBesse|functlonslsG. N. Watson' s~
2nded. (Cambrldge. CambrldgeUnlverslty Press,
i ::; Its : pages ofreferences, whlch cover on|y the perlod up to i zz.glve
some ldeaofthevast|lteratureofthl ssubect.
Besse| ' sequatlonln, i ;haslndlcla|equatlonr
:
-
:
=,wlthroots=+p
Ifwe substltutey = _
lnEq. , i ;.wennd lntheusua|mannerthat=

andthat
(2)
form 2. TheverlncatlonofEq. (2) ls |etothereader(Prob|em:;
The Case r = ~
If we use = and wrlte ln p|ace ofthen Eq. (2) yle|ds the recurslon
formu|a
.
m(2+m)
,;
Because=, ltfo||owsthat=0 fora||oddva|uesofm. Thenrstfew even
coemclentsare

-
2(2+2)
-
2
:
(+ i ;
+
= -
:,zp+:;
=
2
+
.
)(
)
,
= - = -
6(2+:; 2
- .
2
.
3 (+ I ) ( +2) (+;
3. 5 Bessel ' s Equati on 249
Thegenera|patternls
.

.
sowlththe|argerrootr =wegettheso|utlon
O
y, ,x;=
. .
(4)
If
; = thl s ls the on|y Frobenlus serlesso|utlon, wlth = as we||, ltlsthe
functlon wehave seenbefore.
The Case r = *
Ifweuse r =andwrlteln p|aceofEq. takesthefom
..
= ,;
for. whereas= We seethattherel sapotentla|dlmcu|tylflthappens
thatlsaposltlvelntegerthatls, lflseltheraposltlvelntegeroranoddposltlve
lntegra|mu|tlp|eof . Forthenwhen.= Eq.,;lsslmp|y
0,
Thuslf
=.thennova|ue ofcansatlsfythl sequatlon.

But lfl s an odd posltlve lntegra| mu|tlp|e of , we can clrcumvent thls
dlfncu|ty. For supposethat= kwherek ls an oddposltlvelnteger. Thenwe
needon|ychoose=fora||oddva|uesof.Thecrucla|step lsthekthstep,
k(k
=,
andthlsequatlonwl||ho|dbecause
=
Hencelfl soaposltlvelnteger, wetake=for.oddanddennethe
coefnclentsofevensubscrlptln temsofbymeansoftherecurslonfomu|a
=- ,
..
. ,:;
Incomparlng,:;wlth,;.weseethat,:;wl|||eadtothesameresu|tasthatln(4),
exceptwlthrep|acedwlth Thus lnthl scaseweobtalnthesecond so|utlon
O
y
:
,x;= ,:;
. .
Theserlesln(4) and ,:;converge fora||> because=ls the on|y slngu|ar
polntofBesse| ' sequatlon. If> .thenthe|eadlngtermlny, ls whereas
the|eadlngtermlny
:
ls
Hence y,,;=. buty

:
+>as ,so
lt ls c|ear that y, andy
:
are |lnear|ylndependentso|utlonsofBesse| ' sequatlonof
order>
The Gamma Function
Theformu|aslnand(7)canbeslmp|lnedbyuseofthegamma function
whlchlsdennedfor> by
=
c
-
a
Itl snotdlmcu|ttoshowthatthl slmproperlntegra|convergesforeach> c The
gammafunctlon ls a genera|lzatlonfor> ofthe factorla| functlon n' , whlch
ls denned on|y lf ls a nonnegatlvelnteger. To see the way ln whlch lsa
genera|lzatlonofn' , wenote nrstthat
!
-
= c
-
a = |lm
.
c
-
| =
-- .
Then welntegratebypartswlth= andac = c
-a
thatls,
+=
Thl sl sthemostlmportantpropertyofthegammafunctlon.
If wecomblneEqs. ,;and weseethat
=
= =
= =
=
andlngenera|that
+ = foranlnteger.
Anlmportantspecla|va|ueofthegammafunctlonl s
wherewehavesubstltuted
forlnthenrstlntegra| ,thefactthat
,;

ls known,butlsfarfromobvlous. See,forlnstance,Examp|elnSectlon of
Edwards andPenney, c././s i./yms.cac./s.7thedltlon(UpperSadd|e
Rlver,NJ. PrentlceHa||,
A|though l s denned ln on|y for > we canusethe recurslon
formu|aln todenne wheneverlsneltherzeronoranegatlvelnteger. lf
-I < < then
=
+
FIGURE 3.5. 1. The graph of the

extended gamma function.
therlght-handsldels dennedbecause< x + <
Thesameformu|amaythen
beusedtoextendthedennltlonof|(x) tothe open lnterva| ,-z, then to the
openlnterva|, -,-z;. and soon. The graphof thegammafunctlonthusextended
ls shownlnFlg.
Thestudentwho wou|d|lketo pursue thlsfascinatlngtoplc

furthershou|dconsu|tArtln' s/co.--.i./o(NewYork. Ho|t, Rlnehartand
Wlnston,
In on|y39pages,thlsl soneofthe nnestexposltlonsln theentlre

|lteratureofmathematlcs.
Bessel Functions of the First Kind
Ifwechoose.,= i } z
|,p+ lnwherep> .andnotethat

|,p+-+ i ; = ,p+-; ,p+-
,p+z ,p+ i ; |,p+
byrepeated app|lcatlonofEq. wecan wrltethe Bessel function of the frst
kind of order pveryconclse|ywlththealdofthegammafunctlon.
O
,x=
- |,p+-+
, i
Slml|ar|y, lfp > ls notanlnteger, wechoose/, = i }z
-
|, -p+ ln ,:to
obtalnthe|lnear|ylndependentsecondso|utlon

ofBesse| ' sequatlonoforderp lfplsnotanlnteger,wehavethegenera|so|utlon

forx > ,x
mustberep|acedwlth x
lnEqs. , i ;through . stogetthecorrect
so|utlonsforx <
Ifp= . anonnegatlvelnteger, then Eq. , i ;glves
,x- _ _
-,-+ z
fortheBesse|functlonsofthe nrst klndoflntegra| order. Thus
and

Thegraphs of J
a
(x) and J,(x) are shownlnFlg. 3. 5. 2. lna general way they re-
semb|edampedcoslneandslneoscl||atlons,respectlve|y(seeProb|emz:;lndeed,
lfyou examlne the serles ln you can see part of the reason why J
a
(x) and
cosx-/,/beslml|aron|ymlnorchangeslnthedenomlnatorsln, i :;areneeded
to produce theTay|orserlesforcos x. AssuggestedbyFlg.
thezerosofthe
}
-:aZero
(- + g -
of / (x)
1 2. 4048 2. 3562 3. 83 1 7 3. 9270
2 5. 5201 5. 4978 7. 01 56 7. 0686
X 3 8. 6537 8. 6394 1 0. 1 735 1 0. 21 02
4 1 1 . 79 1 5 1 1 . 78 1 0 1 3. 3237 1 3. 35 1 8
5 1 4. 9309 1 4. 9226 1 6. 4706 1 6.4934
FIGURE 3.5.2. The graphs of the Bessel
functions
.and
.
FIGURE 3.5.3. Zeros of
.and
.
functlons 1, ,x; and 1
,x; are /nter/acedbetween any two consecutlve zeros ot

1, ,x; there ls preclse|y one zero of 1
(x) (Prob|em z:;and vlce versa. The nrst

four zeros of 1, ,x; are approxlmate|y z :c:s. zci . s ::. and i i :i For
n |arge, the nth zero of 1, ,x; l sapproxlmate|y n - , , the nth zero of 1
,x;
ls approxlmate|y n + _. Thusthelnterva|betweenconsecutlve zeros ofelther
J, (x) or 1
(x) ls approxlmate|y another slml|arlty wlth cos x and sln x. You

can seethe way the accuracy oftheseapproxlmatlonslncreaseswlth lncreaslngn
byroundlngtheentrleslnthetab|e lnFlg. totwodeclma|p|aces.
Ittums outthat 1 _ (x) ls ane|ementaryfunctlonlftheorder ls ha|fanodd
lnteger. Forlnstance,onsubstltutlonof = and = - ln Eqs. , i ;and, i :,
respectlve|y,theresu|tscanberecognlzed(Prob|emz;as
:
,x; =
smx
x
and 1
:
,x; =
z
cos x.
x
Bessel Functions of the Second Kind
, i
The methods ofSectlon :mustbe usedto nnd |lnear|y lndependent second so-
|utlons oflntegra| order. A very comp|lcatedgenera|lzatlonofExamp|e ln that
sectlonglvestheformu|a
z x i
-
,
2
,
:-
n - m - i ;
}
. (x;=
y +ln _
. (x;
- -
-=a
wlththenotatlonusedthere. Ifn = cthen the nrst sum ln,zc;ls takentobezero.
Here, }
.
(x) ls ca||ed the Bessel function of the second kind of integral order
n
Thegenera|so|utlonofBesse| ' sequatlonoflntegra|ordern l s
,zi
Itl slmportanttonotethat r
-
(x) as x c(Flg. :; Hence.
:
= cln
Eq. ,zi ; lf,(x) ls contlnuous atx = c Thus lf,(x) ls a cont/nuous so|utlonof
Besse| ' sequatlonofordern, ltfo||owsthat
}
for some constant. Because 1
,c; we see lnaddltlonthatlf c.then

cy,c; InSectlon
we wl||see thatthlsslng|efactregardlngBesse|functlons
hasnumerousphyslca|app|lcatlons.
Flgure l||ustratesthefactthatfor > thegraphsof
and
|ookgenera||y|lkethoseof
andI, Inpartlcu|ar,
,c;cwhl|eI
as- c
,andbothfunctlonsundergo dampedoscl||atlonas
}
FIGUR 3.5.4. The graphs of the Bessel functions
Yo (x) and Y1 (x) .
FIGUR 3.5.5. The graphs of the Bessel functions
}(x) and Y
2
(x) .
Bessel Function Identities
Besse|functlonsareana|ogoustotrlgonometrlcfunctlonslnthattheysatlsfya|arge
numberofstandardldentltlesoffrequentutl|lty,especla||ylntheeva|uatlonoflnte-
gra|slnvo|vlngBesse|functlons. Dlrentlatlonof
O

_. . :
lnthecasethatls anonnegatlvelntegerglves

O
. .
O
. .
O
. .
andthuswehaveshownthat
Slml|ar|y,
IfwecarryoutthedlerentlatlonslnEqs.andandthendlvldetheresu|tlng
ldentltlesbyandrespectlve|y, weobtaln(Prob|ems;theldentltles

cXump| e 1
cXump| e Z
cXump| e
and
,:
ThuswemayexpressthederlvatlvesofBesse|functlonslntermsofBesse|functlons
themse|ves. SubtractlonofEq. ,z;fromEq. ,z:;glvestherecurslonformu|a
,::
whlch can be used to express Besse| functlons of hlgh orderln terms ofBessel
functlonsof|owerorders. Intheform
,::
ltcanbeusedtoexpressBesse|functlonsof|argenegatlveorderlntermsofBessel
functlonsofnumerlca||ysma||ernegatlveorders.
The ldentltleslnEqs. ,zzthrough ,z:;ho|dwherevertheyaremeanlngful
thatls, whenevernoBesse|functlonsofnegatlve lntegra|orderappear. lnpartlcular,
theyho|dfor a|lnonlntegra|va|uesof.
Wlth = c. Eq. ,zz;glves
,x1, ,x; ax=x1, ,x;+c
Slml|ar|y,wlth = c. Eq.,z;glves
. ..
,1,,xax= -1, ,x; +c
Uslngnrst =zandthen = .lnEq. ,z:;. weget
sothat
1, ,x; = -1, ,x;+- . ,1,,x;
Wlth slml|armanlpu|atlonsevery Besse|functlonofposltlvelntegral ordercan be

expressedln termsof1, ,x;and 1,,x;
Toantldlerentlatex) ,x; , we nrst note that
,x
,
),x; ax= -x
,
1,,x;+c
byEq ,z;wlth = i Wethereforewrlte
andlntegratebypartswlth
a = zx ax,
Thlsglves
and
ac=
ax,
c=

, = z, = C,
wlththealdofthesecondresu|tofExamp|e i
The Parametric Bessel Equation
Theparametric Bessel equation of order ls
,zs
wherel saposltlveparameter. Aswewl||seelnChapter. thlsequatlonappearsln
theso|utlonofLap|ace' sequatlonlnpo|arcoordlnates. Itlseasytosee(Prob|em
thatthesubstltutlon=transformsEq.,zs;lntothe(standard)Besse|equation
- + ,
=c
a
a
,:
wlth genera| so|utlon y, ; =
Hence the genera| solutlonof

Eq. ,zs;l s
=

Nowconsldertheelgenva|ueprob|em
=c,
,i=c
,
, i
onthe lnterva| c. i} We seek thepos//.cva|ues offor whlch there exlsts a
nontrlvla| so|utlonof, i ; that ls .o/oson c, i} Ifwe wrlte = .
then
thedlerentla|equatlonln, i ; lsthatlnEq. ,zs;. solts gener so|utlonlsglvenln
Eq. ,c;Because
- -as- cbut
lsnnlte,thecontlnultyof
requlresthat
= c Thus =
Theendpolntcondltlon y,i =
now lmp|lesthat =imustbea(posltlve)rootoftheequatlon
=c ,:
For > i .
oscl||atesrather|lke lnFlg. zandhence hasan lnnnlte

sequenceofposltlvezeros

. . . (seeFlg. : ltfo||owsthatthekth
posltlveelgenva|ueoftheprob|emln, i ; ls
,;
andthatltsassoclatedelgenfunctlonl s
,:
The roots
of Eq. ,:;for s and / zcare tabu|ated ln Tab|e of

M.AbramowltzandI. A.Stegun,u.a/oo/o)M./c-./../i./o-s(NewYork.
Dover, i :;
}
FIGUR 3.5.6. The positive zeros
Yn h Y
Yn3
, . . . of the
Bessel function
.

h
'
~ . . ... . ... . . .... . ,.. .. . . . . . . _ _ ..... ... .,_ ___ _ . _ ._ .____ _ _ _ ___ ____ _ _ __ ~ ~
1. Diferentiate termwise the series for , . ) t o show directly
that .= .(another analogy with the cosine and
sine functions).
2. (a) Deduce from Eqs. and that
, ,
.
.
(b) Use the result of part (a) to verify the formulas in

Eq. for
.and
. and construct a fgure

showing the graphs of these functions.
3. (a) Suppose that is a positive integer. Show that
(b) Conclude from part (a) and Eq. that
.=
.
, ]
4. Apply Eqs. and to show that

and

.=
(SIl. .cos x)
.
.=
(cos . . .. .
.
Construct a fgure showing the graphs of these two func
tions.
S. Express
.in terms of
.and .
6. Derive the recursion formula i n Eq. for Bessel ' s
equation.
7. Verify the identity in by termwise diferentiation.
8. Deduce the identities in Eqs. .and from those in
Eqs. and
9. Verify that the substitution = ..transforms the para
metric Bessel equation in into the equation in
10. Show that
..=
.
1 1 . Use the relation . = .. to deduce from
Eqs. and .that if ,is not a negative integer, then
.=
.

.
,
, ,

,
This form is more convenient for the computation of
.
because only the single value , of the gamma func
tion is required.
12. Use the series of Problem to fnd = lim . if
.
Use a computer algebra system to graph . for .near
Does the graph corroborate your value of
.......
.........
....................
, ... ..........,...
..... , .........
......... ......,....
..............
13. .
... 14. .
, ...
15. .
, . .. 16. . . ..
..
. .. 18. .
. ..
19. .
. .. 20. .. ..
.
...
22. Prove that
,.) = cos (x sin .

,
by showing that the right-hand side satisfes Bessel ' s equa
tion of order zero and has the value , when .=
Explain why this constitutes a proof.
23. Prove that

.= cos(e - .sin e) de
_
by showing that the right-hand side satisfes Bessel ' s equa
tion of order and that its derivative has the value
when .= Explain why this constitutes a proof.
24. It can be shown that
(.) = cos(ne - x sin e) de.
_
With . show that the right-hand side satisfes
Bessel ' s equation of order .and also agrees with the val
ues
and Explain why this does .sufce to

prove the preceding assertion.
25. Deduce from Problem that

_
(.) =
c
| s| a 9
de.
_
.....Show frst that
_
_ c
| s| a 9
de =
_
_
c
|x s|a 9
+ c
|x s|a 9 ,
de;
then use Euler' s formula. )
26. Use Eqs. and and Rolle' s theorem to prove that
between any two consecutive zeros of
.there i s pre
cisely one zero of
. Use a computer algebra system

to construct a fgure illustrating this fact with .= (for
instance) .
27. (a) Show that the substitution = .
in Bessel ' s
equation of order ,
Applications of Bessel Functions
3. 6 Appl i cati ons of Bessel Functi ons 257
yields
+ -
,
j =
(b) If .is so large that
is negligible, then
the latter equation reduces to + Explain why this
suggests (without proving it) that if . is a solution of
Bessel ' s equation, then
. .
.cos x + .sin x)
= .
cos(x - o)
with and o constants, and .large.
Asymptotic Approximations It is known that the choices

= and o = (.+ .in yield the best ap
proximation to
.for .large:
:, - cos
.+
Similarly,
r, - sin
.+
In particular,
_
(.) cos
. -
,
\
and
r, - sin
,
\
if .i s large. These are ..,.,,....in that the
ratio of the two sides in each approximation approaches unity
as . +0.
ThelmportanceofBesse|functlonsstemsnoton|yfromthefrequentappearanceof
Besse| ' sequatlon ln app|lcatlons, but a|sofrom the fact thatthe so|utlonsofmany
othersecond-order|lneardlerentla|equatlonscanbe expressedln termsofBessel
functlons. To seehowthlscomesabout,webeglnwlthBesse| ' sequatlonoforder]
lntheform
( I )
andsubstltute
U = x
-
y, z = /x" ,:
Thenaroutlnebutsomewhattedloustransformatlon(Prob|em I 4)ofEq. ( I ) yle|ds
Exampl e 1
thatls,
,;
wheretheconstants s.c. and,areglvenby
= i- z:, s=a
, c=;
. and , z; ,:
Itls aslmp|emattertoso|vetheequatlonsln,:;for
i -
a =
z
/=
z,
,
,
and
,
;=
2`
,, i -
- :s
p =
,
,;
Undertheassumptlonthatthesquarerootsln,;arerea| ,ltfo||owsthatthegenera|
so|utlonofEq. ,;l s
where
=
(assumlngthatpls notanlnteger) ls the genera| so|utlonoftheBesse|equatlonln

, i ; Thlsestab|lshesthefo||owlngresu|t.
THEOREM 1 Sol utions in Bessel Functions
Ifc > c., ,c. and,i-
:s.thenthegenera| so|utlon(forx > c;of

Eq.,;l s
,:;
where O, ;, /.and areglvenbytheequatlonsln(5). Ifpl sanlnger, then
J, lstoberep|acedwlth I, .

So|vetheequatlon
:x
+sxy+ ,x
-
- ; y= (7)
Sol ution To compareEq.,:;wlthEq. ,;.werewrltetheformeras
x
+zxy+
,- + x
-
)) =c
and see that = z. s - .c =
.and, : Then theequatlonsln,;glve

a=-t , ;=z./=
.andp= t . Thusthegenera| so|utlonln ,:;of Eq. (7)l s

y,x; =x
-
,
., 1,
)+.
1,
) ]
Ifwereca||fromEq. , i ;ofSectlon3. 5that
= sln z and
=

weseethatagenera|so|utlonofEq.,:;canbewrlttenlnthee|ementaryform
y,x; =x
-
+ssln
Exampl e Z So|vetheAlryequatlon
o
+x =c ,s;
Sol ution Flrstwerewrltetheglvenequatlonlntheform
x - L
FIGUR 3.6. 1. The buckling
column.
Thls lsthespecla|caseofEq. ,;wlth ~ = s = c,c = . andg = Itfo||ows
fromthe equatlons ln,;thata = , f = , k = z. and = Thusthegenera|
so|utlonofEq. ,s;ls
Bucking of a Vertical Column

Fora practlca| app|lcatlon, we now consldertheprob|emofdetermlnlng whena
unlform vertlca| co|umn wl|| buck|e under lts own welght (after, perhaps, belng
nudged|atera||yusta bltbyapasslngbreeze). Wetakex = catthefreetopend
oftheco|umnandx = L > catlts bottom, weassumethatthe bottom ls rlgld|y
lmbedded lnthe ground, perhaps lnconcrete, see Flg. : i Denote the angu|ar
deectlon ofthe co|umn at the polntx by 0 (x) . From the theory ofe|astlclty lt
fo||owsthat
d
z
J
ii
:
+gpx0 =c,
dx
,;
where i ls the Young' s modu|us of the materla| of the co|umn, ls lts cross-
sectlona|momentoflnertla, p l sthe|lneardensltyoftheco|umn,andg lsgravlta-
tlona|acce|eratlon. Forphyslca|reasonsnobendlngatthefreetopoftheco|umn
andnodeectlonatltslmbeddedbottomtheboundarycondltlonsare
,c;=c, 0(L) = c , i c;
Wewl||accept,;and, i c;asanapproprlatestatementoftheprob|emandattempt
toso|veltlnthlsform. Wlth

:
gp
ii
wehavetheelgenva|ueprob|em
+ y
z
x0 = c, ,c;= c, 0(L) = c
, i i ;
, i z;
Theco|umncan buck|eon|ylfthere ls anontrlvla| so|utlonof, i z; , otherwlsethe
co|umnwl||remalnln lts undeectedvertlca|posltlon.
Thedlerentla|equatlonln, i z;lsanAlryequatlonslml|artotheonelnEx-
amp|e z Ithas theformofEq. ,;wlth ~ = s = c,c = y
z
, andg = The
equatlonsln,;glvea= , f = , k = y, and = Sothegenera|so|utlonls
, i ;
. .
FIGURE 3.6.2. The graph of
'-l j3
(
Z
) .
,
:
lnordertoapp|ythelnltla|condltlons,wesubstltutep ln
O
(
, ;
-
z-

'
_- ,
, -
,
:
andnnd aersomeslmp|lncatlonsthat
c
z
. /
)
y
z
x
)
y
|
x
,

y
,
/
)
,
:

i sc
Fromthls ltls c|earthattheendpolntcondltlon,c; clmp|lesthatc, c, so

( l 4)
Theendpolntcondltlon ,i; cnowglves
( l ;
Thusthe co|umn wl||buck|eon|ylfz
J,
/
(z) = cThegraphof
yi
)
/
z
ls a root ofthe equatlon
( l :;
(seeProb|emofSectlon ; lsshownlnFlg : z,whereweseethatthesma||est
posltlvezeroz , lsablt|essthanzMosttechnlca|computlngsystemscannndroots
|lkethlsone Forlnstance,eachofthecomputersystemcommands
fso1ve ( Besse1J ( - 1/3 , x ) =O , x , 1 4 2 )
FindRoot [ BeSse1J [ - 1 / 3 , x ] ==O , { x , 2 } ]
fzero ( ' besse1j ( - 1/3 , x ) ' , 2 )
,M.p|c;
,M./c./..;
,Mt.s,
yle|dtheva|uez , i s::(roundedaccuratetonvedeclma|p|aces)
Theshortest|engthi,forwhlchtheco|umnwl||buck|eunderltsownwelght
ls
i
'
lfwesubstltutez, i s::andp oA, whereolsthevo|umetrlcdensltyofthe

materla|oftheco|umnandA ls lts cross-sectlona| area, wenna||yget
LI
. /
)
i
,
, i s:;
goA
, i :;
forthecrltlca|buck|lng|ength. Forexamp|e,wlthastee|co|umnorrodforwhlch
L = z s Z i c
lbJln.
:
andgo = c zslbJln.
, theformu|aln, i :;glves theresu|ts

shownlnthetab|elnFlg. :
Circular with in.
Circular with in.
bh0rlcslBucklingLcnglhLl
Annular with gg
er
in. and rout
er
i n.
ft in.
ft in.
ft in.
FIGURE 3.6.3.
We haveusedthe faml|larformu|as ~ = -`and i = -'for aclrcu|ar
dlsk. Thedatalnthetab|e show whyagpo|esareho||ow.
Problems
......,..........
..., ..,............
1. .
. .

2. .+ + .
3. . .
4. .
. + .
5. .
. .

6. .
..+ ...

7. .
. + .

8. ..
. + .
9. .
...

10. .
. . .

11. .
12. ..
]
13. Apply Theorem to show that the general solution of
..
is . .
.cos x .sin x) .
14. Verify that the substitutions i n i n Bessel ' s equation
(Eq. yield Eq.
15. (a) Show that the substitution
..

...
transforms the Riccati equation ....
into
..
. (b) Show that the general solution of

....
is
.....Apply the identities in Eqs. and of
Section
16. (a) Substitute the series of Problem of Section in
the result of Problem here to show that the solution of
is
.
..
.
,
. .
,
(b) Deduce similarly that the solution of the initial value

problem
is
.
.
,
..
,
. .
, , , ,
Some solution curves of the equation ....
are
shown in Fig. . The location of the asymptotes where
. can be found by using Newton' s method to
fnd the zeros of the denominators in the formulas for the
solutions as listed here.

Z
- I
- Z
\
.
FIGURE 3.6.4. Solution curves of @
.
..
17. Figure shows a linearly tapered rod with circular
cross section, subject to an axial force of compression.
As in Section its defection curve = . satisfes
the endpoint value problem
= . = = .
:
x
x - a x - o
FIG URE 3.6.5. The tapered rod of Problem
Here, however, the moment of inertia = .of the
cross section at .is given by
. =
..
,
where
= the value of at .= Substitution of

.in the diferential equation in yields the eigen
value problem
.
AY = e. = =
where A =
(a) Apply the theo

rem of this section to show that the general solution of
.
= is
. = ..cos .sin ,
(b) Conclude that the nth eigenvalue is given by
...where .= .is the length of the rod, and

hence that the nth buckling force is
. | COl O
Note that i f .= this result reduces to Eq. of Sec
tion
18. Consider a variable-length pendulum as indicated i n
Fig. Assume that its length is increasing linearly
with time, . = . It can be shown that the oscil
lations of this pendulum satisfy the diferential equation
.. .e =
under the usual condition that e is so small that sin d
is very well approximated by e: e sin e. Substitute
.= .+ to derive the general solution
For the application of this solution to a discussion of the
steadily descending pendulum ("its nether extremity was
formed of a crescent of glittering steel, about a foot in
length from hor to hor; the hors upward, and the under
edge as keen as that of a razor . . . and the whole hissed
as it swung through the air . . . down and still down it
came") of Edgar Allan Poe' s macabre classic "The Pit and
the Pendulum," see the article by Borrelli, Coleman, and
Hobson in the March issue of .......
.(Vol. pp.
FIGURE 3.6.6. A variable-length pendulum.
ARlccatlequatlonlsoneofthefom
ay
= ~,x; ,+ s,x; y+c,x;
ax
ManyRlccatlequatlons|lketheones|lstednextcanbeso|vedexp|lclt|ylntemsof
Besse|functlons.
, i ;
,z;
ay
ax
= , - x
,
ay
ax
= x + ,,
ay
- = x - ,,
ax
ay
- =y - x
ax
(3)
(4)
(5)
(6)
Forexamp|e,Prob|em ilnthlssectlonsaysthatthegenera|so|utlonof Eq. . ls
glvenby
(7)
Seewhetherthesymbo|lcDEso|vercommandlnyourcomputera|gebrasys-
tem,suchastheM.p/ccommand
dsolve ( diff ( y( x ) , x ) xA2 + y ( x ) A 2 , y ( x
ortheM./c-./..command
DSolve [ y ' [ x)
xA2 + y [ x) A 2 , y [ x ) , x )
agrees wlth Eq. ,:; lfBesse| mnctlons other than those appearlng ln Eq. ,:;are
lnvo|ved, you may need to app|y the ldentltles ln (26) and (27) ofSectlon 3. 5to
transformthe computer' sanswerto (7) . Then see whetheryoursystemcantake
the |lmltasx -- cln (7)to show that thearbltraryconstant.ls glvenln terms ot
thelnltla| va|uey,c;by
y,o; |
. = -
z|
,s;
Now you shou|dbe ab|etouse bul|t-ln Besse| functlons top|ottyplca| so|utlon
curves|lkethoseshownlnFlg. 3. 6. 4.
Next,lnvestlgateslml|ar|yoneoftheotherequatlonsln(2)through(6). Each
has agenera| so|utlonofthe samegenera| form ln (7)aquotlentof|lnearcom-
blnatlonsofBesse|functlons. lnaddltlonto 1, ,x;and r, (x) , theseso|utlonsnay
lnvo|vethe-oa;cascssc/)./os
and
P
x, ,x;=
_
/
-
1, ,/ x; +r, ,/ x;]
thatsatlsfythe-oa;cascssc/c,./o
x
+xy- ,x
+p
; y=c
oforderp Forlnstance,thegenera| so|utlonofEq. ,;ls glvenforx >cby
i

) i

x - c
x
y,x; = x
i,
- .i
,
,;
4
Z
0
-Z
-4
-a
X
.
of A
..
where
y,o; |,
. =- .
|
( I 0)
Flgure 3. 6. 7showssometyplca|so|utloncurves,togetherwlththeparabo|a,=x
that appears to bear an lnterestlng re|atlon to Eq. (6)we see a funne| neary =
+andaspoutneary=-
TheBesse|functlons wlth lmaglnary argumentthatappear ln thedennltlons
ofI _ (x) and x_ (x) may|ookexotlc, butthepowerserlesofthemodlnedfunctlon
I
.
(x) ls slmp|ythatoftheunmodlnedfunctlonJ
.
(x) exceptwlthoutthea|tematlng
mlnusslgns. Forlnstance,
and
x
x
-
x
i, (x) = I +- +- ++

4 64 2304
x x
I
.
(x) =
2
+
I 6
+
3S4
+
I S432
+

Checkthesepowerserlesexpanslonsuslngyourcomputera|gebrasystem|ookat
BesselI ln eltherM.p/corMathemat/ca~andcomparethem wlthEqs. ( I 7) and
( I S) lnSectlon3. 5.
The second-order dlfferentla| equatlons ofthe form y = )(x . y;wlth the
samerlght-hand sldes as ln Eqs. ( I ) through (6) have lnterestlng so|utlons whlch,
however, cannot be expressed ln terms of e|ementary functlons andJor known
specla|functlons such as Besse|functlons. Neverthe|ess, they canbelnvestlgated
uslngan ODEp|otter. Forlnstance,thelnterestlngpattemlnFlg. 3. 6. Sshowsso|u-
tloncurvesofthesecond-orderequatlon
y=y
-x ( I I )
wlththesamelnltla|va|uey,c; =0butdlfferents|opesy ,c; = -3. 3, -3. I , . . . ,
0. 7. Equatlon( I I ) lsaformof thefsi.//c.cms.ca.,anequatlonthatarose
hlstorlca||ylnthec|asslncatlonofnon|lnearsecond-order dlerentla| equatlonsln
terms ofthelr crltlca| polnts (see Chapter I4 ofE. L. Ince, oa/.n_ cc/./
i,./os.New York. Dover Pub|lcatlons, I 956). Flgure 3. 6. Swas suggestedby
anartlc|ebyAnneNoonburgcontalnlngaslml|arngurelntheSprlng I 993lssueof
thec- oni- i xcs/cc
~
~
~
~
~
~
~
Z
-
-
~ -
~
}
\
.
-
-
-
\
FIGURE 3.6.8. The frst Painleve transcendant = .
A,
= = 3e 3,3 , . .
Flna||y, here' sare|atedexamp|ethatwaslnsplredbyaM.p/cdemonstratlon
package. TheM.p/cdsolve commandyle|dsthegenera| so|utlon
y,x; =x
-
,
,., 1,
,x;+.
r,
,x
+x
-
, ,
, i s:::cc+ i :c:ccx
+sc::ccx
-
+:ccx
+ i ccx
+x
, ,
; , i z;
ofthenonhomogeneoussecond-orderequatlon
x
+xy+ ,x
- ; y=x , i ;
ShowthatTheorem i ln thls sectlonexp|alnstheBesse|partofthea||egedso|u-
tlon lnEq. , i z; Canyouexp|alnwheretheratlona|functlonpartcomesnom, or
at |eastverlfylt! Forfurtherexamp|es ofthls sort, youcanrep|acethecoemclent
lnEq. , i ;wlth
- i . wherelsan c.clnteger,and/orrep|acethexonthe
rlght-handsldewlthx
.wheres ls anoaalnteger. (Wlth parltles other thanthese,

moreexotlc specla|functlonsarelnvo|ved. )
lapace1ranslorm
Nethods
Laplace Transforms and Inverse Transforms

f(t)
_
D{ f(t ) f' (t)
f(t)
_
:{ f(t ) l(a)
FIGURE 4.1. 1. Transformation
of a function: 1 in analogy with
.
266
_
n Chapter 2 wesaw that|lnear dlerentla| equatlons wlthconstant coelhclents
havenumerousapp|lcatlonsandcanbeso|vedsystematlca||y.Therearecommoa
sltuatlons,however,lnwhlchthea|ternatlvemethodsofthlschapterareprelerab|e.
Forexamp|e,reca||thedlerentla|equatlons
-x+.x+/x= i, ; and tt+ t+ t = i ,;
c
correspondlngto amasssprlngdashpot systemanda serlestcclrcult, respec
tlve|y. It often happens ln practlce that the forclng term, i, ; or i , ; . has
dlscontlnultlesfor examp|e, when the vo|tage supp|ledto an e|ectrlca| clrcult ls
turnedoffandonperlodlca||y. In thls case the methods ofChapter2 canbequlte
awkward,andtheLap|acetransformmethod lsmoreconvenlent.
Thedlfferentlatlonoperatorncanbevlewedasatransformatlonwhlch,whea
app|ledtothefunctlon), ; . yle|dsthenewfunctlonn, ), ; |= ) ,; TheLap|ace
transformatlon1 lnvo|ves theoperatlonoflntegratlonandyle|dsthenewfunctloa
1, ), ; | = i,s; ofanewlndependentvarlab|es Thesltuatlonls dlagrammedla
Flg. 4. I . I . After|earnlnglnthlssectlonhowtocomputetheLap|acetransformi(s)
ofa functlon ), ; . we wl|| see ln Sectlon4. 2that theLap|acetransform converts
aa_ cc/./equatlon lnthe unknown functlon ),; lntoan ./,c/m/.equatlonln
i,s) Because a|gebralc equatlons are genera||y easler to so|ve than dlerentla|
equatlons, thls ls one method that slmp|lnes the prob|em ofnndlng the so|utlon
), ;
cXump| e 1
cXump| e2
4. 1 Lapl ace Transforms and I nverse Transforms 267
DEFI NITI ON The Lapl ace Transform
Glven a function ), ; dennedfor a|| 0, theip/..cms)oof)isthe
functionidennedasfo||ows.
i,s; = 1, ), ; , = `c
),; a
fora||va|uesofsforwhlchtheimproperlntegra|converges.
, i ;
Reca||thatanimproper integral overanlnnnltelnterva|l s dennedasa|lmlt
oflntegra|soverboundedlnterva|s , thatls,
,,; a= |lm
-
,,;a
--
(2)
Ifthe|lmltln(2)exlsts,thenwesaythatthelmproperlntegra|converges; otherwlse,
ltdiverges orfal|sto exlst Notethatthelntegrandofthelmproperlntegral ln, i ;
contalnstheparametersl naddltlontothevarlab|eoflntegratlon Therelore,when
thelntegra|ln, i ; converges,ltconvergesnotmere|ytoanumber,butto+]./o
iofs Asln thefo||owlngexamp|es,ltls typlca|forthe lmproper lntegral lnthe
dennltlonof1, ),; |toconvergeforsomeva|uesofsanddlvergeforothers
Wlth),; = ifor 0,thedennltlonoftheLap|acetransformln, i ; glves
andtherefore
, i |
! 0 or s >
s
(3)
As ln (3), lt' sgoodpractlce to speclfy thedomaln oftheLap|ace transformln
prob|emsaswe||aslnexamp|es. A|so,ln thls computatlonwehaveusedthecom-
mon abbrevlatlon
,,;
= |lm
,,;
-
--
(4)
Remark: The|lmltwecomputedln Examp|e i wou|dnotexlstlfs < 0,

forthen , i }s; c
wou|dbecomeunboundedas/-- +c. Hence1, i |lsdehned

on|yfors > 0. Thlslstyplca|ofLap|acetransforms, thedomalnofatransformls
norma||yoftheforms >.forsomenumber.
Wlth ),; = c
for 0, weobtaln

- -
,
|
-
1, c
|= c
a = c
- -
a =
o
s- .
,
268 Chapter 4 Lapl ace Transform Methods

Exampl e
Ifs- a > c.thenc
-
- cas- +c, soltfo||owsthat
, c
i

or s >a.
s - a
(5)
Notehere thatthelmproperlntegra| glvlng1, c
, dlverges lfs a. It ls worth

notlnga|sothattheformu|a ln (5)ho|dslfa ls acomp|ex number. Forthen, wlth
a =a+/;,
c
- -
=c
,
c
- -
-
- c
as- +c, provldedthats >a=Re[a] , reca|| thatc
,
=cos; +/sln;
The Lap|ace transform 1,
, ofa powerfunctlon ls most convenlent|y ex-

pressedlnterms ofthegamma function |,x; . whlchls dennedforx > cbythe
formu|a
(6)
Forane|ementarydlscusslonof|,x; . seethe subsectlononthegammafunctlonln
Sectlon3. 5, whereltls shownthat
|, i ; = i (7)
andthat
|,x+ i ; =x|,x; (S)
forx >cItthenfo||owsthatlfl saposltlvelnteger,then
|,+ i ; =|,;
=
, - i ; |,- i ;
=
,- i ;
,- z; |,- z;
=,- i ; ,- z;

z |,z;
=,- i ; ,- z;

z i
|, i ; ,
thus
|,+ i ; = (9)
lf lsa posltlve lnteger. Therefore, the functlon |,x+ i ; . whlch ls dennedand
contlnuousfora||x > -I g agrees wlththefactorla|functlonforx = . aposltlve
integer.

Supposethat],;=
wherea ls rea|anda > -i Then

1,
,=
a
Ifwesubstltute=s . =}s.anda=a}slnthlslntegra|,weget
1 = - c = ,
|
i
,
~N
a
|,.+ i ;
s
. _
s
, i c;
Exampl e 4
fora||s > 0(sothat = s > 0). Because |,+ I) = lflsaaoaaegatlve
lateger,weseethat
Forl astance,
I
1, |=
'
s
z
1, |= _,
s
)
6
aad 1, |= _.
s
( I I )
As l aProb|ems I aadz. theseformu|ascaabederlvedlmmedlate|yfromtheden-
nltloa, wlthouttheuseofthegammafuactlon.
Linearit of Transforms
It ls aot aecessary forus to proceed muchfurther la the computatloa ofLaplace
traasforms dlrect|y fromthe denaltloa. Oacewe kaow the Lap|acetraasforms of
severa|functlons,wecaacomblnethemtoobtalatransformsofotherfunctloas. The
reasoalsthattheLap|acetransformatloals a//c.operatloa.
THEOREM 1 Linearity of the Lapl ace Transform
Ifcand/areconstaats,then
1,c), ; +/,,; ,=.1, ), ; , +/1, ,, ; | , i z;
fora||ssuchthattheLap|acetransforms ofthefunctlons)aad,bothexlst.
TheproofofTheorem I fo||owslmmedlate|yfromthe|laearltyoftheopera-
tloasoftaklng|lmltsandoflategratloa.
1,.),;+/,, ; | =
c
-
.),;+/,,;} a
= |lm c
-
.),;+/,,;} a
C=O
=. |lm c
-
),; a+/ |lm c
-
,,;a
C=O
C~O
=.1, ), ; | +/1, ,,; |

Thecomputatlonof1,
-
|lsbasedontheknownspecla|va|ue
ofthegammafuactlon. Forlnstaace,ltfo||owsthat
( I 3)
Exampl e
Exampl e
uslagtheformu|a|(x +I ) =x|(x) ln (9), nrst wlthx = andthen wlthx = |
Nowtheformu|asl n( I 0)through( I 2)yle|d
z :|, ) :
1, )
+:
|=)
_
+

=
+
_
s
Reca|| that cosh/ =
togetherglve
thatl s,
Slml|ar|y,
1, .aa / |=
1,e
,+-1,c
|= - -+ ,
I I I I I
z z z s - / s + /
s
1,.aa / |=

fors >/>c
s - /
/
1, ma / |=

for s >/>c
s - /
Becausecos/=,e
+e
-
;}z,theformu|aln,;(wlth.=/ /;yle|ds
I I I I zs
1cos/ |=
-
s
/
+
s
/
=
aadthus
s
1, .a / |=

for s >c
s + /
(Thedomalafo||owsfroms >n- / /} =0. )Slml|ar|y,
/
1, m/ |=
for s >c
s +
, i:;
, i ;
, i :;
( I 7)
App|ylag|laearlty,theformu|ala , i :;. aadafaml|lartrlgonometrlcldentlty,weget

1, )c
+ z sln
) |=1, )c
+i - .a : |
I s
=
s- z s s
+:
)s
+i ::s- 7z
= for s >c
s ,s- z; ,s
:
+:;
Exampl e
Jl/J
(s
s
(s
(s
t
a
(a
r(a +
(s
s
q
j
(s
s - a
cos kt
s
S
2
+ k
2
(s
sin kt
k
s
2
+ k
2
(s
cosh kt
S
S
2
- k
2
(s I kl )
sinh kt
k
S
2
- k
2
(s I kl )
u(t - a)
_s
(s
s
FIGUR 4. 1.2. A short table of
Laplace transforms.
Inverse Transforms
Accordlng to Theorem 3 ofthls sectloa, ao two dlereat fuactloasthatareboth
contlnuousfora|| t 0 can havethesameLap|acetraasform. Thus lfi,s;ls the
transformofsomecoatlnuousfuactlon), ) , then),; lsunlque|ydetermlaed. Thls
observatlona||owsustomakethefo||owlagdenaltloa. Ifi,s; = 1, ), ; , , theawe
ca||),; theinverse Laplace transform ofi,s; aadwrlte
),;= 1
-
,
, i,s; ,
UslngtheLap|acetraasformsderlvedl nExamp|es2, 3, aad5we seethat
aadsooa.
1
.

=
_-
z
s + z
:
( I S)
NOTATION: FUNCTIONS AND THEIR TRANSFORMS. Throughoutthlschapter

we denotefunctlonsoft by|owercase|etters. Thetraasformofafuactloa wl|| a|-
waysbedeaotedbythatsame|ettercaplta|lzed. Thus i,s; lstheLap|acetraasform
of),; andx(t ) ls the lnverseLap|acetransformofx,s;
A tab|eof Lap|ace transforms serves a purpose slml|ar to thatof a tab|e of
lntegra|s. Thetab|e ln Flg. 4. I . 2 |lststhe transforms derlved la thls sectloa, maay
addltloaa|transforms caa bederlvedfromthesefew, uslagvarlousgeaera|proper-
tlesoftheLap|acetransformatlon(whlchwewl||dlscussla subsequeatsectloas).
Piecewise Continuous Functions
Asweremarkedatthebeglnalngofthl ssectlon,weaeedtobeab|etohaad|ecertala
typesofdlscontlnuousfuactloas. Thefunctloa)(t)ls saldtobepiecewise contin
uous ontheboundedlaterva|. t /provldedthat../}caabesubdlvlded lato
nalte|ymanyabuttlng sublnterva|sln suchawaythat
1. )lscontl auousla thelnterlorofeachofthese sublnterva|s , aad
Z. ),; has annlte|lmltast approacheseachendpolatofeachsublaterva|from
ltslnterlor.
We say that ) ls plecewlsecoatlauousfort 0 lflt ls plecewlse contlauous oa
everyboundedsublaterva| of[0,+~; Thus aplecewlsecoatlauousfuactloahas
on|y slmp|edlscoatlnultles (lfany) andoa|yat lso|atedpolats. Atsuchpolatsthe
va|ueofthefunctloaexperlencesanalteump,aslndlcatedlnFlg. 4. I . 3. Thejump
in ),; at the point .lsdenaedtobe),.+;- ),.-; , where
),.+;= |lm ),. + -; aad ),.-; = |lm ),. - -;
.a- .a-
Perhaps theslmp|estplecewlsecoatlnuous(butdlscoatlauous)fuactloalsthe
unit step function, whosegraph appears la Flg. 4. I . 4. Itlsdenaedasfo||ows.
0 for t < 0,
a(t ) =
I fort 0.
( I 9)
:
-
X
o
'
'
'
| ,

FIGURE 4.1.3. The graph of a
piecewise continuous function; the
solid dots indicate values of the
function at discontinuities.
FIGURE 4.1.4. The graph of the
unit step function.
FIGURE 4. 1.5. The unit step
function .
has a jump at = u.
cXump| Cb
Because ,; = l for aad becausethe Lap|ace traasform lavolvesoa|ythe
va|uesofafuactloafor.weseelmmedlate|ythat
l
1, , ; , =
(s >;
s
,z;
Thegraphoftheualtstepfuactloa
,;= ,- .;appearsl aFlg. 4. l . 5. Its ump

occursat=.ratherthaaat=, equlva|eat|y,
for < ..
,;= ,- .; =
l for.
Flad1,
, ; , lf. >o
(2l )
Sol ution We beglawlththedenaltloaoftheLap|acetraasform. We obtala
1,
, ; , = e
-
,; a = e
-
a = llm
e
,
!
-
-
o
-- S
j
coasequeat|y,
e
-
1,
, ; , = (s > . . >;
s
General Properties of Transforms
Itlsafaml|larfactfromca|culusthatthel ategra|
!
-
,,; a
,zz;
exlsts lf , ls plecewlse coatlauous oa the bouaded laterva| .,/} Heace lf)ls

plecewlsecoatlauousfor . ltfo||owsthatthelategra|
exlsts for a|| / < +0
.
But la orderfor F(s)the llmlt ofthls last lategra| as
/- +ctoexlst,weaeedsomecoadltloato |lmlttherateofgrowthof),;as
t -- +c. Thefunctloa ] l ssaldtobeof exponential order ast -- +lfthere
exl staoaaegatlvecoastaats x,.,aad suchthat
](t) x-
fort (23)
Thus afuactlonlsofexpoaeatla|orderprovldedthatltgrowsaomorerapldly(as
t -- +) than a coastant mu|tlp|e of some expoaeatla| fuactloa wlth a |laear
expoaeat. The partlcu|ar va|ues of x, ., aad are aot so lmportaat. What ls
lmportaatlsthatso-esuchva|uesexlstsothatthecoadltloala(23)lssatlsned.
Thecoadltlonl a(23)mere|ysaysthat),}-
|lesbetweea -MaadMaad
lsthereforeboundedlnva|uefort sufncleat|y|arge. Iapartlcu|ar,thlslstrue(wlth
. = c;lf](t) ltse|flsbouaded. Thusevery/oaeafuactlonsuchascosktor
slaktlsofexpoaeatla|order.
If(t ) ls apo|ynomla|, thea thefaml|larfactthat ;, -
-- cast -- +
lmp|les that (23) ho|ds (for sumcleat|y |arge) wlth x = . = i Thus every
po/yo-/./functloalsofexponeatla|order.
For aa examp|e ofaa e|emeatary functloa that ls coatlauous aad therefore
bouadedoa every (nalte)laterva|,butneverthe|essls aot ofexpoaeatla|order,coa-
slderthefuactloa](t ) = -
.
= exp(t
:
) . Whatevertheva|ueof.. weseethat
_
](t )
_
-
.
_
.
rm = rm = rm -
.
= +c
-
-
-
-
-
because t
:
. -- +cas t -- +c. Heacethe coadltloa la (23)caaaotho|d
for any (nalte) va|ue x, so we coac|ude that the fuactlon ](t ) = -
.
ls oof
exponeatla|order.
Slml|ar|y,because-
.
-- +cast -- +c, weseethatthelmproperlate-
gra|]
-
-
.
athatwou|ddenael -
.
does aot exlst(foraays;, aadtherefore
thatthefuactloa-
.
doesohaveaLap|acetraasform. Thefo||owlagtheoremguar-
aateesthatplecewlsefunctloasofexpoaentla|orderaohaveLap|acetraasforms.
THEOREM Z Existence of Lapl ace Transforms
Ifthemnctlon]l splecewlsecontlnuousfort caadl sofexponentla|orderas
t -- +c, thenlts Lap|acetransform i,s)= l ](t ) exlsts. Morepreclse|y,lf
)lsplecewlsecontlnuousandsatlsnesthecondltlonla (23), then i,s;exlstsfor
aII s >.
Proof: Flrst we aote that wecaatake = c la (23). Forbyplecewlse
coatlnulty, ](t ) lsbouadedoa c.} Iacreaslagxl a(23) lfaecessary, wecaa
thereforeassumethat ] (t) xlfct Because-
ifort c.ltthea
fo||owsthat ](t ) x-
fora||t o
Byastandardtheoremoaconvergeaceoflmproperlategra|sthefactthatab-
so|uteconvergeacelmp|lesconvergeaceltsufncesforustoprovethatthelategra|
](t ) a
exlstsfors >. To dothl s, ltsumcesl atumtoshowthattheva|ueofthelategral
remalnsboundedas/- +c. Butthefactthat ),; Me
,
fora|| 0lmp|les
that
M e
-
,

a=
!
M
lfs > . ThlsprovesTheorem2.
o
s- .
Wehaveshown, moreover,that
!
M
i,s; e
-
),; a
o
s - .
lfs >. Whenwetake|lmltsass- +c, wegetthefo||owlngresu|t.
COROLLARY F(s) for s Large
If),;satlsnesthehypothesesofTheorem2, then
|lm i,s; = o
s-O
(24)
(25)
Thecondltlonln(25)severe|y|lmltsthefunctlonsthatcanbeLap|acetrans-
forms. Forlnstance, thefunctlono,s;=sJ,s+I ) cannotbetheLap|acetransform
ofany reasonab|efunctlonbecauselts |lmltass - +c ls I , notc Moregen-
era||y, aratlona| functlona quotlentoftwo po|ynomla|scanbe (and ls, as we
sha|| see)aLap|acetransformon|ylfthedegreeofltsnumeratorls|essthanthatof
ltsdenomlnator.
Ontheotherhand,thehypothesesofTheorem 2aresufnclent,butnotneces-
sary, condltlonsforexlstenceoftheLap|acetransform of), ; Forexamp|e, the
functlon ),; IJfal|stobeplecewlsecontlnuous (at = 0), butneverthe|ess
(Examp|e 3 wlth.= - > -I ) ltsLap|acetransform
1,
-
.
:
,=
|
' :
=
s
,
bothexlstsandvlo|atesthecondltlonln(24),whlchwou|dlmp|ythats i,s;remalns
boundedass- +c.
The remalnderofthls chapterl sdevoted |arge|yt otechnlques for so|vlnga
dlerentla|equatlonby nrstnndlngtheLap|acetransformoflts so|utlon. Itls then
vlta| for
_
s to know that thls unlque|y determlnes the so|utlon ofthe dlerentla|
equatlon, thatl s, thatthefunctlonofswehavefoundhason|y onelnverseLap|ace
transform that cou|d be the deslred so|utlon. The fo||owlng theorem ls proved ln
Chapter6 ofChurchl| | ' sopem/o./M./e-./.s, 3rd ed. (New York. McGraw-
Hl||, I 972).
THEOREM 3 Uni queness of I nverse Lapl ace Transforms
Supposethatthefunctlons ),; d,,; satlsfy thehypothesesofTheorem 2,
sothatthelrLap|acetransfoms i,s; ando,s; bothexlst. Ifi,s; = o,s; for
a|| s > .(forsome.;, then), ; = ,, ; whereveron [0, +c)both)and,are
contlnuous.
Thustwoplecewlsecontlnuousfunctlonsofexponentla|orderwlththesame
Lap|ace transform candler on|y at thelr lsolatedpolnts ofdlscontlnulty. Thls ls
ofnolmportancelnmostpractlca| app|lcatlons, sowemayregardlnverseLap|ace
transformsasbelngessentla||yunlque. In partlcu|ar, twosolutlonsofadlerentla|
equatlonmustbothbecontlnuous, andhencemustbethesameso|utlonlftheyhave
thesameLap|acetransform.
Historical Remark: Lap|ace transforms have an lnterestlng hlstory.
The lntegra| ln the dennltlon ofthe Lap|ace transform probab|y appeared nrst la
theworkofEu|er. Itlscustomary lnmathematlcstonameatechnlqueortheorem
for the next person afterEu|erto dlscoverlt (e|se there wou|dbe severa| hundred
dlerent examp|es of Eu|er' s theorem) . In thls case, the next person was the
FrenchmathematlclanPlerreSlmondeLap|ace( I 749I S27), who emp|oyedsuch
lntegra|s lnhl s workonprobabl|ltytheory. The so-cal|ed operatlona| methodsfor
so|vlngdlerentla|equatlons,whlchare basedon Lap|acetransforms, werenot ex-
p|olted by Lap|ace. Indeed, they were dlscovered and popu|arlzed by practlclng
englneersnotab|y theEng|lshe|ectrlca|englneerO|lverHeavlslde( I S50I 925).
These technlques were successfu||y and wlde|y app|ledbefore they hadbeen rlg-
orous|yustlned, and around the beglnnlng ofthe twentleth century thelrva|ldlty
wasthe subect ofconslderab|econtroversy. One reason ls thatHeavlsldeb|lthe|y
assumedtheexlstenceoffunctlonswhoseLap|acetransformscontradlctthecondl-
tlonthati,s; -- 0ass-- 0,therebyralslngquestlonsastothemeanlngandnature
offunctlonsln mathematlcs. (Thlsls remlnlscentoftheway Lelbnlztwocenturles
ear|lerhadobtalnedcorrectresu|tslnca|cu|ususlnglnnnlte|ysma|lrealnumbers,
therebyral slngquestlonsastothenatureandro|eofnumbers lnmathematlcs. )
.,,.... .......,....
.............,..
.....
9.

1. =
3. =
5. = sinh t
7.

FIGURE 4.1.6.
8.
(
2
,
FIGURE 4. 1.7.
2. =
2
4. = cos
6. = sin
2
FIGURE 4.1.8.
10.
_
...... .. .....,.....
....... .....,...
..,.......
11. = .+ 3
13. =
15. = + cosh 5t
17. = cos
2
19. = +
21. = cos
12. = 3t
5
/2
.
14. =
/2

16. = sin + cos

18. = sin 3t cos 3t
20. =
22. = sinh
2
3t
..... .. .......,.
................
23. ._
.

25. .-
. .
27. .
. .
.
29. .
.
.
31. .
.
24. . .
26. .
.
.
28. .
.
.
.
. .
. .
33. Derive the transform of sin .by the method used

in the text to derive the formula in
34. Derive the transform of sinh .by the method used
in the text to derive the formula in .
35. Use the tabulated integral
!
cos ...
.cos .sin .
.
to obtain l{cos . directly from the defnition of the
Laplace transform.
36. Show that the function sin(et
2
) is of exponential
order as but that its derivative i s not.
37. Given . let if . if
. First, sketch the graph of the function making
clear its value at .Then express in terms of unit
step functions to show that . .

38. Given that . let i f .
i f either .or First, sketch the graph
of the function making clear its values at .and
Then express in terms of unit step functions to
show that . .

39. The .........i s defned as follows:
. if . . .
(a) Sketch the graph of to see why its name is appropri
ate. (b) Show that
C

_
. .
,
o
for all 0. (c) Assume that the Laplace transform of
the infnite series in part (b) can be taken termwise (it can).
Apply the geometric series to obtain the result
l
.
40. (a) The graph of the function is shown in Fig. .
Show that can be written in the form
C

_

. .
,
o
(b) Use the method of Problem to show that
l
.
C
+
o
6
t
FIGURE 4. 1. 10. The graph of the function of
Problem .
41. The graph of the .,........ is shown in
Fig. . Express .in terms of the function of Prob
lem .and hence deduce that

.
. . - tanh - .
. .
-
' : + -
FIGURE 4. 1. 11. The graph of the function of
Problem .
42. Given constants .and defne . for by
.
. if . n and .is odd;
if . .and .is even.
Sketch the graph of .and apply one of the preceding prob
lems to show that
.
. .
.
4. 2 Transformati on of I ni ti al Val ue Probl ems 277
Transformation of Initial Value Problems
y
_Ceat|aaeastaaet|ea
'
'
'
'
'
'
' '
'
'
' '
'
'
' '
'
'
u
'
'
'
'
'
'
'
o
'
'
'
'
'
y
'
'
'
'
'
'
' '
'
'
'
' .
u
' '
'
'
'
'
'
o
X
X
|eeew|seeeat|aaeaseet|vat|ve
FIGUR 4.2. 1. The
discontinuities of f' correspond to
"corers" on the graph of f.
We nowdlscusstheapp|lcatlonofLap|acetransformsto so|vea|lneardlfferentla|
equatlonwlthconstantcoemclents,suchas
.x
,;+/x ,;+cx,;= ( I )
wlth glven lnltla| condltlons x,c; = x,and x ,c; = x Bythe |lnearlty ofthe
Lap|acetransfomatlon,wecan transform Eq. ( I ) byseparate|ytaklng theLaplace
transformofeachtermlntheequatlon. Thetransformedequatlonls
.1,x
, ; | +/1,x ,; |+c1,x,; |= 1, ), ; | , (2)
ltlnvo|vesthetransformsofthederlvatlvesxandx
oftheunknownfunctlonx
Thekeytothemethod ls Theorem I , whlchte||sushowtoexpressthetransformof

theofafunctlonln termsofthetransformofthefunctlonltse|f.
THEOREM 1 Transforms of Derivatives
Supposethatthemnctlonl scontlnuousandplecewlsesmoothfor0and
l sofexponentla|orderas - +c, so that there exlstnonnegatlveconstantsM,
c,and1 suchmat
.for
Then
exlstsfora > c. and

= a1,
|
;
c= s i,s; - c .
(3)
(4)
Thefunctlonlsca||edpiecewise smooth ontheboundedlnterval/}lf lt
ls plecewlsecontlnuouson /}anddlerentlab|eexceptat nnlte|y many polnts,
wlth belng plecewlsecontlnuous on /} Wemay asslgn arbltrary va|ues
to at the lso|ated polnts at whlch ls not dlerentlable. We say that ls
plecewlsesmoothfor 0lfltlsplecewlsesmoothoneveryboundedsublnterva|
of[0,+) . Flgure4. 2. I lndlcates how comerson the graph ofcorrespondto
dlscontlnultlesln ltsderlvatlve
Themaln ldeaoftheproofofTheorem I lsexhlbltedbestbythecaselnwhlch
ls contlnuous (notmere|y plecewlsecontlnuous)for c Then, beglnnlng

wlththedennltlonof1, ) ,; |andlntegratlngbyparts, weget
1, ) ,; |=
=

,
+ s

Becauseof(3), thelntegratedterm approacheszero (when s >.;as-
+c, and lts va|ue at the |ower |lmlt= 0 contrlbutes -ctotheeva|uatlonof
thcprecedlngexpresslon. The lntegra|thatremalnsls slmply1, ), ; | ,byTheorem
2 ofSectlon4. I , the lntegra| converges whens > c Then 1, ) ,; |exlsts whea
s > c.andltsva|uels thatglvenlnEq. (4) . Wewl||deferthecaselnwhlch
haslso|ateddlscontlnultlestotheendofthlssectlon.
Exampl e 1
Solution of Initial Value Problems
Ia order to transform Eq. , i ;, we aeedthetraasform ofthesecoadderlvatlve as
we||. Ifweassume thaty,) = ) ,)satl snesthehypothesesofTheorem i , thea
thattheoremlmp|lesthat
aadthus
1, ) , ) ,= 1, y ,) ,=s 1, y,) ,- y,c)
=s 1, ) , ) , - )
,c)
=ss1, ), ) , - ),c) }- ) ,c) ,
1l ), ) ,=s
I,s) - s),c)- ) ,c)

Arepetltloaofthl sca|cu|atloaglves
(5)
1, ) , ) ,=s 1, ) , ) ,- ) ,c)=s
I,s) - s
),c)- s) ,c)- ),c) ,:)

Afternalte|ymanysuchstepsweobtalathefo||owlagexteasloaofTheorem i
COROLLARY Transforms of Hi gher Derivatives
Supposethatthefunctlons ), ) , ), , )
are contlauous andplecewlse

smoothfor < 0, andthateachofthesefunctlonssatlsnesthecondltlonsln(3)
wlththesame
-
va|uesofMand. Then1, )
-
, ) , exlstswhens >.. and
1, )
, ) ,=s
-
1, ), ) - s
-
,
),c)- s
-
) ,c)-

- )
(0)
=s
-
I,s) - s
-
,c)-

- s
-
(0) - )
,c)
So|vethel altla| va|ueprob|em
x- x- :x= 0, x ,c)=z, x ,c)= -i
(7)
Sol uti on Wlththeglvenl altla|va|ues, Eqs. (4)aad(5)yle|d
1,x ,) ,=s 1,x , ) ,- x(0) =sx,s) - z
aad
1,x,) ,=s
1,x , ) , - sx,c)- x(0) =s
x,s)- zs+ i .
where(accordlngtoourconveatloaaboutaotatlon)x,s)denotestheLap|acetraas-
formofthe(unkaown)fuactloax , ) Heacethetraasformedequatloals
[s
x,s)- zs+ i]- s x,s)- z}- :x,s) } =0,

whlchwequlck|yslmp|lfyto
Thus
,s
- s- :) x,s)- zs+= c
zs-
x,s) =
s
- s- :
zs- 3
,s- ) ,s+z)
Exampl e Z
Bythemethodofpartla|fractlons(oflntegra|ca|cu|us), thereexlstconstaats~aad
ssuchthat
zs - n s
-- = - -,
,s- ; ,s+z) s- s+z
andmu|tlp|lcatlonofbothsldesofthlsequatlonby,s- ;,s+z)yle|dstheldeatlty
zs- = n,s+z)+s,s- ;
Ifwe substltute s = , we nnd that n = . substltutlon ofs = -z shows that
s= Hence
3 7
x,s; = 1,x , ) ,= +
s
z s- s+
Because1
, l},s- a) , = e
,ltfo||owsthat
ls the so|utlonoftheorlglna| lnltla| va|ue prob|em. Notethatwedldnotnrstnnd
the genera| so|utlon ofthe dlerentla| equatlon. The Lap|ace transform method
dlrect|yyle|dsthedeslredpartlcu|arso|utlon, automatlca||y taklng latoaccount
vlaTheorem I andlts coro||arytheglvenlnltla|condltlons.
Remark: InExamp|e I we foundtheva|uesofthepartla|-fractloncoefn-
clentsnandsbythetrlckofseparate|ysubstltutlngtheroots s= ands= -z
oftheorlglna|denomlnators
:
- s- := ,s- ; ,s+z)lntotheequatloa
zs- = n,s+z)+s,s- ;
thatresu|tedfrom c|earlng fractlons. In|leuofany such shortcut, the sure-nre
method lstoco||ectcoefnclentsofpowers ofsontherlght-handslde,
zs- = ,n+s;s+,zn- ;
Thenuponequatlngcoemclentsoftermsof|lkedegree,wegetthe|lnearequatloas
n+ s= z,
zn- s= -
whlcharereadl|yso|vedforthesameva|uesn= ands=
x++x= sln , x ,c)= x (0) = c
Such a prob|em arlses ln the motlon of a mass-and-sprlng system wlth extema|

force,asshownlnFlg.+ z z
Solution Becausebothlnltla| va|ues are zero, Eq. ,;yle|dslx(t ) = s
x,s) We read
thetransformofsln3t fromthetab|elnFlg.4. I . 2(Sectlon+ l ) aad therebygetthe
FIGURE 4.2.2. A mass-and
spring system satisfying the initial
value problem in Example The
mass i s initially at rest in its
equilibrium position.
\
FIGURE 4.2.3. The position
function . in Example
transformedequatlon
Therefore,
3
s
x,s) + +x,s) =
s +
3
x,s)
,s
++) ,s
+)
Themethodofpartla|fractloasca||sfor
3 ns+s cs+b
= +
,s
++) ,s
+) s
++ s
+
Thesure-nreapproachwou|dbetoc|earfractlonsbymu|tlp|ylagboth sldesbythe
commondenomlnator,andthenco||ectcoemclentsofpowersofsontherlght-hand
slde. Equatlngcoemclentsof|lkepowersonthetwosldesoftheresu|tlagequatlon
wou|dthenyle|dfour|laearequatlonsthatwecou|d so|veforn, s, c,aadb
However,herewecanantlclpatethatn= c= c,becauseneltherthenumer-
atornorthedenomlnatoronthe|eftlnvo|vesanyoddpowersofs, whereasnonzero
va|uesfornorcwou|d|eadtoodd-degreetermsontherlght. Sowerep|acenand
cwlthzerobeforec|earlngfractlons. Theresu|tlstheldentlty
3 = s,s
+ )+b,s
+ +)= ,s+b) s
+,s+ +b)
Whenweequatecoefnclentsof|lkepowersofswegetthe|lnearequatlons
s+ b = c,
s+ :b= 3,
whlcharereadl|yso|vedfor s= and b= - Heace
3 2 l 3
x,s) = lx(t ) = -
.

.
.
l c s
++ s
+
Becausel sln2t = z},s
++)andl sln3t = },s
+) , ltfo||owsthat
x(t ) = sln 2t sla 3t .
Flgure4. 2. 3showsthegraphofthlsperlod2posltlonfunctlonofthemass. Note
that the Lap|ace traasform method agaln glves the so|utlon dlrect|y, without the
necessltyofnrstnndlngthecomp|ementaryfunctlonandapartlcu|arso|utlonofthe
orlglna| nonhomogeneous dlerentla| equatlon. Thus nonhomogeneousequatlons
areso|vedlnexact|ythesamemaanerasarehomogeneousequatlons.
Examp|esI and2l||ustratetheso|utlonprocedurethatlsout|lnedlnFlg. 4. 2. 4.
Exampl e
Ohcrcntal
cguaton
nx(/)
Alcbrac
cguaton
n a)
5o| utonx(/)
oldhcrcntal
5olutona)
) olalgcbrac
cguaton
FIGURE 4.2.4. Using the Laplace transform to solve an initial
value problem.
Linear Systems
Lap|acetransforms arefrequent|yusedlneaglaeerlngprob|emstoso|veasystea
oftwo or more constant-coemcleat |lneardlerentla| equatloas lnvo|vlagtwoor
moreunknownfunctloasx , ) , y,) , ofthe lndependentvarlab|e Whealaltla|
condltlonsarespeclned,theLap|acetransformreducessucha|lnearsystemofdll-
ferentla|equatlonstoa|lnearsystemofa|gebralcequatloaslawhlchthecakaowas
arethetraasformsoftheso|utlonfunctlons. AsExamp|el||ustrates,thetechalqce
forasystemls essentla||ythesameasforaslng|e|lneardlfferentla|eqcatloawlth
constantcoemclents.
So|vethesystem
zx= -:x+zy,
y= zx- zy+ +c sla ,
(S)
subecttothelnltla|condltlons
x ,c)=x ,c)= y,c)= y ,c)=c ,)
Thl slnltla|va|ueprob|emdetermlnesthelndlcateddlsp|acementfuactloasx,)aad
y, ) ofthetwomassesshownlnFlg. + z , assumlngthattheforce),)=:slaJt
l ssudden|yapp|ledtothesecondmassatthetlme = cwhenbothmassesare at
restln thelrequl|lbrlumposltlons.
J(t ) as n3t
FIGURE 4.2.5. A mass-and-spring system satisfying the initial
value problem in Example Both masses are initially at rest in their
equilibrium positions.
Sol ution Wewrlte x,s) = 1,x , ) , aadl,s) = 1, y,) , Thenthelaltla|coadltloasla,)
lmp|ythat
1,x'
, ) , =s
x,s, aad 1, y,) ,=s
:,s ,
}'
/
FIGURE 4.2.6. The position

functions . and in
Example
se.aase 1, s|a , = },s
+) , :|e ::aasie:msei:|e eaa:|eas| a( S) a:e :|e

eaa:|eas
zs
x,s)= -:x,s) +zl,s ) ,

l zc
s
r,s) = zx,s) - zl,s) +
s +
1|as:|e::aasie:measys:em|s
,s
+) x,s) - l,s) =c,

l zc
-zx,s) +,s
+z) l,s) =
s +
, l c)
1|eae:e:m|aaa:ei:||sa|:eii|aea:eaa:|eas|ax,s)aaal,s)|s
aaawe:eaa|iyseive-as|a,C:ame:s:aie,ie:|as:aa.e-:aesys:em|a, l c)ie:
aaa
l zc S
x,s) =
,s
+ l ) ,s
+ +) ,s
+ )
=
s
+ l
-
s
+ +
+
s
+
, l l a)
l zc,s
+) l c S l S
l,s) =
,s
+ l ) ,s
+ +) ,s
+ )
=
s
+ l
+
s
+ +
-
s
, l l o)
1|ea::|aii:a.:|eaae.emes|:|eas|as, l l a)aaa, l l |)a:e:eaa|iyieaaaas|a,
:|eme:|eaeisamie z te:|as:aa.e, ae:|a,:|a::|eaeaem|aa:e:ia.:e:s a:e
i|aea:|as
,we.aaw:|:e
l zc n s c
,s

l)
) ,
)
=
l
+
+
+
aaa|:ieiiews:|a:
l zc= n,s
++) ,s
+)+s,s
+t ) ,s
+)+c,s
+t ) ,s
++) , l z)
sa|s:|:a:|eaeis
= -l ,:|a:|s, s= / , aze:eei :|eia.:e:s
+l ) |a, l z),|ve
l zc = n
S, sen = s|m|ia:iy, sa|s:|:a:|eaeis
= -+|a , l z)y|eias
s = -S, aaasa|s:|:a:|eaeis
= -y|eiasc = 1|aswee|:a|a:|ea::|ai
i:a.:|eaae.emes|:|eas|ewa|a, l l a)
A: aay:a:e, :|e|ave:seLaia.e::aasie:msei:|ees:es|eas| as, l la)
aaa, l l |),|ve:|eseia:|ea
x,) = s|a- +s|az+ s|a,
y, ) = i c s|a ++s|az- : s|a
t|,a:e+ z :s|ews:|e,:a|sei:|ese:wee:|eaz-es|:|eaiaa.:|easei:|e:we
masses

FIGUR 4.2.7. A mass
spring-ashpot system with
exteral force J(t ) .

Exampl e 4
The Transform Perspective
Le:as:e,a:a:|e,eae:ai.eas:aa:.eeia.|ea:se.eaae:ae:eaa:|eaas:a:eaa:|aa
eime:|ea
-x
+cx+/x=),;
ei:|e iam|i|a: mass-s:|a,-aas|e: sys:em ,t|, + z ) 1|ea :ae ::aasie:mea
eaa:|ea|s
-s
:
x,s;- sx,c;- x,; ]+.sx,s;- x,c;}+/x,s;=i,s; , l )
Ne:e:|a:, l )|saa./,e/m/.eaa:|ea-|aaeea,ai|aea:eaa:|ea-|a:aeaa
|aewax,s; 1||s|s:|esea:.eei:|eewe:ei:|eLaia.e::aasie:mme:aea
L|aea:dif erentl eaa:|easa:e::aasie:mea
|a:e:eaa|iyseiveaalgebraic eaa:|eas
iiweseive, l )ie:x,s; , we,e:
w|e:e
i,s; i,s;
x,s; =
z,s;
+
z,s;
.
z,s; = -s
:
+ .s + / aaa i ,s; =-x,c;s+ -x ,c;+ .x,o;
, l :)
Ne:e:|a:z,s; aeeaaseaiyea:|e|ys|.aisys:em|:seii 1aas, l +):es:a:s
x,s;=1,x, ; , as:|esameia:e:maeeaa|a,eaiyea:aees:enaiie:.eaaaeae
aeeaa|a,eaiyea:|e|a|:|ai.eaa|:|eas ia:|e.aseeiaaaaae:aameasys:em,
:|ese:we:e:msa:e:|e::aasie:ms
i,s;
1,x, , ; , =
z,s;
i ,s;
aaa 1,x,, , ; , =
z,s;
ei:|es:eaaye:|ea|.seia:|eaaaa:|e::aas|ea:seia:|ea,:ese.:|veiy1aeeaiye
:ea:|aia|u.ai:y|aaaa|a,:|eseseia:|eas|s|aaaa|a,:|e|ave:seLaia.e::aasie:m
ei:|e:|,|:|aaas|ae|a , l +) Ha.|ei:|e:ema|aae:ei:||s.|a:e:|saeve:ea
:eaaa|a,Laia.e::aasie:msaaa|ave:se::aasie:ms iaa::|.aia:,esee|:aae
me:|eas:|a:a:esau.|ea:iyewe:iai:eeaa|ieas:eseive:e|iems:aa:-aai||:
:|ese|asamieslaaaz-.aaae:|eseivea:eaa|iy|y:|eme:|easeiCaa:e:z
Additional Transform Techniques
s|ew:|a:
Sol ution ii),; =e
,:|ea),c;=aaa) ,; =e
+.e
uea.e1|ee:emi,|ves
1,e
+.e
,=1,
) , ; , =s 1, ), ; , =s 1, e
,
i : ieiiewsi:em:|ei|aea:|:yei:|e::aasie:m:|a:
uea.e
( l 5)
|e.aase1,
,
, l},s- .;
Exampl e
t|aa1, s|a / ,
Sol uti on Le:),) s|a / 1|ea),c; caaa
) , ) s|a /+ / .es /
1|eae:|va:|ve|aveives:|eaewiaa.:|ea.es/ , seweae:e:|a:),c) caaa
a|ne:ea:|a:ea,a|a 1|e:esai:|s
),) z/.es/- /
s|a/
sa: 1,) , s
1, ) ,|y:|eie:maia|a( 5) ie::|e::aasie:mei:|ese.eaa
ae:|va:|ve,aaa1,.es / , s},s
+/
) , sewe|ave
z/s

- /
1( s|a / , s
1, s|a / ,
s + /
t|aaiiy,weseive:||seaa:|eaie:

1||s:e.eaa:e|s.eas|ae:a|iyme:eieasaa::|aa:|eai:ena:|veeievaiaa:|a,:a:
|a:e,:ai
1, s|a/ ,
s|a/a
samies+aaa5 esie|::|eia.::|a:|i),c) c,:|eaa|ne:ea:|a:|eaei)

.e::eseaas:emai:|i|.a:|eaei|:s ::aasie:m|ys i:|s:easeaa|ie:e ese.::ae
|ave:seee:a:|eaei|a:e,:a:|ea,aa:|a|ne:ea:|a:|ea):e.e::eseaa:ea|v|s|eaei:a:
::aasie:m|ys
THEOREM Z Transforms of I ntegral s
ii),; |sa|e.ew|se.ea:|aaeasiaa.:|eaie: caaasa:|saes:ae.eaa|:|eaei
eseaea:|aie:ae: ), ; M,
ie: 1, :|ea

1 ),:;a:
1,) ,

ie:s > c. a|vaiea:iy,
1
,

),:; a: , l s)
Exampl e
Poof: se.aase)|s|e.ew|se.ea:|aaeas,:|eiaaaamea:ai:|ee:emei.ai
.aias|mi|es:aa:
,, ; =
t
),:;a:
|s.ea:|aaeasaaa:|a:, , ; = ),;w|e:e)|s.ea:|aaeas, :|as,|s.ea:|aaeasaaa
|e.ew|sesmee:|ie: c ta::|e:me:e,
,
t
,
t M M
,,; ),:; a: M ecr
a: =
_
(e
c
t - i ;
_ _
e
c
t
,
o , c c
se,, ; |seieseaea:|aie:ae:as - +c. uea.ewe.aaaiy1aee:em:a,
:||s,|ves
1, ), ; , = 1,, ,; ,= s1, ,,; ,- ,,c;
New,,c;= c,sea|v|s|ea|ysy|eias
1
t
),:;a: = 1,,, ; , =
1, ),; ,
.
s
w||.|.emie:es:|e:eei
t|aa:|e|ave:seLaia.e::aasie:mei
o,s;
i
s
:
,s- .;
Sol uti on iaene.:, , i s;meaas:|a:we.aaaeie:eaia.:e:eisi:em:|eaeaem|aa:e:,aaa

:|e|ave:se::aasie:mei:|e:esai:|a,s|mie:es:ess|ea,aaaaaaiiy|a:e,:a:ei:em
o:e,:e.e::e.:ie::|em|ss|a,ia.:e:s; 1|as
1
-

i
1
-

a:=
t
e
a
r
a:=
!
(e
a
t

s ,s- .)
, s- . , .
weaew:eea::|e:e.|a|ae:ee|:a|a
1
-
= 1
-
a:= _(e
a
r
-
a:
,
t
,
t i
s
:
,s- .) , s ,s- .) , .
i i
a
r
,
t i
a
t =
-; -;
e - :
,
=
.
:
(e - .- i ;
1|| s:e.|a|ae| s eueaame:e.eavea|ea:way:aaa:|eme:|eaeia::|aii:a.:|eas
ie:aaa|a,aa|ave:se::aasie:meiai:a.:|eaei:|eie:mi,s;}s
-
_,s; }
Poof of Theorem I. we.ea.iaae:||sse.:|eaw|:|:ae:eeiei1aee:eml
|a:|e,eae:ai.ase|aw||.|]|sme:eiy|e.ew|se.ea:|aaeas weaeea:e:ev:
:|a::|ei|m|:
i|m
),;a
es|s:saaaaiseaeea:eaaa|:svaiae w|:|/asea,ie:, .
. .
-
, |e :|ee|a:s
|a:e:|e::e:|e|a:e:vai c,/}a:w||.|)|sa|s.ea:|aaeas Le:, = caaa
= /
1|ea we.aa|a:e,:a:e|ya::seaea.||a:e:vai ,
-
-
, ,
-
; wae:e]|s.ea:|aaea
1||sy|eias
New:|ea:s:samma:|ea
+

+
),
;+
),
-
, ;
+

),
I ;+
),
;
( l 9)
,zc)
|a( I 9):eies.eesaewa:e-),,;+
),
;= -),c;+
),/; . aaa:aese.
eaasamma:|eaaaasa:es:|mes:|e|a:e,:aii:em,=c:e
=/1ae:eie:e( l 9)
:eaa.es:e
) ,;a= -),c;+
),/;+s
),; a
sa:i:em,)we,e:
|is > c. 1|e:eie:e,aaaiiy:a||a,i|m|:s,w|:|sasea)as/- +c|a:ae:e.ea|a,
eaa:|ea, we,e::|eaes|:ea:esai:
1, )
,; ,= s 1, ), ; , - ),c;
Extension of Theorem 1
Newsaese:|a::|eiaa.:|ea)|seaiy|e.ew|se.ea:|aaeas,|as:eaaei.ea:|aa
eas), aaaie:, ,
, |e:|ee|a:s,ie: > c;wae:ee|:ae:)e:)|sa|s.ea:|a

aeas 1|eia.::|a:)|s|e.ew|se.ea:|aaeas|a.iaaes:|eassam:|ea:aa:-|:a|a
ea.||a:e:vai
-
-
, ,
-
}|e:weeasa..ess|vee|a:seia|s.ea:|aa|:y-)a,:eesw|:aa
iaa.:|ea:|a:|s.ea:|aaeasea:|ewaeie.iesea|a:e:vaiaaa|aseaae|a:vaiaes
:|a:mayae:a,:eew|:|:|ea.:aaivaiaes ),
-
-
; aaa),
-
; 1|evaiaeeiaa|a
:e,:aieaaa|a:e:vai|sae:ane.:ea|y.aaa,|a,:|evaiaesei:|e|a:e,:aaaa::ae
/(
t
)
6
5
4
3
2
0
cXump| C
0
1
2
3 4 5 6
t
unit staircase function of Example
7.
Problems
eaae|a:s ueweve:,|i:|eiaaaamea:ai:|ee:emei.ai.aias|sa||ea:eaaa:a:
vaiae ei:ae |a:e,:ai, :|ea :|e aa:|ae:|va:|ve iaa.:|ea mas:oe .ea:|aaeaaa:a:
.iesea|a:e:vai we:|e:eie:ease:|e.ea:|aaeasi:em w|:a|a:ae|a:e:va|:aa
e|a:vaiaesaoeve |aevaiaa:|a,,|ya::s):|e|a:e,:aisea:ae:|,a:|a, l ) 1a:
:esai:|s
w|e:e
+
. . .
+
_
e
s
t
k
-2 ),_
2
;+ e-
s
tk -
I
),
,
-
j
;
+
_
e
s
t
k
- l
),
,
;+ e
-s
t
k
),
|
;
|~
j
= ),c
; ,(
tn
) + e-
s
b
),/; ,
n=1
,zc)
,zl )
aeae:es :|e ,aa|:e),-p| a),; a: = tn
. Assam|a,:aa:1, ) ,; | es|:, :
:|e:eie:e,e::|e,eae:ai|za:|ea
O
1, )
,; |= s i,s; ),c
;- e
-
s
tn
,(
tn
)
n=1
ei1, ) ,; |=s i,s; ),c;w|eaweaew:a|e:aei|m|:|a, l )as/ +.
,zz)
Le:), ; = l+ ;|e:aeaa|:s:a|:.aseiaa.:|ea,|:s,:a||ssaea| ai|,: z s
1aea),c;= l, ] ,;= 0,aaa,, = I ie:ea.a|a:e,e:= l , z, , u:a.e
,zz)y|eias
O
0 = s i,s; l e-
n
s ,
n=1
se:|eLaia.e::aasie:mei), ; | s
l
-
n
s
l
i,s; =
e = .
s
n=O
s , i - e-S )
ia:|eias:s:eweasea:|eie:maiaie::aesameia,eeme::|.se:|e,
l x
|:ax = e-
s
< I .
...,...........,..
.....
3. . . .= .= . =
4. ..+ .= .= .
1. .+ ..= .= . =
5. .+ .= sin .= = .
6. ...= cos t ; .= = .
2. .+ .= .= . = . 7. .+ . cos .= .
8. .+ .= .==.
9. .+ ..+ .= .==.
10. .+ . + .= .=. =
11. .=.+ =.+ .= =
12. . .+ =.+
.==
13. .+ + .=. + =.= =
14. ..+ .=+ X + = .==
. =
15. .+ . + . =+ . + + .. =
.== . = =
16. .=. =. =..= =
=
.,,.........,......
...... ....

17. .= 18. . =
. . . .+
.+
19. .=
S (S
2
+ .
20. .=
S (S
2
+

21. . =
2 2
22. . =
S .+ . .

23. . = 24. . =
S
2
(S
2
. .+ .+
25. Apply Theorem to derive { sin kt } from the formula for
{cos kt } .
26. Apply Theorem to derive { cosh kt } from the formula
for { sinh kt } .
27. (a) Apply Theorem to show that
.
{
} =
_
{
'
}
. .
(b) Deduce that {
} = .. .
_
for .=
. . .
.,,........,....,....
.......
S
2
- k
2
28. { t cos kt } =
(s
2
+ k
2
)
2
..
29. { t sinh . =
.
P
)
2
S
2
+ k
2
30. { t cosh kt } =
(S
2
P
)
2
31. Apply the results in Example and Problem to show
that
_
_
2 2 2
=
3
smk k cos k ) .
.+ k ) k
.,,.........,..
..,.............
32. . . . } =S -
I
for .
33. If = I on the interval .,(where . and
otherwise, then
} =

.
34. If =
'
is the square-wave function whose

graph is shown in Fig. . then
.
.
= - tanh - .
.
.....Use the geometric series. )
!|
)
| ,
. ;
s
.

square-wave function of Problem .
35. If i s the ..., ...whose graph is shown in
Fig. . then
} =
. +
!|
.

P
. ;

on-of function of Problem
36. If get ) is the ..........whose graph is
shown in Fig. . then
.
{ . } = _ tanh - .
.
y|| )

triangular wave function of Problem
37. If i s the .......whose graph i s shown in
Fig. . then

} = _
) . .
.....Note that = where it is defned. )
!'|
;
s
.

sawtooth function of Problem
4. 3 Transl ati on and Parti al Fracti ons 289
Translation and Partial Fractions
As|iias::a:ea|ysamieslaaa2eise.:|ea4. 2, :|eseia:|eaeiai|aea:a|ne:ea:|ai
eaa:|eaw|:|.eas:aa:.eeu.|ea:s.aaei:ea|e:eaa.ea:e:|ema::e:eiaaa|a,:ae
|ave:seLaia.e::aasie:meia:a:|eaaiiaa.:|eaei:|eie:m

, l )
w|e:e :|e ae,:ee ei | s iess:|aa :|a: ei 1|e :e.|a|ae ie: aaa|a,
|s|aseaea:|e same me:|ea eia::|ai i:a.:|eas:|a:wease|aeie

mea:a:y.ai.aias:e|a:e,:a:e:a:|eaaiiaa.:|eas 1aeieiiew|a,:we:aiesaes.:||e
:|epartial fraction decomposition ei |a:e:msei:|eia.:e:|za:|eaei:aeae
aem|aa:e:|a:ei|aea:ia.:e:saaa|::eaa.||ieaaa:a:|.ia.:e:s.e::eseaa|a,
:e:|e:eaiaaa.emiesze:es, :ese.:|veiy,ei
RULE 1 Linear Factor Partial Fractions
1|ee::|eaei:|ea::|aii:a.:|eaae.emes|:|eaei .e::eseaa|a,:e:|e
i|aea:ia.:e: eimai:|i|.|:y |s asam ei a::|aii:a.:|eas, |av|a,:|e
iem
"
+ +
. . .
+ ,

w|e:e
. . . ,aaa
a:e.eas:aa:s.
RULE Z Quadratic Factor Partial Fractions
(2)
1|ee::|eaei:|ea::|aii:a.:|eaae.emes|:|ea.e::eseaa|a,:eme|::eaa.||ie
aaa:a:|.ia.:e:
eimai:|i|.|:y |sasameia::|aii:a.:|eas,
|av|a,:|eie:m
w|e:e
. ,aaa
a:e.eas:aa:s
t|aa|a,
|aveives:wes:es. t|:s:wemas:aaa:|ea::|aii:a.:|ea
ae.emes|:|eaei aaa:|eawemas:aaa:|e|ave:seLaia.e::aasie:meiea.|
ei:|e|aa|v|aaaia::|aii:a.:|easei:|e:yes:|a:aea:|a(2) aaa,) 1|eia::e:
s:e|s|aseaea:|eieiiew|a,eiemea:a:y:ee::yeiLaia.e::aasie:ms
THEOREM 1 Transl ation on the s- Axls
iiF(s) ex|s:sie:s > ..:|ea
es|s:sie:> +.,aaa
La|vaiea:iy,

(4)
,
1|as:|e::aasia:|eas |a:|e::aasie:m.eneseaas:emai:|i|.a:|eaei
:|ee:|,|aaiiaa.:|eaei|y

Exampl e 1
Sol ution
FIGUR 4.3. 1. The mass
spring-dashpot system of Example

X
L
FIGUR 4.3.2. The position

function (t) in Example
Proof: iiwes|miy:eia.esw|:|s -a|a:|eaeaa|:|eaeiI,s) =1, ), ; , ,
wee|:a|a
I,s- a) =
'
'),; a=
' ),; ]a=

_| '),; ,
1||s|s,+),aaa|:|s.iea::|a:,)|s:|esame
iiweaiy:|e::aasia:|ea:|ee:em:e:|eie:maiasie::|eLaia.e::aasie:ms
ei
-
,.es/ , aaas|a/:|a:weai:eaay|aew-mai:|iy|a,ea.|ei:|eseiaa.:|eas
|y' aaa:eia.|a,sw|:|s- a|a:ae::aasie:ms-we,e::|eieiiew|a,aaa|:|ea
:e:|e:a|ie|at|,+ l z
q
j
_n
.
(s ~ a)
(s - a)
n+
1
s - a
q
j
cos kt
( s - a)
2
+ k
2
(s ~ a)
k
q
j
sin kt
(s - a)
2
+ k
2
(s ~ a) (8)
te::eaay:eie:ea.e, aii :|eLaia.e::aasie:ms ae:|vea |a:||s .aa:e:a::
i|s:ea|a:|e:a|ieei::aasie:ms:|a:aea:s|a:|eeaaae:s
Ceas|ae:amassaaas:|a,sys:emw|:|m = / = I 7,aaac = |am|saa|:s
,t|, + l ) Asasaai, ie:x , ) aeae:e:|ea|sia.emea:ei:|e mass m i:em |:s
ea|i||:|ames|:|eaii:|emass|sse:|ame:|eaw|:|x(0) =aaax(0) = I , aaa
x , ) ie::|e:esai:|a,aameai:eees.|iia:|eas
1|ea|ne:ea:|aieaa:|ea|sx+ x+ l x = 0, seweaeea: eseive:|e|a|:|ai
vaiae:e|iem
x+:x++x=0, x,c)= , x ,c)= I .
we:a|e:aeLaia.e::aasie:meiea.|:e:mei:|ea|ne:ea:|aieaa:|ea se.aa:
,e|v|easiy)1, c, = 0, we,e::|eeaa:|ea
s
x,s) - s- l j+:s x,s) - [++x,s) =0,

w||.|weseiveie:
s+I 9 s+
x,s) =
s
+ :s + +
=
,s + )
+
z
+
z
,s + )
+ z
Aiy|a,:|eie:maias|a(7)aaa(S)w|:|a=-aaa/=, weaewsee:|a:
x ,)=
' ,.es+zs|a )
t|,a:e+ zs|ews:|e,:a|ei:||s:a|aiyae.ay|a,aameaes.|iia:|ea
Exampl e Z
samiez|iias::a:esaaseiai:e.|a|aeie:aaa|a,:|ea::|aii:a.:|ea.e:m
.|ea:s|a:|e.aseeiaea:eea:eai|aea:ia.:e:s
. ~....... .._ --.-- .... . . _ - -------
t|aa:|e|ave:seLaia.e::aasie:mei
s
+ l
k,s) =
s
Sol ution Ne:e:|a::|eaeaem|aa:e:eik,s) ia.:e:sas_,s) =s ,s+z) ,s- +) uea.e
Exampl e
s
+ l n s c
- = +-+
s
- zs
- ss s s+z s- +
Hai:|i|.a:|eaeiea.|:e:mei:||seaa:|ea|y _,s) y|eias
s
+l =n,s+z) ,s- +)+ss,s- +)+cs ,s+z)

w|eawesa..ess|veiysa|s:|:a:e:|e:|:eeze:ess = 0, s = -z, aaas =+ei:ae
aeaem|aa:e:_,s) |a:||seaa:|ea,we,e::|e:esai:s
-sn= l , l zs=. aaa z+c= l
1|asn=- , s= _, aaac= _, se
aaa:|e:eie:e
s
+l
_ _
- =-- + -+-,
s
- zs
- ss s s+z s- +
1 =- +e +e
_
j
+ l l
, l
.
,
s
- zs
- ss s l z z+
samie|iias::a:esaa|ne:ea:|a:|ea:e.|a|aeie:aaa|a,:|ea::|aina.:|ea
.eeu.|ea:s|a:|e.aseei:eea:eai|aea:ia.:e:s
seive:|e|a|:|aivaiae:e|iem
y
+:y++y=
,
y,c;=y ,c;=c
Sol ution 1|e::aasie:meaeaa:|ea|s
1|as
z
s
:,s)++s ,s)++,s) =
s
z n s c n i
,s)=
s
,s+z)
=
s
+
s
+
,
+
,s+z)
+
s+z
,;
1eaaan, s, aaac, wemai:|iy|e:|s|aes|ys
:ee|:a|a
z
=n+ss+cs
+s
I,s) ,
, s+z)
, i
cXump| C4
w|e:e I,s) = b,s+z)
+I,s+z)
| :ae sam ei:|e:wea::|ai i:a.:|ea

.e::eseaa|a,:e,s+z)
sa|s:|:a:|eaeis = c|a, l c)y|:iasn = 1eaaa

s aaac,wea|iie:ea:|a:e, l c):w|.e:ee|:a|a
aaa
-+
- = s+zcs+s
I,s) +s
I ,s)
, s+z)
l z
= zc+:s I,s) +:s
I ,s)+s
I,s)
,s+ z)
, l l ,
, l z,
Newsa|s:|:a:|eaeis = c|a, l l ) y|eiass = - , aaasa|s:|:a:|eaeis = |a
, l z)y|eiasc=
1eaaabaaaI, wemai:|iyea.|s|ae|a(9)|y,s+z)
:e,e:
z
= b+I,s+z)+,s+z)
o,s) ,
s
w|e:eo,s) = ns
+ss
+cs
,
,aaa:|eaa|ii::ea:|a:::ee|:a|a
:
_= I+z,s+z) o,s) +,s+z)
o ,s)
s
, l )
, l :,
sa|s:|:a:|eaeis = -z|as , l )aaa, l +)aewy|eiasb = - aaaI =
~
v
1|as
(
:,s) = +
"
s ,s+z)
s+z
se:|eseia:|eaei:|e,|vea|a|:|aivaiae:e|iem|s
samies+,, aaa:|iia::a:e:e.aa|aesie:aea||a,w|:|aaa:a:|.ia.:e:s|a
a::|aii:a.:|eaae.emes|:|eas
Ceas|ae::aemass-s:|a,-aas|e:sys:emas|asamie l, |a:w|:a|a|:|ai.eaa|
:|easx ,c)= x ,c)= caaaw|:|:ae|meseaes:enaiie:.eI,)= l s|a z t|aa
:|e:esai:|a,::aas|ea:me:|eaaaas:eaaye:|ea|.me:|eaei:|:mass
Sol ution 1|e|a|:|aivaiae:e|iemweaeea:eseiv:|
x+:x++x= c s|a z , x ,c)= x ,c,= c
1|e::aasie:meaeaa:|ea|s
uea.e
:c
s
x,s)+:s x,s)++x,s) =
_
:
s +
:c ns+s cs+b
x,s) =
,s
+ +) ,s + )
+ z}
=
s
+ +
+
,s + )
+ z
FIGURE 4.3.3. The periodic

forced oscillation xsp (t ) , damped
transient motion Xtr (t ) , and
solution x(t ) xsp (t) + Xtr (t) in
Example .
4.3 Transl ati on and Parti al Fracti ons 293
....,,..,.......,
= .. +,
...... ....= .,.....+
., ..
= ..
.....,,
= +.. . .
.,...,.....,.,,.....,...
...,..
.0s= .. . .=
.....,...=
...=
.... ....= .,.....
., ..,
= - -
.....,,

,..,...,.....,.,,. .,....,..
= .. =
.....,...= =
....... . .. .,...
..,x,s

, - +
..,.....,... .,.,.
. = ,

.....,.,....,,...
.......,.,...,....,.,.
.......,,..,.,.,,+ , ...
.....,....
cXump| C
Resonance and Repeated Quadratic Factors
1|eieiiew|a,:we|ave:seLaia.e::aasie:msa:easeiai|a|ave::|a,a::|aii:a.
:|eas:|a:.e::eseaa:e:|e.aseei:eea:eaaaa:a:|.ia.:e:s
.|
s I
/ J

-sm ,
, s +/ ) z/
_
I I
.
J

=
_
,sm/- / .es /)
,s +/ ) z/
( l 6)
( I 7)
1|eseieiiewi:emsamieaaar:e|iem3 I eise.:|ea+ z, :ese.:|veiyse.aa:
ei:|e:esea.e|as ( I 6) aaa( I 7)ei:|e:e:mss|a/ aaa.es/ , a:eea::a
aaa:a:|.ia.:e:e:a|aa:|iys|,aais:ae|eaemeaeaei:eseaaa.e|aaaaaaam:a
me.|aa|.aie:eie.::|.aisys:em
UseLaia.e::aasie:ms:eseive:|e|a|:|aivaiae:e|iem
x+ox I,s|ao , x ,c) 0 x(0)
:|a:ae:e:m|aes:|eaaaameaie:.eaes.|iia:|easeiamasseaas:|a,
Sol uti on w|eawe::aasie:m:aea|iie:ea:|aieaa:|ea,we,e::aeeaa:|ea
4
-4
FIGURE 4.3.4. The resonance
solution in with (a = and
Fa = together with its envelope
curves = .

I,o I,o
s x,s) +o
,
x,s)

se x,s)
s +o ,s
+o
) (s
+o
,
)
iio= o,,weaaaw|:|ea:a|ia.ai:y:|a:
se|:ieiiews:|a:
x,s)
I,o I I
o
- o s
+o s
+o
I,o I
x , )
smo,-
smo
o
- o
,
o, o
sa:|io o,,we|ave
I,o,
x,s)
,s +o
,
)
se( I 7)y|eias:|e:eseaaa.eseia:|ea
I,
x,)
,smo,- o,.eso,)
zo
,
( I S)
Remark: 1|eseia:|ea.a:ve aeaaea|a ( I S) |eaa.es|a.| aaaie::a

,seet|, 4. 3. 4) |e:weea :|e eaveiee.a:vesx c, ) :|a: a:ee|:a|aea|y
w:|:|a,( I S)|a:|eie:m
x ,)= n, ) .es o,+s, ) s|a o,
aaa:|eaaeaa|a,:|easaaiami|:aaec , n
+ s
ia:||s.aseweaaa:aa:
c, )
I,
o
+ I .
zo
1||s:e.|a|aeie:.eas::a.:|a,eaveiee.a:vesei:eseaaa.eseia:|eas|s|iias::a:ea
ia::|e:|a:|eai|.a:|eama:e:|aiie::||sse.:|ea
cXump| e
seive:|e|a|:|aivaiae:e|iem
y
-
+zy
+y= :e
. y,c;= y ,c;= y
,c;= y
,c;= c
Sol uti on r|:s:wee|se:ve:|a:
uea.e:|e::aasie:meaeaa:|ea|s
:
,s
-
+2s
:
+ I ) I(s) =
:
.
(s - I )
1|asea::e|iem| s :eaaa:|e|ave:se::aasie:mei
:
I(s) =
(s- I )
:
(s
:
+ I )
:
A B Cs + D Es + F
= + -+ + . ( I 9)
(s - I )
:
s - I (s
:
+ I )
:
s
:
+ I
iiwemai:|iy|y:|e.emmeaaeaem|aa:e:(s - I )
:
(s
:
+ I )
:
,we,e::|eeaa:|ea
A(s
:
+ I )
:
+ B(s - I ) (s
:
+ I )
:
+Cs (s- I )
:
+ D(s - I )
:
+ Es (s - I )
:
(s
:
+ I ) + F(s - l )
:
(s
:
+ I ) = : (20)
Ueasa|s:|:a:|a,s = I weaaa:|a:A = I .
aa:|ea(20)|saa|aea:|:y:|a:|eiasie:aiivaiaeseis . 1eaaa:|evaiaesei
:|e:ema|a|a,.eeu.|ea:s,wesa|s:|:a:e|asa..ess|ea:|evaiaess = 0, s = -I ,
s =2 , s = -2, aaas = 3 |a(20). 1||sy|eias:|esys:em
-B + D + F = 3,
-SB - 4C + 4D - SE+ SF = 0,
25B + 2C + D + I 0E + 5F= -2I , (2I )
-75B - I SC + 9D- 90E+ 45F = -2I ,
200B + I 2C+4D+ I 20E+ 40F = -96
eiavei|aea:eaa:|eas|a B, C, D, E, aaa F. w|:|:|ea|aeia.ai.aia:e::e
,:ammea:eseivei|aea:sys:ems, weaaa:|a:B = -2, C = 2, D = 0, E = 2,aaa
F = I .
weaewsa|s:|:a:e|a( I S):|e.eeu.|ea:swe|aveieaaa,aaa:aase|:a|a
I 2 2s 2s + I
I(s) = - -+ + -.
(s - I )
:
s - I (s
:
+ I )
:
s
:
+ I
ke.aii|a,, I 6), :|e::aasia:|ea:ee::y,aaa:|eiam|i|a:::aasie:msei.esaaa
s|a , weseeaaaiiy:|a::|eseia:|eaei:|e,|vea|a|:|aivaiae:e|iem|s
y,; = ,- 2) e
+ ,+ I)s|a +2 cos t .
Problems
.,,...........,.....
...........
1. =
2.
3. =
sin
4. =
cos , ,
.,,..............,....
............
.
5. .
.
6. .
. . .
7. .=
.
...
.
8. .
.
..
.
9. .
.
.
.
.
10. .
.
.
.
.,............,.....
....... ....
1 1. .
. .
.
13. .=
.
15. .=

. .
17. .=
.
.
.
19. .=

.. .
.

21. .=
.
.....
.
12. .
. .
. .
14. .
.
.
16. .
.
18. .
. .
...
. .
22. .
..
..
......,.........
....
23. -
1
..
cosh .cos .
24.
- 1
..
sinh .sin .
25.
- 1
..
(cosh .sin .sinh .cos .

26. -
1
(cosh . sin at - sinh . cos .

. .. ..
...,...........,..
.....
27. .+ .... =
28. . ... . =
29. . .. . . =
30. ....=
..
31. .
. .= .. . =
32. .
.. . . = .
=
33. .
.= . . = . .
=
34. .
.... .
.
=
35. .
. .= . . = . =
.

36. .
..
.. .= .
=
37. ... .= .. =
38. .. .cos . . =
........,.......
....,......,........
.............. = 0
39. Suppose that k and Los
Use the inverse transform given in Eq. t o derive the
solution . sin Construct a fgure that illustrates
the resonance that occurs.
40. Suppose that = k . . and =

cos Derive the solution

.

.
Show that the maximum value of the amplitude function
. =
is . Thus (as indicated in

Fig. . the oscillations of the mass increase in am
plitude during the frst s before being damped out as

Z
-Z
FIGUR 4.3.5. The graph of the damped
oscillation in Problem .
4. 4 Derivati ves, I ntegral s, and Products of Transforms 297
1|eLaia.e::aasie:mei:|e,|a|:|aiiyaa|aewa)seia:|eaeiaa|ne:ea:|aieaa:|ea
|sseme:|mes:e.e,a|za|ieas:|e:eaa.:ei:|e::aasie:msei:we/oiaa.:|eas
te:esamie,w|eawe::aasie:m:|e|a|:|aivaiae:e|iem
we,e:
x+ x = .es , x(0) x
|0) = 0,
X(s)
= _
"
l
= 1,.e ,
1, s|a ,
(s + I ) s + I s + I
1||ss::ea,iysa,,es:s:|a::|e:eea,|::e|eawayei.em||a|a,:|e:weiaa.:|ea
s|a aaa .es :e e|:a|a a iaa.:|ea x(t ) w|ese::aasie:m |s :aepoaecei/e/
::aasie:ms sa:e|v|easiyx,)|sos|miy:|e:eaa.:ei.esaaas|a,|e.aase
1,.ess|a ,= 1
s|a2t j =
"
l

+4 (s + l )
1|as1,.es s|a , = 1,.es , 1, s|a ,
1|ee:em I ei:||sse.:|eaw|ii:eiias:|a::|eiaa.:|ea
/,) ](r) g(t - r) ar
|as:|eaes|:ea:ee::y:|a:
1, / ,) , H(s) F(s)
.
G(s ) .
( I )
(2)
1|eaewiaa.:|eaeiaeaaeaas:|e|a:e,:ai|a( I ) aeeaaseaiyea]aaa,aaa|s
.aiiea:|e.o.o//oei]aaa, i:|saeae:ea|y]* ,,:|e|aea|e|a,:aa:|:|sa
aew:yeei:eaa.:ei]aaa,, se:a|ie:ea:|a:|:s::aasie:m|s:ae:eaa.:ei:ae
::aasie:msei]aaa,
DEFI NI TI ON The Convol uti on of Two Functions
1|econvolution ]* ,ei:|e|e.ew|se.ea:|aaeasiaa.:|eas]aaa,|saeaaea
ie: 0asieiiews .
,)* ,) , ) ]|r) g,t - r) ar*
(3)
wew|iiaisew:|:e
),)* ,( ) w|ea.eavea|ea: ia:e:msei:|e.eaveia:|ea
:eaa.:,1|ee:emI ei:||sse.:|easays:aa:
1, )* y, 1, ),
1, y,
iiwema|e:|esa|s:|:a:|ea= - r |a:|e|a:e,:ai|a(3), wesee:aa:
),)* ,() ],r) g,t - r)a:
],- ; ,,; , -a;
,,; ),- ; a ,,)* ), )
1|as:|e.eaveia:|ea| s .o--./.e ]* ,= ,* ]
cXump| C 1
cXump| CZ
Theconvo|utlonofcost and slnt ls
(cost) * (slnt) = cosrsln(t- r) dr
Weapp|ythetrlgonometrlcldentlty
cosAslnB = sln(A+ B) - sln(A- B) ]
t oobtaln
(cos t ) * (sln t ) =sln t - sln(2r - t ) ] dr
=
rsl nt+ cos (2r t )
a
thatl s,
(cost ) * (sl nt ) = tsl nt.
Andwereca||fromExamp|e5ofSectlon4. 2thattheLap|acetransformoftslnt
ls lndeedsJ(s
:
+ I )
:
.
Theorem l ls provedattheendofthl ssectlon.
THEOREM 1 The Convol ution Property
Supposethat ](t ) and g(t ) areplecewlsecontlnuousfor 0 andthat ),;
and ,,; areboundedby Me' ast +c. ThentheLap|acetransformofthe
convoIutlon](t ) * ,, ; exlstsfors > c, moreover,
l ](t ) * g,t ) =1, ), ; ,
lg(t ) (4)
and
l
(
F(s)
.
G(s ) = ](t ) * g(t) . (5)
Thuswecan nndthelnversetransformoftheproduct F(s)
G(s) , provlded
thatwecaneva|uatethelntegra|
l
(
F(s)
G(s) =](r) g(t r) dr. (5')

Examp|e 2 l||ustrates thefact that convo|utlon often provldes a convenlent
a|ternatlvetotheuseofpartla|fractlonsfornndlnglnversetransforms.
Wlth](t ) =sln2tandg(t ) = e' ,convo|utlonyle|ds
,
2
:
= (sln 2t)* e' =
e'
sln 2rdr
( s- I ) (s +4)
]
,
]
,
e
sln 2r dr = e
'
( - sln 2r - 2 cos 2r) _ ,
so
l = e - sm2t- cos2t.
__
2
'
I
2
(s - I ) (s
:
+4) 5 5 5
cXump| C
4. 4 Deri vati ves, I ntegral s, and Products of Transforms 299
Diferentiation of Transforms
Accordlng toTheorem I ofSectlon4. 2, lf= 0 then dlfferentlatlon of],t)
correspondstomu|tlp|lcatlonofl tstransformbys Theorem 2,provedattheend
of thls sectlon, te||s us that dlfferentlatlon ofthe transform F,s) corresponds to
mu|tlp|lcatlonof theorlglna|functlon](t ) by t .
THEOREM Z Differentiation of Transforms
If lsplecewlsecontlnuousfor0and Me
as- +c,then
l - = F
'
(s) (6)
fors >C. Equlva|ent|y,
(7)
Repeatedapp|lcatlonofEq. (6)glves
(S)
for= I , 2, 3, . . . .
Flndl
,
sln kt .
Sol uti on Equatlon(S)glves
cXump| C4
,9)
Theform ofthedlfferentlatlonproperty lnEq. (7) ls often he|pfu| lnnndlng

anlnversetransformwhentheae/../.eofthetransformlseaslertoworkwlththan
thetransformltse|f.
Flndl
.
tan
,
( l Js ) .
Sol uti on Thederlvatlveof tan
|
( l Js ) lsaslmp|eratlona|functlon,soweapp|yEq,7).
l tan = l tan
_
.
I
l
.
a _
s t ds s
cXump| e
Therefore,
-
(
slnt
l tan =
s t
Equatlon(S)canbeapp|ledtotransforma|lneardlerentla|equatlonhavlng
po|ynomla|,ratherthanconstant,coefnclents. Theresu|twl||beadlerentla|equa-
tlon lnvo|vlngthe transform, whether thls procedure |eads to success depends, of
course,onwhetherwecan so|vethenewequatlonmorereadl|ythantheo|done
Letx (t ) betheso|utlonofBesse| ` sequatlonoforderzero,
tx+x'+tx = 0,
suchthatx (0) = l andx'(0) = 0. Thls so|utlonofBesse| ` sequatlonlscustomarl|y
denotedbyJ, (t ) . Because
lx
'
(t ) =s x,s) - l and lx (t ) =s
x,s) - s,
and becausex and x are each mu|tlp|ledbyt , app|lcatlonofEq. (6) yle|ds the
transformedequatlon
a a
-- s
x,s) - sj+sx,s) - l }- - x,s) } = 0.

as as
Theresu|tofdlerentlatlonandslmp|lncatlonlsthedlfferentla|equatlon
,s
+l ) x ,s)+ s x,s) = 0.
Thl sequatlonlsseparab|e
ltsgenera|so|utlon ls
x ,s) s
=
x,s)
-
s
+ l
c
x,s) = _
s
+l
InProb|em 39 weout|lnethe argumentthat C = l Becausex,s) = l J, (t ) , lt
fo||owsthat
l
l J, (t ) =
s
+l
, l c)
Exampl e
4. 4 Deri vati ves, I ntegral s, and Products of Transforms 301
Integration of Transforms
Dlerentlatlon of F(s ) corresponds to mu|tlp|lcatlon of ](t ) by t (together wlth
a change of slgn). It ls therefore natura| to expect that lntegratlon of F(s) wl||
correspondtodlvlslonof)(t) byt . Theorem , proved at the endofthls sectlon,
connrms thls, provldedthatthe resu|tlng quotlent ](t )Jt remalns we|| behavedas
0fromtherlght, thatls, provldedthat
_
)(t)
rm
t
exlstsandls nnlte
THEOREM 3 I ntegration of Transforms
, l l )
Supposethat),;l s plecewlsecontlnuousfort 0, that),;satlsnesthecon-
dltlonln( I I ) , andthat
), ; Me
as+c. Then
fors > c. Equlva|ent|y,
. . . ....... ................
Flnd; (slnh t )Jt .
](t )
t

_
F(c) dc , l z)
, l )
Sol uti on We nrstverlfythatthecondltlonln, l l ) ho|ds .
Exampl e
slnht e- e e
+e
|lm= |lm |lm l ,
2t
2
wlththealdofl ` Hplta| ` sru|e. Then Eq. ( I 2), wlth )(t; slnht, yle|ds
slnht ` dc
; ; slnh t dc
t _ _ c l
Therefore,
becauselnl = 0.
l ` l l l c - l ,
`

_
_ c l
-
c + l
dc
_
ln
c + l
slnht

ln
s + l
,
t 2 s - l
Theformofthelntegratlonproperty lnEq. , l )ls oftenhe|pfu|lnnndlngan

lnverse transform when the lndennlte /e,m/ofthe transform ls easlerto hand|e
thanthetransformltse|f.
Sol uti on We cou|dusepartla|fractlons,butltlsmuchslmp|ertoapp|yEq. , i ; Thlsgives
1
.
a-
zs
z-
,s
:
- i ;
:
,-
:
- i ;
:
andtherefore
-i ,
.

= 1
-
:
= 1
s
:
- i
,s
:
i ;
:
= slnh t .
" Proofs of Theorems
Proof of Theorem I : The transforms i,s; and o,s; exlst when s ~ .o,
TheoremzofSectlon: i Forany : > 0 the dennltlon oftheLap|acetransforn
glves
o,s; =
e
-
,;a=
e

-
,- :;a ,= - :; .
andtherefore
o,s; =e
e
-
,- :;dt ,
becausewemayae]e],;and,;t obezerofor < 0. Then
F,s; o,s;= o,s;
],:;a:=
e
-
),:; o,s;a:
=
e

],:;
,- :; a a:
=
),:;,- :; aa:
Nowourhypotheseson]and lmp|ythattheorderoflntegratlonmaybereversed.
(Theproofofthls requlres adlscusslonofunlform convergence oflmproperlnte-
gra|s, andcanbefoundln Chapter zofChurchl|| ` sopem/o./M./e-./.s,Jrd
ed. (NewYork. McGraw-Hl||, i :z; ;Hence
andtherefore,
i,s; o,s; =
e
],:; ,- :;a:a
=
),:; ,- :;a:,a
=
e
-
),;
, ; ] a ,
F,s; o,s;= 1 ),; ,; .
Werep|acetheupper|lmltofthelnnerlntegra|wlthbecause, :;= 0whenever
: > Thlscomp|etestheproofofTheorem i A
Problems
4. 4 Deri vati ves , I ntegral s, and Products of Transforms 303
Poof of Theorem 2. Because
dlfferentlatlonunderthelntegra|slgnyle|ds
thus
a
,
i,s; = - c
)(t)a
as
0
i ,s;= l -t](t ) ,
whlchl s Eq.(6). We obtalnEq.(7)byapp|ylngl
|
andthendlvldlngby-t . The
va|ldltyofdlerentlatlonunderthelntegra| slgndepends onunlformconvergence
oftheresu|tlnglntegra| , thls lsdlscussedlnChapter2ofthebookbyChurchl||ust
mentloned. A
Proof of Theorem J: Bydennltlon,
i,-;=
c
-
)(t ) at .
Solntegratlonofi,-; fromsto+cglves
Underthehypothesesofthetheorem,theorderoflntegratlonmaybereversed(see
Churchl| | ` sbookonceagaln) ,ltfo||owsthat
i,-;a- =
c
-
),; a-a
=
c
-
),;a ,
-
|
o
t
-
ThlsverlnesEq. ( l 2), andEq. ( l 3)fo||owsupon nrstapp|ylngl
|
andthenmu|tl-
p|ylngby A
...... * . ...... 6. =
. =
.=
1. = . =
3. = . = sin
S. = . =
2. = . =
4. =
. = 0Os .,,..........,.
..............
7. .-
. .
9. . -
.
11. . -
.
.
13. . -
. .
8. . -
. .
10. . -
.
12. .-
. .
..
.
14. . -
..
.
.......,,.....
.....,...
15. .. 16. -
cos
17. =
cos 18. -
sin
sin

cos
19. - 20. -

21. = 22. -

................
....
.
23. .= In
.
.
25. .= In
. .
27. .= I n
.
,
.
24. . = In
. .
26. . -tan-
I
.
28 .
............., ..
,..................(0) -
29. . . .= 0
30. . . .-0
31. . . . .-0
32. . . .-0
33. . ..-0
34. ..
. ..= 0
35. Apply the convolution theorem to show that
.
..-
e.
. .
.....Substitute .= . )
...... .,,.....
.......... ...., ..
,............(0) = .(0) = 0.
36. ...= . - sin .
0
37. ...- . = . t)J
38. ... .-
. -
sin .
0
Termwise Inverse Tansformation of Series
...,... .Operational Mathematics, .
.....,..,,... ......
; 0, ....,...........
C
.
. -_
.
..0 . ............
. ...
C
.
-
..
.,,..........
39. In Example it was shown that

. -_ = + _
.
. .
Expand with the aid of the binomial series and then com
pute the inverse transformation term by term to obtain
Finally, note that = implies that =
40. Expand the function . -.
in powers of .
to show that
41. Show that
.
cos .

.
= .,
Mathematlca| mode|s ofmechanlca| or e|ectrlca| systems often lnvo|ve functlons
wlthdlscontlnultlescorrespondlngtoextema|forcesthataretumedabrupt|yonor
off. One such slmp|eonofffunctlonls the unlt stepfunctlonthatwelntroducedln
X
FIGUR 4.5. 1. The graph of the

unit step function at t = u,
FIGUR 4.5.2. Translation of

J(t ) u units to the right.
4. 5 Peri odi c and Pi ecewise Conti nuous I nput Functi ons 305
Sectlon4. I . Reca||thatthe/sep]./oat= .lsdennedby
0 lf < .,
,;= ,- .;=
f i . _ .
( I )
The notatlon
,;lndlcates succlnct|ywhere the unlt upward stepl nva|uetakes

p|ace(Flg.4. 5 . I ), whereas ,- .;connotesthesometlmes usefu| ldeaofa'tlne
de|ay .beforethesteplsmade.
InExamp|eSofSectlon4. I wesawthatlf.0,then
e
-
1, ,- .; ,=
s
(2)
Because1, , ; , = i }s,Lg. (2) lmp|lesthatmu|tlp|lcatlonof thetransformof,;
o, e
-
correspondstothetrans|atlon- -.lntheorlglna|lndependentvarlab|e.
Theorem l te||susthatthlsfact, whenproper|ylnterpreted,lsagenera|propertyof
theLap|acetransformatlon.
THEOREM 1 Transl ati on on the '-Axis
If1j, ; , exlstsfors > .,then
1, ,- .; ],- .; ,= e
i,s;
and
fors >.+.
Notethat
1
.
, e
-
i,s; ,= ,- .; ],- .;
,- .; ],- .;=
),- .;
lf < ..
l f.
(3a)
(3b)
(4)
ThusTheorem I lmp|lesthat1
,
, e
i,s; , ls thefunctlonwhosegraphfor.
lsthetrans|atlonby.unltstotherlghtofthegraphof),;for0. Notethatthe
part(lfany)ofthegraphof],;tothe|eftof=
ls 'cutoandlsotrans|ated
(Flg. 4. 5. 2). In some app|lcatlons the functlon ],;descrlbes an lncomlngslgna|
thatstartsarrlvlngattlme= 0. Then ,-.; ),-.;denotesaslgna|ofthesame
'shapebutwlthatlmede|ayof.,soltdoesnotstartarrlvlnguntl|tlme* .
ProoJoJTheorem I: Fromthedennltlonof1j,; , , weget
Thesubstltutlon= t +.thenyle|ds
e
i,s; =
],- .;a
cXump| e 1
cXump| CZ
FromEq. (4) weseethatthlsls the same as
,
i,s; =
,- ., ),- ., 1= .( ,- ., ),- .; , .
because , - ., ), - . = 0 for < . Thls completes the proof of
Theorem I . A
Wlth), = Theorem I glves
.
= ,- ., - ,
.,
-
=
,
I
s 2 ,- . -
lf< .,
lf t .
Flnd .( , , ,lf
lf < 3,
l f 3
(Flg.4. 5. 4).
(Flg.4. 5. 3).
Sol ution Before app|ylngTheorem I , wemustnrstwrlte,, lntheform ,-
, ),- 3) .
cXump| e
The functlon ),,whose trans|atlon 3 unlts to the rlght agrees (for 3) wlth
,, = -ls), = (t+
-because),- 3) = - Butthen
2 - -
i,s; = .,
-
+-+-,= + _ + ,
s s s
sonowTheorem I ylelds
-
.
.
, , ,= .
.
,-
, ),- 3) = ,
i,s;=,
+ _ + .
s s s
Flnd .
.
), , ,lf
](t ) =
s 2t
X
-
lf 0 t < 2,
lft 2
4
(Flg. 4. 5. 5).
X
FIGURE 4.5.3. The graph of

the inverse transfon of
Example I .
function . of Example
FIGURE 4.5.5. The function
of Examples and .
4. 5 Periodi c and Pi ecewi se Conti nuous I nput Functi ons 307
Sol uti on We notenrstthat
cXump| e4
](t ) = l - a (t - 2n) ] cos2t = cos2t- a (t - 2n)cos2(t- 2)
becauseoftheperlodlcltyofthecoslnefunctlon. HenceTheorem l glves
s ( l - e
:
` )
l ](t ) = lcos 2t - e
:
` lcos 2t =
:

s + 4
... . .. . .. .. . . ....... . . . . ... . ... . . .. .. . .
Amassthatwelghs32| b(massm = l s|ug)lsattachedtothefree endofa|ong,
|lghtsprlngthatls stretched lftbyaforceof4 |b,/=4 lbJ).Themasslslnltla||y
atrestlnlts equl|lbrlumposltlon. Beglnnlngattlmet = 0 (seconds), an extema|
force](t ) =cos2t lsapp|ledtothemass, butattlmet =2thlsforcelstumedo
(abrupt|ydlscontlnued) and themassls a||owedtocontlnuelts motlonunlmpeded
Flndtheresu|tlngposltlonfunctlonx (t ) ofthemass.
Sol uti on We needtoso|vethelnltla|va|ueprob|em
x''+4x = ](t ) , x(0) =x
'
(0) =0,
where]( t ) lsthefunctlonofExamp|e3. Thetransformedequatlonls
so
Because
s ( l - e
:
' )
(s
:
+4) X(s) = F(s) =
:
s + 4
-|
s
(
.
2 l
: :
=
1
tsm t
(s + 4)
byEq. ( l 6)ofSectlon4. 3, ltfo||owsfromTheorem l that
x -
x(t ) = tsln 2t- a (t - 2n) (t- 2n)sln 2(t- 2)
= t- a (t - 2n)
.
(t - 2n) ] sln2t .
x - x/l
x - -x/l
ln
function x (t ) of Example .
Ifweseparatethecasest < 2n andt 2n,wenndthattheposltlonfunctlonmay
bewrlttenln theform
tsln2t
x (t ) =
|n sln2t
lft < 2n,
lft 2n.
As lndlcated by the graph ofx(t ) shown ln Flg. 4. 5. 6, the mass oscl||ates wlth
clrcu|ar frequency . = 2 and wlth |lnear|y lncreaslng amp|ltude untl| the force
ls removed at tlme t = 2n. Thereafter, the mass contlnues to oscl||ate wlth the
samefrequency but wlth constantamp|ltudenJ. The force F(t) = cos2t wou|d
produce pure resonance lfcontlnued lndennlte|y, but we seethat ltseectceases
lmmedlate|yatthemomentltlstumedo.
cXump| C
Sol ution
R
FIGUR 4.5.7. The series ..
circuit of Example
I fwewere to attack Examp|e 4 wlth the methods ofChapter2, we wou|d
need to so|ve one prob|em for the lnterva| < 2 and then so|ve a new
prob|emwlthdlerentlnltla|condltlonsforthe lnterva| 2 Insuchasltuatlon
the Lap|ace transform method enoys the dlstlnct advantage of not requlrlng the
so|utlonofdlerentprob|emsondlfferentlnterva|s.
ConsldertheKLCclrcultshownlnFlg. 4. 5. 7, wlthK = i i !, L = iH,C = i
F,andabattery supp|ylngL =V.Inltla||ytherels nocurrentlntheclrcultand
no charge onthe capacltor. At tlme = the swltch ls c|osedand|eft c|osedfor
i second. At tlme = i lt lsopened and |eft open thereafter. Flnd the resu|tlng
currentlntheclrcult.
Wereca||fromSectlon2.7thebaslcserlesclrcultequatlon
a/
I
L- + K| + -, =e,; ,
a C
(5)
weuse|owercase|ettersforcurrent,charge,andvo|tageandreserveuppercase|et-
tersforthelrtransforms. Wlththeglvenclrculte|ements,Eq (5)ls
a/
a
+ i i c+ i ,=e, ; , ,6)
wheree,; = i - , I ) ] , correspondlng to the openlngandc|oslng ofthe
swltch.
InSectlon2.7ourstrategywastodlfferentlatebothsldesof Eq.(5),thenapp|y
there|atlon
a,
= -
a
toobtalnthesecond-orderequatlon
a
:
/ a/ i
_
L-+ K- + - =e, ;
a
:
a C
(7)
Herewe do notusethatmethod, becausee ,; = exceptat = i , whereas the
umpfrom e,;= when < i toe,; = when ~ i wou|dseemtorequlre
thate , i ; =0 Thuse ,;appearstohaveanlnnnltedlscontlnultyat= i Thls
phenomenonwl|| bedlscussedlnSectlon4. 6. Fornow, wewl|| slmp|y notethatlt
lsanoddsltuatlonandclrcumventltratherthanattempttodea|wlthlthere.
To avold the posslb|e prob|em at = i , we observe that the lnltla| va|ue
,,;=andEq. (7)yle|d,uponlntegratlon,
, , ; =
/ ,r; ar
We substltuteEq. (S)lnEq. (5)toobtaln
a/ i
,
L- +r/ + - / ,r; ar =e,;

a C
a
(S)
,;
Thls ls the integrodiferential equation ofa serles KLC clrcult, lt lnvo|ves both
thelntegra|andthederlvatlveof theunknownfunctlon/, ; TheLap|acetransforn
methodworks we||wlthsuchanequatlon.
4. 5 Peri odi c and Pi ecewise Conti nuous I nput Functi ons 309
Inthepresentexamp|e,Eq.,)ls
Because
a/
a
+ l l c/+ l ccc
/ ,:; a:c l - ,- l ) }

! ,s)
J
/ ,:; a: -
s
-
, l c)
byTheorem2ofSectlon4. 2ontransformsoflntegra|s, thetransformedequatlonls
!,s) c
s ! ,s)+ l i c! ,s)+ l ccc-, l - e
-
;
s s
Weso|vethls equatlonfor!,s)toobtaln
But
sowehave
c, l - e
-
;
! ,s)
s
+ l i cs+ l ccc
c l l
-
s
+ l l cs+ l ccc s+ l c s+ l cc
l l __ l l
!,s)
s+ l c
-
s+ l cc
- e
s+ l c
-
s+ l cc
We nowapp|yTheorem l wlth ),; e

-

- e
-

,thus the lnversetransfornls
/ , ) e
-
,
- e
-
,
- ,- l )
_
e
-
,
-
,
.
e
-
,
-
,
Afterweseparatethecases < land l , wenndthatthecurrentlntheclrcultls

glvenby
e - e
-

-

/ , )
e
-
,
.
e
,
-
,
.
e
-
,
+e
-

-
,
lf < l ,
lf l
The portlone
,
- e
-
,
ofthe so|utlon wou|ddescrlbethecurrentlftheswltch

were|eftc|osedfora||ratherthanbelngopenfor l
31 0 Chapter 4 Lapl ace Transform Methods
'
'
'
'
p
FIGUR 4.5.8. The graph of a
function with period ].
Transforms of Periodic Functions
Perlodlc forclng functlons ln practlca| mechanlca| ore|ectrlca| systems oen me
morecomp|lcatedthanpureslnesorcoslnes. Thenonconstantfunctlon),;denned
for 0ls saldtobeperiodic lftherelsanumberp> 0 suchthat
),+ p; = ),; , i i ;
fora|| 0. The|eastposltlveva|ueofp(lfany)forwhlchEq. , i i ; ho|dslsca||ed
theperiod of). Suchafunctlon ls shown lnFlg. 4. 5. S. Theorem2 slmp|lnesthe
computatlonoftheLap|acetransformofaperlodlcfunctlon.
THEOREM Z Transforms of Periodic Functions
Let),; beperlodlcwlthperlodpandplecewlsecontlnuousfor 0. Thenthe
transformi,s; = 1( ), ; ,exlstsfors > 0andls glvenby
i,s;= e
-st
,;a
I
P
I - e
-PS
Poof: ThedennltlonoftheLap|acetransformglves
!

(
n+l ) p
i,s; = e
-s
t ),; a =
_
e
-s
t ),; a
n=O
n
p
, i z;
Thesubstltutlon= :+plnthenthlntegra|fo||owlngthesummatlonslgnyle|ds
(n+l ) p
P
e
-s
t ),; a= e
-s
(
r
+np)
),:+p;a:= e
-
n
p
s
e
-sr
),:;a:
, ,
because),:+p; = ),:;byperlodlclty. Thus
Consequent|y,
i,s; =
e
-
n
p
s
P
e
-sr
),:;a:
n=O
,
= i +e
-
P
s
_
e
-2p
s
+
. . _
P
e
-s
r
),:;a:
i,s;=
i
P
e
-sr
),:;a:
i - e-
P
S
,
Weusethegeometrlcserles
1
2
3
= I + x + x + x +
. . .
,
I - x
wlth x = e
-
P
s
< i (fors > 0)to sum the serles lnthenna| step. Thus wehave
derlvedEq. ( I 2) . A
Theprlnclpa|advantageofTheorem2 lsthatltenab|esustonndtheLap|ace
transformofaperlodlcfunctlonwlthoutthenecessltyofanexp|lclteva|uatlonof
lmproperlntegra| .
cXump| e
f(t )
. .
.
- - -
a
2
a 3a 4a 5a 6a
, . . .
square-wave function of Example
cXump| e
g(t)
-
-
a
2
a 3a 4a 5a 6a
FIGUR 4.5.10. The graph of
the triangular-wave function of
Example
cXump| eb
4. 5 Peri odi c and Pi ecewi se Conti nuous I nput Functi ons 31 1
Flgre 4. 5. 9 shows me graph ofthe square-wave functlon ),; = (
_
i) [
t
jD of
perlod = 2a, ]x] denotes the greatest lntegernot exceedlng x. By Theoren
2theLap|acetransformof), ; ls
Therefore,
I
,
2
a
F(s) =
2
e
-st
),;a
I - e-
a
s
=
I
e
-s
t
a+
,
2
a
( -l
) e
-s
t
a
I - e-2
a
s
a
=
I
_
!
e
-s
t
_!
e
-s
t
2
a
I - e-2
a
s s
S
a
I - e
-
a
s
F(s ) =
s ( I +e-
a
s )
I
-
a
s
- e
e
a
s
/
2
- e
-
a
s
/
2
I as
= = tanh
s
(e
a
s
/2
+e-
a
s
/2
) S 2
( I Ja)
( I Jb)
Flgure4. 5. I 0showsthegraphofatrlangu|ar-wavefunctlon,,;ofperlod] =2a.

Becausethe derlvatlve , ,; ls the square wave functlon ofExanp|e 6, ltfo||ows
fromtheformu|aln( l 3b) andTheorem2 ofSectlon 4.2 thatthetransfornofthls
trlangu|ar-wavefunctlonls
F(s ) I as
G(s) = = tanh .
s s
:
2
... ~ .. . . . - . _ _ .. _ _ . _ - - -_._--- _ . .. _ . ...
( I 4)
Consldera masssprlngdashpot systemwlth m = I , c = 4, and / = 20 ln ap-

proprlateunlts. Supposethat the system ls lnltla||yat restatequl|lbrlun(x(0) =
x'(0) = 0) andthatthe mass ls acted onbeglnnlngat tlme = 0by theextemal
force),; whosegraphls shownlnFlg. 4. 5. I I . thesquarewavewlthanp|ltude20
andperlod2. Flndtheposltlonfunctlon), ;
Sol uti on Thelnltla|va|ueprob|emls
x+4x'
+20x= ), ; , x(0) =x'
(0) = 0
The transformedequatlonl s
S
2
X(S) + 4s X(s) + 20X(s)= F(s ) . ( I 5)
Jr)
l0
|
|
|
|
|
x lx 1x +x 5x ox
' ' ' '
' ' ' ' '
' ' ' '
' ' '
-l0 +
FIGURE 4.5. 11. The graph of
the external-force function of
Example
FromExamp|e:wlth.=-weseethatthetransformof](t ) ls
sothat
zc l - ,
i,s; = -
s l+,
z+
=
l - ,
, l
a
,
+,-
,
+
. . .
,
s
z+
=
l -
,
+
,-,
+

,,
s
20 40
~
I,s) = - +
_,-i
,
s s
SubstltutlonofEq. , l :)ln Eq. , i ,yle|ds

x,s)
_ i,s;
s
+ +s+zc
, l :)
z+
O
+
,
=
s ,s+z)
+l :}
+z
i ,
s ,s+z)
+l :}
, l )
FromthetransformlnEq. (S)ofSectlon4. J, weget
.
z+
=,-
sln 4t
,s + z)
+ l :
sobyTheoremzofSectlon4. 2wehave
g(t ) = .
zc
,-
sln 4rdr.
s ,s+z) +l :}
Uslngatabu|atedformu|afor],
slnbtdt , weget
g(t ) = l - ,
,cos 4t+sln 4t) = l - h(t ) ,

where
h(t ) =
,
,cos 4t+sln 4t) .

, l s)
, l )
Nowweapp|yTheorem ltonndthelnversetransformoftherlght-handtem
lnEq. , l ) Theresu|tls
~
x |t ) =g|t ) +z_,-i ,- n) g|t - -; . ,zc)
andwenotethatforanynxedva|ueofthesumlnEq. ,
+,ls nnlte. Moreover,

g(t- -;= l -
,-
[cos 4(t- -;+sln 4(t- -; ]

= l -
,-
,-
cos 4t+ sln 4t) .
4. 5 Peri odi c and Pi ecewise Conti nuous I nput Functi ons 31 3
Therefore,
,, n) = i- e
:-
/, ;
Hencel f< < , then
x , ; = i- / , ;
I f < < 2,then
x, ; = i - /,; }- z[ i- e
:
/, ; ] = -i +/,; - z/,;[ i- e]
If 2 < < 3, then
x ,;= i - /, ; } - z[ i- e
:
/,; ]+z[ i- e
-
/,;]
= i+/, ; - z/,;[ i- e
:
+e
-
]
Thegenera|expresslonforn < < (n+i ; -ls
x, ; = /,; +,
.
i ;
-
- z/ , ; [ i- e
:
+

+,
.
i ;
-
e
:-
]
i+,
.
i ;e
:
-
,
= /,;+,-i - z/,;
:
i + e
,zi ;
,zz;
whlch weobtalned wlth thealdofthefaml|larformu|aforthe sumofannltege-
ometrlc progresslon. A rearrangement ofEq. ,zz; nna||y glves, wlth the ald of
Eq., i ;,
e
:
- i
x , ; =
:
e
-
:
(cos :+sln :)+,

.
i ;
-
e
+i
z
,
.
i ;
-
e
:
- e
-
:
-
-
(cos:+
~ sln:)
e
:
+ i
:
forn < < (n+i ; -The nrsttermlnEq. ,z;lsthetranslentso|utlon
,z;
x,,; ,c :; e
-
:
(cos :+sln :) , i i i ;e
-
:
cos ,:- :::; ,z1;

The|asttwo terms lnEq. ,z;glve thesteadyperlodlcso|utlonx, Tolnvestlgate
lt,we wrltet = - n forln thelnterva|n < < (n+i ; -Then
x, ,;= ,
.
i ;
-
i -
:
ze
:
e
-
:
(cos :t +sln :t)

'
e+i
,z;
,
.
i ;
-
[ i- ,z z i ; e
:
cos ,:t - :::;]

Flgure: i zshowsthegraphofx, ,; Itsmostlnterestlngfeature ls the appear-
ance ofperlodlca||y damped oscl||atlons wlth a frequency
)
c/mes that ofthe
lmposed force ), ; InChapterS (FourlerSerles) we wl|| see whyaperlodlcex-
tema|force sometlmes excltes oscl||atlonsatahlgherfrequencythanthelmposed
frequency.
~j
~ j (
. ),c -

\
\
\
/
/
/
/
-
j
~ (
. ),c -
/
Z
FIGURE 4.5.12. The graph of the steady periodic solution for
Example 8; note the "periodically damped" oscillations with
frequency four times that of the imposed force.
|
:
h|
.......,..........
...............,.
1. .
3. .=
2 .
5. .
.
7. .=
.
9. .

.
2. .
4. .
.
.
6. .=
.
8. .
.

10. . =
.
.
.....,.............
....
11. if = if
12. = if .= if or if .
13. sin t if
14. cos m if if
15. sin t if
16. sin 2t if if or if
17. sin m if 2 = if Lr if
18. = cos m if 3 O if t or if t
19. = if = if
20. if t if t
21. if if if

22. *
i f 1 2; = i f I or if 2
23. Apply Theorem with ,= to verify that . .
24. Apply Theorem to verify that . cos . ..

25. Apply Theorem t o show that the Laplace transform of
the square-wave function of Fig. . is
=
.

| | |
| | | | |
a
a 1a +a :a ea
square-wave function of Problem
26. Apply Theorem to show that the Laplace transform of
the sawtooth function of Fig. . .is

.
..
!'
a
a )a +a :a ea
sawtooth function of Problem 26.
4. 5 Peri odi c and Pi ecewi se Conti nuous I nput Functi ons 31 5
27. Let .be the staircase function of Fig. . Show that
.= . where is the sawtooth function of
Fig. . . and hence deduce that
. . =
.

s

+
|
|
) "
|
|
"
|
|
"
a
a )a +a
staircase function of Problem
28. Suppose that i s a periodic function of period .with
= if , .and = if ., .Find
.
29. Suppose that is the half-wave rectifcation of sin kt ,
shown in Fig. . Show that
.
. =
(S
2
/
_
r
! !
FIGURE 4.5.16. The half-wave rectifcation of
sin .
30. Let .= . . . where i s the
function of Problem and . Note that .=
.is the full-wave rectifcation of sin .shown
in Fig. . Hence deduce from Problem that
. .
. . =
S
2
.
coth
.

k k k
FIGURE 4.5.17. The full-wave rectifcation of
sin .
............ .,.
... ....,.........
....,.....,.........
....,
....= .= . =
.......,..,...
31. = .= . = = if , = U i f

32. = .= .= = if , U if
33. = .= = = sin t if ,,
= if
34. = .= = = if , = U if
35. = .= .= .= if ,, U if

............
RLC .......,
.
L- .
.=
. C
0
.....,.....

36. L = R = C =
= if ,
= if
37. L = R = C =
= if ,
= if
38. L = R = C =
= sin if
, = if t
39. L = R = C =
= if U _ I ;
= i f
40. L = R = C = .
= if ,
= if
........,.....,....
...... ......,..
.= . = .......,..
......,........
.....,..,... .....
.....,..........
.......
= ..
. ,
....... ....
............ ,..
..,...........,.....,.
......,......
................,,..
.....
41. = .= .= is a square-wave function with
amplitude .and period
42. = .= = is a square-wave function
with amplitude 1 0 and period
!1:
ulses and Delta Functions
x
s

Atea = l

+ s
FIGUR 4.6. 1. The graph of the
impulse function .

Consldera force ), ; thatacts on|ydurlng a very shorttlmelnterva| . /.
wlth ),; = 0 outslde thls lnterva| . A typlca| examp|e wou|d be the /-p/s/.e
)o.eofa bat strlklng a ba||the lmpact ls a|most lnstantaneous. A qulcksurge
ofvo|tage (resu|tlngfrom a|lghtnlng bo|t, forlnstance) lsan ana|ogous e|ectrlca|
phenomenon. In such a sltuatlon lt oen happens that the prlnclpa| eectofthe
forcedependson|yontheva|ueofthelntegra|
p=
-
),; a , i ;
anddoesnotdependotherwlseonpreclse|yhow),;varleswlthtlme Thenum-
berp lnEq., i ; lsca||edtheimpulse oftheforce),; overthelnterva|../}
Inthecaseofaforce ),; thatactsonapartlc|eofmass-l n|lnearmotlon,
lntegratlonofNewton` s|aw
yle|ds
a
),; =-c ,;= -c,; }
a
-
a
p= -c, ; } a -c,/;- -c,.;
a
,z;
Thus thelmpu|seoftheforcel sequa|tothechangelnmomentumofthepartlc|e.
Solfchangelnmomentumlstheon|yeectwlthwhlchweareconcemed,weneed
knowon|ythelmpu|seoftheforce, weneedknowneltherthepreclsefunctlon),;
noreventhepreclsetlmelnterva| durlngwhlchltacts. Thls lsfortunate, because
ln a sltuatlon such as that ofabattedba||, weareun|lke|y to have such detal|ed
lnformatlonaboutthelmpu|slveforcethatactsontheba||.
Ourstrategyforhand|lngsuchasltuatlonlstosetupareasonab|emathemat-
lca| mode| lnwhlchtheunknown force),; ls rep|aced wlthaslmp|eandexp|lclt
forcethathasthesamelmpu|se. Supposeforslmp|lcltythat), ; haslmpu|seiand
acts durlng some brlef tlme lnterva| beglnnlng at tlme = . 0. Then wecan
se|ectanxed numbere > 0 that approxlmates the|engthofthls tlmelnterva|and
rep|ace),; wlththespeclncfunctlon
lf. < .+e,
,;
otherwlse.
Thlslsafunctlonof .wlth.ande belngparametersthatspeclfythetlmelnterva|
.. .+e} . If/ .+e, thenwesee(Flg.: : i ; thatthelmpu|seofa
.
over../}
ls
p=
-
a
,
.
,;a=
.
!
a= i

e
Thusa
,
.
has a/lmpu|se,whateverthenumbere may be. Essentla||ythesame
computatlonglves
,:;
|aaet|ea
FIGUR 4.6.2. A diagram

illustrating how the delta function
"sifts out" the value ..
4. 6 I mpul ses and Del ta Functi ons 31 7
Becausethepreclsetlme lnterva| durlngwhlchtheforceactsseensunlnpor-
tant,ltlstemptlng tothlnkofan/s..eos/-p/sethatoccurspreclse|yatthe
lnstant = . We mlghttrytomode|suchanlnstantaneousunltlmpu|sebytaklng
the|lmltasc c,therebydennlng
(5)
where. 0. Ifwecou|da|sotakethe|lmltunderthelntegra|slgnlnEq. (4),then
ltwou|dfo||owthat
,:;
Butthe|lmltlnEq. ,;glves
lf=.,
(7)
lf =.
Obvlous|y, no actua| functlon can satlsfy both ,:; and (7)lfa functlon ls zero
exceptataslng|epolnt,thenlts lntegra|ls not ibutzero. Neverthe|ess,thesynbo|
,;lsveryusefu|. Howeverlnterpreted,ltlsca||edtheDirac delta function at.

aftertheBrltlshtheoretlca|physlclstP. A. M. Dlrac , i z-i s:;,wholntheem|y
i clntroducedafunctlona||eged|yenoylngthepropertleslnEqs. ,:;and(7)
Delta Functions as Operators
Thefo||owlng computatlonmotlvatesthe meanlngthatwe wl|| attach heretothe
symbo|
,; If,,; ls contlnuousfunctlon,thenthemeanva|uetheorenforlnte-
gra|slmp|lesthat
,, ; a= -,, ,
forsomepolntl n.,.+c] . I t fo||owsthat
i
|lm ,,;a
,;a= |lm ,,;
- a= |lm,)=,,.;
c
(S)
by contlnulty of, at = . If
,; ee a functlon ln the strlct senseofthe

dennltlon, and lf we cou|d lnterchange the |lmlt and the lntegra| ln Eq. (S), we
thereforecou|dconc|udethat
,, ;
,;a=,,.; ,;
WetakeEq. ,;astheae]//o, ; ofthe symbo|
, ; A|thoughweca|llt
thede|tafunctlon,ltlsnotagenulnefunctlon, lnstead,ltspeclnestheopem/o
whlchwhenapp|ledtoacontlnuousfunctlon,,;slsoutor se|ects the va|ue
,,.; of thls functlon at the polnt . 0. Thls ldea ls shown schenatlca||y ln
Flg. : : z Notethatwewl|| use the symbo|
,;on|y lnthecontextoflntegra|s
suchasthatlnEq. ,;,orwhenltwl|| appearsubsequent|ylnsuchanlntegra|.
Forlnstance,lfwetake,,; = elnEq. ,;, theresu|tls
Wethereforeae]etheLap|acetransformofthede|tafunctlontobe
Ifwewrlte
1,
,; ,= e
-
,. c;
, ; =
,; and ,- .;=
,; ,
then, i i ; wlth.= glves
1, ,; ,= i .
, i ;
, i i ;
, i z;
, i ;
Notethatlf , ; wereanactua|functlonsatlsfylngtheusua|condltlonsforexlstence
ofltsLap|acetransform,thenEq. , i ;wou|dcontradlctthecoro||arytoTheoremz
ofSectlon: i Buttherels noprob|emhere, , ; ls notafunctlon,andEq. , i ;ls
ourae]//oof1, , ; ,
Delta Function Inputs
Now, nna||y, supposethatweareglvenamechanlca| systemwhoseresponsex,;
totheextema|force),; lsdetermlnedbythedlfferentla|equatlon
~x+ sx+cx= ),; , i :;
Tolnvestlgatetheresponseofthls systemtoaunltlmpu|seatthelnstant = .,lt
seemsreasonab|etorep|ace),; wlth
,;andbeglnwlththeequatlon
~x
+ sx+cx=
,; , i ;
Butwhatls meantbytheso|utlonofsuchanequatlon!Wewl||ca||x,; aso|utlon
ofEq., i ;provldedthat
x,; = |lmx
,; ,
,
, i :;
wherex
,;ls aso|utlonof
~x
+ sx+cx=a
,; , i :;
Because
, i s;
ls an ordlnary functlon, Eq. , i :; makes sense. For slmp|lclty supposethe lnltla|
condltlons to bex,c; = x ,c; = c When wetransformEq. , i :; , wrltlng x
=
1,x
, , wegettheequatlon
cXump| e 1
4. 6 I mpul ses and Del ta Functi ons 31 9
Ifwetakethellmltlnthelastequatlonas--- c,andnotethat
I - e
-
.
llm = I
. s-
byl ' Hpltal ' srule,wegettheequatlon
,~s
:
+ss+c; x,s;= e
,
lf
x,s; = llm x
.
,x;
.
( I 9)
Note thatthl sls precl selythe same resultthatwe would obtaln lfwetransfomed
Eq. ( I 5)dlrectly,uslngthefactthat1,
, ; , = e
Onthlsbaslsltls reasonabletosolveadlerentlalequatlonlnvolvlngade|ta
functlon by employlng the Laplace transform method exactly as lf
,;were an
ordlnary functlon. It l s lmportant to verlfy that the solutlon so obtalned agrees
wlththeone dennedlnEq. ( I 6) , butthlsdependsonahlghlytechnlcalana|yslsof
the llmltlng procedures lnvolved, we conslder lt beyond the scope of the present
dlscusslon. Theformalmethodls valld lnalltheexamplesofthls sectlonandwlll
producecorrectresultslnthesubsequentproblemset.
... .. ................ .... . . ...
A massm = I lsattachedtoasprlngwlthconstant/= :, therelsnodashpot. The
massls releasedfromrestwlthx,c; = Atthe lnstant = z-the massls stmck
wlthahammer,provldlnganlmpulse = sDetermlnethemotlonofthemass.
Sol uti on AccordlngtoProblem i , weneedtosolvethelnltlalvalueproblem
x
+:x= s
:-
,; . x,c;= . x ,c;= c
WeapplytheLaplacetransformtoget
so
s
:
x,s;- s+:x,s;= se
:-
.
s se
:
-
x,s; =
s
:
+:
+
s
:
+:
Recalllngthetransformsofslneandcoslne,as wel| asthetheoremontranslatlons

onthet-axls(Theorem iofSectlon: ;, weseethatthelnversetransfomls
x,; = cosz+: ,- z-;slnz,- z-;
= cosz+:
:-
,;slnz
Becausecosz+:slnz= cos,z- :;wlth: = tan
|
,:}; c z:, sepa-
ratlonofthecases < z-andz-glves
, ;
cos z
x
.a,z- c z:;
lfz-,
lfz-
Theresultlngmotlonls shownlnFlg.: : Notethatthelmpulseat= z-results
lna vlslbledlscontlnulty lntheveloclty at = z-,asltlnstantaneous|ylncreases
theamplltudeoftheosclllatlonsofthemassfromto
x

o
-
o
0
t " /
ln +n
/
on
FIGURE 4.6.3. The motion of the mass of Example
Delta Functions and Step Functions
Itl susefultoregardthede|tafunctlon
,;asthederlvatlveoftheunltstepfunction
,; Tosee why thls lsreasonable,conslderthecontlnuousapproxlmatlon
, ,;
to
,;shownlnFlg.: : : Wereadllyverlfythat
Because
FIGURE 4.6.4. Approximation
of u
a
(t) by u
a
, . (t ) .
anlnterchangeoflimltsandderlvatlvesyields
cXump| CZ
andtherefore
a
,;=
,;= ,- .;
a
(20)
Wemayregardthlsasthe)orm./ae]//oof thederlvatlveoftheunltstepfunction,
although
,;l snotdlerentlablelntheordlnarysenseat=.
. . . .
WeretumtothericclrcultofExamp|eofSectlon: , wlth r = I I 0 !, i =
I H, c = 0. 00I F, and a battery supplylnge, = 90V. Supposethattheclrcultls
lnltlallypasslvenocurrentandnocharge. Attlme= 0theswltchlsclosedand
attlme= iltlsopenedandleftopen. Flndtheresultlngcurrent/,;lntheclrcult
Sol uti on InSectlon: weclrcumventedthedlscontlnultylnthevo|tagebyemp|oylngtheln-
tegrodlfferentlalformoftheclrcultequatlon.Nowthatdeltafunctlonsareaval|able,
wemaybeglnwlththeordlnaryclrcultequatlon
i/ + r/ +
_
/ =e ,;
c
Inthlsexamplewehave
e,;= 0- c ,- I ) =0- c ,,; .
cXump| C
4. 6 I mpul ses and Del ta Functi ons 321
so,
(t)= --+(t- | ,byEq.(20) . Hencewewant tosolvethelnltlalvalueproblem
+n+ +i +++= --+ ,- | , ,+,=+ ,+,=-+ ,
| ,
Thefactthat ,+,=-+comesfromsubstltutlonoft =+l ntheequatlon
|
L|
' (t)+ ,,+
c
, ,,=
,
,,
wlththenumerlcalvalues ,+,=, ,+,=+and,,+,=-+
Whenwetransformtheproblemln,zi ;,wegettheequatlon
s
-
t,s,- -++n+st,s,+| +++t ,s, = --+,
Hence
-+, | -
,
,
t,s,=
s-+n+s+| +++
Thls lspreclselythesametransformt,s,wefoundlnExampleofSectlon1 . so
lnverslonoft,s,yle|dsthesamesolutlon(t)recordedthere.
Conslderamassonasprlngwlthm =/= |and,+,= ,+,= +Ateachofthe
lnstants t = +-,z-,-, . . . , n, . . . , the mass ls strucka hammer b|ow wlth a
unltlmpulse. Determlnetheresultlngmotlon.
Sol uti on Weneedtosolvethelnltla|valueproblem

O
+=
_`.-
,, ,+,=+= ,+,
.
Because1, ,(t ) = ,
thetransformedequatlonl s
so
O
s
-
x,s, +x,s,= _
,
.
O
,
x,s, = _
.
s +
WecomputethelnverseLaplacetransformtermbyterm,theresultls
O
,,= _a (t - n)sln(t- n-, .
.
Becausesln(t - -; = , -| ,
slnt anda(t - -; = +fort < -,weseethatlt

- < t < (n +| , -,then
,,= sln t - sln t+sln t -

+(-i )sln t ,
thatls,
, , =
0
slnt lfn lseven,
lfn l sodd.
Hence, , ls thehalf-waverectlncatlonofslnt shownlnFlg. 1 : Thephyslca|
explanatlon ls thatthenrsthammerblow(attlmet = +,startsthemassmovlngto
therlght,ustas lt retums to the orlgln, the secondhammerblow stops ltdead, lt

R !n )n +n
FIGURE 4.6.5. The half-wave
rectifcation of sin t .
remalnsmotlonlessuntllthethlrdhammerblowstartsl t movlng agaln, ands oon.
Ofcourse, lfthehammerblowsarenotperfect|y synchronlzedthenthemotlonof
themasswlllbequltedlerent.
Systems Analysis and Duhamel' s Principle
Conslderaphyslcal systemlnwhlchtheoporesposex(t ) tothe/pfunc-
tlon ),;lsdescrlbedbythedlerentla| equatlon
.x
+/x+cx=), ; , ,zz;
wheretheconstantcoemclents., /,andcaredetermlnedbythephyslca|parameters
ofthesystemandarelndependentof),; Themass-sprlng-dashpotsystemandthe
serlesRLC clrcultarefamlllarexamp|esofthlsgeneralsltuatlon.
Forslmpllcltyweassumethatthesysteml slnltlallypasslve. x,c; =x ,c;
*
c Then thetransformofEq. ,zz;l s
so
Thefunctlon
.s
:
x,s; +/sx,s;+cx,s; =i,s; ,
i,s;
x,s; =
:
= u,s; i,s;
.s + /s+c
I
u,s; =
.s
:
+/s+c
,z;
,z1;
lscalledthetransfer function ofthesystem. Thusthetransformoftheresponseto
the lnput),;ls theproductofu,s; and the transform i,s;
Thefunctlon
a,;=1
,
, u,s; , ,z;
ls calledtheweight function ofthesystem. FromEq. ,z1;weseebyconvolutlon
that
x,; =
a,:; ),- :;a: ,z:;

Thls formula ls Duhamel's principle forthe system. What ls lmportant ls that
thewelghtfunctlona,; lsdetermlnedcompletelybytheparametersofthesystem.
Oncea,;hasbeendetermlned,thelntegralln,z:;glvestheresponseofthesystem
toanarbltrarylnputfunctlon), ;
I nprlnclplethat l s , vla the convolutlon lntegralDuhamel ' sprlnclp|ere-
ducestheproblemofnndlngasystem' soutputsforallposslblelnputstocalculatlon
oftheslnglelnverseLaplacetransformln,z;thatlsneededtonnd ltswelghtfunc-
tlon. Hence,acomputatlona|analogueforaphyslcalmasssprlng-<ashpotsystem
descrlbedby,zz;canbeconstructedlntheformofablackboxthatlshard-wlred
tocalculate(andthentabulateorgraph,forlnstance)theresponsex,;glvenby,z:;
automatlcally wheneveradeslredforcefunctlon),;lslnput. Inenglneerlngprac-
tlce,allmannerofphyslcalsystemsaremodeledlnthl smanner,sothelrbehavlors
canbestudledwlthoutneedforexpenslveortlme-consumlngexperlmentatlon.
cXump| e4
Conslderamasssprlngdashpotsystem(lnltlallypasslve) thatrespondstotheex-
temalforce),;lnaccordwlththeequatlonx+:x+ i cx= ),; Then
I I
u,s;

s
+:s+ I 0
,s+
+ i
sothewelghtfunctlon ls a,; = e
sln t . Then Duhame| ' sprlnclplelmp|lesthat

theresponsex ,;totheforce),;l s
Notethat
x,;=
(sln:; ),- :;a:
u,s; =
I
=
1, ,; ,
.s
+/s+c .s
+/s+c
Consequently, lt follows from Eq. ,z;that the welghtfunctlon ls slmply the re-
sponseofthesystemtothe deltafunctlonlnputo (t ) . Forthlsreason a,;ls some-
tlmescalledtheunit impulse response. Aresponsethatlsusuallyeaslertomeasure
ln practlce ls theresponse/,;to theunltstep functlon , ; , /,;ls theunit step
response. Because1, , ; , = i}s, weseefrom Eq. ,z;thatthetransformof/,;
ls
u,s;=
u,s;
s
Itfollowsfromtheformulafortransformsoflntegralsthat
/ ,;=
a,:;a:. sothat a,;=/ ,; ,z:;

Thusthewelghtfunctlon,orunltlmpulseresponse,lsthederlvatlveoftheunltstep
response. Substltutlonof,z:;lnDuhamel ' sprlnclpleglves
x,; =
/ ,; ),- :; a: ,zs;
fortheresponseof thesystemtothelnput), ;
ApPLICATIONS : To descrlbeatyplcal appllcatlonofEq. ,zs;, supposethatwe
areglvenacomplex serlesclrcultcontalnlng many lnductors, reslstors, andcapac-
ltors. Assumethat lts clrcultequatlon ls allnearequatlonoftheformln,zz;,but
wlth / ln place ofx What lfthe coemclents ., /, and c are unknown, perhaps
onlybecause they are too dlfncultto compute! We would stlll want to know the
current/ ,;correspondlngto any lnput ),; = e , ; Weconnectthe clrcultto a
llnearlylncreaslngvoltagee,;= ,sothat),;= e ,;= I = , ; , andmeasure
the response /,;wlth an ammeter. We then compute the derlvatlve / ,;. elther
numerlcallyorgraphlcally. ThenaccordlngtoEq. ,zs;, theoutputcurrent/,;cor-
respondlngtothelnputvoltagee,;wlllbeglven by
/,;=
/,:; e,- :;a:

(uslngthefactthat),;= e ,;
HISTORICAL REMARK: Inconcluslon,weremarkthataround i c, afterengl-
neersandphyslclsts hadbeenuslngdeltafunctlonswlde|yandnultfullyforabout
zcyearswlthoutrlgorous]ustlncatlon,theFrenchmathematlclanLaurentSchwartz
developedarlgorousmathematlcaltheoryof,eem//,ea)./osthatsupplledthe
mlsslngloglcalfoundatlonfordeltafunctlontechnlques. Everyplecewlsecontlnu-
ousordlnaryfunctlonlsagenerallzedfunctlon,butthedeltafunctlonlsanexample
ofagenerallzedfunctlonthatls notanordlnaryfunctlon.
.....,...1 .......
.,..........
1. ...= .= . =
2. ...= .= . =
3. .....= .= . =
4. . . .= .= . =
5. ...= .= . =
6. ..= cos .= . =
7. . .. .= .= . =
8. ...= .= . =
,,.... .,.,.........
.........,......
12.
9. ...= .= . =
10. ...= .= . =
11. ...= .= . =
12. ....= .= . =
13. This problem deals with a mass initially at rest at the
origin, that receives an impulse ,at time = (a) Find
the solution . of the problem
.= ,. .= . =
(b) Show that l i m .agrees with the solution of the
,
problem
.= , .= . =
(c) Show that = ,for ~ = ...
14. Verify that . .= .by solving the problem
.= . .=
to obtain .= . .
15. This problem deals with a mass on a spring (with con
stant .that receives an impulse .= at time =
Show that the initial value problems
and
...= .= . =
...= . .= . =
have the same solution. Thus th effect of . is, in
deed, to impart to the particle an initial momentum .
16. This is a generalization of Problem Show that the

problems
....= .= . =
and
....= + . .= . =
have the same solution for ~ Thus the efect of the
term . is to supply the initial condition . =
17. Consider an initially passive .circuit (no inductance)
with a battery supplying volts. (a) If the switch to
the battery is closed at time = .and opened at time
= ~ .(and lef open thereafer), show that the current
in the circuit satisfes the initial value problem
= . =
(b) Solve this problem if .= , =
F,
= V, .= (s), and = (s). Show that ~
if and that i if ~
18. Consider an initially passive .circuit (no resistance)
with a battery supplying volts. (a) If the switch is
closed at time = and opened at time = ~ show
that the current in the circuit satisfes the initial value prob
lem
= .
= =
(b) .= H, =
F, = V, and .= (s),
show that
'
(
Sin
l =
0
if
if t ~
Thus the current oscillates through fve cycles and then
stops abruptly when the switch is opened (Fig. .
i(/)
|
-l
V V V V
FIGURE 4.6.6. The current function of
Problem
19. Consider the .circuit of Problem 1 8(b), except suppose
that the switch is alterately closed and opened at times
t (a) Show that satisfes the
initial value problem
O

_
( -I )
n
8 t -
.
, =
n=O

(b) Solve this initial value problem to show that
.+ sin if
. .+
- < t < .

Thus a resonance phenomenon occurs (see Fig. .
i(/)
l 0
-l 0
Problem
20. Repeat Problem except suppose that the switch i s al
terately closed and opened at times t
. Now show that if
then
. .+
- < t <

=
i n if .is even;
if .is odd.
Thus the current i n alterate cycles of length frst ex
ecutes a sine oscillation during one cycle, then i s dormant
during the next cycle, and so on (see Fig. .
i(/)
Problem
21. Consider an ..circuit in series with a battery, with
.H, .= , -3 F, and eo = V. (a)
Suppose that the switch is alternately closed and opened
at times t . Show that i (t) satisfes
O
.
, + + _( -l t8 t -
n=O
=
(b) Solve this problem to show that if
then
. .+
- < t < -- .. --

e3
mr+
3
1
-
= e-30
t
sin
e3
1
-
Construct a fgure showing the graph of this current func
tion.
22. Consider a mass m = on a spring with constant k
initially at rest, but struck with a hammer at each of the in
stants t .. . . . Suppose that each hammer blow
imparts an impulse of + Show that the position function
(t) of the mass satisfes the initial value problem
O
/
+ X =
_
8 (t - . . ()
,
e
Solve thi s problem to show that if .< t < .+ l ) r,
then (t .+ sin t . Thus resonance occurs because
the mass is struck each time it passes through the origin
moving to the right-in contrast with Example in which
the mass was struck each time it retured to the origin. Fi
nally, construct a fgure showing the graph of this position
function.
Linear S
y
stells
of Differential
Equations
First-Order ystems and Aplicatios
326
ntheprecedlngchapterswehavedlscussedmethodsforsolvlnganordlnarydlf-
ferentlalequatlonthatlnvolvesonlyone dependentvarlable. Many appllcatlons,
however, requlrethe use oftwoormoredependentvarlables,eachafunctlonofa
slngle lndependentvarlable (typlcally tlme). Sucha problem leads naturally to +
syse-ofslmultaneousordlnarydlerentlalequatlons. Wewlllusually denotethe
lndependentvarlablebyandthedependentvarlables(theunknownfunctlonsof;
byx[ , x , x
)
, orbyx, y, ,, . . . . Prlmeswllllndlcatederlvatlveswlthrespectto

We wlllrestrlctourattentlonto systemsl nwhlchthenumberofequatlonsls
thesameasthenumberofdependentvarlables(unknownfunctlons). Forlnstance,
a system oftwo nrst-order equatlons ln the dependent varlables x and y has the
generalform
), , x. y. x .y;=0,
,, . x. y. x .y;=0,
( I )
wherethefunctlons)and,areglven. Asolution ofthlssysteml sapalrx, ; . y,;
offunctlonsofthatsatlsfybothequatlonsldentlcallyoversomelntervalofvalues
of
Foranexampleofasecond-ordersystem,conslderapartlcleofmass-that
moveslnspaceunderthelnuenceofaforceneldF thatdependsontlme ,thepo-
sltlon,x ,; .y,; ., ,; ofthepartlcle,andltsveloclty,x , ; . y ,; ., ,; Applylng
Newton' slaw-a= F componentwlse,wegetthesystem
-x
= i,, .x. y.,.x .y ., ; ,

-y
= i
:
, .x. y. ,. x .y ., ; .
-,= i
, .x. y. ,, x .y ., ;
,z;
Exampl e 1

AAA
- -
.
La||||t|ames|t|eas
FIGURE 5. 1. 1. The mass
and-spring system of Example I .
,

,
_
_
.
, x)
FIGURE 5. 1.2. The "free

body diagrams" for the
system of Example 1 .
_
c a|/m|a
|tesawatet
|
Exampl e Z
_
ca|/m|a
FIGURE 5. 1.3. The two brine
tanks of Example
5. 1 Fi rst-Order Systems and Appl i cati ons 327
ofthreesecond-orderequatlonswlthlndependentvarlabletanddependentvarlables
x, y, z; the three rlght-hand-slde functlons i, , F
:
, F
are the components ofthe

vector-valuedfunctlonF.
Initial Applications
Examples I throughfurtherlllustratehowsystemsofdlerentla|equatlonsarise
naturallylnsclentlncproblems.
.. .... .. .. . . ....... .... ..... ......... .
Conslder the system oftwo masses and two springs shown ln Flg. 5. l . I , wltha
glven extemal force ](t ) actlng on the rlght-hand mass m
:
. We denote by x(t)
thedlsplacement(totherlght) ofthemass-, from lts statlcequlllbrlumposltlon
(when thesystem ls motlonlessandlnequlllbrlumand ](t ) = 0)andby ,(t)the
dlsplacement of the mass m
:
from lts statlc posltlon. Thus the two sprlngs are
neltherstretchednorcompressedwhenxand yarezero.
IntheconnguratlonlnFlg. 5. I . I , thenrstsprlng ls stretched x unlts andthe
secondby y- xunlts. We applyNewton' slaw ofmotlon to the two 'freebody
dlagramsshownlnFlg. 5 . I . 2, wetherebyobtainthesystem
-, x=-/, x+/
:
,y- x; .
-_y =-/
:
,y- x; +](t )
,;
ofdlfferentlalequatlonsthattheposltlonfunctlonsx,; andy,;mustsatlsfy. For
lnstance, lf-, = 2, -_ = I , /, = 4, /
:
= 2, and ](t) =40sln lnapproprlate
physlcalunlts,then the systemln (3)reducesto
zx
=-:x+zy.
y
=zx- zy+40 sln 3t .

(4)
Conslder two brlne tanks connected as shownlnFlg. 5. I . 3. Tank I contalnsx,;

poundsofsaltln I 00galofbrlneandtank2contalnsy,;poundsofsaltln200ga|
ofbrlne. The brlne ln each tank ls kept unlform by stlrrlng, and brlne ls pumped
fromeachtanktotheotherattherateslndicatedlnFlg.5. I . 3. Inaddltlon,freshwa-
terowslnto tank I at20galJmln,andthebrlnelntank2owsoutat20galJmln
(so thetotal volume ofbrlnelnthetwotanksremalnsconstant) . Thesaltconcen-
tratlonslnthetwotanksarexJI 00poundspergallonandyJ200poundspergallon,
respectlvely. Whenwecomputetheratesofchangeoftheamountofsaltlnthetwo
tanks, we thereforeget the systemofdlerentlalequatlonsthatx,;andy,;must
satlsfy.
thatl s,
, x y 3 I
x = -c + i c = --x + -y
I 00 200 I 0 20
, x y y 3 3
y =30 -- I 0
.
-- 20
.
-= -x- -y
I 00 200 200 I 0 20
zcx=-:x+y.
zcy=:x- y
(5)
328 Chapter 5 Li near Systems of Di fferenti al Equati ons
-a
Inductor
Re
s
istor
Capacitor
cXump| e

.
.
.
.
FIGURE 5. 1.5. Voltage drops

across common circuit elements.
L :aeat|es

|
R
|
( ccve|ts :ceams
C. c.ccstataes
FIGURE 5. 1.4. The electrical network of Example
Conslder the e|ectrlcal network shownl nFlg. i :,where I,, ; denotes the cur-
rent ln the lndlcateddlrectlonthroughthe lnductoriand j,; denotesthecurrent
throughthereslstorr
:
Thecurrentthroughthereslstorr, ls I =( - jlnthedl-
rectlonlndlcated.Wereca||Klrchho' svo|tage|awtotheeectthatthe(a|gebralc)
sum ofthe vo|tage dropsaroundanyc|osed|oopofsuch anetworkls zero. Asln
Sectlon z :, the vo|tage drops acrossthe three types ofclrculte|ements are those
shownlnFlg. i Weapp|yKirchho' s|awtothe|eft-hand|oopofthenetwork
toobtaln
a(
z-+c,/- j; - i cc=c.
a
,:;
because the vo|tage drop from the negatlve to the posltlve po|e ofthe battery ls
-i ccTherlght-hand|oopyle|dstheequatlon
i z _
:
+zj+c,j () =c. ,:;
where _
:
,;ls thechargeonthecapacltor. Becausea_
:
,a = jdlerentlatlon
ofeach sldeofEq. ,:;yle|ds
ai
:
ai,
i z j+: -- c-=c
a a
(S)
AfterdlvldlngEqs. ,:;and(S)bythefactors zand -z, respectlve|y, wegetthe
system
ai,
+zi
(
- zj=c.
a
a( aj
z-- -- j= c
a a
ofdlfferentla|equatlonsthatthecurrents(,;andj, ; mustsatlsfy.
(9)
cXump| e4
First-Order Systems
Ceas|ae:+sys:emeia|iie:ea:|+iea+:|eas:a+:.+a|eseiveaie::aea|,aes:e:a:
ae:|v+:|ves ei:ae aeeaaea: v+:|+|ies :a+: +e+:, +sesi|.|:iaa.:|easei +aa
iewe:e:ae:ae:|v+:|vesei:aeaeeaaea:v+:|+|ies te:|as:+a.e, |a:ae.+seei+
sys:emei:wese.eaae:ae:ea+:|eas, ea:+ssam:|ea|s:a+:|:.+a|e:|::ea|a:ae
ie:m
, i o)
i:|sei|e:a:+.:|.+i+aa:aee:e:|.+i|me::+a.e:a+:+aysa.aa|,ae:e:ae:sys:em
.+a|e::+asie:mea|a:e+aea|v+iea:sys:emei)soaeea+:|eas
1e aes.:||eaewsa.a+::+asie:m+:|ea|s+..emi|saea,e.eas|ae:a:s::ae
sys:em.eas| s:|a,ei:aes|a,ie:ae:ae:ea+:|ea
),
,
-
-
,
x = , x, x , . , x
we|a::eaa.e:aeaeeaaea:v+:|+|iesx, ,x
:
, ,x
-
aeaaea+sieiies
x, =x, x
:
=x . x
=x
. x
-
=x
-
-
,
, l l )
, i z)
Ne:e:a+:x =x =x
:
,x=x=x
,+aaseea uea.e:aesa|s:|:a:|eaei, l z;|a

, l l ) y|eias:aesys:em
, i )
,
x
-
=x
-
.
x=), , x, ,x
:
, . . .x
-
;
ei)soaeea+:|eas v|aea:iy,:a|ssys:em|sea|v+iea::e:aee:|,|a+i:a
e:ae:ea+:|ea|a, l l ),|a:aesease:a+:x,;|s+seia:|eaei, i l ) |i+aaeaiy|i
:aeiaa.:|easx,, ; , x
:
, ; , ,x
-
,;aeaaea|a, l z)s+:|siy:aesys:emeiea+:|eas
|a, l ;
1ae:a|:ae:ae:ea+:|ea
x
+x
+zx- x=s|az
|sei:aeie:m|a, l l ) w|:a
), ,x.x .x
;=x- zx- x
+s|az
uea.e:aesa|s:|:a:|eas
x, = x,
I / H /
x
:
=x =x
,
=x =x
:
y|eia:aesys:em
,
x
,
= x
:
,
,
x
:
=x
,
x=x, - zx
:
- x
+ s|az
ei:a:eea:s:e:ae:ea+:|eas
cXump| e
i:m+y+e+::a+::aea:s:e:ae:sys:eme|:+|aea |a s+mie:eiie:s i|::ie
+av+a:+,e|e.+asewe.eaiaase:aeme:aeaseiCa+:e:z:eseive:aee:|,|a+i,i|a
e+:):a|:ae:ae:ea+:|ea sa:saese:a+:wewe:e.eai:ea:eaw|:a:aeaeai|ae+:
ea+:|ea
x
=x
+ ,x;
,
:ewa|.aaeaeeiea:e+:i|e:me:aeas.+a|e+i|ea1ae.e::eseaa|a,a:s:e:ae:
sys:em|s
, l :)
+aawew|ii see |a se.:|ea: ::a+::ae:ees|s:ene.:|ve aame:|.+i:e.aa|aesie:
+:es|m+:|a,:aeseia:|eaeiessea:|+iiy+aya:s:e:ae:sys:em se|a:a|s.+se:ae
::+asie:m+:|ea:e+a:s:e:ae:sys:em/s+av+a:+,eeas t:em+:+.:|.+iv|ee|a:,
i+:,esys:emseia|,ae:e:ae:a|iie:ea:|+iea+:|eas:y|.+iiy+:eseiveaaame:|.+iiy
w|:a:ae+|aei:ae.ema:e:,+aa:aea:s:s:e|s:e::+asie:msa.a+sys:em|a:e+
a:s:e:ae:sys:emie:wa|.a+s:+aa+:a.ema:e::e,:+m|s+v+|i+|ie
1aesys:em
zx=-:x+ zy,
y= zx - zy+ :c s|a
,:)
eise.eaae:ae:ea+:|easw+sae:|vea|as+miel 1:+asie:m:a|ssys:em|a:e+a
ea|v+iea:a:s:e:ae:sys:em
Sol uti on He:|v+:ea|y:aeea+:|eas|a, l z) , weaeaae
x, = x, y, =y,
1aea:aesys:em| a,:)y|eias:aesys:em
,
x
,
= x, ,
zx=-:x, +zy, ,
y
,
=y, ,
, ,
y,= y =y
,
y=zx, - z
y,+:c s|a
, l )
eiiea:a:s:e:ae:ea+:|eas|a:aeaeeaaea:v+:|+|iesx, ,x,,y, ,+aay,
Simple Two-Dimensional Systems
1aei|ae+:se.eaae:ae:a|iie:ea:|+iea+:|ea
x
+px+,x=c , l :)
,w|:a.eas:+a:.eeia.|ea:s+aa|aaeeaaea:v+:|+|ie;::+asie:msv|+:aesa|s:|:a
:|easx=y,x=y|a:e:ae:wea|meas|ea+ii|ae+:sys:em
,
x = y,
,
y = -,x- py
, l )
cXump| e
X
FIGUR 5. 1.6. Direction feld
and solution curves for the system
A
/
= = !X of Example 6.
Ceave:seiy,we.aaseive:a|ssys:em|a, l )|yseiv|a,:aeiam|i|a:s|a,ieeaa:|ea
|a, l :)
1eseive:ae:wea|meas|eaaisys:em
we|e,|aw|:a:|eeise:va:|ea:aa:
x
= -zy,
'
l
y
x,
x= -zy= -z |x,= -x
1||s,|ves:|es|a,iese.eaae:ae:eaa:|eax+x =cw|:a,eae:aiseia:|ea
x , ) = n.es+ ss|a= c.es,- a)
wae:en= c.es aaaas= cs|a a 1aea
y, ) = -x , ) = - , -n s|a +s .es )
= cs| a,- a)
, l s)
1|e|aea:|:y.es
J +s|a
J = l:ae:eie:e|mi|es:aa:,ie:ea.avaiaeei , :aee|a:
,x, ) , y, ) ) i|esea:|eeii|se
w|:asem| asescaaac}zt|,a:e l :saewsseve:aisa.aeii|ses|a:aexyiaae.
Aseia:|ea,x, ) , y, ) ) eia:wea|meas|eaaisys:em
x= ), , x, y) ,
y= y, ,x, y)
mayie:e,a:aeaasaa:ame::|za:|eaeiasolution curve e:trajectory ei:|esys
:em|a:aexyiaae. 1|as:|e::a] e.:e:|esei:|esys:em|a, l s)a:e:aeeii|sesei
r|,. l : 1|e.ae|.eeiaa|a|:|aie|a:,x,c),y,c))ae:e:m|aeswa|.aeaeei:aese
::a] e.:e:|esaa::|.aia:seia:|eaa:ame::|zes.
1|e |.:a:e saew|a, a sys:em s ::a] e.:e:|es |a :aexyiaae-|:s se.aiiea
p/.sep/.epom/-ia|is:e :eveai :e.|seiy aew :ae e|a: ,x,) ,y, ) ) meves
aiea,|:s::a]e.:e:yii:|eiaa.:|eas)aaayaeae:|aveive:ae|aaeeaaea:va:|a|ie
, :|ea adirection held-saew|a,:y|.ai a::ews :e:esea:|a,ve.:e:s w|:|.em
eaea:s,:ee::|eaai:e):|eae:|va:|vesx = ),x, y) aaay = y,x,y)-.aa|e
ie::ea se.aase:aemev|a,e|a: ,x, ) , y, ) ) aas veie.|:y ve.:e: ,x ,) ,y ,) ) ,
:a|s a|:e.:|ea aeia |aa|.a:es :aee|a: sa|:e.:|eaeime:|ea aiea, |:s ::a]e.:e:y
re:|as:aa.e,:aea|:e.:|eaaeiaie::ea|ar|,. l :|aa|.a:es:aa:ea.asa.ae|a:
meves.eaa:e:.ie.iw|sea:eaaa|:seii|:|.ai::a] e.:e:y.Aaa|:|eaai|aie:ma:|ea.aa
ies|ewa|a:aesea:a:e,:aaseix , ) aaay,)asiaa.:|easei

+
J
Z
l
cXump| e
COlI|luCO
cXump| e
0M
- l
-
l
- J
x
FIGURE 5. 1.S. Direction feld
.= y, y' = .+ y of Example
w|:a|a|:|+iv+iaesx,c)=z, y,c)=c, :ae,eae:+iseia:|ea|as+mie:y|eias
x,c)=~=z, y,c)=- s=c
1ae:esai:|a,+::|.ai+:seia:|ea|s,|veaiy
x , ) =z .es , y, ) =s|a
1ae,:+|sei:ae:weiaa.:|eas+:esaewa| at|, l wesee:a+:x, ) |a|:|+iiy
ae.:e+ses wa|ie y, ) |a.:e+ses
i:ieiiews:a+:, +s |a.:e+ses, :ae seia:|eae|a:

,x , ) , y, ; ::+ve:ses:|e::+]e.:e:yx
:
+y
= i|a:ae.eaa:e:.ie.iw|sea|:e.:|ea,
+s|aa|.+:ea|y:aea|:e.:|eaaeiave.:e:s|at|, l :
+ -
J
Z
x = Z cos /
0m
- l
-Z
- J
}
= s n/
-+
l
FIGURE 5. 1.7. . and y-solution curves for the initial
value problem .= y' =
..= =
... .. ......... ........ . .. . .. ..,. . ... . .. ... ..
1eaaa+,eae:+iseia:|eaei:aesys:em
x = y,
y=zx+y,
we|e,|aw|:a:aee|se:v+:|ea:a+:
x=y =zx+y=x+zx
1a|s,|ves:|es|a,iei|ae+:se.eaae:ae:ea+:|ea
x- x- zx=c
w|:|.a+:+.:e:|s:|.ea+:|ea
:
- z= ,+ i , ,- z)=c
+aa,eae:+iseia:|ea
x , ) =~e
-
+ se
:
1aea
y, ) =x ,)=-~e

+zse
:
, l )
,zo)
,zl )
1y|.+ia+sei+ae::+]e.:e:|esei:|esys:em| a, l )+:+me::|zea|ys ,zc)+aa
,zl ) +:e s|ewa |at|, l s 1aese::+] e.:e:|esm+y:esem|ieaye:|ei+ssa+:|a,
.emmea+sym:e:es, |a:r:e|iemzsaews:a+::ae|:+.:a+iie:m|ssemewa+:me:e
.emi|.+:ea
cXump| eb
X
1eseive:ae|a|:|+iv+iae:e|iem
x =-y,
y = , l cl )x- ,c z) y,
x,c)= c, y,c) = -i ,
we|e,|aw|:a:|ee|se:v+:|ea:a+:
x=-y= - , l cl )x- ,c z) y[ = , -l cl )x- ,c z)x
1||s,|ves:aes|a,iei|ae+:se.eaae:ae:ea+:|ea
x+,o z)x+, l cl )x=c
w|:a.a+:+.:e:|s:|.ea+:|ea
:
+,c z)+l cl =,+c i )
:
+l = c,
.|+:+.:e:|s:|.:ee:s-c l/ . +aa,eae:+iseia:|ea
x, ) =e
-
,
,~.es +ss|a )
1aeax ,c)=~=c,se
x , ) = se

,
s|a ,
,zz)
FIGUR 5. 1.9. Direction feld y, ) = -x,) = se

,
s|a- se
-
, ,
.es
and solution curve for the system
. = -y, y' = . of
t|a+iiy,y,c)= -s=-l , se:aeaes|:easeia:|eaei:aesys:em|a,zz)|s
Example
0.
0. +
0.0M
-0. +
-0.
," ,
- l . l
0 l0 l l0 l 10
FIGUR 5. 1. 10. . and
y-solution curves for the initial
value problem of Example
x, ) =e
-
,
s|a ,
,z)
y, ) = e
-
, ,
,s|a - l c .es )
1aeseea+:|eas+:+me::|ze:aes|:+i::+] e.:e:y| at|, l , :|e ::+]e.:e:y+
:e+.|es:aee:|,|a+s +~ t|,a:e l l csaews:aex +aayseia:|ea.a:ves
,|vea|a,z)
waeawes:aayi|ae+:sys:emsas|a,:aee|,eav+iaeme:aeaeise.:|ea:, e
w|iiie+nway :aesae:a.|+iiys|m|i+:sys:ems|as+mies::a:ea,asa+ve:ae
m+:ieaiya|ne:ea:::+] e.:e:|ess|ewa|at|,s l :, l s, +aa l
Linear Systems
ia+aa|:|ea:e:+.:|.+i+av+a:+,esie:aame:|.+i.ema:+:|ea,:ae,eae:+i:aee:yei
sys:ems+aasys:em+:|.seia:|ea:e.aa|aes+:eme:ee+s|iy+aame:e.ea.|seiyae
s.:||eaie:a:s:e:ae:sys:ems:a+aie:a|,|e:e:ae:sys:emste:|as:+a.e,.eas|ae:
+//eca:s:e:ae:sys:emei:aeie:m
x
=;, , ,;x, +;
:
,;x,+

+;, -
x
-
+), ,) ,
x =
;
:
,;x, +;
::
,;x
:
+

+;:-
x
-
+
!
,) ,
,z:)
x
=
;- ,,;x, +;-, ,;x
:
+

+;--
x
-
+)
-
,;
we s+y:a+::a|s sys:em|shomogeneous |i:ae iaa.:|eas
), , . . )-
a:e +ii
|aea:|.+iiyze:e,e:ae:w|se, |:|snonhomogeneous. 1aas:aei|ae+:sys:em|a,)|s
aeme,eaeeas,wae:e+s:aei|ae+:sys:em|a, l )|saeaaeme,eaeeas 1aesys:em
|a, l :)|saeai|ae+:|e.+ase:ae:|,a:a+aas|aeei:aese.eaaea+:|ea|sae:+i|ae+:
iaa.:|eaei:aeaeeaaea:v+:|+|iesx, +aax
:
Asolution ei:aesys:em|a,z:) |s +a:aieeiiaa.:|easx,, ; . x

:
,; . .
x
-
,;:a+:,easeme|a:e:v+i)|aea:|.+iiys+:|siye+.aei:aeea+:|eas|a,z:)we|ii
see:a+::ae,eae:+i:aee:yei+sys:emeii|ae+:a:s:e:ae:ea+:|eassa+:esm+ay
s|m|i+:|:|esw|:a:ae,eae:+i:aee:yei+s|a,ie:ae:ae:i|ae+:a|ne:ea:|+iea+:|ea
1aee:em i ,:evea|a:aeAeaa|s)|s+a+ie,eas:e1aee:emzeise.:|eaz z i:
:eiisas:a+:|i:ae.eeia.|ea:iaa.:|eas;
,
+aa |a,z:)+:e.ea:|aaeas, :aea:ae
sys:em|+s+aa|aeseia:|eas+:|siy|a,,|vea|a|:|+i.eaa|:|eas
THEOREM 1 Existence and Uni queness for Li near Systems
saese:|+::|eiaa.:|eas;, , , ;
:
, , ;--
+aameiaa.:|eas]. , . )-
+:e.eat|aaeasea:|eeea|ate:v+iI.ea:a|a|a,:|ee|a:O. 1|ea, ,|vea:ae
aamie:s/, , /
:
, ,/, ,:|esys:em|a,z:) |+s +aa|aeseia:|eaea:aeea:|:e
|a:e:v+iI:|+:s+:|saes:|e|a|:|ai.eaa|:|eas
,z)
1aas |a|:|+i .eaa|:|eas +:eaeeaea:e ae:e:m|ae+ seia:|eaei+sys:emei
i|ae+:a:s:e:ae:ea+:|eas, +aa we:ae:eie:eese.:+,eae:+iseia:|eaeisa.a+
sys:em:e|aveive+:||::+:y.eas:+a:ste:|as:+a.e,wes+w|as+mie:a+::ae
se.eaae:ae:i|ae+:sys:em
zx= - :x+ zy,
y= zx - zy+ :cs|a .
wa|.aaes.:||es:aees|:|eaiaa.:|easx,; +aay,; eis+miel , |sea|v+iea::e
:aesys:emei)ca:s:e:ae:i|ae+:ea+:|eas|a , l ) uea.eiea:|a|:|+i.eaa|:|eas
weaia|eaeeaea:eae:e:m|ae:aesa|seaea:me:|easei:ae:wem+sses|as+mie
l 1y|.+i|a|:|+iv+iaesweaia|e:ae|a|:|+ies|:|easx,c)+aay,c)+aa:ae|a|:|+i
veie.|:|esx ,c)+aay ,o) Oa:|ee:ae:a+aa,weieaaa:a+::ae+meaa:sx,;+aa
y, ; eis+i:|a:|e:we:+aiseis+miez+:eaes.:||ea|y:aesys:em
z0x= - :x + y,
zcy= :x- y
eica:s:e:ae:i|ae+:ea+:|eas uea.e:ae:we|a|:|+iv+iaesx,o)+aay,c)saeaia
sau.e:eae:e:m|ae:aeseia:|eaC|vea+a|,ae:e:ae:sys:em,weei:eamas:::+as
ie:m|:|a:e+aea|v+iea:a:s:e:ae:sys:em:ea|s.eve:aewm+ay|a|:|+i.eaa|:|eas
+:eaeeaea:eae:e:m|ae+aa|aeseia:|ea 1aee:em l :eiisas:a+::aeaam|e:ei
sa.a.eaa|:|eas|s :e.| seiy:ae s+me+s :aeaam|e:eiea+:|eas|a :aeea|v+iea:
a:s:e:ae:sys:em
Problems
............., ..
,........,........
..,....
1. .+ .+ .=
2. .
+ . . + .= cos 3t
3.
.. +
.= 0
4.
.+ . .= In
5. .
= . + cos .
6. . .+ .= 0, + .. = 0
..
.
7. .=
.
Y
=
.
8. .+ . + .. = 0, + .= cos
9. .= .- Y + 2z, = .+ Y
- . = .
10. .= ( 1 - . = ( 1 .
......,.6, 7, .........
...............
..........,....,......
..,...,....,.....
...........,......
.....
11. .= = .
12. .= = .
13. .= 2 = ..= 1 , = 0
14. .= = ..= 3, = .
15. .= = ..
16. .= . = .
17. .= = . .= 1 , = 2
18. .= = . . = 2, =
19. . = = .+ ..= 0, = 3
20. .= = .+
21. (a) Calculate .,
+ ,
to show that the trajecto

ries of the system . = = .of Problem 1 1 are
circles. (b) Calculate . to show that the
trajectories of the system .= = .of Problem 1 2
are hyperbolas.
22. (a) Beginning with the general solution of the system
.= = .of Problem 1 3, calculate .
to
show that the trajectories are circles. (b) Show similarly
that the trajectories of the system .= = ..
of Problem 1 5 are ellipses with equations of the form
.
23. First solve Eqs. (20) and (2 1 ) for and
in terms of
. and the constants .and . Then substitute the
results in
= 1 to show that the trajectories of

the system .= = .in Example sati sfy an
equation of the form
..
y = (constant).
Then show that = 0 yields the straight lines = .
and = .that are visible in Fi g. 5 . 1 . S.
24. Derive the equations
.= .
+ .
+ .
.= .
. .
+ .
for the displacements (from equilibrium) of the two

masses shown in Fig. 5. 1 . 1 1 .
FIGURE 5. 1. 11. The system of
Problem 24.
25. Two particles each of mass are attached to a string under
(constant) tension . as indicated in Fig. 5. 1 . 1 2. Assume
that the particles oscillate vertically (that is, parallel to the
y-axis) with amplitudes so small that the sines of the an
gles shown are accurately approximated by their tangents.
Show that the displacements YI and
Y
2
sati sfy the equa
tions
26.
.
= -2YI
+
= YI
- 2
Y
where .= L/ ..
:
FIGURE 5. 1. 12. The mechanical system of

Problem 25.
Three 1 00-gal fermentation vats are connected as indi
cated in Fig. 5 . 1 . 1 3, and the mixtures in each tank are
kept uniform by stirring. Denote by . the amount (in
pounds) of alcohol in tank { at time = 1 , 2, 3). Sup
pose that the mi xture circulates between the tanks at the
rate of 1 0 gal/min. Derive the equations
. = . +
.= . .
FIGURE 5. 1. 13. The fermentation tanks

of Problem 26.
27. Set up a system of frst-order diferential equations for
the indicated currents
and ] in the electrical circuit of

Fig. . which shows an inductor, two resistors, and
a generator which supplies an alterating voltage drop of
= sin V in the direction of the current
FIGURE 5. 1. 14. The electrical circuit of Problem

28. Repeat Problem except with the generator replaced
with a battery supplying an emf of V and with the
inductor replaced with a I -millifarad (m) capacitor.
29. A particle of mass moves in the plane with coordinates
(x(t), y(t under the infuence of a force that is directed
toward the origin and has magnitude k/(x
2
y
2
)-an
inverse-square central force feld. Show that
"
kx
"
ky
mx = _ and = _,
where r = ,x
2
y
2
.
30. Suppose that a proj ectile of mass moves in a vertical
plane in the atmosphere near the surface of the earth un
der the infuence of two forces : a downward gravitational
force of magnitude .and a resi stive force F _ that is
directed opposite to the velocity vector v and has magni
tude kv
2
(where v = v is the speed of the projectile;
see Fig. Show that the equations of motion of the
projectile are
.= kv.' , = -kvy' .
where v = ,(x' )
2
(y
,
)
2
.
:
0
N
FIGURE 5. 1. 15. The trajectory of the

projectile of Problem
31. Suppose that a particle with mass and electrical charge
,moves in the xy-plane under the infuence of the mag
netic feld B = ..(thus a uniform feld parallel to the
z-axis), so the force on the particle is F = ,v 7 if its
velocity is v. Show that the equations of motion of the
particle are
. , . = , ..
. 1 | COl OH Gravitation and Ktpler' s Laws of Planetar Motion
A:eaaa:ae:anei:ael :a.ea:a:y,ea+aaeskeie:+a+iyzea+i|ie:|meeii+ae
:+:ye|se:v+:|eas|y:ae+s::eaeme:1y.aes:+aekeie:.ea.iaaea:a+::aeme:|ea
ei:aei+ae:s+:eaaa:|esaa|saes.:||ea|y:aeieiiew|a,:a:ee:ees|:|eas,ae
mewa+sKepler's laws of planetary motion:
1. 1aee:||:eie+.ai+ae:|s+aeii|sew|:a:aesaa+:eaeie.as
Z. 1ae:+a|asve.:e:i:em:aesaa: ee+.ai+ae:sweesea:+:e++: +.eas:+a:
:+:e
J. 1aesa+:eei:aei+ae: se:|eaei:eveia:|ea|s:ee::|ea+i:e:ae.a|eai
:aem+]e:sem|+s|sei|:seii|:|.+ie:||:
iaa|si/./p/.M./e-./.., l :s)is++.New:eaaeaa.ea:ae|ave:sesa+::
i+wei,:+v|:+:|eai:emkeie: si+ws ia:a|s+i|.+:|eaweie+ayea,|a:aeee
s|:ea|:e.:|ea):a:ea,a+ae:|v+:|eaeikeie: sa:s::wei+wsi:emNew:ea si+ei
,:+v|:+:|ea
Assame:a+::aesaa|sie.+:ea+::aee:|,|a|a:aei+aeeime:|eaei+i+ae:,
+aaw:|:e:aees|:|eave.:e:ei:aei+ae:|a:aeie:m
r, ) = ,x,; ,y, ; = xi +y] . , l )
w|e:ei = , l , c) +aa] = ,c, l ) aeae:e:aeaa|:ve.:e:s| a:aees|:|vex- +aa,
a|:e.:|eas 1aea:ae|ave:sesa+:ei+wei,:+v|:+:|ea|mi|es,r:e|iemz):a+::a:
:
FIGUR 5. 1. 16. The radial and
transverse unit vectors u, and uq .
0(0))
FIGUR 5. 1. 17. Area swept out
by the radius vector.
a..eie:a:|eave.:e:r,;ei:aeiaae:|s,|vea|y
/r
r = --,
'
,z)
wae:e = , x
+y
|s :aea| s:aa.ei:em:ae saa :e :aeiaae: ii:|eeia:.e

e:a|aa:esei:aeiaae:a::|me a:e, , ; . -,) ) , :aea:ae:aa|aiaaa::aasve:seaa|:
ve.:e:ssaewa|ar|, l l : a:e,|veaiy
a,=i .esJ +]s|aJ aaa a, =-i s|aJ +].es- ,)
1|e:aa|aiaa|:ve.:e:a, ,waeaie.a:eaa::aeiaae: ses|:|ea)aiwayse|a:sa|
:e.:iyawayi:em:aee:|,|a,sea, = r}, aaa:ae::aasve:seaa|:ve.:e:a, |se|
:a|aeai:ema,|yac.eaa:e:.ie.iw|se:e:a:|ea
STEP 1 : D|ne:ea:|a:e:aeeaa:|eas|a,).emeaea:w|se:esaew:aa:
,:)
STEP 2: Use:aeeaa:|eas|a,:):ea|ne:ea:|a:e:|eiaae: ses|:|eave.:e:r*
a,aaa:ae:e|ys|ew:aa:|:sveie.|:yve.:e:|s,|vea|y
ar a a-
v = - = a, + -a,
a a a
STEP 3: D|ne:ea:|a:e a,a|a :e s|ew :|a::aeiaae: sa..eie:a:|ea ve.:e:
av}a|s,|vea|y
a-
a +
a-
a,
a
:
a
,
a a
,)
,:)
STEP 4. 1ae:aa|aiaaa::aasve:se.emeaea:sea:ae:|,a:aaaas|aes|as ,z)
aaa,:) mas:a,:ee aa:|a,:ae::aasve:se.emeaea:s-:aa:|s, :ae.eeia.|ea:s
ei a,-we ,e:
se|:ieiiews:aa:

a-
=c.
a a
a-
=/
a
,)
,s)
wae:e/|sa.eas:aa:se.aase:aeeia:.ee:a|aa:ea:eaeiemea:-ie:.ema:a:|ea
ei:|ea:ea~() |ar|, l l -|s,|vea|yan =
a-, ,s)|mi|es:aa::ae
ae:|va:|ve~ ( ) |s.os..w||.||sas:a:emea:eikeie: sse.eaaiaw
STEP 5. aa:e :aa|ai .emeaea:s|a,z) aaa,:)aaa:aeaase:|e:esai:|a,s)
:esaew:aa::|eiaae: s:aa|ai.ee:a|aa:eiaa.:|ea , ) sa:|saes:aese.eaae:ae:
a|ne:ea:|aieaa:|ea
/
-
,)
:
FIGURE 5. 1. 1S. The elliptical
orbit
L
r =
e cos(O a)
with perihelion distance
rl Lj( l e) and aphelion
distance r2 = Lj ( l - e) .

FIGURE 5. 1. 19. The shape of
the orbit of Halley' s comet.
STEP 6. Ai:aea,a:aea|ne:ea:|+iea+:|ea|a,)|saeai|ae+:, |:.+a|e::+as
ie:mea:e +i|ae+:ea+:|ea|yme+asei+s|miesa|s:|:a:|ea te::a|s a:ese,
+ssame:a+::aee:||:.+a|ew:|::ea|a:|eei+:.ee:a|a+:eie:m= ,-) , +aaa:s:
ase:ae.|+|a:aie+aa,s):esaew:a+:|i= i};, :aea
a a;
a
= -/
a-
D|iie:ea:|+:e+,+|a:eaeaa.ei:em ,;:a+::aeiaa.:|ea; ,-) = l} ,-) s+:|saes

:|ese.eaae:ae:ea+:|ea
STEP 7: saew:a+::ae,eae:+iseia:|eaei, l c)|s
/
; ,-) = ~sm-+s.es -+
/
:
STEP 8: t|a+iiy,aeaa.ei:em, l l ):|+: ,-) = i}; ,-) | s ,|vea|y

L
,-) =
i+e.es ,-- a)
, l o)
, l l )
, l z)
w|:ae = c/
:
}/. c.es a = ~, cs|aa = s, +aaL = /
:
}/ 1aeei+:.ee:a|a+:e
,:+a ei , l z) |s +.ea|.se.:|eaeie..ea::|.|:ye-+aeii|se|ic _ e < l , +
+:+|ei+|ie = l , +aa+aye:|ei+|ie > l -w|:|ie.as+::aee:|,|a ri+ae:+:y
e:||:s+:e|eaaaea+aa:|e:eie:e+:eeii|sesw|:|e..ea::|.|:ye < l As|aa|.+:ea
|ar|, l l s,:aem+]e:+s|sei:aeeii|sei|es+iea,:ae:+a|+ii|aeJ =a
STEP rie: seme:y|.+i eii|:|.+i e:||:s+s aes.:||ea|y, l z) w|:aa|ne:ea:
e..ea::|.|:|es,s|zes, +aae:|ea:+:|eas ia:e.:+a,ai+:.ee:a|a+:esyea.+aw:|:e
x , ) = , ) .es , y, ) = , ) s|a , c _ _ z-
:eie:+aeii|:|.+ie:||:w|:|e..ea::|.|:ye,sem|i+:as:e.:amL ,t|, l l s), +aa
:e:+:|ea+a,iea 1ae e..ea::|.|:yei:ae e+::a se:||:|s e c cl :, se.iese:e
ze:e:a+: :|e e:i|:ieeisae+:iy.|:.ai+:,:aea,aw|:|:aesaaen.ea:e:), +aa :a:
e..ea::|.|:|esei:|ee:ae:i+ae:+:ye:||:s:+a,ei:emc cc:sie:Veaas+aac o
ie:H+:s:ec zc:ie:He:.a:y+aac z:s:ie:ria:esa:m+ay.eme:sa+vea|,aiy
e..ea::|.e:||:s,i|ieu+iiey s.eme:w|:|e c ,t|, l l )
The Method of Elimination
1aemes:eiemea:+:y+:e+.a:ei|ae+:sys:emseia|ne:ea:|+iea+:|eas|aveives
:aeei|m|a+:|eaeiaeeaaea:v+:|+iies|y+:e:|+:eiy.em||a|a,+|:s eiea+
:|eas 1aee|] e.:ei:a|s:e.eaa:e|s:eei|m|a+:eaeeaaea:v+:|+|ies|asa..ess|ea
aa:|i:ae:e:em+|aseaiy+s|a,ieea+:|ea.ea:+|a|a,eaiyeaeaeeaaea:v+:|+|ie
1a|s:em+|a|a,ea+:|eaw|iiasa+iiy|e+i|ae+:ea+:|eaeia|,ae:ae:+aa.+ai:e
aea:iy|eseivea|y:aeme:aeaseiCa+:e:z Ai:e:|:sseia:|eaa+s|eeaieaaa,:a:
e:ae:aeeaaea:v+:|+|ies.+a|eieaaa|a:an,as|a,e|:ae::aee:|,|a+ia|iie:ea:|+i
ea+:|ease::aese:a+:a+ve+e+:ea|a:aeei|m|a+:|ea:e.ess
Exampl e 1
5. 2 The Method of El i mi nati on 339
1|emethod of elmination ie: i|aea:a|ne:ea:|ai sys:ems |s s|m|ia::e:ae
seia:|eaeiai|aea:sys:emeiai,e|:a|.eaa:|eas|ya:e.esseiei|m|aa:|a,:ae
aaiaewaseaea:a:|meaa:|ieaiyas|a,ieeaa:|eaw|:aas|a,ieaaiaewa:ema|as.
i:|smes:.eavea|ea:|a:ae.aseeimaaa,ea|iysmaiisys:ems :aese.ea:a|a|a,
ae me:e:|aa :we e::|:eeeaa:|eas. te: sa.a sys:ems :aeme:aeaeiei|m|aa
:|ea:ev|aesas|mieaaa.ea.:e:ea:ea.a:aa::ea|:esi|::ie:ei|m|aa:y:aee:y
e:ie:mai ma.a|ae:y. sa:ie: ia:,e: sys:emseia|ne:ea:|aieaa:|eas,as weii as
ie::|ee:e:|.aia|s.ass|ea,:|ema::|sme:aeaseiia:e:se.:|eas|a:a|s.aa:e:+::
:eie:a|ie.
t|aa:aea::|.aia:seia:|eaei:aesys:em
x= :x- y, y = :x- y
:aa:sa:|saes:|e|a|:|ai.eaa|:|easx,c)= z. y,c)= -i
, l )
Sol uti on iiweseive:aese.eaaeaa:|ea|a, i ; ie:x, we,e:
se:|a:
,
,
7
x=
,
y +
,
y
,
,
7
x =
,
y +
,
y
,z
,)
we:aeasa|s:|:a:e:aesees:ess|easie:xaaax|a:|ea:s:eaa:|eaei:aesys::m
|a, i ; , :||sy|eias
wa|.|wes|mi|iy:e
,
7
1
. 7
,
y +
,
y =
,
y +
-
y - y,
y
+y
- l cy= c
1a|sse.eaae:ae:i|aea:eaa:|eaaas.aa:a.:e:|s:|.eaa:|ea
:
+- ic= ,- z; ,+) = c.
se|:s,eae:aiseia:|ea|s
Nes:,sa|s:|:a:|eaei,1,|a,z;,|ves
:|a:| s,
1|ass. ,1,aaa,).eas:|:a:e:ae,eae:aiseia:|eaei:|esys:em|a, i ;
1|e,|vea|a|:|ai.eaa|:|eas|miy:aa:
x ,c)= .,+.
:
= z
aaa:aa:
y,c)= .,+ .
:
= -i ,
(4)
,)
FIGUR 5.2. 1. Direction feld
.= ..- 3y, y' = .- 7y of
Example
:aeseeaa:|eas a:e:eaa|iyseiveaie:., = z aaa.
:
= - uea.e:aeaes|::a
seia:|ea|s
x ,;= e
:
- e
-
, y,; =ze
:
- e
-
t|,a:e z l saews:a|saaae:|e::y|.aiseia:|ea.a:vesa:ame::|zea|y:aeea+
:|easx , ; = .,
e
:
+ .
:
e-
,y,; = .,
e
:
+.
:
e-
w|:|a|ne:ea:vaiaesei:a:
a:||::a:y.eas:aa:s., aaa.
:
wesee:weiam|i|esei.a:ves:esem|i|a,aye:|ei+s
saa:|a,:aesamea|:ei,e|i|ae)asym:e:es.
Remark: 1|e,eae:aiseia:|eaaeaaea|ys. ,:)aaa,)may|e:e,+:a:a
as:|ea|:e:ve.:e:,x,; ,y, ; ke.aii|a,:|e.emeaea:w|seaaa|:|eaeive.:e:s
,aaamai:|i|.a:|eaeive.:e:s|ys.aia:s) , we.aaw:|:e:ae,eae:ai seia:|ea|a(4)
aaa,)|a:aeie:m
1||ses:ess|ea:esea:s:ae,eae:aiseia:|eaei:aesys:em|a, l ) asai|aea:.em||
aa:|eaei:ae:wea::|.aia:seia:|eas
Polynomial Diferential Operators

iasamie l weasea aa aa|e.:e.eaa:e:e ei|m|aa:e eaeei:|e|aaeeaaea:
va:|a|ies |y es:ess|a, |: |a :e:ms ei:aee:ae:. weaew aes.:||e a sys:em+:|.
ei|m|aa:|ea:e.eaa:e. Oe:a:e: ae:a:|ea|s mes:.eavea|ea:ie::aesea:es:s
ke.aiii:emse.:|eaz:aa:apolynomial diferential operator |seaeei:aeie:m
,:)
wae:enaeae:esa|iie:ea:|a:|eaw|:a:ese.::e:ae|aaeeaaea:va:|a|ie
i ii| aaai
:
a:e:wesa.aee:a:e:s,:|ea:|e|::eaa.:i|i
:
|saeaaea:a|s
way
te:|as:aa.e,|ii, =n+.aaai
:
= n+/.:aea
i
.
i
:
x}= ,n+.; , n+/;x}= n, nx+/x;+., nx+/x;
= n
:
+,.+/; n+./}x
,)
1a|s|iias::a:es:aeia.::aa::weeiyaem|aiee:a:e:sw|:a.eas:+a:.eeu.|ea:s.+a
|emai:|i|eaas|i :aeywe:ee:a|aa:yeiyaem|ais|a:aeva:|a|ien se.aase:ae
mai:|i|.a:|eaeisa.|eiyaem|ais|s.emma:a:|ve,|:ieiiews:aa:
,s)
|i:aeae.essa:yae:|va:|veseix,;es|s:.sy.ea::as:,:||s:ee::yei.emma:a:|v|:y
,eae:aiiyia|isie:eiyaem|aiee:a:e:sw|:ava:|a|ie.eeia.|ea:s-seer:e|iemszl
aaazz
Aaysys:emei:wei|aea:a|ne:ea:|+ieaa:|easw|:a.eas:+a:.eeia.|ea:s.+a
|ew:|::ea|a:aeie:m
i, x+i
:
y=
)
,,; .
i
x+i
-
y= , ; .
,)
wae:ei
, ,i
:
,i
.aaai
-
a:eeiyaem|aia|ne:ea:|+iee:a:e:s,e:a+seia|iie:ea:
e:ae:s) as |a ,:), aaa
)
,,; +aa ,;a:e ,|veaiaa.:|eas te:|as:+a.e, :ae
sys:em|a, l ) ,samiel ) .aa|ew:|::ea|a:aeie:m
, b- :)x+ y= c,
-:x + ,b+:;y= o,
w|:ai, = b :, i
:
= , i
= -:, aaai
-
= b+
1eei|m|a+:e:aeaeeaaea:v+:|+|iexi:em:aesys:em| a,), weee:+:e|ta
i
ea:aea:s:eaa:|eaaaaw|:ai,ea:aese.eaa1aaswee|:a|a:aesys:em
i
i, x+i
i
:
y= i,,,; .
i, i
x+i
,
i
-
y= i, ,;
, l l )
sa|::+.:|eaei:aea:s:i:em:aese.eaaei:aeseea+:|easy|eias:aes|a,ieea+:|ea
, l z)
|a:aes|a,ieaeeaaea:va:|+|iey Ai:e:seiv|a,ie:y= y,;e.+asa|s:|:a:e:ae
:esai:|a:ee|:ae:ei:aee:|,|aaieaa:|eas|a,)aaa:aeaseiveie:xx,;
Ai:e:aa:|veiy,we.eaiaei|m|a+:e|ai||em+aae::aeaeeaaea:va:|+||eyi:em
:aee:|,|aaisys:em|a ,) iise, wewea|a,e::aeea+:|ea
, l )
wa|.a.aaaew|eseiveaie:x= x, ;
Ne:e:aa::aesameee:a:e:i, i
-
i
:
i
aea:sea:aeiei:aaaas|ae| a|e:a
, l z)aaa, l ) 1a| s|s:aeoperational determinant
.
ei:aesys:em|a,) iaae:e:m|aaa:ae:a:|eas , l z)+aa, l ).+a|e:e:|::ea+s
)
,,; i
:
,; i
-
. s
i:|s|me::+a::eae:e:aa::aeae:e:m|aaa:sea:ae:|,a:aaaas|ae|a . s +:eev+i
aa:ea|ymeaasei:aeee:a:e:see:a:|a,ea:aeiaa.:|eas 1aeea+:|eas|a . s
a:es::ea,iy:em|a| s.ea:eiC:ame:s:aieie::aeseia:|eaei:wei|ae+:ea+:|eas|a
:we,ai,e|:+|.)va:|a|ies+aaa:e:ae:e|yeasy:e:emem|e: iaaeea,yea.+aseive
asys:emei:wei|aea:a|iie:ea:|aiea+:|ease|:ae:|y.+::y|a,ea::aesys:em+:|.
ei|m|aa:|ea:e.eaa:eaes.:||eaae:ee:|ya|:e.:iyemiey|a,:aeae:e:m|a+a:ae
:a:|ea|a . s |:ae::e.ess|s ese.|aiiy s|mie|i:ae sys:em |saeme,eaeeas
, ),,;= caaa,;= c), |e.aase|a:a|s.ase:ae:|,a:aaaas|aesei :aeea+:|eas
|a, l z) , , l ), aaa, l )a:eze:e
cXump| eZ r|aaa,eae:aiseia:|eaei:aesys:em
,n :;x + y= c,
-:x+,n+:;y= c
, i ;
Sol ution 1|eee:a:|eaaiae:em|aaa:ei:||ssys:em|s
,n- :; ,n+:;
,-:;= n
:
+n- i c
uea.es. , i ;aaa, i z;a:e
x
+x- i cx= c,
y
+y- i cy=c
1|e.aa:a.:e:|s:|.eaa:|eaeiea.a|s
:
+- l c= ,- z) ,+;=c,
se:ae|:,sea:a:e),eae:aiseia:|easa:e
x ,; = ., e
:
+.
:
e
-
.
y,; = /, e
:
+/
:
e
-
, i :;
, i :;
A::||se|a:weaea::e|ave)oea:||::a:y.eas:aa:s..
:
./, aaa/
sa:
|:ieiiewsi:em1|ee:eml|ase.:|ea i :aa::ae,eae:aiseia:|eaeiasys:emei:we
a:s:e:ae:eaa:|eas|aveiveseaiy:wea:||::a:y.eas:aa:s. 1a|saa:ea:a|u.a|:y
aemaaasa:eseia:|ea.
1aeesiaaa:|ea|ss|mie 1ae:emas:|esemea|aaea:eia:|easamea,ea:
iea:.eas:aa:s.we.aaa|s.eve::aem|ysa|s:|:a:|a,:aeseia:|eas|a, i :;|a:ee|:ae:
ei:|ee:|,|aaieaa:|eas|a, l c) . Oasa|s:|:a:|ea|a:aea:s:eaa:|ea,we,e:
c = x- :x+ y
= ,z., e
:
- .
:
e
-
;- :,., e
:
+.
:
e
-
;+ ,/, e
:
+/
:
e
-
; ,
:aa:| s,
c = , -z., +/, ; e
:
+, -.
:
+/
:
;e
-
sa:e
:
aaae
-
a:eiaea:iy|aaeeaaea:iaa.:|eas, se|:ieiiews:aa:., = /, aaa
.
:
= /
:
1|e:eie:e,:aeaes|:ea,eae:aiseia:|ea|s,|vea|y
Ne:e:|a::||s:esai:|s|aa..e:aw|:|:|e,eae:aiseia:|ea,s. ,:;aaa,,:aa:we
e|:a|aea|yaa|ne:ea:me:|ea|asamiel .
As|iias::a:ea|ysamiez.:aeei|m|aa:|ea:e.eaa:easea:eseiveai|aea:
sys:emi:eaea:iy w|ii|a::eaa.eaaam|e:ei|a:e:aeeaaea:.eas:aa:s :aa:may
aea::e|ea:||::a:y,|a:a.:aaiiya:eae:|aaeeaaea:.1aees::a.eas:aa:smas:
:|ea|eei|m|aa:ea|ysa|s:|:a:|eaei:ae:eesea,eae:aiseia:|ea|a:eeaee:me:e
ei:aee:|,|aaia|ne:ea:|aieaa:|eas. 1aea:e:|a:eaam|e:eia:||::a:y.eas:aa:s
|aa,eae:aiseia:|eaeiai|aea:sys:em|sae:em|aea|y:aeieiiew|a,:ees|:|ea
ii:aeee:a:|eaaiae:e:m|aaa:|a, l ) |so/ae/..//y,eo.:aea:ae
aam|e:ei|aaeeaaea:a:||::a:y.eas:aa:s|a a,eae:aiseia:|eaei:ae
sys:em|a ,)|s eaai:e:|ee:ae:ei|:s ee:a:|eaaiae:e:m|aaa:-:aa:
| s, |:sae,:eeasaeiyaem|ai|an
,te:a:eeiei:|| sia.:, seea,es l ::-l cei L ia.e soa/.u ee/./
i,./os,NewYe:i Deve:, l :). ) 1|as:|e,eae:aiseia:|eaei:aesys:em|a
, l c)eisamiez|aveives:wea:||::a:y.eas:aa:s, |e.aase|:see:a:|eaaiae:e:m|
aaa:n
:
+ n- l c|seie:ae:z
ii:|eee:a:|eaaiae:e:m|aaa:|s|aea:|.aiiyze:e,:aea:aesys:em|ssa|a:e|e
degenerate. Aae,eae:a:esys:emmay aavee|:ae:aeseia:|eae:|aaa|:eiymaay
|aaeeaaea:seia:|eas te:|as:aa.e,:aeeaa:|eas
nx- ny=c,
znx- zny= l
w|:|ee:a:|eaaiae:e:m|aaa:ze:ea:ee|v|easiy|a.eas|s:ea:aaa:aasaaveaeseia
:|eas Oa:|ee:ae:aaaa,:aeeaa:|eas
nx+ ny= ,
znx+zny=z
w|:aee:a:|eaaiae:e:m|aaa:ze:ea:ee|v|easiy:eaaaaaa:, we.aasa|s:|:a:e.v
,.ea:|aaeasiy a|ne:ea:|a|ie) iaa.:|ea ie: x , ) aaa :aea |a:e,:a:e :e e|:a|a v,;
kea,|iyseai|a,,eve:yae,eae:a:esys:em|s ea|vaiea::ee|:ae:aa|a.eas|s:ea:
sys:eme:a:eaaaaaa:sys:em
Ai:|ea,|:aeaie:emea:|eaea:e.eaa:esaaa:esai:sa:eaes.:||eaie::ae.ase
eiasys:emei:weeaa:|eas, :aey.aa|e,eae:ai|zea:eaa|iy:esys:emsei:a:eee:
me:eeaa:|eas te::aesys:em
i,
x+i
:
y+ i

:
= ),,; ,
i
:
x+i
::
y+i
: :
=
J
,; ,
i

x +i
:
y+i
:
= ,;
, l s)
ei:|:eei|aea:eaa:|eas, :aeaeeaaea:va:|a|iex , ) sa:|saes:aes|a,iei|aea:eaa
:|ea
i

i
:
i

i
:
i
::
i
:
x =
i

i
:
i
),,; i
:
i

J
,; i
::
i
:
,; i
:
i
, l )
w|:|aaaie,easeaa:|easie:y= y,;aaa,=, , ; te:mes:sys:emseime:e:aaa
:|:eeeaa:|eas, |eweve:,:ae me:|eaeiee:a:|eaaiae:e:m|aaa:s|s:ee:ea|eas:e
|e:a.:|.ai
Mechanical Vibrations
Ame.|aa|.aisys:em:y|.aiiyv||:a:ese:es.|iia:ese:|ea|.aiiy|aeaee:me:ese
.|a.ways 1|eme:aeasei:a|sse.:|eaei:ea.aa|eai|ea:eaaaiyze:aeaa:a:ai
meaeseies.|iia:|eaeia,|veasys:emsamie|iias::a:es:a|sa:ea.a
cXump| e iasamieleise.:|ea l , weae:|vea:aeeaa:|eas
, b
+)x+ , -l ) y=c,
-zx + , b
+ z)y=c
,z;
ie::aea|sia.emea:sei:ae:wemasses|ar|, z z ue:e], ) = c|e.aas::
assame:aa::|e:e|saees:enaiie:.e r|aa:ae,eae:ai seia:|eaei:aesys:em|a
,zc)
Sol uti on 1aeee:a:|eaaiae:e:m|aaa:ei:aesys:em|a,zc)|s
() ()
La|||ot|ames|t|eas
FIGURE 5.2.2. The mass
and-spring system of Example
, b
+) ,b
+z) - , -l ) , -z)=b
.
+b
+:= , b
+l ) ,b
+4)
uea.e:aeeaa:|easie:x , ) aaay, ) a:e
, b
+l ) ,b
+:)x=c,
, b
+l ) ,b
+:)y=c
,zl )
1|e.|a:a.:e:|s:|.eaa:|ea,
+ l ) ,
+:) = c|as:ee:s/ , -/ , z/ ,aaa-z/
se
:ae,eae:aiseia:|easei:aeeaa:|eas|a,zl ) a:e
x , ) =a, .es +a
s|a + .es z+/
s|a z ,
y, ) =., .es+c s|a+d .esz+a
s|az
,zz;
se.aase:aeee:a:|eaaiae:e:m|aaa:|seie:ae::,:ae,eae:aiseia:|easaeaia
.ea:a|aiea: ,:a:|e: :|aae|,a:) a:||::a:y .eas:aa:s waea wesa|s:|:a:ex,)+aa
y,)i:em,zz)|a:aea:s:eaa:|ea|a,zc),we,e:
:aas
c = x+x- y
= ,-a, .es- a
s|a- :/,.esz- :/
s|az)
+ ,a, .es+a
s|a+/, .esz+/
:
s|az)
- ,., s|a+cs|a+d.esz+d
z
s|az) ,
= ,za, - cj ) .es+,za
- .
)s|a
+,-/, - dj ).es z+, -/
- d
z
)s|a z
se.aase.es , .esz, s|a , aaas|aza:ei|aea:iy|aaeeaaea:,|:ieiiews:aa::a:|:
.eeu.|ea:s|a:aeias:eaa:|eaa:eze:e1|as
1ae:eie:e
x , ) = .,.es + a
s|a +/,.es z+/
s|a z,
y, ) =za
.es+za
s| a - .esz- /
:
s| az
| s:aeaes|:ea,eae:aiseia:|eaei:aesys:em|a,zc)
,z);
1
-1
0
==
-
===
la +a
FIGUR 5.2.3. The two masses
move in the same direction, each
with frequency u =
1
"z
= ees
-I
-l
-1
0 a la 1a +a
FIGUR 5.2.4. The two masses
move in opposite directions with
frequency =
1|eeaa:|eas|a,z)aes.:||efree oscillations ei:aemassaaas:|a,sys
:emeit|,. . z. z-me:|ea sa|]e.::eno es:e:aai ie:.es. tea:|a|:|ai .eaa|:|eas
,:y|.aiiy,|a|:|aia|sia.emea:saaaveie.|:|es)weaia|e:ea|:ea:eae:e:m|ae:ae
vaiaesei., ..
:
,/, ,aaa/
:
1aees:ess|ea
,x,; ,y, ; =.,,.es,z.es ) +.
:
,s|a,zs|a)
+ /, ,.es z ,- .es z)+ /
,s|a z, - s|a z)
,z:)
:|ea :esea:s :|e ,eae:ai seia:|eaei:ae sys:em |a ,zc) as ai|aea:.em||aa:|ea
eiiea:a::|.aia:seia:|eas. He:eeve:, :ae a:s::weei:aesea::|.aia:seia:|eas
:e:esea:|ys|.aiiys|m|ia:es.|iia:|easei:aemasses, asae:aeia::e::we.
aaa
iaaeea,we.aa,|y:aeasaai::|,eaeme::|.ma.a|aa:|eas)w:|::
.,.es+ .
:
s|a= n.es ,- a) ,
z.,.es+z.
:
s|a=zn.es ,- a)
/,.esz+/
:
s| az= s.es ,z- f) ,
-/,.esz- /
:
s| az=-s.es ,z- f)
w|:| n = ,.j+ ., :aa a = .,}., , s = ,/+ /, aaa:aa f = /
:
}/, 1aea
.,z:):aies:|eie:m
,z)
w|e:e:|ea::|.aia:seia:|eas
,x,,) ,y,,; = ,.es ,- a) ,z.es ,- a) ,z)
aaa
,x
:
,; , y
:
,; = ,.es ,z- f) , - .es ,z- f; ,z)
aes.:||e:|e:wenatural modes of oscillation ei:aemassaaas:|a,sys:em.Me::
eve:,:aeyesa|||:|:s:we,.|:.aia:)natural frequencies o
.
= iaaau =z.
1aei|aea:.em||aa:|ea|a. ,z):e:esea:saaa:||::a:yi:eees.|iia:|eaet
:|emassaaas:|a,sys:emasasae:es|:|eaei|:s:weaa:a:aimeaeseies.|ii+
:|ea,w|:a:ae.eas:aa:sn,a, s,aaafae:e:m|aea|y:ae|a|:|ai.eaa|:|eas. t|,a:e
. z. ,wae:ea = c)|iias::a:es:|eaa:a:aimeae ,x, ,y, ;ei. ,z:),|awa|.a:a:
:wemassesmeve|asya.a:eay|a:aesamea|:e.:|eaw|:a:aesamei:eaea.yeies
.|iia:|eao. = i . |a:w|:a:aeami|:aaeei-
:
:w|.e:aa:ei-,,|e.aase
y.
=zx, )
t|,a:e . z. :,wae:e f = c) |iias::a:es :ae aa:a:ai meae ,x

:
,y
:
; ei. ,z), |a
w||.|:ae masses meve |a sya.a:eay |aees|:ea|:e.:|eas, w|:a :ae samei:e
aea.yo
:
=zaaaw|:aeaaiami|:aaeseies.|iia:|ea,|e.aasey
:
=x
:
;
............... ..
.... ............,..
.................6, ...
,.....,...........
.....,...........
1. x
'
= -x =
2. x
'
= x = .
3. .= . = ...= 0, =
4. .= . = . .= 1 , = -1
5. .= . . = .
6. .= . = . .(0) = =
7. .= .. = .
8. .= .= .
9. .= . .. = . cos
... = .. . = ..= 1 , = -
11. .= . . . = .
12. .= . = .
13. .= . = .
14. .= ..sin t , = ..
15. . .= 0, . = 0
16. . ..= sin , . = 0
17. . . .= 0,
. . ..= 0
18. .= .,, = . ,
= . ,
19. .= .. = ... ,, ,
= ..
20. . = , = .,, ,
= ......
Solve the characteristic equation by inspection. )
21. Suppose that .
= ..
and .
= .
where the coeffcients are all constants, and

that .is a twice diferentiable function. Verify that
.
.= .
. .
22. Suppose that . .= ...and that .
.= ...
Show that ..
...
. Thus linear operators with

..coeffcients generally do not commute.
..................
. ...,...,...
..................
....
23. ...=
... =
24. ...=
.. . =
25. .
... . = 0
...= 0
..26 ....29, .....,...
..................
............,,...........
.,h .....,...........
....
26. .
..
=
.
..
= 0
27. .
. .
=
.
..
= 0
28. .
...
=
.
. .
. = 0
29. .
. .
=
.
..
0
30. Suppose that the salt concentration in each of the two brine
tanks of Example of Section 5 . 1 initially = 0) is 0. 5
Ib/gal. Then solve the system in Eq. there to fnd the
amounts .and of salt in the two tanks at time
31. Suppose that the electrical network of Example of Sec
tion is initially open-no currents are fowing. As
sume that it is closed at time = 0; solve the system in
Eq. there to fnd
and 1
2
(t) .
32. Repeat Problem except use the electrical network of
Problem of Section 5. 1 .
33. Repeat Problem 3 1 , except use the electrical network of
Problem of Section 5. 1 . Assume that 11 (0) = and
,= 0, so that at time = 0 there is no charge on the
capacitor.
34. Three 1 00-gal brine tanks are connected as indicated in
Fig. of Section 5. 1 . Assume that the frst tank ini
tially contains 1 00 lb of salt, whereas the other two are
flled with fresh water. Find the amounts of salt in each of
the three tanks at time .....Examine the equa
tions to be derived in Problem of Section 5. 1 . )
35. From Problem 3 1 of Section recall the equations of
motion
.= ,. = ,..
for a particle of mass and electrical charge ,under the
infuence of the uniform magnetic feld B = .. Sup
pose that the initial conditions are .= = U,
. = 0, and = .where .= ,.Show
that the trajectory of the particle is a circle of radius
36. If, in addition to the magnetic feld B = .. the charged
particle of Problem moves with velocity vunder the in
fuence of a uniform electric feld .= Ei, then the force
acting on it is F = , .v 7 B) . Assume that the particle
starts from rest at the origin. Show that its trajectory is the
cycloid
.= . cos . = .. sin .
where .= E]..and .= ,.The graph of such a
cycloid is shown in Fig.
FIGUR 5.2.5. The cycloidal path of
the particle of Problem
37. In the mass-and-spring system of Example suppose in
stead that =
= 0. 5, .= and .
= (a)
Find the general solution of the equations of motion of the
system. In particular, show that its natural frequencies are
WI = and W2 =
(b) Describe the natural modes

of oscillation of the system.
38. Consider the system of two masses and three springs
shown in Fig. Derive the equations of motion
.
..
.+ .
. .
+ .

La| | | o;| ames|t|eas
FIGURE 5.2.6. The mechanical system of
Problem
..39 ....46, ..........
...38 .............,...
.... .......,...........,..
................. ..
,.....,...........
........,.......5. 2. 3 ...5. 2. 4).
39. .
. .
40.
. .
41.
. .
. .
42.
. .
43.
. .
44.
..
45.
..
..
.
46.
...
.
47. (a) For the system shown in Fig. derive the equa
tions of motion
...+ .
.. . .
. .
.Assume that . . Show that the natural fre
quencies of oscillation of the system are
WI
_
W2 , .. and W
,.
}atrices and Lineayems
. 3 Matri ces and Li near Systems 347

FIGURE 5.2.7. The mechanical system of
Problem .
48. Suppose that the trajectory . of a particle mov
ing in the plane sati sfes the initial value problem
. + .
.
.. .
Solve this problem. You should obtain
.cos cos
.. sin
Verify that these equations describe the .,.traced
by a point . fxed on the circumference of a circle
of radius that rolls around inside a circle of radius
..If begins at A.when then the pa
rameter represents the angle A OC shown in Fig.
Y
A |, 0)
FIGURE 5.2.8. The hypocycloid of

Problem .
i:aea,a :a: s|mi: :i|m|aa:|ea ::.aa|a:s ei s:.:|ea z sau.: te: :a:

seia:|eaeismaiii|a:a:sys::ms.ea:a|a|a,eaiy :wee::a::::a+:|easw|:a
.eas:aa:.eeu.|ea:s,:ae,:ae:ai:e:::|:seii|a:a:sys::ms-asw:iiasseia:|ea
me:aeassa|:a|ieie:ia:,::sys::ms-a::mes::as|iyaaa.ea.|s:iya:s.:||:aas|a,
:aeiaa,aa,eaaaae:a:|eaeive.:e:saaama::|.:s
te::eaay::i:::a.:aaa::v|:,
:a|sse.:|ea|:,|asw|:aa.emi:::aaas:ii.ea:a|a:aa..eaa:ei:a:m+::|sae:+:|ea
aaa:::m|aeie,y:aa:|sae:a:a
s:.|ai::.aa|a:seii|a:a:ai,:|:a-s:.|a.aiiy,
:aeseasse.|a::aw|:a :|,:avaiaes aaa:|,:av:.:e:s-a:: |a::eaa.:aas a::a:a|a
sa|sea:a:s:.:|easei:a|s.aa:e:
cXump| e 1
Revew of Matrix Notation and Terminolog
Aam n matrix n| sa:e.:aa,aia:a::ayeimnaam|e:s,e:elements) a::aa,ea|a
m ,ae:|zea:ai)rows aaan ,ve::|.ai)columns:
c, , c
:
c,
c,
,
c,
-
c
:
c
::
c
:
c
:,
c
:-
c

c
:
c
c
,
c
-
n = , i ;
c , c
:
c
.,
,
c -
c
-
, c
-:
c
-
c
-,
c
--
wew|iie:a|aa:|iyaeae:ema::|.es|yboldface .a|:aiie::e:s seme:|mesweas:
:|ea||:ev|a:|ean = .,
,
]ie::|ema::|sw|:a:|eeiemea:c
,
|a:a:/ :a:ewaaa
]:|.eiama,as|a, i ; weaeae:e:|ezero matrix, ea.aea::yeiwa|.a|sze:e,
|y
(2)
A.:aaiiyie:ea.aa|:eies|:|ve|a:e,e:sm aaan :ae:: |s aam n z::ema::|s,
|a::|es|a,iesym|ei0 w|iisaia.eie:aii:aeseze:ema::|.es
1we m n ma::|.es n = .,
,
] aaau = /,
,
] a:: sa|a:e|e equal |i
.e::eseaa|a,eiemea:sa:eeaai ,:aa:| s, |ic
,
=/,
,
ie:i / m aaai ] n.
weadd naaau|yaaa|a,.e::eseaa|a,ea::|es
n+u= c
,
]+/,
,
= c
,
+/,
,
] ,;
1aas:|eeiemea:|a:ew/aaa.eiama]eiC=n+u|s.
,
=c
,
+/
,
1emai:||y
:aema::|sn|y:aeaam|e:.,wes|miymai:|iyea.aei|:sei:mea:s|y.
ii
:aea
aaa
z -
'
n =
: 7
.n=n.=.c
,
}
u
.
-i i c
'
7
_g
z
'
-i i
'
-i i
n+u=
: 7
+
7
_
g
=
i i
'
i s c
:C=:
g
-7
=
c -:z
(4)
'
5. 3 Matri ces and Li near Systems 349

weaeae:e,-i ;n|y-naaaaeaaesubtraction eima::|.esasiaiiaws
n- u=n+,-u; ,)
1|ema::|s ee:a:|eas]as:aeaaea |ave :|e ieiiaw|a, :ee::|es, ea.a ai
w||.||saaaie,eas:eaiam|i|a:ai,e|:a|.:ee::yei:|e:eaiaam|e:sys:em
n + = + n = n. n - n = .
n + u = u + n
n+,u+C) =,n+u;+C
.,n+u;=.n+.u.
,.+a;n=.n+an
,.amma:a:|v|:y),
,assa.|a:|v|:y),
,a|s::||a:|v|:y)
,:)
,)
,s)
,)
a.|ei:|ese:ee::|es|s:eaa|iyve:|aea|yeiemea:w|seai|.a:|eaaia.a::e
seaa|a,:ee::yei:|e:eaiaam|e:s re:esamie,.
,
+/
,
=/
,
+.
,
ie:aii/
aaa]|e.aaseaaa|:|eaei:eaiaam|e:s|s.emma:a:|veCeaseaea:iy,
n+u= .
,
+/
,
]= /
,
+.
,
]=u+n
1|etranspose n'ei:|e- ma::|sn=.
,
}|s:|e -,aa:e ) ma::|s
w|ese]:|.eiama|s:|e]:|:ewein,aaa.easeaea:iy,w|ase/ :|:aw|s:ae/ :a
.eiamaein; 1|as n' = .
,
] , ai:|ea,|:||s |s ae: ae:a:|aaaiiye:ie.:, yaa
mas::emem|e::|a:n' w|iiaa: |ave:ae same s|ae asnaaiessn|s asquare
ma::|s-:|a:|s, aaiess-=
Aa- I ma::|s-eae |av|a,eaiy a s|a,ie.eiama-| s .aiieaacolumn
vector, e:s|miyavector. weeueaaeae:e.eiamave.:e:s|yboldface iawe:.ase
ie::e:s, as|a
s|m|ia:iy, arow vector |s a I ma::|s-eae |av|a, eaiy a s|a,ie:aw, sa.a
asc = I 7 0 - ] re:aes:|e:|.aaa:ye,:a||.ai:easaas, wew|ii
i:eaea:iyw:|:ea.eiamave.:e:as:|e::aaseseeia:ewve.:e:,ie:esamie,:ae
:we:e.ea|a,.eiamave.:e:smay|ew:|::ea|a:|eie:ms
b = -7
seme:|mes|:|s.eavea|ea::aaes.:||eaa- ma::|s|a:e:msaie|:|e:|:s
-:ewve.:e:se:|:s.eiamave.:e:s1|as|iwew:|:e
. . .
b ] n ,
|:|saaae:s:eea:|a:a I , a2, . ,aaaam a:e:|emwve.:e:sei:|ema::|snaaa:|a:
bl , b2 , ,aaabn a:e:|e.o/-ve.:e:sei:|ema::|su
cXump| eZ
Matrix Multiplication
1|e:ee::|esi|s:ea|as ,:):|:ea,|,)a:ea|:eaa:a:aiaaaese.:ea1aea::
sa::|ses|a:|e:eaimeima::|sa:|:ame:|..emew|:|mai:|i|.a:|aa weaeaa:a::
:|escalar product aia:ewve.:a:a aaaa.eiamave.:e:b, ea.a|av|a,:aeam:
aam|e: eieiemea:sii

/
]
T
,
.
:|eaa b |saeaaeaasiaiiews
a b = c,
/
,
=c,
/
, +.
,
/
,+'

+ .
,
/
.
,
, i o,
esa.:iyas|a:|es.aia:e:ao:eaa.:ai:wave.:a:s-aiam|i|a::a|.i:amei:m:a
:a:y.ai.aias
1|e:eaa.:Auei:wama::|.es|saeaaeaeaiy|i:|eaam|e:ei.aiamasa|
A| seaai:e:aeaam|e:ei:ewseiu iiA|saam ma::|saaau|sa 7
ma::|s, :|ea :|e|: product Au |s :aem ma::|s C = .,] , wae:: .,, . :a:
s.aia::eaa.:ai :|e/ :|:awve.:e:a,eiAaaa:|e]:|.eiamave.:e:bj ai u 1aa
, i i ,
i a:e:msei:|e|aa|v|aaaiea::|eseiA = c,] aaau =
/
,] , , l l , .aao:
:e.as:|a:|eie:m
]
.
,
= c ,
/
,,
,
, i z,
ra:a:esesei|aaa.ema:a:|aa, :|eaeaa|:|ea|as , l l ) aaa, l z) |seasy:a
:emem|e:|yv|saai|z|a,:|e|.:a:e
c, , c, , c,
/
, ,
/
, ,
/
-
c,
c,, c,
/
,
/
,,
/
,-
a
c
-
, c
-, c
-
,
/
-
1
bj
w||.|s|ews:aa: aaeie:ms:|eae::aaa.:ei:|e:ew ve.:e:a, w|:a :ae.aiama
ve.:e:b
,
:aa|:a|a:|eeiemea:.
,
|a:|e/ :|:ewaaa:|e]:|.aiamaaiAui:m+y
|ei:a:||a|aiea:|a,:|e:awseiAaawa:ae.aiamasaiu1a|saisa:em.aa
as:|a::aeaam|e:ei.eiamasaiAmas:|eeaai:a:|eaam|e:ai:awsaiu
C|e.|yea:aaae:s:aaa|a,ai:ae aeaa|:|aa eima::|smai:|i|.a:|ea|yve:|iy|a
:|a:|i
z
A=
-l
l
aaa u= _
:|ea
Au=
s|m|ia:iy,ve:|iy:|a:
-
aaa:aa:
5. 3 Matri ces and Li near Systems

l: l s
: 0
x +
y
= :x+ y
:x y

l
'
l
l l

351
i:.aa|es|ewa|ya|:e.:,:|ea,|iea,:|y).ema:a:|aa|aseaaa|:saeaa|:|aa
:|a:ma::|smai:|i|.a:|ea|sasse.|a:|veaaa|saisea|s::||a:|vew|:|:ese.::ama::|s
aaa|:|ea,:aa:|s,
A,uC)= ,Au) C , l )
aaa
A,u + C)= Au + AC, , l :)
:ev|aea:aa::|ema::|.esa:e aisa.| s|zes:aa::ae|aa|.a:eamai:|i|.a:|aasaaa
aaa|:|easa:eess||ie
sa:ma::|smai:|i|.a:|ea|saa:.emma:a:|ve 1|a:|s, |iAaaaua:e|a:a
ma::|.es,sa:|a:|e:|:|e:aaa.:sAuaaauAa:eaeaaeaaaaaave:|esam:
a|meas|eas- ) , :|ea,|a,eae:ai,
Au = uA
He:eave:,|:.aa|aea:|a:
Au=0 evea:|ea,| A = 0 aaa u= 0.
, l )
, l :)
samies|iias::a:|a,:|e|eaemeaa|a, l )aaa, l :)may|eiaaaa|a:|e:a|iems,
ai:|ea,|yea.aaeas|iy.eas::a.:yea:ewaesamiesas|a,ma::|.esw|:asmaii
|a:e,:aieiemea:s
Inverse Matrices
Asaa:ema::|s|ssa|a:e|aveorder 1|eidentity ma::|saia:ae:|s:a:
saa:ema::|s
0 0 0 0
0 l 0 0 0
0 0 l 0 0
=
0 0 0 l 0
, l )
0 0 0 0
352 Chapter 5 Li near Systems of Differenti al Equati ons
forwhlcheachentryontheprincipal diagonal lsianda||o-dlagona|entrlesac
zero. Itlsqulteeasytoverlfythat
n = n = n , i s;
forevery square matrlxnofthesameorderas
lfnls asquare matrlx, thenaninverse ofnls asquare matrlxuofthesame
orderasnsuchthat /o/
nu= and un=
lt ls not dlfncu|tto show that lfthe matrlx nhas an lnverse, then thls lnverse ls
unlque. Consequent|y, wemayspeakof/elnverseofn,andwewl|| denoteltby
n
-
,
Thus
, l )
glven the exlstence of n
-
,
lt ls c|ear that some square matrlces do not have
lnversesconslderany squarezeromatrlx. ltls a|soeasytoshowthatlfn
-
,
exlsts,
then (n
-
,
)
-
,
exlstsand,n
,
;
,
=n
ln|lneara|gebraltlsprovedthatn
-
,
exlstslfandon|ythedetermlnantdet(A)
ofthesquarematrlxnlsnonzero. Ifso,thematrlxnl ssaldtobenonsingular; lf
det(A) =0,thennlsca||edasingular matrlx.
Determinants
Weassumethatthestudenthascomputed2 2and determlnants lnear|ler
courses. lfn = .
,
] ls a 2 2 matrlx, then lts determinant det(A) =
ls
dennedas
Determlnantsofhlgherordermaybedennedbylnductlon,asfo||ows. Ifn= .
,
]
ls an matrlx, |etn
,
denote the ,- i ; ,- i ; matrlxobtalnedfromnby
de|etlnglts / throwand lts ]thco|umn. The exp.s/oofthedetermlnant
a|ong
lts / throw ls glvenby
n
=,
.
i ;
,
.
,
n
,
,.
andltsexpanslona|onglts]thco|umnlsglvenby
n
=,-i ;
,
.
,
n
,
(/ nxed) , (20a)
(]nxed) . (20b)
ltls shownln|lneara|gebrathatwhlcheverrowweuse lnEq. (20a)andwhlchever
co|umnweuseln Eq. (20b), theresu|tsare the sameln a|| zcases. Hence
ls
we||dennedbytheseformu|as.
cXump| e
cXump| e4
If
. `
-2
I -2
2 I ,
5
thentheexpanslonof
a|onglts secondrowls
n
= -4
-
,
+2
.
,
-
,

I
-
,
= -4 I I +2
I I - I
.
I I = -
Andtheexpanslonof
a|ongltsthlrdco|umnl s
n = -2

.
.
I
.
2
= -2 I6- I
.
I I +5 2 = -
Ca|cu|atorsandcomputersareconvenlentfortheca|cu|atlonofhlgher-dlnen
slona| determlnants and lnverse matrlces, but determlnants and lnverses of2 2
matrlcesareeasytocomputebyhand. Forlnstance,lfthe2 2matrlx
hasnonzerodetermlnant
=ad - /c= 0,thenltslnversematrlxls

n
-
.
I
d -/
c a
(2l )
Notethatthematrlxontherlght-handsldeofEq. (2I ) l s obtalnedfromnbylnter-
changlngthedlagona|e|ementsandchanglngtheslgnsoftheo-dlagona|e|ements.
lf

then
= 6
7 - 5 S = 2. HenceEq.(2I ) glves
n
-
,
=
!
7 -S
-4
.
2
-5 6 -
Youshou|dpausetoverlfythat
354 Chapter 5 Li near Systems of Differenti al Equati ons

cXump| C
Matrix-Valued Functions
Amatrix-valued function, orslmp|ymatrix fnnction, lsamatrlxsuchas
x,,;
x
:
,;
(22a) s,;=
x
-
,;
or
c, , ,; c; c,
-
,;
n, ; =
c
:
,,; c
::
,; c
:-
,;
(22b)
c
-
, ,; c
-:
,; c
--
,;
ln whlch each entry ls a functlon of We say that the matrlx functlon n,;ls
continuous (ordiferentiable) atapolnt(oronanlnterva|)lfeachofltse|ements
hasthesameproperty. Thederivative ofadlerentlab|ematrlxfunctlonlsdenned
bye|ementwlsedlfferentlatlon,thatls,
lf
then
and
n ,;=
.
=
c[
and .
,;=
co
I
s
'
sH
Thedlerentlatlonru|es
. .
. .=
.

.
. .
..=..

(23)
(24)
(25)
fo||ow readl|ybye|ementwlseapp|lcatlonofthe ana|ogousdlerentlatlonru|esof
e|ementary ca|cu|us for rea|-va|uedfunctlons. If c lsa (constant) rea| numberand
Cls aconstantmatrlx, then
.
(c.) = c,

.= C,

.
and .= -C

(26)
Because ofthe noncommutatlvlty ofmatrlx mu|tlp|lcatlon, lt ls lmportant not to
reversethe orderofthefactors ln Eqs. (25)and(26).
cXump| e
First-Order Linear Systems
Thenotatlon andtermlno|ogy ofmatrlces andvectors may seemrather e|aborate
when nrstencountered,butltls readl|yasslml|atedwlthpractlce. Ourmalnusefor
matrlx notatlon wl|| be the slmp|lncatlon of computatlons wlth systems ofdler-
entla|equatlons, especla||ythosecomputatlonsthatwou|dbeburdensomelnsca|ar
notatlon.
We dlscussherethegenera|systemofnrst-order|lnearequatlons
x,
=
;, .
,;x, +p;x
:
+

+;, -
,;x
-
+), , ; .
x=;
:.
,;x, +;
::
,;x
:
+

+;:-
,;x
-
+J,; .
x=
;
, ,;x, +;
:
,;x
:
+

+;-
,;x
-
+,; ,
,z:;
Ifwelntroducethe.oe./e-.o
andtheco|umnvectors
l
,;=[ ;
,
,;]
s = x ] and r,;= ],; ].
thenthesystemln,z:;takestheformofaslng|ematrlxequatlon
as
- =r,;s+r,;
a
,zs;
We wl|| see that the genera| theory ofthe|lnear system ln ,z:;c|ose|ypara||e|s
thatofa slng|enth-orderequatlon. Thematrlx notatlon used lnEq. ,zs;noton|y
emphaslzesthls ana|ogy, buta|sosavesagreatdea|ofspace.
A solution ofEq. ,zs; on the open lnterva| i ls a co|umn vector functlon
s,; = x,;] such thatthe componentfunctlons ofssatlsfy the systemln ,z:;
ldentlca||y on i lfthe functlons
;
,
,; and ],; are a|| contlnuous on i, then
Theorem I ofSectlon 5. I guarantees the exlstenceon iofa unlque so|utlons,;
satlsfylngpreasslgnedlnltla|condltlonss,.;=b.
Thenrst-ordersystem
x =1x, - x
:
.
x=:x, - :x
:
canbewrltten astheslng|ematrlx equatlon
Toverlfythatthevectorfunctlons
are bothso|utlonsofthe matrlxdlfferentla|equatlonwlthcoemclentmatrlxP, we
needon|yca|cu|ate
: -c
,
:c
, ,
rs, =
:
zc
=
:c
=s
,
and
Tolnvestlgatethegenera| natureoftheso|utlonsofEq. ,zs), weconslderhrs|

theassociated homogeneous equation
as
- =r, ;s.
a
,z,
whlch has theformshown lnEq. ,zs) , but wlthr,; = 0. Weexpectl|to have
so|utlonss, .s
. .s
-
that are lndependentln some approprlate sense, and scca
thateveryso|utlonofEq.,z)lsa|lnearcomblnatlonofthesepartlcu|arso|ct|oas.
Glvenso|utlonss, .s
. .s
-
ofEq.,z), |etuswrlte

Thusx
,
,;denotesthe / thcomponentofthe vectors, ; . so the secondscbscr|pt
referstothevectorfunctlons
,
,; .whereasthenrstsubscrlptreferstoaconponea|
otthlsfunctlon. Theorem l lsana|ogoustoTheorem l ofSectlonz z
THEOREM 1 Pri nci pl e O Superposition
Letx
,
,X
.. . . , X, beso|utlonsofthehomogeneous|lnearequatlonln,z)on
theopeninterva|. If., ..
. ,.
-
areconstants, thenthe|lnearcomblnatlon
, i
l sa|soaso|utlonofEq. (29)on.
Proof: We know thats = r, s, for each / , i ;, so ltfo||ows
lmmedlate|ythat
s= ., s+.
s,+
+..s
= ., r,; s,+.
r,; s
+

+.
-
r,s
-
= r,; ,., s, +.
+

+.
-
s
-
;
Thatls, s= r,;s.asdeslred.Theremarkab|eslmp|lcltyofthlsproofdemonstrates
c|ear|yoneadvantageofmatrlxnotatlon.
cXump| C
COl/|lUCO
lfs,ands,arethetwoso|utlonsof
as_
4 -
a
6 -7
s
dlscussedlnExamp|e6, thenthe|lnearcomblnatlon
lsa|soaso|utlon. lnsca|arformwlths= x, x,}. thls glves theso|utlon
x,,;=., e
:
+ .
:
e
-
.
x, ,;=z.,
e
:
+.
:
e
-
.
whlch ls equlva|entto the genera| so|utlonwefoundbythe method ofe|lmlnatlon
lnExamp|ezofSectlon5. 2.
Independence and General Solutions
Llnearlndependencelsdennedlnthesamewayfor vector-va|uedfunctlonsasfor
rea|-va|uedfunctlons(Sectlonz z; Thevector-va|uedfunctlonss, .s,. ,s
-
are
linearly dependent on thelnterva| iprovldedthatthereexlstconstants., ..,. .
.
-
o.//zerosuchthat
., s,,;+.,s, ,;+

+.
-
s
-
,; =0 ,z;
for a|| ln i Otherwlse, theyarelinearly independent. Equlva|ent|y, they are
|lnear|y lndependentprovlded that no one ofthem ls a |lnear comblnatlon ofthe
others. Forlnstance,thetwoso|utlonss
,ands,
ofExamp|e6are|lnear|ylndepen
dentbecause,c|ear|y,neltherlsasca|armu|tlp|eoftheother.
Just aslnthe case ofaslng|enth-orderequatlon,therels aWronsklandeter-
mlnantthat te||sus whetherornot n glvenso|utlonsofthehomogeneousequatlon
ln,z;are|lear|ydependent. lfs, .s, . .s
-
are suchso|utlons, thenthelrWron
skian lsthen ndetermlnant
u,;=
x, , ,; x ,;
x,, ,; x,, ,;
x
- ,,; x
-, ,;
,;
uslngthenotatlonln,;forthecomponentsoftheso|utlons. We maywrlteelther
u,;oru,s,
s, . ,s
-
; Notethatulsthedetermlnantof thenatrlxthathasas
lts .o/-vectorstheso|utlonsss, . ,s
-
Theoremzlsana|ogoustoTheoren
ofSectlonz z Moreover, ltsprooflsessentla||ythesame,wlththedennltlonof
u,s, .s, . ,s
-
; ln Eq. ,;substltutedforthe dennltlonoftheWronsklanofn
so|utlonsofaslng|enth-orderequatlon(seeProb|ems42through44).
cXump| e
THEOREM Z Wronsklans of Sol utions
SupposethatXj , X , , X areso|utlonsofthehomogeneous|lneequatlon
x
'
= onanopenlnterva| i Supposea|sothatls contlnuousoniLet
Then.
IfX , X , , X, are |lne|ydependenton i ,then u = 0 ateverypolnt

of I .
IfX , X , , X are|lnear|ylndependenton i, then u = 0ateachpolnt
of I.
Thusthereareon|ytwoposslbl|ltlesforso|utlonsofhomogeneoussystems. El-
therw = cate.epolntofi , oru= 0atopolntofi
. . ... .. ............. ........
Itlsreadl|yverlned(aslnExamp|e:;that
areso|utlonsoftheequatlon
0
TheWronskanoftheseso|utlonsls
w =
ze
ze
ze
0
e .
e
-z
3
-i
z z z
z 0 -z = -i :e
.
.
i -i l
(34)
whlchls neverzero. Hence Theoremzlmp|lesthattheso|utlonsXj , X , andx
are
|lnear|ylndependent(onanyopenlnterva| ).
Theorem3 ls ana|ogous toTheorem1ofSectlon z z ltsaysthatageneral

solution ofthe/o-o,eeos system= ls a|lnearcomblnatlon
(35)
ofanyglven|lnear|ylndependentso|utlonsXj , X_ , , Xg
THEOREM 3 General Sol utions of Homogeneous Systems
LetX , X , ,Xbe|lnear|ylndependentso|utlonsofthehomogeneous|lne
_
equatlon= on an open lnterva| i , where ls contlnuous. If
ls anyso|utlonwhatsoever oftheequatlon = x on I, thenthere exlst
numbersc , c , c suchthat
(35)
fora||lni
Proof: Letabeanxedpolntofi Weshow nrstthatthereexlstnumbersc, ,
c
:
, ,c, suchthattheso|utlon
-
hasthesamelnltla|va|uesatt =a asdoestheglvenso|utlonx(t ) , thatls, suchthat
:
LetX(t) bethe matrlx wlthco|umnvectorsx, , x
:
, . . . , x, ,and|etcbethe
co|umnvectorwlthcomponentsc, ,c
:
, ,c, . ThenEq.: may bewrlttenlnthe
form
X(a) c=x(a) . s
TheWronsklandetermlnant w(a) = X(a) lsnonzero because the so|utlons x, ,
x
:
, . . . , x, are |lnear|ylndependent. Hencethe matrlx X(a)has an lnversematrlx
X(a)
,
. Thereforethevectorc =X(a)
,
x(a) satlsnesEq. s , asdeslred.
Flna||y, notethatthe glven so|utlon x(t) andthe so|utlony(t) ofEq. -
wlththeva|uesofc determlnedbytheequatlonc = X(a)
,
x(a)havethesame
lnltla|va|ues(att =a) . ltfo||owsfromtheexlstence-unlquenesstheoremofSec-
tlon | thatx(t)=y(t)fora||t ln i Thls estab|lshesEq. , A
Remark: Every systemx' =P(t )xwlth contlnuouscoemclentma-
trlx does have a set of |lnear|y lndependent so|utlons x, , x
:
, . . . , x, as ln the
hypothesesofTheorem ltsufnces to chooseforx (t) theunlqueso|utlon such
that
0
0
0
x (a) = 0
|
posltlon]
0
0
thatls, theco|umnvectorwltha||e|ementszeroexceptfora | lnrow]. (lnother
words, x (a)ls mere|ythe]thco|umnoftheldentltymatrlx. )Then
sotheso|utlonsx, ,x
:
, . . . ,x,
are|lnear|ylndependentbyTheorem2. Howactua||y
to nnd these so|utlonsexp|lclt|y ls anothermatteronethatweaddresslnSectlon
+ (forthecaseofconstantcoefnclentmatrlces).
Initial Value Problems and Elementary Row Operations

Thegenera|so|utlonlnEq. ofthehomogeneous|lnearsystemx' =P(t)xcan
bewrlttenlntheform
x(t)=X(t)c, -
where
x,;= s, ,; s
:
,; ,+a
lsthe matrlxwhose.o/-.e.osarethe|lnear|ylndependentso|utlonss, ,
s
:
, ,s
-
.andc = ., .
:

.
-
ls the vectorofcoemclentslnthe|lnem
comblnatlon
Supposenowthatwewlshtoso|vethe///./../ep//e-
as
- = rs, s,.; = e,
a
,
,+|
where the lnltla| vector e =
ls glven. Then, accordlng to

Eq. ,-, ltsumcestoso|vethesystem
x,.;c=e ,+:
to nndthecoefnclents., ,.
:
. ,.
-
lnEq. ,
Wethereforerevlewbrleythee|ementarytechnlqueofoea./otoso|ve
an ./,e/./.|lnearsystem
c, , x, +c,
:
x
:
+

+c, -
x
-
=/, ,
c
:
x, +c
::
x
:
+

+c
:-
x
-
=/
:
,
,+
wlth nonslngu|arcoefnclent matrlx n = .[
,
[ ,constantvectore = /, andun-
knownsx, .x
:
. ,x
-
Thebaslc ldea ls to transform the systemln ,+, lnto the
slmp|erppe/.,/.)o
, , x, +,
:
x
:
+

+, -
x
-
=|, .
::
x
:
+

+
:-
x
-
=
|
:
.
,++
ln whlchon|ytheunknownsx
,
,x
,
., , ,x
-
appearexp|lclt|y ln the]thequatlon
(] = | , : ,; Thetransformedsystemls theneasl|yso|vedbytheprocessof
/../s/s//o Flrstthe|astequatlonln,++ lsso|vedforx
-
,thenthenext-to-last
lsso|vedforx
-
-
, .andsoforth,untl|thenrstequatlonlsnna||yso|vedforx,
The transformatlon ofthe system ln ,+, to upper trlangu|ar form ls most
easl|ydescrlbedlntermsofe|ementaryrowoperatlonsonthe .,-eea.oe./e
-./x
c, , c,
:
c,
-
/,
l
n e ] =
c
:
c
::
c
:-
/
:
l
,+ l
|
l
l
l
c
- , c
-:
c
--
/
-
that ls obtalnedbyadolnlngthevectoretothematrlxnasanaddltlona|co|umn.
Theadmlsslb|eelementary row operations areofthefo||owlngthreetypes.
cXump| eb
1. Mu|tlp|yany(slng|e)rowofthematrlxbyanonzeroconstant.
Z. Interchangeanytworowsofthematrlx.
J. Subtractaconstantmu|tlp|eofonerowfromanyotherrow.
The goa| lstouseasequenceofsuchoperatlons(onebyone,lntum)totrans-
form n b ] lnto an upper trlangu|armatrlx, onethathas on|y zerosbeneathlts
prlnclpa| dlagona| . Thls upper trlangu|ar augmented coefnclent matrlx then cor-
responds to an upper trlangu|ar system as ln ,++ The process of transfomlng
n b ]ls carrledoutoneco|umnatatlme,from|efttorlght, aslnthenextexam-
p|e.
- --_. _-------- ------_ ..-.. -. _-- ---- ....... . .. .......
Usetheso|utlonvectors glvenlnExamp|e: toso|vethelnltla|va|ueprob|em
-z 0
,+-
Sol ution Itfo||owsfromTheorem
thatthe|lnearcomblnatlon
lsagenera|so|utlonofthe
|lnearsystemln,+- Insca|arform,thlsglvesthe
genera|so|utlon
x,,;=z.,
e
+z.
:
e
+z.
.
x
:
,;=z., e
- z.
.
x
,;= ., e
- .
:
e
+ .
Weseekthepartlcu|arso|utlonsatlsfylngthelnltla|condltlons
x,,a =0, x
:
,;=z. x
,;=-
Whenwesubstltutetheseva|ueslnthethreeprecedlngsca|arequatlons,wegetthe
a|gebralc|lnearsystem
z., +z.
:
+z.
=0,
z., - z.
=z.
., - .
:
+ .
=-
wlth augmentedcoefnclentmatrlx
z z z 0
z 0 -z z
| -| | -
Mu|tlp|lcatlonofeachofthenrsttworowsby glves
| | 0
0 -| .
-i i -
then subtractlon ofthe nrstrow bothfromthe second row andfrom theta|rdrow
glvesthe matrlx
| | |
+ - | -:
+ ~: 0
The nrstco|umnofthls matrlxnowhasthedeslredform

Nowwemu|tlp|ythesecondrowby- | , thenaddtwlcetheresu|ttotaeta|rd
row. Therebywegettheuppertrlangu|araugmentedcoefnclentmatr|x
|
+
thatcorrespondstothetransformedsystem
cj
( c
( ., = 0,
.
( :c, =-|
+., = +
Wenna||yso|velntumfor., = | c
=-,and., =: Thusthedeslredpart|cular
so|utlon lsglvenby
Nonhomogeneous Solutions
We nna||ytumourattentlontoa o/o-o,eeos|lnearsystemoftheforn
dx
dt
=P(t)x(f(t )
,47)
The fo||owlngtheorem ls ana|ogous toTheorem otSectlon : : and |s proved |a
preclse|ythe sameway, substltutlngtheprecedlngtheorems ln thls sectlonforthe
ana|ogous theorems of Sectlon : : In brlef, Theorem + means that the general
so|utlonotEq. +: hastheform
x(t)=x (t)( x, (t ) , ,4S)
wherex, (t)lsaslng|epartlcu|arso|utlonof Eq.+: andthecomplementary fonc-
tion x (t)lsagenera|so|utlonoftheassoclatedhomogeneousequatlonx' =P(t )x.
THEOREM 4 Solutions of Nonhomogeneous Systems
Letx be partlcu|arso|ution ofthenonhomogeneous |lnearequatlon ln +:
onanopenlnterva| I on whlch thefunctlonsP(t) andf(t ) arecontlnuous. Let
Xj , X , , X be |lnear|ylndependentso|utlonsofthe assoclatedhomogeneous
equatlononI . Ifx(t)lsanyso|utlonwhatsoeverofEq.+:, onI, thenthereexlst
numbers.j , c , , .

suchthat
(49)
fora||t lnI .
cXump| e
Thusnndlngagenera| so|utlonofanonhomogeneous|lnearsystemlnvo|ves
twoseparatesteps.
1. Flndlngthegenera|so|utlon. oftheassoclatedhomogeneoussysten,
Z. Flndlngaslng|epartlcu|arso|utlon., of thenonhomogeneoussysten
Thesum. = .
., wl||thenbeagenera|so|utlonof thenonhomogeneous
system.
Thenonhomogeneous|lnearsystem
x = . zx
:

x = . ., zx

,
x= .,
.

ls oftheformln.
wlth
-z a
_
-z ,

_

_
=

InExamp|e

wesawthatagenera| so|utlonoftheassoclatedhomogeneous|lnear
system
lsglvenby
.. _

-z a
.
=
'
.
andwecanverlfybysubstltutlonthatthefunctlon
(found uslng a computer a|gebra system, or perhaps by a hunan belng uslng d
methoddlscussedln Sectlon s ls apartlcu|arso|utlon oftheorlglna| nonhomo-
geneous system. Consequent|y, Theorem . lmp|les that a genera| so|utlon otthe
nonhomogeneoussystemls glvenby
that l s, by
. = z., e

z.
:
e

z.

., = z., e
- z.
,
x
,;= ., e
.
:
e

Problems
1. Let
and B =
_
-4
}
Find (a) A 3B; (b) A
B; (c) AB; (d) BA.

2. Verify that (a) A(BC) = (AB)C and that (b) A(B+C) =
AB AC, where A and B are the matrices given in Prob
lem and
C =
. }
3. Find AB and BA given
A =
0
-4
4. Let A and B be the matrices given in Problem and let

and y = s.
cos t
Find Ay and Bx. Are the products Ax and By defned?
Explain your answer.
5. Let
A =
-5
Find (a) 4B; (b) 3A - 5B; (c) AB; (d) BA;
(e) A - .
6. Let
Al =
B =
}
(a) Show that A
l
B = A
2
B and note that Al i
Thus
the cancellation law does not hold for matrices; that is, if
A
l
B = A
2
B and B i 0, it does not follow that Al =
(b) Let A = Al -A
2
and use part (a) to show that AB = .
Thus the product of two nonzero matrices may be the zero
matrix.
7. Compute the determinants of the matrices A and B in
Problem Are your results consistent with the theorem
to the efect that
det(AB) = det(A)
.
det(B)
for any two square matrices A and B of the same order?
8. Suppose that A and B are the matrices of Problem 5. Ver
ify that det(AB) = det(BA) .
..9 ...,.,....., ..
.(AB)' = A'B AB'.
9. A(t ) =
10. A(t) =
...... .........
x' = -( ) x .
11. . =
= .
12. . = . = .
13. .= .4 = 5.
14. .= . cos t , = .
sin t
15. .= = . = .
16. .= . = .= 5
17. .= .
. = .
/
=
18. .= .
= .
= .
19. .= .
.= .
.= .
.= 4xI
20. .= .
.= .

. = . .
. = . .
.......,......
.....................
...........,.........
.......
21. x' =
_ _
.}
x; . =
[
.
22. x' =
} 4
x; .=
23. x' =
_
_
}
x; .=
}
24. x' =
}
x; . =
_ [.
}
27.
-4

-4
0 2

0
l
-6
x; Xl = e
O
'
0
-
l
O
t
,
X
2
= ' X3 =
Xi =
..31 ....40, ...,........
.......................
31. The system of Problem 22: Xl = X
2
= 5
32. The system of Problem 23: Xl = 5, X
2
() = -3
2
= -7
34. The system of Problem 25: Xl = 8, X
2
() =
2
() =
X3 () = 4
2
() = 2,
X3 () =
2
() = 2,
X () = 3
38. The system of Problem 29: Xl (O) = 5, X
2
() = -7,
X3 () =
b. | COl O
39. The system of Problem 30: Xl = X_ () X3 ()
X () =
40. The system of Problem 30: Xl = X_ () 3,
X3 () = 4, X () = 7
41. (a) Show that the vector functions
Xl =
,
[
and X
2
=
,[
are linearly independent on the real line. (b) Why does it
follow from Theorem 2 that there is .continuous matrix
-such that Xl and X
2
are both solutions of x
'
.
42. Suppose that one of the vector functions
Xl =
Xl l
[
X
2
l
is a constant multiple of the other on the open interval
Show that their Wronskian = [X
i
j must vanish
identically on This proves part (a) of Theorem 2 in the
case n = 2.
43. Suppose that the vectors Xl and X
2
(t) of Problem 42 are
solutions of the equation x
'
= -. where the 2 X 2 ma
trix -is continuous on the open interval Show that if
there exists a point .of at which their Wronskian .
is zero, then there exist numbers Cl and C
2
not both zero
such that Cl Xl .+
2
x_ (.) = . Then conclude from the
uniqueness of solutions of the equation x
'
= -.that
for all in that is, that Xl and X
2
are linearly dependent.
This proves part (b) of Theorem 2 in the case . 2.
44. Generalize Problems 42 and 43 to prove Theorem 2 for .
an arbitrary positive integer.
45. Let Xl X
2
. . . , X
n
be vector functions whose i th
components (for some fxed X
i
i X
i 2
. . . , X
in
are
linearly independent real-valued functions. Conclude that
the vector functions are themselves linearly independent.
| | Z: Z : Z | Z : : Z | :
:
| | Z Z Z
| Z *Z
L
| | | Z | b
Llnear systems wlth morethantwoorthree equatlons aremostfrequent|y so|ved
wlththealdofca|cu|atorsorcomputers. Forlnstance,reca||thatlnExamp|es we
neededto so|vethe|lnearsystem
| |
Z
b
| Z
| *_
| L
FIGURE 5.3. 1. TI-86 solution
of the system AC = B in I ).
Zcj ( Zc
z
( Zc
)
=c,
Zcj - Zc
)
=Z,
cj - c
z
( c
)
=-
|
that canbewrltten l nthe torm AC = u wlth 3 coemclent matrlx A, rlght-
hand sldethe | co|umnvectoru= c Z - andunknown co|umnvector
C = cj c
z
c
)
Flgure | showsaTI ca|cu|atorso|utlonforC =A
j
u,
wlth theresu|tthatcj = Z, c
z
= -, andc
)
= | OncethematrlcesAanduhave
beenentered,thesameresu|tcanbefounduslngtheM.p/ecommand
C multiply ( inverse ( A) , B ) i
theM./e-./..command
C Inverse [ A] . B
ortheMATLAB commands
C inv ( A) *B
Useyourownca|cu|atororaval|ab|ecomputera|gebrasystemt oso|ve'automatl-
ca||yProb|ems | through40lnthls sectlon.
Wenowlntroduceapowerfu|a|tematlvetothemethodofe|lmlnatlonforconstruct-
lng the genera| so|utlon ofa/o-o,eeosnrst-order|lnearsystem wlth .os.
coefnclents,
x = c, , x, +c
:
x
:
+

+c, -
x
-
,
x
= c
:
x, +c
::
x
:
+

+c
:-
x
-
.
, | ,
ByTheorem ofSectlon , weknowthatltsufncestonnd|lnear|ylndependent
so|utlonvectorss, ,s
:
, ,s
-
,the|lnearcomblnatlon
,:,
wltharbltrarycoemclentswl||thenbeagenera|so|utlonofthesystemln, | ,
To search fortheneeded|lnear|ylndependentso|utlonvectors, weproceed
by ana|ogy wlth the characterlstlc root methodforso|vlng a slng|ehomogeneous
equatlonwlthconstantcoemclents(Sectlon: Itlsreasonab|etoantlclpateso|u-
tlonvectorsoftheform
x, c,
e
:,
x
:
:
:
e
:
:
s,;=
x
= ve
(3)
x
- c
-
e
:
-
where, :, ,:
:
, ,:
-
areapproprlatesca|arconstants. Forlfwesubstltute
,/= | : , ;
ln , | , then each term ln the resu|tlng equatlons wl|| have the factor e
, so we
can cance| lt throughout. Thls wl|| |eave us wlth |lnear equatlons whlchfor
approprlateva|uesofwecanhopetoso|veforva|uesofthe coefnclents :, ,:
:
,
,:
-
ln Eq. ,, sothats,;= ve
ls, lndeed,aso|utlonofthesystemln, | ,
Tolnvestlgatethlsposslbl|lty, ltls moreefnclentto wrltethesystemln , i ; ln
thematrlxform
s= Ax (4)
5. 4 The Ei genval ue Method for Homogeneous Systems 367
where
_
= .
,
] Whenwesubstltutethetrla| so|utlonx = ve
wlthderlvatlve
x
'
= ve
ln Eq. ,+, theresu|tls

We cance|thenonzerosca|arfactore
toget
_
v = v ,,
Thlsmeansthatx =ve
wl||beanontrlvla|so|utlonofEq. ,+, provldedthatvlsa

o,eovectorandlsaconstantsuchthatEq., ho|ds,thatls, the-.opa.
_
v/s.s../.-//p/eo)/e.e.ovThequestlonnowlsthl s. Howdowenndv
and:
To answerthlsquestlon,werewrlteEq., l ntheform
(
_
-
)v= 0. -
Glven,thlslsasystemofhomogeneous|lnearequatlonslntheunknowns:, ,:
:
.
, :
-
By astandardtheoremof|lneara|gebra, lthasanontrlvla| so|utlonlfand
on|ylfthedetermlnantoflts coefnclentmatrlxvanlshes,thatls, lfandon|y lf
_
-
=det(A-
)=a ,:
Inltsslmp|estformu|atlon,theeigenvalue method forso|vlngthesystemx =
_
x
conslstsofnndlngsothat,: ho|dsandnextso|vlngEq. - wlththlsva|ueof
toobtaln::
:
. , :
-
Thenx =ve
wl||beaso|utlonvector. Thenameofthe
methodcomesfromthefo||owlngdennltlon.
DEFI NITI ON Eigenval ues and Eigenvectors
Thenumber(eltherzeroornonzero)lsca||edaneigenvalue ofthematrlx
Aprovldedthat
_
-
= 0 ,:
Aneigenvector assoclatedwlththeelgenva|uelsao,eovectorvsuchthat
Av= v,sothat
(
_
- )v=0. -
Notethatlfvlsanelgenvectorassoclatedwlththeelgenva|ue,thensolsany
nonzeroconstantsca|armu|tlp|ecvofvthlsfo||owsuponmu|tlp|lcatlonofeach
sldelnE-, by.= a
Theprenxe/,elsaGerman wordwlththeapproxlmatetrans|atlon./..
e/s/.lnthlscontext,theterms./...e/s/.../eand./.m.e/s/..e.oare
lncommonuse. Forthlsreason,theequatlon
._ - .
. :
., -
.
:.
.
::
- .
:-
_
-
= = a ,s
.
- , .
-:
.
--
-
ls ca||ed the characteristic equation ofthe matrlx n, l tsroots are the elgenval -
ues ofn Upon expandlng the determlnant ln ,s weevldent|y getan nth-degree
po|ynomla|oftheform
-
By the tundamenta| theoremofa|gebra, thlsequat|onhas rootsposs|b|y sone
arecomp|ex,posslb|ysomearerepeatedandthusanmatr| xhaselgenval-
ues (countlngrepetltlons,lfany) A|though weassumethatthe e|ements otnare
rea| numbers, we a||owthe posslbl|ltyofcomp|exelgenva|uesand comp|ex-valued
elgenvectors
OurdlscusslonofEqs ,+ through : provldesaproofofthetol |ow|ngthe-
orem, whlch ls the basls for the elgenva|ue method otso|v|ng a nrst-order ||near
systemwlthconstantcoemclents
THEOREM 1 Eigenval ue Sol utions of x' " Ax
Let be an elgenva|ue ofthe constant] coefnclent matrlx nofthe nrst-order
|lnearsystem

as
- = ns
a
Ifvlsanelgenvectorasociatedwlth, then
s,;=ve
'
ls anontrlvla|so|utlonofthesystem.
The Eigenvalue Method
Inout|lne,thlsmethodforso|vlngthehomogeneousconstant-coemclentsys-
tems=nsproceedsasfo||ows.
1. Wenrstso|vethecharacterlstlcequatlonln,s fortheelgenva|uesj , ,, .
.ofthematrlxn
Z. Next we attempt to nnd //e./y /aepeaeelgenvectors Y( , Y , . . . , Y,
assoclatedwlththeseelgenva|ues
3. Step : ls not a|ways posslb|e, but when ltls, weget |lnear|y lndependeat
so|utlons
( l 0)
Inthls casethegenera|so|utlonofs=nsls a|lnearcomblnatlon
oftheseso|utlons.
We wl||dlscussseparate|ythevarlouscasesthatcanoccur, dependlngonwhether
the elgenva|ues are dlstlnct or repeated, rea| or comp|ex The case of repeated
elgenva|uesmu|tlp|erootsofthecharacterlstlcequatlonwl||bedeferredtoSec-
tlon -
cXump| C 1
Distinct Real Eigenvalues
Ifthe elgenva|ues , .
:
. .
-
are rea| and dlstlnct, then wesubstltute each ot
them ln turn lnEq. (6) and so|ve tor the assoclated elgenvectors Vj , V, . . . , V
In thls case lt can be proved that the partlcu|ar so|utlon vectors glven ln , i are
a|ways |lnear|y lndependent. (For lnstance, see Sectlon 6. 2otEdwards and Pen-
ney, i/e-e.i/e.~/,e/.(Eng|ewoodC|ls, NJ. PrentlceHa||, i ss ln
any partlcu|arexamp|e such |lnear lndependence can a|ways be verlhed by uslng
the Wronsklan determlnant ofSectlon The to||owlng examp|e l||ustrates the
procedure.
Flndagenera|so|utlonofthesystem
x :x,
(
zx
:
.
x x, - x
:
, i i
Sol uti on Thematrlxformofthesystemln, i i ls
s ,
, x. ( i 2
Thecharacterlstlcequatlonofthecoemclentmatrlx ls
2
.

:
- - i ,( z , .
sowehavethedlstlnctrea|elgenva|ues
, -2and
:
ForthecoemclentmatrlxAlnEq.( l 2)theelgenvectorequatlon,ntv= 0
takestheform
, i
fortheassoclatedelgenvectorV . /
CASE 1 : , -2. Substltutlonofthenrstelgenva|ue, -2l nEq., i ylelds
thesystem
thatls, thetwosca|arequatlons
6.( z/.
.( /a
( i .
Incontrastwlth thenonslngu|ar(a|gebralc)|lnearsystemswhoseso|utlonswedls-
cussed ln Sectlon . the homogeneous |lnear system ln ( i . ls s/,/.:a-
twosca|arequatlonsobvlous|yare equlva|ent (each belng amultlp|eottheother).
Therefore, Eq. .haslnnnlte|ymanynonzero so|utlonswecan choose.arbl-
trarl|y(butnonzero)andthenso|vefor/
Substltutlonofanelgenva|ue lnthe elgenvectorequatlon (A- v= 0
a|waysyle|dsaslngu|arhomogeneous|lnearsystem,andamong ltslnnnltyofso|u-
tlons wegenera||yseekaslmp|eso|utlonwlthsma||lntegerva|ues(lfposslb|e).
Looklngatthesecondequatlonln( l 4), thecholce.= | yle|ds/= -. andthus
ls anelgenvectorassoclatedwlth , = -z(as ls anynonzeroconstantmu|tlp|eot
l
Remark: I flnsteadof theslmp|estcholce.= | /= -, wehadmade
anothercholce.=.=0, /= -., we wou|dhaveobtalnedtheelgenvector
Vj =
-
|= .|
Becausethlslsaconstantmu|tlp|eofourprevlousresu|t,anycholcewemake|eads
to(aconstantmu|tlp|eofthesameso|utlon
CASE 2:
:
= 5. Substltutlonofthesecondelgenva|ue= 5l n, i yle|dsthe
palr
-.+z/= 0,
.- :/=0
( l 5)
ofequlva|entsca|arequatlons. Wlth/= | lnthenrstequatlonweget.= z,so
lsanelgenvectorassoclated wlth
:
= 5. A dlerentcholce. = z.,/ = . =0
wou|dmere|yglveaconstant]mu|tlp|eofv
:
.
Thesetwoelgenva|uesandassoclatedelgenvectorsyle|dthetwoso|utlons
Theyare|lnear|ylndependentbecausethelrWronsklan
e
:
ze
:

=:e
- e e
ls nonzero. Henceagenera|so|utlonofthesystemln, | | , ls
lnsca|arform,
x,,= .je
-
:
+z.
:
e
.
x
:
,= -., e
-
:
+ .
:
e
+
1
l
-l
-1
-+ -~

and solution curves for the linear
system x = ..+ .
x = . .
of Example
,.c.-,
l
\gm)
l
FIGUR 5.4.2. The three brine
tanks of Example
cXump| eZ
Flgure : i shows some typlca| so|utlon curves ofthe system l n | | We see
twofaml|lesofhyperbo|as sharlng thesamepalrofasymptotes. the|lnex, = 2x
:
obtalnedfrom the genera| so|utlon wlth ., = .andthe|lnex
:
= -3x, obtalned
wlth .
:
= Glvenlnltla| va|uesx,,; = /, , x
:
,; = /
:
,ltls apparenttromthe
ngurethat
If ,/,
/
:
;|lesto the rlght ofthe |lnex
:
= -x, .thenx,,;andx
:
,;both
tendto+>as +>,
If,/, . /
:
;|lestothe|eftofthe|lnex
:
= -3x, g thenx,,;andx
:
,;bothtend
to->as- +>
z
Remark: AslnExamp|ei , ltlsconvenlentwhendlscusslnga|lnearsystem
x
'
= Ax touse vectorss, .s
:
, ,s
-
todenotedlfferentvector-va|uedsolutlonsot
the system, whereas thes../.sx, ,x
:
, ,x
-
denotethecomponentsotaslng|e
vector-va|uedso|utlonx. z
Compartmental Analysis
Frequent|yacomp|exprocessorsystemcanbebrokendownlnto slmp|ersubsys-
tems or compartments that can be ana|yzed separate|y. The who|e system can
then be mode|edby descrlblngthe lnteractlonsbetweenthevarlouscompartments.
Thusachemlca|p|antmayconslstofasuccesslonofseparatestages(orevenphys-
lca|compartments)ln whlchvarlous reactants andproducts comblneoraremlxed.
Itmayhappenthataslng|edlerentla|equatlondescrlbeseachcompartmentotthe
system, andthenthe who|e physlca| systemlsmode|ed byasystemofdlerentlal
equatlons.
As a slmp|e examp|e ofa three-stage system, Flg. : z shows three brlne
tanks contalnlng r, , r
:
, and r
ga||ons ofbrlne, respectlve|y. Fresh waterHows

lntotank i , whl|emlxedbrlneHowsfromtank i lntotank2,fromtank2lntotank
3, and out oftank 3. Let x,;denote the amount (ln pounds) of sa|tln tank / at
tlmefor / = i , z, and 3 . IfeachHowratelsga||onspermlnute,thenaslmp|e
accountlngofsa|tconcentratlons, as lnExamp|e 2 ofSectlon i , yle|dsthe hrst-
ordersystem
where
x = -/, x, ,
x= /, x, - /
:
x
:
,
x
= /
:
x
:
- /
/ =
r
/ = I , 2, 3.
| -
| :
Ifr, = z. r
:
= :, r
= c, = i (ga|Jmln),andthelnltla|amountsofsa|tln
the threebrlnetanks,lnpounds,are
nndtheamountofsa|tln eachtankattlme
Sol uti on Substltutlng the glven numerlca| va|ues ln , i 6;and , i : , wegetthe lnltla| va|ue
prob|em
-0. 5 0. 0 0. 0
s ,;= c -0. 25 0. 0 s.
0. 0 0. z -0. z
forthevectors,;= x,,; x
:
,; x
,;[ Theslmp|eformof thematrlx

-0 5 - 0. 0
A - = c - z-
c z
|eadsreadl|ytothecharacterlstlcequatlon
c c
c c
-c z -
A- = ( -0. 5- ; ,-0. 25- ; ,-c z- ;= a
( l S)
, | -
ThusthecoemclentmatrlxAln, | S;hasthedlstlnctelgenva|ues, = -c ,
:
-
- z. and
= -c z
CASE 1: , = -0. 5. Substltutlng= -0. 5ln, i . wegettheequatlon
c 0. 0 0. 0 c
A+ (0. 5)
]v = 0. 5 0. 25 0. 0 b = c
0. 0 c z 0. 3 c c
fortheassoclatedelgenvectorv = . b c ]
. The|asttworows, afterdlvlslon
by0. 25 and0. 05, respectlve|y,yle|dthesca|arequatlons
2a + b = 0,
5b+ 6c= a
Thesecondequatlonl ssatlsnedbyb = -6andc = 5, andthenthenrstequatlon
glves= 3. Thustheelgenvector
,
= 3 -6 5[
ls assoclated wlththeelgenva|ue, = -0. 5.
CASE 2:
:
= -0. 25. Substltutlng= -c zln, i , wegettheequatlon
- z
A+ (0. 25)
.
]v = . 5
+
+
0. 25
fortheassoclatedelgenvectorv = . b c ]
. Eachofthenrsttworowslmp|les
that= 0, anddlvlslonofthethlrdrowbyc glvestheequatlon
5b + c = c.
whlchlssatlsnedbyb = | c = -5. Thustheelgenvector
:
= c l s [
ls assoclatedwlththeelgenva|ue
:
= -0. 25.
l 0
FIGUR 5.4.3. The salt content
functions of Example
CASE J.
= - z Substltutlng= - zln, i , wegettheequatlon

A+, z;
]= o -o o
-
z
for the elgenvector The nrst and thlrd rows lmp|y that . = , and / .
respectlve|y,butthea||-zerothlrdco|umn|eaves.arbltrary(butnonzero) Thus
= i
ls anelgenvectorassoclatedwlth
= - z
Thegenera|so|utlon
thereforetakestheform
s,; .
.
,
e-
,
+.
:
_
e
-
:

+.
-
:
Theresu|tlngsca|arequatlonsare
x, ,;= .,
e
-

,
x
:
,;= -:.,e
-

+ .
:
e
-
:
,
x
,;= ., e
-

- .
:
e
-
:

+ .
e
-
When welmposethelnltla|condltlonsx,,; = i , x
:
,; = x
,; = ,wegetthe
equatlons
., = i .
-:., + .
:
= ,
., - .
:
+ .
=
thatarereadl|yso|ved(lntum) tor., = , .
:
= , and.
= i z Thus,nna||y,
theamountsofsa|tattlmelnthethreebrlnetanksareglvenby
x, ,;= i e
-

.
x
:
,;= -e
-

+ e
-
.
x
,;= ze
-

- i oe
-
:

+ i ze
-
Flgure : showsthegraphs ofx,,; ,x

:
,; ,andx
, ; Aswewou|dexpect, tank
i lsrapld|yHushedbythelncomlngfreshwater,andx,,;-- as-- +. The
amountsx
:
,;andx
,;ofsa|tlntankszandpeaklntumandthenapproachzero
asthewho|ethree-tanksystemls purgedotsa|tas-- +c. z
Complex Eigenvalues
Evenlfsomeoftheelgenva|uesarecomp|ex,so|ongastheyaredlstlnctthemethod
descrlbedprevlous|ystl||yle|ds|lnear|ylndependentso|utlons. Theon|y comp|l-
catlon ls that the elgenvectors assoclated wlth comp|ex elgenva|ues areordlnarl|y
comp|exva|ued,sowewl||havecomp|ex-va|uedso|utlons.
Toobtalnrea|-va|uedso|utlons,wenotethatbecauseweare assumlngthat
thematrlxA has on|yrea| entrlesthecoefnclentsln the characterlstlcequatlonln
(S)wl||a||berea| . Consequent|yany comp|exelgenva|uesmustappearln comp|ex
conugate palrs. Supposethenthat = p +q/andz = - q/are such apalrot
elgenva|ues. Ifvls anelgenvectorassoclatedwlth,sothat
(A- ) v= 0,
thentaklngcomp|exconugateslnthlsequatlonyle|ds
(A- z)V= 0
slnceA = AandI = (thesematrlcesbelngrea|) andtheconugateofacomp|ex
product ls theproductoftheconugates ofthefactors. Thus theconugateV otV
ls anelgenvectorassoclatedwlthz. Ofcoursetheconugateofa vector ls denned
componentwlse, lf
(20)
thenV = a- b/ . Thecomp|ex-va|uedso|utlonassoclatedwlthandvls then
thatl s,
x(t) = ve
=ve

= (a+e/ ; e
(cosqt+/slnqt ) ,
x(t) = e
(acosqt - bslnqt ) +/ e
(bcosqt +asln qt ) . (2l )

Because the rea| and lmaglnary partsofa comp|ex-va|ued so|utlon are a|so solu-
tlons, wethusgetthetwoe./../easo|utlons
x
(
(t) =Rex(t ) ] =e
o
' (acosqt - b sln qt ) ,
x
:
(t) =Imx(t ) ] =e
o
' (b cos qt +a sln qt )
(22)
assoclatedwlththecomp|ex conugateelgenva|ues q/ . Itls easytocheckthat
the same two rea|-va|ued so|utlons resu|tfrom taklng rea| and lmaglnary parts ot
ve' Rather than memorlzlng the formu|as ln (22), lt ls preferab|e ln a speclnc
examp|etoproceedasfo||ows.
Flrstnndexp|lclt|yaslng|ecomp|ex-va|uedso|utlonx(t)assoclated wlththe
comp|exelgenva|ue,
Then nnd therea|andlmaglnarypartsx

(
(t)andx
:
(t)togettwolndependent
rea|-va|uedso|utlonscorrespondlngtothetwocomp|exconugateelgenva|ues
andz.
cXump| e
Flndagenera|so|utlonofthesystem
dx,
= 4x, - 3x
:
,
dt
dx
:
= 3x, + 4x
:
.
dt
(23)
Sol ution Thecoefnclentmatrlx
FIGUR 5.4.4. Direction feld
system x; = 4x, - 3X
2
,
X = 3x, + 4X
2
of Example 3.
4 -3
A =
3 4
hascharacterlstlcequatlon
andhencehasthecomp|exconugateelgenva|ues=4- 3/ andz=4+3/ .
Substltutlng=4- 3/ lntheelgenvectorequatlon- v=0,wegetthe
equatlon
A- (4- 3/ )
} v=
for an assoclated elgenva|uev = a bDlvlslonofeachrow by 3 yle|ds the

two sca|arequatlons
/a - b = 0,
a + /b = 0,
eachofwhlchl ssatlsned bya = i and b = / . Thusv = i / lsacomp|ex
elgenvectorassoclatedwlththecomp|exelgenva|ue=4- 3/ .
Thecorrespondlngcomp|ex-va|uedso|utlonx(t) = ve
ofx' =l s then
@
i
( 3
.
3 )
@
cos3t - /sln3t
|
x t
e cos t - SH t e
3 +
.
3
.
cos t SH t
Therea|andlmaglnarypartsof x(t)aretherea|-va|uedso|utlons
( )
-
cos3t
x, t
e .
3 SH t
- sln3t
and x
:
(t) = e
cos 3t
Area|-va|uedgenera| so|utlonofx' =Axls then glven by
c, cos3t - c
:
sln3t
x(t)= c, x,(t)+c
:
x
:
(t) = e .
3t + 3t
c, SH c
:
cos
Flna||y,agenera|so|utlonofthesystemln(23)lnsca|arformls
x, (t) = c
(c, cos3t - c
:
sln3t) ,
x
:
(t) = c
(c, sln3t +c
:
cos3t ) .
Flgure5. 4. 4shows sometyplca| so|utloncurvesofthesysteml n(23) . Each
appearstosplra|counterc|ockwlseasltemanatesfromtheorlglnlnthex, x
:
-p|ane.
Actua||y,becauseofthefactorc
lnthegenera|so|utlon,weseethat
FIGURE 5.4.5. The three brine
tanks of Example 4.
cXump| C4
A|ong each so|utlon curve, the polnt (XI (t ) , X2 (t ) ) approaches the orlgln as
t - -, whereas
The abso|uteva|uesofXI (t) and X2 (t) both lncrease wlthoutbound as t --
+> z
Flgure : shows a c|osed system ofthreebrlne tanks wlth vo|umes VI ,
V2 , and v
Thedlfferencebetweenthls systemandthe'opensystemofFlg. : z
ls thatnowthelnHowtotank ls theoutHowfromtank3. Wlththe same notatlon
aslnExamp|ez.theapproprlatemodlncatlonotEq , i :ls
dXI
= /, x,
dt
dX2
dt
whereki =JVi asln, i :
,z:
Flnd theamountsXI ( t) , X2 (t) , andX3 (t) ofsa|tattlme t lnthethreebrlne tanks ot
Flg. : lfVI =ga|, V2 =zga|,V3 =ga|, and= i ga|Jmln
Sol ution Wlththeglvennumerlca|va|ues,,z:takestheform
- = c z : x
dx
- z z
dt
: - z
,z
wlthx = XI X2 X3 asusua|. Whenweexpandthedetermlnantofthematrlx
- z- c z
A-
= c z - :
c : z-
a|onglts nrstrow, we nndthatthecharacterlstlcequatlonofls
, -c z- , -c :- , - z- + , z , z , :
=
3
- , s
:
, z
= -,+ :
2
+ , z
2
]=c
,z:
ThusA hasthezeroelgenva|ue
= andthecomp|exconugateelgenva|ues,
z= - :+,c z /
CASE 1 : ,=+ Substltutlonot=clnEq. ,z:glvestheelgenvectorequatlon
- z z .
(A- c
= z - : / =
: - z c
. 4 The Ei genval ue Method for Homogeneous Systems 377
forv = a b c . Thehrstrowglvesa = c andthesecondrow glves a = 2b,
sovo = 2 l 2 ]
T
ls anelgenvectorassoclatedw| ththeelgenval ceA
O
= O. The
correspondlngsolutlonxo (t ) = voeAOI otEq. (25) lstheconstantsolutlon
(t ) =
(27)
CASE 2: = -0. 4 - (0. 2) i .
theelgenvectorequatlon
Substltutlonot= -0. 4 - (0. 2) i lnEq.(26) glves
0. 2 + (0. 2) i
[A - ( -0. 4 - (0. 2) i ) I] v = 0. 2
0. 0
0. 0
(0. 2) i
0. 4
0. 2
0. 0 /
0. 2 + (0. 2) i c
The secondeqcatlon (0. 2)a + (0. 2) i / = 0 is sati shedbya = and/ = i . Then
thehrstequatlon
[ 0. 2 + (0. 2) i ]a + (0. 2) c = 0
glvesc = l - i . Thusv =
;
i ( l - i ) lsacomplexelgenvectorassocl-
atedwlththecomplex elgenvalue A = -0. 4 - (0. 2) i .
Thecorrespondlngcomplex- valuedsol utlonx( t ) = veAl ot(25) ls
x( t ) = l
= l
; - i
T
e( -0
.
4-0
. 2i
) 1
l - i e( -0. 4) ' (cos O. 2t - i si n O. 2t )
= e( -0
.
4)
1
sln0. 2t + i cos0. 2t .
0. 2t - i sln0. 2t
cos0. 2t - sln0. 2t - i cos0. 2t + i sln0. 2t
Therea|andlmaglnarypartsotx( t ) arethereal -valuedsol ctlons
A[ (t ) = e( -0. 4)1 sln0. 2t ,
cos O. 2t
cos0. 2t - sla0. 2t
-
X2 ( t ) = e( -0. 4)1 cos O. 2t .
cos0. 2t + sln0. 2t
Thegeneral so|utlon
hasscalarcomponents
XI (t ) = 2co + e( -0. 4) 1 Cj cos0. 2t - c_sln0. 2t ) ,
(28)
X
2
( t ) = Cg + e( -0. 4) 1 C sln0. 2t + C_ cos0. 2t ) , (29)
X
3
( t ) = 2co + e( -
O
. 4) I [ ( Cj - C
2
) cos0. 2t + ( C + C
2
) s|n0. 2t ]
glvlngtheamountsofsa|tlnthethreetanksattlme
Observethat
(30)
Ofcoursethetota|amountofsa|tlnthec|osedsystemlsconstant, theconstantC
o
ln(30)lsone-nfththetotal amountofsalt. Becauseotthetactorsofe
a
+
ln(29),
weseethat
|lm x, ,= 2c, , |lm x
:
,= c, , and |lm x
,= 2c,.
l = l = l =
l0
FIGUR 5.4.6. The salt content
functions of Example .
Thusas +>thesa|tlnthesystemapproachesase.a,s.edlstrlbutlonwlth
40ofthe sa|t ln eachofthe two 50-ga||ontanks and20 ln the25-ga||ontank.
So whateverthelnltla|dlstrlbutlonofsa|tamongthethreetanks,the|lmltlngdlstrl-
butlon ls one ofunlformconcentratlonthroughoutthesystem. Flgure 5. 4. 6shows
thegraphs ofthethreeso|utlonfunctlonswlth c, = l 0, c, = 30, andC
:
= -I 0, la
whlchcase
..1 ....16, .,,..........
..................
............,....,.....
...,...,......,...
.............,....
........
1. ...
...
2. ...
...
3. ....
.. .
. .
4. ...
.. .
5. .. .
.. .
6. . .
. . .
. .

7. . . ..
.. .
... .
.. .
9. .. .
... .
. .
10. .. .
...
11. . .
...
..
.
12. .. .
...
... .
.. .
14. .. ..
....
... .
....
16. ...
. . .
..1 7 ....25, .......,.

..........,........,,..
....................
.. .. .
..
. . .
....
..
.....
...
...
.....
....
...
..
x,(0) = 50 and x
:
(0)=x
(0)=c
20. .. .
...
...
21. .. .
.. .
... .
..
22. . . .
. . ..
...
23. .. .
..
.
...
24. ...
... .
.....
25. . . .
.. .
...
26. Find the particular solution of the system

..
.
..
. ..
.
that satisfes the initial conditions ..

....... ....
.. ........
.5.4. 7 ...,.. ..,....
......27 ...28 .
.......
..........
..
.......... ....

..................2. ...
..............,.......

!tesawatet
!|ewtate
FIGURE 5.4.7. The two brine tanks of
Problems and
27. . = (gal), .
= (gal)
28. .= (gal ), .
= .(gal)
...........
..........
.5.4. 8 ...,.., ..,....
...= .........29 ...30, .
.....
........= ....=
....
= ...............
.,.......

FIGURE 5.4.8. The two brine tanks of
Problems and
29. . = (gal), .
= (gal)
30. .= (gal), .
= .(gal)
.31 ....34 .....,........
.5.4. 2. .........1; ....
...1 ....2, ...2 ....3, .......
3; ..........,......
.....= .,.
= ....
= ..
................. .
..
.
.................
.....................
...3 ...................
.,... .
....

31. = .,= . = .
= .
=
32. = .,= . .= .
= .
=
33. = .,= . .= .
= .
=
34. = .,= ..= .
= .
=
.35 ....37 ............
.5.4. 5, .........,....
........1 ...2, ...2 .
...3, ... ...3 ...1, .....
....,...........= .,,...
.
= ....
= .........
....... .
....
.......
..................
......... +0) .......
................,... .

....

35. = .,= . = .
= .
= .
36. = .,= .= .
= .
=
37. = .,= .= .
= .
=
....A ....38 ....40, ..
..........,.......
..........x' = Ax.

.

39. A =

40. A =

41. The coefcient matrix A of the .Z .system
.= .. .
+ .
.= . + ..
+ .
.= . + .
..
+ .
.= . .
+ .
..
has eigenvalues Al =
= and
= Find the particular solution of this system that

satisfes the initial conditions
..42 ....50, ......,...
...................
....5. 4 .,,.......
.........x' = Ax ....,
.A.
. .
42. A = .
.

43. A =
.
.
44.

48.
.
.
. .
[ . .
]
45.
.
49.
.

46.

. .

50.

47.
.

.
. 4| COl O
. > . - .
| Z- . Z ! ! *H
| | . . . !
| Z . !
| . Z Z ! !
e 9V! H
e 9VC H
| | . . I . !
| . I . Z . !
| I . . I . 67 ! !
Nh'T > L| 1 M ` > L` L
Q@ .
FIGUR 5.4.9. .
calculation of the eigenvalues and
eigenvectors of the matrix
Mostcomputatlona| systemsofferthecapabl|ltytonndelgenva|uesandelgenvec-
torsreadl|y. Forlnstance,Flg. : showsagraphlngca|cu|atorcomputatlonofthe
elgenva|uesandelgenvectorsofthematrlx
A = c -c z c c
-c c c c c
c c c z -c z
ofExamp|ez We see each elgenvectordlsp|ayed as a co|umn vector beneath lts
elgenva|ue. Notethatwlthresu|tspresentedlndeclma|form, ltls uptoustoguess
(andverlfybymatrlxmu|tlp|lcatlon)thattheexactelgenvectorassoclatedwlththe
thlrd elgenva|ue = 1 ls = | -z Once the matrlx A has been
entered,theM.p/ecommand
eigenvects ( A) ;
theM./e-./..command
Eigensystem[ A]
or theMA1LAucommand
[ V, D] eig ( A)
(whereD wl||beadlagona|matrlxdlsp|aylngtheelgenva|uesofA andtheco|umn
vectors ofV arethe correspondlngelgenvectors) produce slml|arresu|ts. You can
usethesecommandstonndthe elgenva|ues andelgenvectorsneededforanyofthe
prob|emsln thlssectlon.
Foramoresubstantla|lnvestlgatlon, chooseaposltlvelnteger < i c(=.
forlnstance)and|et,
, .,
:
. .,
-
denotethenrstnonzerodlgltsln your student
ID number. Now conslderan open system ofbrlne tanks as ln Flg. : z. except
wlthratherthanthreesuccesslvetanks havlngvo|umes r = i c, ,/ = i . z. .
;ln ga||ons. Ifeach How ratels
= | cga||onspermlnute,thenthe sa|t amounts
x, , . x
:
, . .x
-
,satlsfythe|lnearsystem
x = -/, x
, .
x= /
-
, x
-
, - / x
,/= z.3, .; .
aaa

X l X2 X3
FIGUR 5.5. 1. Three
spring-coupled masses.
5. 5 Second-Order Systems and Mechani cal Appl i cati ons 381
where / = rJ. App|y the elgenva|ue method to so|ve thls system wlth lnltla|
condltlons
Graphtheso|utlonfunctlonsandestlmategraphlca||ythemaxlmumamountofsa|t
thateachtankevercontalns.
Forana|tematlvelnvestlgatlon, supposethatthe system oftanks lsc|osed
as ln Flg. 5. 4. 5, so that tank I recelves as lnHow the outHow fromtank(rather
thanfreshwater) . Thenthenrstequatlonshou|dberep|acedwlthx -/
-
x
-
- /, x,
Now show that, ln thl s ./osea system, as t -- +> the sa|t orlglna||y lntank I
dlstrlbutes ltse|fwlth constant denslty throughout the varlous tanks. A p|ot |lke
Flg. 5. 4. 6shou|dmake thls falr|yobvlous.
Inthl ssectlonweapp|ythematrlx methods ofSectlons 5. 3 and5. 4tolnvestlgate
theoscl||atlonsoftyplca| mass-and-sprlngsystemshavlngtwoormoredegreesof
freedom. Ourexamp|esarechosentol||ustratephenomenathataregenera||ychar-
acterlstlcofcomp|exmechanlca|systems.
Flgure5. 5 . I showsthreemassesconnectedto eachotherandtotwowa||sby
the four lndlcated sprlngs. We assume that the masses s|lde wlthoutfrlctlon and
thateachsprlngobeysHooke` s|awltsextenslonorcompresslonxandforce iof
reactlon are re|ated by the formu|a i = -/x If the rlghtwarddlsp|acementsx, .
x
:
.andx
ofthethreemasses (from thelrrespectlveequl|lbrlumposltlons)area||

posltlve,then
Thenrstsprlngls stretchedthedlstancex, ,
Thesecondsprlngls stretchedthedlstancex
:
- x, ,
The thlrdsprlngls stretchedthedlstancex
- x
:
,
Thefourthsprlnglscompressedthedlstancex
Therefore,app|lcatlonofNewton` s|aw i= -.tothethreemasses(aslnExamp|e

| ofSectlon5 . I ) yle|dsthelrequatlonsofmotlon.
-
:
x
- -/
:
,x
:
- x, +/
,x
- x
:
.
-
x= -/
,x
- x
:
- /
-
x
( I )
A|thoughweassumedl nwrltlngtheseequatlonsthatthedlsp|acementsofthemasses
are a|| posltlve, they actua||y fo||ow slml|ar|y from Hooke' s and Newton` s |aws,
whatevertheslgnsofthesedlsp|acements.
Intermsofthe....= x, x
:
x
the....
-,
.= -
:
(2)
t-...,...-...-....-.,--....-+..-...........-..-..., |.,....+-....,.-...--..-
.-.--.....,,.......-...-.,--....-...,-,.....-+--,.---..-,,..-.-.

.

' '

. .
FIGURE 5.5.2. A system of
spring-coupled masses.
andthe..
(3)
thesystemln, i takesthematrlxform
.
=. (4)
ThenotatlonlnEqs. , | , through(4)genera|lzeslnanatura|waytothesysten
ofsprlng-coup|edmassesshownlnFlg. 5. 5. 2. Weneedon|ywrlte
and
.
-,/,+/
:
/
:
/
:
-,/
:
+/
+
+
+
+
+
+
+
forthemassandstlnessmatrlceslnEq. (4) .
+
+
+
+
-,/
-
-
+/
-
/
-
/
-
,/
-
+/
-
,;
(6)
Thedlagona| matrlx .l sobvlously nonslngular, togetlts lnverse.
we
needon|yrep|aceeachdlagona|elementwlth lts reclprocal. Hencemu|tlp|lcatlon
ofeach slde lnEq. (4)by.
yle|dsthehomogeneous.
(7)
where.
. Therelsawldevarletyof)/./o/essmechanlcal systemsfor
whlch a dlsp|acement or posltlon vector a nonslngular mass matrlx , and a
stlffnessmatrlx.satlsfylngEq. (4) canbedenned.
Solution of Second-Order Systems
To seekaso|utlonof Eq.(7) , wesubstltute(aslnSectlon5. 4foranrst-ordersystem)
atrla|solutlonoftheform
(S)
where vlsaconstantvector. Then
a
:
ve . so substltutlon ofEq. (S)ln (7)
glves
. Second-Order Systems and |ecOani cal Appl i cati ons 383
whlchlmp|lesthat
Av = a
:
v ,9)
Thereforex(t) = year lsaso|utlonotx Axlfaadoalylta
2
= A, aaelgeavalce
ofthematrlxA,aadvlsaa assoclatedelgeavector
Ifx = Axmode|samechanlca|system, thea |tlstyp|calthattheelgeavalces
ofAarenegative realacmbers lf
a
2
= A = u *
thena = Joi Iathlscasetheso|ctlonglvenbyLq. (S)l s
x(t ) = ve
= v(cosot+ i sl aot )
Therea| andlmaglnary parts
x, (t)= v cos ot and x
2
,t : = v sla ot ( l 0)
ofx(t) arethenllnearlylndependeatreal- valued so|ut| oasofthesystem Thlsaaal-
yslsleadstothefol l owlngtheorem
THEOREM 1 Second- Order Homogeneous Linear Systems
IfthematrxAhasdlstlnctnegatlveelgenva|ues-o, -o, . . . ,-owlth
assoclated rea|] elgenvectors Vj , v , . . . ,v, ,thenagenera|so|utlonof
lsglvenby
x = Ax
,
x(t) = )ai coso, t+bi sln o t ) v
i =|
, | |
wlth a and b arbltrary constants In the specla| case of a nonrepeated zero
elgenva|ue
wlthassoclatedelgenvectorv,,
x,(t)= (a,+b,t ) v, , i z
ls thecorrespondlngpartofthegenera| so|utlon.
Remark: Thenonzerovectorv,lsaaelgeavectorcorrespoad|agto
= 0
provldedthatAv, = 0. ltx(t) (ao + /,t) v, , thea
x = 0 v = ,a,+ b,t ) 0 = (ao + b,t )
(Av,) = Ax,
thcsverlfylagtheformlaLq. , i z:
cXump| e 1

La| || e;|ames|t|eas
FIGUR 5.5.3. The mass-and
spring system of Example
.. . .. .. .
Ceas|ae::aemassaaas:|a,sys:emw|:a= zsaewa|at|, se.aase:ae:e
|sae:a|:as:|a,.eaae.:ea:ea:|,a:aaaawaii,wese:/
=O. iim = z.m2 = i .

/, = i cc.aaa/
= c. :aea:aeeaa:|eaMx" = Kx is
, i
wa|.a:eaa.es:ex" = Ax w|:a
1ae.aa:a.:e:|s:|.eaa:|eaeiA |s
,-:- ,-c- - c
z=
2
+i z+zcc
= ,+z ,+i cc=c.
seA aas:aeae,a:|vee|,eavaiaes, = -z aaa2 = -i cc sy1aee:em i .
:aesys:em| a, i :ae:eie:eaasseia:|easw|:a .|:.aia:[i:eaea.|esuj = aaa
u2 = i c
CASE 1 : , = -z 1aee|,eave.:e:eaa:|ea(A - U)v =0 |s
-c z
u c
c -z / c
seaae|,eave.:e:asse.|a:eaw|:a, = -z|sV, = i z
CASE 2: 2 = -i cc 1aee|,eave.:e:eaa:|ea(A - U)v =0 |s
seaae|,eave.:e:asse.|a:eaw|:a2 = -i cc|sV2 = i -i ]
sy, i i |:ieiiews:aa:a,eae:aiseia:|eaei:aesys:emia, i |s,|vea|y

x(t) = ,u,.es+/,s|a ) v
. +,a
.esl Ot +/
s|al Ot)v2 . , i :
As |a:aea|s.ass|eaeisamie eise.:|ea z. :ae:we :e:ms ea:ae:i,a:ia
, i ::e:esea:.ei:aemassaaas:|a,sys:em 1aeyaes.:|oe
:aeays|.aisys:em s:we.....a:|:s:we,.i:.aia:[...
..u, = aaau2 = i c1aeaa:a:aimeae
,w|:a c, = ,u+ / , .es a, =uj }cj , aaas|a a, =/, }c, )aas:aes.aia:.emeaea:
eaa:|eas
XI (t) = cj .es ,t - a, ) ,
X2 (t) = zc, .es ,t - a,
, i
cXump| CZ
FIGURE 5.5.6. The three
railway cars of Example
aaa:ae:eie:e aes.:||es ai:ee es.|iia:|ea|awa|.a:ae:wemassesmeve |asya
.a:eay|a:aesamea|:e.:|eaaaaw|:a:aesamei:eaea.y., = 5, |a:w|:a:ae
ami|:aaeeime:|eaei
:w|.e:aa:ei, ,seet|,5. 5. 4). 1aeaa:a:aimeae

aas:aes.aia:.emeaea:eaa:|eas
x,,= .
.es , l c- a
) ,
x
,)= -.
.es , l c- a
) ,
, l :)
aaa:ae:eie:eaes.:||es ai:eees.|iia:|ea|awa|.a:ae:wemassesmeve|asya
.a:eay|aees|:e a|:e.:|eas w|:a :aesamei:eaea.yo
= lcaaaw|:aeaai
ami|:aaeseies.|iia:|ea,seet|, 5. 5. 5).
0
x X2(t)
a
/
FIGURE 5.5.4. Oscillations in
the same direction with frequency
WI = the amplitude of motion
of mass i s twice that of mass
_____ _.___
|
. \ . 1 . V . t t t t t . 1
X2(t)
0 a/l R 1a/l
FIGURE 5.5.5. Oscillations in
opposite directions with frequency
l = l O; the amplitudes of motion
of the two masses are the same.
t|,a:e5. 5. 6saews:a:ee:a|iway.a:s.eaae.:ea|y|ane:s:|a,s:aa::ea.:waea
.em:essea,|a:a|sea,a,e|as:eaaeis::e:.a|a, w|:a = 3, /
= /
= /. aaa
/, =/
-
=c|as ,z:a:ea,a(4), we,e::aesys:em

wa|.a|sea|vaiea::e
w|:a
c
c
+ -/
+ = /
c
., -cj
= c -z.
/
-z/
/
c
-.
/
,/ = i . z. ., =
,

-/
, l )
, l s)
, l )
iiweassameia::ae::aa:, =
,se:aa:cj =.
,:aeaa|:|ei.ema:a:|ea,ives
,z
ie::ae.aa:a.:e:|s:|.eaa:|eaei:ae.eeu.|ea:ma::|s|a , l s) uea.e:ae
ma::|saase|,eavaiaes
,z| a)
.e::eseaa|a,:e:aeaa:a:aii:eaea.|es
,zi o)
ei:aeays|.aisys:em
te:aaame:|.aiesamie,saese:aa::aea:s:aaa:a|:a:a|iway.a:swe|,alz
:easea.a,:aa::aem|aaie.a:we|,ass:eas, aaa:aa::aes:|a,.eas:aa:|s/i
:eas}i:, | e. , / 3000i|}i: 1aea,as|a,saa|:sw|:amassmeasa:ea|asia,s,a
we|,a:eizeaaasaasamasseil sia,),weaave
aaa
3000
.,
750
uea.e:ae.eeia.|ea:ma::|s|s
3000
= :
500
- l z
,zz)
aaa:aee|,eavaiaei:eaea.ya|:s ,|vea|y,zl a)aaa,zl |)a:e
0, o, * 0,
o,= z,aaa-l :,
CASE 1 : 0, o, c. 1aee|,eave.:e:eaa:|ea 0 |s
-l z
se |: |s .iea::aa: v, l l l|s aa e|,eave.:e:asse.|a:ea w|:a
O.
A..e:a|a,:e1aee:eml , :ae.e::eseaa|a,a::eia,eae:aiseia:|eaei
is
CASE 2:
= z 1aee|,eave.:e:eaa:|ea 0 | s
0
+ :
~s
+
se|:|s.iea::aa:v
l 0 - i ]
|saae|,eave.:e:asse.|a:eaw|:a
A..e:a|a,:e1aee:eml , :ae.e::eseaa|a,a::eia,eae:aiseia:|eaei
is
CASE J: x
= -l :,o
=: 1aee|,eave.:e:eaa:|ea- xi)v 0|s

l z
l :i)v
se|:|s.iea::aa:v
= l - l |saae|,eave.:e:asse.|a:eaw|:ax
* l :
A..e:a|a,: e1aee:eml , :ae.e::eseaa|a,a::eia,eae:aiseia:|eaei
=is
1ae,eae:aiseia:|ea= x,x
ei
=|s:ae:eie:e,iveaoy
1eae:e:m|aeaa::|.aia:seia:|ea,ie:assaese:aa::aeiei:mes:.a:|smevia,:a
:ae:|,a:w|:aveie.|:y t aaaa::|me = cs::||es:aee:ae::we.a:s,wai.aa:e
:e,e:ae:|a:a::es: 1ae.e::eseaa|a,|a|:|ai.eaa|:|easa:e
x, ,c)=x
,c)=x
,c)= c.
x,c) = t, x ,c)=x ,c)=c
1aeasa|s:|:a:|eaei,z+a)|a,z),|ves:aes.aia:eaa:|eas
a, a
=c,
a, a
= c,
a, - a
c,
,z:a)
,z:o)
wa|.a:eaa|iyy|eiaa, = a
= a
= c uea.e:aees|:|eaiaa.:|easei:ae:a:ee
.a:sa:e
x, ,)= /, /
s|a z/
s|a :,
x
,)=/, - /
s|a :,
x
,)= /, - /
s|az/
s|a + ,
aaa:ae|:veie.|:yiaa.:|easa:e
x ,)= /, z/
.es z+/
.es + .
x ,)=/, - l z/
.es : ,
x ,)=/, - z/
.esz:/
.es:
sa|s:|:a:|eaei,z+|)|a,z:),|ves:aeeaa:|eas
/, z/
:/
= t,
/, l z/
= c,
/, - z/
:/
= c
,z)
,z:)
:aa::eaa|iyy|eia/, ,,/
= ,,aaa/
_, t|aaiiy,:aees|:ieaiaa.:iaas
|a,z)a:e
x, ,)= _c, , l zs sia zs|a : ) ,
- 3sia + ) ,
x
,) _c, , l z - s s|a z+ s|a : )

,z
sa::aeseeaa:|easaeiaeaiyseiea,as:ae:we|ane:s:|a,s:emaia.em
:essea,:aa:|s, wa|ie|e:a
x
x, * c aaa x
- x
* +
1ea|s.eve:waa::a|s|mi|esa|ea: , we.ema:e
aaa,s|m|ia:iy,
x
,)- x,,) _c, ,-ss|az- +sia +)

-_c, ,ssiazss|az.esz)
= - c, ,s|az) , l .esz)
x
,)- x
,)= - c, ,s|a z) , l .es z )

i:ieiiews:aa:x
- x, * caaax
- x
* caa:|i r } z l ,se.eaas),a:
wai.a:|me:aeeaa:|eas|a,z:)aaa,z),ive:aevaiaes
we.ea.iaae:aa::ae:a:ee:a|iway.a:s:ema|aea,a,eaaaameia,:e:ae:i,a:
aa:|i aisea,a,emea:e..a:s a::|me r }z 1ae:eaue:, .a:s l aaaz:ema|aa:
:es:, , ,wa|ie.a:3 .ea:|aaes:e :ae:i,a:w|:aseea, ii,ie:ias:aa.e,, :s
iee:e:se.eaa,a|ea:33 m|iese:aea:), :aea:ae:a:ee.a:s::aveiaais:aa.eai
9r zs z,i:)aa:|a,:ae|:l se.eaaseiea,a,emea:,aaa
x,,)=x
,)= 9r, x
,)= :s- l - ,z)

ie: >r }zt|,a:e |iias::a:es:ae|eie:eaaaai:e:si:aa:|eas,aaati, s
saews:ae,:aasei:aeiaa.:|easx,, ) , x
,) ,aaax
,)|as,z)aaa,z )
Forced Oscillations and Resonance
saeseaew:aa::ae/ :amassei:aemassaaas:ia,sys:emiati, zissao]e.:
:eaa es:e:aaiie:.e F, ,/ i . z, , ; |aaaa|:|ea:e:aeie:.esese::ea|y:ae
s:|a,sa::a.aea:e|: 1aea:aeaeme,eaeeaseaa:|ea.
= .is:eia.eawi:a
:aeaeaaeme,eaeeaseaa:|ea
. . ,zs)
. SCCCOOOC SylCOOOO|CCOOO| CO' /' | COl| CO 389
_
:
50
25
:
CarJ `
. v
conunt|cs
Cars l and 2
' _
0. 5 | . 0 | . 5 2. 0 2. 5
'
FIGURE 5.5.7. (a) Before; (b) after. FIGURE 5.5.8. Position
functi ons of the three rai lway cars
of Example
cXump| e
FIGURE 5.5.9. The forced
mass-and-spri ng system of
Example
a-:- F, F2 FIl . :a- external force vector |e: :a- ,:-m Ma|
:.| . .+:.ea |, ' ,.-|!
x" Ax + f (29)
a-:- f . :a- -s:-:a+| |e:.- -.:e: per unit mass. w- +:- --..+||, . a:-:-:-! .a
:a- .+- e| + periodic exteral force
f, .e . ,1I
,a-:- . + .ea:+a: -.:e: v- :a-a +a:...+:- + -:.e!.. +::..a| +: e|a:.ea
x_ , ) e .e . ,1 1
.:a :a- |aea -s:-:a+| |:-a-a., . +a! . :a + .e-u..-a: -.:e: c ,-: :e |- !-:-:
m.a-! s-.+a- x = .
2
c .e . . a|:.:a:.ea e| ,1I +a! ,1 | .a (29), |e||e-!
|, .+a.-||+:.ea e| :a- .emmea |+.:e: .e . . ,.- :a- | .a-+: ,:-m
(12
:e |- e|-! |e: c.
O|-:- :a+: :a- m+::. s A + .
2
. aea.a,a|+:-.a a..a .+- ,1: .+a
|- e| -! |e: e-aa|- .` A, +a -.,-a+| a- e| A. 1aa + -:. e!.. +::..a|+:
e|a:.ea e| :a- |e:m .a (3 1 ) -s.: :e.!-! :a+: :a- -s:-:a+| |e:..a, |:-a-a.,
!e- not -a+| ea- e| :a- a+:a:+| |:-a-a..- ., W2 , . . . , Wn e| :a- ,:-m 1a-
.+- .a a..a . is + a+:a:+| |:-a-a., .e::-ea! :e :a- a-aem-aea e| resonance
!..a-! .a s-.:.ea 2. 6.
sae- :a+: : a- -.ea! m+ .a s+m|- ; . a|]-.:-! :e :a- -s:-:a+| -:.e!..
|e:.- I .e . 1a-a . :a m, 2, m2 ; . k, ; Ic. k2 c. +a! I .a
t., ^. (29) :+|- :a- |e:m
: 2
I
x
c c
x +
c
.e . .
+a! :a- a|:.:a:.ea x c .e . |-+! :e :a- -a+:.ea
.` : 2 c
c .` I
c
c
, 11
,1:
390 Chapter Li near Systems of Di fferenti al Equati ons

`
orccdIrcgucncy
FIGURE 5. 5. 10. Frequency
amplitude plot for Example
ie::ae.eeia.|ea:ve.:e:c = ., .
1a|y:em|:e+a|iyeiveaie:
l zc
.,
- --
,o
- z) ,o
- l cc)
.
c,.
- )
.
:
= -
,o
z) ,.
- l cc)
,)
te:|as:aa.e,|i:aees:e:aaia+:eai:eaea.y|.
= c,:aea,)y|eia
., -l , .
:
= -l 1ae:eai:|a,ie:.eae:|ea|.e.|ii+:|ea|saes.:|oeaoy
x, ,)= - .e o . x
,)= - .e o
1aas:ae:wemasseses.|iia:e|asya.a:eayw|:aea+i+mi|:aae+aa|a:ae+me
a|:e.:|ea
ii :aees:e:a+isa+:eai:eaea.y|.
= l z, :aea, ) y|e|a., . .
=
-l 1ae:esai:|a,ie:.eae:|ea|.e.|ii+:|ea|ae.:|oeaoy
x, ,)= .es o . x
, ) = - .e . .
aaaaew:ae:wem+ssees.|ii+:e|aya.a:eay|aee|:ea|:e.:|eas.oa:w|:a:ae
ami|:aaeeime:|eaei
:w|.e:a+:ei,
i:|s ev|aea:i:em:aeaeaem|a+:e:|a,):a+:., +aa.
:
+:e+.a +
o a:ea.aese|:ae:ei:ae:wea+:a:+|i:eaea.|es., = +aa., = l c,ieaaa
|asamiel ) t|,a:e l csaews+ie:ei:aeam||:aae, ccei:aeie:.ea
e:|ea|.se|a:|eax,)= c .eoas+iaa.:|eaei:aeie:.eai:eaea.y. 1aee+|s
+:o
= aaao
= l cesa|||:v|a+|iy:aeaeaemeaeaei:eea+a.e
Periodic and Transient Solutions
i:ieiiewsi:em1aee:em:eise.:|ea :aa:+a::|.aia:eia:|eaei:aeie:.ea
ys:em
x= Axg .es. ,:)
w||i|eei:aeie:m
,)
wae:ex
,
, ) |saa::|.a|a:seia:|eaei:aeaeaaeme,eaeeasy:em+aax ,)|+
seia:|eaei:ae.e::eeaa|a,aeme,eaeeays:em i:|s:y|.+iie::aeeiie.:ei
i:|.:|eaai:es|s:aa.e|ame.aaa|.aiy:em:ea+mea::ae.emiemea:+:yiaa.:|ea
seia:|eax , ) , e:aa:
x ,)-0 as - ,s)
Hea.ex ,)|+transient solution :a+:aeeaaea| yea:ae|a|:|+|.eaa|:|ea, |:
a|es ea:w|:a :|me, ie+v|a,:aesteady periodic solution x
,
,):esai:|a,i:em:ae
es:e:a+ia:|v|a,ie:.e
x,)-x
,
, ) + -
,)
Asa:a.:|.aima::e:,eve:yays|.+isys:em|a.iaaei:|.:|eaa|:es|:+a.e,aeweve:
smaii):aa:aamsea:::aa|ea:aia:|aa|a:a|sm+aae:
Problems
.1 ....7 ............,.....
......5.5. 1 1 ...,....
,
..
......................,...
............,...........
...........
FIGURE 5. 5. 11. The mass-and-spring
system for Problems through
1.
. .
(no walls)
2.
. .
. .
. .

4.
. .
5.
..
. .
.
7.
. . .
.
..8 ....10 ............,.....
.........,.
.,....
.......
....
............
.,
..................
.....,,........., . ,...
8. The mass-and-spring system of Problem with
cos
=
..
..
..
11. Consider a mass-and-spring system containing two
masses and
whose displacement func

tions . and . satisfy the diferential equations
... .
. . .
(a) Describe the two fundamental modes of free oscilla
tion of the system. (b) Assume that the two masses start
in motion with the initial conditions
and
. .
. .
and are acted on by the same force,
cos Describe the resulting motion as a superpo

sition of oscillations at three diferent frequencies.
..12 ...13, ......,....
........5. 5. 1, ..............
.,.............,.......
. .
.,.....,........
..cos ..
cos ..
cos .
12.
13.
14.
15.
16.
. .
. .

.One eigenvalue is .
In the system of Fig. assume that , .
.
and in mks units, and that .Then

fnd
so that in the resulting steady periodic oscillations,

the mass ml will remain at rest( ! ) . Thus the effect of the
second mass-and-spring pair will be to neutralize the ef
fect of the force on the frst mass. This is an example of
a ......,It has an electrical analogy that some
cable companies use to prevent your reception of certain
cable channels.
FIGURE 5.5.12. The mechanical
system of Problem 14.
Suppose that
. .
, and . (all in mks units) in the forced

mass-and-spring system of Fig. Find the solution of
the system .
,
.F that satisfes the initial condi
tions .. .
Figure shows two railway cars with a bufer spring.
We want to investigate the transfer of momentum that oc
curs after car with initial velocity 0impacts car at rest.
The analog of Eq. in the text is
.
X
with . for Show that the eigenvalues of
the coefcient matrix A are and
with associated eigenvectors v
and .
|
X2' (O) =0
FIGURE 5.5.13. The two railway
cars of Problems 1 6 through
17. If the two cars of Problem 1 6 both weigh 16 tons ( so that
(slugs and .ton/ft (that is,

lb/f), show that the cars separate afer J/seconds, and
that .and . 0 thereafer. Thus the original
momentum of car is completely transferred to car
18. If cars and 2 weigh and tons, respectively, and
.= lb/f, show that the two cars separate afer /
seconds, and that
.
| c, and . = + c,
thereafer. Thus the two cars rebound in opposite direc
tions.
19. If cars and 2 weigh .and tons, respectively, and
.= lb/f, show that the cars separate afer J/2 sec
onds, and that
.
= +| c, and . = + c,
thereafter. Thus both cars continue in the original direc
tion of motion, but with diferent velocities.
.20 ....23 ...........
.................,.,.....
.,...............5. 5. 6 ...........
.,2. ......... = ..XI =
X = X_ = .............
c,= .......................
= /2 ......,....,
....................
........ . .... ....
/2. ...,.............,
2) ........................
..,,,....
20. .= c,..= .= c,
21. .= c,.. = . = c,
22. .= c,..= c,..= c,
23. .= c,.. = c,.. = c,
24. In the three-railway-car system of Fig. suppose that
cars and 3 each weigh 32 tons, that car 2 weighs tons,
and that each spring constant is .tons/ft. If . = c,
and .= .= show that the two springs are
compressed until = /2 and that
. =
c, and . = . = + c,
thereafter. Thus car rebounds, but cars 2 and 3 continue
with the same velocity.
The To-Axle Automobile
...,4 .2. 6 .........
...................
....................
.,..........,.........5. 5. 14 ,
.......,.................
........................
L = LI +L
2
. ..........
............L I ......
.............,....,...... ..
.........
.,........
.......,.......
..,.. ..........,.
................ ....
....................
.,....
25.
26.
La|||ot|am
es|t|ea
FIGUR 5.5.14. Model of the
two-axle automobile.
.
Suppose that = slugs (the car weighs .lb), LI =
f, L
2
= ft (it' s a rear-engine car), .= .
=
lb/f, and = f l b s
2

Then the equations in .
take the form
.+
,
ooox =
.+ =
(a) Find the two natural frequencies WI and W
2
of the car.
(b) Now suppose that the car is driven at a speed of cfeet
per second along a washboard surface shaped like a sine
curve with a wavelength of .f. The result is a periodic
force on the car with frequency W = -c}
,
o = -c}o
Resonance occurs when with W = WI or W = W
2
. Find the
corresponding two critical speeds of the car (in feet per
second and in miles per hour) .
Suppose that . = .
= .and L
I = L
2
= | L in
Fig. .(the symmetric situation). Then show that ev
ery free oscillation is a combination of a vertical oscilla
tion with frequency
and an angular oscillation with frequency
..27 ....29, .....5.5. 14 ....
..........,.......,....
,.... (u) ........,......
.. (b) ...................
........................
...,..
27. = = LI = L
2
= .= .
=
28. = = LI = L
2
= . .= .
=
29. = = L
I
= L
2
= .= .
=
5. 6 Mul ti pl e Ei genval ue Sol uti ons 393
luItipl Eialue Solutions
cXump| e 1
iase.:|ea :we+w:aa:|i:ae m+::|sna+a/s/.,:e+|a:.am|es)
e|,eava|aes, ,x
x
-
w|:a:ee.:|ve+e.|a:eae|,eave.:e:v, ,v
v
-
:aeaa,eae:aieia:|eaei:aey:em
|s,|vea|y
as
~ = ns
a
, l )
,z)
w|:a+:||::a:y.ea:aa:., ,.
.
-
ia:a|se.:|eawea|s.as:aes|:a+:|aaaea
:ae.aa:a.:e:|:|.eaa:|ea
n- =c
aeesoaavea|s:|a.::ee:s, aaa:aasa+s+:iea:eae:ee+:ea:ee:
Aae|,eav+iae|seimUltiplicity / |i|:|s+/ieia:ee:ei ,: te:e+.a
e|,eavaiae,:aee|,eave.:e:eaa:|ea
,n- v=0 ,:)
aasa:ieas:eaeaeaze:eeia:|eav,se:ae:e|+:ie+s:eaee|,eave.:a:+a.|+:ea
w|:a sa:aae|,eavaiaeeimai:|i|.|:y/ > l may aave)ee:aaa/||ae+:i,
|aaeeaaea:asse.|a:eae|,eave.:e:s.ia:a|.+ewea:eaaa|ie:eaaaa.am|e:e
se: ei i|aea:iy |aaeeaaea:e|,eave.:e:s ain, a aeeaea:eie:m:ae,eae:+|
seia:|ea|a,z)
Le:a.aii+ae|,eav+iaeeimai:|i|.|:y/ complete |i|:a+/ i|ae+:i, |a
aeeaaea:ase.|+:ea e|,eave.:e: iieve:ye|,eavaiaeei:aem+::|sn|.am
ie:e,:aea-|e.aasee|,eave.:e:sae.|a:eaw|:aa|ne:ea:e|,eav+iaesa:ei|ae+:|,
|aaeeaaea:-|:ieiiews:aa:naeesaavea.emie:ee:eii|aea:iy|aaeeaaea:
e|,eave.:e:sv, , v
v
-
asse.|a:ea w|:a :aee|,eav+iae , ,

-
,e+.a
:ee+:eaw|:a |: mai:|i|.|:y) ia:a| .+e +,eae:ai seia:|eaeis = ns|:||i
,|vea|y:aeaaai.em||aa:|ea|a,z)

t|aaa,eae:aieia:|eaei:aesy:em
:
-l
:
,
Sol ution 1ae.aa:a.:e:|s:|.eaa:|eaei:ae.eeia.|ea:ma::|sn|a,)|
n- =
-
-:
:
:
-i -
:
+
+
-
= ,- ,- ) , -l - z:[
= ,- ) , l - s
)
=,- ) ,- )
= +
1aasnaa:aea|s:|a.:e|,eavaiae
,
= aaa:ae:eea:eae|,eavaiae
= ei
mai:|i|.|:y/=z
CASE 1:
, = 1aee|,eave.:e:ea+:|ea,n-: =0, ae:ev . / c
,
|s
(A - iv
|
+.aei:aea:s::waea+:|eas,:.+:/ = c+aa-:.- :/ = c,y|eia/ = -.
1aea:ae:a|:aea+:|ea:eaa.e:ez.- z.=c.e:a+:c . 1ae.ae|.e. =
:aeay|eias:aee|,eave.:e:
v, = i -l i
+se.|+:eaw|:a:aee|,eav+iae, =5.
CASE 2:
:
= New:aee|,eave.:e:ea+:|ea|
: :
,n- : v= : -:
: :
e:aeaeaze:eve.:e:v= . / . |+ae|,eave.:e:|i+aaeai,|i
:.+ :/=c, ,::
:a+:|, /= -. 1aei+.::a+:,::aeeae:|avaivec me+as:a+:.|+:o|::+:y,
ao]e.::e:ae.eaa|:|eav=0. ii.= l , :aeawem+y.aeee.=/=c,:a|,|ve
:aee|,eave.:e:
v
:
= c c l
+sse.|+:ea w|:a
:
= ii. = c, :aea wema:.aeee. :e oeaeaze:e te:
|as:+a.e,|i.=z,:e+ve|ai:+.:|eas),:aea/=-. se
v
= z - c
|s+e.eaai|ae+:iy|aaeeaaea:e|,eave.:e:+se.|+:eaw|:a:aemai:|||.|:yze|,ea
v+iae
:
=
1aawea+veieaaa+.emie:ee:v
,
.
:
.v
ei:a:eee|,eave.:e:+e.|+:ea
w|:a:aee|,eav+iaes, , 1ae.e::eeaa|a,,eae:+iseia:|eaei(5)|
w|:as.+i+:.emeaea:iaa.:|aa,|veaoy
x,,:= ., e
+ z.
.
x
:
,=-.,
e
- .
.
x
,:= ., e
+.
:
e
,)
cXump| eZ
. |O' l| ' C L| _COvO' OCSC' Ol| CO 395
Remark: Oa: .ae..- .a s+m|- ei :a- :e -.,-a-.:e:
V
2

+a! V
3
: I [
+e..+:-! .:a :a- :--+:-! -.,-a+|a- A
2
|-+: .emm-a: 1a- i+.: :a+:
- ie: +ay -.,-a-.:e: +e.i+:-! .:a A
2
m-+a :a+: +a, a.a -.,-a-.:e:
.+a |- :.::-a +
+a! :aa . + |.a-+: .em|.a+:.ea e| V
2
+a! V
3
. 1a-:-ie:-. ,.-a +a! c ae: |e:a
z-:e. - .ea|! .aee- v :+:a-: :a+a V
3
+ ea: :a.:! -.,-a-.:e:. +a! :a- a- ,-a-:+|
e|a:.ea
CI VI e5t + c
2
v
2
e
3
t + C
3
ve
3
t
ea|! |- -a.+|-a: :e :a- ea- .a (7) . 1aa - a--! ae: e::, +|ea: m+|.a, :a-
:.,a: .ae..- ei ia!--a!-a: -.,-a-.:e: +e..+:-! .:a + ma|:.|- -.,-a+| a-
Aay .ae..- .|| !e, - ,-a-:+||, m+|- :a- . m|-: ea- - .+a
Defective Eigenvalues
1a- ie||e.a, -s+m|- ae :a+:-aaie::aa+:-|,-ae: +|| ma|:.|- -.,-a+|a- +:-
.em|-:-
1a- m+::. s
a+ .a+:+.:-:. :i. -a+:.ea
n
A
7 - A
I A) (7 - A)
A
2
- 8A + l (A - 4)
2
O.
( 8)
1aa n a+ :a- .a,|- -.,-a+|a- A j 4 e| ma|:.|...:, 2 1a- -.,-a-.:e: -a+:.ea
, n 4I) v
:a-a +meaa: :e :a- -a.+|-a: .+|+: -a+:.ea

+ O.
H-a.- .i v . :e |- +a -.,-a-.:e: e| n 1a-:-|e:- +ay -.,-a
-.:e: +e..+:-! .:a A I 4 . + aeaz-:e ma|:.|- ei v
T
. 1aa :a-
ma|:.|...:, 2-.,-a+|a- A j 4 a+ ea|, ea- . a!--a!-a: -.,-a-.:e:. +a! a-a.-
i ia.em|-:-
Aae|,eavaiaexeimai:|i|.|:y/> i|s.+iieadefective |i| :|ae: .emie:e
iixaaeaiyp < /i|ae+:iy|aaeeaaea:e|,eave.:e:,:aea:aeaamoe:
a = / - p ,)
eim|ss|a,e|,eave.:e:s|.aiiea:aedefect ei:aeaeie.:|vee|,eav+iaeA. 1aa
:aeaeie.:|vee|,eavaiaex, = :|as+mieza+mai:|i|.|:y/ = z+aaaeie.:
a= i .|e.aasewes+w:aa:|:aaseaiyp= i +e.|+:eae|,eave.:e:
ii:aee|,eav+iaeei:ae m+::|sA +:eae:+ii.emie:e,:aea:aee|,ea
vaiaeme:aeaasye:aes.:||eaw|ii:eaa.e)ee:aaa:aeaeeaeai|ae+:iy|aae
eaaea:seia:|easei:aesys:emx
'
=Ax. we:ae:eie:eaeea:ea|.eve:aew:eaaa
:aem|ss|a,seia:|eas.e::eseaa|a,:e+aeie.:|vee|,eav+iaeA eimai:|i|.|:y
/ > i
The Case of Multiplicity h Z
Le:as|e,|aw|:a:ae.ae/ = z, aaasaese:aa:wea+veieaaa,+s|as+mie
z):aa::a-:e|seaiyas|a,iee|,eave.:e:v,ase.|+:eaw|:a:aeaeie.:|vee|,eav+iae
x 1aeaa::a|se|a:wea+veieaaaeaiy:aes|a,ieeia:|ea
, i c
eix: = Ax. syaa+ie,yw|:a:ae.aeei+:ee+:ea.a+:+.:e:|:|.:ee:ie:+|a,ie
i|aea:a|ne:ea:|aiea+:|ea,se.:|eaz ), wem|,a:aee:eaaa+se.eaaeia:|ea
ei:aeie:m
, l l )
waeawesa|s:|:a:ex =
| ax' =Ax, we,e::aeeaa:|ea

sa:|e.aase:ae.eeu.|ea:ei|e:ae
+aae
ma:o+i+a.e,|:ieiiews:a+:
=0,
aaa aea.e:aa:X
, ~ 0. 1a|sme+a :a+:-.ea::+:y :e ea:aee-:ae y:em

x
'
= Ax aeesae:aaveao/././eia:|eaei:aeie:m+samea|a, i i
ia:eaaeis|miy,|v|a,aea:ae|aeaoea|aa, i i . ie:aes:eaa| :si|,a:iy
aaa:eia.ev
:
w|:av, v
1aaweesie:e:aee|o|i|:yei+e.eaaeia:|ea
ei:aeie:m
, i z)
wae:ev,aaav
a:eaeaze:e.eas:aa:ve.:e:waeawea|:|:a:ex =v, e
+v
|ax
'
=Ax, we,e::aeeaa:|ea
, i
weeaa:e.eeu.|ea:seie
aaae
ae:e,+aa:ae:eoyeo:+|a:ae:weea+:|ea
(A Jv, =0 , i ::
aaa
, l )
:aa::aeve.:e:sv,aaav
mas:s+:|siy|ae:ae:ie:, i z:a,|ve+seia:|eaei x=Ax.

Ne:e:aa:, l :)me:eiy.eaa:ms:a+:v, |+ae|,eave.:e:eiA +sa.|+:ea
w|:a:aee|,eavaiae 1aea , l ) +ys:a+::aeve.:e:v
+:|saes:aeea+:|aa
i:ieiiews:aa:,|ae:ae::eseives|mai:+aeeaiy:ae:weea+:|eas|a( 1 4) +aa, l ),
|:sau.es:eaaaaseia:|eav
ei:aes|a,ieea+:|ea(A - l)
0 sa.a:a+::ae
:esai:|a,ve.:e:v, (A - i)v
|o,eoi::anea::a+::a|s|aiw+,as||ie
|i:aeaeie.:|vee|,eavaiae eiA |eimai:|i|.|:yz Ceaseaea:iy,:ae:a.eaa:e
aes.:||ea|a:aeieiiew|a,ai,e:|:amaiwaysa..eeas|aaaa|a,:we|aaeeaaea:
seia:|easasse.|a:eaw|:asa.aaae|,eavaiae
ALGORI THM Defective Multi pl i city Z Eigenval ues
1. t|:s:aaaaaeaze:eseia:|eav
ei:aeeaa:|ea
sa.a:aa:
(A - i) v
=v,
|saeaze:e,aaa:ae:eie:e|saae|,eave.:e:v
,
asse.|a:eaw|:a
Z. 1aeaie:m:ae:we|aaeeaaea:seia:|eas
aaa
eix' =Ax .e::eseaa|a,:e
l
x
|
_ x.
, l :)
, l )
, l s)
, l )
(?0)
Sol ution iasamiezweieaaa:aa::ae.eeu.|ea:ma::|sA |a(?0) a+:aeaeie.:|ve
e|,eavaiae =4 eimai:|i|.|:yzwe:ae:eie:e|e,|a|y.+i.ai+:|a,
uea.e , l :)|s
v
0,
aaa:ae:eie:e|ssa:|saea|y.y.ae|.eeiv
ia:|a.|ie,| :.eaiaa+ea:a+:
(A - :i) v
|saeaze:e,asaes|:ea)ie:eme.ae|.eseiv
:aeaaaa:ia:e:ae:s ii
J
0^
- I
-Z
- J
-+
system .= x, - x, .
x= x, :x,of Example
we::yV2 = . c
t
weaaa:a+:
-
( A - 4I) v
= Y(
|aeaze:e,+aa:ae:eie:e|+ae|,eave.:e:+sse.|+:ea|:aA = 4. ,i:| - :|me
:aee|,eave.:e:ieaaa|as+mie2. ) 1ae:eie:e:ae:weseia:|eaei(20) ,|vea
oy, l s)+aa . +:e
, ;
-
s, = vi e =
e .
1ae:eai:|a,,eae:+ieia:|ea
s,;= ., s,,;.
,;
aa.+i+:.emeaea:iaa.:|ea
x,,;= , -.
- .,e
-
.
x
,;= ,.
., ;e
-

w|:a.
= 0 :aeeseia:|eaeaa:|ea :eaa.e :e:aeea+:|eax, , = -., e

-
.
x
,;= ., e
-
,wa|.a+:+me::|ze:aei|aex, = -x
|a:aex, x
i+aeo 1aee|a:
,x, , . x
,:aea:e.eae+iea,:a|i|ae+w+yi:em:aee:|,|a+ - :e:ae
ae::awe:|i., > +aa:e:aesea:ae+s:|i., < O. A|aa|.+:ea|at|, : l , e+.a
eia:|ea.a:vew|:a.
i 0 |s:+a,ea::e:aei|aex, = -x
+::aee:|,|a,:aee|a:
,x, ,; . x
, a:ea.ae :aee:|,|a+ - +aa+:e+.ae +iea,:ae

eia:|ea.a:ve+s- M
Generalized Eigenvectors
1aeve.:e:V2 |a , l :) |s+aes+mieeia,eae:+i|zeae|,eave.:e: iiA |+a
e|,eav+iaeei:aema::|s :aeaarank generalized eigenvector +e.|+:ea|:a
A |+ve.:e:v sa.a:a+:
(A - Alrv =0 oa: - AIr
-
I
v i O. (2 1 )
ii= . :aea:. |miyme+a:aa:v | +ae|,eave.:e:+se.|+:eaw|:aA ,:e.+ii|a
:ae.eavea:|ea:aa::aec:aewe:ei+saa:ema::|s|:ae|aea:|:ym+::|s) 1aa+
:+a|. ,eae:+i|zeae|,eave.:e:|+ae:a|a+:ye|,eae.:e:1aeve.:e:V2 |a, l :)|+
:aa|z,eae:ai|zeae|,eave.:e:,+aaae:+ae:a|a+:ye|,eave.:e:)
1aemai:|i|.|:yzme:aeaaes.:||eae+:i|e:oe|iaewa:eaaa|a,++|:, , .
|
ei,eae:+i|zeae|,eave.:e:,eaeei:+a|. +aaeaeei:+a|2, a.a:a+:(A -AI)V2
V , u|,ae:mai:|i|.|:yme:aeas|aveiveiea,e:.a+|aei,eae:+i|zeae|,eave.
:a:Alength /chain of generalized eigenvectors based on the eigenvector ,|
+e:, , .V2 , . . . , Vk } ei/,eae:+i|zeae|,eave.:e:a.a:a+:
- AI)Vk = Vk-
I
,
(A - AI) Vk -1 = Vk-2,
- AI) V2 = ,
(22)
cXump| e4
se.aase|saae:a|aa:ye|,eave.:e:, = O. 1ae:eie:e,| : ieiiewsi:em
,zz):aa:
,z)
ii
|saiea,:a.aa|aei,eae:ai|zeae|,eave.:e:sasse.|a:eaw|:a
:aemai:|iee|,eavaiaeei:aema::|s:aea|:|seasy:eve:|iy:aa::a:eei|aea:iy
|aaeeaaea:seia:|easei=a:e,|vea|y
,;=
= +
te:|as:aa.e,:aeeaa:|eas|a,zz),|ve
se
=
+
=
++
+
= +
+
1ae:eie:e,|a,z+)aees,|aaeea,aeaaeaseia:|eaei
,z:)
Ceaseaea:iy, |ae:ae::eaaaaieamai:|i|.|:y e|,eavaiae |:sau.es
:e aaaaiea,:a .aa|a
ei,eae:ai|zeae|,eavaiaesasse.|a:eaw|:a
Lee||a,a: ,z), wesee:aa:weaeeaeaiyaaaaseia:|eaei

=0
sa.a:aa::aeve.:e:s
= aaa =
a:e|e:aaeaze:e,ai:aea,a,aswew|iisee, :a|s|sae:aiwaysess||ie)
t|aa:a:eei|aea:iy|aaeeaaea:seia:|easei:aesys:em
,z)
Sol ution 1ae.aa:a.:e:|s:|.eaa:|eaei:ae.eeu.|ea:ma::|s|a,z)|s
z
= - -7
0
=
.
[ -7 - z
, - +,x) ,x) , +
=
= +
= 0,
aaa:aasaas:aee|,eavaiae eimai:|i|.|:y 1aee|,eave.:e:eaa:|ea
0 ie:aae|,eave.:e: . |s
1ae:a|:a:ew.
,|ves-., :aea:aea:s::ew.
,|ves
. 1aas, :e w|:a|aa.eas:aa:mai:|ie,:aee|,eavaiae aaseaiy:ae
s|a,ieasse.|a:eae|,eave.:e:. . -. w|:a. =
aaase:aeaeie.:
ei |s
1eaiy:aeme:aeaaes.:||eaae:eie:::|iee|,eavaiaes,wea:s:.ai.aia:e

aaa

1aas.yaeaze:eve.:e:w|ii|ea seia:|eaei:aeeaa:|ea
O.
se,|aa|a,w|:a
ie:|as:aa.e,we.ai.aia:e
Ne:e:aa: |s:ae:ev|easiyieaaae|,eave.:e:w|:a. :a|sa,:eemea:

se:vesasa.ae.|ei:aea..a:a.yeiea:ma::|s.ema:a:|eas
1aasweaaveieaaaaiea,:a.aa|a
ei,eae:ai|zeae|,eave.:e:s
asse.|a:eaw|:a:ae::|iee|,eavaiae sa|s:|:a:|ea|aaewy|eias:ae
i|aea:iy|aaeeaaea:seia:|eas
ei:aesys:em

The General Case
Aiaaaamea:ai:aee:emeii|aea:ai,e|:as:a:es:aa:eve:y ma::|saas
i|aea:iy |aaeeaaea:,eae:ai|zeae|,eave.:e:s 1aese ,eae:ai|zeae|,eave.:e:s
may|e a::aa,ea |a.aa|as, w|:a :ae sam ei:ae iea,:as ei:ae.aa|as asse.|a:ea
w|:aa,|veae|,eavaiaeeaai:e:aemai:ii|.|:yei sa::aes::a.:a:eei:aese
.aa|asaeeaasea:aeaeie.:ei, aaa.aa|ea|:e.emi|.a:ea te:|as:aa.e,a
mai:|i|.|:ye|,eavaiae.aa.e::eseaa:e
tea:iea,:al.aa|as,aeie.:0) ;
1weiea,:al.aa|asaaaaiea,:az.aa|a,aeie.:l ) ,
1weiea,:az.aa|as,aeie.:z),
Aiea,:al.aa|aaaaaiea,:a.aa|a,aeie.:z), e:
Aiea,:a.aa|a,aeie.:;
Ne:e:aa:, |aea.aei:aese.ases,:aeiea,:aei:aeiea,es:.aa|a|sa:mes:a+1 ,
wae:ea| s :aeaeie.:ei:aee|,eavaiae Ceaseaea:iy,ea.eweaaveieaaaaii:ae
e:a|aa:ye|,eave.:e:sasse.|a:eaw|:aamai:|iee|,eavaiae, aaa :ae:eie:e|ae
:aeaeie.:aei, we.aa|e,|aw|:a:aeeaa:|ea
- ;
-
,
a= 0 ,z:)
:es:a::|a|ia|a,:ae.aa|asei,eae:ai|zeae|,eave.:e:sasse.|a:eaw|:a
ALGORI THM Chai ns of General ized Eigenvectors
se,|aw|:aaaeaze:eseia:|eaa, ei ,z:) aaasa..ess|veiymai:|iy|y:ae
ma::|s aa:|i:aeze:eve.:e:|se|:a|aeaii
- ; a, =a
=0,
- ;a
-
.
= a
=0,
|a:(A- ; a
0, :aea:aeve.:e:s
,i|s:ea|a:eve:see:ae:ei:ae|:aea:aa.e)ie:maiea,:a
_
.aa|aei,eae:ai|zea
e|,eave.:e:s|aseaea:ae,e:a|aa:y)e|,eave.:e:v,
a.a iea,:a
_
.aa|a, , .
, .vei,eae:ai|zeae|,eave.:e:s,w|:a, aa
e:a|aa:ye|,eave.:e:asse.|a:eaw|:a;ae:e:m|aesase:ei
_
|aaeeaaea:seia:|eas
eix
'
= x .e::eseaa|a,:e:aee|,eavaiae
s, ,;= v,
e
,
s
,;= ,, +v
; e
,
s
,;= ,
+v
)e
,
,
'
s
,;=
__
_ +

+ +
-
, +
e
,z)
cXump| e
FIGUR 5.6.2. The railway 0mS
Example
Ne:e:aa:,z):eaa.es:es , l s):a:ea,a, l )aaa,z+)|a:ae.ases/ = zaaa
/= , :ese.:|veiy
1eeasa:e:aa:wee|:a|an ,eae:ai|zeae|,eave.:e:sei:aen n ma::|s:aa:
a:ea.:aaiiyi|aea:iy|aaeeaaea:,aaa:ae:eie:e:eaa.ea.emie:ese:ein i|aea:iy
|aaeeaaea:seia:|easei= waeaweamai,ama:eaii:ae.aa|aseiseia:|eas
.e::eseaa|a,:ea|ne:ea:.aa|asei,eae:aiizeae|,eave.:e:s, wemay:eiyea:ae
ieiiew|a,:weia.:s
Aay.aa|aei,eae:ai|zeae|,eave.:e:s.eas:|:a:esai|aea:iy|aaeeaaea:se:
eive.:e:s
ii:we.aa|asei,eae:ai|zeae|,eave.:e:sa:e|aseaeai|aea:iy|aaeeaaea:
e|,eave.:e:s, :aea:aeaa|eaei:aese:we.aa|as|sai|aea:iy|aaeeaaea:se:
eive.:e:s ,wae:ae::ae:we|ase e|,eave.:e:sa:e asse.|a:eaw|:aa|ne:ea:
e|,eavaiaese:w|:a:aesamee|,eavaiae)
saese:aa::ae: :ma::|saas:wemai:|i|.|:ye|,eavaiaes, = -zaaa
= w|:aaeie.:s l aaaz,:ese.:|veiy 1aea, mas:aaveaaasse.|a:eaei,ea

ve.:e:a, aaaaiea,:az.aa|a,, .
,ei,eae:ai|zeae|,eave.:e:s,w|:a:aee|,ea
ve.:e:sa,aaa,|e|a,i|aea:iy|aaeeaaea:),wae:eas
mas:aaveaiea,:a.aa|a
, , ,
,ei,eae:ai|zeae|,eave.:e:s|aseaea|:ss|a,iee|,eave.:e:, 1aes|s
,eae:ai|zeae|,eave.:e:sa, ,, ,
,, ,
, aaa
a:e:aeai|aea:iy|aaeeaaea:
aaay|eia:aeieiiew|a,s|s|aaeeaaea:seia:|easei= .
, , ;= a, e
, ;= v, e
, ;= ,, v
; e
-
= v, e
= ,, v
; e
= ,
)e

As samie |iias::a:es, :ae .ema:a:|ea ei|aaeeaaea: seia:|eas .e::e
seaa|a,:ea|ne:ea:e|,eavaiaesaaa.aa|asei,eae:ai|zeae|,eavaiaes|sa:ea:|ae
ma::e: 1aeae:e:m|aa:|eaei:ae.aa|a s::a.:a:easse.|a:eaw|:aa,|veamai:|ie
e|,eavaiae.aa|eme:e|a:e:es:|a,,as|asamie:)
Application
t|,a:e : zsaews:we:a|iway.a:s:aa:a:e.eaae.:eaw|:aas:|a,,e:maaea:iy
a::a.aea:e|e:a.a:s)aaaw|:aaaame::aa:ese::sees|:eie:.esea:ae:we.s,
eima,a|:aae.,x-x;:ee::|eaai:e:ae|::eia:|veveie.|:y1ae:we.a:sa:eaise
sa|]e.::ei:|.:|eaai:es| s:aa.eie:.es., x aaa.
x:ee::|eaai:e:ae|::ese.:|ve
veie.|:|es Aaai|.a:|eaeiNew:ea siaw-. = F ,as|asamie l eise.:|ea
l ) y|eias:aeeaa:|easeime:|ea
-, x= /,x
- x, ; - ., x - .,x - x; ,
-
x= /,x, - x
; - .
x- .,x- x ;
,zs;
ia :e:ms ei:aees|:|eave.:e:= x, ,; x
, ; :aeseeaa:|eas.aa|e
w:|::ea|a:aema::|sie:m
.
= . .
,z)
cXump| e
wae:e.aaa.a:emassaaas:|naessma::|.es,as|as ,z)aaa,)eise.:|ea
), aaa
.
-,.+., ; .
.
-,.+.
;
|s:aees/s..e-.o Uaie::aaa:eiy,|e.aaseei:ae:esea.eei:ae:e:m|ave|v
|a, :aeme:aeaseise.:|ea .aaae:|easea
ias:eaa,wew:|:e,zs)asaa:s:e:ae:sys:em|a:aeiea:aa|aewaiaa.:|eas
x,, ; , x
, ; , x
,;x, ; , aaax
-
, ; x ,; ii-, .
iwe,e:

wae:eaew x, x
x
-
aaa
0
0
k
-k
I
0
-,.+., ;
.
.__ ...._ __ _ ___ . _ ___ __ __ _ . ....__ .... ..-. .... . __ _ _ . _ . . . ....
w|:a-, .
.iaaak ., .
z, :aesys:em|a,c)|s
c c
c c
-z z
z -z
i
0
-
i

-
,o)
, i ;
,z)
i:|sae::ee:ea|eas:e.ai.aia:e maaaaiiy-ai:aea,aa.ema:e:ai,e|:asys:em
sa.aasM.p/e,M./e-./.., e:Mtts|saseiaiae:e-:ae.aa:a.:e:|s:|.eaa
:|ea
ei:ae.eeia.|ea:ma::|s|a ,z) 1aasaas:aea|s:|a.:e|,eavaiaex
=o
aaa:ae::|iee|,eavaiaex, -z
CASE 1 : x
1aee|,eavaiaeeaa:|ea - xi)vie::aee|,eave.:e:
v . . a |s
0 i
0 c
z -
-z i
1aea:s::we:ews,|ve.ac,:aea:aeias::we:ewsy|e|a.1aas
v, i i c c
|saae|,eave.:e:asse.|a:eaw|:ax

CASE 2:
1aee|,eavaiaeeaa:|ea,A |s

,A

.

.
.
1ae:a|:aaaaiea::as.aia:eaa:|easae:ea:e:aea|ne:ea.esei:aea:s:aaase.eaa
eaa:|eas, aaa:ae:eie:ea:e :eaaaaaa: uea.e |s ae:e:m|aea |y :ae a:s: :we
eaa:|eas,
c aaa a
we.aa.aeeseaaa|aaeeaaea:iy,:aeaseiveie:c aaaa 1ae:e|ywee|:a|a
moe|,eave.:e:sasse.|a:eaw|:a:ae::|iee|,eavaiaej 1ae.ae|.e1 ,
y|eiasc aaaa:ae:e|y:aee|,eave.:e:
.

1ae.ae|.e. y|eiasc aaaa:ae:e|y:aee|,eave.:e:
.
se.aaseaasaeie.: . weaeeaa,eae:ai|zeae|,eave.:e:ei:aa|
aaaaea.eaaeaze:eseia:|ea
ei:aeeaa:|ea
,A
O|v|easiy,

|ssa.aave.:e:,aaaweaaa:aa:

,A
.
.
.

|saeaze:e,aaa:ae:eie:e|saae|,eave.:e:asse.|a:eaw|:a
1aea
|s:aeiea,:a.aa|aweaeea
1aee|,eave.:e:] as:ieaaa|sae|:ae:ei:ae:wee|,eave.:e:suj aaau
ieaaa:ev|easiy, |a:wee|se:ve:aa:uj

te:aiea,:a . .aa|aw, :e
.emie:e :ae |.:a:e we .aa .aeese aay i|aea:.em||aa:|eaeiuj aaa u :aa: |s
|aaeeaaea:eiv, te:|as:aa.e, we.eaia.aeesee|:ae:.j a, e:.
ueweve:,wew|iiseememea:a:|iy:aa::aea::|.aia:.ae|.e
.
. : :
y|eiasaseia:|eaei:aesys:em:aa:|seiays|.ai|a:e:es:
t|aaiiy,:ae.aa|as . aaa
y|eia:aeiea:|aaeeaaea:seia:|eas
=
= i i
= .
= i i
=
= i -i
= i
ei:aesys:em=|a

1aeiea:s.aia:.emeaea:sei:ae,eae:aiseia:|ea
a:eaes.:||ea|y:aeeaa:|eas
=
ke.aii:aa:aaa
a:e:aees|:|eaiaa.:|easei:ae:wemasses,wae:e+s
= aaa
= a:e:ae|::ese.:|veveie.|:yiaa.:|eas
te:|as:aa.e,saese:aa:=
= aaa:aa: =
1aea:aeeaa:|eas
=
=
=
=
=
=
a:e:eaa|iyseiveaie:=
= aaa=
=se
=
= i

= =
ia:a|s.ase:ae:we:a|iway.a:s.ea:|aae|a:aesamea|:e.:|eaw|:aeaai|a:es
eaea:|aiiyaameaveie.|:|es,a:ea.a|a,:aea|sia.emea:s
as
-
i:|sei|a:e:es::e|a:e::e:ays|.aiiy:ae|aa|v|aaai,eae:ai|zeae|,eave.:e:
seia:|eas,|vea|a 1aeae,eae:a:e=seia:|ea
= i i
aes.:||es:ae:wemassesa::es:w|:aes|:|eaiaa.:|eas~ i aaa
= i
1aeseia:|ea
i
.e::eseaa|a,:e :ae.a:eiaiiy .aeseae|,eave.:e:. aes.:||es aameame:|eas

=
aaa
ei:ae :we masses, w|:a eaai veie.|:|es |a:ae

samea|:e.:|ea t|aaiiy, :aeseia:|eas
aaa
:esai:|a,i:em :aeiea,:a
.aa|a
|e:aaes.:||eaameame:|eaw|:a:ae:wemassesmev|a,|aees|:e
a|:e.:|eas
1aeme:aeasei:a|sse.:|eaaiy: e.emiesmai:|iee|,eavaiaes]as:as:e
:eaimai:|iee|,eavaiaes,ai:aea,a:aeae.essa:y.ema:a:|eas:eaa:e|esemewaa:
iea,:ay) C|veaa.emies .ea]a,a:ea|:L ;/ eie|,eavaiaeseimai:|i|.|:y/,
wewe:|w|:aeaeei:aem,say, L - ;/ ; as|i|:we:e:eai:e aaa |aaeeaaea:
.emiesvaiaeaseia:|eas 1ae:eaiaaa|ma,|aa:y a::sei:aese.emiesvaiaea
seia:|eas:aea:ev|ae: :eaivaiaeaseia:|easasse.|a:eaw|:a:ae:wee|,eavaiaes
=L - f/ aaaz=L f/ea.aeimai:|i|.|:y/ seer:e|iems33 aaa34.
Problems
..............1 ....
22. ..1 ....6, ...,....,.
...............,....
.......
1. .

.
}
2.
3.
4.
'
5.
. .
,
[
7. x
8. =

9. = 0
10.
11.
.

12.
-
I
, 13.

14.

15. )
/
16. x

17. x

18. X

19. x

,

20. x

21.

22. x

.
..23 ....32 .......,.
.A ................
.....,...29 ....32, ..
.,..........

23.
24. =

25.
.

26. X :

27.

-
[ n
28. x' = .
_
-
[

29. x' =
.
). =

x;

). =
.
.
31. x' =

). =

x;

[ [ [
]
32. x' =

x; .

.
). = , , , ,
33. The characteristic equation of the coeffcient matrix A of
the system
is
.
_
x =
.
.
4().) = ().
2
25)
2
=
Therefore, A has the repeated complex conjugate pair
..of eigenvalues. First show that the complex vec
tors
VI =
and V
2
=

form a length chain { VI , V
2
} associated with the eigen
value ). = . Then calculate the real and imaginary
5. 7 Matrix Exponenti al s and Li near Systems 407
parts of the complex-valued solutions
to fnd four independent real-valued solutions of x' Ax.
34. The characteristic equation of the coeffcient matrix A of
the system
is

x =
4().) = ().
2
. )
2
=
Therefore, A has the repeated complex conjugate pair
.of eigenvalues. First show that the complex vec
tors
VI =
V
2
=
form a length chain { VI , V

2
} associated with the eigen
value ). = e Then calculate (as in Problem four
independent real-valued solutions of x' = Ax.
35. Find the position functions XI (t) and X
2
(t) of the railway
cars of Fig. if the physical parameters are given by
ml = m2 = CI = C
2
= C = .=
and the initial conditions are
XI = X
2
= x
= x= 0p
How far do the cars travel before stopping?
36. Repeat Problem 35 under the assumption that car is
shielded from air resistance by car so now CI = Show
that, before stopping, the cars travel twice as far as those
of Problem
1aeseia:|eave.:e:seiaa aeme,eaeeasi|aea:sys:em
( 1 )
.aa|easea:e.eas::a.:asaa:ema::|s.+,; :aa:sa:|saes:ae-.oa ee
/./e,./o
.
. ( 1 ' )
asse.|a:eaw|:a . saese:aa:
a:ei|aea:iy|aaeea
aea:seia:|easei . 1aea:ae ma::|s
,z)
aav|a,:aeseseia:|eave.:e:sas|:s.eiamave.:e:s,|s.aiieaafundamental matrix
ie::aesys:em|a .
Fundamental Matrix Solutions
se.aase:ae.eiamave.:e:x = x ei :aeiaaaamea:aima::|sc |a,z)sa:|saes
:aea|ne:ea:|aieaa:|eax
'
= x, |:ieiiews,i:em:aeaeaa|:|eaeima::|smai:|
i|.a:|ea):aa::aema::|s.= . |:seiisa:|saes:aema::|sa|ne:ea:|aieaa:|ea
.= .se.aase|:s.eiamave.:e:sa:ei|aea:iy|aaeeaaea:,|:aiseieiiews:aa:
:aeiaaaamea:aima::|s . |s aeas|a,aia:, aaa:ae:eie:eaas aa|ave:sema::|s
.
Ceave:seiy,aayaeas|a,aia:ma::|sseia:|ea. ei . aasi|aea:iy
|aaeeaaea:.eiamave.:e:s:aa:sa:|siy . se. |saiaaaamea:aima::|sie:
:aesys:em|a .
ia:e:msei :aeiaaaamea:aima::|s. |a,z), :ae,eae:aiseia:|ea
=
,;
ei:aesys:emx' = x .aa|ew:|::ea|a:aeie:m
= .
wae:ec =
isaaa:||::a:yve.:e: ii. |saaye:ae:

iaaaamea:aima::|sie: . :aeaea.a.eiamave.:e:ei. |sai|aea:.em||aa:|ea
ei :ae.eiamave.:e:sei. se|:ieiiewsi:em:aa:

ie:seme ma::|sC ei.eas:aa:s
iae:ae::aa::aeseia:|ea|a,)sa:|siya,|vea|a|:|ai.eaa|:|ea
x(O) = ,)
|:saia.es:aa::ae.eeia.|ea:ve.:e:c |a|esa.a:aa:c(O)c = :aa:|s, :aa:
,:)
waeawesa|s:|:a:e,:)|a we,e::ae.ea.ias|eaei :aeieiiew|a,:aee:em
THEOREM 1 Fundamental Matrix Sol uti ons
Le:c|eaiaaaamea:aima::|sie::aeaeme,eaeeasi|aea:sys:emx' = nx
1aea:aeaaiae[seia:ieaei:ae|a|:|aivaiae:e|iem
|s,|veaby
x=nx, x,c;= \
'
`
,s)
cXump| e 1
5. 7 Matrix Exponenti al s and Li near Systems 409
se.:|ea ::eiisasaew:eaaaaiaaaamea:aima::isie::aesys:em
x = Ax ,)
w|:a.eas:aa: .eeu.|ea:ma::|sA, a:ieas:|a:ae.asewae:eAaasa.em
ie:e se:eii|aea:iy|aaeeaaea:e|,eave.:e:s
, ,asse.ia:eaw|:a:ae
,ae:ae.essa:|iya|s:|a.:)e|,eavaiaes
:ese.:|veiy ia:a|sevea::ae
.e::eseaa|a,seia:|eave.:e:sei,)a:e,|vea|y
ie:/ = i , z, ,1ae:eie:e,:ae ma::|s
( 1 0)
aav|a,:aeseia:|eas
, ,as.eiamave.:e:s|saiaaaamea:aima::|sie:
:aesys:emx=Ax
ia e:ae: :e aiy ,s), wemas:|ea|ie:e .ema:e:ae|ave:se ma::is
,c)
-
.
1ae|ave:seei:aeaeas|a,aia:zzma::|s
|s
n
-
,
=
a -/ ,
-c .
( 1 1 )
wae:e = ae:,A) =. a- /c =c 1ae|ave:seei:aeaeas|a,aia: ma::is
A=.
,
}|s,|vea|y
[
+~, ,
-
,
1
A =
-~
.
+~
.
-~
.
+~, ]
+~
-~
,
-~
+~
( 1 2)
wae:e=ae:,A)=caaa~
,
aeae:es:aeae:e:m|aaa:ei:aezzsa|ma::|seiA
e|:a|aea|yaeie:|a,:ae/ :a:ewaaa]:a.eiamaeiA ,Deae:eve:iee|:aesym|ei
ie:.spose|a, 1 z) ) 1aeie:maia|a, 1 z)|saisevai|aaea,eae:ai|za:|ea:e
ma::|.es,|a:|a:a.:|.e|ave:seseiia:,e:ma::|.esa:easaaiiy.ema:ea|a
s:eaa|y:ew:eaa.:|eame:aeas,seeaayi|aea:ai,e|:a:es:)e:|yas|a,a.ai.aia:e:
e:.ema:e:ai,e|:asys:em
t|aaaiaaaamea:aima::|sie::aesys:em
x= :x+ zy,
y=x- y,
, 1 )
:aeaase|::eaaa:aeseia:|eaei, i :aa:sa:|saes:ae|a|:|ai.eaa|:|easx,c = 1 ,
y,c;=-1 .
41 0 Chapter 5 Li near Systems of Di fferenti al Equati ons
Sol ution 1aei|aea:iy|aaeeaaea:seia:|eas

X
|
ieaaa|asamieleise.:|ea +y|eia:aeiaaaamea:aima::|s
1aea
aaa:aeie:maia|a, l l ) ,|ves:ae|ave:sema::|s
z ,
l
uea.e:aeie:maia|a,s),|ves:aeseia:|ea
, l :;
, l )
X,;
_
z,
, l
z ,
l ,
z,
,
,
_
,
aaase
l
+,
, _
,
,
z,
1aas:aeseia:|eaei:aee:|,|aai|a|:|aivaiae:e|iem|s,|vea|y
Remark: Aaaavaa:a,eei:aeiaaaamea:aima::|s a:ea.a|s:a| s Oa.e

we|aew:aeiaaaamea:aima::|s
aaa:ae|ave:sema::|s+,c;
-
.
,we.aa.ai.a
ia:e:a|aiy|yma::|smai:|i|.a:|ea:aeseia:|eas.e::eseaa|a,:ea|ne:ea:|a|:|ai
.eaa|:|eas te:esamie, saese:aa:wesee|:aeseia:|eaei:aesys:em|a, l )
sa:|siy|a,:aeaew|a|:|ai.eaa|:|easx,c; , y,c; + 1aea sa|s:|:a:|eaei
, l :;aaa, l )|a,s),|ves:aeaewa::|.aia:seia:|ea
l
,
l
z,
zl ,_
_
,
sc,
,
,
zsc
,
,
:c,
cXump| eZ
5. 7 Matrix Exponenti al s and Li near Systems 41 1
Exponential Matrices
weaewa|s.ass:aeess|||i|:yei.eas::a.:|a,aiaaaamea:aima::|sie::ae.eas:aa:
.eeia.|ea:i|aea:sys:emx' = Ax a|:e.:iyi:em:ae.eeia.|ea:ma::|sA-:aa:is,
w|:aea:a:s:aiy|a,:aeme:aeaseiea:i|e:se.:|eas:eaaaai|aea:iy|aaeeaaea:
se:eiseia:|eave.:e:s.
weaaveseea:aa:eseaea:|aiiaa.:|easiay a.ea::ai:eie|a:aeseia:|eaei
i|aea:a|iie:ea:|aieaa:|easaaasys:ems,:aa,|a,i:em:aes.aia:eaa:|eax=/x
w|:aseia:|eax( = x,e
:e:aeve.:e:seia:|ea= ve
ei:aeiiaea:sys:em
x' = Ax waese.eeia.|ea:ma::|sAaase|,eavaiaex w|:aasse.|a:eae|,eave.:e:
vweaewaeaaeeseaea:|aiseima::|.es|asa.aaway:aa:
.=e
|sama::|sseia:|eaei:aema::|sa|ne:ea:|aieaa:|ea
. .
w|:a .eeia.|ea:ma::|sA-|aaaaie,yw|:a:aeia.::aa::aee:aiaa:yese
aea:|aiiaa.:|eax=e
|sas.aia:seia:|eaei:aea:s:e:ae:a|ne:ea:|aieaa:|ea
x= .x
1aeeseaea:|aie ei:ae.emies aam|e:; may|e aeaaea ,as|ase.:|ea
z ) |ymeaasei:aeeseaea:|aise:|es
:
;
-
e= 1 ;

z
( 1 6)
s|m|ia:iy,|iA|saama::|s,:aea:aeexponential matrix e
|s:aema::is
aeaaea|y:aese:|es
A
A
-
e

z
( 1 7)
wae:e|s:ae|aea:|:yma::|s. 1aemeaa|a,ei:ae|aaa|:ese:|esea:ae:|,a:|a( 1 7)
|s,|vea|y
- i|m -
O
A
-
A
-
- _
( 1 8)
wae:eA
=A
=AA,A
=AA
,aaaseea,|aaa.:|veiy,A
-
' =AA
-
ii 0.
i:.aa|esaewa:aa::aei|m|:|a( 1 8) es|s:sie:eve:y saa:ema::|sA1aa:
|s, :aeeseaea:|aima::|se
|saeaaea,|y.( 1 7 ie:eve:ysaa:ema::|sA
Ceas|ae::aezza|a,eaaima::|s
1aea|:|saa:ea::aa:
ie:ea.a|a:e,e: l i::ae:eie:eieiiews:aa:
n
= + n + - +

z

+

+
.
z
+
l++}z +

1aas
e
=
se:aeeseaea:|aiei:aea/.,o./zzma::|sn|se|:a|aeas|miy|yeseaea:|
a:|a,ea.aa|a,eaaieiemea:ein
1ae aaaie,ei:aez z:esai:|asamiez|ses:a|i|saea|a:aesame

way1aeeseaea:|aiei:ae a|a,eaaima::|s
D =
[
6
c
|s:ae a|a,eaaima::|s
D
c
[ e
e =
c
c
n
.
c
c
n
e
c
e|:a|aea|yeseaea:|a:|a,ea.aa|a,eaaieiemea:eiD
, l )
,zc)
1aeeseaea:|aima::|se
sa:|saesmes:ei:aeeseaea:|ai:eia:|eas:aa:a:e
iam|i|a:|a:ae.aseeis.aia:eseaea:s te:|as:aa.e,|i|s:ae ze:ema::|s,
:aea, l )y|eias
,zl )
:ae |aea:|:yma::|s iar:e|iem l weas|yea:esaew:aa:aaseiaiiawei
eseaea:saeiasie: ma::|.es:aa:.emma:e
ii nu=un, :aea e
=e
,zz)
iar:e|iemzweas|yea:e.ea.iaae:aa:
e
'
=e
-
,z)
iaa::|.aia:,:aema::|se
|saeas|a,aia:ie:eve:y ma::|sn,:em|a|s.ea:
ei:aeia.::aa:e i cie:aii,; i:ieiiewsi:emeiemea:a:yi|aea:ai,e|:a:aa::ae
.eiamave.:e:seie
a:eaiwaysi|aea:iy|aaeeaaea:
ii|sas.aia:va:|a|ie,:aeasa|s:|:a:|eaeinie:n|a, l ),|ves
-
e = + n + n - + + n
z
,Oi.ea:se,n|se|:a|aeas|miy|ymai:|iy|a,ea.aeiemea:ein|y ;
,z+)
cXump| e
cXump| e4
ii
:aea
c c .
n
= c c c
c c
c c
aaa n
= c c
c
sen
-
=ie:n i::ae:eie:eieiiewsi:em ,z+):aa:
:aa:|s,
. c c c
= c . c c
c . c
. +
= c . :
c .
Remark: iin
-
=ie:semees|:|ve|a:e,e:n, :aea:aeeseaea:iaise:ies
|a,z+):e:m|aa:esai:e:aaa|:eaam|e:ei:e:ms, se:aeeseaea:|aima::|s,e:
|s:eaa|iy.ai.aia:eaas|asamie sa.aama::|s-w|:aavaa|sa|a,ewe:-
|ssa|a:e|enilpotent.
ii
z
n = c z
c
:aea
n =
0 c c +
z c c : = .
c z c c
wae:e = zi|saa|a,eaai ma::|s aaa.|s :aea|ie:ea:ma::|s eisamie
1ae:eie:e,,zc)aaa,zz),|ve
:aas
+
. : ,
.

cXump| e
Matrix Exponential Solutions
i:aaeas:aa::e:m|y:e:ma|ne:ea:|a:|eaei:aese:|es|a,z+)|svai|a,w|:a:ae
:esai:
:aa:|s,
;
a
;
;
e = n + n + n +

= n + n + n - +
a z z
,z)
|a aaaie,y :e :aeie:maia n
= /e
i:em eiemea:a:y .ai.aias. 1aas :ae

ma::|svaiaeaiaa.:|ea
x,;=e
sa:|saes:aema::|sa|iie:ea:|aieaa:|ea
x = nx
se.aase:aema::|se
|saeas|a,aia:,|:ieiiews:aa:/e-.oepoe/./e
/s
.)a.-e./-.o)o/e//e.syse-s = ns iaa::|.aia:,|:|s/eiaaaa
mea:aima::|sx,;sa.a:aa:x,c;=1ae:eie:e,1aee:em. |mi|es:aeieiiew|a,
:esai:
THEOREM Z Matrix Exponenti al Sol utions
iin|saa ma::|x, :|ea:aeseia:|eaei:|e|a|:|aivaiae:e|iem
s
= ns, s,c;= X ,ze)
|s,|vea|y
(27)
aaa:a|sseia:|ea|saa|ae.
1aas:aeseia:|eaeiaeme,eaeeasi|aea:sys:ems:eaa.es:e:ae:as|ei.em
a:|a,eseaea:|aima::|.es Ceave:seiy,|iweai:eaay|aewaiaaaamea:aima::|s
+, ; ie::aei|aea:sys:ems = ns, :aea:aeia.:s:aa:e
= +, ; c,|y.,+)
aaae
=e=,:ae|aea:|:yma::|s)y|eia
,zs)
sewe.aaaaa:aema::|seseaea:|aie
|yseiv|a,:aei|aea:sys:ems=ns.
..
iasamie. weieaaa:aa::aesys:ems=nsw|:a
cXump| e
aasiaaaamea:aima::|s
uea.e,zs;,ives
.
e
-
e =
;
.
e
-
ze
i -z
e
i
Useaaeseaea:|aima::|s:eseive:ae|a|:|aivaiae:e|iem
z :
s= c z : s.
c c z
,z;
Sol ution 1ae.eeia.|ea:ma::|s|a,z;ev|aea:iyaas.aa:a.:e:|s:|.eaa:|ea,z-
=
aaa :aas :ae ::|ie e|,eavaiaex = z, z, z i:|seasy :e see:aa::aee|,eave.:e:
eaa:|ea
aas,:ew|:a|aa.eas:aa:mai:|ie):aes|a,ieseia:|eaV = i c c 1aas:ae:e
|seaiyas|a,iee|,eave.:e:asse.|a:eaw|:a:aee|,eavaiaex=z,aaaseweaeae:
ye:aave:ae:a:eei|aea:iy|aaeeaaea:seia:|easaeeaeaie:aiaaaamea:aima::|s
sa:weae:e:aa:|s:aesamema::|swaesema::|seseaea:|ai
was.ai.aia:ea|asamie: uea.e, as|a,1aee:emz, :aeseia:|eaei:ae|a|:iai
vaiae:e|iem|a,z;|s,|vea|y
, i z: i
; e
= ,zz:; e
,
e

Remark: 1aesamea::|.aia:seia:|eaas|asamie:.eaia|eieaaa
as|a,:ae,eae:ai|zeae|,eave.:e:me:aeaeise.:|ea : Oaeweaias:a::|yaaa|a,
:ae.aa|aei,eae:ai|zeae|,eave.:e:s
.e::eseaa|a,:e:ae::|iee|,eavaiae x zei:aema::|s1aeaeaeweaia-
as|a,s ,z)|ase.:|ea :-assem|ie:aei|aea:iy|aaeeaaea:seia:|eas
ei:aea|iie:ea:|ai eaa:|ea s |a,z) 1ae aaai s:eweaia|e:eae:e:
m|ae vaiaes ei:ae .eeu.|ea:s
se :aa: :ae a::|.aia: seia:|ea

sa:|saes:ae|a|:|ai.eaa|:|ea|a,z) A::ais e|a:|:

saeaia|eaa:ea::aa:-ese.|aiiy|i:aema::|seseaea:|aie
|s:eaa|iyava|ia|ie
,ie:|as:aa.e,i:ema.ema:e:ai,e|:asys:em)-:aeme:aea|iias::a:eaiasam
ie:.aaweii|eme:e.ema:a:|eaaiiy:ea:|ae:aaa:ae,eae:ai|zeaei,eave.:e:
me:aea
General Matrix Exponentials
1ae:eia:|veiys|mie.ai.aia:|eaeie
.a::ieaea:|asamie,aaaasea|as
amie:)was|aseaea:aee|se:va:|ea:aa:|i
A = c z : ,
z
:aea zi|sa|ie:ea:
zi)

c c z

c
c : c
c c c
c c
c c o
c c
As|m|ia::esai:aeiasie:aayma::|saav|a,a::|iee|,eavaiae,ia
wa|.a.ase|:s.aa:a.:e:|s:|.eaa:|ea:eaa.es:ex
te:sa.aama::is,
aaesi|.|:.ema:a:|eas|m|ia::e:aa:|aw|iisaew:aa:

0.
,1a|sa::|.aia::esai:| sase.|ai.aseei:aeCayiey-uam|i:ea:aee:emeiaavaa.ea
i|aea:ai,e|:a,a..e:a|a,:ewa|.aeve:yma::|ssa:|saes|:sewa.aa:a.:e:is:|.eaa
:|ea ) 1aas:aema::|s |sa|ie:ea:,aaa|:ieiiews:aa:
:aeeseaea:|ai se:|es ae:e :e:m|aa:|a, |e.aase ei
ia :a|s way, we.aa

:a:ae:easiy.ai.aia:e:aema::|seseaea:|aie
ie:aaysaa:ema::|saavia,eaiy
as|a,iee|,eavaiae
cXump| e
1ae.ai.aia:|ea|azme:|va:esame:aeaei.ai.aia:|a,e
ie:aayn n
ma::|swaa:seeve: Aswesaw|ase.:|ea :, aasn i|aea:iy|aaeeaaea:,ea
e:ai|zeae|,eave.:e:s. .
. a.a,eae:ai|zeae|,eave.:e:.|sasse.|a:ea
w|:aaae|,eavaiaeeiaaaaasarnk 1 sa.a:aa:
lra= |a: ,)
Ii= 1 , :aea.|saae:a|aa:ye|,eave.:e:sa.a:aa:a=.
vea|iweaeae:ye:|aewe
esi|.|:iy,we.aa.eas|ae::aeiaa.:|ea=
e
a,wa|.a|sai|aea:.em||aa:|eaei:ae.eiamave.:e:seie
aaa|s:ae:eie:ea
seia:|eaei:aei|aea:sys:em= w|:a= a iaaeea,we.aa.ai.aia:e
esi|.|:iy|a:e:mseia,aaa
se
= e
a=e
,
t
--
t

a= e
t
e
-
t

a
=e

a.
'
, 1 ) !
= e a . a-

z
lr
a .
,- 1 ) !
as|a,,)aaa:aeia.::aa:e
t
= e

,:)
ii:aei|aea:iy|aaeeaaea:seia:|eas
ei a:e
.ai.aia:eaas|a,,+)w|:a:aei|aea:iy|aaeeaaea:,eae:ai|zeae|,eave.:e:s. .
. :aea:aen n ma::|s
,)
|saiaaaamea:aima::|sie::aesys:em= t|aaiiy,:aese.|a.iaaaamea:ai
ma::|s.= . .
sa:|saes:ae|a|:|ai.eaa|:|ea.= ,aaa:aas|s:ae
aes|:eama::|seseaea:|aie
weaave:ae:eie:eea:i|aeaa:eeiei:aeieiiew|a,
:aee:em
THEOREM 3 Computation of
Al
Le:.
|en i|aea:iy iaaeeaaea:,eae:ai|zeae|,eave.:e:sei:ae

n ma::|sA. te:ea.a/ , ( / n, ie:|e:aeseia:ieaei=,|vea
|y ,+), sa|s:i:a:|a,a = .aaa:aeasse.|a:eaei,eavaiaeaaa:aa|ei:ae
,eae:ai|zece|,eave.:e:. If:aenaaamea:aimaa|s . |s aeaaea|y ,),
:|ea
,:)
,)
Sol ution 1aee:em weaiaaiyevea|i:aema::|snwe:eae:ae:::|aa,aia: sa:|e
.aasen|sae:::|aa,aia:,:a| sia.:eaa|iesas:eseea|.|iy:aa:|:s.aa:a.:e:|s:|.
eaa:|ea|s
,- ; ,- ;
=a
1aasnaas:aea|s:|a.:e|,eava|ae , = aaa:ae:eea:eae|,eavaiae
=
CASE 1 : , = 1aee|,eave.:e:eaa:|ea,n- x;a=cie:a= . / .
|s

,n- ;a=
1ae ias::we s.aia:eaa:|eas:. = caaa -z. = c ,|ve . = a 1aea :aea:s:

eaa:|ea-z.:/= i|ssa:| saea|y.=aaa/= i 1aas:aee|,eavaiae, =
aas:ae,e:a|aa:y)e|,eave.:e:a
.
= z t a 1ae.e::eseaa|a,seia:|eaei
:aesys:ems=ns|s
,s;
CASE 2:
= 1aee|,eave.:e:eaa:|ea,n- x;a=cie:a= . / .
|s
,n- ia
,
|
1aea:s::weeaa:|eas:/. = caaaz/:. = c|miy:aa:/ = . = c,|a:

ieave.a:||::a:y 1aas:aee|,eavaiae
=aas:aes|a,ie,e:a|aa:y)e|,eave.:e:
a
= i c 0 ]T . 1ae.e::eseaa|a,seia:|eaei:aesys:ems=ns|s
,;
1e iee|ie:a,eae:ai|zeae|,eave.:e:ei:aa| = |a ,;, we.eas|ae::ae
eaa:|ea
,n - ;
t
,
1aea:s::weeaa:|eas s/i :. = caaa:/s. = ca:e sa:|saea|y/ =

aaa. = i .|a:ieave. a:||::a:y w|:a. =cwe,-::ae,eae:ai|zeae|,eave.:e:
a
= c - i ]T ei:aa| =asse.|a:eaw|:a:aee|,eavaiae= se.aase

,n- ;
a=,:;y|eias:ae:||:aseia:|ea
w|:a:aeseia:|easi|s:ea|as ,;aaa,:c;, :aeiaaaamea:aima::|s
aeaaea|y,;|s
w|:a
Hea.e1aee:emaaaiiyy|eias
e
=. .
ze
e

ze
.
.
e

ze
.
ze
.
|
-z
.
=
e
e
ze
.
ze
1e
- ,1( ; e
Remark: As|asamie,1aee:emsaia.esie::ae.ema:a:|eaeie
:ev|aea:aa:a|as|s.eas|s:|a,ei,eae:ai|zeae|,eave.:e:sein.aa|eieaaa
Problems
....................
1 ....8, ...,,..,(8) .........,...
........
,.....,...
.....X
= Ax
....9 ....
9. .= . ..
.= . .
10. .= . .
.= .. ..
11. .= . .
.= .
12. .= . ..
.= . .
13. .= . .
.= . .
14. .= . .
.= . .
15. .= . .
.= . .
16. .= . .
.= . .
17. .= ..
.= ..
18. .= ...
.= ...
19. .= ..
.= ..
20. .= . ..
.= ...
..21 ....24, ........R ..,

...................,...
.,...

21. A =
23. A
`
0
0
0
...,...A ..25 ......
....,........,.....
..........,6) ........
,
25. x' =

[
x, x(O) = [
26. x' =
[
x, x(O) =
[
27. X
x. x(O)

~
- x= x.

- x =

x.
0

30. x =

x.

and apply this fact to fnd a general solution of x = Ax
Verify that it is equivalent to the general solution found by
the eigenvalue method.
34. Suppose that
A-
Show that
-I cos +
Asin 2t . Apply this fact to

fnd a general solution of x = Ax, and verify that it is
equivalent to the solution found by the eigenvalue method.
31. Suppose that the .Z .matrices Aand ucommute; that
is, that Au=uA Prove that =
.....
.,,...3 ......,...
.......35 ....40.
Group the terms in the product of the two series on the
right-hand side to obtain the series on the left. )
35. A=

32. Deduce from the result of Problem 3 1 that, for ev
ery square matrix A, the matrix
is nonsingular with
37. A
4
0 l
3U ,

33. Suppose that
A =

0
Show that A
= I and that A
' = Aif .i s a positive

integer. Conclude that 39. P
. P
4 4
=I cosh + Asinh
Nonhomo
g
eneos Linear ystem
_
iase.:|eaz weesa|||:ea:we:e.aa|aesie:aaa|a,as|a,iea::|.aia:seia:|ea
eias|a,ieaeaaeme,eaeeas:ae:ae:i|aea:a|ne:ea:|aieaa:|ea-:aeme:aeaei
aaae:e:m|aea.eeia.|ea:saaa:aeme:aeaeiva:|a:|eaeia:ame:e:sa.aei:aese
may|e,eae:ai|zea:eaeaaeme,eaeeasi|aea:sys:ems iaai|aea:sys:emmea
ei|a,aays|.ais|:aa:|ea,aeaaeme,eaeeas:e:ms:y|.aiiy.e::eseaa:ees:enai
|aaaea.es,sa.aas|aaeweii|a|a:ea.as.aaeei|:|ae:aa|se:aaes:enaiie:.e
a.:|a,eaamassaaas:|a,sys:em
C|vea:aeaeaaeme,eaeeasa:s:e:ae:i|aea:sys:em
= .
wae:e|saa.eas:aa:ma::|saaa:aeaeaaeme,eaeeas:e:m|sa,|vea
.ea:|aaeasve.:e:vaiaeaiaa.:|ea,we|aewi:em1aee:em:eise.:|ea :aa:a
,eae:aiseia:|eaei . aas:aeie:m
=
,z;
wae:e
=
|sa,eae:ai seia:|eaei:aeasse.|
a:ea/o-o,eeossys:em=.aaa

|sas|a,iea::|.aia:seia:|eaei:aee:|,|aaiaeaaeme,eaeeassys:em|a
.
r:e.ea|a,se.:|easaaveaeai:w|:a seea::as|aew|s:eaaa

cXump| e 1
5. 8 Nonhomogeneous Li near Systems 421
Undetermined Coeficients
t|:s:wesaese:aa::aeaeaaeme,eaeeas:e:mf,)|a, l ) |sai|aea:.em||aa:|ea
,w|:a.eas:aa: ve.:e:.eeia.|ea:s)ei:eaa.:s eieiyaem|ais, eseaea:|aiiaa.
:|eas, aaa s|aesaaa.es|aes 1aea:ae me:aeaeiaaae:e:m|aea.eeu.|ea:sie:
sys:ems|sessea:|aiiy:aesameasie:as|a,iei|aea:a|ne:ea:|aieaa:|eawema|e
aa|a:eii|,ea:,aessas:e:aeeiaa::|.aia:seia:|eas
.:aeaa::em:
:eae:e:m|ae:ae.eeia.|ea:s|as
|ysa|s:|:a:|ea|a, l ) He:eeve:,:ae.ae|.e
ei:a|s,eae:aiie:m|sessea:|aiiy:aesameas|a:ae.aseeias|a,ieeaa:|ea,a|s
.assea|ase.:|eaz ; , wemea|iy|:eaiy|yas|a,aaae:e:m|aea.eeu.|ea:s
:a:ae::aaaaaae:e:m|aeas.aia:s wew|ii:ae:eie:e.eaaae:ae:esea:a|s.ass|aa
:e|iias::a:|veesamies
t|aaaa::|.aia:seia:|eaei:aeaeaaeme,eaeeassys:em
,)
Sol ution 1aeaeaaeme,eaeeas:e:mf = : |si|aea:, se|:|s:easeaa|ie:eseie.:a
i|aea:::|aia::|.aia:seia:|eaei:aeie:m
=.+b =
,1;
Ueasa|s:|:a:|eaeis=s
|a,;. we,e:
weeaa:e:ae.eeia.|ea:seiaaa:ae.eas:aa::e:ms,|a|e:ax, aaax
.emea
ea:s)aaa:ae:e|ye|:a|a:aeeaa:|eas
.,+z.
:
=.
:.,+.
:
+z=.
/, + z/
:
+ = ., .
:/,+/
:
=.
:
,;
weseive:aea:s::weeaa:|eas|a,;ie:.
,
=1aaa.
:
= -:w|:a:aesevaiaeswe
.aa:aeaseive:aeias::weeaa:|eas|a,;ie:/, = l aaa/
:
=-zsa|s:|:a:|aa
ei:aese.eeia.|ea:s|a,1;,|ves:aea::|.aia:seia:|eas= x, x
ei,)
aes.:||ea|as.aia:ie:m|y
x, ,) = : + l .
x
,)=-:- z
Exampl e Z
(,a|/ma)

FIGUR 5.S. 1. The three brine
tanks of Example
t|,a:e saews:aesys:emei:a:ee|:|ae:aa|s|aves:|,a:eaiasamieei
se.:|ea 1aeveiamesei:ae:a:ee:aa|sa:e=
= aaa =
,,ai), aaa:ae.emmeaaew:a:e|s = ,,ai}m|a) saese:aa:aii:a:ee:aa|s
.ea:a|ai:esawa:e:|a|:|aiiy,|a::aa::ae|aaew:e:aa||s|:iae.ea:a|a|a,eaaas
eisai:e:,aiiea, se:aa:eaaaseisai:aew|a:e:aa|e:m|aa:e keie::ia,
:e |ase.:|ea
wesee:aa::aeve.:e:=
ei
ameaa:seisai:,iaeaaas)ia:ae:a:ee:aa|sa::|mesa:|saes:aeaeaaeme,eaeeas
|a|:|aivaiae:e|iem
1aeaeaaeme,eaeeas:e:mf = ]T ae:e.e::eseaas:e:aei|/m|a
|aaeweisai::e:aa| w|:aae,es:e:aai)|aaeweisai:|a:e:aa|saaa
se.aase:aeaeaaeme,eaeeas:e:m|s.eas:aa:,weaa:a:aiiyseie.:a.eas:aa:
::|aiiaa.:|ea
ie:wa|.a
~ O. 1aeasa|s:|:a:|eaei
|ay|eias:aesys:em

=

:aa: we:eaa|iy seiveie:=
= aaa= |a :an 1aas ea:

a::|.aia:seia:iea|s
=
iasamieeise.:|ea weieaaa:ae,eae:aiseia:|ea
ei:aeasse.|a:eaaeme,eaeeas sys:em,sea,eae:aiseia:|ea= X
ei:ae
aeaaeme,eaeeassys:em|a|s,|vea|y
waeaweaiy:aeze:e|a|:|ai.eaa|:|eas|a we,e::aes.aia:eaa:|eas
=

=
:aa:a:e:eaaiiyseiveaie:= .
= aaa=
sa|s:|:a:|a,
:aese.eeia.|ea:s|a ,:; . weaaa:aa::aeameaa:seisai:|a:ae:a:ee:aa|sa:
:|mea:e,|vea|y
=
()
=
Exampl e
As|iias::a:ea|at|, s z,wesee:aesai:|aea.aei:ae:a:ee:aa|sa:ea.a|a,,as
+~. aaa|ie:maeas|:yeiz i|},ai-:aesameas:aesai:aeas|:yia:ae|aTew
:e:aa|l
l l0

(/)
00
_(/)- 0
10 +0 0 o0
/
FIGUR 5.8.2. The salt amount
solution curves defned in
ia:ae.aseeiaai|.a:ees:ess|eas|a:ae.emiemea:a:yiaa.:ieaaaa:ae
aeaaeme,eaeeas :e:ms, :ae:e |s eae aine:ea.e|e:weea :ae me:aeaeiaaae:e:
m|aea.eeia.|ea:sie:sys:emsaaaie:s|a,ieeaa:|eas,kaiez|ase.:|eaz ) ie:
asys:em,:aeasaaia:s:.ae|.eie:a::|ai seia:|eamas:|emai:|i|eaae:eaiy|y
:aesmaiies:|a:e,:aiewe:ei:aa:w|iiei|m|aa:eaaii.a:|ea,|a:aise|yaiiiewe:
,aeaae,a:iveia:e,:ai)ewe:seiasweii,aaa aii :ae:esai:|a,:e:ms mas:|eia
.iaaea|a:ae::|aiseia:|ea
Ceas|ae::aeaeaaeme,eaeeassys:em
/
+ z
|
l
|
s = _
-l
s-
+
e
iasamieleise.:|ea :weieaaa:aeseia:|ea
l
-
s, ,;=., __ e +.
l
e
(9)
, l c)
ei:aeasse.ia:eaaeme,eaeeassys:emA:ei|m|aa:y::|aiseia:|eas
,;=ae
-
+
ee
-
esa|||:s aai|.a:|eaw|:a:ae .emiemea:a:y iaa.:|ea |a , l c) we weaia

:ae:eie:eseie.:
s
,;=a
e
-
+ee
-
+ce
asea:::|aiseia:|ea,aaaweweaia:aeaaaves|ss.aia:.eeia.|ea:s:eae:e:miaei:
|ss|mie::ease:aeme:aeaeiva:|a:|eaeia:ame:e:s,ea:aes::e|.
Variation of Parameters
ke.aiii:emse.:|eaz :aa::aeme:aeaeiva:|a:|eaeia:ame:e:smay|eai|ea
:e ai|aea:a|ne:ea:|ai eaa:|eaw|:ava:|a|ie.eeia.|ea:saaa|sae::es::|.:ea:a
aeaaeme,eaeeas:e:ms |aveiv|a,eaiyeiyaem|ais, eseaea:|ais, aaas|aase|aai
iaa.:|eas 1aeme:aeaeiva:|a:|eaeia:ame:e:sie:sys:emsea]eys:aesameTesi
||i|:yaaaaasa.ea.|sema::|sie:maia:|ea:aa:|s.eavea|ea:ie:|e:a:a.:i.aiaaa
:aee:e:|.aia:eses
wewaa::eaaaaa::i.aia:seia:|eas
ei:aeaeaaeme,eaeeasi|aea:sys:em
s r,;s+r, ; . , i i ;
,ivea:aa:weaaveai:eaayieaaaa,eae:aiseia:iea
, i z;
ei:aeasse.|a:eaaeme,eaeeassys:em
s r,;s , i ;
wea:s:ase:aeiaaaamea:aima::is +,;w|:a.eiamave.:e:ss, .X , . . . , X
:e:ew:|:e:ae.emiemea:a:yiaa.:|ea|a, i z;as
s, ,;=+,;c. , i 1;
wae:ecaeae:es:ae.eiamave.:e:waeseea::|esa:e:ae.eeia.|ea:sC| , C , . . . , C .
Oa:|aeais:e:eia.e:aeve.:e:a:ame:e:cw|:aava:|a|ieve.:e:a,; 1aaswe
see|aa::|.aia:seia:|eaei:aeie:m
s
,; +, ; a,; , i ;
wemas:ae:e:m|aea,;se:aa:s
aees,|aaeea,sa:isiy, i i ;
1aeae:|va:|veeis
,;|s,|y:ae:eaa.::aie)
s ,;=+ ,;a,;++, ; a , ; , i :;
Hea.esa|s:|:a:|eaeis , i ;aaa, i :;|a, i i ; y|eias
+ ,;a,;++,;a ,; r,; +,; a,;+r, ; , i :;
sa:
+ ,; r,; +,; , i s;
|e.aaseea.a.eiamave.:e:ei+,; sa:|saes , i ; 1ae:eie:e,, i :;:eaa.es
:e
+,;a ,;=r, ; , i ;
1aas|:saia.es:e.aeesea,;se:aa:
a ,; +,;
-
.
r, ; , ,z;
:aa:|s,se:aa:
a,;=+,;
-
,
r,;a ,zi ;
Ueasa|s:|:a:|eaei,zi ; | a, i ; . weaaaiiye|:a|a:aeaes|:eaa::|.aia:seia:|ea,
ass:a:ea|a:aeieiiewia,:aee:em
THEOREM 1 Variati on of Parameters
ii, ; |s aiaaaamea:aima::|sie::aeaeme,eaeeas sys:ems = r,;sea
seme |a:e:vai wae:er,;aaar, ; a:e.ea:|aaeas,:aeaaa::|.aia:seia:|eaei
taeaeaaeme,eaeeassys:em
s=r,;s+r,;
|s,|vea|y
,zz;
1ais|s:aevariation of parameters formula ie:a:s:e:ae:iiaea:s,s:emsii
weaaa:a|sa::|.aia:seia:|eaaaa:ae.emiemea:a:yiaa.:iea|a, i 1;. we,e::ae
,eae:aiseia:|ea
s,;= , ; c+,;,, ;
-
,
r,;a ,z;
ei:aeaeaaeme,eaeeassys:emia, i i ;
1ae.ae|.eei:ae.eas:aa:ei|a:e,:a:|ea|a ,zz;isimma:e:ia|,ia:we
aeeaeaiyas|a,iea::|.aia:seia:iea iaseiv|a,iai:iaivaiae :e|iemsi:ei:eais
.eavea|ea::e.aeese:ae.eas:aa:eiia:e,:a:iease:aa:s
,.;= aaa:aasia:e,:a:e
i:em.:e
iiweaaa:aea::|.aia:seia:|eaei:aeaeaaeme,eaeeas:e|iem
s= r,;s+r, ; .
s,.; =
,z1;
|a,z:):e:aeseia:|eas, ,;=,; ,.;
-
,
s
ei:aeasse.ia:eaaeme,eaeeas:a|
iems= r,;s. s,.;= s
.we,e::aeseia:|ea
ei:aeaeaaeme,eaeeas|a|:|aivaiae:e|iem
s= r,;s+r, ; . s,.;= s
,z;
,z:;
aa:ieas,zz;aaa,z;aeiaie:aayiaaaamea:aima::is,;ei:aeaeme
,eaeeassys:ems = r,;s ia:ae.eas:aa:.eeia.iea:.aser,;= nwe.aaase
ie:, ; :aeeseaea:|aima::|s,`
-:aa:is,:aea::|.aia:iaaaamea:aima::issa.a
:aa:,o; = 1aea,|e.aase,,`
= ,
`
,sa|s:|:a:ieaei,;= ,`
|a,zz;
yieias:aea::|.aia:seia:|ea
,z:;
cXump| e4
ei :aeaeaaeme,eaeeassys:ems=r,;s
+
r,; s|m|ia:iy,sa|s:i:a:|eaei,;=
e
|a,z;w|:au =y|eias:aeseia:|ea
ei:ae|a|:|aivaiae:e|iem
s=r,;s
+
r, ; .
s,o;=s,
,zs;
,z;
Remark: iiwe:e:a|aas:aeiaaeeaaea:va:|a|ie|a:asesie::aeva:|a|ie
ei|a:e,:a:|ea,:aea:aeseia:|eas|a,z:;aaa,zs;.aa|e:ew:|::ea|a:aeie:ms
s
,;=,e
- -
r,s;as aaa s,;=e
s,
+
e
-
-
r,s;as
seive:ae|a|:|aivaiae:e|iem
1 z
s =

s-
:
e . s,o; ,;
Sol uti on 1aeseia:|eaei:aeasse.|a:eaaeme,eaeeassys:emisa|siayea|a, i ; i:,|ves
:aeiaaaamea:aima::|s
i:ieiiews|y ,zs;iase.:|ea ::aa::aema::|seseaea:|aiie::ae.eeu.|ea:
ma::|sn|a,;|s
1aea:aeva:|a:|eaeia:ame:e:sie:maia|a ,zs;,|ves
:
+ :e
-
=
+

-e
+ e
.
ze
+ ze
-
-i se
-
as
:e
+ e
-
-1se
-
as
-1- :
+ 1e
-
+
zse
+
|
-z
+
zi
+ ze
-
+
i :e
-
1ae:eie:e,
-
1- :
(1e
-
(
zse
-
|
e s, ;=
|
1
( zi
( ze
-
( i 1 e
-
Ueamai:|i|.a:|eaei:ae:|,a:aaaas|aeae:e|ye
.weaaa:aa::aesaia:iaaei
:ae|a|:|aivaiae:e|iem|a,;|s,ivea|y
_ _
e
-
( :e
s,;
-e
-
( e
.
ze
-
( ze
91- :
(1e
-
(zse
-
:e
-
( e

|
1( zi
(ze
-
( i1e
-
ia.ea.ias|ea,ie:as |aves:|,a:eaew:aeva:|a:ieaeia:ame:e:sia:maia|a
,zz;:e.ea.|ieswi:a :aeva:|a:|eaeia:ame:e:s ie:maia|a1aee:em i eise.
:|eaz ie::aese.eaae:ae:i|aea:a|iie:ea:|aieaa:|ea
y
(
iy( _y=), ; , i ;
i iwew:|:ey=x
.
.y =x =x
.y=x
=x . :aea:aes|a,ieeaa:|eai a, i ; is
ea|vaiea::e:aei|aea:sys:emx =x
.x=-_x, - ix
( ),; .:aa:is,
s=r,;s(
r,; . ,z;
wae:e
New:wei|aea:iy|aaeeaaea:seia:|easy,aaay
ei:aeaeme,eaeeassys:em
y( iy( _y=asse.|a:eaw|:a, i ; :ev|ae:wei|aea:iy|aaeeaaea:seia:|eas
s, = | aaa s
= |
ei:aeaeme,eaeeas sys:ems = r,;sasse.|a:ea w|:a ,z; O|se:ve :aa::ae
ae:e:m|aaa:ei:aeiaaaamea:aima::|s += s, s
]|ss|miy:aew:eas||aa
=
y, y
y y
ei:aeseia:|easy, aaay
.se:ae|ave:seiaaaamea:aima::|s|s
-l
=
W
1ae:eie:e:aeva:|a:|eaeia:ame:e:sie:maias
=]+
-
,
ra|a,zz;y|eias
1aea:s:.emeaea:ei:a|s.eiamave.:e:|s
y
.
a=-y, a+y
a
_
-y
W W
ii,aaaiiy,wesaiy:ae|aaeeaaea:va:|a|ie:a:ea,aea:,:aeaaai:esai:ea:ae
:|,a:aaaa s|ae ae:e |s s|miy:aeva:|a:|eaeia:ame:e:s ie:maiaia ,;ei
se.:|eaz ,wae:e,aeweve:,:ae|aaeeaaea:va:|a|ie|saeae:ea|yx)
Problems
.,,........,.....,.
.............1 ....
14. ............,......
....................
.,
1. ...
2. ...
3. ... .
.
4. ... . .
5. .. .
6. . . .
7. .. . .. . .
8. .. ... ..
9. . . .. .
10. . . . ..
11. .... .
12. . . .
13. .. .
14. .. ..
....16 ......,2, ....

................
........5. 8. 2)
.........................
.........1 .......,.....
.......cq ,....,... (u) ...
.........
...........
..(b) ...............
...(c) ...................
......
15. . .
cq
16. ..
cq
..1 7 ....34, ........,.
.....,..,..,........
....,
... .._ .
...,.,.....,...
..,
...,......
17. _
. [.
[
18. Repeat Problem but with . replaced with
[
19.

.

.

[
5
20. Repeat Problem but with . replaced with
}
21. _
[. .
[
22. Repeat Problem but with .replaced with _

23. _. [ .=
_
[

24. Repeat Problem but with .
[
and .

25. _
[.
.
[.
[
26.
..+ .. ..
[
.. .. ..
Repeat Problem but with .
`
.
[
and .
..
_
}
27. , .
[. [
.

28. Repeat Problem but with .
.
and .

...
29. A

.. ..
o
.. ..
-
A
,'
.
.
. ..
.. ..
J- A
. . .
0
~
- A
. .


0
.

- A

. +

.
0
.
/
_
4- A
.
.=
_
0

0 0
430
N ullerical Methods
i:|s :aees.e:|ea:a:ae::aaa:ae:aie waea aa|iie:ea:|aieaa:|eaei:ae,eae:ai
ie:m
ay
ax
=),x.y;
.aa|eseiveaesa.:iyaaaesi|.|:iy|yeiemea:a:yme:aeasi||e:aesea|s.assea|a
Caa:e:| te:esamie,.eas|ae::aes|mieeaa:|ea
ay
= e
ax
| ,
Aseia:|eaei | , | ss|miyaaaa:|ae:|va:|veeie
-
sa:| : | s |aewa:aa:eve:y
aa:|ae:|va:|veei),x; = e
-
|s anonelementary iaa.:|ea-eae:aa:.aaae:|e
es:esseaasaaa|:e.em||aa:|eaei:aeiam|i|a:iaa.:|easeieiemea:a:y.ai.aias
uea.eaea::|.aia:seia:|eaei | , |saa|:eiyes:ess||ie|a:e:mseieiemea:a:y
iaa.:|eas Aaya::em::ease:aesym|ei|.:e.aa|aeseiCaa:e:| :eaaaas|mie
esi|.|:ie:maiaie:aseia:|eaei | , |s:ae:eie:eaeemea:eia|ia:e
Asaess||ieai:e:aa:|ve,aaeiaiasa|eaea.ema:e:ie::e:-eae:aa:asesaa
|a|ea:ea:aw.a:vesme.aaa|.aiiy-.aa|e:e,:ammea:ea:awaseia:|ea.a:ve
:aa:s:a::sa::ae|a|:|aie|a:,x, .y,;aaaa::em:s:e:a:eaa|:sway:a:ea,a:aesiee
aeiaeia,|veaa|iie:ea:|aieaa:|eay=
),x.y; 1ae:e.eaa:e:aeie::e:.a::|es
ea:.aa|eaes.:||eaasieiiews
1aeie::e:ea s:a::s a::ae|a|:|aie|a: ,x,.y,;aaamevesa:|aya|s:aa.e
aiea,:aesieese,mea::aea,a,x, .y,; 1a|s:a|es|::e:aee|a:,x, .y, ;
A:,x, .y, ; :aeea.aaa,esa|:e.:|ea,aaaaewmevesa:|ay a|s:aa.eaiea,
:aesieese,mea::a:ea,a:a|saews:a::|a,e|a:,x, .y1a|s:a|es|::e:ae
aes:s:a::|a,e|a:,x
.y
;
:
se|at|ea
eatve
FIGURE 6. 1. 1. The frst few

steps in approximating a solution
curve.
FIGURE 6. 1.2. The step from
(X
n
, Y
n
) to (X
n+l ,
Y
n+l
) .
6. 1 Numeri cal Approxi mati on: Eul er' s Method 431
A:,x
.y
; :aeea.aaa,esa|:e.:|eaa,a|a, aaaaewmevesa:|a,a|s:aa.e
aiea,:aesieese,mea::a:ea,a ,x
.y
; 1a|s :a|es |::e:aeaes:s:a::|a,

e|a:,x
.y
;
t|,a:e: l l |iias::a:es:ae:esai:ei.ea:|aa|a,|a:a|siasa|ea-|,aseaea.e
eia|s.:e:es::a|,a:i|aes:esi:emeaes:a::|a,e|a::e:aeaes: ia:a|sa,a:ee
seeaei,,eaai.a:ve.eas|s:|a,eii|aese,mea:s:aa:.eaae.::aesa..ess|vee|a:s
,x, .y,; .,x, .y, ; . ,x
.y
; . ,x
.y
; . ueweve:,saese:aa:ea.a:|a,a|s:aa.e
:aeea::aveisaiea,asieese,mea:-|eie:e:aem|a.ea:se.e::e.:|ea:aa:seaas
|:aiea,at:esaaew siee se,mea:-|s se ve:, smaii :aa::aeaa|eae,e.aaae:
a|s:|a,a|sa:ae|aa|v|aaaii|aese,mea:s.eas:|:a:|a,:aeei,,eaai.a:ve 1aea:ae
:esai:|a,ei,,eaai.a:veiee|si||easmee:a,.ea:|aaeasi,:a:a|a,seia:|ea.a:ve
ei:ae a|ne:ea:|aieaa:|ea iaaeea,:a|s|s ,|aessea.e)aewmes:ei:aeseia:|ea
.a:vessaewa|a:aea,a:eseiCaa:e:l we:e.ema:e:,eae:a:ea
Leeaaa:aaie:-:ae ,:ea: l s:a.ea:a:, ma:aema:|.|aaie: waem semaa,
ma:aema:|.ai.ea.e:s,ie:maias,me:aeas, aaa:esai:sa:eaamea-a|aae:aavea
.ema:e:ie::e:,aaaa|s|aeawas:eaeaii:a|saame:|.aiiy:a:ae::aaa,:aa|.aii,
iae:ae::ea:es|ma:e:aeseia:|eaei:ae|a|:|aivaiae:e|iem
ay
ax
=),x.y; . y,x,;=y, . (2)
we a:s:.aeeseaasea,ae:|zea:ai) step size / :e ase |ama||a,ea.as:ei:em
eaee|a::e:aeaes: saesewe ves:a::eaa::ae|a|:|aie|a:,x,.y,;aaaaue:
s:esaave:ea.aea :ae e|a: ,x. .y. ; 1aea :ae s:ei:em ,x. .y. ; :e:aeaes:
e|a:,x.
, .y.
|s |iias::a:ea|at|, : l z 1aesieeei:aea|:e.:|ease,mea:
:a:ea,a ,x. .y. ; |s = ),x. .y. ; uea.eaae:|zea:ai .aaa,eei/ i:em x, :e
x.
, .e::eseaas:eave::|.ai.aaa,eei
/ = /
),x. .y. ;i:emy, :e y,

,
1ae:eie:e:ae.ee:a|aa:esei:aeaewe|a:,x
.
, .y.
, ;a:e,|vea|a:e:msei:aeeia
.ee:a|aa:es|,
x.
=x.
/.
y.
,
=y.
/
),x. .y. ;
C|vea:ae|a|:|aivaiae:e|iem|a,z) ,Euler's method w|:as:es|ze/.ea
s| s:seis:a::|a,w|:a:ae|a|:|aie|a:,x, .y,;aaaai,|a,:aeie:maias
x, = x,
/
x
=x,
/
x
=x
/
y, =y,
),x,.y,;
y
=y,
/
),x
.y
;
y
=y
),x
.y
;
:e.ai.aia:esa..ess|vee|a:s,x, .y. ,x
.y
; . ,x
.y
; . eaaaa:es|ma:ese
ia:|ea.a:ve
ueweve:, wee:a|aa:|i,aeae:s|e:.a:ae.e::eseaa|a,eiy,eaaia:es|
ma:|ea ias:eaa,:aeaame:|.ai:esai:eiai,|a,aie: sme:aea|s:aeseaea.eei
.ppx/./os
y, .y
.y
.

.y. .

:e:aee../es
y,x, ; . y,x
; .y,x
; . .y,x. ; .
a::aee|a:sx, .x
.x
. .x. . ei:aeex..,:aea,aaa|aea)seia:|eay,x;ei
:ae|a|:|aivaiae:e|iem1aese:esai:s:,|.aii,a:e:esea:ea|a:aeie:meia:a|ie
eia:es|ma:evaiaesei:aeaes|:easeia:|ea
432 Chapter 6 Numerical Methods
cXump| e 1
ALGORI THM The Eul er Method
Civea:aeia|:iaivaiae:e|iem
ay
ax
= ),x.y; . y,x,;= y,.
Euler's method with step size /.easis:seiaiyia,:ae|:e:a:iveie:maia
y.
.
= y.+/
),x. .y.; , ;
,z;
,;
:e.ai.aia:esa..essivea:es|ma:|eas
y.
.y
.y
. :e:ae::ae[vaiaesy,x, ; .
y,x
:
; , y,x
; . ei:|eesa.:[seia:ieay y,x; a::aeeia:sx, .x
.x
. ,
:ese.:|veiy
1ae|:e:a:iveie:maiaia,;:eiisasaew:ema|e:ae:yi.ais:ei:emy.:e
y.
, aaais:aeaea::eiaie: sme:aea Ai:aea,a:aemes:ime::aa:aii.a:ieas

eiaie: sme:aeaa:e:eaeai|aea:eaa:|eas, wea:s:iiias::a:e:aeme:aeawi:aa
simie|a|:|aivaiae:e|iemwaeseesa.:seia:ieaisavaiia|ie,]as:ie::aea:ese
ei.ema:i seaeia:esima:eaaaa.:aaiseia:|eas
.. . .......... .. ....... . ..
Aiyaie: sme:aea:ea:esima:e:aeseia:ieaei:aeiai:iaivaiae:e|iem
ay
ax
=x+
:
y. y,o;= -.
(a) a:s:wi:as:esize/ iea:aeia:e:vai . } .
(b) :aeawi:as:es|ze/ zea:aeia:e:vaic, i }
,1;
Sol uti on (a) wi:ax, . y, = -. ),x.y;= x+y.aaa/ = i :aei:e:a:iveie:maiaia
,;yieias:aea:es|ma:evaiaes
y, = y,+/
x,+y,} ,-; +, i ; + ,-; } - :.

y
y, +/
x,+y} }= , - :;+, i ; i + , - :; } z.
y
+/
+y
}= , - z;+, i ; z+ , z; } -i s1.
y
-
= y
+/
+y
} ,-i s1;+, i ; + ,-i s1; } :i z. aaa

y
= y
-
+/
x
-
+y
-
} , :i z;+ , i ; 1+ , :i z; } 1 :1
a::aeeia:sx, = i. x
z. x
. x
-
1.aaax
Ne:eaew:ae:esai:ei
ea.a.ai.aia:ieaieeasia:e:aeaes:eae 1ae:esai:ia,:a|ieeia:esima:evaiaes
is
x i z 1
A:es y - - : - z -i s1 :i z 1 :1
ti,a:e: i saews:ae,:aaei:ai sa:esima:iea,:e,e:ae:wi:a:ae,:aas
ei:aeaie:a:esima:iease|:aiaeaw|:as:esizes/ zaaa .asweiias
:ae,:aaet:aeesa.:seia:iea
y,x; zze
x z
:aa:i s:eaaiiyteaaaas|a,:|eiiaea:eaa:iea:e.aaiaeeise.:ieai wesee:aa:
ae.:easia,:aes:esizeia.:eases:aea..a:a.y,|a:wi:aaaysia,iea:esima:iea,
:aea..a:a.yae.:easeswi:aai s:aa.ei:em:aeiai:iaieia:
cXump| eZ
6. 1 Numerical Approxi mati on: Eul er' s Method 433
! 0
Y
0
0
.
FIGURE 6.1.3. Graphs of Euler approximations with step sizes

.= .= and .=
(b) s:a::|a,ai:esaw|:ax,= c,y,= -, ](x, y)= x + y, aaa/ = c z, e,e:
:aea:es|ma:evaiaes
y.
= y,+/
x,+ y,} = , -) +,c z) c+ ,-) [ = l z,

y
= y. + /
x,+ y. } = , - l z)+,c z) c z + ,- l z) } zc,

y
= y
+/
+ y
} , - zc)+ ,c z) c :+ ,- zc) } - z,
y.
= y
+/
+ y
[ , - z)+,c z) c :+ ,- z) } - z:,
y
= y
-
+/
x
-
+ y
-
} , - z:)+ ,c z) c s+ ,- z:) } - z:
a::aee|a:sx, = c z, x
= c :, x
= c :, x
-
= c s, aaax
= l 1ae:esai:|a,
:a|ieeia:es|ma:evaiaes| s
x c c z c : c : c s l
A:es y - - l z - zc - z - z: - z:
u|,aa..a:a.yw|:aaie: sme:aeaasaaiiy:ea|:esave:ysmaiis:es|zeaaa
aea.eaia:,e:aam|e:eis:es:aaa .aa :easeaa|iy|e .a::|eaea:|yaaaa 1ae
ai|.a:|eama:e:|aiie::a|sse.:|ea.ea:a|as.ai.aia:e:aaa.ema:e::e,:amsie:
aa:ema:|a,aie: sme:aea Oaeei:aese:e,:amswasasea:e.ai.aia:e:ae:a|ie
ea::|essaewa|at|, : l : wesee:aa:ccaie:s:es,w|:as:es|ze/= c coz)
i:emx = c:ex= l y|eiavaiaes:aa:a:ea..a:a:e:ew|:a|ac ccl
saese:ae|ase|aiieisamie |ase.:|ea l | s s|miya:eea,|as:eaaei
|e|a,:a:ewaaewawa:a)i:em:aeaei|.e:e:1aea|:sveie.|:yc,)ai:e:se.eaas
sa:|saes:ae|a|:|aivaiae:e|iem
ac
- = z- c l :c, c ,c)= c
a
,)
weaseaie: sme:aeaw|:a/= l:e::a.|:ae|aii s|a.:eas|a,veie.|:ya:i se.eaa
|a:e:vaisie::aea:s:l cse.eaaseiiaii w|:a,= c,,=c,I, , c)=z- c l :c,
434 Chapter 6 Numeri cal Methods

0

.

.

.

.

.

FIGURE 6. 1.4. Euler approximations with step sizes . . and .
aaa/= l:|e|:e:a:|veie:maia|a,)y|eias:aea:es|ma:evaiaes
.
=,+/
z- c l :c,[= ,c)+, l ) z- c l :,c) }=z,
=. +/
z- c l :c,=,z)+, l ) z- c l :,z) [=s ss,
+/
z- c l :c
[=,s ss)+, l ) z- c l :,s ss) [ s l ::,
-
=
+/
z- c l :c
}=,s l ::)+, l ) z- c l :,s l ::) [ l cc :, aaa
=
-
+ /
z- c l :c
-
}=, l cc :)+, l ) z- c l :, l cc :) } l l : :
Cea:|aa|a,|a:a|siasa|ea,we.emie:e:ae/= l.eiamaeicvaiaessaewa| a:a:
:a|ieeit|, : l -wae:eweaave:eaaaeaenveie.|:yea::|es:e:aeaea:es:iee:
e:se.eaa1aevaiaes.e::eseaa|a,:e/=c l we:e.ai.aia:eaas|a,a.ema:e:,
aaa we see:aa::aey a:e a..a:a:e:ew|:a|aa|ea: l i:/s Ne:eaise:aa:ai::: l o
se.eaas:aeiaii|a,|aiiaasa::a|aeaa|ea:scei|:si|m|:|a,veie.|:yeizccics
..
..

.

.
.
. ..

FIGURE 6. 1.5. Euler approximations in Example with step
sizes . and .
Local and Cumulative Errors
1ae:ea:eseve:aisea:.eseie::e:|aaie: sme:aea:aa:mayma|e:aea:es|ma
:|eay.
:ey,x
.
)aa:ei|a|ieie:ia:,evaiaesein, :aeseie:wa|.ax
-
|sae:sau.|ea:iy
.iese:ex,1aee::e:|a:aei|aea:a:es|ma:|eaie:maia
,:)
Y
'
Leea|etot
(X
n + | Yn +
'
'
'
'
'
FIGURE 6. 1.6. The local error
in Euler' s method.

| s:aeameaa:|ywa|.a:ae:aa,ea:i|aea:,x. .y.
;aea::si:em:aeseia:|ea.a:v:
:a:ea,a,x. .y.; . as|iias::a:ea| at|, : l : 1a|se::e:,|a::eaa.eaa:ea.as::|a
:ae:e.ess, |s.aiiea:aelocal error |aaie: sme:aea
1aeie.aie::e:|aa|.a:ea|at|, : l :o/a/,:ae:e:aie::e:|ay.
, ,:ae
s:a::|a,e|a:y. |a ,:) we:e aaesa.:vaiae,:a:ae::aaame:eiyaa a:es|ma:|ea
:e:aea.:aai vaiaey,x. ; sa:y. |:seiisaiie:si:em:aea..amaia:eaene.:seiaii
:aeie.aie::e:s|a::eaa.eaa::ae:ev|eass:es 1aas:ae:aa,ea:i|ae|at|,: l :
|s:aa,ea::e:aew:ea,seia:|ea.a:ve-:aeeae:a:ea,a ,x. .y.;:a:ae::aaa:ae
a.:aaiseia:|ea.a:ve:a:ea,a:ae|a|:|aie|a:,x,.y,; t|,a:e: l |iias::a:es:a|s
cumulative error |aaie: sme:aea,|:|s:aeameaa:|ywa|.a:aeeiy,eaais:e
w|sea:at:em,x, .y,;aea::si:em:aea.:aaiseia:|ea.a:ve:a:ea,a,x,.y,;
Y
FIGURE 6. 1.7. The cumulative error in Euler' s method.
Cem a t|e
(X
n Yn
)
Atex|mate
va|aes
1aeasaaiwayeia::em:|a,:e:eaa.e:ae.amaia:|vee::e:|aaie: sme:aea
|s:eae.:ease:aes:es|ze/ 1ae:a|ie|at|, : l ssaews:ae:esai:seo:a|aea|a
a:es|ma:|a,:aeesa.:seia:|eay,x; =z,
- x - i ei:ae|a|:|aivaiae:eoi:m
ay
ax
= x + y. y,o;= l ,
as|a,:ae sa..ess|veiy smaiie:s:e s|zes/ = c l , / = c cz, / = c cc, aaa
/ =c ccl wesaew.ema:eavaiaeseaiya:|a:e:vaiseix=c l te:|as:aa.e,
w|:a/ = c ccl , :ae.ema:a:|ea:ea|:ea l cccaie:s:es, |a::aevaiaey, |s
saewaeaiywaean |samai:|ieeil cc,se:|a:x.
|saa|a:e,:aimai:|ieeic l
sy s.aaa|a,:ae.eiamas|at|, : l swee|se:ve:aa:,ie:ea.aaseas:es|ze
/. :aee::e:)aetaa|
- )ate
, |a.:easesasx,e:sia::ae:i:em:aes:a::|a,e|a:x,=o
sa:|ys.aaa|a,:ae:ewsei:ae:a|iewesee:aa:ie:ea.aaseax. :aee::e:ae.:eases
as:aes:es|ze/ |s:eaa.ea 1aee:.ea:a,ee::e:sa::aeaaaie|a:x = l :aa,e
i:em zw|:a/ = c l aewa:eeaiyc csw|:a/ = c ccl 1aas:aesmaiie:
:aes:es|ze,:aeme:esiewiyaees:aee::e:,:eww|:a|a.:eas|a,a|s:aa.ei:em:ae
s:a::|a,e|a:

.

.
.
.

.

.

.
y wit
h F 0. 001

.

.

.

.
FIGURE 6. 1.8. Approximating the solution of ...= .+ = with
successively smaller step sizes.
Actual
Y

.

.
..

.
1ae.eiamaetaa:aie:/= c l|at|,: l s:ea|:eseaiyl cs:es, seaie: s
me:aea.aa|e.a::|eaea:w|:aaaaaaaeia.ai.aia:e: sa:cs:esa:e:ea|:ea
:e:ea.ax = l w|:a / = c cz, zcc s:es w|:a/ = c cc, aaa l ccc s:es w|:a
/ = c cc l A.ema:e:|saimes:aiwaysasea:e|miemea:aie: sme:aeawaea
me:e:aaal ce:zcs:esa:e:ea|:ea Oa.eaaa:e:|a:e.ema:e::e,:amaas
|eeaw:|::ea,eaes:es|ze| s-|a:|a.|ie-]as:as.eavea|ea:asaae:ae:,aue:aii,
:ae.ema:e:|a:aiy.a:esaewmaays:es|:|sas|ea:e.a::yea:
way,:aea,aeweae:s|miy.aeeseaaes.eea|a,iysmaiis:es|ze,sa.aas
/= l c
) , w|:a:aeese.:a:|ea:aa:ve:y,:ea:a..a:a.yw|ii:esai::1ae:ea:e:we
:easeasie:ae:ae|a,se 1aea:s:|se|v|eas :ae:|me:ea|:eaie::ae.ema:a:|ea
te:esamie,:aeaa:a|at|,: l swe:ee|:a|aeaas|a,aaaaaaeia.ai.aia:e::aa:
.a::|ea ea:a|aeaie:s:ese:se.eaa 1aas|::ea|:easi|,a:iyeve:eaese.eaa
:ea:es|ma:ey, l ) w|:a/ = c l aaaa|ea:l m|acsw|:a/ = c ccl sa:w|:a
/= l c
|:weaia:ea|:eeve:cccyea:s
1aese.eaa:easea|sme:esa|:ie iaaaa|:|ea:e:aeie.aiaaa.amaia:|vee:
:e:sa|s.assea:ev|easiy,:ae.ema:e:|:seiiw|ii.ea::||a:eroundof error a:ea.a
s:a,e|e.aaseeaiyaa|:eiymaays|,a|a.aa:a|,|:s.aa|easea|aea.a.ai.aia:|ea
Aaaie: s me:aea.ema:a:|eaw|:a/ = c cccl w|ii |a::eaa.e:eaaaeiie::e:s
l ccc:|mesaseueaaseaew|:a/= c l uea.ew|:a.e::a|aa|ne:ea:|aieaa:|eas,
/ = c l m|,a:a.:aaiiy:eaa.eme:ea..a:a:e:esai:s:aaa:aesee|:a|aeaw|:a
/= c cccl , |e.aase:ae.amaia:|veene.:ei:eaaaene::e:|a:aeia::e:.asem|,a:
es.eea.em||aea.amaia:|veaaa:eaaaeiie::e:|a:ae.ase/= c l
1ae|es:.ae|.eei/| s a|u.ai::eae:e:m|ae|a:a.:|.easweiias|a:aee:y
i:aeeaasea:aeaa:a:eei:aeiaa.:|ea),x,y)|a:ae|a|:|aivaiae:e|iem|a,z) ,ea
:aeesa.:.eae|awa|.a:ae:e,:am|sw:|::ea,aaaea:aese.|a..ema:e:asea
w|:aas:e s|ze:aa:|s:eeia:,e, :aea:es|ma:|eas|aae:ea:|aaie: s me:aea
mayae:|esaia.|ea:iya..a:a:e,wae:eas|i/|s:eesmaii, :aea:eaaaeiie::e:smay
a..amaia:e:eaaaaa..e:a|ieae,:eee::ae:e,:ammay:ea|:e:eema.a:|me:e
|e:a.:|.ai 1aesa|]e.:eiepp.,./o|aaame:|.aiai,e:|:ams| s::ea:ea|a
aame:|.aiaaaiys|s.ea:sesaaa:es:|ee|s
cXump| e
cXump| e4
6. 1 Numerical Approxi mati on: Eul er' s Method 437
1ae.ema:a:|eas|at|, : l s|iias::a:e:ae.emmeas::a:e,yeiaiy|a,a
aame:|.aiai,e:|:am,sa.aasaie: sme:aea,seve:ai:|mes|asa..ess|ea,oe,|aa|a,
w|:aaseie.:eaaam|e:n eisa||a:e:vaisie::aea:s:ai|.a:|ea,:aeaaeaoi|a,n ie:
ea.asa..eea|a,ai|.a:|eaei:aeme:aeaV|saai.ema:|seaeisa..ess|ve:esai:s
euea.aa:ev|aeaa|a:a|:|veieeiie::ae|:a..a:a.yia:aeaes::weesam|ese
:esea:,:aa|.aiiy:ae:esai:seisa..ess|veai|.a:|easeiaie: sme:aea
1aeesa.:seia:|eaei:aeie,|s:|.|a|:|aivaiae:e|iem
_
y
j
_
x
=
y,s- y) , y,c)= l
|s y,x) s}, :e
-
'
t|,a:e: l saewsoe:a:aeesa.:seia:|ea.a:veaaa
a:es|ma:eseia:|ea.a:vese|:a|aea|yaiy|a,aie: sme:aeaea:ae|a:e:vai

w|:an =, n l c,aaan =zcsao|a:e:vais a.aei :aese.a:vesa.

:aaiiy.eas|s:seii|aese,mea:s]e|a|a,sa..ess|vee|a:s,x, ,y, ) aaa,, ,, ,y, ,, )
1aeaie:a:es|ma:|eaw|:asao|a:e:vais| s ee:,aaa:aea:es|ma:|ea|:al c
sa||a:e:vaisaiseeve:saee:s:aei|m|:|a,vaiaey=sei:aeseia:|eaoeie:e|evei|a
eti, oa:w|:azcsa||a:e:vaiswee|:a|aia|:iy,eeaaai|:a:|vea,:eemea:|:a:ae
a.:aai|eaav|e:ei:aeseia:|ea
I Z
l 0
o
o
+
Z
Z 1 + a
FIGURE 6. 1.9. Approximating a

logistic solution using Euler's
method with = = and
= subintervals.
1aeesa.:seia:|eaet:ae|a|:|aivaiae:e|iem
1 Exact
Z
0
0 a | 0 I a
FIGURE 6. 1. 10. Approximating

the exact solution y = esi n x using
Euler' s method with
and .subintervals.
_
y
_
x
=y .es x y,c)= l
|s:aee:|ea|.iaa.:|eay,x) = e
,

t|,a:e: l l csaewsoe:a:aeesa.:seia:|ea
.a:veaaaa:es|ma:eseia:|ea.a:veseo:a|aea|yaiy|a,aie:
sme:aeaea:ae
|a:e:vaic
x :-w|:an = c, n = l cc,n = zcc,aaan =:ccsao|a:e:vais

veaw|:a:a|smaaysa||a:e:vais, aie:
sme:aeaev|aea:iyaas.eas|ae:aoiea|u
.ai:y|ee|a,aw|:a:aees.|iia:|easu:aea.:aaiseia:|ea Ceaseaea:iy,:aeme:e
a..a:a:eme:aeasa|s.assea|asa..eea|a,se.:|easa:eaeeaeaie:se:|easaame:|.ai
|aves:|,a:|eas
cXump| e
A Word of Caution
1aeaa:asaewa|at|,: l s|aa|.a:e:aa:aie: sme:aeawe:|sweii|aa:es|ma:
|a,:aeseia:|eaeiay}ax x+ y,y,c) lea:ae|a:e:vaic, l } 1aa:|s, ie:ea.a
aseax|:aea:s:aa::aea:es|ma:evaiaesa:ea.a:aea.:aaivaiaeeiy,x) as
:aes:es|ze/|sae.:easea.te:|as:aa.e,:aea:es|ma:evaiaes|a:ae:ews.e::e
seaa|a,:ex =c aaax =c sa,,es::aa:y,c ) l :caaay,c ) l sc,|a
a..e:aw|:a:aea.:aaivaiaessaewa|a:aeaaai.eiamaei:ae:a|ie
samie,|a.ea::as:,saews:aa:seme|a|:|aivaiae:e|iemsa:eae:seweii
|e|avea.
Useaie: sme:aea:ea:es|ma:e:aeseia:|eaei:ae|a|:|aivaiae:eoiem
=x
y. y,c)= l ,)
ea:ae|a:e:vaic,l }
Sol ution ue:e),x,y)=x
+ y
,se:ae|:e:a:|veie:maiaeiaie: sme:aea|s
,s)
w|:as:es|ze/=c lwee|:a|a
y
.
l,c l )
,c)
, l )
} l l ,
y;= l l + ,c l )
,c l )
+ , l l )
}= l zzz.
y
= l zzz,c l )
,c z)
, l zzz)
} l ,
aaaseie::a keaaaea:eiea:ae.|maiia.es,:aea:s::eavaiaese|:a|aea|a:a|s
maaae:a:e
y
.
l l ccc
y;
= l zzzc
y
= l
y
= l
y
= l sl
ys
z l
y
=z l
y
cs
y
,=: scz
y
. +
= l s
sa:|as:eaaeiaa|veiya..e:|a,:aese:esai:sasa..a:a:ea:es|ma:|eas,:
ae.|aea:easea.ema:e::e:eea::ae.ema:a:|easw|:asmaiie:vaiaesei/ 1a:
:a|ie|at|, : l l l saews:ae:esai:se|:a|aeaw|:a s:es|zes/ = c l , / c cz,
aaa/ c cc O|se:ve:aa:aew:aes:a||i|:yei:ae:e.eaa:e|asamiel |s
m|ss|a, iaaeea,|:seemse|v|eas:aa:seme:a|a,| s,e|a,w:ea,aea:x= l
t|,a:e: l l z:ev|aesa,:aa|.ai.iae:e:aea|u.ai:yi:saewsasieeaeia
ie:ay}ax = x
, :e,e:ae:w|:aaseia:|ea.a:ve:a:ea,a ,c, l ) ie::eaas|a,

eaeei:ae me:e a..a:a:e a:es|ma:|ea me:aeasei:ae iei|ew|a, :we se.:|eas
i:aea:s:aa::a| sseia:|ea.a:vemayaaveave::|.aiasym:e:eaea:x c
iaaeea,aaesa.:seia:|eaas|a,sesseiiaa.:|eas,seer:e|ieml:|ase.:|ea :).aa
|easea:esaew:aa:y,x) -- asx -- c :s l l ,a:es|ma:eiy) Ai:aea,a
aie: s me:aea ,|ves vaiaes ,ai|e|:sa:|eas eaes) a:x = l , :aea.:aai seia:|ea
aeesae:es|s:ea:aeea:|:e|a:e:vai c,l } He:eeve:,aie: sme:aea|saaa|ie:a
|eeaw|:a:ae :a|a.aaa,es |a y,x) :aa:e..a:as x a:ea.aes :ae |aaa|::
a|s.ea:|aa|:yaea:c :s l l
wth

.
..
.
.

.
.

h

.

.

i
o j

i

4
|
j

i
~ l . . . . . . . : . j
_ (0, l)i
'
. . j.
\
'
-l . . . . . . . . : . . . .
j
. . .
. . '
4
-l. 0 - l . 0 0.0 l . 0 l.0
\
FIGUR 6. 1. 11. Attempting to approximate the
solution of ....

FIGUR 6.1. 12. Solution of
....

1|eme:aieisamie| s :|a::|e:ea:e|:iaiis| a:|eaame:|.aiseia:|eaei
.e::a|a|a|:|aivaiae:e|iems. Ce::a|aiy|: se|a:iess:ea::em::ea:es|ma:ea
seia:|eaeaaa|a:e:vaiw|e:e|:aeesa :eveaes|s:,e:w|e:e|:|sae:aa|ae,|awa|.a
.ase:|e:e sae,eae:aiway:e:ea|.:w||.|way:|eaame:|.aia:es|ma:|easw|ii
|:aa.|a:ae|a:eiaeaaa|aeaess). Oaes|eaiaaeve:a..e:asa..a:a:e:ae:esai:s
eiaiy|a,aie: s me:|eaw|:|as|a,ieaseas:e s|ze /. Ase.eaa:aaw|:a
smaiie:s:es|ze,/}z,say,e:/}, e:/} l c)may,|veseem|a,iy.eas|s:ea::esai:s,
:|e:e|ysa,,es:|a,:|e|:a..a:a.y,e:|:may-as|asamie-:eveai:ae:esea.e
eiseme||aaeaa|ia.ai:y|a:|e:e|iem. Haay:e|iemss|miy:ea|:e:aeme:e
a..a:a:eaaaewe:iaime:|eas:|a:a:ea|s.assea|a :|eaaai:we se.:|easei:a|s
.|a:e:.
.. .. . . ... . . . . , . ... .. ..... .. . .
..1 ..,.10, ......,.....
..... .,..,,.. .....,
,........... ....,
.. .....,.. ,...
..,.......,,........
... .......
1. .
2. , . e
3. .
4. . .
.
5. . . .
6. . .
7. .
8. . In.
9.
. tan .)
10. .
.
0l8 ...,,....,..,.....
.... ,.,,...........
....,,.
.,,......,.....
.11 ..,.16. ...,.....
...,.....,....,,..
....,,.....,.....
....,.......,.. .
...,.. ........,..,,.
..................,...
......,,.........
, ...,..,........
.,.
11. .
12.
.
13. .
.
14. .
.
15. . . .
16.
.
.,....,..,...1 7 ..,.
.......,.........
.,... .... .,,..
...,............,..
.,..,............ ....
...,,,................
,.....,.. ......,...
......,.
17. .
.
18. .
.
19. . , .
20. . .
21. In .
22. .
.
23. sin x cos .
24.
.
25. You bail out of the helicopter of Example and immedi
ately pull the ripcord of your parachute. Now .
in Eq. so your downward velocity satisfes the initial
value problem
.v
.
1 . 6v, v(O)
(with in seconds and v in ftlsec). Use Euler' s method
with a programmable calculator or computer to approx
imate the solution for frst with step size
. and then with . rounding of approx
imate v-values to one decimal place. What percentage of
the limiting velocity ftlsec has been attained afer
second? After seconds?
26. Suppose the deer population in a small forest initially
numbers and satisfes the logistic equation
.

.
(with in months) . Use Euler' s method with a pro
grammable calculator or computer to approximate the so
lution for years, frst with step size .and then with
. rounding of approximate P-values to integral
numbers of deer. What percentage of the limiting popula
tion of deer has been attained after years? After
years?
........,.........
........27 ...28. ....,.
. 1 | COl O
. ..............,......
...,,................
,...,..
27. .
?
28. .
?
29. Consider the initial value problem
.
.
..
(a) Solve this problem for the exact solution
.
.
which has an infnite discontinuity at .O. (b) Apply

Euler' s method with step size . to approximate
this solution on the interval . Note that,
from these data alone, you might not suspect any diffculty
near .O. The reason is that the numerical approxima
tion "jumps across the discontinuity" to another solution
of .for . O. (c) Finally, apply Euler's
method with step sizes . and . but still
printing results only at the original points .
and Would you now
suspect a discontinuity in the exact solution?
30. Apply Euler' s method with successively smaller step sizes
on the interval ,to verify empirically that the solution
of the initial value problem
.
..
.
y,
has a vertical asymptote near . . (Contrast
this with Example in which
31. The general solution of the equation
.
y) cos .
..
is . tan(C sin x) . With the initial condition
y(O) the solution y(x) tan(sin x) is well behaved.
But with the solution . tan sin x,
has a vertical asymptote at x sin
l
(.) .
Use Euler' s method to verify this fact empirically.
Ceas::a.:|eaeia.ai.aia:e:e:.ema:e::e,:am:e|miemea:aaame:|.aiai,e
:|:|m.aas|a:eaeae saaae:s:aaa|a,ei:|eai,e:|:|m. t|,a:e: l l i|s:s1is
aaasAsiC:e,:ams|miemea:|a,aie: sme:|ea:ea:es|ma:e:|eseia:|eaei
:|e|a|:|aivaiae:e|iem
ay
ax
= x + y. y,c;=
.eas|ae:ea|a:||sse.:|ea 1|e.emmea:s:ev|aea|a:|eaaai.eiamas|eaiama|:
:|ese:e,:ams|a:eii|,||ieevea |iyea |ave i|::ieiam|i|a:|:yw|:|:|e sAsiCaaa
PROGR: EULER
: 10-N
: 0- X
: l-Y
: 1- Xl
: ( Xl-X) /N-H
: For ( I , l , N)
: X+Y-F
: Y+H*F-Y
: X+H-X
: Disp X , Y
: End
Program EULER
N = 10
X = 0
Y = 1
Xl = 1
H = ( Xl-X) /N
FOR 1=1 TO N
F X + Y
Y = Y + H*F
X = X + H
PRINT X , Y
NEXT I
Comment
Program title
Number of steps
Initial x
Initial
Y
Final x
step size
Begin loop
Function value
Euler iteration
New x
Display results
End loop
FIGURE 6. 1. 13. TI-85 and BASIC Euler's method programs.
1i.ai.aia:e::e,:amm|a,iaa,aa,es iaaeea, :|e sAsiC iaa,aa,e|saeiea,::
w|aeiyaseaie::e,:amm|a,.ema:e:s|a:|ss:|iiaseiai,as|at|,: l l aaasao
seaea:eaes|a:||s:es:)ie:|:|eiaes.:|:|eaeima:|ema:|.aiai,e:|:ams|aa::aas
a:ea:ie:m|a:e:mea|a:e|e:weeaa,i|s|aaa||,ae::e,:amm|a,iaa,aa,es,A
:e:|a:eiy,:|eaamesAsiC|saaa.:eaymaes.:|||a,:|eue,|aae: sAiiaqese
sym|ei|.ias::a.:|eaCeae|a::eaa.ea|al :, |a:|aiiyie:|as::a.:|eaaiasea:oa::
mea:|Ceiie,e )
1e|a.:ease:|eaam|e:eis:es,aaa:|e:e|yae.:ease:aes:es|ze)yeaaeea
eaiy.|aa,e:|evaiaeeiN se.|aea|a:|ea:s:i|aeei:|e:e,:am1eaiyaie: s
me:|ea:eaa|iie:ea:eaa:|eaay,ax = ),x.y; . yeaaeea.|aa,eeaiy:aes|a,ie
i|ae:|a:.ai.aia:es:|eiaa.:|eavaiaeF.
Aaye:|e::e.eaa:ai:e,:amm|a,iaa,aa,e,sa.|astOk1kANe:ras.ai)
weaiaieiiew:|ea::e:a|iias::a:ea|y:|ea:aiieii|aesei 1isaaasAsiC.eae|a
t|,: l l semeei:|emeaeniaa.:|eaai:e,:amm|a,iaa,aa,esm|::e:s:aaaa:a
ma:|ema:|.aiae:a:|eaevea me:e.ieseiy t|,a:e: l l +s|ewsaMtts|mie
mea:a:|eaeiaie: sme:|ea1|eeuler iaa.:|ea:a|esas|aa::ae|a|:|aivaiaex,
:|e|a|:|aivaiaey, :|eaaaivaiaexl eix. aaa:|eaes|:eaaam|e:n eisao|a:e:vais
function yp = f ( x , y)
yp = x +
Y
J 6 yp = y '
function [ X , Y ] = euler ( x , y , xl , n)
h ( xl - x ) /n J 6 step size
X = X J
Y =
Y
J
for i =
y =
x =
X =
Y
end
l : n
y + h* f ( x ,
Y
) J
x + hJ
[ X J x] J
[ Y J
Y
] J
6
6
6
6
6
6
6
6
initial x
initial y
begin loop
Euler iteration
new x
update x-column
update y-column
end loop
FIGURE 6. 1. 14. MA1LADimplementation of Euler's method.
te:|as:aa.e,:aeMtts.emmaaa
[ X , Y ] euler ( O , 1 , 1 , 10 )
:aea,eae:a:es:aex. aaay.aa:asaewa|a:aea:s::we.eiamasei:ae:a|ieeit|,
: l s
Yeasaeaia|e,|a:a|s:e]e.:|y|miemea:|a,aie: sme:aeaw|:ayea:ewa
.ai.aia:e:e:.ema:e:sys:em 1es:yea::e,:am|ya:s:aiy|a,|::e:ae|a|:|ai
vaiae:e|iem|asamiel , :aea:esemeei:ae:e|iemsie::a|sse.:|ea
Famous Numbers Investigation
1aeieiiew|a,:e|iemsaes.:||e:aeaam|e:se z l szs, ia z c : l ,aaa
P l +l asse.|a.vaiaeseiseia:|easei.e::a|a |a|:|ai vaiae:e|iems ia
ea.a.ase,aiyaie: sme:aeaw|:an = c, l cc, zcc, sa||a:e:vais,aeaoi|a,
n ea.a:|me) uewmaaysa||a:e:vaisa:eaeeaea:ee|:a|a-:w|.e|asa..ess|ea-
:ae.e::e.:vaiaeei:ae:a:,e:aam|e::eaaaea:e:a:eeae.|maiia.es:
1. 1aeaam|e:e=y, i ; . wae:ey,x; |s:aeseia:|eaei:ae|a|:|aivaiae:eoiem
ay}ax=y.yc;= l
2. 1aeaam|e:iaz= y,z; ,wae:ey,x; |s:aeseia:|eaei:ae|a|:|aivaiae:eo
iemay}ax = i}x. y, i ; =c
3. 1aeaam|e:P =y, i ; . wae:ey,x; |s:aeseia:|eaei :ae|a|:|aivaiae:e|iem
ay}ax=+}, l+x
:
; . yc;=c
Aiseesia|a|aea.a:e|iemwaa::aee|a:|s-way:ae|aa|.a:eaiameas
aam|e:|s:aeese.:eaaame:|.ai:esai:
A Closer Look at the Euler Method
1aeaie:me:aeaas:esea:ea|ase.:|ea: l |sae:ei:eaasea|a:a.:|.e,ma|aiy
|e.aaseme:ea..a:a:eme:aeasa:eava|ia|ie sa:aie: sme:aeaaas:aeaavaa:a,e
eis|mi|.|:y,aaaa.a:eiais:aayei:a|sme:aeay|eias|as|,a:s|a:e:aewe:||a,sei
me:ea..a:a:eme:aeas,|e.aasemaayei:aeia::e:a:ees:eas|ease::eaaemea:sei
:aeaie:me:aea
1e.ema:e:wea|ne:ea:me:aeaseiaame:|.aia:es|ma:|ea,weaeeaseme
way:emeasa:e:aea..a:a.yeiea.a 1aee:em l :eiiswaa:ae,:eeeia..a:a.ywe
.aaese.:waeaweaseaie: sme:aea
THEOREM 1 The Error I n the Eul er Method
saese:aa::ae|a|:|aivaiae:e|iem
ay
ax
=),x.y; . y,x,;=y, , l )
aasaaa|aeseia:|eay ,x; ea:ae.iesea|a:e:vai../} wi:a.=x,.aaaassame
:aa:y,x; aasa.ea:|aaeasse.eaaae:|va:|veea.,/} ,1a|sweaiaieiiewi:em
:aeassam:|ea:aa:).]
,aaa),
a:eaii.ea:|aaeasie:. x /aaac ya.
w|e:ec y,x; aie:aiix|a../} ;1aea:ae:ees|s:sa.eas:aa:csa.a:aa:
cXump| e 1
6. 2 A Cl oser Look at the Eul er Method 443
:|eieiiew|a,|s::ae ii :|ea:es|ma:|easy, ,y;
,y, , ,y,:e:|ea.:aaivaiaes
y,x, ; , y,;
) , y,, ) , , y(
,) a: e|a:s eia, /[ a:e.ema:eaas|a,aie: s
me:|eaw|:|s:es|ze/ > c,:|ea
,z;
ie:ea.|- l z, , ./
Remark: 1|ecrrOr
y
......
- y
.,,
y,x
.
)- y.
|a,z;aeae:es:|e,.amaia:|ve[e::e:|aaie: sme:|eaai:e:s:es|a:|ea:es|
ma:|ea,ex./s/.eei:eaaaeiie::e:,as:|ea,awewe:eas|a,ae:ie.:ma.a|ae:aa:
maaeae:eaaaeiie::e:s) 1|e:|ee:em.aa|esamma:|zeaoysay|a,:aa:/ee
/i/ese/oa/so)oae/, :|a:|s,:|ee::e:|s|eaaaeaoya:eae:e:m|aea}
.eas:aa:C mai:|i|ea|y:|es:es|ze/ i:ie|iews, ie:|as:aa.e,:|a:,eaa,|vea
.iesea|a:e:vai)|aiv|a,:|es:es|ze.a:s:|emas|mame::e:|aaa|i,s|m|ia:|y,w|:a
s:es|ze/} i owe,e:l c:|mes:|ea..a:a.y ,:aa:|s. l } l c:aemas|mame::e:)as
w|:|s:es|ze/ Ceaseaea:iy,we.aa-|a:|a.||e-,e:aayae,:eeeia..a:a.y
wewaa:oy.|ees|a,/saia.|ea:iysmaii
wew|iiem|::|e:eeiei:||s:|ee:em,|a:eae.aa|eieaaa|aCaa:e:ei
. s|:|heiiaaa. -C. ke:a, oa/.n_ ee/./i,./os +:a ea ,NewYe:|
e|aw|iey, l s) 1|e.eas:aa:C aese:vesseme.emmea: se.aaseC :eaas:e
|a.:easeas:|emas|mamvaiaeeiy,x;eaa./}|a.:eases,|:ieiiews:aa:Cmas:
aeeaa|aaia|:iy.emi|.a:eawayeay. aaaa.:aai.ema:a:|eaeiavaiaeeiC
sa.|:|a::|e|aeaai|:y|a,z;|eias|sasaaiiy|m:a.:|.aiia:a.:|.e,:aeieiiew|a,
:yeei:e.eaa:e|s.emmeaiyemieyea
1. Aiyaie: sme:|ea:e :ae |a|:|aivaiae:e|iem|a, l ) w|:a a:easeaaoie
vaiaeei/
2. keea:w|:|/}z./}+,aaaseie::a,a:ea.as:a,eaaiv|a,:aes:es|zeie::ae
aes:ai|.a:|eaeiaie: sme:|ea
3. Cea:|aaeaa:|i:|e:esai:se|:a|aeaa:ea.s:a,ea,:ee-:eaaa:e:|a:eaam
|e:eis|,a|a.aa:a|,|:s-w|:|:|esee|:a|aeaa::|e:ev|eass:a,e 1aea:ae
a:es|ma:evaiaese|:a|aeaa::||s s:a,ea:e.eas|ae:eai||eiy:e|ea..a:a:e
:e:|e|aa|.a:eaaam|e:eis|,a|a.aa:a|,|:s
Ca::yea::||s:e.eaa:ew|:|:|e|a|:|aivaiae:eoiem
ay zxy
ax
=-
l+x
;
y,o;= l
:ea:es|ma:ea..a:a:eiy:|evaiaey, l )ei:aeseia:|eaa:x l
,)
Sol ution Us|a,aaaie:me:|ea:e,:am, e:|as eaeei:|esei|s:ea|at|,s : l l aaa
: l l+, we|e,|aw|:|as:es|ze/ c c+:ea|:|a, = zs:es :e:ea.ax = l
1|e:aoie|at|,: z l s|ews:|ea:es|ma:evaiaeseiy, l )eo:a|aeaw|:asa..es
s|veiysmaiie:vaiaesei/1|eaa:asa,,es::aa::|e::aevaiaeeiy, l )|sesa.:iyc
iaaeea,:|eesa.:seia:|eaei:|e|a|:|aivaiae:e|iem|a,)|sy,x; = i, l+x
;
) ,
se:|e::aevaiaeeiy, l )|sesa.:iy
y
(x + /, y(x + /))
/
/
/
/
/
/
/
/
/
Lttet
/;ee|;tee
,
)
-v
_
|ae
,s|eey (x)
/
x x + /
FIGURE 6.2.2. True and
predicted values in Euler's
method.
x
gr Actual y(l)
. .

.

FIGURE 6.2. 1. Table of values in Example
I Errorl / h

1|eaaai.eiamaei:|e:a|ie|at|, : z la|siays:|e:a:|eei:|ema,a|:aae
ei:|ee::e::e/ , :|a:|s,
)_;
a_
|
-
)_
;ex
}h. O|se:ve|ew:|eaa:a|a:a|s.eiama
sa|s:aa:|a:e1|ee:emi -|a:||s.ema:a:|ea,:aee::e:|eaaa|a,z)aea:s:eaeia
w|:|avaiaeeiC si|,|:iyia:,e::|aac l
D Improvement in Euler' s Method
Ast|,: z. zs|ews, aie: sme:|ea|s:a:|e:aasymme::|.ai l:ases:|e:ea|.:ea
siee = ),x. .y. ; ei:|e,:a|ei:|eseia:|eaa::|eiei:aaaa eaae|a:ei:ae
|a:e:vai x
-
,x
-
/} as|i|:we:e:|ea.:aai sieeei:aeseia:|eaeve::aa:ea:|::
|a:e:vaiweaew:anea:a::ea:|ea:eaway|aw||.||a.:easeaa..a:a.y.aaeas|iy
|ee|:a|aea,|:|s|aewaas:|e/p.eai/ee/oa
C|vea:|e|a|:|aivaiae:e|iem
ay
ax
=),x.y; . y,x,;=y,. ,:,
saese:|a:ai:e:.a::y|a,ea:n s:esw|:|s:es|ze/we|ave.ema:ea:|ea
:es|ma:|eay. :e:|ea.:aaivaiaey,x. ;ei:|eseia:|eaa:x
-
=x,n/ we.aa
ase:|eaie:me:|ea:ee|:a|aaa:s:es:|ma:e-w||.|weaew.aii
-
,:a:|e::aaa
y
-
, -ei :|evaiaeei:|eseia:|eaa: x
-
, =x
-
/ 1|as
New:|a:a
-
,
y,x.
,
;|as|eea.ema:ea,we.aa:a|e
asase.eaaes:|ma:eei:|esieeei:|eseia:|ea.a:vey=y,x;a:x=x
-
(
Oi.ea:se,:|ea:es|ma:esiee/, = ),x. .y. ;a:x =x
-
|asai:eaayoeea
.ai.aia:eaw|yae:..em,e:|ese:wesiees:ee|:a|aame:ea..a:a:ees:|ma:eei
:|eave:a,esieeei:|eseia:|ea.a:veeve::|eea:|:esa||a:e:vaix. .x.
_: 1a|
|aea|s:|eessea.eei:|e/p.eaaie:me:|ea t|,a:e: z s|ews:|e,eeme:
|e||aa:||sme:|ea

y
FIGURE 6.2.3. The improved Euler method: Average the slopes of the tangent lines
at .

and .

ALGORI THM The I mproved Eul er Method
Civea:|eiai:ia|va|ae:e||em
ay
ax
),x. y; . y,x,;=y, .
:|eimproved Euler method with step size h .eas|s:s| aa|yia,:|e|:e:a:|ve
iemaias
/
.
=),x
- y-
; .
-..
=y-
+ h
.
/
.
/
:
),x
-..
.
-.,
,
y-., y-+ h
.
,/
.
+ /
:
;
,)
:e.ema:esaeeess|vea:es|ma:|easy.
,y
:
.y
.. . . :e:|eaae[va|aesy,x, ; .
y,x
:
; , y,x
; , . ei:|eesa.:[se|a:|eay y,x; a: :|ee|a:sx, ,x

:
.x
. . ,
:ese.:|ve|y
Remark: 1|eaaa|iena|a|a,):a|es:|ea|e:ien
|iwew:|:e
y-
, =y-
+h
.
/
/=
/,+ /
:
z
ie::|ea:es|ma:e..em,es/opeea:|e|a:e:va|x
-
.x
-
, }
1|e|m:eveaa|e:me:|ea|seaeeia.|asseiaame:|.a|:e.aa|aes|aewa
aspredictor-corrector me:|eas. t|:s:a:ea|.:e:
-
, ei:|eaes:yva|ae|s.em
a:ea,:|eai:isasea:e.e::e.:|:se|i. 1|as:|eimproved Euler method wi:|s:e
cXump| eZ
s|ze/.eas|s:seias|a,:|epredictor
,:)
aaa:|ecorrector
(7)
|:e:a:|ve|y:e.ema:esa..ess|vea:es|ma:|easy, ,y
,y
, :e:|eva|aesy,x, ) ,
y,x
) , y,x
) , ei:|ea.:aa|se|a:|eaei:|e|a|:|a|va|ae:e||em| a,+)
Remark: a.||m:eveaa|e:s:e:ea|:es:weeva|aa:|easei:aeiaa.
:|ea),x,y) , as.ema:eaw|:|:|es|a,|eiaa.:|eaeva|aa:|ea:ea|:eaie:aae:a|
aa:ya|e:s:e weaa:a:a||yweaae:w|e:|e::||saea||ea.ema:a:|eaa||a|e:|s
we::|:|e::ea||e
Aswer: Uaae::|eassam:|ea:|a::|eesa.:se|a:|eay y,x) ei:ae
|a|:|a|va|ae:e||em|a,+) |asa.ea:|aaeas:||:aae:|va:|ve,|:.aa|e:evea-see
C|a:e: eis|:||eiiaaake:a-:|a::|ee::e:|a:|e|m:eveaa|e: me:|ea|s
eie:ae:/
1||s meaas:|a:eaa,|vea|eaaaea|a:e:va| a, /} ,ea.aa:es|ma:e

va|aey
-
sa:|saes:|e|aeaa||:y
,s,
w|e:e:|e.eas:aa:C aeesae:aeeaaea/ se.aase/
|sma.|sma||e::|aa/|i
/|:se|i|ssma||, :||smeaas:|a::|e|m:eveaa|e:me:|ea|sme:ea..a:a:e:aaa
a|e: sme:|ea|:se|i 1||saavaa:a,e|sense:|y:|eia.::|a:a|ea::w|.easmaay
.ema:a:|easa:e:ea|:easa::|eia.:e:/
|a,s)meaas:|a:|a|v|a,:|es:es|ze
:esa|:s|a l }+:|emas|mame::e:, aaa w|:| s:e s|ze/} l cwe,e: l cc :|mes :ae
a..a:a.y,:|a:|s, l } l cc:|emas|mame::e:)asw|:|s:es|ze/
...... .. .. .............
t|,a:e: l ss|ews:esa|:seia|y|a,a|e: sme:|ea:e:|e|a|:|a|va|ae:e||em
ay
ax
= x+y. y,c)= l ,
w|:|esa.:se|a:|eay,x) = z,
- x - i w|:|),x,y) = x+y|as ,:)aaa(7),
:|e:ea|.:e:.e::e.:e:ie:ma|asie::|e|m:eveaa|e:me:|eaa:e
+
j = y
-
+/
,x.+y
-
) .
y
-
, = y
-
+/ ,x.+y
-
)+,x
-
,+|( .
w|:|s:es|ze/= c l we.a|.a|a:e
( = l+,c l )
,c+l ) = l l ,
y, = l+,c c)
, ,c+l ) +,c l+l l ) [ = l l l ,
= l l l+,c l )
,c ll l l ) l z l .
y
= l l l +,c c)
,c l+l l l )+,c z+l z l ) } = l z+zc.

aaaseie::| 1|e:a||e |at|,: z +.ema:es:|e:esa|:se|:a|aeaas|a,:|e|m
:eveaa|e:me:|eaw|:|:|esee|:a|aea:ev|eas|yas|a,:|eaa|m:eveaa|e:
me:|ea w|ea:|esames:es|ze/ = c l |sasea,:|ee::e:|a:|ea|e:a:es|
ma:|ea:ey, l ) |s z, |a::|ee::e:|a:|e|m:eveaa|e:a:es|ma:|ea|sea|y
c z+

. .
. .

. .
.. ..
.. ...
.

.. .
FIGUR 6.2.5. Improved Euler
approximation to the solution of
Eg. with step size .=
cXump| C

.

.
.
.

Iproved Euler,
h = 0. 1 Actual
Values of y y

. . .

. .
. ..

. .
.
. . .
FIGUR 6.2.4. Euler and improved Euler approximations to the solution of
...= .=
iaaeea, :|e|m:eveaaie:me:|eaw|:|/ = c l | s me:ea..a:a:e,|a:a|s
esamie):|aa:|ee:|,|aaiaie:me:|eaw|:|/ = c cc 1aeia::e::ea|:eszoc
evaiaa:|easei:|e iaa.:|ea ),x. y; . |a::|eie:me::ea|:es eaiy zcsa.aevaiaa
:|eas, se|a:||s.ase:|e|m:eveaaie:me:|eay|eias,:ea:e:a..a:a.yw|:|eaiy
a|ea:eae:ea:|:|ewe:|
t|,a:e:. z s|ews:|e:esai:se|:a|aeaw|ea:|e|m:eveaaie:me:aea|s
ai|ea:e:|e|a|:|aivaiae:e|iem|a,)as|a,s:es|ze/ = c cc A..a:a.yei
aves|,a|a.aa:a,a:es|saa:ea:|a:|e:a|ie 1||ssa,,es:s:|a:,|a.ea::as:w|:a
:|ee:|,|aaiaie:me:|ea, :|e|m:eveaaie:me:|ea|s sau.|ea:iya..a:a:eie:
.e::a|a:a.:|.aiai|.a:|eas-sa.|asie::|a,seia:|ea.a:ves
Aa|m:eveaaie::e,:am,s|m|ia::e:|eeaesi|s:ea|a:ae:e]e.:ma:e:|ai
ie::||sse.:|ea)wasasea:e.ema:ea:es|ma:|eas:e:|eesa.:vaiae( l ) =c
ei:|eseia:|eay,x; = l}, l+x
;ei:|e|a|:|aivaiae:e|iem
ay
ax
zxy
l+ x
y,o;= l ,,
eisamiel 1|e:esai:se|:a|aea|ysa..ess|veiy|aiv|a,:aes:es|zeaea:|a
:|e:a|ie |at|, :. z. :. Ne:e:|a::|eaaai.eiamaei:||s:a|ie|m:ess|veiy.e:
:e|e:a:es:|eie:mei:|ee::e:|eaaa|a,s), aaa:|a:ea.||aiv|a,ei:aes:es|ze
:eaa.es:|ee::e:|yaia.:e:eiaimes: esa.:iy+,as s|eaiaaaea|i:|ee::e:|s
:ee::|eaai:e/
ia:|eieiiew|a,:weesamieswees||||:,:a||.ai:esai:se|:a|aeaoyem
iey|a,:||s s::a:e,y eisa..ess|veiy|aiv|a,:|e s:e s|ze, aaa:|as aea|i|a,:ae
aam|e:eisa||a:e:vaiseiaasea|a:e:vaieaw||.|wea:ea:es|ma:|a,aseia
:|ea
iasamieeise.:|ea:. l weai|eaaie: sme:|ea:e:aeie,|s:|.|a|:|aivaiae
:e|iem
ay
l
ax
= y,s- y; . y,o;= l
| .
|
Exact
o
~ o
4
.
. 3 4 5
X
FIGURE 6.2.7. Approximating
a logistic solution using the
improved Euler method with
n = n = n = and
n = .subintervals.
.
... ...
. .

. .

FIGURE 6.2.6. Improved Euler approximation to for
...= . .
=
[Errrlh2

t|,a:e :. l . s|ews aa e|v|eas a|ne:ea.e |e:weea :|e esa.: seia:|ea y,x;=
s}, +:e
-
/
aaa:|eaie:a:es|ma:|eaeac x as|a,n = zcsa||a
:e:vais. t|,a:e:. z. s|ewsa:es|ma:eseia:|ea.a:vesie::eaas|a,:|e|m:evea
aie: sme:|ea.
1|ea:es|ma:|eaw|:|avesa||a:e:vais|ss:|ii|aa-e:|aswe:se. l:a-
ea:s:eieveien.eas|ae:a|iys|e::ei:|ea.:aaii|m|:|a,eaia:|eaM= s. Yea
s|eaia.a::y ea: a: ieas::|e a:s::we |m:eveaaie:s:es maaaaiiy :e seeie:
yea:seii|ew|:|aeas:|a:,ai:e:|a.:eas|a,a:e:|a:eiyaa:|a,:|ea:s:s:e,:|e
a:es|ma:eseia:|eaae.e.ses|a:|ese.eaas:e:a:|e::|aa.ea:|aa|a,:e|a.:ease
,as|:s|eaia). la:|e:e]e.:ie::||sse.:|eaweas|yea:es|ewem|:|.aiiy:|a::ae
|m:eveaaie:a:es|ma:eseia:|eaw|:|s:es|ze/= l ieveisena:y+. +z.
la.ea::as:,:|ea:es|ma:eseia:|ea.a:vew|:|n = zcsa||a:e:vais::a.|s
:|e esa.: seia:|ea .a:ve :a:|e: .ieseiy, aaa w|:| n = +c sa||a:e:vais :|e esa.:
aaa a:es|ma:eseia:|ea.a:ves a:e |aa|s:|a,a|s|a|ie|at|,.:. z. . 1|e:a|ie|a
t|,.:. z. s|aa|.a:es:|a::|e|m:eveaaie:a:es|ma:|eaw|:|n = zccsa||a:e:
vais|s a..a:a:e:eaaaea:e:|:eeae.|maiia.es,:|a:|s, iea:s|,a|a.aa:a|,|:s)ea
:|e |a:e:vaic x . se.aasea|s.:eaa.|es |a :|e iea::|s|,a|a.aa:a|,|:a:e
ae:v|saaiiyaa:ea:a::|e:eseia:|eaeiaae:a|aa:y.ema:e:s.:eea,:|e|m:ev:a
aie:me:|ea,as|a,seve:ai|aaa:easa||a:e:vais)|s.eas|ae:eaaaeaa:eie:maay
,:a||.aia:eses.

.

FIGURE 6.2.8. Using the improved Euler
method to approximate the actual solution of the
initial value problem in Example
cXump| C4
3
n - 5O
2
0
O 5 I O I 5
X
FIGUR 6.2.9. Approximating
the exact solution = c using
the improved Euler method with
.= and subintervals.
iasamie1eise.:|ea: lweai|eaaie: sme:aea:e:ae|a|:|aivaiae:e|iem
ay
- =y.es x, y,o;= l
ax
t|,a:e: l l csaewse|v|easv|saaia|ne:ea.es|e:weea:aee:|ea|.esa.:seia:|ea
y ,x;
g
_sin
aaa:aeaie:a:es|ma:|easeac_x _:-w|:aasmaayas=1
sa||a:e:vais
t|,a:e: z saews:aeesa.:seia:|ea.a:veaaaa:es|ma:eseia:|ea.a:ves
ie::eaas|a,:ae|m:eveaaie:me:aeaw|:a = c, = l cc, aaa = z
sa||a:e:vais 1aea:es|ma:|eae|:a|aeaw|:a = zcc|s|aa|s:|a,a|saa|iei:em
:aeesa.:seia:|ea.a:ve,aaa:|ea:es|ma:|eaw|:a= l cc|seaiy|a:eiya|s:|a
,a|saa|iei:em|:
Ai:aea,at|,s : z aaa: z |aa|.a:e:aa::ae| m:eveaaie:me:aea.aa

:ev|aea..a:a.y:aa:sau.esie:maay,:aa|.aia:eses,|:aeesae::ev|ae:ae
a|,ae::e.|s|eaaame:|.aia..a:a.y:aa:seme:|mes|s aeeaeaie:me:e.a:eiai|a
ves:|,a:|eas te:|as:aa.e,.eas|ae:a,a|a:ae|a|:|aivaiae:e|iem
ay
ax
zxy
-
l+ x

y,o;
g
l
eisamie l 1|eaaai.eiamaei:ae:a|ie|at|,: z :sa,,es:s:aa:, |i:ae|m
:eveaaie:me:aea|saseaea:ae|a:e:vaic_x _ lw|:asa||a:e:vaisaaas:e
s|ze/ = t}, :aea :ae:esai:|a,e::e: i |a :aeaaaia:es|ma:|eay. y, l ) |s
,|vea|y
c l z
i= y, i ; - y. ,c l z) / = -
iise, :|ea l zia.ea..a:a.y ,ie:|as:aa.e) |a :ae vaiae y, i ; weaia:ea|:e:aa:

,c l z)
< l c
, wa|.ameaas:|a: 1s. ss 1aas, :ea,aiyaaiia

m|ii|ea s:es eiiea,:a / c ccccczweaia|e:ea|:ea As|aei:em:aeess|
|ie|m:a.:|.ai|:yei:a|smaays:es,as|a,ava|ia|ie.ema:a:|eaai:esea:.es),:ae
:eaaaene::e::esai:|a,i:emsemaay sa..ess|ves:esm|,a:weiieve:waeim:ae
.amaia:|vee::e::ea|.:ea|y:aee:y ,wa|.aassamesesa.:.ema:a:|eas|aea.a
sea:a:es:e) Ceaseaea:iy,s:|iime:ea..a:a:eme:aeas:aaa:ae| m:eveaLaie:
me:|ea a:e aeeaeaie:sa.a a|,a:e.|s|ea.ema:a:|eas sa.a ame:aea|s:e
sea:ea|ase.:|ea:
............,.1 ....10,
.......,............
,,.,......,,.......
.... , ...,..= ....
.........,......,,..
..............,...=
.
6. = . = . = c
7. = .
= . = c'
8. =
= . = In.
9. =
= . = tan
10. = .
= . = -
.
^0lP ...,,.......,......
... ,.,...........
.1 1 ....24.
1. = = . = c
2. = =
. =
3. = = . =
4. = . = . = c.
S. = . = . = .
A ,......,....
.1 1 ....16. ...,.....
.........,....,,.
,......,,....
,.................,.
. .....,.. .........
..,,...................
,.........,,.....
....., ......,.....
....,.
11. ,.,
12.
, .,
13. .
, ,.,
14. .
,.,
15. . . ,.,
16.
, .,
,....,..,...1 7 ....
.......,....,..
.....,... ....
.,,....,..........
..,...,..,.........
..........,,,.........
.......,.....,........
,.........,.
17. .
,.,
18. .
, .,
19. .. ,.,
20. . , , . ,
21. In ,.,
22. .
, .,
23. sin x cos y, ,. ,
.
24. l ' .
'
. .
25. As in Problem of Section you bail out of a he
licopter and immediately open your parachute, so your
downward velocity satisfes the initial value problem
.
.

(with in seconds and in fts) . Use the improved Eu
ler method with a programmable calculator or computer
to approximate the solution for ,, frst with step
size . and then with . rounding of
approximate v-values to three decimal places. What per
centage of the limiting velocity ftls has been attained
afer second? Afer seconds?
26. As in Problem of Section suppose the deer popu
lation in a small forest initially numbers and sat
isfes the logistic equation
.
.
.
(with in months). Use the improved Euler method with a
programmable calculator or computer to approximate the
solution for years, frst with step size .and then
with . rounding of approximate P-values to three
decimal places. What percentage of the limiting popula
tion of deer has been attained after years? Afer
years?
..,.......,.....
..................
.,.. ..............,..
.......,,............
....,...,..
27. .
?
28. .
?
29. Consider the crossbow bolt of Example in Section
shot straight upward from the ground with an initial veloc
ity of 49 m/s. Because of linear air resistance, its velocity
function satisfes the initial value problem
.
.
. .
with exact solution .
.Use a calcu
lator or computer implementation of the improved Euler
method to approximate for ,,using both
.and . subintervals. Display the results
at intervals of second. Do the two approximations
each rounded to two decimal places-agree both with
each other and with the exact solution? If the exact so
lution were unavailable, explain how you could use the
improved Euler method to approximate closely (a) the
bolt's time of ascent to its apex (given in Section as
. s) and (b) its impact velocity afer 9. 41 s in the air.
30. Consider now the crossbow bolt of Example in Section
It still is shot straight upward from the ground with
an initial velocity of 49 mis, but because of air resistance
proportional to the square of its velocity, its velocity func
tion satisfes the initial value problem
.
= ..
.
The symbolic solution discussed in Section required
separate investigations of the bolt' s ascent and its descent,
with given by a tangent function during ascent and
by a hyperbolic tangent function during descent. But
the improved Euler method requires no such distinction.
Use a calculator or computer implementation of the im
proved Euler method to approximate for ,,
using both . and .subintervals. Dis
play the results at intervals of second. Do the two
approximations-- each rounded to two decimal places
agree with each other? If an exact solution were un
available, explain how you could use the improved Euler
method to approximate closely (a) the bolt' s time of as
cent to its apex (given in Section as . s) and (b) its
impact velocity after . s in the air.
. Z | COl O
6. 2 A Cl oser Look at t he Eul er Method 451
t|,a:e: z l ci|s:s1isaaasAsiC:e,:ams|miemea:|a,:ae|m:eveaLaie:
me:aea:ea:es|ma:e:aeseia:|eaei:ae|a|:|aivaiae:e|iem
ay
ax
=x

y, y,c)= i
.eas|ae:ea|asamiezei:a|sse.:|ea 1ae.emmea:s:ev|aea|a:aeaaai.eiama
s|eaiama|e:aese:e,:ams|a:eii|,||ieevea|iyeaaavei|::ieiam|i|a:|:yw|:a:ae
sAsiCaaa1i:e,:amm|a,iaa,aa,es
PROGR: IMPEULER
: F=X+Y
: 10N
: oX
: lY
: 1X1
: ( Xl-X) /NB
: For ( I , l , N)
: YYO
: FK1
: YO+H*K1Y
: X+BX
: FK2
: ( K1+K2 ) /2K
: YO+H*KY
: Disp X , Y
: End
Program IMPEULER
DEF FN F ( X , Y ) = X + Y
N 10
X = 0
Y = 1
Xl = 1
H = ( X1-X) /N
FOR 1=1 TO N
YO = Y
K1 = FNF ( X , y )
Y = Y O + H*K1
X = X + B
K2 = FNF ( X , Y )
K = ( K1 + K2 ) /2
Y = YO + B*K
PRINT X , Y
NEXT I
FIGURE 6.2. 10. TI-85 and BASIC improved Euler programs.
Comment
Program title
Define function f
No . of steps
Initial x
Initial y
Final x
Step size
Begin loop
Save previous y
First slope
Predictor
New x
Second slope
Average slope
Corrector
Display results
End loop
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:eaa.es:ae:esai:|a,.eiamave.:e:sX aaaY eix aaayvaiaes te:|as:aa.e,:ae
Vtts.emmaaa
[ X , Y] = impeuler ( O , 1 , 1 , 1 0)
:aea,eae:a:es:aea:s:aaaiea::a.eiamaseiaa:asaewa| at|,: z :
Yeasaeaia|e,|a:||s:e]e.:|y|miemea:|a,:ae|m:eveaLaie:me:aea
w|:a yea: ewa .ai.aia:e:e:.ema:e:sys:em 1es: yea::e,:am|y aiy|a,|:
a:s::e:ae|a|:|aivaiae:e|iemeisamiei , :aea:esemeei:ae:e|iemsie::a|s
se.:|ea
function yp
yp
x + y ;
f ( x , y )
6 yp
y '
function [ X , Y ]
h ( xl - x ) /n ;
X
x ;
impeuler ( x , y , xl , n)
Y
for
y;
i
kl
k2
k
x
y
X
end
l : n ;
f ( x , y) ;
f ( x+h, y+h*kl ) ;
( kl + k2 ) /2 ; ;
x + h ;
+ h*k;
[ Xi X ] ;
[ Y ; y] ;
6 step size
6 initial x
6
6
6
6
6
6
6
6
6
6
initial y
begin loop
first slope
second slope
average slope
new x
new y
update x-column
update y-column
end loop
FIGUR 6.2. 11. MA1LADimplementation of improved Euler method.
Famous Numbers Revisited
1aeieiiew|a,:e|iemsaes.:||e:aeaam|e:s
z l szs l s,ia z c : l :z,
aaaT l :l zasse.|a.vaiaesei.e::a|a|a|:|aivaiae:e|iemsiaea.a.ase,
aiy:ae|m:eveaaie:me:aeaw|:an = l c, zc, :c, sa||a:e:vais,aea|i|a,n
ea.a:|me)uewmaaysa||a:e:vaisa:eaeeaea:ee|:a|a-:w|.e|asa..ess|ea-:ae
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1. 1aeaam|e: = y, l ) , wae:ey,x;|s:aeseia:|eaei:ae|a|:|aivaiae:e|iem
ay}ax = y, y ,o;= l
Z. 1aeaam|e:iaz= y,z) ,wae:ey,x;|s:aeseia:|eaei:ae|a|:|aivaiae:e|
iemay}ax= i}x, y, i ; = c
3. 1aeaam|e:T = ), l ) , wae:ey,x;|s:aeseia:|eaei:ae|a|:|aivaiae:e|iem
ay}ax= :}, l+x
; .y,o;= c
Logistic Population Investigation
Aiyyea:|m:eveaaie::e,:am:e:ae|a|:|aivaiae:e|iemay }ax = y,s-y;.
y ,o; = l eisamie iaa::|.aia:, ve:|iy,as.ia|mea) :aa::aea:es|ma:e
seia:|eaw|:as:es|ze/ = l ieveisena:y : :z:a:ae::aaa a::ae i|m|:|a
vaiaey = sei:|eesa.:seia:|ea re:aasa:a|ieeivaiaesie:c x l ccw|ii
ma|e:a| saa:ea:
iem
te:yea:ewaie,|s:|.eaia:|ea:e|aves:|,a:e,.eas|ae::ae|a|:|aivaiae:e|
ay l
- = -y,- y; . y,o;= l ,
ax n
wae:e m aaan a:e ,ie:|as:aa.e):aeia:,es:aaasmaiies:aeaze:ea|,|:s|a yea:
s:aaea:iDaam|e: Dees:|e|m:eveaaie:a:es|ma:|eaw|:as:es|ze/ = l
ieveiena::ae.e::e.:i|m|:|a,vaiaeei:aeesa.:seia:|ea: iiae:, aaaasmaiie:
vaiaeei/se:aa:|:aees
2. O
I . 5
I .Og
- O. 5
O. O
- O. 5
- I . O
FIGUR 6.2.12. Solution curves

...= . .- sin 2nt .
6. 3 The Runge-Kutta Method 453
Periodic Harvesting and Restockng
1aea|ne:ea:|aieaa:|ea
ay
z-
= y,M - y; - / s|a
a i
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wasasea:eie::ae:y|.aiseia:|ea.a:vesie::ae.asek =M=/= i= l:aa:
a:e saewa|a t|, : z l z 1a|sa,a:e sa,,es:s-ai:aea,a|: aees ae::eve-:ae
es|s:ea.eeia:a:esaeia|a|:|aieaia:|easa.a:aa:
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.|iia:es ,e:|as w|:a e:|ea i:) a:eaaa :ae ,aaaa:ves:ea) s:a|ie i|m|:|a
eaia:|eay, ; = M,wae:eas
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eia
Useaaa:e:|a:eie::|a,a:|i|:y:e|aves:|,a:eyea:ewaie,|s:|.eaia:|eaw|:a
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weaewa|s.assame:aeaie:a:es|ma:|a,:ae seia:|ea y = y,x; ei:ae|a|:|ai
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ay
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y,x.
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1a|s |s :aeaie:me:aeasieea:x
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-
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waea:|esesa|s:|:a:|easa:emaae|a,:), :ae:esai:|s:ae|:e:a:|veie:maia
,:)
1aeaseei:a|sie:maia:e.ema:e:aea:es|ma:|easy, .y
.y
, sa..ess|veiy
.eas:|:a:es:aeRunge-Kutta method. Ne:e:aa: ,:):a|es:aeaie:ie:m
|iwew:|:e
y.
, =y-
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.amaia:|vee::e:eaa|eaaaea|a:e:vai../[w|:a. =x,|seie:ae:/
-
,1aas:a:
|:e:a:|ea|a,:) |sseme:|mes.aiiea:|e)o/oaekaa,e-ka::ame:aea|e.aase
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me:aeas
cXump| C 1
wea:s:aiy:aekaa,e-ka::ame:aea:e:ae|iias::a:|ve|a|:|aivaiae:e|iem
ay
ax
= x + y. y,c)= l ,
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: z 1aeesa.:seia:|eaei:a|s:e|iem|sy,x) =z,
- x - i 1ema|eae|a:we
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:ea|:ea:e,ei:emx=c:ex= l
ia:aea:s:s:ewease:aeie:maias|a,)aaa,:):e.ai.aia:e
aaa:aea
/, = c + t = t ,
/
=,c+c z)+, l +,c z)
, l ; = l .
/
= ,c+c z)+, l +,c z)
, l )= l :z,
/
.
= ,c ) +, l +,c )
, l :z)=z l z,
c
y, = l+
l+z
, l ) +z
, l :z)+z l z[ l :
s|m|ia:iy,:aese.eaas:ey|eias)_ ::
t|,a:e: l :esea:s:aese:esai:s:e,e:ae:w|:a:ae:esai:s,i:emt|: z :)
eiaiy|a,:ae|m:eveaaie:me:aeaw|:as:es|ze/ = c l wesee:aa:evea
w|:a:|eia:,e:s:es|ze,:aekaa,e-ka::ame:aea,|ves,ie::a|s:e|iem)iea::e
ave:|mes:|ea..a:a.y,|a:e:msei:eia:|vee:.ea:a,ee::e:s)ei:ae|m:eveaLaie:
me:aea

.
.

.
.

..
PError Act y

.
.
FIGUR 6.3. 1. Runge-Kutta and improved Euler results for the initial value problem
...= .=
i: | s .as:ema:y :e measa:e :|e .ema:a:|eaai ia|e: |aveivea | a seiv|a
ay}ax = ],x, y) aame:|.aiiy|y.eaa:|a,:aeaam|e:eievaiaa:|easei:aeiaa.
:|ea ],x,y) :aa:a:e:ea|:ea ia samie l , :aekaa,e-ka::ame:aea:ea|:ea
e|,a: evaiaa:|easei],x, y) = x +y ,iea:a:ea.as:e), wae:eas:ae|m:evea
aie:me:aea:ea|:eazcsa.aevaiaa:|eas ,:we ie: ea.a eil cs:es) 1aas:ae
kaa,e-ka::ame:|ea,aveeve:iea::|mes:aea..a:a.yw|:aeaiy:cei:aeia|e:
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:e]e.:ma:e:|aiie::a|sse.:|ea t|,a:e: zsaews:ae:esai:se|:a|aea|yaiy|a
:ae|m:eveaaie:aaa kaa,e-ka::ame:aeas:e :ae:e|iemay}ax x +),
y,c)= l w|:a:aesames:es|ze/=c l 1ae:eia:|vee::e:|a:ae|m:eveaaie:
vaiaea:x = l|sa|ea:c z:, |a:ie::aekaa,e-ka::avaiae|:|sc cool z ia:a|s
.ema:| sea:|ekaa,e-ka::ame:aea|sa|ea:zccc:|mesasa..a:a:e,|a::ea|:es
eaiy:w|.easmaayiaa.:|eaevaiaa:|eas,as:ae|m:eveaaie:me:aea
cXump| eZ
~ 2
`
.

[
X O.97
. . . . . . . . . . . . . . . [ . . . . .
- 2 . . . . . . . . : . . . . .
. . . '

- 2.O IO O.O IO 2. O
X
...= .
=
. .
. . .

. . .
. .. ..
. .. ..

.
.
. . ...
FIGURE 6.3.2. Runge-Kutta and improved Euler results for the initial value
problem ...= .= with the same step size .=
1aee::e:|eaaa
,s)
.e::aekaa,e-ka::ame:aea:esai:s|aa:a|aae.:ease|a:aema,a|:aaeeie::e:s
aea:aes:es|ze/|s:eaa.ea,es.e:ie::aeess|||i|:y:aa:ve:ysmaiis:es|zes
ay:esai:|aaaa..e:a|ie:eaaaene::e:s) . i:ieiiewsi:em:ae|aeaai|:y|a,s):aa:
eaaasea|eaaaea|a:e:vai)aaiv|a,:aes:es|zeae.:eases:aea|seia:ee::e:|y
J ia.:e:ei
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.|es:es|zeaa:|i:ae.ema:ea:esai:ss:a||i|ze|sa::|.aia:iyene.:|vew|:a:ae
aa,e-ka::ame:aea.
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|ma:e:aeseia:|eay,x; ei:ae|a|:|aivaiae:e|iem
, l c)
asxa:ea.aes:ae|aaa|:ea|s.ea:|aa|:yaea:x=c :s l l ,seet|, : ) New
weaiy:aekaa,e-ka::ame:aea:e:|| s|a|:|aivaiae:e|iem.
t|,a:e: +s|ewskaa,e-ka::a:esai:sea:ae|a:e:vaic c, c [ ,.ema:ea
w|:as:es|zes/ =c l , /=c c, aaa/=c cz 1ae:e|ss:|iisemea|ia.ai:yaea:
x=c , |a:|:seemssaie:e.ea.iaaei:em:aeseaa:a:aa:y,c ) z c:c

.

.

. .

. .
FIGURE 6.3.4. Approximating the solution of the initial value problem i n Eq.
cXump| e
we :ae:eie:e |e,|aaaewaaaaiy:aekaa,e-ka::ame:aea:e:ae |a|:|ai
vaiae:e|iem
_
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- =x
;
,. y,c. ) =z. c:c.
_
x
, l l )
t|,a:e:. . saews:esai:sea:|e|a:e:vaic. , c. [ , e|:a|aeaw|:as:es|zes/ =
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..

.
. .
0.005 y wth h =

.. ..

. .
. . . .
FIGURE 6.3.5. Approximating the solution of the initial value problem in Eq.
t|aaiiy,t|,.:. . :s|ews:esai:sea:ae|a:e:vaic. c, c. [ ie::ae|a|:|aivaiae
:e|iem
_
y
_
x
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;
y
;
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e|:a|aeaas|a, s:e s|zes / = c. ccz, / = c. ccl , aaa/ = c. ccc. Oa:aaai
a:es|ma:e:esai:|sy ,c. ) c. :z. 1|ea.:aaivaiaeei:aeseia:|eaa:x
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a.:aaivaiaey,c. ) l :. c:s::, sa.ae::e:s a:e ma,a|aea.eas|ae:a|iyaswe
a:ea.a:aeve::|.aiasym:e:e

.

. .
.

.
. .
.

.
y wth h
. .
.

.
FIGURE 6.3.6. Approximating the solution of the initial value problem in Eq.
.. . .. . . .. ... . .....
A s|ya|ve: w|:a a mass ei:c|,]amsi:emaaei|.e:e:aeve:|a, a:aa |a|:|ai
ai:|:aaeei||ieme:e:s. Assame:aa:saeiaiisve::|.aiiyw|:a|a|:|aiveie.|:yze:e
aaaese:|ea.esaaawa:aie:.eI ,eia|::es|s:aa.e,|vea|a:e:mseiae:veie.|:y
c,|ame:e:se:se.eaa)|y
I,=,c. cc:) , l ccct cc
)
,|aaew:eas, aaaw|:a:|e.ee:a|aa:eas|sa|:e.:eaaewawa:ase:aa:c > caa:|a,
|e:aes.ea::e:ae,:eaaa) . iisae aees ae:eeaae:a:a.aa:e, waa:w|ii |eae:
:e:m|aaiveie.|:y: Hewias:w|iisae|eiaii|a,ai:e:saaveeiasea:Aue:l cs:
Aue:zcs:
Sol uti on
.
f-
0
FIGUR 6.3.7. Graph of =

.

. .
. .

.
.

.

FIGUR 6.3.8. The skydiver' s
velocity data.
cXump| e4
New:ea siawF =-.,|ves
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vaiae:e|iem
wae:e
ac
a
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:|veiya::a|aea|aeaiy l s sa::ae s|ya|ve: sveie.|:y|s l seiae::e:m|aai
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sa..essiaias|a:ae:ev|easesamies
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ay
ax
=y- :,
, yc)= l , l )
waeseesa.:seia:|ea|s y,x; = ,
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:a|aea|yaiy|a,:aekaa,e-ka::ame:aeaea:ae|a:e:vai c, :}w|:as:es|zes
/ = c z, / = c l , aaa/ = c c O|v|easiy:aesea::em:sa:ese.:a.aia:iyaa
sa..essiai Ai:aea,ay,x; =,
-- casx -- |:aea:s:aa:ea:aame:|.ai
a:es|ma:|easa:eaeaaea:ewa:a:a:ae::aaaze:e
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y- :,
|s
, l s)
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:a|aea w|:a C = c sa: aay aea::a:e, aeweve: smaii,i:em:ae esa.: seia:|ea
y,x; = ,
-evea|iaaeeaiy:e:eaaaene::e:-|a::eaa.es|aene.:} aaeaze:e
vaiaeeiC |a , l s) Aaaas|aa|.a:ea|at|, : l c, aiiseia:|ea.a:vesei:ae
ie:m|a , l s)w|:aC = ca|ve:,e:a|aiyaway i:em:ae eae w|:aC = c, evea|i
:ae|:|a|:|aivaiaesa:e.iese:el
RuagKtta]
wth F 0. 05 ActuaIy
.
. .. .. ..

. .
. . .
. . .

.
. .. .
. .
FIGURE 6.3.9. Runge-Kutta attempts to solve numerically the initial value problem in
Eq.
2. 5
2. O
I . 5
I .O
-
O. 5
O. O
-O. 5
X
FIGURE 6.3. 10. Direction feld and
solution curves for ...=
D|u.ai:|esei:|ese::|iias::a:ea|ysamie:seme:|mesa:eaaave|aaoie,
|a:eae.aaa:ieas:|ee:e:e.e,a|zesa.|a:e|iemw|ea|:aea:s ~:es|
ma:evaiaesw|esee:ae:eima,a|:aaeva:|esw|:|.|aa,|a,s:es|zea:ea.emmea
|aa|.a:e:eisa.||as:a||i|:y 1|esea|ia.ai:|esa:ea|s.assea|aaame:|.aiaaaiys|s
:es:|ee|saaaa:e:|esa|] e.:ei.a::ea::esea:.||a:|eaeia
Problems
............,.1 ....10,
.......,............
,,..........,,........
... , ...,..= .....
.......,......,,.....
...........,...= ...
1. = = . =
2. = = . =
3. = = . =
4. = . = . = .
5. = . = . = .
6. = . = . =
2
7. = .
= . =
8. = = . = In.
9. =
= . = tan .
10. = .
= . = -
.
^0lP ...,,.......,.....
.... ,.,...........
....,.
A ,......,.....
. .......,.......
........,....,,.....
.......,,....,....
.............,..= ..
...,..= ...........,,.
..................,...
......,,........
., ......,........
.,.
11. = = .
12. = !
= .
13. = .
'
, = .
14. . =
= .
15. . = . = .
16.
= .
= .
A ,....,..,... ....
24. .......,..........
.....,...= ... .,,.
....,...........
,...,..,............
........,,,...........
.....,.....,........,.
........,.
17. = .
= .
18. = .
= .
19. = . ,= .
20. = .,= .
21. = In = .
22. = x
'
= .
23. = sin x cos y, = .
.
24. = =

25. As in Problem of Section you bail out of a he
licopter and immediately open your parachute, so your
downward velocity satisfes the initial value problem
.
.
= =
(with in seconds and in fts). Use the Runge-Kutta
method with a programmable calculator or computer to
approximate the solution for frst with step
size .= and then with .= rounding of approx
imate v-values to three decimal places. What percentage
of the limiting velocity fts has been attained afer
second? After seconds?
26. As in Problem of Section suppose the deer popu
lation in a small forest initially numbers and sat
isfes the logistic equation
.
_ =
(with in months). Use the Runge-Kutta method with a

programmable calculator or computer to approximate the
solution for 1 0 years, frst with step size .= and then
with .= rounding of approximate P-values to four
decimal places. What percentage of the limiting popula
tion of deer has been attained afer years? After 1 0
years?
..............,.....
..................
.,..= ..............,..
.......,,..........= ..
....,..,..
27. = .
= =?
28. = .!
= =?
Velocity-Acceleration Problems
..29 .........= ..
...,..........=
...= ..........
= ....,...,...,,.
.....,,..............
...........,
.
.
= = c

..........= ........,.
.....,,.......,.....
.........,,.....c, , c,,
c
'
, . , c, .......
..
....,,..........,,..
.distance ...,......
..........,..= ........
.= ...
..,.
..,,......
......(20)
.......,
..
...
..............
,
........,,.......
....,(20) ,....,.......
.,........,... ...,.....
....,,............
..... ..,...,....
.....,...............
29. Consider again the crossbow bolt of Example in Sec
tion shot straight upward from the ground with an ini
tial velocity of .m/s. Because of linear air resistance,
its velocity function = ..satisfes the initial value
problem
.
.
= . = .
with exact solution = .
.(a) Use a cal

culator or computer implementation of the Runge-Kutta
method to approximate for 1 0 using both
.1 00 and .200 subintervals. Display the results at
intervals of second. Do the two approximations-each
rounded to four decimal places-agree both with each
other and with the exact solution? (b) Now use the veloc
ity data from part (a) to approximate y (t) for 0 :: t :: 1 0
using .200 subintervals. Display the results at inter
vals of 1 second. Do these approximate position values
each rounded to two decimal places-agree with the exact
solution
Beginning with this initial value problem, repeat parts (a)
through (c) of Problem 25 (except that you may need
.200 subintervals to get four-place accuracy in part
(a) and .400 subintervals for two-place accuracy in
part (b. According to the results of Problems 17 and 1 8
i n Section 1 . 8, the bolt's velocity and position functions
during ascent and descent are given by the following for
mulas.
y (t) 7350 1 - e' ) - 245t ? Ascent:
(c) If the exact solution were unavailable, explain how
you could use the Runge-Kutta method to approximate
closely the bolt's times of ascent and descent and the max
imum height it attains.
v(t ) (94. 388) tan(0. 478837 - [0. 1 03827] t ) ,
y (t) 1 08. 465
+ (909. 091 ) In (cos(0. 478837 - [0. 1 03827] t ;
30. Now consider again the crossbow bolt of Example 3 in
Section 1 . 8. It still is shot straight upward from the ground
with an initial velocity of 49 mis, but because of air resis
tance proportional to the square of its velocity, its velocity
function v(t) satisfes the initial value problem
Descent:
v(t) -(94. 388) tanh(0. 1 03827[ t - 4. 61 1 9] ) ,
y (t) 1 08. 465
dv
d
t
-(O. OOl l ) v l v l - 9. 8, v(O) 49.
- (909. 091 ) In (cosh(O. l 03827[t - 4. 61 1 9]) .
. | COl O Runge-Kutta Implementation
.. . .. ... . . . . _ __ _ _ _ _ ..... . .. . . .
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ay
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[ X , Y] rk ( O , 1 , 1 , 10 )
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:ae|a|:|aivaiae:e|iem|asamiel , :aea:esemeei:ae:eoiemsie::a|sse.:|ea
PROGR: RK
: F=X+Y
: 10N
: OX
: lY
: 1X1
: ( Xl-X) /NB
: For ( I , l , N)
: XXO
: YYO
: FK1
: XO+B/2X
: YO+B*K1 /2Y
: FK2
: YO+B*K2 /2Y
: FK3
: XO+BX
: YO+B*K3Y
: FK4
: ( K1+2 *K2+2 *K3
+K4 ) /6K
: YO+B*KY
: Disp X , Y
: End
Program RK
DEF FN F ( X , y ) = X + Y
N = 10
X 0
Y = 1
Xl = 1
B = ( X1-X) /N
FOR 1=1 TO N
XO = X
YO = Y
K1 = FNF ( X , Y )
X = XO + B/2
Y = YO + B*K1 /2
K2 = FNF ( X , Y )
Y = Y O + B*K2 /2
K3 = FNF ( X , Y )
X = XO + B
Y = YO + B*K3
K4 = FNF ( X , y )
K = ( K1+2 *K2+2 *K3
+K4 ) / 6
Y = YO + K*K
PRINT X , Y
NEXT I
Program title
Define function f
No . of steps
Initial x
Initial y
Final x
step size
Begin loop
Save previous x
Save previous y
First slope
Midpoint
Midpt predictor
Second slope
Midpt predictor
Third slope
New x
Endpt predictor
Fourth slope
Average slope
Corrector
Display results
End loop
FIGURE b.J. . TI-85 and BASIC Runge-Kutta programs.
function yp
yp = x + y ;
f ( x , y)
function [ X , Y ] rk ( x , y , x1 , n )
h ( xl - x ) /n ;
X = x ;
Y = y ;
for i = 1 : n
k1 f ( x , y) ;
k2 f ( x+h/2 , y+h*k1 /2 ) ;
k3 f ( x+h/2 , y+h*k2 /2 ) ;
k4 f ( x+h , y+h*k3 ) ;
k ( k1+2 *k2+2 *k3+k4 ) / 6 ;
x x + h ;
y y + h*k;
X [ X i X ] ;
Y [ Y ; y] ;
end
6 yp = y '
6 step size
6 initial x
6 initial y
6 begin loop
6 first slope
6 second slope
6 third slope
6 fourth slope
6 average slope
6 new x
6 new y
6 update x-column
6 update y-column
6 end loop
FIGURE b.J. 2. MA1LADimplementation of the Runge-Kutta method.
l

.
. .
.

.
.
. . . .
.

.....b.J. J. The skydiver' s
velocity and position data.
Famous Numbers Revisited, One Last Time
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ay}ax=+}, l+x
) , y,c) c
The Skydiver' s Descent
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samie
function vp f ( t , v)
vp V . d - 0 . 00016* ( 100*v + 10*vA2 + vA 3 ) ;
1aea:ae.emmaaas
k 200 6 200 subintervals
[ t , vl rk ( O , 20 , 0, k) ;
[ t ( 1 : 10 : k+1 ) ; v ( 1 : 10 : k+1 ) 1
6 Runge-Kutta approximation
6 Display every 10th entry
:eaa.e:ae:a|ieeia:es|ma:eveie.|:|essaewa|at|,: s t|aaiiy,:ae.em
maaas
y zeros ( k+l , l ) :
h 0 . 1 ;
for n l : k
a f ( t ( n) , v ( n :
y ( n+1 ) y( n) + v ( n) *h + 0 . 5*a*hA2 ;
end
[ t ( 1 : 20 : k+l ) , v ( 1 : 20 : k+l ) , y ( 1 : 20 : k+l ) 1
6
6
6
6
6
6
6
initialize y
step size
for n 1 to k
acceleration
Equation ( 20)
end loop
each 20th entry
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I, = .c + /c
:
+ .c

Numerical Methods for Systems
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Euler Methods for Systems
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6. 4 Numeri cal Methods for Systems 465
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.
.
.
.

.
.

FIGU 6.4. 1. Runge-Kutta
values (with . for the
prblem in Eq.
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1a|s|sa:e|iemei:aeie:m|a,)w|:a), . x. y; =y
, l :;
ii:aeiaa.:|eas)aaa,a:eae::ee.emi|.a:ea,:aea|:|sieas|oie:e. y
ea: maaaaiiya:easeaa|ieaam|e:eis:esei:ae:wea|meas|eaaikaa,e
ka::a
me:aea aes.:||ea ae:e sa::ae a:s:ee:a:|a, eie.::ea|. .ema:e:s we:e .ea
s::a.:ea ,aa:|a,we:iawa:ii) se.|a.aiiy:e |miemea:me:aeas s|m|ia::e :ae
kaa,e-ka::ame:aeaie::aeaame:|.ai.ema:a:|eaei::a]e.:e:|eseia::|iie:y:e
]e.:|ies 1aeai|.a:|eama:e:|aiie::a|sse.:|eai|s:s1isaaas~siCve:s|easei
r:e,:amkkzDiH:aa:.aa|easeaw|:a:wea|meas|eaaisys:ems
1aeesa.:seia:|eaei:ae|a|:|aivaiae:e|iem
x=-x, x,o;=c, x ,o;= l , l;
|sx,; = s|a 1aesa|s:|:a:|eay = x ::aasia:es, l )|a:e:ae:wea|meas|eaai
:e|iem
x = y.
y =-x.
x,o;=c,
y,o;= l .
, l s)
wa|.aaas :aeie:m|a,)w|:a ), . x.y; = y aaa,, .x. y; = -x 1ae:aoie
|at|, : + l saews:ae:esai:s:eaa.eaie:c ,:aa|aas)as|a,r:e,:am
kkzDiHw|:as:e s|ze/ = c. c 1aevaiaessaewaie:x = s|aaaa) = .es
a:eaiia..a:a:e:eaveae.|maiia.es
iasamie+eise.:|ea l s we.eas|ae:eaa iaaa: iaaae::aa:|a|:|aiiy|siaii|a,

i:eeiy:ewa:a:aesa:ia.eei:aemeea i:s:e::e:e.|e:s,waeaa:ea,:ev|aeaae
.eie:a:|eaei= +ms
weieaaa:aa:asei::ea.aaewaa::aeiaaa:sa:ia.e
|s a.a|evea|y |,a|:|a,:aese:e::e:e.|e:swaea:aeiaaae:|s a:aae|,a:ei+l ,sc
me:e:sas:eve:z:m|ies)a|eve:aesa:ia.eaaa|s:aeaaes.eaa|a,a::ae:a:eei
+cms
Newwewaa::e.ema:e:aeaes.e/eei:aeiaaa:iaaae:Le::aea|s:aa.e
x,;ei:aeiaaae:i:em:ae.ea:e:ei:aemeea|emeasa:ea|ame:e:saaameasa:e
:|me |ase.eaas A..e:a|a,:e:aeaaaiys|s|ase.:|ea l . s ,wae:eweasea ,;
|as:eaaeix , ; ; . x, ; sa:|saes:ae|a|:|aivaiae:e|iem
x,c=r++l sc= l , s l , sc, x ,c=-+c
, l )
wae:e o :. :z:Z l c

N
,m}|,)
|s:aeaa|ve:sai,:av|:a:|eaai.eas:aa:aaa
M=. Z l c
|,aaar = l . +Z l c
-
ma:e:aemassaaa:aa|asei:aemeea
wesee|:aevaiaeeiwaeax,; =r= l , +c, ccc.
1ae:e|iem|a, l )|sea|vaiea::e:aea:s:e:ae:sys:em
ax
a
=y. x,c= l , s l , sc,
ay :. c++Z l c
- =+- y,o;=-+c.
ax x
,zc)
1ae:a|ie|at|,:. +. zsaews:ae:esai:eiakaa,e-ka::aa:es|ma:|eaw|:as:e
s|ze/ = l ,:ae|aa|.a:eaaa:aa,:ee|a,w|:a:aesee|:a|aeaw|:as:es|ze/ =z).
v|aea:iy,:ea.aaewaea:aeiaaa:sa:ia.e,x = l , +c, ccc)e..a:sa:seme:|me
|e:weea = l scaaa = l c se.eaas 1ae:a|ie|at|, :. +. saews ase.eaa
kaa,e-ka::aa:es|ma:|eaw|:a ,o;= l sc, x,c= l , +c, c, y,o;= -l :. s,
aaa/=c. l . New|:|saa:ea::aa::aeiaaae: s:|meeiaes.ea::e:aeiaaa:sa:ia.e
|s ve:y.iese:e l sse.eaas, :aa:|s, m|a s ,1aeaaaiveie.|:y:e:ms|a:aese
:we:a|iesa:ees|:|ve|e.aase:aeiaaae:weaia|e,|a:eas.eaa|i|:s:e::e:e.|e:s
we:eae::aneaena::ea.aaewa )

.

.
.
.
.
.
.
.
. .

.

. .

FIGUR 6.4.2. The lander' s descent
to the lunar surface.

.

.
...
.
.
.
.
.
.
.
..
.

..

.

.

FIGUR 6.4.3. Focusing on the
lunar lander' s sof touchdown.
cXump| e4
Higher-Order Systems
Aswesawiase.:iea . l , aaysys:emeiai,ae:e:ae:aine:ea:iaieaa:ieas.aa|e
:eia.eawi:aaaeaivaiea:sys:emeia:s:e:ae:aine:ea:iaieaa:ieas. te:esam-
ie,.easiae::aesys:em
x= I, , x, y,x , y) ,
y=o, , x, y, x , y)
eise.eaae:ae:eaa:ieas. iiwesa|s:i:a:e
x = x, , y = x
, x = x
= x , y = x
.
= x ,
:aeawe,e::aeeaivaiea:sys:em
x =x
,
x=x
.
,
x=I, , x, ,x
,x
,x
.
) ,
x=o, , x, ,x
,x
,x
.
)
,zl )
,zz)
eiiea:a:s:e:ae:eaa:ieasia:aeaa|aewaiaa.:ieasx,,)=x ,) ,x
,) =y,),
x
,) , aaax
.
,) . i:weaia|ea:ea:iae,i isii,a:iy:eaieas)ma::e::ew:i:eaiea:
aimeasieaaive:sieaei:e,:amkkzDiHie::ae a:eseeiseivia,sa.aasys
:em.sa:iaa:e,:ammia,iaa,aa,e:aa:a..emmeaa:esve.:e:s,aaaimeasieaai
kaa,e-ka::a:e,:am is s.a:.eiy me:e.emii.a:ea:aaaaeaeaimeasieaai:e
,:am. te:ias:aa.e,:aeaii.a:ieama:e:iaiie::aisse.:ieaiis:s:aeaimeasieaai
Mttt:e,:amrkn :aa:.ieseiy:esem|ies:aeeaeaimeasieaai:e,:amrk ei
ti,.: i i
~.. . . ........ .
saese:aa:a|a::ea|aii s:a::sa:x, = c, y, = cwi:aiai:iaiveie.i:y, = l :c
i:}saaawi:aiai:iaiaa,ieeiia.iiaa:iea0 = c . iiai::esis:aa.eisi,ae:ea, we
aaa|y:aeeiemea:a:yme:aeaseise.:ieal . z:aa::ae|ase|aii::aveisaae:izea:ai[
ais:aa.eei+cc.i:,a:esima:eiy:i:)ias|eie:es::i|ia,:ae,:eaaa.New
saese:aa:ia aaai:iea:e aaewawa:a,:avi:a:ieaaia..eie:a:iea,, = z i:}s
),
:ae|ase|aiiese:iea.es aa a..eie:a:iea aae :e ai::esis:aa.eei,c. ccz) c
iee:
e: se.eaae: se.eaa,ai:e.:eaeesi:e:ei:sias:aa:aaeeasai:e.:ieaeime:iea.
De:e:miaeaewia::ae|ase|aiiwiii::aveiae:izea:aiiyaaae::aese.eaai:ieas.
Sol uti on A..e:aia,:er:e|iemceise.:iea. l , :aeeaa:ieaseime:ieaei:ae|ase|aiie
a
x ax
-= -cc -,
a
a
a
y ay
-= -cc - - y
a
a
,z)
wae:e c = ,,x
+,y
is :ae seea ei:ae|aii, aaawae:ec = c. ccz aaa

,= ziaisaai:s.we.eave:::eaa:s:e:ae:sys:emasia,zz)aaa:ae:e|ye|:aia
:aesys:em
x =x
,
x=x
.
,
x= -.x
x+ x ,
x= -.x
.
x+ x - ,
,z+)
l

. .
.
..
. .
. .

eiiea:a:s:e:ae:aine:ea:iaieaa:ieaswi:a
,c)=2 ,c)=c,
,c)=sc.,
,c)=sc
,z)
Ne:e:aa: aaa
a:esimiy:aex- aaay:emeaea:s ei:ae|ase|aii s

veie:i:yve::e:,seu =, xx . we:e:eea:eaiy:aekaa,e-ka::ame:aea:e
iaves:i,a:e:aeme:ieaei:ae|a::ea|ase|aiiaes::i|ea|y:aeiai:iaivaiae:e|iem
ia,z+)aaa,z), a:s::a|ia,c =c:ei,ae:eai::esis:aa:eaaa:aeaasia,c =c ccz
:e:a|eai::esis:aa:eia:ea::eaa:
WITHOUT AIR RESISTANCE: ti,a:e:+ +saews:aeaame:i:ai:esai:se|:aiaea
waeaakaa,e-ka::a:e,:amsa:aasrkn isaiieawi:as:esize/=c laaawi:a
c = c,aeai::esis:aa:e) te::eaveaiea:eiaia:e::e:ia,:ae:esai:s,:ae:ia:ea
ea:a:a:ea:aseie::eas:e:easis:sei:aeae:izea:ai aaave::i:ai:ee:aiaa:es
aaayei:ae|ase|aii,i:s veie:i:yu, aaa:aeaa,ieeiia:iiaa:ieao eii:s veie:i:y
ve::e:,iaae,:eesmeasa:eai:em:aeae:izea:ai ) 1aese:esai:sa,:eewi:a:aeesa::
seia:ieawaeac =c 1ae|aii::aveisaae:izea:aiais:aa:eei+cc. :z szi:
iaesa::iys, aavia,:ea:aeaamasimamaei,a:eil cci:ai:e:z s Ne:eaise:aa:
:ae|aiis::i|es:ae,:eaaaa::aesameaa,ieaaawi:a:aesameseeaasi:siai:iai
aa,ieaaaseea

. . .
. . . .
. .
.
. .
. . ..
. . . .
. .
. .
FIGURE 6.4.4. The batted baseball with no air FIGURE 6.4.5. The batted baseball with air
resistance resistance
WITH AIR RESISTANCE: ti,a:ee + saews:ae:esai:se|:aiaeawi:a:aeiai:iy
:eaiis:i:vaiaeeic =c cczie::aeai::esis:aa:eie:a|a::ea|ase|aii 1ewi:aiaa
aaaa:ea:aeiaiee:iaei:ae:ai:e::iea,:aesame:esai:sa:ee|:aiaeawi:as:esizes
/ = c c aaa/ = c cz weaewsee:aa:wi:aai::esis:aa:e:ae|aii::aveisa
ais:aa:eweiiaaae:+cci:ia]as:eve:+s 1aeme:e:eaaeaaa:aiati,: + :saew
:aa::ae|aii ::aveisae:izea:aiiyeaiya|ea: +ci:aaa:aa:i:smasimamaei,a:is
eaiya|ea:::i: Asiiias::a:eaiati,: + , ai::esis:aa:eaas:eave::eaamassive
aeme:aaia:ea:ea:iaeay|aii,iiai:s::ai,a:away:e:ea:e:aeia) Ne:eaise:aa:
waea:ae |aiis::i|es :ae ,:eaaa, i: aassii,a:iyaaae:/.(i:siai:iaiseea,eaiy
a|ea:i:}s)aaaisiaiiia,a:as:eee:aa,ie,a|ea:+: ) ve:y|ase|aiiiaaaas
e|se:veaemi:i:aiiy:aesease::sei:ae::a]e::e:yeiaay|aii
.

.
.

. .
.
. .
. .
FIGURE 6.4.6.
ground.

. .

.
.

. . .

.
..
.
.
.
Apex
1aemass|veaemeua
Impact
The batted ball ' s apex and its impact with the FIGURE 6.4.7. An "easy out" or
a home run?
Variable Step Size Methods
1aekaa,e-ka::ame:aeaie:aia:,esys:em:eai:esaaa:e:ia|ieameaa:ei:em
a:a:ieaai ia|e:, eveawaeaa:ema:e:isemieyea 1ae:eie:e,]as:as:aes:e
size/ saeaiaae: |e se ia:,e :aa: :ae :esai:ia,e::e: ia :ae seia:ieaisaaa::e:
a|ie,/ ea,a:ae::e|esesmaii:aa::eemaay s:es a:eaeeaea,aea:e:eai:ia,
aaaaa::e:a|ieameaa:ei:ema:a:iea 1aas :ae:a::i:aiaame:i:ai seia:ieaei
aine:ea:iaieaa:ieasiaveivesa::aaeeii|e:weeaa::a:a:yaaaeu:iea:y
1eia:iii:a:e:ais ::aaeen, meaen.././/eseps/,ee/oasva:y:ae s:e
size/ as :ae seia:iea:e:ess:e:eeas La:,e s:es a:e:a|eaia:e,ieas wae:e
:ae aeeaaea:va:ia|iesa:e:aaa,ia,siewiy, smaiie:s:esa:e:a|ea waea:aese
va:ia|iesa:e:aaa,ia,:aiaiy,iae:ae::e:evea:ia:,ee::e:s
Aa.a.p.//ee:.././/eseps/,ekaa,e-ka::ame:aeaemieys|e:aa:e
assi,aeamiaimame::e::eie:aa:eM/o/aaaamasimame::e::eie:aa:eMo/
:ea::em::eeasa:e:aa::aee::e:maaeia:ae:yi:ais:ei:em:e
isa:i
:ae::eeia:,e,aaaaea:eiaa::a:a:e)ae::eesmaii,aaaaea:eiaeu:iea:) Aiai:iy
simies:aemeie:aeia,:aismay|eea:iiaeaasieiiews
uavia,:ea:aeawi:aakaa,e-ka::as:eeiiea,:a
= /.ie:
aeae:e:ae:esai:eiaia::ae:kaa,e-ka::as:eeiiea,:a/aaaie:
aeae:e
:ae:esai:eiosa::essivekaa,e-ka::as:esea:aeiiea,:a/}z
Oa:ae,:eaaas:aa:
saeaia|eame:ea::a:a:ea:esima:iea:e,/;
:aaais
:a|e
i=
asaaes:ima:eei:aee::e:ia
iiM/o/iM.xo/.:aeaie:=
=/.aaa:e:eea
:e:aeaes:s:e
iii< M/o/.:aea:aee::e:is:eesmaii uea:e ie:
=
/. |a:ao//e:aes:esize:ez/|eie:ema|ia,:aeaes:s:e
iii >M.xo/.:aea:aee::e:is:eeia:,e uea:e:e]e::
aaas:a::anesa
a:wi:a:ae/./.eas:esize/}z
Z
Z
Z
Z
Z
E
(- I, O)
FIGUR 6.4.8. The
Earth-Moon center-of-mass
coordinate system.
1aeae:aiieaimiemea:a:ieaeisa:a a s:aeme:aa|e:emii:a:ea te:a
ma:ame:e :emie:e|a::eaaa|ieais:assieaeiaaa:ivekaa,e-ka::ame:aeas,
seese::ieal zeiwiiiiamu r:esse:ai , xe/../re./pes /e~o)./e;.
cop/,,NewYe:| Cam|:ia,eUaive:si:yr:ess, l s:)
seve:aiwiaeiyavaiia|ies:iea:ia::ema:ia,a:|a,es,sa:aasM.p/e. M./
e./...aaaMttt,ia:iaaeseais:i:a:eava:ia|ies:esize:e,:ams:aa:wiii
a::emmeaa:e aa essea:iaiiy a:|i::a:y aam|e:eisimai:aaeeas aine:ea:iai eaa
:ieas sa:aa,eae:aia:ese:e,:ammi,a:|easea,ie:esamie,:emeaeiaa
me:i:aiiy:aema] e::emeaea:sei:aeseia:sys:em :aesaaaaa:aeaiae,|aewa)
ma] e:iaae:s ii aeae:es:ae mass aaar = ,x, ,y, ,,aeae:es:aeesi:iea
ve::e:ei:ae/ :aeaeei:aese lc|eaies, :aea-|yNew:ea siaws-:aeeaa:ieaei
me:ieaeiis
,z:)
wae:e
,
= r
,
- r aeae:es:aeais:aa:e|e:weea aaa
,
te:ea:a/ = l ,
z, , l c, :aesamma:ieaia ,z:)i s eve:aiivaiaesei, = / i:em l :e l c
1ael cve::e:eaa:ieasia,z:):eas:i:a:easys:emeicse:eaae:ae:s:aia:eaa
:ieas,aaa:aeeaivaiea:a:s:e:ae:sys:em:easis:sei:caine:ea:iaieaa:ieasia
:ae:ee:aiaa:esaaaveie:i:y:emeaea:sei:aelcma] e:|eaiesia:aeseia:sys:em
Ha:aema:i:aimeaeis:aa:iaveive:aismaay,e:me:e)aine:ea:iaieaa:ieas-aaa
:aa::eai:eseais:i:a:easei:wa:eaaaaa:awa:eie::aei:aame:i:aiaaaiysis-a:e
ai:e:emmeaias:iea:e,ea,iaee:ia,,aaaaiiea:e:aaeie,y
Earth-Moon Satellite Orbits
te:aaesamieeia:e,:amwaeseeia:iea:seia:iea:eai:esaaa:ives:esize
me:aeas,we:easiae:aaAeiiesa:eiii:eiae:|i:a|ea::aea::aIaaaHeeaM
ti,a:e: + ssaews aa x, x
:ee:aiaa:e sys:em waesee:i,iaiiesa::ae:ea:e:ei

massei:aea::aaaa:aeHeeaaaawai:a:e:a:esa::ae:a:eeieae:eveia:ieae:
meeamea:a eia:esima:eiy = z zaays, se:aea::aaaaHeea:emaia
aseaia:aei:esi:ieasea:aex. asis iiwe:a|easaai:ais:aa:e:aeais:aa:e,a|ea:
s+, ccc|iieme:e:s,assamea:eas:aa:)|e:weea:aea::aaaaHeea:ea:e:s,:aea
:aei::ee:aiaa:esa:eI,-u,c) aaaM, l -
u,c) ,wae:eu
= ,},,,;ia
:e:msei:aea::amass
aaaHeeamass,iiwe:a|e:ae:e:aimassE ,
as:aeaai:eimassaaa},z-;+ aaysas:aeaai:ei :ime,:aea:ae,:avi:a:ieaai
:eas:aa:iso = l ia,z:),aaa:aeeaa:ieaseime:ieaei:aesa:eiii:eesi:iea
,x. ,x
)a:e
x=x zx
, l - u) ,x
.
u)
u,x
. - l
u)
.
.
,)
,,)
x=x
zx
, l - u)x
u
x
.
,)
,,)
,z:;
wae:e aaa, aeae:e:aesa:eiii:e sais:aa:e:e:aea::aaaaHeea,iaai:a:ea
iati, : + s) 1aeiai:iai:we :e:msea:ae:i,a:aaaasiaeeiea:aeaa:iea:esai:
i:em:ae:e:a:ieaei:ae:ee:aiaa:esys:emia:aesys:emeiaai:saes::i|eaae:e,:ae
iaaa:massisa:esima:eiy, =c cl zz+ l 1aese:eaae:ae:sys:emia,z:;
:aa|e:eave::ea:eaaeaivaiea:a:s:e:ae:sys:em,eiiea:aine:ea:iaieaa:ieas)
|ysa|s:i:a:ia,
x =x
, x=x
.
, se:aa: x=x , x=x
Veea
FIGURE 6.4.9. Apollo Moon
Earth bus orbit with insertion
velocity 0q .km.
Veea
FIGURE 6.4. 10. Apollo Moon
Earth bus orbit with insertion
velocity 0q km.
saese :aa::ae sa:eiii:e iai:iaiiy is ia a .ie.|wise .i:.aia: e:|i: ei :a
aiasa|ea:z+cc |iieme:e:sa|ea::aeHeea ~:i:s ia::aes:eia:i:em :aea::a
,x, = c +)i: is iaaa.aeaia:ea::a-Heeae:|i:wi:aiai:iaiveie.i:yt. 1ae
.e::eseaaia,iai:iai.eaai:ieasa:e
Aaaaa:ives:esizeme:aea(ode4S) ia:aeMt.ssei:wa:esys:emwasasea
:eseiveaame:i.aiiy:aesys:emia,z) 1aee:|i:siati,s : + aaa: + l cwe:e
e|:aiaeawi:a
t =z c l z:z aaa t =z ccl s l c:,
:ese.:iveiy ia:aesys:em eiaai:saseaae:e, :aeaai:eiveie.i:y is a:esi
ma:eiy:sc|m}a [iaea.a.asea.iesea|a:mai:iieeeae:ieai.::a]e.:e:ya|ea:
:aea::aaaa:aeHeea-ase.aiiea|as e:|i:-ise|:aiaea,|a:a:eia:iveiysma|i
.aaa,eia:aeiai:iaiveie.i:y.aaa,es:aeaam|e:eiiees te:me:eiaie:ma:iea,
seeN~s~Cea::a.:e:kee::Ck:l l , s:aayei:aeHe:aeasie::aeName:i:ai
seia:ieaeiO:aiaa:yDine:ea:iaiaa:ieas,:ea:ea|yOs t:aa.is, :e:aiie:
:aeNAsA-Cee:,eC Ha:saaiisa.etii,a:Cea:e:,aae, l ::
se.aiieaHeea-a::a|ase:|i:sa:ee:ieai.-:aa:is, a:e.iesea::a]e::a
:ies::ave:sea:eea:eaiy|y:aesa:eiii:e-eaiyiaa:e:a:ia,x, x
.ee:aiaa:esys:em
asais.asseaa|eve 1aesa:eiii:eeiti, : + ::ave:sesi:s.ieseae:|i:aaa:e:a:as
:e:eaaezveas wi:a:ae Heea a|ea: +s +aaysai:e: i:s iase::iea ia:e e:|i: ii,
a:es: + l l aaa: + l ziiias::a:e:aeme:ieaei:aesamesa:eiii:e-|a:iaaae:aiaa:,
aea:e:a:ia,xy.ee:aiaa:esys:em.ea:e:eaa::aea::a, iawai.a:aeHeeaea.i:
.ies:aea::a.eaa:e:.ie.|wiseiaaaea:.i:.aia:e:|i:,.emie:ia,eae:eveia:iea
iaa|ea:z aays 1aeHeeas:a::sa:eia:,aaaai:e:+s +aaysi:aas.emie:ea
a|i:eve:l :eveia:ieasa|ea::aea::aaaa:ea.aes:aeeia:ra:wai.ai:s:ea
aezveaswi:a:aesa:eiii:ee..a:s ti,a:e: + l l saews:aeesi:ieaseiHeeaaaa
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7
<
d
-
~ ~
I
f
l
l
l
!
\
V
V
X
N
N
)
X
FIGURE 6.4. 11. The moon and
satellite in a nonrotating coordinate
system, days afer orbital insertion
of the satellite at starting point
Z
d
<
-
~ ~
I
f
l
l
l
!
\
V
V
X
N
N
N
X
V
V
\
\
S
X
FIGURE 6.4. 12. The moon and
satellite in a nonrotating coordinate
system, days before their
rendezvous at point .
Problems
A ............,.1 ....8.
...,......,........
.....,,....... ...
.....(u) ........,..
.^ (b) .,...........,
.. ...(c) ............
....,.. ,...,,.....
.......... ...
1. . . .
.
.
2. . ..
.
.
3. . . . .
.
.;

4. .. .
.
.
5. .. .
..
. cos .- sin . , .. . sin 4t
6. .. .
. .
..sin .cos
7. .. .
.
.
8. . . .
.
.
sin
(sin cos
A ,..,.......,. ...
....9 ....12, ......,
..................,
...............,... ...
. .,,....,.......
... ,...,,.............
9. . . .
.
.
cos t ,
sin t
10. . . .
.
.

11. . .
.
.

.
(sin (cos
12. ..sin .
. (sin cos
13. Suppose that a crossbow bolt is shot straight upward with
initial velocity fl s. If its deceleration due to air re
sistance is . then its height . satisfes the initial
value problem
. .. . .
Find the maximum height that the bolt attains and the time
required for it to reach this height.
14. Repeat Problem but assume instead that the decelera
tion of the bolt due to air resistance is
15. Suppose that a projectile is fred straight upward with ini

tial velocity 0q from the surface of the earth. If air resis
tance is not a factor, then its height .at time satisfes
..
.+ .
. . ,
Use the values . f/s
2
mi/s
2
for the
gravitational acceleration of the earth at its surface and
.mi as the radius of the earth. If 0q mils,
fnd the maximum height attained by the projectile and its
time of ascent to this height.
.16 ....18 ...........
.,4, ...... .........
,.
16. Find the l..-the horizontal distance the ball travels be
fore it hits the ground-and its total time of fight with
initial inclination angles . . and
17. Find (to the nearest degree) the initial inclination that
maximizes the range. If there were no air resistance it
would be exactly . but your answer should be less than
.
18. Find (to the nearest half degree) the initial inclination an
gle greater than .for which the range is ft.
19. Find the initial velocity of a baseball hit by Babe Ruth
(with and initial inclination . if it hit the
bleachers at a point f high and horizontal feet from
home plate.
20. Consider the crossbow bolt of Problem .fred with the
same initial velocity of fl s and with the air resistance
deceleration
directed opposite its direction of

motion. Suppose that this bolt is fred from ground level at
an initial angle of . Find how high vertically and how
far horizontally it goes, and how long it remains in the air.
21. Suppose that an artillery projectile is fred from ground
level with initial velocity ft/s and initial inclination
angle . Assume that its air resistance deceleration is

(a) What is the range of the projectile and

what is its total time of fight? What is its speed at impact
with the ground? (b) What is the maximum altitude of
the projectile, and when is that altitude attained? (c) You
will fnd that the projectile is still losing speed at the apex
of its trajectory. What is the ..speed that it attains
during its descent?
. 4 | COl O
Comet and Spacecraf
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[ T , X] rkn ( O , [ 0 ; 1 ] , 5 , 50)
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Your Spacecraft Landing
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PROGR: RK2DIM
: F=Y
: G=-X
: 50-N
: O-T
: O-X
: 1-Y
: 5-Tl
: ( TI-T) /N-B
: For ( I , I , N)
: T-TO
: X-XO
: Y-YO
: F-Fl
: G-Gl
: TO+B/2-T
: XO+B*Fl /2-X
: YO+B*Gl /2-Y
: F-F2
: G-G2
: XO+B*F2 /2-X
: YO+B*G2 /2-Y
: F-F3
: G-G3
: TO+B-T
: XO+B*F3-X
: YO+B*G3- Y
: F-F4
: G-G4
: ( Fl+2 *F2+2 *F3
+F4 ) /6-FA
: ( Gl+2 *G2+2 *G3
+G4 ) /6-GA
: XO+B*FA-X
: YO+B*GA- Y
: Disp T , X , Y
: End
Program RK2DIM
DEF FN F ( T , X , Y )
DEF FN G( T , X , Y )
N = 50
T 0
X
Y = 1
Tl = 5
B = ( TI-T) /N
FOR 1=1 TO N
TO T
XO X
YO = Y
Fl FNF ( T , X , y )
Gl FNG( T, X , y )
T TO + B/2
X XO + B*Fl/2
Y = YO + B*Gl /2
F2 = FNF ( T , X , y )
G2 = FNG( T , X , Y )
X XO + B*F2 /2
Y = YO + B*G2/ 2
F3 = FNF ( T , X , Y )
G3 = FNG( T, X , Y )
T = TO + B
X = XO + B*F3
Y YO + B*G3
F4 FNF ( T , X , y )
G4 FNG( T, X , Y )
FA ( Fl+2 *F2+2 *F3
+F4 ) /6
GA ( Gl+2 *G2+2 *G3
+G4 ) /6
X = YO + B*FA
Y YO + B*GA
PRINT T , X , Y
NEXT I
Y
-X
.. . Coment
Program title
Define function f
Define function g
No . of steps
Initial t
Initial x
Initial y
Final t
Step size
Begin loop
Save previous t
Save previous x
Save previous y
First f-slope
First g-slope
Midpoint t
Midpt x-predictor
Midpt y-predictor
Second f-slope
Second g-slope
Midpt x-predictor
Midpt y-predictor
Third f-slope
Third g-slope
New t
Endpt x-predictor
Endpt y-predictor
Fourth f-slope
Fourth g-slope
Average f-slope
Average g-slope
x-corrector
y-corrector
Display results
End loop
FIGURE 6.4. 13. TI-85 and BASIC two-dimensional Runge-Kutta programs.
function xp f ( t , x )
xp
X ;
xp ( l ) x ( 2 ) ;
xp ( 2 )
-x ( l ) ;
function [ T , Y ]
rkn ( t , x , tl , n)
h ( tl - t ) /n ;
T
for
t ;
x ' ;
i
l : n
kl f ( t , x ) ;
k2
f ( t+h/2 , x+h*kl/2 ) ;
k3
f ( t+h/2 , x+h*k2 /2 ) ;
k4 f ( t+h , x+h*k3 ) ;
k ( kl+2 *k2+2 *k3+k4 ) /6 ;
t
t + h ;
X
X + h*k ;
T
[ T ; t ] ;
X
[ X i X ' ] ;
end
6 step size
6 initial t
6 initial x-vector
6 begin loop
6 first k-vector
6 second k-vector
6 third k-vector
6 fourth k-vector
6 average k-vector
6 new t
6 new x
6 update t-column
6 update x-matrix
6 end loop
FIGURE 6.4. 14. MA1LADimplementation of the Runge-Kutta method.
Kepler' s Law of Planetary (or Satellite) Motion
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-:
FIGURE 6.4. 15. yz-projection
of the orbit of Halley' s comet.
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.
;.
. .
FIGURE 6.4. 16. 200-year plot of the distance of Halley' s comet from the sun.
Is there a cusp near =
Your Ow Comet
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FIGURE 6.4. 17. A closer look at Halley
'
s perihelion
passage afer about years.
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cXump| e 1
FIGURE 7. 1. 1. Typical solution
curves for the equation of
Newton' s law of cooling,
dx/dt -k(x - A) .
480
Nonlinear S
y
stems
and Phenollena
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x' > O x' < O
; ,
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FIGURE 7. 1.2. Phase diagram
for the equation
dx/dt f(x) k( A " x) .
cXump| eZ
7. 1 Equi l i bri um Sol uti ons and Stabi l i ty 481
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i ix = .|sa.:|:|.aie|a:ei ,:), :aea:aea|iie:ea:|aieaa:|eaaas:ae
.eas:aa:seia:|eax ,; = . A.eas:aa:seia:|eaeiaa|ne:ea:|aieaa:|ea|sseme
:|mes.aiieaaaequilibrium solution ,eaemay:a|aieiaeaia:|ea:aa::ema|as
.eas:aa:ie.aase|:|s|aea|i||:|amw|:a|:seav|:eamea:)1aas:ae.:|:|.aie|a:
x = .. aaam|e:, .e::eseaas:e:aeea|i|i:|amseia:|eax,; ~ .. a.eas:aa:
vaiaeaiaa.:|ea
xamiez|iias::a:es:aeia.::aa::aeaai|:a:|ve|eaav|e:,as|a.:eases)ei
:aeseia:|easeiaaaa:eaemeasa:s:e:ae:eaa:|ea.aa|eaes.:||ea|a:e:msei|:s
.:|:|.aie|a:s
Ceas|ae::aeie,|s:|.a|ue:ea:|aieaa:|ea
ax
=/x,M- x;
a
,)
,w|:a/>caaaM>c)i:aas:we.:|:|.aie|a:s-:aeseia:|easx=caaax=M
ei:aeeaa:|ea
),x; =/x,M- x;=
iase.:|eal wea|s.assea:aeie,|s:|.eaa:|easeia:|ea
Mx,
x ,; =
x,+,M- x,;
,:)
sa:|siy|a,:ae|a|:|ai.eaa|:|eax ,o; = x, Ne:e:aa::ae|a|:|aivaiaesx, = caaa
x,= My|eia:aeea|i|i:|amseia:|easx ,;= caaax ,; = Mei ,)
482 Chapter 7 Nonl i near Systems and Phenomena
FIGURE 7. 1.3. Typical solution
curves for the logistic equation
..... .
7
=
5
~ :
|
O
-
|
-
:
FIGURE 7. 1.4. Solution curves,
funnel, and spout for
..... .
x' < O x' > O

s 9
x = O x = M
Lns|abIc 5|abIc
x' < O
for the logistic equation
.... .. .
wee|se:vea| ase.:|eal :aa:| ix,> c, :aeax , ) - Mas - +c. sa:
|ix, < c, :aea:aeaeaem|aa:e:|a,:)|a|:|aiiy| ses|:|ve,|a:vaa|saeswaea
l M - x,
=
= ia > c
/M -x,
se.aase:aeaame:a:e:|a,:)|sae,a:|ve|a:a|s.ase,|:ieiiews:aa:
i|m x , ) =-c | i x, < c
t ..t
i:ieiiews:aa::aeseia:|ea.a:vesei:aeie,|s:|.eaa:|ea|a,)ieeias|i|as::a:ea|a
t|, l ue:ewesee,:aa|.aiiy:aa:eve:yseia:|eae|:ae:a:ea.aes:aeea|
i||:|amseia:|eax,) ~ Mas|a.:eases,e:,|aav|saaiiye|v|eassease)a|ve:,es
awayi:em:aee:ae:ea|i||:|amseia:|eax , ) ~ c
Stability of Critical Points

t|,a:e l |iias::a:es:ae.ea.e:eisa//// A.:|:|.aie|a:x = .eiaa aa
:eaemeasa:s:e:ae:eaa:|ea|s sa|a:e|esa//,:ev|aea:aa:, |i:ae|a|:|aivaiae
x,|ssaia.|ea:iy.iese:e..:aeax , ) :ema|as.iese:e.ie:aii > c He:e:e.|seiy,
:ae.:|:|.aie|a:.|sstable |i,ie:ea.ae > c,:ae:ees|s:s > csa.a:aa:
x,- . < |mi|es:aa:
x , ) - . < e
ie:aii > c. 1ae.:|:|.aie|a:x=.|sunstable |i|:|sae:s:a|ie
,)
t|,a:e l :saewsaw|ae:v|ewei:aeseia:|ea.a:veseiaie,|s:|.eaa:|ea
w|:a/ = l aaaM = : Ne:e:aa::aes::| < x < : ea.ies|a,:aes:a||e
ea|i||:|am.a:vex = :a.:si||ea )e,/-seia:|ea.a:ves,mev|a,i:emiei::e
:|,a:)ea:e::a|ss::|aaa:ae:eai:e::ema|aw|:a|a|: sy.ea::as:,:aes::|-c <
x < c ea.ies|a,:aeaas:a|ieseia:|ea.a:vex = ca.:s i|ieaspoe-seia:|ea
.a:vesieave:a|ss::|aaa:ae:eai:e::ema|aea:s|ae|:1aas:ae.:|:|.aie|a:x=M
|ss:a|ie,wae:eas:ae.:|:|.aie|a:x=c|saas:a|ie
Remark 1 : we .aasamma:|ze:ae|eaav|e:eiseia:|easei:aeie,|s:|.
eaa:|ea|a,)-|a:e:msei:ae|:|a|:|ai vaiaes-iy meaas ei:aeaasea|a,:am
saewa|a t|, l i:|aa|.a:es:aa:x , ) - M as - +c |ie|:ae:x, > M
e:c < x, < M. wae:easx , ) - -cas |a.:eases|ix, < c 1aeia.::aa:M
|s as:a|ie.:|:|.aie|a:weaiaie|me::aa:,ie:|as:aa.e,|iwew| saea:e.eaaa.:
aaese:|mea:w|:aaeaia:|eaeiM|a.:e:|a i:|s|mess||ie:e.eaa::e.|seiy
M|a.:e:|aie:Mia:,e,|a:aay|a|:|aiiyes|:|veeaia:|eaw|iia:ea.aMast
|a.:eases
Remark 2: keia:ea:e:aes:a||i|:yei:aei|m|:|a,seia:|eaM a}/ei
:aeie,|s:|.eaa:|ea
ax
;
= ax- /x
a
,s)
|s:ae:ea|.:a||i|:yeiMie:aaa.:aaieaia:|ea 1ae.eeu.|ea:sa aaa/a:e
aai|ieiy:e|eiaewa:e.|seiyie:aaa.:aaieaia:|easa:|i:aeya:e:eia.eaw|:a
.iesea:es|ma:|easa
.
aaa/
.
-ae:|veae:aasi:emem|:|.aimeasa:emea:s-
:aea:aea:es|ma:ei|m|:|a,eaia:|eaM
.
= a
.
}/
.
w|iiie .iese :e:aea.:aai
i|m|:|a,eaia:|eaM=a}/ wemay:ae:eie:esay:aa::aevaiaeMei :aei|m|:|a,
eaia:|ea:ea|.:eaiyaie,|s:|.eaa:|eaae:eaiy |sas:a|ie.:|:|.aie|a:ei:a:
cXump| e
FIGURE 7. 1.6. Typical solution
curves for the explosion/extinction
equation ......
x' > O x' < O
'
x = O x = M
5|abIc Lns|abIc
x' > O
for the explosion/extinction
equation
.... ...
cXump| e4
7. 1 Equi l i bri um Sol uti ons and Stabi l ity 483
a|iie:ea:|aieaa:|ea,:a|svaiaeaise|ss:a|iew|:a:ese.::esmaiie::a:|a:|eas
ei:ae.eas:aa:.eeu.|ea:s|a:aeeaa:|ea. ,Ne:e:aa:eaeei:aese:wes:a:emea:s
|aveives.aaa,es|a:ae|a|:|aivaiaex, .:aee:ae:|aveives.aaa,es|a:ae.e:u.|ea:s
.aaa/ ;
Ceas|ae:aew:aeesies|ea}es:|a.:|eaeaa:|ea
ax
- =/x,x- M;
a
,)
ei., l c)|ase.:|ea l L|ie:aeie,|s:|.eaa:|ea,|:aas:ae:we.:|:|.a|e|a:s
x=caaax =M.e::eseaa|a,:e:aeea|i||:|amseia:|easx,; = caaax,=
MA..e:a|a,:er:e|iem|ase.:|eal , |:sseia:|eaw|:ax,c) =x,|s,|vea|y
Mx,
x ,; =
x,+,M- x,;
,c)
,w|:aeaiyas|a,iea|ne:ea.e|as|,ai:em:aeie,|s:|.seia:|ea|a,:)) iix, < M,
:aea,|e.aase:ae.eeu.|ea:ei:aeeseaea:|ai|a:aeaeaem|aa:e:|ses|:|ve)|:
ieiiews|mmea|a:eiyi:em., l c):aa:x ,; cas+> sa:|ix, > M.:aea
:aeaeaem|aa:e:|a, l c)|a|:|aiiy|ses|:|ve,|a:vaa| saeswaea
l x,
=
= ia > c
/M x, - M
se.aase:aeaame:a:e:|a, l c)|ses|:|ve|a:a|s.ase,|:ieiiews:aa:
i|m x ,; =+> |i x, > M
1ae:eie:e, :aeseia:|ea.a:vesei:aeesies|ea}es:|a.:|eaeaa:|ea|a,) iee|as

|iias::a:ea|at|,. l : Aaa::ew|aaaaiea,:aeea|i||:|am.a:vex =c,as|a
t|,. l :)weaiase:veasaiaaaei,wa|iea|aaaaiea,:aeseia:|ea.a:vex M
weaiase:ve asasea:ie:seia:|eas. 1ae|eaav|e:ei:aeseia:|easei. ,) |s
samma:|zeaiy:aeaasea|a,:am|at|,. l . , wae:ewesee:aa::ae.:|:|.a|e|a:
x=c|ss:a|ieaaa:ae.:|:|.aie|a:x=M|saas:a|ie.
Haresting a Logistic Population
1aeaa:eaemeasa|ne:ea:|aieaa:|ea
ax
;
- = .x- /x - /
a
, l l )
,w|:a., /. aaa/ aiies|:|ve)may|e.eas|ae:ea:eaes.:||eaie,|s:|.eaia:|ea
///.-es/, te:|as:aa.e, wem|,a: :a|aiei:aeeaia:|eaeiasa|aa|a|e
i:emwa|.a/asae:yea:a:e:emevea|yasa|a,.
Le:as:ew:|:e., l l ) |a:aeie:m
ax
- =/x,M- x; - /.
a
, l z)
x - N
x - O "
FIGUR 7. 1.8. Typical solution

curves for the logistic harvesting
equation
...= . . .
x' < O x' > O
y
|
x = H x = N
Lns|abIc 5|abIc
x' < O
FIGUR 7. 1.9. Phase diagram
for the logistic harvesting equation
...= . .. .
wa|.aesa|||:s:aei|m|:|a,eaia:|eaM|a:ae.ase/ = ceiaeaa:ves:|a, As
sam|a,ae:eai:e::aa:/ > c,we.aaseive:aeaaa:a:|.eaa:|ea-/x
+/Mx -/=
ie::ae:we.:|:|.aie|a:s
assam|a,:aa::aeaa:ves:|a,:a:e/ |ssau.|ea:iysmaii:aa::/ < /M
. se|e:a
:ee:su aaaxa:e:eaiw|:ac< u < x < M1aeawe.aa:ew:|:e, l z)|a:ae
ie:m
ax
- =/,x x; ,x- u)
a
, l :)
te:|as:aa.e,:aeaam|e:ei.:|:|.aie|a:sei:aeeaa:|eamay.aaa,ea|:a:iyas
:aevaiaeeiaa:ame:e:|s.aaa,eaiar:e|iemz:weas|yea:eseive:a|seaa:|ea
ie::aeseia:|ea
x,x,- u)- u,x,- x e
-
-
-

x ,; =
,x,- u)- ,x,- x e-
-
-
|a:e:msei :ae|a|:|aivaiaex,c) =x,

, l )
Ne:e:aa::aeeseaea:-/, x u; |sae,a:|veie: > c iix, > x.:aea
ea.aei:ae.eeia.|ea:sw|:a|aa:ea:aeses|a, l )|ses|:|ve,|:ieiiews:aa:
ii x, > x :aea x ,; x as +
iar:eiiemzweasiyea:eaeaa.eaisei:em, l ):aa:
, l :)
ii u < x, < x :aea x ,; x as +, wae:eas , l )
|i x, < u :aea x ,;
as
, l s)
ie:aes|:|vevaiae
:aa:aeeaaseax, i:ieiiews :aa::aeseia:|ea .a:ves ei

, l z)-s:|iiassam|a,:aa::/ < /M
|..ias|iias::a:ea|a t|, l s ,C
yeav|saai|zeaiaaaeiaiea,:aei|aex = xaaaasea:aiea,:aei|aex = u:)
1aas:ae.eas:aa:seia:|eax ,; = x |s aaea|i||:|am////,so//o, wae:eas
x ,; = u|sa/es/o/aso//o:aa:sea:a:esa|iie:ea:|eaav|e:s-:aeeaia:|ea
a:ea.aesx|ix, > u,wa|ie|:|e.emeses:|a.:|e.aaseeiaa:ves:|a,|ix, < u
t|aaiiy, :aes:a|ie.:|:|.aie|a:x = xaaa:aeaa:a|ie.:|:|.aie|a:x = ua:e
|iias::a:ea|a:aeaasea|a,:am|at|, l

.e
:e
li:
:a|
.e
a.
0l
/ = l aaa M = : ie: aie,|s:|.eaia:|eax ,; eiasa|aa ia|e, measa:ea|a
aaaa:easai:e:yea:s w|:aea:aayasa|a,a:aii, :aeia|eweaiaevea:aaiiy.ea:a|a
aea:iy:ccasa, waa:eve::ae|a|:|aieaia:|ea Newsaese:aa:/ = , se:aa:
ccasaa:eaa:ves:eaaaaaaiiy,a:a.eas:aa::a:e:a:ea,aea::aeyea:) aa:|ea
, l z)|s:aeaax}a=x ,1- x;- ,aaa:aeaaa:a:|.eaa:|ea
.
x
+1x- = ,- x; ,x- l ) =c
aasseia:|easu = l aaax= 1aas:ae:a:esaeiaeaia:|ea|s l ccasaaaa:ae
,aew)i|m|:|a,eaia:|ea|s ccasa iasae::,|i:aeiaie|s s:e.iea|a|:|aiiyw|:a
me:e:aaal ccasa, :aeaas|a.:eases,:aeasaeaia:|eaw|iia:ea.aai|m|:|a,
vaiaeeiccasa sa:|i:aeia|e|ss:e.|ea|a|:|aiiyw|:aiewe::aaa l ccasa,:aea
:aeiaiew|ii|easaeaea:aaa:aeasaw|iia|saea:ea:|:eiyw|:a|aaaa|:ee:|ea
:|m
cXump| e
FIGURE 7. 1. 10. Solution curves
of the equation .= .. . .
with critical harvesting .= .
FIGURE 7. 1. 11. Solution curves
of the equation .= . . . .
with excessive harvesting .= 5.
Bifrcation and Dependence on Parameters
A||eie,|.aie:ays|.aisys:em:aa:|smeaeiea|yaa|ne:ea:|a|eaa:|eamayae
eaa.:a.|aiiyea:aeaame:|.ai vaiaesei.e::a|a.eeia.|ea:se:a:ame:e:s:aa:
aea:|a:aeeaa:|ea te:|as:aa.e,:aeaam|e:ei.:|:|.aie|a:sei:aeeaa:|ea
may.aaa,ea|:a:iyas:aevaiaeeiaa:ame:e:|s.aaa,ea
1aea|ne:ea:|aieaa:|ea
ax
= x,: x) - /
a
, i
,w|:ax |aaaaa:eas)meaeis:aeaa:ves:|a,eia|e,|s:|.ea|a:|eaw|:a/ i
aaai|m|:|a,eaia:|eaM = :,aaaa:ea) iasamie we.eas|ae:ea:ae.as:
eiaa:ves:|a,ievei / = , aaaieaaa:aa::aeaewi|m|:|a,ea|a:|ea |s \ 3
aaaa:eaaaa:ae:a:esaeiaeaia:|ea|s u = i aaaa:ea 1y|.aiseia:|ea.a:ves,
|a.iaa|a,:aeea|i||:|amseia:|easx , ~ aaax, ~ i . :aea|ee||||e:aese
|.:a:ea|at|, : i s
Newie: s|aves:|,a:e:aeaeeaaea.eei:a|s|.:a:eaea:aeaa:ves:|a,|eve|
/ A..e:a|a, :e , l ) w|:a / = i aaa M = :, :ae i|m|:|a, aaa :a:esae|a
eaia:|easV aaaua:e,|vea|y
u, V= :
,
i :- :/,=z
,
:- / ,z
ii/ < :-we.aa.eas|ae:ae,a:|vevaiaesei/ :e aes.:||es:e.||a,:a:ae::aaa
aa:ves:|a, :ae asa-:aea :ae:e a:e a|s:|a.:ea|i||:|amseia:|easx, ~ \ aaa
x , ~ uw|:aV > uas|at|,: i s
sa:|i/ = :, :aea ,z),|vesV = u = z.se:aea|ne:ea:|aieaa:|ea
aaseaiy:aes|a,ieea|i||:|amseia:|eax , ~ z ia:a|s.ase:aeseia:|ea.a:ves
ei:aeeaa:|eaiee|i||e:aese|iias::a:ea|at|,: i ic ii:ae|a|:|a|aam|e:Xo ,|a
aaaa:eas)eiasaes.eeasz. :aea:aeeaia:|eaa:ea.aes ai|m|:|a,ea|a:|ea
eiz,aaaa:eaasa) ueweve:,aay|a|:|aieaia:|eaXo < z,aaaa:ea):esa|:s|aes
:|a.:|eaw|:a:aeasaay|a,ea:asa.easeaea.eei:aeaa:ves:|a,ei:aaaa:easa
aaaaaiiy1ae.:|:|.aie|a:x=zm|,a::ae:eie:e|eaes.:||eaassem|s:a||e-|:
ieeis s:a|ieea:aes|aex > zwae:eseia:|ea.a:vesa:ea.a:aeea||||:|amse
ia:|eax, ~ zas|a.:eases, |a:aas:a|ieea:aes|aex < zwae:eseia:|ea.a:ves
|as:eaaa|ve:,eawayi:em:aeea|i||:|amseia:|ea
ii,aaaiiy, / > :, :aea:aeaaa:a:|.eaa:|ea.e::eseaa|a,:e,zaasae
:eaiseia:|easaaa:aea|ne:ea:|aieaa:|ea|a, i ;aasaeea||||:|amseia:|eas 1ae
seia:|ea.a:ves :aea iee|i||e :aese|iias::a:ea |a t|, : i i i . aaa ,waa:eve::ae
|a|:|aiaam|e:eiasa):aeeaia:|eaa|esea:asa:esai:ei:aees.ess|veaa:ves:|a,
iiwe|ma,|ae:ao|a,aa|ai:e,:aaaaiiy|a.:ease:aevaiaeei:aea:ame:e:/
|a , i ;. :aea:ae|.:a:eei:aeseia:|ea.a:ves.aaa,esi:emeae|||et|, : i s
w|:a/ < :,:et|,: i i w|:a/=:,:eeaei||et|, : i i i w|:a/ > : 1aas:ae
a|iie:ea:|aieaa:|eaaas
:we.:|:|.aie|a:s|i/ < :,
eae.:|:|.aie|a:|i/=:,
ae.:|:|.aie|a:|i/ > :
1aevaiae/ = :-ie:wa|.a:aeaai|:a:|veaa:a:eei:aeseia:|eas.aaa,esas/
|a.:eases-|s.aiieaabifurcation point ie::aea|iie:ea:|aieaa:|ea.ea:a|a|a,:ae
C
a:ame:e:/ A.emmeaway:ev|saai|ze:ae.e::eseaa|a,||ia:.a:|ea|a:ae
seia:|eas|s:eie::aebifurcation diagram .eas|s:|a,eiai|e|a:s,/.; .wae:e.
|s a.:|:|.aie|a:ei:aeeaa:|eax = x,:- x) / te:|as:aa.e,|iwe:ew:|:e
,zc)as
/ c =z :- /.
(.- z)
=:- /
F1GURE 7. 1. 12. The parabola

. .is the bifurcation

diagram for the diferential
equation . = .. . .
wae:ee|:ae:.=xe: .=u, :aeawe,e::aeeaa:|eaei:aea:a|eia:aa:|ssaewa
|a t|, l l z 1a|s a:a|eia|s :aea:ae||ia:.a:|eaa|a,:amie:ea:a|ue:ea:|a|
eaa:|ea:aa:meaeisaie,|s:|.asaeaia:|eaw|:aaa:ves:|a,a::aeieveise.|aea
|y:aea:ame:e:/
Problems
......12 ...,....= 0
....,..........., ..
,......= . ........... .
.......,...........
.....,....,........., .
.,......., ..,....,
. .. ...........
.,......,....,....
......, ..,......,...
......,.
..
1. - . .
.
..
3. - . ..
.
..
5. - .
.
.
..
7. - = .
.
..
9. - = .
.+ .
.
..
11. - . i
.
..
2. .
.
..
4. - . .
.
..
6. - = .
.
..
8.
.
.
..
10. - = . .
.
..
12. - = .
.
..13 ....18, ...,.....,...
...,..,.............
............,.
...., ..,......,..
................,6. )
.. ..
13. - .+ .
14. - = . .
.
. .
.. ..
15. - .
16. .
. .
.. ..
17. - .
. 18. - = .
.
. .
19. The diferential equation dx/dt = . O . . models
a logistic population with harvesting at rate .Determine
(as in Example the dependence of the number of critical
points on the parameter .and then construct a bifurcation
diagram like Fig.
20. The diferential equation ...
. . + .models
a population with stocking at rate .Determine the depen
dence of the number of critical points on the parameter .
and then construct the corresponding bifurcation diagram
in the sc-plane.
21. Consider the diferential equation ... .. .
(a) If ._ 0, show that the only critical value = 0 of

.is stable. (b) If . 0, show that the critical point 0
is now unstable, but that the critical points .
_
are
stable. Thus the qualitative nature of the solutions changes
at .0 as the parameter .increases, and so .0 is a
bifurcation point for the differential equation with param
eter .The plot of all points of the form .where is a
critical point of the equation .= ...
is the "pitchfork
diagram" shown in Fig.
FIGURE 7. 1. 13. Bifurcation diagram for
..... .
22. Consider the diferential equation ....+ ..
con
taining the parameter .Analyze (as in Problem the
dependence of the number and nature of the critical points
on the value of .and construct the corresponding bifur
cation diagram.
23. Suppose that the logistic equation ...= .. .
models a population . of fsh in a lake afer months
during which no fshing occurs. Now suppose that, be
cause of fshing, fsh are removed from the lake at the rate
of ..fsh per month (with .a positive constant). Thus
fsh are "harvested" at a rate proportional to the existing
fsh population, rather than at the constant rate of Exam
ple . (a) If 0 . . show that the popUlation is
still logistic. What is the new limiting population? (b) If
.. show that . 0 are +0, so the lake is
eventually fshed out.
24. Separate variables in the logistic harvesting equation
.... . . and then use partial fractions
to derive the solution given in Eq.
25. Use the alterative forms
. + .

. =
. + .
.
of the solution in to establish the conclusions stated
in and
...,......... ...,...
..... . .............
......,,....26 ...27 ....
.....
26. If ...show that typical solution curves look
as illustrated in Fig. . Thus if ., then
. as +0. But if . , then
.0 afer a fnite period of time, so the lake is
fshed out. The critical point .might be called
...because it looks stable from one side, unstable
from the other.
27. If .. . show that . 0 after a fnite period of
time, so the lake i s fshed out (whatever the initial popula-
FIGURE 7. 1. 14. Solution
curves for harvesting a logistic
population with ...
tion). .....Complete the square to rewrite the dif
ferential equation in the form ...= . . .+
Then solve explicitly by separation of variables. ] The re
sults of this and the previous problem (together with Ex
ample .show that .= ,.is a critical harvesting rate
for a logistic population. At any lesser harvesting rate the
population approaches a limiting population that is less
than (why?), whereas at any greater harvesting rate the
population reaches extinction.
28. This problem deals with the diferential equation ...
... .that models the harvesting of an unsophisti
cated population (such as alligators). Show that this equa
tion can be rewritten in the form ..... .
K) , where
+ ,+ ..., 0,
K = ,+ ..., 0.
Show that typical solution curves look as illustrated in
Fig.
29. Consider the two diferential equations
and
..
. . . .
.
..
. . . .
.

each having the critical points . and suppose that

. For one of these equations, only the criti
cal point is stable; for the other equation, is the only
unstable critical point. Construct phase diagrams for the
two equations to determine which is which. Without at
tempting to solve either equation explicitly, make rough
sketches of typical solution curves for each. You should
see two funnels and a spout in one case, two spouts and a
funnel in the other.
FIGURE 7. 1. 15. Solution
curves for harvesting a
population of alligators.
A
w|aeva:|e:yeiaa:a:aiaeaemeaaa:emeaeiea|y:wea|meas|eaaia:s:e:ae:
sys:emsei:aeie:m
ax
a
= I,x, y) ,
ay
a
=o,x, y)
, l )
| awa|.a:ae|aaeeaaea:va:|a|ie aeesae:aea:esi|.|:iy. we asaa|iy:a|a|
ei:aeaeeaaea:va:|a|iesx aaay ases|:|eava:|a|ies|a:aexy|aaeaaaei
asa:|meva:|a|ie. wew|iisee:aa::aea|sea.eeiea:ae:|,a:aaaas|aes|a, l )
ma|es:aesys:emeas|e::eaaaiyzeaaa|:sseia:|easeas|e::ev|saai|ze. Us|a,:ae
:e:m|aeie,yeise.:|ea. l , sa.aasys:emeia|iie:ea:|ai eaa:|eas|awa|.a:ae
ae:|va:|vevaiaesa:e |aaeeaaea: ,e: aa:eaemeas)ei:|me |seuea .aiieaaa
autonomous system.
we,eae:aiiyassame:aa::aeiaa.:|eas I aaao a:e.ea:|aaeasiya|iie:ea
:|a|ie |a seme :e,|ea r ei:ae xyiaae. 1aea a..e:a|a, :e :ae es|s:ea.e aaa
aa|aeaess:aee:emsei:aeAeaa|s,,|vea,aaaaaye|a:,x, , y,) eir. :ae:e| s
a/,cseia:|eax = x , ) , y = y, ) ei, l ) :aa:|saeaaeaeasemeeea|a:e:va|
,../.ea:a|a|a,,aaasa:|saes:ae|a|:|ai.eaa|:|eas
x ,,) =x, , y,,)=y,
,z)
1aeeaa:|easx = x , ) , y = y, ) :aeaaes.:||eaa:ame::|zeaseia:|ea.a:ve|a
:aeaase iaae. Aay sa.a seia:|ea.a:ve|s.aiieaatrajectory ei:aesys:em|a
, l ),aaa:e.|seiyeae::a] e.:e:yasses:a:ea,aea.ae|a:ei:ae:e,|ear,r:e|iem
z) Acritical point ei:aesys:em|a, l ) |sae|a:,x. ,y.) sa.a:aa:
,)
ii,x. ,y.)|sa.:|:|.aie|a:ei:aesys:em,:aea:ae.eas:aa:vaiaeaiaa.:|eas
,1
aaveae:|va:|vesx ,) ~ caaay , ) ~ c, aaa:ae:eie:eaa:ema:|.aiiysa:|siy:ae
eaa:|eas|a, l ) sa.aa.eas:aa:vaiaeaseia:|ea|s.aiieaaaequilibrium solution
ei:aesys:em.Ne:e:aa::ae::a]e.:e:yei:aeea|i||:|amseia:|ea|a,1;.eas|s:sei
:aes|a,iee|a:,x. ,y.) .
i aseme:a.:|.ai s|:aa:|eas:aeseve:y s|mieseia:|easaaa::a]e.:e:|esa:e
:aeeaesei,:ea:es:|a:e:es:. te:esamie,saese:aa::aesys:emx = I,x, y),
y=o,x,y) meaeis:weeaia:|easx,)aaay,)eiaa|mais:aa:.eaa||::aesame
eav|:eamea:,aaae:aas.eme:eie::aesameieeae::eyeaeaeaae:ae:,x,)
m|,a:aeae:e:aeaam|e:ei:a|||:saaay, ) :aeaam|e:eisa|::eis:esea:a::|me
. 1aeaa.:|:|.aie|a:,x. ,y.)ei:aesys:emse.|aesa.os.eaia:|eax.ei
:a|||:saaa a.os.eaia:|eay.eisa|::eis:aa:.aa .ees|s:w|:aeaeaae:ae:
|a:aeeav|:eamea:. ii,x, ,y,) |soa.:|:|.aie|a:ei:aesys:em, :aea| : |so
ess||ieie:.eas:aa:eaia:|easeix,:a|||:saaay, sa|::eis:e.ees|s:, eaee:
|e:amas:.aaa,ew|:a:|me.
cXump| e 1
7. 2 Stabi l i ty and the Phase Pl ane 489
t|aa:|e.:|:|.aie|a:sei:|esys:em
ax
= l +x- zx - xy,
a
ay
a
= l :y- zy - xy
,)
Sol ution w|eaweiee|a::|eeaa:|eas
l +x- zx
- xy=x, l +- zx- y)=c,

l :y- zy - xy=y, l :- zy- x)=c
:|a:a.:|:|.aie|a:,x,y)mas:sa:|siy,wesee:|a:e|:|e:
x=c e: l +- zx- y=c,
.ae|:|e:
y=c e: l : - zy- x=+
,:a)
,:|)
iix = caaay = c,:|ea:|ese.eaaeaa:|ea|a,:|),|vesy = s iiy = oaaa
x = c, :|ea:|ese.eaaeaa:|ea|a,:a),|vesx = ii|e:|x aaaya:eaeaze:e,
:|eaweseive:|es|mai:aaeeaseaa:|eas
zx+ y= l +, x+ zy= l :
ie:x =+, y =: 1|as:|esys:em|a,)|as:|eiea:.:|:|.aie|a:s,c,o), ,o,s),
,, c) , aaa ,+, :) iix,)aaay, ) aeae:e:|eaam|e:ei:a|||:saaa:aeaam|e:
eisa|::eis,:ese.:|veiy, aaa|i|e:|eaia:|easa:e.os.,|:ieiies:aa::ae
eaa:|eas|a ,)aiieweaiy :|:ee aea::|v|aiess|||i|:|es e|:|e:ae:a|||:s aaa s
sa|::eis, e::a|||:saaaaesa|::eis,e:+:a|||:saaa:sa|::eis iaa::|.aia:,
:|e.:|:|.aie|a:,+,:)aes.:||es:|eo/,ess|||i|:yie::|e.ees|s:ea.eei.eas:aa:
aeaze:eeaia:|easei|e:|se.|es
Phase Portraits
ii:|e|a|:|aie|a:,x, ,y,) |sae:a.:|:|.aie|a:,:|ea:|e.e::eseaa|a,::a]e.:e:y|s
a.a:ve|a:|exyiaaeaiea,w||.|:|ee|a:,x,) ,y, ) ) mevesas|a.:eases i:
:ansea::|a:aay::a]e.:e:yae:.eas|s:|a,eias|a,iee|a:|saaeaae,eae:a:e.a:e
w|:|aeseii|a:e:se.:|eas,r:e|iemc) we.aaes||||:aai|:a:|veiy:ae|eaav|e:
eiseia:|easei:|eaa:eaemeassys:em|a, l ) |y.eas::a.:|a,a|.:a:e:aa:saes
|:s.:|:|.aie|a:s:e,e:|e:w|:|a.eiie.:|eaei:y|.aiseia:|ea.a:vese:::a]e.:e:|es
|a:|exyiaae sa.|a|.:a:e|s.aiieaaphase portrait ,e:phase plane picture)
|e.aase|:|iias::a:es|asese:xys:a:esei:|esys:em, aaa|aa|.a:esaew:aey
.|aa,ew|:|:|me
Aae:|e:wayeiv|saai|z|a,:|esys:em|s:e.eas::a.:aslope feld |a:aexy
|aseiaae|ya:aw|a,:y|.aii|aese,mea:s|av|a,siee
ay y o,x, y)
= =
7
ax x
I,x, y)
e:adirection feld |ya:aw|a,:y|.aive.:e:se|a:|a,:|esamea|:e.:|eaa:ea.a
e|a:,x,y)asaees:|eve.:e:,I,x,y) , o,x,y) ) sa.|ave.:e:aeia:|ea|aa|.a:es
w||.|a|:e.:|eaaiea,a::a]e.:e:y:e::avei|ae:ae::e,ew|:a:aeaewaes.:||ea
|y:|esys:em
I O
(O. &)
(4. )
~
4
Z
O
(O. O) O Z I O
X
FIGURE 7.2. 1. Direction feld and
phase portrait for the rabbit- squirrel
system . 1 .. . .y,
y' 1 6y -
- ..of Example l .
cXump| eZ
y
o(x, y) =
j
- x = c
x = l
Remark: i:|s we::|em|as|z|a,:|a:|iea:sys:emeia|ue:ea:|aieaa-
:|easwe:eae:aa:eaemeas, :|ea|:s.:|:|.aie|a:s,::a]e.:e:|es,aaaa|:e.:|eave.-
:e:sweaia,eae:aiiy|e.aaa,|a,w|:|:|meia:||sevea:,:|e.ea.:e:ev|saai|za:|ea
aue:aea|ya,asea)|asee:::a|:e:a|:e.:|eaaeiaweaiaae:|eava|ia|ie:eas
iaaeea, :||s|sa:|a.|ai:easeaw|yaa|a::eaa.:e:ys:aayeiaeai|aea:sys:ems
.ea.ea::a:eseaaa:eaemeaseaes
t|,a:e z l s|ewsaa|:e.:|eaaeiaaaa|asee:::a|:ie::|e:a|||:sa|::ei
sys:emeisamiei 1|ea|:e.:|eaaeiaa::ews|aa|.a:e:aea|:e.:|eaeime:|eaei
:|ee|a:,x, ; . ,, ; ; wesee:|a:,,|veaaayes|:|ve|a|:|aiaam|e:sx =+aaa
) =:ei:a|||:saaasa|::eis, :||se|a:mevesaiea,a::a]e.:e:ya:ea.||a,:ae
.:|:|.aie|a:,+, :) as|a.:eases
X
FIGURE 7.2.2. Direction feld
for the system in Eq.
te::|esys:em
x=x- ,.
,= i- x
:
4
3
Z
~ O
- !
- Z
- 3
X
FIGURE 7.2.3. Phase portrait
for the system in Eq.
,)
weseei:em:|ea:s:eaa:|ea:|a:x = , aaai:em :ae se.eaa:|a:x = +i a:
ea.|.:|:|.aie|a:1|as:||ssys:em|as:|e:we.:|:|.aie|a:s, -i . -i ; aaa, i . i ;
1|ea|:e.:|eaaeia| at|, . z. zsa,,es:s:aa:::a]e.:e:|esseme|ew.|:.aia:e.eaa-
:e:.ie.|w|sea:eaaa:|e.:|:|.aie|a:, -i . -i ; , w|e:eas|:aea:s:|a:seme::a-
]e.:e:|esmay a:ea.|, w||iee:|e:s:e.eaei:em, :|e.:|:|.aie|a:, i . i ; 1|ese
e|se:va:|eas a:e .e::e|e:a:ea|y:|e|:asee:::a|:|at|, . z. ie::|e sys:em
|a,).
x = -l
o(x,y)=l- x= c
FIGURE 7.2.4. The two critical
points (-1 , -1 ) and (+1 , +1 ) in
Example as the intersection of
the curves . y) .- y
and . y) 1 - .O.
Remark: Oae .eaia.a:eiessiy w:|:e :ae.:|:|.aie|a:s|asamiez as
,+i . +i ; aaa:|ea] am:e:|ee::eaeeas.ea.ias|ea:|a::|esys:em|a,)|asiea:
:a:|e::|aa]as::we.:|:|.aie|a:s w|eaieas||ie,asa:ea:eway:eae:e:m|ae:ae
aam|e:ei.:|:|.aie|a:seiaaaa:eaemeassys:em|s:eie::|e.a:vesi,x.,; =
aaao,x.,; =caaa:|eaae:e:|e|:|a:e:se.:|eas, ea.|eiw||.|:e:esea:sa.:|:|.ai
e|a: ei:|e sys:em te:|as:aa.e, t|, . z. + s|ews :|e .a:ve ,i|ae) i,x. ,; =
x- , = caaa:|ea|:eii|aesx = +i aaax = -i :|a:.eas:|:a:e:|e.a:ve
o,x. ,; = i -x
:
=c1|e,eaiy)moe|a:sei|a:e:se.:|ea, -i .-i ; aaa,+i . +i ;
a:e:|eav|saaiiyaa:ea:
cXump| e
X
FIGUR 7.2.5. A proper node;
the trajectories approach the
origin, so it is a nodal sink.
X
FIGUR 7.2.6. An improper
node because all trajectories are
tangent to a single line; they
approach the origin, so it is a nodal
sink.
Critical Point Behavior
1|e|e|av|e:ei:|e::a]e.:e:|esaea:aa |seia:ea.:|:|.ai e|a:eiaaaa:eaemea
sys:em|seia::|.aia:|a:e:es: ia:|e:ema|aae:ei:a|s se.:|eae|iias::a:e|:a
s|mieesamiessemeei:|emes:.emmeaess|||i|:|es
~ ~--- - - - ...
Ceas|ae::|eaa:eaemeasi|aea:sys:em
ax
- = -x,
a
a,
- =-/, ,/aaeaze:e.eas:aa:) ,
a
,s,
w||.||as:|ee:|,|a,c.c;as|:seaiy.:|:|.aie|a: 1aeseia:|ea|:||a|:|aia|a:
,x, ,y,)| s
iix,=c,we.aaw:|:e
x, ) =x,,
, y, ) =y,,
y,
,
y=y,, = _ x,, = x ,
x
,
,
, i ;
w|e:e/ = y,}x 1|eaa:a:e ei:|e.:|:|.aie|a:,c.c;aeeaaseaae:ae::ae
aeaze:ea:ame:e:/|ses|:|vee:ae,a:|ve
CASE 1 : / > c ii/|ses|:|ve,:|eaweseei:em,:aa::|ee|a:,x, ) , y,,
a:ea.|es:|ee:|,|aaiea,:|e.a:vey=/x
as+O 1aeaea:aa.eei:a|s
.a:veaeeaasea:|ema,a|:aaeei/
ii/ = i , :|eay = /x w|:|/ = y,}x, |s as::a|,a:i|ae:a:ea,a:aee|a:
,x, ,y,) 1|eses::a|,|:i|ae::a]e.:e:|esa:e|iias::a:ea|y:aeaasee:::a|:|a
t|, z
ii/ > i aaaae|:|e:x, ae:y, |a , i c;|s ze:e, :aea :ae.a:vey = /x
|s :aa,ea::e :|exas|sa::|ee:|,|a 1a|s.ase |s |iias::a:ea|y :aeaase

e:::a|:|at|, z :, w|e:e/ = zaaa:|e::a]e.:e:|esa:ea:a|eias Me:e
:e.|seiy,:|e::a]e.:e:|esa:e:|es,/asesaaa:|e:|,a:aaaieu/./.csei:aese
a:a|eias
iic< / < iaaaae|:|e:x,ae:y,|sze:e,:|ea:|eaasee:::a|:|ss|m|ia::e
t|, z :, es.e::|a:ea.a.a:vey=/x
|s:aa,ea::e:aeyas|s,:a:ae::aaa
:e:|exas|s)a::|ee:|,|a
1|e:yeei.:|:|.aie|a:|iias::a:ea|at|,s z aaa z :|s.aiieaaoacla
,eae:ai,:|e.:|:|.aie|a:,x. ,y.)ei:|eaa:eaemeassys:em|a, i ; |s.aiieaanode
:ev|aea:|a:
I//
,eve:y::a]e.:e:ya:ea.|es ,x. ,y.) as +O oeve:y::a]e.:e:y
:e.eaesi:em,x. ,y.)as+O, .a
ve:y::a]e.:e:y|s:aa,ea:a:,x. ,y.):esemes::a|,a:i|ae:a:ea,a:ae.:|:|.ai
e|a:
Aaeae| ssa|a:e|eproper :ev|aea:aa:ae:wea|ue:ea:a|:seiees|:e
::a]e.:e:|esa:e:aa,ea::e:|esames::a|,|:i|ae :a:ea,|:|e.:|:|.aie|a: 1a|s|s
:|es|:aa:|ea|at|, z ,|a w||.|:|e::a]e.:e:|es.cs::a|,a:i|aes, ae:me:eiy
X
FIGUR 7.2.7. A saddle point
with trajectories resembling the
contour curves of a saddle point on
a surface.
cXump| e
COlhlUCO
:aa,ea::es::a|,|:i|aes) A:ee:aeaem|,|:|e.aiieaas:a:e|a:iat|, z :
aii::a]e.:e:|eses.e:ie:as|a,ieees|:ea|:a:e:aa,ea::eas|a,ies::a|,a:i|ae
:|:ea,|:|e.:|:|.aie|a:1a|s:yeeiaeae|ssa|a:e|eimproper.
A aeae |s aise.aiieaasink |iaii ::a]e.:e:|es.ppa../:|e.:|:|.aie|a:, a
source |iaii::a]e.:e:|esc.cac,e:emaaa:e)i:em|: 1|as:|ee:|,|a|at|, z
|sapopcoa./s//, w|e:eas|at| , z :|:|saa/-papcoa./s// ii:ae
a|:e.:|eaaeiaanews|aea.|a,a:ewe:e:eve:sea,:|ea:|ee:|,|aweaia|eaoa./
so.c|aea.|a,a:e
CASE 2: / < c ii/ |sae,a:|ve, :aea :ae ::a]e.:e:|es :esem|ie:|eseie::ae
.ase/ = -i , w||.||s |iias::a:ea|a t|, z iiae|:|e:x, ae:y, |s ze:e,:aea
:|e.eneseaa|a,::a]e.:e:y|at|, z |seae|:aa.|ei:|e:e.:aa,aia:|ye:|eia
xy =/,aaa
y, ) - as- iie|:|e:x,e:y,/sze:e,:|ea:|e::a]e.:e:y
|sasem|as|sei:|e|ye:|eia 1|ee|a:,x , ) , y, ) ) a:ea.|es:|ee:|,|a aiea
:|exas|s, |a::e.eaesi:em|:aiea,:|eyas|s, as - 1aas :|e:ea:e:e
::a]e.:e:|es:aa:a:ea.|:|e.:|:|.aie|a:,c. c; ,|a:aiie:|e:sa:eaa|eaaaeaas
- 1||s:yeei.:|:|.aie|a:,|iias::a:ea|a t|, z , |s .aiieaasaddle
point.
Stability
A.:|:|.aie|a:,x. ,y.)ei:|eaa:eaemeassys:em|a, i ; |sa|a:e|es.//c:ev|aea
:|a:|i:|e|a|:|aie|a:,x, ,y,)|ssan.|ea:iy.iese:e,x. ,y.) , :|ea,x,) ,y, ) ) :e
ma|as.iese:e,x. ,y.)ie:aii > c iave.:e:ae:a:|ea,w|:ax,)= ,x,) ,y, ) ) , :ae
a|s:aa.e|e:weea:|e|a|:|aie|a:x, = ,x, ,y,)aaa:|e.:|:|.aie|a:x. = ,x. ,y.)
|s
x, x. =J,x,- x.)
,y,- y.)
1|as:|e.:|:|.aie|a:x.|sstable :ev|aea:|a:,ie:ea.|e > c,:|e:ees|s:s >

sa.|:|a:
, i i ;
ie:aii > c Ne:e:|a::|e.eaa|:|ea|a, i i ; .e::a|aiy|eias|ix, ) - x.as =
as|a:|e.aseeiaaeaais|a| 1|as:aeaeaai s|a|s|iias::a:ea|at|,s z
aaa z :.aaaise|eaes.:||eaass.//coacs
1|e.:|:|.aie|a:,x. ,y.)|s.aiieaunstable |i|:|sae:s:a|ie 1aesaaaiee|a:
a:,c.c;|at|, z |saaaas:a|ie.:|:|.aie|a:|e.aase:|ee|a:,x, ) , y, ) ) ,ees
:e|aaa|:yas- ,assam|a,:|a:x,y, =c;,aaaaea.e:|e.eaa|:|ea|a, i i ; |
ae:sa:|saea
ii:|es|,asea:|e:|,|:|aaas|ae|a,s)a:e.|aa,ea:ee|:a|a:|esys:em
ax
- = x,
a
a,
- =/, ,/aaeaze:e.eas:aa:) ,
a
, i z)
:|ea :|eseia:|ea|sx, ) = x,,
, y, ) = y,c
1|ea w|:|/ = i aaa/ = z, mc

::a]e.:e:|esa:e:|esameas:|ese s|ewa|at|,s z aaa z :, :ese.:|veiy,|a:
w|:|:|ea::ews:eve:sea, se :|a::|ee|a:,x, ) , y, ) ) ,ees:e|aaa|:yas - o.
1|e:esai:|aea.|.ase|saaeaaisea:.e-:|a:|s, aas.//coac-+:,c.c;
cXump| e4
-5-4-3 -2-I O I 2 3 4 5
X
FIGUR 7.2.S. Direction feld
and elliptical trajectories for the
system x' y, y
'
-x. The
origin is a stable center.
ii,x. ,y. )|sa.:|:|.aie|a:,:|ea:|eea|i||:|amseia:|eax,)= x.
y,)=
y. |s .aiiea stable e:unstable aeeaa|a,ea:|e aa:a:e ei:|e.:|:|.aie|a: ia
ai|.a:|eas:|es:a||i|:yeiaaea|i||:|amseia:|ea|s ei:eaa.:a.|aima::e: te:
|as:aa.e, saese|a samie l :|a:x,)aaay,) aeae:e :|e:a|||: aaasa|oei
eaia:|eas, :ese.:|veiy,//acas wew|ii see|ase.:|ea +:aa::ae.:|:|.ai
e|a: ,+,:) |a t|, z l |s s:a|ie i:ieiiews :|a:|iwe|e,|aw|:a./osco+co
:a|||:saaa:ccsa|::eis-:a:|e::|aaesa.:iy:|eseea|i||:|amvaiaes-:|eaie:aii
ia:a:e:|me:|e:ew|ii:ema|a.iese:e+cc:a|||:saaa.iese:e:ccsa|::eis 1aas
:|e:a.:|.ai.easeaea.eeis:a||i|:y|s:|a:si|,|:.|aa,es,e:aasaae:e:aaaem
||::|saaaaea:|s)|a:|eea|i||:|ameaia:|easw|iiae:sease::|eea|i||:|am
as:e:esai:|aia:,eaev|a:|easi:em:|eea|i||:|amseia:|eas
i:| sess||ieie:::a]e.:e:|es:e:ema|aaea:as:a|ie.:|:|.aie|a:w|:aea:a-
:ea.||a,|:,assamie+s|ews
...... .. . ....
Ceas|ae:amass:|a:es.|iia:esw|:|ea:aam|a,eaas:|a,w|:|uee|e s.ea-
s:aa: /,se:|a:|:ses|:|eaiaa.:|eax,)sa:|saes:|ea|ue:ea:|aieaa:|eax+o
x=
,w|e:eo
= /}) iiwe|a::eaa.e:|eveie.|:yy =ax}aei:|emass, e,e:

:|esys:em
w|:|,eae:aiseia:|ea
ax
- = y,
a
a,
- = -o x
a
x , ) = n .es o+ s s|a o ,
y, ) = -no s|a o+so .es o
, l )
, l +a)
, l +|)
w|:|c = n
+s
,n = c.es a, aaas = cs|a a, we.aa:ew:|:e:aeseia:|ea

|a, l +)|a:|eie:m
x,)= c.es ,o- a) ,
y,)=-ocs|a,o- a) ,
, l a)
, i |)
se|:|e.emes.iea::|a:ea.|::a]e.:e:ye:|e::|aa:|e.:|:|.aie|a:,c,c)|saaeii|se
w|:|eaa:|eaei:|eie:m
, l :)
As|iias::a:ea|y:|e|asee:::a|:|at|, z s,w|e:eo= , ea.|e|a:,x,,y,)
e:|e::|aa:|ee:|,|a|a:|exyiaaei|eseaesa.:iyeaeei:|eseeii|ses,aaaea.a
seia:|ea ,x,) ,y, ) ) ::ave:ses :|e eii|se :a:ea,| |:s |a|:|ai e|a: ,x, ,y,) |a :ae
.ie.|w|sea|:e.:|eaw|:|pc/oai = z-}o ,i:|s.iea:i:em, l ):aa:x,+i; =
x , ) aaay,+ i; = y, ) ie:aii ) 1|asea.|aea::|v|aiseia:|eaei:aesys:em
|a, l )|se:|ea|.aaa|:s::a]e.:e:y|sas|mie.iesea.a:veea.ies|a,:|e.:|:|.ai
e|a:a::|ee:|,|a
y
X
FIGUR 7.2.9. If the initial
point .,,lies within distance
of the origin, then the point
. . stays within distance E
of the origin.
t|,a:e. z. vs|ewsa:y|.aieii|:|.ai::a]e.:e:y|asamie+, w|:||:sm|ae:
sem|as|saeae:eaiyaaa|:sma] e:sem|as|s|ye. wesee:|a:|i:|e|a|:|aie|a:
,x, , y,;i|esw|:||aa|s:aa.eei:|ee:|,|a-se:|a:|:seii|:|.ai::a]e.:e:yi|es|as|ae
:|e eaes|ewa-:|ea:|e e|a: ,x,; .,,; ; aiways :ema|as w|:||aa|s:aa.e e ei
:|ee:|,|a uea.e:|ee:|,|a,c. c; |sas:aiie.:|:|.ai e|a:ei:aesys:emx = ,,
, = -.
:
x Uai||e:|es|:aa:|ea|iias::a:ea|at|,s . z. aaa. z. :, aeweve:,ae
s|a,ie::a]e.:e:ya:ea.|es:|ee|a:,c, c; As:a|ie.:|:|.aie|a:sa::eaaaea|y
s|mie.iesea::a]e.:e:|es:e:esea:|a,e:|ea|.seia:|eas|s.aiieaa(stable) center.
Asyptotic Stability
1|e.:|:|.aie|a:,x. ,,.; |s.aiieaasymptotically stable |i|:|ss:a|ieaaa, me:e-
eve:, eve:y ::a]e.:e:y :|a: |e,|as saia.|ea:iy .iese :e ,x. ,,.; aise a:ea.aes
,x. ,,.;as- +O. 1|a:|s, :|e:ees|s:s > csa.|:|a:
s- x. < |mi|es:|a: i|m s,;=s. .
t -o
, l )
w|e:es, = ,x, .y,; , s, = ,x. ,,.; , aaas,; = ,x, ; , ,, ; |sa seia:|eaw|:a
s,c;=s,
Remark: 1|es:a|ieaeaes s|ewa |at|,s . z. aaa. z. :a:easym:e:|-
.aiiys:aiie|e.aaseeve:y::a]e.:e:ya:ea.|es:|e.:|:|.aie|a:,c.c;as- +O.
1|e.ea:e:,c, c;s|ewa|at| , . z. s|ss:a|ie|a:ae:asym:e:|.aiiys:a|ie,|e.aase
|eweve:smaiiaaeii|:|.ai::a]e.:e:ywe.eas|ae:, ae|a:mev|a,a:eaaa:||sei-
i|seaeesae:a:ea.|:|ee:|,|a1|asasym:e:|.s:a||i|:y|sas::ea,e:.eaa|:|ea
:|aame:es:a||i|:y
New saese :|a: x,; aaa ,,; aeae:e .ees|s:|a, eaia:|eas ie: w||.a
,x, ,,.; |saa asym:e:|.aiiy s:aiie.:|:|.ai e|a: 1|ea|i:|e|a|:|aieaia:|eas
x,aaay,a:esaia.|ea:iy.iese:ex.aaa,.,:ese.:|veiy,|:ieiiews:|a:|e:a
i|mx,; =x. aaa i|m,,; =,.
t -o t -o
, i s;
1|a:|s, x , ; aaa, ,; a.:aaiiya:ea.|:|eea|i||:|ameaia:|easx.aaa,.as
- +O, :a:|e::|aame:eiy:ema|a|a,.iese:e:|esevaiaes
te:ame.|aa|.aisys:emas|asamie+, a.:|:|.aie|a::e:esea:saac,/
////-s.cei:|esys:em-|i:|eveie.|:y, = x aaa:aea..eie:a:|ea, = x
vaa|s|s|mai:aaeeasiy, :|ea:aemass:ema|asa::es:w|:| aeae:ie:.ea.:|a,ea
|: s:ai|i|:yeia.:|:|.ai e|a:.ea.ens :|eaes:|ea w|e:|e:, w|ea :ae mass |s
a|sia.easi|,|:iyi:em|:sea|i|i:|am,|:
1. Heves|a.|:ewa:a:|eea|i|i:|ame|a:as- +O,
Z. He:eiy:ema|asaea::|eea|i||:|ame|a:w|:|ea:a:ea.||a,|:,e:
J. Hevesia::|e:awayi:emea|i|i:|am
iaCase i :|e.:|:|.ai ea|i||:|am[e|a:|sasym:e:|.aiiys:aiie, |aCasez
|:|s s:aiieia:ae:asym:e:|.aiiyse, |aCase |:|s aaaas:aiie.:|:|.aie|a: A
ma:iieiaiaa.eaea:|e:eeiase..e:iaii |s aaesamieeiaaaas:a|ie.:|:|.ai
e|a: Amasseaas:|a,w|:|aam|a,|iias::a:es:|e.aseeiasym:e:|.s:a||i|:y
eiame.|aa|.aisys:em 1|emassaaas:|a,w|:|ea:aam|a,|asamie+|saa
esamieeiasys:em:|a:|sstaiie|a:ae:asym:e:|.aiiys:a|ie
cXump| C
y
FIGUR 7.2. 10. A stable spiral
point and one nearby trajectory.
cXump| C
X
...... ....
saese:|a:- = i aaa/ = zie::|e mass aaa s:|a, eiLsamie+aaa:aa:
:|e mass |s a::a.|ea aise:e aaas|e:w|:| aam|a,.eas:aa:. = z 1|ea |:s
a|sia.emea:iaa.:|eax,;sa:|saes:|ese.eaae:ae:eaa:|ea
x
,;+zx
,;+zx,;=c
w|:|,=xwee|:a|a:|eea|vaiea:a:s:e:ae:sys:em
ax
a
=,.
a,
- =-zx- z,
a
, i ;
,z;
w|:|.:|:|.aie|a:,c.c; 1|e.|a:a.:e:|s:|.eaa:|ea
+z+z=ceiL, i ;
|as:ee:s -i +/aaa-i - / . se:|e,eae:aiseia:|eaei:|esys:em|a,zc;|s|vea
|y
x , ; =e

,n.es+ss|a; =ce

.es,- a; .
,, ; =e

, s- n).es ,n+s) s|a}
=-c.e

s|a a+- ,
,zi .;
,zi o;
w|e:e c = , n
+s
aaaa = :aa
' , s}n) wesee:|a:x,;aaa,,;es.|iia:e

|e:weeaes|:|ve aaa ae,a:|ve vaiaes aaa :|a:|e:|a:ea.|ze:e as - +>
1|asa:y|.ai::a]e.:e:ys|:ais|awa:a:ewa:a:|ee:|,|a,as|iias::a:ea|y:|es|:ai
|at|, :. z i c
i:|s.iea:i:em,zi ; :|a::|ee|a:,x,; ,,, ; a:ea.|es:|ee:|,|aas -
+>, se|:ieiiews:|a:,c,c;|saaasym:e:|.aiiys:a|ie.:|:|.aie|a:ie::|esys:em
x
= ,, , = -zx - z, eiLsamie sa.| aa asym:e:|.aiiy s:a|ie.:|:|.ai
e|a:-a:eaaaw||.|:|e::a]e.:e:|ess|:aias:|eya:ea.||:-|s.aiieaastable
spiral point ,e:a spiral sink). ia:|e .ase eiamass-s:|a,-aas|e:sys:em, a
s|:ais|a||s :|emaa|ies:a:|ea|a:|e|aseiaaeei:|eaameaes.|iia:|eas:aa:
e..a:|e.aaseei:es|s:aa.e
ii:|ea::ews|at|,: z i cwe:e:eve:sea,weweaiaseea::a]e.:e:ys|:ai|a,
o.ai:em:|ee:|,|a Aaaas:a|ie.:|:|.aie|a:-a:eaaaw||.|:ae::a]e.:e:|es
s|:aias:|eyemaaa:eaaa:e.eaei:em|:-|s.aiieaaaunstable spiral point ,e:
aspiral source). xamie:s|ews:|a:|:aise|sess||ieie:a::a]e.:e:y:es|:ai
|a:eaclosed trajectory-a s|mie.ieseaseia:|ea.a:ve:|a::e:esea:sae:|ea|.
seia:|ea,i||e:|eeii|:|.ai::a]e.:e:|es|at|,: z s;
Ceas|ae::|esys:em
ax

a
=-/,+x, i - x - , ; ,
a,

a
=/x+,, i - x - , ;
,zz;
iar:e|iemzi weas|yea:es|ew:|a:,c, c;|s|:seaiy.:|:|.aie|a:1a|ssys:em
.aa|eseiveaesi|.|:iy|y|a::eaa.|a,eia:.ee:a|aa:esx =.es,, =s|a-,
as ieiiews t|:s:ae:e:|a:
a
=
a:.:aa
=
x,- x' ,
a a x x
:
+,

X
FIGUR 7.2. 11. Spiral
trajectories of the system in
Eq. (22) with .
1|easa|s:|:a:e:|ees:ess|eas,|vea|a,zz;ie:x aaa, :ee|:a|a
a
g
/,x
:
+ ,
:
;
g
/
a x
:
+ ,
:
i:ieiiews:|a:
,;
g
/+
. w|e:e
g
,c;
1|eaa|ue:ea:|a:|eaei
:
g
x
:
+ ,
:
y|eias
a ax a,
z
a
g
zx
a
+ z,
a
g
z,x
:
+ ;, , t - x
:
- ;;
g
z
:
, i -
:
; ,
se
g
,;sa:|saes:|ea|ue:ea:|aieaa:|ea
a
= , i -
:
;
a
iar:e|iemzzweas|yea:eae:|ve:|eseia:|ea
,
,;
g
7
+ , i - ; c
:
,z;
,z:;
,z;
w|e:e,
g
,c; 1|as:|e:y|.aiseia:|eaei ,zz;may|ees:essea|a:|eie:m
x , ;
g
,;.a,/+
; ,
,,;
g
,;|a,/+
;
,z:;
ii,
g
i , :|ea ,z;,|ves ,; = i ,:|eaa|:.|:.ie) O:|e:w|se,|i, ~ ,
:|ea ,z; |mi|es:|a: ,; - i as - +O. uea.e:|e::a]e.:e:yaeaaea
|a,z:;s|:ais|a:ewa:a:|eaa|:.|:.ie|i, ~ i aaas|:aisea::ewa:a:||s.iesea
::a]e.:e:y|ic< , < i t|,a:e: z i is|ewsa::a]e.:e:ys|:ai|a,ea:wa:ai:em:ae
e:|,|aaaaiea:::a]e.:e:|ess|:ai|a,|awa:a, aii a:ea.||a,:|e.iesea::a]e.:e:y
,;= i
Uaae::a:|e:,eae:ai|ye:|eses|:.aa|es|ewa:|a::|e:ea:eiea:ess|||i|-
:|esie:aaeaae,eae:a:e::a]e.:e:yei:|eaa:eaemeassys:em
ax
a
g
i,x, ,; ,
1|eiea:ess|||i|:|esa:e:|ese
a,
= o,x. ,;
a
1. ,x ,; .,, ; ; a:ea.|esa.:|:|.aie|a:as - +O.
Z. ,x,; .,, ; ; |saa|eaaaeaw|:||a.:eas|a,
J. ,x , ; , ,, ; ; |sae:|ea|.seia:|eaw|:|a.iesea::a]e.:e:y
4. ,x,; ,,, ; ; s|:ais:ewa:aa.iesea::a]e.:e:yas- +O.
As a .easeaea.e, :|e aai|:a:|ve aa:a:eei:|e |aseiaae|.:a:eei:ae
::a]e.:e:|eseiaaaa:eaemeassys:em|s ae:e:m|aeaia:,eiy|y :|eie.a:|easei|:s
.:|:|.aie|a:saaa|y:|e|eaav|e:ei|:s::a]e.:e:|esaea:|:s.:|:|.aie|a:swew|ii
see|ase.:|ea: :|a:,sa|]e.::em|ia:es::|.:|easea:|eiaa.:|easiaaao, ea.a
|seia:ea.:|:|.aie|a:ei:|esys:emx
g
i,x, ,; , ,
g
o,x. ,;:esem|iesaai|:a-
:|veiyeaeei:|eesamiesei:||sse.:|ea-|:|se|:|e:aaeae,:ee:e:|m:ee:),
asaaaiee|a:,a.ea:e:,e:as|:aie|a:
Problems
..1 ....8, ....,.,...
.....................
.,...,.....7. 2. 12 ....7. 2. 19.
.. .
1.
.
.
.
.
..
2.
.
.
.
. .
.
7. 2 Stabi l i ty and the Phase Pl ane
..
3.
.
.
..
4.
.
Z .
.
.
.
.
. .
.
..
5.
.
.
.
.
497
5 4 4 -
4
3
2
I
3
2
3
2
~ O ~ O [ ~ O ^
- I
- 2
-3
-4
X
FIGURE 7.2. 12. Spiral point
and saddle point
4
3
2
~ O ^
- I
-2
-3
X
(0, 0) ; saddle points and

-4
- I
-2
- 3
X
FIGURE 7.2.13. Spiral point

4 r
3
2
~ O
- I
- 2
- 3
X
FIGURE 7.2. 16. Node
- I
- 2
- 3
X
FIGURE 7.2. 14. Saddle point
(0, 0) .
X
saddle point (0, 0) , and
node
4
3
2
~ O P
- I
- 2
- 3
-

- 4 2 O 2 4
X
FIGURE 7.2. 1S. Spiral point
_
and saddle point
-
X
FIGURE 7.2. 19. Stable center

..
6.
.
..
..
7. _ .
.
.. .
.
..
8.
.
. . .
.
.
.
..9 ....12, ....,.....
.= ........., ..,...
.+ . . 0. ..,....,....
......,...,.......
,........ . ..
.........,.. 0) .....
.....,...,.,.....
9. ... .
0
10. .+ ....
0
11. ..+ .sin .0
12. ..
. .0
..........13 ....20
........,.(0, 0) .....,
.........,.....,...
.......,...,.......
.................
...,......,.........
...,.....,.,.
13.
..
.
.
14.
..
.
.
15.
..
.
.
16.
..
.
.
17.
..
.

18.
..
_
19.
..

.

20.
..
.

.

.
.

.
.
.

.
.
.
.
.
..
.
.
.
.
.
. .
.
21. Verify that (0, 0) is the only critical point of the system in
Example
22. Separate variables in Eq. .to derive the solution in

..23 ....26, ......
... ....,...
. .
.. .
.
....,........,...
..,..........,...,....
............,....
.,,............,.(0, 0)
.....
..
23.
.

.
.
.
..
24. .
.
..
25. . .
.
.
. .
.
.
. .
.
27. Let . .be a nontrivial solution of the nonau
tonomous system
..
.

.
.
.
Suppose that . .+ y) and . y) ,
where y = O. Show that . . i s .a solution of
the system.
.28 ....30 .......
..
.
.
.
.
.
..............G .......
...........,..,Yo), ...
..,........Xo .... Yo.
28. Suppose that . is a solution of the autonomous
system and that y = O. Defne . . y) and
. y) . Then show (in contrast with the sit
uation in Problem that . . .is also a solution
of the system. Thus autonomous systems have the simple
but important property that a "t-translate" of a solution is
again a solution.
29. Let . .and .
be two solutions hav

ing trajectories that meet at the point .,Yo) ; thus
. ..
Xo and .
Yo for some
values .and of Defne
.
y) and
+ y) ,
where y . s o .
and (X
3
(t) , Y
3
(t
have the same trajectory. Apply the uniqueness theorem
to show that .
.and .
.are identical
solutions. Hence the original two trajectories are identi
cal. Thus no two diferent trajectories of an autonomous
system can intersect.
30. Suppose that the solution . is defned for all
and that its trajectory has an apparent self-intersection:
..... .Y. Yo
for some O. Introduce the solution
and then apply the uniqueness theorem to show that
XI (t = XI (t) and YI (t) = YI (t
period and has a closed trajectory. Consequently a so
lution of an autonomous system either is periodic with
a closed trajectory, or else its trajectory never passes
through the same point twice. for .t. Thus the solution (XI (t) , YI (t is periodic with
. Z | COl O
Ceas|ae:aa:s:e:ae:a|iie:ea:|aieaa:|eaei:|eie:m
a, o,x.,;
~ =
J
ax i,x.,;
, l )
w||.|may|ea|u.ai:e: |mess||ie:e seiveesi|.|:iy i:s seia:|ea.a:ves.aa
aeve::|eiess|eie::eaas::a] e.:e:|esei:|e.e::eseaa|a,aa:eaemeas:wea|mea
s|eaaisys:em
ax
a
= i,x.,; .
a,
= o,x. ,;
a
,z)
Hes: OD ie::e:s .aa :ea:|aeiy ,eae:a:e |ase e:::a|:s ie:aa:eaemeas sys
:ems Haayei:|eseaea:|a,|a:||s .|a:e:we:eie::ea as|a, ,as|iias::a::a
|a r|, z zc)e|arei||a, sH|a|aseapplane :e,:am :|a: |s ava|ia|i:
i:ee ie: eaa.a:|eaai ase (math . rice . edu/-dfield). Aae:|e: i:eeiy ava|ia|i:
aaaase:i:|eaaiyH|a|aseaODa.|a,ew|:|s|m|ia:,:a||.ai.aa||i|:|es
|slode (ww. math . uiuc . edu/ iode).
FIGUR 7.2.20. MATLAB pplane menu entries to plot a direction feld and
phase portrait for the system .= -X, Y' = .(as shown in Fig.
re:esamie,:eie:seia:|ea.a:vesie::|ea|ne:ea:|aieaa:|ea
a, zx,
,
:
~ =
J
ax x
:
- zx,
,;
+ G
3
l
X
FIGUR 7.2.21. Phase portrait
for the system in Eq. (4) .
+
3
l
~ O*
- I
-l
-3
-
+- 3 -l - I
X
FIGUR 7.2.22. Phase portrait
for the system corresponding to
Eq. (5).
weie:::a]e.:e:|esei:aesys:em
ax
- = x - zxy.
a
1ae:esai:|ssaewa|at|, : z zi
ay
- = zxy - y
a
,:)
rie:s|m|ia:iysemeseia:|ea.a:vesie::aeieiiew|a,a|ne:ea:|aieaa:|eas
1.
ay :x- y
=
ax zx
+
y
Z.
ay :x- y
=
ax zx- y
J.
ay :x- y
ax
.
zx- y
4.
ay zxy
ax
.
x
,
y
5.
ay x
+ zxy
=
ax y
+zxy
New .eas::a.:semeesamies eiyea:ewa Heme,eaeeas iaa.:|eas i||e
:aese|ar:e|iems i :a:ea,a-:a:|eaaiiaa.:|easw|:aaame:a:e:aaaaeaem|aa:e:
ei:aesameae,:ee|axaaay-we:|weii 1aea|ne:ea:|aieaa:|ea
ay zx+y, l - x
- y
) ,:
,
x
,
y
)
.
ax -zy+x, i - x
- y
) ,:- x
,
y
)
,)
ei:a|sie:m,eae:ai|zesLsamie:| a:a|sse.:|ea|a:weaia|e|a.eavea|ea::eseive
esi|.|:iy i:saasee:::a|:,t|,: z zz;saews:wee:|ea|..iesea::a]e.:e:|es-
:ae.|:.ies= iaaa=z Aayeaewaa::e::yie::a:ee.|:.ies:
weaewa|s.ass:ae|eaav|e:eiseia:|easei:aeaa:eaemeassys:em
ax
a
=],x. y) ,
ay
- = ,,x. y;
a
, i ;
aea:aa|seia:ea.:|:|.aie|a:,x, .y,;wae:e],x,
:
y,;= ,,x, .y,; =c A.:|:|.ai
e|a:|s.aiieaisolated |isemeae|,a|e:aeeaei|:.ea:a|asaee:ae:.:|:|.aie|a:
weassame:a:ea,aea::aa::aeiaa.:|eas ]aaa,a:e.ea:|aaeasiya|ne:ea:|a|ie|a
aae|,a|e:aeeaei,x, .y,;
we .aa assamew|:aea:iessei ,eae:ai|:y :aa:x, = y, = c O:ae:w|se,
wema|e:aesa|s:|:a:|eas = x - x,, c = y - y, 1aeaax}a = a}a aaa
ay}a=ac}a, se, i ; |sea|vaiea::e:aesys:em
a
=],+ x,. c+y,;=]

,
,,c; .
a
ac
=,,+ x,. c+y,;=,, ,.c;

a
:aa:aas,c. c;asaa|seia:ea.:|:|.aie|a:
,z;
cXump| C \
X
FGURL 7.J. . The saddle point
for the system
.= ..- x .
= + ..
of Example
FGURL7.J.2. The saddle point

(0, 0) for the equivalent system
. = . .
.
= .+ + ..
7. 3 Li near and Al most Li near Systems 501
1aesys:em
ax
- = x - x - xy = x , - x - y) ,
a
ay
=y+ y
.
xy=y, l - x+ y)
a
,)
aas, l , z)aseaeei|:s.:|:|.aie|a:s. wesa|s:|:a:e =x- i , c=y- z, :aa:|s,
x=+ i , y=c+ z. 1aea
- x- y=- ,+ l ) - ,c+ z)= -- c
aaa
l- x+ y= l - ,+ l ) + ,c+ z)=-+ c,
s e:aesys:em|a, ) :a|es:aeie:m
a
- = ,+ l ) ,-- c) = -- c- - c,
a
ac
a
= ,c+ z) ,-+ c)= -:+ zc+ c
- c
,:;
aaaaas ,c,c;asa.:|:|.aie|a:. iiwe.aaae:e:m|ae:ae::a]e.:e:|esei:aesys:em
|a,:;aea:,c.c; ,:aea:ae|:::aasia:|easaaae::ae:|,|ame:|ea:aa:.a::|es,c. c;:e
, l , z)w|ii|e:ae::a]e.:e:|esaea:, l , z)ei:aee:|,|aaisys:em|a,). 1a|sea|va
iea.e|s|iias::a:ea|yt|,.. . l ,wa|.asaews.ema:e:ie::ea::a]e.:e:|esei:ae
sys:em|a,)aea::ae.:|:|.aie|a: , l , z) |a:aexyiaae)aaat|,. . . z,wa|.a
saews.ema:e:ie::ea::a]e.:e:|esei:aesys:em|a,:;aea::ae.:|:|.aie|a:,c.c;
|a:aeciaae) .
t|,a:es. . l aaa. . z|iias::a:e:aeia.::aa::aeseia:|ea.a:ves ei:aexy
sys:em|a, l ) a:es|miy:ae|ma,esaaae::ae::aasia:|ea,,c) ,+x,,c+y,)
ei:aeseia:|ea.a:vesei:aecsys:em|a,z) . Nea::ae:we.e::eseaa|a,.:|:|.ai
e|a:s-,x, ,y,)|a:aexyiaaeaaa,c. c;|a:aeciaae-:ae:weaasee:::a|:s
:ae:eie:eiee|:e.|seiy:aesame.
Linearization Near a Critical Point
1ayie: sie:maiaie:iaa.:|easei:weva:|a|ies|mi|es:aa:-|i:aeiaa.:|ea),x.v
|s.ea:|aaeasiya|ne:ea:|a|ieaea::aeaseae|a:,x, ,y,)-:aea
),x,+ , y,+ c) =),x, ,y,) + ), .
x, ,y,) + ), ,x,,y,) c+ ,, c)
wae:e:ae:ema|aae::e:m ,, c)sa:|saes:ae.eaa|:|ea
i|m
,, c)
=
(U, v) -(O, O)
+ c
,Ne:e :aa::a|s.eaa|:|eaweaiaae:|esa:|saea|i ,, c) we:easam.ea:a|a|a,

e|:ae:.eas:aa:s e::e:ms i|aea:|a e:c. ia:a|s sease, ,, c) .eas|s:s ei:ae
aeai|aea:a::ei:aeiaa.:|ea),x,+ , y,+ c)eiaaac. )
Exampl e 1
COlI|lUCO
iiweaiy1ayie: sie:maia:e|e:a)aaa,|a,z;aaaassame:aa:,x, .y,;
|saa|seia:ea.:|:|.aie|a:se),x, .y,;=,,x, .y,;=c,:ae:esai:|s
a
a
=)
,x, .,,; +)
,
,x, . ,,; c + , . c; .
ac
a
=,
,x, . ,,; +,
,
,x, . ,,; c +s , . c;
,;
wae:e , . c;aaa:aeaaaie,eas:ema|aae::e:ms , . c;ie:,sa:|siy:ae.eaa|:|ea
,. c;
i|m
(U, v) -(O, O) ,
:
+c
:
i|m
s , . c ;
=c
(u, v) -(O, O) ,
:
+c
:
,:;
1aea,waea:aevaiaesaaaca:esmaii,:ae:ema|aae::e:ms ,. c;aaas ,. c;
a:e.csmaii,|e|a,smaiievea|a.ema:|seaw|:aaaac;
iiwea:e:ae:esama|iysmaiiaeai|aea::e:ms , . c;aaas ,. c;|a, ;, :ae
:esai:|s:ae//c.sys:em
a
a
=)
.x, .,,; +)
,
,x, .,,; c .
ac
a
=,
,x, . ,,; +,
,
,x, . ,,; c
,:;
waese .eas:aa: .een.|ea:s ,ei:aeva:|a|ies aaa c;a:e:ae vaiaes )
,x,. y,; .
)
,
,x, .y,; aaa,
.x, . y,; . ,
,
,x, .y,;ei:aeiaa.:|eas)aaa,a: :ae.:|:|.aie|a:
,x, . y,; se.aase,;|sea|vaiea::e:aee:|,|aai,aaa,eae:aiiy)aeai|aea:sys:em
=),x,+ .
y,+c; , c =,,x,+ . y,+c; |a,z;, :ae.eaa|:|eas|a,:;sa,,es:
:aa::aelinearized system |a,:;.ieseiya:es|ma:es:ae,|veaaeai|aea:sys:em
waea, .c; |s.iese:e,c. c;
Assam|a, :aa: ,c. c; |s aiseaa|seia:ea .:|:|.aie|a:ei:ae i|aea:sys:em,
aaa:aa::ae:ema|aae::e:ms|a,;sa:|siy:ae.eaa|:|ea|a,:;, :aee:|,|aaisys:em
x = ),x.,; , , =,,x.,; |ssa|a:e|ealmost linear a::ae|seia:ea.:|:|.aie|a:
,x, .y,; ia:a|s .ase, |:slinearization a: ,x, .y,; |s:aei|aea:sys:em|a,:; ia
sae::,:a|si|aea:|za:|ea|s:aei|aea:sys:emu
'
=Ju ,wae:eu = c)waese
.eeia.|ea:ma::|s|s:aese.aiieaJacobian matrix
ei:aeiaa.:|eas)aaa,,evaiaa:eaa::aee|a:,x, .y,;
- zx- , -x
1,x. ,; =
-, i+z,- x
-i -i
se 1, i . z; =
-: z
,s;
Hea.e:aei|aea:|za:|eaei:aesys:emx=x- x
:
- x,,,=,+,
:
- x,a:|:s
.:|:|.aie|a:, i . z;|s:aei|aea:sys:em
/
= -- c.
c= -:+ zc
:aa:we,e:waeawea:e:aeaeai|aea:,aaa:a:|.):e:ms|a,+)
y
u
,
,
(u, u)
,
/
/
/
/
0
/
/
/

X
FIGUR 7.J.J. The oblique
uv-coordinate system determin
ed by the eigenvectors .and .

i::ansea::aa:|ames:,:aea,aae:aii).ases, :aeaasee:::a|:eiaaai
mes: i|aea: sys:em aea: aa |seia:ea .:|:|.ai e|a: ,x, . y,; s::ea,iy :esem|ies-
aai|:a:|veiy-:aeaasee:::a|:aea::aee:|,|aei|:si|aea:|za:|ea Ceaseaea:iy,
/c]sscpo.aacs.a/,,cc./.oo-oss,sc-s/so./...c/,c
/c.//../po/so)//c.s,sc-s
Critical Points of Linear Systems
we .aa ase:aee|,eavaiae-e|,eave.:e:me:aeaeise.:|ea ::e |aves:|,a:e:ae
.:|:|.aie|a:,c,c;eiai|aea:sys:em
,;
w|:a.eas:aa:.eeia.|ea:ma::|sA ke.aii:aa::aee|,eavaiaesrj aaar_ eiA 3
:aeseia:|easei:ae.aa:a.:e:|s:|.eaa:|ea
.- / /
ae:,A- /) =
. a
.
/
= ,.- ; ,a- /) - /.=c
weassame:aa:,c,c;|saa/so/.ca.:|:|.aie|a:ei:aesys:em|a,), se|:ieiiews
:aa::ae.een.|ea:ae:e:m|aaa:.a- /.ei:aesys:em.x+ /,=c. .xav= c
|s o,co 1a|s |mi|es:aa:/ = c|s oaseia:|eaei,), aaaaea.e:aa:|e:a
e|,eavaiaesei:aema::|sAa:eaeaze:e
1aeaa:a:eei:ae|seia:ea.:|:|.aie|a:,c. c;:aeaaeeaaseawae:ae::ae:we
aeaze:ee|,eavaiaesrj aaar_ eiAa:e
:eaiaaaaaeaaiw|:a:aesames|,a,
:eaiaaaaaeaaiw|:aees|:es|,as,
:eaiaaaeaai ,
.emies.ea]a,a:esw|:aaeaze:e:eaia::,e:
a:e|ma,|aa:yaam|e:s
1aeseave.asesa:ea|s.asseasea:a:eiy iaea.a.ase:ae.:|:|.aie|a: ,c,c;:e
sem|ies eae ei:aesewesaw |a :aeesamieseise.:|ea z-aaeae,:ee:e:
|m:ee:),asaaaiee|a:,as|:aie|a:,e:a.ea:e:
UNEQUAL REAL EIGENVALUES WITH THE SAME SIGN: ia:a|s.ase:aema
::|sA aasi|aea:iy|aaeeaaea:e|,eave.:e:s Vj aaa V_ , aaa :ae ,eae:ai seia:|ea
x,;= x,; ,,; ei,):a|es:aeie:m
, i c;
1a|s seia:|ea|s mes:s|miyaes.:||ea|a:aee|i|aec.ee:a|aa:esys:em |aa|
.a:ea|at|, , |awa|.a:ae aaacasesa:eae:e:m|aea|y:aee|,eave.:e:sVj
aaaV_ . 1aea:aec.ee:a|aa:eiaa.:|eas ,; aaac ,; ei:aemev|a,e|a:s,;a:e
s|miy|:sa|s:aa.esi:em:aee:|,|ameasa:ea|a:aea|:e.:|easa:aiiei:e:aeve.:e:s
Vj aaaV_ , se|:ieiiewsnem, i c;:aa:a::a] e.:e:yei:aesys:em|saes.:||ea|,
, i i ;
wae:e, = ,c; aaa:, = c ,c) i i:, = c, :aea:a|s ::a]e.:e:y i|esea:ae
as|s, wae:eas|i, = c,:aea|:i|esea:ae cas|s O:ae:w|se-|i,aaa:,8
cXump| CZ
5
4
3
2
I
0
- I
-2
-3
X
FIGUR 7.3.4. The improper
nodal source of Example
5
5
-
4
3
- I
-2
-3
4
5
X
FIGUR 7.3.5. The saddle point
of Example
cXump| C
|e:aaeaze:e-:aea:ame::|..a:ve|a, i i :a|es:aeesi|.|:ie:mc=c
wae:e
/=x
}, > c1aeseseia:|ea.a:vesa:e:aa,ea:a:,c, c):e:aeas|s|i/> i , :e

:aecas|s|ic < / < i 1aasweaave|a:a|s.aseaaimproper node as|asamie
eise.:|ea. z. iixI aaax
a:e|e:aes|:|ve,:aeaweseei:em, l c)aaa, i i :aa:

:aeseseia:|ea.a:ves aea::nem:aee:|,|aast |a.:eases,se ,c,c)|sanodal
source. sa:|ix, aaax
a:e|e:aae,a:|ve,:aea:aeseseia:|ea.a:vesa:ea.a:ae
e:|,|aast |a.:eases, se,c,c)|sanodal sink.
(a) 1aema::|s
I :
n =
- i
|
a-se|,eavaiaesx, = i aaax
= zw|:aasse.|a:eae|,eave.:e:s
VI = i[
aaa
V
2 = i [ t|,a:e: :saewsaa|:e.:|eaaeiaaaa:y|.ai::a] e.:e:|esei
:ae.e::eseaa|a,i|aea:sys:emX
/
= nX. Ne:e:aa::ae:wee|,eave.:e:se|a:|a
:aea|:e.:|easei:aei|aea:::a] e.:e:|es. As|s:y|.aieiaa|m:ee:aeae,aiie:ae:
::a]e.:e:|ese:aa,ea::eeaeei:aee|i|aeases:a:ea,a:aee:|,|a.ia:a|sesamie
:ae:weaaeaai:eaie|,eavaiaesa:e|e:aes|:|ve,se:ae.:|:|.aie|a:,c,c)|saa
|m:ee:aeaaisea:.e.
(b) 1aema::|s
I
-: -
u = -n =
-i :
aas e|,eavaiaes x, = -i aaa x
= -z w|:a:ae sameasse.|a:ea e|,eave.:e:s

VI = i[aaa
V
2 = i [ 1aeaewi|aea:sys:emX
/
=usaas:aesame
a|:e.:|eaaeiaaaa::a] e.:e:|esas|at|,.: :es.e:w|:a:aea|:e.:|eaaeiaa::ews
aewaii:eve:sea,se,c, c)|saewaa|m:ee:aeaais|a|.
UNEQUAL REAL EIGENVALUES WITH OPPOSITE SIGNS : He:e:aes|:aa:|ea
|s:aesameas|a:ae:ev|eas.ase,es.e::aa:x
< c< x
,
|a, i i 1ae::a]e.:e:|es
w|:a, = ce::, = ci|eea:ae aaacases:a:ea,a:ae.:|:|.aie|a:,c, c)
1aesew|:a,aaa:,|e:aaeaze:ea:e.a:vesei:aeesi|.|:ie:mc=c
,wae:e
/ = x
}xI < c As|a:ae.ase/ < ceisamie |ase.:|ea. z, :aeaeai|aea:

::a]e.:e:|es:esem|ieaye:|eias,aaa:ae.:|:|.aie|a:,c,c)|s:ae:eie:eaaaas:a|ie
saddle point.
..
1aema::|s
- ,
-
aase|,eavaiaesx
, = i aaax
= -i w|:aasse.|a:eae|,eave.:e:s
V
I = ij
aaa
V
2 = i [ t|,a:e. . saewsaa|:e.:|eaaeiaaaa:y|.ai::a]e.:e:|es
ei:ae.e::eseaa|a,i|aea:sys:emX
/
= ns Ne:e:aa::ae:wee|,eave.:e:sa,a|a
e|a:|a:aea|:e.:|easei:aei|aea:::a] e.:e:|es. He:e/ = -i aaa:aeaeai|aea:
::a] e.:e:|esa:e,::ae)aye:|eias|a:aee|i|aec.ee:a|aa:esys:em,seweaave
:aesaaaiee|a:|aa|.a:ea|a:aea,a:e Ne:e:aa::ae:wee|,eave.:e:se|a:|a:ae
a|:e.:|easei:aeasym:e:es:e:aeseaye:|eias.
cXump| e4
5
~
4
3
_

I p
~ O
- I
-
_
- 3
- 4
X
FIGUR 7.3.6. The improper
nodal sink of Example 4.
EQUAL REAL ROOTS : ia :|is .ase, wi:| = , =
:
= c, :|: .|a:a.:::
ei:|e.:i:i.aieia:,c. c;aeeaaseaw|e:|e:e:ae::|e.e:u.iea:ma::isA |as
:weiiaea:iyiaaeeaaea:ei,eave.:e:s, aaa
:
iise,:|eaw:|av:eiiia:ec
.ee:aiaa:esasiari, . . , aaa:|e::a]e.:e:i:sa:eaes.:iieaiy
e , )=,c
. c ,; =c,c
, i z;
asia, i i ; sa:aew/ =
:
}, = i , se:|:::a]e.:e:ieswi:| , = ca::aiiei:|:
ie:mc= ceaaa|:a.eii:eas::ai,|:iiaes:|:ea,|:|ee:i,ia1|:::ie::,,c. c;is
aproper node ,e:star)asiiias::a:eaiari, . z.+,aaaisasea:.eii > c,asia|
ii < c
ii:|:mai:iieei,eavaia: =c|aseaiyasia,ieasse.ia:eaei,:av:.:e:, .
:|ea,aswesawiase.:iea e):|e:eaev:::|eiessesis:sa,:a::aiiz:a:i,:av:.:e:
:
sa.|:|a:,n- ;
:
= , ,aaa:|eiiaea:sys:emX
/
= Ax |as:|::weiia:a:iy
iaaeeaaea:seia:ieas
, i )
we.aas:iiiase:|e:weve.:e:s,aaa
:
:eia::eaa.:eiiia:ec.ee:aiaa::sasia
ri, . . . 1|eai:ieiiewsi:em, l ):|a::|e.ee:aiaa:eiaa.:iease , ) aaac,;ei
:|emevia,eia:x,)eaa::a] e.:e:ya:e,iveaiy
,; = ,,+ c,; c
. c ,;=c,c
, , i+)
w|e:e, = e ,c)aaa:, = c ,c) ii:, = c:|:a:|is::a] :.:e:yii:sea:|:easis
O:|e:wisewe|aveaaeaiiaea:::a]e.:e:ywi:|
ac ac}a c
= = =
ae a}a c,c
+ ,
+ c, ; c
:,+ ,
+ c,;
wesee:|a:ac}aecas+>, sei:ieiiews:|a:ea.|::a] :.:e:yis:aa,:a::e
:|eeasis 1|e:eie:e,,c. c;isaaimproper node. ii < c,:|:aw:s:enem, l +)
:|a::|isaeaeisasia|,ia:i:isasea:.eii > c
. =--~. .. .. .. .. .. . .. .. ..........=.... . . . ..... .......... ... ... . .. .... . . . . .... - ..~~.. . ...
1|ema::is
n
.
- i i
- 8
-i -
|as:|emai:iieei,eavaiae = -i wi:|:|esia,ieasse.ia::aei,:av:.:e:,
i i:|a:as:|a:
:
= i is a,eae:aiiz:a:i,:av:.:e:ias:aea
, ,ia:eaiy:|ea.:aaiei,eave.:e:s|ewsaiaa|asee:::ai:ie::|:iia:a:sys
:ems = ns Asiaai.a:eaiari,. . :, :|eei,eav:.:e:, ae:::mia:s:|:easis
:|:ea,|:|eim:ee:aeaaisia|,c. c; ,:|isasisieia,:aa,:a::e:a.|ei:|:aea
iiaea:::a]e.:e:ies
COMPLEX CONJUGATE EIGENVALUES : saes::|a::|ema::isA |as:i,:a
vaiaes=p + ,/aaaz= - ,/ ,wi:| aaa,ie:|aeaz::e)|avia,asse.ia::a
.emies.ea]a,a:eei,:ave.:e:s=a +e/aaaV =a -e/ 1|:aw:sawias:.:iea
+-see ,zz;:|e:e-:|a::|eiiaea:sys:emX
/
= ns|as:|e:weiaa:eaa:a:
:eaivaiaeaseia:ieas
s, , ) = c
,a .es , - e sia ,) aaa s

:
, ) = c
,e .es , + a sia ,) , l )
cXump| C
4
3
I
~ O=
- I
-2
-3
X
FIGUR 7.3.7. The spiral sink
of Example 5.
cXump| C
4
3
2
~ O
- I
-2
-3
X
FIGUR 7.3.8. The stable
center of Example 6.
1aas:ae.emeaea:sx, ) aaay,)eiaayseia:|eax,)=., x,,) +.
,)es.|iia:e
|e:weeaes|:|veaaaae,a:|vevaiaesas|a.:eases,se:ae.:|:|.aie|a:,c. c;|sa
spiral point as |asamieeise.:|ea: z ii:ae:eaia:: ei:aee|,eavaiaes
|sae,a:|ve,:aea|:|s.iea:i:em, l ):aa:x,)as +>, se:aee:|,|a|sa
s|:ais|a| sa:|i |ses|:|ve,:aea:ae.:|:|.aie|a:|sas|:aisea:.e
1aema::|s
(
-l c
A=
" -l
i ,
aas:ae.emies.ea]a,a:ee|,eavaiaesx=-/w|:aae,a:|ve:eaia::,se,c.c;
|s as|:ais|a| t|,a:e: :saewsaa|:e.:|eaaeiaaaa a:y|.ais|:ai::a]e.:e:y
a:ea.a|a,:aee:|,|aas+>
PURE IMAGINARY EIGENVALUES : ii:ae ma::|s A aas .ea]a,a:e |ma,|ay
e|,eavaiaesx = ,/ aaaz = -,/ w|:|asse.|a:ea .emies.ea]a,a:ee|,eave.
:e:s v = a+b/ aaaV = a- b/ , :aea, l ) w|:a = c,|ves:ae|aaeeaaea:
seia:|eas
x, ,)=a .es , - b s|a , aaa x
,)=b .es , + a s|a , , l :)

ei:aei|aea:sys:emx = Ax as:as|asamie:eise.:|ea: z. |:ieiiews:aa:
aayseia:|eax,)= ., x,,)+.
,)aes.:||esaaeii|se.ea:e:eaa::aee:|,|a|a
:aexyiaaeHea.e,c. c;|sastable center |a:a|s.ase
1aema::|s
(
-
A=
" -l
i
aas :aea:e|ma,|aa:y.ea]a,a:ee|,eavaiaesx = / , aaa:ae:eie:e ,c. c; |sa
s:a|ie.ea:e: t|,a:e: ssaewsaa|:e.:|eaaeiaaaa:y|.aieii|:|.ai::a]e.:e:|es
ea.ies|a,:ae.:|:|.aie|a:
te::ae:wea|meas|eaaii|aea:sys:emx = Axw|:aae:A = c,:ae:a|ie|a
t|,: i|s:s:ae:yeei.:|:|.aie|a:a:,c. c;ieaaa|a:aeave.asesa|s.assea
ae:e,a..e:a|a,:e:aeaa:a:eei:aee|,eavaiaesx aaax
ei:ae.eeu.|ea:ma::|sA
Oa:a|s.ass|eaei:aeva:|eas.asessaews:aa::aes:a||i|:yei:ae.:|:|.aie|a:,c. c;
|s ae:e:m|aea|y :aes/,sei:ae:eaia::sei:aesee|,eavaiaes,assamma:|zea|a
1aee:emi Ne:e:aa:|ix, aaax
a:e:eai,:aea:aeya:e:aemseives:ae|::eaia::s
Real , unequal , same sign
Real , unequal , opposite sign
Real and equal
Complex conjugate
Pure imaginary
Improper node
Saddle point
Proper or improper node
Spiral point
Center
FIGUR 7.3.9. Classifcation of the critical point (0, 0)
of the two-dimensional system x' = Ax.
= - s ,
FIGUR 7.3.10. The efects of
perturbation of pure imaginary
roots.
y
FIGUR 7.3. 11. The efects of
perturbation of real equal roots.
THEOREM 1 Stability of Linear Systems
Le: aaa , |e :|e ei,eavaiaes ei:|e eeeia.iea: maais A ei:|e :we
aimeasieaaiiiaea:sys:em
ax
a
=ox+ b,
a,
e
cx + ay
wi:|oa bc y c.1|ea:aeen:ieaieia:(0, ;is
1. Asymte:i.aiiysia|ieii:|e:eaia::set,aaa,a:e|e:|ae,a:|ve,
, i :;
Z. s:a|ie|a:ae:asym:e:|.aiiys:a|ieii:|ereaia::seix, aaax,a:e|em
ze,se:|a|, , ,=,/ ; ,
J. Uas:a|iei i ei:|e: e: |asaesi:ive:eaiau
i:|swe::|w||ie:e.eas|ae::|eene.:eismaiie::a:|a:|eas|a:|e.eeu.|ea:s
., /, c, aaaaei:|ei|aea:sys:em|a, i :;, w||.|:esai:|asmaiie::a+a:|easei
:|ee|,eavaiaes aaa
:
ii:|esee::a:|a:|easa:esan.|ea:iysmaii,:|eaes|:|ve
:eaia::s ,ei aaa
:
;:ema|aes|:|veaaaae,a:|ve:eaia::s:ema|aae,a:|ve
Hea.eaaasym:e:|.aiiys:a|ie.:|:|.aie|a::ema|asasym:e:|.aiiys:a|ieaaaaa
aas:a|ie.:|:|.aie|a::ema|asaas:a|ie Pzei1aee:em i |s:|e:eie:e:|eeai,
.ase|aw||.|a:||::a:|iy smaii e::a:|a:|eas.aaane.::|es:a||i|:yei:|e.:|:|.ai
e|a:,. ; ia:||s.asea:e|ma,|aa:y:ee:s , ,
:
= +,/ ei:|e.|a:a.:e:|s:|.
eaa:|ea.aa|e.|aa,ea:eaea:|y.emies:ee:s, ,
:
= +s/ , w|:|e|:ae:
es|:|vee:ae,a:|ve ,seet|, : i ; Ceaseaea:iy, a smaii e::a:|a:|eaei:|e
.een.|ea:sei:|eiiaea:sys:em|a ,:;.aa .|aa,eas:a|ie.ea:e::eas|:aie|a:
:|a:|se|:|e:aas:a|iee:asym:e:|.aiiys:a|ie
1|e:e|seaee:|e:es.e:|eaai.ase|aw||.|:|e:ye,:|ea,|ae::|es:a||i|:,,
ei:|e.:|:|.aie|a: ,.;.aa|eai:e:ea|yasmaiie::a:|a:|eaei|:s.een.|ea:s
1||s|s:|e.asew|:|, =
:
,eaai:ee:s:|a:,aaae:asmaiie::a:|a:|eaei:ae
.eeia.|ea:s).aasi|:|a:e:we:ee:s( aaa
:
,w||.|a:ee|:|e:.emies.ea]a,a:es
e:aaeaai:eai:ee:s,seet|,: i i ; iae|:|e:.ase,:|es|,aei:|e:eai:sei:ae
:ee:s |s:ese:vea,se:|es:a||i|:yei:|e.:|:|.aie|a:|saaai:e:ea i:saa:a:emay
.|aa,e,|eweve:,:|e:a|ie|at|,: s|ews:|a:aaeaew|:|, =
:
.aae|:ae:
:ema|aaaeae,|i, aaa
:
a:e:eai)e:.|aa,e:eas|:aie|a:,|i, aaa
:
a:e
.emies.ea]a,a:es)
saese:|a::|ei|aea:sys:em|a, i :;|sasea:emeaeia|ys|.ais|:aa:|eai:
|saai||eiy:|a::|e.eeia.|ea:s|a, i :;.aa|emeasa:eaw|:|:e:aia..a:a.y,seie:
:|eaa|aewa:e.|sei|aea:meaei|e
ax
- = .
x + /
,,
a
a,
- =c
x+ a
,
a
, i :
.
;
ii:|e.eeia.|ea:s|a, i :;a:esan.iea:iy.iese:e:|ese|a, l :), |::|eaieiiewsnem
:|ea|s.ass|ea|a:|e:e.ea|a,a:a,:a|:|a::|een,|a,.;|saaasym:e:|.aiiy
s:a|ie.:|:|.aie|a:ie:, i :;|i|:|saaasym:e:|.aiiys:a|ie.:|:|.aie|a:ie:, l :),
aaa|saaaas:a|ie.:|:|.aie|a:ie:, i :;|i|:|saaaas:a|ie.:|:|.aie|a:ie:, l :)
1|as ia:|is.ase:|ea:esima:emeaeiia, i :;aaa:|e:e.iemeaeiia, i :
.
;
:ea|.::aesameaai|:a:|ve|eaav|e:,w|:a:ese.::e asym:e:|. s:a||i|:yve:sas
|as:a||i|:y)
Amost Linear Systems
ke.aii:aa:wea:s:ea.eaa:e:eaaaaimes:i|aea:sys:ema::ae|e,|aa|a,ei:a|s
se.:|ea, waea weasea1ayie:sie:maia:e w:|:e:aeaeai|aea:sys:em ,z;|a:ae
aimes:i|aea:ie:m ,;wa|.aiea :e :ae i|aea:|za:|ea,:;ei:ae e:|,|aaiaeai|aea:
sys:em ia.ase:aeaeai|aea:sys:emx = ),x. ,; ,, = y,x.,; aas,c, c;asaa
|seia:ea.:|:|.aie|a:,:ae.e::eseaa|a,aimes:i|aea:sys:em|s
ax
a
= .x + /, + ,x, ,; .
a,
a
= .x + a, + s ,x. ,;
, i s;
wae:e. = ), ,c.c; ,/= ), ,c.c;aaa.=y, ,c,c; ,a=y, ,c,c; ,weassameaise
:aa:.a - /. = c 1aee:emz,wa|.awes:a:ew|:aea::eei,essea:|aiiy|mi|es
:aa:-w|:a:e,a:a:e:ae:yeaaas:a||i|:yei:ae.:|:|.aie|a: ,c.c)-:aeene.:ei
:aesmaiiaeai|aea::e:ms ,x. ,; aaas ,x. ,; |sea|vaiea::e:aeene.:eiasmaii
e::a:|a:|ea|a:ae.eeia.|ea:sei:aeasse.|a:ea//c.sys:em|a, i :;
THEOREM Z Stabil ity of Al most Li near Systems
Le:x,aaax
|e:aee|,eavaiaesei:ae.eeia.|ea:ma:nsei:aei|aea:sys:em|a
, i :;asse.|a:eaw|:a:|eaimes:i|aea:sys:em|a, i s; 1aea
1. iix, =x
a:eeaai:eaie|,eavaiaes,:aea:ae.:|:|.aie|a:,c,c;ei, i s;|s
e|:ae:aaeaee:as|:aie|a:,aaa|sasym:e:|.aiiys:a|ie|ix, =x< c,
aas:a|ie|ix
,
=x
> c
Z. iix, aaax
a:ea:e|ma,|aa:y, :aea ,c, c;|se|:ae:a.ea:e:e:as|:ai

e|a:,aaamay|ee|:ae:asym:e:|.aiiys:a|ie,s:a|ie,e:aas:a|ie
J. O:ae:w|se-:aa: |s, aaiess xj aaa x
a:e e|:ae: :eai eaai e: a:e

|ma,|aa:y-:ae.n:|.aie|a:,c, c;ei:aeaimes:i|aea:sys:em|a, l s)|s
ei:aesame:yeaaas:a||i|:yas:ae.:|:|eaie|a:,c, c;ei:aeasse.|a:ea
i|aea:sys:em|a, i :;
1aas, |ix, = x
aaake,x = c, :aea:ae:yeaaas:a||i|:yei:ae.:|:|.ai
e|a:ei:aeaimes:i|aea:sys:em|a, i s;.aa|eae:e:m|aea|yaaaiys|sei|:sasse.|
a:eai|aea:sys:em|a, i :;. aaaeaiy|a:ae.aseeia:e|ma,|aa:ye|,eavaiaes|s:ae
s:a||i|:yei,c. c;ae:ae:e:m|aea|y:aei|aea:sys:ems.e:|a:aeseas|:|ve.ases
x, = x
aaake,x, ) = c, :ae::a]e.:e:|esaea:,c, c; w|ii :esem|ieaai|:a:|vei,

:aeseei:aeasse.|a:eai|aea:sys:em-:aeyea:e:e:ieave:ae.:|:|.aie|a:|a:ae
sameway,|a:may|eaeie:mea|aaaeai|aea:maaae: 1ae:a|ie|at|,: i z
samma:|zes:aes|:aa:|ea
Aa|me::aa:.easeaea.eei:ae.iass|a.a:|eaei.ases|a1aee:emz|s:aa:
a.//../po/o)../-os//c.s,sc-/s.s,-po/..//,s.//c//s..s,-p
o/..//,s.//c.//../po/o)/c//c./,./oo)/cs,sc- He:eeve:,a.:|:|.ai
e|a:ei:aeaimes:i|aea:sys:em|saas:a|ie|i|:|saaaas:a|ie.:|:|.aie|a:ei:ae
i|aea:|zeasys:em iiaaaimes:i|aea:sys:em|sasea:emeaeiaays|.ais|:aa:|ea,
:aea-aa::i:em:aeseas|:|ve.asesmea:|eaeaea:i|e:-|:ieiiews:aa::aeaai|:a
:|ve|eaav|e:ei:aesys:emaea:a.:|:|.aie|a:.aa|eae:e:m|aea|yesam|a|a,|:s
i|aea:|za:|ea
O.4
O. 2
cXump| e
= .. .

= .. .

= .
Tpe of Crtical Point of
meAlmost Linear Systm
Stable improper node
Stable node or spiral point
Unstable saddle point
Unstable node or spiral point
Unstable improper node
Stable spiral point
Unstable spiral point
Stable or unstable, center or spiral point
FIGURE 7.3. 12. Classifcation of critical points of an almost linear system.
. .
De:e:miae :|e :ye aaa s:a|iii:y ei:|e .:i:i.ai eia: ,c.c; ei:|e aimes:iiaea:
sys:em
ax
= :x + z, + zx
:
- ;.
a
a,
a
=:x- ,+:x,
, i ;
Sol uti on
1|e.|a:a.:e:is:i. eaa:ieaie::|e asse.ia:eaiiaea:sys:em ,e|:aiaeasimiy|y
aeie:ia,:|eaaa:a:i.:e:msia, i ;;is
,:- ; , -- /) - s=|/ - ; ,+:;=c.
se:|eei,eavaiaes/j =aaa
:
= -:a:e:eai,aaeaai,aaa|aveeesi:esi,as
sy ea:ais.assieaei:|is .ase we|aew:|a: ,c.c; isaaaas:a|iesaaaieeia:ei
:|e iiaea:sys:em, aaa |ea.e|y P ei1|ee:em z, i: is aiseaaaas:a|iesaa
aieeia:ei:|eaimes:iiaea:sys:emia, i ; 1|e::a] e.:e:iesei:|eiiaea:sys:em
aea:,c.c;a:es|ewaiati, : i ,aaa:|eseei:|eaeaiiaea:sys:emia, i ;d
s|ewaiati,: i: ti,a:e : i s|ewsa|ase e:::ai:ei:|e aeaiiaea:sys
:emia, i ;i:emawiae:view iaaaai:iea:e:|esaaaieeia:a:,c. c; .:|e:ea:e
si:aieia:saea::|eeia:s ,c z:. i c:;aaa,c .-i c:; ,aaaaaeaeaea:
, -z :.-c :s;
O.4
O. 2
P O. OM
-O. 2
-O. 4b
X
FIGURE 7.3. 13. Trajectories of
the linearized system of Example
-O. 2
-O. 4
X
FIGURE 7.3.14. Trajectories of
the original almost linear system of
Example
X
FIGURE 7.3.15. Phase portrait
for the almost linear system in
Eq. ( 1 9).
51 0 Chapter 7 Nonl i near Systems and Phenomena
cXump| eb
we|aveseea:|a::|esys:emx=),x.,; , ,=,x,,;w|:||seia:eaen:|.ai
e|a:,x, .y,;::aasie:msv|a:|esa|s:|:a:|eax = +x,,, = c+ y,:eaaea|v
aiea:csys:emw|:|.e::eseaa|a,.:|:|.aie|a:,c, c)aaai|aea:iza:|eau
'
= Ju,
w|ese.eeu.|ea:ma:nsJ |s:|ea.e||aama::|s|a,s;ei:|eiaa.:|eas)aaa a:
,x, . ,,; Ceaseaea:iyweaeeaae:.a::yea::|esa|s:|:a:|eaesi|.|:iy, |as:eaa,we
.aa:e.eeaa|:e.:iy:e.ai.aia:e:|ee|,eavaiaeseiJ :ea:a:e:y:eai|.a:|eaei
1|ee:emz
De:e:m|ae:|e :ye aaa s:a||i|:y ei:|e e:|:|.ai e|a: (4, 3) ei:|e aimes:i|aea:
sys:em
ax
:
a
=33 - i cx- ,+x ,
a,
a
= -i s +:x+z,- x,
,zc)
Sol ution w|:|),x.,;=33 - i cx- ,+x
:
,,,x.,;= -i s + :x+z,- x,aaax,=:,
y,=3 we|ave
J( ;
.
-i c + zx
x . ,
:- ,
1|easse.|a:eai|aea:sys:em
-3
z - x
-z -3
se J(4, 3) =
3 -z
a
= -z- 3v,
a
ac
=- zc
a
,zi ;
|as.|a:a.:e:is:|.eaa:|ea( +z;
:
+ = c, w|:|.emies.ea]a,a:e:ee:s =
-z+3i . uea.e,c,c)|saaasym:e:|.aiiys:a|ies|:aie|a:ei:|ei|aea:sys:em|a
,zi ; , se1|ee:emz|mi|es:|a:(4, 3) |saaasym:e:|.aiiys:a|ies|:aie|a:ei:|e
en,|aaiaimes:i|aea:sys:em|a,zc; t|,a:e l es|ewsseme:y|.ai::a]ee:enes
ei:|ei|aea:sys:em|a,zi ;,aaat|, l s|ews|ew:||ss|:aie|a:a:s|a:e:|e
|asee:::a|:ie::|ee:i,|aaiaimes:i|aea:sys:em|a,zc;
FIGUR 7.3. 16. Spiral trajectories

of the linear system in Eq. (21 ) .
I 2
I O
&
~ 4
2
O
-2
x
FIGUR 7.3. 17. Phase portrait for
the almost linear system in Eq. (20).
Problems
..1 ..,.10, .,,..1 ...
,..,.(0, 0) ..........
.........,........,.
,...,,..,.......,...
,. .,.....
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
..
.
.
..
.
..
..
.
.
..
.
.
..
.
.
..
.
.
..
.
.
..
.
.
..
.
.
..
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
..
.
.
.
.
.
..
.
.
.
.
........11 ..,.18 ......,
.,.. .,,..2 ...,...
,...,......,........,
.,...,,..,.......,...
,.,...
11.
12.
13.
14.
15.
16.
17.
18.
.. .
.
.
.
. .
.. .
.
. 8,
.
..
.. .
.
.
.
.
.. .
.
.
.
.
.. .
.
.
.
.
.. .
. . 9
.
.
.. .
.
.
.
.
.. .
.
..

.
. .
..19 ..,.28, ..,..,.
.,.(0, 0) .,........,.
.......,.,...,,..,...
....,...,......,,..
7. 3 Li near and Al most Li near Systems 51 1
.......,,..,.....,....
....,...,.....
...,........,.......
.........,,........
..
19.
.
. .
..
20. . .
.
.
.. .
.
.
.
.
..
21. ..
.
.
Z .
.
..
22. . . .
.
..
23. . .
.
.
Z .
.
.
..
.
..
24.
.
. .

.
..
.
..
25.
.
. .
.

. .
.
..

26.
.
. .
..
27. . .
.
..
28. . .
.
.
. .
.
.
.
.
.
.
. .
.
..29 ..,.32, ....,...,.
.......,..,........,
..........,...,.......
.,.,...,,..,...
.. .
29.
.
.
.
.

30.
..
.

.
.

.
.. .
31.

. .
32.
.. .
. .
. .
Bifurcations
..bifurcation ,......,.,.,
.,. .,..., ..,........
.,.,.....,...,.....
........,......,......
.33 ..,.36 ..............
,......,.........
.......,.,.....
,.
O.5
x
FIGURE 7.3. 18(a). Stable spiral
with
O.5
- O.OP - O.O |
-O. 5 -O. 5
x x
O. 5
~ O. O|
-O. 5
x
FIGURE 7.3.18(b). Stable spiral
with
- I

- I . O -O. 5 O. O O. 5 I . 0
x
FIGURE 7.3. 18(c). Stable center
with O.
FIGURE 7.3.18(d). Unstable
spiral with
FIGURE 7.3. 18(e). Unstable
spiral with
33. Consider the linear system
..
.
.
.
.
.
Show that the critical point i s (a) a stable spiral
point if (b) a center if (c) an unstable spi
ral point if O. Thus small perturbations of the system
. .can change both the type and stability of
the critical point. Figures 7. 3 . 1 8(a)-(e) illustrate the loss
of stability that occurs at as the parameter increases
fom to O.
34. Consider the linear system
..
.
.
.
.
.
Show that the critical point i s (a) a stable spiral
point if (b) a stable node if 1 . Thus
small perturbations of the system .. .can
change the type of the critical point without chang
ing its stability.
35. This problem deals with the almost linear system
..
.
.. .
,,
.
.
...
,,
i n illustration of the sensitive case of Theorem in which
the theorem provides no information about the stability of
the critical point (a) Show that is a center of
the linear system obtained by setting .O. (b) Suppose
that ..O. Let
then apply the fact that

.. . .
.
.
.
to show that ...
(c) Suppose that .

Integrate the diferential equation in (b) ; then show that
as Thus is an asymptotically sta
ble critical point of the almost linear system in this case.
(d) Suppose that .1 . Show that as in
creases, so is an unstable critical point in this case.
36. This problem presents the famous ,...for the
almost linear system
..
. ..
,,
.
.

.
. .
which has imaginary characteristic roots . i f
(a) Change to polar coordinates as in Example of Sec
tion to obtain the system

37.
/. 4 Ecol ogi cal Model s: Predators and Competitors 51 3
(b) Separate variables and integrate directly to show that
if E _ 0, then as +0, so in this case the
origin is a stable spiral point. (c) Show similarly that if
E > 0, then as +0, so in this case the
origin is an unstable spiral point. The circle =
itself is a closed periodic solution or Thus a
limit cycle of increasing size is spawned as the parameter
E increases through the critical value 0.
In the case of a two-dimensional system that is .almost
linear, the trajectories near an isolated critical point can
exhibit a considerably more complicated structure than
those near the nodes, centers, saddle points, and spiral
points discussed in this section. For example, consider
the system
..

.
= .. ,
.
= .
y
.
having (0, 0) as an isolated critical point. This system is

not almost linear because (0, 0) is not an ...critical
point of the trivial associated linear system . = 0, = 0.
Solve the homogeneous frst-order equation
=
.. ..
to show that the trajectories of the system in are .

....of the form
.
+ y = .
where is an arbitrary constant (Fig.
FIGURE 7.3.19. Trajectories of the
system in Eq.
bu
sm
O
bu
SOUC
I
38. First note that the characteristic equation of the Z ma
trix A can be written in the form
r+ D = 0,
where D is the determinant of A and the trace rof the
matrix A is the sum of its two diagonal elements. Then
apply Theorem to show that the type of the critical point
(0, 0) of the system x' = Ax is determined-as indicated
in Fig. ,the location of the point ,r, D) in the
....,..with horizontal r-axis and verti
cal D-axis.
FIGURE 7.3.20. The critical point (0, 0) of the
system x' = Ax is a
spiral sink or source if the point ,r D) lies
above the parabola r
= 4D but of the
D-axis;
stable center if , r.D) lies on the positive
D-axis;
nodal sink or source if , rD) lies between the
parabola and the r-axis;
saddle point if ,r, D) lies beneath the r-axis.
Ecolgcl Models: ?redatrs n Copet!tors
semeei:|emes:|a:e:es:|a,aaa|me::aa:ai|.a:|easeis:a||i|:y:|ee:y|aveive
:|e|a:e:a.:|eas|e:weea:wee:me:e||eie,|.aieaia:|ease..ay|a,:|esame
eav|:eamea: we.eas|ae:a:s:apredator-prey s|:aa:|ea|aveiv|a,:wese.|es
Oaese.|es-:|epredators-feeds ea:|ee:|e:se.|es-:|eprey-w||.||a:ao
ieeas ea seme:||:a ieea |:em :eaa|iy ava|iaiie|a:|eeav|:eamea: As:aaaa:a
examie|s aeaia:|eaeiiexesaaa:a|||:s|aaweeaiaaa,:|eiexes,:eaa:e:s)
ea::a|||:s,:|e:ey), w||ie:|e:a|i|:sea:.e::a|ave,e:a:|ea|a:|eweeaiaaa O:|e:
examiesa:e s|a:is ,:eaa:e:s)aaaieeaas|,:ey), |ass,:eaa:e:s) aaasaaas|
,:ey), iaay|a,s ,:eaa:e:s) aaaa||as ,:ey), aaa|ee:ies ,:eaa:e:s) aaas.aie
|ase.:s,:ey)
cXump| e 1
1|e.iass|.aima:|ema:|.aimeaeieia:eaa:e:-:eys|:aa:|eawasaeveieea
|a :|e l zcs|y :|ei:ai|aa ma:|ema:|.|aaV|:eVei:e::a, l sec-l +c) |a e:ae::e
aaaiyze:|e.y.i|.va:|a:|ease|se:vea|a:|es|a:iaaaieeaas|eaia:|eas|a:|e
Aa:|a:|. sea. 1e .eas::a.:sa.|ameaei, we aeae:e :|e aam|e:ei :ey a::|me
|yx , ) , :|e aam|e:ei:eaa:e:siy y,) , aaamaie:|eieiiew|a,s|mi|iy|a,
assam:|eas.
1. ia:|eaisea.eei:eaa:e:s,:|e:eyeaia:|eaweaia,:ewa:aaa:a:aiDK,
w|:|ax}a=dx, d > c.
Z. ia:|ea|sea.eei:ey,:|e:eaa:e:eaia:|eaweaiaae.i|aea:aaa:a:ai:a:e,
w|:|ay}a= -/y, /> c.
J. w|eaie:|:eaa:e:saaa:eya:e:esea:,:|e:ee..a:s,|a.em||aa:|eaw|:|
:|eseaa:a:ai:a:esei,:ew:|aaaae.i|ae,aae.i|ae|a:|e:eyeaia:|eaaaaa
,:ew:||a:|e:eaa:e:eaia:|ea,ea.|a:a:a:e:ee::|eaai:e:|ei:eaea.y
eiea.eaa:e:s|e:weea|aa|v|aaaisei:|e:wese.|es. weassameia::|e::|a:
:|ei:eaea.yeisa.|ea.eaa:e:s|s:ee::|eaai:e:|e:eaa.:xy. :easea|a,
:|a:aea|i|a,e|:|e:eaia:|eaaieaes|eaiaaea|ie:|ei:eaea.yeiea.eaa
:e:s, w||ieaea|i|a,|e:|eaia:|eas ea,|: :e aaa:aie:|ei:eaea.yei
ea.eaa:e:s.Ceaseaea:iy,:|e.easam:|eaei:ey|y:eaa:e:s:esai:s|a
aa|a:e:a.:|ea:a:eeiae.i|ae-pxy|a:|e:eyeaia:|eax. aaa
aa|a:e:a.:|ea:a:eei,:ew:|,xy|a:|e:eaa:e:eaia:|eay
w|eawe.em||ae:|eaa:a:aiaaa|a:e:a.:|ea:a:esaxaaa-pxyie::|e:e,
eaia:|eax. asweiias:|eaa:a:aiaaa|a:e:a.:|ea:a:es/yaaa,xyie::|e:eaa
:e:eaia:|eay. we,e::|epredator-prey system
ax
a
=.x- pxy=x,d - py; ,
ay
a
= -/y,xy=y, /,x; ,
, l )
w|:|:|e.eas:aa:sd, /. p. aaa,aiies|:|ve. xoe Yeamaysee:|e:eaa:e:aaa
:ey eaa:|easwn::ea|a e|:|e:e:ae:|a , t , i:|s |me::aa::e:e.e,a|ze:|a::|e
:eaa:e:eaa:|ea|asae,a:|vei|aea: :e:m aaaes|:|ve|a:e:a.:|ea:e:m, w|e:eas
:|e:eyeaa:|ea|ases|:|vei|aea::e:maaaae,a:|ve|a:e:a.:|ea:e:m. [
.. - ..~.. . . . ~.. .... . .. . ,. =.. ... ~ .___ ~~ .
The Critical Points A.:|:|.aie|a:ei:|e,eae:ai:eaa:e:-:eysys:em|a, l ) |s
aseia:|ea,x,y;ei:|eeaa:|eas
x,d - py;=c, y, -/+,x;=c. ,z)
1|ea:s:ei:|ese:weeaa:|eas|mi|es:|a:e|:|e:x = 0 e:y = .} p = c,aaa
:|e se.eaa|mi|es:|a:e|:|e:y = 0 e:x = /}, = c. i:ieiiews:eaa|iy:|a::||s
:eaa:e:-:eysys:em|as:|e:we,|seia:ea).n:|.aie|a:s,c, c)aaa,/},.d}p) .
THE CRITICAL POINT (0, 0) : 1|ea.e||aama:nxei:|esys:em|a, l ) |s
d py -px
i
-
,

-
,
se 1,c. c)= _ ,;
1|ema:nx
i
,c,c)|as.|a:a.:ens:|.eaa:|ea,d - /) (-/- /) =0aaa:|ee|,ea
vaiaes /j = d > c,/_ = -/ < 0 w|:|a|ne:ea:s|,as. uea.e|:ieiiewsi:em
Theorems I andzlnSectlon7. 3thatthecrltlca|polnt (0, 0) lsan unstab|e sadd|e
polnt, both ofthepredatorprey systemandoflts |lnearlzatlonat ,0, 0) . Thecor-
respondlngequl|lbrlumso|utlonx,; = 0, y,; ~ 0mere|ydescrlbesslmu|taneous
extlnctlonoftheprey,x;andpredator,y;popu|atlons.
THE CRITICAL POINT (blq, alp) : TheJacoblanmatrlx
1,/}, ,.}p;=
[
0
.
/
]
.,
0
;
(4)
has characterlstlc equatlon x
:
+./ = 0 and the pure lmaglnary elgenva|ues , ,
:
=+/ Itfo||owsfromTheorem I lnSectlon7. 3thatthe|lnearlzatlonof the
predatorprey systemat ,/}, ,.}p; has astab|ecenterattheorlgln. Thus wehave
thelndetermlnatecaseofTheoremzln Sectlon7. 3, ln whlchcasethecrltlca|polnt
can(asldefromastab|ecenter)a|sobeeltherastab|esplra|slnkoranunstab|esplra|
sourceofthepredatorpreysystemltse|f. Hencefurtherlnvestlgatlonlsrequlredto
determlne the actua| character of the crltlca| polnt ,/}, ,.}p; The correspondlng
equl|lbrlumso|utlonx,; = /},.y,; = .}pdescrlbes the on|y hOh8lO constant
prey,x; andpredator,y;popu|atlonsthatcoexlstpermanent|y.
THE PHASE PLANE PORTRAIT InProb|emIweaskyoutoana|yzenumerlca||y
a typlca| predator-prey system andverlfy that the |lnearlzatlons at lts twocrltlcal
polntsagreequa|ltatlve|ywlththephasep|aneportraltshownlnFlg. 7. 4. Iwhere
thenontrlvla| crltlca| polntappears vlsua||y to be a stab|e center. Ofcourse, on|y
the nrst quadrant of thls portralt corresponds to physlca||y meanlngfu| so|utlons
descrlblngnonnegatlvepopu|atlonsofpreyandpredators.
InProb|emzweaskyoutoderlveanexactlmp|lcltso|utlonofthepredator
prey systemofFlg. 7. 4. I aso|utlonthat can beusedto show thatlts phasep|ane
tra ectorleslnthe nrstquadrantare, lndeed, slmp|ec|osedcurves thatenclrc|ethe
crltlca|polnt(75,50)aslndlcatedln thengure. Itthen fo||owsfromProb|em30ln
x
FIGURE 7.4. 1. Phase plane portrait for the predator-prey system
.= 200x - ... . = - 50.+ ..with critical points (0, 0) and (75, 50) .
U
.
C
H
7
P
Z00
I 0
I 00
a0
0
o a0 I 00 I a0 Z00
x(pny)
FIGURE 7.4.2. The predator-prey
phase portrait of Example 2.
cXump| eZ
&O
7O
O
5O
4O
3O
2O
I O
O
O I O 2O 3O 4O 5O O 7O &O
t
FIGUR 7.4.3. Periodic
oscillations of the predator and
prey populations in Example
Sectlon7. 2thattheexp|lcltso|utlonfunctlonsx,; and,,;arebothperlodlcfunc-
tlons oftthus exp|alnlngtheperlodlcuctuatlonsthatareobservedemplnca||y
lnpredatorpreypopu|atlons.
Oscillating Populations Flgure7. 4. 2showsacomputer-generateddlrectlonne|d
andphaseportraltforthepredatorpreysystem
ax
a
= ,c z;x- ,c cc;x,= ,c cc;x,:c- ,; ,
,;
a,
a
= -,c ;,+ ,c ci ;x,= ,c. ci ; ,, -c+x; .
where x ,; denotes the number ofrabblts and ,,; the number offoxes after t
months. Evldent|y the cntlca| polnt ,c. :c; ls a stab|ecenterrepresentlngequl-
|lbrlum popu|atlons ofcrabblts and :cfoxes. Any otherlnltla| polnt|les on a
c|osedtraectoryenc|oslngthls equl|lbrlumpolnt. Thedlrectlonne|dlndlcatesthat
the polnt ,x , ; . ,, ; ; traverses lts tra ectory ln a counterc|ockwlsedlrectlon, wlth
therabbltandfoxpopu|atlons oscl||atlngperlodlca||ybetweenthelrseparatemax-
lmum andmlnlmumva|ues. A drawback ls thatthe phase p|anep|otprovldes no
lndlcatlonastothespeedwlthwhlcheachtraectorylstraversed.
Thl s|ostsenseoftlmelsrecapturedby graphlngthetwolndlvldua|popu-
|atlonfunctlonsasfunctlonsoftlmet . InFlg. 7. 4. 3wehavegraphedapproxlmate
so|utlonfunctlonsx ,; and,,;ca|cu|ateduslngtheRungeKuttamethodofSec-
tlon : :wlth lnltla| va|ues x,c; = 70 and ,,c; = :c. We see that the rabblt
popu|atlonoscl||atesbetweentheextreme va|ues x,, 72 andx,, 33, whl|e
thefoxpopu|atlonoscl||ates (outofphase)betweentheextremeva|uesy,, 70
and y,, 20. A carefu| measurement lndlcates that thepenod i ofoscl||atlon
ofeachpopu|atlon ls s|lght|yoverzcmonths. Onecou|d zoom ln onthemaxl-
mum/mlnlmumpolntsoneachgraphlnordertorennetheseestlmatesofthepenod
andthemaxlmumandmlnlmumrabbltandfoxpopu|atlons.
Anyposltlvelnltla|condltlonsx, = x,c;andy, = ,,c;yle|da slml|arplc-
ture, wlth the rabblt andfoxpopu|atlons both survlvlng lncoexlstence wlth each
other.
Competing Species
Nowwe conslder two specles (ofanlma|s, p|ants, or bactena, for lnstance) wlth
popu|atlonsx,; and,,;attlmet andwhlchcompetewltheachotherforthefood
aval|ab|e ln thelrcommonenvlronment. Thls ls ln marked contrastto the caseln
whlchonespeclespreysontheother. To constructamathematlca|mode|thatlsas
rea|lstlc as posslb|e, |etus assumethatlnthe absenceofeltherspecles, theother
wou|dhaveabounded(|oglstlc)popu|atlon|lkethoseconslderedlnSectlon I . 7. In
theabsenceofanylnteractlonorcompetltlonbetweenthetwospecles,thelrpopu-
|atlonsx ,; and,,; wou|dthensatlsfythedlerentla|equatlons
ax
:
=., x- /
.
x .
a
a,
:
=.
:
y
/
:
y ,
a
,:;
eachoftheformofEq.(2)ofSectlonI . 7. Butlnaddltlon,weassumethatcompetl-
tlonhastheeectofarateofdec|lnelneachpopu|atlonthatlsproportiona|tothelr
:eaa.:x, we|ase::sa.a:ensw|:ae./.e:ee::|eaai|:y.eas:aa:s-,
,aaa
-.
:
|a:aeeaa:|eas|a,:;:ee|:a|a:aecompetition system
ax
:
=., x- /, x - ., xy=x,., - /, x- ., y; ,
a
wae:e:ae.eeu.|ea:s., , .
:
,/, ,/
:
,., ,aaa.
:
a:eaiies|:|ve
(7)
1aeaimes:i|aea:sys:em|a(7)aasiea:.n:|.aie|a:sUease::|a,:aen,a:
aaaas|aesei:ae:weeaa:|easeaai:eze:e,wesee:aa:|ix=0,:aeae|:ae:y=0
e:y=.
:
}/
:
,wae:eas|iy=0,:aeae|:ae:x=0e:x=., }/, 1a|s,|ves:ae:a:ee
.:|:|.aie|a:s(0, 0) , (0, .
:
}/
:
; , aaa ,.,}/,,0) . 1aeiea::a.n:|.aie|a:|se|:a|aea
i:em:aes|mai:aaeeasseia:|eaei:aeeaa:|eas
,s;
we assame:aa:,as|ames:|a:e:es:|a,ai|.a:|eas,:aeseeaa:|easaaveas|a,ie
seia:|eaaaa:aa::ae.e::eseaa|a,.n:|.aie|a:i|es|a:aea:s:aaa:aa:ei:aexy
iaae1a|se|a:,x
y ; | s :aea:aeiea::a.n:|.aie|a:ei:aesys:em|a(7),aaa|:
:e:esea:s:aeess|||i|:yei.eex|s:ea.eei:ae:wese.|es,w|:a.eas:aa:aeaze:e
ea|i||:|ameaia:|easx,; = xaaa,(; = y
wea:e|a:e:es:ea|a:aes:a||i|:yei:ae.n:|.aie|a:,x
y ; 1a|s:aosea:
:eaeeaaeawae:ae:
,)
a.a|aeaai|:y|a,;aasaaa:a:ai|a:e::e:a:|ea xam|a|a,:aeeaa:|eas|a,:;,
wesee:aa::ae.eeu.|ea:s/, aaa/
:
:e:esea::ae|aa|||:|a,ene.:eiea.aeaia
:|eaea|:sewa,:ew:a,ess||iyaae:ei|m|:a:|easeiieeae:sa.e) Oa:aee:ae:
aaaa, ., aaa.
:
:e:esea::aeene.:ei.eme:|:|ea|e:weea :ae:weeaia:|eas
1aas/,/
:
|s ameasa:eei//////o wa|ie .,.
:
|s ameasa:eei.o-pe//o A
,eae:aiaaaiys|sei:aesys:em|a(7) saews:aeieiiew|a,.
1. ii., .
:
< /, /
:
, se:aa:.eme:|:|ea|ssmaii|a.ema:isea|:a|aa|||:|ea,
:aea ,x
y ; | s aaasym:e:|.aiiys:aiie.n:|.aie|a::aa:| s a:ea.aea|y
ea.aseia:|eaas - +O. 1aas:ae :we se.|es.aa aaaae.eex|s:|a:a|s
.ase
Z. ii.,.
:
> /,/
:
,se:aa:.eme:|:|ea|sia:,e|a.ema:iseaw|:a|aa|||:|ea,:aea
,x
y ; |saaaas:a|ie.:|:|.aie|a:,aaae|:ae:x,;e:,,;a:ea.aesze:e
as - +O. 1aas:ae :we se.|es.aaae:.eex|s:|a:a|s.ase,eaesa:v|ves
aaa:aee:ae:|e.emesex:|a.:
ka:ae::aaa.a::y|a,ea::a|s,eae:aiaaaiys|s, we:esea::weexamies:aa:
|iias::a:e:aese:weess|||i|:|es
g1r@uasissq
a::ae

>x
{
;
a ,
s+
:aeeaa:|eas
ax
,
:
= i:x-
x - x,,
a
a,
,
:
a
= i :,- , - x,,
( i 0;
x
FIGURE 7.4.4. Phase plane
portrait for the linear system
x' = 1 4x, y' = 1 6y corresponding
to the critical point (0, 0) .
FIGURE 7.4.5. Phase plane

portrait for the linear system in
Eq. ( 1 3) corresponding to the
critical point (0, 32) .
lnwhlcha, = I 4, .
:
= I 6, /, = /
:
= | .and., = .
:
= I . Then ., .
:
= I ~
= /, /
:
,soweshou|dexpectsurvlva|ofa slng|especles aspredlctedlnCase2
prevlous|y. We nnd readl|ythatthefourcntlca| polnts are (0, 0) , (0, 32) , (2S, 0) ,
and( I 2,S) . Wesha||lnvestlgatethemlndlvldua||y.
THE CRITICAL POINT (0, 0) : TheJacoblanmatrlxofthesysteml n( I 0)ls
1,x, ,) =
I 4 -
.
- , -x
I 6 - , - x
I 4 0
| so 1(a,0) =
0 I 6
. ( I I )
Thematnx1(a,0) has characterlstlcequatlon ( I 4- ) ( I 6- ) = 0 andhas the
elgenva|ues
and
, = I 4 wlthelgenvector , = t a ]
:
= I 6 wlthelgenvector
:
= 0 I ]
Both elgenva|ues are posltlve, so lt fo||ows that (0,0) ls a noda| source for the
system' s|lnearlzatlonx = I 4x, ,' = I 6, at ,0, 0) , andhencebyTheorem2 ln
Sectlon7. 3lsa|soanunstab|enoda|sourcefortheorlglna|systemln( I 0) . Flgure
7. 4. 4showsaphaseportraltforthe|lnearlzedsystemnear (0,0) .
THE CRITICAL POINT (0, 32) : Substltutlonofx = 0, , = 32 lntheJacoblan
matnx1,x,,) shownln( I I ) yle|dstheJacoblanmatrlx
-I S 0
| 1(a,32) =
-32 -I 6
( I 2)
ofthe non|lnear system ( I 0) at the polnt (0, 32) . Comparlng Eqs. (7) and (S) ln
Sectlon7. 3, weseethatthl sJacoblanmatnxcorrespondstothe|lnearlzatlon
a
= -I Sa,
a
ac
=-32a- I 6u
a
( I 3)
of, I 0)at(0, 32). Thematrlx1(a,32)hascharacterlstlcequatlon( -I S -) ( -I 6
) = 0 andhas theelgenva|ues, = -I S wlthelgenvector, = I I 6] and
:
= - I 6wlthelgenvector
:
= 0 I ]T . Becausebothelgenva|uesarenegatlve,
ltfo||owsthat (0, 0) lsanoda| slnkforthe|lnearlzedsystem,andhencebyTheo-
rem2lnSectlon7. 3that(0, 32) ls a|soastab|enoda| slnkfortheorlglna|system
ln ( I 0) . Flgure7. 4. 5showsaphaseportraltforthe|lnearlzedsystemnear (0,0) .
FIGUR 7.4.6. Phase plane

FIGUR 7.4.7. Phase plane

critical point ( 1 2, 8) .
7. 4 Ecol ogi cal Model s: Predators and Competitors 51 9
THE CRITICAL POINT (28, 0) : TheJacoblanmatrlx
J(2S, 0) -
-I

,
correspondstothe|lnearlzatlon
aa
- -I 4a- 2Su
a
au
- -I 2u
a
( I 4)
( I 5)
of( I 0)at(2S,0). ThematrlxJ(2S, 0)hascharacterlstlcequatlon( -I 4 -) (-I 2
) - 0andhastheelgenva|ues, - -I 4wlthelgenvectorv , - . and
- I 2wlthelgenvector
- -I 4 I Becausebothelgenva|uesarenegatlve,lt
fo||owsthat(0,0)lsanoda|slnkforthe|lnearlzedsystem,andhencebyTheorem
2 ln Sectlon7. 3that (2S, 0) ls a|soa stab|enoda| slnkforthe orlglna|non|lnear
system ln( I 0) . Flgure7. 4. 6 shows a phase portraltforthe |lnearlzed systemnear
(0, 0) .
THE CRITICAL POINT ( I2, 8) . TheJacoblanmatrlx
J( I 2, S) -
aa
- -6a- I 2u,
a
au
- -Sa - 4u
a
of( I 0)at( I 2,S) .ThematrlxJ( I 2, S)hascharacterlstlcequatlon
( -6- ) (-4- ) - ( -S) (-I 2) -
+. - 72- 0
andhastheelgenva|ues
and
, - -5 - < 0 wlthelgenvector , - I +,, I
- -5 + > 0 wlthelgenvector
- I - ,, I [
( I 6)
( I 7)
Because the two elgenva|ues have opposlte slgns, lt fo||ows that (0,0) ls a sad-
d|epolntforthe|lnearlzedsystemandhencebyTheorem 2 lnSectlon7. 3that
( I 2, S) ls a|soanunstab|esadd|epolntfortheorlglna|systemln( I 0). Flgure7. 4. 7
showsaphaseportraltforthe|lnearlzedsystemnear(0, 0) .
Nowthatour |oca| ana|yslsofeachofthe fourcrltlca|polntslscomp|ete, lt
remalns to assemb|e the lnformatlonfoundlnto a coherentg|oba|plcture. Ifwe
acceptthefactsthat
cXump| C4
Neareachcrltlca|polnt,thetraectorlesfortheorlglna|systemln, i 0;resem-
b|equa|ltatlve|ythe|lnearlzedtraectorlesshownlnFlgs. 7. 4.47. 4. 7, and
As - +O each traectory elther approaches a crltlca| polnt or dlveqes

towardlnnnlty,
thenltwou|dappearthatthephasep|aneportraltfortheorlglna|systemmustresem-
b|etheroughsketch shown ln Flg. 7. 4. S. Thls sketch shows afewtyplca|freehand
traectorlesconnectlnga noda| source at (0, 0) , noda| slnks at ,0, 3z;and ,zs, c; ,
andasadd|epolntat, i z,s; ,wlthlndlcateddlrectlonsofow a|ong thesetraecto-
rlesconslstentwlththeknowncharacterofthesecrltlca|polnts. Flgure7. 4. 9shows
amorepreclsecomputer-generatedphaseportraltanddlrectlon ne|dforthenon|ln-
earsystemln, i 0; .
y
(c.:
ke|eal
x
35
(O
32)
3O
25
2O
~
I5
IO
5
(O
x
FIGURE 7.4.8. Rough sketch consistent
with the analysis in Example .
FIGURE 7.4.9. Phase plane portrait
for the system in Example .
Thetwotraectorlesthatapproachthesadd|epolnt, i z,s;, togetherwlththat
sadd|e polnt, form a separatrix that separates reglons I and II ln Flgure 7. 4. 9.
It p|ays a crucla| ro|e ln determlnlngthe|ong-term behavlor ofthetwopopu|a-
tlons. Ifthe lnltla| polnt ,x,,y,; |lespreclse|yonthe separatrlx,then ,x, ; , y,;
approaches , i z. s; as - +O. Ofcourse, random events make lt extreme|y
un|lke|y that ,x,; .y, ; wl|| remaln on the separatrlx. If not, peacefu| coexls-
tence ofthe two specles ls lmposslb|e. If,x, .y,;|les lnReglon I above the sep-
aratrlx, then ,x,; .y, ; approaches ,0. 3z; as - +O, so the popu|atlonx,;
decreasestozero. A|tematlve|y, lf,x, .y,;|leslnReglonIIbe|owthe separatrlx,
then ,x, ; , y, ; approaches ,zs, c;as - +O, sothepopu|atlony,; dles out.
Inshort,whlcheverpopu|atlonhasthelnltla|competltlveadvantagesurvlves, whl|e
theotherfacesextlnctlon.
...
Peaceful Coexistence of To Species Supposethatthepopu|atlonsx ,; andy,;
satlsfythecompetltlonsystem
ax
:
- = I 4x - zx - xy,
a
ay
= i :,- zy - xy
a
, i s;
for whlch., = I 4, .
:
= i :,/, = /
:
= z, and., = .
:
= i Then ., .
:
= i <
4 =/,/
:
,sonowtheeectoflnhlbltlonlsgreaterthanthatofcompetltlon. Wennd
readl|ythatthefourcrltlca|polntsare (0, 0) , ,c. s; , (7, 0) , and ,4. :; . Weproceed
aslnExamp|e3.
FIGURE 7.4. 10. Phase plane

Eq. (20) corresponding to the
FIGURE 7.4. 1 1. Phase plane

Eq. (22) corresponding to the
critical point 0) .
7. 4 Ecol ogi cal Model s: Predators and Competitors 521
THE CRITICAL POINT ( 0, 0) . When we drop the quadratlc terns ln ( I ) , we
getthe same|lnearlzatlonx' = I 4x, ,' = I 6, at (0, 0) as lnExanple 3. Thus lts
coefnclent matrlx has the two posltlve elgenva|ues j = I 4andr_ = I 6, andlts
phaseportraltlsthesaneasthatshownlnFlg.7. 4. 3. Therefore, (0,0)lsanunstable
noda|sourcefortheorlglnal systemln( I S) .
THE CRITICAL POINT (0, 8) . TheJacoblannatrlxofthesystenln( I S)ls
J(x, ,) =
I 4 4x ,
-,
-x
I 6- 4,- x
so J(0, S) =
_
-I
( I 9)
ThematrlxJ(0, S) correspondstothe|lnearlzatlon
da
= 6a
dt
du
= -Sa- I 6u
dt
(20)
of( I S) at (0, S) . Ithascharacterlstlcequatlon (6- r)( I 6- r) = 0andhasthe
posltlve elgenva|ue rj = 6 wlth elgenvector
, = I I 4 and the negatlve
elgenvalue r_ = -I 6 wlth elgenvector_ = 0 I Itfo|lowsthat (0, 0) lsa
sadd|epolntfor the |lnearlzed system, and hence that (0, S) ls an unstab|e saddle
polntforthe orlglna| system ln( I S) . Flgure 7. 4. I 0shows aphaseportraltforthe
|lnearlzedsystemnear(0, 0) .
THE CRITICAL POINT (7, 0) . TheJacoblanmatrlx
da
= I 4a- 7u
dt
du
= 9u
dt
(2I )
(22)
of( I S)at(7, 0) . ThematrlxJ(7,0)hascharacterlstlcequatlon(-I 4-r)(9r) =
andhasthenegatlveelgenvaluer = -I 4wlthelgenvector, = . andthe
posltlve elgenva|ue r_ = 9 wlth elgenvector _ = -7 23 T . lt follows that
(0, 0) ls asadd|epolntforthe |lnearlzedsystem,andhencethat(7, 0) ls anunstab|e
sadd|epolntfortheorlglna|systemln( I S). Flgure7. 4. I I showsaphaseportraltfor
the|lnearlzedsystemnear(0, 0) .
THE CRITICAL POINT (4, 6) . TheJacoblanmatrlx
-S -4
J(4, 6) =
-6 -I 2
(23)

Eq. .corresponding to the
critical point .) .
&
(4
)
(O. O)
(O
&)
x
FIGURE 7.4. 13. Direction feld
and phase portrait for the
competition system
x
'
= .x .
xy,
y
'
= y
- xy
of Example .
aa
=-Sa - 4c
a
ac
=6a- i zc
a
of( I S)at(4, 6) . ThematrlxJ(4, 6)hascharacterlstlcequatlon
( -S- ; , -i z- ;- ( -6) ( -4) =
:
+20+7z=0
andhasthetwonegatlveelgenva|ues
and
, =z -- ., wlthelgenvector , =
. +, I
:
=z -+., wlthelgenvector
:
=

- , I
(z4;
ltfo||owsthat(0, 0) ls anoda| slnkforthe|lnearlzedsystem,andhencethat(4,6)
ls astab|e noda| slnkfortheorlglna| systemln( I S) . Flgure 7. 4. I 2showsaphase
portraltforthe|lnearlzedsystemnear(0,0) .
Flgure 7. 4. I 3 assemb|es a|| thls |oca| lnformatlon lnto a g|obal phase p|ane
portralt for the orlglna| system ln ( I S) . The notab|e feature of thls system ls
thatfor .,posltlve lnltla| popu|atlon va|ues x, and ),the polnt (x(t) ,,,; ;
approaches the slng|e crltlca| polnt ( 4, 6) as - +c. It fo||ows that the two
speclesboth survlvelnstab|e(peacefu|)exlstence.
Interactions of Logistic Populations
If thecoefnclents., ,.
:
./, ./
:
areposltlvebutc, =c
:
=0,thentheequatlons
ax
:
=., x- b
|
x - c, x),
a
a,
:
=.
:
y- /
:
y - c
:
x)
a
(2;
descrlbetwoseparate|oglstlcpopulatlonsx, ; and,,; thathavenoeectoneach
other. Examp|es 3 and 4 l||ustrate cases ln whlch the x,-coefnclents c
,
and c
:
are bothpos//.e The lnteractlon between the two popu|atlons ls then descrlbed
as competition, because theeectofthex,-terms ln,z;lstoae.e.setherates
ofgrowth ofboth popu|atlonsthat l s, each popu|atlon ls 'hurt by thelr mutual
lnteractlon.
Suppose,however, thatthe lnteractloncoefnclentsc, andc
:
ln,z;areboth
e./.e Then theeffectofthex,-terms ls tolncreasetheratesofgrowthofboth
popu|atlonsthatls, each popu|atlonls 'he|pedbythelr mutua| lnteractlon. Thls
type oflnteractlon ls apt|y descrlbedascooperation betweenthetwo|oglstlcpop-
u|atlons.
Flna||y,thelnteractlonbetweenthetwopopu|atlonslsoneofpredation lfthe
lnteractloncoefnclentshavea ees/sForlnstance,lfc, > 0butc
:
< 0,then
thex-popu|atlonls hurtbutthe,-popu|atlonlshe|pedbythelrlnteractlon. Wemay
thereforedescrlbex,; asapreypopu|atlonand,, ; asapredatorpopu|atlon.
Ifelther /, or /
:
lszero ln (25), thenthe correspondlng popu|atlon wou|d
(lntheabsenceoftheother)exhlbltexponentla|growthratherthan|oglstlcgrowth.
Forlnstance, suppose that., > c,.
:
< c,/, = /
:
= c,and ., > c,.
:
< c
Thenx, ; lsanatura||ygrowlngpreypopu|atlonwhl|ey, ; lsanatura||ydec|lnlng
predatorpopu|atlon. Thlslstheorlglna|predatorpreymode|wlthwhlchwebegan
thlssectlon.
Prob|ems26through34l||ustrateavarletyoftheposslbl|ltleslndlcatedhere.
The prob|ems and examp|es ln thls sectlon l||ustrate the power of e|ementary
crltlca|-polntana|ysls. Butrememberthat eco|oglca| systems ln nature are se|dom
so slmp|e as ln these examp|es. Frequent|y they lnvo|ve more than two specles,
andthegrowthratesofthesepopu|atlonsandthelnteractlonsamongthemoftend
more comp|lcated than those dlscussed ln thls sectlon. Consequent|y, the mathe-
matlca|mode|lngofeco|oglca|systemsremalnsanactlveareaofcurrentresearch.
Problems
.........,..,..
..
.
= 2. 4.
.
.
= + .
...,....
( 1 )
1. Starting with the Jacobian matrix of the system i n ( 1 ), de
rive its linearizations at the two critical points and
Use a graphing calculator or computer system
to construct phase plane portraits for these two lineariza
tions that are consistent with the "big picture" shown in
Fig. 7. 4. 1 .
2. Separate the variables i n the quotient
. + .
=
.. 4.
of the two equations in and thereby derive the exact
implicit solution
2 1n + I SO ln x 2. 4=
of the system. Use the contour plot facility of a graphing
calculator or computer system to plot the contour curves
of this equation through the points
and .i n the x-planeo Are
your results consistent with Fig. 7. 4. 1 ?
3. Let . be a harmful insect population (aphids?) that un
der natural conditions is held somewhat in check by a be
nign predator insect population (ladybugs?). Assume
that . and . satisfy the predator-prey equations in
( 1 ), so that the stable equilibrium populations .
= ,
and
= .,Now suppose that an insecticide is em

ployed that kills (per unit time) the same fraction .
of each species of insect. Show that the harmful popula
tion .
is increased, while the benign population
is de
creased, so the use of the insecticide is counterproductive.
This is an instance in which mathematical analysis reveals
undesirable consequences of a well-intentioned interfer
ence with nature.
..........,...
..
= . .
..
.
.
= 42 2
..
.
(2)
....
= 9 > 8 =
..,,.
...............,
.....,.. ...1 2)
.............
.....................
..........,....,........
..,......,......,...
....,...,..,.......
......,........,.....
,...,..,..........
......,.......
4. Show that the coefcient matrix of the linearization x
'
., = 42y of (2) at has positive eigenvalues

= and
= 42. Hence is a nodal soure for

(2).
5. Show that the linearization of (2) at is . = ..
v' = ..-42v. Then show that the coefcient matrix of
this linear system has negative eigenvalues
= .and
= -42. Hence 21 ) is a nodal sink for the system in

(2).
6. Show that the linearization of (2) at ( 1 S, is .= .
. v' = .v. Then show that the coefcient matrix of
this linear system has negative eigenValues
= and
= . Hence is a nodal sink for the system in

(2).
7. Show that the linearization of (2) at 1 2) is . =
24.- 1 8v, v' = ..- 24v. Then show that the
coeffcient matrix of this linear system has eigenvalues
. . and
. . > O.
Hence 1 2) is a saddle point for the system in (2).
.8 .........,...
..
.
. .. ..
.
. 3 2.
.
(3)
....
..,...
........,..........
..........(2). ......
....8 ....,.....,..
. ... 2 .......
.. ..............,.
......................
,..........,......,......
,.......,...,..,..
...........,......
..,.....,...,..,........
........,.......
8. Show that the linearization of ( 3) at .is ...
0
. . Then show that the coefcient matrix

of this linear system has the positive eigenvalue .
and the negative eigenvalue
.2Hence .is a
saddle point for the system in (3).
9. Show that the linearization of (3) at (20, 0) is ..
0
2 Then show that the coefcient matrix of this

linear system has the negative eigenvalue and
the positive eigenvalue
2. Hence is a saddle
point for the system in (3).
10. Show that the linearization of (3) at 2 is .
.. . 0
. Then show that the

coefcient matrix of this linear system has eigenvalues
-27 3. and
-27 - 3., both of which

are negative. Hence 2 is a nodal sink for the system
in (3).
..........,..,..
..
.
. . .
.
.
.
.
.....,,,.... .....,..
,,.............,..
..... ....,....
.,.. ...(2, 3) .......
...... .....,..........
.,............,.......
,..........,......,......
,.......,...,..,.
............,....
,.........
&
~
+
2
O
O 2 + &
x
FIGURE 7.4. 14. Direction feld and phase
portrait for the predator-prey system of
Problems through 1 3.
1 1. Show that the coeffcient matrix of the linearization .=
. of .at has the positive eigenvalue
-2. Hence
is a saddle point of the system in .
12. Show that the linearization of .at is . .
0
3v. Then show that the coefcient matrix of this

linear system has the negative eigenvalue
and the
positive eigenvalue
3. Hence is a saddle point

for the system in .
13. Show that the linearization of .at (2, 3) is . .-
2v, 0
3u. Then show that the coefcient matrix of this

linear system has the complex conjugate eigenvalues
. .with negative real part. Hence (2, 3) is a

spiral sink for the system in .
..........,..,..
..
. . .
.
.
. .
.
..,,....,,,........
,.,,.........,....,,..
....... ......
..........,,........
.......... ,....
.,.. . ...(3, ...
......... ...........
....,..............,....
..,.................
......... ...,..
........,,.............
...............H, ...,,
................
....,......,......,.
......,...,..,.....
.......,....,..
.......
(O
4)
4
2
x
FIGURE 7.4. 15. Direction feld and phase
portrait for the predator-prey system of
Problems 14 through 1 7,
14. Show that the coeffcient matrix of the linearization .
..of the system in at has the neg
ative eigenvalues
and
-4, Hence is
a nodal sink for
15. Show that the linearization of at .is . .
0
... Then show that the coeffcient matrix of

this linear system has the negative eigenvalue
and the positive eigenvalue
. Hence .is a sad

dle point for the system in
16. Show that the linearization of at is .= .
0
= Then show that the coeffcient matrix of this

linear system has the positive eigenvalue
and the
negative eigenvalue
Hence is a saddle
point for the system in
17. Show that the linearization of at . 1) is . .. .
0
H Then show that the coeffcient matrix of

this linear system has complex conjugate eigenvalues
.
_
with positive real part. Hence . 1 ) i s a
spiral source for
.....25 .....,..,..
..
.
. .. .
.
.
.
.............E .,.
.E. ...........E = .
.............
..
. .
.
.
= . .
.
.....,...........,..
................ .
....,........... ...,
....,......,......
.,...,..,............
.,....,..........

2O
I
I 2
&
4
(O
O) & I 2 I 2O
x
FIGURE 7.4. 16. The case E
(Problems 1 8 and 1 9).
18. Show that the coefcient matrix of the linearization x
'
.of at has the positive eigenvalue

Hence
is a saddle point for the system in
19. Show that the linearization of the system i n at is
. 0
.Then show that the coeffcient matrix

of this linear system has conjugate imaginary eigenvalues

.
_
Hence is a stable center for the
linear system. Although this is the indeterminate case of
Theorem in Section . Fig. . suggests that
also is a stable center for
.20....22 .......E = -1 , ..
.....
..
.. . .
.
.
.
. (8)
...,.....,.. . ...
......... ...........
.......,...,..........,....
...,.....,......,.
......,...,..,. ....
.......,. ...,...
.......
FIGURE 7.4. 17. The case E -1
(Problems 20 through
20. Show that the coefcient matrix of the linearization .
..of the system in (8) at has the neg
ative eigenvalues
.and
Hence is
a nodal sink for (8).
21. Show that the linearization of the system in at . i s
. .. . Then show that the coefcient
matrix of this linear system has the positive eigenvalue
.and the negative eigenvalue
Hence
.is a saddle point for
22. Show that the linearization of at is . .
.Then show that the coefcient matrix of this lin
ear system has complex conjugate eigenvalues
.
_
, with positive real part. Hence is a
spiral source for the system in
.....25 ....... ....
...(6) .....
..
. . .
.
.
.
.
(9)
.....,.,.....,..
... ....(9) ........
. ......,...........,.
...........,........,
.....,......,.......
,...,..,............
.,....,..........

I O
&
4
2
(O,O) 2 4 & I O
x (7
O)
FIGURE 7.4. 18. The case
(Problems .through
23. Show that the coefcient matrix of the linearization .
.of (9) at has the positive eigenvalue
Hence
is a saddle point for the system in (9).
24. Show that the linearization of (9) at is . .
Then show that the coefcient matrix of this
linear system has the negative eigenvalue
and the
positive eigenvalue
Hence is a saddle point

for the system in (9).
25. Show that the linearization of (9) at is ..
.Then show that the coefcient matrix of this
linear system has the complex conjugate eigenvalues
.
_
,with negative real part. Hence
is a spiral sink for the system in (9).
...,,.......26 ....
....,. ...,,......
,................
,.,..,.............
......,....,.....
........ ...,,........
......,...,..,.......
.........,,.....
....,,........
.. .
26.
.
. .
.
. .
.. .
27.
.
. ..
.
. .
.. .
28. . . . .
. .
29.
30.
31.
32.
33.
34.
..
.. . .
.
..
.. . .
.
..
.. . .
. .
..
.. ..
.
.
..
.. . .
.
..
.. .
.
.
.
. .
.
.
.
.
.
.
.
.
.
..
.
.
.
.
.
.
.
.
.
La|||ot|am
es|t|ea
&AA& """
FIGURE 7.5. 1. The mass on a

spring.
Now we app|y the qua|ltatlve methods ofSectlons 7. 2and 7. 3 to the ana|yslsof
slmp|e mechanlca| systems |lke the mass-on-a-sprlng system shown lnFlg. 7. 5. I .
Let - denote the mass ln a sultab|e system ofunlts and |etx( ) denote the dls-
p|acementofthemassattlmefrom ltsequl|lbrlumposltlon(lnwhlchthe sprlng
lsunstretched) . Prevlous|ywehave a|ways assumedthattheforcei,x;exertedby
the sprlng onthe mass ls a //e.functlonofx i,x; = -/x (Hooke' s|aw). In
rea|lty, however, every sprlng lnnature actua||y ls non|lnear (even lfon|y s|lghtly
so). Moreover,sprlngslnsomeautomobl|esuspenslonsystemsde|lberate|yarede-
slgnedto benon|lnear. Here, then, we are lnterested speclnca||ylnthe eects of
non|lnearlty.
7. 5 Nonl i near Mechani cal Systems 527
Sonowwe a||owtheforce functlon i,x; tobe nonllnear. Because i,o; -
oat the equl|lbrlum posltlon x = 0, we may assume that ihas a power serles
expanslonoftheform
i,x; =-/x+:x
:
+;x
+
. . .
. ( I )
We take/> 0s othatthereactlonofthesprlngl s dlrectedopposltetothedlsplace-
mentwhenxlssufnclent|ysma||. Ifwe assume alsothatthereactlonofthesprlng
lssymmetrlc wlthrespecttoposltlve andnegatlve dlsp|acenents bythesanedls-
tance, then i,-x; = -i,x; , so ilsanoaafunctlon. lnthlscaselttollowsthat
the coemclentofx
-
ln Eq. ( I ) ls zero lfls even, so the nrstnonllnearternlsthe
onelnvo|vlngx
Foraslmp|emathematlca|mode|ofanonllnearsprlngwethereforetake
i,x; =-/x+;x
(2)
lgnorlnga||termslnEq.( I ) ofdegreegreaterthan3. Theequatlonofnotlonotthe
mass-ls then
-x -/x+;x
The Position-Velocit Phase Plane

Ifwelntroducethe.e/o./-
y, ; =x ,;
(3)
(4)
ofthe masswlthpos//ox, ; , then wegetfromEq. (3)theequlvalenthrst-order
system
ax
a
=y.
ay
-- = -/x+;x
a
(5)
Aphaseplanetraectoryof thlssystemlsaposltlon-ve|ocltyp|otthatlllustratesthe
motlonofthe masson the sprlng. Wecanso|veexp|lcltlyforthetraectorlesofthls
systembywrltlng
whence
Integratlonthenyle|ds
ay ay}a
ax ax}a
-/x+;x
-y
-yay+ ,/x- ;x
;ax=o
,:)
forthe equatlon ofa typlca| traectory. We wrlte L forthe arbltrary constantot
lntegratlonbecauseKL = -y
:
lsthe knetlc energy ofthe mass wlthveloclty ),
andl t lsnatura|todenne
(7)
asthepotentla|energyofthe sprlng. ThenEq. (6)takestheform KL +lL L,
sotheconstantL turnsouttobethetotalenergyofthemass-sprlngsystem. Eq.(6)
then expresses conservatlon ofenergyforthe a.-peamotlon ofa nass on a
sprlng.
Thebehavlorofthemassdependsontheslgnofthenon|lneartermlnEq(2).
Thesprlnglsca||ed
/.alf; < 0,
so)lf; > 0.
We conslderthetwocasesseparately.
HARD SPRING OSCILLATIONS : If; < 0,thenthesecondequatlonln(5)takes
the form -y = -x ; x
:
+/) , so lt fo||ows that the on|y crltlca| polnt ofthe
systemls the orlgln(0, 0) . Eachtraectory
()
ls an ova|c|osedcurve |lke thoseshownln Flg. 7. 5. 2, andthus (0, 0) ls a stable
center. As the polnt ,x,; .y, ; traverses a traectory ln the c|ockwlse dlrectlon,
theposltlonx, ; andve|ocltyy, ; ofthe massoscl||atea|temate|y,asl||ustratedln
Flg. 7. 5. 3. The mass ls movlngtotherlght(wlthxlncreaslng)wheny > 0,tothe
|ewheny < 0. Thus the behavlorofamasson anonllnearhardsprlngresemb|es
qua|ltatlve|ythatofamassona|lnearsprlngwlth;=0(aslnExamp|e4ofSectlon
7. 2). Butonedlerencebetweenthe|lnearandnon|lnearsltuatlonslsthat,whereas
theperlod =2,-}/ofoscl||atlonofamasson a|lnearsprlng ls lndependent
ofthe lnltla| condltlons, the perlod ofa mass onanon|lnear sprlng depends onlts
lnltla|posltlonx(0)andlnltla|ve|ocltyy(0)(Problems2I through26) .
2
e O
7
~
-2
-4
-
FIGUR 7.5.2. Position-velocity
phase plane portrait for the hard
mass-and-spring system with
m = .= and , = . O.
Vcocty
}
4
J
= 2
O
7
O
C
_
-2
`
C
O
-4
os|onx
-
O 2 3 4 5
FIGUR 7.5.3. Position and
velocity solution curves for the hard
mass-and-spring system with
m = .= and , = . O.
Remark: The hard sprlng equatlon -x = -/x - ; x
has equlvalent
nrst-ordersystem
x= y.
wlthJacoblanmatrlx
1,x. y; =

- -
, / ;
y = -x -
.
x
- -
I

/. Nonl i near Mechani cal Systems 529
(wrltlng/}- = .
:
asusua|). The |attermatrlx has characterlstlc equatlon
:
+
.
:
= 0andpurelmaglnaryelgenva|ues ( ,
:
= ./ . Thus the|lnearlzedsystem
x
= y,y
= -.
:
x has a stab|e centeratthecrltlca|polnt (0, 0)as weobsered
lnExamp|e:ofSectlon7. 2. However, thenon|lnearcublctermlnthedlerentla|
equatlon has (ln eect) rep|acedthe e||lptlca|traectorles (as lnFlg. 7. 2. 7)ofthe
|lnearsystemwlth the'atterquartlcova|s we see lnFlg. 7. 5. 2.
SOFT SPRING OSCILLATIONS: If; > 0, thenthesecondequatlonln(5)takes
theform-y
= x ;x
:
- /) ,soltfo||owsthatthesystemhasthetwocrltlca|polnts
,/};,0lnaddltlontothecrltlca|polnt(0, 0) . Thesethreecrltlca|polntsyle|d
the on|y so|utlonsforwhlch the mass canremaln atrest. Thefo||owlngexamp|e
l||ustratesthegreaterrangeofposslb|ebehavlorsofamassonasoftsprlng.
(9)
andEq. (6)glvesthetraectorleslntheform
( I 0)
Afterso|vlngfor
( I 0')
wecou|dse|ectanxedva|ueoftheconstantenergyL andp|otmanua||yatraectory
|lke oneofthose shown ln the computer-generated posltlonve|ocltyphasep|ane
portraltlnFlg.7. 5. 4.
5
4
3
(-2
O)
2
I
P O
- I
-2
(2
O)
- 3
-4
x
FIGURE 7.5.4. Position-velocity phase plane portrait
for the soft mass-and-spring system with m = I , k = 4,
and f = > O. The separatrices are emphasized.
Thedlerenttypesofphasep|anetraectorlescorrespondtodlerentva|ues
ofthe energy L. Ifwe substltute x = ,/}; and y = 0 lnto (6), we get the
energy va|ue L = /
:
}(:;) = :(because/ = :and ; = i ; that corresponds to
the traectorlesthatlntersectthe x-axls at the nontrlvla|crltlca|polnts (-2, 0) and
(2, 0) . Theseemphaslzedtra ectorlesareca||edseparatrices becausethey separate
phasep|anereglonsofdlerentbehavlor.
Thenatureofthemotlonofthemasslsdetermlnedbywhlchtypeoftraectory
lts lnltla| condltlons determlne. The slmp|ec|osedtraectorles enclrc|lng (0, 0) ln
I O x
5
-O. 5 O
/
O. 5
FIGUR 7.5.5. Position and
velocity solution curves for the
soft mass-and-spring system with
m = I , k = 4, f = > 0, and
energy = 8-sufciently great
that the mass approaches the
origin from the lef and continues
on indefnitely to the right.
thereglonboundedbytheseparatrlcescorrespondtoenergleslntherange0 < L <
: These c|osed traectorlesrepresentpe/oa/.oscl||atlons ofthe mass back and
forth aroundtheequl|lbrlumpolntx=c
Theunboundedtraectorles|ylnglnthereglonsaboveandbe|owthe separa-
trlcescorrespondtova|uesofL greaterthan: These represent motlonslnwhlch
themassapproachesx = 0 wlthsufnclentenergythatltcontlnuesonthroughthe
equl|lbrlumpolnt,nevertoretumagaln (aslndlcatedlnFlg.7. 5. 5).
Theunboundedtraectorlesopenlngtotherlghtand|eftcorrespondtonegatlve
va|uesofL. These representmotlonslnwhlch themasslnltla||yls headedtoward
theequl|lbrlumpolntx = 0, butwlthlnsumclentenergyto reach lt. Atsomepolnt
themassreversesdlrectlonandheadsbackwhenceltcame.
InFlg. 7. 5. 4 ltappearsthatthecrltlca|polnt(0, 0) lsastab|ecenter,whereas
thecrltlca|polnts,+z. 0)|ook|lkesadd|epolntsoftheequlva|entnrst-ordersystem
x= , ,= -:x+x
( I I )
wlthJacoblanmatrlx
1,x,,.=
-:"3x
:
'
Tochecktheseobservatlons agalnsttheusua| crltlca|-polntana|ysls, we note nrst

thattheJacoblanmatrlx
1,c.0) =
atthecrltlca|polnt(0,0)hascharacterlstlcequatlon
:
+:=0andpurelmaglnary
elgenva|ues, ,
:
= +z/conslstentwltha stab|ecenter. Moreover, theJacoblan
matrlx
1,+z. c;=
correspondlngtotheothertwocrltlca|polntshascharacterlstlcequatlon
:
- S =
and rea| elgenva|ues , ,
:
= +ofopposlte slgn, conslstent wlth the sadd|e-
polntbehavlorthatweobservenear,-z. 0) and (+2, 0) .
Remark: Flgures7. 5. 2 and7. 5. 4 l||ustrate a slgnlncantqua|ltatlvedler-

encebetweenhardsprlngswlth; < 0and softsprlngswlth; >0ln thenon|lnear
equatlon-x = /x+;x
Whereasthephasep|anetraectorlesforahardsprlng
are a|| bounded, a soft sprlng has unbounded phasep|ane traectorles (as we|| as
boundedones). However, weshou|drea|lze thatthe unbounded soft- sprlngtraec-
torlesceasetorepresentphyslca||yrea|lstlcmotlonsfalthfu||ywhentheyexceedthe
sprlng' scapabl|ltyofexpanslonwlthoutbreaklng.
Damped Nonlinear Vibrations

Supposenowthatthemassonasprlngl sconnecteda|sotoadashpotthatprovldesa
forceofreslstanceproportlona|totheve|oclty,=ax}aofthemass. Ifthesprlng
ls stl||assumednon|lnearaslnEq. ,z;.thentheequatlonofmotlonofthemass ls
-x
= -cx- /x+;x
, ( I z)
where . > 0 ls the reslstance constant. If; > 0, then the equlva|ent nrst-order
system
ax
= y,
a
ay
=
-/x- .y+;x
.
x
:
a m m m /
( I 3)
Exampl e Z
hascrltlca|polnts(0, 0)and +,/};,)andJacoblanmatrlx
1,x,y; =
_ _3f
x
C
- - -
Nowthecrltlca|polntattheorlglnlsthemostlnterestlngone. TheJacoblanmatrlx
andelgenva|ues
/ i
:
,-; - - + =
,- + . + /; = c
- - -
-.+,.
:
- :/-
, ,
:
=
z-
Itfo||owsfromTheoremzlnSectlon7. 3lnthatthecrltlca|polnt(0, ;ofthesystem
ln( I 3) ls
a noda| slnklfthe reslstance ls so great that .
:
> :/- (ln whlch case the
elgenva|uesarenegatlveandunequa|), butl s
asplra| slnklf.
:
< :/-(ln whlchcasetheelgenva|uesare comp|ex conu-
gateswlthnegatlverea|part).
Thefo||owlngexamp|el||ustratesthe|attercase. (Intheborder|lnecasewlthequa|
negatlveelgenva|ues, theorlglnmaybeeltheranoda|orasplra|slnk.)
. . .. ... . . ..... ...... .... . . .
Supposethat-= i, .= z, /=5, and;= Thenthenon|lnearsystemln( I 3)ls
ax
- = y,
a
ay
=-x
zy+x
=-zy- x, i - x
:
;
a
Ithascrltlca|polnts(0, 0), ,+z.0)andJacoblanmatrlx
At (0, 0) : TheJacoblanmatrlx
(I4)
:
+z+5 =0andhascomp|exconugateelgenva|ues
, ,
:
= -i +z/ wlth negatlve rea| part. Hence (0,0) ls a splra| slnk ofthe
non|lnearsystemln, i :;, andthe|lnearlzedposltlonfunctlonofthemass lsofthe
form
x, ; =e
-
,~cosz+sslnz;
thatcorrespondst oanexponentla||ydampedoscl||atlonabouttheequl|lbrlumposl-
tlonx =
At (2,0) . TheJacoblanmatrlx
J(2, 0) =
:
+2- i 0= 0andrea|elgenva|ues, = -i -. <
and
:
= -i +. >0wlthdlerentslgns. Itfo||owsthat( -2, 0)and(+2, 0)
arebothsadd|epolntsofthesystemln, i :;
Theposltlonve|ocltyphasep|aneportraltlnFlg.: :showstraectorlesof
, i :;andthesplra|slnkat(0,0), aswe||astheunstab|esadd|epolntsat(-2, 0)and
(2, 0) . Theemphaslzedseparatrlcesdlvldethephasep|anelntoreglonsofdlerent
behavlor. Thebehavlorofthemassdependsonthereglon lnwhlchlts lnltla|polnt
(x , j) ls|ocated. Ifthl slnltla|polnt|lesln
Reglon I between the separatrlces, then the traectory splra|s lnto the orl-
gln as t - +c, andhence the perlodlc oscl||atlons ofthe undamped case
(Flg. : :;arenowrep|acedwlthdampedoscl||atlonsaroundthestab|eequl-
|lbrlumposltlonx = 0,
Reglon II, then the masspassesthroughx = 0 movlngfrom |eto rlght (x
lncreaslng),
Reglon III, then themasspasses through x = 0movlngfrom rlghtto|eft(x
decreaslng) ,
ReglonIV, then themassapproaches (but does not reach) theunstab|eequl-
|lbrlumposltlonx = -2fromthe|eft,butstopsandthenretumstothe|eft,
ReglonV,thenthemassapproaches(but does notreach)theunstab|eequl|lb-
rlumposltlonx = 2fromtherlght,butstopsandthenretumstotherlght.
Ifthelnltla|polnt (x , j)| l espreclse|yononeoftheseparatrlces,thenthecorre-
spondlngtraectory eltherapproaches the stab|e splra| polntor recedes to lnnnlty
fromasadd|epolntast - +c. B
FIGURE 7.5.6. Position-velocity phase plane portrait for the sof mass-and-spring
system with m = .= 5, f = , and resistance constant c = The (black)
separatrices are emphasized.
_ ~
|
|
.
Z
m
FIGURE 7.5.7. The simple
pendulum.
7.5 Nonl i near Mechani cal Systems 533
The Nonlinear Pendulum
InSectlon2 4wederlvedtheequatlon
a
:
,
-+
m = o
a
:
i
, i ;
for the undamped oscl||atlons ofthe slmp|ependu|umshownlnFlg. 7 5 7 There
weusedthe approxlmatlon sln for near zerotorep|ace Eq. , i ;wlththe
|lnearmode|
a
:
a
:
+. =0,
whereo
:
=,}iThegenera|so|utlon
,; =Acoso+Bslno/
, i :;
, i 7;
ofEq. , i :;descrlbesoscl||atlons aroundtheequl|lbrlumposltlon 0wlthcircu-
|arfrequencya andamp|ltudec=(A
:
+B
:
)
| /:
.
The |lnear mode| does not adequate|y descrlbe the posslb|e motlons of the
pendu|umfor |arge va|uesof Forlnstance,theequl|lbrlumso|utlon,;= -of
Eq. , i ;, wlththependu|umstandlngstralghtup,doesnotsatlsfythe|lnearequatlon
ln, i :; Nordoes Eq. ( I 7) lnc|udethe sltuatlon lnwhlchthependu|um'goesover
the top repeated|y, sothat , ; ls a steadl|y lncreaslng ratherthan an osci||atory
functlonof To lnvestlgatethesephenomenawemustana|yzethenon|lnearequa-
tlon +a
:
sln =0ratherthan mere|y lts |lnearlzatlon+o
:
oWea|so
wanttolnc|udetheposslbl|ltyofreslstanceproportlona|tove|oclty,soweconslder
thegenera|o//e.pea/-e,./o
a
:
a
.
a
:
+.
a
+o
:
m=o , i s;
The case . > 0 corresponds to damped motlon ln whlch there actua||y /s
reslstanceproportlona| to (angu|ar) ve|oclty. Butwe examlne nrst the undamped
case lnwhlch . = 0. Wlthx( ) = ,; andy( ) = , ) theequlva|entnrst-order
systemls
ax
- = y,
a
ay
:
- = -o mx
a
We seethatthlssystemlsa|most|lnearbywrltlngltlntheform
ax
where
a
=y,
ay
:
a
=-o x+,,x; ,
,,x; =-a
:
(sln x - x) =a
:
- - - +

x
3 ' 5 '
hason|yhlgher-degreeterms.
, i ;
(20)
Thecrltlca|polntsofthesystemln, i ;arethepolnts,-, 0)wlthanlnteger,
andltsJacoblanmatrlx ls glvenby
J(x, y; =
-o
:
os x
Thenatureofthecrltlca|polnt,-, 0)dependsonwhetherlsevenorodd.
,2i ;
EVEN CASE: If=z-ls aneven lnteger, thencos- =+i , so,zi ; yle|dsthe
matrlx
1,z--, c;=
'
wlth characterlstlcequatlon
+.
=candpurelmaglnaryelgenva|ues, ,
=
+./ The|lnearlzatlonof, i ;at ,-, c;lsthereforethesystem
a
= c .
a
ac
- = -.
a
,zz;
forwhlch ,c, c;lsthefaml|larstab|ecenterenc|osedbye||lptlca|traectorles(asln
Examp|e:ofSectlon: z; A|thoughthlslsthede|lcatecaseforwhlchTheoremz
ofSectlon does notsett|ethematter,wewl||seepresent|ythat,z--, c;ls a|so
astab|ecenterfortheorlglna|non|lnearpendu|umsystemln , i ;
ODD CASE: If =z-+ i ls anoddlnteger,then cos- = -i , so,zi ; yle|ds
thematrlx
1(z-+i ;-, c;=
'
wlth characterlstlcequatlon
:
- .= candrea| elgenva|ues , ,
= +.wlth
dlerentslgns. The|lnearlzatlonof, i ;at(z-+ i ;-, c;lsthereforethesystem
a
a
=c .
= .
a
,z;
for whlch ,c,c;l sa sadd|e polnt. Itfo||owsfrom Theorem zofSectlon that
the crltlca|polnt(z-+ i ;-, c;ls aslml|arsadd|epolntfortheorlglna|non|lnear
pendu|umsystemln , i ;
THE TRAJECTORIES : We can see how these even centers and odd sadd|e
polntsnttogetherbyso|vlngthesystemln, i ;exp|lclt|yforthephase p|anetra-
ectorles. Ifwewrlte
andseparatethevarlab|es,
ay ay}a
=
ax ax}a y
yay+.sln xax=c,
thenlntegratlonfromx=ctox=xyle|ds
,z:;
WewrlteL forthearbltraryconstantoflntegratlonbecause,lfphyslca|unltsareso
chosenthat- = i = i , then thenrsttermon the|eft ls theklnetlcenergyandthe
secondterm the potentla|energyofthe massonthe end ofthependu|um. Then L
ls thetota|mechanlca|energy, Eq. ,z:;thus expressesconservatlonofmechanlca|
energyfortheundampedpendu|um.
Ifweso|veEq.,z:;foryanduseaha|f-ang|eldentlty,wegettheequatlon
,z;
x
FIGURE 7.S.S. Position-velocity phase plane portrait for the undamped pendulum
system x' = y, y
'
= - sin x. The (black) separatrices are emphasized.
that dennes the phase p|ane traectorles. Note that the radlcand ln (z5) remalns
posltlvelfL >z.
:
Flgure7. 5. Sshows (a|ongwlthadlrectlonne|d) theresu|tsof
p|ottlngthesetraectorlesforvarlousva|uesoftheenergyL.
Theemphaslzedseparatrlcesl nFlg.7. 5. Scorrespondtothecrltlca|va|ueL
z.
:
oftheenergy, they enter and |eave the unstab|ecrltlca|polnts (-.0) wlth
anoddlnteger. Fo||owlngthearrowsa|ongaseparatrlx,thependu|umtheoretlca||y
approachesaba|ancedvertlca|posltlon=x= ,z-+i )-wlthustenoughenergy
to reach lt but not enoughto go overthetop. Thelnstabl|ltyofthlsequl|lbrlum
posltlonlndlcatesthatthlsbehavlormayneverbeobservedlnpractlce'
The slmp|e c|osed traectorles enclrc|lng the stab|e crltlca| polntsa|| of
whlchcorrespondtothedownwardposltlon0 = z--ofthependu|umrepresent
perlodlcoscl||atlonsofthependu|umbackandfortharoundthestab|eequl|lbrlum
posltlon = c These correspondto energles L < z.
:
thatarelnsufnclentforthe
pendu|umtoascendto the vertlca|upwardposltlonso lts back-and-forthmotlon
lsthatwhlchwenorma||y assoclatewlthaswlnglngpendu|um.
Theunboundedtraectorleswlth L > z.
:
representwhlr|lngmotlonsofthe
pendu|umlnwhlchltgoesoverthetoprepeated|ylnac|ockwlsedlrectlon lfy,;
remalnsposltlve,lnacounterc|ockwlsedlrectlonlfy, ; lsnegatlve.
Period of Undamped Oscillation
Ifthependu|uml sre|easedfromrestwlthlnltla|condltlons
x,c;= ,c;=o, y,c;=(0) =0,
thenEq. ,z:;wlth=0reducesto
,z:;
(z7)
Hence L < z.
:
lf0 < o < -,soaperlodlcoscl||atlonofthependu|umensues.
Todetermlnethepe/oeofthls oscl||atlon,wesubtractEq. (z7)fromEq.,z:;and
wrltetheresu|t(wlthx = 0 andy= a}a;lntheform
a0
:
|
a
= a
:
(cos 0 - coso) . (2)
Theperlod I oftlmerequlredforonecomp|eteoscl||atlonl sfourtlmesthe
amountoftlmerequlredfor0 todecreasefrom 0 = o to0 = 0, one-fourthofan
oscl||atlon. Hencewe so|veEq.(2S)fora}aand lntegratetoget
I =
4

a
.
..
!
.
cos 0 - cos o
(29)
Toattempttoeva|uatethl slntegra|wenrstusetheldentltycos0 = I 2sln
:
(0/)
andget
where
.
o
k = sm
j
.
Next, thesubstltutlonu = ( IJk)sln(0J)yle|ds
4
a
I =
!
. ( I
,
u
:
) ( I - k
:
u
:
)
Flna||y,thesubstltutlonu = slnglves
4
a
I =
!
. ,i - /` .|a`
,;
Thelntegra|ln(30)lsthee///p/./e,m/o)/e]s//athatlsoftendenoted
by F(k, J2) . Whereas e||lptlc lntegra|s norma||y cannot be eva|uated ln c|osed
form, thls lntegra| can be approxlmated numerlca||y as fo||ows. Flrst we use the
blnomla|serles
I I
.
3
. . .
(2n - I )
= I + x
=i
2 4 (2n)
, i;
wlthx = k
:
sln
:
< Itoexpandthelntegrandln(30). Thenwelntegratetermwlse
uslngthetabu|ated lntegra|formu|a
!
:
I 3
. . .
(2n - I )
sln
a=
.
o
, 2 2 4 (2n)
Thenna|resu|tlstheformu|a
2 I 3 (2n - I )
:
:
I = I + k
. 2 4 (2n)
=i
:

:

:
I
:
I 3 _ I 3 5 _
= I, I + k + k + k +
2 2 4 2 4 6
(32)
,;
forthe perlod I of the non|lnear pendu|um re|eased fromrest wlth lnltla| ang|e
0 (0) = o, ln termsofthe|lnearlzedperlodI, = 2Jaandk = sln(oJ) .

.
. .

.

.
.
FIGURE 7.5.9. Dependence of
the period .of a nonlinear
pendulum on its initial angle .
Thelnnnlte serles wlthln thesecond palr ofbrackets ln Eq. (33) glves the
factor }, by whlch the non|lnearperlod ls |onger than the |lnearlzedperlod
The tab|e ln Flg. 7. 5. 9, obtalned by summlngthls serles numerlca||y, shows how
}, lncreases as o l s lncreased. Thus l s 0. I 9 greater than , lf o l 0 ,
whereas ls I S . 03greaterthan ,lfo =90 . But evena0. l 9dlscrepancyls
slgnlncanttheca|cu|atlon
seconds hours days
(0. 00I 9) 3600 z:-7- I I 49(secondsJweek)
hour day week
showsthatthe|lnearlzedmode|lsqultelnadequateforapendu|umc|ock,adlscrep-
ancyofI 9 mln9saeron|yoneweeklsunacceptab|e.
Damped Pendulum Oscillations
Flna||y,wedlscussbrleythea.-peanon|lnearpendu|um.Thea|most|lnearnrst-
ordersystemequlva|enttoEq. ( I 9)l s
ax
a
=y.
ay
:
-. sHx .yg
a
(34)
andagalnthecrltlca|polntsareoftheform ,-, 0)wherel sanlnteger. InProb-
|ems9through I I weask you toverlfy that
If ls odd, then ,-, c; ls an unstab|e sadd|e polnt of,3:), ustas ln the
undampedcase,but
Ifls evenand.
:
>:.
:
,then ,-, 0) ls anoda| slnk,whereas
Ifls evenand.
:
< :.
:
,then ,-, 0) ls asplra|slnk.
Flgure7. 5 . l 0l||ustratesthephasep|anetra ectorles forthemore lnterestlng
underdamped case, .
:
< :.
:
Other than the physlca||y unattalnab|e separatrlx
-3l -2l X
,
x
X 2
l 3l
FIGURE 7.5.10. Position-velocity phase plane portrait for the damped pendulum
system A
/
= y, y
'
= ~ sin A ~ y. The (black) separatrices are emphasized.
traectorlesthatenterunstab|esadd|epolnts,everytraectoryeventua||ylstrapped"
byoneofthestab|e splra|polnts(n, 0) wlthanevenlnteger. Whatthlsmeansls
thatevenlfthependu|umstartswlthenoughenergytogooverthetop,afteracertaln
(nnlte)numberofrevo|utlonslthas|ostenoughenergythatthereafterltundergoes
dampedoscl||atlonsaround lts stab|e (|ower)equl|lbrlumposltlon.
...................
........,.......,..
.,...,.......,...
..,..........,...,..,...
.........
..
x
.
1.
.
1
.
. 4 s.
2. sin .sin sin x sin (Fig. 7. 5. 1 1 )
x
FIGURE 7.5. 11. Trajectories of the
system in Problem
.. .
3.
.
6 1 ,
.
. 1
..
.
4.
.
... .. . .. . ..
.
........,....,......
......5 ......,...
..,..........,...,..,...
..........
..
.
5. . .. .
. .
.. .
6.
.

.
...
.. .
7. 1
x*
, sin .
. .
..
.
8.
.
...
.
...
.9 ...........,.,......
."U sin x
9. Show that if .i s an odd integer, then the critical point
. is a saddle point for the damped pendulum sys
tem.
10. Show that if .is an even integer and
> 4.
, then the
critical point . is a nodal sink for the damped pen
dulum system.
11. Show that if .is an even integer and
4.
, then the
critical point . is a spiral sink for the damped pen
dulum system.
.............,..
.... . .,......
.......,...............,.
.,...,.......
12. ...
Verify that the critical points resemble

those shown in Fig. 7. 5. 4.
13. ... .
Verify that the critical points

resemble those shown in Fig. 7. 5. 6.
4. . ..
Here the linear part of the force is .

pUlsive rather than attractive (as for an ordinary spring).
Verify that the critical points resemble those shown in
Fig. 7. 5 . 1 2. Thus there are two stable equilibrium points
and three types of periodic oscillations.
15. .. .
Here the force function is nonsymmet

ric. Verify that the critical points resemble those shown in
Fig. 7. 5 . 1 3 .
16. ...
The idea here i s that terms through

the ffth degree in an odd force function have been .
tained. Verify that the critical points resemble those shown
in Fig. 7. 5. 14.
......20, .....,..
.........,..........
.,..,...,..,......
.......
17. Example in this section illustrates the case of damped
vibrations of a soft mass-spring system. Investigate an
example of damped vibrations of a hard mass-spring sys
tem by using the same parameters as in Example except
now with , -
18. Example illustrates the case of damped vibrations of a
soft mass-spring system with the resistance proportional
to the velocity. Investigate an example of resistance pro
portional to the .,..of the velocity by using the same
parameters as in Example but with resistance term
. . instead of .in Eq. ( 1 )
19. Now repeat Example with both the alterations corre
sponding to Problems 1 7 and That is, take , -
0...replace the resistance term in Eq. with . .
y
y
X
X
X
FIGURE 7.5. 12. The phase
portrait for Problem .
FIGURE 7.5.13. The phase
portrait for Problem
FIGURE 7.5. 14. The phase
portrait for Problem
20. The equations x' = = sin x i model a
damped pendulum system as in Eqs
.
(34) and Fig.
But now the resistance is proportional t o the .,..of the
angular velocity of the pendulum
.
Compare the oscilla
tions that occur with those that occur when the resistance
is proportional to the angular velocity itself
.
.21 ..,.26 ......,...,.
...............,.,..,...
.
.
.(x) = 0.
.
(3)
.(x) = .....> ....,.,......
..,..=
_
21. Integrate once (as in Eq

.
to derive the energy equation
22.
, ,.ex) = .
where = ...and
.ex) = .. .. 3)
If the mass is released from rest with initial conditions
x(O) = x, eO) = and periodic oscillations ensue, con
clude from Eq
. (36) that .= .(x) and that the time .
required for one complete oscillation is
.
..
.=
... ..
(38)
23. If .(x) = .. .
as in the text, deduce from Eqs

. (37)
and (38) that
.= .
_
x
,., .
. ., .
(39)
24. Substitute .= .cos .in (39) to show that
where .=
_
is the linear period,

and =

.
.
25. Finally, use the binomial series i n (3 1 ) and the integral
formula in (32) to evaluate the elliptic integral in .and
thereby show that the period .of oscillation is given by
.
.=

. .
.
26. If = .,.is suffciently small that E
2
is negligible, de
duce from Eqs
.
. and .that
. .
= .x. .3)
It follows that
If > so the spring is .then .> .and
increasing .increases . so the larger ovals in
Fig
.
.correspond to smaller fequencies
.
If so the spring is ...then . .
and increasing .decreases .so the larger ovals
in Fig
.
correspond to larger frequencies
.
. b | COl O
C
FIGURE 7.5. 17. A simple
circuit with an active element.
L
TheBrltlshmathematlca|physlclstLordRay|elgh(JohnWl||lamStrutt, I S42I 9I 9)
lntroducedanequatlonoftheform
mx+/x =ax' - b(x' )
( I )
to mode| the oscl||atlonsofa c|arlnetreed. Wlth = x' wegetthe autonomous
system
x' = ,
-kx + a b
=
(2)
-
whosephasep|aneportralt ls shownlnFlg.7. 5. I 5 (forthecase-=/=a =b
I ). The outward andlnward splra|traectorles converge toa'|lmltcyc|eso|utlon
thatcorrespondstoperlodlcoscl||atlonsofthereed. Theperlod (andhencethe
frequency)oftheseoscl||atlonscan be measuredonatx-so|utloncurvep|ottedas
ln Flg. 7. 5. I 6. Thlsperlod ofoscl||atlondepends on|y on the parameters-. /. .,
andblnEq. ( I ) andlslndependentofthelnltla|condltlons(why!).
x
portrait for the Rayleigh system in
with m = .= .= =
2. O
I . 5
I .O
O. 5
O.O
-O. 5
- I . O
- I . 5
-2. Oy
FIGURE 7.5. 16. The tx-solution
curve with initial conditions
x(O) = x' (O) = O.
Chooseyourownparameters-. /. a, and b (perhapsthe |eastfournonzero
dlglts ln your student lD number) , and use an aval|ab|e ODE p|ottlng utl|lty to
p|ot traectorles and so|utloncurves as lnFlgs. 7. 5. I 5 and 7. 5. I 6. Changeoeot
yourparameters to see how the amp|ltudeand frequencyoftheresu|tlngperlodlc
oscl||atlonsarea|tered.
Van der Pol
'
s Equation
Flgure7. 5. I 7showsaslmp|eRLCclrcultlnwhlchtheusua|(passlve)reslstanceK
hasbeenrep|acedwlthanactlvee|ement(suchasavacuumtubeorsemlconductor)
acrosswhlchthevo|tagedropvlsglvenbyaknownfunctlon), i ofthecurrentI.
Ofcourse, v =), i =IRforareslstor. l fwesubstltute), i; forIRl nthefaml|lm
RLC-clrcultequatlonLI'+RI+QJ C=0ofSectlon2. 7, thendlfferentlatlonglves
thesecond-orderequatlon
I
LI+) , i i+ =0
C
,)
4
3
2
- O P
- I
-2
-3
-4 _--
-4 -3 -2 - I
x
lna I 924studyofoscl||atorclrcultslnear|y commercla|radlos,Ba|thasarvander
Po| ( I SS9I 959)assumedthe vo|tagedrop tobeglvenbyanon|lnearfunctlon of
theform]( I) - /i
- .i , whlchwlthEq. ,;becomes
ii+ ,/i
:
- .) i + '-
c
(4)
Thlsequatlon ls c|ose|y re|ated to Ray|elgh' sequatlon and has phaseportralts re-
semb|lngFlg. 7. 5. I 5. lndeed,dlerentlatlonofthe second equatlon ln(2) andthe
resubstltutlon - yyle|dtheequatlon
-y
+ ,/y
:
- .; y+/y- 0, (5)
whlchhasthesameformasEq. (4) .
If we denote by : the tlme varlab|e ln Eq. (4) and make the substltutlons
- px,- :,,
ic. theresu|tls
a
:
_
: :
_ ax
a
:
+ /p - .
J a
+ -
Wlthp - ,.,,/;andj - ., c,i. thlsglvesthestandardform
+,x
:
. + - 0 ,:;
of..acio/ sc,./o
Foreverynonnegatlveva|ueoftheparameterj, theso|utlonofvanderPo|' s
equatlonwlth (0) - 2, (0) - 0lsperlodlc, andthecorrespondlngphasep|ane
traectorylsa|lmltcyc|etowhlchtheothertraectorlesconverge(aslnFlg. 7. 5. I 5) .
lt wl|| belnstructlve for yout oso|ve van der Po| ' s equatlon numerlca||y and to
p|ot thls perlodlc traectory for a se|ectlon ofva|ues from j - 0 to j I 000
ormore. Wlth j - 0 lt ls a clrc|e ofradlus 2 (why!). Flgure 7. 5. I S shows the
perlodlctraectory wlth j - I , and Flg. 7. 5. I 9showsthecorrespondlngx,;and
y, ; so|utloncurves. Whenj ls|arge,vanderPo| ' sequatlonlsqultestlandthe
perlodlctraectorylsmoreeccentrlcaslnFlg.7. 5. 20,whlchwasp|otteduslngMA1-
tt
stlODE so|verode15s. Thecorrespondlngx ,; andy,; so|utloncurves

lnFlgs. 7. 5. 2I and7. 5. 22revea| surprlslngbehavlorofthesecomponentfunctlons.
4
3
2
I
-
O
- I
- 2
-3
"||
-4
O 5 I O I 5 2O
|
2OOO r
I 5OO
I OOO
5OO
- O P
-5OO
- I OOO
- I 5OO
-2OOO
-4 -3 -2 -I O I 2 3 4
X
FIGUR 7.S. 1S. The phase plane
trajectory of a periodic solution of
van der Pol ' s equation with = I , as
well as some trajectories spiraling in
and out.
FIGUR 7.5.19. .and .
solution curves defning the
periodic solution of van der Pol ' s
equation with =
FIGUR 7.5.20. The phase plane
trajectory of the periodic solution of
van der Pol ' s equation with
j =
l 00 l 00
x(r) l 000
)(r)
l 000
I
-+
_
__ g gg
g
0
_ ggg_
__ ___
/
FIGURE 7.5.21. Graph of .
with =
00
~ 0
~00
~l 000
~l 00
I
0 00 l 000 l 00l000l00 1000
FIGURE 7.5.22. Graph of . with
=
00
~ 0
~00
-l 000
-l 00
l ol +. l l ol +. l l ol +.
_
FIGURE 7.5.23. The upper spike in

the graph of .
Each a|temates |ong lnterva|sofvery s|ow change wlthperlodsofabruptchange
durlng very shorttlme lnterva|s thatcorrespondtothe 'quasl-dlscontlnultlesthat
arevlslb|elnFlgs. 7. 5. 2I and7. 5. 22. Forlnstance,Flg. 7. 5. 23 showsthat,between
= I 6I 4. 2Sand= I 6I 4. 29, theva|ueof,( ) zoomsfromnearzerotooverI J00
and back agaln. Perhaps you can measurethedlstancebetweenx- or,-lntercepts
to show thattheperlodofclrcultaround thecyc|elnFlg. 7. 5. 20ls approxlmate|y
= I 6I 4. Indeed, thlsca|cu|atlonandtheconstructlonofngures|lkethoseshown
here may serve as a good test ofthe robustness ofyour computer system` sODE
so|ver.
Youmlght a|sop|otothertraectorlesforj = I 0, I 00 or I 000that(|lkethe
traectorles ln Flg. 7. 5 . I S) are 'attracted from wlthln and wlthout by the |lmlt
cyc|e. Theorlgln |ooks |lke a splra| polnt lnFlg. 7. 5 . I S. Indeed, showthat (0, 0)
ls asplra| sourceforvan derPo| ` sequatlonlf0 < j < 2but ls a noda| source lt
j 2.
Chaos in Dyamical ystems
lnprecedlngsectlonswehave|ookedatpopu|atlongrowthandmechanlca|systems
froma determlnlstlc polnt ofvlewwlththeexpectatlonthatthe lnltla|state ofa
physlca| system fu||y determlnes lts futureevo|utlon. But many common systems
exhlbltbehavlorthatsometlmesappearschaotlc,lnthesensethatfuturestatesmay
not seemre|lab|ypredlctab|efrom aknow|edgeoflnltla|condltlons. Thlssectlon
lnc|udesproectmaterla| l||ustratlngthephenomenonof./.os, whlch ls atoplcot
muchcurrentlnterestln sclenceandenglneerlng.
Population Growth and Period Doubling
InSectlon I . 7welntroducedthe|oglstlcdlerentla|equatlon
ai
;
- = . i- /i
a
,../>0) ( l )
that mode|s abounded (ratherthan exponentla||y growlng) popu|atlon. lndeed, lt
thepopu|atlonr,;satlsnesEq.,), then as +c, r,;approachesthe(nnlte)
|lmltlngpopu|atlon M =.}/ Wedlscussherea 'dlscreteverslonofthe|oglstlc
7. 6 Chaos in Dynami cal Systems 543
equatlonlntheformofatypeof'dlerenceequatlonthathasbeenstudledexten-
slve|ylnthepast,buton|yrecent|yhas been dlscoveredtopredlct qulteexotlcand
unexpectedpattersofbehavlorforcertalnpopu|atlons.
Inordertoso|veEq., i ; numerlca||yaslnSectlon: i . wenrstchooseanxed
stepslze/ >0andconslderthesequenceofdlscretetlmes
(2)
where
-.
=
-
+ /foreach Beglnnlngwlththelnltla| va|ue i, = i,,; . we
thenca|cu|ateapproxlmatlons
,;
to thetrue va|ues i,, ; . i,
:
; . i,
; . . . . oftheactua| popu|atlon i,; Forln

stance, Eu|er` smethod for the|oglstlcequatlon ln , i ; conslsts ofca|cu|atlng the
approxlmatlonsln ,;lteratlve|ybymeansoftheformu|a
(4)
Nowsupposethatthepopu|atlonlsoneforwhlchthestepslze/canbecho-
sensothattheapproxlmatlonsca|cu|ateduslngEq.(4)agreetoacceptab|eaccuracy
wlththeactua|popu|atlonva|ues. Thl smlghtbethecase,forlnstance,foran anl-
ma|orlnsectpopu|atlonlnwhlcha||reproductlontakesp|acewlthlnshort-duratlon
breedlng seasons that recurat regu|ar lnterva|s. lf/ ls the lnterva| between suc-
cesslvebreedlng seasons, then thepopu|atlon i
-
durlng one breedlng season may
dependon|yonthepopu|atlon i
-
-
, durlngtheprevlousseason,and i
-
maycon-
p|ete|ydetermlnethepopu|atloni
-.
durlngthenextbreedlngseason.
So |et us assumefor the sake ofdlscusslonthatthe successlve va|ues i
-
i,
-
;ofthepopu|atlonareglvenbytheequatlon
(4)
Thuswerep|acetheorlglna|dlerentla|equatlonln, i ; wlthadlscretea cc.c
c,./o
(5)
thatglvesthepopu|atlondlfferencei
-
=i
-
,- i
-
lntermsofthetlmedlerence
/=andtheprecedlngpopu|atloni
-
Equatlon(4) canberewrltten asthe/o,/s/.a_ cc.cc,./o

where
Thesubstltutlon
= i+./ and s=//
i
-
= x
-
S
lnEq. ,:;slmp|lnesltstl||furtherto
,:
,)
(S)
(9)
Atthls polntwefocusourattentlononthenna| lteratlveformu|alnEq. (9).
Beglnnlngwlthglvenva|uesofx,and.thlsformu|ageneratesasequencexx
:
.
x
. . . . ofva|ues correspondlng to the successlve tlmes , .

:
.
. . . . . We may
r : = 1 . 5 :
thlnkofx
, theva|ueattlmet, ,asthe)m./oofthemaxlmumpopu|atlonthatthe
envlronmentcansupport. Assumlngthatthe|lmltlngfractlona|popu|atlon
x_ = |lm x
-
_
( I 0)
exlsts,wewanttolnvestlgatethewaylnwhlchx_dependsonthe,/p.m-cc
r lnEq.(9). Thatls, lfweregardr asthe/ptotheprocessandx_ astheop,
weaskhowtheoutputdependsonthelnput.
The lteratlon ln Eq. (9) ls readl|y lmp|emented ln any aval|ab|e ca|cu|ator
or computer |anguage. Flgure 7. 6. I shows l||ustratlve M.p/c, M./e-./.., and
Mtttcode foraslmp|eprogram thatbeglns wlth xj = 0. 5andca|cu|atesand
assemb|esa|lstofthenrstcoup|eofhundred,/=200) lterateswlthr = I . 5.
r = 1 . 5 ; r = 1 . 5 ;
x = array ( 1 . . 200 ) :
x [ l ] : = 0 . 5 :
x = Table [ n , { n , 1 , 200} ] ;
x [ [ 1 ] ] = 0 . 5 ;
x = 1 : 200 ;
x ( l ) = 0 . 5 ;
for n = 2 : 200 for n from 2 to 200 do
z : = x [ n- 1 ] :
FOr [ n=2 , n<=200 ,
n=n+1 , z = x ( n- 1 ) ;
x [ n ] : = r
*
z
*
( l-z ) : z = x [ [ n- 1 ) ) ; x ( n) = r
*
z
*
( l-z ) ;
end od : x [ [ n ] ] = r
*
z
*
( l-z ) ] ;
FIGURE 7.6. 1. .,....and MATLAB versions of a simple iteration program.
Becauser = I + ./ ln (7), on|y va|ues ofr greaterthan I arepertlnentto
our ldea|lzed mode| ofdlscrete popu|atlon growth. It tums out that, for a typlca|
such va|ue of the growth parameter r entered at the nrst |lne, the resu|ts do not
dependmaterla||yonthelnltla|va|uexj . Afterareasonab|enumberoflteratlons~
the numberrequlred depends ontheva|ueofrtheva|ueofx
genera||yappears
to'stabl|lzeona|lmltlng va|uex_ aslnEq. ( I 0) . Forexamp|e,Flg. 7. 6. 2shows
resu|tsofrunsofourslmp|elteratlonprogramwlththeva|uesr = I . 5, 2. 0, and2. 5
ofthegrowthrateparameter,yle|dlng|lmltlng(fractlona|)popu|atlons
x_ =0. 333333, 0 500000, and 0. 6000000,
respectlve|y. Thusltappears (sof)thatx_ exlstsandthatltsva|uegrows moder-
ate|y asr lncreases.
X
l
0 . 5 0 . 5 0 . 5
x
2
0 . 3 7 50 0 . 5000 0 . 6250
x
3
0 . 351 6 0 . 5000 0 . 5859
x
l97
0 . 3333 0 . 5000 0 . 6000
x
l98
0 . 3333 0 . 5000 0 . 6000
x
l99
0 . 3333 0 . 5000 0 . 6000
x
200
0 . 3333 0 . 5000 0 . 6000
FIGURE 7.6.2. Iterates with growth parameters r = and
5
I . O
O. &
O. 6
O. 4
O. 2
7. 6 Chaos i n Dynami cal Systems 545
EXERCISE 1 : Trysevera|otherva|uesofthegrowthrateparameterlntherange
I < < 3. Do yourresu|ts support the conecture that the |lmltlng popu|atlon
a|waysexlstsandlsanlncreaslngfunctlonof :
Theresu|tsl nFlg. 7. 6. 3showthattheconecturestatedl nExerclse I lsta|se '
Wlthgrowthrateparameters=3. I and=3. 25, the(fractlona|)popu|atlonfal|s
tostabl|lzeonaslng|e |lmltlngpopu|atlon. (Weca|cu|atedoverathousandlterates
to make sure. ) Instead, ltoscl||atesbetweentwo dlerentpopu|atlonslna|temate
months(thlnklngofamonthas ourunltoftlme). Forlnstance, wlth = J. 25 we
seethat
, , =
, , =,
=
. . .
0. 4953,
whereas
, ;=
,
.
=, s
=
. . .
0. S I 24.
Thuswehavenotaslng|e|lmltlngpopu|atlon,butrathera'|lmltlngcyc|e"conslst
lngoftwodlstlnctpopu|atlons(asl||ustratedgraphlca||ylnFlg.7. 6. 4). Furthermore,
when thegrowth rate ls lncreasedto = 3. 5, thepc/oaofthecyc|edoub|es,and
now wehavea|lmltlngcyc|ewlth aperlod of4thepopu|atloncyc|esrepeated|y
throughthefourdlstlnctva|ues0. 5009,0. S750, 0. 3S2S, and0. S269(Flg. 7. 6. 5).
x - O. & I 24
X =O.4953
r = 3. S
x
l
0 . 5000 0 . 5000 0 . 5000
x
2
0 . 7 7 50 0 . 8125 0 . 8750
x
3
0 . 5406 0 . 4951 0 . 3828
x
4
0 . 7 699 0 . 8124 0 . 8269
x
1001
0 . 5580 0 . 4953 0 . 5009
x
1002
0 . 7 646 0 . 8124 0 . 87 50
x
1003
0 . 5580 0 . 4953 0 . 3828
x
1004
0 . 7 646 0 . 8124 0 . 8269
x
1005
0 . 5580 0 . 4953 0 . 5009
x
1006
0 . 7 646 0 . 8124 0 . 8750
x
1007
0 . 5580 0 . 4953 0 . 3828
x
1008
0 . 7 646 0 . 8124 0 . 8269
FIGUR 7.6.3. Cycles with period with r = and r = a
cycle with period .with r =
| . O
O. 6
O.4
X O. 3&2&
O. 2
O.O
9&& 99O 992 994 996 99& I OOO
O
&& 99O 992 994 996 99& IOOO

H H
FIGUR 7.6.4. The graph of . = X , showing
the period cycle of iterates obtained with r =
FIGUR 7.6.5. The graph of .= X , showing
the period .cycle of iterates obtained with r =
^4
1001 0 . 5060
1002 0 . 8874
1003 0 . 3548
1004 0 . 8127
1005 0 . 5405
1006 0 . 8817
1007 0 . 3703
1008 0 . 827 8
1009 0 . 5060
1010 0 . 887 4
1011 0 . 3548
1012 0 . 8127
1013 0 . 5405
1014 0 . 8817
1015 0 . 3703
1016 0 . 827 8
FIGUR 7.6.6. The period 8
cycle obtained with r =
EXERCISE 2: Tryva|uesofthegrowthrateparameterlntherange2. 9< r < 3 . I
todetermlneasc|ose|y asposslb|e ustwheretheslng|e|lmltlngpopu|atlonsp|lts
(as r lncreases) lnto a cyc|e ofperlod 2. Does thls appear to happenust as r
exceeds3 !
Theresu|tsshownl nFlg. 7. 6. 6lndlcatethatacyc|ewlthperlodSl s obtalned
wlth the growth rate parameter va|ue r = 3 . 55. Events are now changlng qulte
rapld|y.
EXERCISE 3 : Verlfythatacyc|ewlthperlod I 6lsobtalnedwlththegrowthrate
parameterva|uer =3 . 565.
EXERCISE 4. Seelfyoucannndacyc|eofperlod32somewherebetweenr =
3 . 565andr =3. 570.
Thlslsthephenomenonofperiod doubling forwhlchthelnnocuous-|ookng
lteratlonx
|j = rx
( I - x
) hasbecomefamouslnrecentyears. Asthegrowth
rate parameter ls lncreased beyond r = 3 . 56, perlod doub|lng occurs so rapld|y
that utter chaos appears to break out somewhere nearr = 3. 57. Thus thegraph
shown lnFlg. 7. 6. 7lndlcatesthat, wlthr = 3. 57, theear|lerperlodlclty seems to
have dlsappeared. Noperlodlc cyc|e ls evldent, and the popu|atlon appears to be
changlng(fromonemonthtothenext)ln someessentla||yrandomfashlon. lndeed,
thedetermlnl stlcpopu|atlongrowththatlsobservedwlthsma||erparameterva|ues
seems nowtohavedegeneratedlntoanondetermlnlstlcprocessofapparent|yran-
domchange. Thatls, a|thoughtheentlresequenceofpopu|atlonva|ues lscertaln|y
determlnedbytheva|uesxj =0. 5andr =3 . 57,successlvepopu|atlonva|uesfor
|argedonotnow appeartobe'predlctedordetermlnedlnanysystematlcfashlon
bythelmmedlate|yprecedlngva|ues.
I .O
O. &
O. 6
O. 4
O. 2
O. O
I IO5 IOIO IOI5 IO2O IO25 IO3O IO35 IO
H
FIGUR 7.6.7. With r = Chaos !
Theso|utlonsandapp|lcatlonsmanua|saccompanylngthlstextlnc|udeMt
tt, M./c-./...andotherverslonsofaprogramca||edPICHFORK.Thlspro-
gramproducesavlsua|presentatlonofthewaylnwhlchthebehavlorofourlteratlon
depends on the va|ue ofthegrowthparameter r. Foreach va|ue ofr lnthelnput
lnterva|. r /(thehorlzonta| axls lntheresu|tlngdlagram), I 000 lteratlons
are nrstcarrledoutto achleve 'stabl|lty. Thenthenext250 va|ues ofx generated
by the lteratlonarep|ottedonthe vertlca|axlsthatls, the screenplxe|at (r,x) ls
'turnedon. The descrlptlve|ynamed'pltchforkdlagram that resu|ts then shows
atag|ance whetheraglvenva|ueofr correspondstoacyc|e (wlthnnlteperlod)or
tochaos. lfthereso|utlonlntheplcture sumcestomakeltc|earthat on|y nnlte|y
manyva|uesofx arep|acedaboveaglvenva|ueofr, thenweseethatthelteratlon
ls'eventua||yperlodlcforthatspeclncva|ueofthegrowthrateparameter.
~
| .0
0. e
0. 6
0. 4
0. 2
0. 0
2. e 3.O 3. 2 .4 3. 6 3. e 4.O
FIGURE 7.6.8. The pitchfork

diagram with ,r ,.
, . ,
FIGURE 7.6.9. The pitchfork

diagram with ,r _
, . ,
7. 6 Chaos i n Dynami cal Systems 547
Flgure7. 6. Sshowsthepltchforkdlagramfortherange 2. S 4. 0. Scan-
nlngfrom|efttoright,weseeaslng|e|lmltlngpopu|atlonuntl| 3,thenacyc|e
wlth perlod 2 untl| 3. 45, then a cyc|eofperlod4, then oneofperlodS, and
so forth, rapld|yapproachlngthe darknessofchaos. Butnote thevertlca| bands ot
'whltespacethatappearlnthe dlagram between = 3. 6and = 3. 7, between
= 3. 7and = 3. S, and agaln between = 3. Sand = 3. 9. These represent
reglonswhere(perlodlc)orderretumsfromtheprecedlngchaos.
Forlnstance, Flg. 7. 6. 9showsthelnterva|3. S 3. 9, whereweobserve
acyc|eofperlod 3 that emerges sudden|yfromthechaosnear = 3. S3, andthen
sp|lts successlve|y lnto cyc|es ofperlods 6, I 2, 24, . . . (Flgs. 7. 6. I 0and 7. 6. I I )
Thlsperloddoub|lngbeglnnlngwlthacyc|eofperlod3 lsespecla||yslgnlncanta
fundamenta|artlc|eby JamesYorkeand T. -YLl ln the I 975~-c/..M./c.
/../Mo//,was entlt|ed'PerlodThreeImp|lesChaos. Accordlngto thls artlc|e,
the exlstenceofacyc|eofperlod 3 (foran appropriatelteratlon)lmp|lestheexls-
tence ofcyc|es ofevery other(nnlte)perlod, as we|| aschaotlc'cyc|eswlthno
perlodata||.
5
I .O
x = O.9594
O. &
x=O. 4&&O
- x = O. I 494
O. O
I OO2 I OO4 I OO6I OO& I OI OI OI 2
H
FIGURE 7.6. 10. The graph of . = .
showing the period cycle of iterates

obtained with r = .
^
I . O
x* O.96I 2
O. &
O. 6
O. 4
O. 2
O.O
I OO2 I OO4 I OO6 I OO& I OI OI OI 2
H
x = O. 95&2
x = _.5OO9
x= .47 I &
x=O. I 54O
x = O. I432
FIGURE 7.6. 11. The graph of .= .
showing the period cycle of iterates

obtained with r = .
PROJECT 1 : UseProgramPICHFORKtosearchforotherlnterestlngcyc|es,and
verlfy thelrapparent perlods by approprlate lteratlve computatlons. For lnstance,
you shou|dnnd a cyc|e wlthperlod I 0between = 3. 60 and = 3. 6I , andone
wlth perlod I 4between=3 . 59and=3. 60. Canyounndcyc|eswlthperlod5
and 7! Ifso,|ookfor subsequentperloddoub|lng. ArunofPICHFORKrequlres
severa|hundredthousand lteratlons, so ltwl|| he|p lfyouhaveafastcomputer(or
oneyoucan|eaverunnlngovemlght).
Aswescan thepltchforkdlagram(Flg. 7. 6. S)from |eto rlght, wespotthe
successlveva|ues, . r
:
, r
, . . . ofthegrowthrateparameteratwhlcha/,../o
orqua|ltatlvechangelnthelteratlonx
-
, =x
-
, i - x
-
;occursastheva|ueofls
lncreasedfurther. Thesearethedlscreteva|uesofatwhlchanysumclent|ysma||
lncreaselnthegrowthparameterdoub|estheperlodofthelteratlon. lntheI 970sthe
LosA|amosphyslclstMltche||Felgenbaumdlscoveredthatacertalnorderunder|les
thlsperloddoub|lngtowardchaos.
_
-
,
rm =4. 66920I 609S I .. . .
~-
, -
( I I )
Thefractlononthe|eftl nEq.( I I ) l s theratloofthe|engthsofsuccessiveconstant-
perlod'wlndowslnthepltchforkdlagram. ltls thefactthatthlsratloapproaches
,/(/)
(a
) ,|) (e
)
FIGUR 7.6. 12. Equilibrium
positions of a mass on a flament:
(a) stable equilibrium with x <
(b) unstable equilibrium at x =
(c) stable equilibrium with x > 0.
a |lmltask - +c, ratherthanthespeclncva|ueofthls|lmlt, thatdemonstrates
asortoforderunderlylngtheperloddoub|lngobservedwlththepartlcu|arlteratlon
x, = x, , I - x, ) . Onthe otherhand, lt ls now known thatpreclse|ythe same
ie/,c/.-.os.4. 66920I 609S I . . . p|ays exact|y the same ro|e for a wlde
varletyofperlod-doub|lngphenomenaarlslnglnmanydlerentareasofsclence.
PROJECT 2: Felgenbaumused a (now |ong obso|ete) HP-65 pocketca|cu|ator
(ratherthanapowerfu|computer)tocarryoutthecomputatlons|eadlngtothedls-
coveryofhlsfamousconstant. Perhapsyouwou|d|lketouselteratlvecomputatlons
andJorPICHFORKtolso|atethenrstfewblfurcatlonva|ues, .
:
.
.. . . wlthsufn-
clentaccuracytoverlfythatthe|lmltln( I I ) lsapproxlmate|y4. 67. Youcanconsu|t
pages I 24I 26ofT. GrayandJ. G|ynn,ixp/o/,M./c-./.s//M./c./..
(NewYork. Addlson-Wes|ey, I 99 I ) forafanclerapproach.
Period Doubling in Mechanical Systems
InSectlon7.5welntroducedthesecond-orderdlerentla|equatlon
-x
+cx+/x+;x
=0 ( I 2)
tomode|thefreeve|oclty-dampedvlbratlonsofamassonanon|lnearsprlng.Reca||
that the term /x ln Eq. ( I 2) represents theforceexerted onthe mass by a //c.
sprlng,whereastheterm;x
representsthenon|lnearltyofanactua|sprlng.
We wantnow to dlscuss the)o.ca.//m/osthat resu|twhen an extema|
forcei,;= i,cos.actsonthemass. Wlth suchaforceadolnedtothesystem
lnEq.( I 2), weobtalntheforced Dufng equation
-x
+cx+/x+;x
= i,cos. ( I 3)
forthedlsp|acementx,;ofthemassfromltsequl|lbrlumposltlon. Formostva|ues
oftheparametersltlslmposslb|etoso|veEq. ( I 3)exp|lclt|yforx , ; Neverthe|ess,
ltsso|utlonscanbeportrayedqua|ltatlve|ybymeansofnumerlca||yapproxlmated]
phasep|anetraectorles|lkethoseweusedlnSectlon7. 5todescrlbefreevlbratlons
ofnon|lnearmechanlca|systems.
TheHooke` sconstantkl sposltlveforatyplca|sprlngthatreslstsdlsp|acement
from equl|lbrlum. But there do exlst slmp|e mechanlca| systems that emu|ate a
sprlnghavlnganegatlveHooke` sconstant. Forexamp|e,Flg.7. 6. I 2showsamass
-atopavertlca|meta|n|ament.Weassumethatthethlnmeta|n|amentcanoscl||ate
on|yln avertlca|p|ane,and behaves|lkeaexlb|eco|umnthat buck|esorbends
whenthemasslsdlsp|acedtoelther sldeofthevertlca|posltlon. Thentherelsone
stab|e equl|lbrlumpolntto the |eft ,x < 0) and another to the rlght ,x > 0) , but
the vertlca| equl|lbrlumposltlon ,x = 0) ls unstab|e. Whenthemasslsdlsp|aced
s|lght|y from thl sunstab|e equl|lbrlumposltlon, the lntema| force exerted on ltls
ep/s/.eratherthanattractlve,thlscorrespondstoanegatlveva|ueofk lnEq.( I 3)
lfa perlodlc force ls exerted on the massby (say) an oscl||atlng e|ectromagnetlc
ne|d, and alrreslstancedamps lts oscl||atlons, then Eq. ( I 3) wlthk < 0 butwlth
.>0and; >0lsareasonab|emathematlca|mode|forltshorlzonta|dlsp|acement
functlonx ,;
lntheabsenceofbothdamplngandtheextema|force,thephasep|anetraec
torlesofthefreeoscl||atlonsofthemasswou|dresemb|ethoseshownlnFlg. 7. 5 I 2
(wlthProb|em I 4lnSectlon7. 5) . Themassbehavesasthoughl t lsrepe||edbythe
unstab|e crltlca| polnt at x = 0 but ls attracted by each ofthe two stab|e crltlca|
polntssymmetrlca||y|ocatedonelthersldeoftheorlgln.
We sawlnSectlon2.6thatlnthe//e.caseaperlodlcextema|force F(t)=
F,cosot causes a steady perlodlcresponsex(t ) = ccos(ot :;wlththes.-e
frequency o. The amp|ltude cofthe steady perlodlc response ls proportlona| to
the amp|ltudeF,oftheextema|force. Forlnstance,lftheperlodlcextema|forcels
doub|edlnamp|ltude,thentheon|ychangelntheresponselsthatltsamp|ltudels
doub|edaswe||.
Tol||ustratethequltedlerentbehavlorofanon|lnearsystem,wetake/= I
and-=.=;=o= ilnEq. , i ;. sothedlerentla|equatlonls
x
+x' - x+x
=F,cost . , i:;
As an exerclse you may verlfy that the two stab|e crltlca| polnts are ,-i . ; and
, i . c; We want to examlne the dependence of the (presumab|y steady perl-
odlc) response x(t ) on the amp|ltude F, ofthe perlodlc extema| force ofperlod
2nJo =2n.
Flgures: : i through: : i : showtheso|utlonsof Eq., i :;obtalnedwlththe
successlveva|ues F, =c :c. c :.c :. andc scoftheamp|ltudeoftheextema|
force. Ineachcasethesystemwasso|vednumerlca||ywlthlnltla|condltlonsx(0) =
I , x',c; =candtheresu|tlngso|utlonp|ottedfortherange icct z(toshow
the steadyperlodlcresponseremalnlngafterthelnltla|translentresponsehas dled
-...-+o.m-,-,.....-( I4)
..-Fo O.O
I .5
-...-+o....-,-,.....-( I4)
..-Fo O. O
I . 5
I . O
O. 5
~ O. OP
-O. 5
- I . O
- I . 5 *
- I . 5 - I . O-O. 5 O.O O. 5 I . O I . 5
x
FIGURE 7.6. 13(a). Period response
with Fo = phase plane trajectory.
-...-+o.a.-,-,.....-( I4)
..-Fo O. 7O
I . 5 r
I .O
O. 5
~ O.OP
-O. 5
- I . O
- I . 5 *
- I . 5 - I . O -O. 5 O.O O. 5 I .O I . 5
x
FIGURE 7.6. 14(a). Period .response
with Fo = phase plane trajectory.
I . O
O. 5
O. OM
-O. 5
- I . O
- I . 5
I OO I 2O I4O I O I &O 2OO

FIGURE 7.6.13(b). Period response
with Fo = solution x(t ) .
-...-+o.a.-,-,.....-( I 4)
..-Fo O. 7O
I . 5
I .O
O. 5
- O. 5
- I . O
- I . 5
I OO I 2O I 4O I O I &O 2OO
FIGURE 7.6.14(b). Period .response
with Fo = solution x(t ) .
-...-+o....-,-,.....-( I4)
..-r
O. 75
I. 5
-...-+o.m-,-,.....-( I4)
..-r
O. 75
I . 5
I . O I .O
O. 5 O. 5
~ O. OP
-O. 5 -O. 5
- I .O - I .O
- I . 5 - I . 5
- I . 5 - I .O -O. 5 O.O O.5 I .O I . 5 I OO I 2O I4O I O I &O 2OO
x
FIGUR 7.6. 15(a). Period .response
with I
= phase plane trajectory.

FIGURE 7.6. 15(b). Period .response
with I
= solution .
-...-+o..a-,-,.....-( I4)
..-r
O. &O
I . 5
-...-+o.m-,-,.....-( I4)
..-r
O. &O
I . 5
I . O I .O
O. 5 O. 5
~ O. O+ O.O @
-O. 5 -O. 5
- I .O - I . O
- I . 5 - I . 5%
- I . 5 - I . O -O. 5 O.O O.5 I . O I . 5

x
FIGUR 7.6. 16(a). Chaotic response with
I
= phase plane trajectory.

I OO I 5O 2OO 25O 3OO
FIGURE 7.6.16(b). Chaotic response with

I
= solution .
out) . Part(a)ofeachngureshowsthephasep|anetraectoryx =x() ,y =x () ,
and part (b) shows the actua| so|utlon curve x = x( ) ln the x-p|ane. Part (a)
exhlbltsthequa|ltatlvecharacteroftheso|utlonmorevlvld|y,butpart(b) lsrequlred
todetermlnetheperlodandfrequencyoftheso|utlon.
Flgure : : i shows a slmp|e oscl||atlon of perlod z- of the mass around
therlght-handcrltlca|polnt. Intheensulngsequenceofngures we see successlve
pe/oaao///,andnna||y./.osastheamp|ltudeoftheextema|forcelslncreased
lnthe rangefrom i, = c :to i, = c s Thlspe/oaao///,o.a./.osls
a common characterlstlc ofthebehavlorofa o//e.mechanlca| system as an
approprlatephyslca|parameter(suchas-. ../, ;, i,,oro lnEq., i ; ls lncreased
ordecreased. Nosuchphenomenonoccursln|lnearsystems.
PROJECT 3: Use an ODE p|ottlng utl|lty to see whether you can reproduce
Flgs. : : i -: : i : Then lnvestlgate theparameterrange i cc i, i i cfor
the force constant ln Eq. , i :; Wlth i, = i ccyou shou|dseeaperlod:-phase
p|ane traectory that enclrc|es /o/stab|e crltlca| polnts (as we|| as the unstab|e
one) . Theperloddoub|esaround i, = i c:andchaos sets lnaround i, = i i
See whetheryou can spotasecondperloddoub|lngsomewherebetweeni,= i :
and i, = i i c Produce both phasep|ane traectorles and tx-so|utlon curves on
whlchyoucanmeasuretheperlods.
Waring: You shou|dnotexpectyourownhardwareand ODEsofwareto
rep|lcate the exactdetal| ofthe chaotlc tang|e shown ln Flg. : : i: Toexp|aln
why,|et' sregardtheforcedDufnngequatlon (ln , i :; wlth i, sasan/p-
opsyse-havlngthe lnltla|polnt ,x,c; ,x,c, as lnputand the correspondlng
so|utlonx,; as output. Thls lnputoutput systemls./.o/.lnthe sense thatvery
sma|| changes ln the lnput may cause very |arge changes ln the output For ln-
stance,thedata shown lnthetab|elnFlg. : : i :weregenerateduslngMt.s
sophlstlcatednumerlca| so|ver ode45 wlth two nearby lnltla|polnts and two dlf-
ferent error to|erance settlngs. So|vlng the same numerlca| lnltla| va|ue prob|em
repeated|ywlth dlerenterrorto|erancescanprovldesomelndlcatlonofthere|la-
bl|ltyoftheresu|ts,slgnlncantdlscrepanclescertaln|ysuggest|ltt|ere|labl|lty.Wlth
lnltla|condltlonsx(c;= i , x ,c;=clt|ooksp|auslb|e(thoughhard|ycertaln)that
x, i cc; -i i and x,zcc; -c :, but the va|ueofx,c;remalnsqulteuncer-
taln. Bycontrast,wlthlnltla|condltlonsx(c;= i cccc i , x ,o; ltappearsthat
perhapsx,zcc; -c lnstead. Ifso,thenavlsua||yslgnlncantchangelntheso|u-
tlonresu|tsfromachangeoflnltla|condltlonsno|argerthanmlghtbeexpectedfrom
accumu|atedroundoerrorln thecourseofanumerlca|approxlmatlonprocessthat
re|les onmachlne arlthmetlc. Inthls event, any numerlca||y computedso|utlon ls
|lke|ytodlvergeappreclab|yfromthetrueso|utlonovera|ongtlmelnterva|. Hence
we cannotbeconndentofthe nne structure lna numerlca||y generated traectory
such as that shown ln Flg. : : i : Investlgatlons |lke thls suggest on|y that the
actua||ong-lnterva|so|utlonwlthlnltla|condltlonsx,c; i , x,; ls notperl-
odlc, butlnsteadwandersbackandforth ln aseemlng|yunpredlctab|eorchaotlc
fashlon. Thus thequa|ltatlvecharacteroftheso|utlonlndlcatedlnFlg. : : i :may
approxlmaterea|ltywlthoutnecessarl|ypresentlnganaccurateplctureofthepreclse
detal| ofthetraectory. Thlsbehavlorofso|utlonsoftheforcedDumngequatlonls
not yet fu||yunderstood andremalns a subectofcurrent research. Anlnterestlng
exposltlonwlthfurtherreferencescanbefoundlnChapteri ofDanSchwa|beand
StanWagon, us./o/.e(NewYork. Sprlnger-Ver|ag, i :;
wth x(l)wit
= 10 ErrTol 4 0''
0 1 1 1 . 000001 1 . 000001
100 - 1 . 1125 -1 . 1 125 -1 . 1 125 -1 . 1125
200 -0 . 5823 -0 . 5828 -0 . 2925 -0 . 2816
300 -1 . 2850 -0 . 1357 -0 . 0723 -0 . 1633
FIGUR 7.6. 17. MATLAB attempts t o approximate the solution of the forced Duffng
equation .+ . .+ .
= cos t on _ t _ with .= and two diferent

values of .and two diferent error tolerances (ErrTol denoting the value used for both the
absolute and the relative error tolerance in ode45) .
The Lorenz Strange Attractor
Thesubstltutlonofx, =x,x
:
=xlntheforcedDufnngequatlonln, i ;yle|dsa
two-dlmenslona|non|lnearsystemofnrst-orderdlerentla|equatlons, andperlod-
doub|lngphenomenaarecharacterlstlcofsuch systems. But lnhlgherdlmenslons
even more exotlc phenomena occur and arecurrent|y the subect ofmuch actlve
lnvestlgatlon. A|| thls work stemsu|tlmate|yfrom theorlglna| lnvestlgatlonofan
extraordlnarythree-dlmenslona|non|lnearsystemby the mathematlca| meteoro|o-
glstE. N. Lorenz, who|aterdescrlbedltsdlscoveryasfo||ows.
.
:
FIGUR 7.6. 18. The Lorenz
trajectory in space with initial
values .= .=
= and _ _ .
Bythemldd|eI 950snumerlca|weatherpredlctlon,l . e. , forecastlngby
numerlca||y lntegratlng such approxlmatlons totheatmospherlc equa-
tlonsascou|dfeaslb|ybehand|ed,wasverymuchlnvogue,despltethe
rather medlocre resu|ts whlch ltwas then yle|dlng. A sma||erbutde-
termlned group favored statlstlca| predlctlon. . . . I was skeptlca|, and
declded to test the ldea by app|ylng the statlstlca| method to a set of
artlncla| data, generatedbyso|vlnga systemofequatlons numerlca||y.
.. . Thenrsttaskwastonndasultab|esystemofequatlonstoso|ve. . . .
Thesystemwou|dhavetobeslmp|eenough .. . andthegenera|so|utlon
wou|dhavetobeaperlodlc, slncethestatlstlca|predlctlonofaperlodlc
serles wou|dbeatrlvla|matter, oncetheperlodlclty hadbeendetected
. . . Inthecourseofta|kswlthDr.BarrySa|tzman]heshowedmesome
workontherma| convectlons,ln whlchheusedasystemofseven ordl-
narydlfferentla|equatlons. Mostofhlsso|utlons soonacqulredperlodlc
behavlor,butone so|utlonrefusedtosett|edown. Moreover, lnthls so-
|utlonfourofthevarlab|esappearedtoapproachzero. Presumab|ythe
equatlonsgovemlngtheremalnlngthreevarlab|es, wlth thetermscon-
talnlngthefourvarlab|es e|lmlnated, wou|da|sopossessaperlodlc so-
|utlons. UponmyretumIputthethreeequatlonsonourcomputer,and
connrmedtheaperlodlclty whlch Sa|tzmanhadnoted. Wewerenna||y
lnbuslness. QuotedlnE.Halrer, S.P.Norsett,andG. Wanner,o/./,
oa/.n_ ee/./i,./osi(NewYork. Sprlnger-Ver|ag, I 9S7). ]
Thefamousioe,syse-ofdlfferentla|equatlonslsglvenby
ax
= -x + -y,
a
ay
=jx - y- xz,
a
a,
a
= -fz+xy
( I 5)
Flgure7. 6. I S showsap|otlnspaceofatraectoryobtalnedbynumerlca|lnte-
gratlonoftheLorenzsystemwlthparameterva|uesf = , - = I 0,andj =2S. As
thlstraectorylstracedlnrea|tlme,themovlngso|utlonpolnti,x,; ,y, ; , ,,
appearstoundergoarandomnumberofoscl||atlonsontherlghtfo||owedbyaran-
domnumberofoscl||atlonsonthe|eft, thenarandomnumberontherlghtfo||owed
by arandomnumberonthe|eft, andso on. Glven themeteoro|oglca|orlglnofthe
Lorenzsystem, one natura||ythlnksofarandomnumberofc|ear days fo||owedby
arandomnumberofralnydays, thenarandom numberofc|eardaysfo||owedbya
randomnumberofralnydays, andsoon.
FurtherlnvestlgatlonofthlsLorenztraectoryshowsthatltlsoslmp|yos-
cl||atlngbackandfortharoundapalrofcrltlca|polnts(asFlg. 7. 6. I S maylnltla||y
suggest) . Instead, as - +O, the so|utlon polnt i,; onthetraectory wanders
back andforthln spaceapproachlngc|oserandc|osertoa certaln comp|lcatedset
ofpolntswhosedetal|edstructure ls notyetfu||y understood. Thls e|uslvesetthat
appears somehow to attract the so|utlon polnt ls the famous ioe,sm,e.
m.o
PROJECT 4. Sometlmesthebehavlorofatraectorylsc|arlnedbyexamlnlnglts
proectlonslntooneormorecoordlnatep|anes. FlrstuseanODEp|ottlngutl|ltyto
produce the xz-proectlonofthe Lorenztraectory shown ln Flg. 7. 6. I 9, uslngthe
.
.
;.
. +
. +
FIGUR 7.6. 19. The
xz-projection of the Lorenz
trajectory with initial point
( and t
FIGUR 7.6.20. The Rossler
band illustrated with a trajectory
plotted with x = y(O) =
z(O) = and t .
sameparameterva|uesas|lstedfo||owlng, i ; P|ota|sothex,- and,z-proectlons
ofthl ssame so|utlon. Next, experlmentwlthdlerentparameterva|uesandlnltla|
condltlons. Forlnstance, seelfyoucan nndaperlodlcso|utlonwlthj = :(and
f = , L = i cas before) and lnltla| va|ues Xg = -:and g = :: To get a
traectorythata|mostrepeats ltse|f,youwl||needtotrydlerentva|uesof)g lnthe
rangec)g i cand|ookatxz-proectlonsaslnFlg.: : i
PROJECT 5 : Another much-studled non|lnear three-dlmenslona| system ls the
ross/esyse-
ax
= = -, - z,
a
ay
a
= X + o,,
a,
a
= f - z+xz.
, i :;
Flgure: : zcshowsa p|ot ln space ofatraectorybynumerlca| lntegratlon ofthe
Rss|ersystemwlthparameterva|ueso = c s, f = z,and = :Thlstraectory
splra|s around and around as lt approaches some sortof'chaotlc attractorthe
so-ca||edross/e/.athat |ookstwlsted, somewhat|lke aMblus strlp lnspace
Investlgatetheperloddoub|lngtowardchaosthatoccurswlththeRss|ersystemas
the parametero ls lncreased, beglnnlngwltho = , o = , and o = :
(takef = zand = :lna||cases).
Inthls sectlon we have glvenusta taste ofthe ldeas that are the focus of
contemporaryapp|lcatlonsofnon|lnearsystems. To seehowtheseldeascomefu||
clrc|e, consu|tthedlscusslonoftheLorenzsystemonpages i i :-i zofthebookby
Halrereta| .referencedprevlous|y. Thereyouwl||seeacertalnaspectoftheLorenz
traectory descrlbed vlsua||y by means ofa plcture that |ooks very much |lke the
pltchfork dlagram shown ln Flg. : : s, together wlth the very same Felgenbaum
constant: ::z. .
Foranengaglngaccountofthehlstorlca|backgroundto thls nna| sectlon of
Chapter :, see James G|elck, c/.os M.//,.xe./e.e(New York. Vlklng
Press, i s:; For more detal|ed dlscusslons ofthe forced Dufnng, Lorenz, and
Ross|erequatlons, see J. M. T. Thompsonand H. B. Stewart,xo//e.uy.-/.s
.ac/.os(New York. JohnWl|ey, i s:;
x c ~ c ? E N C E S ?
u ? I c ? S I J D Y
bbb
The|lterature ofthe theoryandapp|lcatlons ofdlerentla| equatlons lsvast. The
fo||owlng|lstlnc|udesase|ectlonofbooksthatmlghtbeusefu|toreaderswhowlsh
topursuefurtherthetoplcslntroducedlnthlsbook.
1 . ~ssvow|tz, M. and I. A. strcu, u.a/oo/o)M./e-./../i.
/osNewYork. Dover, i :Acomprehenslveco||ectlonoftab|estowhlch
frequentreferencels madelnthetext.
2. s| sxaorr, G. andG. - C. not, oa/.n_ ee/./i,./os(2nded. ).
New York. JohnWl|ey, i : Anlntermedlate-|eve| textthatlnc|udes more
comp|ete treatment of exlstence and unlqueness theorems, SturmLlouvl||e
prob|ems,andelgenfunctlonexpanslons.
3. ssu, M. , n_ ee/./i,./os.a/e/~pp//../os(3rd ed. ). New
York. Sprlnger-Ver|ag, i s An lntroductory text at a s|lght|y hlgher|eve|
thanthlsbook,ltlnc|udessevera|lnterestlngcasestudy"app|lcatlons.
4. causca|tt, R. V. , opem/o./ M./e-./.s, 3rd edltlon. New York.
McGraw-Hl||, i :z The standard reference for theory and app|lcatlons of
Lap|acetransforms, startlngataboutthesame|eve|asChapterofthlsbook.
5. causca|tt, R. V. and J . W. ssow, io/ee/es.asoa.r./e
i//e-s, 3rd edltlon. New York. McGraw-Hl||, i :s A text at aboutthe
same|eve| asChaptersand i cof thlsbook.
6. cooo|cto, E. A. , ~ioa./oooa/.n_ ee/./i,./os
Eng|ewoodC|ls, N. J. . PrentlceHa||, i : i Anlntermedlate-|eve|lntroduc-
tlon, Chapters 3 and :lnc|ude proofs of the theorems on power serles and
Frobenlusserlesso|utlonsstatedlnChaptersofthlsbook.
7. cooo|cto, E. A. and N. irv|so, /eoo) oa/.n ee/./
i,./os New York. McGraw-Hl||, i An advanced theoretlca| text,
Chapterdlscussesso|utlonsnearanlrregu|arslngu|arpolnt.
8. oosvo, J. R. , x-e/../Me/oas)on_ ee/./i,./os BocaRa-
ton. CRC Press, i : More comp|ete coverage ofmodem computatlona|
methodsforapproxlmateso|utlonofdlerentla|equatlons.
9. usrsv, R. , i/e-e.~pp//eai././n_ ee/./i,./os,3rdedl-
tlon. UpperSadd|eRlver,N. J. . PrentlceHa||, i s AnextstepbeyondChap-
tersand i cofthlsbook,butstl||qulteaccesslb|e.
556 References for Further Study
1 0. uussso, J. H. andB. H. wrst, n_ ee/./i,./os~ny.-/../ys
e-s~ppo../ NewYork. Sprlnger-Ver|ag, I 992(partI)and I 995 (Hlgher-
Dlmenslona| Systems). Detal|edtreatmentofqua|ltatlve phenomena, wlth a
ba|ancedcomblnatlonofcomputatlona|andtheoretlca|vlewpolnts.
1 1 . icr, E. L. , oa/.n_ ee/./i,./osNewYork. Dover, I 956. Flrst
pub|lshedlnI 926,thls lsthec|asslco|derreferenceworkonthesubect.
1 2. irsrorv,N.N. , pe././i./os.a/e/~pp//../osNewYork. Dover,
I 972. AcomprehenslveaccountofBesse|functlonsandtheotherspecla|func-
tlonsofmathematlca|physlcs.
1 3. irtrorv, N. N. , I . P. sxtsx\,andY S. u-t\o, uo/eai//e-s
/~pp//eaM./e-./.sNewYork. Dover, I 979. A|argeco||ectlonofapp|led
examp|es andprob|emsslml|artothosedlscussedlnChapter I 0ofthlsbook.
1 4. Vcicat, N. W. ,sesse/i./os)oi,/ees,2ndedltlon. London.
OxfordUnlverslty Press, I 955. Inc|udes numerous physlca| app|lcatlons of
Besse|functlons.
1 5. Vcicat, N. W. , oa/.xoi/e.n_ ee/./i,./os/i,/
ee/,.ai/ys/.././e.es London. Oxford Unlverslty Press, I 956. A
concretelntroductlontotheeectsofnon|lnearltylnphyslca|systems.
1 6. rotx|c, J. C. and D. ~soto, oa/.n_ ee/./i,./os 0s/,
M~ns(2nded. ) . UpperSadd|eRlver,N. J. . PrentlceHa||, I 999. Amanua|
foruslngMATLAB ln an e|ementary dlerentla| equatlonscourse, based on
theMATLAB programs dfield andpplane thatareusedandreferencedln
thlstext.
1 7. rsrss, W. H. , B. P. rtrs\, S. A. 1ruxotsx\, and W. T. vrttrs
t|c,x-e/../re./pes/e~o)./e;.co-p/,Cambrldge. Cam-
brldgeUnlversltyPress, I 9S6. ChapterI 5dlscussesmodemtechnlquesforthe
numerlca| so|utlonofdlerentla| equatlons. Thls edltlonlnc|udes -osts
programs, Pasca|andCedltlonshavea|sobeenpub|lshed.
1 8. n|v|ttr, E. , ie-ea/.en_ ee/./i,./os,2ndedltlon. NewYork.
Macml||an, I 964. Chapters and4lnc|udeproofs ofthe theorems onpower
serlesandFrobenlusserlesso|utlonsstatedlnChapterSofthlsbook.
1 9. sc, H. , soa..ai/,e../ei//e-s/M./e-./../i/ys/.s
NewYork. JohnWl|ey, I 96 I . Dlscussesthec|asslca|boundaryva|ueprob|ems
and the varlatlona| approach to Sturm-Llouvl||eprob|ems, elgenva|ues, and
elgenfunctlons.
20. s|vvos, G. F. ,n_ ee/./i,./osNewYork. McGraw-Hl||, I 972. An
lntroductorytextwlthlnterestlnghlstorlca|notes and fasclnatlngapp|lcatlons
andwlththemoste|oquentprefacelnanymathematlcsbookcurrent|ylnprlnt.
21 . 1otstov,G. P. ,io/ee/esNewYork. Dover, I 976. Anlntroductorytext
lnc|udlngdetal|eddlscusslonofboth convergenceandapp|lcatlonsofFourler
serles.
22. 1aoveso, J. M. T.andH. B. strwst, xo//e.ny.-/.s.ac/.os
NewYork. JohnWl|ey, I 9S6. Inc|udesmoredetal|eddlscusslonsoftheforced
Dufnng, Lorenz, and Ross|er systems (among others that exhlblt non|lnear
chaosphenomena) .
References for Further Study 557
23. wr|srscrs, H. F. ,A i/scose/i././n_ ee/./r,./os New
York. B|alsde||, i :Inc|udesseparatlonofvarlab|es,Sturm-Llouvl||emeth-
ods,andapp|lcatlonsofLap|acetransformmethodstopartla|dlerentla|equa-
tlons.
24. wr|stocx, R. , c././so)r././os NewYork. Dover, i :: Inc|udes
varlatlona|derlvatlonsofthepartla|dlerentla|equatlonsofvlbratlngstrlngs,
membranes,rods,andbars.
A c D ` X
lxistenceand Lniqueness
olSoutions
InChapterI wesawthatanlnltla|va|ueprob|emoftheform
ay
ax
=),x. y; . y,.; =/ ( I )
canfal|(onaglvenlnterva|contalnlngthepolntx =.; tohaveaunlqueso|utlon.
For l nstance, the answer to Prob|em 33 ln Sectlon I . 3 says that the lnltla| va|ue
prob|em
ay
x
:
+,=c. y,c;=/
ax
,z;
has no so|utlons ata||un|ess/ = c,lnwhlch casetherearelnnnlte|ymany so|u-
tlons. AccordlngtoProb|em3 I ofSectlon I . 3, thelnltla|va|ueprob|em
ay
=
y,c;= I
ax
(3)
hasthetwodlstlnctso|utlonsy,,x,~ I andy
:
(x,=cosxonthelnterva|cx
R. In thls appendlxwelnvestlgatecondltlonsonthefunctlon ),x.y; thatsufnce
toguaranteethatthelnltla|va|ueprob|emln( I ) has oneandon|yoneso|utlon,and
thenproceedtoestab|lshapproprlateverslonsoftheexlstence-unlquenesstheorems
thatwerestated wlthoutproofln Sectlons I . 3, 2. I , 2. 2, and5. I .
Existence of Solutions
Theapproachweemp|oylsthemethod of successive approximations, whlchwas
deve|opedbytheFrenchmathematlclanEml|ePlcard( I S56-I 94I ). Thlsmethodls
basedonthefactthatthefunctlony(x) satlsnesthelnltla| va|ue prob|emln( I ) on
theopen lnterva|icontalnlngx=.lfandon|ylfltsatlsnesthelntegra|equatlon
y(x) =/+
), . y, ; ; a (4)
for a|| x ln i In partlcu|ar, lfy(x) satlsnes Eq. (4), then c|ear|y y,.; = /, and
dlerentlatlonofboth sldes ln (4)uslngthefundamenta|theorem ofca|cu|us
yle|dsthedlerentla|equatlony (x) =)(x,y(x) ) .
bb
560 Appendix
cXump| e 1
Toattempttoso|veEq. ,+) , webeglnwlththelnltla|functlon
y, ,x; ~ /. ,;
andthendennelteratlve|yasequencey, . y
:
,y
,. . . offunctlonsthatwehopewl||
convergetotheso|utlon. Speclnca||y,we|et
y, ,x; = / +
], . y, , a and y
:
,x; = / +
], . y, , a ,:;
In genera|, y-
, ls obtalned by substltutlon ofy-
fory ln the rlght-hand slde ln
Eq. ,+)
,)
Suppose weknowthateach ofthesefunctlons , y-
,x; ,l sdennedon someopen
lnterva| (thesameforeach;contalnlngx=..andthatthe|lmlt
y,x; = |lm y-
,x; ,s;
--
exlstsateachpolntofthlslnterva| . Thenltwl||fo||owthat
andhencethat
y,x; = |lm y-
, ,x;= |lm
/ + ], . y-
, a
-- --
Ja
= / + |lm ], . y-
, a ,;
--J
a
=/+ ] . |lm y-
, ; ,a , i ;
Ja
--
y,x; =/+
], . y, a .
provldedthatwecanva|ldatethelnterchangeof|lmltoperatlonslnvo|vedlnpasslng
from,;to, i c; Itlsthereforereasonab|etoexpectthat,underfavorab|econdltlons,
thesequence , y-
,x; , dennedlteratlve|y lnEqs. ,;and,:;wl||convergetoa so-
|utlon y,x; ofthe lntegra| equatlon ln ,+),and hence to a so|utlon ofthe orlglna|
lnltla|va|ueprob|emln, i ;
. . . .. . .. . . . . .... . . . . .... . ... . . .. .. .
Toapp|ythemethodofsuccesslveapproxlmatlonstothelnltla| va|ueprob|em
ay
ax
= y
y,c;= i . , i i ;
wewrlteEqs. ,;and,:;, therebyobtalnlng
y, ,x; ~ i . y
-
, ,x;= i+
y-
,; a , i z
Thelteratlonformu|aln, i z;yle|ds
y, ,x;= i+i a= i+ x.
y
:
,x;= i+, i + ; a= i+ x +x
:
.
y
,x;= i+
i + +
:
) a= i+ x +
x
:
+x
.
cXump| eZ
Appendix 561
and
= I + x +x
:
+x
+_x
-
It ls c|ear that we are generatlng the sequence ofpartla| sums ofa power serles
so|utlon, lndeed, welmmedlate|yrecognlzetheserlesasthatofy,x; =e There
ls nodlmcu|tyln demonstratlngthat theexponentla|functlonls lndeedtheso|utlon
ofthelnltla| va|ue prob|em ln( I I ) , moreover, adl|lgent studentcanverlfy (uslng
a proofby lnductlon on n) that
y-
,x; , obtalned ln the aforementlonedmanner, ls
lndeedthenthpartla|sumfortheTay|orserleswlthcenterzerofory,x; =e
Toapp|ythemethodofsuccesslveapproxlmatlonstothelnltla|va|ueprob|em
ay
- = :xy,
ax
y,c;=.
wewrlteEqs. , ; and,:;as l nExamp|e I . Nowweobtaln
y, ,x;~ , y
-., ,x; =+
:y
-
,; a
Thelteratlonformu|aln, I :;yle|ds
and
y, ,x;=+
,:; ,;a=+:x
:
.
y
:
,x;=+
,: ; ,+:
:
;a =+:x
:
+:x
-
.
y
,x;=+
,:;,+:
:
+:
-
;a=+:x
:
+:x
-
+:x
.
y
-
,x;=+
,: ; ,+:
:
+:
-
+:
;a
=+:x
:
+:x
-
+:x
+zx
, I ;
, I:;
Itls agalnc|earthatwearegeneratlngpartla| sums ofapowerserlesso|utlon. Itls
notqulte soobvlouswhatfunctlonhas such apowerserlesrepresentatlon, butthe
lnltla|va|ueprob|emln, I ; ls readl|y so|vedbyseparatlonofvarlab|es.
O
,zx
:
;
-
y,x; =exp
,
zx
:
)=_
-
n.
=+:x
:
+:x
-
+:x
+zx
+x
,
Insomecasesltmaybenecessarytocomputeamuch|argenumberofterms,
eltherlnordertoldentlfytheso|utlonortouseapartla| sumoflts serles wlth|arge
subscrlpttoapproxlmatethe so|utlonaccurate|yforxnearltslnltla| va|ue. Fortu-
nate|y, computera|gebrasystemssuchasM.p/eandM./e-./..canperformthe
562 Appendix
cXump| e
symbo|lclntegratlons(asopposedtonumerlca|lntegratlons)ofthesortlnExamp|es
I and2. Ifnecessary, youcou|dgeneratethenrsthundredtermslnExamp|e2lna
matterofmlnutes.
In genera|, ofcourse, we app|y Plcard' s method because we cannot nnda
so|utlonbye|ementarymethods. Supposethatwehaveproduceda|argenumberof
terms ofwhatwebe|levetobethecorrectpower serlesexpanslonofthe so|utlon.
We-shavecondltlonsunderwhlchthesequence, y
-
,x; , provldedbythemethod
ofsuccesslveapproxlmatlonsls guaranteedlnadvancetoconvergetoaso|utlon. It
lsustasconvenlenttodlscussthelnltla|va|ueprob|em
dx
a
= f,s, ; . s,.;= b
forasystemofm nrst-orderequatlons,where
x, ),
x
:
X =
x
f =
and b =
x

( I 5)
,
/
:
It tums out thatwlth the aldofthls vector notatlon (whlch welntroducedln Sec-
tlon 5. 3) , most resu|ts concemlng a slng|e sca|ar] equatlon x = ),x,; can be
genera|lzedreadl|ytoana|ogousresu|tsforasystemofm nrst-orderequatlons,as
abbrevlated ln( I 5). Consequent|y,theeortofuslngvectornotatlonls amp|yus-
tlnedbythegenera|ltyltprovldes.
Themethodofsuccesslveapproxlmatlonsforthesystemln ( I 5) ca||sforus
tocomputethesequence,s
-
, ; ,ofvector-va|uedfunctlonsof,
dennedlteratlve|yby
x,
-
,;
x
:-
,;
s
-
,;=
x
-
,;
s, ,.;= b, s
-
,;= b + r,s
-
,s; . s) ds.
Reca||thatvector-va|uedfunctlonsarelntegratedcomponentwlse.
Conslderthem-dlmenslona|lnltla|va|ueprob|em
ds
- = Ax, s,c;= b
a
( I 6)
( I 7)
for ahomogeneous |lnear system wlth m m constantcoemclent matrlx A. The
equatlonsin( I 6)taketheform
s, ,;= b, s
-.
= b + AXn (s) ds. ( I )
cXump| e4
cXump| e
Appendix 563
1aa
x
,
, ) b Ab as b Ab , A)b,
x
,) b A,b Abs)as b Ab ,A
, A ,A
)b
aaa
weaave:ae:eie:ee|:a|aea:aea::eve:aia::|aiamei:aeeseaea:|ai::|:
eia:|ea
x,) - _
,A
,,b
=u
ei, l ), wa|.awaae:|veaea:i|e:|ase.:|ea
, l )
1ae|ey:ee:a|i|a|a,.eave:,ea.e|a:aeme:aeaeia..e|vea:es|aa
:|ea|aaa:e:|a:e.eaa|:|eaea:ae:a:ea:wa|.af(x, ).aaa,:waeaxva:|:
|a: | aeiaasea. iir | a:e,|ea|a, l ) a|mea|eaai (x, ) a.e,:a:a:a:
iaa.:|eaf(x, ) | a|a:e|eLipschitz continuous ear|i:ae:ees|:a:ea:aa:
/>ca.a:aa:
(20)
|i,x, , ) aaa,x
, ) a:ee|a:eir ke.aii:aa::aenorm eiaaa|mea|eaaie|a:

e:ve.:e:x|aeaaea:e|e
. , , , (2l )
1aea x
,
- x
| |miy:aea.i|aeaaa|:aa.e|e:weea:aee|a:x,aaax
Le:)
(
, ) es
:
,|aaaaie:r|e:ae::|c z|a:aexyiaa:ii
,x, , ) aaa,x
, ) a:e|e:ae|a:eir, :aea
),x, ,) - ),x
, ) es,
,|a
x,

, - x
:
: ,- x
,
|e.aae es,
,|a lie:aiiaaa x
,
:|ix, aaax
a:e|e:a|a:a:
|a:e:vaic. z} 1aa)a:|ae:aeL|.a|:z.eaa|:|ea|a,zc)w|:a/ :aaa|
:ae:eie:eL|.a|:z.ea:|aaea|a:ae::|r
Le: )
,
ea:ae:e.:aa,ier.ea|:|a,ei :aee|a: )|a:a:x iaa:
ie:wa|.acx l aaac l 1aea,:a||a,x, x, x
c.aaa l , w:
aaa:aa:
l
l ) - ),c,l ) .
,
- c
se.aaex
- - ax - c
, weee:aa::aeL|.a|:z.eaa|:|ea|a,zc)
.aaae:|ea:|aea|yaay ,aa|:e).ea:aa:/ > c 1aa:aeiaa.:|ea), :aea,a
e|v|eaiy.ea:|aaeaear,|oL|.a|:z.ea:|aaeaear
564 Appendix
cXump| e
X
Suppose,however,thatthefunctlon
)
,x. ; hasacontlnuouspartla|derlvatlve
)
,x, ; onthec|osedrectang|e rlnthex -p|ane, and denote by/themaxlmum

va|ueof
)
,x. ; onr Thenthemeanva|uetheoremofdlerentla|ca|cu|usyle|ds

forsome
ln,x, . x
:
; , soltfo||owsthat
),x, .;- ),x
:
. ; / x, - x
:
because
)
; / Thusacontlnuous|ydlfferentlab|efunctlon),x. ; dehned
onac|osedrectang|e/sLlpschltzcontlnuousthere. Moregenera||y,themu|tlvan-
ab|emeanva|uetheoremofadvancedca|cu|uscanbeusedslml|ar|ytoprovethata
.e.o../ea]./or,s. ; //.o/os/ya_ ee/.//e.o-poe]./os
o../oseae..,/.e,/or/,s, ;sp..e/si/ps.//,.o/osor
. - - -
Thefunctlon),x. ; = ls Llpschltzcontlnuousonanyc|osed bounded]reglon
lnthex -p|ane. But conslderthlsfunctlononthelnhnltestrlp rconslstlngofthe
polnts,x.;forwhlch0 iandxlsarbltrary. Then
),x, .;- ),x
:
. ; = x
- x
= x,+x
:
x, - x
:

Because x, +x
:
can be made arbltrarl|y |arge, ltfo||owsthat
)
ls oLlpschltz
contlnuousonthelnnnltestrlpr
Ifils anlnterva|onthet-axls, thenthesetofa||polnts ,s.;wlthlnilsan
lnnnlte strlp ors|ab ln ,-+ I )-space (as lndlcatedlnFlg.A. I ). Examp|e:shows

thatLlpschltzcontlnultyof r,s, ; onsuchanlnnnltes|ablsaverystrongcondltlon.

FIGURE A
I. An infnite slab in
(m + I ) -space.
Neverthe|ess, theexlstenceofaso|utlonofthelnltla|va|ueprob|em
as
a
= r,s. ; . s,.;= b , i ;
underthehypotheslsofLlpschltz contlnulty ofrln sucha s|ab ls ofconslderab|e
lmportance.
THEOREM 1 Gl obal Existence of Sol utions
Letrbeavector-va|uedmnctlon (wlth-components)of-+ i rea| vanab|es,
and|etibea boundedorunbounded] openlnterva|contalnlng= . ii r,s.;
l scontlnuous and satishestheLlpschltz condltionln (20)for a|| ln i andfor
a||s, ands
:
,thenthelnltla|va|ueprob|emln , i ;hasaso|utlonon theentlm]
lnterva|i
Poof: Wewantto show thatthesequence ,s
-
, ; ,ofsuccesslveapproxl-
matlonsdetermlnedlteratlve|yby
s, ,.;= b, s
-
,,;= b +
r,s
-
,s; . s;as , i :;
convergestoaso|utlons,;of, i ; We see thateach ofthesefunctlonslntumls
contlnuousoni ,aseachlsan lndennlte]lntegra|ofacontlnuousfunctlon.
Wemayassumethat. = 0,becausethetransformatlon +.converts
, i ;lntoanequlva|entprob|emwlthlnltla|polnt= cA|so,wewl||conslderon|y
theportlon0ofthelnterva|i , thedetal|sforthecase 0areveryslml|ar.
Appendix 565
Themalnpartoftheproofconslstslnshowlngthatlf0,} lsac|osed(and
bounded)lnterva|contalnedlni ,thenthesequence,s
-
, ; , converges ,o/von
0, } toa|lmltfunctlons, ; Thlsmeansthat,glven- > 0, thereexlstsanlnteger
xsuchthat
(22)
fora|| xanda||ln 0, } Forordlnary(perhaps nonunlform)convergence
thelntegerx, forwhlch(22)ho|dsfora|| x, maydependon , wlthnoslng|e
va|ueofxworklngfora||ln i Oncethlsunlformconvergenceofthesequence
,s
-
, ; , has been estab|lshed, the fo||owlngconc|uslonswl||fo||ow from standard
theoremsofadvancedca|cu|us(seepages620622ofA. E. Tay|orandW.R.Mann,
~a...eac././s,3rded. (NewYork. JohnWl|ey, I 93)).
1 . The|lmltfunctlons,;l scontlnuouson 0, }
Z. Ifxlssochosenthatthelnequa|ltyln(22)ho|dsforx, thentheLlpschltz
contlnultyofrlmp|lesthat
r,s
-
, ; . ;- r,s, ; . ; / s
-
,;- s,; < /-
fora|| ln 0, } and x, soltfo||ows that the sequence ,r,s
-
,; . ;,
convergesunlform|ytor,s, ; . ; on 0, }
J. Butaunlform|yconvergentsequenceorserlescanbelntegratedtermwlse,so
ltfo||owsthat,ontaklng|lmltslnthelteratlveformu|aln( I 6),
thus
s,;= |lm s
-
, ,;= b + |lm
r,s, ,s, s, 1s
--o --o ]
,
= b +
|lm r,s
-
,s; . s;as ,
]
,
--o
s,;= b +
r(s(s; , s;as (23)

4. Becausethefunctlons,;lscontlnuouson0, } . thelntegra|equatlonln(23)
(ana|ogoustotheone-dlmenslona|caseln,:;;lmp|lesthats ,;= r,s,; . ;
on0, } Butlfthlslstrueoneveryc|osedsublnterva|oftheopenlnterva| i,
thenltlstrueontheentlrelnterva|iaswe||.
Itthereforeremalnson|ytoprovethatthesequence , s
-
, ; ,convergesunl-
form|yonthec|osedlnterva| 0, } LetMbethemaxlmumva|ueof, r,e.; for
ln0,} Then
s,,;- s, ,;
r,s,,s; . s;as
r(b,s; asM (24)

Next,
s
:
,;- s, ,; =
r,s, ,s; , s;- r,s, ,s; . s; } as /
s, ,s;- s,,s; as,

andhence
(25)
566 Appendix
Wenowproceedbylnductlon. Assumethat
M ,/ ;
-
s
-
,;- s
-
-
, ,;
/
Itthenfo||owsthat
consequent|y,
s
-.
,;- s
-
,; -
r,s
-
,s; . s ; - r,s
-
-
.
,s; .s ; } as
/
s
-
,s;- s
-
-
, ,s; as ,
'
M ,/s;
-
s
-
, ,; - s
-
,; / -
as
, /
Itfo||owsuponeva|uatlngthlslntegra|that
M ,/;
-
,
s
-.
,;- s
-
,;
_
.
,+i ;
Thus,2:;ho|dson0, } fora|| i
Hencetheterms ofthelnnnlteserles
O
s, ,;+s
-
,;- s
-
-
, ,;]
-
,
,2:;
,z:;
aredomlnated(lnmagnltudeonthelnterva|0, bythetermsoftheconvergent
serles
_M
,/;
-.
-
M
_
_
- i ; .
-
,
/ ,+i ; /
,zs;
whlch l sa serlesofposltlve constants Ittherefore fo||ows (from theWelerstrass
M-test on pages : i s:i ofTay|or and Mann) that the serles ln (27) converges
unlform|y on 0, } But the sequence ofpartla| sums ofthls serlesls slmp|y our
orlglna|sequence, s
-
, ; , ofsuccesslveapproxlmatlons,sotheproofofTheorem
i lsnna||ycomp|ete. A
Anlmportantapp|lcatlonoftheg|oba|exlstencetheoremustglven ls tothelnltla|
va|ueprob|em
as
a
- n,;s+,, ; . s,.;- b (29)
fora|lnearsystem,wherethe- -matrlx-va|uedfunctlonn, ; andthevector-
va|uedfunctlon,,;are contlnuouson a boundedorunbounded] open lnterva| i
contalnlng the polnt - . In orderto app|y Theorem i to the |lnear systemln
(29), we note nrstthatthe proofofTheorem i requlres on|y that, for each c|osed
andboundedsublnterva|1ofI, thereexlstsaLlpschltzconstant/suchthat
r,s, .;- r,s
:
. ; / s, - s
:
(20)
fora||ln 1(anda||s, ands
:
; Thuswedonotneeda slng|e Llpschltzconstant
fortheentlreopenlnterva|I
Local Existence
Appendix 567
In(29)wehaver,s. ; =n,;s+,,so
r,s, .;
"
r,s
:
.;=n,; ,s,
"
s
:
; (30)
Ittherefore sumcesto show that, lfn,;ls contlnuousonthec|osedandbounded
lnterva| 1, thentherels aconstant/suchthat
n,; s / s (3 l )
fora||l n1Butthlsfo||owsfromthefact(Prob|em i :;that
ns
n s . (32)
wheretheH0FH n
ofthematrlxnlsdennedtobe
(33)
Becausen,;l scontlnuousonthec|osedandboundedlnterva| 1, thenorm n ls
boundedon 1,soEq. (3 I ) fo||ows, asdeslred. Thuswehavethefo||owlngg|oba|
exlstencetheoremforthe|lnearlnltla|va|ueprob|emln(29).
THEOREM Z Existence for Li near Systems
Letthemmmatrlx-va|uedfunctlonn,;andthevector-va|uedfunctlon,,;be
contlnuouson the boundedorunbounded] open lnterva| icontalnlngthepolnt
=.Thenthelnltla|va|ueprob|em
as
a
=n, ; s+,, ; . s,.;=b
hasaso|utlonontheentlre] interva| i
AswesawlnSectlon i , themth-orderlnltla| va|ueprob|em
x
+.,,;x
-
-
,
+
. .
+.
-
-
,,;x+.
-
,;x=p, ; .
x,.; =/,. x ,.;=/, . . x
-
-
,
,.;=/
-
-
,
(29)
(34)
l sreadl|ytransformedlntoanequlva|entm m systemoftheformln(29). Itthere-
forefo||owsfromTheorem2 that lfthefunctlons., ,; . .
:
,; , ,.
-
,;and p,;
ln(34)area||contlnuousontheboundedorunbounded]openlnterva|icontalnlng
=., thenthelnltla|va|ueprob|emln(34)hasaso|utlonontheentlre]lnterva|i
Inthecaseofao//e.lnltla| va|ueprob|em
as
=r,s. ; . s,.; =b,
a
(35)
thehypotheslslnTheorem i thatrsatlsnes a Llpschltz condltlon on as|ab,s.;
,lni ,a||s;l sunrea|lstlcandrare|y satlsned. Thls lsl||ustratedbythefo||owlng
slmp|eexamp|e.
568 Appendix
cXump| e 1 Conslderthelnltla| valueprob|em
ay
:
ax
=x . x,c;=b > c (36)
Aswesaw lnExamp|e6,theequatlonx = x
:
doesnotsatlsfy astrlpLlpschltz
condltlon. When weso|ve(36)byseparatlonofvarlab|es, weget
b
x, ; = -.
I - /
(3:)
Becausethedenomlnatorvanlshesfor = l Jb, Eq. ,:;provldesaso|utlonofthe
lnltla| va|ueprob|emln(36)on|y for < l Jb, despltethefactthatthedlfferentla|
equatlonx=x
:
|ooksnlceontheentlrerea||lnecertaln|ythefunctlonappear-
lngontherlght-handsldeof theequatlonlscontlnuouseverywhere. Inpartlcu|ar,lf
bls|arge,thenwehaveaso|utlonon|yonaverysma||lnterva|totherlghtof=o
A|thoughTheorem 2 assures us that //e.equatlons have g|oba| so|utlons,

Examp|e:showsthat,lngenera|,evenanlcenon|lneardlerentla|equatloncan
beexpectedtohaveaso|utlon on|y ona sma|| lnterva|aroundthelnltla| polnt =
., and that the |ength ofthls lnterva| ofexlstencecan dependon the lnltla| va|ue
x(.) =b, as we|| asonthedlerentla|equatlonltse|f. Thereasonlsthl s. If f(x,;
l s contlnuous|y dlerentlab|e ln a nelghborhood ofthe polnt ( b, .; l n ,-+ I ) -
dlmenslona|space,thenaslndlcatedlnthedlscusslonprecedlngExamp|e6we
canconc|udethatf(x, ; satlsnesaLlpschltzcondltlonon some rectangu|arreglon
rcenteredat(b, .; , oftheform
- . , < ~. x- b, , < s, (3)
,/ = I, 2, . . . , -; Inthe proofofTheorem I, we needtoapp|y the Llpschltz
condltlononthefunctlonflnana|yzlngthelteratlveformu|a
x,+,,;=b +
r,s
-
,s; . s;as (39)
Thepotentla|dlmcu|tylsthatun|esstheva|uesofaresultab|yrestrlcted,thenthe
polnt(x
,, ; . ;appearlnglnthelntegrandln(39)maynot|lelnthereglon rwheref
lsknowntosatlsfyaLlpschltzcondltlon. Ontheotherhand,ltcanbeshownthat
onasufnclent|ysma||openlnterva|1contalnlngthepolnt=athegraphsofthe
functlons x
,
, ; , glven lteratlve|ybytheformu|aln (39)remalnwlthlnthereglon
r, sotheproofofconvergencecanthenbecarrledoutaslntheproofofTheorem
I . A proofofthefo||owlng /o../exlstencetheoremcanbefoundlnChapter6of
G. BlrkhoffandG. -C. Rota, oa/.n_ ee/./i,./os. 2nded. (New York.
JohnWl|ey, I 969).
THEOREM 3 Local Existence of Sol uti ons
Letf beavector-va|uedfunctlon(wlth-components)ofthe-+irea|variab|es
x, ,x
:
, , x
-
,and t. Ifthe nrst-orderpartla| derlvatlves offa|| exlstand are
contlnuousln somenelghborhoodofthepolntx =b, =., thenthelnltla|va|ue
prob|em
ax
- =f(x, ; , s,.;=b,
a
hasaso|utlononsomeopenlntervalcontalnlngthepolnt=.
(35)
/COO| x 569
Uniqueness of Solutions
Itlsposslb|etoestab|lshtheexlstenceofso|utlonsofthe lnltla| va|ue prob|em ln
,35)underthemuchweakerhypotheslsthatf(x, ;lsmere|ycontlnuous, techniques
otherthan those used ln thls sectlon arerequlred. By contrast, theLipschitzcon-
dltlonthatweusedlnprovlngTheorem I lsthekey to /,eessofso|utlons ln
partlcu|ar, theso|utlonprovldedbyTheorem3 lsunlquenearthepolnt .
THEOREM 4 Uniqueness of Sol utions
Supposethatonsomereglonrl n(m+ I) -space,thefunctlonf ln, 35) lscontln-
uous andsatlsnestheLlpschltzcondltlon
,20)
Ifs, ,;ands
:
,;aretwo so|utlonsofthelnltla|prob|emln,35)onsomeopen
interva|icontalnlngx- .. suchthattheso|utloncurves,s,,; . ;and,s
:
,; .;
both|lelnrfora||lni, thens,,; s
:
,;fora||lni
Wewl||out|lnetheproofofTheorem4fortheone-dlmenslona|caseinwhlch
xls area| varlab|e. Agenera|lzatlonofthlsproofto themu|tlvarlab|e casecanbe
foundln Chapter:ofBlrkhoand Rota.
Letusconslderthefunctlon
,40)
forwhlch,.; 0,becausex,,.; = x
:
,.; = h. Wewantto showthat,;= 0,
sothatx,,;= x
:
, ; Wewl|| conslderon|ythecase ., thedetal|sareslmi|ar
forthecase .
Ifwedlerentlateeachsldel nEq.,40),wenndthat
,;
zx, ,;- x
:
,; }
x
,
,;- x ,; }
= zx, ,; x
:
,;}
),x,, ; . ;- ),x
:
, ; . ; }
z/ x, ,; x
:
,;
:
= 2/, ; .
uslngtheLlpschltzcondltlonon) Hence
,;_z/,; ,4I )
Now |etus temporarl|y lgnore the fact that ,.; 0 and compare,;wlth the
so|utlonofthedlerentla|equatlon
,; =2/
,; ,42)
suchthat
,.;= ,.; , c|ear|y
,;
,.; e
:
,43)
Incomparlng,4 I ) wlth,42) ,ltseemslnevltab|ethat
,;
,; for / .. ,44)
andthlslseasl|yproved,Prob|em I S) . Hence
0 x,,;- x
:
,; x,,.; x
:
,.; e
:
-
570 Appendix
cXump| e 1
Ontaklngsquareroots,weget
0 x, ,;- x
:
,; x, ,.;- x
:
,.; e
Butx,,.;- x
:
,.;= 0, so,45)lmp|lesthatx,,;= x
:
, ;
. ... .
Thelnltla|va|ueprob|em
ax
= x
:
, x ,o;= 0
a
,45)
,46)
hasboththeobvlousso|utlonx,,; = 0andtheso|utlonx
:
,;=
thatlsreadl|y
foundby separatlonofvarlab|es. Hence the functlon ),x, ; must ).//to satlsfy a
Llpschltzcondltlonnear ,0, 0) . Indeed,the mean va|uetheoremyle|ds
),x, o;- ),o, c; = ),x, 0)

x- 0
forsomexbetween0andx But),x, 0) = zx
-
ls unboundedasx 0, sono
Llpschltzcondltloncanbesatlsned.
Well-Posed Problems and Mathematical Models
Inaddltlontounlqueness, anotherconsequenceofthelnequa|ltyln,45)lsthefact
thatso|utlonsofthedlfferentla|equatlon
ax
a
=),x, ; ,47)
depend .o/os/yon the lnltla| va|ue x ,.; . that ls, lfx,,; and x
:
,;aretwo
so|utlons of,47) onthelnterva|. suchthatthelnltla| va|uesx,,.;and
x
:
,.;aresumclent|yc|osetooneanother,thentheva|uesofx,,;andx
:
,;remaln
c|osetooneanother. Inpartlcu|ar,lf x,,.;- x
:
,.; , then ,45)lmp|lesthat
,4S)
fora||wlth. Obvlous|y,wecanmakee assma||aswewlshbychooslng
sumclent|yc|osetozero.
Thlscontlnultyofso|utlonsof,47)wlthrespecttolnltla|va|ues ls lmportant
lnpractlca| app|lcatlonswhereweareun|lke|ytoknowthelnltla| va|uex,= x,.;
wlthabso|utepreclslon. Forexamp|e,supposethatthelnltla|va|ueprob|em
ax
a
= ),x, ; , x,.; x, ,49)
mode|s apopu|atlonfor whlch weknow on|y thatthe lnltla| popu|atlon ls wlthln
> 0 of the assumed va|ue x, Then even lf the functlon ),x, ; ls accurate,
the so|utlonx ,; of,49) wl|| be on|y an approxlmatlon to the actua| popu|atlon.
But ,45) lmp|lesthattheactua| popu|atlon attlmewl|| bewlthlne
'
-
ofthe
approxlmatepopu|atlonx ,; Thus, onaglvenc|osedlnterva| ., 1, x,; wl||be
a c|oseapproxlmatlon to the actua|popu|atlonprovldedthat > 0 ls sufnclent|y
sma||.
Anlnltla|va|ueprob|emlsusua||yconslderede//poseaas amathematlca|
mode|forarea|-wor|dsltuatlonon|ylfthedlerentla|equatlonhasunlqueso|utlons
/CGO|x 571
that are contlnuous wlthrespectto lnltla| va|ues. Otherwlsel t lsun|lke|y thatthe
lnltla|va|ueprob|emadequate|ymlrrorstherea|-wor|dsltuatlon.
Anevenstrongercontlnuousdependenceofso|utlonslsoftendeslrab|e. In
addltlon to posslb|e lnaccuracy lnthe lnltla| va|ue, thefunctlon ),x, ;maynot
mode| preclse|y the physlca| sltuatlon. For lnstance, ltmay lnvo|ve physlca| pa-
rameters ,such as reslstance coemclents) whose va|ues cannot be measured wlth
abso|utepreclslon. BlrkhoandRotagenera|lzetheproofofTheorem4toestab-
|lshthefo||owlngresu|t.
THEOREM 5 Conti nuous Dependence of Sol utions
Lets,;andy,;beso|utlonsoftheequatlons
as ay
e
=r,s,; and
e
=g
'
`
; ,50)
onthec|osedlnterva|.,I] . Letrandgbecontlnuousfor. _ _andfors
andylnacommonreglonnofn-spaceandassumethatrsatlsnestheLlpschltz
condltlonln,20)onthereglon n If
r,z.;- g
'
z, ; _ ,5 I )
fora||l nmelnterva| ..I] anda||zlnn, l t thenfo||owsthat
s,;- y,; _ s,.;- y,.;
,
,
-
,
+
_,
,
-
,
I ] ,52)
onthelnterva|..I] .
I f > 0lssma||,then,5 I ) lmp|lesthatthefunctlonsrandgappearlngl nthe
two dlerentla|equatlons, thoughdlerent, are c|oseto each other. Ife > 0ls
glven, then ltls apparentfrom,52)that
s,;- y,; _e ,53)
fora||ln. .I] lfboth s,.; - y,.;and aresufnclent|ysma||. ThusTheorem
5 says,rough|y)thatlfboth thetwolnltla|va|uesandthetwodlerentla|equatlons
ln,50)arec|osetoeachother,thenthetwoso|utlonsremalnc|osetoeachotherfor
. __I.
Forexamp|e, supposethatafa||lngbodyl s sub ectbothto constantgravlta-
tlona| acce|eratlon ,and to reslstanceproportlona| to some power oflts ve|oclty,
so,wlththeposltlveaxls dlrecteddownward) ltsve|oclty csatlsnesthedlerentla|
equatlon
ac
- = , - .c`
a
,54)
Assume, however, thaton|y an approxlmatloncto the actua|reslstance .andan
approxlmatlon]totheactua|exponentj areknown. Thenourmathematlca|mode|
ls basedonthedlerentla|equatlon
a
- = , - c`
a
,55)
lnstead oftheactua| equatlon ln ,54). Thuslfwe so|ve Eq. ,55), weobtaln on|y
anapproxlmatlon ,;totheactua| ve|oclty c , ; ButlftheparameterscandJare
572 Appendix
sufnclent|yc|osetotheactua| va|ues.andj, then therlght-handsldesln,54)and
,55)wl||bec|oseto each other. Ifso, then Theorem5 lmp|les that the actua| and
approxlmateve|ocltyfunctlonsc ,; and ,; arec|osetoeachother. Inthlscasethe
approxlmatlonln,55)wl||beagoodmode|oftheactua|physlca|sltuatlon.
- _ _ _ _ _ _ __ _ _ ___ _ _ m _ _ __ __ _ __ __ _____ _ _ ______ _
..1 ....8, .,,......,,...
..,.,
(x). . ......,
...........,,.....,.....
,..,.............,
= .+ x+ .
+ .
+
. . .

.
1. = =
..
.
3. = .=
..
.
2.
..
= = .
.
4. = . =
..
. .
5. = + = 6. = .+ =
.. ..
.
7.
..
= . + =
8.
.
= ..+ .
=
..
..9 ..../2, ,.......,,..
..,
.. ..,......,,,.
,................
.
9. = .+ =
..
.
10. = + =
..
.
11. = =
..
.
12. =
=
..
13. Apply the iterative fonnula in to compute the frst
three successive approximations to the solution of the ini
tial value problem
..
.
. .=
.
.
= . =
14. Apply the matrix exponential series in to solve (in
closed fonn) the initial value problem

x=
.....Show frst that

x=
.
0

for each positive integer .
15. For the initial value problem ...= +
=
show that the second Picard approximation is
Then compute ,
and ,
The fourth-order
Runge-Kutta method with step size .= yields
and
16. For the initial value problem ...= .+ =
show that the third Picard approximation is
_ _ _ _ _
,
'
(x)=
x +
.+
. +
.
Compute ,
The fourth-order Runge-Kutta method

yields both with step size .= and
with step size .=
17. Prove as follows the inequality Ax A
x , where A
is an Z matrix with row vectors a[ , a
, ,a,,and x
is an m-dimensional vector. First note that the components
of the vector Ax are a, x, a
x, ,a, x,so
Then use the Cauchy-Schwarz inequality (a x)
a x for the dot product.
18. Suppose that .is a diferentiable function with
. k(/) .>
for . Multiply both sides by
then transpose to
show that
"
for . Then apply the mean value theorem to conclude

that
. ..
for .
A S W c ? S
S c . c C I c D
I
? 3 . c M S
Lhagter
Section 1. 1
11. lty= y
=
.---, , = z
.-+,,=-
..
,+ ,+,=
,+ z
,+
,=
-
. a
= 0. lt,= y
.- .---
, ,=
.- .-+,,=
+ -
.- ..
,+ ,+ ,=
+ -
.- , +
.- , +
.- , = 0.
13. c = 14. c =
15. c = z I
16. c = .)
17. c=z
O
18. c=
O
5
5
19. c=-
20. c= ! !
21. c=7
2O
- O
-2O
-I O -5 O 5 I O
x
I O
5
- O
-5
-I O
-2 -I O 2
x
574 Answers to Sel ected Probl ems

22. C -! 26. C -R
23. C -5
24. c - I T
25. C -RJ4
5
~5 ~
-2O -I O 0
I O 2O
10
2O
I O
-I O
-2O
-1O
0 z 1
2O
I O
-I O
-zO
~
0 0.5 ! I . 5 z z. 5 1 1. 5 4 4. 5 5
x
4
z
z
~ ~
~z -! 0
z
I O
5
5
-! 0
0 5 I O
x
27. , -+ , 28. ,-z,J
29. , -; ,,
32. dFJdt =k-
31. ,-, J,+
33. dcJdt -kc
35. dN Jdt-k( F- N)
39. ,-
42. ,-... ..,-..-
37. ,= ...,-
41. ,- e
43. ---.+--......,.-....-....-(O) = O
44. .--,..,-.-,..---.....,,...........-...-k -
..,,-...-.....-..-.--....-(t).-..-..-...-...-..-+..
t .-..-..-.
5
4
1
z
0

0 z 1 4
---,..,-.-,..---.....,,...........-...-k -
..,,-...-..-..--....-,,.,,....--.O..t .-..-..-.
..-...-..-+

5
4
- 1
z
z 1 4
45. F(t ) -I 0OJ(5O- t ) , F -I 0O ---t -49. .-+F -I O0O
---t -49. 9. -.....,,-....-..F(t),.....-...-..-+
..t .,,....--.5O.
46. , , =:},:+. , , = i ---=.. :, .-+ ---
.:: : t-.....,,-....-.. , ,.,,....--....-..-..-.
..-...-..-+
47. .C = | c | , -....-C, -...--..-...-...-....-y,x, =
.... .--..--..-+....-.y=y
.
.-+y,,=
Section 1. 2
1. y,x, =x+x+
3. y,x, = ,zx- | -,
5. y,x, =.,x+z- :
7. y,x, = | ..-
x
9. y,x, ..-
x
2. y,x, = ,x- .,
-
+i
4. y,x, -i }x+-
6. y,x, = _x+, i ::[
8. y,x, * ..a zx+i
10. y,x, * -,x+i , e+:
11. x, ,=z:+i +. 12. x , ,=-i - | :+:
13. x , ,
+: 14. x , ,
+ - :+:
15. x,,= ,+} - :- z-
16. x, , = ,+:, - :-
17. x, , = , + n
+ - i ]
19. x ,,=

. .
..:,
..: i
. 4 6
20.
:
.. :,
x, ,
.
.
:-
.
..: |
:
:
.
|
. 4 6
& |
& |
Answers t o Sel ected Probl ems 575
- ..:,
21. x, , =
.
.
.: . . s .
:
:
.
|
. :
22. x, ,
.
, -:
.
+| - z,
6 &
..
. . l
.. .
.
z1. , , =-, s, +:,. ..---....-..--.......--.,-.
,=...-.=:.-..-+. |.....--.,-..---..
y,:, | :. :
24. ,:, * -i -../.
25. t--......,.--- . :s. ...--+....-.-....-.-+--...-
...,,.-,...,,.....-.,x,z :s, s :s
26. .y
: - z :| . .
. - |.
27. )
| :s ::
28. ,: ::,
-| : -: ../.
29. ..-.| .-..-+..--...-......-.-+:...-+......-..-,..:
..;.
30. U =.:../.
.
.....+....:.-..-+.
31. t | ,T;..-...| : | s .;-
32. - 33. :.
- .:..;.
34. :- s.. 36. -...| -..
37. z:. 38. | | ,
39. -,- 40. z:.
41.
| s i ../. 42. .:.

43. t. -- | z.::X | 5 | :,-...
o. ...-.-| s-:X | '
| :..,-.,-...
44. -...::./-
l
-z l 0
-z l 0 z 1 x
x
4.
8. 1
z
0
l
-z
-z l
-z -l 0 z
x
x
9. :
z
'
-i
-z
-z -i z :
x
10. :
z
'
-i
-z
-z -i
x
11. .-.,.-.......--.....-..---.,--..-..+..x-.
12. .-.,.-.......--..... - ..---.,--..-..+..x-.
13. .-.,.-.......--.....-..---.,--..-..+..x-a
14. r...--.--..-...-.,.---....,....-.--+.-..-
--.,--..-..+..x-a
15. -..--.-...--.--...-.,.---....,....-.--+.-.-,
--.,--..-..+..x=z
16. .-.,.-.......--.....-..---.,--..-..+..x-z
17. .-.,.-.......--..... -..---.,--..-..+..x-a
18. -..--.-...--.--...-.,.---....,....-.--+
19. .-.,.-.......--.....-..---.,--..-..+..x-
20. .-.,.-.......--.....-..---.,--..-..+..x-a
21. \...-,..-.-...+..,,-...-..y,-:,,.--..........-..
.--+.a-.--....-,.....-,..-.y,-:,-:+ e' i s
s
:
:
z
i
'
-i

\
z ( (
-:
-

-:
s -:
22. y, -: -:
\ \
\
,
\

-z -i
x
| |
| l
I l
/ |
/ /
'
z : s
Answers to Sel ected Probl ems 577
23. \...-,..-.-...+..,,-...-..y,z,i , .--..........-..
....-...| :
z
, , . , .
j j ] J
l l
I t | ,
/ / / I l / / / / l l I I
| I I l / / Z Z / / / l I
/ I l / - - r / l ,z,)
/ l / - -
~ - - / /
|
l
l /
,,,
l
'
/ < - - ~
-i / r - ~
l / r - - r
l l / / Z Z Z Z / /
/ I l / / / / / l l
z , I
j
I
J
l
l l I j
z -i z
x
24. y,z, i :
25. \...-,..-.-...+..,,-...-...--.....-,.-.....,...-...:a
a.-.,...-.......-.-.-+.-...--..-.-,...-+...-..-
i../.-.........-.-...-.-z.-..-+. --..........-,..-.
c( t) -| ---t -.-z | s:z
:
V V V V \ V V \ V V V V V
::
V V \ ` V'
\ V ' V \' V V V , V
X X V \ X X X X V X X X X X
: ' '
"
, ,
"
,
' , x , ,
z:
, , , , , , , , , , , , , ,
" -.
'.
.. " , " "
;
.
- - .. - - - - -
i
~
.
< < -
. Z . Z .
|
Z Z 7
(
Z Z
/ / / Z / / / /
s
/
, / /
, - 1 , z /
/ l / / l , , / /
z : : :
26. -,..-..,,-....-...--.-a :+--....-..-...-.-.-..
..-.......-....-..t -i -| t--.....-,,.,......-..::
+--.
27. t--.-.........-,..-.-y-z,y,a,--..-........-..
* , ..-.,.-.......-.. , .---..-.,.-,.......-...
- a
x
28. --.-.........-,..-.-xy -y,y,o, --....-.,.-
.......-..o,,.---..-.,.-,.......-...o==,-.
.......-..o--..,
29. --.-.........-,..-.-y-y
,y,o,-...,.-..
.---..-.,.-,.......-.+----+......xa.-.-...,a
.---. . -....-.,.-.......---..-a.
30. --.-.........-,..-.-, --,,a--...
.-.,.-.......-.. * -........-.. . .-+.---..-.,
.-,.......-.+----+........-+.
31. t--.-.........-,..-.-, -,,a--....-.,.-
.......-.. * . -........-.. . .-+.---..-.,.-,
.......-.+----+........-+.
-z -z
32. --.-.........-,..-.-, -,. --...---..-.,

.-,.......-.+----+........ a-........-...* a
a.-.-... a.---..-....-.,.-.......---..-a.
33. --.-.........-,..-.-
,,
- ,. --....-.,.-
.......-..-.-.....,..-.(a,..a =a-........-..a -a
-..=.---..-.,.-,.......-...a --a
z
z
34. .|.,l ) - z.---,

s|., . - s.---
, z s -|., - . .---, .
|., -z --.---, : a
35. .|., -a z.---,z z a. -|., -a z.---
,z z zz|--..--....-,z z az
-|. , a .---,z z a. : |. , .---
,z z az|--..--....-,z z az
Section 1.4
i. , -c -,
3. ,-c -, ...
5. ,-.. -c ,,
:. ,-z.
9. , -c . ; .
2. ,- ;
c
4. , -c . .
s. ,-.
s. , -..-
c
10. ,-. ;, . c . i .
ii. ,-c .
12. ,
-ce
13. .-, -c..-

14. ,z,
-z.
c
is. . ; ,
z;,-. ;.- c
is. , -.-.
c,
i:. .- | -
c
is. , -..--
19. , -z -,. 20. , -..-
-;
21. ,
-. ,
. -
23. ,- . + e')
25. , --,
.
27. ,-ln(1e z
22. , --,
24. ,-..-
26. , -. ;
28. , -..-
, .
29. .c---..........-,-. ; c ---..-,....
.......-, 0. .|-.--......-,-,..--.--.-...--.-..
..-.,.-.......-.-...,--.-.,,..-....--, ,..--
s . .
s - z
z s
30. c---..........-,- c
..-,...........-, O.
.........-..* -|---..-.,.-,.......-.......
.. .t........-.--..(a,.. O.
31. s-,......-.......-.-.,..-..--..-,---..........-
,- c
...-e..-.-a-...--.-........-.-..
,-z a.,..-..-...-.,.--c|ghtha|ves...--,...-....
,.....,.........-....-.|-.---,..---..-.--.-..
.-...,-.--,..-.(a,.--.-,...-..........-....-..
* -,..-.,.-......-....-.. .|---..-.,.-,
.......-....-...-a
. s . a s a s .a . s
32. c---..........-,, -+.-. c, ..-,...........-.

,,= +.
.........-. . * . -.-.,.-.......-. . .
.,|---..-.,.-,.......-...-+.
33. -...s . sa,-...-. 34. s:-.
35. -.... :,-... 36. ,-.-...sss,-...
37. s: . . a s 38. s :
39. :sss, 40. -...,-...
41. -... ssX . a,-....,.
42. -.... :-.....-,-...
43. ..-..........-...s.--..--..,.-+
44. -...: ..-..-.
45. ., a - - s :X . a, 1
., :-
46. .-...- sa.-.--. --.... s:aa..
47. ..-..-...s+.,.
48. -...s-.....-,-...
49. ..-..-...ss.-a.
50. .a,-. a
--...:a sa,. .,-.... ::

,-...
51. .a,-.
-.,,.....-.,: s...,..-..-...
.-.-.
52. -.... :a.-....-+,-....,.
53. -...:.-....-+,-....,.
54. -.... 55. -::.
56. ...--:as; . s: . . .--....
58. . :aP. M.
59. . ,,- s : ,
- ... as P. M. ,
.,l -a . .-
60. -...s.-.-.
61. ,,.....-.,. .-:-.
62. --..-...-,.,.-.... .-..-+....-.: aaP. M.
63. . . P. M. , -l a a:.. a .-
64. l -
-...-....-
65. ..,,.....-.,. a :-A. M.
Section 1.5
1. ,, -:. . ,
3. ,, -.
+ c,
5. ,, -+
7. ,, -.
+ c.
9. ,, -:+ .- ,
11. ,, = a
2. ,, -+ c, .
4. ,,-c, .
6. ,, -
+ :;
8. ,, -+ c.
10. ,, -
+ c.
12. ,, -. s

13. ,, -.. , ;: 14. ,,-
.- . a
15. ,, - . -,
, , ;:
16. ,, -..
17. ,, - . + ..- , ; . ,
18. ,, -
..- c,
19. ,, - ..- c ...
20. ,, -. -,,+ .
,
21. ,, -
..-
22. ,, -
s, .
23. ,, -
:c.
,
24. ,, - + . s
+ ,
,
25. ,, --,,.
, [
. ,
:
[
26. ,,-. ;:,
+ c;,
27. ,,-.,c+ ,
,
28. ,,-, . ,
, ..-
,c,,
30. ,, -
... .
29. ,, --,
[
c+
,
-
-
,[
32. .,, -..- ... -,,-c...- ... ,
.,,, -:...- ...
33. ..-..-...:.-. .
34. -...:: :+.,.
35. -... s:,-...
36. .,-sa , sa ,
;saa --...: a- .-
37. - :.-
38. .,-a.

-, ,-. a.
.
,,
.
.,s : .-
39. -)_,, -. aa.
s :-,..
41. -,,.....-.,s . as:s
43. sa a:-:s a:ss aaaa. sa:s s as:-
44. ---s: aaaa aaa:: aaaa aaa:
45. ,-:a . .

, -. a...-.-. a. -: s -.-.-.
46. , -
,
. a. . a:.
.... a..- , -.a...-.

-s :.-.-.
Section 1. 6
1.
:, ,
-c
3. ,, -c.- ,
4. :..-
,;, .-,
+ . , -: .- + c
s. .- , - c ,
s. :, .- , - c,
7. ,
c.-I x l ) 8. ,-.-c .-
9. ,, -;c .- , 10.
:,
-c
11. ,-c
+ ,
,
12.
.- + c,
13. ,,
-c
14. ,
-c
15.
:,+ ,
,-c
16. -:,+ ,+ . : .- .+ ,,. )c
17. ,, -:..-:c,
18. ,-.-,+ . , c
19. ,
-;:c
,
21. ,
-. ; c. . ,
23. ,, - c.
25. :.
-,. .
c
27. ,, -c.,
29. ..-
,-
+ c
31.
+ ,,
-c
33.
+ :,
:,
-c
35.
+ ,
. :,.- -c
36. + .,
-c
37. ..- + .-,+ .-c
20. ,
-+ c.
22. ,
-:;:c+ . ,
24. ,
-.; c.-
26. ,
-. c,
28. ,-.-c
,
30.
:. .
-c
32. :
, ,
-c
34.
+ ,
-c
38.
:..-
,+ .- .+ ,
,-c
39. .
,-c
40. ...-,..-,-c
41.
+ ,
:,
-c
42. ,
,-c
43. ,,-a.
t
44. ,,-a,
t
45. ,,-a...:+ t..-:
46. ,, -
a .- t
47. ,,-a .- t
48. ,, -.- + a
t
49. ,, -+ a+ t. ,
50. ,, -.-.-.a, .
+ t
51. ,,- a,t,
52. a,
at,
-!
53. ,,-a..-at,
54. a,
t , -.
58. ,--,
c;.
,
59.
:, ,
: s,-c
60. + :,:, =c, ,
61. -..- ,,+ .-. ,,c
64. ,,-.
c ,
-
-
,
[
65. ,,-c .,
69. ,,...-., ss.

Section 1. 7
:
1. ,-
.
: .
2
_ . a
,~
.-.
. s
a aa~~ ~~
0
:+ .
3. ,-=
: .
!
~
:
O ~
.
: ~a a~ a~
: :
. .
,
4. ,-
: ..
,
:
:
a
5. ,-
s
_
.
. a
s
O a:s a s
. a
6. x(t )
:.

.
s
. .. ...
0
:
7. x (t)

l l -
,
.
a :s s
. s
:: .
8. x(t )
.
_ ,
.

" . a .
....
0 a.
9. s 10. :a--..
11. -, pet ) ( 4 t . a)
:a
12. pet )
:a- t
. sa
13. pet )
a
_
t
14 pet )
t,
. t,
16. -...: s-.-.-.. -... ::.-.-.
19. -...: ..-.-.
20. -...: . : .-.-.
:aa

21.
..
. :.....-
aa:
22. -... ss+.,.
23. .,..x(t ) :aa,... -,.- . .-..-+.

24. -...- :+.,.
25. ., M . aa.-+k a aaa: -, |-.--,-..:a
26. a.- s-.-.-.
27. .,. aa.- s s.-.-. -,. aa.-: s- ..-.-.
28. .,t--....,.....-.--.....,+.-...-,o...+.,.........-.
.-...-,-...:.-.-.
29. .,t . a, . :: aas.....--,-...:. a .....-
.,|-:aaa-,-.t . -s . s- --.-...--......:aaa
,.,......-...-...:s . ::.....-
31. O a - . s : . X .a.-...
37. k a aaaasss: . : M s a::
38. k a aaa. ss- M :as :a
39. pet ) t,-,kt
:
..-:-, .--.....-+....-.-.--
-,..---...-...--,..,-..-t,
. aak a a .-+
a as |.........-..-....---........--..-.-,.-.--..
-......,...-..-t, . aa.-+k a a w-.--.-...--..
.,.--...----+..-..-....,-..
I
. :
Section 1. 8
1. ,,.....-., . .
3. aa;.- :, :..
5. aa .- : ::sH
7. .,. aa ../.-.-,.-...:.-..-+. a.....-..--a...-.
8. .,. aa../.-.-,.-.... :.-..-+sa.....-..--a...-.
9. a..;.
10. -....-.
11. t.-...... .-.... : .
12. ,,.....-.,ss..
19. ,,... ..-.,a s..;. -....,a..;.
20. ,,.....-.,: :s..
22. ,,.....-.,:a s:..;. .-...s :.
23. ,,.....-.,:- a.
24. ., -...a ss. -, .-...: - ..
25. -,-.... s-./.-..,lg_ . aae; . - :se
26. \-.
28. -,..-..-...s .-..-...-....--......-...-... . . s
./.-.
29. -... . :.
30. ,,.....-.,. . . . ./.-.....,..-+..-.---...-
.
-...,-.-.....,...-.... . . s ./.-.,
Chapter 1 Review Problems
1. t.--.. ,, -c.- ,
2. s-,...-.- ,, -; c .- ,
3. a..,---... ,, -;c .- ,
4. r... .
,. ...,-c
5. s-,...-.- ,, -c-,
,
6. s-,...-.- ,, -; . c:.- ,
7. t.--.. ,, -
c.- ,
8. a..,---... ,, -c; c
,-; . k.,
9. s-..... ,, -
c.
10. s-,...-.- ,, -..-c ,

11. a..,---... ,, -; c .-,
12. r... .
,:,
-c
13. s-,...-.- ,, -. ; c:
,
14. a..,---... ,
; c : .- ,
15. t.--.. ,,-.c, .
16. s.-........- 0 -, .......-, .-c.
,. ,
17. r... .. .-c
18. a..,---... ,
-c.
.
_
,
,
19. s-,...-.- ,, -.
;.
. ,
20. t.--.. ,, -:.
21. t.--.. ,, -c.- . , , ;. ,

22. s-.... . ,, -:
c.
,
23. r... .,..- -c
24. s-,...-.- ., - .
;s
c.
:,
25. t.--.. ,, -. ,
c,
-.k. ,
26. r... .
-c
27. s-.-.... . ,, -.
c.- ,
28. t.--.. ,, -
c.
,
29. t.--.. ,,-
c, :. ,
30. s.-........- 0 -, .......-

-:,,
: .- . ,,
,c
31. s-,...-.-.-+..--..
32. s-,...-.-.-+s-.-.....
33. r....-+-..,---...
34. r....-+-..,---...
35. s-,...-.-.-+..--..
36. s-,...-.-.-+s-.-.....
LhagterZ
Section 2. 1
1. ,,- . .
2. ,,-:.
.
3. ,, - ... : ..- :
4. ,,-. a ... :..-
5. ,,-:. .
6. ,,-.
7. ,,-s s.
8. ,,- . :.
,
9. ,,-:..
10. ,,-. :.
11. ,,-...-
12. ,,-.
:...:..-:,
13. ,, - :.
14. ,, -
. s;
15. ,, -: .-
16. ,, -:....-,..-.- ,
21. t.--...,.-+-,--+--.
22. t.--...,.-+-,--+--.
23. t.--...,.-+-,--+--.
24. t.--...,+-,--+--.
25. t.--...,.-+-,--+--.
26. t.--...,.-+-,--+--.
28. ,, -. :... ..-
29. t--.-..-...-...+.....---....-...--,..--+.a-.--....
-,.....-. .+...+-+-,
..,-..--....-r,s, .---.--
.-.....-,..-.-..--...-....-.,, -;.-+,, -s;
..--....-..-......-a
33. ,, -. .
35. ,,-
.
37. ,, -. .
.
39. ,, -
, .
41. ,, -. .
43. ,. a, -a
45. ,:a,. aa,-a
47. ,-a
49. t---.,-,..-....- ,
50. .- : :,
53. ,, -
55. ,, -
.-
Section 2.2
34. ,, -.
.
36. ,, -
38. ,, -. .
40. ,, -
, .
42. ,, -.
.
.
44. , . aa,-a
46. , .. a, . aaa,-a
48. , :, ,-a
52. ,, -
..,;
54. ,,-
56. ,,-.
.- ,
1. . :, . s
, s s
, a
2. , ,, :
, a.
,= a
3. . aa
..-a" .= a
4. s, . :, . , : ..-
,, ...
, a
5. . .: " ...
. :
...:= a
6. . , . , . , ...- , . , ..-- , a
13. ,, - . .
14. ,, - . s.
. ,
15. ,, -: :
,.
16. ,, -. :.. .
. a.
17. ,, -:- : ... ..-,

18. ,, -. : ... ..- ,
19. ,, -:.
.
20. ,, -:
.-
21. ,, - : ... ..-
22. ,, -.

23.
24.
38.
,, -..
:
,, -. ... ..- , .
.
.,-
_
39.
.,-.
40.
.,-.
41.
.,-:
42. ,, ,-.
Section 2.3
1. ,,-. .
2. ,, -
3. ,,-. .
.
4. ,, -. .
5. ,,-. .
6. ,, -.
-, ,,
-, ,,[
7. ,,-. .
8. ,, -.
....:
..-:,
9. ,, -.
....
..- ,
10. ,, = .
11. ,,-
12. ,, -
.
13. ,, -
14. ,, -.
.
...:+
..-:
15. ,, -. .
16. ,, -
., ...
., ..-
17. ,,-...;.,.
..-;.,
...:;.,
.
..-:;.,
18. ,, -. .
...:
..-:
19. ,, -. .
.
20. ,, -
.
.,....,
., ..-.,[
21. ,, -.:.
22. ,, -.
...;.,...-;., [
23. ,, -.
... : ..- ,
24. ,, -:.
s.
,
25. ,, - . s-.
,
26. ,, - : -. :. ,
27. ,, -. .
28. ,, -., .
29. ,, = . .
....,
..-.,[
30. ,, -. .
....,
..-.,
31. ,, -. ..
...:
..- :,
32. ,, -. .
..
,.
33. ,,-.
...
..-,
34. ,, -. .
... :
..- :
35. ,, = .
...:
..-:
36. ,,- . . . .
... . .
..- ,
37. ,,-
:.
38. ,, -:. : .... a
39. ,
s,. :, s,-a
40. ,
:,, s,-a
41. ,
. s,-a
42. ,
. :,
s,s,-a
44. .,- : -,-
45. ,, -. ..
46. ,, = .
.
47. ,, = -, .[,
-,- .[,
48. ,,
.-,
-
.,[-, -
.,[ ,
49. ,, -:.
.... -..-
52. ,, -... .- ,
..- .- ,
53. ,, -.
... .- ,
..- .- , ,
54. ,, -.
.- ,.

55. ,, =.
.- ,
56. ,,=
.- .
.- ,
57. ,, -
.^
.^,
58. ,,- .
.- .
.- ,
,
Section 2.4
1. r.-,.--.,:..+;. . ;a. ,-...+.
2. r.-,.--.,s..+/.-.;a.,-...+;.-.
3. ,....+-: :.-,.--.,..+;.
,-...+: ;.
4. .,,-_... . : o) ..-
o -: ..-
; . :, sss
-,,....+-_ ,-...+;s.-.
6. -...: .
7. -.... aa:.
8. :--.-
10. ,....+-. aa.,-...+.-...: a..-.
11. -... s.-
13. .,,-a.
, -, a-s-....,
14. .,,-:.
... o) ..-o =..-
;,as
-,--.-..,-....-.-+:.
,.-.+.,-...+:;
15. ,-.
:.
..-.+.,-+. ,=: ...:.,

16. ,-.
:.
..-.+.,-+
. ,:.... a :. -,
17. ,-.
: . .........,+.,-+
. , ,... s. -,
18. x( ; =ze
ees+- J , aaae:aamea,
( ; = ees - J
19. x( ; - [ e`
-
ees((- c sz+; ,aaae:aamea,
( ; - .ees - c i )
20. x( ; - i 1e
ees(z- i i (c;, aaae:aamea,

( ; ~ees(z.- c i c;
21. x( ; - i ce`
ees ( i c- c vz1; , aaae:aamea,

, ; ~z.ees(.- c (+c;
22. (e; 1ae:iea:y|a,am|i:aaeis .,:aet:eaeaeyis+.
:aa/s,aaa:aeaaseaa,|eis-/(
23. (a; k ci s ie/i:, (e; Ai:e:aeea:z +s
34. Daia,eeas:aa:.C i i i ie/i:/s, s:ia,eeas:aa:.
k i sv
(s ie/i:
Section 2.5
1. y, (x; =
e
2. y, (x; =- (+(x;
3. y,(x; = (ees 1x - sia 1x;
4. y, (x; = (-+e+1xe ;
5. y, (x; = ( i 1 +1eeszx- zsiazx;
6. y, ,x;
(+- (x++vx
-
;
7. y, (x; =- (e- e ; =-[ siaax
8. y, (x; = xsiaazx
9. y, (x; -[ + (z
-
- x; e
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
23.
24.
25.
26.
27.
28.
29.
30.
31.
32.
33.
34.
35.
36.
37.
38.
39.
40.
41.
42.
43.
44.
45.
46.
47.
48.
49.
50.
51.
52.
53.
54.
55.
56.
58.
59.
60.
61.
62.
y, (x; = (zxsia1x- 1xees1x;
y,(x;= (1x
-
- zx;
y, (x; =zx+ xsia x
y,(x;= _e ( sia x- + ees x;
y, (x; = ( -1x
-
e+x
e ;
y,(x;= -i
y, (x;= (++e
- (xe
+vx
-
e
;
y,(x;= (x
-
sia x- xees x;
y,( x; =-
(z+xe- i vxe
-
+ (x
-
e
-
;
y,(x;=
( i cx
-
- +x
+ x;
y,(x;= -+[ xe
y,(x;=xe (Aees x+ssia x;
y, (x; =Ax
+sx+cx` +bxe
y, (x; =Axeeszx+sxsiazx+cx
-
eeszx+bx
-
siazx
y, ,x; =Ax+sx
-
+(cx+bx
-
; e
y, (x;=Axe+sx
-
e+cxe
-
+bx
-
e
-
y, (x; = (Ax +sx
-
; e'eeszx+(cx+bx
-
; e
siazx
y,(x;=Ax ees x+sx sia x+cx ees zx+bx sia zx
y, (x; = (Ax+sx
-
+cx
;ees1x+( bx+;x
-
+/x
;sia1x
y, (x; =Ax
e+sxe+cxe-
+bxe
-
y, (x; = (A+sx+cx
-
;eesx+(b+;x+/x
-
;sia x
y(x; =ees zx+ sia zx+ x
y(x;= ( i e
- i (e
-
+e ;
y(x; =ees1x- sia1x+siazx
y(x; =ees x- sia x+ xsiax
y(x; =e (zeesx- sia x; + x+i
y(x; =
[
2
(z1++z+cx- )e- 11e
-
- i zx
-
- +x;
y(x; =+- +e+1xe+x- x
-
e+x
e
y,x; = _e ( l ( ees x+i v sia x; - (( ees 1x+ sia 1x;}
y(x; =-1+1x- x
-
+x
++e
+xe
y(x; = (e+e + i c eesx- zc;
y, (x; =z- +cx+1cx
-
+zcx
+i cx- +x`
y(x; = i ce+1e
-
+z i cees x+1vcsiax+y, (x;wae:e
y, (x; is:aea::iea|a:se|a:ieaeir:ee|em+i
(e; y(x; =eeszx+c
-
siazx
+ ees x- _ees1x
y(x; =e
-
eesx.,+c
-
siax.,[+
( -1eeszx+z siazx;+
-
( i ees +x++sia +x;
y(x; =ees1x+c
-
sia1x+ - _eeszx- ees+x
y(x; =:es x+c
-
sia x+_(1xees x+1x
-
s|a x; +
[
]
(1sia1x- +xees1x;
y,(x; = e
y, (x; =-
_((x+i ; e
-
y, (x; =x
-
e
-
y,(x;= _(+x eesa zx- siaa zx;

y,(x;= - (ees zx ees x- sia zx sia x; +_(ees x ees zx+
sia x sia zx;=- ees 1x ( ' )
y, (x; =- x ees 1x
y, (x; = xsia 1x+ (ees 1x;|aI ees 1x ,
y,(x;=- i - (eesx;la,ese x- ee: x ,
y, (x; = ( - x sia zx;
y, (x; =- e (1x+z;
y, (x; =x
(|a x- .
y, (x; = x
y, (x;=
y, (x;=la x
y,(x;=-x
-
+ x |a - + -( i + x
-
; |a , i - x
-
,
i+ x
i
i - x z
Section 2. 6
1. x( ; =z ees z- z ees 1
2. x( ; = ..-z ..-1
3. x( ; .i 1s1ssees ( i c- o) + ees( ; ..-
o z ..-
( i / i s(;-(
zs.-+
..-
(+/1;-c vz1
1
-1
4. x( ; =z.ees(- o) + icees+..-
o = - ..-
(v/;-z cv
1c
'
z
" |
-1c
5. x( ; (x,- cees o,+ cO5 , --.-c=/, /(/- -.
7. x, ( ; ees(1- o) ..-o - ..-
( i z/;- i v((
8. x, (; ees(- o) ..-o ^ z- ..-
(1/+; (1v
9. x, (;^ ees ( i c- o) ..-
o =+ ..-
( i vv/zc;-+ (i zz
c i
-c i
1j
10. x, (;= _,ees ( i c- o) ..-
o + ..-
( i i /+s;-1. +s i
.
11. x, (; ees(1- o) ..-o - ..-
(1; - i svz
x,, (; e
ees(- ; ..- z- ..-
(;-+ s+1
12. x, (;=
ees(1- o) ..-o T + ..-
(z/;-1 zzi
x,, (;
ees(z ; ..- ..-
(/z;- i i vc1
c
-c
13. x, (; _ees ( i c o) ..-
o - ..-
( i c/1;-z v1zc
x,, (; z _e
ees(- ; ..-
z- ..-
(:z i / i zsv;-( zc
14. x, (;-ees(- .wi:a.-:aa
(zz;- i z+
x,, (;-,1((eees(1- ; wi:a
=-+:aa
(z/1 i ; -+ i +s
-1c
15. c(o;-z/,++o , :ae:eisae:ae:iea|:eseaaaeei:eaeaey
C
~~aa u
:
( c
16. c(o;-ic/,z+(o+o , :ae:eisae:ae:iea|:eseaaaee
i:eaeaey
C
o
i c
17. c(o;-c/,zcz- +o
-
+o , :ae:eis:ae:iea|:eseaaaeea:
i:eaeaeyo-1.
c
aaa~~~a o
i c zc
18. c(o;-i cc/,+zzcc- i zcco+o , :ae:ei s:ae:iea|
:eseaaaeea:t:eaeaeyo-i c.
c
~aaa~~ o
z c
19. o-:aa/see(a:exima:e|y1 i z a.
20. o-++z:aa/see(a:exima:e|y ca.
21. ,-,(/L) +(//;
22. o,-//(+ I/o
-
;
23. (a;Na:a:a|i:eaeaey -:aa/s(a:exima:e|yc ca.
(e;am|i:aae. a:exima:e|yi c (zia.
Section 2. 7
1. i(;-+e`
2. i(; =+( i - e` ;
3. i ( ; -
`
(ees (c + i z sia (c - e` ;
4. i ( ; -(e
-
- e
-
; ,i,,,-I ( la z;-/+
5. i(;-e
-
sia(c
6. i, (;-( -zi ees (c+zzsia (c ; -(/;ees((c- .
wae:e.--- :aa
,zz/zi ;-z 11zv

7. (a; _( ; -;, c( i - e ) ,i(;-( ;,/
;e
8. (a;_( ; -i c e` ,i ( ; -i c( i - ; e` ,
(e; _,, -_( i /;=ze
9. (a;_( ; -(eesi zc+( siai zc- e

-
; / i +sc
i ( ; -(1(eesi zc- ( siai zc+e
-
; /+
(e; i,-(( eesi zc- siai zc ; -_ees( i zc- .wi:a
.-z-- :aa

11. i, (;-_sia(z- ) wi:a =z-- :aa
( i /(;-( i i sc
12. i, (;-_sia( i c- ) wi:a -z-- :aa
( i /+;-(
c1sz
13. i, (;-sia(- ) wi:a -z-- :aa
(z/1;-
(vz
14. i, (;-c vvvc sia( i cc- c. szz;
15. i, (;-c i vi sia((c-- +. s(;
16. i, (;- i
(i zsia(1- i zzsz;
17. i ( ; --zesia 1
18. i ( ; -_
( i )e
-
- i se
-
- e ;
19. i( ; -i ce
-
- i ce
- ce
20. i(; -
e'
-
(ees /z+zsi a /z;+
(eesz+(s|az;
21. i(;--e ( | z ees1++s|a1 ; +(zees+1sia ;
I
22. I(; -e
-
(ci +eesz + c cz(zs|az ;+
(c i + ees (c-+c cz1c sia (c- ;
I
Section 2. 8
1. Oa|yes|:|ee|,eaa|aes(
-
-
-
/+,aaaassee|a:ea
e|,eaiaae:ieas(ees(-x/z; ,ie:= i , 1 , ,
2. i,eaa|ae,=cwi:aei,eaiaae:|eay, (x; i , aaaesi:|e
e|,eaa|aes(
-
,wi:aasseeia:eaei,eaiaae:ieas(ees x,te:
= i , z, 1,

.
3. Oa|yes|:|ee|,eaa|aes(
-
/:,ie:= i , z, 1, 1ae:a
e|,eaiaae:ieay.(x; |sees(x/z; |iiseaa,sia(x/z; ii|s
eea
4. |,eaa|ae,=cw|:ae|,eaiaae:|eay, (x; = i , aaaes|:ie
e|,eaa|aes(
-
/+,ie: = i , z, 1 , 1ae:aei,eaiaae:iea
y.(x;iss|a(x/z;|iiseaa,ees(x/z;|iiseea
5. Oa|yes|:|eei,eaa|aes(
-
-
-
/(+, ie:= i , z, 1, 1ae
:ae|,eaiaae:ieay.(x;|sees(-x/s;+ s|a(-x/s;ii|s
eaa,ees(-x/s;- s|a,-x/s;iiiseea
7-8. ta:ae,a:eee|ew.eia:sei|a:e:see:ieaei:aeea:ey=:aa;
w|:a:ae||aesy= ;a:e|aee|eaw|:a:ae|:;eee:aiaa:eswe
see:aa:a.|ies] as::e:ae:i,a:ei:aee::iea||iae
;=(z- i ; - /z, wa||e.||es]as::e:ae|ei:ei:ae||ae
;=(z+ i ;-/z
Lhagter3
Section 8. 1
1x , ?x;
-
(1x;' ,1x;
3. y(x; =c, i - _ +
z z
-
-
1 z'
+
+ z

=
c,e'
-
,,=+~
x
-
x
x`
_
4. y(x; =c, i - _ +
z
-
1
+ =c,, ,, ~
5. y(x; =c,
i+
x
+ + +
=c, e ' x

1 z 1
-
1 1
J '
/
=+~
x
-
x
zc,
6. y(x; =c, i+ _ +
_
+ _ +
i (
+ =
z-x
,,
z
-
c,
,
7. y(x; =c, ( i +zx++x +sx +
;=
i-z
,,
x x
-
x' x
8. y,x; =c, i+ _ - _ +
i (
-
i zs
+. =c,,,
, = i
c,
9. y(x; =c, ( i +zx+ 1x
-
++x
+
;=
(
-x; -
,,= i
1x 1x
-
x
?x
10. y(x; =c, i - _ +

_
+
i (
+
i zs
+
c, , i - x;
-
,
, = i
11. y(x; =c,
i+ + + + . . .
+
c,
x+
x'
+
x
+
x'
+ . . .
1
=c,eesa x+cs|aa x,,=+~
(zx;
-
(zx;
(zx; `
12. y(x; =c, i+
+ . . . +
c, (zx; ' ,zx;
,zx;'
_ (zx;+
+ _ + _ +
=
c,eesazx+ s|aazx,,=~
(1x;
-
(?x;
, 1x;`
13. y(x; = c, i -
- _ + +

1x-
(1x;
+
, 1x;
(1x; '
+
1 1
=c,ees1x+ [ c,s|a1x,,=+~
14. y,x;=x+ c,
i - + +
+ (c - i ;
+
x
x'
+
1
=x+c, ees x+,c, - i ; s|a x, ,=~
15. (+ i ; c
.
=cie:a|| _ c,sec.
=cie:a||_ 0.
16. zc
. =c.ie:a|| _ c,sec. =cte:a||_ 0
17. c,=c =caaac.. , =-c.ie: _ i , :aasc. =ie:a||
_O.
18. c. =cie:a|| _c
19. (+ i ) (+z;c.-
-
=-+c. ,
1 (zx;
(zx;
(zx; '
1
y(x; = _ (zx;-
+ _ - _ + = _smz
20. (+ i ; (+z;c..
-
=+c ,
,zx;
-
(zx;
(zx;
y(x; =z i+ -+ -+ -+.
zeesazx
z : (
2I. (+ i ; c.., =zc.- c.
,
x
x
y(x; =x+ x
-
+ + + +
. . =xe
z 1 +
22. (+ i ; c.. , =-c.
+zc..
,y=e
-
'
23. ~sc,=c =caaa(
-
- + i ; c.+(
;c.
, =cie: _z,
c. =cie:a|| _
Section 3.2
-
.
-
..
c,+c
x
1. c..
-
* c,y(x; * c,
x +c,
x = f =
.--
.--
i - x
-
3. (+z;c..
-
= -c. ,
L
( -i ;
.
x
-
. L
(
i )
-
x
-
-.
y(x; =c,
z
.
+c
(z+ i ;
,f =
4. (+z;c..
-
=-.++;c. ,f = i ,
L L
y(x; c,
( - i ;
-
(+i ;x
-
.
+ c, _( -i ;
(z+1;x
-
..
..-
L
x
-
..
5. 1(+z;c..
-
=c. , f =
y(x; c,+c
_
.--
(z+ i ) 1
-
6. (+i ; (+z;c
-.
-
=(- 1; (- +;c
- ,f =
y(x; c, ( i +(x
-
+x;+c,,x+x
;
7. 1(+i ; (+z;c..
-
= -.- +;
-
c
-
,
y(x; =c, i
s
-
+
,+
x
x
L
(-i ;
.
(z - ; x
-
-.
c x- _ +
i zc
+v
(z+ i ; 1
-
8. z(+i ; (+z; c..
-
=(- +; (++;c
-
,y(x; =c, ( i - +x
-
+
x`
(z- ) (z+1; x
-
--
zx ;+c, x-
_
+
_
+
(z+ i ; z
-
9. (+i ; (+z;c
-.
-
=(+1; (++;c
- ,/
= i ,
L
c
L
y(x; =c,
(+i ; (z+i ;x
-
-
+
(+ i ) (z+1;x
-
-.
'
. -
10. 1 ,+i ; (+z;c..

-
=-.- +;c. ,
y(x; =c,i+
z
-
+
+
x
x
L
( -i ;
-
(z -
; x
-
-.,
c, x+_ +
1(c
+1
(z+i ; 1
-
11. (+i ; (+z;c..
-
=z( - ; c
- ,
y(x; =c, x
+x
+
+x
,
+
i 1
c, i - x + - +-+i `
~~
-
x x`
L
(z- ; z
-
x
-
-
ic c (z;
-
I2. c
-
=c,(+z;c
-.
=c. ,
y(x; =c,
i+
_
x
+c
--
--
z (1- i ) 1
-
13. c
-
=c,(+1; c..
=-c. ,
L
(
i ;
-
x
-
L
(
i ;
-
x
-.
y(x; =c,` +c,`

-
1
.
+ (1+i ;
14. c
-
=c,( +z;(+1; c..
=-c
- ,
y(x; =c, i+_ +
L
(
i ;
-
x
.-
1
-
" z
(1- i ;
L
(
i ;
-
x
..
1
.
i +

(1+i ;
15. c
-
* c
=c,( +1; (++;c..
=-c. ,
y(x; =c, i+_ +
L
(
i ;
.
x
.-
+
.
1

,+- i ;
L
( -i ;
-
x
..
c
_
.--
+
.
v

,++i ;
16. y(x; =x
17. y(x; * i+ x
-
L
(-i ;
.
(x
i ;
-
.
18. y(x; =z_
eeae:,esie:a||x
..-
z
-
L
19. y(x)* _(z+1; (x- i ;
-
..
,eeae:,esiic* x * z
.--
20. y(x; =z- ((x- 1,,eeae:,este:a||x
21. y(x)= i + +(x+z;
-
,eeae:,esie:a||x
22. y(x; =zx+ (
23. zc
-
+c,=c,(+i ; (+z;c..
-
+c
-
+c.
, * cie: i ,
24.
25.
x
-
x
x
y, (x; = i - _ - _ + , y
-
(x; = x - _ ~
+

x
x' x`
y (x;= i +
_
+_ +
:
+

,
x
x x'
y
-
(x;=x+
_
+_ +_ +
c
-
=c
c.(+1; (++;c..
+(+i ; c..
+c. =cie:
x x
y,(x; = i - - + -+

. .
i z i z( `
x x'
y
-
(x;* x-
-
zc
+
26. y(x; =c,i - + +

+c, x- ++

28.
29.
y(x; = c
-
i -
-
+
x
+
,
+ c
x - +
i
-
i
` y (x; = i -
_
x +
,(
x +
,
i
y
-
(x; x-
x -
(c
x +
30. y(x; = c, i -
-
+ +
,
+ c, x
x
+
+
33. 1aeie||ewia,,a:esaews:aeia:e:|aeeaze:esei:ae+:aaaa
:aue:mi:ee|yaeia|s
}
34. 1ae,a:eee|ew:esa|:swaeawease=+c:e:msiaeaea
samma:iea ua:wi:a=cwe,e::aesameie:a:eas
ti,1 z
1ia:ae:ex:
y
Section 3.3
1. o.+.-..,,..-. 2. o.+.-..,,..-.
3. |..-,......-,....,..-. 4. |..-,......-,....,..-.
5. s-,......-,....,..-.
=c.
-
=-i
6. s-,......-,....,..-.
= i .
-
=-z
7. s-,......-,....,..-.= -3, -3
8. s-,......-,....,..-.= |
'
-3
9. s-,......-,....,..-.x= i
10. s-,......-,....,..-.x = i
11. s-,......-,....,..-..x = i , l
12. |..-,......-,....,..-.x z
13. s-,......-,....,..-..x=z.-z
14. |..-,......-,....,..-..x = 3, -3
15. s-,......-,....,..-.x=z
16. |..-,......-,....,..-.x =c..-,......-,....,..-.x = i
17. y
.
(x; =... ,y
-
(x;=..- ,
18 y (x;
' y (x;
x
.
-
'
. (z+ i ; . '
-
. (z- i ; . .
19.
20.
21.
22.
23.
x
-
y.
(x; =x i+3
. (z+1; . .
'
x
-
y
-
(x; = i - x-
(z -3) "
--
-
( -i ;
z
-
x
-
y.
(x;=x
---
.
+1 (3n +i ;
( -i ;
-
z
-
x
-
y
-
(x;=
---
. z (1- i ;
x
-
-
y.
(x; =x i + ,
. 1 i i (++3)
x
-
-
y
-
(x;=x
.
-
i+
. i
(+- 3)
y.(x; =x
-
i+ .
( -i ;
x
-
-
. i 1

(++;
( ;
-
x
-
-
y
-
(x;=x
.
l +
. 3 1 (+- i ;
y.
(x;=x
-
i+ .
x
-
-
z
-
. i 1 i
( i z+1;
x
-
-
y
-
(x;=x
-
i +
z
-
. i 1 ( i z- 1;
24. y.
(x; =x
i+' ,
(-i ;
-
x
-
-
z
-
. 1 i 1 ((+i ;
25.
26.
( -i ;
x
-
-
y
-
(x;= i+
z
-
.
i i
((- i ;
--.
y.
(x;= x
.
( -i ;
x
-
= x
-
e
-
,
.
z
-
---
( -i ;
x
-
y
-
(x;= i+
(z- i ; . .
x
-
-
y (x; =x
.
~
=x
-
-,
i
x
-
)
.
---
. z
- - '
z
-
x
-
-
y
-
(x; = i+
3 1
(+- i ;
--
i i
27. y.
(x; = - ...1x,y
-
(x;= - .1x
x x
y
y:
-1
y.
28
i i
y.
(x; = - eesa zx,y
-
(x;= - sma zx
x x
y
*
x
! x i x
29. y.
(x;= - ...-,y
-
(x; = - ..- -
x z x z
y
-c
,
31. ,,.
eesa x.
.,.
siaa x
~.
32. , ,_.

., . _
33. ,,
.. a
., .
. . . .
s: .
za zz z. -z
34. ,,
.
.
., .
.
.

:.
. -
z zaa
Section 3.4
.
1. ,
,
.,.z_=
.
n[
-z,
.
2. , ,_ . ~ ~
s
, . z _
z
n[
-,
3. ,,
. ,
,.z_

n[
- ,
.
z:.
4. , ,
za
aaa
. ,
.,.. za
I
-,

5. , ,.
(

- . , .
.,
.. za
_
-,
z-,
6. , ,
.
, _
- - , z
14. ,,
. a
. a
. . i .
.,,,
.
. aa
. :a
.,eea:aiasae|e,a:i:amieUI
. ,
16. , ,.
i_
n[
z
:

z-,
.,.
.
_
. ,
n[
z
-
. ,
.

z- ,
Section 3. 5
2.
4.
5
.
, - - z, :, ,-
s- , :,
iz. 1aete||ewia,,a:eee::ete:a:es:aeea|ea|a:eava|ae,a,
,
i:. .
: ., .: , ,:, , . c
i+.
, :,z
:, ,c
is.
, :,
-, :, ,-,:, ,.c
is. .:,,:, ,.c
i:. z: ,
:, , c
is.
:,
, :
, ,:, ,.c
i-.
. s,,s
, :
.,c
z. z:
,,:, , .c
zi. :, , - : ,c
zs.
a
a
Section 3. 6
i. ,, ,. :
.,.
., ,
.
z. ,, - ,.:,.
r, ,
:. ,, . :
,.
, [
+. ,,
. :
,.
, [
s. ,, .
. :
, .
,.
, .
, [
s. ,, .
.:
,.
r, z
, [
:. ,, .
, . :, , .
., ,
s. ,,
.:.
,.
r.
, [
-. ,, .
. :
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, [
i. ,, .
. :
_.
,.
_
.
, [
ii. ,, .
.:
,.
, [
iz. ,, .
. :
_.
,.
_.
, [
Lhagter4
Section 4. 1
i. . ;.
.a z. z;.
a
:. .;. , . +. ;
. , .a
s. . ;.
. , . .
s. . ;. ;
, , .a
:. . . , ;. .a
s. . .
, ;. .a
i. . .. , ;.
.a
ii. ,.
a
iz. - . -z.
, ;s.
, a
i:.
z. ,

i+. ,;.
,. ; .. a, .a
is.
z,
is. .z, ;
, .a
i:. ees
z . ... ,
. s, [ .a
is. ;
s, .a
i-.
s.
s.
a
z. . ;. . ,
. . zi.
,;
a
zz. ;
s,
[ z:.
z+. z, zs. .
zs. . z:. .
zs. eeszsia z
:. - eesaz- siaaz
:z. z. ,
z-. sia ...
:i. ..-- ! a eesa
::. ,, . . a) . Yea:,a:esaea|aiaaiea:e:aa::ae,:aa
et,eea:aias:aeeia:(a, a, ta:ae::aeeia:(a, . ,
:s. ,, . a) . Yea:,a:esaea|aiaaiea:e:aa::ae
,:aaet,eea:aias:aeeia:s(a, . , aaaa, ta:ae::ae
eia:s(a, a,aaa. ,
:-. ti,a:e z ssaews:ae,:aaet:aeaai:s:ai:easetaae:iea
Section 4.2
i. , eesz
:. , .
. ,
s. , z ..- ..- z,
:. , - ees ees ,
-. , z . .
,
z., ... ..-
+., :.
. ,
s. , (ees- eesz
s., . ees ,
i. , z . z. -.
,
ii. , l , ,, z
iz. , .
. . , , , .
. s. ,
i:. , z;.,siaa;.,
, , eesa ;.,. ;.,siaa;.,
i+. , z siaz, ,, zsiaz,
is. , ,z.
,...;z,l ..-;z,,,
,,= ,zs -.z.
,...;z,..-;z,,,wae:e
l .
is. , ees ..- ,, . ees ., z sia
i:. ,,= .
. ,
is. ,, . . ,
i-. , , . ees z, sia
-
z. ,, s ..- ... . ,
zi. ,, sia
zz. ,, . ...- ,
z:. , , siaa
z+. , , .
z.. ,
Section 4.3
i. z;. -, z. .,
3. -;,.z,
--
, +.
z., ;.
.. :,
s. .
s.
, .
:. .
s. .
...
9. .
, ... ..- , i. .
,s... ..- ,
ii. ..--z iz. z.
13. .
. i+. z.
.
is. . . , is.
,.
z, .
z, ,
i:. _..--z ..- z, is..
, .| zz
,
19. z ... z z ..- z z ... ..- ,
z. .
z . , .
z. , ,
zi. ...- ... z..- ,
zz. .
, s,... ,.. - ,
z:. .
s ... - ..- ,
zs. . z.
, 29. s..--z,
30. ,z. .
z...z..-z, ,
31. s.
, 32. ...- ... ,

33. , = ...- ..- ..-- ... ,--.-= . ;
34. ..-z..- 35. _..-z z...z,

36. z.
. a z,... . ,..-,
37. , . , ..
... z ..- , ,
38.
s- ... a:..-,
,
: ... zs .. - z,
39.
.e
-.e
. -
Section 4.4
i.
3. ..- ... ,
z. . . . , ;.
+. z ..- ,
s. . s. . . , ;.
:. .
. , s. . ... z,
9. ..- ..., i. ..- , ;
ii. ..- z z ... z, iz. . .
... z .. - , ,
13. .
.....- , i+. ... ...z,

is. s.;.
-,
. a is. z
z., ;
a
i:.
. , ;
.| ,
a
z.
s.:,
is. .a
.. ,
z.,
19. - .....- .=.....- . ;., .a

z. .-.
, .- ..a zi. .- . .-. , .

zz. .-.., .-. . , . .
23. z ..-- z, ; z+. z... z ... , ;
zs. .
z ... , ; zs. .
..- , ;
z:. z . ... , ; zs. ..-
... ,
29. .. , x ., x.,=a ,=c
. c = a
30. x.,=a;.,
, =c
c=a
31. . z, x .,x., a,=c
c=a
32.
z., x .,., x.,=a

,=c . .
, c=a
33.
| , x ., .x.,=a ,=c..- ... , c = a

34. , =c.
..- ... , c = a
Section 4. 5
i. ,,=. ,
,
r
z. ,,= . , . . , , . ,
r
3. ,,=. . ,
"
,
. a
5. ,,=. -,
..- -,=. -,..-

,
6. ,,=. . , ... - . ,=. . , ... -
,

7. , , =..- . z-,..- z-,=, . . z-, ,..-
,,
+
8. , , =... - . z,... - z,=, . . z, ,... -
,
9. ,,=... - . , ... - ,= ,| . ,, ... -
,,
10. ,,=z. -, ... z -, z. z, ... z z-,
=z,. -, . z-, ,...z
,,
z
~z
11. ,,=z, . -
, , r., =z . .
, ;.
12. t., =. .
, ;.
13. t.,=, i ., ;.
. ,
14. t.,=. . .
, ;.
,
15. t., = . .
, ;.
. ,
16. t.,=z. .
, ;.
,
17. r., =-.
, ;.
,
18. t.,=z.
. , ;.
,
19. t.,=.(s
,
,
20. t.,= . . , ;.
21. t.,= . z..
, ;.
28. t., = . . ... , ;,.
. .
, ,
31. ,= ;, . . -, ,..-
.
32. ,=,, . z, , z,--.-,,=..
,
.
a
33. , = , . . z-, ,..- ..-
.
za
a
34. , =,, . . , ,, . , + - . , ,--.-
,,= ..- .-+-, = . ...
as
a s
35. ,= [ -i + + + . , .
+
. z, . + ,.
] j
l
4
36. ,=.

. . , .
37. ,=, . . z, ,..-. aa

38. ,=, . . , , .... a .... aa,
39. ,=_ . .
. . , . + -s.
--.
]
40. ,= _ . .
a.
, . . , . .
+ za.

.
, ]
41. ,=z..- ..-
R
+z. ,=,,+ z_. ,
. -,, -, --.-
,, . ....+ ..-,
.
-.
Section 4. 6
1. ,= ..-z
2. ,= _+ . , ,..-z
3. , = _i .
z.
,+ . z, z,.
as
4. ,=z+ + z.+ .
5. , =z. , .
..- ,
as
-
6. , z. - ..-
7. ,z .
. -,.
. z-, [.
..-
.
-
8. , z,. . z, z,.
9. , ..- z., , ., ..
10. ,
, ., ..
11. ,=
..--., , ., ..
12. , .
..-z., , .,..
.
z
13. .,-,,,,
-,, ,
, ;z,
s
-, |. .----, ,,z
, ;z, .-+---.-
-, , ,.. a
., -.-,,,a
15. --...-.....-..-...--..,..--.-.........-,..-.-...
-.
k) X(s) m0 .
17. -, ,.
. , , .
,
|. z.---,.
. , .
,

_
a
18. , , . . -, , ..-| a
19. , _. --; . a,..-. a
20. , _ . ,
. --;, ..- . a
21. , _. --; . a, .
..-
a
a
22. ,_. z--, ..-
.
s
s
Lhagter
Section 5. 1
1. ,.
: .
K
2. ,.
. .
s.
...
3. ,.
,. .
4. ,=.
.-
5. ,.
,... .
6. ,.
,
, ,
,
7. ,.
,,
,,
8. ,.
,
z
.
, z
...
9. ,.
z
,,. ,

10. ,.
,
. ,
,
, . . ,
11. , a ... t ..- ,, t ... a ..-
s
s~z a z
.
596 Answers t o Sel ected Probl ems
12. ,=a.t. ,,=a. t.
s
z
z
-
s
13. ,=a...zt..-z ,,=t...za..-z

,=... z ,,=..- z
s- ~z ~l 0 l z s
14. ,=a.... at..-. a , , =t.... a a..-. a

,=.... a ..-. a , , =.... a ..-. a
z
l
- 0M
~l
z
-
'
s- ~z ~l 0 l z s
x
15. ,=a... zt..- z ,,=t...z a..-z
l
s- -z~l 0 l z s
x
16. , =a ... t .. - ,,= t ... a ..-
-l
~z
-

s- ~z ~l l z s
17. ,=a.
t.
,,=a.
zt.
,=.

, ,=z.
s- ~z ~l 0 l z s
18. ,=a.
+ t. , , =za.
+ t. a= .-+
t=.-.--,................-
-!
~z
-
-
19. , =
.
..- ,,=.
...+ z..-,
z
.
a,
.
~z
-
-
~- ~z. a . z
20. , =a+ t, .
, , =a+ t+ t, .
-- ~z. a . z
x
27. 2(1{ - I) + at
=. aa..-sa z 1 - I{) + zt
=a
Section 5.2
.
a
.
-

-
.
-- ~z. a . z
x
-- ~z. a z
x
a
.
-z

-
~
-- ~z . a . z
x
z
l
a
~l
~z
~4
s
s~4~z ~l a
z s
5. ,=.....z.
..-z,
, , = .,..
,...z.
., , .. -z,
s
z
l
a
~l
~z
~4
s
s~4~z ~l a l z
6. ,=.
...- ..- , , , =.
z ... ..- ,
s
z
l
a
~l
~z
~4
s
~5 ~4 ~1 ~z ~l 0 l z s
x
7. , . .
, ,,=z. .
8. ,=. ..
,,=. ..
9. ,=. . .
. : ... z ..- z,
,,=. ..
. z ...z ..-z,
10. ,=. ,,=.
11. ,=.... .
..- _. .
,,= |,. .
,.....
,..-, _.
12. ,=. .
,,=. .
13. ,=....z.
..-z-...-
..-
,,= .... z .
..- z, z-... -
..- ,
14. ,=.... z.
..- z..-
,,=....z.
.. -z .
...z
.
..-z ..-
15. ,=.... .
..- -... z-
..- z
,,=.
... ...- -
... z -..- z
17. , =.... .
..- - .
, , =.
... ...--, .
- -
18. , = ., .
, ,,=. .
,= . .
,
19. ,=..
. ,,=z.
z.
.
,=z. z.
z.
.
20. , =. .
. . , ,=. .
.
| .
,=. .
. | .
23. |---..-.,.-,.......-.
24. ........-
25. |---..-.,.-,.......-.
26. ...-.....,..-...-..
27. ...-.....,..-...-..
28. ........-
29. r.....-.....,..-...-..
31. i,=z.z.... a;.,
;..-. a;.,
i
,=za;;, ...- . a ;;,

32. i ,=

. za.
. za ... sa.::s ..- sa ,

t,=

za.
za...sa. :zs ..- sa,

33. i ,= z .
, i
,= _ . ,
37.
39.
.,,=.....
..--.... -
..-.,
,,=z....z.
..- z-.... z-
..-.
-,|-.---.......+-..-..-,.--.,.=.--...-...-
.-.--..-+..-....---.-...-.---.......+-..-
a-,.--.,.
=..--,..-.-.,,....-+..-....-.|--..-
...-.--.,....+-...--....-..-
.....-.-....-
,=.... .
..- -... z-
..- z
,,=z.
...z.
..- -...z -
..-z
|-.---.......+-..-a-,.--.,.= ..--...-...-.-
.--..-+..-....-..-.--.,....+-......-...--.-..-+
......-.-.....---......|-.---.......+-..-
..-,.--.,.
=z.--,..-.-.,,....-+..-....-...-.--
..-.,....+-......-
-
a
~l
~z
a -
_"|
z...,
z- -
:
z
P
0
~l
`. ...z,
z
:
0 - z- :-
40. ,=.....
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..- a
,,=z., ...z.
.. - -, ... a -
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41. , ., ... .
..- -,... -
..-
,, ., ....
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.. -
|-.---.......+-..-..-,.--.,., = i.--...-...-. -
.--..-+..-....--..-.-.---.......+-..-..-,.--.,
.
=.--,..-.-.,,....-+..-....-. |--..-...-.--
.,....+-.......-...--.....-...--,...
P
z
0
~l
z
0
z
0
~l
z
0
.
...,
-
-
z-
...:,
z-
42. ,=.,....
..--, ...z-
..-z
,,=., ... .
..- - ... z -
..- z
43. , .,....
..--,...,-
..- ,
,, .....
..- -..., -
..-,
|-.---.......+-..-..-,.--.,., = i.--...-...-. -
.--..-+..-....--..-.-.---.......+-..-..-,.--.,
.
=,.--,..-.-.,,....-+..-....-.|--..-...-.--
.,....+-.......-...--.....-...--,...
z
.
...,
P
0
~l
z
0 - z-
z
P
0
-i
`
. ...!)
z
0 - z-
44. ,=......
..- .-,...z-
..-z
,,=.,.....
..- . -...z -
..-z
45. ,=.,.....
..-.-....-
..-.
,,=.,.....
..-. | -, .... -
..-.
|-.---.......+-..-..-,.--.,., =..--.....-.
..-.-.--..-+..-....-..--,....,....+-.............-
|-.---.......+-..-..-,.--.,=. z..--..
...-...-.-.,,....-+..-....-...-.--.,....+-..-
--.-,-....-....-,
z
P
0
~l
`
.
... t,
z
0 - z-
z
z
O - z-
46. . = ....z.
..-z...
..-
,= ....z.
..-z ...
..-
Section 5.8
i. .,
(e;
,
.,
+,

2. (AB) C
= A(B
C
) =
!
A(B + C
) = AB AC
=
,

3. AB =
,
_
,
BA = - -
.
:
O s .
4. Ay
=
..

Bx =
z
,
..- ...
s
_
z.
s. .,
z
-
,
-,
z: z . - zs
.,
. . , (+, .
,
.s s z . . zz s
-,
.
,
s z :
:. det(A) = det(B) = 0 8. det(AB) = det(BA) = .
9 (AB)
'
! s. s
! + z . z
ii. x =

,=

'
,=
i:. x = . P
(t ) =
] _; .
'
=

is
,
.
,
'
`
i:. x =
,= `
,
'
,=
,
, 0 s :
j, x
`
,
'
`
zi.
22.
23.
24.
zs.
26.
27.
28.
29.
30.
:i. x = z. .
32. x = :x z.
33. x = . s. .
34. x = . z.
35. x = .z.
36. x = :..
37. x = . .
38. x = z.. .
39. x = .:.
z
40. x = . .. .
. z
+i. ., .
= . ..--..--......-...-.....,.-...--..--.
(e; . .
,= 0,--.-..--..-z...+.,.,.-..=0
....-+.
-.-.-+-,--+--........-.....,..-...--
.-+....-+...
Section 5.4
l
2. .,= ..
.
,= .
.
z.
3. c---..........-.,= . .
.
.
.
,= .
.
.
.
e................-.,= .
s.
,
.
,= .
s.
,
5
1
l
l
0
~l
~l
~1
~4

~5 ~4~1~l ~l 0 l 1 5
5
1
l
l

~l |
~l
~5
~5 ~4 ~1 ~l ~l 0 l l 1
.
6. c---..........-.,=.
.
+ .
,=s.
.
e................-. ,=.
+ s.
,=s.
s.
1
l
0
~l
~l
~1
~4
.
5
1
l
l
0
~l
~l
~1
~4
~5
8. .,=.
...z+ .
..-z
.
,=.
z.
,...z+ z. + .
,..-z
5
1
l
0
~l
~l
~1
- -
~5 -
~5~4~1~l ~l 0
.
9. c---..........-.,=.
... + .
..-
.
, .z ... + ..- ,+ .
z..- ...,
e................-. , =z... ..-
.
, ... + ..-
10. . ,=z.... z.
..-
.
=.+ :.
,...+ .
. ,.. -
11. c---..........-.,=.....z .
..-z ,
.
,=..
..-z + .
...z,
e................-.,=...-z .
,=....z
5
1
l
0
~l
~l
~1
~4
~5
P
12. . ,=.
.... z .
..- z,
.
,=.
,.+ z.
,...z + z.
+ .
,..-z,
13. .,=.
.... .
..- ,
.
,=.
, .+ .
,...+ . .
,..- ,
14. .,=.
....+ .
..-,
.
,=.
.,..- .
... ,
15. . , -..... .
..-
.
,-. ,z. .
, ... . z.
,..- ,
16. . ,-. .
z.
,-z. .
:
z
.
a
.
z
:
-
s
17. .,-...
.
.
,-. . z.
,-. ..
.
.
18. .,-. ..
-z. ..
.
.
-z. . .
.
.
19. , - . .
.
-. .
z.
,-. .
.
20. .,-. ..
.
.
,-. . z.
.

.
,-., ..
21. .,-s.
.z.
.
.
,-z.
..
.
.
,-.z.
.z.
.
22. .,-.
..
,-. .
. .
,-. .
23. .,-. .
,-..
,-.
24. .,-. ..
z ...z ..-z,.
...zz..-z,
.
-. . .
...z..-z,.
...z ..-z,
.
-.
...z..-z,.
:..-z ...z,
25. .,-..
,.
,....
,..-,
.
,-.z.
... .
..- ,
.
,-z.
....
.. -,
26. , - .
. ... ..- ,
.
,--.
. - ...z ..- ,
.
,-| :. ...
27. .,-. .
,
,-. .
,
.
,
,
The ......-.ever . -..-.z. .
.-z - :.-
za
28. .,-. .
,
,-a.
,
The ......-.ever . -..-.z. . .-...s s.-
31. .,-z:.
. s
. a
za
. s
a
O s .a . s
.
,-z:. z:.
,-z:. .
z:.

The ......-.......ever . - ..-....
.- , -
,..-+.
32. ., .
, . .
+ . .
, . .
z:a.
+ . .
The ......-.......ever .-..-....
.-, za
,..-+.
s
a
33. ., .
:s
:a
zs
za
. s
. a
s
.
, -a.
-a.
, z:a.
+ . .
+ . .
s
The ......-.......ever .-..-....
, .-, za
,..-+.
34. . , a.
s -
a
:s
.
,-sa.
sa.
, . a.
+ :.
+ :.
The ......-.......ever .-..-...

.
.-, z. ss,..-+.
a
:s
:a
. s
. a
35. ., . a ,.
z. s.

,
.
, , . s.
. .

,
.
, za+ ,zza.
sa.

The .....-,...-.........-..-... z.-+are .a.-.-

.-+za.-
36. ., + .
, . ...: ; . a z..-; . a, ,
.
, . a .
, . a ... ; . a, . a ..- ; . a, ,
.
, .
, ...; . a,+ s..-; . a, ,

The .....-,...-.........-..-... z .-+are .-. a.-
.-+.-
37. .,-a+ .
,z... .,+ . a...- ., ,

.
. a .
, | a ... ., ...-., ,
.
, . .
, . ... .,+ ...- ., ,

. a
The .....-,...-.........-..-... z .-+.a.-. a.-
.-+. .-
zs
za
. s
Z
38. . ,-. .
,-z. .
,-..
.
,-. .
s.
39. . ,= . .
.
,-z. .
.
,-..
.
,-. .
40. .,-. .
,-. .
,-.
.. ,-.
.
_
z
41. .,-z.
-.
, .
,-.
z.
-.
,
42. ., - .
, .
,
.
, .
x(,) " ,
-
t

x(,) f ,f
c
45. x(<) "
,
,
.
46. x(t) -
,
47. x(t) =
"
c .
48. x(t) -
, ,
,
_
x(<) "

.
-,,
+ ,
,
50.
Section 5. 5
1. ---........-,.--..-.m .,-a.-+.-z|-.--
+-,---...--.......+-..-..-,.--.,.,-a.--..
...-...-..--...,..-.,-.
,- , .
..-,.--.,.-z.--,........-.-.,,....-+..-....-...--,...
.,....+-.
2. ---........-,.--..-...-.-..-+.
- |-.---......
.+-..-..-,.--.,. .--.....-.-.-+-
..-.-.--
..-+..-....-..--,....,....+-.............-.
..-,.--.,.
.--,..-.-.,,....-+..-....-...--,...
.,....+-.
3. ---........-,.--..-...-.-i.-+.
-z |-.---......
.+-..-..-,.--.,. .--.....-.-.-+-
..-.-.--
..-+..-....-..--,....,....+-.............-|-.--
-.......+-..-..-,.--.,.
.--,..-.-.,,....-+..-....-.
..-.--.,....+-............-..-...-.-....-
4. ---........-,.--..-...-.-..-+.
-..|-.---......
.+-..-..-,.--.,. .--.....-.-.-+-
..-.-.--
..-+..-....-..--,....,....+-.............-.
..-,.--.,.
.--,..-.-.,,....-+..-....-...--,...
.,....+-.
5. ---........-,.--..-...-.--.-+.
-z |-.---......
.+-..-..-,.--.,. .--.....-.-.-+-
..-.-.--
..-+..-....-..--,....,....+-.............-.
..-,.--.,.
.--,..-.-.,,....-+..-....-...--,...
.,....+-.
6. ---........-,.--..-...-.--.-+.
--. |-.--
-.......+-..-..-,.--.,. .--.....-.-.-+-
..-.-.--..-+..-....-..--,....,....+-.............-
|-.---.......+-..-..-,.--.,.
.--,..-.-.,,....-
+..-....-...-.--.,....+-............-..-...-.-....
-

7. ---........-,.--..-...-.-z.-+.
- |-.---......
.+-..-..-,.--.,. .--.....-.-.-+-
..-.-.--
..-+..-....-..--,....,....+-.............-.
..-,.--.,.
.--,..-.-.,,....-+..-....-...--,...
.,....+-.
8. . , - z ... ... ... s
.
,-z... ......
w--..-...,-.,......-...-.--..........-..--..-.--..
...-...- . , .-.--..-+..-....-..-..-,.--.,.-.
.-+-,....,....+-.z,.-.,,....-+..-....-...-a-,.--.,
.
-.-+-,....,....+-.,.-.,,....-+..-....-...-
..-,.--.,.
-.-+..-.--.,....+-......-..---.-,
..-..-....-
9. .,=... s...z...
.
,=... ...z -...

w--..-...,-.,......-...-.--..........-..--..-.--..
...-...-, i .-.--..-+..-....-..-..-,.--.,.= i
.-+-,....,....+-. z,.-.,,....-+..-....-...-..-,.--.,
.
=z.-+..-.--.,....+-......-..---.-,...-.-..
..-
,.-.,,....-+..-....-...-..-,.--.,.
=.-+..-
.--.,....+-......-.:-
--.-,..-..-....H .
10. . ,=... z . ... . ...
.
,=... z. ... . s ...

w--..-...,-.,......-.:.-.--..........-. .--..-.--..
...-...- . , .-.--..-+..-....-..-:.-,.--.,.= i
.-+..-.--.,....+-......-..-
--.-,s;:..-..-....
- z,.-.--..-+..-....-..-a-,.--.,.
=z.-+-,...
.,....+-. ,.-.,,....-+..-....-...-..-,.--.,.
=.-+
-,....,....+-.
11. .,---........-,.--..-...-.=s.-+.,= s |-.+-i
.--.....-.........-.-.--..-+..-....-..-..-,.--.,
.=s.-+..-.--.,....+-......-..H--.-,...-.-..
..-
|-.+-z.--.....-.........-.-.,,....-+..-....-.
..-:.-,.--.,.
= s.-+..-.--.,....+-......-..-
--.-,..-..-...:H .
-, , =z..-s . - ...: , , =..-s...:
w--..-...,-.,......-.:.-.,..,..........-..--..-.--
.....-...- . , .-.--..-+..-....-..-..-,.--.,
.=s.-+..-.--.,....+-......-..-
--.-,...-.-..
..-
, z,.-.--..-+..-....-..-..-,.--.,.
=:.-+..-
.--.,....+-......-..---.-,. -;..-..-....-
12. --.,..-
..-.---.......+-.............--..-, i -......
:.-,.--.,.= ...-.,....+-......i . a -i , z,-......
..-,.--.,.
= .z . ..-.,....+-......i . . i ,
,-........-,.--.,.
= ,z ...-.,....+-......
. . .
13. --.,..-
..-.---.......+-..:..........--..-, i -......
..-,.--.,.=z..-.,....+-......i . a-i , z,-......
a-,.--.,.
= .z...-.,....+-......i . . i , ,
-........-,.--.,.
= z...-.,....+-....... .
i
15. .,= ... z ........ a

.
,= ... ........ a
w--..-...,-.,......-.:............-...-.---......
:.-,.--..-..=.-+.
= ..-+.:...-+..........-..-
..-,.--.,.= . a|--..-...--..-................-..--
.,....+-......-..-
.....-.-....- -..-.-.--
....-+..........-.--.,....+-......-..-
........-.
.-....H .
20. , = ., ,=a, ,= .,... R;z
21. , ,= ., ,=a, ,=z.,... R;z
22. , ,= z., ,= .
, ,= .,... R;z
23. , ,=z., ,=z.,, ,=.,... R;z
24. .,. . az-a. ., . :-: .a.
-,. zs.;- .
-.;-
27. .=z.. azsa;..-...z:.;-,
.
=,.
: . . s ..;..-...-.;-,
28. . s . . . . - a../..-...z:./-,
.
. a . .
s s:../..-..../-,
29. . az. z . a..;..-...zz.;-,
.
- -. s .
s . ..;..-....;-,
Section 5. 6
1. s-,-..-+-.,--....- = -.,--.-....V = i .
l
.(t) = ..
,.
,= -.- .
,.

s
:
.
a
.
-.
:
4
s
s4:z. a . . : s
2. s-,-..-+-.,--....- =z..-,.--.,--.-....V = i i
,= ..
,.
,= ..
,.
:
.
.
a
-i
-.
:
4
s
s4:-.. a i . : s
3. s-,-..-+-.,--....- = -.,--.-....V = z z
l
. ,= z. .
z.
,.
,= z. z.
,.
4. s-,-..-+-.,--....- =..-,.--.,--.-....V . . ]
.,= ..
,.
,= ..
5. s-,-..-+-.,--....- = -.,--.-....V = z
.,= z..
z.
,. .
,= . .
,.
s
:
z
a
-i
-.
:
4

s41-.. a . : s
6. s-,-..-+-.,--....- = ..-,.--.,--.-....V =
l
,= ..
, .
,=.,+.
,.
5
1
z
.
a
.
z
1
-
5
5- 1 z. a . z 1 5
x
.
7. r.,--....-. -zz-..-.-.--..--...,.-+-,--+--.
-.,--.-.....,-. .
,-. .
.
.
,-.
8. r.,--....-. -: . . ..-.-.--..--...,.-+-,--+--.
-.,--.-...... ,-z. . .
,-. ..
,-. .
9. r.,--....-. --..-.-.--..--...,.-+-,--+--.
-.,--.-..... , -. .
:.
,-z. .
-z.
10. r.,--....-. -1,:..-.-.--..--...,.-+-,--+--.

-.,--.-......,-. .
z.
,-z. .
. .
,-.
11. ..,.--.,--....- -. ..+-.-..z

.,-z.
z.
,.
.
,-. .
, .
.
,-.
,.
12. ..,.--.,--....- -. ..+-.-..z
.,-.
..
,
.
,-. ..
,
.
,-. .
,
13. ..,.--.,--....- -. ..+-.-..z
. ,-..
, .
.
,-z.
z.
, .
.
,-.
, .
14. ..,.--.,--....- -. ..+-.-..z
. ,-...
,
.
-.
z. .
z.
,
.
,-.
. .
,
15. ..,.--.,--....- -...+-.-...
.,-..
, .
.
,-. .
,.
,-.
, .
16. ..,.--.,--....- -...+-.-...
,-.
. .
,
.
,-.z. z.
,
.
,-.
z.
z.
,
17. ..,.--.,--....- -...+-.-...
.,-z..
,. .
,-.
s.
,.
,--..
, .
18. ..,.--.,--....- -...+-:-...
,-.. z.
,
.
-..
,-. . z.
,
19. o..-.--.,--....-. -. .-+ -. -..-..-+-.-...
,-. ..
,-.
.
.
,-.
. .
.
.
,-. . z.
.
20. r.,--....- -z..-....,.....,.-++-.-..
,-..
,.
,-.
,.
,-.
,.
,-.
21. r.,--....- -...-....,.....,.-++-.-..z

.,-z.
z.
,. .
,-.
,.
.
,-.
,.
,-..
,.
22. r.,--....- -...-....,.....,.-++-.-..z
.,-..
,.
,-z.
z.
,.
,-.
,.
.
,-z.
s.
z.
s.
,.
23. .,-. .
.
,.
..--- . . z
- a -
-a z .
24. .-. . .
, .
..---
- a .
- z . a
25. .,-. -.
- -
,.
, -
, [ .
..-
- . a . ,
- . a , .-+
-
- . a a
26. .,-. -.
- -
,.
, -
,[.
..-
- - a z z , -
- z . ,.-+
-
- . a a
27. .,-,. - .
- -
, .
, .
..-
-- s
- . a a
- . a
28. .,-. -.
- -
,.
, -
, [.
..-
- . . - zs- a ,
- . : . : , .-+
-
- . a a
29. .,-,. -.
, , .,.
, , .
..-
- . . z , -
- a . a a ,
-
- a . a , -
- a a z . ,
30. .,-,. -.
, , .,.
, , .
..-
- - a . .
- a a . z ,
-
- . a a a
- a a
31. .,-,. -.
- -
,
.
, -
,.
[...-
-- z : z. z
- zz . a z: ,
- . a a a ,
-
- a . 1 a[
32. .,-. -.
,.
.
,.
..-
- s a . a ,
- . a a a
- z . a a ,
-
- z z a a[ -- . . a a
33. . - ... ..- a a , .
- ..- ... a a , .
,- ... ..- ... ..-
, - ..- ... ..- ... , .
,
.
...
.
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34. . .
a
.
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,
.

.
a
.
...
.....-
,
.
. a,... -,..-
.
..-
.
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.....-
,-
-,... . a,..-
...
.
...
35. ,-.
-., | .
, ...,-...
,-.,
36. .
,-., zz.
.
,
to to
,-., z z.
.

.
,
-.-a.
,-z.,
.
Section 5. 7
1. v,-
.
.,
_
. .
.
.
2. v,-

z
.-
,
.
3. v,-
...
..-
z .... ... z..-
.,-
..-
... z ..-
4. v,-.

.
,
.,-.
.
,
5. v , -
z ...
z..-
,
.... .....-
.,-
... ..-
... s ..-
6. v,-.
... z ..- z ... z ..-
z... z..-
.,-z.
...
..-
,
.
s .
z.
. z. z.
z.
7. v,- z . .
.,- .
.
z.
z.
. as.
z.
a .
.
8. v,- .
. .
.,- .
a .
9. .-
z.
.
z.
z.
. . .
z.
10
z.
. .
zz.
z.
z.
11. .
-
z
. . z.
12. .
-
.
.
.
.
.
.
..
13. .
. .
.
.
.
.
14
s.
-.
s.
s.
,
. .
. z.
. z.
-.s.
15. .
-
.
.
| a.
. a.
z.
z.
.
.
16. .
-.
| a.
. .
. .
s.
s.
|
a.-.
17 .
18. .
- .
.
, z
.
.
.
.
19. .
.
z.
z.
z.
z.
.
.
20. .
.
.
z.
z.
z.
z.
.
.

21. .
-
.
,
22
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. .
-
.
23. .
. s
. a
24. .
- . s
.
a

: . s
.
30.

.
-.
s
-. s
. z
_
() -
33. .,-
...-.
..--
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...-
. z
36. .
- .
_
'
a a
. a
s .
-. s
. .
. -,.
37. .
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_
.
.
a .
.
.
. . s.
. sa,.
38. .
-
_
.
.
a .
39. .
.
. z.
. z-, . .. s . .
. .
.
s.
s -,.
a .
a a .
40. .
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.
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)
'
.
za.
za. s, .
a .
a a .

Section 5.8
1. ,- ,,--
2. , - . . z , ,,-,
3. ,-,
ss.
.
ssssa a
,
,,-,ss.
.
ss. ssz:s
,
4. ---.
s.
:.
, ,,---.
s.
s.
,
5. ,-. z .
:.
, ,,-s :.
,
6. , -
- .. s ,.
,,-z. s ,.
7. ,-
s-.
. ss.
. z ... . a ..- ,
, , -
s-. z-. . za ... . a ..- ,

8. ,- :: ... z ..- , ,,- ... ..- ,
9. ,- ..- z z ... z ..- z, , - ..- z
10. , -.
... s ..- , ,,-.
... z ..- ,
11. , - .
, , , -.
,
12. , -
,,-
13. , - , .
,,- .
14. , - z
.
z.
, ,,- z .
,
15. .,.,-zaa . .
, .
,-aa . .
z.
,
-,., zaa.-+.
, aa..
.,.-.. .-...s.-s. ..-.z.-...z.-.

16. .,.,-saa: .
, .
,-aa ..
z.
,
-, ., saa.-+.
, aa..
.,.-.. .-...s.-:.-...-.z.-.... :.-. .-.

17. .,-. az -.
:.
,--s -.
.
18. . ,-ss . . a :.
:.
,-: sa :.
.
19. .,-:a sa. s.
,- sa z.
z:.
20. .,-.
sa .
,-s.
a.
s.
21. . ,-.
. .
. .
,-.
| a.
. .
22. .-. a.
: .
. a.
,=. .
.
. .
23. .,-| . s
-. : z
.
24. . ,-z .- .
,- .-
Z. .,-. s... s..-

.
,-z z ... ..-

26. .,-... z ..-. :... ..-
,-... . .. -s ..... -
27. . ,-s
s.
28. . - : . s
.-
.
,-: -
.- z .- z
.-
29. .,-... .-... , ..- ,
.
,-..-.-... , ...,
30. . ,-
... z .
,-
..- z
31. .,--
, .
,-s
.
.
,-s.
32. .,-. s .
zs,.
,-s.
ss,.
,-z.
33. .,-.
sa
. z .
,-.
.
.
,-.
za
,-.
34. .,-
. ss
,.
,-
z, .
,-zz
,.
,- . ,.
Lhagter
Section 6. 1
|-e..-.-...-...,-. a -...-+.a.--.-+....-+....-...
+-....,...-.
1. ,,.....-....-.. . z.-+. . s . ...-....-. z.
2. ,,.....-....-.. . z.-+. z...-....-. -
3. ,,.....-....-.z . z.-+z zz . ...-....-z z-:
4. ,,.....-....-.asz.-+a ss . ...-....-a : .
5. ,,.....-....-.a -s.-+a ss- ...-....-a s .
6. ,,.....-....-.. :a.-+. sz:...-....-. s
7. ,,.....-....-.z s-.-+z :: ...-....-z s:
8. ,,.....-....-.a .-+a za...-....-a a
9. ,,.....-....-.. zs:.-+. z:s ...-....-. zs:
10. ,,.....-....-.. . z.-+. z . ...-....-.
e..-.-.. . .-...,-z.........-.-.......-..-.....+....,,
.....-.,..-....-......---.-|-e..-.-.. . .-...,-.s-,..-
-....----......---..--....-.,.-+.-,.,,.....-,....-.
.-...--+..-..-,...-.h -a a..-+h -a aa.-+.---.----..
...-,....-..,....-....-+-+.a.......-..+-....,...-. ,
11. . a a :as a : . . a : . s
12. . a z -ss z -- . aaaa
13. z a ss-a s-a s--a
14. za za . za zs-
15. a zz
16. a s sa s s s s .
|-e..-.-.. :.-...,-z-,..--....----......-.-+.---.--
....-.,.-+.-,.,,.....-,....-..-...--+..-..-,...-.
h -a . h -a azh -a aa.-+h -a aaas.-.,-....-.,..
,....-....-+-+.a.......-..+-....,...-. ,
17. . a a z-z a :- a :: a -:
18. z a . sssa . s:: . . s:-a . s:-
19. za s . s . s s s azz s a-s
20. za . :-z . zs . zs- . zs. a
21. z a z sas z sss . z s:. s z s:z
22. za s -s:- : zsa. : . : zs
23. . a . zzsz . zaa . zas . za:
24. . aa -s a -- . s a--s a ---:
25. w..--..-..-,...-.h -a a. .-+h -a aa .--.,,.....-
.-.....,.a-...-..-+... s a...-.sa+...--.....-,
.-.....,..zaa.-.,...-.z.-..-+...... - z...-.-s+...--
.....-,.-.....,,
26. w..--..-..-,...-.h -..-+h -a .--.,,.....-
,.,......-.a-.,-.....-+--.s+...--.....-,
,.,......-.. :+--.,...-..a,-.......ss+--.ss+...--
.....-,,.,......-,
27. w..-....-....-..-,...-.h -a . a a. a aa. .---.......
.,,.......-...,z,-.-...-..-a:::za -::: . aa. :
.-+. aaz|..--.-...-.--....-.,.-..,z, . aa
28. w..-....-....-..-,...-.h -a . a a. a aa. .---.......
.,,.......-...,z,-.-...-..-. z-aa. . s.
.-+. s . | . .--.-...-.--....-.,.-..,z, . s
29.
. a
a :
a
a .
a z
a
30.
31.
Section 6.2
1.
. s
. -
z a
a :
a s
a -
a .
a z
a
a
a
. aaaa
. a:z
. . z.
. zszs
a s-aa
a :sa
z szaa
--
sz.
sa
ss:a
s -
. s . aa
. ss .
. sz
. . s
. z. z
. aaaa
. a . z
. . s
. s. z
. : . .
. zsas
as
: -z
zs -zs
s s
. . sz
- a. a
. sa-:
. s:
. s . s
. as
. z . .
. aaaa
. az.
. . -a
. s
a sz. a
a : . -z
Note: |-e..-.-.z.-...,-. a-,..-.--....-.:x,.--
....-.,.-+.-,.,...-+r..-.....-.:,.-+.--...-....-.:,
2. a . . . . -.
3. a z z-- z z-:
4. a a : . z a : . .
5. a a szs a s .
6. a . : . :s
7. a z sa z s:
8. a a a a a
9. a . zs: . zs:
10. a . a- .
|-e..-.-.. . .-...,-.s-,..-.--+-......-.:x, .--
....-.,.-+.-,....-..:,..-h =a a. .-+..-h =a aa.-+.--
...-....-.:,
11. . a -a : . sz -a : . sz: -a : . szs
12. . a z ---- z ----- aaaaa
13. z a s--a . s-s-- s-s-s
14. z a zs: zs:s zss-
15. a
16. a s s . . s sa- s sa-
|-e..-.-..:.-...,-z-,..-.--+-......-.:x.-+.--
....-.,.-+.-,....-..:,:..h =a . a aza aa.-+a aaas
17. . a a . s a aa a az a az
18. za . ssa . s:-- . s:-s . s:-s
19. z a s as s. . s. . : s . . :
20. z a . zsa-z . zsaa -. z--- . z---
21. z a z s:za z s:z z s:z: z s:z:
22. z a : . :s : zs . : z-. s : z-za
23. . a . zz-s: . zas- . za: . za:
24. . a . aaaas . aaaaa . aaaaa . aaaaa
25. w..--..-..-,...-.h =a a..-+h =a aa.--.,,.....-
.-.....,.:.-...-..-+... -sz:./.-.sa+.:.--.....-,
.-.....,.:za:./.-.,.:.-.z.-..-+...... - . s:./.-.-s+.:
.--.....-,.-.....,,
26. w..--..-..-,...-.h = ..-+h =a .--.,,.....-
,.,......-.:.-.,-.....- -.+--.s+.:.--.....-,
,.,......-.::+--.,.a-..a.-..-+.....ss . . +--.ss+.:
.--.....-,,.,......-,
27. w..-....-....-..-,...-.h =a . a a. a aa. .--+...
.-.--.,,.......-...,z,-.-...- . a. a- . aa.-+
. aa|..--.-:..-.--....-.,.-..,z, . aa
28. w..-....-....-..-,...-.h =a . a a . a aa. .--+...:...
.,,.......-...,z,-.-...- . ssz. s. s
.-+. s |..--.-:..-.--....-.,.-..,z,. s
29. |,....,--+.,,.....-., zz/.
30. |,....,--+.,,.....-., s/.
Section 6.8
1. ,a z,. :sz,a z,= . :sa
,a ,. z. a- ,a ,=. z. as
Solution: ,=ze
|-e..-.-.z.-...,-. a-,..-.--.,,.......-..,a , ...

...-....-.-+.--.......-
2. . ss: . -. ,= | e
3. z z-:a z z-: ,=ze
.
4. a : . a- a : . as ,=ze
+x - i
5. a s . a a s . zs ,=eX +x+z
6. . :- . :sa u =z-,x
7. z s: z s:- ,= -, x'
8. aa: aa: ,=.-x+ . ,
9. . zs: . zs: ,=..-,x+)
10. . : . ,= . r
;
11. Solution: ,, =z eX .
a a . aaaaa . aaaaa . aaaaa
a z a::ssa a::ssa a::ssa
a a as . s aas . s aas. s
a s a . ::s- a . ::ss a . ::ss
a s a zzz -a zz a zz
. a a : . sz a : . szs a :. szs
61 0 Answers to Sel ected Probl ems
| -r.-.-.. z.-...,-. s-,..-.----......-.. .--
....-.,.-+.-,s.-,-x.....,,.......-...-h =a z.-+..-
h =a . .---.......-..,.-+.--.......-
12. . a z ----s aaaaa aaaaa
,=. z;z ,
13. z a s--aa s-s-s s-s-s
,=,s
14. z a z:- zssz zss-
,= . ; . .- ,
15. a
,=
16. a s s . s sa- s sa-

,=
:,
|-e..-.-.. :.-...,-z-,..-.----......-...-+.--
....-.,.-+.-,....-...,..-h =a z a . a a .-+a az
17. . a a azs a az a azz a azz
18. z a . s:- . . s:-s. . s:-- . s:--
19. za s. . s s. . : s . . : s . . :
20. za . z---a . z---z . z---
. z---
21. za z s:zs: z s:zss z s:zss z s:zss
22. za : zs:s. : zsz : zs-: . : z-.
23. . a . za: . za: . . za: . . za: .
24. . a . aaaaaa . aaaaaa . aaaaaa . aaaaaa
25. w..--..-..-,...-.h =a ..-+h =a a .--.,,.....-
.-.....,...-...-..-+... -sz../.-.sa+...--.....-,
.-.....,..zaa.-., .a-.z.-..-+...... - . s../.-.-s+..
.--.....-,.-.....,,
26. w..--..-..-,...-.h =s.-+h = .--.,,.....-
,.,......-...-.,-.....- -. +--.s+...--.....-,
,.,......-.. :+--.,...-..a,-.......ss . . s+--.ss+..
.--.....-,,.,......-,
27. w..-....-....-..-,...-.h = . a . a a . .---.......
.,,.......-...,z,-.-...-..-. a:zz. aa:
. aa.-+. aa-.....--....-.,.-..,z,. aa
.......-..+-....,...-.
28. w..-....-....-..-,...-.h = . a . a a. .---.......
.,,.......-...,z,-.-...-..-. s--a. sz
. s . .-+. s . -.....--....-.,.-..,z,. s
.......-..+-....,...-.
29. .-......,,.....-.,- ..-..-+.
30. .-......,,.....-.,- ..-..-+.
Section 6.4
--.........---...-.,-..-.-... ..-.. , ,, , ..=a z
-,.--r..-.-.-.+-,.--.,...-+r..-.-.-.+-,.--
s.-,-x....-.-.+.-+--...,.--..........-.
1. a ssaa z aaa, a -saa z saaa, . aaz: z sa. ,
. aa z sas,
2. a s . aa a s. aa, a szaaa szaa, a s . s: a s . s:,
a s . s: a s. s:,
3. z s. aa z . aa, zzaa z szaa, ss . z -a:,
s:: z-szs,
4. . aa . szaa, szaaz aaa, zz:zasa,
zz:zza,
5. a zaa z -zaa, a saa z aa, a : . z z s,
a :-z ss,
6. . :saa ssaa, . -zaa saa, . -az- --,
. -az ---,
7. . zaa . ssaa, zaa . :saa, zs . s . :s--,
zsza. :-az,
8. z . saaa saa, z zaaasaa, z za a ss:,
z z:a a ss-,
9. . = .-.-...-,,= --zs . s z. ::a,(h=a . , .-+
--z s z. :ss,(h=a a, .--..........-..
--zz s z. :ss,
10. .= .-.-...-,,= . . -s . az:,(h =a . , .-+
. . a . . azs,(h=a a, .--..........-..
. . a . . azs,
11. .= .-.-...-,,=a asz a sss,(h =a . , .-+
a asz a sss,(h =a a, .--..........-..
a asz a sss,
12. w-....-+ =, , =..- a,=,a,=a w..-
h =a ..-+......-h =a a-.-...-.--..........-
. a,a . as
13. s.-,-x....h =a . .-.... aa...-.-...: :.
14. s.-,-x....h =a . .-.... aa.-.-...: s.
15. s.-,-x....h = . a .-...s s..-.-.... ss.
16. .a a.z -.... .: za ..a s. z
a.......-..,,.....-,
17. .- a.--..-,-...-...z :...- ....z s ..a
z - ..a z s ... a z .
18. i....-+-.:
19. ,,.....-.,z..;.
20. v...--.,-..-.... aa.......--+.-.-... s. ..-,-
.-.... ssa....-......-.... . s.
21. s.-,-x......-h =a .,.-.+..--.-.-.....
., z. aa..s. . s ..;. -, s-:aa. : . ., ssa;...
z,
Lhagter
Section 7. 1
1. u-...-.-........,..-.=
,=,r, , .
2. s..-.-........,..-.
, + , , .
- -
. :
3. s..-.-........,..-. a.-...-.-........,..-.
,
,
.,+ ,,.

1
4. s..-.-........,..-. .-...-.-........,..-. a
,
,
.,+ ,, .
o ~
Answers to Sel ected Probl ems 61 1

b. s..-.-........,..-. z .-...-.-........,..-.~ z
z,,+z+ , z, .
,
,
.,+ z , z.
6. s..-.-........,..-. .-...-.-........,..-.
,, + ,+,.
,
,
.,+ ,+ , .
7. s-....-.-.--e..-.-. s,........,..-. z
z . ,,
,
, z .
a

8. s-....-.-........,..-.=
, =
. ,, -
, .
9. s..-.-........,..-.= . .-...-.-........,..-.=
,
, .
=
. .,.
, .
z 1 4 5
10. s..-.-........,..-.= .-...-.-........,..-.=z
,=
z ,,, z, .
.,, z, .
11. u-...-.-........,..-.= .
. .
= z
, . ,
. ,
z
0 z 4 5
12. s..-.-........,..-.=z
. .
= z
z .,
z .
...
0 z 1 4 5
r..-..-..e..-.-.. .-...,-. s -.-..,........,---.+.-+
.,,...........-....-. ---,....-..........-....--,..--
+.a-.--....-,.....-..-..--.-+.-+.--...-....,...-...-....,..
-..-.-...+--..-......--,.....-
13.
4
-
0 z 1 4
14.
15.
16.
17.
,
-
,
. .
.

|
l
r r
~l
, ,
. .
-
.
0
.
,
.

z
/ / (
l 1
- ,
. | .
| . . . . . . .
. . .
| | .
/ / _/ / /_ / / ___,_
\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \
. . . . . . . . . . . . . . . . .
a
,,,,,,, ,, ,, ,,,,
. . . . . . . . . . . . . . . .
\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \
~l
--
/ / / / / / / /

. .

/ /

.
0
, |
. . .
. .
. . |
l
l

.
. |

1
1
18.
19.
20.
0
| |
| |
| |
l
| | |
' | |
' ' |
1
--.-..-..........,..-...:-* z .--........,..-..:
-=z .-+-.........,..-...:- z ---.:.......-
+..,.....--,...-.... ,
=z- . a-.-.---.,..--
--.-..-..........,..-...:.* , .--........,..-..:
.= , .-+-.........,..-...:. . ---.:.......-+..,..
...--,...-...z. ,
=z . . (.,.-.--..,..--
Section 7.2
1. : . . Z. : . . . : . . s 4. : . . z
5. : . . . s. : . . : z. : . . s. : . . s
9. r,....-..........-.,= a+z--........,..-.aa,.-
.--,-..-,..--........-..--.-.--.-...--,..-..+za,
.......-..++.-,..-..
0
10. r,....-..........-,= a --........,..-.aa,.-.--

,-..-,..--........-..,......-.
11. r,....-..........-.,= . g -21g -1g 0g 1g 21g . . --

,-..-,........-.-.-.--.......-..-.....,,-....-...--
........,..-.(nn,0) .-.--,-..-,..--....,......-..:H . .
-.---.......++.-,..-..:H ...++
12. r,....-..........- , = a --........,..-.(0, 0) .-.--
,-..-,..--........-..,.........-..-.--.......-....-.
-.-...-,:...-.......-.,.....-,.....+....+.....-+
....-...,-....,
x
13. s......-,=x,e
,,,=y,e
--...,.-......-.-
,..,-.-.+-.........--.--.........-+. -r.,- .
14. s......-,=x,e
,, , =y,e
--...,.-. ..-.-...-.-
..++.-,..-.
x
15. s......- , =x,e
,,,=y,e
--...,.-......-.--.+-
5
5

5 0
x
5
16. s......-,=x,e
,,,=y,e
s
--...,.-...-.-...-.-
.,..,-.-.+-
5 0
x
5
17. s......- , =a ... + t..- ,,=t... a..- --
...,.-......-.-.--.-.
5 0
x
18. s......- , =a ... z+ t..- z
5
, , =zt...z+ za..- z --...,.-......-.-.--.-.
19. s......- , =a... z+ t..- z , , =t... z a..- z
--...,.-......-.-.--.-.
20. s......- , =e
a...+ t..- ,
,,=e
j(za+ t,... a+ zt, .. - , --...,.-...

...-.-.,....,..-.
23. --...,.-.-+.--.....-.x
+ y
=c 0; .--...,.-......-.-
.--.-.
24. --...,.-.-+.---,,-.-....y
- x=c.--...,.-...-
.-...-.-..++.-,..-.
0
x
25. --...,.-.-+.---...,.-.
+,
=c 0; .--...,.-...
...-.-.--.-.
26. --...,.-.-+.--......:.--:..r'+y'=c 0; .--...,.-
......-.-.--.-.
0
x

Section 7.8
1. .,,........,...-.--.+-
2. u-...-.-.,..,-.-.+-
3. u-...-.-..++.-,..-.
4. u-...-.-..++.-,..-.
5. .,,........,...-.--.+-
x
6. u-...-.--.+-
7. u-...-.-.,....,..-.
5
8. .,,........,...-.-.,....,..-.
0
x
9. s..-.--..-....,,........,...-.-.--.-.
10. s..-.--..-....,,........,...-.-.--.-.
11. .,,........,...-.--.+-(2, . ,
12. u-...-.-.,..,-.-.+-(2, -3)
5
13. u-...-.-..++.-,..-.(2, 2)
14. u-...-.-..++.-,..-.(3, 4)
15. .,,........,...-.-.,....,..-. . . )
5
16. u-...-.-.,....,..-.(3, 2)
17. s..-.-.--.-. , -_
5
0
x
18. s..-.--..-....,,........,...-.-.--.-.(-2, -. ,
19. aa,......-.--.+-....--.-.....++.-,..-...
a s: a a,
z 0 z
x
20. aa,...-.-...-.--.+-....--.-.....++.-,..-...
. . , .-+..,......-...z a . :a,
: :
x
21. a a,...-.-...-.-..++.-,..-.....--.-....,......-...
a . z . z,
5 0 5
x
22. aa,...-.-...-.-..++.-,..-.....--.-..--.+....-....
+a sz + as,.-+-.+.......-...+ s=a -,
x
23. aa,....,......-.....--.-.....++.-,..-...
. as a ss,
: z -i a
x
z :
24. aa,...-.,.........-...--.........,..-....-....-.-
5 0 5
x
25. --..-z.,..-..-.,.-..aa, ......-.-..-.-..--..-.+-
....,....,..-.--,-..-,..........x, j .-..
.......++.-,..-...a : zs,.-+.,......-...
z : a s, --...,.-........--.+....-..-..-..-+
,-..-,.......:..a zx,ya z -..-.....-.-....
.-..-+..++.-,..-...a . z a a:,
26. --..-z.,..-..-.,.-..aa,...-.-...-.-.....---
,-..-,.......:.. x , y.-........++.-,..-....
a za a z,.-+a z. a, ..-.....-.+....-...
z s a s,
1 0
x
1
27. --..-z.,..-..-.,.-..aa,....--.-.....,....,..-.
-..+.-.-..-...-...-......-....,--,-..-,.......:..
zx , yz.-........++.-,..-....a z a . , .-+
. s . s, ,....-.+....-.... a: . za, --...,.-
........-....-.,.--.-..-..-..-+,-..-,.......:..
a s x, ya s
~z 0 z
x
28. --..-z.,..-..-.,.-..aa,....--.-.....,....,..-.
-..+.-.-..-...-...-......-....,.-..,-.-.--,-..-,.........
........-....-.,.--.-.,--,-..-,..........
a z x a z . j ......-....++.-,..-....
a . a s:,.-+a . z a :,
29. --.-.....++.-,..-...(0,0) . --..--.........,..-.( l , l ) ..
.-+-.-..-..--..........-..--.-..-.--,-..-,.......
~z 0 z
x
30. --.-.....++.-,..-...( I , l ) .-+..,......-...(l , l )
1
0 1
x
31. --.-.....++.-,..-...( I , I ) .-+..,......-...(l , l ) .
32. --.-. . ...++.-,..-... ( z, I ) .-+..,......-... ( z, l ) .
Answers to Sel ected Probl ems \ 7
37. ..-.-...--+.a-.--....-,.....-..-..,---...
Section 7.4
1. t.--........-..(0,0) . x' =z00x,y'=l 50y,,-..-,..--
,.......
0
x
t.--........-..(75,50) . u' =300o, o' = J OOu; ,-..-,..--

,.......
5. --.-.....-......-,.....-..+45+ l z=O.
7. --.-.....-......-,.....-..(z4 ) z
( l ?)=O. e-..-
,..--,.......
e-..-,..--,...........---.-..--...,..-. -e..-.-.47.
(0,zl )
z0
(6, l z)
l 5
P
l 0
5
( l 5,0)
0
0 5 l 0 l 5 z0
x
9. .--.-.....-......-,.....-..
+ 5? l 20=O.
10. .--.-.....-......-,.....-..( + 3) (+ l ?) 57=O.
e-..-,..--,.......
5
~5
~5 0 5
N
e-..-,..--,...........---.-..--...,..-.-e..-.-.?l 0.
z0
(0, l 4)
l 5
P
l 0
5
( l z,6)
(z0,0)
0
0 5 l 0 l 5 z0
x
12. .--.-.....-......-,.....-..
+ 2 l 5=O.
13. .--.-.....-......-,.....-..
+ 2+ =O. e-..-,..--
,.......
~5 0 5
N
15. .--.-.....-......-,.....-..
+ 2 24=O.
17. .--.-.....-......-,.....-..
4+ =O. e-..-,..--
,.......
N
19. .--.-.....-......-,.....-..
+ l 0=O. e-..-,..--,.......
N
21. .--.-.....-......-,.....-..
=O.
22. .--.-.....-......-,.....-..
5+ l 0=0. e-..-,..--
,.......
~5 0 5
N
24. --.-.....-......-,.....-. .
+ 5 l 4 =0.
25. --.-.....-......-,.....-. .
+ 5+ l 0=O. e-..-,..--
,.......
5
26. .......,,...-,,.,......-..-..,-.....-
c.......,..-..-.+.......-(0,0).-+..++.-,..-.(3,z)
.-.-....-....-,,.,......-.x(t)= 3, y(t)= z
27. .......,+-...-.-,,.,......-..-...,-.....-
c.......,..-..-.+....-.(0,0).-+..++.-,..-.(3,2)
.-.-....-....-,,.,......-.x(t)= 3, y(t)= 2
_(1, z)
0
x
28. .......,+-...-.-,,.-+....-.......,,...-,,.-,,.,.|....-
c.......,..-....++.-,..-.(0,0).-+.,,..--....-.-.--.-.
(4, 8)
.-.-....-....-,,.,......-.x(t)= 4, y(t)= 8
l 5
(4,?)
l 0
5
0 5 l0 l5
x
29. t.,......-+-.......,,...-,,.,......-..-..,-.....-
c.......,..-..-.+.......-(0,0) ,-.+....-.(3, 0),.-+..++.-
,..-.(2, 2)
.-.-....-....-,,.,......-.x (t)= 2, y(t)= 2
x
30. t.,......-+-.......,+-...-.-,,.,......-..-...,-.....-
c.......,..-....++.-,..-.(0,0) ,-.+....-.(3, 0), .-+..++.-
,..-.(5, 4)
.-.-....-....-,,.,......-.x(t) = 5, y(t) 4
31. t.,.....,.-,-.......,+-...-.-,,.-+....,.,......-
c.......,..-....++.-,..-..(0, 0).-+(3, 0) ,.,......-.(z, 4)
.-.-....-....-,,.,......-.x(t)= 2, y(t)= 4
5
(z,4 ) +
x
32. t.,.....,.,......-..-...,-.....-
c.......,..-..-.+.......-(0,0) ,..++.-,..-..( l 0, 0).-+
(0,20) -.+....-.(30, 0)
.-.-....-....-,,.,......-.x(t) = 10,y(t) 0
33. t.,.....,.-,.-+,.-+....,.,......-.
c.......,..-..-.+.......-(0,0) ,..++.-,..-..(30,0).-+
(0, z0) ,-.+....-.(4, 22)
.-.-....-....-,,.,......-.x(t)= 4,y(t)= 22
34. t.,.....,.-,.-+,.-+....,.,......-.
c.......,..-..-.+.......-(0, 0) ,..++.-,..-..( l 5, 0).-+
(0,5), .,......-.( l 0, l 0)
.-.-....-....-,,.,......-.x (t)= l 0,y(t) l 0
Section 7.5
1. r.,--....-.2, 3, ...-.--.+-
~l 0
x
2. r.,--....-.l , 3, .-...-.--.+-
3. r.,--....-.3, 5, .-...-.-..++.-,..-.
x
4. r.,--....-.l z/ ,...-.-.,....,..-.
- 0
x
4
5. c.......,..-..(0,nn)--.-n ...-.-.-,-..-.-...-.-..++.-
,..-...n ..-.--....-.-.,....,..-...n ...++
~5
6. c.......,..-..(n, 0)--.-n ...-.-.-,-..-.-...-.-..++.-
,..-...n ..-.--....-.-.,....,..-...n ...++
7. c.......,..-..(nv,nn)--.-n ...-.-.-,-..-.-...-.-
..++.-,..-...n ..-.--....-.-.,....,..-...n ...++
1x
zx
P 0
~zx
~1x
~1x ~zx 0 zx 1x
x
8. c.......,..-..(nv, 0)--.-n ...-.-.-,-..-.-...-.--.+-..
n ..-.--.-.-...-.-..++.-,..-...n ...++
9. |.n ...++.---(nn,0). ..-.-...-.-..++.-,..-.
10. |.n ...++.---(nn, 0). .....-.--.+-
11. (nv,0). .....-.-.,....,..-.
12. u-...-.-..++.-,..-....(2, 0).-+(z, 0) ,....-.-.--.-...
(0, 0)
13. u-...-.-..++.-,..-....(z,0).-+(2, 0) ,....-.-.,....,..-.
..(0,0)
14. s..-.-.--.-....(2,0).-+(z,0),.-.-...-.-..++.-,..-...
(0, 0)
15. ...-.-.--.-...,,).-+.-.-...-.-..++.-,..-...,:, )
16. s..-.-.--.-....,z,),,, ), .-+, -z, ) ,.-...-.-..++.-
,..-...., i , ).-+, -i , )
17. ,, ....,......-.
i
:
-:
-: 0 :
x
18. ,,)....,......-..--,..-..,z, )..-..++.-,..-..
X
19. ,,)....,......-.
:
-

-:
-: 0 :
x
20. (nn,....,......-...H ..-.-- ...++.-,..-...H ...++
Aggendx
1. ;,=,; =+x, ;
=+x+ r
,
;
=+x+ r
+ x ,
;
'
=+x+ r
+ r+ r' .y,x) =e
3. ;,= i , ;
=i- x
,;
= i- x
+r' ,
;
= i- x
+ r'- r
,
;
'
= i- x
+ r'- r+r' .y,x =-,, x
)
5. ;, = , ;
= zx, ;
= zx + .x
,
;
= .x + zx
+ r ,
;
'
=.x+zr
+r
+r' .y,x)=e
- i
7. ;,=, ;
=x ,;
=x
+x', ;
=x
+ r'+ r,
;
'
=x
+ r'+r+r' . y,x =,,x
- i
9. ;,= i . ; =, i + x+ r
,;
=( l + x + x
+ r
,
;
=, i+ x + x
+r
)+r' .
y,x)=.e- i- x= i+x+x
+
r
+

11. ;,= i , ;
= i+x, ;
=, i+x+x
)+x ,
;
=, i+ x + x
+ x )+r'+ r+r+x' .
i
y,x)= = i+x+x
+x
+r'+x+
i - x
12. ;,= i , ;
= l+ x, ;
= i+ x+r+ r+_r',
;
= i+ x+ r
+x+r'+

.y,x)=,|
r

13.
'
=
'
-
'
r
i++

;
=
-i+:-

,
i++
+

;
-i + : -
+

14.
e
+e
s,)=
e
16. ;
, | :| s:
| " L C
Boldface pagenumberslndlcatewhere terms aredenned.
P
Abel ' s fonula, 1 1 2, 1 24
Acceleration, 12
Addition (of matrices), 348
Adriatic Sea, 5 1 4
Air resistance, 85
proportional to square of velocity,
88
proportional to velocity, 22, 86
Airy equation, 21 7, 259
Airy function, 21 8
Alligator population, 82, 83
Almost linear system, 502, 508
stability, 508
Ampere, 1 73
Amplifcation factor, 165
Amplitude, 139
Analog computers, 1 74
Analytic function, 196
Argument (of complex number), 1 32
Arold, David, 3 1
Artin, Emil , 25 1
Associated homogeneous equation,
101, 1 21 , 1 49, 1 5 1 , 356, 362
Asymptotic approximations, 257
Asymptotic stability, 494, 507, 508
Augmented coeffcient matrix, 360
Automobile:
two-axle, 392
vibrations, 1 73
Autonomous diferential equation, 481
critical point, 481
equilibrium solution, 481
stable critical point, 482
unstable critical point, 482
Autonomous system, 488
linearized, 502
Auxiliary equation, Scc Characteristic
equation
Average error, 79
b
Batted baseball, 469, 474
Beats, 1 64
Beroulli, Daniel ( 1 700-1 782), 248
Bernoulli equation, 63
Bessel, Friedrich ( 1 784-1 846), 248
Bessel ' s equation, 1 24, 194, 228, 245,
248, 257, 300
modifed, 263
parametric, 255
Bessel function:
asymptotic approximations, 257
identities, 253
modifed, 263
order I , frst kind, 232,
order I, second kind, 246, 247
order 232
order , 246
order n, second kind, 252
order ], frst kind, 251
order zero, frst kind, 228
order zero, second kind, 245
solutions in tens of, 258
Bifurcation, 485, 5 1 1 , 525, 537
diagram, 486
Hopf, 5 1 2
point, 486
Big bang, 44
Binomial series, 195, 206, 233
Birth rate, 74
Black hole, 94
Boundary value problem, 1 8 1
Brachistochrone problem, 46
Broughton Bridge, 1 66
Buckled rod, 1 91
Buckling of vertical column, 259
Buoy, 1 46
Bus orbit (Moon-Earth), 473
C
Cantilever, 188
Capacitor, 173
Carbon- 14, 37
Carrying capacity, 77
Cart with fywheel, 1 62
Cascade, 55
Catenary, 46
Cauchy-Schwarz inequality, 570
Cello, 1 78
Center, 494
of power series, 196
stable, 494, 506
Chain (of generalized eigenvectors),
398, 401
Chaos, 542
and period-doubling, 547
Characteristic equation, 109, 125
of matrix, 368
complex roots, 1 3 1 , 1 33
distinct real roots, 1 09, 1 26
repeated roots, I l l, 1 29, 133
Characteristic value, Scc Eigenvalue
Churchill, Ruel V. , 274, 302, 303
Circular fequency, 139, 142
Clairaut equation, 73
Clarinet reed, 540
Clarke, Arthur, 1 9
Clepsydra, 45
Closed trajectory, 495
Coefcient matrix, 355
Column vector, 349
Compartmental analysis, 371
Competing species, 5 1 6
Competition and cooperation, 522
Competition, measure of, 51 7
Competition system, 51 7
Complementary function, 121, 362
Complex eigenvalue, 374
Complex-valued function, 130
Complex-valued solution, 374
Compound interest, 37
Conservation of mechanical energy,
1 37, 1 66
Constant acceleration, 1 3
Constant thrust, 95
Continuous dependence of solutions,
569
Convergence of power series, 1 95
| 1
| -Z I ndex
Convolution (of fnctions), 297
Cooperation and competition, 522
Corrector (improved Euler), 446
Coulomb, 173
Criterion for exactness, 68
Critical buckling force, 1 9 1
Critical damping, 141
Critical point (of autonomous
equation), 481
Critical point (of system), 488
asymptotic stability, 494
center, 494
classifcation, 509
isolated, 500, 503
node, 491
of predator-prey system, 5 1 4
saddle point, 492
spiral point, 495
spiral sink, 495
spiral source, 495
stability, 492
Critical speed (of whirling string), 1 87
Crossbow, 85, 87, 89, 450, 460, 474
Cumulative error, 435, 443
Cycloid, 346
Damped motion, 136

nonlinear, 530
Damped pendulum oscillations, 537
Damping constant, 136
Death rate, 74
Decay constant, 38
Defect (of eigenvalue), 396
Defective eigenvalue, 396
Degenerate system, 343
de Laplace, Pierre Simon
( 1 749-1 827), 275
Delta function, 317
inputs, 3 1 8
and step functions, 320
Density of force, 1 88
Defection of beam, 1 87
defection curve, 187
Dependence on parameters, 485
Dependent variable missing, 70
Derivative:
of complex-valued fnction, 1 30
of matrix function, 354
Determinant, 352
Diference equation, 543
Diferential equation, 1
autonomous, 481
Beroulli, 63
Clairaut, 73
dependent variable missing, 70
diferential form, 67
exact, 67
frst-order, 7
general solution, 1 0, 36, 1 06
homogeneous, 60, 101
independent variable missing, 7 1
linear, 47, 100
normal form, 7
order, 6
order n, 1 1 3
ordinary, 7
partial, 7
particular solution, 10
reducible second-order, 70
Riccati , 73
separable, 32
singular solution, 36
solution, 2, 6
Diferential equations and
determinism, 148
Diferential form, 67
Dirac, P. A. M. ( 1 902-1 984), 3 1 7
Dirac delta function, 317
Direction feld, 1 9, 33 1 , 489
Displacement vector, 381
Distinct real eigenvalues, 369
Doomsday situation, 82
Doomsday versus extinction, 8 1
Downward motion, 89
Drag coefcient, 87
Drug elimination, 38
Dufng equation, 548
Duhamel ' s principle, 322
Duplication, case of, 1 54
Dynamic damper, 391
L
Earth-Moon satellite orbits, 472
Eigenfunction, 182
Eigenvalue, 182
complete, 393
complex, 374
defective, 396
distinct real, 369
for matrix, 367
multiplicity 2, 397
multiplicity k, 393
Eigenvalue method, 367, 368
Eigenvalue problem, 182
Eigenvector, 367
rank r generalized, 398
Electrical resonance, 1 78
Elementary row operations, 360
Elimination, method of, 339
Elimination constant, 38
Elliptic integral, 536
Endpoint conditions, 1 88
Endpoint problem, 1 8 1 , 1 89
Equidimensional equation, 222
Equilibrium position, 135
Equilibrium solution, 22, 50, 481
stable or unstable, 493
of system, 488
Error function, 54
Error:
in the Euler method, 442
in the improved Euler method, 446
in the Runge-Kutta method, 454
Escape velocity, 92
Euler, Leonhard ( 1 707-1783), 248,
43 1
Euler buckling force, 1 91
Euler equation, 1 1 3, 1 35
Euler's formula, 1 30
Euler' s method, 432
cumulative error, 435, 443
improved, 445
local error, 435
roundof error, 436
for systems, 464
Exact equation, 67
Existence, uniqueness of solutions, 23,
24, 50, 1 04, 1 1 4, 557, 565, 567
for linear systems, 565
global, 562
local, 566
of solutions of systems, 334,
Exponential growth, SccNatural
growth
Exponential matrix, 411, 41 7
Exponential order, 273
Exponential series, 196
Exponents (of a diferential equation),
223
Exteral force, 136
vector, 389
Famous numbers, 442, 452, 463

Farad (unit of capacitance), 173
Feigenbaum, Mitchell, 547
Feigenbaum constant, 547, 553
Fibonacci number, 207
First-order equation, 7
First-order system, 329, 355
Flagpole, 261
Flight trajectories, 65
Flywheel on cart, 1 62
Folia of Descartes, 5 1 3
Forced Dufng equation, 548
Forced motion, 1 36
Forced oscillations:
damped, 1 68
and resonance, 388
undamped, 1 62
Forced vibrations, 1 01
Formal multiplication of series, 197
Fourier, Joseph, ( 1 768-1 830), 248, 546
Free motion, 136
damped, 1 41
undamped, 1 38
Free oscillations, 345, 384
Free space, 97
Free vibrations, 1 01
Frequency, 139
resonance, 178
Frequency equation
Frobenius, Georg ( 1 848-1 91 9) , 222
Frobenius series, 222
solutions, 225
......92, 94
Fundamental matrix, 408
Fundamental matrix solutions, 408
Fundamental theorem of algebra, 1 25,
368
Funnel, 482
G
g, 1 4
G, 90
Gamma function, 250, 268
Gauss' s hypergeometric equation, 232
General population equation, 75
General solution, 10, 36, 1 06, 1 07
of homogeneous equation, 120
of nonhomogeneous equation, 1 21
Generalized eigenvector, 398
Generalized functions, 324
Geometric series, 195, 233
Gleick, James, 553
Global existence of solutions, 562
Gzyx, 1 8
H
Hailstone, 56
Half-life, 40
Halley' s comet, 478
Hard spring, 528
oscillation, 528
Harvesting a logistic population, 453,
483
Heaviside, Oliver ( 1 850-1 925), 275
Henry (unit of inductance), 1 73
Hermite equation, 217
Hermite polynomial, 217
Hole-through-Earth problem, 1 46
Homicide victim, 45
Homogeneous equation, 60, 101
Hooke' s law, 1 35, 526
Hopf bifurcation, 5 1 2
Hypergeometric equation, series,
232-233
Hypocycloid, 347
Identity principle, 1 99
Imaginary part, 1 30
Impedance, 175
Implicit solution, 35
Improper integral, 267
Improper node, 505
Improved Euler method, 445
error in, 446
for systems, 465
Impulse, 316
Ince, E. L. , 264, 343
Independent variable missing, 7 1
Indicial equation, 223
Inductor, 1 73
Inhibition, measure of, 5 1 7
Initial condition, 4, 8
Initial position, 12
Initial velocity, 12
Initial value problem, 8, 1 04, 1 1 4, 557
and elementary row operations, 359
for linear systems, 360
order .1 1 4
Integrating factor, 47
Inverse Laplace transform, 271
Inverse matrix, 351
Irregular singular point, 220
Isolated critical point, 500
J
Jacobian matrix, 502
Jump, 271
Kansas City (skywalk collapse), 1 66

Kepler, Johannes ( 1 57 1-1 630), 336
laws of planetary motion, 336, 477
Kinetic energy, 1 66
Kirchhof' s laws, 173, 328
Kutta, Wilhelm ( 1 867-1 944), 453
Lakes Erie, Huron, and Ontario, 53

Language families, 43
Laplace transform, 267
and convolution, 298
of derivative, 277
derivatives of transforms, 299
diferentiation, 299
existence, 273
for s large, 274
I ndex | -J
general properties of, 272
of higher derivatives, 278
and initial value problems, 278
of integral, 284
integrals of transforms, 30
inverse, 271
inverse transforms of series, 304
linearity of, 269
and linear systems, 28 1
notation, 271
of periodic function, 3 1 0
products of transforms, 297
translation on the s-axis, 289
translation on the t -axis, 305
uniqueness of inverse, 274
Legendre polynomial, 216
Legendre' s equation, 194, 358, 21 8
Limit cycle, 5 1 3
Limiting population, 23, 77
Limiting solution, 484
Limiting velocity, 22
Linear dependence, independence,
105, 107, 116, 117
of vector-valued functions, 357
Linear diferential equation, 47, 100
Linear system, 333
almost linear, 502
associated homogeneous equation,
356
eigenvalue method, 368
frst-order, 355
general solution, 358
homogeneous, 334
nonhomogeneous, 334, 362, 420
solution, 334, 355, 362
upper triangular form, 360
Linearity of Laplace transform, 269
Linearization, 502
Linearized system, 502
Lipschitz continuous, 561
Local error, 435
Local existence of solutions, 566
Logarithmic decrement, 148
Logistic diference equation, 543
Logistic equation, 23, 76, 452, 542
competition situation, 80
with harvesting, 453, 483
joint proportion situation, 80
limited environment situation, 80
Logistic populations, interaction of,
522
Lorenz, E. N. , 55 1
Lorenz strange attractor, 55 1
Lorenz system, 552
| -4 I ndex
Lunar lander, 1 3, 90, 467
N
Maclaurin series, 196
Manchester (England) bridge collapse,
1 66
Mass matrix, 381
Mass-spring-dashpot system, 1 01
Mathematical model, 4
Mathematical modeling, 4
Matrix, 348
addition, 348
augmented, 360
coefcient, 355
columns, 348
determinant, 352
diagonal, 41 2
elements, 348
elementary row operations, 360
equality, 348
exponential, 411
fundamental, 408
identity, 351, 359
inverse, 352
multiplication, 350
nilpotent, 413
nonsingular, 352
order, 351
principal diagonal, 352
rows, 348
singular, 352
subtraction, 349
transpose, 349
zero, 348
Matrix diferential equation, 407
Matrix exponential solutions, 41 4
general, 41 6
Matrix-valued function, 354
continuous, 354
diferentiable, 354
Mechanical-electrical analogy, 1 74
Mechanical vibrations, 343
Method of elimination, 339
Method of Frobenius, 222
logarithmic case, 240
nonlogarithmic case, 233
the exceptional cases, 242
Method of successive approximations,
557
Method of undetermined coefcients,
149
for nonhomogeneous systems, 421
Mexico City earthquake, 1 66
Mixture problems, 52
Modem Jazz Quartet, 640
Modulus (of complex number), 1 32
Multiplicity of eigenvalue, 393
N
Natural frequency, 163, 345, 384
of beam, 644
Natural growth and decay, 37
Natural growth equation, 38
Natural mode of oscillation, 345, 384
Newton, Sir lsaac ( 1 642-1 727), 85,
336
Newton' s l aw of cooling, 2, 40, 57, 480
Newton' s law of gravitation, 90, 336,
472
Newton' s method, 1 25, 1 85, 261
Newton' s second law of motion, 1 3,
1 5, 85, 95, 1 36, 1 62, 1 66, 1 86,
326, 381
Nilpotent matrix, 41 3
Nodal sink, 504
Nodal source, 504
Node, 491
improper, 492, 504, 505
proper, 491, 505
Nonelementary function, 430
Nonhomogeneous equation, 101, 1 21 ,
1 22
Nonhomogeneous system, 334, 362
Nonlinear pendulum, 533
period of oscillation, 535, 539
Nonlinear spring, 527, 528
Nonsingular matrix, 352
Noonburg, Anne, 264
Norm, 561
O
Ohm (unit of resistance), 173
Operational determinant, 341
Operator, polynomial diferential, 1 27,
340
Order of diferential equation, 6
Ordinary diferential equation, 7
Ordinary point, 208
solution near, 209
Oscillating populations, 5 1 6
Overdamping, 1 41
Painleve transcendant, 264

Parachute, 87, 94, 440, 450, 457, 460
Parameters, variation of, 1 58, 1 60
Parametric Bessel equation, 255
Partial diferential equation, 7
partial fraction decomposition, 289
Particular solution, 10
Peaceful coexistence of two species,
520
Pendulum, 1 37, 1 46, 1 71 , 262
nonlinear, 533
variable length, 262
Period, 139
Period doubling, 546, 550
in mechanical systems, 548
Periodic function, 310
Periodic harvesting and restocking,
453
Phase angle, 139
Phase diagram, 481
Phase plane, 489
position-velocity, 527
Phase plane portrait, 33 1 , 489
Phenylethylane, 44
Physical units, 1 4
Picard, Emile ( 1 856-1 941 ), 557
Pitchfork diagram, 486
Piecewise continuous function, 271
jump, 271
Piecewise smooth function, 277
.......... 262
Pitchfork diagram, 546
Poe, Edgar Allan ( 1 809-1 849), 262
Polar form (of a complex number), 1 32
Polking, John, 3 1 , 499
Polynomial diferential operator, 1 27,
340
Population equation, 75
Population explosion, 75, 82
Population growth, 37
and period doubling, 542
Position function, 12
Position-velocity phase plane, 527
Potential energy, 1 66
Power series, 194
Power series method, 1 94
Power series representation, 1 95
Practical resonance, 1 69
Predation, 522
Predator, 5 1 3
Predator-prey situation, 5 1 3
Predator-prey system, 5 1 4
Predictor (improved Euler), 446
Predictor-corrector methods, 445
Prey, 5 1 3
Principle of superposition, 1 02, 1 1 3
for nonhomogeneous equations, 1 55
for systems, 356
.,.....85, 336
Product of matrices, 350
Proper node, 505
Pseudofequency, 142
Pseudoperiod, 142
Pure resonance, 1 65
K
Radio frequencies, 1 78
Radioactive decay, 37
Radius of convergence, 201
Railway cars, 385, 39 1 , 402
Rank r generalized eigenvector, 398
Rayleigh, Lord (John William Strutt,
1 842-1 91 9), 540
Rayleigh' s equation, 540
Reactance, 176
Real part, 1 30
Recurrence relation, 200
many-term, 21 3
two-term, 21 3
Reducible second-order equation, 70
Reduction of order, 1 24, 238
formula, 239
Regular singular point, 220
Repeated quadratic factors, 294
Resistance:
proportional to velocity, 86
proportional to square of velocity,
88
Resistance matrix, 403
Resistor, 1 73
Resonance, 165, 389
electrical, 178
practical, 1 69
pure, 1 65
and repeated quadratic factors, 294
Riccati equation, 73, 262
..circuit, 1 73, 308, 320
initial value problems, 1 76
integrodiferential equation, 308
Rocket propulsion, 95
Rodrigues' formula, 217
Rossler band, 553
Rossler system, 553
Row vector, 349
Runge, Carl ( 1 856-1 927), 453
Runge-Kutta method, 453
error in, 454
for systems, 466
variable step size methods, 47 1
5
Saddle point, 492, 504
Saltzman, Barry, 552
Sawtooth function, 288, 3 1 4
Schwartz, Laurent, 324
Second law of motion, 1 3, 1 5, 85, 1 36,
1 62, 1 66, 1 86, 326, 381
Second-order system, 382, 383
Separable equation, 32
Separatrix, 520, 529
Series:
binomial, 195, 206, 233
convergent, 195
exponential, 196
formal multiplication, 197
geometric, 195, 233
hypergeometric, 233
identity principle, 1 99
Maclaurin, 196
power, 194
radius of convergence, 201
shif of index, 200
Taylor, 196
termwise addition, 197
term wise diferentiation, 1 98
trigonometric, 205
Shif of index of summation, 200
Simple harmonic motion, 1 39
Simple pendulum, 1 37
Sine integral function, 5 1
Singular matrix, 352
Singular point, 208
irregular, 220
regular, 220
Singular solution, 36
Sink, 492
Skydiver, 457, 463
Skywalk, 1 66
Slope feld, 19, 489
Snowplow problem, 45
Sodium pentobarbitol, 43
Sof spring, 528
oscillation, 529
Sof touchdown, 1 4, 1 8
Solution curve, 19, 33 1
Solution:
of differential equation, 2, 7
of system, 326
on an interval, 6
linear frst -order, 50
existence, uniqueness, 23, 24, 50,
1 04, 1 1 4, 557
general, 10, 36
implicit, 35
one-parameter family, 5
singular, 36
Source, 492
Spacecraf landing, 467
Spiral point, 506
Spiral sink, 495
Spiral source, 495
Spout, 482
Spring constant, 136
Square wave function, 276, 288, 3 1 1 ,
3 1 4, 549
Stability:
of almost linear systems, 508
of linear systems, 507
Stable center, 506
Stable critical point, 492
Staircase function, 31 5
Star, Scc Proper node
Static displacement, 165
I ndex 1 - 5
Static equilibrium position, 136
Steady periodic current, 175
Steady periodic solution, 390
Step size, 43 1 , 445, 47 1
Stifness matrix, 382
Stirling' s approximation, 56
Stokes' drag law, 148
Stonehenge, 40
Strange attractor, 552
Substitution methods, 59
Superposition principle, 1 02, 1 1 3
for nonhomogeneous equations, 155
for systems, 356
Survival of a single species, 5 1 7
Swimmer's problem, 1 6
Systems analysis, 322
Taylor series, 196

Temperature oscillations, indoor, 57
Terminal speed, 86
Termwise diferentiation of series, 1 98
Termwise inverse Laplace
transformation, 304
Thermal difusivity, 7
Threshold population, 81
Threshold solution, 484
Time lag, 1 39, 176
Time-varying amplitude, 142
Torricel l i ' s law, 2, 41
Trace-determinant plane, 5 1 3
Trajectory, 33 1 , 488
closed, 495
Transfer function, 322
Transient current, 175
Transient solution, 1 68, 390
Translated series solutions, 21 2
Triangular wave function, 288, 3 1 1
Trigonometric series, 205
Two-dimensional systems, 330
d
Undamped forced oscillations, 1 62
Undamped motion, 136
Underdamping, 1 42
Undetermined coeffcients, 149, 1 51 ,
1 55, 421
Unicycle model of car, 1 67
Uniform convergence, 563
Uniqueness of solutions, SccExistence
Unit impulse response, 323
1 6 I ndex
Unit on-of function, 288
Unit square wave function, 288
Unit staircase function, 276, 287
Unit step function, 271, 305
Unit step response, 323
Unstable critical point, 482, 492
Upward motion, 88
U. S. population, 78
V
van der Pol, Balthasar ( 1 889-1 959),
541
van der Pol ' s equation, 541
Vandermonde determinant, 123
Variable gravitational acceleration, 90
Variation of parameters, 1 58, 1 60
for nonhomogeneous systems, 423,
425
Variable step size, 47 1
Vector, 349
scalar product, 350
Velocity, 12
limiting, 22
Verhulst, Pierre-Francois ( 1 804-1 849),
78, 84
Verne, Jules ( 1 828-1 905), 92, 94
Vertical motion with gravitational
acceleration, 1 5
with air resistance, 85
Viscosity, 1 48
Voltage drop, 1 73
Volterra, Vito ( 1 860-1 940), 5 1 4
W
Water clock, 45
Watson, G. N. ( 1 886-1 965), 248
Weight function, 322
Well-posed problems and
mathematical models, 568
Whirling string, 1 85
World population, 39
Wronski, J. M. H. ( 1 778-1 853), 1 1 7
Wronskian, 106, 1 07, 117, 1 1 9
of vector-valued functions, 357
T
Yorke, James, 547
Young' s modulus, 1 91 , 259

Elementary Differential Equations 6th Edition

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Elementary Differential Equations 6th Edition

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ELEMENTARY

First-Order Diferential Equations 1

Laplace Transform Methods X

Thenna| two sectlonsofChapter1 (on popu|atlonsande|ementarymechan-

The nna| sectlon ofChapter 2 oers unusua||y ear|y exposure to endpolnt

lnthls way. The time rte c,chage(th

,ay, a ; Inthls caseEq.,:;takesthefom

6 Chapter I Fi rst-Order Di fferenti al Equati ons

where / ls a constant (ca||ed the /ec/a_ s/./- ofthe rod) In Chapters I

\ 2 Chapter I Fi rst-Order Di fferenti al Equati ons

,x; ax= o,x; +cax=o,x; ax+c, x+c

FIGUR 1.2.5. A swimmer's

= c ccc:i, i c- i; =c c:i- 0. 0004P .

Note that a|| theseso|utloncurves appeartoapproachthehorlzonta| |lne i i c

FIGUR 1.3.8. Slope feld and

,x; = c(seeProb|em27). Flgure

' ` ` ` ` ` ` ' '

' ' ' ' ` `

` ` ' ' ' ' ' '

Construct a slope feld and appropriate solution curve to

for all .Can

..= has either

and graph of a solution .. = .. 1 ) .

whereh(,)= IJ ](,) . Inthlscasethevarlab|esxand,canbeseartedlso|ated

i,y,x; ; } = i,y,x; ; y,x;= ),y; - = ,,x; =n

FIGUR 1.4. 1. Slope feld and

y wlth -y ln the lntegrated equatlon ln, y = -x

AsExamp|e2 l||ustrates, ltmay ormaynotbeposslb|eorpractlca|to so|ve

FIGUR 1.4.4. Slope feld and

, but ova|ue ofcglves

FIGURE 1.4.7. Natural growth.

40 Chapter I Fi rst-Order Di fferenti al Equati ons

|s r ,ia z)},c cccl zl :) , a:ex|ma:eiyco

w|:a:aevaiae/= c cccl zl : 1|asweaaa:aa:

New ,c) = c|mi|es:aa:s = z, se= - z,

ie:= -ia,zz}z)[},c cc) i c ,m|a), :ae:e:ai :ee||a,:|me:ea|::a

The fundamenta| theorem of ca|cu|us therefore lmp|les that ar }ay

Ahemlspherlca|bow|has topradlus:uandattlme cls fu||ofwater. Atthat

The tank ls empty wheny c,thus when

(b) Find a singular solution that is not in

= .to verify the

. .= has (a) no solution, (b) infnitely

= .and ...= 2,. Do they have the

around the y-axis. A plug at the bottom is re

= by around the y-axis. The water depth is

FIGUR 1. 4. 11. A bead sliding down a

.= 4. sin cos .in (ii)

where the constant .= ..is the ratio of the cable' s

c Forthlsreason, thefunctlon,,y; i}ylsca||edan/e,-.

forwhlchc clnEq. ,s), so)g -forthe

+ i ; and _,x;= :x},x

Hemarkt Flgure i zshows a s|opene|dand typlca| so|utloncurvesfor

A Closer Look at the Method

FIGURE 1.5.4. The single-tank

whlchwe rewrlte lnthe|lnearnrst-orderform

'=zc r for = - |n 4 = |n 4 I 90I (years) .

The tank ls fu||aftercmln,andwhent = c, wehave

denote the amount of ethanol in tank .at time

(b) Show by induction on .

(c) Show that the maximum value of .

. (d) Conclude from Stirling's

41. A 30-year-old woman accepts an engineering position

, , - sz l ) +,z l )cos - , :c:)s m ,)